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 November 07, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 171107 986.00 988.25 981.75 986.00 +2.00 5,268 4,451 -1,543
Jan18 171107 994.00 998.75 991.25 996.00 +2.00 142,109 328,977 -2,290
Mar18 171107 1004.25 1009.00 1001.75 1006.50 +2.25 30,198 125,826 +2,665
May18 171107 1013.25 1017.75 1010.75 1015.25 +1.75 11,736 76,128 +227
Jul18 171107 1021.75 1026.25 1019.00 1023.50 +1.50 11,355 89,284 +125
Aug18 171107 1022.75 1026.25 1020.50 1024.75 +2.00 198 9,159 +30
Sep18 171107 1013.00 1015.00 1013.00 1013.50 +0.75 95 1,570 +13
Nov18 171107 1004.00 1007.00 1001.25 1004.25 +0.25 5,911 47,339 +470
Jan19 171107 1011.25 1011.25 1010.00 1010.00 +0.25 34 812 -12
Mar19 171107 1013.00 1014.00 1012.50 1012.50 +0.25 187 1,647 -7
May19 171107 1018.25 1018.50 1016.50 1016.50 +0.25 159 637 +140
Jul19 171107 1021.50 1021.50 1021.50 1021.50 +0.25 38 351 +25
Aug19 171107 1019.75 1019.75 1019.75 1019.75 +0.25 3 24 +3
Sep19 171107 1013.50 1013.50 1013.50 1013.50 +0.25 0 21 +0
Total Volume and Open Interest 207,364 687,395 -117
Soybean Meal(CBOT)
Dec17 171107 316.70 317.40 315.00 315.50 -0.60 42,102 119,690 -1,740
Jan18 171107 318.50 319.40 317.10 317.70 -0.40 17,208 96,053 +395
Mar18 171107 321.70 322.70 320.20 321.10 -0.10 12,242 67,939 +1,430
May18 171107 324.10 325.20 322.80 323.60 -0.20 4,816 38,126 +262
Jul18 171107 326.70 327.50 325.40 326.10 -0.20 4,106 26,450 +72
Aug18 171107 327.00 327.40 326.00 326.30 -0.20 486 4,412 +12
Sep18 171107 325.50 325.90 325.00 325.20 -0.10 322 4,703 +16
Oct18 171107 322.90 323.30 321.50 321.80 -0.60 455 5,741 +60
Dec18 171107 323.70 324.10 322.10 322.70 -0.60 3,237 23,700 +335
Jan19 171107 323.60 323.70 323.20 323.20 -0.50 24 914 +8
Total Volume and Open Interest 85,395 392,397 +854
Soybean Oil(CBOT)
Dec17 171107 34.66 35.12 34.61 35.02 +0.29 65,478 140,804 +4,876
Jan18 171107 34.86 35.29 34.77 35.18 +0.29 27,321 109,023 +2,708
Mar18 171107 35.04 35.49 34.99 35.40 +0.30 18,916 82,216 +1,218
May18 171107 35.26 35.71 35.25 35.62 +0.30 6,685 53,707 +728
Jul18 171107 35.44 35.92 35.44 35.82 +0.32 5,000 36,762 +209
Aug18 171107 35.52 35.83 35.50 35.81 +0.28 530 4,539 -26
Sep18 171107 35.46 35.77 35.46 35.73 +0.27 417 3,509 -26
Oct18 171107 35.37 35.58 35.20 35.52 +0.21 834 7,713 +79
Dec18 171107 35.33 35.62 35.26 35.50 +0.17 3,621 20,186 +831
Jan19 171107 35.55 35.55 35.51 35.51 +0.16 35 655 -21
Total Volume and Open Interest 129,141 461,915 +10,780
Canola(WCE)
Nov17 171107 517.6 517.6 517.6 517.6 +1.2 10 85 +0
Jan18 171107 518.8 521.8 518.8 520.1 +1.2 11,208 131,641 +2,607
Mar18 171107 525.3 528.4 525.3 527.1 +1.8 2,001 30,020 -155
May18 171107 529.2 532.7 529.0 531.6 +2.2 524 8,848 +191
Jul18 171107 531.3 535.6 531.3 535.0 +3.0 281 3,817 +4
Total Volume and Open Interest 14,195 176,906 +2,794
Corn(CBOT)
Dec17 171107 347.75 348.25 346.25 347.75 -0.25 200,476 761,359 +5,486
Mar18 171107 361.25 361.50 359.75 361.00 -0.50 110,360 381,471 +15,505
May18 171107 370.00 370.25 368.75 369.75 -0.50 27,585 148,599 +5,351
Jul18 171107 377.25 377.75 376.00 377.25 -0.25 20,563 163,293 +1,215
Sep18 171107 384.00 384.75 382.75 384.25 unch 5,842 48,259 -594
Dec18 171107 392.75 393.75 391.75 393.50 +0.25 13,803 111,036 +2,271
Mar19 171107 402.25 403.00 401.25 403.00 +0.75 234 13,550 +109
May19 171107 407.75 408.25 407.50 408.25 +0.50 26 2,083 +12
Jul19 171107 412.25 412.50 411.25 412.50 +0.25 156 2,520 +50
Sep19 171107 409.25 410.50 409.25 409.25 unch 0 547 +0
Total Volume and Open Interest 379,077 1,636,581 +29,420
Wheat(CBOT)
Dec17 171107 430.25 431.00 424.00 427.25 -3.50 68,733 279,025 -2,949
Mar18 171107 448.00 448.25 441.25 444.75 -3.50 36,139 144,986 +388
May18 171107 459.25 460.75 454.00 457.25 -3.50 8,724 49,345 +1,096
Jul18 171107 473.50 474.00 467.75 471.00 -3.25 12,370 51,971 -1,689
Sep18 171107 487.50 487.50 483.00 486.25 -3.25 3,602 23,907 +213
Dec18 171107 507.00 507.00 502.25 506.00 -2.75 4,871 26,992 +1,242
Total Volume and Open Interest 134,497 579,455 -1,679
Wheat(KCBT)
Dec17 171107 428.50 429.75 423.25 426.50 -3.50 24,016 156,057 -2,083
Mar18 171107 446.00 446.75 440.75 443.75 -3.25 14,389 97,374 +2,316
May18 171107 460.25 460.25 454.25 457.50 -3.25 3,959 24,345 -37
Jul18 171107 476.75 477.25 471.25 474.00 -3.50 3,693 31,292 +823
Sep18 171107 492.00 492.00 488.00 491.00 -3.50 744 11,897 -46
Dec18 171107 519.25 519.25 513.25 516.50 -3.75 356 8,263 +91
Mar19 171107 532.50 534.75 532.50 532.50 -3.50 37 843 +18
Total Volume and Open Interest 47,195 330,295 +1,081
Wheat(MGE)
Dec17 171107 631.00 635.75 626.75 634.75 +3.75 3,243 34,630 +34,630
Mar18 171107 644.00 646.50 639.50 646.00 +2.00 1,623 26,241 +26,241
