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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed September 27, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 170927 963.50 968.50 958.00 965.50 +2.00 128,038 346,131 -10,953
Jan18 170927 974.00 979.00 968.50 976.25 +2.25 33,133 104,575 +4,355
Mar18 170927 983.00 988.25 978.00 985.50 +2.00 11,080 75,711 +341
May18 170927 992.00 996.50 986.50 993.75 +1.75 4,588 41,027 +782
Jul18 170927 998.75 1003.75 994.00 1001.00 +1.50 3,898 64,909 +257
Aug18 170927 997.25 1003.75 997.25 1001.25 +1.50 39 2,210 +10
Sep18 170927 988.75 994.25 988.75 993.00 +2.00 89 1,011 +33
Nov18 170927 983.00 988.25 978.75 985.75 +2.25 2,396 31,244 +419
Jan19 170927 986.75 991.75 985.75 991.75 +2.25 5 242 +5
Mar19 170927 995.25 995.25 992.50 995.25 +2.25 4 304 +4
May19 170927 995.00 1000.00 995.00 999.00 +2.00 0 53 +0
Jul19 170927 1003.50 1005.00 1003.50 1003.50 +2.00 0 111 +0
Aug19 170927 999.75 1000.00 989.50 1000.00 +2.00 0 14 +0
Sep19 170927 995.75 995.75 995.75 995.75 +2.00 19 21 +0
Total Volume and Open Interest 183,303 668,086 -4,745
Soybean Meal(CBOT)
Oct17 170927 308.60 309.40 306.50 308.80 unch 28,864 22,651 -5,910
Dec17 170927 313.00 313.90 310.80 313.30 +0.20 59,650 179,660 -2,175
Jan18 170927 315.10 315.90 312.90 315.50 +0.20 10,735 50,135 +2,156
Mar18 170927 318.10 318.70 316.00 318.40 +0.30 2,278 47,469 +294
May18 170927 320.20 321.30 318.50 321.00 +0.30 927 27,249 +151
Jul18 170927 322.90 323.90 321.00 323.40 +0.20 1,254 20,932 +154
Aug18 170927 322.00 324.30 321.90 323.70 +0.10 77 4,553 -12
Sep18 170927 321.50 323.70 321.30 323.30 +0.20 93 4,387 +2
Oct18 170927 319.80 321.00 318.70 320.60 +0.50 371 4,312 +133
Dec18 170927 320.60 321.70 319.20 321.10 +0.70 179 14,062 +162
Total Volume and Open Interest 104,435 378,258 -5,043
Soybean Oil(CBOT)
Oct17 170927 33.24 33.49 32.90 33.02 -0.21 29,609 26,703 -4,983
Dec17 170927 33.43 33.71 33.11 33.22 -0.23 70,251 202,722 -7,260
Jan18 170927 33.62 33.87 33.27 33.39 -0.23 11,496 64,385 +1,106
Mar18 170927 33.86 34.11 33.53 33.62 -0.24 4,065 60,901 +655
May18 170927 34.04 34.31 33.75 33.81 -0.24 1,505 33,982 +37
Jul18 170927 34.26 34.45 33.93 33.99 -0.24 2,541 30,054 -55
Aug18 170927 34.27 34.30 34.02 34.04 -0.23 76 3,741 +18
Sep18 170927 34.20 34.20 34.02 34.02 -0.23 27 1,847 -7
Oct18 170927 34.13 34.34 33.88 33.89 -0.24 297 3,067 +64
Dec18 170927 34.12 34.43 33.89 33.94 -0.25 1,681 14,905 +562
Total Volume and Open Interest 121,572 443,963 -9,845
Canola(WCE)
Nov17 170927 491.6 493.5 488.0 492.7 +0.7 10,067 116,023 -4,749
Jan18 170927 498.3 499.9 494.5 499.2 +0.6 2,434 52,851 +689
Mar18 170927 503.1 504.0 499.6 503.8 +0.7 440 13,944 +49
May18 170927 503.5 506.8 502.0 506.0 +0.5 84 3,243 +36
Jul18 170927 505.0 507.8 502.9 506.8 +0.2 28 2,535 +9
Total Volume and Open Interest 13,063 189,744 -3,958
Corn(CBOT)
Dec17 170927 352.00 354.50 348.50 354.00 +1.75 109,525 807,268 -1,720
Mar18 170927 365.00 367.50 361.25 366.75 +1.50 21,529 234,859 +1,911
May18 170927 373.00 376.00 370.00 375.75 +2.00 7,012 99,390 +220
Jul18 170927 380.75 383.50 377.25 383.25 +2.25 7,727 129,858 -1,075
Sep18 170927 387.25 390.25 384.50 390.00 +2.25 1,614 32,317 +201
Dec18 170927 396.25 399.25 393.50 399.00 +2.25 5,127 81,156 +1,109
Mar19 170927 405.50 409.25 404.00 409.25 +2.00 501 11,271 +202
May19 170927 414.25 414.25 414.25 414.25 +1.75 0 715 +0
Jul19 170927 415.00 418.25 415.00 418.25 +1.25 72 1,291 +35
Sep19 170927 412.50 412.50 412.50 412.50 +2.25 0 275 +0
Total Volume and Open Interest 153,194 1,400,408 +874
Wheat(CBOT)
Dec17 170927 454.00 462.75 449.00 461.50 +7.75 64,118 250,627 -2,983
Mar18 170927 474.75 482.00 468.75 480.75 +7.25 13,926 83,332 +450
May18 170927 487.75 495.00 482.75 493.50 +6.50 3,365 33,594 +260
Jul18 170927 498.50 506.00 494.00 504.50 +6.00 2,474 42,739 +172
Sep18 170927 513.25 520.00 508.25 518.75 +6.25 406 6,717 +27
Dec18 170927 530.00 538.25 526.25 536.50 +6.00 347 10,272 +122
Total Volume and Open Interest 84,656 429,913 -1,941
Wheat(KCBT)
Dec17 170927 452.00 459.50 447.00 459.00 +6.75 22,256 137,935 -803
Mar18 170927 469.50 477.50 464.75 477.00 +7.00 9,144 76,410 -1,430
May18 170927 483.25 490.50 478.00 490.25 +7.25 1,731 21,039 -262
Jul18 170927 499.50 507.25 495.00 506.75 +6.75 1,139 26,329 -37
Sep18 170927 514.75 525.00 514.00 525.00 +6.50 125 4,881 -16
Dec18 170927 537.50 547.50 537.50 547.00 +5.75 312 4,060 +14
Mar19 170927 554.00 561.25 552.75 561.25 +5.00 0 125 +0
Total Volume and Open Interest 34,716 270,947 -2,526
Wheat(MGE)
Dec17 170927 645.00 652.00 645.00 649.75 +3.75 5,622 41,419 -439
Mar18 170927 658.00 664.75 657.75 662.00 +3.25 966 21,785 +207
