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 27, 2018
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan19 181227 870.75 876.00 867.00 869.00 -1.00 30,790 67,772 -11,500
Mar19 181227 883.75 889.00 880.50 882.50 -0.50 51,735 325,990 +4,261
May19 181227 897.00 902.00 893.50 895.50 -0.75 11,366 125,016 +1,134
Jul19 181227 910.00 915.25 906.50 908.50 -0.75 5,981 114,879 +542
Aug19 181227 916.00 919.50 911.50 913.50 -0.75 391 9,078 +97
Sep19 181227 921.75 922.75 915.25 917.00 -0.50 125 3,496 +3
Nov19 181227 926.00 931.00 923.50 925.25 -0.50 2,127 49,906 +137
Jan20 181227 939.75 942.75 934.50 936.00 +0.25 52 1,675 +1
Mar20 181227 948.25 948.50 942.25 944.00 +0.75 2 1,095 +0
May20 181227 952.25 956.25 950.75 952.25 +0.75 2 393 -2
Jul20 181227 962.25 964.75 959.50 961.00 +0.75 26 673 +11
Aug20 181227 960.50 960.50 960.50 960.50 +0.50 0 51 +0
Sep20 181227 956.00 956.00 956.00 956.00 +1.25 0 51 +0
Nov20 181227 953.25 958.75 953.25 955.00 +1.75 40 1,026 +8
Total Volume and Open Interest 102,637 701,165 -5,308
Soybean Meal(CBOT)
Jan19 181227 303.40 305.50 302.90 303.90 +0.50 26,254 24,747 -7,985
Mar19 181227 307.90 310.10 307.40 308.30 +0.40 40,552 185,194 +1,392
May19 181227 311.40 313.40 310.80 311.70 +0.40 10,320 87,264 +515
Jul19 181227 315.10 317.00 314.30 315.40 +0.40 5,294 63,158 +502
Aug19 181227 317.00 318.70 316.00 317.00 +0.30 749 12,285 -85
Sep19 181227 318.10 319.70 317.40 318.30 +0.30 162 12,564 +41
Oct19 181227 320.10 320.10 317.40 318.70 +0.20 138 12,042 +6
Dec19 181227 320.10 321.60 319.30 320.40 +0.60 1,048 32,061 +216
Jan20 181227 322.20 322.20 320.60 321.40 +0.70 45 3,199 +1
Mar20 181227 323.50 323.50 322.20 322.50 +0.50 0 3,501 +0
Total Volume and Open Interest 84,562 437,389 -5,397
Soybean Oil(CBOT)
Jan19 181227 27.49 27.57 27.27 27.31 -0.05 20,314 24,230 -6,550
Mar19 181227 27.80 27.86 27.58 27.63 -0.02 36,509 211,393 +189
May19 181227 28.06 28.11 27.85 27.90 -0.02 12,277 94,028 -970
Jul19 181227 28.32 28.40 28.13 28.18 -0.02 3,374 67,766 +606
Aug19 181227 28.49 28.54 28.28 28.32 -0.03 742 13,916 -63
Sep19 181227 28.62 28.68 28.43 28.46 -0.03 305 11,841 +26
Oct19 181227 28.76 28.78 28.53 28.59 -0.03 806 8,271 +350
Dec19 181227 28.98 29.03 28.76 28.81 -0.04 1,541 32,051 +174
Jan20 181227 29.13 29.24 29.05 29.09 -0.04 87 2,418 +47
Mar20 181227 29.49 29.60 29.37 29.40 -0.04 26 3,287 +7
Total Volume and Open Interest 76,587 473,806 -5,919
Canola(WCE)
Jan19 181227 470.6 474.5 470.6 473.8 unch 9,565 9,654 -7,938
Mar19 181227 483.0 484.9 480.5 483.5 unch 14,224 104,973 +4,509
May19 181227 490.3 493.7 489.1 492.0 +0.6 4,288 33,951 +1,595
Jul19 181227 497.2 501.4 496.9 499.8 +1.2 2,293 11,759 +1,398
