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 October 24, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 171024 980.00 983.00 972.75 975.50 -5.25 180,890 219,793 -10,295
Jan18 171024 990.25 993.25 983.25 985.75 -5.25 89,741 251,660 +6,212
Mar18 171024 1000.75 1003.00 993.50 996.00 -5.00 33,265 96,155 +3,206
May18 171024 1009.75 1012.25 1002.75 1005.50 -4.75 12,401 58,924 +2,408
Jul18 171024 1018.00 1020.75 1011.25 1013.75 -5.00 10,000 81,039 +611
Aug18 171024 1016.00 1016.75 1012.25 1014.50 -4.75 460 3,263 +233
Sep18 171024 1009.00 1010.00 1002.75 1005.00 -4.75 72 1,472 +4
Nov18 171024 1000.25 1004.00 995.00 997.00 -5.00 4,516 43,777 +495
Jan19 171024 1005.00 1006.00 1001.75 1003.50 -4.25 232 748 +204
Mar19 171024 1010.75 1010.75 1006.75 1006.75 -3.75 62 1,053 +32
May19 171024 1012.75 1013.00 1011.25 1011.50 -3.50 74 180 +30
Jul19 171024 1019.25 1019.25 1016.50 1017.00 -3.25 76 186 +29
Aug19 171024 1014.00 1014.00 1014.00 1014.00 -3.25 1 15 +0
Sep19 171024 1007.75 1007.75 1007.75 1007.75 -3.25 0 21 +0
Total Volume and Open Interest 331,886 759,247 +3,217
Soybean Meal(CBOT)
Dec17 171024 315.70 317.00 312.70 314.20 -1.70 60,269 144,933 -1,560
Jan18 171024 317.90 319.10 314.90 316.40 -1.60 18,120 88,764 +368
Mar18 171024 320.80 322.10 317.90 319.40 -1.70 11,205 58,640 +2,839
May18 171024 324.10 324.80 320.40 322.10 -1.70 5,265 33,154 +529
Jul18 171024 326.50 327.20 323.10 324.70 -1.60 3,978 24,563 +420
Aug18 171024 327.10 327.10 323.80 325.20 -1.50 157 4,236 +49
Sep18 171024 326.80 326.80 323.30 324.70 -1.30 193 4,477 +28
Oct18 171024 323.40 323.40 320.00 321.80 -1.10 474 4,915 +124
Dec18 171024 324.20 324.20 320.80 322.70 -1.10 1,149 20,415 +438
Jan19 171024 323.50 325.10 323.50 323.50 -1.10 147 849 +36
Total Volume and Open Interest 100,981 389,249 +3,270
Soybean Oil(CBOT)
Dec17 171024 34.62 34.65 34.30 34.34 -0.29 78,341 170,384 -161
Jan18 171024 34.74 34.78 34.44 34.47 -0.30 26,110 98,987 -1,505
Mar18 171024 34.94 34.98 34.65 34.68 -0.29 18,045 68,689 +2,529
May18 171024 35.06 35.17 34.85 34.88 -0.30 9,910 49,081 +2,436
Jul18 171024 35.22 35.30 35.03 35.05 -0.29 5,618 34,847 +759
Aug18 171024 35.24 35.24 35.04 35.04 -0.27 1,067 4,613 -103
Sep18 171024 35.19 35.19 34.94 34.96 -0.26 457 3,066 +162
Oct18 171024 34.93 34.93 34.71 34.71 -0.26 1,800 6,366 +922
Dec18 171024 34.87 34.90 34.62 34.65 -0.24 2,721 17,695 +226
Jan19 171024 34.84 34.84 34.66 34.66 -0.24 206 503 +80
Total Volume and Open Interest 144,308 456,362 +5,357
Canola(WCE)
Nov17 171024 502.2 503.2 500.5 501.6 -0.6 15,207 40,272 -8,375
Jan18 171024 510.8 511.8 508.2 509.3 -1.6 24,207 100,973 +6,378
Mar18 171024 517.2 518.1 513.8 515.0 -2.2 7,548 22,928 +3,283
May18 171024 520.8 520.9 516.4 517.9 -2.2 1,052 6,342 +412
Jul18 171024 519.9 519.9 517.7 519.1 -2.0 619 3,247 +89
Total Volume and Open Interest 48,658 175,031 +1,807
Corn(CBOT)
Dec17 171024 351.00 353.00 349.50 352.75 +1.50 192,805 792,898 +12,476
Mar18 171024 364.75 367.00 363.50 366.75 +1.50 56,300 300,109 +3,033
May18 171024 373.75 375.75 372.25 375.50 +1.50 19,345 122,736 +4,791
Jul18 171024 380.75 382.75 379.25 382.50 +1.50 17,222 144,316 +1,323
Sep18 171024 387.75 389.25 386.25 389.00 +1.00 5,022 48,200 +959
Dec18 171024 396.25 398.25 395.25 398.00 +1.25 11,312 104,405 +1,997
Mar19 171024 406.00 407.75 405.00 407.75 +1.50 217 12,505 +28
May19 171024 411.75 413.50 411.50 413.50 +1.50 193 1,781 +90
Jul19 171024 415.50 418.00 415.50 418.00 +1.75 77 2,197 +19
Sep19 171024 413.00 414.50 413.00 413.75 +1.25 0 398 +0
Total Volume and Open Interest 302,684 1,532,647 +24,865
Wheat(CBOT)
Dec17 171024 438.00 438.75 433.00 438.00 +1.25 51,120 272,808 +4,876
Mar18 171024 455.25 457.25 451.50 456.00 +1.00 14,645 107,810 +1,420
May18 171024 469.25 471.00 465.25 469.50 +0.75 6,225 38,096 +1,027
Jul18 171024 482.50 483.50 478.00 482.00 +0.50 5,227 49,069 -589
Sep18 171024 498.00 499.25 493.75 497.50 +0.25 1,905 15,955 +866
Dec18 171024 516.75 516.75 512.25 516.00 +0.75 784 20,410 +369
Total Volume and Open Interest 80,002 507,196 +7,966
Wheat(KCBT)
Dec17 171024 434.00 435.25 430.25 434.00 +0.50 18,773 147,088 +2,188
Mar18 171024 451.75 453.25 448.50 451.75 +0.25 9,986 83,798 -1,039
May18 171024 466.25 467.50 463.25 466.00 +0.25 4,150 22,123 -479
Jul18 171024 483.00 485.00 480.50 484.00 +0.50 1,916 28,977 +542
Sep18 171024 503.00 503.25 499.50 502.50 +0.25 332 8,923 +57
Dec18 171024 529.00 529.00 526.50 529.00 +0.50 341 7,584 -58
Mar19 171024 545.50 545.50 540.75 545.50 +0.75 150 686 +21
Total Volume and Open Interest 35,684 299,388 +1,241
Wheat(MGE)
Dec17 171024 615.00 620.00 613.50 619.75 +4.75 2,544 35,985 +61
Mar18 171024 627.50 632.25 626.75 632.00 +4.25 1,303 24,222 -243
