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 Thu December 28, 2017
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan18 171228 955.00 955.75 943.25 945.75 -9.75 57,390 65,526 -13,270
Mar18 171228 966.75 967.75 955.00 956.75 -10.75 88,425 332,695 +6,030
May18 171228 977.00 978.75 966.00 967.75 -10.75 21,713 137,847 -1,634
Jul18 171228 987.75 989.00 976.75 978.75 -10.25 12,868 117,932 -1,434
Aug18 171228 987.25 990.75 979.50 981.25 -10.00 549 14,118 +33
Sep18 171228 984.50 984.50 975.00 976.25 -8.25 85 2,878 -24
Nov18 171228 979.25 980.00 971.25 972.75 -7.25 4,307 65,098 +169
Jan19 171228 983.25 984.00 979.00 980.00 -7.25 50 2,196 -3
Mar19 171228 990.00 991.00 983.75 985.00 -7.25 58 2,604 +3
May19 171228 989.25 991.00 989.25 990.50 -6.75 11 814 +0
Jul19 171228 1002.00 1002.00 996.25 997.25 -6.25 39 982 +3
Aug19 171228 996.00 996.00 996.00 996.00 -6.25 13 31 +6
Sep19 171228 986.75 986.75 986.75 986.75 -6.25 8 25 +4
Nov19 171228 980.25 984.00 976.00 978.25 -4.75 14 2,371 +2
Total Volume and Open Interest 185,542 745,186 -10,112
Soybean Meal(CBOT)
Jan18 171228 313.90 314.50 311.60 311.80 -2.40 25,430 24,241 -5,924
Mar18 171228 318.10 318.70 315.80 316.10 -2.40 38,383 180,793 +5,251
May18 171228 321.10 321.70 318.90 319.30 -2.40 6,448 75,076 +218
Jul18 171228 324.60 325.10 322.40 322.70 -2.40 2,526 53,946 +24
Aug18 171228 324.30 325.40 323.00 323.20 -2.30 375 7,126 -18
Sep18 171228 324.40 325.10 323.00 323.20 -2.00 125 6,284 +7
Oct18 171228 322.00 322.90 320.90 321.20 -1.70 155 7,202 +5
Dec18 171228 323.00 324.10 321.90 322.30 -1.60 891 30,244 -75
Jan19 171228 323.60 325.00 322.90 323.20 -1.60 78 1,513 +1
Mar19 171228 325.20 326.40 324.70 324.70 -1.40 1 2,635 +0
Total Volume and Open Interest 74,412 393,914 -511
Soybean Oil(CBOT)
Jan18 171228 33.05 33.12 32.32 32.50 -0.57 30,181 22,642 -5,317
Mar18 171228 33.26 33.32 32.52 32.71 -0.56 52,451 211,036 +2,335
May18 171228 33.42 33.50 32.71 32.90 -0.55 11,407 90,257 +767
Jul18 171228 33.66 33.69 32.92 33.10 -0.54 9,543 60,735 +485
Aug18 171228 33.69 33.69 32.94 33.11 -0.51 1,112 9,227 +191
Sep18 171228 33.57 33.60 32.92 33.09 -0.47 520 5,025 +15
Oct18 171228 33.39 33.43 32.76 32.93 -0.46 739 9,727 -135
Dec18 171228 33.20 33.40 32.70 32.88 -0.46 4,499 35,227 -1,081
Jan19 171228 32.95 32.95 32.80 32.95 -0.43 18 5,253 +4
Mar19 171228 33.42 33.42 32.92 33.06 -0.41 27 1,277 +4
Total Volume and Open Interest 110,537 454,462 -2,722
Canola(WCE)
Jan18 171228 491.7 492.5 478.3 483.3 -6.2 5,275 11,497 -5,814
Mar18 171228 491.6 494.1 486.4 487.3 -4.9 11,838 90,538 -1,365
May18 171228 500.5 500.7 493.2 494.2 -5.0 1,766 33,090 -240
Jul18 171228 504.8 504.9 498.3 499.3 -4.3 636 8,606 -143
Nov18 171228 494.9 496.4 491.0 491.4 -3.0 436 11,164 +246
Total Volume and Open Interest 19,951 155,104 -7,316
Corn(CBOT)
Mar18 171228 353.00 353.50 350.00 352.00 -1.75 65,864 842,273 -3,450
May18 171228 361.50 362.00 358.50 360.25 -2.00 14,930 210,805 -663
Jul18 171228 370.00 370.50 367.00 369.00 -1.50 11,874 240,035 +469
Sep18 171228 377.25 377.50 374.50 376.50 -1.50 3,570 73,344 +295
Dec18 171228 386.50 386.75 383.50 385.50 -1.25 8,125 140,715 +1,611
Mar19 171228 395.75 396.25 393.00 394.75 -1.50 224 20,661 +45
May19 171228 401.00 401.50 399.00 400.50 -1.75 185 3,502 +111
Jul19 171228 406.25 406.50 404.25 405.50 -1.50 454 5,070 +188
Sep19 171228 402.75 402.75 402.75 402.75 -0.75 1 652 +1
Dec19 171228 406.00 406.00 404.00 405.75 -0.50 353 7,025 +250
Total Volume and Open Interest 105,582 1,544,322 -1,141
Wheat(CBOT)
Mar18 171228 427.50 428.75 425.25 427.75 -0.25 27,392 298,403 +1,348
May18 171228 441.25 441.50 438.00 440.75 -0.50 10,357 85,592 -90
Jul18 171228 454.25 454.50 451.25 454.25 -0.25 7,125 69,008 +567
Sep18 171228 467.50 467.50 463.75 466.75 -0.50 2,732 28,992 +167
Dec18 171228 482.50 483.00 480.00 483.00 -0.75 2,339 37,461 +359
Mar19 171228 495.00 495.00 492.00 494.50 -0.75 153 3,059 +63
Total Volume and Open Interest 50,099 523,486 +2,414
Wheat(KCBT)
Mar18 171228 425.00 427.00 423.50 426.75 +1.25 12,331 192,930 -718
May18 171228 439.25 440.50 436.75 440.25 +1.25 3,281 57,069 +87
Jul18 171228 456.00 457.75 454.25 457.25 +1.25 2,760 42,770 +538
Sep18 171228 470.75 472.00 468.50 471.75 +1.25 319 16,628 +58
Dec18 171228 489.00 492.50 488.75 492.50 +1.25 201 16,703 -19
Mar19 171228 504.75 506.75 504.25 506.75 +1.00 23 3,235 +3
May19 171228 516.75 516.75 516.75 516.75 +1.00 0 347 +0
Total Volume and Open Interest 18,915 329,925 -51
Wheat(MGE)
Mar18 171228 621.00 623.00 618.00 619.00 -2.25 1,401 39,551 -334
May18 171228 628.75 630.25 625.50 626.75 -2.00 192 12,930 -5
