Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu April 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May17 170420 950.00 955.75 946.00 946.75 -3.50 105,926 178,427 -24,015
Jul17 170420 960.00 966.25 956.00 956.75 -3.75 97,568 326,577 +7,892
Aug17 170420 961.75 967.25 957.75 958.25 -3.75 8,122 30,333 -950
Sep17 170420 959.50 964.25 955.00 955.00 -4.50 2,431 9,995 +278
Nov17 170420 958.25 962.50 953.00 953.75 -4.50 31,163 171,537 +774
Jan18 170420 965.25 969.75 960.50 961.00 -4.25 1,839 11,034 +846
Mar18 170420 969.50 972.75 964.00 964.50 -4.25 492 9,247 +22
May18 170420 974.25 977.75 968.50 969.25 -4.50 321 4,282 -69
Jul18 170420 980.25 983.25 974.75 975.00 -4.75 220 11,420 +84
Aug18 170420 976.00 976.00 971.25 971.25 -5.00 0 50 +0
Sep18 170420 959.25 959.25 959.25 959.25 -3.50 0 39 +0
Nov18 170420 948.75 952.50 944.00 944.00 -4.25 107 3,406 +20
Jan19 170420 947.75 947.75 947.75 947.75 -4.25 0 59 +0
Mar19 170420 948.00 948.00 948.00 948.00 -4.25 0 7 +0
Total Volume and Open Interest 248,189 756,478 -15,118
Soybean Meal(CBOT)
May17 170420 310.60 312.80 307.50 307.90 -2.90 51,053 60,684 -9,218
Jul17 170420 314.90 317.20 311.50 311.90 -3.30 55,512 186,490 +7,270
Aug17 170420 315.70 318.10 312.70 312.90 -3.40 6,593 20,668 +928
Sep17 170420 316.50 318.10 312.60 313.10 -3.40 2,407 15,933 +409
Oct17 170420 315.10 316.90 311.80 312.20 -3.30 1,537 13,036 +433
Dec17 170420 316.50 318.00 312.80 313.30 -3.40 9,373 63,725 +39
Jan18 170420 316.90 318.20 313.10 313.40 -3.80 374 4,760 +91
Mar18 170420 317.20 318.60 313.60 314.00 -3.50 79 5,014 +37
May18 170420 318.40 319.00 314.40 314.60 -3.50 50 2,873 -13
Jul18 170420 320.30 320.90 316.20 316.30 -3.60 158 3,120 +23
Total Volume and Open Interest 127,244 378,518 +58
Soybean Oil(CBOT)
May17 170420 31.55 32.02 31.45 31.92 +0.34 52,667 76,489 -13,226
Jul17 170420 31.76 32.20 31.66 32.12 +0.33 54,750 199,206 +7,858
Aug17 170420 31.89 32.30 31.77 32.23 +0.33 8,749 24,449 -204
Sep17 170420 32.09 32.39 31.88 32.34 +0.33 5,672 22,068 +941
Oct17 170420 32.15 32.43 31.93 32.38 +0.33 1,637 13,657 +320
Dec17 170420 32.17 32.60 32.07 32.53 +0.30 15,066 74,418 +2,308
Jan18 170420 32.46 32.75 32.25 32.67 +0.28 698 5,903 +175
Mar18 170420 32.59 32.90 32.45 32.85 +0.26 2,385 7,448 +1,987
May18 170420 32.93 33.04 32.64 33.02 +0.26 75 2,710 +21
Jul18 170420 33.10 33.21 32.80 33.17 +0.25 424 2,971 +238
Total Volume and Open Interest 142,192 432,466 +419
Canola(WCE)
May17 170420 516.4 520.3 515.7 519.6 +3.1 9,358 26,701 -5,777
Jul17 170420 511.9 516.1 511.9 515.7 +3.6 12,489 77,785 +1,341
Nov17 170420 490.1 494.6 490.1 493.7 +3.6 2,893 64,519 -15
Jan18 170420 495.2 498.5 495.2 497.6 +3.6 434 9,319 +130
Mar18 170420 499.0 502.5 499.0 501.4 +3.6 75 732 +31
Total Volume and Open Interest 25,274 179,213 -4,285
Corn(CBOT)
May17 170420 361.75 363.75 357.25 357.75 -4.00 188,302 263,728 -29,587
Jul17 170420 368.25 370.75 363.75 364.25 -4.00 196,165 640,706 +10,585
Sep17 170420 375.75 378.25 371.00 371.75 -4.00 52,269 187,165 +2,523
Dec17 170420 387.00 388.50 381.50 382.50 -4.00 52,140 254,453 -2,876
Mar18 170420 396.25 398.25 391.25 392.25 -4.00 5,720 60,677 +1,194
May18 170420 401.75 403.50 397.75 398.25 -3.50 1,380 8,491 +403
Jul18 170420 407.00 408.00 402.50 403.00 -3.50 2,243 21,007 +269
Sep18 170420 397.75 398.25 396.25 396.25 -3.75 199 2,404 -10
Dec18 170420 401.50 402.50 397.00 397.25 -3.75 443 18,958 +185
Mar19 170420 405.25 405.25 403.75 404.25 -3.75 0 375 +0
Total Volume and Open Interest 498,861 1,458,663 -17,314
Wheat(CBOT)
May17 170420 418.00 421.75 405.25 406.25 -12.75 59,271 104,100 -9,488
Jul17 170420 433.75 437.00 421.00 421.75 -12.75 67,960 266,761 +6,806
Sep17 170420 447.75 450.75 435.50 436.50 -12.00 16,658 60,138 +3,125
Dec17 170420 469.25 473.50 459.00 459.50 -11.00 10,453 66,360 +1,891
Mar18 170420 488.00 491.25 477.00 477.75 -10.25 1,975 12,257 +513
May18 170420 500.75 501.00 487.50 488.25 -10.00 824 2,210 +131
Total Volume and Open Interest 158,096 515,535 +3,280
Wheat(KCBT)
May17 170420 417.00 420.25 402.25 402.75 -14.00 20,558 47,756 -5,011
Jul17 170420 429.25 432.50 415.00 415.50 -14.00 19,368 145,954 +4,842
Sep17 170420 445.75 448.25 431.25 431.75 -13.75 6,639 30,637 +2,850
Dec17 170420 472.75 474.75 458.50 458.75 -13.25 6,169 32,494 +1,707
Mar18 170420 492.50 492.50 476.25 476.50 -13.25 2,619 18,732 +1,581
May18 170420 496.00 501.25 486.00 486.00 -12.75 465 2,676 +144
Jul18 170420 504.25 508.25 493.25 493.25 -12.50 216 3,371 +174
Total Volume and Open Interest 56,034 281,985 +6,287
Wheat(MGE)
May17 170420 535.75 537.25 526.50 527.00 -10.25 3,859 14,336 -986
Jul17 170420 543.75 545.50 535.00 535.50 -9.75 5,146 27,474 +803
Sep17 170420 551.50 552.00 541.25 542.00 -10.00 798 9,889 -25
