Moore Research Center, Inc.

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

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed September 20, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 170920 966.00 974.00 964.75 970.00 +4.50 102,033 359,365 -2,461
Jan18 170920 976.50 984.25 975.25 980.50 +4.50 21,847 100,119 +2,064
Mar18 170920 985.75 993.25 984.50 989.75 +4.50 9,176 67,994 +1,124
May18 170920 994.00 1001.50 994.00 998.00 +4.50 3,697 39,413 +236
Jul18 170920 1000.75 1008.00 1000.25 1004.75 +4.50 4,398 64,208 +194
Aug18 170920 1005.00 1005.00 1004.75 1004.75 +3.50 50 2,147 -1
Sep18 170920 996.50 996.50 996.00 996.25 +4.00 87 922 +19
Nov18 170920 984.75 991.50 984.75 988.25 +3.50 2,266 30,537 +275
Jan19 170920 995.00 995.00 994.25 994.25 +3.25 20 227 +10
Mar19 170920 997.25 999.50 996.00 997.25 +3.25 71 300 +7
May19 170920 1000.50 1000.50 1000.50 1000.50 +3.25 0 53 +0
Jul19 170920 1004.75 1004.75 1001.00 1004.75 +3.25 0 109 +0
Aug19 170920 1001.25 1001.25 1001.25 1001.25 +3.25 0 14 +0
Sep19 170920 997.00 997.00 997.00 997.00 +3.25 0 21 +0
Total Volume and Open Interest 143,774 665,947 +1,516
Soybean Meal(CBOT)
Oct17 170920 305.00 308.40 304.50 306.30 +1.30 14,099 37,668 -136
Dec17 170920 308.70 312.20 308.30 310.10 +1.40 42,915 184,826 -555
Jan18 170920 310.50 314.00 310.20 312.10 +1.50 9,484 42,396 +460
Mar18 170920 313.80 316.70 313.10 315.00 +1.50 4,480 44,801 +47
May18 170920 316.50 319.20 316.50 317.40 +1.40 900 27,025 +43
Jul18 170920 318.80 321.30 318.30 319.70 +1.10 1,513 19,764 +84
Aug18 170920 320.30 321.80 319.90 320.20 +0.90 98 4,485 -1
Sep18 170920 319.60 321.80 319.60 320.00 +0.80 229 4,462 -5
Oct18 170920 317.70 319.80 317.20 317.90 +0.70 308 4,158 -47
Dec18 170920 318.10 320.40 317.30 318.10 +0.40 802 11,164 +75
Total Volume and Open Interest 75,082 383,301 +131
Soybean Oil(CBOT)
Oct17 170920 34.56 34.81 34.38 34.67 +0.15 22,481 41,095 -1,015
Dec17 170920 34.82 35.05 34.62 34.91 +0.15 52,367 209,974 -3,933
Jan18 170920 34.99 35.19 34.78 35.06 +0.14 12,571 54,451 +2,908
Mar18 170920 35.23 35.40 35.03 35.30 +0.14 5,795 54,296 +1,950
May18 170920 35.53 35.59 35.20 35.47 +0.13 1,210 32,336 -92
Jul18 170920 35.51 35.72 35.32 35.61 +0.14 1,500 27,278 +137
Aug18 170920 35.48 35.64 35.38 35.59 +0.16 69 3,577 +1
Sep18 170920 35.34 35.55 35.26 35.48 +0.19 79 2,041 +21
Oct18 170920 35.00 35.34 34.95 35.22 +0.20 115 2,267 +22
Dec18 170920 35.13 35.36 34.92 35.24 +0.23 422 13,587 +79
Total Volume and Open Interest 96,728 442,448 +134
Canola(WCE)
Nov17 170920 491.1 495.1 490.9 492.9 +0.8 8,920 116,273 +626
Jan18 170920 498.8 501.8 497.7 499.7 +0.9 3,745 50,437 +1,568
Mar18 170920 504.5 507.3 503.6 504.6 +0.1 715 13,773 +141
May18 170920 508.6 511.0 507.3 508.2 -0.3 127 2,953 +33
Jul18 170920 510.5 512.6 509.5 510.0 -0.5 123 2,484 +76
Total Volume and Open Interest 13,635 187,043 +2,448
Corn(CBOT)
Dec17 170920 348.00 351.50 347.25 350.00 +1.75 113,073 799,619 +750
Mar18 170920 360.50 364.00 360.00 362.50 +1.75 39,400 236,304 +1,591
May18 170920 369.00 372.50 368.50 371.00 +1.75 21,319 98,223 +4,070
Jul18 170920 375.75 379.00 375.25 377.75 +1.50 8,392 128,421 +1,697
Sep18 170920 382.50 385.50 382.25 384.00 +1.50 1,561 31,670 +23
Dec18 170920 391.25 394.00 390.25 392.75 +1.50 7,232 81,432 -1,091
Mar19 170920 401.50 404.00 401.50 403.00 +1.50 100 7,732 +48
May19 170920 406.00 409.00 406.00 408.25 +1.50 10 680 -1
Jul19 170920 410.50 413.50 410.25 412.75 +1.25 29 1,059 +18
Sep19 170920 408.00 408.00 407.25 407.25 +1.50 8 254 +7
Total Volume and Open Interest 191,280 1,387,310 +7,201
Wheat(CBOT)
Dec17 170920 443.25 450.75 442.75 449.75 +6.75 54,102 258,433 -3,757
Mar18 170920 463.75 470.25 463.00 469.75 +5.75 15,863 81,597 +189
May18 170920 477.00 484.00 477.00 483.25 +5.25 3,913 32,519 +261
Jul18 170920 488.25 495.25 488.25 494.50 +5.25 2,077 42,239 +13
Sep18 170920 502.75 509.00 501.00 508.50 +5.00 476 6,662 +94
Dec18 170920 522.25 526.25 521.75 526.25 +4.75 472 9,308 +107
Total Volume and Open Interest 76,934 433,250 -3,090
Wheat(KCBT)
Dec17 170920 442.25 449.75 442.00 448.00 +6.00 14,925 142,192 -224
Mar18 170920 459.75 467.25 459.75 466.00 +6.25 3,203 76,766 +447
May18 170920 473.50 480.00 472.75 478.75 +6.00 2,392 19,235 +1,096
Jul18 170920 491.00 496.25 490.75 495.75 +6.25 1,540 25,290 +25
Sep18 170920 512.00 514.25 511.50 514.00 +6.00 381 4,732 -163
Dec18 170920 533.25 538.00 533.25 538.00 +5.75 221 3,840 +43
Mar19 170920 552.75 552.75 541.00 552.75 +5.50 11 123 -1
Total Volume and Open Interest 22,690 272,328 +1,226
Wheat(MGE)
Dec17 170920 617.00 626.25 614.50 621.50 +4.25 2,851 43,135 +19
Mar18 170920 631.00 639.00 628.75 634.25 +3.25 912 21,831 +65
