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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu November 30, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan18 171130 992.75 993.00 985.00 985.75 -6.75 96,755 302,409 -7,617
Mar18 171130 1004.00 1004.50 996.75 997.75 -6.50 35,119 167,421 +3,873
May18 171130 1014.50 1014.75 1007.50 1008.50 -6.00 9,013 95,916 +398
Jul18 171130 1023.00 1023.00 1016.25 1017.25 -5.75 7,779 93,312 -181
Aug18 171130 1023.00 1024.00 1017.50 1018.00 -5.50 469 12,937 -62
Sep18 171130 1011.00 1013.25 1007.50 1008.50 -4.75 105 1,911 -4
Nov18 171130 1004.50 1004.75 999.25 1001.00 -3.50 3,156 53,648 +11
Jan19 171130 1009.75 1009.75 1005.75 1007.00 -3.25 51 1,163 +10
Mar19 171130 1012.50 1013.25 1009.00 1010.75 -3.00 149 1,978 +52
May19 171130 1015.50 1015.50 1015.25 1015.25 -3.00 24 683 +0
Jul19 171130 1020.25 1020.50 1020.00 1020.50 -3.25 81 558 +44
Aug19 171130 1018.75 1018.75 1018.75 1018.75 -3.25 0 24 +0
Sep19 171130 1012.25 1012.25 1012.25 1012.25 -3.25 0 21 +0
Nov19 171130 999.00 999.00 995.25 997.75 -2.50 99 1,420 +54
Total Volume and Open Interest 152,800 733,424 -3,422
Soybean Meal(CBOT)
Dec17 171130 325.20 328.10 320.50 324.50 -0.50 46,324 13,580 -8,194
Jan18 171130 327.40 330.30 322.60 326.50 -0.80 95,429 140,283 -295
Mar18 171130 330.70 333.40 325.80 329.80 -0.90 29,241 110,154 +1,240
May18 171130 333.10 335.80 328.30 332.40 -0.70 6,212 60,055 +87
Jul18 171130 335.10 337.70 330.40 334.30 -0.80 6,297 38,722 +674
Aug18 171130 332.80 337.40 330.20 334.10 -0.60 376 4,738 -51
Sep18 171130 332.30 334.80 329.20 332.60 -0.50 172 5,145 +5
Oct18 171130 328.30 331.10 324.80 328.70 -0.10 268 6,180 -77
Dec18 171130 328.90 331.50 325.20 328.90 -0.20 663 27,235 +194
Jan19 171130 328.80 329.50 328.80 329.50 -0.20 39 1,381 +1
Total Volume and Open Interest 185,128 413,121 -6,390
Soybean Oil(CBOT)
Dec17 171130 33.95 34.55 33.60 33.75 -0.20 48,365 11,809 -14,774
Jan18 171130 34.07 34.68 33.64 33.85 -0.22 87,582 163,634 +7,979
Mar18 171130 34.29 34.89 33.85 34.06 -0.23 33,366 111,420 +4,648
May18 171130 34.50 35.08 34.06 34.26 -0.24 8,246 64,293 -1,192
Jul18 171130 34.67 35.26 34.23 34.44 -0.25 7,074 52,563 +446
Aug18 171130 34.72 35.18 34.20 34.37 -0.28 931 6,221 -48
Sep18 171130 34.61 34.94 34.09 34.27 -0.28 407 3,442 +54
Oct18 171130 34.37 34.80 33.85 34.06 -0.26 580 8,449 +48
Dec18 171130 34.31 34.73 33.79 34.01 -0.24 1,999 30,415 +475
Jan19 171130 34.02 34.29 34.02 34.02 -0.23 83 4,227 -13
Total Volume and Open Interest 188,790 459,803 -2,339
Canola(WCE)
Jan18 171130 510.0 514.1 509.0 509.6 -0.8 19,646 113,689 -14,782
Mar18 171130 518.6 522.8 517.6 518.4 -1.0 8,429 49,181 +1,879
May18 171130 527.4 528.7 524.1 524.8 -0.7 1,315 15,458 -82
Jul18 171130 531.4 531.8 527.4 528.1 -0.7 1,361 6,445 +599
Nov18 171130 505.9 510.6 505.9 507.2 +0.7 668 5,392 +345
Total Volume and Open Interest 31,427 190,236 -12,041
Corn(CBOT)
Dec17 171130 339.25 343.00 337.50 341.75 +2.75 183,164 114,110 -69,132
Mar18 171130 353.50 357.00 352.00 355.75 +2.25 239,041 835,065 +31,359
May18 171130 361.50 365.25 360.00 363.75 +2.25 37,606 204,765 +4,703
Jul18 171130 369.50 373.00 368.25 371.50 +1.75 17,330 202,039 +2,848
Sep18 171130 377.00 380.00 375.50 378.50 +1.50 2,712 61,290 +427
Dec18 171130 385.50 388.75 384.25 387.25 +1.00 11,880 124,760 -1,257
Mar19 171130 394.75 398.00 394.00 396.50 +1.00 468 18,419 +205
May19 171130 401.00 403.50 401.00 402.50 +1.00 307 2,880 +187
Jul19 171130 405.50 409.00 405.00 407.50 +0.75 225 3,441 +114
Sep19 171130 407.00 407.00 404.00 407.00 +1.00 0 606 +0
Total Volume and Open Interest 492,913 1,573,236 -30,520
Wheat(CBOT)
Dec17 171130 415.25 417.25 407.75 409.25 -7.25 40,902 28,174 -19,114
Mar18 171130 435.75 439.00 430.50 433.00 -1.75 89,074 294,785 +12,437
May18 171130 448.00 451.25 443.25 445.00 -1.00 16,624 73,850 +1,290
Jul18 171130 460.25 464.50 456.50 458.25 -0.50 11,107 58,196 +1,202
Sep18 171130 475.00 478.75 471.00 472.75 +0.25 4,309 27,547 +875
Dec18 171130 492.25 496.75 489.25 490.50 +0.50 4,011 32,429 +360
Total Volume and Open Interest 166,573 518,578 -2,850
Wheat(KCBT)
Dec17 171130 413.25 419.75 411.25 414.50 +1.25 30,023 9,871 -13,938
Mar18 171130 431.50 437.50 428.75 431.50 unch 47,303 203,302 +9,249
May18 171130 445.25 449.75 441.75 444.00 -0.25 6,525 40,556 +1,250
Jul18 171130 463.25 467.00 459.00 460.75 -0.50 3,907 32,849 -564
Sep18 171130 479.00 484.00 476.50 478.00 -0.50 441 13,790 -147
Dec18 171130 504.00 507.25 500.00 501.50 -0.75 1,142 12,088 +315
Mar19 171130 520.25 520.25 516.50 516.50 -1.50 83 2,168 +37
Total Volume and Open Interest 89,427 314,879 -3,800
Wheat(MGE)
Dec17 171130 603.50 609.00 599.25 601.25 -2.25 6,766 3,914 -4,525
Mar18 171130 622.75 628.25 618.75 621.75 -1.50 13,789 41,466 +1,086