Dec17 170420 561.00 561.00 550.25 550.50 -10.00 733 8,203 +174
Mar18 170420 569.50 569.75 559.00 559.75 -10.00 325 4,858 +68
May18 170420 573.00 573.00 566.00 566.00 -9.75 29 2,385 -4
Total Volume and Open Interest 10,912 67,845 +29
Oats(CBOT)
May17 170420 217.75 223.00 216.00 221.75 +3.50 331 2,730 -220
Jul17 170420 217.00 220.00 215.25 218.00 +1.00 334 3,181 +171
Sep17 170420 216.00 216.25 216.00 216.25 +1.50 2 93 +1
Dec17 170420 215.50 218.75 215.25 217.25 +0.75 2 864 +1
Total Volume and Open Interest 669 6,928 -47
Rough Rice(CBOT)
May17 170420 10.02 10.08 9.81 9.85 -0.20 859 5,009 -530
Jul17 170420 10.30 10.30 10.08 10.12 -0.19 829 4,295 +381
Sep17 170420 10.53 10.53 10.35 10.39 -0.18 48 309 +16
Nov17 170420 10.55 10.55 10.55 10.55 -0.18 0 23 +0
Total Volume and Open Interest 1,736 9,637 -133
Live Cattle(CME)
Apr17 170420 129.000 130.250 129.000 129.630 +1.700 5,783 8,900 -3,149
Jun17 170420 116.700 117.480 115.800 116.480 +0.530 31,790 187,794 -747
Aug17 170420 112.800 113.535 112.000 112.800 +0.515 13,835 87,562 +731
Oct17 170420 111.750 112.230 110.800 111.600 +0.270 8,860 73,605 +931
Dec17 170420 112.250 112.885 111.550 112.180 +0.145 4,153 30,655 +406
Feb18 170420 112.230 112.900 111.535 112.150 +0.115 1,098 11,998 +278
Total Volume and Open Interest 66,214 407,780 -1,317
Feeder Cattle(CME)
Apr17 170420 138.950 139.575 137.630 137.900 -0.785 1,071 3,309 -94
May17 170420 141.100 143.000 139.630 139.750 -0.575 8,330 17,583 -698
Aug17 170420 143.735 145.550 142.300 142.450 -0.500 5,729 26,283 +865
Sep17 170420 143.500 145.285 142.235 142.435 -0.390 1,956 8,113 +199
Oct17 170420 142.235 144.000 141.100 141.630 -0.120 676 3,201 +140
Nov17 170420 140.485 142.075 139.550 140.035 -0.115 149 1,091 +15
Jan18 170420 136.100 137.500 135.185 135.685 -0.115 82 971 +30
Total Volume and Open Interest 18,006 60,646 +463
Lean Hogs(CME)
May17 170420 65.535 65.750 63.600 63.800 -2.085 310 1,668 +5
Jun17 170420 69.650 70.385 68.550 68.680 -1.270 16,929 87,929 +279
Jul17 170420 70.830 71.725 70.080 70.180 -1.320 5,892 24,411 +210
Aug17 170420 71.600 72.035 70.400 70.600 -1.200 6,735 29,930 +1,334
Oct17 170420 64.650 64.700 63.285 63.550 -1.250 4,564 36,300 +653
Dec17 170420 61.150 61.500 59.900 60.080 -1.705 1,978 19,651 +544
Feb18 170420 64.600 65.135 63.900 63.950 -1.050 370 3,930 +112
Apr18 170420 68.150 68.500 67.550 67.650 -0.735 276 2,447 +144
Total Volume and Open Interest 37,160 207,317 +3,316
Class III Milk(CME)
Apr17 170420 15.19 15.20 15.18 15.18 -0.06 96 5,306 -7
May17 170420 15.23 15.38 15.16 15.33 +0.15 257 4,813 +90
Jun17 170420 15.34 15.56 15.34 15.54 +0.18 144 4,958 -42
Jul17 170420 15.84 15.95 15.84 15.94 +0.08 42 3,535 +9
Aug17 170420 16.35 16.39 16.35 16.35 +0.08 61 2,949 +7
Sep17 170420 16.53 16.55 16.52 16.55 +0.07 26 2,921 +5
Oct17 170420 16.57 16.57 16.54 16.54 +0.07 25 2,378 +15
Nov17 170420 16.54 16.54 16.50 16.50 +0.07 11 2,092 +10
Dec17 170420 16.42 16.45 16.42 16.45 +0.04 0 2,067 +0
Jan18 170420 16.26 16.28 16.26 16.26 unch 6 617 +6
Feb18 170420 16.20 16.20 16.20 16.20 unch 6 604 +6
Mar18 170420 16.24 16.24 16.24 16.24 unch 3 549 +2
Apr18 170420 16.23 16.23 16.23 16.23 +0.03 3 355 +2
Total Volume and Open Interest 696 34,173 +119
Cocoa(ICE)
May17 170420 1850 1850 1805 1812 -82 72 602 -2
Jul17 170420 1832 1849 1756 1799 -74 25,851 149,152 +2,547
Sep17 170420 1848 1859 1767 1809 -77 8,201 58,977 +1,709
Dec17 170420 1870 1884 1794 1835 -78 4,390 27,755 +759
Mar18 170420 1901 1913 1827 1865 -78 1,968 21,829 +706
May18 170420 1922 1932 1846 1885 -78 635 8,090 +359
Jul18 170420 1924 1924 1889 1902 -78 173 7,831 -16
Total Volume and Open Interest 41,500 284,527 +6,241
Coffee "C"(ICE)
May17 170420 139.55 140.00 131.35 131.65 -6.35 10,120 794 -4,731
Jul17 170420 141.80 142.60 133.85 134.30 -6.35 32,630 108,170 +1,278
Sep17 170420 145.00 145.00 136.30 136.70 -6.30 7,236 34,820 -44
Dec17 170420 148.25 148.25 139.80 140.25 -6.20 3,286 24,696 +1,321
Mar18 170420 151.65 151.65 143.25 143.65 -6.20 937 9,007 +104
May18 170420 152.65 153.65 145.40 145.80 -6.15 331 5,037 +95
Total Volume and Open Interest 55,046 190,489 -1,863
Orange Juice(ICE)
May17 170420 165.50 165.85 159.95 161.05 -5.10 690 3,878 -115
Jul17 170420 155.00 155.25 151.75 152.15 -4.45 480 5,701 +79
Sep17 170420 152.90 152.90 149.80 150.35 -3.90 97 1,179 +17
Nov17 170420 151.00 151.00 149.50 149.75 -4.00 75 596 +24
Jan18 170420 150.25 150.95 149.75 150.65 -3.45 8 178 +4
Mar18 170420 151.60 151.75 151.10 151.75 -3.40 0 42 +0
Total Volume and Open Interest 1,350 11,594 +9
Sugar #11(ICE)
May17 170420 16.43 16.70 16.31 16.33 -0.09 38,644 101,716 -12,064
Jul17 170420 16.52 16.76 16.39 16.41 -0.11 64,407 335,999 +5,824
