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 14, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov17 171114 966.00 967.25 958.50 959.00 -4.50 1,163 1,088 -578
Jan18 171114 974.75 977.50 967.00 967.75 -6.50 109,213 322,252 -3,115
Mar18 171114 986.00 988.75 978.25 978.75 -6.75 41,759 143,028 +2,508
May18 171114 995.50 998.00 987.75 988.25 -6.50 13,096 79,311 +102
Jul18 171114 1004.00 1006.50 996.50 997.00 -6.50 9,147 92,796 +359
Aug18 171114 1006.50 1006.75 998.50 999.00 -6.50 299 10,779 +111
Sep18 171114 997.50 997.50 989.25 989.25 -6.75 142 1,819 +48
Nov18 171114 988.25 990.75 980.50 981.00 -7.00 2,402 50,993 +527
Jan19 171114 995.00 996.00 987.00 987.25 -7.25 12 1,091 +2
Mar19 171114 996.75 996.75 990.75 990.75 -6.75 48 1,784 +3
May19 171114 1001.25 1001.50 995.50 995.50 -6.50 192 698 +49
Jul19 171114 1005.50 1006.75 1001.00 1001.00 -5.75 206 377 +19
Aug19 171114 999.25 999.25 999.25 999.25 -5.75 0 24 +0
Sep19 171114 993.00 993.00 993.00 993.00 -5.75 0 21 +0
Total Volume and Open Interest 177,824 707,353 +103
Soybean Meal(CBOT)
Dec17 171114 311.60 312.50 309.60 310.30 -1.00 41,046 91,804 -5,336
Jan18 171114 313.80 314.60 311.60 312.30 -1.10 22,032 106,565 +2,000
Mar18 171114 317.20 318.10 315.00 315.60 -1.30 15,116 79,757 +2,989
May18 171114 319.40 320.30 317.40 318.00 -1.20 8,158 43,384 +1,408
Jul18 171114 322.00 322.90 319.90 320.60 -1.10 3,504 30,265 +623
Aug18 171114 322.70 322.90 320.30 321.00 -1.20 226 4,385 +37
Sep18 171114 322.10 322.40 319.40 319.90 -1.40 114 4,544 +12
Oct18 171114 318.90 318.90 316.30 316.70 -1.30 98 5,825 +8
Dec18 171114 319.10 319.50 317.00 317.60 -0.90 423 24,379 +12
Jan19 171114 318.50 320.00 318.40 318.40 -0.80 88 1,084 +14
Total Volume and Open Interest 90,943 397,040 +1,842
Soybean Oil(CBOT)
Dec17 171114 34.33 34.40 34.01 34.01 -0.32 47,058 118,315 -508
Jan18 171114 34.48 34.55 34.15 34.16 -0.32 32,012 124,702 +5,140
Mar18 171114 34.70 34.79 34.39 34.40 -0.31 18,401 89,135 +2,089
May18 171114 34.93 35.01 34.61 34.61 -0.32 10,052 56,448 -478
Jul18 171114 35.15 35.22 34.82 34.83 -0.33 5,267 43,704 +1,508
Aug18 171114 35.20 35.20 34.83 34.83 -0.33 513 4,823 +5
Sep18 171114 35.13 35.13 34.75 34.75 -0.32 284 3,514 -35
Oct18 171114 34.82 34.86 34.52 34.54 -0.30 311 7,793 +26
Dec18 171114 34.75 34.83 34.46 34.49 -0.29 884 25,307 +279
Jan19 171114 34.59 34.59 34.47 34.47 -0.29 0 763 +0
Total Volume and Open Interest 114,848 477,482 +8,043
Canola(WCE)
Nov17 171114 510.1 510.1 510.1 510.1 -2.5 0 12 +0
Jan18 171114 513.5 513.5 511.6 512.6 -2.5 13,379 134,652 +2,079
Mar18 171114 520.1 520.5 518.5 519.8 -2.0 3,489 35,504 +1,425
May18 171114 524.1 525.3 522.3 524.2 -1.4 900 11,295 +84
Jul18 171114 526.7 528.3 525.1 527.2 -0.9 469 4,840 +184
Total Volume and Open Interest 18,500 189,416 +3,830
Corn(CBOT)
Dec17 171114 342.00 342.25 337.25 337.50 -4.75 349,164 603,364 -41,352
Mar18 171114 354.50 354.75 350.00 350.50 -4.50 247,840 517,930 +45,007
May18 171114 362.75 363.00 358.50 359.00 -4.50 46,746 152,997 +1,243
Jul18 171114 370.75 371.00 366.50 366.75 -4.50 34,134 188,000 +4,096
Sep18 171114 378.00 378.00 373.75 374.00 -4.00 9,783 58,341 +3,707
Dec18 171114 387.00 387.00 382.75 383.00 -4.25 14,419 120,639 +2,636
Mar19 171114 395.50 395.75 392.00 392.25 -4.25 309 14,295 +86
May19 171114 400.00 400.25 397.75 398.00 -3.75 87 2,154 -9
Jul19 171114 405.25 405.25 402.25 402.75 -3.50 70 2,846 +26
Sep19 171114 400.00 400.00 400.00 400.00 -3.25 11 549 +1
Total Volume and Open Interest 702,690 1,665,575 +15,462
Wheat(CBOT)
Dec17 171114 424.75 429.50 423.25 428.00 +3.75 105,996 183,686 -19,502
Mar18 171114 443.25 446.25 441.00 445.25 +2.00 82,466 199,423 +19,206
May18 171114 454.75 457.00 452.25 456.75 +1.75 20,772 53,472 +1,279
Jul18 171114 468.50 470.75 465.25 470.00 +1.50 6,893 56,010 +68
Sep18 171114 483.50 485.25 480.50 484.75 +1.25 2,681 26,504 +334
Dec18 171114 501.75 504.00 499.00 503.00 +0.50 1,493 30,039 +390
Total Volume and Open Interest 220,309 552,596 +1,775
Wheat(KCBT)
Dec17 171114 428.25 430.75 425.50 428.00 +0.50 46,376 102,729 -9,538
Mar18 171114 444.75 447.75 442.25 445.25 +1.00 38,640 128,701 +8,005
May18 171114 457.50 460.25 454.75 457.50 +1.25 8,541 29,758 +1,089
Jul18 171114 473.75 477.00 471.00 474.25 +1.50 5,036 30,420 +301
Sep18 171114 490.00 492.75 489.25 491.25 +2.00 1,158 13,508 +431
Dec18 171114 513.75 517.50 513.75 515.50 +2.25 557 11,378 +90
Mar19 171114 532.25 532.25 528.75 531.00 +2.25 147 1,052 +32
Total Volume and Open Interest 100,455 317,784 +410
Wheat(MGE)
Dec17 171114 633.25 635.50 628.25 629.00 -4.25 5,494 31,737 -1,993
Mar18 171114 647.00 649.25 642.50 643.00 -4.00 4,009 29,107 +993
May18 171114 652.25 654.50 648.75 649.00 -3.75 747 9,404 +93