May18 171107 652.25 654.00 648.00 653.00 +2.00 373 8,640 +8,640
Jul18 171107 654.50 656.00 650.50 655.25 +0.75 92 6,073 +6,073
Sep18 171107 643.75 644.75 639.00 641.00 -3.00 29 3,717 +3,717
Dec18 171107 650.00 650.00 645.00 648.00 -2.75 16 1,559 +1,559
Total Volume and Open Interest 5,381 80,956 +103
Oats(CBOT)
Dec17 171107 268.50 271.00 264.00 270.50 +1.50 286 4,597 -91
Mar18 171107 273.00 273.00 267.75 272.75 +0.50 153 2,905 +33
May18 171107 274.50 276.50 274.50 276.50 +0.75 3 471 +1
Jul18 171107 277.25 277.50 277.00 277.00 +0.75 0 28 +0
Total Volume and Open Interest 442 8,003 -57
Rough Rice(CBOT)
Nov17 171107 11.34 11.34 11.24 11.24 unch 25 37 +11
Jan18 171107 11.49 11.66 11.45 11.52 -0.01 496 9,283 -3
Mar18 171107 11.84 11.84 11.74 11.80 -0.01 188 783 +98
May18 171107 11.99 12.06 11.99 12.06 -0.01 0 3 +0
Total Volume and Open Interest 709 10,108 +106
Live Cattle(CME)
Dec17 171107 125.250 125.600 123.500 124.635 -0.695 35,856 124,174 -3,834
Feb18 171107 130.575 130.825 129.285 130.380 -0.270 22,740 107,816 +6,072
Apr18 171107 129.185 129.630 128.550 129.380 -0.020 14,814 74,961 +2,021
Jun18 171107 121.000 121.535 120.300 121.350 +0.170 7,967 45,284 +1,700
Aug18 171107 117.600 117.930 116.700 117.785 +0.105 2,626 15,105 +472
Oct18 171107 117.230 117.600 116.500 117.480 unch 659 5,636 +206
Total Volume and Open Interest 84,874 376,129 +6,677
Feeder Cattle(CME)
Nov17 171107 160.400 160.450 158.880 159.880 -0.270 2,408 7,603 -506
Jan18 171107 161.250 161.250 159.400 160.535 -0.345 6,779 29,702 +636
Mar18 171107 158.130 158.235 156.350 157.350 -0.730 3,484 16,082 +234
Apr18 171107 158.350 158.380 156.500 157.500 -0.830 1,108 4,272 +43
May18 171107 157.580 157.630 155.750 156.785 -0.815 848 5,102 +135
Aug18 171107 158.950 159.000 157.185 158.300 -0.800 293 1,963 +121
Sep18 171107 156.235 156.580 156.235 156.500 -0.630 45 70 +13
Total Volume and Open Interest 14,981 64,810 +686
Lean Hogs(CME)
Dec17 171107 64.600 64.600 63.600 63.930 -0.705 20,563 98,756 -3,212
Feb18 171107 72.035 72.230 70.635 70.885 -1.345 14,759 68,808 +2,582
Apr18 171107 75.385 75.535 74.535 74.680 -0.920 6,563 57,656 +676
May18 171107 80.150 80.285 79.950 80.000 -0.535 72 1,566 +46
Jun18 171107 83.385 83.480 82.785 83.150 -0.500 3,218 22,468 +390
Jul18 171107 83.350 83.480 82.930 83.400 -0.250 1,239 12,484 +124
Aug18 171107 82.050 82.250 81.700 82.230 -0.100 503 6,335 +152
Oct18 171107 69.535 69.750 69.100 69.730 -0.055 541 4,340 +295
Total Volume and Open Interest 47,531 273,255 +1,078
Class III Milk(CME)
Nov17 171107 16.54 16.59 16.44 16.47 -0.09 121 4,527 -47
Dec17 171107 15.53 15.61 15.38 15.42 -0.20 222 4,212 +47
Jan18 171107 15.21 15.21 15.02 15.04 -0.17 177 2,438 +68
Feb18 171107 15.18 15.19 15.00 15.02 -0.21 147 2,039 +84
Mar18 171107 15.14 15.14 14.97 14.97 -0.16 82 1,929 +60
Apr18 171107 15.13 15.15 15.03 15.05 -0.08 79 1,369 +66
May18 171107 15.31 15.31 15.20 15.23 -0.06 39 1,298 +36
Jun18 171107 15.62 15.63 15.49 15.51 -0.04 38 1,252 +34
Jul18 171107 15.95 15.95 15.80 15.83 -0.07 32 575 +30
Aug18 171107 15.94 15.96 15.89 15.94 -0.02 28 675 +22
Sep18 171107 16.04 16.04 15.94 16.00 -0.02 27 675 +24
Oct18 171107 16.01 16.08 16.00 16.08 -0.02 26 502 +23
Nov18 171107 16.00 16.00 15.94 15.99 -0.01 22 386 +22
Total Volume and Open Interest 1,067 22,305 +488
Cocoa(ICE)
Dec17 171107 2121 2185 2104 2163 +46 31,657 65,377 -14,078
Mar18 171107 2115 2158 2096 2139 +30 24,267 121,302 +3,087
May18 171107 2122 2163 2104 2144 +26 5,868 29,849 +2,161
Jul18 171107 2130 2171 2112 2151 +24 2,264 13,503 +366
Sep18 171107 2142 2181 2124 2162 +25 1,109 8,793 +39
Dec18 171107 2155 2189 2137 2175 +25 621 9,779 +255
Mar19 171107 2156 2192 2156 2190 +25 640 6,552 +21
Total Volume and Open Interest 66,599 260,649 -8,001
Coffee "C"(ICE)
Dec17 171107 125.50 125.80 123.10 124.70 -0.85 26,134 108,465 -1,618
Mar18 171107 129.05 129.30 126.60 128.20 -0.85 13,257 72,865 +1,856
May18 171107 131.40 131.60 129.00 130.50 -0.85 4,013 28,719 +220
Jul18 171107 133.20 133.75 131.25 132.80 -0.85 2,798 14,684 -620
Sep18 171107 136.00 136.05 133.70 135.05 -0.90 1,436 7,169 -429
Dec18 171107 139.15 139.20 136.85 138.40 -0.85 342 5,251 -56
Total Volume and Open Interest 48,086 240,660 -632
Orange Juice(ICE)
Nov17 171107 161.35 161.35 159.80 160.05 -0.35 0 47 +0
Jan18 171107 159.95 160.60 158.80 160.10 +0.20 348 5,700 +4
Mar18 171107 158.75 159.30 157.75 159.05 +0.55 40 1,321 -12
May18 171107 159.30 159.50 159.15 159.50 +0.20 36 446 +7
Jul18 171107 158.70 158.70 158.65 158.65 -0.05 0 94 +0
Sep18 171107 158.85 158.85 158.85 158.85 -0.05 0 26 +0
Total Volume and Open Interest 425 7,635 +0
Sugar #11(ICE)
Mar18 171107 14.56 14.76 14.43 14.72 +0.16 72,986 410,704 -4,320