May18 170927 663.25 667.00 663.25 665.25 +3.50 354 7,608 +76
Jul18 170927 663.25 663.25 661.50 663.00 +3.75 301 5,732 -30
Sep18 170927 645.00 649.00 645.00 647.25 +3.50 105 2,864 +18
Dec18 170927 650.00 655.50 650.00 653.75 +4.50 83 1,111 +18
Total Volume and Open Interest 7,438 80,555 -146
Oats(CBOT)
Dec17 170927 248.00 251.25 243.50 248.00 -2.25 261 4,801 -15
Mar18 170927 251.50 255.50 251.50 252.25 -2.50 85 1,177 +7
May18 170927 251.25 251.25 251.25 251.25 -2.50 45 151 +26
Jul18 170927 249.25 249.25 249.25 249.25 -0.50 0 28 +0
Total Volume and Open Interest 391 6,157 +18
Rough Rice(CBOT)
Nov17 170927 11.93 11.96 11.70 11.90 -0.07 1,737 9,352 -436
Jan18 170927 12.13 12.18 11.98 12.17 -0.07 258 687 +103
Mar18 170927 12.23 12.35 12.23 12.35 -0.06 8 293 +1
May18 170927 12.56 12.56 12.56 12.56 -0.06      
Total Volume and Open Interest 2,003 10,334 -332
Live Cattle(CME)
Oct17 170927 108.580 109.250 108.035 108.580 +0.295 12,086 53,483 -3,322
Dec17 170927 113.750 115.330 113.535 114.900 +1.420 16,433 141,891 +2,024
Feb18 170927 117.400 118.950 117.350 118.500 +1.215 9,793 58,576 +566
Apr18 170927 119.450 120.650 119.350 120.000 +0.670 6,162 49,371 +853
Jun18 170927 112.400 113.750 112.330 113.350 +1.100 2,943 22,158 +153
Aug18 170927 110.035 111.480 110.035 111.100 +1.315 1,187 8,012 +184
Total Volume and Open Interest 48,795 336,988 +302
Feeder Cattle(CME)
Sep17 170927 151.050 152.500 151.050 152.400 +1.820 1,048 2,824 -72
Oct17 170927 150.985 153.000 150.850 152.700 +2.050 2,408 13,023 -271
Nov17 170927 152.735 154.985 152.500 154.535 +2.250 2,939 19,073 +407
Jan18 170927 149.880 152.685 149.880 152.350 +2.800 2,177 10,412 +208
Mar18 170927 146.985 150.100 146.985 149.600 +2.865 1,216 7,662 +197
Apr18 170927 147.050 149.950 147.050 149.435 +2.685 308 2,326 +40
May18 170927 146.650 149.550 146.630 149.050 +2.650 178 2,397 +44
Total Volume and Open Interest 10,310 58,081 +568
Lean Hogs(CME)
Oct17 170927 55.400 56.200 54.930 55.400 +0.150 8,775 44,254 -925
Dec17 170927 58.100 59.750 57.930 59.650 +1.550 17,051 115,883 +2,036
Feb18 170927 62.930 64.500 62.930 64.400 +1.250 7,528 45,263 -97
Apr18 170927 68.800 69.635 68.785 69.550 +0.650 3,254 34,872 +133
May18 170927 75.400 75.750 75.400 75.580 +0.350 40 1,022 -6
Jun18 170927 78.350 78.750 78.230 78.635 +0.205 942 14,947 -36
Jul18 170927 78.430 78.730 78.385 78.550 +0.050 283 4,511 +72
Aug18 170927 77.980 78.000 77.680 77.885 +0.035 224 2,535 +61
Total Volume and Open Interest 38,187 264,011 +1,290
Class III Milk(CME)
Sep17 170927 16.35 16.38 16.34 16.37 unch 84 4,850 -25
Oct17 170927 16.34 16.47 16.20 16.34 +0.06 344 4,667 -86
Nov17 170927 16.59 16.63 16.35 16.41 -0.13 630 4,200 +131
Dec17 170927 16.36 16.42 16.25 16.31 -0.10 591 3,782 +161
Jan18 170927 16.10 16.10 15.96 16.01 -0.07 232 1,712 +36
Feb18 170927 15.94 16.00 15.90 15.91 -0.11 219 1,560 +102
Mar18 170927 15.86 15.90 15.80 15.86 -0.09 75 1,349 +19
Apr18 170927 15.73 15.80 15.73 15.73 unch 32 1,052 -3
May18 170927 15.80 15.80 15.73 15.77 -0.06 15 1,025 -2
Jun18 170927 15.93 15.93 15.87 15.90 -0.07 12 976 -1
Jul18 170927 16.16 16.16 16.16 16.16 -0.10 35 424 +8
Aug18 170927 16.32 16.32 16.32 16.32 -0.02 5 435 +0
Sep18 170927 16.39 16.39 16.39 16.39 -0.01 5 392 +0
Total Volume and Open Interest 2,294 27,249 +340
Cocoa(ICE)
Dec17 170927 1974 2021 1971 2015 +44 21,975 136,268 -1,832
Mar18 170927 1973 2018 1969 2011 +41 5,554 61,006 +633
May18 170927 1983 2029 1983 2021 +40 2,371 21,194 +128
Jul18 170927 1997 2042 1995 2034 +41 587 11,774 -62
Sep18 170927 2026 2055 2025 2047 +41 168 8,942 +71
Dec18 170927 2056 2067 2056 2059 +41 144 8,267 +59
Mar19 170927 2071 2075 2071 2075 +40 68 6,525 +58
Total Volume and Open Interest 30,909 256,458 -934
Coffee "C"(ICE)
Dec17 170927 131.95 132.15 129.00 129.35 -2.90 17,283 99,714 +641
Mar18 170927 135.65 135.70 132.65 132.95 -2.90 4,695 43,561 -224
May18 170927 138.05 138.05 135.00 135.30 -2.90 1,349 20,049 +817
Jul18 170927 140.50 140.50 137.20 137.50 -2.90 754 10,544 -21
Sep18 170927 142.60 142.60 139.40 139.75 -2.85 629 7,185 +78
Dec18 170927 145.85 145.85 142.70 142.95 -2.90 162 4,438 +18
Total Volume and Open Interest 24,901 188,544 +1,329
Orange Juice(ICE)
Nov17 170927 148.45 150.80 147.40 149.95 +2.15 682 5,347 -157
Jan18 170927 149.00 150.20 147.30 149.70 +2.55 129 1,658 +16
Mar18 170927 148.00 150.50 148.00 150.10 +2.25 54 990 +36
May18 170927 151.50 151.50 151.50 151.50 +1.75 45 308 +59
Jul18 170927 153.55 153.55 153.55 153.55 +1.60 0 65 +0
Sep18 170927 154.95 154.95 154.95 154.95 +1.70 0 26 +0
Total Volume and Open Interest 910 8,394 -46
Sugar #11(ICE)
Oct17 170927 13.40 13.48 13.01 13.08 -0.13 46,390 58,911 -12,491
Mar18 170927 14.08 14.18 13.72 13.83 -0.08 70,789 412,504 +5,156