May18 170920 635.25 643.50 635.25 638.25 +2.00 268 7,307 -12
Jul18 170920 634.25 642.00 634.00 637.75 +2.75 630 5,696 +179
Sep18 170920 627.50 632.00 627.50 629.50 +1.25 359 2,773 +293
Dec18 170920 639.00 642.25 639.00 640.75 +1.25 4 1,076 +0
Total Volume and Open Interest 5,024 81,847 +544
Oats(CBOT)
Dec17 170920 241.50 249.00 241.00 246.25 +6.00 298 4,732 -77
Mar18 170920 248.00 255.75 248.00 252.25 +4.50 37 1,079 +1
May18 170920 250.00 254.50 250.00 251.50 +4.25 0 81 +0
Jul18 170920 248.25 248.25 243.00 248.25 +3.25 2 28 +0
Total Volume and Open Interest 337 5,920 -76
Rough Rice(CBOT)
Sep17 170914 12.52 12.52 12.52 12.52 -0.12 26 54 -36
Nov17 170920 12.80 12.81 12.69 12.81 +0.03 263 9,868 -29
Jan18 170920 13.00 13.06 12.95 13.06 +0.03 8 595 +0
Mar18 170920 13.25 13.25 13.25 13.25 +0.05 0 293 +0
Total Volume and Open Interest 271 10,758 -29
Live Cattle(CME)
Oct17 170920 108.050 110.980 107.785 110.950 +2.970 23,237 77,239 -5,667
Dec17 170920 113.400 116.400 113.035 116.250 +2.850 19,443 124,541 +3,310
Feb18 170920 117.050 119.350 116.930 119.050 +1.870 10,889 55,357 +729
Apr18 170920 119.550 121.535 119.550 121.430 +1.545 8,210 39,452 +1,690
Jun18 170920 112.200 113.930 112.200 113.830 +1.430 3,798 19,275 +626
Aug18 170920 109.730 111.600 109.730 111.385 +1.455 1,051 6,838 +274
Total Volume and Open Interest 66,827 325,913 +1,062
Feeder Cattle(CME)
Sep17 170920 151.400 154.130 151.380 153.985 +2.405 1,063 4,155 -195
Oct17 170920 152.850 157.300 152.700 157.285 +4.485 5,081 15,209 -123
Nov17 170920 152.985 157.630 152.985 157.550 +4.420 4,204 14,762 +702
Jan18 170920 149.735 153.300 149.600 153.080 +3.330 2,082 8,474 +456
Mar18 170920 146.935 149.900 146.800 149.735 +2.700 1,020 6,537 +51
Apr18 170920 147.235 149.750 146.900 149.650 +2.520 205 2,033 +45
May18 170920 146.880 149.500 146.750 149.350 +2.365 315 1,837 +133
Total Volume and Open Interest 14,030 53,168 +1,097
Lean Hogs(CME)
Oct17 170920 59.350 59.600 58.485 58.650 -1.480 20,703 65,180 -971
Dec17 170920 59.000 60.100 58.735 59.930 +0.195 19,689 104,454 +4,133
Feb18 170920 63.830 64.635 63.500 64.500 +0.115 7,521 44,841 +946
Apr18 170920 69.300 70.150 68.930 70.100 +0.200 3,974 29,068 +1,787
May18 170920 74.885 75.785 74.885 75.785 +0.205 38 956 +11
Jun18 170920 78.230 78.800 77.480 78.800 +0.250 581 14,248 +125
Jul18 170920 78.330 78.700 77.850 78.680 +0.200 304 3,895 +155
Aug18 170920 78.000 78.000 77.080 78.000 +0.115 116 2,008 +54
Total Volume and Open Interest 52,959 265,227 +6,253
Class III Milk(CME)
Sep17 170920 16.27 16.34 16.25 16.26 -0.01 269 5,118 -29
Oct17 170920 15.78 15.95 15.69 15.91 +0.14 292 4,636 +39
Nov17 170920 15.67 15.83 15.61 15.78 +0.10 102 3,833 +51
Dec17 170920 15.57 15.70 15.55 15.70 +0.10 166 3,481 +99
Jan18 170920 15.46 15.54 15.45 15.51 +0.07 31 1,510 +27
Feb18 170920 15.50 15.61 15.50 15.58 +0.06 26 1,356 +19
Mar18 170920 15.55 15.65 15.55 15.58 +0.02 26 1,285 +24
Apr18 170920 15.63 15.64 15.58 15.61 -0.03 16 1,005 +15
May18 170920 15.76 15.76 15.73 15.73 -0.06 42 989 +35
Jun18 170920 15.89 15.91 15.88 15.90 unch 34 919 +29
Jul18 170920 16.19 16.23 16.15 16.19 -0.01 17 403 +12
Aug18 170920 16.34 16.37 16.34 16.34 -0.01 14 419 +12
Sep18 170920 16.40 16.44 16.40 16.40 -0.02 14 378 +13
Total Volume and Open Interest 1,090 26,117 +385
Cocoa(ICE)
Dec17 170920 1966 2008 1964 1998 +33 20,771 143,084 -2,433
Mar18 170920 1983 2012 1976 2002 +27 7,498 60,179 -424
May18 170920 1992 2024 1990 2015 +26 2,163 20,622 -38
Jul18 170920 2004 2035 2003 2026 +25 732 12,151 +11
Sep18 170920 2015 2047 2015 2038 +25 262 8,933 +15
Dec18 170920 2040 2057 2040 2051 +27 453 7,866 +25
Mar19 170920 2043 2067 2043 2067 +27 18 6,195 +16
Total Volume and Open Interest 31,904 261,269 -2,824
Coffee "C"(ICE)
Sep17 170919 133.95 133.95 133.95 133.95 -5.00 7 30 -7
Dec17 170920 135.35 137.45 132.90 136.55 +1.20 25,795 104,907 -3,106
Mar18 170920 138.95 141.00 136.50 140.10 +1.20 7,383 43,955 -192
May18 170920 141.35 143.25 138.80 142.40 +1.20 2,938 18,997 -100
Jul18 170920 143.45 145.50 141.05 144.65 +1.25 2,107 10,351 -13
Sep18 170920 146.00 147.65 143.20 146.85 +1.30 1,047 6,900 -23
Total Volume and Open Interest 39,752 192,166 -3,359
Orange Juice(ICE)
Nov17 170920 152.05 156.85 152.05 154.70 +2.55 558 6,147 +32
Jan18 170920 153.50 155.35 152.00 153.50 +2.35 85 1,544 +11
Mar18 170920 154.90 155.50 153.45 153.45 +1.80 32 926 +21
May18 170920 154.50 154.55 154.50 154.55 +1.65 11 242 +11
Jul18 170920 156.30 156.30 156.30 156.30 +1.65 2 47 +2
Sep18 170920 157.60 157.60 157.60 157.60 +1.65 0 26 +0
Total Volume and Open Interest 688 8,932 +77
Sugar #11(ICE)
Oct17 170920 13.75 14.16 13.75 14.07 +0.31 97,206 134,589 -29,839
Mar18 170920 14.40 14.78 14.38 14.70 +0.33 121,869 394,662 +13,330
May18 170920 14.55 14.92 14.55 14.85 +0.33 28,793 111,253 -1,954
Jul18 170920 14.77 15.11 14.75 15.05 +0.32 6,288 57,977 +573
Oct18 170920 15.10 15.45 15.10 15.40 +0.30 2,110 44,065 +54
Mar19 170920 15.71 16.00 15.70 15.97 +0.30 810 21,462 +24
May19 170920 15.74 15.99 15.74 15.99 +0.29 100 4,218 +39
Jul19 170920 15.80 16.01 15.80 16.01 +0.28 191 4,897 +6
Total Volume and Open Interest 257,732 780,638 -17,571
London Cocoa(LCE)
Dec17 170920 1466 1483 1462 1480 +12 7,061 123,348 -441
Mar18 170920 1492 1504 1487 1501 +10 3,729 65,950 +926
May18 170920 1507 1518 1502 1516 +10 1,302 21,390 -52
Jul18 170920 1521 1533 1516 1531 +11 766 23,141 +270
Sep18 170920 1530 1545 1529 1543 +10 525 16,910 +14
Dec18 170920 1545 1561 1545 1558 +9 538 10,511 +202
Mar19 170920 1564 1574 1564 1574 +11 77 1,441 +8
Total Volume and Open Interest 14,023 263,126 +942
London Sugar(LCE)
Dec17 170920 367.20 373.50 367.20 371.00 +6.00 4,978 40,600 -10
Mar18 170920 377.40 382.50 376.70 379.60 +4.60 2,342 17,646 -116
May18 170920 387.20 393.00 387.20 390.30 +4.80 677 6,877 +171
Aug18 170920 398.50 400.40 396.60 399.50 +5.00 235 5,681 +120
Oct18 170920 403.80 406.40 402.30 405.50 +5.10 49 1,925 +18
Total Volume and Open Interest 8,290 73,553 +192
Cotton(ICE)
Oct17 170920 70.52 71.11 69.64 70.04 +0.06 45 151 -22
Dec17 170920 69.54 69.73 69.05 69.25 -0.02 14,524 139,056 -2,032
Mar18 170920 68.65 68.75 68.21 68.51 +0.21 5,764 71,013 -329
May18 170920 69.12 69.20 68.75 69.03 +0.26 811 8,778 -14
Jul18 170920 69.58 69.63 69.20 69.50 +0.27 323 5,459 +58
Oct18 170920 67.84 67.84 67.84 67.84 +0.24 0 1 +0
Total Volume and Open Interest 21,651 239,663 -2,293
Lumber(CME)
Nov17 170920 389.5 391.4 388.0 390.0 +8.2 330 4,456 -14
Jan18 170920 397.7 398.0 393.2 396.1 +5.8 71 944 -7
Mar18 170920 390.4 390.5 387.6 390.4 +5.1 6 139 +1
May18 170920 385.0 385.0 385.0 385.0 unch 2 13 +2
Total Volume and Open Interest 409 5,552 -18
Crude Oil(NYM)
Oct17 170920 49.84 50.65 49.75 50.41 +0.93 189,605 84,082 -33,082
Nov17 170920 50.27 51.11 50.13 50.69 +0.79 551,173 561,995 +13,937
Dec17 170920 50.54 51.41 50.46 51.04 +0.80 133,663 351,078 +3,247
Jan18 170920 50.81 51.60 50.70 51.29 +0.79 46,171 214,524 +656
Feb18 170920 50.97 51.73 50.90 51.46 +0.77 27,110 89,556 +1,722
Mar18 170920 51.13 51.79 51.01 51.56 +0.74 33,266 169,212 +2,404
Apr18 170920 51.19 51.80 51.04 51.60 +0.70 11,633 46,835 -2,176
May18 170920 51.20 51.72 51.13 51.50 +0.56 7,496 44,981 -438
Jun18 170920 51.12 51.75 51.05 51.54 +0.59 34,984 174,293 +125
Jul18 170920 51.13 51.61 51.13 51.45 +0.52 2,286 37,499 +233
Aug18 170920 51.30 51.54 51.07 51.38 +0.47 4,446 25,953 -1,758
Sep18 170920 51.03 51.48 51.03 51.28 +0.39 3,741 63,297 +737
Oct18 170919 51.28 51.32 50.49 50.88 -0.25 1,116 27,684 +101
Nov18 170920 50.88 51.36 50.88 51.34 +0.47 1,272 29,424 +204
Dec18 170920 50.99 51.45 50.88 51.27 +0.40 38,511 229,845 +2,150
Jan19 170919 50.83 50.83 50.83 50.83 -0.25 659 26,135 +407
Total Volume and Open Interest 1,255,408 2,400,293 -2,472
e-miNY Crude Oil(NYM)
Nov17 170920 50.275 51.125 50.125 50.700 +0.800 4,783 2,410 +565
Dec17 170920 50.575 51.400 50.500 51.050 +0.800 143 780 +28
Jan18 170920 50.825 51.550 50.800 51.300 +0.800 24 692 +0
Feb18 170920 51.000 51.450 51.000 51.450 +0.750 4 461 +1
Mar18 170920 51.550 51.550 51.550 51.550 +0.725 0 29 -3
Apr18 170920 51.600 51.600 51.600 51.600 +0.700 0 54 +0
May18 170919 50.950 50.950 50.950 50.950 -0.300 0 89 +0
Jun18 170920 51.400 51.600 51.400 51.600 +0.650 4 15 +4
Jul18 170920 51.550 51.550 51.550 51.550 +0.625 4 16 +4
Aug18 170919 50.900 50.900 50.900 50.900 -0.275 0 3 +0
Total Volume and Open Interest 10,337 8,739 -255
NY Harbor ULSD(NYM)
Oct17 170920 178.31 181.01 177.32 180.70 +3.44 35,164 68,163 -4,393
Nov17 170920 177.56 180.34 176.65 179.91 +3.36 30,596 110,057 -1
Dec17 170920 176.90 179.43 175.93 178.99 +3.21 22,061 78,873 +1,257
Jan18 170920 175.77 178.63 175.32 178.17 +3.05 14,279 51,100 +244
Feb18 170920 174.65 177.38 174.29 176.94 +2.88 8,464 21,621 +556
Mar18 170920 172.86 175.64 172.77 175.29 +2.74 9,437 29,471 +791
Apr18 170920 171.62 173.36 171.07 173.03 +2.52 2,558 16,408 +644
May18 170920 169.45 171.62 169.45 171.61 +2.38 1,310 9,676 +338
Jun18 170920 169.07 171.08 168.68 170.73 +2.26 4,260 23,782 +406
Jul18 170920 169.45 170.63 169.16 170.63 +2.15 94 2,878 -1
Aug18 170920 170.74 170.79 170.47 170.79 +2.03 60 2,173 +9
Sep18 170920 169.89 171.33 169.89 171.16 +1.94 119 3,488 -36
Oct18 170920 171.58 171.58 171.58 171.58 +1.86 105 1,291 +7
Nov18 170920 172.04 172.04 172.04 172.04 +1.79 52 1,971 -1
Total Volume and Open Interest 128,935 450,044 -137
RBOB Gasoline(NYM)
Oct17 170920 166.30 166.88 164.19 165.51 +0.01 49,663 63,962 -4,972
Nov17 170920 161.69 162.16 160.27 161.58 +0.99 45,210 145,364 +647
Dec17 170920 158.20 159.14 157.42 158.84 +1.66 25,676 80,141 -1,715
Jan18 170920 156.92 157.97 156.32 157.79 +1.96 10,500 45,963 +430
Feb18 170920 157.24 158.46 156.77 158.27 +2.02 4,288 16,787 +455
Mar18 170920 158.38 159.77 158.12 159.67 +2.03 3,204 29,247 +706
Apr18 170920 174.92 176.05 174.60 176.05 +1.90 1,567 15,005 +166
May18 170920 175.41 176.29 174.89 176.17 +1.75 1,605 6,213 -60
Jun18 170920 174.26 175.27 173.95 175.20 +1.76 1,545 8,975 -243
Jul18 170920 172.13 173.07 172.13 173.07 +1.39 532 3,106 -7
Total Volume and Open Interest 145,672 429,877 -4,548
e-miNY RBOB Gasoline(NYM)
Oct17 170920 165.50 166.90 165.50 165.50 unch 1 1 +0
Nov17 170920 161.60 161.60 161.58 161.60 +1.01      
Dec17 170920 158.80 158.84 158.80 158.80 +1.62      
Jan18 170920 157.80 157.80 157.79 157.80 +1.97      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Oct17 170920 3.118 3.148 3.077 3.082 -0.040 209,884 119,418 -14,308
Nov17 170920 3.171 3.203 3.136 3.141 -0.034 107,178 264,833 +15,403
Dec17 170920 3.315 3.341 3.280 3.282 -0.037 31,954 113,520 +232
Jan18 170920 3.414 3.437 3.380 3.384 -0.035 46,774 145,036 +289
Feb18 170920 3.419 3.435 3.383 3.386 -0.033 17,903 86,390 +75
Mar18 170920 3.368 3.386 3.337 3.341 -0.029 37,221 107,105 +1,099
Apr18 170920 2.985 2.990 2.974 2.986 unch 28,510 120,971 -1,222
May18 170920 2.937 2.952 2.936 2.948 +0.001 13,985 65,094 +1,316
Jun18 170920 2.966 2.974 2.962 2.971 +0.001 6,219 34,868 +1,434
Jul18 170920 2.988 2.997 2.985 2.994 +0.001 5,248 30,507 +1,128
Aug18 170920 2.991 2.999 2.987 2.996 unch 3,054 27,094 +131
Sep18 170920 2.975 2.979 2.967 2.975 unch 4,073 28,764 +582
Oct18 170920 2.992 3.000 2.986 2.998 +0.001 9,317 58,185 +1,550
Nov18 170920 3.040 3.048 3.034 3.047 +0.001 2,715 26,492 +714
Dec18 170920 3.173 3.180 3.168 3.179 -0.001 1,986 27,276 +451
Jan19 170920 3.261 3.267 3.257 3.266 -0.001 1,552 15,895 +72
Total Volume and Open Interest 530,208 1,332,910 +8,850
Brent Crude Oil(ICE)
Nov17 170920 55.35 56.48 55.26 56.29 +1.15 278,120 295,959 -40,148
Dec17 170920 55.09 56.11 55.02 55.93 +1.03 286,385 563,891 +2,447
Jan18 170920 54.89 55.85 54.84 55.68 +0.96 115,342 282,641 +25,698
Feb18 170920 54.78 55.69 54.74 55.53 +0.90 48,671 122,862 -2,885
Mar18 170920 54.72 55.60 54.70 55.44 +0.85 43,514 160,008 +1,531
Apr18 170920 54.77 55.51 54.67 55.37 +0.80 17,093 43,634 +162
May18 170920 54.71 55.44 54.69 55.32 +0.75 7,978 41,400 +444
Jun18 170920 54.70 55.40 54.66 55.27 +0.71 35,071 149,707 +3,501
Jul18 170920 54.82 55.29 54.74 55.25 +0.68 1,292 31,754 -449
Aug18 170920 54.69 55.22 54.69 55.22 +0.64 1,612 23,977 -970
Sep18 170920 55.17 55.17 55.17 55.17 +0.60 2,361 42,655 +822
Oct18 170920 55.14 55.14 55.14 55.14 +0.57 705 20,084 -820
Nov18 170920 55.13 55.13 55.13 55.13 +0.55 936 19,275 -651
Dec18 170920 54.66 55.22 54.64 55.12 +0.53 32,051 190,399 +1,380
Total Volume and Open Interest 884,549 2,374,096 -10,271
Gas Oil(ICE)
Oct17 170920 528.75 539.75 525.75 537.00 +8.50 83,207 220,974 +2,006
Nov17 170920 523.00 532.75 520.50 530.25 +7.75 64,702 179,002 +9,566
Dec17 170920 515.75 523.75 513.25 521.50 +7.00 67,821 135,617 +2,178
Jan18 170920 511.25 518.75 510.00 517.25 +6.50 15,415 59,401 -841
Feb18 170920 508.75 516.00 508.00 514.50 +6.25 11,845 45,808 +2,514
Mar18 170920 505.75 512.75 505.25 511.25 +5.75 11,059 42,278 -258
Apr18 170920 503.50 508.75 502.75 508.50 +5.50 2,797 22,982 +349
May18 170920 502.75 507.25 501.50 506.75 +5.00 1,178 16,197 +202
Jun18 170920 501.00 506.50 499.75 505.25 +4.50 5,347 42,998 -44
Jul18 170920 501.50 506.75 500.25 505.50 +4.25 643 11,553 -201
Total Volume and Open Interest 271,575 981,632 +16,612
Ethanol(CBOT)
Oct17 170920 1.559 1.559 1.529 1.538 -0.019 136 526 -58
Nov17 170920 1.498 1.505 1.479 1.490 -0.011 15 488 +4
Dec17 170920 1.467 1.470 1.455 1.460 -0.011 0 218 +0
Jan18 170920 1.433 1.433 1.433 1.433 -0.011 0 23 +0
Feb18 170920 1.443 1.443 1.443 1.443 -0.011 0 16 +0
Mar18 170920 1.466 1.466 1.466 1.466 -0.011 0 4 +0
Apr18 170920 1.486 1.486 1.486 1.486 -0.011 0 7 +0
May18 170920 1.486 1.486 1.486 1.486 -0.011      
Total Volume and Open Interest 151 1,284 -54
WTI Crude Oil(ICE)
Nov17 170920 50.25 51.11 50.14 50.69 +0.79 63,891 79,017 +1,440
Dec17 170920 50.52 51.41 50.48 51.04 +0.80 46,840 113,172 +2,468
Jan18 170920 50.76 51.61 50.73 51.29 +0.79 16,483 31,416 +447
Feb18 170920 51.01 51.73 50.91 51.46 +0.77 8,693 24,049 +1,401
Mar18 170920 51.23 51.75 51.01 51.56 +0.74 6,570 24,868 +1,268
Apr18 170920 51.36 51.77 51.15 51.60 +0.70 874 4,369 -37
May18 170920 51.39 51.80 51.29 51.60 +0.66 407 6,065 -290
Jun18 170920 51.35 51.68 51.16 51.58 +0.63 5,108 57,298 +684
Jul18 170920 51.41 51.53 51.41 51.53 +0.60 123 6,660 -32
Aug18 170920 51.48 51.48 51.48 51.48 +0.57 104 5,654 +3
Sep18 170920 51.43 51.43 51.43 51.43 +0.54 302 8,236 -46
Oct18 170920 51.39 51.39 51.39 51.39 +0.51 79 1,786 -27
Nov18 170920 51.36 51.36 51.36 51.36 +0.49 6 6,408 +0
Dec18 170920 50.99 51.43 50.99 51.33 +0.46 6,828 126,127 +24
Jan19 170920 51.26 51.26 51.26 51.26 +0.43 42 1,666 +0
Feb19 170920 51.20 51.20 51.20 51.20 +0.41 20 481 +8
Total Volume and Open Interest 186,243 594,809 -1,954
US Dollar Index(ICE)
Dec17 170920 91.620 92.495 91.215 92.295 +0.735 18,269 40,524 +1,349
Mar18 170920 91.275 92.215 91.000 92.050 +0.740 14 756 +8
Jun18 170920 90.905 91.820 90.905 91.820 +0.740 10 397 +10
Total Volume and Open Interest 18,293 41,677 -11,582
Australian Dollar(CME)
Dec17 170920 79.98 80.96 79.78 80.05 +0.02 90,936 157,156 +777
Mar18 170920 80.00 80.00 79.96 79.96 +0.01 31 344 +7
Jun18 170920 79.86 79.86 79.86 79.86 unch 0 17 +0
Total Volume and Open Interest 92,228 158,614 -72,605
British Pound(CME)
Dec17 170920 135.48 136.95 134.87 135.19 -0.41 156,007 197,426 -722
Mar18 170920 136.43 136.44 135.40 135.55 -0.41 12 1,935 -2
Jun18 170920 135.89 136.10 135.89 135.89 -0.42 0 209 +0
Total Volume and Open Interest 156,763 200,552 -71,315
Canadian Dollar(CME)
Dec17 170920 81.42 82.02 80.75 80.99 -0.54 87,823 174,813 +828
Mar18 170920 81.51 82.00 80.87 80.99 -0.55 120 1,066 +44
Jun18 170920 80.97 81.88 80.97 80.97 -0.56 11 343 -9
Sep18 170920 80.95 80.95 80.95 80.95 -0.56 0 53 +0
Total Volume and Open Interest 101,983 295,333 -2,784
Japanese Yen(CME)
Dec17 170920 89.98 90.38 89.22 89.38 -0.69 127,436 181,283 -1,288
Mar18 170920 90.41 90.69 89.72 89.83 -0.69 79 817 +9
Jun18 170920 90.28 90.84 90.28 90.28 -0.71 2 47 +2
Total Volume and Open Interest 128,205 183,549 -47,333
Swiss Franc(CME)
Dec17 170920 104.50 104.88 103.49 103.66 -0.82 24,140 35,126 +346
Mar18 170920 104.34 104.34 104.34 104.34 -0.82 0 122 +0
Jun18 170920 105.78 105.78 105.01 105.01 -0.83 0 20 +0
Total Volume and Open Interest 24,140 35,269 -7,582
EuroFX(CME)
Dec17 170920 120.55 120.93 119.18 119.47 -1.08 161,099 417,069 +2,795
Mar18 170920 121.17 121.50 119.84 120.11 -1.09 243 2,201 +142
Jun18 170920 121.75 121.86 120.76 120.76 -1.10 5 1,165 +0
Total Volume and Open Interest 165,286 423,955 -102,133
Mexican Peso(CME)
Oct17 170920 563.00 563.00 559.00 559.00 -1.50 13 24 -7
Nov17 170920 556.50 556.50 556.50 556.50 -1.50 0 40 +0
Total Volume and Open Interest 38,688 215,988 -60,602
Brazilian Real(CME)
Oct17 170920 319.00 320.55 318.25 318.70 +0.20 1,646 26,342 +957
Nov17 170920 317.60 318.70 317.25 317.40 +0.20 50 119 +50
Dec17 170920 316.25 318.35 316.25 316.25 +0.35 1 4,113 +0
Jan18 170920 314.95 314.95 314.95 314.95 +0.30 0 312 +0
Total Volume and Open Interest 1,697 31,186 +1,007
30-Year T-Bonds(CBOT)
Sep17 170920 155~150 155~200 155~080 155~110 -0~020 1,506 8,340 -822
Dec17 170920 154~020 154~140 153~160 153~240 -0~120 182,233 724,785 +2,979
Mar18 170920 152~170 152~280 152~120 152~150 -0~180 3 3 +1
Total Volume and Open Interest 183,742 733,128 +2,158
10-Year T-Notes(CBOT)
Sep17 170920 126~100 126~140 126~095 126~110 +0~020 4,782 60,209 -2,335
Dec17 170920 125~305 126~055 125~170 125~200 -0~115 793,121 3,253,861 +6,131
Mar18 170920 125~225 125~225 125~085 125~095 -0~120 13 11 +11
Total Volume and Open Interest 797,916 3,314,081 +3,807
5-Year T-Notes(CBOT)
Sep17 170920 118~092 118~112 117~316 118~010 -0~070 4,295 26,636 -3,581
Dec17 170920 117~284 118~006 117~186 117~206 -0~080 445,517 2,989,105 -31,085
Mar18 170920 117~130 117~130 117~130 117~130 -0~080      
Total Volume and Open Interest 449,812 3,015,741 -34,666
2 Year T-Notes(CBOT)
Sep17 170920 108~054 108~054 108~022 108~026 -0~020 2,374 13,920 -1,526
Dec17 170920 107~312 108~004 107~276 107~284 -0~026 247,303 1,487,164 +19,895
Mar18 170920 107~266 107~266 107~266 107~266 -0~026      
Total Volume and Open Interest 249,677 1,501,084 +18,369
Eurodollars(CME)
Dec17 170920 98.525 98.545 98.495 98.505 -0.025 299,706 2,088,401 -3,084
Mar18 170920 98.435 98.460 98.400 98.410 -0.030 178,664 1,247,318 +12,462
Jun18 170920 98.365 98.390 98.315 98.325 -0.040 164,033 1,162,177 -8,054
Sep18 170920 98.305 98.330 98.245 98.255 -0.050 169,156 951,138 -21,140
Dec18 170920 98.225 98.255 98.160 98.170 -0.055 249,796 1,607,833 -866
Mar19 170920 98.180 98.210 98.115 98.125 -0.055 160,849 1,077,311 +3,351
Jun19 170920 98.145 98.175 98.075 98.085 -0.055 129,770 764,300 -6,747
Sep19 170920 98.110 98.135 98.035 98.050 -0.055 145,945 707,726 -23,596
Dec19 170920 98.050 98.080 97.975 97.990 -0.055 136,664 932,737 +19,124
Mar20 170920 98.015 98.045 97.945 97.960 -0.055 79,956 460,756 -5,611
Jun20 170920 97.980 98.010 97.915 97.930 -0.050 60,917 360,265 -11,700
Sep20 170920 97.945 97.970 97.880 97.895 -0.050 69,291 260,479 +11,184
Dec20 170920 97.895 97.920 97.830 97.845 -0.050 46,664 323,861 -4,960
Mar21 170920 97.860 97.890 97.795 97.815 -0.045 30,996 216,492 +1,039
Jun21 170920 97.825 97.845 97.755 97.775 -0.045 18,156 148,187 -540
Sep21 170920 97.775 97.800 97.715 97.735 -0.045 22,285 95,899 +138
Dec21 170920 97.725 97.750 97.665 97.685 -0.045 21,189 131,283 +1,501
Mar22 170920 97.690 97.715 97.635 97.655 -0.040 15,537 76,379 +1,298
Total Volume and Open Interest 2,089,732 12,922,557 -1,202,074
Ultra T-Bond(CBOT)
Sep17 170920 167~25 167~25 167~15 167~15 -0~03 1,437 4,441 -1,215
Dec17 170920 166~13 167~00 165~25 166~05 -0~10 69,211 822,963 -4,196
Mar18 170920 165~05 165~05 165~05 165~05 -0~10      
Total Volume and Open Interest 70,648 827,404 -5,411
Ultra 10-Yr T-Note(CBOT)
Sep17 170920 135~290 136~015 135~285 135~285 +0~010 452 714 -170
Dec17 170920 135~060 135~150 134~210 134~250 -0~140 52,274 417,352 +88
Mar18 170920 134~250 134~250 134~250 134~250 -0~140      
Total Volume and Open Interest 52,726 418,066 -82
30 Day Federal Funds(CBOT)
Sep17 170920 98.845 98.848 98.842 98.845 unch 12,501 88,642 +2,764
Oct17 170920 98.840 98.850 98.840 98.845 unch 7,171 256,705 -3,044
Nov17 170920 98.835 98.840 98.830 98.840 unch 7,211 210,257 -2,770
Dec17 170920 98.770 98.780 98.750 98.755 -0.015 10,144 90,107 -1,758
Jan18 170920 98.705 98.730 98.680 98.685 -0.030 55,078 370,847 -3,446
Feb18 170920 98.700 98.720 98.675 98.680 -0.025 10,476 159,988 -111
Total Volume and Open Interest 171,460 1,675,360 -14,246
Japanese Govt Bonds(SGX)
Dec17 170919 150.76 150.87 150.62 150.75 -0.08 1,543 18,727 -303
Mar18 170919 150.75 150.75 150.75 150.75 -0.08      
Jun18 170919 150.75 150.75 150.75 150.75 -0.08      
Total Volume and Open Interest 1,543 18,727 -303
Euro-Buxl(EUREX)
Dec17 170920 163.10 164.04 162.74 163.74 +0.50 33,740 216,089 +1,688
Mar18 170920 162.10 162.10 162.10 162.10 +0.74 0 1 +0
Jun18 170920 162.10 162.10 162.10 162.10 +0.74      
Total Volume and Open Interest 33,740 216,090 +1,688
Euro-Bund(EUREX)
Dec17 170920 161.07 161.41 160.76 161.32 +0.23 553,500 1,908,971 +515
Mar18 170920 160.84 160.84 160.84 160.84 +0.23 67 744 +170
Jun18 170920 158.05 158.05 158.05 158.05 +0.23 1 1 +0
Total Volume and Open Interest 553,568 1,909,716 +685
Euro-Bobl(EUREX)
Dec17 170920 131.19 131.27 131.02 131.24 +0.07 374,042 1,490,338 -5,308
Mar18 170920 131.76 131.76 131.76 131.76 +0.07 0 12 +0
Jun18 170920 131.76 131.76 131.76 131.76 +0.07      
Total Volume and Open Interest 374,042 1,490,350 -5,308
Euro-Schatz(EUREX)
Dec17 170920 112.13 112.14 112.07 112.12 +0.01 192,871 1,336,397 -15,070
Mar18 170920 112.04 112.04 112.04 112.04 +0.01 0 2 +0
Jun18 170920 112.04 112.04 112.04 112.04 +0.01      
Total Volume and Open Interest 192,871 1,336,399 -15,070
3-Mth Euribor(EUREX)
Sep17 170918 100.330 100.330 100.330 100.330 unch 0 5,235 +0
Dec17 170920 100.320 100.320 100.320 100.320 unch 1,126 8,250 +0
Mar18 170920 100.305 100.310 100.305 100.310 unch 500 6,136 +0
Total Volume and Open Interest 1,676 36,158 -14
Long Gilt(LIFFE)
Sep17 170920 125~01 125~06 124~31 125~04 -0~02 4,091 88,589 -2,232
Dec17 170920 124~00 124~12 123~26 124~04 -0~02 189,907 670,478 -11,242
Total Volume and Open Interest 193,998 759,068 -13,474
3-Mth Short Sterling(LIFFE)
Sep17 170920 99.67 99.68 99.66 99.68 +0.01 19,120 342,081 -3,174
Dec17 170920 99.45 99.46 99.44 99.46 +0.01 148,237 540,856 +10,391
Mar18 170920 99.33 99.35 99.31 99.34 +0.01 163,259 411,485 -1,828
Jun18 170920 99.25 99.26 99.22 99.25 +0.01 133,901 381,032 +6,540
Sep18 170920 99.19 99.20 99.16 99.19 unch 129,533 338,354 -1,223
Dec18 170920 99.14 99.15 99.11 99.14 +0.01 151,799 362,324 -13,972
Total Volume and Open Interest 1,275,617 3,531,765 -11,563
3-Mth Euribor(LIFFE)
Dec17 170920 100.320 100.325 100.320 100.320 -0.005 44,189 430,143 -5,711
Mar18 170920 100.305 100.310 100.305 100.310 unch 49,293 446,653 -3,218
Jun18 170920 100.285 100.290 100.285 100.290 unch 48,512 395,255 +2,382
Total Volume and Open Interest 748,108 3,766,279 -324,819
3-Mth Aus T-Bills(SFE)
Dec17 170920 98.21 98.22 98.20 98.21 unch 33,628 231,213 -1,088
Mar18 170920 98.10 98.12 98.09 98.11 unch 61,809 199,520 -170
Jun18 170920 97.99 98.01 97.98 97.99 -0.01 47,111 177,806 +1,235
Sep18 170920 97.88 97.90 97.86 97.88 -0.01 30,559 150,460 -971
Dec18 170920 97.77 97.79 97.76 97.78 unch 21,798 99,934 +4,097
Mar19 170920 97.68 97.69 97.66 97.68 unch 12,430 74,102 +2,198
Jun19 170920 97.58 97.61 97.56 97.59 unch 7,580 55,100 -742
Sep19 170920 97.50 97.52 97.47 97.50 unch 5,803 21,443 +2,380
Dec19 170920 97.43 97.44 97.40 97.42 -0.01 89 2,960 +61
Mar20 170920 97.36 97.36 97.35 97.35 -0.01 95 2,101 -1
Total Volume and Open Interest 221,355 1,016,746 +7,384
10-Year Aus T-Bonds(SFE)
Dec17 170920 97.15 97.18 97.12 97.14 -0.02 103,740 982,994 +13,510
Mar18 170920 97.13 97.13 97.13 97.13 -0.01 1 1 +1
Total Volume and Open Interest 103,741 982,995 -48,904
3-Year Aus T-Bonds(SFE)
Dec17 170920 97.79 97.81 97.75 97.78 -0.01 209,637 1,040,853 +36,598
Mar18 170920 97.76 97.76 97.76 97.76 -0.03      
Total Volume and Open Interest 209,637 1,040,853 -57,367
Gold(CMX)
Oct17 170920 1310.7 1315.7 1295.9 1312.5 +5.8 10,631 35,413 -3,464
Dec17 170920 1314.7 1319.8 1299.8 1316.4 +5.8 271,326 448,496 -230
Feb18 170920 1318.8 1323.5 1304.4 1320.5 +5.7 1,665 39,207 +490
Apr18 170920 1323.3 1327.3 1307.8 1324.4 +5.7 770 8,965 +296
Jun18 170920 1328.7 1331.3 1312.6 1328.2 +5.7 1,352 9,932 +487
Aug18 170920 1334.1 1334.1 1318.4 1332.0 +5.7 916 8,711 -303
Oct18 170920 1335.5 1337.0 1321.1 1335.8 +5.7 340 3,164 +100
Dec18 170920 1340.2 1341.8 1325.0 1339.7 +5.6 803 10,607 +203
Feb19 170920 1343.7 1343.7 1340.2 1343.7 +5.6 1 130 +1
Apr19 170920 1347.8 1347.8 1347.8 1347.8 +5.7 0 1 +0
Jun19 170920 1351.9 1351.9 1350.4 1351.9 +5.7 1 1,029 -1
Total Volume and Open Interest 288,029 571,011 -2,472
Silver(CMX)
Sep17 170920 1725.5 1734.0 1701.0 1725.1 +5.6 208 486 -115
Dec17 170920 1734.5 1744.5 1701.0 1733.4 +5.5 86,394 156,584 -105
Mar18 170920 1746.0 1753.5 1711.5 1743.1 +5.4 3,236 20,132 +668
May18 170920 1755.5 1756.5 1734.0 1749.7 +5.0 362 6,180 -50
Jul18 170920 1757.0 1757.0 1755.0 1756.3 +4.6 293 2,691 +255
Sep18 170920 1769.5 1769.5 1750.5 1763.1 +4.3 41 2,337 +1
Dec18 170920 1772.0 1775.5 1748.0 1772.9 +4.0 84 3,282 +11
Total Volume and Open Interest 90,860 193,459 +694
Platinum(NYMEX)
Oct17 170920 953.5 960.0 935.8 945.4 -5.8 15,958 52,485 -2,798
Jan18 170920 958.7 963.5 939.9 949.4 -5.6 3,367 22,132 +1,698
Apr18 170920 964.7 965.0 944.9 953.6 -5.6 216 2,527 +93
Jul18 170920 958.5 958.6 958.5 958.6 -5.6 0 292 +0
Total Volume and Open Interest 19,541 77,442 -1,007
Palladium(NYMEX)
Sep17 170920 909.05 911.55 909.05 911.55 +5.85 0 12 +0
Dec17 170920 906.75 913.45 898.10 910.15 +5.85 2,766 31,431 +231
Mar18 170920 903.55 906.25 894.95 904.30 +5.45 48 1,048 +14
Total Volume and Open Interest 2,815 32,518 +246
Copper(CMX)
Sep17 170920 295.65 296.65 293.60 294.95 unch 1,051 2,112 -527
Dec17 170920 297.70 299.30 295.35 296.90 -0.05 89,264 192,097 -4,075
Mar18 170920 299.55 301.20 297.30 298.80 -0.05 6,502 44,145 +509
May18 170920 301.10 301.65 298.65 300.00 -0.10 1,996 18,521 -621
Jul18 170920 301.60 301.60 300.45 301.05 -0.15 608 6,314 -61
Total Volume and Open Interest 101,100 295,769 -4,939
E-mini DJIA Index(CBOT)
Dec17 170920 22344 22389 22274 22376 +40 106,599 151,889 -1,661
Mar18 170920 22305 22348 22262 22346 +42 50 135 +26
Jun18 170920 22275 22315 22251 22315 +42 0 4 +0
Sep18 170920 22278 22278 22278 22278 +42      
Total Volume and Open Interest 106,649 152,028 -1,635
S & P 500(CME)
Dec17 170920 2502.30 2507.00 2494.80 2505.20 +0.50 2,376 41,536 +1,771
Mar18 170920 2504.40 2505.90 2493.90 2504.40 +0.50 0 26 +0
Jun18 170920 2503.40 2504.90 2492.90 2503.40 +0.50      
Sep18 170920 2503.20 2504.70 2492.70 2503.20 +0.50      
Total Volume and Open Interest 2,376 41,562 +1,771
S & P 500 E-Mini(CME)
Dec17 170920 2503.75 2507.25 2494.00 2505.25 +0.50 1,090,827 3,107,021 +18,990
Mar18 170920 2502.00 2506.00 2493.75 2504.50 +0.50 834 11,697 +10
Jun18 170920 2504.75 2504.75 2493.25 2503.50 +0.50 139 458 +9
Sep18 170920 2503.25 2503.25 2496.00 2503.25 +0.50 3 20 +1
Total Volume and Open Interest 1,091,803 3,119,196 +19,010
NASDAQ 100 E-Mini(CME)
Dec17 170920 5997.00 6000.50 5930.50 5978.50 -18.50 235,721 272,263 +675
Mar18 170920 6001.00 6009.80 5941.50 5988.50 -18.80 409 256 +76
Jun18 170920 5998.80 6016.00 5959.80 5998.80 -18.70 13 41 +4
Total Volume and Open Interest 236,145 272,562 +757
S&P Midcap 400(CME) e-Mini
Sep17 170915 1741.90 1747.20 1740.50 1746.05 -0.95 7,464 7,406 -4,833
Dec17 170920 1761.00 1768.20 1760.40 1766.80 +5.20 10,122 85,463 +460
Mar18 170920 1763.70 1763.70 1763.70 1763.70 +5.30      
Total Volume and Open Interest 10,122 85,463 +460
Volatility Index(CBOE)
Sep17 170920 10.80 10.90 10.40 10.45 -0.38 101,259 117,520 -14,656
Oct17 170920 12.40 12.80 12.24 12.28 -0.15 150,444 317,808 +9,202
Nov17 170920 13.25 13.55 13.05 13.18 -0.10 46,467 73,571 +2,243
Dec17 170920 13.95 14.05 13.70 13.78 -0.15 20,308 60,132 +1,968
Total Volume and Open Interest 346,636 661,394 +922
S & P 600(CME)
Sep17 170915 856.85 856.85 856.85 856.85 +1.15      
Dec17 170920 866.10 866.10 866.10 866.10 +3.40      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 170920 1439.90 1447.80 1439.30 1446.80 +5.50 49,621 56,798 -17
Mar18 170920 1440.90 1446.30 1440.90 1446.30 +6.00 0 12 +0
Jun18 170920 1445.30 1445.30 1445.30 1445.30 +6.00 0 2 +0
Total Volume and Open Interest 49,621 56,812 -17
Nikkei 225(CME)
Dec17 170920 20160 20320 20150 20315 +135 4,685 36,110 +825
Mar18 170920 20230 20335 20230 20335 +140 1 7 +1
Total Volume and Open Interest 4,686 36,117 +826
Nikkei 225(SGX)
Dec17 170920 20135 20160 20135 20135 +25 28,739 182,923 +450
Mar18 170919 19985 20115 19985 20070 +165 10 227 -1
Jun18 170919 19930 19930 19930 19930 +165 0 6 +0
Total Volume and Open Interest 78,590 195,819 +4,026
Nikkei 225 Mini(JPX)
Sep17 170907 19330 19485 19295 19400 +60 752,845 481,289 -38,511
Dec17 170919 19780 20180 19775 20150 +360 597,157 288,234 -3,216
Mar18 170919 19735 20130 19730 20100 +370 6,495 7,571 -52
Total Volume and Open Interest 632,050 329,218 -4,265
Nikkei 225(JPX)
Sep17 170907 19330 19490 19290 19400 +60 127,892 263,462 -61,940
Dec17 170919 19780 20190 19770 20150 +360 57,910 294,465 +6,674
Mar18 170919 19730 20130 19730 20100 +370 1,057 6,179 +1,467
Total Volume and Open Interest 58,974 372,960 +8,142
Nikkei 225(CME) Yen
Sep17 170907 19435 19480 19355 19415 -45 98,715 42,623 -14,780
Dec17 170920 20140 20285 20120 20285 +135 19,272 48,928 +1,235
Mar18 170920 20080 20240 20080 20240 +135 0 6 +0
Total Volume and Open Interest 19,272 48,934 +1,235
Nikkei 225(CME) e-Mini Yen
Sep17 170907 19420 19420 19420 19420 -40 0 12 +0
Dec17 170920 20280 20280 20190 20280 +130 0 1 +0
Mar18 170920 20240 20240 20240 20240 +140      
Total Volume and Open Interest 0 1 +0
CAC 40(EURONEXT)
Oct17 170920 5223.0 5264.0 5217.0 5230.5 +4.5 48,492 306,748 -3,482
Nov17 170920 5227.0 5230.0 5226.5 5226.5 +4.5 74 71 +51
Dec17 170920 5221.0 5252.5 5213.0 5220.5 +4.5 213 43,365 -71
Total Volume and Open Interest 48,779 350,188 -3,502
Hang Seng Index(HKFE)
Sep17 170920 28035 28129 27994 28124 +89 102,184 144,721 +1,083
Oct17 170920 28024 28110 27977 28110 +93 1,473 5,714 +572
Total Volume and Open Interest 104,436 172,735 +1,665
DAX(EUREX)
Dec17 170920 12548.5 12629.0 12504.0 12556.0 +5.0 54,617 124,635 -3,968
Mar18 170920 12529.0 12598.0 12508.0 12553.0 +6.0 70 311 +4
Jun18 170920 12579.5 12586.0 12578.0 12584.5 +3.5      
Total Volume and Open Interest 54,687 124,946 -3,964
Mini-DAX(EUREX)
Sep17 170915 12540.0 12564.0 12514.0 12544.0 -4.5 19,577 9,296 -496
Dec17 170920 12544.0 12631.0 12504.0 12556.0 +5.0 17,098 7,226 -306
Mar18 170920 12545.0 12620.0 12529.0 12553.0 +6.0 52 116 -1
Total Volume and Open Interest 17,150 7,345 -304
DJ EuroSTOXX 50(EUREX)
Sep17 170915 3528 3535 3521 3525 -5 2,223,957 969,658 -843,841
Dec17 170920 3514 3535 3507 3510 -6 979,470 3,250,195 -32,748
Mar18 170920 3498 3521 3495 3497 -6 811 68,218 +327
Total Volume and Open Interest 980,286 3,318,428 -32,420
Swiss Market Index(EUREX)
Sep17 170915 9051 9065 9038 9064 +4 108,556 99,287 -39,026
Dec17 170920 9066 9117 9049 9075 +5 20,821 192,573 +3,221
Mar18 170920 8955 8998 8950 8974 +5 1 656 -1
Total Volume and Open Interest 20,822 193,229 +3,220
FT-SE 100(EURONEXT)
Dec17 170920 7234.00 7254.50 7206.00 7223.00 -8.00 85,890 728,370 -7,776
Mar18 170920 7162.00 7162.00 7162.00 7162.00 -6.50 24 1 +0
Jun18 170920 7085.00 7085.00 7085.00 7085.00 -6.00      
Total Volume and Open Interest 85,914 728,371 -7,776
SPI 200(SFE)
Sep17 170920 5713.0 5733.0 5677.0 5712.0 -2.0 100,844 229,977 -8,751
Dec17 170920 5703.0 5723.0 5666.0 5699.0 -3.0 77,234 89,556 +47,821
Mar18 170920 5652.0 5652.0 5652.0 5652.0 -3.0 0 1,477 +0
Total Volume and Open Interest 178,108 323,602 +39,086
FTSE MIB(ISE)
Dec17 170920 22335.00 22400.00 22260.00 22309.00 -43.00 14,461 21,116 -202
Mar18 170920 22300.00 22300.00 22232.00 22232.00 -40.00 9 14 +5
Jun18 170920 21725.00 21725.00 21725.00 21725.00 -42.00 0 1 +0
Total Volume and Open Interest 14,470 21,131 -197
KOSPI 200(KFE)
Dec17 170920 319.45 321.60 318.15 319.15 -0.25 217,195 271,074 +8,688
Mar18 170920 316.30 318.20 315.10 316.00 -0.20 295 12,352 +198
Jun18 170920 317.50 317.50 316.25 316.25 -0.45 6 8,176 -1
Total Volume and Open Interest 217,515 315,063 +8,889
GSCI(CME)
Oct17 170920 397.05 398.55 396.95 398.55 +4.50 635 14,593 +633
Nov17 170920 398.90 398.90 398.90 398.90 +4.50      
Dec17 170920 399.55 399.55 399.55 399.55 +4.50      
Total Volume and Open Interest 635 14,593 -1,002
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