May18 171107 14.63 14.80 14.51 14.76 +0.11 23,122 136,970 -760
Jul18 171107 14.71 14.88 14.61 14.82 +0.07 16,124 68,198 +700
Oct18 171107 14.96 15.12 14.85 15.07 +0.07 6,885 49,251 +1,146
Mar19 171107 15.40 15.58 15.32 15.52 +0.05 1,311 27,263 +242
May19 171107 15.38 15.50 15.30 15.49 +0.05 254 4,665 +89
Jul19 171107 15.35 15.45 15.32 15.45 +0.04 213 5,211 -73
Oct19 171107 15.56 15.56 15.56 15.56 +0.04 139 5,784 +22
Total Volume and Open Interest 121,345 712,155 -2,773
London Cocoa(LCE)
Dec17 171107 1585 1598 1578 1596 +11 10,225 90,837 -3,842
Mar18 171107 1605 1618 1597 1615 +10 8,438 73,969 +1,375
May18 171107 1616 1629 1609 1627 +11 3,141 28,579 -282
Jul18 171107 1624 1640 1619 1637 +11 2,626 28,393 -166
Sep18 171107 1635 1651 1631 1648 +11 2,720 20,410 +89
Dec18 171107 1641 1663 1641 1659 +10 1,573 12,680 -237
Mar19 171107 1652 1674 1652 1671 +11 669 2,714 +281
Total Volume and Open Interest 29,576 258,394 -2,616
London Sugar(LCE)
Dec17 171107 382.60 387.60 381.90 386.20 +3.30 14,096 19,049 -3,478
Mar18 171107 379.50 383.90 377.90 382.90 +2.90 12,779 37,293 +1,401
May18 171107 385.00 387.90 383.30 387.60 +2.10 3,260 11,736 +485
Aug18 171107 391.90 393.70 389.70 393.70 +2.00 707 9,823 +264
Oct18 171107 393.40 395.30 392.40 395.30 +1.80 195 2,659 -11
Total Volume and Open Interest 31,071 83,933 -1,318
Cotton(ICE)
Dec17 171107 68.85 68.89 68.01 68.07 -0.78 17,444 97,267 -3,177
Mar18 171107 69.05 69.14 68.42 68.46 -0.64 10,824 93,503 +2,762
May18 171107 70.08 70.12 69.47 69.51 -0.64 2,051 16,450 +476
Jul18 171107 70.65 70.74 70.19 70.25 -0.61 740 8,467 +102
Oct18 171107 69.57 69.57 69.57 69.57 -0.52 0 2 +0
Dec18 171107 69.61 69.62 69.35 69.40 -0.56 334 19,065 +97
Total Volume and Open Interest 31,393 235,300 +260
Lumber(CME)
Nov17 171107 461.1 467.4 460.6 464.8 +3.2 270 565 -100
Jan18 171107 452.6 459.6 452.4 457.1 +7.5 659 5,436 +189
Mar18 171107 438.8 445.0 438.8 442.4 +5.4 95 659 +26
May18 171107 424.5 427.0 424.5 424.5 +3.5 8 238 +4
Total Volume and Open Interest 1,036 6,958 +122
Crude Oil(NYM)
Dec17 171107 57.27 57.69 56.83 57.20 -0.15 614,159 540,082 -12,317
Jan18 171107 57.49 57.90 57.06 57.43 -0.14 137,714 353,925 +7,509
Feb18 171107 57.59 58.02 57.23 57.59 -0.11 63,689 157,371 +8,804
Mar18 171107 57.62 58.02 57.28 57.63 -0.09 89,617 248,901 +3,476
Apr18 171107 57.52 57.86 57.24 57.59 -0.06 42,961 100,564 +7,186
May18 171107 57.31 57.70 57.10 57.45 -0.03 31,302 62,762 +3,520
Jun18 171107 57.04 57.42 56.80 57.21 unch 87,886 226,050 +2,575
Jul18 171107 56.66 57.03 56.50 56.90 +0.02 8,015 51,807 -1
Aug18 171107 56.29 56.56 56.24 56.56 +0.05 5,147 44,058 +206
Sep18 171107 55.89 56.29 55.88 56.20 +0.07 14,016 76,097 +2,967
Oct18 171107 55.67 55.84 55.41 55.84 +0.08 6,393 49,069 -84
Nov18 171107 55.13 55.58 55.06 55.48 +0.09 5,463 40,178 +1,175
Dec18 171107 54.78 55.24 54.70 55.12 +0.08 81,724 265,597 -4,196
Jan19 171107 54.75 54.75 54.04 54.75 +0.09 3,653 34,642 -311
Feb19 171107 54.40 54.40 53.40 54.40 +0.11 1,977 17,858 -637
Mar19 171107 54.07 54.07 53.75 54.07 +0.12 3,611 27,748 -273
Total Volume and Open Interest 1,226,524 2,545,105 +24,496
e-miNY Crude Oil(NYM)
Dec17 171107 57.250 57.700 56.850 57.200 -0.150 10,564 2,208 -95
Jan18 171107 57.450 57.900 57.100 57.425 -0.150 239 1,205 +47
Feb18 171107 57.700 57.775 57.325 57.600 -0.100 30 453 +0
Mar18 171107 57.550 57.625 57.375 57.625 -0.100 1 22 +0
Apr18 171107 57.375 57.625 57.375 57.600 -0.050 1 42 +0
May18 171107 57.250 57.450 57.250 57.450 -0.025 1 79 +1
Jun18 171107 57.200 57.375 55.725 57.200 unch 1 12 -1
Jul18 171107 56.900 56.900 56.900 56.900 +0.025 0 16 +0
Aug18 171107 56.550 56.550 56.550 56.550 +0.050 0 74 +0
Sep18 171107 56.200 56.200 54.750 56.200 +0.075 0 42 +0
Total Volume and Open Interest 10,839 4,310 -50
NY Harbor ULSD(NYM)
Dec17 171107 193.73 194.60 191.69 192.19 -2.03 49,840 132,851 -4,005
Jan18 171107 193.95 194.85 192.24 192.73 -1.76 28,344 88,029 +2,034
Feb18 171107 193.77 194.36 192.23 192.74 -1.60 13,682 39,147 +1,953
Mar18 171107 192.99 193.60 191.65 192.16 -1.50 9,661 47,272 +752
Apr18 171107 191.59 192.40 190.50 190.99 -1.34 4,493 30,932 +114
May18 171107 190.98 191.22 189.76 190.19 -1.20 3,545 17,103 -19
Jun18 171107 190.29 190.50 188.96 189.57 -1.11 5,539 31,349 +635
Jul18 171107 189.81 189.97 188.69 189.27 -1.01 775 4,393 +97
Aug18 171107 189.11 189.31 188.57 188.99 -0.96 826 3,161 +29
Sep18 171107 188.71 188.90 188.27 188.88 -0.92 1,883 7,034 -272
Oct18 171107 188.68 188.85 188.45 188.85 -0.87 1,146 2,957 +776
Nov18 171107 189.21 189.21 188.37 188.88 -0.83 340 1,850 +2
Dec18 171107 189.17 189.77 188.12 188.82 -0.83 2,306 25,512 +16