May18 170927 14.26 14.35 13.92 14.01 -0.09 16,118 111,943 -312
Jul18 170927 14.46 14.56 14.15 14.22 -0.11 4,735 58,494 +166
Oct18 170927 14.85 14.96 14.55 14.61 -0.12 1,850 44,611 +277
Mar19 170927 15.50 15.50 15.14 15.18 -0.13 594 21,473 -31
May19 170927 15.22 15.26 15.19 15.23 -0.12 21 4,236 -3
Jul19 170927 15.27 15.31 15.23 15.28 -0.12 36 4,967 +7
Total Volume and Open Interest 140,575 724,814 -7,195
London Cocoa(LCE)
Dec17 170927 1472 1499 1471 1498 +25 7,732 126,625 -905
Mar18 170927 1502 1520 1491 1518 +25 4,663 69,462 -17
May18 170927 1516 1534 1507 1533 +24 2,599 20,423 -288
Jul18 170927 1530 1548 1521 1547 +23 1,650 26,680 +800
Sep18 170927 1541 1560 1534 1559 +22 759 18,610 +337
Dec18 170927 1556 1574 1550 1574 +21 236 11,339 +56
Mar19 170927 1570 1588 1564 1588 +20 167 1,836 +78
Total Volume and Open Interest 17,963 275,658 +135
London Sugar(LCE)
Dec17 170927 358.80 361.40 353.30 356.20 +0.60 6,943 38,067 -520
Mar18 170927 366.40 367.90 360.40 362.60 +0.10 3,249 19,253 +217
May18 170927 375.40 377.10 370.00 372.00 -0.20 806 7,207 +222
Aug18 170927 385.20 386.20 379.20 381.30 -0.80 308 6,228 +188
Oct18 170927 390.50 390.50 385.50 387.60 -0.90 132 2,158 +72
Total Volume and Open Interest 11,641 74,062 +376
Cotton(ICE)
Oct17 170927 69.28 69.28 69.28 69.28 -0.10 0 120 +0
Dec17 170927 68.90 69.10 68.18 68.65 -0.10 11,349 133,078 -1,172
Mar18 170927 68.00 68.25 67.44 67.79 -0.10 3,203 71,425 -31
May18 170927 68.39 68.74 68.02 68.34 -0.09 297 8,941 -32
Jul18 170927 68.70 69.21 68.60 68.83 -0.11 211 5,680 -16
Oct18 170927 67.39 67.39 67.39 67.39 -0.13 0 1 +0
Total Volume and Open Interest 15,322 234,941 -1,156
Lumber(CME)
Nov17 170927 387.7 396.5 387.0 393.5 +4.6 363 4,590 -1
Jan18 170927 384.8 392.7 384.8 390.9 +5.2 132 1,019 -19
Mar18 170927 385.9 385.9 383.4 383.4 +4.3 4 153 +1
May18 170927 377.0 377.0 377.0 377.0 unch 2 15 +0
Total Volume and Open Interest 503 5,781 -17
Crude Oil(NYM)
Nov17 170927 52.09 52.34 51.63 52.14 +0.26 701,244 580,784 -112
Dec17 170927 52.40 52.62 51.93 52.43 +0.24 261,903 357,168 -4,338
Jan18 170927 52.57 52.82 52.16 52.63 +0.21 82,004 215,838 +659
Feb18 170927 52.68 52.91 52.28 52.72 +0.18 47,439 100,778 +5,284
Mar18 170927 52.75 52.95 52.34 52.76 +0.16 65,734 193,743 +8,651
Apr18 170927 52.69 52.91 52.35 52.74 +0.14 24,419 51,381 -1,610
May18 170927 52.73 52.81 52.41 52.68 +0.12 11,463 46,594 +1,296
Jun18 170927 52.58 52.76 52.24 52.59 +0.11 64,962 188,948 +7,484
Jul18 170927 52.56 52.64 52.15 52.47 +0.10 6,838 41,715 +1,105
Aug18 170927 52.35 52.35 52.11 52.35 +0.09 5,021 28,521 +1,381
Sep18 170927 52.22 52.41 51.92 52.26 +0.09 11,385 67,907 +2,298
Oct18 170927 52.13 52.17 51.93 52.17 +0.08 5,687 30,351 +1,335
Nov18 170927 52.10 52.10 52.10 52.10 +0.08 4,978 30,936 +447
Dec18 170927 52.06 52.18 51.71 52.04 +0.08 71,723 247,917 +5,703
Jan19 170927 51.86 51.93 51.86 51.93 +0.08 1,556 28,376 +383
Feb19 170927 51.83 51.83 51.83 51.83 +0.07 1,747 11,770 +161
Total Volume and Open Interest 1,402,720 2,438,903 +35,970
e-miNY Crude Oil(NYM)
Nov17 170927 52.100 52.325 51.650 52.150 +0.275 10,232 2,964 +608
Dec17 170927 52.400 52.600 52.000 52.425 +0.225 423 749 +16
Jan18 170927 52.675 52.675 52.250 52.625 +0.200 33 697 +4
Feb18 170927 52.500 52.725 52.500 52.725 +0.175 2 446 -2
Mar18 170927 52.750 52.750 52.750 52.750 +0.150 0 25 +0
Apr18 170927 52.750 52.750 52.750 52.750 +0.150 2 54 +0
May18 170927 52.675 52.675 52.675 52.675 +0.125 1 99 +0
Jun18 170927 52.525 52.600 52.525 52.600 +0.125 11 28 +1
Jul18 170927 52.475 52.475 52.475 52.475 +0.100 4 17 +0
Aug18 170927 52.350 52.350 52.350 52.350 +0.100 0 3 +0
Total Volume and Open Interest 10,716 5,203 +622
NY Harbor ULSD(NYM)
Oct17 170927 185.17 185.88 182.86 184.63 +0.10 28,598 34,103 -7,521
Nov17 170927 184.46 185.39 182.20 183.90 +0.06 64,155 131,638 +5,085
Dec17 170927 184.18 184.72 181.63 183.28 +0.06 42,194 89,219 +2,022
Jan18 170927 183.23 184.13 181.19 182.75 +0.01 24,723 56,374 +4,796
Feb18 170927 182.17 182.61 180.12 181.67 -0.06 13,103 23,748 +716
Mar18 170927 180.64 181.14 178.50 179.96 -0.16 14,110 35,413 +1,275
Apr18 170927 178.65 178.65 176.26 177.53 -0.21 9,163 20,407 +1,675
May18 170927 176.20 176.25 174.90 175.81 -0.30 2,627 11,587 +661
Jun18 170927 175.29 175.78 173.43 174.56 -0.39 5,702 25,890 +1,030
Jul18 170927 174.11 174.11 173.84 174.05 -0.44 364 3,201 -23
Aug18 170927 173.85 173.85 173.40 173.85 -0.46 223 2,355 -17
Sep18 170927 174.36 174.36 173.37 173.94 -0.46 742 3,385 -42
Oct18 170927 173.98 174.23 173.98 174.23 -0.43 263 1,403 +52
Nov18 170927 174.59 174.59 173.88 174.59 -0.42 253 2,033 +70
Total Volume and Open Interest 207,544 469,752 +9,544