May18 171024 634.00 639.00 634.00 639.00 +4.00 184 8,052 +72
Jul18 171024 638.00 641.50 637.75 641.25 +3.50 158 5,739 +465
Sep18 171024 633.75 636.50 633.75 636.50 +3.50 82 3,400 +22
Dec18 171024 641.75 644.50 641.75 644.50 +2.75 3 1,371 -2
Total Volume and Open Interest 4,287 78,821 +382
Oats(CBOT)
Dec17 171024 275.00 279.50 273.50 277.00 +3.50 416 4,947 +97
Mar18 171024 276.75 279.25 274.75 276.25 +1.50 89 1,746 +44
May18 171024 279.50 279.75 279.00 279.25 +2.00 18 354 +17
Jul18 171024 276.00 276.25 275.75 275.75 +1.00 0 28 +0
Total Volume and Open Interest 523 7,077 +158
Rough Rice(CBOT)
Nov17 171024 11.95 11.96 11.59 11.60 -0.37 665 3,922 -437
Jan18 171024 12.25 12.25 11.90 11.91 -0.37 602 5,908 +463
Mar18 171024 12.50 12.50 12.18 12.18 -0.36 42 339 -7
May18 171024 12.39 12.39 12.39 12.39 -0.36 0 2 +0
Total Volume and Open Interest 1,309 10,174 +19
Live Cattle(CME)
Oct17 171024 111.635 113.750 111.635 113.635 +2.100 3,276 4,272 -932
Dec17 171024 116.830 119.700 116.580 119.535 +2.785 19,147 141,978 -1,383
Feb18 171024 121.730 124.580 121.580 124.535 +2.955 8,842 70,624 +1,435
Apr18 171024 121.980 124.480 121.850 124.250 +2.270 5,574 61,435 +198
Jun18 171024 114.650 117.000 114.535 116.930 +2.280 3,727 34,077 +895
Aug18 171024 111.885 114.150 111.800 114.035 +2.205 1,147 10,119 +215
Total Volume and Open Interest 42,154 328,180 +583
Feeder Cattle(CME)
Oct17 171024 153.850 155.200 153.685 155.130 +1.500 1,852 3,676 -333
Nov17 171024 153.035 156.500 152.650 156.130 +3.395 3,130 14,446 -323
Jan18 171024 151.080 155.330 150.785 155.000 +4.120 5,099 22,526 +329
Mar18 171024 148.435 152.450 148.130 152.050 +3.950 1,845 13,094 +324
Apr18 171024 148.350 152.080 147.900 151.830 +3.880 694 3,001 +11
May18 171024 147.550 151.000 147.000 150.650 +3.665 649 3,700 +210
Aug18 171024 148.900 152.235 148.450 152.100 +3.700 413 999 +96
Total Volume and Open Interest 13,682 61,445 +314
Lean Hogs(CME)
Dec17 171024 63.500 64.385 62.950 64.035 +0.500 19,473 116,461 -1,714
Feb18 171024 68.050 68.800 67.700 68.650 +0.425 9,974 48,730 +1,036
Apr18 171024 72.385 73.430 72.385 73.350 +0.700 5,565 46,351 +1,365
May18 171024 77.050 77.800 77.050 77.730 +0.400 75 1,285 +23
Jun18 171024 80.500 81.080 80.500 81.035 +0.535 1,941 19,212 +232
Jul18 171024 80.550 80.930 80.500 80.900 +0.320 1,068 9,540 +235
Aug18 171024 79.750 80.100 79.730 80.050 +0.300 378 5,070 +59
Oct18 171024 67.385 67.900 67.250 67.885 +0.500 221 1,900 +79
Total Volume and Open Interest 38,715 248,911 +1,324
Class III Milk(CME)
Oct17 171024 16.61 16.62 16.59 16.61 unch 144 3,787 -62
Nov17 171024 15.91 16.03 15.89 15.95 -0.03 564 4,581 +78
Dec17 171024 15.65 15.70 15.57 15.63 -0.09 195 3,968 +43
Jan18 171024 15.34 15.40 15.27 15.33 -0.06 70 2,174 +34
Feb18 171024 15.25 15.32 15.22 15.27 -0.05 51 1,738 +20
Mar18 171024 15.17 15.22 15.15 15.19 -0.07 50 1,596 +13
Apr18 171024 15.17 15.21 15.17 15.21 -0.05 26 1,157 +13
May18 171024 15.33 15.33 15.28 15.30 -0.05 27 1,134 +5
Jun18 171024 15.65 15.65 15.57 15.65 -0.02 23 1,098 +6
Jul18 171024 15.98 16.00 15.98 15.98 -0.02 12 504 +2
Aug18 171024 16.08 16.08 16.00 16.00 -0.08 7 513 +5
Sep18 171024 16.10 16.10 16.08 16.08 -0.02 14 423 +4
Oct18 171024 16.15 16.15 16.10 16.10 -0.05 14 318 +2
Total Volume and Open Interest 1,223 23,594 +166
Cocoa(ICE)
Dec17 171024 2120 2128 2077 2084 -40 29,412 97,997 -612
Mar18 171024 2120 2126 2082 2089 -31 17,783 93,615 +2,457
May18 171024 2130 2135 2093 2100 -29 6,697 20,427 +977
Jul18 171024 2139 2141 2103 2109 -29 3,109 12,367 -485
Sep18 171024 2149 2151 2114 2120 -28 660 8,712 +1
Dec18 171024 2163 2165 2129 2134 -27 519 8,390 +392
Mar19 171024 2180 2181 2150 2150 -27 31 6,234 +0
Total Volume and Open Interest 58,614 252,385 +2,961
Coffee "C"(ICE)
Dec17 171024 124.25 124.75 122.85 123.20 -1.15 18,553 118,802 +234
Mar18 171024 128.05 128.45 126.60 126.95 -1.15 7,559 60,069 +728
May18 171024 130.50 130.85 129.05 129.40 -1.10 2,314 24,458 +518
Jul18 171024 133.00 133.20 131.40 131.75 -1.10 1,007 13,912 +113
Sep18 171024 135.15 135.55 133.75 134.05 -1.15 538 7,742 +73
Dec18 171024 138.60 138.95 137.45 137.50 -1.10 215 4,862 +30
Total Volume and Open Interest 30,303 233,285 +1,742
Orange Juice(ICE)
Nov17 171024 152.45 152.45 150.35 151.60 -1.15 648 1,600 -734
Jan18 171024 152.65 152.65 150.00 151.20 -1.75 594 5,310 +181
Mar18 171024 152.10 152.10 150.25 151.25 -1.45 24 1,190 +7
May18 171024 151.00 151.85 151.00 151.80 -1.60 7 395 +2
Jul18 171024 152.25 152.35 152.25 152.30 -2.60 0 91 +0
Sep18 171024 153.70 153.70 153.70 153.70 -2.65 0 26 +0
Total Volume and Open Interest 1,273 8,612 -544
Sugar #11(ICE)
Mar18 171024 13.93 14.29 13.87 14.28 +0.40 43,275 430,183 +1,813