Jul18 171228 633.75 633.75 629.50 630.50 -2.50 51 8,371 +3
Sep18 171228 628.75 629.50 625.50 627.25 -1.50 16 4,925 -2
Dec18 171228 638.00 638.00 633.75 636.50 -1.00 48 2,583 +3
Mar19 171228 640.75 643.00 640.75 643.00 -0.50 0 185 +0
Total Volume and Open Interest 1,708 68,547 -335
Oats(CBOT)
Mar18 171228 242.50 244.75 241.75 243.00 +0.25 205 4,670 +39
May18 171228 250.00 250.00 248.75 248.75 +0.25 12 1,511 +3
Jul18 171228 255.75 255.75 255.75 255.75 +0.75 0 209 +0
Sep18 171228 257.75 257.75 257.75 257.75 +0.75 0 10 +0
Total Volume and Open Interest 217 6,406 +42
Rough Rice(CBOT)
Jan18 171228 11.81 11.81 11.55 11.65 -0.14 705 1,209 -536
Mar18 171228 12.10 12.10 11.80 11.94 -0.14 698 8,222 +425
May18 171228 12.23 12.23 12.10 12.23 -0.14 3 538 +0
Jul18 171228 12.39 12.39 12.39 12.39 -0.14 0 112 +0
Total Volume and Open Interest 2,610 10,437 +257
Live Cattle(CME)
Dec17 171228 122.150 125.180 122.050 124.550 +2.515 837 1,401 -615
Feb18 171228 121.385 122.600 120.650 122.250 +1.250 18,816 120,252 -186
Apr18 171228 122.035 123.250 121.385 122.750 +1.050 8,521 88,396 +696
Jun18 171228 113.500 114.430 112.930 113.830 +0.600 6,637 81,132 +598
Aug18 171228 110.100 110.930 109.600 110.430 +0.530 2,213 25,519 +388
Oct18 171228 110.850 111.635 110.400 111.230 +0.500 906 8,811 -32
Total Volume and Open Interest 38,618 331,898 +1,150
Feeder Cattle(CME)
Jan18 171228 145.080 146.650 144.100 145.600 +0.415 2,371 11,201 -575
Mar18 171228 141.900 143.235 140.850 142.235 +0.500 5,129 23,103 +179
Apr18 171228 142.235 143.800 141.400 142.685 +0.385 987 7,167 -15
May18 171228 142.035 143.450 141.150 142.185 +0.305 639 6,429 -98
Aug18 171228 145.185 147.035 144.700 146.080 +0.530 410 4,276 +117
Sep18 171228 144.850 146.580 144.500 145.880 +0.180 41 267 +2
Oct18 171228 145.000 145.900 144.500 145.535 +0.235 12 188 +1
Total Volume and Open Interest 9,591 52,650 -388
Lean Hogs(CME)
Feb18 171228 71.100 71.850 70.700 71.550 +0.515 14,808 87,823 +929
Apr18 171228 75.350 75.800 74.900 75.700 +0.415 7,418 62,085 +1,415
May18 171228 80.200 80.300 79.580 80.080 +0.180 159 1,945 +9
Jun18 171228 84.150 84.330 83.550 84.200 +0.120 2,479 34,120 +289
Jul18 171228 83.800 84.050 83.480 84.000 +0.250 668 13,244 +66
Aug18 171228 83.100 83.500 82.980 83.480 +0.380 876 20,341 -7
Oct18 171228 69.480 69.680 69.400 69.680 +0.200 217 9,262 +66
Dec18 171228 63.700 63.950 63.680 63.950 +0.150 150 2,553 +82
Total Volume and Open Interest 26,778 231,633 +2,849
Class III Milk(CME)
Dec17 171228 15.42 15.44 15.40 15.42 unch 36 3,732 -15
Jan18 171228 14.02 14.12 14.02 14.07 +0.07 205 3,602 -37
Feb18 171228 13.62 13.74 13.62 13.73 +0.12 242 3,504 -15
Mar18 171228 13.66 13.72 13.64 13.69 +0.07 166 3,237 +27
Apr18 171228 13.97 14.02 13.97 14.01 +0.09 46 2,145 -13
May18 171228 14.33 14.39 14.32 14.37 +0.07 25 2,020 -21
Jun18 171228 14.76 14.77 14.73 14.73 +0.03 1 1,871 -1
Jul18 171228 15.18 15.19 15.15 15.19 unch 1 1,208 +1
Aug18 171228 15.36 15.38 15.36 15.36 unch 1 1,222 +1
Sep18 171228 15.50 15.60 15.49 15.60 +0.01 7 1,279 -1
Oct18 171228 15.61 15.65 15.61 15.65 unch 1 988 +1
Nov18 171228 15.56 15.56 15.56 15.56 unch 2 960 +2
Dec18 171228 15.53 15.54 15.53 15.53 unch 2 851 +2
Total Volume and Open Interest 735 26,775 -69
Cocoa(ICE)
Mar18 171228 1876 1927 1876 1911 +45 15,558 145,433 +2,422
May18 171228 1873 1922 1869 1909 +48 5,171 49,723 +1,119
Jul18 171228 1884 1928 1878 1917 +45 1,109 21,806 -96
Sep18 171228 1900 1944 1896 1934 +45 580 12,969 +41
Dec18 171228 1929 1961 1922 1959 +45 386 15,354 -24
Mar19 171228 1951 1983 1951 1983 +45 271 9,397 +112
May19 171228 1967 1996 1966 1996 +43 45 5,484 -11
Total Volume and Open Interest 23,157 264,746 +3,565
Coffee "C"(ICE)
Mar18 171228 124.00 124.90 123.20 124.80 +0.30 7,539 128,357 -373
May18 171228 126.35 127.20 125.55 127.15 +0.30 2,060 45,080 -422
Jul18 171228 128.95 129.55 128.00 129.50 +0.30 943 23,224 +436
Sep18 171228 131.15 132.00 130.35 131.90 +0.35 538 11,823 +291
Dec18 171228 134.60 135.45 133.75 135.35 +0.35 149 6,844 +33
Mar19 171228 137.90 138.75 137.35 138.65 +0.30 11 2,795 +2
Total Volume and Open Interest 11,245 220,632 -34
Orange Juice(ICE)
Jan18 171228 132.25 137.50 131.15 136.70 +3.55 232 827 -167
Mar18 171228 132.35 139.35 132.20 135.85 +3.50 908 6,850 +300
May18 171228 134.15 138.50 134.10 136.85 +3.10 141 1,341 +18
Jul18 171228 135.95 140.00 135.95 138.65 +3.20 12 387 +3
Sep18 171228 139.40 139.40 139.40 139.40 +3.05 2 64 +1
Nov18 171228 139.70 139.70 139.70 139.70 +3.05 0 4 +0
Total Volume and Open Interest 1,295 9,473 +155
Sugar #11(ICE)
Mar18 171228 14.86 15.05 14.86 15.00 +0.07 17,873 387,036 -1,290
