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 Wed December 27, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan18 171227 958.75 964.75 953.50 955.50 -3.75 68,145 78,796 -32,635
Mar18 171227 970.00 976.00 965.50 967.50 -3.00 83,544 326,665 +10,105
May18 171227 981.25 987.00 976.50 978.50 -3.00 27,802 139,481 +872
Jul18 171227 991.25 997.50 987.00 989.00 -2.75 10,277 119,366 +1,167
Aug18 171227 999.50 999.50 989.25 991.25 -2.75 372 14,085 +92
Sep18 171227 991.50 992.50 982.75 984.50 -2.25 134 2,902 +20
Nov18 171227 980.75 987.25 977.00 980.00 -1.25 5,861 64,929 +554
Jan19 171227 991.00 994.25 984.75 987.25 -1.00 195 2,199 -16
Mar19 171227 994.25 999.25 990.00 992.25 -0.75 139 2,601 -64
May19 171227 997.25 1002.50 995.75 997.25 -1.00 11 814 -11
Jul19 171227 1003.50 1008.25 1002.00 1003.50 -1.00 80 979 +38
Aug19 171227 1002.25 1002.25 1002.25 1002.25 -0.75 0 25 +0
Sep19 171227 993.00 993.00 993.00 993.00 -0.75 0 21 +0
Nov19 171227 987.00 989.00 980.75 983.00 -0.50 89 2,369 +25
Total Volume and Open Interest 196,654 755,298 -19,853
Soybean Meal(CBOT)
Jan18 171227 315.20 318.00 311.20 314.20 -1.00 30,486 30,165 -9,938
Mar18 171227 319.40 322.20 315.70 318.50 -0.90 41,613 175,542 +2,180
May18 171227 322.60 325.40 319.30 321.70 -0.90 9,182 74,858 -276
Jul18 171227 326.20 329.00 322.90 325.10 -1.10 4,336 53,922 -223
Aug18 171227 327.90 329.30 323.30 325.50 -1.00 374 7,144 +25
Sep18 171227 328.60 329.00 323.00 325.20 -0.50 309 6,277 +172
Oct18 171227 325.50 326.30 320.80 322.90 +0.20 414 7,197 +325
Dec18 171227 324.10 327.30 321.70 323.90 unch 1,746 30,319 +313
Jan19 171227 327.30 327.30 322.80 324.80 unch 229 1,512 +184
Mar19 171227 328.40 328.50 324.30 326.10 unch 131 2,635 -46
Total Volume and Open Interest 88,840 394,425 -7,275
Soybean Oil(CBOT)
Jan18 171227 33.24 33.45 33.01 33.07 -0.13 30,388 27,959 -11,611
Mar18 171227 33.44 33.66 33.20 33.27 -0.15 43,639 208,701 +2,065
May18 171227 33.63 33.82 33.38 33.45 -0.14 6,935 89,490 +656
Jul18 171227 33.78 33.99 33.58 33.64 -0.12 2,472 60,250 -300
Aug18 171227 33.79 33.97 33.57 33.62 -0.13 372 9,036 +70
Sep18 171227 33.75 33.90 33.53 33.56 -0.14 197 5,010 +1
Oct18 171227 33.62 33.72 33.33 33.39 -0.16 424 9,862 -82
Dec18 171227 33.45 33.66 33.27 33.34 -0.15 1,329 36,308 +19
Jan19 171227 33.54 33.65 33.34 33.38 -0.13 217 5,249 -90
Mar19 171227 33.70 33.71 33.45 33.47 -0.13 125 1,273 +56
Total Volume and Open Interest 86,515 457,184 -9,074
Canola(WCE)
Jan18 171227 499.0 500.8 489.0 489.5 -6.7 4,823 17,311 -1,782
Mar18 171227 500.1 501.8 490.5 492.2 -5.6 11,271 91,903 +1,324
May18 171227 506.1 508.2 497.5 499.2 -5.5 1,788 33,330 +45
Jul18 171227 512.1 512.1 502.1 503.6 -5.0 341 8,749 +100
Nov18 171227 498.9 500.8 493.0 494.4 -2.8 484 10,918 +250
Total Volume and Open Interest 18,707 162,420 -63
Corn(CBOT)
Mar18 171227 352.00 354.25 351.75 353.75 +1.00 67,471 845,723 -7,139
May18 171227 360.25 362.75 360.00 362.25 +1.25 14,711 211,468 +523
Jul18 171227 368.50 371.00 368.50 370.50 +1.00 12,853 239,566 -660
Sep18 171227 376.00 378.00 376.00 378.00 +1.25 2,613 73,049 +1,316
Dec18 171227 385.00 387.00 384.75 386.75 +1.00 4,999 139,104 +1,701
Mar19 171227 394.25 396.50 394.25 396.25 +0.75 554 20,616 +346
May19 171227 401.00 402.25 401.00 402.25 +0.75 13 3,391 +6
Jul19 171227 405.75 407.50 405.75 407.00 +0.50 75 4,882 +19
Sep19 171227 403.50 403.50 403.50 403.50 +0.75 0 651 +0
Dec19 171227 405.25 407.00 405.00 406.25 +0.50 40 6,775 +11
Total Volume and Open Interest 103,330 1,545,463 -3,876
Wheat(CBOT)
Mar18 171227 422.25 428.25 420.75 428.00 +5.75 39,035 297,055 -7,994
May18 171227 435.50 441.25 434.00 441.25 +5.75 12,359 85,682 -844
Jul18 171227 447.50 454.50 446.75 454.50 +6.00 8,901 68,441 -678
Sep18 171227 459.25 467.25 459.25 467.25 +6.50 2,605 28,825 -244
Dec18 171227 475.50 484.00 475.50 483.75 +6.75 4,135 37,102 +191
Mar19 171227 492.00 495.25 487.50 495.25 +6.75 289 2,996 -54
Total Volume and Open Interest 67,360 521,072 -9,619
Wheat(KCBT)
Mar18 171227 419.50 426.50 418.25 425.50 +5.50 16,283 193,648 -1,871
May18 171227 431.75 439.50 431.75 439.00 +5.75 6,761 56,982 +1,266
Jul18 171227 449.75 457.00 449.00 456.00 +5.50 4,156 42,232 +1,311
Sep18 171227 465.25 471.50 463.50 470.50 +5.50 662 16,570 -10
Dec18 171227 488.25 492.25 485.25 491.25 +5.25 556 16,722 +125
Mar19 171227 504.00 506.75 500.50 505.75 +4.50 261 3,232 +79
May19 171227 515.75 515.75 515.75 515.75 +4.75 99 347 +37
Total Volume and Open Interest 28,778 329,976 +937
Wheat(MGE)
Mar18 171227 611.75 622.50 611.50 621.25 +10.25 2,302 39,885 -478
May18 171227 619.50 630.00 619.50 628.75 +10.00 841 12,935 +54
Jul18 171227 624.50 633.75 624.25 633.00 +9.25 193 8,368 -2