May18 171024 14.06 14.36 14.01 14.36 +0.36 14,006 126,384 +775
Jul18 171024 14.18 14.46 14.15 14.46 +0.32 5,735 61,216 +643
Oct18 171024 14.51 14.74 14.48 14.74 +0.27 2,710 44,609 +383
Mar19 171024 15.07 15.28 15.07 15.28 +0.24 1,812 23,360 +857
May19 171024 15.19 15.32 15.15 15.32 +0.23 203 4,268 +78
Jul19 171024 15.24 15.36 15.19 15.36 +0.23 226 5,311 +74
Oct19 171024 15.44 15.56 15.44 15.56 +0.23 139 5,522 -6
Total Volume and Open Interest 68,279 704,507 +4,699
London Cocoa(LCE)
Dec17 171024 1579 1585 1556 1561 -19 16,112 108,558 +224
Mar18 171024 1608 1612 1584 1590 -16 10,338 65,503 +145
May18 171024 1621 1623 1598 1603 -16 4,137 25,381 +603
Jul18 171024 1635 1635 1610 1615 -16 3,633 30,161 -183
Sep18 171024 1645 1647 1622 1627 -15 3,082 18,896 +557
Dec18 171024 1655 1657 1634 1638 -14 819 12,535 +345
Mar19 171024 1663 1666 1650 1650 -13 234 2,286 +159
Total Volume and Open Interest 38,421 263,911 +1,794
London Sugar(LCE)
Dec17 171024 368.90 375.00 367.10 374.80 +6.70 5,582 35,482 -228
Mar18 171024 369.70 376.20 367.90 376.00 +6.90 3,813 29,408 +1,003
May18 171024 375.30 381.90 373.70 381.90 +7.10 1,059 9,977 +98
Aug18 171024 381.30 387.60 380.00 387.60 +6.80 382 8,186 +217
Oct18 171024 386.30 391.20 386.30 391.20 +6.30 16 2,408 -3
Total Volume and Open Interest 11,031 87,709 +1,186
Cotton(ICE)
Dec17 171024 69.44 70.22 69.02 69.54 -0.18 16,514 118,426 -1,237
Mar18 171024 69.00 69.46 68.54 69.13 -0.06 6,653 72,879 +346
May18 171024 69.87 70.23 69.50 70.08 +0.03 796 11,731 +608
Jul18 171024 70.42 70.76 70.04 70.68 +0.09 111 7,980 +49
Oct18 171024 69.16 69.16 69.16 69.16 +0.07 0 1 +0
Dec18 171024 68.90 69.50 68.90 69.30 +0.12 169 16,469 +109
Total Volume and Open Interest 24,243 228,047 -125
Lumber(CME)
Nov17 171024 443.0 444.4 436.1 440.6 +5.0 521 3,117 -231
Jan18 171024 435.5 438.0 429.2 433.7 +5.2 408 3,273 +165
Mar18 171024 420.0 422.9 418.9 420.1 +5.0 73 343 +21
May18 171024 401.3 405.4 401.1 403.9 +6.2 11 81 +9
Total Volume and Open Interest 1,013 6,823 -36
Crude Oil(NYM)
Dec17 171024 51.89 52.62 51.55 52.47 +0.57 674,142 608,176 +8,009
Jan18 171024 52.08 52.82 51.73 52.67 +0.59 89,543 299,750 +3,542
Feb18 171024 52.15 52.93 51.85 52.79 +0.60 36,700 126,950 -3,679
Mar18 171024 52.22 53.00 51.95 52.87 +0.61 38,979 238,393 +840
Apr18 171024 52.33 52.95 51.95 52.90 +0.62 15,832 69,727 -301
May18 171024 52.29 52.94 51.97 52.87 +0.62 16,635 63,990 -913
Jun18 171024 52.16 52.90 51.86 52.80 +0.62 38,511 198,710 -986
Jul18 171024 52.09 52.72 51.93 52.68 +0.62 4,077 48,452 -1,002
Aug18 171024 51.97 52.56 51.64 52.54 +0.61 4,080 36,833 +561
Sep18 171024 51.75 52.46 51.69 52.39 +0.59 5,289 64,948 -789
Oct18 171024 51.55 52.27 51.55 52.25 +0.58 1,550 44,011 +229
Nov18 171024 51.30 52.17 51.27 52.11 +0.57 1,227 35,974 +187
Dec18 171024 51.45 52.01 51.12 51.99 +0.56 32,109 256,908 +99
Jan19 171024 51.28 51.83 51.28 51.83 +0.55 790 29,869 +144
Feb19 171024 51.68 51.68 51.68 51.68 +0.54 999 16,194 -248
Mar19 171024 51.12 51.53 51.11 51.53 +0.52 1,729 26,209 +105
Total Volume and Open Interest 981,282 2,385,491 -17,066
e-miNY Crude Oil(NYM)
Dec17 171024 51.850 52.625 51.550 52.475 +0.575 10,458 2,321 +344
Jan18 171024 52.075 52.825 51.750 52.675 +0.600 119 832 +16
Feb18 171024 52.250 52.825 52.250 52.800 +0.600 6 430 +2
Mar18 171024 52.675 52.875 52.675 52.875 +0.625 0 18 +0
Apr18 171024 52.700 53.000 52.700 52.900 +0.625 0 43 +0
May18 171024 52.875 52.875 52.575 52.875 +0.625 0 62 +0
Jun18 171024 52.475 52.800 52.250 52.800 +0.625 6 21 +0
Jul18 171024 52.675 52.675 52.675 52.675 +0.625 4 15 -2
Aug18 171024 52.550 52.550 52.550 52.550 +0.625 0 75 +0
Sep18 171024 52.400 52.400 52.400 52.400 +0.600 0 80 +0
Total Volume and Open Interest 10,593 4,047 +360
NY Harbor ULSD(NYM)
Nov17 171024 178.72 183.09 176.85 182.21 +3.43 33,239 48,067 -8,007
Dec17 171024 178.65 183.11 177.11 182.26 +3.30 63,835 112,208 -63
Jan18 171024 178.95 182.88 177.21 182.11 +3.12 29,570 73,263 +2,351
Feb18 171024 178.64 182.28 177.24 181.60 +2.91 18,145 32,462 -1,223
Mar18 171024 177.85 181.40 176.56 180.79 +2.80 17,222 44,052 +1,473
Apr18 171024 176.79 179.90 175.33 179.42 +2.74 8,290 28,074 +444
May18 171024 174.64 178.93 174.40 178.66 +2.70 5,602 14,981 +541
Jun18 171024 175.32 178.46 173.94 178.01 +2.67 6,527 30,889 -3
Jul18 171024 175.91 178.05 174.70 177.76 +2.67 1,047 3,908 +202
Aug18 171024 173.47 177.60 173.47 177.60 +2.67 715 3,189 +15
Sep18 171024 177.64 177.84 175.84 177.55 +2.68 980 6,157 +107
Oct18 171024 175.89 177.52 175.89 177.52 +2.70 839 1,577 +69
Nov18 171024 174.99 177.62 174.99 177.62 +2.69 696 1,912 +65
Dec18 171024 175.16 178.22 173.79 177.65 +2.67 3,823 25,292 +334
Total Volume and Open Interest 191,510 435,135 -3,856