RBOB Gasoline(NYM)
Oct17 170927 169.26 169.68 163.45 165.40 -4.48 46,043 33,874 -8,890
Nov17 170927 164.87 165.10 160.51 162.20 -2.71 68,461 150,113 +2,281
Dec17 170927 163.16 163.16 158.73 160.36 -2.07 31,751 79,558 -856
Jan18 170927 162.03 162.16 158.47 160.08 -1.68 13,755 47,975 +792
Feb18 170927 162.19 162.45 159.21 160.91 -1.50 6,096 19,993 -416
Mar18 170927 164.01 164.01 160.82 162.51 -1.34 4,334 31,632 +429
Apr18 170927 179.14 179.16 177.14 178.86 -1.08 3,726 17,079 +745
May18 170927 179.14 179.50 177.39 179.02 -0.96 1,594 8,403 +433
Jun18 170927 178.90 178.99 176.29 177.89 -0.85 2,358 10,127 +346
Jul18 170927 176.19 176.19 175.30 175.98 -0.75 240 3,717 +72
Total Volume and Open Interest 181,531 417,749 -5,372
e-miNY RBOB Gasoline(NYM)
Oct17 170927 165.40 172.20 165.40 165.40 -4.48 0 1 +0
Nov17 170927 162.20 162.20 162.20 162.20 -2.71      
Dec17 170927 160.40 160.40 160.36 160.40 -2.03      
Jan18 170927 160.10 160.10 160.08 160.10 -1.66      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Oct17 170927 2.917 2.989 2.912 2.974 +0.056 73,229 22,460 -6,779
Nov17 170927 3.005 3.089 3.000 3.061 +0.061 125,717 304,370 +10,078
Dec17 170927 3.163 3.242 3.160 3.218 +0.059 32,218 124,722 +2,528
Jan18 170927 3.275 3.348 3.272 3.329 +0.058 38,769 156,304 -1,401
Feb18 170927 3.294 3.352 3.281 3.334 +0.055 12,836 84,496 +480
Mar18 170927 3.240 3.305 3.239 3.287 +0.051 17,918 122,932 +809
Apr18 170927 2.936 2.960 2.930 2.956 +0.026 13,541 122,642 +128
May18 170927 2.909 2.925 2.899 2.921 +0.021 6,647 66,704 +624
Jun18 170927 2.938 2.950 2.937 2.946 +0.020 3,952 35,180 -30
Jul18 170927 2.959 2.975 2.950 2.971 +0.020 2,121 33,340 +134
Aug18 170927 2.954 2.976 2.952 2.973 +0.020 1,217 26,988 -152
Sep18 170927 2.944 2.955 2.932 2.952 +0.020 1,341 29,489 -34
Oct18 170927 2.967 2.978 2.962 2.975 +0.020 4,636 55,708 -215
Nov18 170927 3.021 3.027 3.014 3.025 +0.020 1,357 27,365 +112
Dec18 170927 3.152 3.158 3.144 3.156 +0.020 1,356 27,713 +79
Jan19 170927 3.235 3.240 3.228 3.240 +0.021 1,582 16,827 +714
Total Volume and Open Interest 341,057 1,319,455 +7,222
Brent Crude Oil(ICE)
Nov17 170927 58.57 58.89 57.57 57.90 -0.54 224,939 185,335 -28,684
Dec17 170927 58.11 58.34 57.25 57.57 -0.35 373,286 680,547 +16,385
Jan18 170927 57.77 58.00 57.02 57.35 -0.27 131,396 320,846 +8,179
Feb18 170927 57.53 57.76 56.85 57.18 -0.22 78,327 147,432 +7,657
Mar18 170927 57.38 57.56 56.73 57.06 -0.18 69,516 180,194 +3,000
Apr18 170927 57.23 57.40 56.63 56.96 -0.15 27,454 61,200 +4,997
May18 170927 57.11 57.23 56.52 56.87 -0.12 18,427 46,304 -252
Jun18 170927 56.95 57.12 56.40 56.75 -0.10 83,730 160,632 +1,221
Jul18 170927 56.85 56.92 56.33 56.64 -0.09 6,497 32,231 -69
Aug18 170927 56.53 56.53 56.53 56.53 -0.07 3,138 25,952 +158
Sep18 170927 56.39 56.39 56.39 56.39 -0.05 7,530 41,400 +718
Oct18 170927 56.27 56.27 56.27 56.27 -0.03 2,244 21,615 +207
Nov18 170927 56.16 56.16 56.16 56.16 -0.01 1,894 19,675 +58
Dec18 170927 56.15 56.31 55.77 56.06 +0.01 86,051 188,440 -5,822
Total Volume and Open Interest 1,149,101 2,505,882 +7,299
Gas Oil(ICE)
Oct17 170927 551.50 553.25 545.00 548.75 +2.50 71,150 191,793 -7,784
Nov17 170927 546.00 547.50 539.75 542.75 +1.75 72,310 206,853 +9,199
Dec17 170927 539.00 539.75 532.00 534.50 +0.75 68,500 148,644 +5,577
Jan18 170927 533.50 535.50 528.25 530.50 +0.50 21,512 58,837 -2,135
Feb18 170927 531.00 533.25 525.75 527.75 +0.25 17,100 47,290 +2,426
Mar18 170927 528.00 530.00 523.00 525.00 +0.50 17,290 45,761 +1,163
Apr18 170927 524.50 526.75 521.00 522.00 +0.50 5,514 22,320 -334
May18 170927 522.25 524.00 518.25 519.75 +0.50 5,162 15,412 -601
Jun18 170927 519.75 522.00 516.25 517.50 +0.75 14,191 47,029 +328
Jul18 170927 518.50 519.25 516.75 517.00 +0.75 1,626 11,371 +22
Total Volume and Open Interest 325,992 999,264 +5,659
Ethanol(CBOT)
Oct17 170927 1.485 1.518 1.480 1.515 -0.012 66 149 -61
Nov17 170927 1.475 1.505 1.435 1.480 -0.007 211 955 +166
Dec17 170927 1.450 1.475 1.435 1.461 +0.001 4 313 +1
Jan18 170927 1.434 1.434 1.434 1.434 +0.001 4 23 +0
Feb18 170927 1.444 1.444 1.444 1.444 +0.001 0 16 +0
Mar18 170927 1.467 1.467 1.467 1.467 +0.001 0 4 +0
Apr18 170927 1.487 1.487 1.487 1.487 +0.001 0 7 +0
May18 170927 1.487 1.487 1.487 1.487 +0.001      
Total Volume and Open Interest 285 1,469 +106
WTI Crude Oil(ICE)
Nov17 170927 52.09 52.33 51.63 52.14 +0.26 57,839 76,201 -2,069
Dec17 170927 52.39 52.61 51.94 52.43 +0.24 88,364 131,436 -242
Jan18 170927 52.63 52.82 52.17 52.63 +0.21 36,087 40,934 +1,851
Feb18 170927 52.70 52.92 52.28 52.72 +0.18 18,962 24,131 +867
Mar18 170927 52.88 52.95 52.38 52.76 +0.16 16,502 26,509 +1,121
Apr18 170927 52.86 52.91 52.42 52.74 +0.14 3,317 4,597 +105