Jan19 171107 188.65 188.83 188.60 188.83 -0.82 34 2,403 +17
Total Volume and Open Interest 123,003 442,205 +2,435
RBOB Gasoline(NYM)
Dec17 171107 182.47 183.50 180.25 181.53 -1.47 82,814 150,433 -7,731
Jan18 171107 179.66 180.76 178.09 179.33 -0.84 58,285 89,564 +1,980
Feb18 171107 178.87 180.07 177.76 178.94 -0.62 24,013 31,197 +177
Mar18 171107 180.08 181.20 178.98 180.10 -0.59 14,081 47,222 +313
Apr18 171107 196.38 197.50 195.37 196.25 -0.61 6,073 23,690 -385
May18 171107 196.14 196.63 195.10 195.77 -0.72 2,962 16,602 +165
Jun18 171107 194.38 194.75 193.27 193.98 -0.81 3,487 16,716 -119
Jul18 171107 192.04 192.06 190.90 191.50 -0.83 1,390 9,810 -79
Aug18 171107 188.57 188.57 187.82 188.40 -0.77 998 3,458 -73
Sep18 171107 184.59 184.96 184.03 184.58 -0.73 719 4,113 +65
Total Volume and Open Interest 196,997 409,717 -5,325
e-miNY RBOB Gasoline(NYM)
Dec17 171107 181.50 181.53 181.50 181.50 -1.50 0 1 +0
Jan18 171107 179.30 179.33 179.30 179.30 -0.87      
Feb18 171107 178.90 178.94 178.90 178.90 -0.66      
Mar18 171107 180.10 180.10 180.10 180.10 -0.59      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec17 171107 3.125 3.176 3.088 3.152 +0.018 143,210 306,161 -7,360
Jan18 171107 3.222 3.272 3.188 3.251 +0.019 52,958 232,808 +2,854
Feb18 171107 3.220 3.272 3.191 3.252 +0.021 21,603 85,917 +783
Mar18 171107 3.182 3.230 3.154 3.212 +0.023 21,435 171,846 +78
Apr18 171107 2.950 2.971 2.928 2.965 +0.012 20,011 122,526 -781
May18 171107 2.924 2.943 2.906 2.938 +0.010 6,537 78,345 +424
Jun18 171107 2.949 2.968 2.936 2.965 +0.010 4,560 30,765 +570
Jul18 171107 2.974 2.999 2.969 2.995 +0.009 2,545 42,590 +134
Aug18 171107 2.986 3.000 2.970 2.998 +0.008 873 31,564 -35
Sep18 171107 2.967 2.985 2.955 2.981 +0.008 1,335 33,559 -60
Oct18 171107 2.989 3.006 2.975 3.003 +0.008 4,276 72,247 +1,007
Nov18 171107 3.045 3.055 3.028 3.055 +0.008 931 28,205 -97
Dec18 171107 3.179 3.192 3.168 3.190 +0.008 1,916 29,227 +418
Jan19 171107 3.260 3.269 3.248 3.269 +0.006 1,317 29,923 -80
Feb19 171107 3.217 3.235 3.216 3.234 +0.004 343 9,612 -75
Mar19 171107 3.140 3.154 3.137 3.153 -0.002 730 22,758 +164
Total Volume and Open Interest 285,622 1,389,174 -1,776
Brent Crude Oil(ICE)
Jan18 171107 64.12 64.65 63.50 63.69 -0.58 272,739 635,198 -3,656
Feb18 171107 63.66 64.33 63.27 63.47 -0.49 123,393 309,816 +18,823
Mar18 171107 63.42 63.98 63.02 63.21 -0.42 74,851 258,066 -1,904
Apr18 171107 63.16 63.69 62.77 62.99 -0.36 33,314 109,161 +4,078
May18 171107 62.90 63.41 62.53 62.79 -0.30 28,100 92,770 +6,168
Jun18 171107 62.60 63.09 62.24 62.55 -0.24 71,325 218,596 +2,686
Jul18 171107 62.32 62.75 61.94 62.27 -0.20 8,377 38,725 +1,271
Aug18 171107 62.02 62.39 61.59 61.97 -0.16 6,459 28,647 -295
Sep18 171107 61.55 62.01 61.24 61.64 -0.13 12,950 39,359 +759
Oct18 171107 61.81 61.81 61.30 61.30 -0.12 3,092 24,118 +423
Nov18 171107 60.99 61.37 60.94 60.96 -0.10 2,182 22,869 -36
Dec18 171107 60.46 60.92 60.24 60.62 -0.10 55,860 199,704 -3,559
Jan19 171107 60.31 60.31 60.31 60.31 -0.09 3,677 32,141 -28
Feb19 171107 59.81 60.10 59.81 60.04 -0.09 1,885 17,443 +291
Total Volume and Open Interest 745,841 2,434,766 +27,957
Gas Oil(ICE)
Nov17 171107 567.75 571.50 562.75 563.50 -2.00 35,227 84,119 -5,018
Dec17 171107 565.50 570.25 562.25 563.25 unch 90,588 245,345 -827
Jan18 171107 566.00 570.75 563.75 564.50 +0.75 47,938 95,977 +2,625
Feb18 171107 566.50 570.25 563.75 564.50 +1.25 16,991 60,457 +1,472
Mar18 171107 564.00 568.50 562.25 563.25 +1.25 16,482 69,132 -1,186
Apr18 171107 562.00 566.00 560.75 561.50 +1.25 4,804 27,814 -739
May18 171107 561.00 564.25 558.50 559.75 +1.50 2,304 17,774 +71
Jun18 171107 558.00 561.75 556.75 557.50 +1.50 12,345 53,385 +440
Jul18 171107 557.75 560.25 555.75 556.25 +1.75 1,479 13,116 -249
Aug18 171107 556.25 558.00 554.75 555.25 +1.75 838 12,031 +268
Total Volume and Open Interest 244,746 890,692 -3,343
Ethanol(CBOT)
Dec17 171107 1.478 1.480 1.458 1.468 -0.012 290 1,392 -59
Jan18 171107 1.440 1.444 1.430 1.434 -0.004 88 501 +29
Feb18 171107 1.443 1.443 1.433 1.433 -0.004 19 78 +3
Mar18 171107 1.455 1.458 1.453 1.453 -0.004 0 22 +0
Apr18 171107 1.473 1.473 1.473 1.473 -0.004 0 9 +0
May18 171107 1.477 1.477 1.477 1.477 -0.004      
Jun18 171107 1.469 1.469 1.469 1.469 -0.004 0 3 +0
Jul18 171107 1.469 1.469 1.469 1.469 -0.004      
Total Volume and Open Interest 397 2,005 -37
WTI Crude Oil(ICE)
Dec17 171107 57.26 57.69 56.85 57.20 -0.15 32,756 101,934 -1,702
Jan18 171107 57.46 57.89 57.08 57.43 -0.14 49,432 88,890 -187
Feb18 171107 57.58 57.99 57.23 57.59 -0.11 22,007 42,957 -115
Mar18 171107 57.53 58.01 57.33 57.63 -0.09 12,805 40,903 +801
Apr18 171107 57.52 57.87 57.30 57.59 -0.06 5,786 14,132 +110