Sep18 171227 624.00 629.50 624.00 628.75 +8.25 149 4,927 +38
Dec18 171227 633.75 638.50 633.50 637.50 +8.00 97 2,580 +12
Mar19 171227 643.50 643.50 643.50 643.50 +7.50 8 185 +6
Total Volume and Open Interest 3,590 68,882 -370
Oats(CBOT)
Mar18 171227 244.00 247.75 242.00 242.75 -0.50 215 4,631 -13
May18 171227 249.50 250.00 248.25 248.50 -0.50 60 1,508 +16
Jul18 171227 254.00 256.00 254.00 255.00 -1.00 11 209 +1
Sep18 171227 257.00 257.00 257.00 257.00 -1.00 0 10 +0
Total Volume and Open Interest 286 6,364 +4
Rough Rice(CBOT)
Jan18 171227 11.78 11.85 11.78 11.79 -0.01 1,279 1,745 -885
Mar18 171227 12.06 12.13 12.06 12.08 -0.01 1,312 7,797 +1,137
May18 171227 12.36 12.36 12.36 12.36 -0.01 3 538 +0
Jul18 171227 12.52 12.52 12.52 12.52 -0.01 6 112 +2
Total Volume and Open Interest 660 10,180 -438
Live Cattle(CME)
Dec17 171227 121.750 122.885 121.750 122.035 +0.535 898 2,016 -434
Feb18 171227 121.500 122.350 120.800 121.000 -0.480 19,458 120,438 -842
Apr18 171227 122.000 122.750 121.500 121.700 -0.230 9,411 87,700 +1,092
Jun18 171227 113.500 114.080 113.035 113.230 -0.170 7,155 80,534 +598
Aug18 171227 109.850 110.535 109.700 109.900 +0.070 3,394 25,131 +221
Oct18 171227 110.680 111.200 110.500 110.730 +0.050 1,099 8,843 -244
Total Volume and Open Interest 41,585 330,748 +399
Feeder Cattle(CME)
Jan18 171227 144.880 145.735 144.300 145.185 +0.785 3,428 11,776 -538
Mar18 171227 141.900 142.400 141.000 141.735 +0.385 5,567 22,924 -1
Apr18 171227 142.250 143.035 141.700 142.300 +0.350 1,866 7,182 +100
May18 171227 142.130 143.000 141.600 141.880 -0.055 1,328 6,527 -86
Aug18 171227 146.035 146.550 145.150 145.550 -0.030 596 4,159 +110
Sep18 171227 146.100 146.330 144.935 145.700 +0.250 10 265 +1
Oct18 171227 145.330 145.500 144.900 145.300 +0.600 15 187 +3
Total Volume and Open Interest 12,814 53,038 -413
Lean Hogs(CME)
Feb18 171227 71.535 71.950 70.300 71.035 -0.500 13,046 86,894 -358
Apr18 171227 75.385 75.785 74.750 75.285 -0.100 7,710 60,670 +728
May18 171227 80.150 80.250 79.635 79.900 -0.135 46 1,936 +22
Jun18 171227 83.900 84.480 83.535 84.080 +0.030 4,216 33,831 -96
Jul18 171227 83.580 84.080 83.300 83.750 +0.070 1,413 13,178 +60
Aug18 171227 83.230 83.500 82.730 83.100 -0.185 3,054 20,348 +133
Oct18 171227 69.550 69.750 69.050 69.480 -0.020 1,473 9,196 +404
Dec18 171227 63.950 63.950 63.485 63.800 -0.050 616 2,471 +378
Total Volume and Open Interest 31,722 228,784 +1,371
Class III Milk(CME)
Dec17 171227 15.43 15.43 15.41 15.42 +0.01 49 3,747 -28
Jan18 171227 13.99 14.08 13.93 14.00 +0.06 95 3,639 +1
Feb18 171227 13.60 13.65 13.53 13.61 +0.06 180 3,519 +15
Mar18 171227 13.64 13.68 13.56 13.62 +0.02 11 3,210 +3
Apr18 171227 13.88 13.96 13.88 13.92 +0.02 14 2,158 +5
May18 171227 14.30 14.34 14.28 14.30 +0.01 18 2,041 +13
Jun18 171227 14.67 14.76 14.67 14.70 -0.01 7 1,872 +7
Jul18 171227 15.19 15.19 15.18 15.19 unch 2 1,207 +1
Aug18 171227 15.36 15.38 15.36 15.36 unch 1 1,221 +1
Sep18 171227 15.50 15.59 15.50 15.59 unch 1 1,280 +1
Oct18 171227 15.65 15.65 15.65 15.65 unch 10 987 +10
Nov18 171227 15.56 15.56 15.56 15.56 unch 9 958 +8
Dec18 171227 15.53 15.53 15.53 15.53 unch 11 849 +11
Total Volume and Open Interest 408 26,844 +48
Cocoa(ICE)
Mar18 171227 1867 1892 1841 1866 +10 23,075 143,011 +1,466
May18 171227 1864 1888 1841 1861 +13 8,876 48,604 +166
Jul18 171227 1875 1899 1853 1872 +10 4,098 21,902 +332
Sep18 171227 1890 1912 1872 1889 +11 2,160 12,928 -53
Dec18 171227 1918 1939 1898 1914 +10 2,003 15,378 +712
Mar19 171227 1946 1956 1930 1938 +8 476 9,285 +260
May19 171227 1961 1970 1953 1953 +9 469 5,495 +349
Total Volume and Open Interest 41,339 261,181 +3,274
Coffee "C"(ICE)
Mar18 171227 122.30 124.70 121.70 124.50 +2.30 14,679 128,730 +522
May18 171227 124.80 127.00 124.05 126.85 +2.25 6,718 45,502 -1,916
Jul18 171227 126.75 129.35 126.75 129.20 +2.20 3,452 22,788 -88
Sep18 171227 129.40 131.65 129.05 131.55 +2.20 1,427 11,532 +123
Dec18 171227 133.05 135.05 132.60 135.00 +2.15 515 6,811 +99
Mar19 171227 136.45 138.35 136.45 138.35 +2.10 182 2,793 +5
Total Volume and Open Interest 27,081 220,666 -1,207
Orange Juice(ICE)
Jan18 171227 133.50 134.80 131.15 133.15 -0.90 322 994 -183
Mar18 171227 133.90 134.30 132.05 132.35 -1.50 985 6,550 +154
May18 171227 135.05 135.20 133.45 133.75 -1.40 253 1,323 +51
Jul18 171227 136.10 136.10 135.45 135.45 -0.90 14 384 -4
Sep18 171227 136.50 136.65 136.10 136.35 -0.35 8 63 +0
Nov18 171227 136.65 136.65 136.65 136.65 -0.35 1 4 +0
Total Volume and Open Interest 1,583 9,318 +18
Sugar #11(ICE)
Mar18 171227 14.64 14.94 14.55 14.93 +0.23 42,692 388,326 -10,187
May18 171227 14.61 14.83 14.48 14.82 +0.18 17,787 158,212 -1,456
Jul18 171227 14.70 14.87 14.54 14.86 +0.16 6,605 82,362 +553
Oct18 171227 14.96 15.06 14.82 15.06 +0.15 3,012 66,228 +698
Mar19 171227 15.35 15.56 15.35 15.56 +0.15 810 36,859 +237
May19 171227 15.49 15.56 15.49 15.56 +0.12 89 6,982 -49
Jul19 171227 15.50 15.56 15.50 15.56 +0.10 117 5,747 -6
Oct19 171227 15.67 15.70 15.67 15.70 +0.07 66 7,154 -34
Total Volume and Open Interest 71,185 757,615 -10,248
London Cocoa(LCE)
Mar18 171227 1375 1382 1346 1366 -13 11,774 123,149 +2,205
May18 171227 1397 1406 1371 1390 -11 5,624 45,449 -264
Jul18 171227 1420 1427 1391 1411 -12 2,600 34,572 +141
Sep18 171227 1436 1444 1408 1427 -12 1,629 27,051 +222
Dec18 171227 1460 1467 1433 1451 -12 3,054 30,751 +948
Mar19 171227 1485 1486 1454 1469 -14 1,025 9,354 +323
May19 171227 1489 1491 1469 1483 -15 132 4,330 -37
Total Volume and Open Interest 25,930 278,824 +3,554
London Sugar(LCE)
Mar18 171227 386.50 393.50 385.50 393.00 +7.50 8,421 44,094 -761
May18 171227 384.40 392.00 384.20 391.80 +8.50 2,294 15,467 +176
Aug18 171227 387.90 393.50 387.70 393.30 +6.70 670 14,410 +26
Oct18 171227 389.80 394.20 389.80 394.20 +5.40 103 3,733 +57
Dec18 171227 396.00 399.60 396.00 399.60 +5.50 32 2,043 +3
Total Volume and Open Interest 11,534 83,650 -499
Cotton(ICE)
Mar18 171227 77.50 78.99 77.25 78.95 +1.52 16,668 173,309 +804
May18 171227 77.74 78.99 77.35 78.92 +1.40 5,905 50,115 +194
Jul18 171227 78.04 79.09 77.56 79.05 +1.23 1,247 18,179 +301
Oct18 171227 75.53 75.53 75.53 75.53 +0.57 0 1 +0
Dec18 171227 73.90 74.10 73.38 74.03 +0.26 814 30,349 +227
Mar19 171227 72.90 73.64 72.90 73.50 +0.35 11 674 +5
Total Volume and Open Interest 24,681 273,886 +1,555
Lumber(CME)
Jan18 171227 449.7 453.6 449.7 450.6 -1.4 480 2,037 -24
Mar18 171227 442.0 445.7 442.0 444.4 unch 331 3,580 +104
May18 171227 431.5 437.0 431.5 435.3 +1.3 56 405 +19
Jul18 171227 421.5 421.5 421.5 421.5 +0.7 1 126 -1
Total Volume and Open Interest 871 6,175 +98
Crude Oil(NYM)
Feb18 171227 59.79 59.93 59.33 59.64 -0.33 324,554 481,977 -14,568
Mar18 171227 59.83 59.95 59.35 59.69 -0.31 75,739 365,853 +1,200
Apr18 171227 59.79 59.92 59.32 59.68 -0.30 32,152 166,967 +3,160
May18 171227 59.69 59.81 59.25 59.60 -0.26 21,783 127,180 -478
Jun18 171227 59.42 59.60 58.98 59.43 -0.24 30,923 252,574 -42
Jul18 171227 59.16 59.30 58.82 59.17 -0.22 10,624 65,687 -868
Aug18 171227 58.75 58.93 58.41 58.86 -0.19 5,993 64,758 +1,703
Sep18 171227 58.43 58.62 58.09 58.53 -0.17 4,512 79,965 +210
Oct18 171227 57.95 58.28 57.79 58.20 -0.15 1,287 65,490 +39
Nov18 171227 57.75 57.96 57.60 57.88 -0.15 1,181 54,457 +119
Dec18 171227 57.44 57.65 57.13 57.58 -0.13 18,077 252,225 -381
Jan19 171227 57.23 57.30 56.83 57.27 -0.10 2,017 57,390 +132
Feb19 171227 56.77 56.96 56.76 56.96 -0.08 1,081 31,959 -136
Mar19 171227 56.59 56.65 56.31 56.65 -0.08 1,828 27,469 +66
Apr19 171227 56.40 56.40 56.40 56.40 -0.04 584 12,340 +129
May19 171227 56.14 56.14 56.14 56.14 -0.03 706 11,614 +239
Total Volume and Open Interest 548,977 2,436,081 -7,595
e-miNY Crude Oil(NYM)
Feb18 171227 59.800 59.925 59.325 59.650 -0.325 5,443 3,324 +19
Mar18 171227 59.850 59.925 59.375 59.700 -0.300 82 306 +8
Apr18 171227 59.750 59.750 59.425 59.675 -0.300 10 124 +1
May18 171227 59.350 59.600 59.350 59.600 -0.250 0 113 +0
Jun18 171227 59.425 59.425 59.425 59.425 -0.250 0 45 +0
Jul18 171227 59.175 59.175 59.175 59.175 -0.225 0 28 +0
Aug18 171227 58.850 58.850 58.850 58.850 -0.200 0 74 +0
Sep18 171227 58.525 58.525 58.525 58.525 -0.175 1 42 +0
Oct18 171227 58.200 58.200 58.200 58.200 -0.150 0 28 +0
Nov18 171227 57.875 57.875 57.875 57.875 -0.150 0 13 +0
Total Volume and Open Interest 5,538 4,224 +27
NY Harbor ULSD(NYM)
Jan18 171227 204.35 205.76 202.25 204.02 +0.17 30,442 30,517 -11,572
Feb18 171227 203.87 205.52 202.01 203.83 +0.03 48,989 138,271 +4,204
Mar18 171227 202.34 203.65 200.59 202.13 -0.34 17,295 82,594 -735
Apr18 171227 200.19 200.86 198.14 199.42 -0.73 9,720 52,320 +1,213
May18 171227 198.43 198.82 196.34 197.48 -0.93 5,754 31,574 -124
Jun18 171227 196.34 197.18 194.86 195.97 -0.98 6,168 37,864 +530
Jul18 171227 195.63 196.31 194.07 195.21 -1.05 1,167 11,098 +257
Aug18 171227 193.92 195.44 193.51 194.63 -1.10 460 5,579 -35
Sep18 171227 193.42 195.26 193.24 194.32 -1.14 526 9,022 +140
Oct18 171227 194.07 194.93 193.10 194.13 -1.17 150 4,648 +71
Nov18 171227 193.31 194.87 193.01 194.13 -1.19 56 3,487 +4
Dec18 171227 194.55 194.93 193.00 194.10 -1.24 2,426 28,093 +403
Jan19 171227 194.12 194.12 194.12 194.12 -1.25 68 2,567 +9
Feb19 171227 193.42 193.42 193.42 193.42 -1.25 4 333 +0
Total Volume and Open Interest 123,539 446,956 -5,330
RBOB Gasoline(NYM)
Jan18 171227 178.66 179.38 175.79 179.15 +0.49 37,835 26,711 -11,390
Feb18 171227 179.18 179.74 176.46 179.53 +0.25 51,778 137,283 +2,457
Mar18 171227 180.57 181.23 178.33 181.06 -0.06 22,452 68,704 +287
Apr18 171227 198.08 198.66 196.04 198.42 -0.18 9,389 48,298 +296
May18 171227 199.05 199.21 196.66 198.83 -0.40 5,277 30,730 -401
Jun18 171227 197.71 198.50 196.08 198.07 -0.63 3,594 25,364 +675
Jul18 171227 194.71 196.79 194.64 196.39 -0.77 1,319 12,397 +54
Aug18 171227 192.53 194.23 192.22 193.83 -0.84 858 6,029 +173
Sep18 171227 190.10 190.88 188.89 190.46 -0.84 1,387 11,068 -1
Oct18 171227 176.42 176.59 175.27 176.29 -0.98 435 6,229 +169
Total Volume and Open Interest 135,945 394,955 -7,751
e-miNY RBOB Gasoline(NYM)
Jan18 171227 179.15 179.15 179.15 179.15 +0.49 0 1 +0
Feb18 171227 179.53 179.53 179.53 179.53 +0.25      
Mar18 171227 181.06 181.06 181.06 181.06 -0.06      
Apr18 171227 198.42 198.42 198.42 198.42 -0.18      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan18 171227 2.639 2.762 2.598 2.738 +0.095 68,187 32,609 -11,312
Feb18 171227 2.646 2.753 2.612 2.732 +0.078 98,241 375,112 -2,040
Mar18 171227 2.623 2.722 2.588 2.699 +0.068 33,598 291,492 +3,912
Apr18 171227 2.575 2.652 2.544 2.635 +0.057 30,389 166,644 +2,381
May18 171227 2.590 2.659 2.561 2.643 +0.052 13,990 127,114 -964
Jun18 171227 2.634 2.700 2.607 2.685 +0.050 7,554 48,493 +714
Jul18 171227 2.663 2.741 2.650 2.726 +0.049 4,734 53,609 -77
Aug18 171227 2.679 2.742 2.669 2.729 +0.048 898 35,034 +56
Sep18 171227 2.660 2.723 2.649 2.710 +0.048 1,876 36,819 +443
Oct18 171227 2.678 2.747 2.663 2.733 +0.047 10,872 81,741 +1,421
Nov18 171227 2.739 2.809 2.735 2.794 +0.047 1,084 34,209 +191
Dec18 171227 2.877 2.936 2.865 2.924 +0.047 690 30,347 +20
Jan19 171227 2.985 3.023 2.958 3.013 +0.044 1,128 47,234 +3
Feb19 171227 2.990 3.005 2.947 2.996 +0.040 314 14,992 -63
Mar19 171227 2.903 2.940 2.895 2.935 +0.034 663 30,058 +81
Apr19 171227 2.636 2.662 2.634 2.657 +0.018 893 23,491 -23
Total Volume and Open Interest 275,860 1,495,726 -5,336
Brent Crude Oil(ICE)
Feb18 171227 66.76 66.94 66.03 66.44 -0.58 110,419 131,240 -17,572
Mar18 171227 66.19 66.38 65.46 65.99 -0.47 130,895 642,387 +14,510
Apr18 171227 65.77 65.95 65.07 65.60 -0.44 44,235 232,986 +2,736
May18 171227 65.43 65.62 64.77 65.31 -0.41 19,932 123,914 +3,314
Jun18 171227 65.18 65.34 64.51 65.05 -0.40 38,577 260,370 -2,676
Jul18 171227 64.91 65.02 64.26 64.80 -0.39 9,116 87,413 +1,471
Aug18 171227 64.60 64.70 63.98 64.50 -0.38 4,085 56,658 -639
Sep18 171227 64.23 64.42 63.66 64.18 -0.38 6,001 65,087 -651
Oct18 171227 63.85 63.98 63.34 63.85 -0.36 2,172 36,769 +157
Nov18 171227 63.51 63.51 63.51 63.51 -0.35 1,661 36,194 -470
Dec18 171227 63.10 63.35 62.64 63.16 -0.33 26,224 220,711 -6,168
Jan19 171227 62.66 62.88 62.66 62.88 -0.32 1,862 45,918 +376
Feb19 171227 62.58 62.58 62.58 62.58 -0.31 527 26,765 +158
Mar19 171227 62.27 62.27 62.27 62.27 -0.31 548 25,307 +249
Total Volume and Open Interest 406,172 2,406,341 -4,183
Gas Oil(ICE)
Jan18 171227 598.75 599.00 591.00 594.50 -4.50 31,368 122,362 -4,107
Feb18 171227 600.25 600.25 592.00 595.50 -5.00 38,520 205,726 +8,036
Mar18 171227 598.50 598.50 589.75 593.25 -5.25 20,434 114,543 +806
Apr18 171227 593.75 593.75 585.75 588.75 -5.75 5,738 55,868 +388
May18 171227 589.50 589.50 582.00 584.75 -6.00 4,416 37,366 -758
Jun18 171227 585.50 585.75 578.50 580.75 -6.00 7,759 63,898 +1,092
Jul18 171227 582.75 582.75 575.75 578.00 -6.25 1,814 19,647 -220
Aug18 171227 579.00 580.00 574.25 576.25 -6.50 1,055 16,089 -72
Sep18 171227 578.75 578.75 573.25 575.00 -6.75 997 19,294 -93
Oct18 171227 577.25 577.75 572.50 574.00 -7.00 463 14,970 -77
Total Volume and Open Interest 119,409 876,989 +6,290
Ethanol(CBOT)
Jan18 171227 1.279 1.299 1.276 1.296 unch 86 401 -64
Feb18 171227 1.311 1.327 1.305 1.325 +0.002 113 1,625 -6
Mar18 171227 1.344 1.351 1.344 1.351 +0.002 8 355 +2
Apr18 171227 1.382 1.385 1.382 1.382 +0.002 26 125 -26
May18 171227 1.393 1.401 1.393 1.401 +0.002 0 31 +0
Jun18 171227 1.421 1.421 1.421 1.421 +0.002 0 50 +0
Jul18 171227 1.423 1.423 1.423 1.423 +0.002 0 5 +0
Aug18 171227 1.428 1.428 1.428 1.428 +0.002      
Total Volume and Open Interest 237 2,719 -94
WTI Crude Oil(ICE)
Feb18 171227 59.75 59.93 59.34 59.64 -0.33 34,749 80,684 -1,658
Mar18 171227 59.75 59.95 59.37 59.69 -0.31 30,310 72,838 +1,487
Apr18 171227 59.69 59.92 59.34 59.68 -0.30 15,074 35,386 +2,338
May18 171227 59.62 59.80 59.22 59.60 -0.26 4,204 19,640 +70
Jun18 171227 59.42 59.60 59.01 59.43 -0.24 10,343 81,185 -75
Jul18 171227 59.13 59.31 58.84 59.17 -0.22 1,067 8,299 -38
Aug18 171227 58.78 58.96 58.68 58.86 -0.19 644 10,508 +16
Sep18 171227 58.61 58.61 58.21 58.53 -0.17 611 15,641 +127
Oct18 171227 58.20 58.20 58.20 58.20 -0.15 272 3,736 -101
Nov18 171227 57.88 57.88 57.88 57.88 -0.15 221 7,701 +73
Dec18 171227 57.62 57.62 57.22 57.58 -0.13 5,588 126,030 -500
Jan19 171227 57.27 57.27 57.27 57.27 -0.10 181 2,729 +65
Feb19 171227 56.96 56.96 56.96 56.96 -0.08 36 3,165 +13
Mar19 171227 56.65 56.65 56.65 56.65 -0.08 303 3,007 +77
Apr19 171227 56.40 56.40 56.40 56.40 -0.04 11 1,505 +5
May19 171227 56.14 56.14 56.14 56.14 -0.03 21 1,730 +5
Total Volume and Open Interest 105,196 575,924 +2,150
US Dollar Index(ICE)
Mar18 171227 92.825 92.865 92.525 92.613 -0.188 9,375 42,206 +252
Jun18 171227 92.505 92.505 92.287 92.287 -0.188 3 1,005 +3
Sep18 171227 92.120 92.130 91.920 91.988 -0.188 2 371 +0
Total Volume and Open Interest 9,380 43,582 +255
Australian Dollar(CME)
Mar18 171227 77.26 77.79 77.24 77.76 +0.46 48,221 106,315 +3,343
Jun18 171227 77.29 77.75 77.25 77.75 +0.45 12 316 +11
Sep18 171227 77.75 77.75 77.75 77.75 +0.46 0 64 +0
Total Volume and Open Interest 48,504 108,480 +3,234
British Pound(CME)
Mar18 171227 134.27 134.79 134.22 134.40 +0.09 67,479 185,761 +3,532
Jun18 171227 134.84 135.17 134.69 134.84 +0.08 0 1,153 +0
Sep18 171227 135.30 135.30 135.30 135.30 +0.09 0 45 +0
Total Volume and Open Interest 71,877 190,532 +3,740
Canadian Dollar(CME)
Mar18 171227 78.97 79.33 78.91 79.22 +0.28 62,694 111,028 -2,400
Jun18 171227 79.12 79.40 79.12 79.30 +0.28 35 1,942 -1
Sep18 171227 79.15 79.39 79.15 79.35 +0.28 3 352 -1
Dec18 171227 79.16 79.52 79.16 79.40 +0.28 0 1,002 +0
Total Volume and Open Interest 62,784 115,956 -2,414
Japanese Yen(CME)
Mar18 171227 88.87 88.95 88.69 88.78 -0.14 71,339 229,084 -1,786
Jun18 171227 89.30 89.31 89.25 89.25 -0.14 7 458 +4
Sep18 171227 89.77 89.77 89.77 89.77 -0.13 0 328 +0
Total Volume and Open Interest 71,459 233,172 -1,768
Swiss Franc(CME)
Mar18 171227 101.83 102.21 101.75 102.12 +0.26 14,001 81,289 +776
Jun18 171227 102.70 102.91 102.50 102.84 +0.25 0 87 +0
Sep18 171227 103.60 103.60 103.60 103.60 +0.25 0 9 +0
Total Volume and Open Interest 14,001 81,387 +776
EuroFX(CME)
Mar18 171227 119.38 119.84 119.31 119.70 +0.29 139,221 463,206 +2,684
Jun18 171227 120.29 120.54 120.15 120.41 +0.28 81 18,383 +13
Sep18 171227 120.98 121.18 120.98 121.18 +0.28 1 1,225 +0
Total Volume and Open Interest 141,861 493,968 +2,504
Mexican Peso(CME)
Jan18 171227 505.63 505.63 505.63 505.63 +3.88 0 37 +0
Feb18 171227 502.50 502.50 502.50 502.50 +3.63      
Total Volume and Open Interest 54,222 184,706 +1,462
Brazilian Real(CME)
Jan18 171227 301.75 303.55 300.60 302.05 +0.75 8,145 8,960 -4,995
Feb18 171227 300.95 302.40 299.50 300.95 +0.75 6,088 5,869 +5,428
Mar18 171227 296.70 301.00 296.70 300.15 +0.80 50 4,519 +35
Apr18 171227 299.05 299.05 299.05 299.05 +0.75 0 50 +0
Total Volume and Open Interest 14,283 19,648 +468
30-Year T-Bonds(CBOT)
Mar18 171227 151~120 153~040 151~120 152~300 +1~100 104,291 751,351 -1,559
Jun18 171227 150~100 151~300 150~100 151~260 +1~100 6 12 +2
Sep18 171227 150~260 150~260 150~260 150~260 +1~100      
Total Volume and Open Interest 104,297 751,363 -1,557
10-Year T-Notes(CBOT)
Mar18 171227 123~180 124~005 123~170 123~315 +0~115 499,979 3,288,796 +35,702
Jun18 171227 123~050 123~220 123~050 123~210 +0~125 61 762 +44
Sep18 171227 123~060 123~060 123~060 123~060 +0~125      
Total Volume and Open Interest 500,040 3,289,558 +35,746
5-Year T-Notes(CBOT)
Dec17 171227 116~120 116~120 116~054 116~120 +0~052 1,168 23,039 -116
Mar18 171227 115~300 116~050 115~292 116~044 +0~056 260,209 3,068,187 +2,198
Jun18 171227 116~024 116~024 116~024 116~024 +0~056      
Total Volume and Open Interest 261,377 3,091,226 +2,082
2 Year T-Notes(CBOT)
Dec17 171227 107~066 107~082 107~066 107~080 +0~012 220 10,535 -48
Mar18 171227 107~000 107~016 106~314 107~016 +0~016 132,385 1,767,858 +11,915
Jun18 171227 107~016 107~016 107~016 107~016 +0~016      
Total Volume and Open Interest 132,605 1,778,393 +11,867
Eurodollars(CME)
Mar18 171227 98.205 98.235 98.205 98.225 +0.020 78,072 1,413,037 +906
Jun18 171227 98.040 98.070 98.040 98.060 +0.020 63,232 1,318,542 +6,255
Sep18 171227 97.935 97.955 97.925 97.950 +0.020 68,852 1,276,608 +3,554
Dec18 171227 97.830 97.855 97.825 97.850 +0.025 101,838 1,445,898 -12,532
Mar19 171227 97.765 97.795 97.760 97.790 +0.025 50,927 1,085,716 +4,395
Jun19 171227 97.710 97.740 97.705 97.735 +0.025 38,809 1,020,625 +3,861
Sep19 171227 97.670 97.705 97.670 97.700 +0.025 35,780 716,216 +3,472
Dec19 171227 97.635 97.670 97.630 97.665 +0.030 55,416 1,034,980 -10,982
Mar20 171227 97.625 97.665 97.620 97.660 +0.035 34,760 574,210 +1,691
Jun20 171227 97.610 97.650 97.605 97.650 +0.035 48,804 589,310 +3,487
Sep20 171227 97.595 97.640 97.590 97.635 +0.035 34,192 385,523 +6,796
Dec20 171227 97.570 97.615 97.565 97.610 +0.035 36,554 365,185 +667
Mar21 171227 97.560 97.605 97.550 97.600 +0.040 26,190 243,408 +237
Jun21 171227 97.545 97.595 97.535 97.590 +0.045 34,425 231,052 -3,156
Sep21 171227 97.525 97.580 97.520 97.575 +0.045 22,482 126,702 -3,359
Dec21 171227 97.500 97.555 97.495 97.550 +0.045 19,042 151,226 -735
Mar22 171227 97.485 97.545 97.485 97.540 +0.050 23,138 101,583 +4,129
Jun22 171227 97.465 97.530 97.465 97.525 +0.055 18,426 55,408 +962
Total Volume and Open Interest 1,051,757 12,577,228 +8,932
Ultra T-Bond(CBOT)
Dec17 171219 166~20 166~20 166~01 166~01 -2~14 3,126 10,227 -1,986
Mar18 171227 165~05 167~22 165~05 167~14 +1~30 34,186 875,196 +158
Jun18 171227 166~19 166~19 166~19 166~19 +1~30      
Total Volume and Open Interest 34,186 875,196 +158
Ultra 10-Yr T-Note(CBOT)
Dec17 171219 133~315 133~315 133~040 133~040 -0~260 1,927 819 -306
Mar18 171227 132~250 133~175 132~240 133~155 +0~185 45,494 509,255 -3,994
Jun18 171227 133~135 133~135 133~135 133~135 +0~185      
Total Volume and Open Interest 45,494 509,255 -3,994
30 Day Federal Funds(CBOT)
Dec17 171227 98.702 98.702 98.700 98.702 unch 2,875 102,748 -1,191
Jan18 171227 98.590 98.595 98.590 98.595 unch 3,284 280,284 +839
Feb18 171227 98.590 98.590 98.590 98.590 unch 2,906 193,773 -1,200
Mar18 171227 98.535 98.540 98.535 98.535 unch 1,628 75,449 +783
Apr18 171227 98.420 98.430 98.420 98.425 +0.005 2,483 175,709 -40
May18 171227 98.405 98.410 98.405 98.410 +0.005 1,924 70,538 +128
Total Volume and Open Interest 43,634 1,483,482 -4,394
Japanese Govt Bonds(SGX)
Mar18 171227 150.76 150.79 150.67 150.68 -0.10 1,465 18,132 -243
Jun18 171227 150.68 150.68 150.68 150.68 -0.10      
Sep18 171227 150.68 150.68 150.68 150.68 -0.10      
Total Volume and Open Interest 1,465 18,132 -243
Euro-Buxl(EUREX)
Mar18 171227 164.22 165.90 164.22 165.76 +1.08 31,186 232,374 -6,692
Jun18 171227 164.22 164.22 164.22 164.22 +1.08 0 1 +0
Sep18 171227 165.76 165.76 165.76 165.76 +1.08      
Total Volume and Open Interest 31,186 232,375 -6,692
Euro-Bund(EUREX)
Mar18 171227 161.63 162.37 161.63 162.29 +0.52 395,268 1,878,923 -69,598
Jun18 171227 159.45 159.60 159.45 159.56 +0.52 19 940 -1
Sep18 171227 159.56 159.56 159.56 159.56 +0.52      
Total Volume and Open Interest 395,287 1,879,863 -69,599
Euro-Bobl(EUREX)
Mar18 171227 131.47 131.70 131.43 131.69 +0.10 383,046 1,602,102 -57,163
Jun18 171227 130.76 131.00 130.76 131.00 +0.09 200 4,055 +5
Sep18 171227 131.00 131.00 131.00 131.00 +0.09      
Total Volume and Open Interest 383,246 1,606,157 -57,158
Euro-Schatz(EUREX)
Mar18 171227 111.86 111.97 111.85 111.96 +0.01 299,208 1,594,391 -27,034
Jun18 171227 111.72 111.76 111.72 111.75 -0.03 0 1 +0
Sep18 171227 111.75 111.75 111.75 111.75 -0.03      
Total Volume and Open Interest 299,208 1,594,392 -27,034
3-Mth Euribor(EUREX)
Dec17 171218 100.335 100.335 100.330 100.330 unch 0 7,392 +0
Mar18 171227 100.325 100.325 100.325 100.325 unch 0 6,493 +0
Jun18 171227 100.320 100.320 100.320 100.320 unch 0 2,022 +0
Total Volume and Open Interest 35 32,272 +0
Long Gilt(LIFFE)
Dec17 171227 125~24 125~25 125~24 125~24 +0~08 3,941 26,925 -1,591
Mar18 171227 124~18 125~13 124~18 125~11 +0~24 111,192 711,494 +2,044
Total Volume and Open Interest 115,133 738,419 +453
3-Mth Short Sterling(LIFFE)
Mar18 171227 99.43 99.44 99.43 99.44 +0.01 81,508 415,117 +13,910
Jun18 171227 99.33 99.34 99.31 99.33 +0.01 58,196 460,883 +950
Sep18 171227 99.25 99.27 99.23 99.26 +0.02 63,592 377,616 -14
Dec18 171227 99.19 99.21 99.17 99.20 +0.02 51,498 333,368 -2,460
Mar19 171227 99.12 99.15 99.11 99.14 +0.01 52,792 334,638 -913
Jun19 171227 99.08 99.10 99.05 99.09 +0.02 49,434 274,906 -6,789
Total Volume and Open Interest 622,066 3,218,779 -1,087
3-Mth Euribor(LIFFE)
Mar18 171227 100.325 100.325 100.320 100.325 unch 40,761 564,534 -2,205
Jun18 171227 100.315 100.320 100.310 100.315 unch 46,536 524,431 +5,748
Sep18 171227 100.285 100.290 100.280 100.290 unch 50,811 452,109 -6,400
Total Volume and Open Interest 650,204 4,183,775 -2,051
3-Mth Aus T-Bills(SFE)
Mar18 171227 98.22 98.23 98.21 98.22 -0.01 5,364 191,012 -2,311
Jun18 171227 98.15 98.16 98.14 98.15 -0.01 12,459 178,645 -1,067
Sep18 171227 98.05 98.05 98.03 98.05 -0.01 11,974 191,577 -4,939
Dec18 171227 97.93 97.95 97.93 97.94 unch 17,429 145,877 -5
Mar19 171227 97.83 97.84 97.82 97.83 unch 9,222 95,199 -1,404
Jun19 171227 97.73 97.74 97.73 97.74 unch 6,206 77,875 +631
Sep19 171227 97.66 97.67 97.65 97.66 unch 5,679 56,550 +1,076
Dec19 171227 97.59 97.60 97.58 97.59 unch 4,646 26,760 +261
Mar20 171227 97.51 97.51 97.51 97.51 -0.01 111 4,155 +0
Jun20 171227 97.45 97.45 97.45 97.45 -0.01 180 1,834 +0
Total Volume and Open Interest 73,400 972,322 -7,688
10-Year Aus T-Bonds(SFE)
Mar18 171227 97.27 97.28 97.24 97.28 +0.02 118,089 1,043,706 -5,230
Jun18 171227 97.26 97.26 97.26 97.26 +0.02      
Total Volume and Open Interest 118,089 1,043,706 -5,230
3-Year Aus T-Bonds(SFE)
Mar18 171227 97.81 97.82 97.79 97.80 -0.00 155,303 964,605 +10,013
Jun18 171227 97.76 97.76 97.76 97.76 -0.00      
Total Volume and Open Interest 155,303 964,605 +10,013
Gold(CMX)
Dec17 171227 1284.0 1287.0 1284.0 1287.0 +2.9 119 146 -114
Feb18 171227 1287.8 1293.2 1286.0 1291.4 +3.9 193,025 331,536 -1,155
Apr18 171227 1292.5 1297.8 1290.8 1296.0 +3.8 7,110 37,561 +2,539
Jun18 171227 1295.7 1302.3 1295.7 1300.6 +3.8 2,714 36,577 -651
Aug18 171227 1301.2 1306.7 1300.0 1305.1 +3.8 1,113 12,385 +274
Oct18 171227 1307.6 1309.5 1306.5 1309.5 +3.8 239 4,760 +1
Dec18 171227 1309.8 1315.2 1309.6 1314.1 +3.8 457 25,479 -33
Feb19 171227 1317.7 1319.6 1316.7 1318.7 +3.8 47 567 +20
Apr19 171227 1322.7 1323.5 1321.2 1323.5 +3.8 10 768 +0
Jun19 171227 1328.3 1328.4 1328.3 1328.4 +3.8 20 1,089 +0
Aug19 171227 1333.0 1333.0 1333.0 1333.0 +3.8 0 14 +0
Oct19 171227 1337.7 1337.7 1337.7 1337.7 +3.8 0 27 +0
Total Volume and Open Interest 205,359 456,157 +659
Silver(CMX)
Dec17 171227 1659.5 1662.5 1658.0 1661.9 +9.9 194 208 -32
Mar18 171227 1661.0 1678.5 1655.5 1675.6 +15.2 52,819 160,592 +284
May18 171227 1670.5 1685.5 1663.5 1683.2 +15.3 896 18,224 +101
Jul18 171227 1677.0 1693.0 1671.5 1690.6 +15.2 682 7,140 +43
Sep18 171227 1693.0 1699.5 1687.5 1697.8 +15.0 103 3,319 +99
Dec18 171227 1693.0 1710.0 1692.5 1708.2 +15.0 123 9,968 +105
Mar19 171227 1718.4 1718.4 1718.4 1718.4 +15.0 1 34 +1
Total Volume and Open Interest 55,129 201,783 +675
Platinum(NYMEX)
Jan18 171227 924.5 928.1 920.1 923.7 +0.2 16,879 13,649 -8,533
Apr18 171227 928.6 932.2 924.4 928.0 +0.5 11,422 70,667 +7,171
Jul18 171227 932.4 936.1 929.2 933.0 +0.1 373 1,973 +213
Oct18 171227 939.0 939.0 936.4 936.4 +0.2 3 44 +2
Total Volume and Open Interest 28,685 86,355 -1,146
Palladium(NYMEX)
Mar18 171227 1044.00 1061.00 1042.40 1056.35 +13.90 2,032 34,541 +158
Jun18 171227 1036.85 1050.20 1036.85 1048.05 +12.90 43 1,431 +0
Sep18 171227 1041.00 1041.00 1041.00 1041.00 +12.90 0 303 +0
Total Volume and Open Interest 2,077 36,299 +157
Copper(CMX)
Dec17 171227 325.70 325.70 325.70 325.70 +0.10 946 747 -313
Mar18 171227 327.55 329.75 324.85 328.40 +0.35 99,087 158,455 +4,705
May18 171227 329.00 331.00 326.15 329.75 +0.40 8,826 36,980 +260
Jul18 171227 328.45 331.85 328.05 331.00 +0.45 2,542 23,010 -187
Sep18 171227 329.60 332.45 329.30 332.05 +0.50 727 11,901 -360
Total Volume and Open Interest 112,825 266,496 +4,016
E-mini DJIA Index(CBOT)
Mar18 171227 24792 24821 24762 24788 -4 70,790 143,729 -571
Jun18 171227 24802 24837 24785 24803 -4 101 177 -14
Sep18 171227 24811 24817 24811 24811 -4 0 20 +0
Dec18 171227 24848 24848 24848 24848 -4      
Total Volume and Open Interest 70,891 143,926 -585
S & P 500(CME)
Mar18 171227 2688.20 2690.50 2682.00 2685.40 -1.70 771 50,545 +1,797
Jun18 171227 2687.20 2691.40 2683.90 2687.20 -1.70 0 564 +3
Sep18 171227 2691.10 2695.00 2687.50 2691.10 -1.40 5 186 +0
Dec18 171227 2693.10 2697.00 2689.50 2693.10 -1.40      
Total Volume and Open Interest 776 51,295 +1,800
S & P 500 E-Mini(CME)
Mar18 171227 2687.50 2691.00 2681.50 2685.50 -1.50 654,510 3,035,200 +27,588
Jun18 171227 2689.75 2692.50 2683.25 2687.25 -1.75 3,439 21,220 +1,670
Sep18 171227 2694.75 2696.00 2687.75 2691.00 -1.50 240 996 +32
Dec18 171227 2693.00 2695.25 2693.00 2693.00 -1.50 4 54 -4
Total Volume and Open Interest 658,197 3,057,474 +29,290
NASDAQ 100 E-Mini(CME)
Mar18 171227 6461.25 6475.50 6442.00 6454.00 -6.00 135,130 286,956 +483
Jun18 171227 6481.00 6494.00 6460.75 6473.50 -5.00 303 722 +70
Sep18 171227 6487.00 6496.75 6486.50 6487.00 -5.00 0 10 +0
Total Volume and Open Interest 154,865 287,142 +2,893
S&P Midcap 400(CME) e-Mini
Dec17 171215 1869.10 1876.30 1868.10 1871.35 +3.55 4,989 13,802 -2,425
Mar18 171227 1910.20 1916.80 1907.90 1909.30 -1.00 7,744 91,744 -318
Jun18 171227 1911.90 1917.50 1911.90 1911.90 -1.00 0 3 +0
Total Volume and Open Interest 7,744 91,747 -318
Volatility Index(CBOE)
Dec17 171220 10.05 10.10 9.60 9.60 -0.48 119,263 125,508 -13,213
Jan18 171227 11.35 11.45 11.15 11.33 unch 73,439 319,419 -16,635
Feb18 171227 12.35 12.40 12.10 12.33 unch 34,966 111,121 +6,495
Mar18 171227 13.10 13.15 12.95 13.08 -0.02 14,197 51,240 +1,562
Total Volume and Open Interest 137,663 562,391 -4,679
S & P 600(CME)
Dec17 171215 918.70 918.70 918.70 918.70 +1.50      
Mar18 171227 936.90 936.90 936.90 936.90 -0.80      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar18 171227 1548.20 1554.00 1540.90 1545.50 -2.00 37,195 589,820 -402
Jun18 171227 1551.40 1555.60 1544.00 1548.20 -0.30 6 21 +5
Sep18 171227 1549.00 1549.00 1549.00 1549.00 +1.90      
Total Volume and Open Interest 37,201 589,841 -397
Nikkei 225(CME)
Mar18 171227 22920 22990 22895 22945 +35 4,441 39,134 -143
Jun18 171227 22945 22945 22865 22865 +35      
Total Volume and Open Interest 4,441 39,134 -143
Nikkei 225(SGX)
Mar18 171227 22870 22940 22855 22880 +15 41,435 163,727 +1,093
Jun18 171227 22730 22730 22730 22730 +15 0 1,137 +0
Sep18 171227 22700 22700 22700 22700 +15      
Total Volume and Open Interest 43,271 177,996 +1,915
Nikkei 225 Mini(JPX)
Dec17 171207 22140 22570 22055 22530 +330 797,435 526,641 -26,410
Mar18 171227 22860 22935 22855 22890 +40 211,687 352,412 +3,246
Jun18 171227 22700 22770 22700 22740 +40 1,933 6,923 -49
Total Volume and Open Interest 226,776 650,000 +15,474
Nikkei 225(JPX)
Dec17 171207 22140 22570 22050 22530 +330 133,791 291,914 -74,302
Mar18 171227 22860 22940 22850 22890 +40 14,602 319,319 +4,666
Jun18 171227 22710 22770 22710 22740 +40 103 14,440 +25
Total Volume and Open Interest 14,755 413,586 +5,508
Nikkei 225(CME) Yen
Dec17 171207 22260 22645 22245 22560 +320 62,749 50,839 -4,757
Mar18 171227 22880 22950 22860 22915 +45 11,794 52,503 -555
Jun18 171227 22750 22765 22750 22750 +45 3 4 +1
Total Volume and Open Interest 11,797 52,507 -554
Nikkei 225(CME) e-Mini Yen
Dec17 171207 22560 22630 22560 22560 +320 1 14 +0
Mar18 171227 22910 22930 22910 22910 +40 0 8 +0
Jun18 171227 22750 22750 22750 22750 +50      
Total Volume and Open Interest 0 8 +0
CAC 40(EURONEXT)
Jan18 171227 5355.0 5388.0 5350.0 5368.0 +5.0 53,625 296,506 -12,473
Feb18 171227 5360.5 5365.5 5360.0 5365.5 +5.0 78 300 +49
Mar18 171227 5364.0 5380.5 5355.0 5363.0 +5.0 410 27,484 -59
Jun18 171227 5231.0 5231.0 5231.0 5231.0 +5.0 0 13,001 +0
Sep18 171227 5219.5 5219.5 5219.5 5219.5 +5.0 0 3,000 +0
Dec18 171227 5191.5 5191.5 5191.5 5191.5 +5.0 0 7,001 +0
Total Volume and Open Interest 54,113 347,294 -12,483
Hang Seng Index(HKFE)
Dec17 171227 29598 29729 29542 29672 +65 175,461 114,624 -22,662
Jan18 171227 29669 29779 29592 29719 +61 48,501 41,662 +26,107
Total Volume and Open Interest 226,766 168,202 +5,786
DAX(EUREX)
Mar18 171227 13050.0 13129.0 13012.5 13076.5 +5.0 70,342 133,918 -9,544
Jun18 171227 13065.5 13139.0 13061.0 13097.5 +5.5 83 1,377 +13
Sep18 171227 13086.5 13086.5 13086.5 13086.5 +5.0 0 2 +0
Total Volume and Open Interest 70,425 135,297 -9,531
Mini-DAX(EUREX)
Dec17 171215 13041.0 13058.0 13005.0 13028.0 -58.5 18,886 10,906 +363
Mar18 171227 13060.0 13129.0 13013.0 13076.5 +5.0 22,609 9,997 -781
Jun18 171227 13142.0 13142.0 13049.0 13097.5 +5.5 115 1,038 -29
Total Volume and Open Interest 22,726 11,047 -810
DJ EuroSTOXX 50(EUREX)
Dec17 171215 3550 3560 3542 3549 -13 2,230,245 1,193,559 -413,890
Mar18 171227 3540 3558 3529 3541 unch 782,931 3,409,492 -6,844
Jun18 171227 3471 3471 3449 3459 unch 99 47,296 -23
Total Volume and Open Interest 783,033 3,462,318 -6,867
Swiss Market Index(EUREX)
Dec17 171215 9374 9402 9365 9398 +3 90,181 84,731 -16,883
Mar18 171227 9329 9355 9291 9352 +49 32,181 218,666 -4,277
Jun18 171227 9147 9186 9132 9186 +49 3 6,895 +5
Total Volume and Open Interest 32,184 225,564 -4,272
FT-SE 100(EURONEXT)
Mar18 171227 7527.50 7574.00 7524.00 7560.00 +31.00 82,773 630,148 -8,090
Jun18 171227 7482.00 7482.00 7482.00 7482.00 +32.00 1 160 +1
Sep18 171227 7422.00 7422.00 7422.00 7422.00 +31.50      
Total Volume and Open Interest 83,227 630,308 -8,089
SPI 200(SFE)
Mar18 171227 6019.0 6050.0 6011.0 6022.0 -4.0 28,276 297,806 +515
Jun18 171227 6012.0 6012.0 6012.0 6012.0 -4.0 0 3,424 +0
Sep18 171227 5957.0 5957.0 5957.0 5957.0 -4.0 0 2,598 +0
Total Volume and Open Interest 33,842 365,529 -32,795
FTSE MIB(ISE)
Mar18 171227 22175.00 22225.00 22025.00 22123.00 -2.00 16,875 36,843 -358
Jun18 171227 21685.00 21685.00 21590.00 21671.00 +16.00 3 14 +3
Sep18 171227 21571.00 21571.00 21571.00 21571.00 +16.00 0 2 +0
Total Volume and Open Interest 16,878 36,859 -355
KOSPI 200(KFE)
Mar18 171227 318.05 321.70 317.05 321.70 +3.75      
Jun18 171227 318.30 322.70 318.25 322.70 +4.00      
Sep18 171227 322.00 322.00 322.00 322.00 +1.10 11 3,633 +4
Total Volume and Open Interest 157,258 320,661 -2,207
GSCI(CME)
Jan18 171227 435.95 438.10 435.60 437.30 +0.20 2 13,936 -2
Feb18 171227 437.90 437.90 437.90 437.90 +0.20      
Mar18 171227 439.65 439.65 439.65 439.65 +0.20      
Total Volume and Open Interest 2 13,936 -2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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