May18 170927 52.67 52.80 52.36 52.68 +0.12 1,082 6,115 +79
Jun18 170927 52.58 52.60 52.26 52.59 +0.11 14,021 58,638 +1,057
Jul18 170927 52.47 52.47 52.47 52.47 +0.10 760 6,478 +155
Aug18 170927 52.35 52.35 52.35 52.35 +0.09 524 5,861 +26
Sep18 170927 52.26 52.26 52.26 52.26 +0.09 1,802 8,922 +443
Oct18 170927 52.17 52.17 52.17 52.17 +0.08 245 1,830 +23
Nov18 170927 52.10 52.10 52.10 52.10 +0.08 81 6,374 +0
Dec18 170927 52.04 52.15 51.76 52.04 +0.08 14,729 126,292 -785
Jan19 170927 51.93 51.93 51.93 51.93 +0.08 16 1,696 +0
Feb19 170927 51.83 51.83 51.83 51.83 +0.07 19 578 -5
Total Volume and Open Interest 259,077 603,441 +3,592
US Dollar Index(ICE)
Dec17 170927 92.890 93.415 92.810 93.170 +0.390 26,581 42,232 +176
Mar18 170927 92.675 93.100 92.600 92.895 +0.385 204 1,113 +120
Jun18 170927 92.835 92.835 92.665 92.665 +0.385 4 424 +0
Total Volume and Open Interest 26,802 43,791 +309
Australian Dollar(CME)
Dec17 170927 78.77 78.80 78.28 78.52 -0.32 95,494 152,848 -1,787
Mar18 170927 78.65 78.67 78.21 78.45 -0.32 70 418 +19
Jun18 170927 78.31 78.38 78.31 78.38 -0.31 0 17 +0
Total Volume and Open Interest 96,010 154,794 -1,712
British Pound(CME)
Dec17 170927 134.96 134.98 133.98 134.38 -0.51 125,580 195,517 -1,352
Mar18 170927 134.95 135.00 134.51 134.76 -0.51 17 1,969 +9
Jun18 170927 135.12 135.12 135.12 135.12 -0.51 0 210 +0
Total Volume and Open Interest 128,652 199,923 -986
Canadian Dollar(CME)
Dec17 170927 81.05 81.11 80.15 80.28 -0.75 48,092 179,567 +1,710
Mar18 170927 81.06 81.11 80.18 80.30 -0.74 28 1,156 +6
Jun18 170927 80.92 80.92 80.30 80.30 -0.73 0 344 +0
Sep18 170927 80.88 80.88 80.29 80.29 -0.72 0 58 +0
Total Volume and Open Interest 48,735 181,879 +1,703
Japanese Yen(CME)
Dec17 170927 89.45 89.45 88.63 89.05 -0.46 200,941 200,480 -1,468
Mar18 170927 89.76 89.76 89.17 89.51 -0.46 176 1,181 +170
Jun18 170927 89.98 89.98 89.98 89.98 -0.46 36 81 +34
Total Volume and Open Interest 203,488 203,551 -846
Swiss Franc(CME)
Dec17 170927 103.76 103.77 102.90 103.51 -0.24 33,693 38,053 +70
Mar18 170927 103.96 104.20 103.71 104.20 -0.24 1 123 -1
Jun18 170927 104.89 104.89 104.89 104.89 -0.24 0 29 +0
Total Volume and Open Interest 33,694 38,206 +69
EuroFX(CME)
Dec17 170927 118.46 118.49 117.71 118.11 -0.42 243,300 423,674 -1,504
Mar18 170927 119.08 119.08 118.40 118.77 -0.42 616 2,375 -3
Jun18 170927 119.44 119.83 119.44 119.44 -0.41 48 1,256 +2
Total Volume and Open Interest 251,353 431,472 -1,712
Mexican Peso(CME)
Oct17 170927 550.63 550.63 549.25 549.25 -5.75 0 24 +0
Nov17 170927 546.88 546.88 546.88 546.88 -5.63 2 54 +0
Total Volume and Open Interest 45,230 221,647 -621
Brazilian Real(CME)
Oct17 170927 315.60 315.60 312.30 313.80 -1.75 3,248 26,132 -946
Nov17 170927 313.50 313.50 311.30 312.55 -1.75 2,049 2,568 +1,738
Dec17 170927 311.65 311.65 310.05 311.25 -1.80 1 4,111 +0
Jan18 170927 310.05 310.05 310.05 310.05 -1.85 83 395 +83
Total Volume and Open Interest 5,381 33,506 +875
30-Year T-Bonds(CBOT)
Dec17 170927 154~210 154~250 152~240 152~300 -1~270 271,863 709,636 -1,594
Mar18 170927 151~250 153~130 151~250 151~250 -1~260 3 50 +1
Jun18 170927 151~120 151~120 151~120 151~120 -1~260      
Total Volume and Open Interest 271,866 709,686 -1,593
10-Year T-Notes(CBOT)
Dec17 170927 125~300 125~305 125~100 125~140 -0~180 1,260,658 3,151,887 -21,052
Mar18 170927 125~055 125~055 125~035 125~035 -0~190 95 311 +68
Jun18 170927 124~310 124~310 124~310 124~310 -0~190      
Total Volume and Open Interest 1,260,753 3,152,198 -20,984
5-Year T-Notes(CBOT)
Sep17 170927 118~002 118~010 117~286 117~306 -0~074 3,471 15,284 -2,677
Dec17 170927 117~250 117~254 117~150 117~180 -0~082 626,176 2,933,911 +1,531
Mar18 170927 117~102 117~102 117~102 117~102 -0~082      
Total Volume and Open Interest 629,647 2,949,195 -1,146
2 Year T-Notes(CBOT)
Sep17 170927 108~024 108~024 108~016 108~024 -0~006 1,652 9,950 -1,277
Dec17 170927 107~284 107~286 107~264 107~274 -0~014 243,338 1,545,581 +10,773
Mar18 170927 107~256 107~256 107~256 107~256 -0~014      
Total Volume and Open Interest 244,990 1,555,531 +9,496
Eurodollars(CME)
Dec17 170927 98.505 98.510 98.495 98.500 -0.010 174,622 1,994,808 -11,013
Mar18 170927 98.405 98.410 98.385 98.390 -0.020 147,401 1,266,089 +436
Jun18 170927 98.310 98.315 98.285 98.290 -0.030 123,895 1,185,414 -6,369
Sep18 170927 98.245 98.250 98.210 98.220 -0.035 137,086 926,774 +1,976
Dec18 170927 98.170 98.170 98.125 98.135 -0.040 211,079 1,558,290 +1,046
Mar19 170927 98.125 98.125 98.080 98.090 -0.045 114,633 1,011,597 -2,943
Jun19 170927 98.090 98.090 98.040 98.050 -0.050 107,957 768,398 +276
Sep19 170927 98.060 98.060 98.000 98.015 -0.050 99,121 679,641 -6,863