Nov19 181227 496.0 497.4 494.8 496.7 +1.1 1,747 7,681 +439
Total Volume and Open Interest 32,190 168,242 +39
Corn(CBOT)
Mar19 181227 373.25 376.50 373.25 374.50 +1.25 54,836 784,169 -1,405
May19 181227 381.00 384.25 381.00 382.25 +1.00 19,683 226,742 +2,034
Jul19 181227 388.50 391.50 388.50 389.50 +0.75 11,384 222,737 +1,383
Sep19 181227 391.00 393.75 390.75 392.00 +0.75 1,915 113,601 +350
Dec19 181227 395.50 398.50 395.50 396.25 +0.50 4,001 200,403 +422
Mar20 181227 404.50 407.75 404.50 405.75 +0.75 239 14,368 +0
May20 181227 411.75 412.75 411.00 411.50 +1.00 14 1,818 -3
Jul20 181227 416.75 417.75 415.50 416.00 +0.75 89 5,118 +19
Sep20 181227 409.75 409.75 408.25 408.25 unch 0 658 +0
Dec20 181227 411.00 412.25 409.50 409.75 -0.25 42 7,094 +4
Total Volume and Open Interest 92,209 1,577,091 +2,809
Wheat(CBOT)
Mar19 181227 511.50 513.00 507.25 510.50 +0.50 22,528 221,276 -2,313
May19 181227 519.00 520.25 514.00 517.75 unch 7,039 70,007 -839
Jul19 181227 527.00 528.75 522.25 525.75 unch 5,091 75,869 +1,227
Sep19 181227 535.50 538.50 531.50 535.00 +0.50 1,093 22,295 +82
Dec19 181227 549.50 551.25 546.25 549.50 +0.75 728 27,899 -96
Mar20 181227 559.75 561.50 557.00 560.50 +1.25 44 4,522 +5
Total Volume and Open Interest 36,538 427,784 -1,934
Wheat(KCBT)
Mar19 181227 497.25 498.75 491.25 495.00 -0.50 8,628 179,463 -1,368
May19 181227 508.00 510.00 503.00 507.00 unch 2,387 52,923 +367
Jul19 181227 521.50 521.75 514.75 518.75 -0.25 1,738 37,992 +296
Sep19 181227 532.75 533.50 526.75 531.25 +0.25 459 8,653 +176
Dec19 181227 548.00 549.75 544.25 548.50 +0.50 159 7,143 +0
Mar20 181227 557.75 561.00 557.00 560.50 +0.75 0 560 +0
May20 181227 565.00 567.25 565.00 567.25 +1.00 0 187 +0
Total Volume and Open Interest 13,371 287,580 -529
Wheat(MGE)
Mar19 181227 549.00 554.75 544.50 552.25 +3.00 933 33,609 +9
May19 181227 555.25 560.25 550.50 558.00 +2.75 530 12,352 -5
Jul19 181227 562.00 568.00 558.50 565.25 +2.75 245 4,743 +88
Sep19 181227 573.25 575.50 566.50 573.75 +2.50 122 5,641 +17
Dec19 181227 586.75 589.75 581.25 588.50 +2.50 123 3,350 +56
Mar20 181227 593.00 598.75 593.00 598.75 +2.50 1 156 +0
Total Volume and Open Interest 1,954 59,856 +165
Oats(CBOT)
Mar19 181227 275.00 276.75 272.50 273.50 -2.00 116 4,572 -37
May19 181227 278.25 279.25 275.50 276.75 -2.25 6 542 +5
Jul19 181227 280.00 280.00 279.25 279.25 -1.25 0 43 +0
Sep19 181227 269.00 269.00 269.00 269.00 -0.50 0 23 +0
Total Volume and Open Interest 122 5,344 -32
Rough Rice(CBOT)
Jan19 181227 10.31 10.31 10.03 10.13 -0.19 357 1,684 -260
Mar19 181227 10.40 10.40 10.10 10.23 -0.13 500 5,853 +112
May19 181227 10.48 10.48 10.26 10.37 -0.10 2 44 +0
Jul19 181227 10.52 10.52 10.52 10.52 -0.10      