Jul18 171114 653.00 655.00 649.25 649.25 -3.50 270 5,730 -62
Sep18 171114 637.50 642.00 636.00 638.25 -0.75 191 3,692 +45
Dec18 171114 645.75 645.75 643.00 643.00 -1.50 110 1,633 +34
Total Volume and Open Interest 10,828 81,416 -883
Oats(CBOT)
Dec17 171114 274.00 276.75 272.75 276.25 +2.75 274 3,934 -169
Mar18 171114 284.25 286.75 282.50 286.25 +3.25 237 3,513 +181
May18 171114 289.75 295.00 289.75 293.50 +3.75 3 584 +2
Jul18 171114 291.00 295.75 290.00 295.75 +6.00 1 37 +1
Total Volume and Open Interest 515 8,070 +15
Rough Rice(CBOT)
Nov17 171114 11.15 11.27 11.15 11.24 +0.12 12 17 -35
Jan18 171114 11.36 11.53 11.34 11.49 +0.14 299 9,548 +28
Mar18 171114 11.72 11.78 11.69 11.78 +0.13 30 1,011 -13
May18 171114 12.04 12.04 12.04 12.04 +0.13 0 4 +0
Total Volume and Open Interest 341 10,582 -20
Live Cattle(CME)
Dec17 171114 120.450 120.930 118.785 119.500 -1.080 44,619 81,209 -12,643
Feb18 171114 126.450 126.730 124.450 125.150 -1.250 38,302 139,401 +8,337
Apr18 171114 126.980 127.200 125.535 126.035 -0.945 15,613 80,411 +231
Jun18 171114 119.850 119.850 117.930 118.350 -1.500 9,761 52,958 +2,324
Aug18 171114 116.650 116.650 114.750 114.980 -1.905 3,868 18,424 +1,208
Oct18 171114 116.285 116.450 114.600 114.885 -1.845 754 6,709 +97
Total Volume and Open Interest 113,068 382,596 -455
Feeder Cattle(CME)
Nov17 171114 158.400 158.485 157.250 157.630 -1.070 1,733 5,260 -297
Jan18 171114 156.650 156.880 153.580 153.900 -3.085 5,661 29,285 -105
Mar18 171114 154.580 154.580 151.550 151.880 -2.750 3,505 16,136 +42
Apr18 171114 154.350 154.650 151.750 151.985 -2.800 1,413 5,560 +205
May18 171114 153.080 153.650 150.880 151.100 -2.730 738 5,071 -121
Aug18 171114 154.830 155.400 152.550 152.800 -2.580 267 2,285 +43
Sep18 171114 152.750 152.750 151.600 151.600 -2.400 20 93 +1
Total Volume and Open Interest 13,337 63,708 -232
Lean Hogs(CME)
Dec17 171114 62.400 62.400 59.900 59.985 -2.315 30,065 64,245 -8,039
Feb18 171114 70.285 70.300 67.385 67.500 -2.800 26,551 86,356 +5,381
Apr18 171114 74.350 74.350 72.285 72.430 -1.820 7,792 58,967 +128
May18 171114 79.785 79.785 77.450 77.635 -2.115 72 1,607 +7
Jun18 171114 83.680 83.680 81.980 82.150 -1.550 3,905 24,386 +861
Jul18 171114 83.730 83.730 82.200 82.430 -1.400 2,335 15,859 +545
Aug18 171114 82.550 82.635 81.200 81.500 -1.100 548 7,677 +143
Oct18 171114 69.730 69.730 68.385 68.680 -1.150 1,136 6,139 +603
Total Volume and Open Interest 72,751 266,414 -200
Class III Milk(CME)
Nov17 171114 16.83 16.84 16.79 16.82 +0.02 154 4,327 -82
Dec17 171114 15.65 15.77 15.59 15.76 +0.07 307 4,497 +36
Jan18 171114 15.01 15.06 14.94 15.03 +0.07 94 2,657 -69
Feb18 171114 14.98 15.02 14.92 15.01 +0.08 79 2,519 +25
Mar18 171114 14.95 14.95 14.89 14.93 +0.05 32 2,290 +1
Apr18 171114 15.04 15.05 15.03 15.03 +0.05 15 1,677 +9
May18 171114 15.13 15.17 15.13 15.17 +0.07 15 1,581 +4
Jun18 171114 15.37 15.45 15.36 15.39 +0.04 13 1,471 +7
Jul18 171114 15.73 15.80 15.73 15.73 +0.04 28 695 +3
Aug18 171114 15.82 15.90 15.82 15.86 +0.07 4 739 +4
Sep18 171114 15.89 15.95 15.88 15.89 +0.04 4 908 +4
Oct18 171114 15.98 16.04 15.90 15.90 -0.02 4 612 +4
Nov18 171114 15.98 16.00 15.85 15.87 -0.03 4 460 +4
Total Volume and Open Interest 757 24,950 -46
Cocoa(ICE)
Dec17 171114 2195 2201 2147 2149 -59 10,634 16,963 -7,339
Mar18 171114 2196 2204 2152 2155 -46 28,262 136,060 +3,232
May18 171114 2206 2216 2167 2169 -43 8,327 42,444 +3,223
Jul18 171114 2214 2221 2177 2179 -40 4,550 15,626 +236
Sep18 171114 2223 2229 2189 2189 -39 1,452 9,213 +364
Dec18 171114 2233 2238 2198 2199 -40 270 9,584 +25
Mar19 171114 2245 2249 2211 2211 -41 96 6,541 +11
Total Volume and Open Interest 53,693 242,473 -207
Coffee "C"(ICE)
Dec17 171114 127.55 129.00 124.25 127.05 -0.55 35,125 53,318 -16,210
Mar18 171114 130.70 132.30 127.50 130.45 -0.30 28,319 100,516 +11,425
May18 171114 133.05 134.60 129.90 132.70 -0.35 6,014 36,766 +1,285
Jul18 171114 135.30 136.90 132.30 135.05 -0.35 2,970 18,322 +767
Sep18 171114 137.70 139.30 134.65 137.40 -0.30 980 7,718 -17
Dec18 171114 141.50 142.45 138.30 140.85 -0.25 708 4,971 -193
Total Volume and Open Interest 74,542 225,237 -2,876
Orange Juice(ICE)
Jan18 171114 160.25 162.00 157.70 161.40 +0.80 814 6,223 +67
Mar18 171114 157.00 160.30 155.55 160.05 +1.45 163 1,607 +57
May18 171114 158.00 160.40 158.00 160.40 +1.50 57 526 +41
Jul18 171114 160.85 160.85 160.85 160.85 +1.35 21 103 +16
Sep18 171114 159.55 159.55 159.55 159.55 +1.35 0 26 +0
Nov18 171114 160.35 160.35 160.35 160.35 +1.35 0 2 +0
Total Volume and Open Interest 1,055 8,487 +181
Sugar #11(ICE)
Mar18 171114 15.17 15.18 14.95 15.10 -0.03 54,014 407,570 -621
May18 171114 15.04 15.12 14.96 15.10 +0.06 18,397 138,361 +522
Jul18 171114 15.01 15.09 14.98 15.08 +0.07 11,201 65,717 -1,751
Oct18 171114 15.19 15.25 15.16 15.25 +0.05 4,008 54,832 +567
Mar19 171114 15.59 15.69 15.59 15.68 +0.05 536 28,118 +120
May19 171114 15.58 15.63 15.55 15.61 +0.03 61 4,737 +1
Jul19 171114 15.50 15.59 15.49 15.55 +0.03 75 5,190 -28
Oct19 171114 15.62 15.69 15.60 15.66 +0.03 19 5,913 +7
Total Volume and Open Interest 88,312 714,675 -1,182
London Cocoa(LCE)
Dec17 171114 1638 1639 1604 1606 -32 13,656 71,225 -2,664
Mar18 171114 1665 1666 1632 1633 -32 13,842 76,598 -2,552
May18 171114 1678 1678 1646 1648 -30 4,770 31,080 +564
Jul18 171114 1686 1689 1659 1661 -27 3,925 26,728 -499
Sep18 171114 1697 1700 1672 1674 -25 2,353 21,219 +215
Dec18 171114 1703 1708 1680 1682 -26 788 12,975 +159
Mar19 171114 1709 1715 1688 1689 -26 252 3,569 +177
Total Volume and Open Interest 39,774 244,397 -4,516
London Sugar(LCE)
Dec17 171114 402.00 404.80 397.50 400.20 -0.90 7,081 9,228 -1,653
Mar18 171114 394.10 396.60 391.20 392.80 -1.20 7,607 40,190 +871
May18 171114 397.30 399.20 395.70 397.00 -0.10 1,013 11,363 -161
Aug18 171114 400.30 402.20 399.20 400.70 +0.60 508 10,399 +345
Oct18 171114 401.50 402.50 401.20 401.60 +0.90 65 2,630 -19
Total Volume and Open Interest 16,339 77,259 -629
Cotton(ICE)
Dec17 171114 68.90 69.39 68.58 68.60 -0.28 20,774 53,899 -9,556
Mar18 171114 68.94 69.36 68.62 68.65 -0.28 16,709 119,776 +3,827
May18 171114 69.91 70.30 69.55 69.61 -0.30 3,767 24,057 +797
Jul18 171114 70.47 70.76 70.01 70.16 -0.26 796 9,005 +327
Oct18 171114 69.22 69.22 69.22 69.22 -0.20 0 3 +0
Dec18 171114 69.65 69.65 69.08 69.26 -0.11 306 21,509 +35
Total Volume and Open Interest 42,352 228,802 -4,570
Lumber(CME)
Nov17 171114 468.0 477.7 464.0 473.0 +5.6 101 219 -55
Jan18 171114 452.1 455.7 448.3 452.5 -3.8 355 5,556 +42
Mar18 171114 436.4 439.0 435.8 439.0 -1.9 28 864 +1
May18 171114 421.4 422.3 420.0 422.3 -2.0 3 258 +0
Total Volume and Open Interest 491 6,992 -8
Crude Oil(NYM)
Dec17 171114 56.72 56.77 54.81 55.70 -1.06 541,296 364,546 -39,456
Jan18 171114 56.96 56.98 55.00 55.89 -1.08 199,485 517,089 +22,115
Feb18 171114 57.10 57.13 55.15 56.03 -1.10 70,227 176,319 +3,537
Mar18 171114 57.26 57.26 55.30 56.16 -1.11 69,689 271,356 +15,244
Apr18 171114 57.19 57.20 55.37 56.22 -1.12 41,247 138,593 +9,808
May18 171114 57.27 57.27 55.47 56.19 -1.12 33,929 86,870 +7,080
Jun18 171114 57.11 57.15 55.24 56.07 -1.11 59,721 227,770 -2,517
Jul18 171114 56.79 56.83 55.08 55.87 -1.11 10,409 55,962 +1,296
Aug18 171114 56.45 56.48 54.85 55.62 -1.12 7,260 50,682 +1,080
Sep18 171114 56.33 56.33 54.73 55.35 -1.12 13,821 79,219 -1,289
Oct18 171114 56.17 56.18 54.56 55.07 -1.11 3,081 50,112 +413
Nov18 171114 55.80 55.80 54.18 54.80 -1.09 3,901 47,652 +1,657
Dec18 171114 55.60 55.61 53.79 54.54 -1.06 57,918 268,008 +1,758
Jan19 171114 54.25 54.25 54.25 54.25 -1.04 2,942 39,415 +1,731
Feb19 171114 53.97 53.97 53.97 53.97 -1.03 754 17,894 -34
Mar19 171114 53.72 54.75 53.72 53.72 -1.00 4,978 30,892 -1,915
Total Volume and Open Interest 1,148,755 2,691,028 +23,458
e-miNY Crude Oil(NYM)
Dec17 171114 56.725 56.775 54.825 55.700 -1.050 6,862 2,158 +48
Jan18 171114 56.975 56.975 55.025 55.900 -1.075 308 1,579 +84
Feb18 171114 56.975 56.975 55.275 56.025 -1.100 33 494 +2
Mar18 171114 57.050 57.050 55.700 56.150 -1.125 12 23 +7
Apr18 171114 56.900 56.900 56.025 56.225 -1.125 1 50 +0
May18 171114 56.200 56.200 56.200 56.200 -1.100 1 78 -1
Jun18 171114 56.075 56.075 56.075 56.075 -1.100 0 13 +0
Jul18 171114 55.875 55.875 55.875 55.875 -1.100 0 18 +0
Aug18 171114 55.625 55.625 55.625 55.625 -1.125 0 74 +0
Sep18 171114 55.350 55.350 55.350 55.350 -1.125 0 42 +0
Total Volume and Open Interest 7,218 4,685 +139
NY Harbor ULSD(NYM)
Dec17 171114 193.40 193.46 188.24 190.70 -2.51 65,166 96,913 -9,657
Jan18 171114 193.67 193.80 188.70 191.11 -2.42 55,408 109,537 +7,585
Feb18 171114 193.44 193.58 188.76 191.11 -2.38 32,073 49,701 +5,132
Mar18 171114 192.78 192.81 188.03 190.31 -2.35 25,019 46,426 +35
Apr18 171114 190.90 190.90 186.55 188.76 -2.37 12,359 37,125 +600
May18 171114 189.50 189.73 185.64 187.78 -2.37 6,298 22,682 +89
Jun18 171114 188.44 188.84 184.90 187.02 -2.37 8,046 33,376 +1,255
Jul18 171114 188.61 188.61 184.72 186.77 -2.38 1,089 6,784 +330
Aug18 171114 185.84 187.40 184.86 186.54 -2.38 942 3,323 -175
Sep18 171114 187.24 187.24 185.61 186.50 -2.37 944 6,308 +4
Oct18 171114 185.88 187.30 185.71 186.64 -2.34 365 3,132 +31
Nov18 171114 187.47 187.48 184.83 186.84 -2.33 491 2,246 +238
Dec18 171114 188.65 188.89 184.79 186.94 -2.33 1,575 25,825 +68
Jan19 171114 187.71 187.71 187.08 187.08 -2.31 37 2,448 +18
Total Volume and Open Interest 209,840 454,130 +5,552
RBOB Gasoline(NYM)
Dec17 171114 178.81 178.86 173.25 176.12 -3.17 80,464 107,071 -15,346
Jan18 171114 177.61 178.06 172.51 175.31 -3.01 66,115 144,619 +12,714
Feb18 171114 177.98 177.98 172.86 175.53 -2.98 19,752 34,331 +569
Mar18 171114 179.09 179.40 174.15 176.79 -3.01 9,351 50,630 +852
Apr18 171114 195.19 195.28 190.52 192.98 -3.00 5,205 26,859 +1,174
May18 171114 194.85 194.91 190.54 192.66 -2.83 3,730 18,637 +259
Jun18 171114 192.93 193.13 188.71 190.91 -2.73 4,644 17,847 +1,219
Jul18 171114 190.45 190.56 186.77 188.48 -2.64 2,423 8,309 -293
Aug18 171114 187.25 187.66 184.12 185.66 -2.53 734 3,967 -183
Sep18 171114 184.03 184.17 182.36 182.36 -2.44 481 3,989 -58
Total Volume and Open Interest 193,789 434,441 +1,128
e-miNY RBOB Gasoline(NYM)
Dec17 171114 176.10 182.10 176.10 176.10 -3.19 0 1 +0
Jan18 171114 175.30 175.31 175.30 175.30 -3.02      
Feb18 171114 175.50 175.53 175.50 175.50 -3.01      
Mar18 171114 176.80 176.80 176.79 176.80 -3.00      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Dec17 171114 3.141 3.149 3.064 3.102 -0.065 179,748 146,838 -30,807
Jan18 171114 3.239 3.245 3.163 3.203 -0.059 111,594 277,692 +11,915
Feb18 171114 3.238 3.248 3.166 3.205 -0.060 27,564 97,210 +2,348
Mar18 171114 3.197 3.206 3.130 3.165 -0.057 36,312 181,128 +1,271
Apr18 171114 2.963 2.963 2.922 2.947 -0.027 35,994 122,276 -140
May18 171114 2.943 2.943 2.903 2.928 -0.022 17,223 91,013 +2,607
Jun18 171114 2.961 2.961 2.930 2.954 -0.021 4,755 28,993 +558
Jul18 171114 2.988 2.988 2.960 2.983 -0.019 4,030 43,537 +387
Aug18 171114 2.985 2.993 2.966 2.986 -0.019 2,244 32,709 +1,048
Sep18 171114 2.975 2.977 2.951 2.970 -0.019 1,456 35,420 +515
Oct18 171114 3.000 3.000 2.972 2.995 -0.018 4,995 76,703 +1,296
Nov18 171114 3.049 3.049 3.025 3.048 -0.017 737 27,973 +136
Dec18 171114 3.183 3.183 3.164 3.183 -0.018 1,865 30,725 +113
Jan19 171114 3.265 3.265 3.243 3.264 -0.017 2,458 32,943 +84
Feb19 171114 3.213 3.232 3.213 3.232 -0.016 691 11,300 +72
Mar19 171114 3.141 3.158 3.139 3.158 -0.012 1,353 25,415 +582
Total Volume and Open Interest 438,981 1,333,981 -6,321
Brent Crude Oil(ICE)
Jan18 171114 63.06 63.17 61.21 62.21 -0.95 307,965 515,186 -5,721
Feb18 171114 63.07 63.08 61.08 62.06 -1.04 190,659 430,630 +33,637
Mar18 171114 62.86 62.94 60.91 61.87 -1.10 94,749 255,733 +3,346
Apr18 171114 62.74 62.82 60.75 61.69 -1.15 50,999 117,785 +1,533
May18 171114 62.61 62.66 60.61 61.53 -1.19 33,848 108,753 +2,282
Jun18 171114 62.50 62.55 60.46 61.36 -1.22 82,190 227,708 -926
Jul18 171114 62.37 62.37 60.33 61.18 -1.25 16,300 45,379 +1,972
Aug18 171114 62.18 62.18 60.21 60.98 -1.26 9,869 29,963 +386
Sep18 171114 61.81 61.82 59.93 60.74 -1.27 14,446 47,964 +3,538
Oct18 171114 61.40 61.52 60.48 60.48 -1.26 3,750 26,727 +766
Nov18 171114 61.10 61.24 60.20 60.20 -1.26 4,193 25,628 +669
Dec18 171114 61.02 61.02 59.13 59.93 -1.24 51,697 203,500 +2,687
Jan19 171114 59.68 59.68 59.68 59.68 -1.24 1,828 33,400 +543
Feb19 171114 60.29 60.29 59.11 59.47 -1.23 1,529 19,722 +740
Total Volume and Open Interest 887,891 2,505,442 +46,816
Gas Oil(ICE)
Dec17 171114 564.00 564.50 550.00 550.50 -14.75 91,888 192,398 -11,466
Jan18 171114 565.75 566.50 551.50 552.25 -15.00 67,760 152,857 +8,001
Feb18 171114 566.75 567.00 553.00 553.25 -15.00 32,784 81,740 +6,182
Mar18 171114 563.75 565.75 551.50 552.25 -14.50 17,730 65,572 +247
Apr18 171114 562.00 563.75 550.25 550.75 -14.25 8,990 34,389 +607
May18 171114 562.00 562.00 548.25 549.25 -14.25 5,398 21,229 +892
Jun18 171114 560.00 560.00 546.00 547.25 -14.25 16,644 52,586 -156
Jul18 171114 557.00 558.50 545.25 546.50 -14.00 2,805 14,428 +278
Aug18 171114 556.25 557.75 544.75 545.75 -14.00 1,714 12,257 +297
Sep18 171114 555.50 557.25 545.25 545.25 -13.75 2,163 17,060 -212
Total Volume and Open Interest 265,588 843,436 -1,230
Ethanol(CBOT)
Dec17 171114 1.434 1.434 1.402 1.405 -0.037 172 1,295 +40
Jan18 171114 1.416 1.416 1.392 1.395 -0.025 14 618 -1
Feb18 171114 1.415 1.416 1.405 1.409 -0.018 7 105 +5
Mar18 171114 1.436 1.436 1.429 1.429 -0.018 0 42 +0
Apr18 171114 1.460 1.460 1.449 1.449 -0.018 0 9 +0
May18 171114 1.479 1.479 1.456 1.456 -0.018      
Jun18 171114 1.485 1.485 1.460 1.460 -0.008 0 3 +0
Jul18 171114 1.499 1.499 1.460 1.460 -0.008      
Total Volume and Open Interest 193 2,072 +44
WTI Crude Oil(ICE)
Dec17 171114 56.72 56.72 54.82 55.70 -1.06 33,605 73,705 -4,628
Jan18 171114 56.92 56.94 55.01 55.89 -1.08 45,451 98,635 +1,668
Feb18 171114 57.01 57.02 55.16 56.03 -1.10 21,313 59,118 +1,871
Mar18 171114 57.15 57.15 55.29 56.16 -1.11 12,742 44,965 +1,259
Apr18 171114 57.20 57.21 55.37 56.22 -1.12 4,262 16,862 -305