May18 171107 57.51 57.63 57.16 57.45 -0.03 3,519 9,999 -81
Jun18 171107 57.14 57.33 56.89 57.21 unch 10,787 69,269 +808
Jul18 171107 56.90 56.90 56.90 56.90 +0.02 746 7,728 -51
Aug18 171107 56.56 56.56 56.56 56.56 +0.05 528 6,350 +15
Sep18 171107 56.20 56.20 56.20 56.20 +0.07 675 12,152 +26
Oct18 171107 55.84 55.84 55.84 55.84 +0.08 135 2,793 +1
Nov18 171107 55.48 55.48 55.48 55.48 +0.09 285 6,391 +0
Dec18 171107 55.00 55.12 54.78 55.12 +0.08 9,568 132,258 -22
Jan19 171107 54.70 54.75 54.70 54.75 +0.09 146 1,846 +0
Feb19 171107 54.40 54.40 54.40 54.40 +0.11 116 695 -19
Mar19 171107 54.07 54.07 54.07 54.07 +0.12 103 2,268 -26
Total Volume and Open Interest 155,695 628,849 +859
US Dollar Index(ICE)
Dec17 171107 94.630 95.070 94.600 94.800 +0.143 24,482 48,971 +2,416
Mar18 171107 94.345 94.760 94.345 94.505 +0.132 284 2,295 +54
Jun18 171107 94.180 94.420 94.175 94.215 +0.112 59 631 -16
Total Volume and Open Interest 24,828 52,023 +2,456
Australian Dollar(CME)
Dec17 171107 76.84 76.98 76.24 76.39 -0.46 118,787 120,495 -5,434
Mar18 171107 76.76 76.82 76.22 76.35 -0.46 240 924 -76
Jun18 171107 76.32 76.67 76.32 76.32 -0.46 1 244 +1
Total Volume and Open Interest 119,427 124,259 -5,528
British Pound(CME)
Dec17 171107 131.85 131.92 131.23 131.81 -0.06 143,905 173,149 -11,866
Mar18 171107 132.25 132.27 131.70 132.22 -0.05 132 3,067 +45
Jun18 171107 132.46 132.62 132.46 132.62 -0.05 38 350 +38
Total Volume and Open Interest 148,356 179,999 -12,530
Canadian Dollar(CME)
Dec17 171107 78.72 78.72 78.03 78.25 -0.40 87,957 146,226 -5,768
Mar18 171107 78.75 78.75 78.13 78.33 -0.39 132 2,334 +11
Jun18 171107 78.72 78.72 78.24 78.39 -0.39 18 428 +7
Sep18 171107 78.50 78.50 78.45 78.45 -0.38 10 240 +0
Total Volume and Open Interest 88,285 152,303 -5,750
Japanese Yen(CME)
Dec17 171107 88.05 88.09 87.60 87.97 -0.08 138,330 276,460 +6,628
Mar18 171107 88.50 88.55 88.11 88.45 -0.06 67 4,117 +9
Jun18 171107 88.94 88.94 88.94 88.94 -0.06 1 99 -1
Total Volume and Open Interest 138,870 286,477 +6,618
Swiss Franc(CME)
Dec17 171107 100.52 100.52 100.06 100.28 -0.19 26,138 79,627 +2,007
Mar18 171107 101.00 101.01 100.98 100.98 -0.18 46 195 +21
Jun18 171107 101.68 101.68 101.68 101.68 -0.18 0 29 +0
Total Volume and Open Interest 26,184 79,861 +2,028
EuroFX(CME)
Dec17 171107 116.36 116.41 115.79 116.12 -0.21 231,121 426,649 -2,575
Mar18 171107 117.02 117.05 116.49 116.80 -0.19 379 5,540 +56
Jun18 171107 117.40 117.48 117.35 117.48 -0.19 7 1,461 +0
Total Volume and Open Interest 233,224 443,860 -2,594
Mexican Peso(CME)
Nov17 171107 520.25 524.75 520.25 520.25 -4.00 5 25 -4
Dec17 171107 522.13 522.13 516.75 517.13 -4.13 65,190 177,435 +1,156
Total Volume and Open Interest 65,219 178,040 +1,149
Brazilian Real(CME)
Dec17 171107 306.80 307.00 303.20 304.20 -1.00 4,603 23,193 +173
Jan18 171107 303.30 303.30 302.65 303.30 -1.00 2 399 +2
Feb18 171107 302.00 302.00 302.00 302.00 -1.05      
Mar18 171107 301.00 301.00 301.00 301.00 -1.00      
Total Volume and Open Interest 4,605 23,892 +175
30-Year T-Bonds(CBOT)
Dec17 171107 154~090 154~240 153~290 154~220 +0~150 262,262 737,362 +2,039
Mar18 171107 153~010 153~190 152~280 153~170 +0~150 1,381 10,308 +354
Jun18 171107 152~280 152~280 152~280 152~280 +0~150      
Total Volume and Open Interest 263,643 747,670 +2,393
10-Year T-Notes(CBOT)
Dec17 171107 125~125 125~150 125~060 125~135 +0~020 1,373,893 3,195,816 +1,554
Mar18 171107 125~015 125~055 124~305 125~045 +0~020 8,309 33,480 +3,462
Jun18 171107 124~295 124~295 124~295 124~295 +0~020      
Total Volume and Open Interest 1,382,202 3,229,296 +5,016
5-Year T-Notes(CBOT)
Dec17 171107 117~092 117~100 117~056 117~090 +0~002 671,636 3,077,750 -18,168
Mar18 171107 117~000 117~030 117~000 117~022 +0~004 5,286 42,992 +5,068
Jun18 171107 117~002 117~002 117~002 117~002 +0~004      
Total Volume and Open Interest 676,922 3,120,742 -13,100
2 Year T-Notes(CBOT)
Dec17 171107 107~202 107~204 107~196 107~202 -0~002 288,972 1,696,803 +22,601
Mar18 171107 107~150 107~156 107~150 107~154 -0~002 378 35,805 +43
Jun18 171107 107~154 107~154 107~154 107~154 -0~002      
Total Volume and Open Interest 289,350 1,732,608 +22,644
Eurodollars(CME)
Dec17 171107 98.475 98.480 98.465 98.465 -0.010 283,109 1,666,525 -34,496
Mar18 171107 98.325 98.330 98.320 98.320 -0.010 236,279 1,275,193 +269
Jun18 171107 98.210 98.215 98.200 98.205 -0.010 246,550 1,262,745 -13,766
Sep18 171107 98.135 98.140 98.125 98.135 -0.005 170,280 1,032,812 -497
Dec18 171107 98.070 98.070 98.055 98.065 -0.005 349,751 1,623,624 +16,474
Mar19 171107 98.020 98.025 98.005 98.015 -0.005 193,133 1,010,614 +11,784
Jun19 171107 97.975 97.980 97.960 97.970 -0.005 151,368 893,912 +1,032