May18 171228 14.76 14.92 14.74 14.87 +0.05 5,674 158,480 +268
Jul18 171228 14.80 14.94 14.80 14.91 +0.05 4,252 81,432 -930
Oct18 171228 15.00 15.12 15.00 15.09 +0.03 1,621 66,528 +300
Mar19 171228 15.51 15.60 15.49 15.58 +0.02 344 37,055 +196
May19 171228 15.51 15.57 15.48 15.57 +0.01 38 6,999 +17
Jul19 171228 15.50 15.55 15.46 15.55 -0.01 19 5,747 +0
Oct19 171228 15.64 15.69 15.64 15.69 -0.01 19 7,167 +13
Total Volume and Open Interest 29,840 756,189 -1,426
London Cocoa(LCE)
Mar18 171228 1376 1398 1368 1393 +27 0 124,619 +1,470
May18 171228 1400 1422 1391 1417 +27 0 45,398 -51
Jul18 171228 1420 1440 1410 1435 +24 0 34,943 +371
Sep18 171228 1436 1456 1426 1450 +23 0 27,322 +271
Dec18 171228 1460 1477 1450 1473 +22 0 31,070 +319
Mar19 171228 1475 1491 1471 1491 +22 0 9,480 +126
May19 171228 1490 1505 1486 1505 +22 0 4,334 +4
Total Volume and Open Interest 0 281,393 +2,569
London Sugar(LCE)
Mar18 171228 392.60 394.80 390.60 393.80 +0.80 0 43,550 -544
May18 171228 391.00 392.70 388.90 392.30 +0.50 0 15,216 -251
Aug18 171228 393.40 394.50 390.50 394.10 +0.80 0 14,453 +43
Oct18 171228 391.50 395.10 391.50 395.10 +0.90 0 3,743 +10
Dec18 171228 396.50 399.40 396.50 399.40 -0.20 0 2,045 +2
Total Volume and Open Interest 0 82,918 -732
Cotton(ICE)
Mar18 171228 78.74 79.45 78.60 78.80 -0.15 8,623 173,996 +687
May18 171228 78.65 79.39 78.59 78.88 -0.04 2,382 49,991 -124
Jul18 171228 78.76 79.50 78.72 79.05 unch 644 18,313 +134
Oct18 171228 75.28 75.28 75.28 75.28 -0.25 1 1 +0
Dec18 171228 73.75 74.25 73.65 74.25 +0.22 262 30,364 +15
Mar19 171228 73.40 73.66 73.40 73.66 +0.16 0 674 +0
Total Volume and Open Interest 11,917 274,603 +717
Lumber(CME)
Jan18 171228 449.1 449.1 445.3 447.1 -3.5 191 1,971 -66
Mar18 171228 441.8 445.2 439.6 444.1 -0.3 236 3,652 +72
May18 171228 431.0 434.5 430.7 434.5 -0.8 36 422 +17
Jul18 171228 421.2 421.4 421.0 421.4 -0.1 0 126 +0
Total Volume and Open Interest 463 6,198 +23
Crude Oil(NYM)
Feb18 171228 59.53 59.94 59.44 59.84 +0.20 437,785 484,886 +2,909
Mar18 171228 59.58 59.97 59.47 59.87 +0.18 85,053 368,737 +2,884
Apr18 171228 59.57 59.94 59.47 59.84 +0.16 33,188 168,674 +1,707
May18 171228 59.51 59.83 59.38 59.73 +0.13 17,105 128,073 +893
Jun18 171228 59.40 59.64 59.20 59.54 +0.11 31,405 253,183 +609
Jul18 171228 59.29 59.35 58.95 59.27 +0.10 5,469 66,352 +665
Aug18 171228 58.87 59.02 58.64 58.96 +0.10 3,719 64,643 -115
Sep18 171228 58.52 58.67 58.30 58.63 +0.10 7,014 79,805 -160
Oct18 171228 58.36 58.37 58.01 58.30 +0.10 2,689 66,017 +527
Nov18 171228 57.94 58.05 57.72 57.97 +0.09 3,924 56,891 +2,434
Dec18 171228 57.50 57.78 57.36 57.67 +0.09 32,115 256,521 +4,296
Jan19 171228 57.38 57.44 57.06 57.36 +0.09 4,570 60,013 +2,623
Feb19 171228 57.05 57.05 57.05 57.05 +0.09 716 32,185 +226
Mar19 171228 56.62 56.75 56.51 56.75 +0.10 2,691 28,434 +965
Apr19 171228 56.49 56.49 56.49 56.49 +0.09 268 12,356 +16
May19 171228 56.23 56.23 56.23 56.23 +0.09 380 11,589 -25
Total Volume and Open Interest 692,220 2,460,193 +24,112
e-miNY Crude Oil(NYM)
Feb18 171228 59.475 59.950 59.450 59.850 +0.200 6,953 3,595 +271
Mar18 171228 59.650 59.975 59.500 59.875 +0.175 262 416 +110
Apr18 171228 59.625 59.850 59.575 59.850 +0.175 13 127 +3
May18 171228 59.675 59.725 59.675 59.725 +0.125 2 114 +1
Jun18 171228 59.550 59.550 59.550 59.550 +0.125 0 45 +0
Jul18 171228 59.275 59.275 59.275 59.275 +0.100 1 28 +0
Aug18 171228 58.950 58.950 58.950 58.950 +0.100 1 75 +1
Sep18 171228 58.625 58.625 58.625 58.625 +0.100 0 42 +0
Oct18 171228 58.300 58.300 58.300 58.300 +0.100 0 28 +0
Nov18 171228 57.975 57.975 57.975 57.975 +0.100 62 75 +62
Total Volume and Open Interest 7,368 4,695 +471
NY Harbor ULSD(NYM)
Jan18 171228 203.27 205.60 203.27 205.21 +1.19 30,281 23,838 -6,679
Feb18 171228 203.16 205.40 203.02 204.97 +1.14 68,326 144,513 +6,242
Mar18 171228 201.60 203.44 201.58 203.07 +0.94 31,793 83,328 +734
Apr18 171228 199.29 200.59 199.01 200.25 +0.83 18,321 51,441 -879
May18 171228 197.27 198.54 197.14 198.28 +0.80 9,621 32,157 +583
Jun18 171228 196.19 197.00 195.55 196.78 +0.81 10,225 37,828 -36
Jul18 171228 195.40 196.23 194.78 196.03 +0.82 1,947 11,490 +392
Aug18 171228 195.09 195.58 194.17 195.43 +0.80 1,023 5,747 +168
Sep18 171228 194.48 195.19 193.97 195.08 +0.76 1,043 9,190 +168
Oct18 171228 194.49 194.92 193.60 194.82 +0.69 396 4,633 -15
Nov18 171228 194.47 194.87 193.55 194.77 +0.64 368 3,385 -102
Dec18 171228 194.34 194.91 193.43 194.69 +0.59 1,483 28,094 +1
Jan19 171228 194.67 194.67 194.67 194.67 +0.55 20 2,560 -7
Feb19 171228 193.91 193.91 193.91 193.91 +0.49 12 333 +0
Total Volume and Open Interest 174,900 447,530 +574
RBOB Gasoline(NYM)