May18 171130 630.00 634.25 626.00 628.75 -1.50 1,513 10,535 +314
Jul18 171130 633.50 635.50 629.25 631.50 -1.00 1,351 6,133 +351
Sep18 171130 630.25 630.25 626.25 627.50 -1.75 847 4,035 +253
Dec18 171130 636.25 640.75 636.00 637.50 -2.00 470 1,883 +159
Total Volume and Open Interest 24,756 68,088 -2,369
Oats(CBOT)
Dec17 171130 245.75 247.75 244.25 247.75 +1.25 559 289 -462
Mar18 171130 262.00 264.00 258.25 263.25 -0.50 751 5,779 +165
May18 171130 266.00 269.50 266.00 269.50 -0.50 54 871 +34
Jul18 171130 270.25 274.75 270.25 274.75 -0.25 3 58 -2
Total Volume and Open Interest 1,368 7,013 -265
Rough Rice(CBOT)
Jan18 171130 12.37 12.58 12.37 12.53 +0.15 706 7,463 -454
Mar18 171130 12.67 12.85 12.67 12.83 +0.15 293 2,480 +228
May18 171130 13.07 13.07 12.81 13.07 +0.15 0 17 +0
Jul18 171130 12.98 13.13 12.98 13.13 +0.15 0 43 +0
Total Volume and Open Interest 999 10,054 -226
Live Cattle(CME)
Dec17 171130 120.350 120.785 117.980 119.900 -0.580 9,307 36,576 -2,697
Feb18 171130 126.550 126.785 123.600 124.980 -1.620 19,136 155,453 -525
Apr18 171130 127.080 127.385 124.250 125.930 -1.170 6,861 86,879 +707
Jun18 171130 119.450 119.700 117.035 118.550 -1.050 4,699 67,316 +713
Aug18 171130 115.980 116.230 113.730 115.230 -0.870 1,591 20,839 +252
Oct18 171130 115.635 115.800 113.500 114.900 -0.800 350 7,571 -5
Total Volume and Open Interest 42,046 378,955 -1,507
Feeder Cattle(CME)
Jan18 171130 155.485 156.050 152.150 154.185 -1.395 4,535 25,677 +54
Mar18 171130 153.500 154.050 150.000 152.285 -1.500 2,379 17,254 +342
Apr18 171130 153.485 153.880 149.935 152.350 -1.280 1,004 5,195 +14
May18 171130 152.450 152.800 148.785 151.485 -1.145 567 5,352 +54
Aug18 171130 154.000 154.400 150.130 153.350 -0.780 360 2,741 +109
Sep18 171130 152.935 153.000 148.800 151.800 -1.080 15 118 +5
Oct18 171130 148.500 149.850 147.535 149.850 -1.385 2 22 +1
Total Volume and Open Interest 8,864 56,361 +580
Lean Hogs(CME)
Dec17 171130 65.400 65.800 64.150 64.285 -0.795 10,629 28,727 -3,079
Feb18 171130 71.180 71.850 69.600 69.785 -1.115 21,387 96,460 +3,046
Apr18 171130 75.400 75.800 73.635 73.850 -1.200 8,622 61,303 +1,596
May18 171130 80.200 80.450 79.000 79.200 -0.835 101 1,733 +72
Jun18 171130 84.150 84.350 82.600 82.885 -1.195 4,473 27,804 +784
Jul18 171130 83.930 84.100 82.550 83.135 -0.845 1,663 16,714 +384
Aug18 171130 82.885 82.885 81.650 82.300 -0.585 1,119 9,043 +324
Oct18 171130 69.385 69.500 68.750 69.035 -0.395 563 7,237 +374
Total Volume and Open Interest 48,670 250,548 +3,549
Class III Milk(CME)
Nov17 171128 16.79 16.81 16.79 16.81 +0.01 0 4,271 +0
Dec17 171130 15.27 15.44 15.27 15.37 +0.12 418 4,421 -27
Jan18 171130 14.47 14.72 14.46 14.68 +0.21 270 3,494 +177
Feb18 171130 14.55 14.75 14.55 14.71 +0.19 281 3,011 +61
Mar18 171130 14.60 14.80 14.60 14.74 +0.17 119 2,623 +65
Apr18 171130 14.77 14.97 14.77 14.93 +0.18 43 1,856 +16
May18 171130 15.02 15.18 15.02 15.18 +0.18 51 1,768 +19
Jun18 171130 15.38 15.40 15.34 15.39 +0.12 23 1,659 +22
Jul18 171130 15.65 15.65 15.57 15.65 +0.08 18 960 +18
Aug18 171130 15.75 15.87 15.75 15.75 +0.05 18 967 +18
Sep18 171130 15.85 15.91 15.85 15.86 +0.10 18 1,074 +18
Oct18 171130 15.90 15.92 15.90 15.90 +0.08 18 854 +18
Nov18 171130 15.74 15.75 15.71 15.74 +0.03 18 784 +18
Total Volume and Open Interest 1,313 24,334 -3,812
Cocoa(ICE)
Dec17 171130 2077 2077 2048 2048 -48 12 127 -7
Mar18 171130 2107 2108 2046 2049 -57 22,367 135,576 -251
May18 171130 2106 2108 2050 2051 -53 9,605 46,981 +454
Jul18 171130 2109 2112 2059 2059 -51 6,084 19,125 +2,882
Sep18 171130 2120 2121 2072 2072 -50 2,215 9,649 +730
Dec18 171130 2137 2138 2090 2090 -48 1,187 9,694 -138
Mar19 171130 2143 2143 2107 2107 -47 139 6,973 +83
Total Volume and Open Interest 41,627 234,387 +3,762
Coffee "C"(ICE)
Dec17 171130 129.95 130.30 126.25 126.30 -3.30 21 2,184 -33
Mar18 171130 132.75 133.00 127.75 128.50 -3.70 21,669 117,751 -344
May18 171130 134.90 135.20 129.95 130.65 -3.75 5,243 39,500 -508
Jul18 171130 137.20 137.25 132.20 132.90 -3.75 2,208 18,340 +133
Sep18 171130 139.50 139.55 134.45 135.10 -3.80 690 9,115 +252
Dec18 171130 142.15 142.70 137.75 138.45 -3.75 494 4,979 -92
Total Volume and Open Interest 30,567 195,617 -546
Orange Juice(ICE)
Jan18 171130 163.80 164.00 159.90 160.10 -3.40 449 8,361 +3
Mar18 171130 163.70 163.70 160.00 160.20 -3.45 44 1,739 +9
May18 171130 162.75 162.85 160.20 160.20 -3.35 4 570 +0
Jul18 171130 160.25 160.25 160.25 160.25 -3.20 0 149 +0
Sep18 171130 159.60 159.60 159.60 159.60 -3.15 0 27 +0
Nov18 171130 159.95 159.95 159.95 159.95 -3.15 0 2 +0
Total Volume and Open Interest 497 10,848 +12
Sugar #11(ICE)
Mar18 171130 15.07 15.30 15.04 15.08 +0.01 60,114 385,858 -3,664
May18 171130 15.03 15.22 14.99 15.03 unch 16,324 133,994 +3,411