RBOB Gasoline(NYM)
Nov17 171024 167.48 173.55 166.59 171.55 +3.72 43,525 58,498 -6,686
Dec17 171024 163.83 169.07 162.50 167.34 +3.44 65,844 141,382 +2,247
Jan18 171024 161.85 166.52 160.76 165.04 +2.90 22,346 69,813 +1,311
Feb18 171024 162.27 166.45 161.12 165.24 +2.77 9,507 22,187 -201
Mar18 171024 163.91 167.92 162.81 166.76 +2.75 8,782 41,194 +498
Apr18 171024 180.78 184.32 179.50 183.43 +2.72 6,305 21,499 +390
May18 171024 180.17 184.04 179.79 183.47 +2.69 4,948 12,992 +1,251
Jun18 171024 178.80 182.93 178.48 182.15 +2.63 5,797 15,457 +840
Jul18 171024 176.35 180.12 176.35 180.12 +2.61 2,177 9,525 -199
Aug18 171024 173.51 177.47 173.51 177.47 +2.61 722 3,038 -5
Total Volume and Open Interest 172,768 412,880 +722
e-miNY RBOB Gasoline(NYM)
Nov17 171024 171.60 171.60 171.55 171.60 +3.77 0 1 +0
Dec17 171024 167.30 167.34 167.30 167.30 +3.40      
Jan18 171024 165.00 165.04 165.00 165.00 +2.86      
Feb18 171024 165.20 165.24 165.20 165.20 +2.73      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov17 171024 2.971 3.004 2.960 2.974 -0.017 225,039 75,253 -34,896
Dec17 171024 3.139 3.165 3.117 3.135 -0.021 145,050 270,968 +15,889
Jan18 171024 3.258 3.285 3.243 3.257 -0.023 55,163 200,877 +1,902
Feb18 171024 3.260 3.287 3.246 3.260 -0.024 23,813 81,636 +43
Mar18 171024 3.218 3.243 3.201 3.216 -0.024 34,344 173,661 +4,054
Apr18 171024 2.979 2.995 2.975 2.989 -0.003 30,388 125,522 +1,802
May18 171024 2.960 2.970 2.950 2.964 -0.002 13,928 75,954 +979
Jun18 171024 2.990 2.996 2.978 2.992 -0.002 2,602 32,315 +293
Jul18 171024 3.017 3.023 3.007 3.020 -0.002 2,312 41,138 +73
Aug18 171024 3.019 3.026 3.008 3.021 -0.002 1,868 31,450 +461
Sep18 171024 3.000 3.007 2.990 3.002 -0.003 2,085 33,242 +62
Oct18 171024 3.023 3.030 3.012 3.025 -0.002 7,458 68,931 +395
Nov18 171024 3.075 3.077 3.061 3.077 -0.003 1,790 27,804 -79
Dec18 171024 3.204 3.212 3.195 3.208 -0.003 1,696 28,547 -1
Jan19 171024 3.285 3.291 3.271 3.287 -0.003 1,209 26,184 +368
Feb19 171024 3.241 3.255 3.240 3.255 -0.002 228 8,241 +64
Total Volume and Open Interest 552,424 1,376,262 -6,853
Brent Crude Oil(ICE)
Dec17 171024 57.41 58.57 57.04 58.33 +0.96 369,888 315,391 -42,960
Jan18 171024 57.30 58.36 56.94 58.17 +0.90 236,609 573,815 +37,431
Feb18 171024 57.08 58.08 56.74 57.91 +0.83 104,796 238,215 +3,570
Mar18 171024 57.00 57.88 56.62 57.73 +0.79 59,387 217,032 +3,968
Apr18 171024 56.89 57.73 56.51 57.59 +0.76 28,608 88,132 +3,036
May18 171024 56.78 57.60 56.41 57.47 +0.75 16,394 72,226 +2,745
Jun18 171024 56.61 57.45 56.28 57.32 +0.75 45,221 204,026 +4,237
Jul18 171024 56.46 57.30 56.15 57.17 +0.74 2,984 35,619 +215
Aug18 171024 56.25 57.01 56.05 57.01 +0.73 2,535 26,398 +151
Sep18 171024 56.70 56.84 56.70 56.84 +0.72 2,909 39,256 -457
Oct18 171024 56.68 56.68 56.68 56.68 +0.71 1,084 21,433 -157
Nov18 171024 56.10 56.52 56.10 56.52 +0.70 662 20,826 -3
Dec18 171024 55.75 56.49 55.45 56.37 +0.68 37,894 194,461 +158
Jan19 171024 55.74 56.22 55.74 56.22 +0.67 871 27,191 +295
Total Volume and Open Interest 928,946 2,480,522 +12,435
Gas Oil(ICE)
Nov17 171024 527.75 536.00 521.00 526.00 -2.25 64,971 152,496 -2,844
Dec17 171024 523.00 531.75 517.00 522.25 -1.00 85,287 252,545 +4,426
Jan18 171024 521.25 529.50 515.75 520.75 -0.25 28,961 92,188 -1,516
Feb18 171024 520.00 528.25 515.25 520.25 +0.25 10,078 53,688 -2,074
Mar18 171024 518.75 527.00 514.50 519.25 +0.50 13,623 66,941 +2,023
Apr18 171024 518.00 525.25 513.25 518.00 +1.00 7,864 28,021 -271
May18 171024 516.25 524.00 512.25 516.75 +1.00 3,953 14,796 +66
Jun18 171024 515.50 522.75 510.75 515.50 +1.00 15,202 48,037 +1,095
Jul18 171024 512.25 522.25 512.00 515.25 +1.00 2,036 12,951 +53
Aug18 171024 512.25 522.00 512.25 515.25 +1.25 1,637 11,915 +489
Total Volume and Open Interest 246,612 939,955 +1,952
Ethanol(CBOT)
Nov17 171024 1.420 1.433 1.417 1.420 +0.001 310 702 -145
Dec17 171024 1.401 1.420 1.400 1.412 unch 171 741 +32
Jan18 171024 1.399 1.404 1.395 1.399 +0.001 66 155 +57
Feb18 171024 1.413 1.413 1.410 1.410 +0.001 1 55 +0
Mar18 171024 1.433 1.433 1.423 1.433 +0.001 0 6 +0
Apr18 171024 1.453 1.453 1.453 1.453 +0.001 0 7 +0
May18 171024 1.456 1.456 1.456 1.456 +0.001      
Jun18 171024 1.446 1.446 1.446 1.446 +0.001 0 2 +0
Total Volume and Open Interest 548 1,668 -56
WTI Crude Oil(ICE)
Dec17 171024 51.90 52.60 51.56 52.47 +0.57 66,963 123,058 -7,211
Jan18 171024 52.15 52.81 51.74 52.67 +0.59 42,001 76,695 +7,457
Feb18 171024 52.21 52.91 51.85 52.79 +0.60 11,925 28,690 +265
Mar18 171024 52.32 52.98 51.95 52.87 +0.61 11,610 34,578 +2,740
Apr18 171024 52.10 53.02 51.97 52.90 +0.62 5,382 10,150 +1,185
May18 171024 51.99 52.87 51.99 52.87 +0.62 1,557 5,901 -169
Jun18 171024 52.10 52.90 51.96 52.80 +0.62 8,172 63,222 -266
Jul18 171024 52.47 52.68 52.44 52.68 +0.62 346 7,563 -165
Aug18 171024 52.54 52.54 52.54 52.54 +0.61 425 6,293 +198
Sep18 171024 51.90 52.39 51.90 52.39 +0.59 281 11,041 -5
Oct18 171024 52.25 52.25 52.25 52.25 +0.58 66 3,031 -4
Nov18 171024 52.11 52.11 52.11 52.11 +0.57 39 6,426 +0
Dec18 171024 51.44 51.99 51.44 51.99 +0.56 6,657 124,959 +525
Jan19 171024 51.83 51.83 51.83 51.83 +0.55 46 1,830 +0
Feb19 171024 51.68 51.68 51.68 51.68 +0.54 14 715 +4
Mar19 171024 51.53 51.53 51.53 51.53 +0.52 105 2,290 +46
Total Volume and Open Interest 157,716 588,270 +4,731
US Dollar Index(ICE)
Dec17 171024 93.695 93.870 93.555 93.660 -0.155 27,274 47,791 +3,812
Mar18 171024 93.350 93.550 93.280 93.365 -0.155 198 1,931 +42
Jun18 171024 93.010 93.160 93.010 93.110 -0.160 16 554 +12
Total Volume and Open Interest 27,496 50,319 +3,874
Australian Dollar(CME)
Dec17 171024 78.03 78.20 77.66 77.84 -0.17 119,130 134,268 +1,253
Mar18 171024 78.10 78.11 77.64 77.78 -0.17 28 672 +0
Jun18 171024 77.73 77.73 77.73 77.73 -0.17 0 242 +0
Total Volume and Open Interest 121,563 137,245 +1,326
British Pound(CME)
Dec17 171024 132.18 132.48 131.34 131.57 -0.64 124,629 178,601 -1,639
Mar18 171024 132.67 132.86 131.79 131.97 -0.64 423 2,606 +144
Jun18 171024 132.20 132.36 132.20 132.36 -0.64 0 250 +0
Total Volume and Open Interest 127,382 184,266 -1,059
Canadian Dollar(CME)
Dec17 171024 79.12 79.26 78.81 78.93 -0.20 110,971 175,232 +4,833
Mar18 171024 79.17 79.29 78.88 78.99 -0.20 337 1,560 +128
Jun18 171024 79.00 79.03 78.99 79.02 -0.20 39 361 +24
Sep18 171024 79.17 79.17 79.01 79.05 -0.21 22 154 +10
Total Volume and Open Interest 113,079 178,756 +4,573
Japanese Yen(CME)
Dec17 171024 88.34 88.52 87.90 88.26 +0.12 192,078 265,614 +15,651
Mar18 171024 88.80 88.88 88.39 88.73 +0.11 199 4,092 +31
Jun18 171024 89.21 89.21 89.21 89.21 +0.11 0 98 +0
Total Volume and Open Interest 195,707 274,804 +15,744
Swiss Franc(CME)
Dec17 171024 101.87 101.99 101.22 101.49 -0.22 33,472 59,254 +4,099
Mar18 171024 102.11 102.18 101.97 102.18 -0.23 19 171 -12
Jun18 171024 102.88 102.88 102.88 102.88 -0.21 0 29 +0
Total Volume and Open Interest 33,491 59,464 +4,087
EuroFX(CME)
Dec17 171024 117.84 118.28 117.77 118.21 +0.48 207,750 430,428 -3,115
Mar18 171024 118.55 118.94 118.48 118.88 +0.48 332 3,503 +87
Jun18 171024 119.38 119.56 119.29 119.56 +0.48 34 1,392 +20
Total Volume and Open Interest 210,458 446,288 -3,070
Mexican Peso(CME)
Nov17 171024 520.63 520.63 519.25 519.25 -2.50 10 80 +10
Dec17 171024 518.50 519.88 514.13 516.00 -2.50 48,206 182,543 -728
Total Volume and Open Interest 48,368 183,241 -721
Brazilian Real(CME)
Nov17 171024 308.65 309.65 304.25 306.60 -3.90 3,872 31,573 +321
Dec17 171024 307.90 308.95 303.65 305.45 -3.90 38 3,882 +1
Jan18 171024 304.45 304.45 304.45 304.45 -3.90 2 397 +2
Feb18 171024 303.20 303.20 303.20 303.20 -3.90      
Total Volume and Open Interest 3,912 36,152 +324
30-Year T-Bonds(CBOT)
Dec17 171024 152~140 152~170 151~090 151~220 -0~210 352,537 746,705 -1,851
Mar18 171024 151~070 151~080 150~060 150~160 -0~210 297 220 +71
Jun18 171024 150~030 150~030 150~030 150~030 -0~210      
Total Volume and Open Interest 352,834 746,925 -1,780
10-Year T-Notes(CBOT)
Dec17 171024 124~310 125~005 124~180 124~235 -0~060 1,715,638 3,049,567 +24,693
Mar18 171024 124~150 124~150 124~085 124~125 -0~065 1,539 11,559 +464
Jun18 171024 124~070 124~070 124~070 124~070 -0~065      
Total Volume and Open Interest 1,717,177 3,061,126 +25,157
5-Year T-Notes(CBOT)
Dec17 171024 117~064 117~072 116~314 117~030 -0~026 827,017 2,980,932 +3,451
Mar18 171024 116~242 116~274 116~242 116~274 -0~026 912 6,110 +583
Jun18 171024 116~254 116~254 116~254 116~254 -0~026      
Total Volume and Open Interest 827,929 2,987,042 +4,034
2 Year T-Notes(CBOT)
Dec17 171024 107~224 107~230 107~212 107~222 -0~004 330,770 1,717,493 +16,894
Mar18 171024 107~170 107~170 107~166 107~170 -0~004 213 2,115 +210
Jun18 171024 107~170 107~170 107~170 107~170 -0~004      
Total Volume and Open Interest 330,983 1,719,608 +17,104
Eurodollars(CME)
Dec17 171024 98.495 98.500 98.490 98.490 -0.005 346,903 1,833,564 -34,547
Mar18 171024 98.365 98.370 98.350 98.355 -0.005 232,805 1,280,648 -2,275
Jun18 171024 98.255 98.260 98.230 98.245 -0.005 195,825 1,222,511 +2,468
Sep18 171024 98.170 98.175 98.145 98.160 -0.005 205,064 1,058,700 -4,743
Dec18 171024 98.080 98.085 98.050 98.070 -0.005 367,576 1,599,330 -4,476
Mar19 171024 98.020 98.025 97.985 98.005 -0.005 200,875 1,025,436 -7,061
Jun19 171024 97.965 97.965 97.925 97.945 -0.010 181,797 893,382 +7,541
Sep19 171024 97.920 97.920 97.875 97.895 -0.015 152,727 692,214 +5,621
Dec19 171024 97.860 97.865 97.820 97.835 -0.015 208,235 834,143 +28,350
Mar20 171024 97.830 97.835 97.785 97.805 -0.015 117,549 460,699 +722
Jun20 171024 97.805 97.805 97.755 97.770 -0.020 104,359 361,242 +3,142
Sep20 171024 97.770 97.775 97.715 97.735 -0.025 91,930 274,473 -10,807
Dec20 171024 97.725 97.725 97.665 97.690 -0.025 108,726 316,568 -13,213
Mar21 171024 97.695 97.695 97.630 97.660 -0.025 52,594 209,039 -825
Jun21 171024 97.660 97.660 97.595 97.625 -0.025 45,689 174,748 -819
Sep21 171024 97.625 97.625 97.560 97.585 -0.030 42,140 96,415 +3,392
Dec21 171024 97.580 97.580 97.510 97.540 -0.030 37,886 131,095 +1,136
Mar22 171024 97.550 97.555 97.485 97.510 -0.035 26,489 72,036 +113
Total Volume and Open Interest 2,783,679 12,803,047 -25,084
Ultra T-Bond(CBOT)
Dec17 171024 164~12 164~17 162~25 163~11 -0~29 122,685 835,887 +51
Mar18 171024 162~16 162~16 162~13 162~13 -0~29 1 8,836 +0
Jun18 171024 161~18 161~18 161~18 161~18 -0~29      
Total Volume and Open Interest 122,686 844,723 +51
Ultra 10-Yr T-Note(CBOT)
Dec17 171024 133~295 133~315 133~090 133~165 -0~105 135,052 433,082 +5,506
Mar18 171024 133~125 133~125 133~125 133~125 -0~105      
Jun18 171024 133~125 133~125 133~125 133~125 -0~105      
Total Volume and Open Interest 135,052 433,082 +5,506
30 Day Federal Funds(CBOT)
Oct17 171024 98.848 98.848 98.845 98.845 unch 629 233,238 +310
Nov17 171024 98.840 98.845 98.840 98.840 unch 3,771 207,922 -1,502
Dec17 171024 98.725 98.730 98.725 98.725 unch 4,151 91,216 +308
Jan18 171024 98.635 98.635 98.630 98.635 unch 32,830 354,158 -5,026
Feb18 171024 98.620 98.625 98.620 98.620 -0.005 8,676 121,620 +1,606
Mar18 171024 98.590 98.590 98.590 98.590 unch 8,921 52,173 +3,452
Total Volume and Open Interest 149,568 1,543,822 +12,419
Japanese Govt Bonds(SGX)
Dec17 171023 150.28 150.38 150.20 150.33 -0.10 645 13,720 -9
Mar18 171023 150.33 150.33 150.33 150.33 -0.10      
Jun18 171023 150.33 150.33 150.33 150.33 -0.10      
Total Volume and Open Interest 645 13,720 -9
Euro-Buxl(EUREX)
Dec17 171024 164.04 164.10 162.70 162.80 -1.18 61,967 229,082 -7,182
Mar18 171024 161.46 161.46 161.24 161.24 -1.16 16 375 +0
Jun18 171024 161.24 161.24 161.24 161.24 -1.16      
Total Volume and Open Interest 61,983 229,457 -7,182
Euro-Bund(EUREX)
Dec17 171024 161.68 161.71 161.01 161.11 -0.57 859,420 1,994,466 -112,241
Mar18 171024 161.10 161.10 160.54 160.61 -0.59 11,466 74,249 +23,383
Jun18 171024 157.88 157.88 157.88 157.88 -0.57 0 1 +0
Total Volume and Open Interest 870,886 2,068,716 -88,858
Euro-Bobl(EUREX)
Dec17 171024 131.41 131.44 131.18 131.22 -0.20 545,019 1,579,177 -38,896
Mar18 171024 131.86 131.86 131.76 131.80 -0.21 6,547 73,544 -31
Jun18 171024 131.80 131.80 131.80 131.80 -0.21      
Total Volume and Open Interest 551,566 1,652,721 -38,927
Euro-Schatz(EUREX)
Dec17 171024 112.21 112.21 112.17 112.17 -0.04 216,024 1,451,660 -3,949
Mar18 171024 112.04 112.04 112.04 112.04 -0.04 16 3,161 +2,783
Jun18 171024 112.04 112.04 112.04 112.04 -0.04      
Total Volume and Open Interest 216,040 1,454,821 -1,166
3-Mth Euribor(EUREX)
Dec17 171024 100.330 100.330 100.325 100.325 unch 0 8,234 +0
Mar18 171024 100.325 100.325 100.320 100.320 unch 0 6,136 +0
Jun18 171024 100.310 100.310 100.305 100.305 -0.005 0 1,311 +0
Total Volume and Open Interest 61 37,657 +90
Long Gilt(LIFFE)
Dec17 171024 124~12 124~17 123~31 124~04 -0~15 183,458 703,614 -16,854
Mar18 171024 123~06 123~08 123~06 123~08 -0~15 97 135 +31
Total Volume and Open Interest 183,555 703,749 -16,823
3-Mth Short Sterling(LIFFE)
Dec17 171024 99.48 99.48 99.47 99.47 -0.01 71,245 547,803 -10,400
Mar18 171024 99.36 99.36 99.35 99.35 -0.01 64,411 476,362 -8,487
Jun18 171024 99.26 99.27 99.25 99.25 -0.01 59,311 431,223 +1,365
Sep18 171024 99.20 99.20 99.18 99.18 -0.02 93,347 312,228 -379
Dec18 171024 99.15 99.15 99.12 99.13 -0.02 86,383 391,277 -9,909
Mar19 171024 99.11 99.11 99.07 99.08 -0.03 58,728 225,933 -1,478
Total Volume and Open Interest 729,367 3,489,912 -49,811
3-Mth Euribor(LIFFE)
Dec17 171024 100.325 100.330 100.320 100.320 -0.005 20,323 412,536 -3,763
Mar18 171024 100.315 100.320 100.315 100.315 -0.005 19,095 460,673 +1,667
Jun18 171024 100.305 100.310 100.300 100.300 -0.010 35,432 460,952 -295
Total Volume and Open Interest 508,162 3,991,258 +12,936
3-Mth Aus T-Bills(SFE)
Dec17 171024 98.25 98.26 98.25 98.26 unch 3,180 195,374 -1,926
Mar18 171024 98.20 98.21 98.19 98.21 +0.01 13,835 225,596 +375
Jun18 171024 98.10 98.11 98.09 98.11 +0.01 19,468 199,975 +773
Sep18 171024 97.99 98.01 97.99 98.01 +0.02 17,327 179,775 -9,183
Dec18 171024 97.89 97.91 97.89 97.91 +0.02 11,544 113,320 -1,047
Mar19 171024 97.79 97.82 97.79 97.81 +0.02 7,916 89,316 +1,582
Jun19 171024 97.70 97.73 97.70 97.73 +0.03 5,823 57,966 +1,512
Sep19 171024 97.62 97.64 97.61 97.64 +0.03 4,536 32,908 +118
Dec19 171024 97.54 97.57 97.54 97.57 +0.03 495 3,251 +192
Mar20 171024 97.47 97.51 97.47 97.51 +0.04 449 2,539 +91
Total Volume and Open Interest 84,605 1,101,801 -7,502
10-Year Aus T-Bonds(SFE)
Dec17 171024 97.18 97.22 97.17 97.20 +0.02 150,531 1,041,060 -8,039
Mar18 171024 97.19 97.19 97.19 97.19 +0.02 0 702 +0
Total Volume and Open Interest 150,531 1,041,762 -8,039
3-Year Aus T-Bonds(SFE)
Dec17 171024 97.85 97.88 97.84 97.87 +0.02 228,973 1,123,629 -4,359
Mar18 171024 97.86 97.86 97.86 97.86 +0.02 0 1,017 +0
Total Volume and Open Interest 228,973 1,124,646 -4,359
Gold(CMX)
Oct17 171024 1275.5 1275.5 1273.7 1275.0 -2.7 304 686 +144
Dec17 171024 1283.9 1285.3 1274.8 1278.3 -2.6 314,805 398,173 -1,901
Feb18 171024 1286.9 1289.0 1279.0 1282.5 -2.6 11,082 71,979 +841
Apr18 171024 1291.9 1292.3 1283.5 1286.3 -2.6 2,443 15,451 +553
Jun18 171024 1295.2 1296.6 1287.0 1290.2 -2.7 1,561 12,766 +268
Aug18 171024 1301.0 1301.0 1294.1 1294.2 -2.7 278 9,350 -57
Oct18 171024 1297.0 1298.2 1297.0 1298.2 -2.8 51 3,367 -21
Dec18 171024 1301.3 1302.8 1301.3 1302.4 -2.8 565 10,707 -193
Feb19 171024 1306.6 1306.6 1306.6 1306.6 -2.7 0 142 +0
Apr19 171024 1310.9 1310.9 1310.9 1310.9 -2.7 0 501 +0
Jun19 171024 1315.3 1315.3 1315.3 1315.3 -2.7 0 1,020 +0
Aug19 171024 1319.9 1319.9 1319.9 1319.9 -2.7 0 4 +0
Total Volume and Open Interest 331,645 529,313 -342
Silver(CMX)
Dec17 171024 1710.0 1717.0 1689.0 1696.6 -10.9 98,342 143,585 -1,272
Mar18 171024 1722.5 1725.0 1699.0 1706.3 -10.9 4,105 28,993 +541
May18 171024 1728.0 1731.5 1712.7 1712.7 -10.9 1,274 7,458 -182
Jul18 171024 1733.5 1733.5 1718.7 1718.7 -10.9 492 4,214 +155
Sep18 171024 1724.9 1736.5 1724.9 1724.9 -10.9 589 2,514 +34
Dec18 171024 1749.0 1749.0 1730.5 1733.8 -11.0 93 3,709 +9
Mar19 171024 1744.3 1744.3 1744.3 1744.3 -11.0 0 6 +0
Total Volume and Open Interest 105,122 192,364 -722
Platinum(NYMEX)
Oct17 171024 921.2 922.8 921.2 922.8 -1.7 102 52 +43
Jan18 171024 927.9 932.7 921.4 925.5 -1.7 13,164 68,719 +490
Apr18 171024 932.3 936.4 925.9 929.8 -1.6 172 6,162 +119
Jul18 171024 934.4 934.4 934.4 934.4 -1.6 0 324 +0
Total Volume and Open Interest 13,456 75,377 +646
Palladium(NYMEX)
Dec17 171024 953.00 963.35 950.70 961.20 +11.25 3,437 30,528 -32
Mar18 171024 952.85 953.20 947.75 952.30 +11.05 231 3,464 +158
Jun18 171024 947.05 947.05 947.05 947.05 +11.05 0 86 +0
Total Volume and Open Interest 3,668 34,128 +126
Copper(CMX)
Dec17 171024 318.50 323.90 318.20 319.80 +1.00 110,758 175,739 -2,077
Mar18 171024 320.25 325.70 320.10 321.75 +1.00 5,375 65,680 +381
May18 171024 323.00 326.00 321.50 322.95 +1.00 2,088 22,995 -371
Jul18 171024 326.45 326.80 323.00 323.80 +0.95 1,639 9,002 -176
Sep18 171024 326.75 326.75 324.60 324.60 +1.00 737 7,176 +23
Total Volume and Open Interest 122,826 305,540 -2,573
E-mini DJIA Index(CBOT)
Dec17 171024 23220 23436 23220 23403 +175 121,588 156,147 -1,874
Mar18 171024 23226 23412 23226 23388 +175 312 1,453 -5
Jun18 171024 23333 23361 23333 23361 +175 0 18 +0
Sep18 171024 23324 23324 23324 23324 +175      
Total Volume and Open Interest 121,900 157,618 -1,879
S & P 500(CME)
Dec17 171024 2563.50 2570.00 2562.70 2567.30 +3.90 3,573 58,855 +4,466
Mar18 171024 2567.60 2569.20 2567.60 2567.60 +3.90 0 126 +0
Jun18 171024 2567.80 2569.30 2567.80 2567.80 +4.00 0 1 +1
Sep18 171024 2567.80 2569.10 2567.80 2567.80 +4.20      
Total Volume and Open Interest 3,573 58,982 +4,467
S & P 500 E-Mini(CME)
Dec17 171024 2562.50 2570.25 2562.25 2567.25 +3.75 1,254,054 3,086,207 +10,225
Mar18 171024 2564.50 2570.50 2563.00 2567.50 +3.75 4,916 38,137 +3,192
Jun18 171024 2566.00 2570.50 2563.50 2567.75 +4.00 93 2,013 +44
Sep18 171024 2567.75 2567.75 2567.75 2567.75 +4.25 3 27 -3
Total Volume and Open Interest 1,259,069 3,126,390 +13,458
NASDAQ 100 E-Mini(CME)
Dec17 171024 6064.80 6092.50 6057.00 6079.50 +14.70 222,217 275,492 -3,173
Mar18 171024 6079.30 6104.30 6070.30 6092.30 +15.00 178 1,115 +4
Jun18 171024 6102.00 6102.50 6102.00 6102.00 +15.00 1 87 +0
Total Volume and Open Interest 222,396 276,698 -3,169
S&P Midcap 400(CME) e-Mini
Dec17 171024 1823.30 1834.10 1823.30 1830.80 +6.60 9,879 92,047 -505
Mar18 171024 1828.90 1829.10 1828.90 1828.90 +6.60 0 9 +0
Jun18 171024 1828.50 1828.50 1828.50 1828.50 +6.60 0 1 +0
Total Volume and Open Interest 9,879 92,057 -505
Volatility Index(CBOE)
Oct17 171018 10.35 10.55 10.25 10.30 -0.08 87,305 120,816 -21,065
Nov17 171024 11.80 12.00 11.40 11.93 +0.15 66,816 372,072 -5,882
Dec17 171024 12.50 12.55 12.15 12.53 unch 38,873 133,790 +6,216
Jan18 171024 13.60 13.65 13.35 13.58 -0.05 13,282 62,953 -562
Total Volume and Open Interest 135,291 646,863 -251
S & P 600(CME)
Dec17 171024 911.30 911.30 911.30 911.30 +2.20      
Mar18 171024 908.10 908.10 908.10 908.10 +2.20      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 171024 1498.90 1508.10 1497.20 1501.50 +4.00 34,866 63,756 -771
Mar18 171024 1502.50 1502.50 1502.50 1502.50 +4.00 0 65 +0
Jun18 171024 1502.50 1502.50 1502.50 1502.50 +4.00 0 2 +0
Total Volume and Open Interest 34,866 63,823 -771
Nikkei 225(CME)
Dec17 171024 21665 21955 21655 21930 +255 10,849 42,306 +130
Mar18 171024 21825 21970 21825 21940 +260 4 23 +1
Total Volume and Open Interest 10,853 42,329 +131
Nikkei 225(SGX)
Dec17 171024 21790 21830 21760 21785 +50 106,006 201,220 -924
Mar18 171024 21685 21785 21685 21745 +50 160 665 +148
Jun18 171023 21555 21555 21555 21555 +270 0 1,096 +0
Total Volume and Open Interest 82,933 205,971 +4,971
Nikkei 225 Mini(JPX)
Dec17 171023 21470 21755 21465 21740 +270 702,450 385,010 +1,441
Mar18 171023 21415 21710 21415 21690 +270 12,524 24,424 +1,130
Jun18 171023 21280 21555 21260 21530 +270 125 1,738 -21
Total Volume and Open Interest 745,729 444,440 +2,513
Nikkei 225(JPX)
Dec17 171023 21470 21760 21460 21740 +270 61,539 341,127 +7,162
Mar18 171023 21420 21710 21420 21690 +270 1,590 16,450 +3,598
Jun18 171023 21320 21550 21290 21530 +270 19 11,483 +508
Total Volume and Open Interest 63,185 437,178 +11,496
Nikkei 225(CME) Yen
Dec17 171024 21645 21930 21625 21905 +255 38,113 59,030 +1,737
Mar18 171024 21605 21865 21585 21860 +255 1 20 -2
Jun18 171024 21760 21760 21760 21760 +255      
Total Volume and Open Interest 38,114 59,050 +1,735
Nikkei 225(CME) e-Mini Yen
Dec17 171024 21900 21905 21900 21900 +250 1 5 +0
Mar18 171024 21860 21860 21860 21860 +260      
Jun18 171024 21760 21760 21760 21760 +260      
Total Volume and Open Interest 1 5 +0
CAC 40(EURONEXT)
Nov17 171024 5373.5 5410.5 5369.5 5391.5 +7.5 67,493 319,935 +13,461
Dec17 171024 5368.5 5401.5 5364.0 5384.5 +7.5 254 47,252 +2
Jan18 171024 5376.5 5376.5 5376.5 5376.5 +7.5      
Total Volume and Open Interest 81,431 367,191  
Hang Seng Index(HKFE)
Oct17 171024 28317 28365 28072 28162 -160 125,383 138,031 +3,261
Nov17 171024 28332 28360 28070 28160 -160 4,209 10,280 +2,572
Dec17 171024 28351 28365 28100 28181 -170 544 24,600 +101
Total Volume and Open Interest 130,482 176,503 +6,073
DAX(EUREX)
Dec17 171024 12982.5 13051.5 12975.0 13017.0 +20.0 68,313 142,567 +1,793
Mar18 171024 12980.0 13038.5 12979.5 13011.0 +19.0 178 1,061 +10
Jun18 171024 13010.0 13060.0 13010.0 13040.0 +19.0 5 473 +1
Total Volume and Open Interest 68,496 144,101 +1,804
Mini-DAX(EUREX)
Dec17 171024 12983.0 13050.0 12976.0 13017.0 +20.0 20,789 11,322 -98
Mar18 171024 13001.0 13035.0 12971.0 13011.0 +19.0 53 520 +4
Jun18 171024 13040.0 13040.0 13040.0 13040.0 +19.0 12 49 +1
Total Volume and Open Interest 20,854 11,891 -93
DJ EuroSTOXX 50(EUREX)
Dec17 171024 3594 3618 3594 3606 +3 1,044,827 3,314,072 -14,742
Mar18 171024 3585 3603 3583 3593 +3 3,087 119,399 +221
Jun18 171024 3500 3512 3500 3512 +3 5 137 +0
Total Volume and Open Interest 1,047,919 3,433,608 -14,521
Swiss Market Index(EUREX)
Dec17 171024 9235 9246 9176 9188 -60 29,405 204,931 -1,016
Mar18 171024 9110 9111 9085 9085 -60 5 649 +0
Jun18 171024 8919 8919 8919 8919 -60 0 10 +0
Total Volume and Open Interest 29,410 205,590 -1,016
FT-SE 100(EURONEXT)
Dec17 171024 7480.50 7506.00 7475.00 7500.00 +5.50 86,902 676,880 -2,922
Mar18 171024 7426.00 7440.50 7426.00 7440.50 +5.50 1,537 3,086 +1,504
Jun18 171024 7360.00 7360.00 7360.00 7360.00 +6.00      
Total Volume and Open Interest 88,439 679,966 -1,418
SPI 200(SFE)
Dec17 171024 5872.0 5892.0 5864.0 5883.0 +8.0 29,521 268,180 -3,164
Mar18 171024 5829.0 5829.0 5829.0 5829.0 +8.0 119 1,524 -41
Jun18 171024 5813.0 5813.0 5813.0 5813.0 +8.0 0 3,362 +0
Total Volume and Open Interest 29,648 279,585 -3,211
FTSE MIB(ISE)
Dec17 171024 22330.00 22620.00 22325.00 22596.00 +256.00 20,078 29,379 +488
Mar18 171024 22300.00 22506.00 22300.00 22506.00 +256.00 18 70 +3
Jun18 171024 22044.00 22044.00 22044.00 22044.00 +254.00 0 3 +0
Total Volume and Open Interest 20,096 29,454 +491
KOSPI 200(KFE)
Dec17 171024 330.40 330.80 329.50 329.90 -0.50 164,997 251,869 +2,959
Mar18 171024 327.25 327.65 326.70 326.95 -0.35 254 16,551 +934
Jun18 171024 328.00 328.30 327.95 328.30 +0.45 3 11,817 +981
Total Volume and Open Interest 165,254 305,876 +6,374
GSCI(CME)
Nov17 171024 404.25 406.95 402.80 406.95 +4.25 5 16,293 +0
Dec17 171024 409.40 409.40 409.40 409.40 +4.40      
Jan18 171024 409.50 409.50 409.50 409.50 +4.40      
Total Volume and Open Interest 5 16,293 +0
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