Sep19 171107 97.935 97.940 97.915 97.935 unch 135,475 672,447 +6,911
Dec19 171107 97.890 97.890 97.865 97.885 unch 177,827 888,111 +3,724
Mar20 171107 97.865 97.865 97.840 97.860 unch 104,661 447,575 +7,756
Jun20 171107 97.840 97.845 97.815 97.835 unch 72,358 343,771 +4,513
Sep20 171107 97.810 97.820 97.790 97.810 unch 70,037 283,448 +3,353
Dec20 171107 97.770 97.775 97.745 97.770 unch 55,803 337,816 +9,870
Mar21 171107 97.745 97.755 97.720 97.745 +0.005 39,239 215,178 -2,240
Jun21 171107 97.715 97.730 97.695 97.715 +0.005 43,586 180,197 +5,092
Sep21 171107 97.685 97.700 97.660 97.685 +0.005 29,701 103,479 -1,848
Dec21 171107 97.645 97.660 97.620 97.645 +0.005 41,597 132,660 +213
Mar22 171107 97.625 97.640 97.600 97.625 +0.010 23,446 68,025 -306
Total Volume and Open Interest 2,490,639 12,742,314 +19,187
Ultra T-Bond(CBOT)
Dec17 171107 167~05 168~01 166~22 167~29 +0~26 105,207 839,339 +5,301
Mar18 171107 166~00 167~00 166~00 166~31 +0~26 1,524 49,422 +1,219
Jun18 171107 166~04 166~04 166~04 166~04 +0~26      
Total Volume and Open Interest 106,731 888,761 +6,520
Ultra 10-Yr T-Note(CBOT)
Dec17 171107 134~195 134~255 134~125 134~240 +0~045 114,360 434,832 +888
Mar18 171107 134~170 134~170 134~115 134~170 +0~045      
Jun18 171107 134~170 134~170 134~170 134~170 +0~045      
Total Volume and Open Interest 114,360 434,832 +888
30 Day Federal Funds(CBOT)
Nov17 171107 98.845 98.845 98.842 98.842 unch 2,479 211,883 +148
Dec17 171107 98.715 98.720 98.715 98.715 -0.005 9,543 113,460 +331
Jan18 171107 98.615 98.620 98.610 98.620 unch 61,804 354,635 +256
Feb18 171107 98.610 98.615 98.605 98.610 -0.005 21,742 116,728 +245
Mar18 171107 98.580 98.580 98.575 98.575 unch 12,907 44,992 -499
Apr18 171107 98.500 98.510 98.495 98.505 +0.005 25,413 117,574 +3,393
Total Volume and Open Interest 201,363 1,365,682 +17,661
Japanese Govt Bonds(SGX)
Dec17 171106 150.69 150.95 150.64 150.93 +0.38 2,168 14,444 +854
Mar18 171106 150.93 150.93 150.93 150.93 +0.38      
Jun18 171106 150.93 150.93 150.93 150.93 +0.38      
Total Volume and Open Interest 2,168 14,444 +854
Euro-Buxl(EUREX)
Dec17 171107 166.46 166.98 165.96 166.48 +0.06 39,973 228,802 +807
Mar18 171107 164.94 165.34 164.94 164.94 +0.06 201 3,929 +0
Jun18 171107 164.94 164.94 164.94 164.94 +0.06      
Total Volume and Open Interest 40,174 232,731 +807
Euro-Bund(EUREX)
Dec17 171107 163.10 163.39 162.95 163.28 +0.14 570,318 2,022,040 -908
Mar18 171107 162.72 163.01 162.58 162.92 +0.17 14,240 137,774 +11,267
Jun18 171107 160.00 160.05 160.00 160.05 +0.14 0 2 +0
Total Volume and Open Interest 584,558 2,159,816 +10,359
Euro-Bobl(EUREX)
Dec17 171107 131.90 131.99 131.86 131.97 +0.05 330,664 1,600,039 +5,182
Mar18 171107 132.57 132.61 132.57 132.61 +0.05 6,988 91,101 -1,634
Jun18 171107 132.47 132.47 132.47 132.47 +0.05      
Total Volume and Open Interest 337,652 1,691,140 +3,548
Euro-Schatz(EUREX)
Dec17 171107 112.30 112.31 112.28 112.30 unch 124,295 1,560,284 +50,836
Mar18 171107 112.18 112.18 112.18 112.18 unch 684 75,102 +17,929
Jun18 171107 112.18 112.18 112.18 112.18 unch      
Total Volume and Open Interest 124,979 1,635,386 +68,765
3-Mth Euribor(EUREX)
Dec17 171107 100.325 100.330 100.325 100.330 unch 6 7,642 +8
Mar18 171107 100.320 100.320 100.320 100.320 unch 7 6,386 +0
Jun18 171107 100.320 100.320 100.320 100.320 unch 0 1,261 +0
Total Volume and Open Interest 13 37,403 +10
Long Gilt(LIFFE)
Dec17 171107 125~02 125~16 124~30 125~12 +0~06 177,879 705,426 +209
Mar18 171107 124~16 124~18 124~15 124~16 +0~06 324 695 +314
Total Volume and Open Interest 178,203 706,121 +523
3-Mth Short Sterling(LIFFE)
Dec17 171107 99.46 99.47 99.46 99.46 +0.00 152,776 594,078 +12,401
Mar18 171107 99.39 99.40 99.39 99.39 unch 137,081 500,955 +5,148
Jun18 171107 99.30 99.31 99.29 99.30 unch 110,635 475,789 +1,272
Sep18 171107 99.23 99.25 99.23 99.24 +0.01 140,167 336,784 +11,208
Dec18 171107 99.18 99.20 99.17 99.19 +0.01 146,660 355,056 -7,782
Mar19 171107 99.14 99.15 99.12 99.14 unch 117,856 243,190 -2,606
Total Volume and Open Interest 1,421,973 3,711,312 +48,373
3-Mth Euribor(LIFFE)
Dec17 171107 100.330 100.330 100.325 100.325 -0.005 10,739 408,709 +636
Mar18 171107 100.325 100.325 100.320 100.320 -0.005 22,951 465,692 +2,565
Jun18 171107 100.320 100.320 100.315 100.315 -0.005 33,690 459,470 +2,157
Total Volume and Open Interest 483,410 4,224,779 +53,940
3-Mth Aus T-Bills(SFE)
Dec17 171107 98.28 98.28 98.27 98.28 unch 16,586 173,759 +1,520
Mar18 171107 98.26 98.26 98.24 98.25 -0.01 24,105 241,726 +1,131
Jun18 171107 98.20 98.21 98.17 98.19 -0.01 33,146 197,984 +8,026
Sep18 171107 98.13 98.14 98.10 98.11 -0.02 39,342 175,771 +5,492
Dec18 171107 98.05 98.07 98.03 98.04 -0.02 14,677 119,090 -438