Jul18 171130 15.02 15.21 14.98 15.03 -0.02 9,371 66,962 -236
Oct18 171130 15.24 15.38 15.18 15.21 -0.03 5,481 63,439 -1,066
Mar19 171130 15.70 15.83 15.64 15.67 -0.04 2,626 31,447 +187
May19 171130 15.69 15.76 15.61 15.61 -0.04 363 6,041 +24
Jul19 171130 15.63 15.69 15.55 15.55 -0.04 266 5,027 +19
Oct19 171130 15.73 15.77 15.63 15.63 -0.06 129 6,281 +12
Total Volume and Open Interest 94,836 704,408 -1,339
London Cocoa(LCE)
Dec17 171130 1494 1494 1429 1444 -52 6,227 51,672 -798
Mar18 171130 1537 1539 1481 1495 -43 20,008 83,283 +1,291
May18 171130 1553 1554 1500 1511 -42 7,497 35,530 -533
Jul18 171130 1568 1569 1519 1530 -38 6,901 27,115 -85
Sep18 171130 1582 1583 1537 1547 -35 5,035 24,214 +744
Dec18 171130 1600 1600 1557 1568 -32 2,461 17,664 +755
Mar19 171130 1611 1615 1576 1585 -31 1,038 5,251 -15
Total Volume and Open Interest 49,410 246,137 +1,503
London Sugar(LCE)
Mar18 171130 390.10 394.90 389.10 390.40 +1.10 7,035 42,410 +665
May18 171130 393.60 397.20 391.70 392.90 +1.00 1,295 12,543 +101
Aug18 171130 396.70 401.40 396.10 397.40 +0.60 234 10,974 +14
Oct18 171130 401.30 403.50 399.00 399.40 +0.70 93 3,002 -10
Dec18 171130 408.00 409.00 405.00 405.00 +0.10 13 1,342 +10
Total Volume and Open Interest 8,670 72,805 +780
Cotton(ICE)
Dec17 171130 75.54 75.54 74.50 75.04 -0.48 141 303 -140
Mar18 171130 73.33 73.45 72.28 72.81 -0.62 19,809 164,666 +2,150
May18 171130 73.80 73.90 72.93 73.48 -0.49 4,543 38,350 +599
Jul18 171130 74.01 74.01 73.25 73.83 -0.32 848 10,149 -7
Oct18 171130 71.69 71.69 71.69 71.69 -0.01 0 2 +0
Dec18 171130 70.73 71.00 70.60 70.71 -0.26 799 23,130 +157
Total Volume and Open Interest 26,270 237,373 +2,874
Lumber(CME)
Jan18 171130 421.7 430.3 420.7 427.7 +5.9 455 4,968 -50
Mar18 171130 410.4 418.0 410.4 417.4 +5.9 179 1,016 +2
May18 171130 398.0 403.6 398.0 403.6 +5.6 9 293 +2
Jul18 171130 383.7 384.7 383.3 383.7 +0.4 4 100 +0
Total Volume and Open Interest 649 6,401 -45
Crude Oil(NYM)
Jan18 171130 57.41 57.98 56.82 57.40 +0.10 546,526 548,443 -7,850
Feb18 171130 57.45 58.03 56.89 57.45 +0.09 107,995 204,779 +3,840
Mar18 171130 57.42 57.97 56.85 57.40 +0.09 72,408 294,382 +3,616
Apr18 171130 57.32 57.82 56.80 57.28 +0.08 42,585 138,040 +530
May18 171130 57.15 57.60 56.60 57.09 +0.08 28,070 116,047 +1,039
Jun18 171130 56.88 57.32 56.30 56.82 +0.07 55,505 241,239 +84
Jul18 171130 56.43 57.00 56.06 56.50 +0.06 10,503 55,713 +743
Aug18 171130 56.22 56.65 55.74 56.17 +0.05 5,612 57,774 +709
Sep18 171130 55.88 56.32 55.52 55.86 +0.04 13,953 79,532 +309
Oct18 171130 55.73 55.98 55.21 55.55 +0.02 2,595 57,525 +475
Nov18 171130 55.38 55.70 54.87 55.25 -0.01 3,049 48,272 +275
Dec18 171130 55.10 55.48 54.57 55.00 unch 50,077 266,392 +725
Jan19 171130 54.72 55.36 54.72 54.72 unch 1,486 45,387 +97
Feb19 171130 54.45 55.04 54.45 54.45 unch 593 21,951 +191
Mar19 171130 54.19 54.84 54.19 54.19 unch 2,204 27,134 +97
Apr19 171130 53.97 53.97 53.97 53.97 +0.02 307 10,512 +99
Total Volume and Open Interest 973,392 2,489,012 +5,243
e-miNY Crude Oil(NYM)
Jan18 171130 57.400 57.975 56.825 57.400 +0.100 7,361 3,453 -87
Feb18 171130 57.350 58.000 56.925 57.450 +0.100 150 555 +16
Mar18 171130 57.400 57.875 57.075 57.400 +0.100 32 130 +0
Apr18 171130 57.200 57.325 57.200 57.275 +0.075 8 77 +0
May18 171130 57.100 57.100 57.100 57.100 +0.100 0 87 +0
Jun18 171130 56.825 56.825 56.825 56.825 +0.075 0 20 +0
Jul18 171130 56.500 56.500 56.500 56.500 +0.050 0 13 +0
Aug18 171130 56.175 56.175 56.175 56.175 +0.050 0 74 +0
Sep18 171130 55.850 56.300 55.850 55.850 +0.025 1 42 +0
Oct18 171130 55.550 55.550 55.550 55.550 +0.025 0 28 +0
Total Volume and Open Interest 7,555 4,616 -70
NY Harbor ULSD(NYM)
Dec17 171130 192.25 194.90 188.80 189.27 -2.94 29,772 15,718 -11,062
Jan18 171130 192.67 195.08 189.08 189.76 -2.62 56,607 138,640 -171
Feb18 171130 192.59 194.84 189.18 189.90 -2.37 19,322 55,601 -108
Mar18 171130 191.70 193.87 188.59 189.33 -2.08 14,306 57,271 +720
Apr18 171130 190.01 192.05 187.05 187.90 -1.82 8,408 41,666 +5
May18 171130 188.87 190.67 186.05 186.84 -1.67 3,215 26,327 +225
Jun18 171130 187.60 189.54 185.07 185.93 -1.51 4,749 37,450 +335
Jul18 171130 187.98 188.97 184.79 185.68 -1.34 479 8,598 +66
Aug18 171130 188.41 188.41 184.67 185.61 -1.16 256 4,180 +64
Sep18 171130 188.40 188.40 184.88 185.73 -1.06 518 6,118 +3
Oct18 171130 187.89 187.89 185.28 185.91 -1.04 230 3,271 -2
Nov18 171130 188.12 188.32 186.03 186.17 -1.00 160 2,877 +106
Dec18 171130 189.00 189.00 185.45 186.38 -0.96 623 24,791 -255
Jan19 171130 186.57 186.57 186.57 186.57 -0.91 7 2,426 -2
Total Volume and Open Interest 138,681 433,665 -10,075
RBOB Gasoline(NYM)
Dec17 171130 173.20 175.45 171.78 172.84 -0.25 32,413 20,037 -8,263
Jan18 171130 173.71 175.87 171.83 173.00 -0.39 69,251 177,085 -1,478
Feb18 171130 174.74 176.86 173.04 174.12 -0.39 25,002 48,487 +2,482
Mar18 171130 176.23 178.31 174.64 175.70 -0.33 14,922 56,275 -117
Apr18 171130 192.77 194.91 191.36 192.39 -0.26 8,488 34,358 +169
May18 171130 193.44 194.76 191.41 192.42 -0.29 5,232 23,710 +643
Jun18 171130 191.44 193.19 189.79 190.79 -0.29 5,438 20,866 -273
Jul18 171130 189.30 190.23 187.53 188.52 -0.26 1,481 9,132 +114
Aug18 171130 187.57 187.57 185.04 185.93 -0.24 806 3,919 +56
Sep18 171130 184.47 184.47 181.95 182.88 -0.20 918 3,907 +95
Total Volume and Open Interest 166,731 419,519 -5,764
e-miNY RBOB Gasoline(NYM)
Jan18 171130 173.00 173.00 173.00 173.00 -0.39      
Feb18 171130 174.10 174.12 174.10 174.10 -0.41      
Mar18 171130 175.70 175.70 175.70 175.70 -0.33      
Apr18 171130 192.40 192.40 192.39 192.40 -0.25      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan18 171130 3.175 3.194 3.008 3.025 -0.154 271,472 386,826 -13,046
Feb18 171130 3.176 3.193 3.017 3.032 -0.147 60,103 132,093 +1,966
Mar18 171130 3.135 3.150 2.984 2.999 -0.138 59,948 199,946 +2,528
Apr18 171130 2.946 2.952 2.857 2.867 -0.078 47,498 135,529 -709
May18 171130 2.932 2.932 2.852 2.861 -0.067 22,327 107,990 +1,033
Jun18 171130 2.956 2.958 2.883 2.892 -0.061 7,281 30,317 -285
Jul18 171130 2.986 2.986 2.918 2.926 -0.056 3,988 45,246 +17
Aug18 171130 2.976 2.980 2.924 2.931 -0.054 1,414 33,997 -36
Sep18 171130 2.972 2.972 2.907 2.914 -0.054 1,416 35,381 +268
Oct18 171130 2.994 2.994 2.931 2.938 -0.053 10,864 85,866 +1,141
Nov18 171130 3.035 3.035 2.988 2.993 -0.050 3,299 29,911 +98
Dec18 171130 3.166 3.168 3.123 3.130 -0.046 2,729 31,638 -702
Jan19 171130 3.252 3.255 3.210 3.217 -0.045 6,495 39,456 +2,004
Feb19 171130 3.211 3.216 3.180 3.187 -0.043 2,051 12,160 +189
Mar19 171130 3.140 3.143 3.112 3.115 -0.042 2,504 29,846 +623
Apr19 171130 2.781 2.784 2.760 2.765 -0.023 2,514 24,284 +382
Total Volume and Open Interest 508,133 1,423,138 -9,577
Brent Crude Oil(ICE)
Jan18 171130 63.28 64.21 63.21 63.57 +0.46 186,934 118,462 -38,407
Feb18 171130 62.52 63.41 62.15 62.63 +0.10 300,440 618,037 +5,359
Mar18 171130 62.24 63.10 61.87 62.34 +0.10 124,654 330,394 +10,591
Apr18 171130 61.99 62.79 61.62 62.07 +0.08 46,828 126,902 +3,732
May18 171130 61.78 62.55 61.40 61.84 +0.06 35,440 112,726 -766
Jun18 171130 61.59 62.34 61.19 61.63 +0.03 65,616 231,782 -6,592
Jul18 171130 61.48 62.11 60.98 61.40 unch 9,387 52,202 +235
Aug18 171130 61.21 61.82 60.75 61.12 -0.04 5,001 32,503 +149
Sep18 171130 61.04 61.51 60.45 60.82 -0.07 7,834 56,003 +36
Oct18 171130 60.42 60.52 60.26 60.52 -0.09 3,888 28,962 +567
Nov18 171130 60.02 60.22 60.02 60.22 -0.11 4,426 31,022 +526
Dec18 171130 60.18 60.62 59.58 59.93 -0.12 42,862 209,744 -2,739
Jan19 171130 59.68 59.68 59.68 59.68 -0.13 3,201 38,089 +145
Feb19 171130 59.47 59.47 59.47 59.47 -0.14 1,916 27,984 +599
Total Volume and Open Interest 870,694 2,451,202 -25,495
Gas Oil(ICE)
Dec17 171130 557.50 564.50 549.75 557.00 -4.25 48,585 102,223 -4,451
Jan18 171130 558.75 565.50 550.75 558.00 -4.00 53,121 209,874 +4,027
Feb18 171130 560.00 566.75 552.75 559.75 -3.75 29,345 107,916 +2,245
Mar18 171130 559.00 565.50 552.25 559.00 -3.50 12,110 67,655 +2,416
Apr18 171130 556.75 563.00 550.50 556.50 -3.50 4,419 40,119 +813
May18 171130 554.75 560.50 548.50 554.75 -3.25 2,509 25,961 +355
Jun18 171130 552.25 558.25 546.25 552.25 -3.25 10,238 58,582 +938
Jul18 171130 552.50 556.00 545.50 551.00 -3.00 926 15,991 -10
Aug18 171130 551.75 555.25 545.50 550.25 -2.75 407 14,050 +36
Sep18 171130 550.75 554.75 544.25 549.75 -2.50 1,367 21,323 +218
Total Volume and Open Interest 178,621 871,271 +8,574
Ethanol(CBOT)
Dec17 171130 1.363 1.363 1.343 1.343 -0.009 134 335 -71
Jan18 171130 1.357 1.369 1.355 1.362 +0.005 349 1,207 +94
Feb18 171130 1.383 1.383 1.376 1.376 +0.005 43 182 +15
Mar18 171130 1.398 1.398 1.396 1.396 +0.005 0 55 +0
Apr18 171130 1.420 1.425 1.420 1.420 +0.005 1 23 -1
May18 171130 1.432 1.432 1.432 1.432 +0.005 0 5 +0
Jun18 171130 1.439 1.439 1.439 1.439 -0.009 0 8 +0
Jul18 171130 1.441 1.441 1.441 1.441 -0.009 0 5 +0
Total Volume and Open Interest 527 1,820 +37
WTI Crude Oil(ICE)
Jan18 171130 57.28 57.97 56.84 57.40 +0.10 49,988 78,584 -8,086
Feb18 171130 57.36 58.02 56.90 57.45 +0.09 48,058 76,121 +1,692
Mar18 171130 57.30 57.95 56.87 57.40 +0.09 26,844 54,474 +407
Apr18 171130 57.24 57.81 56.77 57.28 +0.08 10,739 25,148 +153
May18 171130 57.04 57.60 56.58 57.09 +0.08 5,108 12,879 -131
Jun18 171130 56.92 57.31 56.32 56.82 +0.07 14,409 75,364 -970
Jul18 171130 56.80 56.97 56.03 56.50 +0.06 1,436 9,816 +311
Aug18 171130 56.42 56.42 55.91 56.17 +0.05 591 7,552 +41
Sep18 171130 56.26 56.26 55.50 55.86 +0.04 1,269 15,203 +246
