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 Tue August 22, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep17 170822 931.25 938.50 927.75 933.75 +1.25 21,323 62,219 -4,589
Nov17 170822 935.00 942.75 931.25 937.50 +1.25 97,056 364,681 -806
Jan18 170822 943.75 951.25 939.50 945.75 +1.25 20,907 65,731 +1,050
Mar18 170822 952.25 959.75 948.25 954.00 +1.00 9,436 50,614 +771
May18 170822 959.00 967.25 956.25 961.50 +0.75 3,249 33,197 -21
Jul18 170822 967.00 974.25 964.00 968.25 +0.50 3,934 52,235 +33
Aug18 170822 966.00 972.50 966.00 969.00 +0.75 75 1,675 +2
Sep18 170822 958.00 964.75 958.00 961.50 +1.50 28 486 +7
Nov18 170822 953.50 960.75 949.50 956.00 +2.00 1,694 23,817 +265
Jan19 170822 956.25 961.25 956.25 960.50 +2.00 1 121 +1
Mar19 170822 962.75 962.75 962.75 962.75 +1.75 1 26 +0
May19 170822 963.00 963.00 963.00 963.00 +2.25 0 17 +0
Jul19 170822 968.00 968.00 968.00 968.00 +2.00 0 23 +0
Aug19 170822 965.75 965.75 965.75 965.75 +2.00 0 7 +0
Total Volume and Open Interest 157,709 655,177 -3,288
Soybean Meal(CBOT)
Sep17 170822 295.70 298.00 294.60 295.30 -0.50 15,635 41,572 -1,763
Oct17 170822 297.10 299.30 296.00 296.80 -0.50 11,265 36,012 +2,123
Dec17 170822 298.60 301.30 297.70 298.70 -0.30 40,119 184,525 +2,375
Jan18 170822 299.40 302.00 298.60 299.70 -0.20 5,832 35,274 +669
Mar18 170822 302.00 304.40 301.00 302.30 -0.10 4,159 33,588 +1,175
May18 170822 304.10 306.50 303.20 304.30 -0.30 2,405 19,340 +597
Jul18 170822 307.00 308.80 306.30 306.70 -0.30 1,642 14,034 +49
Aug18 170822 307.10 309.40 306.90 307.20 -0.40 436 3,004 +118
Sep18 170822 307.40 309.10 307.10 307.20 -0.70 235 3,587 +57
Oct18 170822 305.00 307.70 305.00 305.80 -0.50 161 3,124 +40
Total Volume and Open Interest 82,519 382,142 +5,627
Soybean Oil(CBOT)
Sep17 170822 33.79 34.18 33.71 34.06 +0.26 19,488 40,329 -2,358
Oct17 170822 33.90 34.30 33.84 34.19 +0.26 8,796 35,898 -258
Dec17 170822 34.15 34.55 34.06 34.42 +0.25 62,747 192,751 -2,180
Jan18 170822 34.27 34.71 34.23 34.57 +0.24 10,364 42,026 -517
Mar18 170822 34.55 34.94 34.46 34.79 +0.22 6,914 40,138 +2,273
May18 170822 34.67 35.10 34.63 34.96 +0.22 2,440 27,498 +511
Jul18 170822 34.83 35.22 34.75 35.07 +0.22 1,330 18,556 -43
Aug18 170822 34.76 35.10 34.76 35.04 +0.21 85 1,823 -14
Sep18 170822 34.65 34.98 34.65 34.96 +0.22 68 1,758 +3
Oct18 170822 34.73 34.73 34.56 34.73 +0.24 108 1,807 -7
Total Volume and Open Interest 112,981 413,734 -2,343
Canola(WCE)
Nov17 170822 503.7 508.0 502.6 506.8 +1.8 7,931 88,899 -7
Jan18 170822 507.5 513.0 507.5 511.7 +2.3 1,098 24,163 +568
Mar18 170822 514.0 515.5 512.9 514.6 +2.4 299 7,394 +237
May18 170822 515.5 516.8 513.9 515.3 +2.0 105 842 -69
Jul18 170822 516.6 517.9 515.4 515.7 +1.6 21 830 +3
Total Volume and Open Interest 9,487 122,775 +735
Corn(CBOT)
Sep17 170822 349.00 351.00 346.00 346.00 -3.00 132,653 276,267 -9,128
Dec17 170822 363.00 365.25 360.00 360.00 -3.00 196,035 700,757 +6,727
Mar18 170822 375.25 377.50 372.25 372.50 -2.75 55,787 206,939 +6,218
May18 170822 381.50 383.50 378.75 378.75 -2.75 5,930 46,974 +640
Jul18 170822 387.50 389.75 385.00 385.00 -2.50 6,123 95,749 +1,216
Sep18 170822 393.00 394.25 390.50 390.50 -2.50 658 26,127 +251
Dec18 170822 401.00 402.25 397.75 397.75 -3.00 3,720 69,049 +63
Mar19 170822 407.50 407.75 406.00 406.00 -3.25 30 1,687 +19
May19 170822 412.50 412.50 411.00 411.00 -3.25 6 321 +0
Jul19 170822 415.75 419.00 415.75 415.75 -3.25 6 896 +0
Total Volume and Open Interest 400,969 1,426,321 +6,014
Wheat(CBOT)
Sep17 170822 410.75 413.00 402.00 402.25 -7.25 34,048 84,252 -3,789
Dec17 170822 438.25 440.50 428.75 429.00 -8.00 67,187 229,608 +3,065
Mar18 170822 461.50 463.25 452.50 452.75 -7.50 15,791 75,263 +847
May18 170822 475.00 477.50 467.25 467.75 -6.75 4,674 24,187 -128
Jul18 170822 489.25 491.00 481.00 481.50 -6.75 3,958 38,009 +787
Sep18 170822 505.00 506.50 497.00 497.25 -6.75 593 3,512 +245
Total Volume and Open Interest 126,743 465,312 +1,182
Wheat(KCBT)
Sep17 170822 408.75 411.50 398.25 399.00 -8.75 13,071 42,517 -1,751
Dec17 170822 436.25 439.50 426.00 427.00 -8.75 21,634 121,662 +3,480
Mar18 170822 455.50 457.25 444.50 445.50 -8.75 10,941 75,238 +1,615
May18 170822 468.50 471.50 459.00 459.75 -8.25 2,855 17,024 +209
Jul18 170822 486.25 489.00 477.00 477.75 -8.25 2,561 21,173 +1,080
Sep18 170822 509.75 509.75 498.75 499.25 -8.00 584 3,429 +142
Dec18 170822 525.75 528.50 525.00 525.25 -5.50 267 2,763 -8
Total Volume and Open Interest 51,916 284,012 +4,765
Wheat(MGE)
Sep17 170822 652.50 661.75 640.00 641.00 -14.00 2,103 13,230 -993
Dec17 170822 669.00 676.00 655.25 656.25 -12.75 3,230 38,930 +823
Mar18 170822 669.00 675.50 658.75 659.50 -10.00 698 20,937 +118
May18 170822 661.00 661.75 652.50 653.00 -7.75 153 6,683 +26
Jul18 170822 653.50 654.50 647.00 647.00 -4.75 62 2,657 -8
Sep18 170822 624.00 627.25 624.00 625.75 +1.50 53 1,760 -28
Total Volume and Open Interest 6,304 85,194 -66
Oats(CBOT)
Sep17 170822 244.25 244.25 238.50 239.00 -4.75 74 467 -28
Dec17 170822 250.00 250.00 244.75 245.50 -4.75 187 5,196 +32
Mar18 170822 251.00 251.00 247.75 248.50 -3.50 2 663 +1
May18 170822 250.00 251.00 250.00 250.50 -4.00 0 14 +0
Total Volume and Open Interest 263 6,340 +5
Rough Rice(CBOT)
Sep17 170822 12.19 12.24 12.12 12.20 +0.02 486 4,526 -264
Nov17 170822 12.48 12.53 12.41 12.50 +0.02 500 4,950 +311
Jan18 170822 12.69 12.73 12.69 12.73 +0.02 4 149 +2
Mar18 170822 12.86 12.94 12.86 12.90 +0.06 4 142 +0
Total Volume and Open Interest 994 9,767 +49
Live Cattle(CME)
Aug17 170822 105.885 107.285 105.750 106.730 +0.730 1,425 5,316 -770
Oct17 170822 105.850 108.330 105.850 107.730 +1.880 23,877 154,964 -665
Dec17 170822 108.050 110.550 108.035 110.080 +2.030 11,146 72,630 +1,170
Feb18 170822 110.350 112.650 110.330 112.330 +1.850 8,684 42,390 +2,040
Apr18 170822 110.885 112.850 110.830 112.480 +1.595 3,230 22,064 +332
Jun18 170822 105.550 107.230 105.550 106.800 +1.200 1,172 11,327 +101
Total Volume and Open Interest 49,926 312,098 +2,332
Feeder Cattle(CME)
Aug17 170822 140.000 142.285 139.785 142.080 +2.280 1,897 7,104 -262
Sep17 170822 139.150 142.550 139.150 142.050 +2.900 7,047 13,013 -333
Oct17 170822 139.500 142.950 139.500 142.285 +2.785 5,063 16,722 -178
Nov17 170822 140.150 143.150 140.100 142.435 +2.335 2,598 7,325 +183
Jan18 170822 137.800 140.580 137.685 139.950 +2.150 1,247 7,043 +32
Mar18 170822 135.850 138.700 135.800 138.250 +2.215 1,124 2,544 +261
Apr18 170822 137.130 140.150 137.130 139.685 +2.685 675 695 +217
Total Volume and Open Interest 20,108 54,976 +83
Lean Hogs(CME)
Oct17 170822 64.850 65.150 63.350 63.880 -0.800 19,372 117,493 -2,523
Dec17 170822 60.035 60.235 58.630 59.050 -0.800 7,738 59,585 +15
Feb18 170822 64.725 64.725 63.400 63.750 -0.885 4,704 41,376 +456
Apr18 170822 68.385 68.400 67.725 67.930 -0.400 1,822 26,613 -81
May18 170822 73.400 73.400 73.285 73.285 -0.415 12 687 +3
Jun18 170822 76.750 77.400 76.635 76.900 +0.070 673 14,039 +7
Jul18 170822 76.450 77.450 76.300 77.050 +0.450 220 2,106 +105
Aug18 170822 75.580 78.300 75.450 76.680 +1.000 171 815 +2
Total Volume and Open Interest 34,714 263,002 -2,014
Class III Milk(CME)
Aug17 170822 16.52 16.55 16.52 16.52 -0.01 64 4,890 -14
Sep17 170822 17.12 17.17 16.80 16.92 -0.21 587 5,499 -64
Oct17 170822 17.03 17.05 16.70 16.79 -0.21 246 3,919 -1
Nov17 170822 16.88 16.88 16.61 16.68 -0.22 61 3,440 +8
Dec17 170822 16.73 16.73 16.55 16.60 -0.13 78 2,901 +19
Jan18 170822 16.52 16.52 16.45 16.45 -0.07 10 1,057 +5
Feb18 170822 16.53 16.53 16.46 16.48 -0.07 7 951 +3
Mar18 170822 16.52 16.52 16.52 16.52 -0.08 5 868 +3
Apr18 170822 16.56 16.56 16.50 16.50 -0.05 22 711 -20
May18 170822 16.63 16.63 16.58 16.58 -0.03 46 652 +5
Jun18 170822 16.75 16.75 16.74 16.74 +0.05 31 578 +15
Jul18 170822 16.84 16.84 16.84 16.84 unch 10 294 +5
Aug18 170822 16.88 16.90 16.88 16.90 +0.02 6 230 +4
Total Volume and Open Interest 1,176 26,564 -29
Cocoa(ICE)
Sep17 170822 1920 1923 1919 1923 -7 446 525 -845
Dec17 170822 1891 1896 1867 1886 -6 20,081 137,481 +2,021
Mar18 170822 1906 1912 1884 1902 -7 4,953 46,489 +633
May18 170822 1920 1928 1900 1916 -8 2,094 15,589 +146
Jul18 170822 1937 1945 1918 1934 -8 836 10,380 +174
Sep18 170822 1954 1962 1936 1952 -8 981 9,201 +289
Dec18 170822 1975 1982 1959 1972 -7 205 5,949 +77
Total Volume and Open Interest 29,605 233,897 +2,495
Coffee "C"(ICE)
Sep17 170822 126.50 127.00 125.50 125.85 -0.55 9,092 12,630 -5,919
Dec17 170822 130.20 130.55 129.05 129.10 -1.05 27,657 95,403 -965
Mar18 170822 133.75 134.00 132.65 132.70 -1.00 8,865 40,897 +2,740
May18 170822 136.10 136.30 135.00 135.05 -0.95 2,226 16,371 +153
Jul18 170822 138.35 138.55 137.25 137.30 -0.95 767 8,767 -108
Sep18 170822 140.45 140.75 139.45 139.50 -0.95 190 6,694 -18
Total Volume and Open Interest 48,880 188,125 -4,125
Orange Juice(ICE)
Sep17 170822 134.10 134.10 129.70 131.90 -3.50 1,294 2,235 -1,012
Nov17 170822 135.00 135.00 130.40 131.20 -4.80 1,230 6,029 +238
Jan18 170822 135.00 135.00 132.15 132.95 -4.25 59 1,275 +24
Mar18 170822 136.40 136.40 133.60 134.40 -4.45 11 511 +2
May18 170822 137.50 137.50 136.50 137.05 -4.45 2 216 +0
Jul18 170822 139.70 139.70 139.70 139.70 -4.45 0 46 +0
Total Volume and Open Interest 2,596 10,337 -748
Sugar #11(ICE)
Oct17 170822 13.51 13.55 13.26 13.51 -0.01 45,202 411,493 +1,880
Mar18 170822 14.25 14.30 14.03 14.26 unch 19,138 216,594 +1,696
May18 170822 14.48 14.55 14.29 14.51 unch 6,297 77,979 +1,199
Jul18 170822 14.61 14.77 14.55 14.75 +0.01 2,974 54,868 +104
Oct18 170822 14.88 15.10 14.88 15.08 +0.03 1,947 35,936 -230
Mar19 170822 15.45 15.61 15.40 15.60 +0.05 300 22,121 +12
May19 170822 15.64 15.64 15.64 15.64 +0.05 100 4,300 -34
Jul19 170822 15.68 15.68 15.68 15.68 +0.06 200 4,871 -18
Total Volume and Open Interest 76,333 834,679 +4,756
London Cocoa(LCE)
Sep17 170822 1484 1499 1471 1481 -1 3,052 49,043 -192
Dec17 170822 1493 1512 1482 1497 +2 10,187 82,225 +1,364
Mar18 170822 1514 1529 1503 1514 unch 4,891 54,586 +1,206
May18 170822 1522 1542 1517 1526 -2 2,607 19,674 +219
Jul18 170822 1535 1555 1530 1539 -2 1,282 15,862 +50
Sep18 170822 1552 1566 1548 1551 -2 1,049 14,197 +229
Dec18 170822 1569 1584 1561 1568 -3 311 7,981 +48
Total Volume and Open Interest 23,459 244,580 +2,924
London Sugar(LCE)
Oct17 170822 371.60 374.60 368.00 373.40 +1.00 2,859 44,660 -282
Dec17 170822 375.00 378.40 371.10 377.40 +1.50 1,655 20,480 +239
Mar18 170822 382.30 386.10 379.70 385.30 +1.30 1,203 14,086 +178
May18 170822 389.00 393.10 387.50 392.70 +1.10 225 5,202 +94
Aug18 170822 396.10 399.80 396.10 399.80 +1.40 88 4,820 +12
Total Volume and Open Interest 6,031 91,658 +241
Cotton(ICE)
Oct17 170822 68.76 69.07 68.76 68.88 +0.17 0 181 +0
Dec17 170822 67.43 67.94 67.35 67.81 +0.25 11,636 147,607 +1,631
Mar18 170822 67.09 67.66 67.09 67.46 +0.16 3,248 53,178 +806
May18 170822 68.19 68.29 67.79 68.01 +0.11 456 6,448 +119
Jul18 170822 68.79 68.92 68.43 68.60 +0.09 107 5,309 -1
Oct18 170822 67.63 67.63 67.63 67.63 +0.06 0 1 +0
Total Volume and Open Interest 15,726 224,330 +2,723
Lumber(CME)
Sep17 170822 367.0 369.4 365.2 367.6 +2.3 334 2,329 -151
Nov17 170822 354.7 356.0 353.2 354.8 +1.6 170 1,582 +27
Jan18 170822 358.8 360.4 358.8 360.4 +2.8 12 290 +4
Mar18 170822 366.9 366.9 366.9 366.9 +2.0 0 47 +0
Total Volume and Open Interest 516 4,253 -120
Crude Oil(NYM)
Sep17 170822 47.45 48.03 47.20 47.64 +0.27 253,069 62,446 -34,497
Oct17 170822 47.59 48.21 47.36 47.83 +0.30 733,134 513,832 +14,181
Nov17 170822 47.74 48.37 47.53 48.02 +0.34 108,399 206,473 +3,845
Dec17 170822 47.87 48.48 47.66 48.18 +0.39 117,474 331,893 +4,958
Jan18 170822 47.97 48.59 47.79 48.34 +0.45 43,569 156,112 +2,715
Feb18 170822 48.03 48.65 47.92 48.47 +0.49 20,564 63,965 -741
Mar18 170822 48.21 48.71 48.01 48.58 +0.53 38,897 134,781 +1,997
Apr18 170822 48.13 48.78 48.06 48.66 +0.57 9,937 37,388 +258
May18 170822 48.44 48.76 48.13 48.72 +0.60 9,020 40,919 +91
Jun18 170822 48.21 48.85 48.14 48.77 +0.62 42,162 152,259 -2,026
Jul18 170822 48.38 48.84 48.38 48.80 +0.64 2,502 31,992 +471
Aug18 170822 48.53 48.87 48.17 48.82 +0.65 2,053 22,938 +69
Sep18 170822 48.50 48.84 48.50 48.84 +0.65 4,248 52,843 +598
Oct18 170822 48.87 48.87 48.87 48.87 +0.66 2,045 21,995 +37
Nov18 170822 48.90 48.90 48.90 48.90 +0.67 716 25,144 +156
Dec18 170822 48.40 48.98 48.30 48.94 +0.67 48,017 183,258 +1,898
Total Volume and Open Interest 1,449,511 2,255,773 -7,071
e-miNY Crude Oil(NYM)
Oct17 170822 47.600 48.225 47.350 47.825 +0.300 4,593 2,648 +404
Nov17 170822 47.825 48.350 47.550 48.025 +0.350 96 169 +9
Dec17 170822 47.875 48.350 47.750 48.175 +0.375 85 633 -7
Jan18 170822 48.250 48.350 48.250 48.350 +0.450 1 386 +1
Feb18 170822 48.475 48.475 48.475 48.475 +0.500 0 104 +0
Mar18 170822 48.575 48.575 48.575 48.575 +0.525 1 7 -1
Apr18 170822 48.650 48.650 48.650 48.650 +0.550 0 60 +0
May18 170822 48.550 48.725 48.550 48.725 +0.600 0 97 +0
Jun18 170822 48.550 48.775 48.550 48.775 +0.625 7 33 -5
Jul18 170822 48.800 48.800 48.800 48.800 +0.650 0 4 +0
Total Volume and Open Interest 15,213 7,345 -20
NY Harbor ULSD(NYM)
Sep17 170822 157.28 159.94 156.70 159.12 +2.00 48,436 62,377 -5,493
Oct17 170822 157.84 160.51 157.37 159.63 +1.88 39,103 86,360 +1,875
Nov17 170822 158.55 161.01 158.02 160.10 +1.74 16,469 52,498 +213
Dec17 170822 159.34 161.36 158.54 160.44 +1.62 23,866 55,977 -117
Jan18 170822 160.18 161.79 159.01 160.87 +1.54 9,174 32,516 -263
Feb18 170822 160.34 161.90 159.25 161.03 +1.51 7,481 19,387 +875
Mar18 170822 159.99 161.56 159.04 160.77 +1.49 4,698 16,672 +488
Apr18 170822 159.42 160.01 159.42 159.96 +1.48 1,923 9,004 +249
May18 170822 159.26 159.76 159.26 159.51 +1.51 678 7,721 +21
Jun18 170822 157.75 159.63 157.70 159.27 +1.57 2,421 22,322 +92
Jul18 170822 159.54 159.57 159.11 159.57 +1.61 251 1,757 -7
Aug18 170822 158.54 160.69 158.54 160.03 +1.66 389 1,882 +110
Sep18 170822 159.30 160.57 159.06 160.57 +1.68 116 1,861 +30
Oct18 170822 161.16 161.16 161.16 161.16 +1.71 40 873 -2
Total Volume and Open Interest 156,802 400,752 -1,977
RBOB Gasoline(NYM)
Sep17 170822 159.05 160.46 158.06 159.08 +0.67 63,079 58,689 -7,401
Oct17 170822 149.95 151.50 149.08 150.15 +0.54 62,130 130,430 +6,493
Nov17 170822 146.84 148.25 146.04 147.06 +0.53 28,752 70,125 +2,696
Dec17 170822 144.61 145.97 143.96 144.92 +0.58 25,128 57,548 +1,357
Jan18 170822 144.13 145.59 143.73 144.64 +0.61 8,067 35,477 +174
Feb18 170822 144.91 146.27 144.53 145.50 +0.67 2,385 10,887 -87
Mar18 170822 147.53 148.07 146.38 147.34 +0.73 3,345 18,878 +1,037
Apr18 170822 163.86 165.34 163.86 164.74 +0.73 924 11,366 +253
May18 170822 164.23 166.00 164.19 165.23 +0.82 383 5,084 -29
Jun18 170822 164.66 165.24 164.12 164.49 +0.87 1,447 9,599 +1
Total Volume and Open Interest 198,464 422,380 +4,813
e-miNY RBOB Gasoline(NYM)
Sep17 170822 159.10 159.10 159.08 159.10 +0.69 0 1 +0
Oct17 170822 150.20 150.20 150.15 150.20 +0.59      
Nov17 170822 147.10 147.10 147.06 147.10 +0.57      
Dec17 170822 144.90 144.92 144.90 144.90 +0.56      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Sep17 170822 2.963 3.006 2.927 2.939 -0.023 83,316 117,682 -8,589
Oct17 170822 2.992 3.035 2.953 2.968 -0.024 61,117 290,909 +4,174
Nov17 170822 3.056 3.096 3.025 3.037 -0.023 28,943 129,423 +1,362
Dec17 170822 3.197 3.229 3.167 3.177 -0.021 21,015 92,311 -262
Jan18 170822 3.290 3.327 3.265 3.273 -0.020 25,413 139,062 -1,769
Feb18 170822 3.284 3.319 3.260 3.267 -0.020 8,062 61,451 +458
Mar18 170822 3.246 3.275 3.223 3.231 -0.018 17,458 89,956 +3,876
Apr18 170822 2.901 2.921 2.899 2.903 -0.003 8,869 112,629 -442
May18 170822 2.864 2.883 2.864 2.868 -0.002 3,643 45,410 -57
Jun18 170822 2.900 2.906 2.889 2.892 -0.002 1,062 26,216 -518
Jul18 170822 2.925 2.930 2.914 2.917 -0.002 314 27,019 -20
Aug18 170822 2.917 2.935 2.917 2.920 -0.002 653 26,208 +299
Sep18 170822 2.904 2.909 2.893 2.896 -0.002 957 20,991 +87
Oct18 170822 2.911 2.927 2.909 2.914 -0.002 1,713 47,258 -344
Nov18 170822 2.975 2.975 2.958 2.961 -0.002 134 21,620 +78
Dec18 170822 3.101 3.101 3.086 3.087 -0.004 306 24,112 -54
Total Volume and Open Interest 263,424 1,328,370 -1,564
Brent Crude Oil(ICE)
Oct17 170822 51.78 52.28 51.39 51.87 +0.21 317,440 322,929 -21,020
Nov17 170822 51.37 51.93 51.08 51.58 +0.30 186,530 471,834 +6,131
Dec17 170822 51.22 51.80 50.97 51.51 +0.39 183,835 391,340 -626
Jan18 170822 51.19 51.78 50.98 51.55 +0.46 51,344 125,491 +2,840
Feb18 170822 51.24 51.82 51.04 51.63 +0.50 31,659 86,642 -4,395
Mar18 170822 51.30 51.89 51.12 51.73 +0.54 28,678 98,483 +1,838
Apr18 170822 51.40 51.92 51.18 51.80 +0.56 7,219 34,779 -680
May18 170822 51.45 52.00 51.27 51.87 +0.59 6,741 35,456 +514
Jun18 170822 51.50 52.06 51.32 51.94 +0.61 30,770 134,353 +1,757
Jul18 170822 52.03 52.03 52.03 52.03 +0.63 1,961 24,216 +88
Aug18 170822 52.09 52.09 52.09 52.09 +0.64 1,502 21,717 +103
Sep18 170822 51.56 52.12 51.55 52.12 +0.65 3,250 36,342 +215
Oct18 170822 52.15 52.15 52.15 52.15 +0.66 315 19,230 +5
Nov18 170822 52.17 52.17 52.17 52.17 +0.66 450 17,740 +42
Total Volume and Open Interest 912,687 2,368,532 -13,308
Gas Oil(ICE)
Sep17 170822 469.00 476.00 467.25 473.75 +2.75 59,980 130,999 -7,452
Oct17 170822 470.00 476.75 468.50 474.75 +2.50 64,036 218,862 +2,222
Nov17 170822 467.50 474.00 465.75 472.00 +2.00 16,747 61,317 +630
Dec17 170822 464.50 471.00 463.25 469.25 +1.75 40,229 130,725 -1,440
Jan18 170822 464.75 471.25 463.75 469.50 +1.75 5,316 46,490 +158
Feb18 170822 465.75 472.00 464.50 470.25 +1.75 3,681 31,554 +762
Mar18 170822 466.00 472.25 465.00 470.50 +1.75 2,529 27,062 -172
Apr18 170822 468.75 472.25 465.75 470.75 +2.00 944 14,741 +84
May18 170822 468.00 471.25 467.25 470.75 +2.00 1,063 11,808 +237
Jun18 170822 466.00 472.50 465.25 470.75 +2.00 6,633 50,078 +937
Total Volume and Open Interest 211,479 918,196 -4,265
Ethanol(CBOT)
Sep17 170822 1.532 1.555 1.532 1.541 +0.002 161 252 -83
Oct17 170822 1.490 1.508 1.480 1.495 -0.014 132 827 -13
Nov17 170822 1.466 1.466 1.466 1.466 -0.014 77 359 +64
Dec17 170822 1.435 1.435 1.435 1.435 -0.014 0 238 +0
Jan18 170822 1.410 1.410 1.410 1.410 -0.014 0 19 +0
Feb18 170822 1.411 1.411 1.411 1.411 -0.014 0 6 +0
Mar18 170822 1.442 1.442 1.442 1.442 -0.014 0 4 +0
Apr18 170822 1.501 1.501 1.501 1.501 -0.004 0 5 +0
Total Volume and Open Interest 370 1,712 -32
WTI Crude Oil(ICE)
Oct17 170822 47.73 48.21 47.37 47.83 +0.30 86,862 91,284 +215
Nov17 170822 47.88 48.37 47.53 48.02 +0.34 55,496 41,398 -242
Dec17 170822 47.96 48.48 47.67 48.18 +0.39 50,619 114,962 -728
Jan18 170822 48.10 48.59 47.85 48.34 +0.45 12,943 23,461 -327
Feb18 170822 48.30 48.68 47.98 48.47 +0.49 4,594 11,217 +566
Mar18 170822 48.14 48.71 48.12 48.58 +0.53 4,036 14,445 -332
Apr18 170822 48.52 48.70 48.47 48.66 +0.57 966 4,556 +422
May18 170822 48.72 48.72 48.72 48.72 +0.60 953 8,595 -522
Jun18 170822 48.79 48.79 48.41 48.77 +0.62 5,842 55,598 +887
Jul18 170822 48.80 48.80 48.80 48.80 +0.64 144 5,293 -20
Aug18 170822 48.82 48.82 48.82 48.82 +0.65 458 2,300 +196
Sep18 170822 48.84 48.84 48.84 48.84 +0.65 1,547 6,749 -63
Oct18 170822 48.87 48.87 48.87 48.87 +0.66 49 1,723 +42
Nov18 170822 48.90 48.90 48.90 48.90 +0.67 134 5,145 +0
Dec18 170822 48.55 49.00 48.54 48.94 +0.67 12,858 118,886 +2,126
Jan19 170822 48.95 48.95 48.95 48.95 +0.67 50 1,453 +0
Total Volume and Open Interest 271,413 590,448 -9,756
US Dollar Index(ICE)
Sep17 170822 93.025 93.490 92.980 93.460 +0.448 23,748 48,324 -605
Dec17 170822 92.820 93.290 92.820 93.255 +0.438 215 3,597 +34
Mar18 170822 92.950 93.030 92.950 93.030 +0.438 2 455 +2
Total Volume and Open Interest 23,973 52,615 -564
Australian Dollar(CME)
Sep17 170822 79.33 79.48 78.95 79.06 -0.26 87,386 140,957 -1,088
Dec17 170822 79.23 79.36 78.87 78.97 -0.26 478 4,025 -50
Mar18 170822 78.88 78.88 78.88 78.88 -0.26 1 219 +1
Total Volume and Open Interest 87,942 145,669 -1,132
British Pound(CME)
Sep17 170822 129.08 129.20 128.21 128.39 -0.72 100,812 209,942 -244
Dec17 170822 129.52 129.60 128.60 128.78 -0.72 677 2,920 +353
Mar18 170822 129.19 129.19 129.19 129.19 -0.72 2 342 +0
Total Volume and Open Interest 101,522 213,827 +116
Canadian Dollar(CME)
Sep17 170822 79.64 79.87 79.31 79.63 +0.03 71,640 181,165 +1,672
Dec17 170822 79.75 79.93 79.50 79.70 +0.03 622 5,403 -83
Mar18 170822 79.90 79.90 79.74 79.74 +0.02 15 602 +6
Jun18 170822 79.90 79.90 79.78 79.78 +0.01 2 162 +2
Total Volume and Open Interest 72,326 187,732 +1,593
Japanese Yen(CME)
Sep17 170822 91.88 91.94 91.30 91.42 -0.56 213,160 209,530 +519
Dec17 170822 92.21 92.25 91.74 91.82 -0.58 1,796 4,610 +502
Mar18 170822 92.28 92.31 92.27 92.31 -0.58 40 339 -4
Total Volume and Open Interest 215,562 214,967 +999
Swiss Franc(CME)
Sep17 170822 104.16 104.16 103.38 103.42 -0.73 32,397 38,386 +1,178
Dec17 170822 104.71 104.74 104.03 104.03 -0.73 111 468 +22
Mar18 170822 104.68 104.70 104.68 104.70 -0.74 10 39 +10
Total Volume and Open Interest 32,518 38,913 +1,211
EuroFX(CME)
Sep17 170822 118.29 118.41 117.62 117.68 -0.60 163,095 447,453 -2,573
Dec17 170822 118.83 118.95 118.20 118.26 -0.60 1,435 9,125 +80
Mar18 170822 119.37 119.42 118.84 118.88 -0.61 272 1,336 -30
Total Volume and Open Interest 165,366 460,054 -2,511
Mexican Peso(CME)
Sep17 170822 563.75 565.50 562.75 563.75 unch 53,717 237,154 -1,853
Oct17 170822 562.25 562.25 561.25 561.25 unch      
Total Volume and Open Interest 53,879 240,165 -1,817
Brazilian Real(CME)
Sep17 170822 315.35 317.10 312.95 315.45 +0.50 1,260 24,496 -471
Oct17 170822 315.10 315.10 312.40 314.15 +0.50 10 208 -6
Nov17 170822 312.70 312.70 312.70 312.70 +0.55 0 59 +0
Dec17 170822 311.35 311.35 311.35 311.35 +0.60 0 2 +0
Total Volume and Open Interest 1,270 25,377 -477
30-Year T-Bonds(CBOT)
Sep17 170822 156~060 156~070 155~160 155~190 -0~180 268,604 740,721 +4,727
Dec17 170822 155~010 155~010 154~090 154~120 -0~180 8,019 25,369 +1,965
Mar18 170822 153~210 153~210 153~210 153~210 -0~180      
Total Volume and Open Interest 276,623 766,090 +6,692
10-Year T-Notes(CBOT)
Sep17 170822 126~275 126~280 126~170 126~180 -0~090 1,344,325 3,248,654 -38,505
Dec17 170822 126~175 126~180 126~075 126~085 -0~090 67,693 158,028 +21,386
Mar18 170822 125~285 125~285 125~285 125~285 -0~090      
Total Volume and Open Interest 1,412,018 3,406,682 -17,119
5-Year T-Notes(CBOT)
Sep17 170822 118~192 118~194 118~134 118~142 -0~052 648,733 2,980,987 -46,374
Dec17 170822 118~100 118~100 118~042 118~050 -0~054 69,405 164,883 +31,631
Mar18 170822 117~292 117~292 117~292 117~292 -0~054      
Total Volume and Open Interest 718,138 3,145,870 -14,743
2 Year T-Notes(CBOT)
Sep17 170822 108~082 108~084 108~070 108~072 -0~012 266,063 1,447,694 +132
Dec17 170822 108~050 108~050 108~034 108~036 -0~012 31,299 82,217 +11,545
Mar18 170822 108~020 108~020 108~020 108~020 -0~012      
Total Volume and Open Interest 297,362 1,529,911 +11,677
Eurodollars(CME)
Sep17 170822 98.677 98.677 98.670 98.670 -0.007 109,393 1,372,521 -5,566
Dec17 170822 98.575 98.575 98.565 98.565 -0.010 189,889 2,035,799 +9,236
Mar18 170822 98.500 98.505 98.490 98.490 -0.015 176,815 1,181,938 +1,515
Jun18 170822 98.450 98.450 98.430 98.435 -0.015 171,373 1,059,525 -13,358
Sep18 170822 98.405 98.405 98.375 98.380 -0.020 191,720 1,083,052 -2,951
Dec18 170822 98.330 98.330 98.300 98.305 -0.025 215,685 1,526,767 +5,008
Mar19 170822 98.295 98.295 98.265 98.265 -0.030 163,035 946,043 +14,257
Jun19 170822 98.255 98.255 98.220 98.225 -0.030 149,289 719,716 +8,884
Sep19 170822 98.215 98.215 98.180 98.185 -0.030 136,672 677,493 -1,539
Dec19 170822 98.150 98.150 98.115 98.120 -0.030 134,496 777,613 -7,582
Mar20 170822 98.115 98.115 98.080 98.085 -0.030 88,811 452,482 +1,125
Jun20 170822 98.075 98.075 98.045 98.045 -0.030 84,338 355,113 +6,534
Sep20 170822 98.030 98.035 98.000 98.005 -0.030 47,433 243,470 +1,254
Dec20 170822 97.980 97.980 97.940 97.950 -0.030 61,966 298,123 -1,550
Mar21 170822 97.935 97.940 97.905 97.915 -0.025 39,135 183,502 +3,043
Jun21 170822 97.900 97.900 97.860 97.870 -0.025 40,613 129,043 +503
Sep21 170822 97.850 97.850 97.815 97.820 -0.030 22,662 98,436 +2,698
Dec21 170822 97.800 97.800 97.765 97.770 -0.030 23,917 99,743 -169
Total Volume and Open Interest 2,093,438 13,491,650 +19,158
Ultra T-Bond(CBOT)
Sep17 170822 168~25 168~26 167~28 168~00 -0~25 148,340 766,278 -51,830
Dec17 170822 167~21 167~26 166~29 167~01 -0~25 65,249 118,929 +54,677
Mar18 170822 166~01 166~01 166~01 166~01 -0~25      
Total Volume and Open Interest 213,589 885,207 +2,847
Ultra 10-Yr T-Note(CBOT)
Sep17 170822 136~135 136~140 135~310 136~000 -0~130 95,597 416,303 +1,214
Dec17 170822 135~245 135~245 135~110 135~115 -0~135 1,572 1,444 +716
Mar18 170822 135~115 135~115 135~115 135~115 -0~135      
Total Volume and Open Interest 97,169 417,747 +1,930
30 Day Federal Funds(CBOT)
Aug17 170822 98.845 98.845 98.842 98.845 unch 2,151 177,998 +86
Sep17 170822 98.845 98.845 98.845 98.845 unch 3,938 91,311 +1,792
Oct17 170822 98.845 98.845 98.840 98.845 unch 13,874 298,553 +1,151
Nov17 170822 98.835 98.840 98.830 98.835 -0.005 17,131 212,958 -2,344
Dec17 170822 98.800 98.800 98.790 98.795 -0.005 8,051 92,426 +921
Jan18 170822 98.760 98.765 98.750 98.760 -0.005 30,753 305,762 +2,263
Total Volume and Open Interest 131,542 1,662,358 +12,958
Japanese Govt Bonds(SGX)
Sep17 170821 150.79 150.84 150.70 150.80 +0.19 1,183 12,278 -278
Dec17 170821 150.58 150.58 150.58 150.58 +0.19 3 1 +1
Mar18 170821 150.58 150.58 150.58 150.58 +0.19      
Total Volume and Open Interest 1,186 12,279 -277
Euro-Buxl(EUREX)
Sep17 170822 167.34 167.52 166.62 167.08 -0.24 33,518 204,566 -9,434
Dec17 170822 165.68 165.68 165.32 165.56 -0.22 6,145 22,562 -483
Mar18 170822 165.06 165.06 165.06 165.06 -0.24      
Total Volume and Open Interest 39,663 227,128 -9,917
Euro-Bund(EUREX)
Sep17 170822 164.39 164.47 164.12 164.44 unch 500,843 1,729,693 -25,033
Dec17 170822 161.52 161.61 161.27 161.59 +0.01 6,787 136,634 +19,406
Mar18 170822 160.98 160.98 160.98 160.98 unch 0 33 +0
Total Volume and Open Interest 507,630 1,866,360 -5,627
Euro-Bobl(EUREX)
Sep17 170822 132.83 132.87 132.75 132.86 +0.03 269,895 1,352,196 -21,611
Dec17 170822 131.20 131.29 131.18 131.28 +0.04 7,977 84,562 +46
Mar18 170822 131.46 131.46 131.46 131.46 +0.22      
Total Volume and Open Interest 277,872 1,436,758 -21,565
Euro-Schatz(EUREX)
Sep17 170822 112.19 112.21 112.18 112.21 +0.01 214,459 1,421,562 -27,520
Dec17 170822 112.07 112.10 112.06 112.10 +0.03 15,180 91,307 +969
Mar18 170822 112.21 112.21 112.21 112.21 +0.01      
Total Volume and Open Interest 229,639 1,512,869 -26,551
3-Mth Euribor(EUREX)
Sep17 170822 100.330 100.330 100.330 100.330 unch 0 5,901 +0
Dec17 170822 100.325 100.325 100.325 100.325 +0.005 0 7,027 +0
Mar18 170822 100.310 100.310 100.310 100.310 unch 0 6,109 +0
Total Volume and Open Interest 500 38,722 +4
Long Gilt(LIFFE)
Sep17 170822 127~21 127~29 127~16 127~23 -0~07 130,911 821,675 +19,515
Dec17 170822 126~20 126~29 126~17 126~23 -0~07 16,606 178,999 +15,596
Total Volume and Open Interest 147,517 1,000,674 +35,111
3-Mth Short Sterling(LIFFE)
Sep17 170822 99.71 99.71 99.70 99.71 unch 7,611 434,058 -155
Dec17 170822 99.64 99.65 99.64 99.64 unch 34,155 423,411 -2,392
Mar18 170822 99.59 99.59 99.58 99.58 unch 31,461 348,931 +8,714
Jun18 170822 99.55 99.55 99.53 99.54 unch 32,743 328,165 -908
Sep18 170822 99.50 99.50 99.49 99.49 -0.01 32,886 287,120 +2,232
Dec18 170822 99.46 99.46 99.44 99.45 unch 52,381 324,904 -988
Total Volume and Open Interest 418,669 3,132,311 +19,903
3-Mth Euribor(LIFFE)
Sep17 170822 100.325 100.330 100.325 100.330 +0.005 21,035 412,025 +300
Dec17 170822 100.325 100.325 100.320 100.325 +0.005 25,869 428,779 -2,513
Mar18 170822 100.310 100.315 100.305 100.310 unch 36,359 450,951 -962
Total Volume and Open Interest 486,893 3,867,561 +6,330
3-Mth Aus T-Bills(SFE)
Sep17 170822 98.28 98.28 98.27 98.28 unch 7,249 94,759 -1,296
Dec17 170822 98.25 98.25 98.24 98.25 unch 15,519 222,511 -2,392
Mar18 170822 98.18 98.19 98.18 98.19 +0.01 20,678 175,368 +3,225
Jun18 170822 98.11 98.12 98.10 98.11 unch 16,513 147,099 -583
Sep18 170822 98.04 98.05 98.02 98.03 unch 9,280 107,607 -42
Dec18 170822 97.96 97.97 97.95 97.96 unch 2,995 89,301 -640
Mar19 170822 97.89 97.89 97.87 97.88 -0.01 3,437 59,273 +897
Jun19 170822 97.81 97.83 97.80 97.81 -0.01 3,006 49,442 +1,580
Sep19 170822 97.75 97.75 97.75 97.75 unch 544 3,889 +39
Dec19 170822 97.69 97.69 97.68 97.68 unch 226 2,981 +57
Total Volume and Open Interest 79,702 954,913 +730
10-Year Aus T-Bonds(SFE)
Sep17 170822 97.37 97.39 97.35 97.36 -0.01 74,123 981,082 -1,998
Dec17 170822 97.33 97.33 97.33 97.33 -0.01 625 824 +383
Total Volume and Open Interest 74,748 981,906 -1,615
3-Year Aus T-Bonds(SFE)
Sep17 170822 98.02 98.05 98.01 98.02 -0.01 113,152 1,035,416 +635
Dec17 170822 97.98 97.98 97.98 97.98 -0.02 0 121 +0
Total Volume and Open Interest 113,152 1,035,537 +635
Gold(CMX)
Aug17 170822 1287.2 1288.4 1283.2 1285.1 -5.7 358 846 -62
Oct17 170822 1293.2 1294.0 1283.8 1287.6 -5.7 8,550 52,133 +1,504
Dec17 170822 1297.1 1298.1 1287.0 1291.0 -5.7 396,538 397,305 +11,384
Feb18 170822 1301.0 1301.0 1292.0 1294.6 -5.7 3,670 19,177 -298
Apr18 170822 1302.9 1302.9 1296.5 1298.2 -5.7 1,552 5,697 +355
Jun18 170822 1306.6 1306.6 1300.4 1301.8 -5.7 1,041 9,508 +216
Aug18 170822 1308.8 1308.8 1305.4 1305.4 -5.7 1,087 6,798 +359
Oct18 170822 1307.5 1309.0 1307.5 1309.0 -5.6 166 1,327 +96
Dec18 170822 1316.4 1316.4 1312.7 1312.7 -5.5 138 8,103 +6
Feb19 170822 1319.5 1320.0 1316.5 1316.5 -5.5 1 8 +1
Apr19 170822 1320.3 1320.3 1320.3 1320.3 -5.5      
Jun19 170822 1324.2 1324.2 1324.2 1324.2 -5.5 2 748 +0
Total Volume and Open Interest 414,312 506,655 +13,528
Silver(CMX)
Sep17 170822 1700.5 1711.5 1687.0 1698.2 -3.3 113,504 89,745 -4,272
Dec17 170822 1709.0 1718.5 1694.5 1706.0 -3.6 14,334 86,627 +3,097
Mar18 170822 1715.5 1723.5 1706.0 1715.0 -3.7 1,195 5,849 +58
May18 170822 1722.0 1723.0 1711.0 1721.3 -3.7 164 2,248 +59
Jul18 170822 1727.6 1735.0 1727.6 1727.6 -3.7 14 1,463 +0
Sep18 170822 1734.1 1734.1 1733.5 1734.1 -3.7 42 206 +26
Dec18 170822 1740.5 1752.5 1737.0 1744.5 -3.7 106 1,567 +28
Total Volume and Open Interest 129,487 188,831 -981
Platinum(NYMEX)
Oct17 170822 985.7 986.3 973.5 981.3 -4.2 14,374 62,872 +389
Jan18 170822 987.8 987.8 977.5 984.1 -4.2 212 7,960 -9
Apr18 170822 988.9 988.9 988.4 988.4 -4.1 11 568 +0
Jul18 170822 993.1 993.1 993.1 993.1 -4.1 0 292 +0
Total Volume and Open Interest 14,599 71,717 +382
Palladium(NYMEX)
Sep17 170822 939.70 941.20 930.60 932.35 -6.65 3,562 26,627 -517
Dec17 170822 932.20 933.95 924.40 925.60 -6.20 767 9,225 +411
Mar18 170822 924.00 924.00 919.00 920.15 -6.45 0 452 +0
Total Volume and Open Interest 4,329 36,320 -106
Copper(CMX)
Sep17 170822 297.90 301.45 296.70 298.70 +0.65 97,776 101,509 -9,161
Dec17 170822 299.95 303.60 298.80 300.75 +0.60 29,831 144,670 +2,617
Mar18 170822 302.05 304.95 301.00 302.45 +0.50 3,744 35,297 +1,140
May18 170822 303.30 306.00 302.65 303.40 +0.50 506 12,664 +82
Jul18 170822 304.00 305.05 304.00 304.25 +0.55 146 5,565 -121
Total Volume and Open Interest 132,521 326,741 -5,426
E-mini DJIA Index(CBOT)
Sep17 170822 21699 21897 21694 21886 +194 181,899 153,165 +700
Dec17 170822 21661 21852 21652 21845 +195 445 908 +71
Mar18 170822 21799 21808 21789 21808 +195 0 33 +0
Jun18 170822 21777 21777 21777 21777 +195 0 2 +0
Total Volume and Open Interest 182,344 154,108 +771
S & P 500(CME)
Sep17 170822 2429.40 2452.80 2429.40 2452.80 +24.80 6,533 65,720 +2,279
Dec17 170822 2450.70 2450.90 2450.70 2450.70 +24.80 0 452 +1
Mar18 170822 2449.20 2449.40 2449.20 2449.20 +24.80      
Jun18 170822 2448.40 2448.60 2448.40 2448.40 +24.80 0 1 +0
Total Volume and Open Interest 6,533 66,173 +2,281
S & P 500 E-Mini(CME)
Sep17 170822 2428.00 2454.25 2427.50 2452.75 +24.75 2,203,303 3,127,030 +1,669
Dec17 170822 2425.50 2452.00 2425.50 2450.75 +24.75 10,613 82,400 +1,720
Mar18 170822 2427.75 2449.25 2427.75 2449.25 +24.75 77 1,510 +8
Jun18 170822 2443.50 2448.50 2443.50 2448.50 +25.00 1 454 +0
Total Volume and Open Interest 2,213,994 3,211,410 +3,397
NASDAQ 100 E-Mini(CME)
Sep17 170822 5795.30 5882.30 5794.30 5878.50 +84.50 443,313 292,413 -2,121
Dec17 170822 5804.30 5889.00 5803.30 5886.00 +84.50 2,111 2,393 +3
Mar18 170822 5845.30 5895.00 5845.00 5894.50 +84.50 30 50 -12
Total Volume and Open Interest 445,454 294,856 -2,130
S&P Midcap 400(CME) e-Mini
Sep17 170822 1691.50 1708.10 1690.70 1706.40 +15.50 12,203 90,492 +127
Dec17 170822 1705.30 1705.50 1705.30 1705.30 +15.50 0 1 +0
Mar18 170822 1702.00 1702.00 1702.00 1702.00 +15.50      
Total Volume and Open Interest 12,203 90,493 +127
Volatility Index(CBOE)
Aug17 170816 12.31 12.56 11.90 12.16 -0.17 124,994 91,136 -31,603
Sep17 170822 14.15 14.17 12.95 12.98 -1.15 314,792 309,392 +1,256
Oct17 170822 14.65 14.65 13.65 13.68 -0.95 142,332 84,258 +1,201
Nov17 170822 14.96 14.99 14.20 14.23 -0.75 39,340 47,694 +413
Total Volume and Open Interest 539,004 566,729 +6,379
S & P 600(CME)
Sep17 170822 825.40 825.40 825.40 825.40 +7.80      
Dec17 170822 822.20 822.20 822.20 822.20 +7.80      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170822 1356.30 1372.00 1356.30 1370.70 +15.50 140,048 574,042 +4,968
Dec17 170822 1360.20 1369.70 1360.20 1369.70 +15.50 29 393 +15
Mar18 170822 1368.70 1368.70 1368.70 1368.70 +15.50 0 1 +0
Total Volume and Open Interest 140,077 574,438 +4,983
Nikkei 225(CME)
Sep17 170822 19355 19500 19340 19485 +155 10,304 34,242 -66
Dec17 170822 19290 19410 19285 19410 +155 29 67 +8
Total Volume and Open Interest 10,333 34,309 -58
Nikkei 225(SGX)
Sep17 170822 19385 19430 19360 19365 +20 96,846 227,481 +9,455
Dec17 170822 19160 19265 19135 19235 +20 31 6,146 +28
Mar18 170821 19180 19180 19180 19180 -330 0 205 +0
Total Volume and Open Interest 57,985 230,441 +628
Nikkei 225 Mini(JPX)
Sep17 170821 19410 19545 19310 19360 -320 564,697 497,162 +3,656
Dec17 170821 19275 19410 19180 19230 -320 17,567 24,132 +3,251
Mar18 170821 19255 19360 19120 19180 -320 338 3,300 -34
Total Volume and Open Interest 590,100 543,680 +7,599
Nikkei 225(JPX)
Sep17 170821 19410 19550 19310 19360 -320 42,859 341,982 +1,839
Dec17 170821 19270 19410 19180 19230 -320 484 41,224 +70
Mar18 170821 19200 19310 19140 19180 -320 24 3,291 -4
Total Volume and Open Interest 43,369 453,479 +1,907
Nikkei 225(CME) Yen
Sep17 170822 19360 19490 19330 19480 +160 52,523 57,096 +2,234
Dec17 170822 19225 19345 19225 19345 +160 26 92 +3
Mar18 170822 19305 19305 19305 19305 +160      
Total Volume and Open Interest 52,549 57,188 +2,237
Nikkei 225(CME) e-Mini Yen
Sep17 170822 19480 19480 19480 19480 +160 0 12 -250
Dec17 170822 19340 19345 19340 19340 +150      
Mar18 170822 19300 19305 19300 19300 +150      
Total Volume and Open Interest 0 12 -250
CAC 40(EURONEXT)
Sep17 170822 5102.0 5137.5 5099.0 5130.5 +45.5 98,773 319,739 +7,058
Oct17 170822 5105.0 5126.0 5099.5 5120.0 +45.5 10 439 +5
Nov17 170822 5115.5 5115.5 5115.5 5115.5 +45.5      
Dec17 170822 5111.0 5111.0 5111.0 5111.0 +45.0 14 12,956 +16
Total Volume and Open Interest 113,275 333,138 -73,750
Hang Seng Index(HKFE)
Aug17 170822 27160 27495 27130 27429 +271 133,329 148,034 -512
Sep17 170822 27015 27309 26952 27250 +269 2,321 22,684 +332
Total Volume and Open Interest 136,477 185,139 +184
DAX(EUREX)
Sep17 170822 12118.0 12249.5 12104.5 12222.0 +170.0 98,874 141,311 -98
Dec17 170822 12102.0 12225.0 12095.0 12212.0 +170.0 171 8,546 +12
Mar18 170822 12108.5 12226.0 12105.0 12208.5 +170.0 0 102 +4
Total Volume and Open Interest 99,045 149,959 -82
Mini-DAX(EUREX)
Sep17 170822 12113.0 12249.0 12104.0 12222.0 +170.0 36,425 13,515 +518
Dec17 170822 12095.0 12223.0 12095.0 12212.0 +170.0 67 371 -3
Mar18 170822 12140.0 12210.0 12131.0 12208.5 +170.0 3 41 +6
Total Volume and Open Interest 36,495 13,927 +521
DJ EuroSTOXX 50(EUREX)
Sep17 170822 3435 3461 3430 3455 +35 942,689 3,391,798 +47,082
Dec17 170822 3419 3446 3419 3441 +35 5,348 136,227 +10,301
Mar18 170822 3412 3429 3412 3429 +35 103 51,560 +0
Total Volume and Open Interest 948,140 3,579,586 +57,383
Swiss Market Index(EUREX)
Sep17 170822 8905 8991 8894 8957 +78 44,094 189,133 -3,495
Dec17 170822 8884 8932 8884 8931 +78 26 2,567 +7
Mar18 170822 8831 8831 8831 8831 +78 0 32 +0
Total Volume and Open Interest 44,120 191,732 -3,488
FT-SE 100(EURONEXT)
Sep17 170822 7315.50 7384.50 7315.50 7377.50 +69.50 111,127 753,235 -5,101
Dec17 170822 7316.00 7341.50 7316.00 7336.00 +69.50 35 11,462 +15
Mar18 170822 7275.00 7275.00 7275.00 7275.00 +69.50      
Total Volume and Open Interest 111,162 764,697 -5,086
SPI 200(SFE)
Sep17 170822 5675.0 5717.0 5661.0 5713.0 +33.0 36,777 260,852 -3,548
Dec17 170822 5679.0 5698.0 5679.0 5698.0 +33.0 27 1,619 +26
Mar18 170822 5651.0 5651.0 5651.0 5651.0 +33.0 0 1,477 +0
Total Volume and Open Interest 36,804 265,311 -4,766
FTSE MIB(ISE)
Sep17 170822 21845.00 21895.00 21605.00 21720.00 -14.00 21,121 29,253 -57
Dec17 170822 21750.00 21750.00 21505.00 21600.00 -14.00 35 163 +2
Total Volume and Open Interest 21,156 29,416 -55
KOSPI 200(KFE)
Sep17 170822 308.20 310.35 308.05 310.05 +1.65 206,058 290,254 -344
Dec17 170822 308.95 311.00 308.85 310.65 +1.55 729 50,119 +299
Mar18 170822 307.65 307.70 306.90 306.90 +0.70 5 9,696 +3
Total Volume and Open Interest 206,793 379,689 +759
GSCI(CME)
Sep17 170822 376.40 378.05 376.40 377.40 +0.95 291 15,218 -264
Oct17 170822 377.80 377.80 377.80 377.80 +0.95      
Nov17 170822 378.55 378.55 378.55 378.55 +0.95      
Total Volume and Open Interest 291 15,218 -264
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