Oct17 170420 16.72 16.92 16.57 16.58 -0.13 22,637 145,315 +2,142
Mar18 170420 17.26 17.44 17.12 17.13 -0.12 15,559 110,258 +1,362
May18 170420 17.30 17.39 17.10 17.11 -0.12 3,111 33,522 +266
Jul18 170420 17.28 17.36 17.10 17.10 -0.11 1,877 18,651 +530
Oct18 170420 17.42 17.49 17.25 17.25 -0.10 7,084 22,522 +2,090
Mar19 170420 17.70 17.75 17.52 17.53 -0.09 584 11,899 +247
Total Volume and Open Interest 154,101 790,598 +478
London Cocoa(LCE)
May17 170420 1433 1438 1336 1385 -64 9,278 60,283 -1,314
Jul17 170420 1451 1458 1372 1415 -56 16,642 91,740 -833
Sep17 170420 1466 1477 1397 1435 -54 7,644 40,792 +542
Dec17 170420 1505 1505 1426 1463 -53 4,187 46,916 +909
Mar18 170420 1520 1529 1454 1491 -51 2,025 35,676 -5
May18 170420 1541 1543 1487 1508 -51 602 9,625 +163
Jul18 170420 1558 1558 1506 1524 -50 203 6,666 +26
Total Volume and Open Interest 40,835 295,243 -489
London Sugar(LCE)
Aug17 170420 471.30 474.60 467.60 467.90 -1.40 3,353 42,587 -176
Oct17 170420 458.70 461.40 454.70 454.80 -2.20 1,147 19,897 +391
Dec17 170420 454.20 454.30 451.40 451.60 -1.40 129 7,968 +52
Mar18 170420 454.50 455.00 452.70 453.10 -0.70 60 5,535 +42
May18 170420 456.00 456.00 454.30 454.30 -0.50 50 2,563 +27
Total Volume and Open Interest 4,740 80,500 +335
Cotton(ICE)
May17 170420 77.67 80.67 77.67 80.07 +2.40 7,425 6,030 -5,059
Jul17 170420 78.56 79.39 78.33 79.11 +0.79 21,407 128,053 +2,056
Oct17 170420 74.50 74.63 74.50 74.63 +0.55 3 106 +1
Dec17 170420 74.48 74.90 74.40 74.86 +0.40 5,835 92,057 +1,875
Mar18 170420 74.29 74.55 74.17 74.55 +0.26 252 8,395 +130
May18 170420 74.35 74.44 74.07 74.44 +0.14 17 1,100 +1
Total Volume and Open Interest 35,039 238,307 -971
Lumber(CME)
May17 170420 387.8 393.5 386.4 388.8 +1.4 270 2,893 -86
Jul17 170420 395.1 399.6 393.6 395.5 +1.1 207 2,438 +109
Sep17 170420 396.9 399.0 394.2 395.1 +0.5 26 600 +6
Nov17 170420 391.9 392.0 389.2 389.2 +0.2 11 241 +6
Total Volume and Open Interest 517 6,255 +38
Crude Oil(NYM)
May17 170420 50.63 50.97 50.18 50.27 -0.17 133,173 24,679 -47,899
Jun17 170420 51.03 51.38 50.50 50.71 -0.14 832,193 610,285 +25,635
Jul17 170420 51.38 51.74 50.86 51.07 -0.13 122,896 228,700 +8,456
Aug17 170420 51.67 52.01 51.15 51.36 -0.12 73,997 104,855 +5,572
Sep17 170420 51.91 52.22 51.39 51.61 -0.10 76,071 199,703 +10,040
Oct17 170420 52.05 52.40 51.60 51.82 -0.08 43,459 73,667 +52
Nov17 170420 52.27 52.51 51.78 51.99 -0.06 33,196 60,239 -2,996
Dec17 170420 52.30 52.66 51.87 52.11 -0.05 89,682 275,521 +1,432
Jan18 170420 52.40 52.67 51.97 52.20 -0.03 12,852 58,300 +155
Feb18 170420 52.50 52.64 52.07 52.25 -0.02 7,918 31,170 -96
Mar18 170420 52.55 52.67 52.10 52.27 -0.01 9,054 51,876 -1,831
Apr18 170420 52.49 52.62 52.10 52.26 -0.01 6,843 18,755 -297
May18 170420 52.23 52.23 52.23 52.23 -0.02 4,626 17,166 +1,362
Jun18 170420 52.50 52.69 51.98 52.19 -0.02 15,648 90,540 +1,910
Jul18 170420 52.13 52.13 52.13 52.13 -0.01 1,416 12,982 +140
Aug18 170420 52.07 52.07 52.07 52.07 -0.01 1,175 8,927 -38
Total Volume and Open Interest 1,504,973 2,167,776 +6,342
e-miNY Crude Oil(NYM)
Jun17 170420 51.050 51.400 50.500 50.700 -0.150 13,266 1,600 +430
Jul17 170420 51.400 51.725 50.875 51.075 -0.125 144 249 +9
Aug17 170420 51.800 51.925 51.300 51.350 -0.125 21 42 +10
Sep17 170420 51.600 52.050 51.600 51.600 -0.100 6 144 +0
Oct17 170420 51.825 52.225 51.825 51.825 -0.075 7 4 -2
Nov17 170420 52.000 52.400 52.000 52.000 -0.050 10 125 +0
Dec17 170420 52.350 52.525 52.100 52.100 -0.050 22 201 -4
Jan18 170420 52.450 52.450 52.200 52.200 -0.025 2 85 +2
Feb18 170420 52.250 52.250 52.250 52.250 -0.025 0 49 +0
Mar18 170420 52.275 52.275 52.275 52.275 unch 0 10 +0
Total Volume and Open Interest 13,482 2,644 -1,062
NY Harbor ULSD(NYM)
May17 170420 158.30 159.42 157.36 157.89 -0.24 43,762 57,659 -4,317
Jun17 170420 159.00 160.23 158.00 158.57 -0.35 70,081 117,415 +897
Jul17 170420 160.11 161.04 158.71 159.29 -0.50 28,007 74,513 +473
Aug17 170420 160.82 161.90 159.50 160.08 -0.63 13,933 24,643 +226
Sep17 170420 162.07 162.94 160.72 161.11 -0.70 10,944 29,452 -688
Oct17 170420 163.39 163.83 162.06 162.22 -0.71 4,539 10,768 -302
Nov17 170420 164.60 164.72 163.02 163.33 -0.72 4,016 11,891 +1,260
Dec17 170420 164.97 165.93 163.64 164.25 -0.73 8,123 56,200 +209
Jan18 170420 166.03 166.17 165.04 165.21 -0.74 520 10,066 -127
Feb18 170420 166.20 166.67 165.55 165.70 -0.75 286 3,616 +108
Mar18 170420 165.90 166.45 165.46 165.61 -0.71 281 4,711 -84
Apr18 170420 165.36 165.36 164.81 164.81 -0.67 273 2,518 -19
May18 170420 164.81 164.81 164.35 164.35 -0.63 116 1,526 +42
Jun18 170420 164.40 165.57 164.02 164.16 -0.56 694 13,088 +217
Total Volume and Open Interest 185,840 432,734 -1,910
RBOB Gasoline(NYM)
May17 170420 166.20 167.87 165.71 167.05 +1.15 40,462 59,421 -9,545
Jun17 170420 166.40 168.20 165.92 167.13 +0.79 74,043 123,277 +4,105
Jul17 170420 166.34 167.95 165.69 166.76 +0.52 32,427 61,726 -184
Aug17 170420 165.71 166.91 164.72 165.68 +0.32 16,873 26,851 +794
Sep17 170420 163.80 164.93 162.89 163.76 +0.20 13,282 36,395 +369
Oct17 170420 151.97 152.92 150.92 151.79 +0.17 6,815 25,986 +1,047
Nov17 170420 150.25 150.25 148.17 149.09 +0.15 4,404 17,575 +1,370
Dec17 170420 147.21 148.36 146.25 147.12 +0.13 5,321 35,523 -118
Jan18 170420 146.25 147.07 146.16 146.78 +0.17 237 4,727 -4
Feb18 170420 147.65 148.00 147.28 147.73 +0.19 121 2,403 +37
Total Volume and Open Interest 196,161 416,172 -2,421
e-miNY RBOB Gasoline(NYM)
May17 170420 167.05 167.05 167.05 167.05 +1.15 0 1 +0
Jun17 170420 167.13 167.13 167.13 167.13 +0.79      
Jul17 170420 166.76 166.76 166.76 166.76 +0.52      
Aug17 170420 165.68 165.68 165.68 165.68 +0.32      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
May17 170420 3.191 3.219 3.134 3.159 -0.026 158,318 76,958 -20,506
Jun17 170420 3.282 3.306 3.228 3.250 -0.026 99,384 218,371 +9,710
Jul17 170420 3.353 3.381 3.307 3.329 -0.024 51,074 192,104 +7,896
Aug17 170420 3.385 3.403 3.337 3.358 -0.022 26,259 76,640 -685
Sep17 170420 3.360 3.383 3.328 3.347 -0.022 22,284 130,854 +1,507
Oct17 170420 3.380 3.406 3.344 3.364 -0.020 32,882 140,147 +3,328
Nov17 170420 3.438 3.456 3.399 3.418 -0.017 11,834 50,452 +1,056
Dec17 170420 3.565 3.578 3.528 3.549 -0.013 12,846 64,509 -699
Jan18 170420 3.634 3.651 3.600 3.621 -0.011 19,600 90,870 +951
Feb18 170420 3.599 3.605 3.569 3.588 -0.006 5,072 37,864 +1,165
Mar18 170420 3.491 3.501 3.473 3.498 +0.001 12,722 56,230 -1,057
Apr18 170420 2.959 2.973 2.944 2.973 +0.016 10,940 88,217 +116
May18 170420 2.883 2.907 2.881 2.907 +0.018 4,012 30,894 +10
Jun18 170420 2.911 2.928 2.901 2.928 +0.020 1,789 17,331 +199
Jul18 170420 2.925 2.951 2.925 2.951 +0.021 1,196 19,658 +316
Aug18 170420 2.930 2.957 2.929 2.957 +0.021 1,309 17,956 +684
Total Volume and Open Interest 478,976 1,422,928 +5,145
Brent Crude Oil(ICE)
Jun17 170420 53.09 53.55 52.68 52.99 +0.06 435,407 321,739 -28,299
Jul17 170420 53.61 54.03 53.18 53.46 +0.03 274,127 487,431 -322
Aug17 170420 53.91 54.36 53.53 53.79 +0.02 123,852 214,839 +8,038
Sep17 170420 54.15 54.56 53.76 54.03 +0.02 87,424 209,169 +3,247
Oct17 170420 54.36 54.72 53.94 54.20 +0.01 46,209 137,437 +1,279
Nov17 170420 54.46 54.83 54.06 54.31 unch 21,479 74,885 -643
Dec17 170420 54.49 54.92 54.13 54.38 -0.01 110,068 274,920 +592
Jan18 170420 54.67 54.94 54.18 54.41 -0.02 5,893 46,583 -7
Feb18 170420 54.65 54.95 54.27 54.42 -0.03 4,387 35,388 +617
Mar18 170420 54.23 54.40 54.23 54.40 -0.05 6,766 41,286 -305
Apr18 170420 54.36 54.36 54.36 54.36 -0.07 1,224 20,018 +106
May18 170420 54.32 54.32 54.31 54.31 -0.08 1,832 20,179 +296
Jun18 170420 54.54 54.71 54.06 54.25 -0.08 20,183 90,580 +879
Jul18 170420 54.21 54.21 54.21 54.21 -0.08 974 13,608 +31
Total Volume and Open Interest 1,196,423 2,453,312 -13,138
Gas Oil(ICE)
May17 170420 478.00 481.75 474.25 476.75 -11.00 66,039 181,591 -2,540
Jun17 170420 479.00 482.75 475.50 478.25 -10.75 50,552 170,009 -3,135
Jul17 170420 480.75 484.00 477.50 479.75 -10.75 25,908 111,002 +315
Aug17 170420 482.75 485.75 479.25 481.50 -11.00 10,665 52,752 +1,363
Sep17 170420 485.25 487.75 481.50 483.75 -11.00 7,273 52,793 +952
Oct17 170420 487.75 490.25 485.00 486.50 -10.75 3,402 40,714 -96
Nov17 170420 488.75 491.25 485.50 487.75 -10.50 2,328 19,036 +469
Dec17 170420 490.25 492.00 485.75 488.25 -10.50 16,282 89,521 +731
Jan18 170420 491.00 493.00 487.75 490.00 -10.25 772 17,758 +262
Feb18 170420 493.25 493.75 489.50 491.25 -10.25 560 9,393 -183
Total Volume and Open Interest 195,321 924,784 -2,251
Ethanol(CBOT)
May17 170420 1.627 1.632 1.614 1.620 +0.003 671 1,398 -448
Jun17 170420 1.608 1.619 1.599 1.600 unch 449 1,899 +291
Jul17 170420 1.593 1.593 1.576 1.576 -0.003 20 179 +6
Aug17 170420 1.560 1.570 1.560 1.560 -0.003 0 484 +0
Sep17 170420 1.540 1.540 1.540 1.540 -0.003 5 88 +5
Oct17 170420 1.525 1.525 1.525 1.525 -0.003 1 183 +1
Nov17 170420 1.505 1.505 1.505 1.505 -0.003 0 94 +0
Dec17 170420 1.485 1.485 1.485 1.485 -0.003 0 320 +0
Total Volume and Open Interest 1,146 4,648 -145
WTI Crude Oil(ICE)
Jun17 170420 51.09 51.38 50.51 50.71 -0.14 103,802 116,174 +3,324
Jul17 170420 51.40 51.73 50.88 51.07 -0.13 65,700 65,231 +2,397
Aug17 170420 51.70 52.00 51.16 51.36 -0.12 37,718 28,267 +205
Sep17 170420 51.93 52.21 51.49 51.61 -0.10 12,838 41,783 -1
Oct17 170420 52.03 52.34 51.60 51.82 -0.08 11,440 22,525 -1,282
Nov17 170420 52.37 52.47 51.76 51.99 -0.06 4,524 5,437 -42
Dec17 170420 52.42 52.61 51.88 52.11 -0.05 20,139 114,350 +2,490
Jan18 170420 52.54 52.62 52.07 52.20 -0.03 1,497 6,557 -363