Dec19 170927 98.005 98.005 97.945 97.960 -0.055 112,881 861,624 -2,172
Mar20 170927 97.980 97.980 97.920 97.930 -0.060 67,364 478,747 -3,249
Jun20 170927 97.955 97.955 97.885 97.900 -0.065 73,298 333,796 -6,530
Sep20 170927 97.930 97.930 97.855 97.870 -0.065 73,385 253,081 -5,048
Dec20 170927 97.885 97.885 97.805 97.820 -0.070 39,592 319,507 -2,788
Mar21 170927 97.850 97.850 97.775 97.790 -0.075 46,326 207,712 -2,103
Jun21 170927 97.825 97.825 97.740 97.755 -0.075 33,625 150,120 -2,720
Sep21 170927 97.785 97.790 97.700 97.715 -0.080 24,257 88,782 -5,074
Dec21 170927 97.745 97.745 97.655 97.665 -0.085 21,941 128,547 -2,381
Mar22 170927 97.715 97.715 97.620 97.635 -0.090 17,454 77,496 -875
Total Volume and Open Interest 1,665,210 12,651,372 -54,227
Ultra T-Bond(CBOT)
Sep17 170920 167~25 168~01 167~11 167~15 -0~03 1,437 4,441 -1,215
Dec17 170927 167~16 167~20 164~23 164~28 -2~26 91,949 827,244 -1,229
Mar18 170927 163~30 163~30 163~30 163~30 -2~26 245 220 +220
Total Volume and Open Interest 92,194 827,464 -1,009
Ultra 10-Yr T-Note(CBOT)
Sep17 170920 135~290 136~025 135~260 135~285 +0~010 452 714 -170
Dec17 170927 135~110 135~125 134~125 134~155 -0~305 98,417 425,886 -4,921
Mar18 170927 134~155 134~155 134~155 134~155 -0~305      
Total Volume and Open Interest 98,417 425,886 -4,921
30 Day Federal Funds(CBOT)
Sep17 170927 98.845 98.848 98.845 98.845 unch 596 97,954 -39
Oct17 170927 98.845 98.850 98.845 98.845 unch 33,099 234,424 -17,811
Nov17 170927 98.840 98.845 98.840 98.845 unch 37,761 206,350 -663
Dec17 170927 98.750 98.750 98.745 98.745 -0.005 6,152 85,388 -1,054
Jan18 170927 98.675 98.675 98.665 98.670 -0.005 28,705 345,531 -7,847
Feb18 170927 98.665 98.670 98.660 98.660 -0.005 8,388 151,459 -338
Total Volume and Open Interest 153,202 1,603,619 -21,208
Japanese Govt Bonds(SGX)
Dec17 170926 150.82 150.91 150.78 150.82 +0.02 1,125 18,130 -84
Mar18 170926 150.82 150.82 150.82 150.82 +0.02      
Jun18 170926 150.82 150.82 150.82 150.82 +0.02      
Total Volume and Open Interest 1,125 18,130 -84
Euro-Buxl(EUREX)
Dec17 170927 164.40 164.40 162.16 162.94 -1.56 50,919 214,314 -4,241
Mar18 170927 161.34 161.34 161.34 161.34 -1.56 0 1 +0
Jun18 170927 161.34 161.34 161.34 161.34 -1.56      
Total Volume and Open Interest 50,919 214,315 -4,241
Euro-Bund(EUREX)
Dec17 170927 161.67 161.68 160.65 161.02 -0.69 806,358 1,842,285 -110,448
Mar18 170927 161.10 161.10 160.32 160.49 -0.75 981 4,536 +85
Jun18 170927 158.00 158.00 157.75 157.75 -0.69 2 1 -1
Total Volume and Open Interest 807,341 1,846,822 -110,364
Euro-Bobl(EUREX)
Dec17 170927 131.38 131.38 131.03 131.20 -0.18 533,105 1,487,139 -50,640
Mar18 170927 131.76 131.76 131.76 131.76 -0.19 588 5,558 +4,960
Jun18 170927 131.76 131.76 131.76 131.76 -0.19      
Total Volume and Open Interest 533,693 1,492,697 -45,680
Euro-Schatz(EUREX)
Dec17 170927 112.17 112.18 112.11 112.14 -0.03 316,429 1,348,739 -19,999
Mar18 170927 112.06 112.06 112.06 112.06 -0.03 0 2 +0
Jun18 170927 112.06 112.06 112.06 112.06 -0.03      
Total Volume and Open Interest 316,429 1,348,741 -19,999
3-Mth Euribor(EUREX)
Sep17 170918 100.330 100.330 100.330 100.330 unch 0 5,235 +0
Dec17 170927 100.320 100.320 100.320 100.320 unch 0 8,400 +0
Mar18 170927 100.305 100.310 100.305 100.310 unch 2 6,136 +0
Total Volume and Open Interest 2 36,278 +20
Long Gilt(LIFFE)
Sep17 170927 124~24 124~24 124~21 124~22 -0~14 10,831 67,516 -10,565
Dec17 170927 123~28 123~31 123~13 123~21 -0~16 149,367 690,630 +8,261
Total Volume and Open Interest 160,198 758,147 -2,304
3-Mth Short Sterling(LIFFE)
Dec17 170927 99.46 99.47 99.46 99.46 -0.00 78,013 492,420 +12,754
Mar18 170927 99.34 99.34 99.33 99.33 -0.01 61,614 397,477 -3,833
Jun18 170927 99.24 99.24 99.22 99.23 -0.01 86,104 376,961 +10,167
Sep18 170927 99.18 99.18 99.15 99.16 -0.02 70,450 319,051 -3,573
Dec18 170927 99.13 99.13 99.09 99.10 -0.03 73,453 363,829 -2,532
Mar19 170927 99.08 99.08 99.03 99.05 -0.03 55,549 216,149 +6,556
Total Volume and Open Interest 663,507 3,179,201 +25,641
3-Mth Euribor(LIFFE)
Dec17 170927 100.320 100.325 100.320 100.325 +0.005 31,773 437,722 +9,886
Mar18 170927 100.305 100.310 100.305 100.310 unch 57,647 447,458 -5,620
Jun18 170927 100.285 100.290 100.280 100.290 unch 92,969 413,646 -11,467
Total Volume and Open Interest 928,425 3,794,331 +3,954
3-Mth Aus T-Bills(SFE)
Dec17 170927 98.23 98.23 98.21 98.22 -0.01 23,628 222,944 -5,105
Mar18 170927 98.14 98.15 98.13 98.14 -0.01 12,292 184,680 -535
Jun18 170927 98.04 98.05 98.03 98.04 -0.01 13,446 187,908 -622
Sep18 170927 97.94 97.94 97.92 97.93 -0.01 10,836 162,025 -4,200
Dec18 170927 97.84 97.84 97.82 97.84 -0.01 5,052 103,789 -2,020
Mar19 170927 97.75 97.76 97.74 97.75 -0.01 5,228 80,167 -872
Jun19 170927 97.66 97.67 97.65 97.66 -0.01 4,004 55,734 +700
Sep19 170927 97.58 97.58 97.57 97.58 -0.01 1,335 26,910 +415
Dec19 170927 97.52 97.52 97.52 97.52 -0.01 57 2,850 -171
Mar20 170927 97.45 97.46 97.45 97.46 unch 0 2,174 +0
Total Volume and Open Interest 75,878 1,031,520 -12,410
10-Year Aus T-Bonds(SFE)
Dec17 170927 97.20 97.21 97.18 97.19 -0.01 91,153 999,911 -8,237
Mar18 170927 97.17 97.17 97.17 97.17 -0.02 0 2 +0
Total Volume and Open Interest 91,153 999,913 -8,237
3-Year Aus T-Bonds(SFE)
Dec17 170927 97.83 97.84 97.81 97.83 unch 95,273 1,062,238 -17,403
Mar18 170927 97.82 97.82 97.82 97.82 unch 1,017 1,017 +1,017
Total Volume and Open Interest 96,290 1,063,255 -16,386
Gold(CMX)
Oct17 170927 1293.3 1295.0 1280.9 1284.1 -13.6 12,525 19,482 -2,274
Dec17 170927 1297.3 1299.2 1284.1 1287.8 -13.9 362,671 439,732 +7,319
Feb18 170927 1301.3 1302.9 1288.4 1291.9 -13.9 5,750 49,037 -82
Apr18 170927 1304.3 1305.7 1293.2 1295.9 -13.8 1,515 9,604 +665
Jun18 170927 1309.3 1310.5 1297.4 1299.8 -13.7 812 10,098 +296
Aug18 170927 1310.0 1312.9 1301.8 1303.7 -13.6 80 9,295 -50
Oct18 170927 1317.4 1317.4 1304.1 1307.6 -13.6 8 3,170 +1
Dec18 170927 1318.0 1318.0 1309.4 1311.7 -13.5 37 10,751 +8
Feb19 170927 1314.2 1315.7 1314.2 1315.7 -13.5 0 130 +0
Apr19 170927 1319.8 1319.8 1319.8 1319.8 -13.5 0 475 +0
Jun19 170927 1325.7 1325.7 1324.0 1324.0 -13.5 0 1,018 +0
Total Volume and Open Interest 383,906 558,350 +5,971
Silver(CMX)
Sep17 170927 1670.0 1681.5 1669.5 1674.8 -5.6 172 239 +47
Dec17 170927 1687.0 1694.0 1675.0 1682.7 -5.6 89,513 149,036 -1,066
Mar18 170927 1694.5 1702.5 1685.0 1692.2 -5.5 425 21,568 +111
May18 170927 1704.0 1709.0 1695.0 1698.8 -5.3 200 6,374 +97
Jul18 170927 1710.5 1710.5 1700.0 1705.3 -5.2 55 2,986 +22
Sep18 170927 1713.0 1713.0 1710.5 1711.8 -5.2 0 2,348 +0
Dec18 170927 1722.0 1730.0 1714.0 1721.4 -5.2 141 3,458 +48
Total Volume and Open Interest 90,850 187,932 -712
Platinum(NYMEX)
Oct17 170927 924.0 929.5 917.0 921.5 -3.2 24,491 16,852 -5,912
Jan18 170927 927.2 933.7 921.0 925.5 -3.2 13,371 51,047 +5,042
Apr18 170927 939.1 939.1 925.5 929.9 -3.0 543 3,145 +221
Jul18 170927 944.1 945.0 930.6 934.5 -3.3 6 299 +3
Total Volume and Open Interest 38,445 71,481 -616
Palladium(NYMEX)
Dec17 170927 914.45 932.50 908.55 925.50 +11.05 2,419 29,555 -324
Mar18 170927 908.40 926.25 904.25 920.85 +10.95 19 1,087 +6
Jun18 170927 917.80 917.80 917.80 917.80 +10.95 0 27 +0
Total Volume and Open Interest 2,449 30,682 -323
Copper(CMX)
Sep17 170927 291.65 291.65 290.15 291.10 +1.35 584 804 -429
Dec17 170927 291.70 295.00 291.25 292.95 +1.05 85,089 179,627 -2,406
Mar18 170927 293.65 296.85 293.40 294.90 +1.05 2,984 41,959 -331
May18 170927 297.65 297.65 294.75 296.15 +1.00 427 18,452 +77
Jul18 170927 296.60 298.25 296.50 297.20 +0.90 119 6,182 -99
Total Volume and Open Interest 93,121 276,438 -6,369
E-mini DJIA Index(CBOT)
Dec17 170927 22250 22326 22208 22298 +39 144,993 162,338 +3,595
Mar18 170927 22215 22292 22185 22270 +36 101 202 -4
Jun18 170927 22214 22239 22214 22239 +36 0 17 +0
Sep18 170927 22202 22202 22202 22202 +36      
Total Volume and Open Interest 145,094 162,557 +3,591
S & P 500(CME)
Dec17 170927 2495.10 2509.20 2493.30 2504.50 +8.90 2,138 45,398 +694
Mar18 170927 2503.80 2508.80 2492.90 2503.80 +8.90 0 26 +0
Jun18 170927 2503.00 2508.00 2492.10 2503.00 +8.90      
Sep18 170927 2502.80 2507.80 2491.90 2502.80 +8.90      
Total Volume and Open Interest 2,138 45,424 +694
S & P 500 E-Mini(CME)
Dec17 170927 2495.00 2509.25 2493.00 2504.50 +9.00 1,539,626 3,052,713 +4,056
Mar18 170927 2494.50 2508.50 2492.50 2503.75 +8.75 1,121 13,845 +112
Jun18 170927 2503.25 2507.50 2492.50 2503.00 +9.00 19 465 -11
Sep18 170927 2497.00 2504.50 2495.50 2502.75 +8.75 0 29 +0
Total Volume and Open Interest 1,540,766 3,067,057 +4,157
NASDAQ 100 E-Mini(CME)
Dec17 170927 5889.80 5963.00 5886.50 5941.00 +48.50 447,828 273,006 +9,870
Mar18 170927 5898.50 5972.30 5896.50 5951.00 +48.50 867 549 +139
Jun18 170927 5945.00 5970.80 5924.30 5960.80 +48.50 22 67 +22
Total Volume and Open Interest 448,717 273,624 +10,031
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 170927 1773.90 1792.90 1771.70 1790.80 +17.20 12,707 88,063 +785
Mar18 170927 1787.70 1787.90 1787.70 1787.70 +17.20 1 1 +1
Total Volume and Open Interest 12,708 88,064 +786
Volatility Index(CBOE)
Sep17 170920 10.80 10.90 10.40 10.45 -0.38 101,259 117,520 -14,656
Oct17 170927 12.29 12.35 12.05 12.18 -0.10 142,386 339,975 -11,081
Nov17 170927 13.26 13.30 13.08 13.28 unch 89,693 120,088 +8,505
Dec17 170927 13.80 13.85 13.60 13.78 unch 28,384 68,674 +1,996
Total Volume and Open Interest 282,098 638,097 +484