Jan18 171228 178.76 179.61 178.05 179.30 +0.15 24,978 19,897 -6,814
Feb18 171228 178.85 179.74 178.31 179.46 -0.07 50,123 140,958 +3,675
Mar18 171228 180.44 181.22 179.94 181.05 -0.01 22,153 69,001 +297
Apr18 171228 197.98 198.60 197.42 198.45 +0.03 9,344 47,820 -478
May18 171228 198.45 198.98 197.92 198.94 +0.11 4,476 30,702 -28
Jun18 171228 197.50 198.26 197.32 198.23 +0.16 3,116 25,656 +292
Jul18 171228 195.70 196.61 195.69 196.59 +0.20 1,809 13,035 +638
Aug18 171228 193.85 194.11 193.13 194.11 +0.28 1,831 6,848 +819
Sep18 171228 190.55 190.87 189.85 190.83 +0.37 1,232 11,437 +369
Oct18 171228 176.22 176.77 175.75 176.74 +0.45 416 6,046 -183
Total Volume and Open Interest 120,387 393,544 -1,411
e-miNY RBOB Gasoline(NYM)
Jan18 171228 179.30 179.30 179.30 179.30 +0.15 1 0 -1
Feb18 171228 179.46 179.46 179.46 179.46 -0.07      
Mar18 171228 181.05 181.05 181.05 181.05 -0.01      
Apr18 171228 198.45 198.45 198.45 198.45 +0.03      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Feb18 171228 2.749 2.945 2.734 2.914 +0.182 172,743 386,915 +11,803
Mar18 171228 2.714 2.903 2.700 2.878 +0.179 49,060 293,081 +1,589
Apr18 171228 2.649 2.735 2.635 2.722 +0.087 39,269 167,498 +854
May18 171228 2.651 2.735 2.643 2.716 +0.073 13,947 128,196 +1,082
Jun18 171228 2.692 2.772 2.684 2.746 +0.061 5,301 48,041 -452
Jul18 171228 2.731 2.807 2.726 2.777 +0.051 3,498 53,902 +293
Aug18 171228 2.741 2.803 2.738 2.782 +0.053 2,040 34,558 -476
Sep18 171228 2.731 2.782 2.729 2.765 +0.055 1,233 36,786 -33
Oct18 171228 2.736 2.807 2.733 2.788 +0.055 6,335 82,316 +575
Nov18 171228 2.791 2.855 2.791 2.843 +0.049 1,892 33,798 -411
Dec18 171228 2.920 2.981 2.920 2.971 +0.047 801 30,540 +193
Jan19 171228 3.030 3.071 3.027 3.057 +0.044 1,064 47,296 +62
Feb19 171228 3.037 3.049 3.022 3.039 +0.043 767 14,837 -155
Mar19 171228 2.982 2.986 2.961 2.977 +0.042 809 29,888 -170
Apr19 171228 2.665 2.688 2.665 2.677 +0.020 561 23,393 -98
May19 171228 2.655 2.660 2.643 2.654 +0.020 46 8,182 -3
Total Volume and Open Interest 381,278 1,489,393 -6,333
Brent Crude Oil(ICE)
Feb18 171228 66.43 66.85 66.23 66.72 +0.28 110,419 131,240 +0
Mar18 171228 66.01 66.32 65.71 66.16 +0.17 130,895 642,387 +0
Apr18 171228 65.60 65.90 65.34 65.77 +0.17 44,235 232,986 +0
May18 171228 65.27 65.59 65.06 65.46 +0.15 19,932 123,914 +0
Jun18 171228 65.02 65.33 64.80 65.19 +0.14 38,577 260,370 +0
Jul18 171228 64.92 65.05 64.55 64.93 +0.13 9,116 87,413 +0
Aug18 171228 64.47 64.76 64.25 64.61 +0.11 4,085 56,658 +0
Sep18 171228 64.22 64.39 63.93 64.28 +0.10 6,001 65,087 +0
Oct18 171228 63.96 64.04 63.59 63.94 +0.09 2,172 36,769 +0
Nov18 171228 63.50 63.60 63.50 63.60 +0.09 1,661 36,194 +0
Dec18 171228 63.19 63.38 62.90 63.25 +0.09 26,224 220,711 +0
Jan19 171228 62.33 63.28 62.33 62.97 +0.09 1,862 45,918 +0
Feb19 171228 62.66 62.66 62.66 62.66 +0.08 527 26,765 +0
Mar19 171228 62.34 62.34 62.34 62.34 +0.07 548 25,307 +0
Total Volume and Open Interest 406,172 2,406,341 +0
Gas Oil(ICE)
Jan18 171228 595.00 599.50 594.50 597.00 +2.50 31,368 122,362 +0
Feb18 171228 595.75 600.50 595.50 598.25 +2.75 38,520 205,726 +0
Mar18 171228 593.25 598.00 593.00 595.50 +2.25 20,434 114,543 +0
Apr18 171228 588.50 592.75 588.50 590.50 +1.75 5,738 55,868 +0
May18 171228 584.50 589.25 584.50 586.50 +1.75 4,416 37,366 +0
Jun18 171228 580.50 585.25 580.50 583.00 +2.25 7,759 63,898 +0
Jul18 171228 580.00 582.50 578.75 580.25 +2.25 1,814 19,647 +0
Aug18 171228 579.50 580.00 577.00 578.25 +2.00 1,055 16,089 +0
Sep18 171228 578.25 579.25 576.00 577.00 +2.00 997 19,294 +0
Oct18 171228 576.75 578.00 575.50 576.00 +2.00 463 14,970 +0
Total Volume and Open Interest 119,409 876,989 +0
Ethanol(CBOT)
Jan18 171228 1.286 1.316 1.283 1.307 +0.011 83 351 -50
Feb18 171228 1.320 1.341 1.313 1.340 +0.015 138 1,678 +53
Mar18 171228 1.359 1.366 1.359 1.366 +0.015 0 355 +0
Apr18 171228 1.397 1.397 1.397 1.397 +0.015 0 125 +0
May18 171228 1.416 1.416 1.416 1.416 +0.015 0 31 +0
Jun18 171228 1.436 1.436 1.436 1.436 +0.015 0 50 +0
Jul18 171228 1.438 1.438 1.438 1.438 +0.015 0 5 +0
Aug18 171228 1.443 1.443 1.443 1.443 +0.015      
Total Volume and Open Interest 221 2,722 +3
WTI Crude Oil(ICE)
Feb18 171228 59.65 59.93 59.45 59.84 +0.20 34,749 80,684 +0
Mar18 171228 59.75 59.97 59.50 59.87 +0.18 30,310 72,838 +0
Apr18 171228 59.74 59.94 59.48 59.84 +0.16 15,074 35,386 +0
May18 171228 59.68 59.83 59.39 59.73 +0.13 4,204 19,640 +0
Jun18 171228 59.49 59.66 59.22 59.54 +0.11 10,343 81,185 +0
Jul18 171228 59.40 59.40 58.96 59.27 +0.10 1,067 8,299 +0
Aug18 171228 58.80 59.01 58.65 58.96 +0.10 644 10,508 +0
Sep18 171228 58.57 58.68 58.38 58.63 +0.10 611 15,641 +0