Mar19 171107 97.98 98.00 97.95 97.96 -0.03 9,911 92,751 +3,442
Jun19 171107 97.92 97.93 97.88 97.89 -0.03 9,489 63,545 +1,364
Sep19 171107 97.86 97.87 97.82 97.83 -0.03 3,816 40,014 +83
Dec19 171107 97.79 97.79 97.76 97.77 -0.03 608 3,154 +56
Mar20 171107 97.76 97.76 97.71 97.71 -0.04 17 2,467 +4
Total Volume and Open Interest 151,849 1,111,787 +20,693
10-Year Aus T-Bonds(SFE)
Dec17 171107 97.41 97.44 97.38 97.40 -0.02 164,482 1,068,305 +8,814
Mar18 171107 97.39 97.39 97.39 97.39 -0.02 0 560 +0
Total Volume and Open Interest 164,482 1,068,865 +8,814
3-Year Aus T-Bonds(SFE)
Dec17 171107 98.06 98.08 98.03 98.06 -0.01 242,326 1,090,999 +22,472
Mar18 171107 98.07 98.07 98.07 98.07 unch 0 1,581 +0
Total Volume and Open Interest 242,326 1,092,580 +22,472
Gold(CMX)
Dec17 171107 1282.6 1282.8 1272.3 1275.8 -5.8 373,412 358,880 -10,197
Feb18 171107 1286.7 1287.0 1276.8 1280.1 -5.8 12,745 107,147 +5,223
Apr18 171107 1288.7 1288.7 1282.1 1284.2 -5.8 986 16,685 -139
Jun18 171107 1292.0 1292.9 1285.1 1288.3 -5.7 2,033 15,321 +462
Aug18 171107 1297.0 1297.0 1290.7 1292.3 -5.7 307 9,442 +11
Oct18 171107 1300.0 1300.6 1295.1 1296.3 -5.7 63 4,129 +6
Dec18 171107 1304.2 1304.7 1298.6 1300.6 -5.8 406 11,025 +68
Feb19 171107 1309.4 1309.4 1304.9 1304.9 -5.9 8 145 +3
Apr19 171107 1313.0 1313.0 1309.1 1309.1 -5.9 0 515 +0
Jun19 171107 1313.4 1313.4 1313.4 1313.4 -5.9 22 1,077 +22
Aug19 171107 1318.0 1318.0 1318.0 1318.0 -5.9 0 4 +0
Total Volume and Open Interest 390,348 529,124 -4,347
Silver(CMX)
Dec17 171107 1723.0 1724.0 1692.0 1694.0 -29.5 106,702 137,547 -4,882
Mar18 171107 1733.5 1734.0 1702.0 1703.7 -29.5 11,344 44,652 +3,505
May18 171107 1734.5 1734.5 1708.5 1710.2 -29.3 2,126 9,189 -94
Jul18 171107 1739.5 1739.5 1716.0 1716.7 -29.1 409 5,000 +107
Sep18 171107 1723.0 1724.0 1723.0 1723.1 -28.9 45 2,710 +27
Dec18 171107 1752.5 1752.5 1732.5 1732.6 -28.9 565 4,493 +240
Mar19 171107 1743.2 1743.2 1743.2 1743.2 -28.9 0 6 +0
Total Volume and Open Interest 121,246 204,938 -1,130
Platinum(NYMEX)
Jan18 171107 937.9 937.9 922.0 925.3 -9.7 14,512 69,944 -204
Apr18 171107 939.7 939.7 926.0 929.6 -9.6 167 6,974 +91
Jul18 171107 932.0 934.3 930.3 934.3 -9.5 19 327 -2
Oct18 171107 942.4 942.4 942.4 942.4 -9.5 0 24 +0
Total Volume and Open Interest 14,703 77,295 -117
Palladium(NYMEX)
Dec17 171107 998.15 1000.00 990.65 994.10 -1.00 3,456 29,403 -28
Mar18 171107 988.95 990.85 983.90 986.55 -0.55 361 5,406 +204
Jun18 171107 982.00 982.00 979.50 980.45 -0.55 2 98 +0
Total Volume and Open Interest 3,819 34,907 +176
Copper(CMX)
Dec17 171107 315.65 316.60 308.30 308.90 -6.85 99,807 146,579 -1,729
Mar18 171107 317.80 318.65 310.45 311.00 -6.85 11,365 83,479 +1,527
May18 171107 315.65 316.90 311.90 312.35 -6.85 764 24,163 +161
Jul18 171107 317.30 317.30 313.00 313.50 -6.80 111 9,612 -16
Sep18 171107 321.60 321.60 314.40 314.45 -6.90 206 6,959 -91
Total Volume and Open Interest 113,017 295,706 -177
E-mini DJIA Index(CBOT)
Dec17 171107 23501 23557 23414 23488 +1 97,920 155,788 -3,095
Mar18 171107 23475 23548 23414 23481 +4 160 1,673 +48
Jun18 171107 23459 23459 23458 23458 +4 0 21 +0
Sep18 171107 23420 23421 23420 23421 +4 0 5 +0
Total Volume and Open Interest 98,080 157,487 -3,047
S & P 500(CME)
Dec17 171107 2588.20 2593.30 2585.70 2586.80 -1.90 1,574 60,444 +1,007
Mar18 171107 2587.30 2593.10 2583.10 2587.30 -1.80 0 4,872 +0
Jun18 171107 2587.30 2593.30 2583.30 2587.30 -2.00      
Sep18 171107 2587.50 2593.50 2583.50 2587.50 -2.00      
Total Volume and Open Interest 1,574 65,316 +1,007
S & P 500 E-Mini(CME)
Dec17 171107 2587.75 2593.50 2580.75 2586.75 -2.00 992,681 3,163,563 +27,795
Mar18 171107 2588.50 2593.75 2581.50 2587.25 -1.75 3,117 71,890 +143
Jun18 171107 2589.50 2593.50 2582.50 2587.25 -2.00 62 3,155 +18
Sep18 171107 2587.50 2592.25 2584.00 2587.50 -2.00 4 53 +2
Total Volume and Open Interest 995,864 3,238,667 +27,958
NASDAQ 100 E-Mini(CME)
Dec17 171107 6311.50 6331.50 6296.30 6316.00 +2.50 301,691 267,910 -4,607
Mar18 171107 6322.50 6345.00 6311.00 6331.00 +3.70 833 1,755 +65
Jun18 171107 6346.50 6351.30 6332.00 6340.80 +3.80 1 113 +1
Total Volume and Open Interest 302,525 269,783 -4,541
S&P Midcap 400(CME) e-Mini
Dec17 171107 1842.10 1846.50 1823.50 1829.90 -12.40 9,194 91,983 +265
Mar18 171107 1828.00 1843.10 1825.60 1828.00 -12.40 0 9 +0
Jun18 171107 1827.60 1827.60 1827.60 1827.60 -12.40 0 2 +0
Total Volume and Open Interest 9,194 91,994 +265
Volatility Index(CBOE)
Nov17 171107 10.75 11.20 10.70 10.88 +0.15 90,375 240,945 -3,982
Dec17 171107 12.20 12.45 12.10 12.28 +0.10 88,554 234,716 +12,163
Jan18 171107 13.37 13.62 13.30 13.48 +0.10 22,313 86,753 +387