Oct18 171130 55.55 55.55 55.55 55.55 +0.02 273 2,931 +4
Nov18 171130 55.25 55.25 55.25 55.25 -0.01 303 6,293 -18
Dec18 171130 55.13 55.46 54.66 55.00 unch 13,080 128,491 +335
Jan19 171130 55.00 55.00 54.72 54.72 unch 121 2,206 +35
Feb19 171130 54.45 54.45 54.45 54.45 unch 36 906 +8
Mar19 171130 54.19 54.19 54.19 54.19 unch 92 2,432 +0
Apr19 171130 53.97 53.97 53.97 53.97 +0.02 40 1,186 -15
Total Volume and Open Interest 177,633 592,118 -5,882
US Dollar Index(ICE)
Dec17 171130 93.200 93.465 92.680 93.003 -0.105 21,741 38,737 -327
Mar18 171130 92.900 93.130 92.375 92.698 -0.105 639 3,897 +117
Jun18 171130 92.505 92.600 92.070 92.402 -0.105 7 719 +1
Total Volume and Open Interest 22,388 43,517 -208
Australian Dollar(CME)
Dec17 171130 75.70 75.94 75.55 75.65 -0.11 91,696 130,767 +897
Mar18 171130 75.62 75.90 75.54 75.62 -0.10 588 2,105 +166
Jun18 171130 75.60 76.10 75.60 75.60 -0.11 1 256 +0
Total Volume and Open Interest 93,730 134,805 +1,305
British Pound(CME)
Dec17 171130 134.21 135.56 134.16 135.30 +0.98 240,629 170,638 -1,995
Mar18 171130 134.66 135.98 134.66 135.73 +0.99 950 4,260 +252
Jun18 171130 135.41 136.35 135.41 136.15 +1.00 57 682 -25
Total Volume and Open Interest 243,892 178,230 -1,201
Canadian Dollar(CME)
Dec17 171130 77.74 77.84 77.48 77.52 -0.32 68,766 138,580 +2,174
Mar18 171130 77.83 77.91 77.58 77.61 -0.33 820 4,037 +122
Jun18 171130 77.88 77.95 77.68 77.70 -0.32 21 651 +13
Sep18 171130 77.90 77.90 77.79 77.79 -0.31 66 310 +18
Total Volume and Open Interest 70,134 145,257 +2,494
Japanese Yen(CME)
Dec17 171130 89.36 89.56 88.83 88.92 -0.59 189,577 236,063 -6,513
Mar18 171130 89.83 90.00 89.32 89.38 -0.58 482 5,380 -71
Jun18 171130 89.86 90.37 89.86 89.86 -0.58 0 96 +0
Total Volume and Open Interest 190,574 244,536 -6,391
Swiss Franc(CME)
Dec17 171130 101.69 101.97 101.29 101.71 -0.05 25,697 78,995 +465
Mar18 171130 102.42 102.70 102.06 102.44 -0.05 190 502 +91
Jun18 171130 102.81 103.15 102.79 103.15 -0.04 0 37 +0
Total Volume and Open Interest 25,887 79,544 +556
EuroFX(CME)
Dec17 171130 118.61 119.42 118.19 119.08 +0.33 224,825 475,863 -2,522
Mar18 171130 119.33 120.12 118.90 119.78 +0.33 4,777 9,779 +697
Jun18 171130 120.13 120.77 119.86 120.48 +0.34 126 1,997 +12
Total Volume and Open Interest 239,154 495,561 -1,270
Mexican Peso(CME)
Dec17 171130 536.88 538.50 533.75 534.88 -2.63 54,209 170,630 -704
Jan18 171130 532.63 533.75 532.63 532.63 -2.50 0 45 +0
Total Volume and Open Interest 54,627 171,485 -790
Brazilian Real(CME)
Dec17 171130 307.80 307.80 306.20 306.60 -2.70 7,634 11,946 -2,363
Jan18 171130 307.60 307.95 303.20 304.15 -4.20 6,554 12,607 +4,715
Feb18 171130 303.15 303.15 303.15 303.15 -3.80      
Mar18 171130 303.75 303.75 302.20 302.20 -3.95 690 1,419 +508
Total Volume and Open Interest 14,878 26,277 +2,860
30-Year T-Bonds(CBOT)
Dec17 171130 153~050 153~100 152~040 152~270 -0~150 472,637 179,249 -196,032
Mar18 171130 152~000 152~060 151~000 151~230 -0~150 369,991 653,234 +179,549
Jun18 171130 151~160 151~160 150~270 150~270 -0~150 0 2 +0
Total Volume and Open Interest 842,628 832,485 -16,483
10-Year T-Notes(CBOT)
Dec17 171130 124~190 124~210 124~060 124~100 -0~130 2,661,242 875,737 -720,561
Mar18 171130 124~105 124~130 123~295 124~015 -0~135 2,036,167 2,816,304 +696,353
Jun18 171130 123~250 123~250 123~250 123~250 -0~135      
Total Volume and Open Interest 4,697,409 3,692,041 -24,208
5-Year T-Notes(CBOT)
Dec17 171130 116~236 116~252 116~164 116~184 -0~076 2,095,415 764,994 -778,356
Mar18 171130 116~170 116~184 116~090 116~110 -0~090 1,815,907 2,624,407 +681,433
Jun18 171130 116~090 116~090 116~090 116~090 -0~090      
Total Volume and Open Interest 3,911,322 3,389,401 -96,923
2 Year T-Notes(CBOT)
Dec17 171130 107~134 107~136 107~112 107~120 -0~016 1,133,444 335,440 -370,867
Mar18 171130 107~080 107~082 107~056 107~064 -0~020 925,809 1,511,808 +317,898
Jun18 171130 107~064 107~064 107~064 107~064 -0~020      
Total Volume and Open Interest 2,059,253 1,847,248 -52,969
Eurodollars(CME)
Dec17 171130 98.450 98.452 98.448 98.450 unch 207,850 1,644,576 -9,971
Mar18 171130 98.270 98.275 98.255 98.255 -0.020 361,236 1,539,643 +28,214
Jun18 171130 98.120 98.125 98.100 98.105 -0.020 237,379 1,319,748 +17,634
Sep18 171130 98.030 98.035 98.005 98.010 -0.025 249,716 1,176,419 +16,643
Dec18 171130 97.955 97.960 97.920 97.925 -0.035 449,735 1,651,963 +2,462
Mar19 171130 97.900 97.905 97.865 97.870 -0.040 178,095 1,057,443 -3,782
Jun19 171130 97.855 97.860 97.810 97.820 -0.045 164,092 977,091 +15,489
Sep19 171130 97.815 97.825 97.770 97.780 -0.050 167,678 699,734 +4,956
Dec19 171130 97.775 97.780 97.725 97.735 -0.050 176,528 1,073,278 +4,645
Mar20 171130 97.755 97.760 97.705 97.715 -0.055 105,911 526,439 +15,778
Jun20 171130 97.730 97.740 97.685 97.695 -0.055 115,900 441,652 +4,653
Sep20 171130 97.705 97.715 97.660 97.670 -0.055 118,770 307,475 -359
Dec20 171130 97.665 97.675 97.620 97.630 -0.055 72,014 402,800 -7,051
Mar21 171130 97.640 97.650 97.595 97.610 -0.055 45,326 209,818 -5,976
Jun21 171130 97.620 97.625 97.575 97.585 -0.055 39,865 199,491 +2,497
Sep21 171130 97.590 97.600 97.545 97.560 -0.055 28,571 108,778 -2,362
Dec21 171130 97.555 97.565 97.510 97.525 -0.055 26,429 121,699 -1,390
Mar22 171130 97.535 97.545 97.495 97.510 -0.050 30,892 75,744 -1,609
Total Volume and Open Interest 2,832,929 13,822,855 +81,552
Ultra T-Bond(CBOT)
Dec17 171130 165~30 166~06 164~23 165~26 -0~13 375,813 153,163 -167,676
Mar18 171130 164~31 165~08 163~25 164~28 -0~14 309,955 801,599 +195,921
Jun18 171130 164~01 164~01 164~01 164~01 -0~14      
Total Volume and Open Interest 685,768 954,762 +28,245
Ultra 10-Yr T-Note(CBOT)
Dec17 171130 133~220 133~260 133~060 133~135 -0~145 284,938 82,782 -97,596
Mar18 171130 133~145 133~185 132~300 133~055 -0~150 220,498 402,963 +97,515
Jun18 171130 133~055 133~055 133~055 133~055 -0~150      
Total Volume and Open Interest 505,436 485,745 -81
30 Day Federal Funds(CBOT)
Nov17 171130 98.845 98.845 98.842 98.842 unch 7,681 203,741 -1,667
Dec17 171130 98.710 98.713 98.707 98.707 -0.003 8,352 121,509 +1,535
Jan18 171130 98.605 98.610 98.600 98.605 -0.005 14,303 341,272 +2,504
Feb18 171130 98.605 98.605 98.595 98.600 -0.005 6,778 154,452 -543
Mar18 171130 98.555 98.560 98.550 98.555 -0.005 15,324 58,576 +3,642
Apr18 171130 98.460 98.460 98.445 98.445 -0.020 22,106 132,909 -5,294
Total Volume and Open Interest 175,930 1,520,162 +22,276
Japanese Govt Bonds(SGX)
Dec17 171129 151.00 151.11 151.00 151.05 +0.04 823 19,235 -15
Mar18 171129 151.00 151.00 150.96 150.96 +0.04 3 233 +0
Jun18 171129 150.96 150.96 150.96 150.96 +0.04      
Total Volume and Open Interest 826 19,468 -15
Euro-Buxl(EUREX)
Dec17 171130 166.30 167.44 166.04 167.14 +0.72 66,293 213,488 -19,417
Mar18 171130 164.86 165.90 164.54 165.60 +0.72 29,481 65,641 +4,045
Jun18 171130 165.14 165.14 165.14 165.14 +0.72      
Total Volume and Open Interest 95,774 279,129 -15,372
Euro-Bund(EUREX)
Dec17 171130 162.52 162.87 162.24 162.72 +0.24 656,547 2,075,084 +81,872
Mar18 171130 162.22 162.56 161.93 162.41 +0.26 137,519 503,583 +70,443
Jun18 171130 160.57 160.58 159.39 159.55 +0.24 0 7 +0
Total Volume and Open Interest 794,066 2,578,674 +152,315
Euro-Bobl(EUREX)
Dec17 171130 131.45 131.57 131.35 131.48 +0.01 459,539 1,680,397 +67,238
Mar18 171130 132.09 132.19 131.97 132.07 -0.02 60,458 263,294 +32,092
Jun18 171129 131.47 131.47 131.47 131.47 -0.29      
Total Volume and Open Interest 453,193 1,844,361 +31,922
Euro-Schatz(EUREX)
Dec17 171130 112.18 112.21 112.16 112.18 -0.01 339,674 1,735,329 +22,247
Mar18 171130 112.05 112.07 112.03 112.04 -0.01 94,313 345,823 +97,689
Jun18 171129 112.05 112.05 112.05 112.05 -0.03      
Total Volume and Open Interest 342,969 1,961,216 +54,227
3-Mth Euribor(EUREX)
Dec17 171130 100.325 100.325 100.325 100.325 -0.005 4 7,634 +0
Mar18 171130 100.315 100.315 100.315 100.315 -0.005 5 6,387 +0
Jun18 171130 100.310 100.310 100.310 100.310 unch 0 1,472 +0
Total Volume and Open Interest 9 37,889 -9
Long Gilt(LIFFE)
Dec17 171130 124~08 124~18 124~01 124~16 +0~07 249,142 110,697 -103,684
Mar18 171130 123~09 123~20 123~04 123~19 +0~07 235,500 637,124 +74,496
Total Volume and Open Interest 484,642 747,821 -29,188
3-Mth Short Sterling(LIFFE)
Dec17 171130 99.47 99.47 99.47 99.47 +0.00 27,458 484,371 +527
Mar18 171130 99.38 99.40 99.38 99.39 +0.01 107,487 469,705 +1,433
Jun18 171130 99.26 99.27 99.24 99.27 +0.01 150,284 427,328 +9,134
Sep18 171130 99.16 99.18 99.14 99.17 +0.01 85,689 364,208 +11,522
Dec18 171130 99.09 99.11 99.07 99.10 +0.01 108,120 325,957 -4,482
Mar19 171130 99.04 99.05 99.02 99.04 unch 94,880 274,160 +11,593
Total Volume and Open Interest 953,635 3,569,468 +56,284
3-Mth Euribor(LIFFE)
Dec17 171130 100.330 100.330 100.310 100.325 -0.005 24,111 395,463 -4,425
Mar18 171130 100.320 100.320 100.300 100.315 -0.005 27,273 477,954 +1,716
Jun18 171130 100.310 100.310 100.290 100.305 -0.005 46,358 458,383 -5,823
Total Volume and Open Interest 452,380 4,326,671 +10,706
3-Mth Aus T-Bills(SFE)
Dec17 171130 98.25 98.26 98.24 98.25 -0.01 9,779 129,266 -5,391
Mar18 171130 98.26 98.26 98.24 98.25 -0.01 44,496 235,129 +17,300
Jun18 171130 98.22 98.22 98.20 98.21 -0.01 27,102 181,261 -748
Sep18 171130 98.17 98.17 98.14 98.16 -0.01 14,645 174,990 +1,229
Dec18 171130 98.11 98.11 98.07 98.09 -0.02 15,377 137,144 +1,413
Mar19 171130 98.05 98.05 98.01 98.02 -0.03 8,512 100,381 -946
Jun19 171130 97.98 97.99 97.94 97.96 -0.03 9,505 75,474 +2,442
Sep19 171130 97.93 97.93 97.89 97.90 -0.03 6,260 54,109 +1,049
Dec19 171130 97.86 97.86 97.83 97.84 -0.04 2,026 4,660 +686
Mar20 171130 97.83 97.83 97.79 97.79 -0.04 434 3,357 +36
Total Volume and Open Interest 138,607 1,099,358 +17,224
10-Year Aus T-Bonds(SFE)
Dec17 171130 97.52 97.52 97.46 97.49 -0.03 121,682 1,081,348 +9,261
Mar18 171130 97.49 97.49 97.46 97.47 -0.03 375 1,352 +230
Total Volume and Open Interest 122,057 1,082,700 +9,491
3-Year Aus T-Bonds(SFE)
Dec17 171130 98.10 98.11 98.06 98.08 -0.03 170,399 1,139,366 +21,342
Mar18 171130 98.10 98.10 98.08 98.08 -0.04 69 7,571 +69
Total Volume and Open Interest 170,468 1,146,937 +21,411
Gold(CMX)
Dec17 171130 1283.1 1284.5 1269.7 1273.2 -8.9 275,442 32,938 -60,094
Feb18 171130 1286.9 1288.4 1273.1 1276.7 -9.5 230,266 372,093 +23,194
Apr18 171130 1291.4 1292.1 1277.5 1281.1 -9.5 5,409 26,307 +50
Jun18 171130 1296.5 1296.7 1282.0 1285.6 -9.5 4,060 36,044 +1,432
Aug18 171130 1296.1 1297.0 1286.9 1290.1 -9.4 159 10,309 +14
Oct18 171130 1304.6 1304.6 1294.3 1294.6 -9.4 6 4,514 -6
Dec18 171130 1309.2 1309.2 1296.0 1299.2 -9.4 1,594 13,412 +313
Feb19 171130 1311.2 1311.2 1301.3 1304.1 -9.4 8 423 +2
Apr19 171130 1309.1 1324.6 1309.1 1309.1 -9.4 0 691 +0
Jun19 171130 1314.0 1314.0 1314.0 1314.0 -9.1 0 1,067 +0
Aug19 171130 1318.6 1318.6 1318.6 1318.6 -9.1 0 3 +0
Oct19 171130 1323.3 1323.3 1323.3 1323.3 -9.1      
Total Volume and Open Interest 518,853 503,809  
Silver(CMX)
Dec17 171130 1648.0 1652.0 1628.5 1638.2 -7.5 96,960 13,634 -16,283
Mar18 171130 1658.5 1662.5 1634.5 1647.4 -8.7 82,978 136,269 +11,336
May18 171130 1665.0 1668.5 1642.0 1654.4 -8.7 4,212 16,408 +63
Jul18 171130 1669.5 1671.5 1650.0 1661.5 -8.6 650 6,585 +63
Sep18 171130 1682.0 1682.5 1662.5 1668.9 -8.4 192 4,081 -103
Dec18 171130 1694.0 1694.0 1669.5 1679.8 -8.3 722 6,714 +49
Mar19 171130 1690.0 1690.0 1690.0 1690.0 -8.1 12 18 +12
Total Volume and Open Interest 186,915 186,270 -4,815
Platinum(NYMEX)
Jan18 171130 941.4 950.6 941.4 942.5 +1.3 22,946 67,711 -204
Apr18 171130 947.2 954.2 945.7 946.6 +0.9 530 10,219 +188
Jul18 171130 952.1 954.0 949.8 950.9 +0.8 13 446 +1
Oct18 171130 953.5 953.5 953.5 953.5 +0.8 0 25 +0
Total Volume and Open Interest 23,511 78,435 -11
Palladium(NYMEX)
Dec17 171130 1014.65 1014.65 1006.60 1006.60 -3.35 2,985 1,209 -1,476
Mar18 171130 1009.85 1015.50 1000.60 1003.55 -4.95 7,370 33,563 +2,793
Jun18 171130 1007.10 1008.50 996.20 996.75 -5.15 116 611 +88
Total Volume and Open Interest 10,471 35,677 +1,405
Copper(CMX)
Dec17 171130 303.70 306.35 302.45 303.70 -0.30 73,600 13,292 -13,003
Mar18 171130 306.70 309.30 305.10 306.40 -0.45 93,904 168,427 +6,487
May18 171130 308.00 310.30 306.60 307.80 -0.45 5,307 30,780 +492
Jul18 171130 308.50 311.00 308.50 308.95 -0.40 2,807 21,808 +604
Sep18 171130 309.50 312.15 309.50 309.90 -0.40 1,349 8,330 +100
Total Volume and Open Interest 181,127 273,138 -5,153
E-mini DJIA Index(CBOT)
Dec17 171130 23918 24328 23892 24274 +356 143,563 149,050 +2,090
Mar18 171130 23918 24331 23897 24279 +358 786 3,120 +234
Jun18 171130 23871 24300 23871 24265 +358 3 39 +0
Sep18 171130 24125 24228 24125 24228 +358 0 15 +0
Total Volume and Open Interest 144,352 152,224 +2,324
S & P 500(CME)
Dec17 171130 2625.00 2647.90 2622.40 2647.90 +22.80 9,065 72,703 +2,526
Mar18 171130 2637.50 2660.00 2637.50 2650.00 +23.00 785 5,407 +187
Jun18 171130 2651.00 2660.90 2651.00 2651.00 +23.10 425 648 +348
Sep18 171130 2652.90 2662.80 2652.90 2652.90 +23.10      
Total Volume and Open Interest 10,275 78,758 +3,061
S & P 500 E-Mini(CME)
Dec17 171130 2625.00 2658.50 2621.75 2648.00 +23.00 1,558,414 3,236,041 +35,891
Mar18 171130 2626.25 2660.75 2623.75 2650.00 +23.00 32,446 143,224 +14,611
Jun18 171130 2626.50 2661.50 2625.50 2651.00 +23.00 2,603 8,545 +1,228
Sep18 171130 2634.75 2660.00 2634.75 2653.00 +23.25 2 79 +0
Total Volume and Open Interest 1,593,466 3,387,929 +51,731
NASDAQ 100 E-Mini(CME)
Dec17 171130 6306.50 6377.50 6289.00 6369.00 +63.50 307,329 290,858 +1,080
Mar18 171130 6323.80 6394.80 6306.50 6387.00 +64.00 3,424 3,352 +401
Jun18 171130 6336.30 6409.80 6330.50 6401.00 +64.00 38 337 +35
Total Volume and Open Interest 310,791 294,553 +1,516
S&P Midcap 400(CME) e-Mini
Dec17 171130 1887.20 1907.60 1885.20 1900.00 +11.40 12,035 93,649 +363
Mar18 171130 1886.40 1907.00 1886.40 1901.30 +11.40 6 11 +0
Jun18 171130 1900.90 1900.90 1900.90 1900.90 +11.40 0 2 +0
Total Volume and Open Interest 12,041 93,662 +363
Volatility Index(CBOE)
Nov17 171115 12.05 13.35 11.98 13.05 +1.00 100,058 113,622 -27,974
Dec17 171130 11.45 11.75 11.25 11.68 +0.20 109,488 308,610 -16,584
Jan18 171130 12.90 13.05 12.75 13.03 +0.10 60,599 174,515 +2,100
Feb18 171130 13.91 13.98 13.70 13.93 unch 26,225 58,037 +3,103
Total Volume and Open Interest 213,786 625,922 -10,026