Oct18 171228 58.31 58.35 58.30 58.30 +0.10 272 3,736 +0
Nov18 171228 57.97 57.97 57.97 57.97 +0.09 221 7,701 +0
Dec18 171228 57.62 57.76 57.44 57.67 +0.09 5,588 126,030 +0
Jan19 171228 57.36 57.36 57.36 57.36 +0.09 181 2,729 +0
Feb19 171228 57.05 57.05 57.05 57.05 +0.09 36 3,165 +0
Mar19 171228 56.75 56.75 56.75 56.75 +0.10 303 3,007 +0
Apr19 171228 56.49 56.49 56.49 56.49 +0.09 11 1,505 +0
May19 171228 56.23 56.23 56.23 56.23 +0.09 21 1,730 +0
Total Volume and Open Interest 105,196 575,924 +0
US Dollar Index(ICE)
Mar18 171228 92.690 92.690 92.275 92.300 -0.313 6,306 42,771 +565
Jun18 171228 92.185 92.185 91.975 91.975 -0.313 8 1,008 +3
Sep18 171228 91.900 91.900 91.675 91.675 -0.313 8 363 -8
Total Volume and Open Interest 6,322 44,142 +560
Australian Dollar(CME)
Mar18 171228 77.69 78.09 77.68 77.96 +0.20 17,995 108,395 +2,080
Jun18 171228 78.00 78.01 77.79 77.95 +0.20 3 316 +0
Sep18 171228 77.94 77.94 77.94 77.94 +0.19 2 64 +0
Total Volume and Open Interest 18,242 110,525 +2,045
British Pound(CME)
Mar18 171228 134.48 134.91 134.33 134.79 +0.39 24,689 185,533 -228
Jun18 171228 134.90 135.32 134.84 135.24 +0.40 0 1,153 +0
Sep18 171228 135.71 135.71 135.71 135.71 +0.41 0 45 +0
Total Volume and Open Interest 25,514 190,393 -139
Canadian Dollar(CME)
Mar18 171228 79.14 79.70 79.11 79.67 +0.45 19,513 111,612 +584
Jun18 171228 79.28 79.75 79.28 79.74 +0.44 13 1,938 -4
Sep18 171228 79.46 79.80 79.46 79.80 +0.45 2 352 +0
Dec18 171228 79.57 79.86 79.56 79.86 +0.46 0 1,002 +0
Total Volume and Open Interest 19,656 116,559 +603
Japanese Yen(CME)
Mar18 171228 88.71 89.11 88.62 88.94 +0.16 33,864 228,295 -789
Jun18 171228 89.50 89.56 89.34 89.43 +0.18 20 470 +12
Sep18 171228 89.95 89.95 89.95 89.95 +0.18 0 328 +0
Total Volume and Open Interest 34,730 232,428 -744
Swiss Franc(CME)
Mar18 171228 102.11 102.89 101.91 102.78 +0.66 5,874 81,557 +268
Jun18 171228 102.81 103.60 102.72 103.52 +0.68 0 87 +0
Sep18 171228 104.28 104.28 103.59 104.28 +0.68 0 9 +0
Total Volume and Open Interest 5,874 81,655 +268
EuroFX(CME)
Mar18 171228 119.60 120.14 119.53 120.08 +0.38 55,969 466,891 +3,685
Jun18 171228 120.42 120.82 120.32 120.80 +0.39 234 18,443 +60
Sep18 171228 121.34 121.57 121.34 121.57 +0.39 8 1,225 +0
Total Volume and Open Interest 57,771 497,744 +3,776
Mexican Peso(CME)
Jan18 171228 506.50 510.00 505.75 505.75 +0.13 0 37 +0
Feb18 171228 502.63 502.63 502.63 502.63 +0.13      
Total Volume and Open Interest 34,813 184,543 -163
Brazilian Real(CME)
Jan18 171228 301.75 303.50 301.75 302.30 +0.25 9,606 4,047 -4,913
Feb18 171228 301.30 302.25 299.85 301.30 +0.35 8,219 12,670 +6,801
Mar18 171228 298.25 301.00 298.25 300.60 +0.45 232 4,289 -230
Apr18 171228 299.70 299.70 299.70 299.70 +0.65 0 50 +0
Total Volume and Open Interest 18,057 21,306 +1,658
30-Year T-Bonds(CBOT)
Mar18 171228 152~290 152~290 152~130 152~230 -0~070 82,762 753,515 +2,164
Jun18 171228 151~200 151~220 151~100 151~180 -0~080 3 14 +2
Sep18 171228 150~180 150~180 150~180 150~180 -0~080      
Total Volume and Open Interest 82,765 753,529 +2,166
10-Year T-Notes(CBOT)
Mar18 171228 123~305 123~310 123~245 123~270 -0~045 317,247 3,264,932 -23,864
Jun18 171228 123~200 123~200 123~150 123~170 -0~040 7 765 +3
Sep18 171228 123~020 123~020 123~020 123~020 -0~040      
Total Volume and Open Interest 317,254 3,265,697 -23,861
5-Year T-Notes(CBOT)
Dec17 171228 116~114 116~114 116~090 116~096 -0~022 421 22,660 -379
Mar18 171228 116~040 116~042 116~006 116~022 -0~022 213,691 3,071,992 +3,805
Jun18 171228 116~002 116~002 116~002 116~002 -0~022      
Total Volume and Open Interest 214,112 3,094,652 +3,426
2 Year T-Notes(CBOT)
Dec17 171228 107~080 107~082 107~076 107~076 -0~002 3,526 8,674 -1,861
Mar18 171228 107~014 107~016 107~004 107~006 -0~010 105,836 1,777,247 +9,389
Jun18 171228 107~006 107~006 107~006 107~006 -0~010      
Total Volume and Open Interest 109,362 1,785,921 +7,528
Eurodollars(CME)
Mar18 171228 98.235 98.245 98.230 98.235 +0.010 27,344 1,418,805 +5,768
Jun18 171228 98.065 98.075 98.060 98.065 +0.005 35,695 1,324,824 +6,282
Sep18 171228 97.955 97.965 97.945 97.950 unch 34,149 1,280,066 +3,458
Dec18 171228 97.850 97.860 97.835 97.840 -0.010 51,508 1,442,842 -3,056
Mar19 171228 97.790 97.800 97.775 97.780 -0.010 116,671 1,086,790 +1,074
Jun19 171228 97.735 97.740 97.720 97.725 -0.010 87,842 1,027,411 +6,786
Sep19 171228 97.700 97.705 97.680 97.690 -0.010 86,753 711,805 -4,411
Dec19 171228 97.670 97.670 97.645 97.650 -0.015 121,859 1,019,447 -15,533
Mar20 171228 97.660 97.660 97.635 97.640 -0.020 23,160 571,009 -3,201
Jun20 171228 97.645 97.645 97.625 97.630 -0.020 28,228 593,165 +3,855