Feb18 171107 14.07 14.28 14.00 14.15 +0.12 11,169 38,046 -718
Total Volume and Open Interest 220,068 656,254 +9,687
S & P 600(CME)
Dec17 171107 893.40 893.40 893.40 893.40 -9.70      
Mar18 171107 890.20 890.20 890.20 890.20 -9.70      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 171107 1497.50 1500.70 1474.20 1477.60 -19.50 29,118 68,392 +1,424
Mar18 171107 1479.10 1479.10 1479.10 1479.10 -19.00 25 84 -11
Jun18 171107 1479.10 1479.10 1479.10 1479.10 -19.00 0 4 +0
Total Volume and Open Interest 29,143 68,480 +1,413
Nikkei 225(CME)
Dec17 171107 22595 23010 22540 22880 +285 5,956 43,076 -263
Mar18 171107 22565 23030 22565 22890 +285 15 78 +6
Total Volume and Open Interest 5,971 43,154 -257
Nikkei 225(SGX)
Dec17 171107 22975 22995 22925 22970 +385 38,899 210,219 -1,847
Mar18 171107 22900 22925 22895 22925 +380 19 2,170 +9
Jun18 171106 22400 22400 22400 22400 +80 0 1,096 +0
Total Volume and Open Interest 131,101 226,310 +969
Nikkei 225 Mini(JPX)
Dec17 171106 22505 22660 22365 22600 +120 1,080,549 458,201 +19,892
Mar18 171106 22455 22615 22325 22550 +120 34,925 29,781 +57
Jun18 171106 22320 22445 22170 22390 +50 915 1,667 -22
Total Volume and Open Interest 1,169,241 589,149 +37,948
Nikkei 225(JPX)
Dec17 171106 22510 22660 22360 22600 +120 94,787 385,812 +3,824
Mar18 171106 22460 22610 22330 22550 +120 3,635 25,594 +1,804
Jun18 171106 22320 22440 22250 22390 +50 19 12,324 -49
Total Volume and Open Interest 98,471 496,102 +6,463
Nikkei 225(CME) Yen
Dec17 171107 22575 22995 22525 22865 +285 22,722 69,884 -266
Mar18 171107 22490 22955 22490 22820 +285 9 39 +2
Jun18 171107 22720 22720 22720 22720 +285      
Total Volume and Open Interest 22,731 70,003 -264
Nikkei 225(CME) e-Mini Yen
Dec17 171107 22860 22865 22860 22860 +280 0 14 +0
Mar18 171107 22820 22820 22820 22820 +280      
Jun18 171107 22720 22720 22720 22720 +280      
Total Volume and Open Interest 0 14 +0
CAC 40(EURONEXT)
Nov17 171107 5520.0 5525.5 5465.5 5480.5 -25.5 50,308 324,339 +1,332
Dec17 171107 5519.0 5519.0 5464.0 5473.5 -25.5 559 49,180 +400
Jan18 171107 5465.0 5465.0 5465.0 5465.0 -25.5      
Total Volume and Open Interest 50,867 373,523 +1,732
Hang Seng Index(HKFE)
Nov17 171107 28609 29025 28555 28974 +362 84,930 129,924 -2,233
Dec17 171107 28600 29040 28577 28994 +365 1,374 25,580 -55
Total Volume and Open Interest 86,594 159,640 -2,282
DAX(EUREX)
Dec17 171107 13507.0 13533.0 13335.0 13388.5 -77.0 63,702 144,281 -3,748
Mar18 171107 13506.5 13525.0 13337.5 13383.0 -77.0 131 1,880 +28
Jun18 171107 13519.5 13527.0 13408.5 13408.5 -78.0 26 698 +75
Total Volume and Open Interest 63,859 146,859 -3,645
Mini-DAX(EUREX)
Dec17 171107 13505.0 13531.0 13334.0 13388.5 -77.0 21,245 11,920 -87
Mar18 171107 13500.0 13510.0 13341.0 13383.0 -77.0 61 348 -6
Jun18 171107 13526.0 13550.0 13408.5 13408.5 -78.0 7 259 -3
Total Volume and Open Interest 21,313 12,527 -96
DJ EuroSTOXX 50(EUREX)
Dec17 171107 3688 3693 3643 3656 -23 845,324 3,546,002 +3,546,002
Mar18 171107 3674 3678 3631 3643 -23 287 136,848 +136,848
Jun18 171107 3595 3595 3556 3560 -24 2 959 +959
Total Volume and Open Interest 845,613 3,683,809 +4,287
Swiss Market Index(EUREX)
Dec17 171107 9303 9312 9191 9222 -70 21,411 202,266 -272
Mar18 171107 9198 9198 9120 9120 -70 3 1,902 +887
Jun18 171107 8953 8953 8953 8953 -70 0 20 +0
Total Volume and Open Interest 21,414 204,188 +615
FT-SE 100(EURONEXT)
Dec17 171107 7538.50 7560.00 7465.50 7489.00 -47.50 75,477 653,039 +817
Mar18 171107 7452.00 7452.00 7430.00 7430.00 -47.50 1 3,087 +0
Jun18 171107 7350.00 7397.50 7350.00 7350.00 -47.50      
Total Volume and Open Interest 75,478 656,126 +817
SPI 200(SFE)
Dec17 171107 5933.0 6004.0 5933.0 6001.0 +68.0 26,670 278,548 -1,384
Mar18 171107 5908.0 5947.0 5908.0 5947.0 +68.0 1 1,527 -1
Jun18 171107 5931.0 5931.0 5931.0 5931.0 +68.0 0 3,362 +0
Total Volume and Open Interest 26,828 286,472 -1,236
FTSE MIB(ISE)
Dec17 171107 23030.00 23100.00 22885.00 22949.00 -29.00 16,489 38,797 +312
Mar18 171107 22960.00 23000.00 22854.00 22854.00 -29.00 24 118 +0
Jun18 171107 22372.00 22372.00 22372.00 22372.00 -29.00 0 3 +0
Total Volume and Open Interest 16,513 38,920 +312
KOSPI 200(KFE)
Dec17 171107 336.90 337.15 336.75 337.10 -0.40 210,334 271,828 +5,743
Mar18 171107 334.65 336.20 334.15 334.50 -0.30 606 23,491 +139
Jun18 171107 336.60 336.60 334.55 335.20 -1.00 4 14,240 -2
Total Volume and Open Interest 210,944 346,163 +7,164
GSCI(CME)
Nov17 171107 428.00 428.20 426.50 427.10 -1.80 641 13,453 -520
Dec17 171107 431.90 431.90 430.05 430.95 -1.45 500 1,670 +500
Jan18 171107 431.05 431.05 431.05 431.05 -1.45      
Total Volume and Open Interest 1,141 15,123 -20
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy