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 Fri July 07, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul17 170707 979.00 997.50 979.00 996.00 +15.25 4,435 2,471 -713
Aug17 170707 985.00 1003.50 983.00 1001.00 +15.25 60,418 105,355 -5,968
Sep17 170707 990.25 1008.75 988.00 1006.25 +15.50 22,572 46,104 +248
Nov17 170707 999.00 1017.75 995.75 1015.50 +16.25 186,061 360,595 -6,067
Jan18 170707 1006.50 1025.25 1003.50 1023.25 +16.50 20,799 46,915 +1,067
Mar18 170707 1003.25 1021.25 1001.50 1018.75 +14.50 20,605 31,247 +2,081
May18 170707 1006.00 1022.75 1003.75 1021.25 +14.50 12,862 18,368 +1,102
Jul18 170707 1012.50 1028.25 1010.00 1027.50 +14.25 15,632 36,322 +8,396
Aug18 170707 1022.50 1025.50 1022.25 1025.50 +14.00 63 1,207 +7
Sep18 170707 993.00 1010.75 990.75 1010.75 +11.25 57 100 +33
Nov18 170707 987.75 1002.00 987.00 999.50 +9.75 3,808 10,922 +1,148
Jan19 170707 1005.00 1005.00 1001.00 1003.50 +9.00 18 78 -9
Mar19 170707 996.00 1003.25 996.00 1003.25 +9.00 0 7 +0
May19 170707 1003.50 1003.50 1003.50 1003.50 +9.00 0 7 +0
Total Volume and Open Interest 347,342 659,844 +1,327
Soybean Meal(CBOT)
Jul17 170707 321.00 328.50 321.00 328.50 +8.50 2,466 2,428 -969
Aug17 170707 322.00 331.10 321.70 330.70 +8.70 40,343 53,468 -4,382
Sep17 170707 324.80 333.10 323.80 332.70 +8.60 20,268 38,197 +1,411
Oct17 170707 326.30 335.00 325.80 334.70 +8.60 15,029 23,712 -97
Dec17 170707 329.90 338.40 329.40 338.00 +8.30 77,642 167,661 -2,975
Jan18 170707 331.50 339.60 331.10 339.30 +8.10 8,093 21,700 +904
Mar18 170707 331.40 338.00 330.80 337.80 +6.80 7,146 18,480 +507
May18 170707 330.40 337.00 330.00 336.80 +6.30 4,783 9,811 +981
Jul18 170707 332.90 338.50 331.10 338.30 +6.50 3,254 13,326 +142
Aug18 170707 333.30 337.70 333.30 337.70 +6.10 140 2,635 +21
Total Volume and Open Interest 181,172 360,432 -4,413
Soybean Oil(CBOT)
Jul17 170707 32.80 33.04 32.59 32.78 -0.05 1,494 2,596 -1,064
Aug17 170707 32.90 33.14 32.62 32.85 -0.05 44,837 75,581 +523
Sep17 170707 33.03 33.26 32.75 32.97 -0.06 18,264 44,309 +907
Oct17 170707 33.10 33.37 32.86 33.08 -0.06 11,505 18,828 +1,110
Dec17 170707 33.35 33.63 33.08 33.32 -0.06 76,310 163,555 -1,842
Jan18 170707 33.55 33.77 33.26 33.47 -0.07 6,426 22,655 -87
Mar18 170707 33.67 33.85 33.34 33.56 -0.09 5,327 19,754 +196
May18 170707 33.60 33.89 33.43 33.63 -0.08 5,020 11,105 +771
Jul18 170707 33.76 34.06 33.58 33.80 -0.06 4,127 9,412 +840
Aug18 170707 33.91 33.91 33.71 33.76 -0.07 114 1,351 +26
Total Volume and Open Interest 175,911 377,008 +2,335
Canola(WCE)
Jul17 170707 571.1 571.1 571.1 571.1 -2.2 152 410 -302
Nov17 170707 518.0 521.9 514.0 517.3 -1.1 24,844 85,956 -1,731
Jan18 170707 519.7 525.4 518.3 520.8 -1.5 2,406 16,955 +34
Mar18 170707 525.0 529.3 523.2 524.2 -2.1 634 3,507 +261
May18 170707 526.1 530.0 523.6 524.9 -3.1 204 388 +92
Total Volume and Open Interest 28,600 107,665 -1,298
Corn(CBOT)
Jul17 170707 379.00 386.75 378.25 382.25 +2.00 7,599 4,096 -1,675
Sep17 170707 389.50 397.00 388.25 392.50 +2.00 184,005 597,440 -2,808
Dec17 170707 402.00 409.00 400.25 404.75 +2.00 236,639 499,453 +7,585
Mar18 170707 411.25 418.00 409.75 413.75 +1.50 35,471 106,842 +1,305
May18 170707 416.25 422.50 415.00 418.25 +1.00 11,576 22,000 -187
Jul18 170707 421.75 427.00 419.50 422.75 +0.50 11,049 58,201 +1,392
Sep18 170707 413.50 418.75 413.50 414.50 -0.50 2,636 8,697 +1,099
Dec18 170707 419.00 423.75 418.25 420.50 unch 5,436 38,803 +595
Mar19 170707 428.00 430.00 426.50 427.00 -0.25 34 869 +11
May19 170707 430.75 430.75 425.00 430.75 -0.25 2 260 +0
Total Volume and Open Interest 494,510 1,337,886 +7,366
Wheat(CBOT)
Jul17 170707 515.75 524.00 514.50 515.25 -3.75 488 495 -101
Sep17 170707 538.00 545.75 530.00 535.00 -4.00 191,170 212,491 +1,558
Dec17 170707 560.75 567.75 552.00 557.75 -3.50 77,085 119,016 -79
Mar18 170707 577.25 583.50 568.50 574.50 -3.50 24,611 43,890 +1,724
May18 170707 586.25 590.50 576.75 582.75 -4.00 11,783 13,274 -573
Jul18 170707 589.25 593.50 579.25 586.00 -4.75 10,316 20,551 +2,271
Total Volume and Open Interest 318,513 416,504 +5,766
Wheat(KCBT)
Jul17 170707 529.00 536.25 526.50 526.50 -4.00 844 860 -50
Sep17 170707 545.75 552.50 536.75 543.00 -3.50 54,477 132,973 -1,302
Dec17 170707 570.50 578.25 562.25 568.75 -3.50 21,425 72,660 -927
Mar18 170707 583.50 591.50 575.25 582.25 -3.00 7,176 32,110 +209
May18 170707 590.00 599.25 585.25 591.00 -2.00 989 6,041 -25
Jul18 170707 595.00 606.00 591.75 598.00 -0.50 2,457 12,629 +596
Sep18 170707 605.00 613.00 600.50 606.00 +0.50 269 1,702 +66
Total Volume and Open Interest 88,074 260,026 -1,214
Wheat(MGE)
Jul17 170707 778.00 778.00 757.50 757.50 -5.75 139 30 -179
Sep17 170707 768.00 792.00 755.00 766.75 -2.25 14,896 33,861 -348
Dec17 170707 760.75 783.25 747.50 760.75 unch 6,502 27,081 +214
Mar18 170707 750.00 768.50 735.00 749.25 +2.50 3,147 13,096 +269
May18 170707 727.75 755.75 724.00 737.00 +2.00 991 4,897 +36
Jul18 170707 727.00 745.00 724.00 725.75 unch 322 1,975 +51
Total Volume and Open Interest 26,406 82,443 +241
Oats(CBOT)
Jul17 170707 279.75 282.50 279.75 282.50 +9.75 0 95 +0
Sep17 170707 273.00 284.50 273.00 282.75 +8.25 110 1,680 -10
Dec17 170707 278.25 290.00 276.50 286.00 +9.75 396 4,466 +13
Mar18 170707 283.25 285.00 283.25 284.75 +8.75 20 270 +6
Total Volume and Open Interest 533 6,519 +13
Rough Rice(CBOT)
Jul17 170707 11.53 11.73 11.53 11.72 +0.07 70 99 +43
Sep17 170707 11.91 12.00 11.73 11.99 +0.07 587 8,327 -55
Nov17 170707 12.01 12.21 11.99 12.20 +0.07 17 771 +5
Jan18 170707 12.33 12.40 12.32 12.40 +0.06 8 38 -1
Total Volume and Open Interest 682 9,319 -8
Live Cattle(CME)
Aug17 170707 115.250 115.850 114.350 114.785 -0.165 34,574 148,589 -6,387
Oct17 170707 114.080 114.500 113.430 113.830 -0.055 21,240 119,042 +2,864
Dec17 170707 114.580 115.100 114.135 114.600 +0.050 8,893 60,811 +952
Feb18 170707 115.300 115.730 114.800 115.300 +0.050 5,963 27,928 +602
Apr18 170707 114.430 114.700 113.830 114.480 +0.195 2,179 12,547 +316
Jun18 170707 108.135 108.385 107.600 108.200 +0.165 246 6,228 +63
Total Volume and Open Interest 73,204 376,246 -1,518
Feeder Cattle(CME)
Aug17 170707 145.150 145.850 143.850 145.035 +0.405 6,863 29,909 +373
Sep17 170707 145.035 145.800 143.880 145.035 +0.250 2,972 11,820 +116
Oct17 170707 144.050 144.800 142.880 143.935 +0.105 2,199 7,401 +49
Nov17 170707 143.100 143.685 141.985 142.935 -0.065 1,304 4,434 -1
Jan18 170707 139.000 140.000 138.485 139.235 -0.345 801 3,461 +92
Mar18 170707 136.130 137.285 136.100 136.580 -0.455 154 833 +43
Apr18 170707 136.075 136.285 136.075 136.075 +0.140 19 67 +0
Total Volume and Open Interest 14,316 57,946 +673
Lean Hogs(CME)
Jul17 170707 91.785 92.100 91.550 91.730 +0.250 4,786 15,610 -1,013
Aug17 170707 82.500 83.650 82.500 83.230 +0.580 19,104 91,901 -538
Oct17 170707 70.650 71.430 70.430 70.980 +0.250 15,008 77,274 +2,144
Dec17 170707 65.000 65.500 64.885 65.350 +0.100 9,378 42,850 +2,597
Feb18 170707 68.330 68.900 68.330 68.885 +0.155 5,926 19,586 +1,015
Apr18 170707 71.500 72.000 71.450 72.000 +0.100 3,082 19,513 +903
May18 170707 75.830 76.035 75.785 76.035 +0.185 91 406 +71
Jun18 170707 78.385 78.635 78.285 78.600 +0.100 1,416 8,497 +559
Total Volume and Open Interest 58,893 276,862 +5,774
Class III Milk(CME)
Jul17 170707 15.66 15.69 15.58 15.58 -0.14 225 5,069 -15
Aug17 170707 16.60 16.72 16.47 16.48 -0.18 310 4,433 +13
Sep17 170707 16.86 16.95 16.76 16.76 -0.12 141 4,333 +3
Oct17 170707 17.07 17.14 16.97 17.00 -0.11 65 3,123 +16
Nov17 170707 17.12 17.14 16.97 17.01 -0.11 41 2,762 +28
Dec17 170707 16.94 16.94 16.80 16.84 -0.09 10 2,570 +2
Jan18 170707 16.63 16.65 16.62 16.63 -0.02 3 821 -1
Feb18 170707 16.58 16.58 16.58 16.58 -0.07 23 762 -17
Mar18 170707 16.56 16.56 16.56 16.56 -0.03 22 676 +3
Apr18 170707 16.47 16.47 16.47 16.47 unch 10 521 +8
May18 170707 16.47 16.48 16.47 16.47 +0.01 21 536 +19
Jun18 170707 16.60 16.62 16.60 16.61 -0.01 22 478 +20
Jul18 170707 16.75 16.79 16.72 16.75 unch 22 150 +20
Total Volume and Open Interest 943 26,768 +122
Cocoa(ICE)
Jul17 170707 1871 1871 1835 1835 -55 0 14 -1
Sep17 170707 1915 1922 1866 1872 -55 15,428 131,838 -1,365
Dec17 170707 1940 1948 1897 1901 -55 4,664 60,965 +363
Mar18 170707 1970 1973 1927 1931 -54 3,031 30,728 -198
May18 170707 1992 1995 1947 1952 -54 622 10,875 +148
Jul18 170707 2009 2013 1967 1969 -55 52 8,437 +37
Sep18 170707 2027 2027 1985 1985 -57 80 7,063 -17
Total Volume and Open Interest 23,949 262,613 -981
Coffee "C"(ICE)
Jul17 170707 126.55 126.55 126.55 126.55 -0.20 16 49 -12
Sep17 170707 129.45 129.50 126.80 128.90 -0.20 21,048 119,134 -2,867
Dec17 170707 132.80 132.95 130.40 132.40 -0.20 4,669 50,354 +265
Mar18 170707 136.25 136.40 133.85 135.80 -0.25 2,139 22,281 +122
May18 170707 138.45 138.60 136.15 138.10 -0.25 1,257 14,902 +180
Jul18 170707 140.75 140.85 138.40 140.30 -0.25 539 4,720 +102
Total Volume and Open Interest 29,839 222,104 -2,116
Orange Juice(ICE)
Jul17 170707 132.00 132.00 132.00 132.00 -2.80 12 22 -12
Sep17 170707 136.75 136.75 131.65 133.75 -3.05 1,022 7,188 -171
Nov17 170707 134.10 135.30 132.00 133.85 -2.15 219 1,785 +17
Jan18 170707 135.75 135.80 134.05 135.20 -2.20 48 889 +21
Mar18 170707 135.85 136.75 135.85 136.75 -1.95 9 281 +0
May18 170707 137.20 137.20 137.20 137.20 -2.00 0 162 +0
Total Volume and Open Interest 1,310 10,327 -145
Sugar #11(ICE)
Oct17 170707 13.93 14.30 13.62 14.15 +0.23 72,669 441,355 -7,599
Mar18 170707 14.58 14.97 14.33 14.83 +0.21 33,245 171,619 +1,284
May18 170707 14.64 15.01 14.39 14.86 +0.20 16,781 55,998 +213
Jul18 170707 14.70 15.07 14.46 14.93 +0.21 5,937 33,829 +173
Oct18 170707 14.80 15.28 14.68 15.14 +0.22 4,559 39,198 +1,222
Mar19 170707 15.21 15.74 15.19 15.60 +0.20 500 15,070 -197
May19 170707 15.25 15.78 15.25 15.66 +0.23 225 4,161 +23
Jul19 170707 15.26 15.78 15.26 15.67 +0.24 189 5,317 +36
Total Volume and Open Interest 134,222 771,739 -4,816
London Cocoa(LCE)
Jul17 170707 1506 1508 1479 1487 -19 1,572 30,606 -633
Sep17 170707 1516 1516 1484 1489 -24 7,343 71,553 +226
Dec17 170707 1542 1542 1510 1515 -24 3,812 63,757 -782
Mar18 170707 1557 1562 1533 1538 -24 2,920 51,182 -104
May18 170707 1577 1577 1545 1551 -24 787 16,869 +66
Jul18 170707 1580 1584 1562 1564 -24 592 9,713 +18
Sep18 170707 1593 1597 1571 1576 -25 145 8,732 -94
Total Volume and Open Interest 17,272 257,059 -1,285
London Sugar(LCE)
Aug17 170707 415.30 421.20 410.00 418.10 +2.20 11,757 25,056 -3,063
Oct17 170707 387.20 394.70 382.80 391.70 +2.60 8,950 40,180 +628
Dec17 170707 389.30 396.50 384.00 393.50 +3.30 1,294 13,482 -54
Mar18 170707 394.90 402.30 390.40 399.60 +3.30 755 8,555 +67
May18 170707 397.70 404.90 393.40 402.10 +3.30 314 4,381 +104
Total Volume and Open Interest 23,347 96,749 -2,149
Cotton(ICE)
Jul17 170707 75.29 75.29 75.29 75.29 +0.28 2 126 -2
Oct17 170707 69.47 69.90 69.47 69.75 +0.28 6 216 -1
Dec17 170707 68.05 68.92 67.95 68.59 +0.24 17,226 161,542 -535
Mar18 170707 67.90 68.43 67.52 68.38 +0.26 5,083 30,112 +1,691
May18 170707 68.32 68.78 67.91 68.74 +0.29 448 4,415 +89
Jul18 170707 68.72 69.15 68.35 69.11 +0.30 234 4,486 +15
Total Volume and Open Interest 23,201 207,481 +1,363
Lumber(CME)
Jul17 170707 363.0 365.7 361.7 365.5 +3.2 71 785 -33
Sep17 170707 350.8 354.6 350.0 352.8 unch 318 2,187 -41
Nov17 170707 347.0 348.5 344.8 346.6 +0.6 133 665 +29
Jan18 170707 355.0 355.0 350.0 355.0 +0.4 0 123 +0
Total Volume and Open Interest 522 3,795 -45
Crude Oil(NYM)
Aug17 170707 45.35 45.42 43.78 44.23 -1.29 1,173,581 487,969 -22,749
Sep17 170707 45.56 45.61 43.96 44.39 -1.31 195,834 330,354 +1,372
Oct17 170707 45.77 45.80 44.16 44.56 -1.33 57,608 123,498 -506
Nov17 170707 46.02 46.03 44.40 44.80 -1.33 33,340 106,979 +1,381
Dec17 170707 46.27 46.33 44.67 45.07 -1.33 106,367 315,116 -2,824
Jan18 170707 46.55 46.57 45.00 45.33 -1.33 18,040 100,718 -288
Feb18 170707 46.49 46.49 45.21 45.57 -1.31 7,483 42,237 +203
Mar18 170707 46.79 46.79 45.41 45.78 -1.29 12,556 63,531 +706
Apr18 170707 46.94 46.94 45.64 45.96 -1.27 4,484 22,885 -305
May18 170707 47.00 47.00 45.76 46.12 -1.26 2,924 25,883 +112
Jun18 170707 47.44 47.44 45.92 46.29 -1.24 30,546 116,430 -366
Jul18 170707 47.21 47.21 46.24 46.44 -1.22 1,543 21,362 +5
Aug18 170707 46.60 48.37 46.60 46.60 -1.20 1,497 11,106 -18
Sep18 170707 46.75 49.10 46.75 46.75 -1.19 3,328 32,986 +794
Oct18 170707 46.90 49.00 46.90 46.90 -1.18 1,193 13,145 -46
Nov18 170707 47.05 47.05 47.05 47.05 -1.18 1,032 17,416 -43
Total Volume and Open Interest 1,707,202 2,149,867 -22,765
e-miNY Crude Oil(NYM)
Aug17 170707 45.350 45.425 43.775 44.225 -1.300 20,351 4,015 -117
Sep17 170707 45.575 45.575 43.950 44.400 -1.300 885 746 +142
Oct17 170707 45.450 45.450 44.250 44.550 -1.350 96 414 +15
Nov17 170707 45.675 45.675 44.675 44.800 -1.325 17 98 +2
Dec17 170707 46.400 46.400 44.700 45.075 -1.325 30 472 +1
Jan18 170707 46.650 46.650 45.325 45.325 -1.325 9 171 -5
Feb18 170707 45.575 45.575 45.575 45.575 -1.300 0 26 +0
Mar18 170707 45.800 45.800 45.775 45.775 -1.300 0 12 +0
Apr18 170707 45.950 45.950 45.950 45.950 -1.275 0 21 +0
May18 170707 46.125 46.125 46.125 46.125 -1.250 0 59 +0
Total Volume and Open Interest 21,392 6,178 +36
NY Harbor ULSD(NYM)
Aug17 170707 147.75 147.92 142.67 144.82 -3.37 82,936 118,278 -6,301
Sep17 170707 148.44 148.54 143.34 145.41 -3.39 51,812 70,355 +1,052
Oct17 170707 149.22 149.22 144.20 146.11 -3.50 33,448 35,642 -3,861
Nov17 170707 148.66 148.95 145.14 146.93 -3.56 16,368 26,000 +1,507
Dec17 170707 151.00 151.00 146.04 147.81 -3.59 33,301 54,453 -2,947
Jan18 170707 150.90 150.90 146.95 148.63 -3.61 6,862 23,550 +168
Feb18 170707 148.63 149.87 147.58 149.14 -3.62 2,695 8,636 +620
Mar18 170707 149.79 149.91 147.81 149.21 -3.62 2,171 13,937 -745
Apr18 170707 151.00 151.00 147.98 148.83 -3.61 541 5,632 +123
May18 170707 148.45 149.52 147.61 148.89 -3.60 251 3,190 +15
Jun18 170707 149.47 149.55 148.36 149.26 -3.60 1,097 15,770 -299
Jul18 170707 151.52 151.88 149.84 149.90 -3.57 28 1,979 +3
Aug18 170707 150.57 153.49 150.57 150.57 -3.54 23 1,329 +16
Sep18 170707 150.50 151.23 150.50 151.23 -3.49 16 1,434 +12
Total Volume and Open Interest 233,334 406,215 -9,559
RBOB Gasoline(NYM)
Aug17 170707 152.38 152.43 147.30 149.84 -3.03 91,069 134,228 -8,148
Sep17 170707 150.71 150.82 145.89 148.18 -3.15 60,899 79,986 +1,675
Oct17 170707 141.00 141.23 136.34 138.40 -3.26 33,262 50,517 +887
Nov17 170707 139.02 139.02 134.35 136.19 -3.33 17,033 35,993 +1,379
Dec17 170707 137.53 137.54 132.98 134.67 -3.38 20,553 44,467 +422
Jan18 170707 137.65 137.65 133.20 134.83 -3.37 3,843 10,606 -50
Feb18 170707 136.08 136.58 134.34 135.96 -3.37 1,766 7,287 -24
Mar18 170707 138.01 138.01 136.37 137.74 -3.44 1,559 6,467 +218
Apr18 170707 155.34 159.55 155.34 155.34 -3.42 970 5,978 +308
May18 170707 156.73 156.73 156.10 156.10 -3.47 365 2,954 +6
Total Volume and Open Interest 232,632 397,922 -3,432
e-miNY RBOB Gasoline(NYM)
Aug17 170707 149.80 153.50 149.80 149.80 -3.07 0 1 +0
Sep17 170707 148.20 148.20 148.18 148.20 -3.13      
Oct17 170707 138.40 138.40 138.40 138.40 -3.26      
Nov17 170707 136.20 136.20 136.19 136.20 -3.32      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Aug17 170707 2.899 2.947 2.847 2.864 -0.024 239,392 290,934 +17,099
Sep17 170707 2.887 2.938 2.842 2.857 -0.024 71,580 185,628 +3,041
Oct17 170707 2.912 2.964 2.872 2.886 -0.022 52,149 180,704 +40
Nov17 170707 2.971 3.019 2.934 2.947 -0.020 23,703 74,058 +145
Dec17 170707 3.123 3.169 3.091 3.104 -0.018 20,034 65,644 -1,766
Jan18 170707 3.218 3.262 3.187 3.201 -0.016 33,889 106,926 -5,251
Feb18 170707 3.209 3.241 3.177 3.189 -0.015 9,592 42,535 -1,479
Mar18 170707 3.140 3.188 3.125 3.137 -0.012 18,001 78,927 -550
Apr18 170707 2.781 2.807 2.779 2.786 -0.004 16,993 93,415 +462
May18 170707 2.750 2.773 2.750 2.757 unch 6,360 37,198 -343
Jun18 170707 2.791 2.798 2.780 2.784 unch 2,128 16,777 -128
Jul18 170707 2.818 2.825 2.805 2.812 unch 2,876 24,782 -637
Aug18 170707 2.829 2.850 2.814 2.820 unch 1,447 17,586 +280
Sep18 170707 2.800 2.812 2.792 2.797 unch 1,133 18,639 +418
Oct18 170707 2.823 2.830 2.811 2.816 +0.001 4,353 41,000 -1,550
Nov18 170707 2.876 2.876 2.863 2.867 +0.004 1,171 18,035 +515
Total Volume and Open Interest 508,777 1,357,968 +10,695
Brent Crude Oil(ICE)
Sep17 170707 47.76 47.76 46.28 46.71 -1.40 372,984 576,509 -13,184
Oct17 170707 48.05 48.05 46.55 46.98 -1.41 144,772 272,497 -1,244
Nov17 170707 48.32 48.32 46.85 47.27 -1.41 74,375 139,051 +5,596
Dec17 170707 48.62 48.62 47.15 47.57 -1.40 138,222 335,562 -7,237
Jan18 170707 48.91 48.91 47.45 47.86 -1.40 26,499 83,020 -45
Feb18 170707 49.16 49.16 47.71 48.12 -1.38 15,837 69,646 +1,256
Mar18 170707 49.34 49.34 47.98 48.36 -1.37 13,894 59,570 -871
Apr18 170707 49.56 49.56 48.18 48.59 -1.36 3,899 27,276 -25
May18 170707 49.76 49.76 48.43 48.80 -1.34 3,037 27,082 +88
Jun18 170707 49.93 49.93 48.60 48.98 -1.32 23,744 117,580 -4,219
Jul18 170707 49.18 49.18 49.18 49.18 -1.31 1,747 23,260 +135
Aug18 170707 49.36 49.36 49.36 49.36 -1.29 964 21,383 -290
Sep18 170707 49.51 49.51 49.51 49.51 -1.28 2,873 31,315 +272
Oct18 170707 49.60 49.64 49.60 49.64 -1.27 411 16,477 -14
Total Volume and Open Interest 886,555 2,313,796 -16,756
Gas Oil(ICE)
Jul17 170707 436.75 436.75 422.75 427.75 -18.25 59,404 68,075 -12,157
Aug17 170707 437.75 437.75 423.00 428.00 -18.50 175,816 172,512 +20,499
Sep17 170707 437.75 437.75 423.75 428.50 -18.25 104,434 128,748 +5,421
Oct17 170707 439.25 439.25 425.50 430.25 -18.00 57,199 70,911 -2,537
Nov17 170707 439.50 439.50 426.00 430.50 -18.00 25,989 53,810 +3,596
Dec17 170707 439.75 439.75 426.25 431.00 -17.75 65,205 125,845 -4,042
Jan18 170707 440.00 440.00 428.00 432.75 -17.50 13,981 32,523 -1,544
Feb18 170707 441.75 441.75 430.00 434.50 -17.50 8,575 13,326 -9
Mar18 170707 441.00 442.00 431.50 436.00 -17.25 7,680 22,726 +851
Apr18 170707 442.25 443.00 433.00 437.50 -17.00 4,828 9,248 -83
Total Volume and Open Interest 558,347 924,008 +12,568
Ethanol(CBOT)
Aug17 170707 1.500 1.527 1.500 1.518 +0.013 166 1,120 -9
Sep17 170707 1.521 1.523 1.514 1.521 +0.013 60 431 +29
Oct17 170707 1.520 1.524 1.520 1.524 +0.013 12 230 +5
Nov17 170707 1.507 1.507 1.507 1.507 +0.013 0 151 +0
Dec17 170707 1.495 1.495 1.483 1.495 +0.013 0 341 +0
Jan18 170707 1.480 1.480 1.480 1.480 +0.013      
Feb18 170707 1.480 1.480 1.480 1.480 +0.013      
Mar18 170707 1.480 1.480 1.480 1.480 +0.013      
Total Volume and Open Interest 282 2,294 -19
WTI Crude Oil(ICE)
Aug17 170707 45.16 45.16 43.79 44.23 -1.29 52,132 55,283 -3,211
Sep17 170707 45.31 45.31 43.98 44.39 -1.31 62,545 73,613 -1,139
Oct17 170707 45.51 45.51 44.16 44.56 -1.33 26,870 33,355 +1,230
Nov17 170707 45.75 45.75 44.40 44.80 -1.33 12,869 15,598 +441
Dec17 170707 46.01 46.01 44.68 45.07 -1.33 27,737 122,058 -232
Jan18 170707 46.24 46.24 44.97 45.33 -1.33 4,820 14,136 +186
Feb18 170707 46.19 46.38 45.29 45.57 -1.31 1,509 6,841 -7
Mar18 170707 46.38 46.38 45.56 45.78 -1.29 1,488 11,773 +46
Apr18 170707 45.81 45.96 45.64 45.96 -1.27 448 2,491 -9
May18 170707 46.12 46.12 46.12 46.12 -1.26 237 5,441 +46
Jun18 170707 46.67 46.67 46.29 46.29 -1.24 3,981 44,924 -10
Jul18 170707 46.44 46.44 46.44 46.44 -1.22 147 1,281 +54
Aug18 170707 46.60 46.60 46.60 46.60 -1.20 77 1,694 -23
Sep18 170707 46.75 46.75 46.75 46.75 -1.19 344 2,235 +101
Oct18 170707 46.90 46.90 46.90 46.90 -1.18 56 1,515 +13
Nov18 170707 47.05 47.05 47.05 47.05 -1.18 32 462 +0
Total Volume and Open Interest 204,589 542,344 -2,109
US Dollar Index(ICE)
Sep17 170707 95.585 95.930 95.525 95.793 +0.218 19,131 47,070 -1,852
Dec17 170707 95.430 95.710 95.340 95.592 +0.228 59 1,412 +17
Mar18 170707 95.280 95.372 95.280 95.372 +0.228 4 323 +9
Total Volume and Open Interest 19,194 48,805 -1,826
Australian Dollar(CME)
Sep17 170707 75.77 76.17 75.65 75.96 +0.18 136,793 96,946 -1,283
Dec17 170707 75.60 76.06 75.58 75.87 +0.18 658 1,442 -37
Mar18 170707 75.79 75.88 75.50 75.79 +0.17 1 7 -1
Total Volume and Open Interest 138,151 99,182 -1,553
British Pound(CME)
Sep17 170707 129.99 130.03 128.94 129.10 -0.91 110,939 194,387 -3,565
Dec17 170707 130.32 130.35 129.32 129.46 -0.90 111 1,362 +22
Mar18 170707 130.48 130.48 129.72 129.83 -0.92 4 287 +4
Total Volume and Open Interest 111,398 197,849 -3,530
Canadian Dollar(CME)
Sep17 170707 77.15 77.85 77.05 77.73 +0.48 105,165 145,407 +5,864
Dec17 170707 77.15 77.92 77.12 77.79 +0.47 1,089 4,532 +37
Mar18 170707 77.73 77.92 77.22 77.85 +0.47 160 500 +110
Jun18 170707 77.86 77.97 77.28 77.90 +0.46 0 72 +0
Total Volume and Open Interest 106,727 151,117 +6,038
Japanese Yen(CME)
Sep17 170707 88.63 88.68 87.84 87.99 -0.57 206,219 215,344 +10,234
Dec17 170707 88.95 89.05 88.24 88.38 -0.57 78 557 -2
Mar18 170707 89.00 89.42 88.73 88.82 -0.58 0 283 +0
Total Volume and Open Interest 207,822 218,058 +10,461
Swiss Franc(CME)
Sep17 170707 104.54 104.61 104.04 104.18 -0.34 33,075 38,066 -139
Dec17 170707 104.80 105.21 104.68 104.80 -0.35 5 250 +1
Mar18 170707 105.48 105.48 105.43 105.48 -0.36 0 17 +0
Total Volume and Open Interest 33,080 38,353 -138
EuroFX(CME)
Sep17 170707 114.64 114.82 114.22 114.45 -0.20 257,199 417,726 +4,033
Dec17 170707 115.20 115.38 114.79 115.01 -0.21 1,303 3,593 +66
Mar18 170707 115.70 115.96 115.40 115.62 -0.21 11 707 +10
Total Volume and Open Interest 261,945 426,321 +3,825
Mexican Peso(CME)
Jul17 170707 547.25 552.25 545.75 552.25 +6.13 0 95 +0
Aug17 170707 549.88 549.88 543.63 549.88 +6.13 0 64 +0
Total Volume and Open Interest 54,682 211,192 +462
Brazilian Real(CME)
Aug17 170707 301.30 304.05 300.80 303.25 +2.00 1,398 14,703 +154
Sep17 170707 300.00 301.30 299.55 301.30 +1.95 22 1,118 +4
Oct17 170707 300.00 300.00 300.00 300.00 +1.75      
Nov17 170707 298.45 298.45 298.45 298.45 +1.80      
Total Volume and Open Interest 1,420 15,821 +158
30-Year T-Bonds(CBOT)
Sep17 170707 152~090 152~120 151~180 151~210 -0~200 263,374 734,486 +90
Dec17 170707 150~260 150~310 150~110 150~130 -0~210 5 166 +2
Mar18 170707 149~220 149~220 149~220 149~220 -0~210      
Total Volume and Open Interest 263,379 734,652 +92
10-Year T-Notes(CBOT)
Sep17 170707 125~005 125~035 124~255 124~270 -0~045 1,649,926 3,100,124 +16,752
Dec17 170707 124~205 124~205 124~145 124~150 -0~045 1,409 5,621 +1,130
Mar18 170707 124~030 124~030 124~030 124~030 -0~045      
Total Volume and Open Interest 1,651,335 3,105,745 +17,882
5-Year T-Notes(CBOT)
Sep17 170707 117~184 117~214 117~150 117~156 -0~020 837,551 3,030,286 -26,726
Dec17 170707 117~086 117~086 117~034 117~034 -0~022 2,896 2,802 +2,644
Mar18 150331 120~274 120~294 120~202 120~282 unch      
Total Volume and Open Interest      
2 Year T-Notes(CBOT)
Sep17 170707 108~000 108~014 107~310 107~314 -0~002 299,529 1,379,463 +14,520
Dec17 170707 107~274 107~274 107~274 107~274 -0~002      
Mar18 170707 107~256 107~256 107~256 107~256 -0~002      
Total Volume and Open Interest 299,529 1,379,463 +14,520
Eurodollars(CME)
Sep17 170707 98.640 98.660 98.630 98.650 +0.015 273,304 1,505,245 +11,039
Dec17 170707 98.515 98.530 98.505 98.525 +0.015 321,241 1,817,732 -5,411
Mar18 170707 98.415 98.425 98.400 98.415 +0.005 246,777 1,131,337 -279
Jun18 170707 98.330 98.345 98.315 98.325 unch 223,798 1,087,936 -13,959
Sep18 170707 98.250 98.260 98.225 98.240 unch 281,595 1,069,228 -10,704
Dec18 170707 98.145 98.170 98.125 98.135 -0.005 327,031 1,346,941 -23,029
Mar19 170707 98.085 98.100 98.060 98.070 -0.010 165,342 787,753 -3,430
Jun19 170707 98.020 98.035 97.990 98.005 -0.010 189,548 673,147 -7,057
Sep19 170707 97.960 97.975 97.930 97.940 -0.015 187,211 615,628 -15,108
Dec19 170707 97.885 97.895 97.850 97.860 -0.015 197,445 758,005 -1,093
Mar20 170707 97.835 97.845 97.800 97.815 -0.015 116,211 437,822 -5,778
Jun20 170707 97.785 97.795 97.750 97.765 -0.015 132,649 302,156 -7,289
Sep20 170707 97.735 97.745 97.705 97.715 -0.015 90,768 238,372 +1,480
Dec20 170707 97.670 97.685 97.640 97.655 -0.015 63,851 298,342 -6,846
Mar21 170707 97.630 97.635 97.595 97.615 -0.010 64,222 153,880 -5,071
Jun21 170707 97.580 97.585 97.545 97.565 -0.015 42,191 116,212 -1,770
Sep21 170707 97.525 97.535 97.495 97.515 -0.015 45,485 78,242 -8,928
Dec21 170707 97.475 97.480 97.435 97.465 -0.010 35,029 89,873 -2,837
Total Volume and Open Interest 3,093,662 12,944,324 -106,420
Ultra T-Bond(CBOT)
Sep17 170707 164~03 164~06 162~28 163~04 -0~31 103,929 792,631 -2,697
Dec17 170707 162~04 162~04 162~04 162~04 -0~31      
Mar18 170707 161~04 161~04 161~04 161~04 -0~31      
Total Volume and Open Interest 103,929 792,631 -2,697
Ultra 10-Yr T-Note(CBOT)
Sep17 170707 134~010 134~035 133~225 133~245 -0~075 107,694 389,082 -6,769
Dec17 170707 133~155 133~155 133~155 133~155 -0~075      
Mar18 170707 133~155 133~155 133~155 133~155 -0~075      
Total Volume and Open Interest 107,694 389,082 -6,769
30 Day Federal Funds(CBOT)
Jul17 170707 98.850 98.850 98.848 98.850 unch 1,894 279,203 -749
Aug17 170707 98.840 98.845 98.840 98.845 unch 19,893 179,584 -2,194
Sep17 170707 98.830 98.835 98.825 98.835 +0.005 30,010 79,912 +685
Oct17 170707 98.795 98.805 98.785 98.800 +0.010 107,306 255,586 -8,118
Nov17 170707 98.785 98.800 98.780 98.795 +0.010 18,666 210,171 +1,129
Dec17 170707 98.730 98.745 98.725 98.740 +0.010 9,503 75,412 +394
Total Volume and Open Interest 276,039 1,559,881 -10,044
Japanese Govt Bonds(SGX)
Sep17 170706 149.87 149.95 149.73 149.76 -0.14 1,079 14,113 -98
Dec17 170706 149.76 149.76 149.76 149.76 -0.14      
Mar18 170706 149.76 149.76 149.76 149.76 -0.14      
Total Volume and Open Interest 1,079 14,113 -98
Euro-Buxl(EUREX)
Sep17 170707 160.38 160.94 159.62 159.88 -0.48 51,300 219,267 +22,524
Dec17 170707 158.34 158.34 158.34 158.34 -0.48 0 6 +0
Mar18 170707 157.88 157.88 157.88 157.88 -0.48      
Total Volume and Open Interest 51,300 219,273 +5,637
Euro-Bund(EUREX)
Sep17 170707 160.54 160.73 160.31 160.49 -0.01 659,034 2,046,025 +460,179
Dec17 170707 157.76 157.84 157.55 157.64 +0.02 1,329 4,208 +1,897
Mar18 170707 156.97 156.97 156.97 156.97 -0.01 0 37 +0
Total Volume and Open Interest 660,363 2,050,270 +210,630
Euro-Bobl(EUREX)
Sep17 170707 131.34 131.56 131.30 131.47 +0.13 443,514 1,548,832 +244,530
Dec17 170707 129.86 129.86 129.86 129.86 +0.12 11 23,219 +509
Mar18 170707 129.86 129.86 129.86 129.86 +0.12      
Total Volume and Open Interest 443,525 1,572,051 +97,206
Euro-Schatz(EUREX)
Sep17 170707 111.88 111.92 111.85 111.90 +0.05 313,560 1,428,578 +221,720
Dec17 170707 111.82 111.82 111.82 111.82 +0.05 11 44 +38
Mar18 170707 111.90 111.90 111.90 111.90 +0.05      
Total Volume and Open Interest 313,571 1,428,622 +62,076
3-Mth Euribor(EUREX)
Sep17 170707 100.325 100.325 100.325 100.325 +0.005 5 5,826 +0
Dec17 170707 100.295 100.300 100.295 100.300 +0.005 0 7,653 +6
Mar18 170707 100.255 100.255 100.255 100.255 unch 2 7,435 +0
Total Volume and Open Interest 49 42,474 +147
Long Gilt(LIFFE)
Sep17 170707 124~31 125~10 124~23 125~04 +0~06 196,695 645,494 -8,236
Dec17 170707 124~07 124~07 124~07 124~07 +0~07      
Total Volume and Open Interest 196,695 645,494 -8,236
3-Mth Short Sterling(LIFFE)
Sep17 170707 99.61 99.63 99.61 99.63 +0.01 53,143 414,133 -5,795
Dec17 170707 99.50 99.53 99.49 99.52 +0.02 73,928 435,190 -522
Mar18 170707 99.42 99.46 99.41 99.45 +0.03 45,149 343,613 +4,726
Jun18 170707 99.36 99.39 99.34 99.39 +0.03 48,261 337,506 -3,280
Sep18 170707 99.30 99.34 99.28 99.33 +0.03 62,977 281,829 -13
Dec18 170707 99.25 99.30 99.23 99.28 +0.03 48,772 314,281 -1,036
Total Volume and Open Interest 673,785 2,990,604 -11,581
3-Mth Euribor(LIFFE)
Sep17 170707 100.320 100.325 100.320 100.325 unch 26,856 394,278 +1,405
Dec17 170707 100.295 100.300 100.290 100.295 unch 42,387 376,909 +4,749
Mar18 170707 100.250 100.255 100.245 100.255 unch 62,323 421,946 +1,289
Total Volume and Open Interest 605,662 3,720,490 -7,536
3-Mth Aus T-Bills(SFE)
Sep17 170707 98.25 98.26 98.24 98.26 unch 16,575 151,192 -9,419
Dec17 170707 98.22 98.22 98.20 98.21 -0.01 23,452 255,015 -1,428
Mar18 170707 98.15 98.16 98.12 98.13 -0.03 20,434 185,399 -3,095
Jun18 170707 98.08 98.08 98.04 98.05 -0.04 17,379 146,297 +2,848
Sep18 170707 98.00 98.01 97.95 97.96 -0.05 27,513 101,165 -1,806
Dec18 170707 97.93 97.93 97.87 97.88 -0.06 9,489 83,050 +329
Mar19 170707 97.85 97.85 97.78 97.79 -0.07 5,169 51,279 -1,230
Jun19 170707 97.77 97.77 97.69 97.71 -0.07 4,451 37,482 +1,200
Sep19 170707 97.69 97.69 97.61 97.62 -0.08 438 2,687 +296
Dec19 170707 97.62 97.62 97.55 97.55 -0.09 321 2,883 +48
Total Volume and Open Interest 125,365 1,018,647 -12,342
10-Year Aus T-Bonds(SFE)
Sep17 170707 97.35 97.36 97.26 97.27 -0.09 126,021 903,871 -8,621
Dec17 170707 97.27 97.27 97.27 97.27 -0.09      
Total Volume and Open Interest 126,021 903,871 -8,621
3-Year Aus T-Bonds(SFE)
Sep17 170707 98.03 98.03 97.96 97.98 -0.06 193,009 921,356 -10,929
Dec17 170707 97.98 97.98 97.98 97.98 -0.06      
Total Volume and Open Interest 193,009 921,356 -10,929
Gold(CMX)
Aug17 170707 1224.6 1228.1 1206.6 1209.7 -13.6 366,767 285,238 -3,163
Oct17 170707 1228.5 1231.0 1210.1 1213.3 -13.6 7,959 18,177 +645
Dec17 170707 1232.4 1235.0 1214.0 1216.9 -13.7 34,059 121,243 +6,838
Feb18 170707 1231.6 1238.3 1217.5 1220.4 -13.7 1,427 12,571 +416
Apr18 170707 1233.4 1241.5 1220.6 1223.8 -13.8 391 4,594 +41
Jun18 170707 1237.2 1245.3 1225.0 1227.4 -13.7 619 7,453 -52
Aug18 170707 1243.0 1248.8 1230.7 1231.1 -13.7 903 2,452 +720
Oct18 170707 1233.7 1234.7 1233.7 1234.7 -14.0 8 335 +0
Dec18 170707 1250.0 1255.1 1238.5 1238.5 -14.3 269 6,249 +131
Feb19 170707 1254.7 1254.7 1242.2 1242.2 -14.3 0 4 +0
Apr19 170707 1245.9 1245.9 1245.9 1245.9 -14.3      
Jun19 170707 1249.6 1257.0 1249.6 1249.6 -14.3 2 748 +0
Total Volume and Open Interest 412,836 462,857 +5,656
Silver(CMX)
Jul17 170707 1596.0 1596.5 1530.0 1537.1 -55.6 615 828 -373
Sep17 170707 1602.5 1614.0 1434.0 1542.5 -55.8 138,592 158,618 +3,757
Dec17 170707 1617.5 1619.0 1444.0 1552.5 -56.0 5,578 41,103 +355
Mar18 170707 1587.5 1610.0 1522.5 1562.7 -56.2 224 2,373 +42
May18 170707 1610.5 1615.0 1569.7 1569.7 -56.2 19 1,231 +0
Jul18 170707 1622.0 1622.0 1576.7 1576.7 -56.2 22 1,102 +4
Sep18 170707 1565.0 1588.5 1565.0 1583.7 -56.2 0 21 +0
Total Volume and Open Interest 145,674 207,461 +3,920
Platinum(NYMEX)
Jul17 170707 907.3 910.7 900.1 901.1 -6.1 99 89 -48
Oct17 170707 911.8 918.5 901.0 904.1 -6.2 20,108 69,013 +136
Jan18 170707 916.5 920.5 905.4 907.6 -5.8 255 3,639 +136
Apr18 170707 910.8 917.3 910.8 910.8 -6.4 3 58 +3
Total Volume and Open Interest 20,494 73,016 +219
Palladium(NYMEX)
Sep17 170707 832.80 838.00 824.30 831.25 -0.95 6,158 30,862 -617
Dec17 170707 829.60 833.80 821.50 828.05 -0.75 176 2,829 +71
Mar18 170707 822.55 822.55 821.10 822.55 -0.05 12 137 +0
Total Volume and Open Interest 6,356 33,856 -556
Copper(CMX)
Jul17 170707 265.70 265.70 263.25 263.75 -1.40 980 4,480 -284
Sep17 170707 266.20 266.95 264.05 264.70 -1.45 99,028 141,804 -11
Dec17 170707 267.75 268.65 265.90 266.55 -1.45 4,732 69,784 +710
Mar18 170707 269.30 269.30 267.40 267.85 -1.40 2,178 17,659 +755
May18 170707 268.85 268.85 268.45 268.45 -1.45 141 4,966 -15
Total Volume and Open Interest 107,602 268,396 +1,248
E-mini DJIA Index(CBOT)
Sep17 170707 21279 21377 21264 21370 +90 159,867 131,069 -3,546
Dec17 170707 21252 21331 21230 21329 +89 30 201 +3
Mar18 170707 21294 21300 21294 21294 +89 0 10 +0
Jun18 170707 21263 21263 21263 21263 +89      
Total Volume and Open Interest 159,897 131,280 -3,543
S & P 500(CME)
Sep17 170707 2410.50 2422.60 2407.60 2422.60 +14.20 3,528 44,036 +1,590
Dec17 170707 2420.60 2421.90 2420.60 2420.60 +14.20 0 225 +0
Mar18 170707 2419.00 2420.30 2419.00 2419.00 +14.20      
Jun18 170707 2418.00 2419.30 2418.00 2418.00 +14.20      
Total Volume and Open Interest 3,528 44,261 +1,590
S & P 500 E-Mini(Globex)
Sep17 170707 2409.25 2425.00 2407.50 2422.50 +14.00 1,287,423 2,829,632 +593
Dec17 170707 2407.75 2422.75 2404.00 2420.50 +14.00 2,246 22,777 +441
Mar18 170707 2407.25 2419.75 2405.50 2419.00 +14.25 5 814 +2
Jun18 170707 2403.75 2418.00 2403.75 2418.00 +14.25 0 10 +0
Total Volume and Open Interest 1,289,674 2,853,233 +1,036
NASDAQ 100 E-Mini(Globex)
Sep17 170707 5598.50 5676.50 5591.50 5655.80 +59.00 392,297 287,807 -3,401
Dec17 170707 5604.50 5681.30 5602.50 5662.00 +59.00 744 965 +71
Mar18 170707 5667.00 5686.30 5667.00 5670.50 +59.00 15 37 +0
Total Volume and Open Interest 393,056 288,809 -3,330
S&P Midcap 400(CME) e-Mini
Sep17 170707 1728.50 1748.80 1728.50 1747.40 +17.20 15,537 94,658 +217
Dec17 170707 1744.40 1744.40 1744.40 1744.40 +17.20      
Mar18 170707 1741.10 1741.10 1741.10 1741.10 +17.20      
Total Volume and Open Interest 15,537 94,658 +217
Volatility Index(CBOE)
Jul17 170707 13.05 13.15 12.40 12.58 -0.45 149,562 221,850 -11,276
Aug17 170707 13.40 13.45 13.00 13.08 -0.35 89,204 165,104 +5,298
Sep17 170707 14.26 14.30 14.00 14.08 -0.20 32,806 66,416 -888
Oct17 170707 14.90 14.90 14.70 14.78 -0.10 14,547 38,267 -1,032
Total Volume and Open Interest 302,338 562,861 -8,389
S & P 600(CME)
Sep17 170707 862.30 862.30 862.30 862.30 +9.40      
Dec17 170707 859.10 859.10 859.10 859.10 +9.40      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170707 1400.00 1417.10 1399.40 1414.20 +13.90 114,345 568,071 -4,209
Dec17 170707 1403.00 1415.10 1401.00 1413.30 +13.90 56 111 -22
Mar18 170707 1409.20 1412.30 1409.20 1412.30 +13.90 0 1 +0
Total Volume and Open Interest 114,401 568,185 -4,231
Nikkei 225(CME)
Sep17 170707 19905 20085 19870 20060 +130 17,835 37,215 +775
Dec17 170707 19985 20020 19985 19985 +130 1 3 +0
Total Volume and Open Interest 17,836 37,218 +775
Nikkei 225(SGX)
Sep17 170707 19945 19960 19925 19945 -30 85,645 209,760 +577
Dec17 170707 19760 19815 19760 19815 -35 76 2,585 +44
Mar18 170706 19810 19810 19810 19810 -85 0 205 +0
Total Volume and Open Interest 73,347 221,530 +2,822
Nikkei 225 Mini(JPX)
Sep17 170706 20080 20130 19925 19970 -100 700,468 289,704 +2,768
Dec17 170706 19945 19995 19805 19850 -90 5,258 7,264 +487
Mar18 170706 19870 19950 19760 19800 -90 279 2,244 +33
Total Volume and Open Interest 738,995 407,329 +1,157
Nikkei 225(JPX)
Sep17 170706 20080 20130 19930 19970 -100 50,543 311,505 +2,368
Dec17 170706 19950 20000 19810 19850 -90 374 39,791 +400
Mar18 170706 19900 19940 19770 19800 -90 85 2,782 +20
Total Volume and Open Interest 51,010 420,238 +2,784
Nikkei 225(CME) Yen
Sep17 170707 19885 20055 19825 20020 +130 69,579 69,835 +2,424
Dec17 170707 19805 19890 19805 19890 +130 4 22 -2
Mar18 170707 19850 19850 19850 19850 +130      
Total Volume and Open Interest 69,583 69,859 +2,422
Nikkei 225(CME) e-Mini Yen
Sep17 170707 20020 20020 19920 20020 +130 0 10 +0
Dec17 170707 19890 19890 19890 19890 +130      
Mar18 170707 19850 19850 19850 19850 +130      
Total Volume and Open Interest 0 10 +0
CAC 40(EURONEXT)
Jul17 170707 5143.0 5160.0 5125.0 5144.0 -7.0 70,674 360,878 +2,326
Aug17 170707 5144.0 5158.5 5126.0 5143.0 -7.0 99 1,105 +86
Sep17 170707 5150.5 5155.0 5125.0 5141.5 -7.0 81 19,228 +20
Total Volume and Open Interest 70,860 395,618 +2,426
Hang Seng Index(HKFE)
Jul17 170707 25476 25476 25261 25330 -161 121,964 141,277 +609
Aug17 170707 25394 25394 25217 25274 -159 1,011 1,742 +580
Sep17 170707 25316 25316 25140 25191 -166 196 9,419 +1
Total Volume and Open Interest 123,405 157,268 +1,258
DAX(EUREX)
Sep17 170707 12337.5 12417.5 12328.0 12367.0 unch 83,256 158,182 +25,291
Dec17 170707 12346.0 12389.5 12326.5 12357.5 unch 69 4,734 +39
Mar18 170707 12389.0 12389.0 12355.0 12355.0 +0.5 5 45 +9
Total Volume and Open Interest 83,330 162,961 +2,208
Mini-DAX(EUREX)
Sep17 170707 12339.0 12420.0 12329.0 12367.0 unch 22,587 10,105 +3,074
Dec17 170707 12364.0 12405.0 12335.0 12357.5 unch 22 309 +13
Mar18 170707 12337.0 12394.0 12337.0 12355.0 +0.5 0 8 +0
Total Volume and Open Interest 22,609 10,422 +778
DJ EuroSTOXX 50(EUREX)
Sep17 170707 3446 3469 3443 3454 +2 377,355 3,475,856 -23,286
Dec17 170707 3440 3451 3434 3441 +2 6,095 85,297 +4
Mar18 170707 3429 3429 3429 3429 +2 0 51,446 +0
Total Volume and Open Interest 383,450 3,612,599 -23,282
Swiss Market Index(EUREX)
Sep17 170707 8840 8900 8831 8860 +1 33,871 183,782 +8,194
Dec17 170707 8834 8834 8834 8834 +1 93 2,178 +93
Mar18 170707 8731 8731 8731 8731 +1 0 32 +0
Total Volume and Open Interest 33,964 185,992 -1,105
FT-SE 100(EURONEXT)
Sep17 170707 7251.50 7307.50 7249.50 7280.50 +7.00 88,627 768,370 -4,928
Dec17 170707 7240.50 7240.50 7240.50 7240.50 +7.00 0 11,364 +0
Mar18 170707 7180.50 7180.50 7180.50 7180.50 +5.50      
Total Volume and Open Interest 88,627 779,734 -4,928
SPI 200(SFE)
Sep17 170707 5700.0 5701.0 5623.0 5651.0 -48.0 31,825 303,259 -10,124
Dec17 170707 5635.0 5636.0 5629.0 5636.0 -50.0 2 1,420 +0
Mar18 170707 5589.0 5589.0 5589.0 5589.0 -50.0 0 1,393 +0
Total Volume and Open Interest 32,041 308,059 -10,072
FTSE MIB(ISE)
Sep17 170707 21010.00 21080.00 20855.00 20949.00 -44.00 25,497 31,748 -1,355
Dec17 170707 20770.00 20920.00 20750.00 20834.00 -46.00 15 59 -2
Total Volume and Open Interest 25,512 31,807 -1,357
KOSPI 200(KFE)
Sep17 170707 312.35 312.35 310.45 311.60 -0.85 184,934 266,732 -3,195
Dec17 170707 313.05 313.05 311.25 312.40 -0.90 271 28,013 +268
Mar18 170707 309.30 309.50 309.30 309.45 -0.75 4 7,425 -4
Total Volume and Open Interest 185,209 324,787 -2,931
GSCI(CME)
Jul17 170707 366.75 367.95 363.75 365.65 -4.90 127 13,555 -19
Aug17 170707 365.00 365.80 363.05 364.70 -5.00 0 1,310 +0
Sep17 170707 366.30 366.30 366.30 366.30 -5.00      
Total Volume and Open Interest 127 14,865 -19
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

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