Sep20 171228 97.635 97.635 97.615 97.620 -0.015 24,118 388,153 +2,630
Dec20 171228 97.610 97.610 97.590 97.595 -0.015 26,149 368,773 +3,588
Mar21 171228 97.595 97.600 97.575 97.580 -0.020 13,403 245,499 +2,091
Jun21 171228 97.590 97.590 97.565 97.570 -0.020 14,319 229,536 -1,516
Sep21 171228 97.570 97.570 97.545 97.555 -0.020 8,776 127,576 +874
Dec21 171228 97.545 97.545 97.520 97.530 -0.020 8,811 151,523 +297
Mar22 171228 97.530 97.530 97.510 97.520 -0.020 7,562 101,703 +120
Jun22 171228 97.510 97.515 97.490 97.505 -0.020 8,067 55,203 -205
Total Volume and Open Interest 5,171,811 2,604,380 -9,972,848
Ultra T-Bond(CBOT)
Dec17 171219 166~20 166~20 166~01 166~01 -2~14 3,126 10,227 -1,986
Mar18 171228 167~13 167~13 166~17 167~07 -0~07 31,690 873,816 -1,380
Jun18 171228 166~12 166~12 166~12 166~12 -0~07      
Total Volume and Open Interest 31,690 873,816 -1,380
Ultra 10-Yr T-Note(CBOT)
Dec17 171219 133~315 133~315 133~040 133~040 -0~260 1,927 819 -306
Mar18 171228 133~145 133~145 133~060 133~090 -0~065 33,721 508,274 -981
Jun18 171228 133~070 133~070 133~070 133~070 -0~065      
Total Volume and Open Interest 33,721 508,274 -981
30 Day Federal Funds(CBOT)
Dec17 171228 98.702 98.702 98.700 98.700 -0.003 12 102,749 +1
Jan18 171228 98.590 98.595 98.590 98.595 unch 650 280,445 +161
Feb18 171228 98.590 98.590 98.590 98.590 unch 297 193,694 -79
Mar18 171228 98.540 98.545 98.540 98.545 +0.010 984 75,931 +482
Apr18 171228 98.430 98.430 98.425 98.430 +0.005 1,447 175,820 +111
May18 171228 98.410 98.415 98.405 98.415 +0.005 447 70,720 +182
Total Volume and Open Interest 9,257 1,484,545 +1,063
Japanese Govt Bonds(SGX)
Mar18 171228 150.68 150.79 150.68 150.73 +0.05 703 18,150 +18
Jun18 171228 150.73 150.73 150.73 150.73 +0.05      
Sep18 171228 150.73 150.73 150.73 150.73 +0.05      
Total Volume and Open Interest 703 18,150 +18
Euro-Buxl(EUREX)
Mar18 171228 165.64 165.74 164.16 164.50 -1.26 13,486 233,397 +1,023
Jun18 171228 162.96 162.96 162.96 162.96 -1.26 0 1 +0
Sep18 171228 164.50 164.50 164.50 164.50 -1.26      
Total Volume and Open Interest 13,486 233,398 +1,023
Euro-Bund(EUREX)
Mar18 171228 162.27 162.28 161.67 161.79 -0.50 202,340 1,849,841 -29,082
Jun18 171228 159.42 159.42 158.95 159.06 -0.50 5 990 +50
Sep18 171228 159.06 159.06 159.06 159.06 -0.50      
Total Volume and Open Interest 202,345 1,850,831 -29,032
Euro-Bobl(EUREX)
Mar18 171228 131.69 131.71 131.52 131.61 -0.08 179,969 1,584,446 -17,656
Jun18 171228 130.85 130.93 130.85 130.93 -0.07 5 4,300 +245
Sep18 171228 130.93 130.93 130.93 130.93 -0.07      
Total Volume and Open Interest 179,974 1,588,746 -17,411
Euro-Schatz(EUREX)
Mar18 171228 111.93 111.97 111.93 111.96 -0.00 175,221 1,592,919 -1,472
Jun18 171228 111.74 111.79 111.74 111.77 +0.02 0 251 +250
Sep18 171228 111.77 111.77 111.77 111.77 +0.02      
Total Volume and Open Interest 175,221 1,593,170 -1,222
3-Mth Euribor(EUREX)
Dec17 171218 100.335 100.335 100.330 100.330 unch 0 7,392 +0
Mar18 171228 100.325 100.325 100.325 100.325 unch 0 6,493 +0
Jun18 171228 100.315 100.315 100.315 100.315 -0.005 0 2,022 +0
Total Volume and Open Interest 0 31,645 -627
Long Gilt(LIFFE)
Mar18 171228 125~07 125~10 124~31 125~02 -0~09 0 712,664 +1,170
Jun18 171228 124~07 124~07 124~07 124~07 -0~09      
Total Volume and Open Interest 0 739,528 +1,109
3-Mth Short Sterling(LIFFE)
Mar18 171228 99.44 99.44 99.43 99.43 -0.01 0 415,804 +687
Jun18 171228 99.33 99.34 99.33 99.33 unch 0 463,094 +2,211
Sep18 171228 99.26 99.27 99.25 99.26 unch 0 377,743 +127
Dec18 171228 99.20 99.20 99.18 99.20 unch 0 328,240 -5,128
Mar19 171228 99.15 99.15 99.13 99.14 unch 0 331,389 -3,249
Jun19 171228 99.09 99.10 99.08 99.09 unch 0 272,709 -2,197
Total Volume and Open Interest 0 3,204,065 -14,714
3-Mth Euribor(LIFFE)
Mar18 171228 100.325 100.330 100.320 100.320 -0.005 0 563,281 -1,253
Jun18 171228 100.315 100.320 100.310 100.310 -0.005 0 530,532 +6,101
Sep18 171228 100.285 100.290 100.285 100.285 -0.005 0 450,374 -1,735
Total Volume and Open Interest 0 4,199,356 +15,581
3-Mth Aus T-Bills(SFE)
Mar18 171228 98.22 98.22 98.21 98.22 unch 5,169 192,753 +1,741
Jun18 171228 98.14 98.15 98.13 98.14 -0.01 8,470 177,082 -1,563
Sep18 171228 98.04 98.05 98.03 98.05 unch 6,656 190,492 -1,085
Dec18 171228 97.94 97.95 97.92 97.94 unch 8,862 137,973 -7,904
Mar19 171228 97.83 97.84 97.82 97.84 +0.01 6,463 94,674 -525
Jun19 171228 97.74 97.76 97.73 97.74 unch 6,169 77,090 -785
Sep19 171228 97.65 97.68 97.65 97.66 unch 4,042 55,426 -1,124
Dec19 171228 97.58 97.61 97.58 97.59 unch 2,048 24,441 -2,319
Mar20 171228 97.52 97.52 97.52 97.52 +0.01 90 4,146 -9
Jun20 171228 97.46 97.46 97.46 97.46 +0.01 1 1,784 -50
Total Volume and Open Interest 48,155 958,830 -13,492
10-Year Aus T-Bonds(SFE)
Mar18 171228 97.28 97.34 97.27 97.31 +0.03 81,279 1,034,397 -9,309
Jun18 171228 97.28 97.29 97.28 97.29 +0.03 350 350 +350
Total Volume and Open Interest 81,629 1,034,747 -8,959
3-Year Aus T-Bonds(SFE)
Mar18 171228 97.79 97.82 97.79 97.81 +0.00 93,454 964,849 +244
Jun18 171228 97.78 97.78 97.78 97.78 +0.01 3,306 3,306 +3,306
Total Volume and Open Interest 96,760 968,155 +3,550
Gold(CMX)
Feb18 171228 1292.0 1297.3 1290.5 1297.2 +5.8 134,618 331,420 -116
Apr18 171228 1296.3 1302.0 1295.2 1301.9 +5.9 1,905 37,634 +73
Jun18 171228 1301.0 1306.7 1300.0 1306.5 +5.9 684 36,725 +148
Aug18 171228 1308.4 1311.1 1305.6 1311.1 +6.0 663 12,775 +390
Oct18 171228 1312.2 1315.7 1312.2 1315.7 +6.2 46 4,759 -1
Dec18 171228 1318.1 1320.4 1315.2 1320.4 +6.3 99 25,449 -30
Feb19 171228 1321.0 1325.3 1321.0 1325.2 +6.5 22 569 +2
Apr19 171228 1330.0 1330.0 1330.0 1330.0 +6.5 10 768 +0
Jun19 171228 1334.9 1334.9 1334.9 1334.9 +6.5 12 1,088 -1
Aug19 171228 1339.5 1339.5 1339.5 1339.5 +6.5 0 14 +0
Oct19 171228 1344.2 1344.2 1344.2 1344.2 +6.5 0 27 +0
Dec19 171228 1346.0 1350.1 1343.3 1350.1 +7.1 3 2,874 +1
Total Volume and Open Interest 138,523 456,470 +313
Silver(CMX)
Mar18 171228 1674.5 1693.0 1671.0 1692.3 +16.7 42,298 159,569 -1,023
May18 171228 1686.0 1700.5 1679.5 1699.8 +16.6 822 18,540 +316
Jul18 171228 1698.0 1707.5 1688.0 1707.1 +16.5 388 7,006 -134
Sep18 171228 1702.0 1715.0 1700.0 1714.2 +16.4 83 3,321 +2
Dec18 171228 1714.5 1725.0 1710.0 1724.7 +16.5 58 9,984 +16
Mar19 171228 1734.9 1734.9 1734.9 1734.9 +16.5 0 34 +0
May19 171228 1741.9 1741.9 1741.9 1741.9 +16.5      
Total Volume and Open Interest 45,297 200,321 -1,462
Platinum(NYMEX)
Jan18 171228 923.2 928.5 921.9 926.9 +3.2 9,447 9,248 -4,401
Apr18 171228 927.0 933.2 925.3 931.5 +3.5 9,015 74,192 +3,525
Jul18 171228 935.6 937.5 934.3 937.0 +4.0 190 2,092 +119
Oct18 171228 940.4 940.4 940.4 940.4 +4.0 0 44 +0
Total Volume and Open Interest 18,706 85,616 -739
Palladium(NYMEX)
Mar18 171228 1055.30 1064.50 1047.15 1063.45 +7.10 2,048 34,645 +104
Jun18 171228 1046.20 1055.00 1041.05 1054.65 +6.60 42 1,435 +4
Sep18 171228 1046.70 1050.00 1045.20 1048.45 +7.45 0 303 +0
Total Volume and Open Interest 2,099 36,407 +108
Copper(CMX)
Mar18 171228 328.20 332.20 326.95 330.85 +2.45 71,140 160,565 +2,110
May18 171228 329.55 333.45 328.40 332.15 +2.40 2,260 37,213 +233
Jul18 171228 330.30 334.65 330.30 333.40 +2.40 673 23,207 +197
Sep18 171228 335.00 335.50 333.10 334.45 +2.40 180 11,782 -119
Dec18 171228 336.05 336.15 335.15 335.55 +2.35 9 11,245 -2
Total Volume and Open Interest 75,225 268,478 +1,982
E-mini DJIA Index(CBOT)
Mar18 171228 24791 24840 24784 24797 +9 43,677 144,393 +664
Jun18 171228 24828 24852 24806 24810 +7 12 176 -1
Sep18 171228 24818 24834 24818 24818 +7 0 20 +0
Dec18 171228 24855 24855 24855 24855 +7      
Total Volume and Open Interest 43,689 144,589 +663
S & P 500(CME)
Mar18 171228 2686.90 2689.00 2683.50 2685.70 +0.30 1,366 50,928 +383
Jun18 171228 2687.60 2690.20 2685.70 2687.60 +0.40 0 563 -1
Sep18 171228 2691.50 2694.10 2689.60 2691.50 +0.40 0 184 -2
Dec18 171228 2693.50 2696.10 2691.60 2693.50 +0.40      
Total Volume and Open Interest 1,366 51,675 +380
S & P 500 E-Mini(CME)
Mar18 171228 2684.00 2689.00 2683.00 2685.75 +0.25 376,101 3,038,366 +3,166
Jun18 171228 2686.50 2690.50 2685.00 2687.50 +0.25 1,557 21,508 +288
Sep18 171228 2692.75 2693.75 2689.25 2691.50 +0.50 441 1,378 +382
Dec18 171228 2696.75 2696.75 2693.50 2693.50 +0.50 0 54 +0
Total Volume and Open Interest 378,099 3,061,310 +3,836
NASDAQ 100 E-Mini(CME)
Mar18 171228 6452.25 6477.50 6442.25 6446.25 -7.75 158,481 281,887 -5,069
Jun18 171228 6474.00 6495.25 6461.25 6464.75 -8.75 280 747 +25
Sep18 171228 6495.00 6505.50 6478.25 6478.25 -8.75 0 10 +0
Total Volume and Open Interest 135,433 287,695 +553
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 171228 1909.10 1914.80 1905.10 1914.00 +4.70 5,108 91,690 -54
Jun18 171228 1916.60 1916.60 1916.60 1916.60 +4.70 0 3 +0
Total Volume and Open Interest 5,108 91,693 -54
Volatility Index(CBOE)
Dec17 171220 10.05 10.10 9.60 9.60 -0.48 119,263 125,508 -13,213
Jan18 171228 11.35 11.40 11.15 11.23 -0.10 50,571 300,108 -19,311
Feb18 171228 12.32 12.35 12.20 12.28 -0.05 28,799 116,996 +5,875
Mar18 171228 13.08 13.10 13.00 13.08 unch 12,934 52,356 +1,116
Total Volume and Open Interest 105,129 550,919 -11,472
S & P 600(CME)
Dec17 171215 918.70 918.70 918.70 918.70 +1.50      
Mar18 171228 940.40 940.40 940.40 940.40 +3.50      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar18 171228 1544.80 1550.30 1542.80 1549.60 +4.10 62,646 588,741 -1,079
Jun18 171228 1546.40 1551.80 1546.40 1551.50 +3.30 11 19 -2
Sep18 171228 1553.10 1553.10 1553.10 1553.10 +4.10      
Total Volume and Open Interest 62,657 588,760 -1,081
Nikkei 225(CME)
Mar18 171228 22955 22985 22760 22825 -120 2,374 39,115 -19
Jun18 171228 22780 22780 22715 22765 -100      
Total Volume and Open Interest 2,374 39,115 -19
Nikkei 225(SGX)
Mar18 171228 22880 22955 22725 22790 -90 19,021 164,920 +1,193
Jun18 171228 22640 22640 22640 22640 -90 0 1,137 +0
Sep18 171228 22610 22610 22610 22610 -90      
Total Volume and Open Interest 19,021 179,189 +1,193
Nikkei 225 Mini(JPX)
Dec17 171207 22140 22570 22055 22530 +330 797,435 526,641 -26,410
Mar18 171228 22885 22955 22720 22780 -110 173,692 355,866 +3,454
Jun18 171228 22725 22790 22565 22620 -120 1,499 7,006 +83
Total Volume and Open Interest 184,993 653,482 +3,482
Nikkei 225(JPX)
Dec17 171207 22140 22570 22050 22530 +330 133,791 291,914 -74,302
Mar18 171228 22880 22960 22720 22780 -110 12,667 320,327 +1,008
Jun18 171228 22740 22790 22580 22620 -120 59 14,446 +6
Total Volume and Open Interest 12,732 414,491 +905
Nikkei 225(CME) Yen
Dec17 171207 22260 22645 22245 22560 +320 62,749 50,839 -4,757
Mar18 171228 22915 22945 22725 22790 -125 4,374 51,963 -540
Jun18 171228 22670 22760 22590 22625 -125 0 4 +0
Total Volume and Open Interest 4,374 51,967 -540
Nikkei 225(CME) e-Mini Yen
Dec17 171207 22560 22630 22560 22560 +320 1 14 +0
Mar18 171228 22790 22930 22740 22790 -120 5 13 +5
Jun18 171228 22630 22630 22630 22630 -120      
Total Volume and Open Interest 5 13 +5
CAC 40(EURONEXT)
Jan18 171228 5361.5 5370.0 5328.5 5338.0 -30.0 33,208 288,594 -7,912
Feb18 171228 5355.5 5362.0 5335.5 5335.5 -30.0 14 309 +9
Mar18 171228 5353.5 5361.0 5328.0 5333.0 -30.0 123 27,422 -62
Jun18 171228 5201.5 5201.5 5201.5 5201.5 -29.5 0 13,001 +0
Sep18 171228 5189.5 5189.5 5189.5 5189.5 -30.0 0 3,000 +0
Dec18 171228 5161.5 5161.5 5161.5 5161.5 -30.0 0 7,001 +0
Total Volume and Open Interest 33,345 339,329 -7,965
Hang Seng Index(HKFE)
Dec17 171228 29663 29791 29592 29777 +105 199,678 78,732 -35,892
Jan18 171228 29719 29961 29643 29940 +221 92,547 95,010 +53,348
Total Volume and Open Interest 293,070 186,019 +17,817
DAX(EUREX)
Mar18 171228 13046.5 13067.0 12958.0 12965.0 -111.5 36,046 139,020 +5,102
Jun18 171228 13061.5 13063.0 12980.0 12986.5 -111.0 29 1,359 -18
Sep18 171228 13062.0 13062.0 12975.0 12975.0 -111.5 0 2 +0
Total Volume and Open Interest 36,075 140,381 +5,084
Mini-DAX(EUREX)
Dec17 171215 13041.0 13058.0 13005.0 13028.0 -58.5 18,886 10,906 +363
Mar18 171228 13047.0 13066.0 12957.0 12965.0 -111.5 13,264 10,443 +446
Jun18 171228 13055.0 13077.0 12986.5 12986.5 -111.0 6 1,014 -24
Total Volume and Open Interest 13,270 11,470 +423
DJ EuroSTOXX 50(EUREX)
Dec17 171215 3550 3560 3542 3549 -13 2,230,245 1,193,559 -413,890
Mar18 171228 3538 3539 3506 3508 -33 612,743 3,408,459 -1,033
Jun18 171228 3452 3452 3425 3425 -34 64 56,945 +9,649
Total Volume and Open Interest 612,810 3,470,934 +8,616
Swiss Market Index(EUREX)
Dec17 171215 9374 9402 9365 9398 +3 90,181 84,731 -16,883
Mar18 171228 9345 9346 9303 9310 -42 13,307 222,662 +3,996
Jun18 171228 9171 9171 9140 9145 -41 8 6,895 +0
Total Volume and Open Interest 13,315 229,565 +4,001
FT-SE 100(EURONEXT)
Mar18 171228 7562.00 7581.50 7556.00 7566.00 +6.00 0 630,665 +517
Jun18 171228 7488.00 7488.00 7482.00 7488.00 +6.00 0 160 +0
Sep18 171228 7428.00 7428.00 7422.00 7428.00 +6.00      
Total Volume and Open Interest 0 630,825 +517
SPI 200(SFE)
Mar18 171228 6022.0 6052.0 6013.0 6046.0 +24.0 19,249 296,303 -1,503
Jun18 171228 6036.0 6036.0 6036.0 6036.0 +24.0 0 3,424 +0
Sep18 171228 5981.0 5981.0 5981.0 5981.0 +24.0 0 2,598 +0
Total Volume and Open Interest 19,289 303,545 -61,984
FTSE MIB(ISE)
Mar18 171228 22125.00 22140.00 22010.00 22031.00 -92.00 11,071 36,345 -498
Jun18 171228 21615.00 21640.00 21571.00 21571.00 -100.00 0 14 +0
Sep18 171228 21471.00 21471.00 21471.00 21471.00 -100.00 0 2 +0
Total Volume and Open Interest 11,071 36,361 -498
KOSPI 200(KFE)
Mar18 171228 321.75 326.15 321.05 326.15 +4.45      
Jun18 171228 322.50 326.55 318.30 326.45 +3.75      
Sep18 171228 322.50 326.30 322.50 326.30 +4.30 6 3,635 +2
Total Volume and Open Interest 173,303 324,354 +3,693
GSCI(CME)
Jan18 171228 438.85 440.30 438.20 439.50 +2.20 62 13,989 +53
Feb18 171228 440.10 440.10 440.10 440.10 +2.20      
Mar18 171228 441.85 441.85 441.85 441.85 +2.20      
Total Volume and Open Interest 62 13,989 +53
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