S & P 600(CME)
Sep17 170915 856.85 856.85 856.85 856.85 +1.15      
Dec17 170927 896.60 896.60 896.60 896.60 +17.90      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 170927 1458.20 1489.70 1457.10 1487.60 +29.70 54,561 61,183 -76
Mar18 170927 1456.60 1489.30 1456.60 1487.40 +29.70 2 43 +0
Jun18 170927 1486.40 1486.40 1486.40 1486.40 +29.70 0 2 +0
Total Volume and Open Interest 54,563 61,228 -76
Nikkei 225(CME)
Dec17 170927 20270 20460 20240 20425 +155 8,944 37,067 -231
Mar18 170927 20410 20430 20410 20430 +140 0 11 +0
Total Volume and Open Interest 8,944 37,078 -231
Nikkei 225(SGX)
Dec17 170927 20315 20360 20310 20310 +155 66,781 195,540 -4,072
Mar18 170926 20065 20130 20065 20115 -130 14 225 -3
Jun18 170926 19975 19975 19975 19975 -130 0 6 +0
Total Volume and Open Interest 93,898 213,592 +11,307
Nikkei 225 Mini(JPX)
Sep17 170907 19330 19485 19295 19400 +60 752,845 481,289 -38,511
Dec17 170926 20265 20280 20100 20150 -120 792,639 304,753 -597
Mar18 170926 20215 20230 20055 20110 -110 10,382 12,299 +2,171
Total Volume and Open Interest 835,324 364,674 +8,317
Nikkei 225(JPX)
Sep17 170907 19330 19490 19290 19400 +60 127,892 263,462 -61,940
Dec17 170926 20260 20280 20100 20150 -120 76,930 322,779 +13,981
Mar18 170926 20220 20220 20060 20110 -110 1,067 8,183 +1,394
Total Volume and Open Interest 78,022 405,560 +16,566
Nikkei 225(CME) Yen
Sep17 170907 19435 19480 19355 19415 -45 98,715 42,623 -14,780
Dec17 170927 20215 20430 20210 20390 +150 37,967 53,235 -2,519
Mar18 170927 20355 20370 20170 20345 +150 0 8 +0
Total Volume and Open Interest 37,967 53,243 -2,519
Nikkei 225(CME) e-Mini Yen
Sep17 170907 19420 19420 19420 19420 -40 0 12 +0
Dec17 170927 20390 20390 20390 20390 +150 0 2 +0
Mar18 170927 20340 20345 20340 20340 +150      
Total Volume and Open Interest 0 2 +0
CAC 40(EURONEXT)
Oct17 170927 5279.0 5297.0 5269.0 5278.0 +12.0 57,255 314,362 +1,644
Nov17 170927 5270.5 5288.0 5270.0 5274.0 +12.0 16 78 +5
Dec17 170927 5266.0 5285.5 5265.0 5268.0 +12.0 331 48,996 -737
Total Volume and Open Interest 57,602 363,440 +912
Hang Seng Index(HKFE)
Sep17 170927 27573 27685 27446 27650 +83 186,040 102,532 -29,951
Oct17 170927 27558 27670 27432 27630 +74 66,471 52,638 +36,183
Total Volume and Open Interest 255,815 177,624 +5,269
DAX(EUREX)
Dec17 170927 12628.5 12693.5 12613.0 12651.0 +66.5 63,793 128,867 -111
Mar18 170927 12613.0 12669.5 12613.0 12647.5 +66.5 35 530 +35
Jun18 170927 12678.0 12710.0 12678.0 12678.0 +66.5 0 342 +0
Total Volume and Open Interest 63,828 129,739 -76
Mini-DAX(EUREX)
Sep17 170915 12540.0 12564.0 12514.0 12544.0 -4.5 19,577 9,296 -496
Dec17 170927 12630.0 12693.0 12613.0 12651.0 +66.5 21,497 8,778 -411
Mar18 170927 12633.0 12688.0 12614.0 12647.5 +66.5 51 262 +25
Total Volume and Open Interest 21,551 9,050 -384
DJ EuroSTOXX 50(EUREX)
Sep17 170915 3528 3535 3521 3525 -5 2,223,957 969,658 -843,841
Dec17 170927 3531 3558 3528 3546 +26 536,955 3,243,507 -25,413
Mar18 170927 3516 3543 3516 3533 +27 10,026 80,925 +13
Total Volume and Open Interest 546,981 3,324,452 -25,399
Swiss Market Index(EUREX)
Sep17 170915 9051 9065 9038 9064 +4 108,556 99,287 -39,026
Dec17 170927 9119 9128 9059 9088 -6 23,599 199,469 +2,593
Mar18 170927 9014 9017 8973 8988 -5 28 640 -21
Total Volume and Open Interest 23,627 200,109 +2,572
FT-SE 100(EURONEXT)
Dec17 170927 7237.00 7287.00 7230.00 7267.00 +34.50 65,281 713,599 -2,133
Mar18 170927 7196.50 7216.50 7196.50 7205.00 +33.50 0 2 +0
Jun18 170927 7127.50 7127.50 7127.50 7127.50 +33.50      
Total Volume and Open Interest 65,281 713,601 -2,133
SPI 200(SFE)
Dec17 170927 5660.0 5680.0 5632.0 5641.0 -18.0 27,108 256,048 -4,396
Mar18 170927 5591.0 5591.0 5591.0 5591.0 -20.0 0 1,479 +0
Jun18 170927 5575.0 5575.0 5575.0 5575.0 -20.0 0 2,131 +0
Total Volume and Open Interest 27,108 261,083 -4,396
FTSE MIB(ISE)
Dec17 170927 22405.00 22600.00 22405.00 22549.00 +204.00 15,191 21,238 -2
Mar18 170927 22350.00 22460.00 22350.00 22457.00 +199.00 2 18 +1
Jun18 170927 21957.00 21957.00 21957.00 21957.00 +194.00 1 1 +0
Total Volume and Open Interest 15,195 21,258 +0
KOSPI 200(KFE)
Dec17 170927 315.35 315.65 314.30 314.75 -0.40 162,671 263,048 -156
Mar18 170927 312.20 312.25 311.15 311.75 -0.25 199 12,914 +76
Jun18 170927 312.50 312.50 312.10 312.10 -1.70 0 8,794 +0
Total Volume and Open Interest 162,872 308,220 -78
GSCI(CME)
Oct17 170927 401.50 402.20 400.50 402.00 +0.35 578 14,023 -572
Nov17 170927 402.15 402.15 402.15 402.15 +0.35 570 570 +570
Dec17 170927 402.80 402.80 402.80 402.80 +0.35      
Total Volume and Open Interest 1,148 14,593 -2
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.

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