S & P 600(CME)
Dec17 171130 943.40 943.40 943.40 943.40 -0.50      
Mar18 171130 940.20 940.20 940.20 940.20 -0.50      
Total Volume and Open Interest      
Russell 2000 Mini(ICE)
Dec17 171130 1540.10 1553.90 1538.80 1545.60 +4.40 33,263 69,507 +832
Mar18 171130 1542.50 1554.70 1542.50 1548.00 +4.90 59 197 +8
Jun18 171130 1548.00 1548.00 1548.00 1548.00 +4.90 1 7 +1
Total Volume and Open Interest 33,323 69,711 +841
Nikkei 225(CME)
Dec17 171130 22680 22970 22520 22880 +225 13,515 41,531 +57
Mar18 171130 22550 22980 22550 22895 +225 259 568 +169
Total Volume and Open Interest 13,774 42,099 +226
Nikkei 225(SGX)
Dec17 171130 22745 22880 22735 22735 +110 70,715 202,577 -701
Mar18 171130 22730 22815 22690 22690 +105 793 5,274 +742
Jun18 171129 22440 22440 22440 22440 +120 0 1,096 +0
Total Volume and Open Interest 66,222 218,070 +1,335
Nikkei 225 Mini(JPX)
Dec17 171129 22505 22670 22495 22620 +120 813,920 527,045 +3,019
Mar18 171129 22460 22625 22455 22580 +120 41,528 61,932 +3,973
Jun18 171129 22330 22460 22290 22410 +110 337 2,618 +87
Total Volume and Open Interest 867,082 650,197 +9,364
Nikkei 225(JPX)
Dec17 171129 22510 22670 22500 22620 +120 48,670 390,631 -1,780
Mar18 171129 22460 22620 22450 22580 +120 3,146 42,902 +1,991
Jun18 171129 22350 22430 22340 22410 +110 39 13,578 +11
Total Volume and Open Interest 51,858 523,392 +107
Nikkei 225(CME) Yen
Dec17 171130 22660 22965 22515 22875 +220 37,090 62,241 -39
Mar18 171130 22595 22920 22490 22835 +220 297 502 +169
Jun18 171130 22675 22675 22675 22675 +220      
Total Volume and Open Interest 37,387 62,744 +130
Nikkei 225(CME) e-Mini Yen
Dec17 171130 22850 22875 22850 22870 +220 3 16 +1
Mar18 171130 22830 22835 22830 22830 +220      
Jun18 171130 22670 22675 22670 22670 +220      
Total Volume and Open Interest 3 16 +1
CAC 40(EURONEXT)
Dec17 171130 5392.0 5425.5 5367.0 5367.5 -26.0 61,544 312,609 -3,395
Jan18 171130 5409.5 5414.0 5359.5 5359.5 -26.0 43 113 +0
Feb18 171130 5357.5 5357.5 5357.5 5357.5 -26.0      
Mar18 171130 5379.5 5379.5 5355.5 5355.5 -26.0 15 15,072 +2
Total Volume and Open Interest 61,602 327,798 -3,393
Hang Seng Index(HKFE)
Nov17 171129 29655 29837 29559 29624 -35 205,376 68,805 -43,065
Dec17 171130 29662 29691 29139 29319 -348 116,239 137,449 +34,286
Jan18 171130 29430 29442 29185 29358        
DAX(EUREX)
Dec17 171130 13050.0 13177.5 13024.5 13052.5 +0.5 91,623 155,708 +4,392
Mar18 171130 13057.0 13172.0 13023.5 13048.0 +1.0 944 16,442 +4,218
Jun18 171130 13074.5 13144.0 13070.0 13072.0 +1.0 18 849 +5
Total Volume and Open Interest 92,585 172,999 +8,615
Mini-DAX(EUREX)
Dec17 171130 13055.0 13179.0 13025.0 13052.5 +0.5 37,734 13,939 +417
Mar18 171130 13036.0 13172.0 13028.0 13048.0 +1.0 110 363 +69
Jun18 171130 13138.0 13138.0 13060.0 13072.0 +1.0 9 469 -1
Total Volume and Open Interest 37,853 14,771 +485
DJ EuroSTOXX 50(EUREX)
Dec17 171130 3587 3612 3565 3573 -14 902,920 3,604,618 -6,196
Mar18 171130 3578 3599 3555 3560 -14 3,936 439,853 +12,977
Jun18 171130 3502 3502 3477 3477 -14 8 38,653 -4
Total Volume and Open Interest 906,864 4,083,124 +6,777
Swiss Market Index(EUREX)
Dec17 171130 9296 9368 9284 9320 +5 33,252 200,681 +516
Mar18 171130 9205 9267 9205 9212 -4 2,553 10,476 +322
Jun18 171129 9071 9071 9029 9048 -5 0 498 +150
Total Volume and Open Interest 35,358 210,817 +187
FT-SE 100(EURONEXT)
Dec17 171130 7373.00 7416.50 7309.00 7329.00 -64.00 148,566 625,794 +2,019
Mar18 171130 7305.50 7357.00 7255.00 7272.50 -64.00 20,212 24,570 +8,966
Jun18 171130 7192.00 7192.00 7192.00 7192.00 -63.50      
Total Volume and Open Interest 168,778 650,364 +10,985
SPI 200(SFE)
Dec17 171130 6020.0 6037.0 5956.0 5986.0 -33.0 27,151 288,197 +1,163
Mar18 171130 5981.0 5981.0 5922.0 5932.0 -33.0 20 1,558 +8
Jun18 171130 5916.0 5916.0 5916.0 5916.0 -33.0 0 3,362 +0
Total Volume and Open Interest 27,171 295,875 +1,171
FTSE MIB(ISE)
Dec17 171130 22330.00 22560.00 22315.00 22377.00 +81.00 20,027 36,899 +559
Mar18 171130 22255.00 22470.00 22240.00 22300.00 +81.00 150 352 +100
Jun18 171130 21788.00 21788.00 21788.00 21788.00 +81.00 0 3 +0
Total Volume and Open Interest 20,177 37,256 +659
KOSPI 200(KFE)
Dec17 171130 325.90 326.80 325.60 325.60 -5.45 205,745 265,871 -12,530
Mar18 171130 323.55 324.15 322.95 322.95 -5.55 779 35,082 +1,252
Jun18 171130 324.40 324.40 324.00 324.00 -5.15 10 15,140 +1
Total Volume and Open Interest 206,537 357,861 -11,176
GSCI(CME)
Dec17 171130 427.50 427.50 423.50 423.80 -2.80 696 14,035 -665
Jan18 171130 423.95 423.95 423.95 423.95 -2.70 0 520 +0
Feb18 171130 424.55 424.55 424.55 424.55 -2.70      
Total Volume and Open Interest 696 14,555 -665
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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