May18 171114 57.17 57.18 55.37 56.19 -1.12 2,699 11,369 +62
Jun18 171114 57.06 57.06 55.25 56.07 -1.11 8,242 77,712 -658
Jul18 171114 56.67 56.67 55.82 55.87 -1.11 823 8,282 +159
Aug18 171114 56.55 56.55 55.62 55.62 -1.12 344 6,351 +69
Sep18 171114 55.35 55.35 55.35 55.35 -1.12 683 13,237 +219
Oct18 171114 55.07 55.07 55.07 55.07 -1.11 232 2,902 +9
Nov18 171114 54.80 54.80 54.80 54.80 -1.09 212 6,788 +1
Dec18 171114 55.47 55.47 53.88 54.54 -1.06 8,311 130,226 -916
Jan19 171114 54.25 54.25 54.25 54.25 -1.04 107 1,898 +13
Feb19 171114 53.97 53.97 53.97 53.97 -1.03 56 798 +4
Mar19 171114 53.72 53.72 53.72 53.72 -1.00 109 2,348 +7
Total Volume and Open Interest 142,056 649,012 -867
US Dollar Index(ICE)
Dec17 171114 94.405 94.440 93.640 93.723 -0.665 14,645 45,037 -830
Mar18 171114 94.095 94.095 93.345 93.427 -0.655 466 2,530 -14
Jun18 171114 93.870 93.870 93.035 93.143 -0.655 11 690 +6
Total Volume and Open Interest 15,133 48,396 -832
Australian Dollar(CME)
Dec17 171114 76.12 76.47 76.09 76.31 +0.08 90,929 118,527 +0
Mar18 171114 76.10 76.43 76.05 76.26 +0.07 67 956 +0
Jun18 171114 76.09 76.24 76.09 76.24 +0.07 3 245 +0
Total Volume and Open Interest 92,065 121,927 +0
British Pound(CME)
Dec17 171114 131.24 131.99 130.86 131.76 +0.49 117,062 172,366 +0
Mar18 171114 131.75 132.32 131.29 132.18 +0.49 141 3,349 +0
Jun18 171114 131.94 132.64 131.70 132.60 +0.50 8 387 +0
Total Volume and Open Interest 118,381 179,159 +0
Canadian Dollar(CME)
Dec17 171114 78.54 78.77 78.32 78.58 -0.02 64,994 143,561 +0
Mar18 171114 78.67 78.81 78.43 78.67 -0.02 113 2,457 +0
Jun18 171114 78.71 78.74 78.71 78.74 -0.01 32 481 +0
Sep18 171114 78.79 78.79 78.79 78.79 -0.02 35 264 +0
Total Volume and Open Interest 65,248 149,800 +0
Japanese Yen(CME)
Dec17 171114 88.14 88.38 87.91 88.30 +0.11 232,995 271,606 +0
Mar18 171114 88.65 88.82 88.42 88.79 +0.11 368 4,355 +0
Jun18 171114 88.90 89.28 88.90 89.28 +0.12 0 109 +0
Total Volume and Open Interest 234,232 280,912 +0
Swiss Franc(CME)
Dec17 171114 100.57 101.41 100.50 101.26 +0.61 40,188 81,120 +0
Mar18 171114 101.31 102.03 101.31 101.98 +0.61 23 237 +0
Jun18 171114 102.71 102.71 102.71 102.71 +0.63 0 30 +0
Total Volume and Open Interest 40,211 81,397 +0
EuroFX(CME)
Dec17 171114 116.86 118.26 116.83 118.15 +1.26 242,010 437,372 +0
Mar18 171114 117.55 118.95 117.55 118.85 +1.26 1,418 5,831 +0
Jun18 171114 118.58 119.62 118.58 119.55 +1.27 11 1,581 +0
Total Volume and Open Interest 250,221 455,662 +0
Mexican Peso(CME)
Nov17 171113 522.13 523.13 521.38 522.13 -0.38 19 5 -18
Dec17 171114 519.88 521.75 518.00 519.13 -0.63 45,350 177,247 +0
Total Volume and Open Interest 45,412 177,852 +0
Brazilian Real(CME)
Dec17 171114 303.25 305.40 300.85 302.30 -0.45 2,371 23,891 +0
Jan18 171114 301.35 302.45 301.35 301.35 -0.55 0 404 +0
Feb18 171114 300.30 300.30 300.30 300.30 -0.50      
Mar18 171114 299.35 299.35 299.35 299.35 -0.50      
Total Volume and Open Interest 2,376 24,600 +0
30-Year T-Bonds(CBOT)
Dec17 171114 152~110 153~040 152~050 152~280 +0~150 334,125 763,823 -6,152
Mar18 171114 151~040 151~310 151~020 151~240 +0~160 5,346 21,426 +3,128
Jun18 171114 151~090 151~090 150~280 150~280 +0~090      
Total Volume and Open Interest 339,471 785,249 -3,024
10-Year T-Notes(CBOT)
Dec17 171114 124~195 124~265 124~160 124~235 +0~035 1,387,082 3,218,633 +25,562
Mar18 171114 124~100 124~160 124~065 124~140 +0~035 17,357 57,556 +7,251
Jun18 171114 124~065 124~065 124~065 124~065 +0~035      
Total Volume and Open Interest 1,404,439 3,276,189 +32,813
5-Year T-Notes(CBOT)
Dec17 171114 116~284 116~312 116~254 116~300 +0~014 753,366 3,124,434 +32,796
Mar18 171114 116~212 116~244 116~186 116~230 +0~020 19,047 77,557 +13,498
Jun18 171114 116~210 116~210 116~210 116~210 +0~020      
Total Volume and Open Interest 772,413 3,201,991 +46,294
2 Year T-Notes(CBOT)
Dec17 171114 107~170 107~174 107~162 107~166 -0~004 286,446 1,739,250 -10,329
Mar18 171114 107~120 107~124 107~112 107~120 -0~002 9,467 79,683 +4,631
Jun18 171114 107~120 107~120 107~120 107~120 -0~002      
Total Volume and Open Interest 295,913 1,818,933 -5,698
Eurodollars(CME)
Dec17 171114 98.467 98.473 98.465 98.467 unch 112,448 1,754,370 +41,999
Mar18 171114 98.300 98.305 98.285 98.300 unch 174,530 1,319,832 +5,748
Jun18 171114 98.175 98.185 98.160 98.175 unch 175,090 1,265,945 +8,170
Sep18 171114 98.090 98.100 98.080 98.095 unch 229,303 1,067,383 +22,962
Dec18 171114 98.010 98.025 97.995 98.015 +0.005 257,472 1,655,176 +22,026
Mar19 171114 97.955 97.970 97.935 97.960 +0.005 194,736 1,025,912 -3,705
Jun19 171114 97.905 97.920 97.885 97.910 +0.005 150,105 918,270 +10,111
Sep19 171114 97.860 97.885 97.840 97.870 +0.010 153,797 680,728 +11,465
Dec19 171114 97.810 97.830 97.785 97.820 +0.015 185,517 954,716 +23,385
Mar20 171114 97.780 97.805 97.760 97.795 +0.015 114,260 450,291 -770
Jun20 171114 97.750 97.780 97.735 97.770 +0.015 77,535 353,024 -1,192
Sep20 171114 97.725 97.755 97.705 97.740 +0.015 87,152 291,056 -2,889
Dec20 171114 97.680 97.710 97.665 97.695 +0.015 117,870 384,984 +14,365
Mar21 171114 97.650 97.685 97.635 97.670 +0.015 54,381 214,514 +2,272
Jun21 171114 97.620 97.655 97.610 97.640 +0.015 46,855 199,156 +1,658
Sep21 171114 97.585 97.620 97.575 97.610 +0.015 35,498 107,536 +2,812
Dec21 171114 97.545 97.580 97.530 97.565 +0.015 42,025 121,834 -11,127
Mar22 171114 97.520 97.555 97.505 97.540 +0.015 28,487 75,021 +796
Total Volume and Open Interest 2,333,056 13,168,535 +153,157
Ultra T-Bond(CBOT)
Dec17 171114 164~29 166~04 164~21 165~24 +0~28 136,763 847,716 +419
Mar18 171114 163~30 165~05 163~26 164~27 +0~28 5,384 71,505 +4,932
Jun18 171114 164~00 164~00 164~00 164~00 +0~28      
Total Volume and Open Interest 142,147 919,221 +5,351
Ultra 10-Yr T-Note(CBOT)
Dec17 171114 133~150 133~275 133~120 133~235 +0~070 121,930 431,116 -3,801
Mar18 171114 133~085 133~195 133~075 133~165 +0~080 0 345 +0
Jun18 171114 133~165 133~165 133~165 133~165 +0~080      
Total Volume and Open Interest 121,930 431,461 -3,801
30 Day Federal Funds(CBOT)
Nov17 171114 98.845 98.845 98.842 98.842 unch 1,593 205,338 -1,000
Dec17 171114 98.720 98.720 98.715 98.715 unch 994 113,289 -81
Jan18 171114 98.615 98.620 98.610 98.615 unch 19,835 338,984 +1,007
Feb18 171114 98.610 98.610 98.605 98.610 +0.005 5,364 123,653 -1,324
Mar18 171114 98.565 98.570 98.565 98.565 unch 4,074 46,107 +287
Apr18 171114 98.475 98.480 98.470 98.475 -0.005 15,288 122,915 +4,270
Total Volume and Open Interest 72,618 1,376,411 +1,574
Japanese Govt Bonds(SGX)
Dec17 171113 150.84 150.84 150.69 150.69 -0.30 592 19,529 +58
Mar18 171113 150.63 150.63 150.63 150.63 -0.36      
Jun18 171113 150.63 150.63 150.63 150.63 -0.36      
Total Volume and Open Interest 592 19,529 +58
Euro-Buxl(EUREX)
Dec17 171114 163.52 164.54 163.16 164.38 +0.72 58,375 224,214 -11,075
Mar18 171114 162.80 162.82 162.80 162.82 +0.70 64 5,027 +117
Jun18 171114 162.82 162.82 162.82 162.82 +0.70      
Total Volume and Open Interest 58,439 229,241 -10,958
Euro-Bund(EUREX)
Dec17 171114 162.02 162.47 161.91 162.39 +0.31 689,669 2,002,620 -78,905
Mar18 171114 161.63 162.05 161.49 161.98 +0.32 22,940 193,425 +5,503
Jun18 171114 159.16 159.16 159.16 159.16 +0.31 1 1 -1
Total Volume and Open Interest 712,610 2,196,046 -73,403
Euro-Bobl(EUREX)
Dec17 171114 131.63 131.73 131.58 131.69 +0.05 472,934 1,604,804 -66,040
Mar18 171114 132.21 132.34 132.21 132.32 +0.05 9,699 111,482 +4,019
Jun18 171114 132.19 132.19 132.19 132.19 +0.05      
Total Volume and Open Interest 482,633 1,716,286 -62,021
Euro-Schatz(EUREX)
Dec17 171114 112.25 112.26 112.25 112.26 unch 212,056 1,567,499 -25,669
Mar18 171114 112.13 112.14 112.13 112.14 unch 8,112 86,817 -126
Jun18 171114 112.14 112.14 112.14 112.14 unch      
Total Volume and Open Interest 220,168 1,654,316 -25,795
3-Mth Euribor(EUREX)
Dec17 171114 100.330 100.330 100.330 100.330 unch 2 7,908 +273
Mar18 171114 100.320 100.320 100.320 100.320 unch 86 6,397 +11
Jun18 171114 100.315 100.315 100.315 100.315 unch 250 1,535 +214
Total Volume and Open Interest 362 38,168 +733
Long Gilt(LIFFE)
Dec17 171114 124~12 124~23 124~08 124~19 +0~05 155,040 702,671 -5,622
Mar18 171114 123~14 123~23 123~14 123~23 +0~05 288 13,653 +113
Total Volume and Open Interest 155,328 716,324 -5,509
3-Mth Short Sterling(LIFFE)
Dec17 171114 99.46 99.46 99.46 99.46 +0.01 62,667 516,802 -24,895
Mar18 171114 99.38 99.40 99.38 99.39 +0.01 48,152 503,497 -267
Jun18 171114 99.27 99.30 99.27 99.29 +0.02 45,785 474,019 +1,307
Sep18 171114 99.20 99.22 99.19 99.21 +0.01 57,771 361,031 +11,928
Dec18 171114 99.14 99.17 99.13 99.16 +0.02 74,779 363,958 -3,679
Mar19 171114 99.10 99.12 99.08 99.11 +0.02 60,587 244,979 +2,951
Total Volume and Open Interest 659,932 3,649,283 -18,801
3-Mth Euribor(LIFFE)
Dec17 171114 100.330 100.330 100.325 100.330 +0.005 17,560 437,177 +897
Mar18 171114 100.325 100.325 100.320 100.320 unch 14,228 469,016 +574
Jun18 171114 100.315 100.315 100.310 100.315 +0.005 19,852 465,588 +1,789
Total Volume and Open Interest 485,387 4,305,258 +12,217
3-Mth Aus T-Bills(SFE)
Dec17 171114 98.27 98.27 98.25 98.26 -0.01 21,582 158,033 -7,789
Mar18 171114 98.26 98.26 98.23 98.24 -0.02 18,526 231,979 -1,830
Jun18 171114 98.19 98.21 98.16 98.17 -0.03 19,699 189,261 -1,086
Sep18 171114 98.13 98.13 98.08 98.09 -0.04 22,860 182,809 -1,337
Dec18 171114 98.05 98.06 98.00 98.01 -0.04 20,314 131,313 +5,577
Mar19 171114 97.97 97.97 97.91 97.93 -0.04 14,250 104,121 +4,642
Jun19 171114 97.90 97.90 97.84 97.85 -0.04 8,393 68,727 +2,282
Sep19 171114 97.83 97.83 97.76 97.78 -0.05 5,863 45,992 +1,349
Dec19 171114 97.77 97.77 97.71 97.71 -0.06 1,170 3,797 +150
Mar20 171114 97.71 97.71 97.65 97.65 -0.06 172 2,537 +111
Total Volume and Open Interest 134,477 1,121,369 +2,850
10-Year Aus T-Bonds(SFE)
Dec17 171114 97.36 97.37 97.32 97.33 -0.03 156,197 1,069,617 -3,823
Mar18 171114 97.32 97.32 97.32 97.32 -0.03 0 679 +0
Total Volume and Open Interest 156,197 1,070,296 -3,823
3-Year Aus T-Bonds(SFE)
Dec17 171114 98.03 98.04 97.97 97.99 -0.05 217,234 1,112,281 +23,145
Mar18 171114 97.99 97.99 97.99 97.99 -0.05 0 1,581 +0
Total Volume and Open Interest 217,234 1,113,862 +23,145
Gold(CMX)
Dec17 171114 1278.9 1283.8 1269.7 1282.9 +4.0 354,580 300,989 -20,947
Feb18 171114 1282.9 1288.1 1274.4 1287.3 +4.0 36,010 157,003 +15,267
Apr18 171114 1285.1 1292.0 1279.0 1291.6 +4.0 5,565 20,174 +1,018
Jun18 171114 1289.8 1296.1 1283.0 1295.9 +4.0 4,281 19,596 +536
Aug18 171114 1290.8 1300.2 1288.9 1300.2 +4.0 340 9,708 -18
Oct18 171114 1293.5 1304.4 1293.4 1304.4 +3.9 90 4,527 -7
Dec18 171114 1303.8 1308.8 1296.8 1308.8 +3.9 543 11,104 +31
Feb19 171114 1313.5 1313.5 1312.1 1313.3 +3.9 150 349 +93
Apr19 171114 1317.8 1317.8 1317.8 1317.8 +3.8 100 616 +100
Jun19 171114 1322.4 1322.4 1322.4 1322.4 +3.8 0 1,077 +0
Aug19 171114 1327.0 1327.0 1327.0 1327.0 +3.8 0 4 +0
Total Volume and Open Interest 401,921 530,404 -3,786
Silver(CMX)
Dec17 171114 1706.0 1709.5 1686.0 1707.3 +2.6 92,239 114,696 -6,446
Mar18 171114 1714.5 1718.5 1696.0 1716.7 +2.6 18,437 58,738 +4,415
May18 171114 1717.5 1724.0 1704.5 1723.1 +2.6 1,343 10,037 +511
Jul18 171114 1724.0 1729.6 1719.5 1729.6 +2.6 687 5,485 +14
Sep18 171114 1736.4 1736.4 1732.5 1736.4 +2.8 550 3,132 +29
Dec18 171114 1737.0 1747.0 1727.0 1746.3 +3.1 877 5,576 +210
Mar19 171114 1755.9 1755.9 1755.9 1755.9 +3.4 0 6 +0
Total Volume and Open Interest 114,201 199,358 -1,290
Platinum(NYMEX)
Jan18 171114 934.7 935.7 923.0 927.3 -8.3 14,705 70,271 -553
Apr18 171114 938.0 939.9 928.0 931.7 -8.2 432 7,701 +265
Jul18 171114 933.0 935.9 932.0 935.9 -8.5 25 430 +24
Oct18 171114 938.5 938.5 938.5 938.5 -8.5 0 24 +0
Total Volume and Open Interest 15,172 78,449 -265
Palladium(NYMEX)
Dec17 171114 989.75 997.25 973.25 985.55 -4.15 4,006 28,621 -712
Mar18 171114 982.75 990.65 967.30 979.75 -4.30 613 7,144 +376
Jun18 171114 982.20 982.25 973.75 973.75 -4.15 12 408 +2
Total Volume and Open Interest 4,631 36,467 -334
Copper(CMX)
Dec17 171114 312.40 312.85 304.85 306.50 -5.15 88,740 122,044 -3,934
Mar18 171114 314.20 314.80 307.10 308.70 -4.95 20,792 92,355 +2,465
May18 171114 315.50 315.50 308.85 310.05 -4.90 5,698 24,374 +323
Jul18 171114 316.00 316.00 310.00 311.15 -4.90 2,679 17,581 +1,574
Sep18 171114 316.45 316.45 311.65 312.10 -4.85 517 8,047 +29
Total Volume and Open Interest 119,485 290,323 +634
E-mini DJIA Index(CBOT)
Dec17 171114 23398 23424 23231 23375 -31 113,940 154,141 -72
Mar18 171114 23387 23410 23225 23368 -31 130 1,762 +12
Jun18 171114 23205 23347 23202 23347 -31 0 24 +0
Sep18 171114 23310 23310 23310 23310 -31 0 9 +0
Total Volume and Open Interest 114,070 155,936 -60
S & P 500(CME)
Dec17 171114 2581.30 2581.90 2564.50 2577.90 -4.00 2,674 62,506 +128
Mar18 171114 2578.50 2578.50 2566.40 2578.50 -3.90 5 4,943 +11
Jun18 171114 2578.60 2578.60 2566.50 2578.60 -3.90 0 70 +0
Sep18 171114 2578.90 2578.90 2566.80 2578.90 -3.90      
Total Volume and Open Interest 2,679 67,519 +139
S & P 500 E-Mini(CME)
Dec17 171114 2580.25 2582.25 2564.25 2578.00 -4.00 1,193,217 3,179,045 +23,629
Mar18 171114 2581.00 2582.50 2565.00 2578.50 -4.00 2,256 76,697 +450
Jun18 171114 2577.00 2578.50 2566.00 2578.50 -4.00 62 3,516 +11
Sep18 171114 2573.75 2579.00 2569.50 2579.00 -3.75 4 53 +4
Total Volume and Open Interest 1,195,547 3,259,331 +24,101
NASDAQ 100 E-Mini(CME)
Dec17 171114 6310.80 6318.30 6262.80 6293.50 -18.50 266,728 278,891 -2,774
Mar18 171114 6327.30 6333.50 6280.00 6309.80 -18.20 340 2,310 +34
Jun18 171114 6303.30 6325.50 6295.00 6319.50 -18.30 0 115 +0
Total Volume and Open Interest 267,068 281,322 -2,740
S&P Midcap 400(CME) e-Mini
Dec17 171114 1826.80 1828.30 1820.80 1826.60 -2.10 15,182 92,454 -595
Mar18 171114 1824.70 1824.70 1822.90 1824.70 -2.10 0 9 +0
Jun18 171114 1824.30 1824.30 1824.30 1824.30 -2.10 0 2 +0
Total Volume and Open Interest 15,182 92,465 -595
Volatility Index(CBOE)
Nov17 171114 11.64 12.21 11.60 12.05 +0.42 123,299 141,596 -50,510
Dec17 171114 12.75 13.15 12.65 12.68 -0.10 152,084 329,616 +54,419
Jan18 171114 13.92 14.30 13.90 14.00 +0.07 42,113 113,978 +19,323
Feb18 171114 14.73 15.05 14.70 14.83 +0.10 25,296 49,275 +11,341
Total Volume and Open Interest 363,790 699,487 +39,094
S & P 600(CME)
Dec17 171114 894.90 894.90 894.90 894.90 -0.40      
Mar18 171114 891.70 891.70 891.70 891.70 -0.40      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 171114 1473.20 1474.40 1464.30 1470.60 -3.10 36,062 69,201 +1,073
Mar18 171114 1468.70 1471.60 1468.70 1471.40 -3.10 0 80 +0
Jun18 171114 1471.40 1471.40 1471.40 1471.40 -3.10 0 4 +0
Total Volume and Open Interest 36,062 69,285 +1,073
Nikkei 225(CME)
Dec17 171114 22370 22555 22275 22315 -60 27,660 40,700 -45
Mar18 171114 22385 22505 22315 22325 -65 70 157 -15
Total Volume and Open Interest 27,730 40,857 -60
Nikkei 225(SGX)
Dec17 171114 22430 22485 22390 22445 +135 188,481 211,881 -829
Mar18 171114 22275 22495 22095 22405 +135 111 2,763 +64
Jun18 171113 22125 22125 22125 22125 -565 0 1,096 +0
Total Volume and Open Interest 127,650 236,385 +4,646
Nikkei 225 Mini(JPX)
Dec17 171113 22490 22630 22275 22280 -620 1,138,935 477,875 -1,465
Mar18 171113 22450 22590 22230 22250 -600 31,105 30,760 +1,960
Jun18 171113 22285 22430 22090 22090 -620 427 1,778 +144
Total Volume and Open Interest 1,230,794 720,963 +15,728
Nikkei 225(JPX)
Dec17 171113 22490 22630 22270 22280 -620 102,057 392,464 +3,572
Mar18 171113 22450 22580 22230 22250 -600 2,585 27,216 -59
Jun18 171113 22300 22420 22090 22090 -620 30 12,324 +200
Total Volume and Open Interest 104,717 505,168 +4,480
Nikkei 225(CME) Yen
Dec17 171114 22365 22545 22260 22305 -60 66,133 65,498 -558
Mar18 171114 22360 22480 22225 22260 -60 125 80 +8
Jun18 171114 22160 22160 22160 22160 -60      
Total Volume and Open Interest 66,258 65,578 -550
Nikkei 225(CME) e-Mini Yen
Dec17 171114 22320 22320 22305 22310 -60 1 14 +0
Mar18 171114 22260 22260 22260 22260 -60      
Jun18 171114 22160 22160 22160 22160 -60      
Total Volume and Open Interest 1 14 +0
CAC 40(EURONEXT)
Nov17 171114 5344.0 5366.5 5301.0 5315.5 -26.0 77,000 342,313 -6,715
Dec17 171114 5341.5 5360.0 5294.5 5309.5 -26.0 7,453 48,084 +248
Jan18 171114 5334.5 5334.5 5301.0 5301.0 -25.0 1 3 +1
Total Volume and Open Interest 84,454 390,405 -6,466
Hang Seng Index(HKFE)
Nov17 171114 29187 29275 29082 29177 -10 136,179 134,974 -1,098
Dec17 171114 29187 29287 29108 29195 -10 1,376 26,275 +283
Total Volume and Open Interest 138,317 165,492 -700
DAX(EUREX)
Dec17 171114 13075.5 13136.0 12996.5 13033.0 -54.5 88,677 166,578 +7,810
Mar18 171114 13073.0 13126.0 13020.0 13027.0 -55.0 208 2,384 +226
Jun18 171114 13051.0 13051.0 13051.0 13051.0 -54.0 2 669 +0
Total Volume and Open Interest 88,887 169,631 +8,036
Mini-DAX(EUREX)
Dec17 171114 13081.0 13136.0 12997.0 13033.0 -54.5 27,630 13,630 +958
Mar18 171114 13076.0 13114.0 12991.0 13027.0 -55.0 45 345 -1
Jun18 171114 13112.0 13112.0 13051.0 13051.0 -54.0 7 462 -1
Total Volume and Open Interest 27,682 14,437 +956
DJ EuroSTOXX 50(EUREX)
Dec17 171114 3571 3586 3542 3552 -21 1,619,361 3,580,400 +13,236
Mar18 171114 3562 3568 3530 3538 -21 503 157,844 -30
Jun18 171114 3448 3456 3448 3456 -21 5 20,999 +0
Total Volume and Open Interest 1,619,869 3,759,243 +13,206
Swiss Market Index(EUREX)
Dec17 171114 9150 9186 9092 9128 -35 32,098 204,010 +1,506
Mar18 171114 9053 9085 9007 9026 -35 757 2,711 +396
Jun18 171114 8861 8861 8861 8861 -35 1 248 +1
Total Volume and Open Interest 32,856 206,969 +1,903
FT-SE 100(EURONEXT)
Dec17 171114 7408.50 7419.00 7375.50 7393.00 -6.00 95,341 643,729 +996
Mar18 171114 7344.00 7349.00 7324.00 7334.00 -6.00 49 3,147 +45
Jun18 171114 7253.50 7253.50 7253.50 7253.50 -6.50      
Total Volume and Open Interest 95,390 646,876 +1,041
SPI 200(SFE)
Dec17 171114 6031.0 6031.0 5966.0 5976.0 -58.0 29,313 289,922 +520
Mar18 171114 5941.0 5943.0 5922.0 5922.0 -58.0 1 1,527 +0
Jun18 171114 5906.0 5906.0 5906.0 5906.0 -58.0 0 3,362 +0
Total Volume and Open Interest 29,315 299,689 +520
FTSE MIB(ISE)
Dec17 171114 22405.00 22520.00 22185.00 22258.00 -141.00 24,812 34,597 -5,648
Mar18 171114 22415.00 22420.00 22125.00 22171.00 -141.00 38 104 -14
Jun18 171114 21659.00 21659.00 21659.00 21659.00 -168.00 0 3 +0
Total Volume and Open Interest 24,850 34,706 -5,662
KOSPI 200(KFE)
Dec17 171114 334.70 335.10 334.65 334.65 -0.25 210,140 261,221 -984
Mar18 171114 332.35 332.50 331.65 331.65 -0.85 514 25,706 +145
Jun18 171114 332.00 332.40 332.00 332.30 -1.30 12 15,283 -6
Total Volume and Open Interest 210,667 340,753 -673
GSCI(CME)
Nov17 171114 421.65 422.55 416.90 418.15 -6.15 2,244 3,514 -2,159
Dec17 171114 426.40 426.50 420.80 422.15 -6.35 2,195 11,817 +2,177
Jan18 171114 422.25 422.25 422.25 422.25 -6.35      
Total Volume and Open Interest 4,439 15,331 +18
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