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 Wed June 14, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul17 170614 932.00 939.00 931.00 931.75 -0.75 115,351 259,877 -12,487
Aug17 170614 936.50 942.50 934.50 935.25 -1.00 17,127 61,819 +1,349
Sep17 170614 936.25 943.00 935.50 936.25 -0.50 8,521 27,606 +1,627
Nov17 170614 938.25 945.25 937.50 939.00 unch 65,616 273,533 +11,133
Jan18 170614 944.00 952.25 944.00 946.50 +0.25 3,740 24,478 +827
Mar18 170614 950.25 957.25 950.00 952.00 +1.00 2,295 16,730 +179
May18 170614 959.25 962.25 956.25 958.25 +1.50 781 10,355 +183
Jul18 170614 963.50 968.25 962.50 964.25 +1.50 757 15,004 -98
Aug18 170614 963.00 965.25 963.00 963.00 +1.75 22 581 -4
Sep18 170614 952.25 952.25 952.25 952.25 +3.25 0 57 +0
Nov18 170614 947.50 952.50 946.25 950.00 +3.75 282 7,136 +83
Jan19 170614 955.00 955.00 955.00 955.00 +3.75 0 70 +0
Mar19 170614 954.50 954.50 954.50 954.50 +3.75 0 7 +0
May19 170614 955.75 955.75 955.75 955.75 +3.75 0 7 +0
Total Volume and Open Interest 214,492 697,392 +2,792
Soybean Meal(CBOT)
Jul17 170614 301.20 304.20 301.20 301.80 +0.30 66,937 135,735 -7,324
Aug17 170614 303.30 306.00 303.30 303.60 +0.20 14,873 42,441 +171
Sep17 170614 304.80 307.50 304.80 305.20 +0.20 5,928 29,827 +1,022
Oct17 170614 305.70 307.90 305.70 305.90 +0.20 4,377 21,627 -237
Dec17 170614 307.00 309.20 306.70 307.70 +0.80 33,275 127,283 +7,420
Jan18 170614 307.70 310.00 307.70 308.70 +0.90 4,322 14,483 +503
Mar18 170614 311.00 311.30 309.70 310.00 +0.90 1,950 9,856 +552
May18 170614 312.20 312.40 310.90 311.20 +1.10 380 6,852 +88
Jul18 170614 313.70 313.80 312.40 312.40 +0.90 103 8,903 -3
Aug18 170614 313.60 313.70 312.30 312.50 +0.90 18 1,787 +7
Total Volume and Open Interest 132,252 404,840 +2,232
Soybean Oil(CBOT)
Jul17 170614 32.09 32.28 31.96 32.09 unch 51,092 137,185 -9,314
Aug17 170614 32.22 32.39 32.08 32.21 unch 10,399 47,911 +335
Sep17 170614 32.31 32.51 32.20 32.33 unch 5,985 33,013 +808
Oct17 170614 32.38 32.55 32.25 32.39 +0.01 2,055 17,714 -326
Dec17 170614 32.50 32.71 32.40 32.56 +0.03 25,208 138,403 +1,668
Jan18 170614 32.64 32.83 32.52 32.68 +0.01 3,089 14,866 -109
Mar18 170614 32.93 32.99 32.69 32.84 -0.01 1,549 14,585 +520
May18 170614 33.05 33.14 32.87 33.00 +0.01 321 5,876 -11
Jul18 170614 33.20 33.27 32.97 33.13 unch 104 8,199 -4
Aug18 170614 33.25 33.27 32.96 33.13 -0.01 6 967 +4
Total Volume and Open Interest 99,858 424,419 -6,445
Canola(WCE)
Jul17 170614 511.3 512.6 508.5 509.6 -1.6 8,787 68,872 -4,376
Nov17 170614 484.8 486.0 481.0 481.8 -2.7 9,583 94,818 +2,370
Jan18 170614 491.2 491.6 486.9 487.6 -2.6 271 13,003 +178
Mar18 170614 496.7 496.7 492.5 493.1 -2.6 136 2,398 +87
May18 170614 495.3 495.3 495.3 495.3 -2.6 0 255 +0
Total Volume and Open Interest 18,777 179,434 -1,741
Corn(CBOT)
Jul17 170614 381.00 385.00 376.75 377.00 -4.00 371,345 477,069 -36,763
Sep17 170614 388.50 392.75 384.25 385.00 -3.50 189,451 388,990 +22,138
Dec17 170614 399.00 403.25 395.00 395.50 -3.50 147,056 389,243 +3,118
Mar18 170614 408.25 412.25 404.25 404.75 -3.50 17,803 87,448 +1,622
May18 170614 414.00 417.50 409.75 410.50 -3.50 1,884 16,736 +189
Jul18 170614 419.00 422.50 415.00 415.75 -3.25 3,534 46,850 +638
Sep18 170614 412.00 413.50 409.00 409.50 -3.00 326 6,376 +40
Dec18 170614 414.75 417.50 411.50 412.25 -2.50 3,844 30,397 +84
Mar19 170614 422.00 422.00 419.00 419.00 -2.00 3 652 +3
May19 170614 422.75 422.75 422.00 422.75 -1.75 1 216 +0
Total Volume and Open Interest 735,257 1,444,924 -8,924
Wheat(CBOT)
Jul17 170614 445.00 452.25 441.75 443.00 -2.00 110,890 168,015 -7,742
Sep17 170614 459.00 466.50 456.00 457.25 -2.00 54,449 135,017 +7,650
Dec17 170614 480.00 487.00 477.50 479.00 -1.75 23,873 94,632 +3,171
Mar18 170614 497.25 504.00 495.00 496.75 -1.50 4,171 26,323 +661
May18 170614 509.25 516.25 507.75 509.00 -1.75 1,424 7,726 +460
Jul18 170614 519.00 525.50 516.25 517.50 -2.75 1,474 13,496 +125
Total Volume and Open Interest 196,351 447,696 +4,311
Wheat(KCBT)
Jul17 170614 457.25 468.00 455.00 457.50 +0.50 38,602 115,539 -9,843
Sep17 170614 474.00 484.75 472.25 475.00 +0.75 26,369 73,565 +3,702
Dec17 170614 498.00 508.25 496.75 499.25 +1.00 13,426 54,723 +1,809
Mar18 170614 511.00 521.00 509.00 511.75 +0.75 2,460 21,210 +765
May18 170614 522.00 529.50 522.00 523.00 +1.25 276 5,013 +108
Jul18 170614 531.00 536.75 529.00 531.00 +0.75 580 8,129 +182
Sep18 170614 541.75 541.75 537.50 541.75 +0.75 170 493 +59
Total Volume and Open Interest 81,889 279,032 -3,218
Wheat(MGE)
Jul17 170614 627.00 645.75 623.25 627.50 -0.50 6,097 25,062 -1,554
Sep17 170614 634.25 651.50 630.50 634.50 unch 4,443 24,420 +1,047
Dec17 170614 628.00 645.00 626.50 630.25 +1.50 2,192 16,231 +208
Mar18 170614 622.25 640.75 622.25 628.50 +3.25 941 7,980 +46
May18 170614 631.25 634.25 622.00 622.00 +2.75 338 3,289 -32
Jul18 170614 625.00 628.00 618.00 618.00 +3.00 108 1,305 +1
Total Volume and Open Interest 14,122 78,579 -283
Oats(CBOT)
Jul17 170614 254.00 256.25 252.50 255.50 +2.25 187 4,401 -52
Sep17 170614 244.00 246.25 244.00 245.75 +1.25 27 831 +8
Dec17 170614 241.75 243.75 241.50 242.75 +2.00 104 1,658 +24
Mar18 170614 237.50 241.25 237.50 239.75 +2.00 1 112 +0
Total Volume and Open Interest 319 7,002 -20
Rough Rice(CBOT)
Jul17 170614 11.24 11.26 10.86 11.03 -0.23 286 5,964 -60
Sep17 170614 11.53 11.53 11.08 11.31 -0.23 230 2,945 +156
Nov17 170614 11.70 11.70 11.55 11.55 -0.23 44 408 +10
Jan18 170614 11.68 11.93 11.68 11.68 -0.25 0 10 +0
Total Volume and Open Interest 560 9,371 +106
Live Cattle(CME)
Jun17 170614 126.885 127.000 124.500 124.500 -3.000 4,907 13,554 -1,512
Aug17 170614 120.300 120.430 117.885 117.885 -3.000 24,535 191,972 -1,662
Oct17 170614 116.885 116.900 114.430 114.800 -2.585 14,067 107,034 +701
Dec17 170614 117.450 117.500 115.080 115.535 -2.395 8,532 58,747 +156
Feb18 170614 117.850 117.885 115.330 115.850 -2.435 3,890 26,302 +467
Apr18 170614 115.550 115.550 113.300 113.800 -2.280 1,801 10,431 +224
Total Volume and Open Interest 58,279 414,061 -1,570
Feeder Cattle(CME)
Aug17 170614 149.100 149.400 145.550 146.130 -3.820 5,888 32,610 -577
Sep17 170614 148.800 149.000 145.200 145.700 -4.000 2,999 9,690 -90
Oct17 170614 147.700 147.735 143.830 144.100 -4.230 2,473 7,078 -246
Nov17 170614 146.600 146.600 142.750 142.850 -4.400 1,406 4,488 +298
Jan18 170614 140.185 140.200 136.685 137.550 -3.550 619 2,489 +2
Mar18 170614 137.580 137.785 135.250 135.785 -3.965 216 628 +62
Apr18 170614 136.985 136.985 135.785 135.785 -3.200 31 19 -10
Total Volume and Open Interest 13,638 57,006 -558
Lean Hogs(CME)
Jun17 170614 82.785 83.050 82.700 83.000 +0.215 3,018 12,827 -1,143
Jul17 170614 83.000 83.680 82.230 82.580 +0.295 23,564 43,199 -4,806
Aug17 170614 80.850 81.000 79.700 80.400 +0.170 24,427 81,828 +2,596
Oct17 170614 69.450 69.450 68.300 68.580 -0.500 8,390 53,611 +251
Dec17 170614 63.700 63.750 62.830 63.100 -0.450 4,722 29,049 +401
Feb18 170614 67.035 67.080 66.330 66.580 -0.420 2,007 12,767 +185
Apr18 170614 70.885 70.885 70.230 70.535 -0.350 2,572 12,386 +1,032
May18 170614 74.900 74.900 74.885 74.885 +0.035 17 171 +4
Total Volume and Open Interest 69,873 251,463 -929
Class III Milk(CME)
Jun17 170614 16.34 16.36 16.30 16.31 unch 215 5,065 +29
Jul17 170614 16.70 16.70 16.50 16.61 -0.06 304 4,215 +126
Aug17 170614 17.33 17.33 17.12 17.27 unch 170 3,821 +3
Sep17 170614 17.60 17.60 17.43 17.56 -0.01 162 3,468 +73
Oct17 170614 17.60 17.61 17.45 17.60 +0.01 120 2,801 +1
Nov17 170614 17.35 17.36 17.31 17.36 -0.03 68 2,489 +2
Dec17 170614 17.12 17.13 17.09 17.13 -0.02 56 2,452 +22
Jan18 170614 16.68 16.69 16.67 16.68 -0.04 68 747 -5
Feb18 170614 16.64 16.65 16.59 16.65 +0.02 11 717 -9
Mar18 170614 16.59 16.60 16.59 16.59 unch 21 636 -10
Apr18 170614 16.51 16.51 16.51 16.51 unch 0 517 +0
May18 170614 16.55 16.55 16.55 16.55 +0.03 0 489 +0
Jun18 170614 16.70 16.70 16.70 16.70 +0.10 0 434 +0
Total Volume and Open Interest 1,195 28,421 +232
Cocoa(ICE)
Jul17 170614 2017 2043 2001 2040 +18 18,759 26,296 -10,797
Sep17 170614 2048 2077 2033 2075 +19 37,386 114,686 +6,532
Dec17 170614 2065 2094 2051 2093 +21 7,063 53,801 -147
Mar18 170614 2088 2118 2075 2116 +20 2,787 23,874 -186
May18 170614 2106 2134 2093 2134 +20 746 9,783 -237
Jul18 170614 2128 2153 2123 2153 +20 427 7,783 +39
Sep18 170614 2145 2172 2145 2172 +20 216 6,597 +192
Total Volume and Open Interest 67,407 254,024 -4,607
Coffee "C"(ICE)
Jul17 170614 126.50 127.90 125.30 125.55 -0.85 37,611 52,266 -10,666
Sep17 170614 128.25 130.00 127.55 127.75 -0.90 35,789 91,970 +13,287
Dec17 170614 132.05 133.30 131.00 131.15 -0.95 4,832 38,837 +399
Mar18 170614 135.80 136.75 134.50 134.65 -0.90 2,473 17,150 +231
May18 170614 137.80 139.05 136.85 136.95 -0.95 981 10,733 +18
Jul18 170614 140.00 140.90 139.15 139.20 -0.85 285 3,167 +6
Total Volume and Open Interest 82,359 223,585 +3,474
Orange Juice(ICE)
Jul17 170614 141.05 141.50 139.00 140.25 -0.80 687 6,206 -112
Sep17 170614 138.45 139.55 137.40 138.05 -1.40 307 3,949 +184
Nov17 170614 138.00 139.25 137.50 137.75 -1.10 31 1,511 +14
Jan18 170614 138.25 138.50 137.50 137.65 -0.75 5 672 +0
Mar18 170614 138.65 138.65 138.60 138.60 -0.45 0 187 +0
May18 170614 139.20 139.20 139.20 139.20 -0.45 0 135 +0
Total Volume and Open Interest 1,030 12,660 +86
Sugar #11(ICE)
Jul17 170614 13.74 13.81 13.36 13.62 -0.17 94,679 233,174 -24,095
Oct17 170614 13.97 13.99 13.61 13.85 -0.17 70,656 323,787 +30,342
Mar18 170614 14.66 14.66 14.33 14.54 -0.12 20,073 146,472 +1,622
May18 170614 14.62 14.62 14.32 14.52 -0.09 5,807 47,485 +596
Jul18 170614 14.62 14.65 14.37 14.56 -0.05 3,928 30,862 +995
Oct18 170614 14.89 14.91 14.62 14.82 -0.02 1,755 34,800 +874
Mar19 170614 15.26 15.45 15.13 15.33 +0.02 374 15,692 +246
May19 170614 15.33 15.58 15.26 15.43 +0.05 16 3,903 -2
Total Volume and Open Interest 197,327 845,452 +10,587
London Cocoa(LCE)
Jul17 170614 1622 1633 1608 1630 +8 21,753 71,034 -5,252
Sep17 170614 1623 1640 1615 1638 +9 22,436 54,358 +867
Dec17 170614 1645 1656 1632 1654 +9 9,150 60,995 +839
Mar18 170614 1659 1670 1648 1670 +11 5,478 45,008 +1,293
May18 170614 1678 1685 1668 1684 +11 1,178 14,677 -50
Jul18 170614 1692 1698 1682 1698 +11 138 8,981 +36
Sep18 170614 1704 1710 1695 1710 +11 95 7,546 -2
Total Volume and Open Interest 60,228 266,484 -2,269
London Sugar(LCE)
Aug17 170614 402.90 405.00 395.60 401.60 -4.30 6,071 45,781 -492
Oct17 170614 392.40 392.90 384.60 390.20 -4.80 2,884 27,888 +220
Dec17 170614 393.00 393.80 387.10 391.90 -4.00 835 10,759 +234
Mar18 170614 397.50 398.20 391.80 396.60 -2.90 354 6,708 +92
May18 170614 402.00 402.10 397.30 402.10 -2.10 101 3,036 -19
Total Volume and Open Interest 10,424 97,230 +66
Cotton(ICE)
Jul17 170614 74.47 74.83 73.40 73.50 -0.98 19,054 51,842 -6,429
Oct17 170614 74.07 74.07 72.53 72.92 -0.94 6 98 -1
Dec17 170614 71.82 72.00 70.86 70.95 -0.87 16,594 151,106 +6,237
Mar18 170614 71.71 71.90 70.93 71.02 -0.79 1,541 21,233 +1,262
May18 170614 72.05 72.10 71.24 71.32 -0.72 96 2,069 +16
Jul18 170614 72.25 72.25 71.50 71.55 -0.71 12 3,496 +0
Total Volume and Open Interest 37,304 234,071 +1,086
Lumber(CME)
Jul17 170614 368.9 370.0 365.6 368.0 -0.9 348 2,632 -94
Sep17 170614 358.5 359.8 354.8 357.6 -0.9 122 1,247 +35
Nov17 170614 346.2 349.0 345.6 347.0 -1.2 33 570 +0
Jan18 170614 351.9 353.7 351.9 351.9 -1.0 4 77 +2
Total Volume and Open Interest 507 4,559 -57
Crude Oil(NYM)
Jul17 170614 45.94 46.49 44.54 44.73 -1.73 666,765 290,323 -48,362
Aug17 170614 46.13 46.68 44.74 44.93 -1.74 190,689 396,386 +20,002
Sep17 170614 46.38 46.85 44.96 45.14 -1.75 81,441 253,258 +14,605
Oct17 170614 46.50 47.00 45.16 45.34 -1.73 28,039 99,822 -3,277
Nov17 170614 46.69 47.17 45.37 45.58 -1.69 23,337 104,762 +3,520
Dec17 170614 46.90 47.37 45.59 45.82 -1.63 61,019 308,479 -11
Jan18 170614 47.14 47.50 45.90 46.05 -1.58 13,366 80,073 +819
Feb18 170614 47.32 47.69 46.01 46.24 -1.55 7,651 37,815 -238
Mar18 170614 47.44 47.76 46.21 46.41 -1.51 9,960 57,364 +478
Apr18 170614 47.57 47.84 46.38 46.54 -1.46 2,829 20,205 +704
May18 170614 47.68 47.91 46.46 46.64 -1.41 2,436 25,384 +907
Jun18 170614 47.74 47.96 46.49 46.74 -1.36 17,435 121,370 +606
Jul18 170614 46.72 46.91 46.72 46.82 -1.31 1,814 18,070 +213
Aug18 170614 46.90 46.90 46.90 46.90 -1.26 1,413 14,628 -229
Sep18 170614 46.97 46.97 46.97 46.97 -1.22 2,086 27,866 +218
Oct18 170614 48.01 48.01 46.83 47.04 -1.18 564 11,742 -98
Total Volume and Open Interest 1,144,967 2,181,991 -13,395
e-miNY Crude Oil(NYM)
Jul17 170614 45.975 46.500 44.525 44.725 -1.725 11,146 4,683 -105
Aug17 170614 46.150 46.625 44.750 44.925 -1.750 784 938 +14
Sep17 170614 46.300 46.800 45.000 45.150 -1.750 72 559 +7
Oct17 170614 46.500 46.675 45.175 45.350 -1.725 15 290 +4
Nov17 170614 45.650 45.675 45.575 45.575 -1.700 0 79 +0
Dec17 170614 46.975 47.225 45.750 45.825 -1.625 3 363 -1
Jan18 170614 46.000 46.050 46.000 46.050 -1.575 1 74 +0
Feb18 170614 46.250 46.250 46.250 46.250 -1.550 0 32 +0
Mar18 170614 46.400 47.800 46.400 46.400 -1.525 2 15 +0
Apr18 170614 46.550 46.550 46.550 46.550 -1.450 0 43 +0
Total Volume and Open Interest 12,027 7,253 -81
NY Harbor ULSD(NYM)
Jul17 170614 144.12 145.75 140.62 141.02 -3.75 61,255 85,549 -3,364
Aug17 170614 145.00 146.44 141.39 141.80 -3.68 34,788 78,940 +3,737
Sep17 170614 145.82 147.41 142.47 142.90 -3.66 26,258 51,220 +3,934
Oct17 170614 146.91 148.50 143.65 144.05 -3.71 9,246 23,853 +176
Nov17 170614 148.04 149.67 144.85 145.25 -3.77 6,587 19,864 -206
Dec17 170614 149.27 150.80 145.97 146.37 -3.81 15,591 56,610 +1,186
Jan18 170614 150.15 151.53 147.35 147.57 -3.82 4,753 15,297 +1,014
Feb18 170614 151.76 152.00 148.13 148.35 -3.81 2,150 6,063 +109
Mar18 170614 151.83 152.31 148.26 148.54 -3.78 2,948 11,595 +1,312
Apr18 170614 151.50 151.71 147.86 148.09 -3.70 540 5,605 +2
May18 170614 151.37 151.37 147.89 148.02 -3.59 100 3,190 +5
Jun18 170614 151.76 152.10 148.01 148.27 -3.49 535 16,202 -27
Jul18 170614 150.08 150.08 148.50 148.75 -3.42 45 1,266 -2
Aug18 170614 150.37 150.37 149.30 149.31 -3.34 32 1,111 +14
Total Volume and Open Interest 165,694 398,429 +8,355
RBOB Gasoline(NYM)
Jul17 170614 148.56 149.90 142.92 143.27 -6.68 71,649 101,695 -9,665
Aug17 170614 148.11 149.43 142.81 143.15 -6.25 53,183 79,478 +7,760
Sep17 170614 146.97 148.27 142.16 142.63 -5.62 37,828 63,068 +3,360
Oct17 170614 137.30 138.69 133.28 133.92 -4.61 16,529 44,092 +455
Nov17 170614 135.43 136.57 131.61 132.17 -4.46 8,372 29,939 +906
Dec17 170614 134.21 135.32 130.55 131.02 -4.33 7,963 36,984 +331
Jan18 170614 134.45 135.06 131.04 131.38 -4.22 1,098 6,064 +186
Feb18 170614 135.55 136.10 132.47 132.66 -4.15 449 5,508 +111
Mar18 170614 137.55 137.55 134.53 134.74 -4.07 333 4,667 +43
Apr18 170614 156.01 156.01 152.19 152.57 -3.89 578 4,859 +25
Total Volume and Open Interest 198,770 397,402 +3,890
e-miNY RBOB Gasoline(NYM)
Jul17 170614 143.30 150.20 143.30 143.30 -6.70 1 1 +0
Aug17 170614 143.20 143.20 143.15 143.20 -6.20      
Sep17 170614 142.60 142.63 142.60 142.60 -5.70      
Oct17 170614 133.90 133.92 133.90 133.90 -4.60      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Jul17 170614 2.962 2.989 2.916 2.933 -0.033 163,496 211,088 -19,194
Aug17 170614 2.990 3.007 2.936 2.953 -0.036 86,253 193,740 +14,469
Sep17 170614 2.970 2.989 2.922 2.937 -0.035 71,479 169,951 +11,335
Oct17 170614 2.997 3.013 2.949 2.962 -0.038 45,838 184,150 +29
Nov17 170614 3.069 3.085 3.023 3.037 -0.035 17,697 72,670 +2,906
Dec17 170614 3.208 3.217 3.161 3.175 -0.035 11,316 67,213 -434
Jan18 170614 3.301 3.303 3.249 3.263 -0.033 21,743 112,080 +2,117
Feb18 170614 3.282 3.287 3.240 3.249 -0.034 9,796 45,083 -500
Mar18 170614 3.235 3.235 3.187 3.196 -0.036 16,286 73,996 +1,347
Apr18 170614 2.881 2.887 2.854 2.856 -0.026 9,633 88,466 -142
May18 170614 2.836 2.853 2.825 2.827 -0.024 5,410 39,935 +0
Jun18 170614 2.862 2.883 2.856 2.857 -0.024 2,582 21,988 -528
Jul18 170614 2.885 2.915 2.885 2.887 -0.025 1,575 25,281 +681
Aug18 170614 2.901 2.919 2.894 2.896 -0.024 105 19,928 -11
Sep18 170614 2.879 2.900 2.873 2.875 -0.024 168 17,601 +87
Oct18 170614 2.895 2.918 2.886 2.893 -0.023 1,243 41,946 -19
Total Volume and Open Interest 466,855 1,474,978 +12,095
Brent Crude Oil(ICE)
Aug17 170614 48.18 48.69 46.74 47.00 -1.72 316,560 452,299 -36,818
Sep17 170614 48.55 48.98 47.02 47.29 -1.76 205,897 444,220 +20,673
Oct17 170614 48.81 49.26 47.33 47.61 -1.72 96,884 201,222 +942
Nov17 170614 49.12 49.52 47.62 47.91 -1.68 56,074 121,614 +3,300
Dec17 170614 49.35 49.76 47.89 48.20 -1.63 148,552 331,206 -2,228
Jan18 170614 49.56 49.97 48.14 48.45 -1.58 27,876 69,181 -830
Feb18 170614 49.84 50.12 48.36 48.67 -1.52 13,385 56,776 -175
Mar18 170614 49.88 50.25 48.56 48.87 -1.45 13,592 56,226 +459
Apr18 170614 50.00 50.36 48.72 49.04 -1.39 5,000 24,755 +911
May18 170614 50.26 50.27 49.17 49.17 -1.34 4,554 25,088 -737
Jun18 170614 50.21 50.49 48.99 49.29 -1.28 23,013 113,147 -177
Jul18 170614 49.42 49.42 49.42 49.42 -1.23 1,710 22,560 +322
Aug18 170614 49.54 49.54 49.54 49.54 -1.18 1,638 16,840 +408
Sep18 170614 50.27 50.27 49.62 49.62 -1.13 3,097 27,034 -243
Total Volume and Open Interest 972,980 2,467,721 -12,048
Gas Oil(ICE)
Jul17 170614 427.25 432.00 418.00 418.75 -7.25 100,608 141,016 -176
Aug17 170614 428.75 433.25 419.50 420.00 -7.50 59,823 110,802 +5,368
Sep17 170614 431.00 435.50 421.75 422.00 -8.00 31,973 81,605 +5,783
Oct17 170614 434.00 438.25 424.50 424.75 -8.25 18,012 64,675 +1,935
Nov17 170614 436.25 439.50 426.00 426.25 -8.25 9,262 40,664 -997
Dec17 170614 438.25 440.75 427.25 427.50 -8.25 29,251 121,067 +2,200
Jan18 170614 439.50 442.75 429.75 429.75 -8.50 4,209 23,830 +917
Feb18 170614 441.25 444.75 432.00 432.00 -8.50 1,678 14,658 +86
Mar18 170614 443.50 446.50 434.00 434.00 -8.25 1,404 18,842 +27
Apr18 170614 444.50 447.75 435.25 435.25 -8.25 1,285 8,391 -112
Total Volume and Open Interest 271,036 822,060 +5,495
Ethanol(CBOT)
Jul17 170614 1.587 1.588 1.548 1.549 -0.017 185 1,113 -2
Aug17 170614 1.572 1.572 1.548 1.550 -0.015 9 540 +5
Sep17 170614 1.547 1.547 1.540 1.547 -0.015 3 278 +3
Oct17 170614 1.540 1.540 1.540 1.540 -0.015 0 232 +0
Nov17 170614 1.524 1.524 1.524 1.524 -0.015 0 150 +0
Dec17 170614 1.509 1.509 1.509 1.509 -0.015 0 348 +0
Jan18 170614 1.498 1.498 1.498 1.498 -0.015      
Feb18 170614 1.498 1.498 1.498 1.498 -0.015      
Total Volume and Open Interest 197 2,664 +6
WTI Crude Oil(ICE)
Jul17 170614 45.90 46.48 44.54 44.73 -1.73 30,533 45,763 -6,936
Aug17 170614 46.15 46.66 44.74 44.93 -1.74 59,869 83,265 -833
Sep17 170614 46.37 46.84 44.95 45.14 -1.75 28,705 64,413 +871
Oct17 170614 46.55 46.99 45.16 45.34 -1.73 10,836 27,405 +583
Nov17 170614 46.75 47.16 45.38 45.58 -1.69 6,707 11,904 +586
Dec17 170614 46.91 47.36 45.60 45.82 -1.63 19,651 121,412 -580
Jan18 170614 47.11 47.52 45.82 46.05 -1.58 2,668 13,657 +251
Feb18 170614 47.28 47.60 46.02 46.24 -1.55 703 4,627 -12
Mar18 170614 47.58 47.69 46.41 46.41 -1.51 701 10,870 +15
Apr18 170614 46.54 46.54 46.54 46.54 -1.46 312 2,235 -79
May18 170614 46.64 46.64 46.64 46.64 -1.41 96 1,315 +46
Jun18 170614 47.81 47.81 46.74 46.74 -1.36 2,905 40,593 -561
Jul18 170614 46.82 46.82 46.82 46.82 -1.31 39 1,012 +16
Aug18 170614 46.90 46.90 46.90 46.90 -1.26 6 1,563 -5
Sep18 170614 46.97 46.97 46.97 46.97 -1.22 113 2,195 +1
Oct18 170614 47.04 47.04 47.04 47.04 -1.18 7 1,509 -1
Total Volume and Open Interest 170,733 583,273 -8,517
US Dollar Index(ICE)
Jun17 170614 97.005 97.110 96.305 96.920 -0.022 24,182 70,270 -6,081
Sep17 170614 96.725 96.810 96.020 96.590 -0.088 9,942 13,471 +4,862
Dec17 170614 96.525 96.590 95.865 96.385 -0.077 66 681 +12
Total Volume and Open Interest 34,191 84,613 -1,206
Australian Dollar(CME)
Jun17 170614 75.34 76.36 75.32 75.91 +0.52 59,242 113,920 -3,242
Sep17 170614 75.25 76.25 75.23 75.81 +0.52 10,989 16,132 +5,863
Dec17 170614 75.20 76.20 75.18 75.72 +0.50 21 252 +4
Total Volume and Open Interest 70,368 131,129 +2,602
British Pound(CME)
Jun17 170614 127.54 128.21 127.24 127.48 -0.08 126,191 190,595 -19,289
Sep17 170614 127.91 128.56 127.61 127.84 -0.08 39,003 59,920 +19,303
Dec17 170614 128.65 128.88 128.00 128.20 -0.10 401 646 -35
Total Volume and Open Interest 166,131 252,392 +31
Canadian Dollar(CME)
Jun17 170614 75.54 75.97 75.36 75.49 -0.10 99,480 161,018 -8,087
Sep17 170614 75.66 76.09 75.48 75.61 -0.10 30,529 44,632 +8,042
Dec17 170614 75.78 76.18 75.58 75.71 -0.12 254 3,271 +6
Mar18 170614 76.10 76.26 75.78 75.80 -0.12 36 312 +11
Total Volume and Open Interest 130,856 209,886 +154
Japanese Yen(CME)
Jun17 170614 90.87 91.92 90.64 91.29 +0.33 121,460 168,219 -5,773
Sep17 170614 91.24 92.28 91.02 91.66 +0.33 19,033 42,746 +5,540
Dec17 170614 91.74 92.59 91.46 92.06 +0.33 18 293 +17
Total Volume and Open Interest 140,746 212,480 -240
Swiss Franc(CME)
Jun17 170614 103.27 103.76 102.74 102.92 -0.38 27,107 42,700 -5,930
Sep17 170614 103.88 104.37 103.36 103.53 -0.38 11,515 13,194 +9,801
Dec17 170614 104.30 104.81 104.15 104.15 -0.39 0 78 +0
Total Volume and Open Interest 38,622 55,990 +3,871
EuroFX(CME)
Jun17 170614 112.12 112.99 111.96 112.19 +0.03 170,480 361,160 -18,484
Sep17 170614 112.67 113.54 112.51 112.74 +0.04 47,821 98,548 +23,421
Dec17 170614 113.73 114.06 113.08 113.29 +0.03 400 1,187 +139
Total Volume and Open Interest 219,566 463,924 +4,969
Mexican Peso(CME)
Jun17 170614 553.63 558.25 553.13 556.00 +2.75 36,093 133,464 -8,747
Jul17 170614 553.63 555.38 552.38 553.75 +2.75 0 58 +0
Total Volume and Open Interest 51,197 202,836 +1,450
Brazilian Real(CME)
Jul17 170614 300.95 304.95 300.65 303.40 +2.35 2,487 16,388 +451
Aug17 170614 303.00 303.00 299.05 301.55 +2.20 4 6 +2
Sep17 170614 297.10 299.65 297.05 299.65 +2.30 10 1,354 +0
Oct17 170614 298.45 298.45 298.45 298.45 +2.45      
Total Volume and Open Interest 2,501 17,748 +453
30-Year T-Bonds(CBOT)
Jun17 170614 155~130 157~130 155~120 156~290 +1~190 6,700 4,851 -3,117
Sep17 170614 153~310 156~050 153~290 155~200 +1~190 241,358 714,785 +528
Dec17 170614 154~290 154~290 154~290 154~290 +1~190 0 1 +0
Total Volume and Open Interest 248,058 719,637 -2,589
10-Year T-Notes(CBOT)
Jun17 170614 126~180 127~175 126~180 127~035 +0~160 7,971 53,201 -3,446
Sep17 170614 126~110 127~080 126~105 126~295 +0~175 1,072,960 3,100,268 +14,163
Dec17 170614 126~195 126~245 126~175 126~175 +0~175 0 13 +0
Total Volume and Open Interest 1,080,931 3,153,482 +10,717
5-Year T-Notes(CBOT)
Jun17 170614 118~224 119~056 118~216 118~292 +0~074 6,040 53,285 -2,436
Sep17 170614 118~064 118~246 118~060 118~150 +0~080 584,857 3,100,153 +25,491
Dec17 170614 118~050 118~050 118~050 118~050 +0~080      
Total Volume and Open Interest 590,897 3,153,438 +23,055
2 Year T-Notes(CBOT)
Jun17 170614 108~084 108~130 108~084 108~094 +0~012 9,259 11,795 -4,512
Sep17 170614 108~030 108~092 108~030 108~052 +0~016 303,875 1,387,163 +4,815
Dec17 170614 108~052 108~052 108~052 108~052 +0~016      
Total Volume and Open Interest 313,134 1,398,958 +303
Eurodollars(CME)
Jun17 170614 98.728 98.750 98.725 98.728 -0.003 262,313 1,488,468 -26,838
Sep17 170614 98.640 98.700 98.640 98.670 +0.025 182,885 1,378,605 +2,214
Dec17 170614 98.560 98.630 98.555 98.590 +0.030 229,913 1,709,039 +3,373
Mar18 170614 98.480 98.570 98.475 98.525 +0.040 142,890 1,115,119 -7,685
Jun18 170614 98.390 98.500 98.385 98.450 +0.050 176,360 1,055,333 +7,394
Sep18 170614 98.320 98.435 98.315 98.380 +0.055 122,200 1,065,190 +5,412
Dec18 170614 98.230 98.350 98.225 98.290 +0.055 180,369 1,412,551 -1,314
Mar19 170614 98.180 98.300 98.170 98.240 +0.060 98,950 813,254 +4,516
Jun19 170614 98.125 98.250 98.115 98.185 +0.060 94,151 725,651 +4,995
Sep19 170614 98.075 98.195 98.065 98.135 +0.060 98,015 622,446 -22,027
Dec19 170614 98.005 98.140 97.995 98.070 +0.065 106,994 767,049 +7,185
Mar20 170614 97.965 98.095 97.955 98.035 +0.065 60,362 459,339 +5,227
Jun20 170614 97.925 98.055 97.920 97.995 +0.065 47,886 280,551 -11,721
Sep20 170614 97.885 98.015 97.880 97.960 +0.070 35,370 228,047 -741
Dec20 170614 97.830 97.970 97.825 97.910 +0.075 47,012 289,704 -22,864
Mar21 170614 97.795 97.925 97.790 97.880 +0.080 21,878 148,002 +2,504
Jun21 170614 97.755 97.885 97.750 97.845 +0.080 21,765 150,413 +4,037
Sep21 170614 97.715 97.845 97.710 97.805 +0.080 16,651 83,139 -694
Total Volume and Open Interest 2,001,382 14,140,618 -43,169
Ultra T-Bond(CBOT)
Jun17 170614 167~04 169~03 167~04 168~18 +2~12 2,802 16,204 -1,128
Sep17 170614 165~03 168~06 165~01 167~18 +2~12 61,145 749,694 +861
Dec17 170614 166~18 166~18 166~18 166~18 +2~12      
Total Volume and Open Interest 63,947 765,898 -267
Ultra 10-Yr T-Note(CBOT)
Jun17 170614 136~310 137~280 136~310 137~155 +0~270 241 1,732 -209
Sep17 170614 135~240 137~020 135~230 136~200 +0~265 72,190 361,906 -627
Dec17 170614 136~200 136~200 136~200 136~200 +0~265      
Total Volume and Open Interest 72,431 363,638 -836
30 Day Federal Funds(CBOT)
Jun17 170614 98.967 98.975 98.960 98.963 -0.005 2,498 78,615 +910
Jul17 170614 98.860 98.875 98.850 98.855 -0.005 39,747 449,902 +22,111
Aug17 170614 98.850 98.870 98.845 98.850 -0.005 17,607 155,230 -270
Sep17 170614 98.830 98.855 98.830 98.835 +0.005 9,037 63,433 +0
Oct17 170614 98.785 98.830 98.785 98.800 +0.015 55,506 213,129 -11,809
Nov17 170614 98.780 98.825 98.780 98.795 +0.015 11,156 176,051 +1,190
Total Volume and Open Interest 177,275 1,666,314 +12,177
Japanese Govt Bonds(SGX)
Sep17 170613 150.47 150.50 150.36 150.37 -0.11 7,120 14,758 +10,538
Dec17 170613 150.37 150.37 150.37 150.37 -0.11      
Mar18 170613 150.37 150.37 150.37 150.37 -0.11      
Total Volume and Open Interest 12,747 21,283 +1,858
Euro-Buxl(EUREX)
Sep17 170614 168.20 170.12 167.98 169.72 +1.66 32,028 195,814 -873
Dec17 170614 169.02 169.02 169.02 169.02 +1.66 0 2 +0
Mar18 170614 167.72 167.72 167.72 167.72 +1.66      
Total Volume and Open Interest 32,028 195,816 -873
Euro-Bund(EUREX)
Sep17 170614 165.05 165.55 164.83 165.46 +0.53 474,841 1,868,877 +26,266
Dec17 170614 162.48 162.48 162.48 162.48 +0.53 37 285 +1
Mar18 170614 161.76 161.76 161.76 161.76 +0.33 1 1 +0
Total Volume and Open Interest 474,879 1,869,163 +26,267
Euro-Bobl(EUREX)
Sep17 170614 133.13 133.21 132.98 133.19 +0.12 318,636 1,342,119 +861
Dec17 170614 131.56 131.56 131.56 131.56 +0.11 0 4,839 +0
Mar18 170614 131.56 131.56 131.56 131.56 +0.11      
Total Volume and Open Interest 318,636 1,346,958 +861
Euro-Schatz(EUREX)
Sep17 170614 112.18 112.18 112.13 112.16 -0.01 183,495 1,242,364 +13,598
Dec17 170614 112.56 112.56 112.56 112.56 -0.01 0 5 +0
Mar18 170614 112.56 112.56 112.56 112.56 -0.01      
Total Volume and Open Interest 183,495 1,242,369 +13,598
3-Mth Euribor(EUREX)
Jun17 170614 100.335 100.335 100.330 100.330 unch 1 34,432 +1
Sep17 170614 100.320 100.330 100.320 100.330 +0.010 16 5,171 +0
Dec17 170614 100.315 100.320 100.315 100.315 unch 0 7,158 +0
Total Volume and Open Interest 123 74,769 +1
Long Gilt(LIFFE)
Jun17 170614 129~06 130~04 129~06 130~03 +1~03 737 14,548 +59
Sep17 170614 128~00 129~06 127~28 129~01 +1~03 124,611 721,749 +1,566
Total Volume and Open Interest 125,348 736,297 +1,625
3-Mth Short Sterling(LIFFE)
Jun17 170614 99.71 99.71 99.71 99.71 unch 46,479 358,966 -3,234
Sep17 170614 99.68 99.70 99.68 99.69 unch 34,449 421,660 -4,062
Dec17 170614 99.65 99.68 99.65 99.68 +0.02 54,815 439,963 +5,610
Mar18 170614 99.63 99.67 99.63 99.66 +0.02 79,639 353,985 -249
Jun18 170614 99.60 99.65 99.60 99.64 +0.03 126,456 439,196 -19,607
Sep18 170614 99.56 99.63 99.56 99.62 +0.05 112,703 282,772 -1,372
Total Volume and Open Interest 993,230 3,546,680 +8,956
3-Mth Euribor(LIFFE)
Jun17 170614 100.330 100.335 100.330 100.330 unch 40,147 320,912 -11,067
Sep17 170614 100.325 100.330 100.320 100.325 unch 73,996 468,355 -1,969
Dec17 170614 100.315 100.320 100.310 100.315 unch 51,857 391,544 +80
Total Volume and Open Interest 741,906 4,181,644 -29,711
3-Mth Aus T-Bills(SFE)
Jun17 170608 98.23 98.30 98.22 98.29 +0.06 35,000 30,771 -31,052
Sep17 170614 98.28 98.29 98.27 98.29 unch 12,373 211,482 -5,824
Dec17 170614 98.30 98.31 98.28 98.30 -0.01 20,072 254,267 -4,812
Mar18 170614 98.29 98.29 98.27 98.28 -0.02 12,691 189,310 +1,115
Jun18 170614 98.25 98.25 98.23 98.24 -0.02 19,222 133,584 -54
Sep18 170614 98.19 98.19 98.16 98.17 -0.03 10,226 100,798 -153
Dec18 170614 98.12 98.13 98.10 98.11 -0.02 8,219 74,961 +1,129
Mar19 170614 98.06 98.06 98.03 98.04 -0.03 5,256 43,764 +240
Jun19 170614 97.99 98.00 97.97 97.98 -0.02 5,483 17,954 +1,723
Sep19 170614 97.94 97.94 97.91 97.91 -0.02 235 2,173 -119
Total Volume and Open Interest 94,289 1,034,167 -7,280
10-Year Aus T-Bonds(SFE)
Jun17 170614 97.57 97.58 97.56 97.57 -0.01 597,815 819,597 -160,283
Sep17 170614 97.55 97.56 97.54 97.55 -0.01 523,093 453,973 +410,699
Total Volume and Open Interest 1,120,908 1,273,570 +250,416
3-Year Aus T-Bonds(SFE)
Jun17 170614 98.25 98.25 98.22 98.24 -0.01 389,980 978,242 -39,209
Sep17 170614 98.24 98.25 98.22 98.24 -0.01 298,628 283,088 +246,774
Total Volume and Open Interest 688,608 1,261,330 +207,565
Gold(CMX)
Jun17 170614 1269.4 1278.0 1256.8 1272.8 +7.0 255 1,621 -160
Aug17 170614 1268.4 1284.2 1259.0 1275.9 +7.3 173,005 348,375 -3,850
Oct17 170614 1272.3 1287.2 1263.0 1279.5 +7.3 1,006 10,973 +78
Dec17 170614 1275.5 1290.0 1266.2 1282.9 +7.3 4,196 80,464 +939
Feb18 170614 1279.3 1291.0 1272.7 1286.3 +7.3 586 10,254 +83
Apr18 170614 1285.0 1294.6 1273.2 1289.6 +7.2 334 3,545 +149
Jun18 170614 1285.7 1297.0 1283.4 1292.9 +7.2 37 5,529 +6
Aug18 170614 1289.7 1298.7 1289.2 1296.2 +7.1 19 822 -11
Oct18 170614 1299.6 1299.6 1299.6 1299.6 +7.0 0 311 +0
Dec18 170614 1295.0 1303.2 1295.0 1303.1 +7.0 0 5,920 +0
Feb19 170614 1306.8 1306.8 1306.8 1306.8 +7.0 0 3 +0
Apr19 170614 1310.6 1310.6 1310.6 1310.6 +7.0      
Total Volume and Open Interest 180,492 473,929 -3,153
Silver(CMX)
Jul17 170614 1682.0 1736.5 1679.0 1713.6 +36.9 91,829 108,156 -8,191
Sep17 170614 1688.5 1740.5 1688.0 1720.8 +36.9 24,332 56,313 +8,205
Dec17 170614 1700.5 1751.5 1698.0 1731.5 +36.9 3,451 35,437 -15
Mar18 170614 1717.5 1742.1 1712.0 1742.1 +37.0 146 2,058 -14
May18 170614 1749.2 1749.2 1749.2 1749.2 +37.0 0 1,019 +0
Jul18 170614 1756.1 1756.1 1756.1 1756.1 +37.0 0 585 +0
Sep18 170614 1763.2 1763.2 1763.2 1763.2 +37.0 0 16 +0
Total Volume and Open Interest 119,797 205,000 -28
Platinum(NYMEX)
Jul17 170614 925.0 955.5 923.3 951.9 +27.7 13,869 49,776 -1,884
Oct17 170614 930.1 958.3 926.8 955.2 +27.7 3,322 19,492 +1,026
Jan18 170614 940.8 960.0 932.5 959.2 +27.7 1,223 1,732 +658
Apr18 170614 956.3 963.6 956.3 963.6 +27.7 0 92 +0
Total Volume and Open Interest 18,420 71,162 -198
Palladium(NYMEX)
Jun17 170614 862.80 869.50 862.80 863.30 -2.95 5 90 +0
Sep17 170614 858.90 871.25 847.55 853.80 -3.75 4,232 34,336 +66
Dec17 170614 843.90 857.10 837.00 843.50 -0.45 326 1,608 +233
Total Volume and Open Interest 4,600 36,210 +329
Copper(CMX)
Jul17 170614 259.90 260.50 256.05 257.35 -2.30 72,732 89,865 -6,797
Sep17 170614 261.00 261.70 257.45 258.75 -2.15 25,943 72,285 +4,517
Dec17 170614 262.40 263.10 259.30 260.30 -2.15 8,303 56,182 -27
Mar18 170614 263.75 263.75 260.40 261.45 -2.10 1,886 12,887 +471
May18 170614 262.80 264.10 262.05 262.05 -2.05 70 4,570 -43
Total Volume and Open Interest 109,965 261,808 -1,765
E-mini DJIA Index(CBOT)
Jun17 170614 21322 21388 21289 21371 +49 63,290 59,284 -14,658
Sep17 170614 21282 21346 21246 21327 +47 183,267 78,649 +22,722
Dec17 170614 21208 21276 21208 21276 +47 9 145 +2
Mar18 170614 21246 21246 21246 21246 +47 0 6 +0
Total Volume and Open Interest 246,566 138,084 +8,066
S & P 500(CME)
Jun17 170614 2443.00 2443.00 2429.00 2437.20 -2.80 18,790 67,171 -5,478
Sep17 170614 2437.10 2442.10 2434.20 2435.30 -2.70 13,791 24,935 +9,627
Dec17 170614 2432.80 2437.00 2427.50 2432.80 -2.70 0 225 +0
Mar18 170614 2430.90 2435.10 2425.60 2430.90 -2.70      
Total Volume and Open Interest 32,581 92,331 +4,149
S & P 500 E-Mini(Globex)
Jun17 170614 2440.25 2445.50 2427.75 2437.20 -2.80 1,253,497 1,562,913 -520,213
Sep17 170614 2438.25 2443.25 2425.75 2435.30 -2.70 2,175,655 1,854,267 +681,130
Dec17 170614 2436.25 2441.00 2424.00 2432.80 -2.70 173 13,978 +21
Mar18 170614 2431.00 2433.00 2425.25 2430.90 -2.60 2 632 +2
Total Volume and Open Interest 3,429,327 3,431,790 +160,940
NASDAQ 100 E-Mini(Globex)
Jun17 170614 5752.30 5780.00 5680.00 5725.30 -26.00 260,181 182,120 -33,434
Sep17 170614 5762.30 5789.00 5687.00 5732.80 -26.50 613,912 246,673 +75,817
Dec17 170614 5758.00 5778.00 5711.00 5737.80 -26.00 146 790 +20
Total Volume and Open Interest 874,241 429,606 +42,404
S&P Midcap 400(CME) e-Mini
Jun17 170614 1768.60 1772.80 1754.40 1761.50 -8.10 27,128 31,822 -21,241
Sep17 170614 1770.30 1774.10 1754.30 1762.10 -8.00 37,154 64,300 +21,136
Dec17 170614 1758.80 1758.80 1758.80 1758.80 -8.00      
Total Volume and Open Interest 64,282 96,122 -105
Volatility Index(CBOE)
Jun17 170614 11.41 11.88 11.33 11.48 +0.05 155,030 202,017 -11,791
Jul17 170614 12.29 12.50 12.20 12.28 unch 131,503 233,791 +6,762
Aug17 170614 13.10 13.25 13.00 13.03 -0.10 36,678 61,097 -853
Sep17 170614 14.30 14.43 14.20 14.23 -0.10 12,641 45,025 +574
Total Volume and Open Interest 345,920 624,455 -4,622
S & P 600(CME)
Jun17 170614 861.40 861.40 861.40 861.40 -5.00      
Sep17 170614 860.10 860.10 860.10 860.10 -5.00      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Jun17 170614 1428.30 1430.00 1410.00 1416.30 -11.10 200,625 260,672 -107,559
Sep17 170614 1427.20 1429.70 1409.80 1416.30 -10.90 263,224 406,184 +131,999
Dec17 170614 1415.30 1415.30 1415.30 1415.30 -10.90 0 81 +0
Total Volume and Open Interest 463,849 666,939 +24,440
Nikkei 225(CME)
Sep17 170614 19990 20020 19765 19900 -60 10,601 36,590 -473
Dec17 170614 19825 19825 19825 19825 -60      
Total Volume and Open Interest 10,601 36,590 -473
Nikkei 225(SGX)
Jun17 170608 19950 20070 19900 19960 +20 161,750 167,037 -30,477
Sep17 170614 19885 19920 19875 19875 -5 70,292 205,589 +2,891
Dec17 170614 19790 19790 19755 19755 -5 76 2,456 +24
Total Volume and Open Interest 70,389 214,964 +2,925
Nikkei 225 Mini(JPX)
Jun17 170608 19915 20070 19895 19970 +20 626,100 422,848 -34,323
Sep17 170613 19865 19895 19750 19890 +30 868,848 193,980 +32,756
Dec17 170613 19745 19765 19630 19760 +10 4,148 4,471 +1,240
Total Volume and Open Interest 910,068 286,017 -350,234
Nikkei 225(JPX)
Jun17 170608 19910 20070 19890 19970 +20 108,140 254,122 -54,289
Sep17 170613 19860 19900 19750 19890 +30 66,902 290,096 +20,711
Dec17 170613 19740 19760 19630 19760 +10 175 39,212 +82
Total Volume and Open Interest 67,108 395,986 -174,322
Nikkei 225(CME) Yen
Jun17 170608 20020 20070 19895 20030 +40 68,252 58,933 -12,355
Sep17 170614 19945 19970 19715 19850 -65 43,676 63,535 -1,820
Dec17 170614 19725 19790 19725 19725 -65      
Total Volume and Open Interest 43,676 63,535 -1,820
Nikkei 225(CME) e-Mini Yen
Jun17 170608 20030 20030 19910 20030 +40 0 25 +0
Sep17 170614 19850 19850 19850 19850 -60 0 2 +0
Dec17 170614 19725 19730 19725 19725 -65      
Total Volume and Open Interest 0 2 +0
CAC 40(EURONEXT)
Jun17 170614 5276.5 5316.0 5234.5 5243.5 -18.0 222,930 391,199 -9,725
Jul17 170614 5266.0 5307.0 5226.5 5234.5 -18.0 130,172 123,441 +65,556
Aug17 170614 5280.0 5280.0 5233.0 5233.0 -18.0      
Sep17 170614 5265.0 5304.5 5227.0 5233.0 -16.5 5,972 14,764 +2,447
Total Volume and Open Interest 359,076 543,809 +58,271
Hang Seng Index(HKFE)
Jun17 170614 25723 25784 25558 25742 +19 99,270 152,104 +3,149
Jul17 170614 25605 25670 25450 25624 +13 651 6,063 +282
Total Volume and Open Interest 100,776 171,376 +3,486
DAX(EUREX)
Jun17 170614 12781.0 12922.5 12777.0 12826.5 +64.0 124,760 148,655 -12,778
Sep17 170614 12766.5 12915.0 12766.5 12819.0 +64.5 41,348 97,229 +53,170
Dec17 170614 12766.0 12898.0 12766.0 12808.5 +63.5 102 3,873 +29
Total Volume and Open Interest 166,210 249,757 +40,421
Mini-DAX(EUREX)
Jun17 170614 12783.0 12923.0 12778.0 12826.5 +64.0 31,658 10,013 -5,236
Sep17 170614 12771.0 12916.0 12771.0 12819.0 +64.5 3,460 4,266 +447
Dec17 170614 12796.0 12895.0 12796.0 12808.5 +63.5 6 86 +0
Total Volume and Open Interest 35,124 14,365 -4,789
DJ EuroSTOXX 50(EUREX)
Jun17 170614 3560 3590 3540 3553 -2 1,346,084 2,630,251 -568,317
Sep17 170614 3553 3581 3531 3544 -2 545,228 1,550,465 +744,379
Dec17 170614 3551 3562 3523 3531 -3 60 41,404 +120
Total Volume and Open Interest 1,891,372 4,222,120 +176,182
Swiss Market Index(EUREX)
Jun17 170614 8863 8916 8830 8866 unch 89,470 177,257 -14,640
Sep17 170614 8852 8898 8813 8848 unch 63,674 149,001 +55,672
Dec17 170614 8848 8852 8820 8820 -2 2 924 +128
Total Volume and Open Interest 153,146 327,182 +41,160
FT-SE 100(EURONEXT)
Jun17 170614 7505.00 7544.50 7459.50 7491.50 -4.50 312,127 574,990 -117,578
Sep17 170614 7443.50 7481.50 7397.00 7429.00 -4.50 227,920 313,229 +113,505
Dec17 170614 7428.50 7435.00 7387.00 7387.00 -4.50 7 1,402 +0
Total Volume and Open Interest 540,054 889,621 -4,073
SPI 200(SFE)
Jun17 170614 5779.0 5840.0 5770.0 5837.0 +55.0 80,066 298,320 -15,839
Sep17 170614 5725.0 5788.0 5716.0 5787.0 +62.0 54,752 48,468 +40,605
Dec17 170614 5771.0 5771.0 5771.0 5771.0 +62.0 0 1,402 +0
Total Volume and Open Interest 134,854 349,647 +24,795
FTSE MIB(ISE)
Jun17 170614 21090.00 21200.00 20920.00 20993.00 -59.00 52,833 35,083 -5,098
Sep17 170614 21010.00 21115.00 20840.00 20911.00 -61.00 22,636 12,913 +8,825
Dec17 170614 20801.00 20801.00 20801.00 20801.00 -66.00 0 2 +0
Total Volume and Open Interest 75,469 47,998 +3,727
KOSPI 200(KFE)
Sep17 170614 308.50 310.70 307.65 308.75 +0.35 187,158 262,079 -8,470
Dec17 170614 309.20 311.15 308.40 309.35 +0.30 311 29,776 +609
Mar18 170614 307.95 308.35 306.00 306.00 -0.30 178 7,192 +167
Total Volume and Open Interest 187,647 319,136 -7,094
GSCI(CME)
Jun17 170614 360.35 368.10 359.95 360.35 -7.45 3,201 3,508 -4,625
Jul17 170614 369.00 369.80 361.35 362.05 -7.55 3,359 11,527 +2,916
Aug17 170614 365.25 365.25 365.25 365.25 -7.55      
Total Volume and Open Interest 6,560 15,035 -1,709
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