Feb18 170420 52.24 52.34 52.12 52.25 -0.02 588 4,377 +120
Mar18 170420 52.27 52.27 52.27 52.27 -0.01 596 9,597 +89
Apr18 170420 52.26 52.26 52.26 52.26 -0.01 283 2,450 -10
May18 170420 52.23 52.23 52.23 52.23 -0.02 109 1,075 +27
Jun18 170420 52.55 52.68 52.19 52.19 -0.02 3,435 37,198 +345
Jul18 170420 52.13 52.13 52.13 52.13 -0.01 22 364 +18
Aug18 170420 52.07 52.07 52.07 52.07 -0.01 2 1,538 +0
Sep18 170420 52.01 52.01 52.01 52.01 -0.02 8 2,076 +0
Total Volume and Open Interest 269,045 598,014 -14,413
US Dollar Index(ICE)
Jun17 170420 99.700 99.760 99.290 99.685 +0.048 17,791 65,252 +183
Sep17 170420 99.585 99.585 99.160 99.525 +0.052 124 1,013 -6
Dec17 170420 99.015 99.350 99.000 99.350 +0.052 32 502 -13
Total Volume and Open Interest 17,950 66,821 +163
Australian Dollar(CME)
Jun17 170420 74.89 75.39 74.85 75.20 +0.31 87,280 110,701 -2,036
Sep17 170420 74.80 75.28 74.76 75.10 +0.31 375 1,310 +129
Dec17 170420 74.78 75.18 74.78 75.01 +0.31 10 117 +2
Total Volume and Open Interest 87,785 112,560 -1,893
British Pound(CME)
Jun17 170420 128.01 128.66 127.92 128.37 +0.33 154,896 261,323 +1,737
Sep17 170420 128.37 128.96 128.25 128.69 +0.33 154 755 +25
Dec17 170420 128.82 129.30 128.66 129.06 +0.34 7 204 -1
Total Volume and Open Interest 155,889 263,067 +1,717
Canadian Dollar(CME)
Jun17 170420 74.24 74.37 74.13 74.28 +0.09 69,166 143,037 +11,140
Sep17 170420 74.33 74.47 74.25 74.39 +0.09 268 2,193 +162
Dec17 170420 74.42 74.56 74.36 74.50 +0.09 56 1,732 +29
Mar18 170420 74.61 74.66 74.50 74.61 +0.09 0 108 +0
Total Volume and Open Interest 69,655 147,453 +11,411
Japanese Yen(CME)
Jun17 170420 92.07 92.18 91.53 91.68 -0.53 116,755 198,297 -2,272
Sep17 170420 92.55 92.55 91.92 92.06 -0.53 525 2,480 +281
Dec17 170420 92.48 92.51 92.37 92.51 -0.53 8 192 +3
Total Volume and Open Interest 117,754 201,718 -1,899
Swiss Franc(CME)
Jun17 170420 100.53 100.93 100.46 100.50 -0.10 19,317 47,636 -608
Sep17 170420 101.51 101.52 101.08 101.11 -0.10 38 210 +34
Dec17 170420 101.76 102.11 101.76 101.76 -0.11 0 9 +0
Total Volume and Open Interest 19,355 47,861 -574
EuroFX(CME)
Jun17 170420 107.39 108.07 107.39 107.50 -0.01 129,350 420,720 -5,854
Sep17 170420 107.94 108.58 107.91 108.01 -0.01 284 2,475 +46
Dec17 170420 109.00 109.06 108.48 108.55 -0.01 12 680 +10
Total Volume and Open Interest 130,019 424,790 -5,799
Mexican Peso(CME)
May17 170420 530.50 530.50 530.50 530.50 +2.63 0 10 +0
Jun17 170420 525.50 528.25 524.63 527.50 +2.50 67,258 189,780 -5,624
Total Volume and Open Interest 67,272 189,959 -5,616
Brazilian Real(CME)
May17 170420 317.00 318.55 314.90 316.40 -1.60 1,270 21,346 -73
Jun17 170420 315.60 316.05 312.60 314.00 -1.60 359 5,064 +141
Jul17 170420 312.15 312.15 312.15 312.15 -1.80      
Aug17 170420 310.00 310.00 310.00 310.00 -1.85      
Total Volume and Open Interest 1,629 26,410 +68
30-Year T-Bonds(CBOT)
Jun17 170420 154~180 154~310 153~250 154~050 -0~190 208,437 647,987 +3,966
Sep17 170420 153~010 153~220 152~190 152~300 -0~180 92 277 +71
Dec17 170420 152~300 152~300 152~300 152~300 -0~180      
Total Volume and Open Interest 208,529 648,264 +4,037
10-Year T-Notes(CBOT)
Jun17 170420 126~070 126~110 125~265 125~305 -0~105 1,198,623 3,208,671 +52,178
Sep17 170420 125~300 126~000 125~170 125~205 -0~100 325 4,797 -16
Dec17 170420 125~205 125~205 125~205 125~205 -0~100      
Total Volume and Open Interest 1,198,948 3,213,468 +52,162
5-Year T-Notes(CBOT)
Jun17 170420 118~246 118~266 118~172 118~192 -0~066 599,268 3,193,560 +35,419
Sep17 170420 118~010 118~084 117~314 118~010 -0~072 1,993 5,322 +1,975
Dec17 170420 118~010 118~010 118~010 118~010 -0~072      
Total Volume and Open Interest 601,261 3,198,882 +37,394
2 Year T-Notes(CBOT)
Jun17 170420 108~140 108~144 108~122 108~130 -0~014 325,351 1,407,188 +29,509
Sep17 170420 108~066 108~074 108~066 108~072 -0~020 7 1,363 +4
Dec17 170420 108~072 108~072 108~072 108~072 -0~020      
Total Volume and Open Interest 325,358 1,408,551 +29,513
Eurodollars(CME)
Jun17 170420 98.745 98.745 98.725 98.730 -0.020 212,775 1,460,640 +19,399
Sep17 170420 98.645 98.650 98.620 98.625 -0.030 191,373 1,372,072 +14,706
Dec17 170420 98.575 98.580 98.535 98.545 -0.040 240,767 1,602,966 -2,985
Mar18 170420 98.505 98.510 98.460 98.465 -0.050 218,152 1,126,681 +5,286
Jun18 170420 98.420 98.430 98.370 98.375 -0.055 232,087 962,837 +14,917
Sep18 170420 98.335 98.340 98.275 98.280 -0.060 176,502 853,658 +10,481
Dec18 170420 98.235 98.245 98.180 98.180 -0.065 165,311 1,436,516 -8,491
Mar19 170420 98.170 98.190 98.120 98.120 -0.065 122,811 718,058 +4,196
Jun19 170420 98.115 98.130 98.060 98.060 -0.065 109,481 721,271 +9,719
Sep19 170420 98.060 98.075 98.000 98.005 -0.065 89,454 615,574 +20,150
Dec19 170420 97.980 97.995 97.920 97.925 -0.065 90,493 609,186 +1,419
Mar20 170420 97.935 97.955 97.875 97.880 -0.065 63,190 383,037 +2,405
Jun20 170420 97.885 97.905 97.820 97.830 -0.065 52,689 221,659 -3,176
Sep20 170420 97.840 97.855 97.775 97.785 -0.065 40,469 188,810 +339
Dec20 170420 97.775 97.795 97.715 97.725 -0.065 40,892 275,410 +3,436
Mar21 170420 97.735 97.760 97.675 97.685 -0.065 27,922 108,302 -839
Jun21 170420 97.695 97.710 97.630 97.640 -0.065 28,791 120,938 +2,566
Sep21 170420 97.645 97.665 97.580 97.595 -0.065 22,486 68,354 +387
Total Volume and Open Interest 2,190,544 13,154,115 +100,496
Ultra T-Bond(CBOT)
Jun17 170420 165~03 165~23 164~00 164~18 -0~26 79,591 729,241 +11
Sep17 170420 163~15 164~14 163~02 163~15 -0~26 62 1,027 +50
Dec17 170420 163~15 163~15 163~15 163~15 -0~26      
Total Volume and Open Interest 79,653 730,268 +61
Ultra 10-Yr T-Note(CBOT)
Jun17 170420 136~055 136~115 135~200 135~265 -0~145 67,154 351,455 -1,129
Sep17 170420 135~025 135~025 135~025 135~025 -0~145      
Dec17 170420 135~025 135~025 135~025 135~025 -0~145      
Total Volume and Open Interest 67,154 351,455 -1,129
30 Day Federal Funds(CBOT)
Apr17 170420 99.107 99.107 99.105 99.107 unch 2,923 429,279 +932
May17 170420 99.100 99.100 99.095 99.095 unch 5,634 255,511 +1,238
Jun17 170420 99.035 99.035 99.020 99.025 -0.015 4,783 75,965 +1,157
Jul17 170420 98.985 98.985 98.955 98.960 -0.030 40,834 145,868 +424
Aug17 170420 98.965 98.965 98.940 98.945 -0.030 12,490 99,925 -1,160
Sep17 170420 98.940 98.940 98.915 98.915 -0.035 5,967 26,946 +842
Total Volume and Open Interest 155,062 1,673,212 +2,737
Japanese Govt Bonds(SGX)
Jun17 170420 151.14 151.19 151.03 151.06 -0.06 2,282 19,079 +1,599
Sep17 170420 151.06 151.06 151.06 151.06 -0.06      
Dec17 170420 151.06 151.06 151.06 151.06 -0.06      
Total Volume and Open Interest 2,282 19,079 +1,599
Euro-Buxl(EUREX)
Jun17 170420 175.30 175.58 173.00 173.64 -1.38 36,337 192,353 +15,664
Sep17 170420 173.68 173.68 171.36 171.84 -1.38 535 3,329 +859
Dec17 170420 170.10 170.10 170.10 170.10 -1.38      
Total Volume and Open Interest 36,872 195,682 +4,623
Euro-Bund(EUREX)
Jun17 170420 163.39 163.44 162.52 162.74 -0.51 630,807 2,050,392 +24,233
Sep17 170420 165.28 165.33 164.42 164.63 -0.56 32,251 93,001 -13,433
Dec17 170420 161.72 161.74 161.72 161.74 -0.51 1 3 +1
Total Volume and Open Interest 663,059 2,143,396 +10,801
Euro-Bobl(EUREX)
Jun17 170420 132.41 132.46 132.10 132.23 -0.11 453,753 1,336,100 -24,257
Sep17 170420 133.16 133.16 132.96 133.02 -0.12 3,138 18,253 -1,594
Dec17 170420 131.93 131.93 131.93 131.93 -0.11      
Total Volume and Open Interest 456,891 1,354,353 -25,851
Euro-Schatz(EUREX)
Jun17 170420 112.41 112.43 112.33 112.38 -0.01 286,136 1,365,034 -32,996
Sep17 170420 112.25 112.25 112.17 112.22 -0.00 4 55 +1
Dec17 170420 113.18 113.18 113.18 113.18 -0.00      
Total Volume and Open Interest 286,140 1,365,089 -32,995
3-Mth Euribor(EUREX)
Jun17 170420 100.315 100.320 100.310 100.320 unch 0 34,348 +145
Sep17 170420 100.290 100.300 100.290 100.300 unch 0 5,203 +210
Dec17 170420 100.275 100.275 100.275 100.275 -0.005 5 6,517 +100
Total Volume and Open Interest 84 72,649 +479
Long Gilt(LIFFE)
Jun17 170420 128~18 128~22 128~02 128~12 -0~00 136,396 671,343 -7,727
Sep17 170420 127~12 127~12 127~12 127~12 +0~00 0 2 +0
Total Volume and Open Interest 136,396 671,345 -7,727
3-Mth Short Sterling(LIFFE)
Jun17 170420 99.64 99.64 99.64 99.64 unch 62,403 391,668 -15,594
Sep17 170420 99.61 99.62 99.61 99.61 unch 73,993 473,370 -4,162
Dec17 170420 99.59 99.60 99.58 99.59 unch 91,070 439,158 +2,956
Mar18 170420 99.57 99.58 99.55 99.56 unch 81,565 334,447 +3,351
Jun18 170420 99.55 99.56 99.53 99.53 -0.01 121,807 370,903 +19,647
Sep18 170420 99.51 99.53 99.49 99.50 -0.01 81,100 242,310 +2,883
Total Volume and Open Interest 874,855 3,285,624 +22,408
3-Mth Euribor(LIFFE)
Jun17 170420 100.315 100.320 100.315 100.320 +0.005 33,198 485,101 -284
Sep17 170420 100.295 100.300 100.285 100.295 unch 29,365 445,165 -1,088
Dec17 170420 100.275 100.280 100.265 100.270 -0.010 84,427 320,988 -5,480
Total Volume and Open Interest 926,749 3,939,474 +37,902
3-Mth Aus T-Bills(SFE)
Jun17 170420 98.27 98.27 98.26 98.27 unch 17,586 156,142 -78
Sep17 170420 98.28 98.28 98.27 98.28 -0.01 20,480 201,085 +1,796
Dec17 170420 98.26 98.26 98.24 98.25 -0.02 19,949 209,335 -988
Mar18 170420 98.22 98.22 98.19 98.20 -0.02 28,616 138,074 +2,532
Jun18 170420 98.15 98.15 98.12 98.13 -0.03 15,889 117,799 +506
Sep18 170420 98.08 98.08 98.05 98.06 -0.03 5,607 82,221 -199
Dec18 170420 98.02 98.02 97.98 98.00 -0.03 6,093 49,699 +771
Mar19 170420 97.95 97.95 97.92 97.93 -0.03 4,182 30,181 +453
Jun19 170420 97.88 97.88 97.85 97.87 -0.03 358 8,382 +326
Sep19 170420 97.82 97.82 97.81 97.81 -0.02 132 1,365 +40
Total Volume and Open Interest 119,545 999,375 +5,611
10-Year Aus T-Bonds(SFE)
Jun17 170420 97.51 97.52 97.46 97.47 -0.05 158,007 945,988 -353
Sep17 170420 97.47 97.47 97.47 97.47 -0.05 0 219 +0
Total Volume and Open Interest 158,007 946,207 -353
3-Year Aus T-Bonds(SFE)
Jun17 170420 98.22 98.23 98.18 98.20 -0.03 169,639 886,507 +14,664
Sep17 170420 98.20 98.20 98.20 98.20 -0.03      
Total Volume and Open Interest 169,639 886,507 +14,664
Gold(CMX)
Apr17 170420 1279.7 1282.9 1276.2 1281.9 +0.5 194 843 -87
Jun17 170420 1282.2 1285.2 1278.0 1283.8 +0.4 260,702 336,491 -5,477
Aug17 170420 1285.0 1288.2 1281.6 1287.1 +0.4 6,883 47,161 +1,230
Oct17 170420 1287.0 1290.3 1285.0 1290.3 +0.4 806 7,446 +55
Dec17 170420 1290.9 1294.9 1288.1 1293.6 +0.5 3,452 49,487 +156
Feb18 170420 1293.7 1298.2 1291.8 1296.9 +0.5 534 7,875 +9
Apr18 170420 1297.0 1300.2 1296.5 1300.2 +0.6 5 1,342 +2
Jun18 170420 1303.7 1303.7 1303.7 1303.7 +0.7 9 5,010 +0
Aug18 170420 1307.3 1307.3 1307.3 1307.3 +0.8 34 301 +0
Oct18 170420 1311.0 1311.0 1311.0 1311.0 +0.9 0 19 +0
Dec18 170420 1314.7 1314.7 1314.7 1314.7 +0.9 20 5,918 +0
Feb19 170420 1318.5 1318.5 1318.5 1318.5 +0.9 0 2 +0
Total Volume and Open Interest 273,269 468,050 -4,213
Silver(CMX)
May17 170420 1816.0 1822.0 1784.5 1801.8 -14.4 74,701 102,240 -9,022
Jul17 170420 1822.0 1829.5 1792.0 1809.8 -14.2 22,212 94,280 +10,283
Sep17 170420 1830.0 1836.5 1802.0 1817.2 -14.1 1,064 10,732 -42
Dec17 170420 1840.0 1847.0 1811.0 1827.7 -13.8 401 19,561 +74
Mar18 170420 1838.0 1838.0 1838.0 1838.0 -13.5 1 577 +0
May18 170420 1845.1 1845.1 1845.1 1845.1 -13.4 0 36 +0
Jul18 170420 1852.3 1852.3 1852.3 1852.3 -13.2 0 207 +0
Total Volume and Open Interest 98,720 229,227 +1,243
Platinum(NYMEX)
Apr17 170420 974.0 979.9 974.0 978.0 +10.5 40 32 -8
Jul17 170420 969.3 983.7 967.9 981.2 +10.9 16,809 59,853 -484
Oct17 170420 975.0 986.2 974.3 984.7 +10.8 654 5,482 +357
Jan18 170420 979.9 989.8 979.9 988.8 +10.9 8 372 +6
Total Volume and Open Interest 17,586 65,887 -135
Palladium(NYMEX)
Jun17 170420 774.35 803.60 774.00 802.90 +27.30 5,045 30,511 -500
Sep17 170420 776.60 803.15 776.60 802.80 +27.40 497 2,850 +394
Dec17 170420 803.25 803.25 803.25 803.25 +27.35 0 151 +0
Total Volume and Open Interest 5,542 33,513 -106
Copper(CMX)
May17 170420 252.90 255.40 250.40 254.20 +0.75 105,887 56,787 -8,759
Jul17 170420 254.40 256.80 251.90 255.70 +0.80 35,317 107,182 +4,432
Sep17 170420 255.25 258.15 253.85 257.10 +0.75 5,257 27,770 +278
Dec17 170420 257.30 259.85 255.90 259.00 +0.70 3,001 39,414 +618
Mar18 170420 258.80 261.60 258.80 260.55 +0.80 537 11,224 -14
Total Volume and Open Interest 151,214 272,044 -3,357
E-mini DJIA Index(CBOT)
Jun17 170420 20335 20567 20328 20528 +193 134,881 127,846 -2,856
Sep17 170420 20281 20508 20280 20474 +191 50 334 +10
Dec17 170420 20350 20439 20350 20432 +191 1 34 +0
Mar18 170420 20402 20402 20402 20402 +191      
Total Volume and Open Interest 134,932 128,214 -2,846
S & P 500(CME)
Jun17 170420 2334.00 2357.70 2332.90 2352.10 +18.40 1,754 60,048 +706
Sep17 170420 2335.50 2353.70 2335.00 2349.10 +18.40 13 44 +8
Dec17 170420 2346.80 2351.20 2346.80 2346.80 +18.60 0 50 +0
Mar18 170420 2344.80 2349.20 2344.80 2344.80 +18.60      
Total Volume and Open Interest 1,767 60,142 +714
S & P 500 E-Mini(CME)
Jun17 170420 2333.25 2358.25 2332.50 2352.00 +18.25 1,254,296 2,916,069 +13,913
Sep17 170420 2331.25 2355.25 2330.00 2349.00 +18.25 2,009 8,132 +357
Dec17 170420 2328.25 2352.75 2327.75 2346.75 +18.50 175 6,114 +37
Mar18 170420 2335.25 2349.25 2335.25 2344.75 +18.50 0 21 +0
Total Volume and Open Interest 1,256,480 2,930,336 +14,307
NASDAQ 100 E-Mini(CME)
Jun17 170420 5398.00 5454.75 5394.50 5442.75 +45.00 213,579 256,963 +2,326
Sep17 170420 5406.00 5459.75 5400.50 5447.75 +44.75 107 537 +6
Dec17 170420 5440.00 5456.50 5440.00 5449.25 +44.75 1 158 +0
Total Volume and Open Interest 213,687 257,677 +2,332
S&P Midcap 400(CME) e-Mini
Jun17 170420 1701.40 1721.90 1701.40 1719.70 +17.00 15,273 97,540 -70
Sep17 170420 1718.30 1718.40 1718.30 1718.30 +17.00      
Dec17 170420 1715.00 1715.00 1715.00 1715.00 +17.00      
Total Volume and Open Interest 15,273 97,540 -70
Volatility Index(CBOE)
Apr17 170419 14.75 14.85 14.15 14.30 -0.43 95,583 0 -96,563
May17 170420 14.55 14.70 14.10 14.33 -0.25 130,552 237,515 +4,248
Jun17 170420 14.52 14.63 14.20 14.33 -0.20 87,501 64,073 -2,281
Jul17 170420 15.12 15.19 14.85 14.98 -0.15 35,426 46,574 +1,284
Total Volume and Open Interest 302,666 423,018 +3,034
S & P 600(CME)
Jun17 170420 842.30 842.30 842.30 842.30 +11.70      
Sep17 170420 841.00 841.00 841.00 841.00 +11.70      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Jun17 170420 1365.80 1384.10 1364.10 1381.60 +16.00 140,462 367,733 -22,245
Sep17 170420 1380.60 1382.10 1378.30 1380.10 +15.60 151,759 471,186 +183,666
Dec17 170420 1378.60 1378.60 1378.60 1378.60 +15.60 168,647 236,101 -110,358
Total Volume and Open Interest 143,593 569,180 -4,702
Nikkei 225(CME)
Jun17 170420 18410 18660 18400 18620 +185 8,542 40,476 -320
Sep17 170420 18640 18670 18635 18645 +185 0 219 +0
Total Volume and Open Interest 8,542 40,695 -320
Nikkei 225(SGX)
Jun17 170420 18425 18520 18370 18450 +25 76,684 206,240 +919
Sep17 170420 18390 18415 18390 18415 +25 11 1,142 -9
Dec17 170420 18305 18305 18305 18305 +30 0 2,413 +0
Total Volume and Open Interest 77,226 216,466 +1,400
Nikkei 225 Mini(JPX)
Jun17 170420 18440 18520 18370 18470 +60 621,857 439,195 -7,006
Sep17 170420 18400 18475 18330 18430 +60 5,216 8,720 +565
Dec17 170420 18280 18350 18210 18300 +60 328 3,014 +56
Total Volume and Open Interest 661,462 496,356 +7,815
Nikkei 225(JPX)
Jun17 170420 18440 18520 18370 18470 +60 51,807 344,227 +659
Sep17 170420 18400 18470 18340 18430 +60 695 14,690 -119
Dec17 170420 18320 18340 18280 18300 +60 11 35,947 -596
Total Volume and Open Interest 52,515 452,927 +1,327
Nikkei 225(CME) Yen
Jun17 170420 18375 18615 18370 18570 +180 43,503 74,008 -3,096
Sep17 170420 18530 18540 18530 18530 +180 0 51 +0
Dec17 170420 18420 18420 18420 18420 +180      
Total Volume and Open Interest 43,503 74,059 -3,096
Nikkei 225(CME) e-Mini Yen
Jun17 170420 18570 18600 18570 18570 +180 0 20 +0
Sep17 170420 18530 18530 18530 18530 +180      
Dec17 170420 18420 18420 18420 18420 +180      
Total Volume and Open Interest 0 20 +0
CAC 40(EURONEXT)
Apr17 170420 4995.5 5098.5 4986.0 5079.5 +75.5 337,761 339,110 -93,529
May17 170420 4933.0 5036.0 4924.0 5017.0 +75.5 255,745 316,162 +175,415
Jun17 170420 4883.0 4986.0 4883.0 4967.0 +76.0 3,493 29,445 -805
Sep17 170420 4965.0 4965.0 4955.0 4955.0 +75.5 0 4,061 +0
Dec17 170420 4935.5 4935.5 4935.5 4935.5 +75.5 0 2,001 +0
Mar18 170420 4925.5 4925.5 4925.5 4925.5 +75.5      
Total Volume and Open Interest 596,999 690,783 +81,081
Hang Seng Index(HKFE)
Apr17 170420 23831 24075 23754 24061 +234 109,819 133,056 -1,093
May17 170420 23712 23950 23635 23941 +233 5,829 7,457 +3,269
Jun17 170420 23509 23750 23468 23743 +241 635 16,939 +126
Total Volume and Open Interest 116,506 161,085 +2,223
DAX(EUREX)
Jun17 170420 12020.0 12085.5 11962.5 12055.0 +11.0 67,966 171,077 +2,727
Sep17 170420 12000.0 12076.5 11965.0 12046.5 +11.0 410 5,813 +12
Dec17 170420 12005.5 12068.5 12005.0 12039.0 +10.5 3 3,361 +3
Total Volume and Open Interest 68,379 180,251 +2,742
Mini-DAX(EUREX)
Jun17 170420 12012.0 12086.0 11962.0 12055.0 +11.0 29,888 11,411 +2,523
Sep17 170420 12002.0 12065.0 11974.0 12046.5 +11.0 355 538 +112
Dec17 170420 12021.0 12058.0 12021.0 12039.0 +10.5 5 22 +3
Total Volume and Open Interest 30,248 11,971 -494
DJ EuroSTOXX 50(EUREX)
Jun17 170420 3347 3383 3338 3376 +21 1,257,858 3,993,714 -47,924
Sep17 170420 3336 3371 3335 3367 +21 94 47,747 +1,359
Dec17 170420 3355 3355 3355 3355 +21 6 34,543 +1
Total Volume and Open Interest 1,257,958 4,076,004 -46,564
Swiss Market Index(EUREX)
Jun17 170420 8438 8525 8438 8489 +34 26,952 208,925 +1,179
Sep17 170420 8459 8478 8459 8467 +33 9 4,202 +25
Dec17 170420 8439 8439 8439 8439 +34 0 103 +0
Total Volume and Open Interest 26,961 213,230 +1,204
FT-SE 100(EURONEXT)
Jun17 170420 7050.00 7071.50 7039.50 7065.00 +5.00 140,674 748,177 -5,728
Sep17 170420 6986.50 7001.00 6986.50 7001.00 +5.00 132 1,038 +2
Dec17 170420 6960.00 6960.00 6960.00 6960.00 +5.50 0 151 +0
Total Volume and Open Interest 140,806 749,366 -5,726
SPI 200(SFE)
Jun17 170420 5795.0 5817.0 5784.0 5803.0 +6.0 33,345 287,630 -231
Sep17 170420 5749.0 5749.0 5749.0 5749.0 +7.0 5 2,236 +0
Dec17 170420 5737.0 5737.0 5737.0 5737.0 +7.0 0 1,478 +0
Total Volume and Open Interest 35,841 295,948 +1,600
FTSE MIB(ISE)
Jun17 170420 19310.00 19505.00 19280.00 19434.00 +50.00 26,594 38,937 +261
Sep17 170420 19225.00 19410.00 19200.00 19352.00 +53.00 42 114 -18
Dec17 170420 19247.00 19247.00 19247.00 19247.00 +55.00 0 25 +0
Total Volume and Open Interest 26,636 39,076 +243
KOSPI 200(KFE)
Jun17 170420 277.10 278.35 276.00 278.35 +1.40 219,561 267,697 -394
Sep17 170420 277.85 278.80 276.50 278.80 +1.40 453 18,261 +505
Dec17 170420 280.20 280.20 280.20 280.20 +1.70 3 17,603 -541
Total Volume and Open Interest 220,017 319,623 -430
GSCI(CME)
May17 170420 390.00 391.25 386.75 388.00 -0.30 36 14,328 -7
Jun17 170420 389.05 390.65 389.05 389.05 -0.30      
Jul17 170420 390.95 390.95 390.95 390.95 -0.30      
Total Volume and Open Interest 36 14,328 -7
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy