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 September 05, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep17 170905 945.00 965.00 945.00 960.50 +18.50 4,217 2,845 -1,815
Nov17 170905 953.75 973.50 952.25 968.50 +19.00 122,195 383,732 +269
Jan18 170905 964.00 983.00 962.00 978.25 +19.00 19,357 81,005 +2,095
Mar18 170905 974.00 992.25 971.75 987.50 +19.00 10,745 66,073 +2,982
May18 170905 981.25 1000.75 980.75 996.25 +18.75 4,766 37,356 +215
Jul18 170905 988.50 1007.50 987.75 1003.25 +18.25 4,071 56,854 +512
Aug18 170905 994.00 1005.00 994.00 1004.00 +18.50 77 1,965 +8
Sep18 170905 996.25 996.50 993.25 995.50 +17.25 28 783 -10
Nov18 170905 975.75 993.50 975.25 988.25 +15.75 2,038 26,352 +255
Jan19 170905 977.00 993.50 977.00 993.50 +16.50 6 179 -1
Mar19 170905 989.25 996.00 989.25 996.00 +16.50 15 62 +3
May19 170905 998.75 998.75 998.75 998.75 +16.50 0 27 +0
Jul19 170905 1002.50 1002.50 1002.50 1002.50 +16.50 44 81 +35
Aug19 170905 1000.25 1000.25 1000.25 1000.25 +16.50 0 7 +0
Total Volume and Open Interest 167,590 657,710 +4,569
Soybean Meal(CBOT)
Sep17 170905 294.70 303.10 294.70 302.80 +9.60 5,277 3,847 -860
Oct17 170905 296.50 305.20 296.20 304.80 +9.30 15,654 50,307 -362
Dec17 170905 300.00 308.30 299.60 308.00 +9.20 40,550 185,901 -2,734
Jan18 170905 301.30 309.70 301.10 309.40 +9.00 6,263 41,345 +916
Mar18 170905 304.90 312.60 304.70 312.20 +8.70 3,632 40,796 +610
May18 170905 306.90 314.80 306.90 314.40 +8.60 1,751 24,553 +227
Jul18 170905 309.00 317.20 309.00 316.90 +8.70 1,995 17,766 +422
Aug18 170905 312.70 317.80 312.70 317.80 +8.80 276 3,921 +141
Sep18 170905 313.10 318.00 313.10 318.00 +8.60 256 3,981 +41
Oct18 170905 310.80 316.60 309.80 316.60 +8.20 296 3,680 +121
Total Volume and Open Interest 76,697 386,570 -1,314
Soybean Oil(CBOT)
Sep17 170905 35.50 35.60 35.01 35.10 -0.21 7,252 4,066 -1,796
Oct17 170905 35.59 35.75 35.09 35.19 -0.23 18,462 59,618 +607
Dec17 170905 35.87 35.99 35.34 35.44 -0.23 59,499 201,805 +3,542
Jan18 170905 35.97 36.12 35.49 35.59 -0.23 4,860 43,478 +345
Mar18 170905 36.21 36.31 35.68 35.79 -0.22 4,826 44,832 +481
May18 170905 36.27 36.45 35.85 35.96 -0.20 3,319 30,777 +1,237
Jul18 170905 36.28 36.54 35.95 36.09 -0.17 2,583 19,265 +433
Aug18 170905 36.26 36.43 35.92 36.00 -0.19 113 1,813 +25
Sep18 170905 36.05 36.32 35.78 35.83 -0.19 105 1,973 +10
Oct18 170905 35.71 36.05 35.46 35.55 -0.22 171 2,072 +74
Total Volume and Open Interest 101,711 423,328 +5,078
Canola(WCE)
Nov17 170905 497.4 501.8 496.3 497.2 -0.1 15,462 103,369 +5,429
Jan18 170905 504.9 508.7 503.2 504.0 +0.2 3,476 33,238 +1,609
Mar18 170905 511.2 515.3 509.3 510.7 +0.5 1,145 8,104 +434
May18 170905 515.0 518.0 512.5 513.5 +0.8 64 2,384 +9
Jul18 170905 516.8 518.7 513.2 514.0 +0.2 34 1,096 +15
Total Volume and Open Interest 20,191 149,141 +7,499
Corn(CBOT)
Sep17 170905 343.25 345.75 341.25 344.25 +4.25 14,612 6,780 -5,962
Dec17 170905 354.75 360.50 354.75 358.50 +3.25 281,176 781,766 +35
Mar18 170905 367.50 373.25 367.50 371.00 +3.25 68,353 251,026 +2,545
May18 170905 374.75 380.50 374.75 378.50 +3.25 14,008 57,807 +1,082
Jul18 170905 381.00 386.75 381.00 385.00 +3.25 29,399 113,614 +1,277
Sep18 170905 388.75 393.00 388.75 391.25 +3.25 4,871 28,041 -69
Dec18 170905 395.50 401.00 395.50 400.00 +3.50 16,167 71,609 +2,012
Mar19 170905 405.25 410.50 405.25 409.75 +3.50 259 2,414 +85
May19 170905 413.00 415.00 413.00 414.75 +3.50 64 549 +16
Jul19 170905 415.75 419.00 415.75 419.00 +3.25 48 882 -3
Total Volume and Open Interest 429,227 1,316,468 +1,075
Wheat(CBOT)
Sep17 170905 428.25 433.50 428.00 430.50 +10.00 1,462 917 -1,167
Dec17 170905 441.25 446.75 439.50 443.00 +4.25 81,232 268,709 -784
Mar18 170905 462.25 467.75 460.75 463.25 +3.25 19,282 85,725 +1,851
May18 170905 474.25 480.25 473.50 475.25 +2.25 5,996 26,511 +77
Jul18 170905 488.00 492.50 485.75 487.25 +1.50 6,565 40,103 +513
Sep18 170905 502.25 506.75 502.00 502.50 +1.75 1,603 5,988 +459
Total Volume and Open Interest 117,180 439,268 +1,345
Wheat(KCBT)
Sep17 170905 416.50 419.50 416.50 419.50 +7.00 2,389 1,290 -1,062
Dec17 170905 440.50 447.00 439.75 445.00 +6.25 34,831 151,326 +1,140
Mar18 170905 458.00 464.00 457.50 462.50 +6.25 14,815 76,047 +1,006
May18 170905 471.50 477.75 471.00 476.25 +6.25 4,532 17,749 +390
Jul18 170905 489.75 494.50 488.50 492.75 +5.75 2,007 22,462 +334
Sep18 170905 510.00 514.25 510.00 513.50 +5.75 291 4,379 +82
Dec18 170905 536.50 539.25 536.00 538.75 +5.00 170 3,066 -13
Total Volume and Open Interest 59,041 276,586 +1,878
Wheat(MGE)
Sep17 170905 609.75 609.75 609.75 609.75 -2.25 884 987 -602
Dec17 170905 632.75 635.00 626.00 629.00 -2.75 8,973 42,355 +613
Mar18 170905 646.00 646.00 638.00 640.00 -3.00 4,001 22,172 -605
May18 170905 639.25 643.25 638.00 638.75 -2.75 1,339 7,322 +85
Jul18 170905 636.50 637.50 633.75 633.75 -4.00 1,013 3,681 +479
Sep18 170905 625.50 626.50 623.00 623.00 -2.00 141 1,969 +6
Total Volume and Open Interest 16,416 79,519 +3
Oats(CBOT)
Sep17 170905 218.50 218.50 218.50 218.50 -5.00 7 10 -14
Dec17 170905 238.00 244.00 230.25 231.25 -5.00 697 4,764 -106
Mar18 170905 243.00 245.75 238.50 239.00 -4.00 89 882 +8
May18 170905 247.00 247.00 237.75 237.75 -3.00 11 38 +4
Total Volume and Open Interest 804 5,722 -108
Rough Rice(CBOT)
Sep17 170905 12.49 12.49 12.49 12.49 -0.17 408 401 -702
Nov17 170905 12.94 12.94 12.64 12.77 -0.17 717 9,109 +156
Jan18 170905 13.15 13.15 12.94 13.01 -0.16 58 452 +10
Mar18 170905 13.10 13.15 13.10 13.15 -0.13 35 179 +13
Total Volume and Open Interest 1,218 10,143 -523
Live Cattle(CME)
Oct17 170905 105.080 106.450 104.300 104.430 -0.720 34,841 140,262 -4,303
Dec17 170905 109.430 110.850 108.885 109.385 -0.095 15,283 82,042 +2,218
Feb18 170905 112.680 114.300 112.500 113.180 +0.250 7,218 46,564 -102
Apr18 170905 113.980 115.150 113.550 114.100 +0.020 3,872 26,585 +262
Jun18 170905 108.150 109.180 107.830 108.230 +0.095 1,263 12,760 -83
Aug18 170905 106.580 107.480 106.150 106.600 +0.120 365 4,627 +109
Total Volume and Open Interest 62,973 314,333 -2,016
Feeder Cattle(CME)
Sep17 170905 142.735 144.300 141.750 142.050 -0.685 2,533 8,247 -209
Oct17 170905 143.330 144.935 142.050 142.500 -1.050 5,462 17,633 +365
Nov17 170905 143.830 144.935 142.600 142.950 -1.000 2,947 9,707 +444
Jan18 170905 141.235 142.400 140.250 140.935 -0.415 1,852 7,049 -42
Mar18 170905 139.000 140.485 138.500 139.080 -0.205 1,259 4,190 +279
Apr18 170905 139.550 141.100 139.100 139.685 -0.145 249 1,786 -42
May18 170905 139.150 140.950 138.880 139.330 -0.550 61 1,070 +6
Total Volume and Open Interest 14,363 49,682 -3,988
Lean Hogs(CME)
Oct17 170905 62.080 64.450 61.880 63.750 +2.300 29,372 96,903 -3,699
Dec17 170905 58.550 60.750 58.350 60.180 +2.130 16,053 65,067 +3,210
Feb18 170905 63.080 64.900 63.000 64.550 +1.815 9,627 40,742 +99
Apr18 170905 67.400 68.930 67.330 68.785 +1.785 3,103 25,526 -457
May18 170905 73.500 74.230 73.500 74.135 +1.655 52 794 +9
Jun18 170905 76.550 77.930 76.550 77.800 +1.300 1,195 13,652 -3
Jul18 170905 77.885 77.980 77.100 77.500 +0.850 162 2,213 +20
Aug18 170905 76.580 77.480 76.580 77.000 +0.865 71 1,196 +5
Total Volume and Open Interest 59,673 246,433 -804
Class III Milk(CME)
Sep17 170905 16.21 16.35 16.15 16.28 +0.13 329 5,631 +74
Oct17 170905 16.37 16.46 16.28 16.36 unch 456 3,878 -31
Nov17 170905 16.18 16.27 16.13 16.19 +0.03 172 3,409 +9
Dec17 170905 16.06 16.09 15.97 16.04 +0.03 116 3,117 +34
Jan18 170905 15.93 15.95 15.93 15.95 +0.02 96 1,262 +47
Feb18 170905 15.98 16.00 15.98 16.00 unch 77 1,090 +50
Mar18 170905 16.01 16.01 16.01 16.01 unch 89 1,018 +56
Apr18 170905 16.04 16.04 16.04 16.04 unch 99 877 +55
May18 170905 16.19 16.19 16.15 16.15 unch 88 836 +51
Jun18 170905 16.35 16.40 16.35 16.37 +0.11 117 783 +101
Jul18 170905 16.68 16.68 16.59 16.59 +0.09 74 366 +55
Aug18 170905 16.70 16.80 16.70 16.70 +0.11 94 345 +86
Sep18 170905 16.80 16.80 16.70 16.70 +0.10 99 322 +79
Total Volume and Open Interest 2,150 23,618 +880
Cocoa(ICE)
Sep17 170905 1974 1974 1974 1974 -13 55 162 -15
Dec17 170905 1947 1982 1941 1946 -1 18,203 144,229 +982
Mar18 170905 1970 2000 1959 1965 -3 8,455 49,367 +758
May18 170905 1982 2012 1973 1977 -5 3,272 19,232 +100
Jul18 170905 1997 2027 1991 1992 -5 1,790 11,148 -253
Sep18 170905 2021 2027 2006 2007 -6 1,100 9,125 -84
Dec18 170905 2043 2043 2022 2023 -7 956 6,999 +295
Total Volume and Open Interest 34,018 248,633 +1,864
Coffee "C"(ICE)
Sep17 170905 126.50 126.50 126.50 126.50 -1.25 7 377 -18
Dec17 170905 128.60 131.25 127.20 127.85 -1.20 19,137 111,517 +1,859
Mar18 170905 132.35 134.70 130.75 131.35 -1.30 4,578 46,624 +701
May18 170905 134.70 137.05 133.15 133.70 -1.25 2,086 18,671 +320
Jul18 170905 137.05 139.35 135.45 136.00 -1.30 811 8,870 +10
Sep18 170905 138.90 140.30 137.70 138.30 -1.30 504 6,808 +104
Total Volume and Open Interest 27,490 199,662 +3,031
Orange Juice(ICE)
Sep17 170905 146.60 146.60 145.50 145.50 +6.90 253 83 -203
Nov17 170905 140.25 146.40 140.25 145.00 +8.50 847 7,689 +166
Jan18 170905 139.50 145.00 139.50 143.45 +6.95 39 1,474 +4
Mar18 170905 141.50 145.00 141.50 144.50 +6.40 1 563 -1
May18 170905 146.85 146.85 146.85 146.85 +6.15 0 241 +0
Jul18 170905 149.45 149.45 149.45 149.45 +6.00 0 46 +0
Total Volume and Open Interest 1,140 10,122 -34
Sugar #11(ICE)
Oct17 170905 13.86 14.13 13.67 14.03 +0.28 73,262 373,160 -5,776
Mar18 170905 14.50 14.72 14.27 14.63 +0.27 36,791 245,712 +5,174
May18 170905 14.73 14.90 14.53 14.84 +0.23 11,147 83,560 +1,345
Jul18 170905 15.00 15.12 14.79 15.09 +0.23 7,299 56,683 +354
Oct18 170905 15.34 15.49 15.16 15.47 +0.24 2,617 38,479 +160
Mar19 170905 15.88 16.02 15.72 16.02 +0.25 498 22,198 -156
May19 170905 15.75 16.02 15.75 16.02 +0.25 212 4,262 -11
Jul19 170905 15.75 16.02 15.75 16.02 +0.24 256 4,918 -35
Total Volume and Open Interest 132,442 835,949 +1,356
London Cocoa(LCE)
Sep17 170905 1505 1529 1495 1498 +1 3,160 35,953 -1,607
Dec17 170905 1524 1549 1515 1519 unch 8,859 97,205 -422
Mar18 170905 1549 1569 1533 1538 -3 3,247 57,776 +438
May18 170905 1562 1582 1548 1551 -3 989 20,156 +152
Jul18 170905 1574 1594 1561 1563 -3 1,070 19,753 +447
Sep18 170905 1589 1596 1572 1574 -5 1,031 15,285 +182
Dec18 170905 1612 1612 1589 1589 -5 221 8,949 +5
Total Volume and Open Interest 18,631 256,330 -819
London Sugar(LCE)
Oct17 170905 373.90 379.20 373.50 377.50 +3.40 9,521 34,070 +72
Dec17 170905 376.50 380.20 374.20 378.50 +1.90 5,191 27,452 +340
Mar18 170905 385.20 389.90 383.20 388.00 +2.10 1,529 15,916 +60
May18 170905 394.10 397.80 392.00 396.20 +2.30 496 5,736 -27
Aug18 170905 400.00 403.80 398.40 402.80 +2.40 288 5,172 +143
Total Volume and Open Interest 17,082 90,843 +603
Cotton(ICE)
Oct17 170905 72.95 75.55 72.95 75.26 +2.71 12 181 -6
Dec17 170905 72.00 74.88 72.00 74.88 +3.00 15,337 143,164 -887
Mar18 170905 71.00 73.79 71.00 73.61 +2.61 5,238 58,868 +1,215
May18 170905 71.54 73.85 71.44 73.78 +2.42 501 6,414 -84
Jul18 170905 71.72 73.81 71.72 73.81 +2.19 334 4,762 -66
Oct18 170905 71.63 71.63 71.20 71.63 +1.52 0 1 +0
Total Volume and Open Interest 21,636 226,127 +346
Lumber(CME)
Sep17 170905 389.8 398.3 389.6 396.4 +9.6 662 1,021 -274
Nov17 170905 375.8 384.2 375.7 384.2 +10.0 785 2,928 +440
Jan18 170905 383.4 392.2 382.8 392.2 +10.0 89 488 +52
Mar18 170905 382.4 388.7 380.8 388.0 +6.5 21 71 +13
Total Volume and Open Interest 1,559 4,514 +231
Crude Oil(NYM)
Oct17 170905 47.28 48.98 47.15 48.66 +1.37 882,983 527,656 +9,955
Nov17 170905 48.00 49.42 47.72 49.14 +1.15 317,070 252,111 +17,671
Dec17 170905 48.50 49.74 48.16 49.53 +0.99 233,775 311,442 -6,352
Jan18 170905 49.05 50.04 48.57 49.86 +0.87 107,257 177,307 +4,794
Feb18 170905 49.26 50.25 48.88 50.10 +0.78 50,640 68,391 -592
Mar18 170905 49.49 50.39 49.13 50.26 +0.71 67,422 125,393 -3,603
Apr18 170905 49.59 50.44 49.25 50.37 +0.66 15,480 41,214 -119
May18 170905 49.65 50.46 49.37 50.45 +0.63 12,458 40,816 -2,607
Jun18 170905 49.85 50.56 49.35 50.50 +0.60 52,262 151,142 -1,816
Jul18 170905 49.82 50.55 49.58 50.52 +0.57 5,729 32,788 -245
Aug18 170905 49.87 50.54 49.64 50.54 +0.54 3,740 23,942 -24
Sep18 170905 49.90 50.57 49.69 50.57 +0.52 8,456 53,971 -242
Oct18 170905 50.60 50.60 50.60 50.60 +0.50 2,866 22,823 -373
Nov18 170905 50.63 50.63 50.63 50.63 +0.47 1,989 26,470 +113
Dec18 170905 50.24 50.69 49.65 50.66 +0.45 39,259 190,691 +2,620
Jan19 170905 50.57 50.67 50.57 50.67 +0.44 1,205 22,489 -25
Total Volume and Open Interest 1,823,491 2,265,965 +18,907
e-miNY Crude Oil(NYM)
Oct17 170905 47.275 48.975 47.150 48.650 +1.350 16,592 5,354 -394
Nov17 170905 48.050 49.400 47.750 49.150 +1.150 300 496 +35
Dec17 170905 48.575 49.700 48.200 49.525 +0.975 68 681 +2
Jan18 170905 49.500 49.850 49.500 49.850 +0.850 144 681 +135
Feb18 170905 50.000 50.250 50.000 50.100 +0.775 146 428 +138
Mar18 170905 49.000 50.250 49.000 50.250 +0.700 13 24 +12
Apr18 170905 50.375 50.375 50.375 50.375 +0.675 8 62 +8
May18 170905 50.450 50.450 50.450 50.450 +0.625 0 95 +0
Jun18 170905 49.625 50.500 49.625 50.500 +0.600 1 27 +1
Jul18 170905 50.525 50.525 50.525 50.525 +0.575 0 3 +0
Total Volume and Open Interest 17,272 7,977 -63
NY Harbor ULSD(NYM)
Oct17 170905 175.30 177.36 169.74 174.80 +0.12 120,309 101,331 -410
Nov17 170905 173.61 175.25 168.29 173.23 +0.19 64,490 65,407 +1,355
Dec17 170905 173.03 173.10 166.91 171.71 +0.20 71,160 58,122 -1,487
Jan18 170905 172.61 172.61 166.05 170.65 +0.29 28,358 38,141 -392
Feb18 170905 168.26 170.13 164.75 169.31 +0.35 17,927 19,446 -123
Mar18 170905 165.26 168.70 163.52 167.87 +0.43 11,965 21,688 +795
Apr18 170905 164.39 167.14 162.25 166.46 +0.45 3,796 9,819 +817
May18 170905 163.76 166.18 163.76 165.81 +0.42 2,225 8,504 +129
Jun18 170905 161.86 166.08 161.62 165.46 +0.37 5,977 24,367 +18
Jul18 170905 164.50 166.00 164.50 165.72 +0.38 778 2,077 +9
Aug18 170905 165.65 166.24 165.65 166.09 +0.42 563 2,265 +93
Sep18 170905 166.88 166.88 166.07 166.58 +0.46 535 1,924 -58
Oct18 170905 165.82 167.14 165.82 167.14 +0.49 272 870 +2
Nov18 170905 167.73 167.73 167.73 167.73 +0.52 306 2,048 +0
Total Volume and Open Interest 332,389 385,158 -10,493
RBOB Gasoline(NYM)
Oct17 170905 175.09 175.09 165.79 169.91 -4.88 190,777 129,687 +1,664
Nov17 170905 160.40 160.40 154.30 158.86 -1.30 131,153 91,937 +8,502
Dec17 170905 153.20 153.95 149.25 153.40 -0.18 75,396 60,237 -614
Jan18 170905 151.43 152.13 147.96 151.87 +0.18 28,610 42,357 +361
Feb18 170905 151.92 152.52 148.71 152.39 +0.33 11,555 13,068 -116
Mar18 170905 152.72 153.96 150.22 153.87 +0.39 10,389 21,409 -694
Apr18 170905 170.79 171.57 167.82 171.47 +0.34 2,849 12,859 +138
May18 170905 170.90 171.80 168.73 171.80 +0.23 1,287 5,621 +191
Jun18 170905 169.04 170.99 167.49 170.95 +0.15 1,389 10,366 +32
Jul18 170905 167.76 169.28 167.42 169.28 +0.10 155 2,311 -13
Total Volume and Open Interest 455,548 402,628 -3,750
e-miNY RBOB Gasoline(NYM)
Oct17 170905 169.90 169.91 169.90 169.90 -4.89      
Nov17 170905 158.90 158.90 158.86 158.90 -1.26      
Dec17 170905 153.40 153.40 153.40 153.40 -0.18      
Jan18 170905 151.90 151.90 151.87 151.90 +0.21      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct17 170905 3.013 3.059 2.965 2.972 -0.098 96,502 326,873 +3,410
Nov17 170905 3.093 3.129 3.037 3.044 -0.092 30,985 140,884 +2,977
Dec17 170905 3.238 3.265 3.180 3.189 -0.081 20,986 93,514 +1,346
Jan18 170905 3.333 3.363 3.278 3.287 -0.079 24,002 144,505 -64
Feb18 170905 3.333 3.355 3.275 3.285 -0.076 7,566 70,071 +648
Mar18 170905 3.287 3.312 3.236 3.244 -0.074 14,338 101,292 +1,144
Apr18 170905 2.922 2.945 2.902 2.911 -0.032 12,890 118,006 +1,900
May18 170905 2.896 2.903 2.864 2.875 -0.027 4,216 51,057 +876
Jun18 170905 2.918 2.927 2.891 2.901 -0.024 1,182 25,706 -52
Jul18 170905 2.941 2.954 2.918 2.927 -0.022 2,383 27,194 -133
Aug18 170905 2.943 2.954 2.921 2.931 -0.021 2,020 25,282 +36
Sep18 170905 2.921 2.935 2.896 2.907 -0.021 836 22,410 -75
Oct18 170905 2.941 2.954 2.916 2.926 -0.021 2,942 51,274 +281
Nov18 170905 3.000 3.000 2.964 2.975 -0.020 1,043 22,227 -144
Dec18 170905 3.126 3.126 3.093 3.102 -0.019 1,406 24,895 +249
Jan19 170905 3.196 3.198 3.174 3.184 -0.019 1,522 12,101 +12
Total Volume and Open Interest 228,452 1,306,005 +13,058
Brent Crude Oil(ICE)
Nov17 170905 52.30 53.66 52.09 53.38 +1.04 262,197 537,015 -21,491
Dec17 170905 52.26 53.62 52.13 53.36 +0.99 188,988 455,839 +15,385
Jan18 170905 52.39 53.65 52.22 53.41 +0.94 61,536 158,899 +4,953
Feb18 170905 52.51 53.73 52.36 53.50 +0.91 34,024 102,439 +2,696
Mar18 170905 52.60 53.81 52.49 53.59 +0.90 40,230 122,022 -2,078
Apr18 170905 52.69 53.85 52.58 53.65 +0.88 9,827 39,824 +1,582
May18 170905 52.77 53.90 52.66 53.71 +0.86 6,840 39,789 +1,577
Jun18 170905 52.84 53.97 52.74 53.77 +0.84 35,238 136,571 +2,079
Jul18 170905 52.95 53.93 52.90 53.85 +0.83 1,725 28,676 -311
Aug18 170905 53.91 53.91 53.91 53.91 +0.81 774 22,542 -118
Sep18 170905 53.94 53.94 53.94 53.94 +0.79 2,986 40,872 +510
Oct18 170905 54.03 54.03 53.98 53.98 +0.77 773 21,205 +87
Nov18 170905 54.03 54.03 54.03 54.03 +0.76 572 17,940 +91
Dec18 170905 53.29 54.25 53.16 54.07 +0.75 29,990 188,728 +805
Total Volume and Open Interest 682,843 2,282,009 +5,079
Gas Oil(ICE)
Sep17 170905 505.25 518.50 501.50 517.00 +12.50 42,963 101,280 -4,243
Oct17 170905 505.50 516.75 500.25 515.25 +12.00 108,309 224,375 -1,577
Nov17 170905 496.75 509.00 494.00 507.75 +10.75 57,221 90,991 +9,549
Dec17 170905 490.25 501.50 487.75 500.25 +9.75 89,431 130,242 +780
Jan18 170905 487.25 497.50 484.75 496.50 +9.25 23,299 51,823 +1,864
Feb18 170905 486.00 495.50 483.75 494.75 +8.75 13,526 37,698 +2,822
Mar18 170905 483.00 493.25 481.75 492.50 +8.25 19,365 34,044 +480
Apr18 170905 482.50 490.75 480.50 490.75 +8.25 4,277 17,612 +269
May18 170905 480.25 489.75 479.50 489.50 +8.25 4,076 13,098 +387
Jun18 170905 479.00 489.25 479.00 488.75 +8.25 16,855 41,030 -6,574
Total Volume and Open Interest 393,344 945,745 +5,396
Ethanol(CBOT)
Oct17 170905 1.500 1.510 1.499 1.505 +0.011 451 984 +106
Nov17 170905 1.465 1.465 1.465 1.465 +0.011 248 345 -6
Dec17 170905 1.435 1.446 1.435 1.446 +0.011 116 258 -1
Jan18 170905 1.423 1.423 1.423 1.423 +0.011 4 26 +1
Feb18 170905 1.435 1.435 1.435 1.435 +0.011 2 16 +1
Mar18 170905 1.466 1.466 1.466 1.466 +0.011 2 5 +1
Apr18 170905 1.525 1.525 1.525 1.525 +0.011 2 7 +1
May18 170905 1.525 1.525 1.525 1.525 +0.011      
Total Volume and Open Interest 883 1,708 +45
WTI Crude Oil(ICE)
Oct17 170905 47.40 48.98 47.37 48.56 +1.16 51,277 74,638 +619
Nov17 170905 47.93 49.42 47.87 48.99 +1.03 57,466 63,746 +953
Dec17 170905 48.38 49.74 48.30 49.35 +0.92 48,647 103,678 -607
Jan18 170905 48.73 50.04 48.73 49.72 +0.88 14,739 27,984 +621
Feb18 170905 49.13 50.27 49.12 49.98 +0.83 8,589 12,510 -165
Mar18 170905 49.34 50.41 49.34 49.97 +0.61 8,243 17,302 +570
Apr18 170905 49.80 50.49 49.80 50.16 +0.66 1,386 3,741 -223
May18 170905 50.16 50.45 50.10 50.40 +0.81 786 6,946 +216
Jun18 170905 49.63 50.56 49.63 50.21 +0.56 9,885 54,837 +2,339
Jul18 170905 50.52 50.52 50.52 50.52 +0.82 182 6,400 +91
Aug18 170905 50.54 50.54 50.54 50.54 +0.80 59 2,862 +4
Sep18 170905 50.57 50.57 50.57 50.57 +0.79 264 7,114 -1
Oct18 170905 50.60 50.60 50.60 50.60 +0.78 109 1,661 -80
Nov18 170905 50.63 50.63 50.63 50.63 +0.76 40 6,214 +0
Dec18 170905 49.90 50.69 49.87 50.58 +0.67 9,456 119,811 +344
Jan19 170905 50.65 50.67 50.65 50.65 +0.72 2 1,502 +0
Total Volume and Open Interest 212,364 578,224 +4,771
US Dollar Index(ICE)
Sep17 170905 92.610 92.695 92.145 92.225 -0.545 44,564 48,677 -260
Dec17 170905 92.395 92.445 91.910 91.985 -0.545 2,223 5,697 +498
Mar18 170905 91.945 91.945 91.740 91.760 -0.545 6 591 +5
Total Volume and Open Interest 46,796 55,294 +244
Australian Dollar(CME)
Sep17 170905 79.54 80.28 79.41 79.96 +0.28 112,195 149,791 -1,568
Dec17 170905 79.50 80.16 79.32 79.87 +0.29 1,087 6,784 +11
Mar18 170905 79.78 79.78 79.78 79.78 +0.28 0 219 +0
Total Volume and Open Interest 113,431 157,359 -1,574
British Pound(CME)
Sep17 170905 129.70 130.49 129.13 130.47 +0.86 105,712 218,815 -244
Dec17 170905 129.96 130.87 129.58 130.85 +0.86 2,096 5,213 +310
Mar18 170905 130.77 131.27 130.77 131.27 +0.86 28 343 -1
Total Volume and Open Interest 108,084 225,103 +158
Canadian Dollar(CME)
Sep17 170905 80.65 81.08 80.49 80.81 +0.08 112,396 188,675 +3,958
Dec17 170905 80.69 81.12 80.54 80.86 +0.08 2,388 6,275 +249
Mar18 170905 81.10 81.10 80.76 80.90 +0.09 14 629 -9
Jun18 170905 81.09 81.09 80.80 80.90 +0.08 1 163 +0
Total Volume and Open Interest 114,995 196,331 +4,258
Japanese Yen(CME)
Sep17 170905 91.19 92.12 91.02 92.10 +1.33 160,783 198,830 +628
Dec17 170905 91.62 92.51 91.43 92.50 +1.34 2,271 6,767 +94
Mar18 170905 92.00 92.99 92.00 92.99 +1.34 67 401 +53
Total Volume and Open Interest 163,523 206,474 +822
Swiss Franc(CME)
Sep17 170905 104.22 104.98 104.06 104.86 +1.13 36,924 41,070 +674
Dec17 170905 104.81 105.58 104.74 105.48 +1.14 508 871 +220
Mar18 170905 106.17 106.17 106.17 106.17 +1.14 0 43 +0
Total Volume and Open Interest 37,432 42,005 +894
EuroFX(CME)
Sep17 170905 118.90 119.49 118.76 119.27 +0.51 252,044 447,703 -4,983
Dec17 170905 119.41 120.06 119.34 119.85 +0.51 7,394 13,034 +446
Mar18 170905 120.29 120.53 120.29 120.49 +0.51 303 1,484 -48
Total Volume and Open Interest 264,037 464,843 -4,918
Mexican Peso(CME)
Sep17 170905 558.88 561.63 555.25 557.25 -3.00 50,875 233,643 -4,578
Oct17 170905 554.75 554.75 554.75 554.75 -3.00 2 21 -2
Total Volume and Open Interest 51,118 242,227 -4,454
Brazilian Real(CME)
Oct17 170905 317.25 320.25 317.00 319.85 +2.85 2,727 18,783 +706
Nov17 170905 319.90 319.90 318.40 318.40 +2.70 0 61 +0
Dec17 170905 317.10 317.10 317.10 317.10 +2.60 14 5,176 +0
Jan18 170905 315.95 315.95 315.95 315.95 +2.65 0 312 +0
Total Volume and Open Interest 2,741 24,632 -8,072
30-Year T-Bonds(CBOT)
Sep17 170905 156~270 158~160 156~150 158~090 +1~260 63,392 45,701 -27,793
Dec17 170905 155~190 157~070 155~050 157~000 +1~260 271,648 720,569 +6,372
Mar18 170905 156~020 156~080 156~020 156~020 +1~200 0 2 +0
Total Volume and Open Interest 335,040 766,272 -21,421
10-Year T-Notes(CBOT)
Sep17 170905 127~055 127~230 127~005 127~215 +0~230 252,047 190,812 -75,129
Dec17 170905 126~295 127~150 126~240 127~135 +0~240 1,384,311 3,235,554 +962
Mar18 170905 127~015 127~015 127~015 127~015 +0~240      
Total Volume and Open Interest 1,636,358 3,426,366 -74,167
5-Year T-Notes(CBOT)
Sep17 170905 118~244 119~030 118~230 119~024 +0~134 200,120 146,614 -42,381
Dec17 170905 118~166 118~270 118~134 118~262 +0~144 785,514 3,084,478 -2,075
Mar18 170905 118~184 118~184 118~184 118~184 +0~144      
Total Volume and Open Interest 985,634 3,231,092 -44,456
2 Year T-Notes(CBOT)
Sep17 170905 108~090 108~110 108~084 108~110 +0~034 117,657 53,560 -53,389
Dec17 170905 108~050 108~076 108~042 108~074 +0~040 336,608 1,440,292 +49,228
Mar18 170905 108~056 108~056 108~056 108~056 +0~040      
Total Volume and Open Interest 454,265 1,493,852 -4,161
Eurodollars(CME)
Sep17 170905 98.680 98.683 98.675 98.683 +0.005 123,880 1,359,470 +10,683
Dec17 170905 98.580 98.595 98.575 98.590 +0.015 163,090 2,025,949 +6,220
Mar18 170905 98.535 98.560 98.530 98.555 +0.030 133,425 1,177,311 +2,109
Jun18 170905 98.495 98.525 98.485 98.520 +0.045 139,261 1,089,349 +24,538
Sep18 170905 98.445 98.480 98.435 98.475 +0.050 161,908 1,050,077 +21,200
Dec18 170905 98.365 98.415 98.360 98.410 +0.060 199,088 1,563,810 +30,500
Mar19 170905 98.335 98.395 98.330 98.385 +0.070 133,740 1,007,344 +172
Jun19 170905 98.295 98.360 98.295 98.355 +0.075 112,826 762,207 +6,617
Sep19 170905 98.260 98.330 98.260 98.325 +0.080 93,847 717,739 +2,401
Dec19 170905 98.200 98.275 98.200 98.270 +0.085 97,148 859,350 +316
Mar20 170905 98.180 98.250 98.165 98.240 +0.090 65,881 445,963 +3,419
Jun20 170905 98.130 98.215 98.130 98.205 +0.090 60,982 370,384 +4,093
Sep20 170905 98.095 98.175 98.090 98.170 +0.095 41,208 261,470 +2,049
Dec20 170905 98.040 98.125 98.030 98.120 +0.100 43,954 344,269 +6,366
Mar21 170905 98.010 98.090 98.000 98.085 +0.100 26,252 207,406 +3,518
Jun21 170905 97.960 98.050 97.955 98.045 +0.100 28,190 138,473 +5,356
Sep21 170905 97.920 98.010 97.905 98.000 +0.100 17,671 110,472 +1,428
Dec21 170905 97.870 97.955 97.850 97.950 +0.100 25,063 116,430 -347
Total Volume and Open Interest 1,704,250 13,870,530 +130,793
Ultra T-Bond(CBOT)
Sep17 170905 169~11 171~15 168~23 171~08 +2~14 25,079 52,544 -8,556
Dec17 170905 168~07 170~16 167~22 170~08 +2~14 126,104 841,990 +10,712
Mar18 170905 169~08 169~08 169~08 169~08 +2~14      
Total Volume and Open Interest 151,183 894,534 +2,156
Ultra 10-Yr T-Note(CBOT)
Sep17 170905 136~300 137~255 136~255 137~230 +1~005 29,615 12,233 -7,047
Dec17 170905 136~150 137~070 136~055 137~040 +1~015 162,357 414,176 +16,548
Mar18 170905 137~040 137~040 137~040 137~040 +1~015      
Total Volume and Open Interest 191,972 426,409 +9,501
30 Day Federal Funds(CBOT)
Sep17 170905 98.845 98.848 98.845 98.845 unch 9,810 89,424 -598
Oct17 170905 98.845 98.850 98.840 98.845 unch 6,052 290,365 -230
Nov17 170905 98.840 98.845 98.835 98.840 +0.005 4,565 213,815 +1,226
Dec17 170905 98.800 98.810 98.795 98.810 +0.015 6,338 97,470 -921
Jan18 170905 98.760 98.780 98.755 98.775 +0.020 31,455 339,780 +13,215
Feb18 170905 98.765 98.780 98.755 98.775 +0.020 9,337 156,474 +3,944
Total Volume and Open Interest 108,295 1,618,077 -147,590
Japanese Govt Bonds(SGX)
Sep17 170904 151.27 151.30 151.21 151.25 +0.14 1,512 18,242 -153
Dec17 170904 151.06 151.09 151.02 151.04 +0.14 212 1,421 +83
Mar18 170904 151.04 151.04 151.04 151.04 +0.14      
Total Volume and Open Interest 1,724 19,663 -70
Euro-Buxl(EUREX)
Sep17 170905 167.10 169.28 166.44 168.50 +1.32 83,752 208,440 -11,194
Dec17 170905 165.52 167.80 164.90 166.94 +1.32 38,986 130,305 +38,246
Mar18 170905 165.10 165.10 165.10 165.10 +1.32      
Total Volume and Open Interest 122,738 338,745 +27,052
Euro-Bund(EUREX)
Sep17 170905 165.05 165.83 164.84 165.52 +0.48 959,778 1,643,934 -164,945
Dec17 170905 162.15 162.93 161.96 162.64 +0.48 397,281 1,144,804 +364,623
Mar18 170905 161.91 162.29 161.91 162.29 +0.48 6 34 +1
Total Volume and Open Interest 1,357,065 2,788,772 +199,679
Euro-Bobl(EUREX)
Sep17 170905 133.19 133.48 133.14 133.36 +0.16 693,980 1,384,334 -21,523
Dec17 170905 131.61 131.87 131.53 131.74 +0.15 388,236 1,000,356 +382,596
Mar18 170905 131.96 131.96 131.96 131.96 +0.16      
Total Volume and Open Interest 1,082,216 2,384,690 +361,073
Euro-Schatz(EUREX)
Sep17 170905 112.29 112.36 112.29 112.32 +0.03 542,138 1,402,615 -6,761
Dec17 170905 112.21 112.26 112.19 112.22 +0.01 359,060 960,732 +371,701
Mar18 170905 112.32 112.32 112.32 112.32 +0.03 0 2 +0
Total Volume and Open Interest 901,198 2,363,349 +364,940
3-Mth Euribor(EUREX)
Sep17 170905 100.330 100.330 100.330 100.330 unch 23 5,835 +0
Dec17 170905 100.330 100.330 100.330 100.330 +0.005 32 7,030 -9
Mar18 170905 100.320 100.320 100.320 100.320 +0.005 4 5,652 -447
Total Volume and Open Interest 505 39,795 -455
Long Gilt(LIFFE)
Sep17 170905 127~29 128~23 127~29 128~16 +0~14 7,566 132,685 -5,902
Dec17 170905 127~00 127~23 126~28 127~16 +0~14 166,912 694,021 +6,483
Total Volume and Open Interest 174,478 826,706 +581
3-Mth Short Sterling(LIFFE)
Sep17 170905 99.71 99.72 99.71 99.72 +0.01 24,428 438,032 +10,630
Dec17 170905 99.65 99.67 99.64 99.66 unch 40,138 455,948 +4,272
Mar18 170905 99.60 99.61 99.59 99.61 +0.01 43,749 370,360 -9,105
Jun18 170905 99.55 99.58 99.54 99.57 +0.02 98,418 323,958 -20,054
Sep18 170905 99.51 99.54 99.49 99.53 +0.02 97,897 311,400 +6,051
Dec18 170905 99.46 99.50 99.44 99.49 +0.03 52,839 398,329 +6,648
Total Volume and Open Interest 661,944 3,349,834 -23,745
3-Mth Euribor(LIFFE)
Sep17 170905 100.330 100.330 100.325 100.325 unch 23,826 401,451 -6,920
Dec17 170905 100.325 100.330 100.320 100.325 unch 49,186 456,803 +7,638
Mar18 170905 100.320 100.325 100.310 100.320 +0.005 58,483 441,635 -272
Total Volume and Open Interest 708,104 4,012,444 +17,945
3-Mth Aus T-Bills(SFE)
Sep17 170905 98.24 98.25 98.23 98.25 +0.01 7,837 63,045 -5,790
Dec17 170905 98.21 98.22 98.19 98.21 -0.01 24,414 237,905 +1,113
Mar18 170905 98.16 98.17 98.13 98.14 -0.02 21,862 182,168 -2,436
Jun18 170905 98.09 98.09 98.04 98.06 -0.03 19,479 159,138 -1,527
Sep18 170905 98.01 98.02 97.96 97.98 -0.04 14,605 120,940 -1,141
Dec18 170905 97.95 97.95 97.89 97.90 -0.05 8,887 88,801 -2,871
Mar19 170905 97.88 97.88 97.82 97.84 -0.05 10,395 66,685 +1,274
Jun19 170905 97.82 97.82 97.77 97.78 -0.05 5,390 53,797 +1,019
Sep19 170905 97.76 97.76 97.71 97.71 -0.06 1,143 5,957 +676
Dec19 170905 97.68 97.68 97.64 97.65 -0.06 151 2,776 +19
Total Volume and Open Interest 115,234 983,757 -9,664
10-Year Aus T-Bonds(SFE)
Sep17 170905 97.38 97.38 97.32 97.33 -0.05 124,539 1,049,411 -3,789
Dec17 170905 97.35 97.35 97.29 97.30 -0.05 858 3,999 +145
Total Volume and Open Interest 125,397 1,053,410 -3,644
3-Year Aus T-Bonds(SFE)
Sep17 170905 98.03 98.03 97.96 97.98 -0.05 140,336 1,112,822 -5,668
Dec17 170905 97.97 97.97 97.94 97.94 -0.05 208 6,923 -28
Total Volume and Open Interest 140,544 1,119,745 -5,696
Gold(CMX)
Oct17 170905 1338.0 1345.6 1327.4 1340.6 +14.0 13,332 45,451 -4,825
Dec17 170905 1339.7 1349.7 1331.1 1344.5 +14.1 312,013 421,666 +1,623
Feb18 170905 1340.2 1353.1 1337.0 1348.4 +14.2 921 27,929 -67
Apr18 170905 1347.2 1356.5 1342.1 1351.9 +14.2 978 6,622 -227
Jun18 170905 1350.5 1359.9 1346.8 1355.5 +14.3 397 9,656 +15
Aug18 170905 1354.4 1360.8 1346.3 1359.0 +14.3 30 7,244 +4
Oct18 170905 1358.7 1362.6 1358.7 1362.6 +14.3 0 2,631 +0
Dec18 170905 1360.2 1368.5 1360.1 1366.4 +14.4 396 8,273 -2
Feb19 170905 1370.0 1370.0 1370.0 1370.0 +14.4 101 108 +99
Apr19 170905 1373.5 1373.5 1373.5 1373.5 +14.3      
Jun19 170905 1366.0 1377.1 1366.0 1377.1 +14.2 0 773 +0
Total Volume and Open Interest 328,551 534,902 -3,529
Silver(CMX)
Sep17 170905 1778.0 1798.0 1777.5 1784.5 +12.6 21,198 4,103 -10,022
Dec17 170905 1788.0 1809.0 1783.5 1794.1 +12.5 88,593 156,730 +5,079
Mar18 170905 1797.5 1817.5 1797.5 1803.5 +12.6 1,252 9,594 +331
May18 170905 1821.0 1821.0 1809.6 1809.6 +12.7 66 2,742 +13
Jul18 170905 1815.7 1815.7 1815.7 1815.7 +12.7 27 1,482 +19
Sep18 170905 1824.0 1826.0 1821.5 1821.8 +12.7 47 422 +40
Dec18 170905 1832.0 1835.0 1831.3 1831.3 +12.7 66 1,736 +40
Total Volume and Open Interest 111,488 178,349 -4,473
Platinum(NYMEX)
Oct17 170905 1012.0 1018.0 1002.5 1009.0 unch 18,905 63,700 -1,085
Jan18 170905 1015.4 1021.0 1006.0 1012.4 unch 639 9,101 +120
Apr18 170905 1021.8 1023.4 1012.1 1016.8 +0.3 59 1,237 +45
Jul18 170905 1021.6 1021.6 1021.6 1021.6 +0.3 0 292 +0
Total Volume and Open Interest 19,603 74,350 -920
Palladium(NYMEX)
Sep17 170905 978.30 992.20 958.00 963.05 -18.10 1,495 287 -1,023
Dec17 170905 978.80 997.50 952.00 957.00 -20.10 4,591 33,844 +734
Mar18 170905 977.65 980.55 947.35 950.90 -17.80 27 585 +18
Total Volume and Open Interest 6,113 34,732 -271
Copper(CMX)
Sep17 170905 309.85 315.80 309.30 310.75 +0.95 15,355 8,980 -6,553
Dec17 170905 312.25 317.85 311.30 312.80 +1.00 77,576 222,574 +2,565
Mar18 170905 313.50 319.75 313.50 314.70 +0.95 5,662 45,372 +597
May18 170905 315.15 320.30 314.65 315.65 +0.85 1,899 13,478 +347
Jul18 170905 320.90 321.20 316.25 316.45 +0.75 455 5,425 -127
Total Volume and Open Interest 103,311 326,577 -2,827
E-mini DJIA Index(CBOT)
Sep17 170905 21885 21948 21703 21764 -216 114,407 150,918 +1,440
Dec17 170905 21899 21904 21661 21722 -219 629 1,600 +177
Mar18 170905 21840 21840 21687 21687 -219 1 35 +0
Jun18 170905 21700 21700 21656 21656 -219 0 2 +0
Total Volume and Open Interest 115,037 152,555 +1,617
S & P 500(CME)
Sep17 170905 2463.00 2471.00 2446.00 2459.70 -14.50 13,085 72,006 +2,006
Dec17 170905 2466.00 2467.30 2444.00 2457.90 -14.40 13 450 -12
Mar18 170905 2456.70 2456.70 2449.10 2456.70 -14.40      
Jun18 170905 2455.30 2455.30 2447.70 2455.30 -14.40      
Total Volume and Open Interest 13,098 72,456 +1,994
S & P 500 E-Mini(CME)
Sep17 170905 2461.25 2471.25 2445.50 2459.75 -14.50 1,752,826 3,208,773 +15,209
Dec17 170905 2460.25 2469.50 2443.75 2458.00 -14.25 42,085 147,656 +25,366
Mar18 170905 2459.00 2467.25 2443.00 2456.75 -14.25 270 9,908 +6
Jun18 170905 2455.25 2455.30 2444.25 2455.25 -14.50 8 466 +1
Total Volume and Open Interest 1,795,189 3,366,821 +40,582
NASDAQ 100 E-Mini(CME)
Sep17 170905 5956.50 5984.80 5889.50 5939.30 -49.00 273,833 293,170 +192
Dec17 170905 5973.80 5991.50 5897.00 5946.50 -48.80 2,923 4,040 +353
Mar18 170905 5983.00 5992.00 5908.50 5955.00 -48.80 14 55 +9
Total Volume and Open Interest 276,770 297,265 +554
S&P Midcap 400(CME) e-Mini
Sep17 170905 1728.30 1743.20 1710.70 1717.50 -19.20 13,379 87,051 +8
Dec17 170905 1738.30 1740.80 1710.30 1717.20 -18.70 2 11 +2
Mar18 170905 1713.90 1713.90 1713.90 1713.90 -18.70      
Total Volume and Open Interest 13,381 87,062 +10
Volatility Index(CBOE)
Sep17 170905 13.44 14.30 12.85 13.18 +0.55 119,676 237,875 -9,219
Oct17 170905 14.37 14.81 13.95 14.03 +0.25 69,645 151,164 +7,013
Nov17 170905 14.74 15.12 14.41 14.48 +0.23 18,233 53,345 -768
Dec17 170905 14.83 15.13 14.57 14.58 +0.15 13,314 56,867 +1,245
Total Volume and Open Interest 233,970 577,233 -1,601
S & P 600(CME)
Sep17 170905 838.20 838.20 838.20 838.20 -8.90      
Dec17 170905 835.00 835.00 835.00 835.00 -8.90      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Sep17 170905 1418.00 1419.50 1393.50 1401.20 -10.90 86,775 546,109 -5,670
Dec17 170905 1409.30 1417.80 1392.90 1400.30 -10.70 1,425 1,842 +1,233
Mar18 170905 1399.30 1399.30 1399.30 1399.30 -10.70 0 1 +0
Total Volume and Open Interest 88,200 547,954 -4,437
Nikkei 225(CME)
Sep17 170905 19510 19620 19270 19355 -340 13,291 32,596 -1,826
Dec17 170905 19400 19540 19190 19275 -340 3,466 2,651 +2,254
Total Volume and Open Interest 16,757 35,247 +428
Nikkei 225(SGX)
Sep17 170905 19400 19465 19395 19435 +5 80,209 236,384 +281
Dec17 170905 19270 19325 19270 19300 +10 8,432 15,667 +5,115
Mar18 170904 19260 19260 19260 19260 -265 0 205 +0
Total Volume and Open Interest 105,485 260,178 -3,432
Nikkei 225 Mini(JPX)
Sep17 170904 19710 19730 19450 19470 -220 957,014 548,996 -8,404
Dec17 170904 19575 19590 19315 19330 -220 49,728 36,534 -220
Mar18 170904 19520 19550 19275 19280 -220 823 3,745 +56
Total Volume and Open Interest 1,016,847 612,509 -8,432
Nikkei 225(JPX)
Sep17 170904 19710 19730 19450 19470 -220 81,581 355,190 -1,251
Dec17 170904 19580 19590 19310 19330 -220 6,680 45,170 +2,271
Mar18 170904 19510 19540 19280 19280 -220 53 3,345 -20
Total Volume and Open Interest 88,435 471,316 +996
Nikkei 225(CME) Yen
Sep17 170905 19450 19625 19265 19355 -335 43,274 56,705 +558
Dec17 170905 19430 19485 19130 19215 -340 711 1,133 +51
Mar18 170905 19175 19175 19175 19175 -340      
Total Volume and Open Interest 43,985 57,838 +609
Nikkei 225(CME) e-Mini Yen
Sep17 170905 19360 19360 19355 19360 -330 0 12 +0
Dec17 170905 19220 19220 19215 19220 -330      
Mar18 170905 19180 19180 19175 19180 -330      
Total Volume and Open Interest 0 12 +0
CAC 40(EURONEXT)
Sep17 170905 5101.5 5125.5 5047.5 5085.0 -18.0 129,358 344,736 +11,372
Oct17 170905 5102.5 5110.0 5036.0 5073.5 -18.0 59,902 51,491 +50,133
Nov17 170905 5069.5 5069.5 5069.5 5069.5 -18.0 0 2 +0
Dec17 170905 5087.0 5102.5 5038.0 5064.5 -17.5 26 15,013 +3
Total Volume and Open Interest 189,286 411,246 +61,508
Hang Seng Index(HKFE)
Sep17 170905 27759 27824 27628 27711 -45 101,179 145,902 -310
Oct17 170905 27748 27800 27620 27693 -45 974 1,202 +633
Total Volume and Open Interest 104,052 165,811 +761
DAX(EUREX)
Sep17 170905 12110.5 12209.0 12038.5 12117.0 +11.0 80,298 127,429 -8,963
Dec17 170905 12103.5 12195.5 12030.5 12106.5 +11.0 573 12,267 +187
Mar18 170905 12114.0 12168.0 12102.5 12102.5 +11.0 2 157 +9
Total Volume and Open Interest 80,873 139,853 -8,767
Mini-DAX(EUREX)
Sep17 170905 12116.0 12210.0 12038.0 12117.0 +11.0 24,577 13,472 -652
Dec17 170905 12106.0 12199.0 12043.0 12106.5 +11.0 116 669 +28
Mar18 170905 12103.0 12103.0 12046.0 12102.5 +11.0 2 49 +0
Total Volume and Open Interest 24,695 14,190 -624
DJ EuroSTOXX 50(EUREX)
Sep17 170905 3431 3448 3394 3421 -10 861,680 3,388,136 +41,374
Dec17 170905 3415 3433 3380 3407 -10 8,059 242,205 +49,629
Mar18 170905 3419 3419 3380 3394 -10 19 51,660 -2
Total Volume and Open Interest 869,758 3,682,002 +91,001
Swiss Market Index(EUREX)
Sep17 170905 8850 8926 8804 8865 +5 31,202 179,600 -5,596
Dec17 170905 8842 8893 8792 8840 +5 2,100 7,115 +460
Mar18 170905 8739 8739 8739 8739 +5 0 35 +0
Total Volume and Open Interest 33,302 186,750 -5,136
FT-SE 100(EURONEXT)
Sep17 170905 7422.00 7433.00 7327.50 7369.50 -41.00 71,178 760,714 +45
Dec17 170905 7380.50 7390.00 7291.00 7328.50 -40.50 934 14,129 +280
Mar18 170905 7264.50 7264.50 7264.50 7264.50 -41.00      
Total Volume and Open Interest 72,112 774,843 +325
SPI 200(SFE)
Sep17 170905 5677.0 5708.0 5644.0 5692.0 +12.0 27,086 251,024 -715
Dec17 170905 5669.0 5678.0 5634.0 5678.0 +13.0 169 1,872 +117
Mar18 170905 5631.0 5631.0 5631.0 5631.0 +13.0 0 1,477 +0
Total Volume and Open Interest 27,265 256,377 -588
FTSE MIB(ISE)
Sep17 170905 21800.00 21910.00 21545.00 21741.00 -45.00 19,853 30,559 -8
Dec17 170905 21710.00 21780.00 21470.00 21619.00 -45.00 41 211 +4
Mar18 170905 21539.00 21539.00 21539.00 21539.00 -45.00 0 1  
Total Volume and Open Interest 19,894 30,772  
KOSPI 200(KFE)
Sep17 170905 304.85 306.00 303.50 304.05 -0.80 191,953 282,351 +2,000
Dec17 170905 305.60 306.55 304.25 304.85 -0.75 2,277 56,846 +574
Mar18 170905 301.40 302.00 301.20 301.50 -1.75 9 9,716 +6
Total Volume and Open Interest 194,242 379,123 +2,581
GSCI(CME)
Sep17 170905 387.80 391.05 387.80 389.25 +3.10 1,313 13,714 -1,050
Oct17 170905 390.50 390.50 389.25 389.25 +3.05 725 1,020 +725
Nov17 170905 390.00 390.00 390.00 390.00 +3.05      
Total Volume and Open Interest 2,038 14,734 -325
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