Total Volume and Open Interest 859 7,581 -148
Live Cattle(CME)
Dec18 181227 121.785 123.900 121.730 122.930 +1.580 736 2,447 -538
Feb19 181227 123.000 124.900 123.000 123.950 +1.200 13,473 132,292 -631
Apr19 181227 125.385 126.680 125.385 126.000 +0.750 9,505 98,404 +2,653
Jun19 181227 116.250 117.080 116.150 116.830 +0.680 4,022 81,912 +347
Aug19 181227 113.400 113.885 113.080 113.730 +0.345 870 24,363 +159
Oct19 181227 115.000 115.450 114.785 115.180 +0.250 487 8,711 +167
Total Volume and Open Interest 29,348 353,417 +2,260
Feeder Cattle(CME)
Jan19 181227 148.200 149.600 147.985 149.000 +0.900 1,353 13,891 -294
Mar19 181227 145.850 147.350 145.685 146.650 +0.865 2,078 22,113 +120
Apr19 181227 146.500 147.685 146.350 147.050 +0.550 758 5,360 +55
May19 181227 146.630 147.630 146.485 147.050 +0.400 499 4,097 -61
Aug19 181227 150.600 151.450 150.485 150.850 +0.220 271 2,809 +70
Sep19 181227 150.935 151.080 150.500 150.685 +0.535 19 255 +6
Oct19 181227 149.985 150.200 149.985 150.035 +0.550 10 52 -1
Total Volume and Open Interest 4,992 48,605 -104
Lean Hogs(CME)
Feb19 181227 61.180 61.200 60.200 60.580 +0.200 14,990 76,195 +56
Apr19 181227 67.680 67.700 66.600 66.680 -0.520 9,361 50,141 +1,519
May19 181227 74.230 74.230 73.450 73.635 -0.345 28 1,721 +3
Jun19 181227 82.400 82.480 81.650 81.750 -0.250 2,836 27,838 -137
Jul19 181227 82.980 83.250 82.300 82.450 -0.380 545 17,090 -57
Aug19 181227 82.700 82.850 82.000 82.180 -0.270 517 20,923 +118
Oct19 181227 67.930 67.930 67.535 67.650 -0.030 67 6,332 +14
Dec19 181227 61.800 61.830 61.630 61.750 +0.100 48 1,497 +6
Total Volume and Open Interest 28,410 201,906 +1,534
Class III Milk(CME)
Dec18 181227 13.82 13.84 13.80 13.84 unch 202 4,399 -98
Jan19 181227 14.22 14.24 14.18 14.23 +0.04 132 5,106 +36
Feb19 181227 14.44 14.49 14.41 14.45 +0.02 106 3,812 +37
Mar19 181227 14.85 14.92 14.83 14.92 +0.04 67 3,312 +0
Apr19 181227 15.34 15.41 15.33 15.39 +0.03 34 2,023 +10
May19 181227 15.74 15.77 15.70 15.77 +0.01 8 1,901 +2
Jun19 181227 15.97 16.02 15.95 16.00 +0.02 14 1,990 -5
Jul19 181227 16.29 16.33 16.25 16.33 +0.03 5 1,329 +0
Aug19 181227 16.45 16.52 16.45 16.52 +0.03 0 1,097 +0
Sep19 181227 16.64 16.69 16.64 16.69 +0.05 5 1,202 +5
Oct19 181227 16.55 16.55 16.55 16.55 +0.02 6 946 +6
Nov19 181227 16.47 16.47 16.47 16.47 +0.02 7 979 +7
Dec19 181227 16.35 16.35 16.35 16.35 unch 0 834 +0
Total Volume and Open Interest 586 28,941 +0
Cocoa(ICE)
Mar19 181227 2385 2401 2347 2373 -56 10,240 104,982 -505
May19 181227 2423 2423 2370 2402 -52 2,894 43,765 +76
Jul19 181227 2426 2431 2381 2412 -57 1,146 26,244 +245
Sep19 181227 2436 2439 2388 2418 -61 490 20,135 +164
Dec19 181227 2450 2450 2391 2421 -66 173 20,586 -48
Mar20 181227 2439 2439 2394 2425 -69 57 11,012 +16
May20 181227 2436 2436 2408 2434 -69 4 2,329 +0
Total Volume and Open Interest 15,006 230,525 -52
Coffee "C"(ICE)
Mar19 181227 103.70 103.80 100.90 101.75 -2.15 9,092 130,611 -174
May19 181227 106.90 106.90 104.10 104.90 -2.10 2,629 57,074 +235
Jul19 181227 109.55 109.70 106.95 107.75 -2.05 1,289 33,849 +112
Sep19 181227 112.45 112.45 109.80 110.55 -2.00 745 21,886 +111
Dec19 181227 115.85 116.05 113.60 114.30 -2.00 220 12,767 +25
Mar20 181227 119.95 119.95 117.85 118.10 -1.95 58 5,587 -10
Total Volume and Open Interest 14,163 271,825 +342
Orange Juice(ICE)
Jan19 181227 127.15 127.50 123.00 123.80 -4.40 355 1,953 -262
Mar19 181227 127.15 127.45 124.50 124.60 -3.10 490 11,943 +134
May19 181227 127.70 127.75 125.50 125.55 -2.60 9 1,709 +2
Jul19 181227 129.20 129.20 126.90 127.00 -2.40 11 688 +11
Sep19 181227 129.75 129.75 128.55 128.55 -1.75 47 224 +0
Nov19 181227 130.00 130.50 129.90 129.90 -1.55 5 48 +0
Total Volume and Open Interest 917 16,570 -115
Sugar #11(ICE)
Mar19 181227 12.39 12.44 12.23 12.25 -0.14 19,188 374,838 +2,056
May19 181227 12.43 12.49 12.29 12.30 -0.13 7,421 183,084 +1,162
Jul19 181227 12.66 12.66 12.42 12.44 -0.12 4,225 132,711 +289
Oct19 181227 12.91 12.91 12.71 12.73 -0.11 858 97,250 -59
Mar20 181227 13.45 13.47 13.30 13.33 -0.10 371 45,653 +134
May20 181227 13.49 13.51 13.38 13.40 -0.09 111 10,933 +71
Jul20 181227 13.50 13.51 13.38 13.40 -0.10 141 8,962 +125
Oct20 181227 13.57 13.57 13.46 13.48 -0.10 84 9,864 +42
Total Volume and Open Interest 32,417 868,536 +3,820
London Cocoa(LCE)
Mar19 181227 1747 1761 1726 1753 +49 9,863 77,689 -2,539
May19 181227 1784 1784 1744 1771 +51 6,351 44,906 -641
Jul19 181227 1761 1779 1745 1771 +48 4,371 35,312 +292
Sep19 181227 1750 1777 1743 1768 +44 1,533 29,165 -74
Dec19 181227 1751 1776 1740 1766 +40 852 35,250 +48
Mar20 181227 1748 1777 1742 1766 +37 1,435 14,445 +560
May20 181227 1775 1775 1770 1773 +37 382 5,458 -6
Total Volume and Open Interest 25,696 245,941 -1,728
London Sugar(LCE)
Mar19 181227 338.20 339.60 335.20 335.90 -1.80 3,527 47,208 -343
May19 181227 343.80 344.20 340.50 340.70 -2.30 1,246 19,740 +171
Aug19 181227 348.50 349.10 346.10 346.40 -1.90 426 12,956 -18
Oct19 181227 352.00 352.60 350.30 350.60 -1.40 132 5,366 +8
Dec19 181227 357.00 357.20 355.70 356.10 -0.90 24 2,927 +16
Total Volume and Open Interest 5,406 90,434 -127
Cotton(ICE)
Mar19 181227 73.80 74.18 71.87 72.06 -1.44 13,412 124,594 +883
May19 181227 74.94 75.40 73.14 73.32 -1.41 5,720 37,074 -176
Jul19 181227 75.99 76.38 74.09 74.28 -1.50 2,271 17,433 -137
Oct19 181227 73.08 73.08 73.08 73.08 -1.16 1 8 +0
Dec19 181227 73.79 73.95 72.77 73.05 -0.75 585 30,584 -25
Mar20 181227 74.50 74.50 73.98 73.98 -0.70 14 1,060 +5
Total Volume and Open Interest 22,012 212,048 +552
Lumber(CME)
Jan19 181227 337.0 338.2 332.2 332.7 +0.3 191 949 -89
Mar19 181227 341.8 341.8 335.0 336.4 +0.2 184 2,268 +81
May19 181227 344.0 344.0 341.4 341.8 +1.0 16 596 +7
Jul19 181227 352.7 352.7 352.7 352.7 +1.0 8 144 +0
Total Volume and Open Interest 399 3,968 -1
Crude Oil(NYM)
Feb19 181227 46.58 46.70 44.37 44.61 -1.61 415,859 392,668 +997
Mar19 181227 46.87 47.01 44.65 44.90 -1.64 55,877 305,272 +4,419
Apr19 181227 47.27 47.35 45.00 45.23 -1.65 28,639 126,287 +3,550
May19 181227 47.58 47.63 45.39 45.63 -1.63 23,018 111,861 +1,845
Jun19 181227 47.99 48.02 45.80 46.04 -1.60 34,693 209,697 +2,684
Jul19 181227 48.36 48.36 46.17 46.39 -1.57 12,358 88,256 +2,078
Aug19 181227 48.17 48.21 46.43 46.67 -1.53 6,905 62,796 -48
Sep19 181227 48.72 48.80 46.68 46.89 -1.50 8,594 99,633 -952
Oct19 181227 48.82 48.82 46.85 47.07 -1.49 4,886 56,981 +1,188
Nov19 181227 48.74 48.74 47.07 47.25 -1.47 3,050 44,261 -408
Dec19 181227 49.23 49.23 47.16 47.42 -1.43 18,093 188,253 +370
Jan20 181227 48.30 48.30 47.34 47.52 -1.43 480 33,517 -47
Feb20 181227 48.45 48.52 47.49 47.63 -1.42 546 21,103 +24
Mar20 181227 48.04 48.10 47.59 47.75 -1.41 1,624 36,162 +358
Apr20 181227 48.14 48.22 47.85 47.85 -1.41 150 8,352 -22
May20 181227 47.96 47.96 47.96 47.96 -1.41 208 8,411 -27
Total Volume and Open Interest 626,051 2,073,992 +17,333
e-miNY Crude Oil(NYM)
Feb19 181227 46.575 46.700 44.350 44.600 -1.625 20,484 4,070 +518
Mar19 181227 46.725 47.150 44.675 44.900 -1.650 348 545 +40
Apr19 181227 47.475 47.475 45.050 45.225 -1.650 58 205 +15
May19 181227 45.625 47.625 45.450 45.625 -1.625 0 158 +0
Jun19 181227 47.100 47.700 46.050 46.050 -1.600 4 171 +3
Jul19 181227 46.675 46.675 46.400 46.400 -1.550 0 25 +0
Aug19 181227 47.900 47.900 46.675 46.675 -1.525 1 61 +1
Sep19 181227 46.900 46.900 46.900 46.900 -1.500 0 51 +0
Oct19 181227 47.075 47.075 47.075 47.075 -1.475 7 20 +0
Nov19 181227 47.250 47.250 47.250 47.250 -1.475 0 20 +0
Total Volume and Open Interest 20,915 5,500 +577
NY Harbor ULSD(NYM)
Jan19 181227 174.11 174.63 167.31 167.83 -5.53 13,655 27,120 -4,951
Feb19 181227 174.05 174.11 166.76 167.35 -5.45 30,033 102,252 +547
Mar19 181227 172.74 172.74 165.76 166.31 -5.18 16,069 69,611 -2,319
Apr19 181227 167.82 171.32 164.61 165.17 -4.89 8,390 40,174 -1,151
May19 181227 169.65 171.19 164.64 165.16 -4.80 2,696 24,725 +2
Jun19 181227 169.98 171.21 165.50 166.00 -4.66 4,416 29,283 -364
Jul19 181227 170.81 172.43 166.98 167.40 -4.52 1,438 11,830 +343
Aug19 181227 171.36 173.65 168.48 168.75 -4.39 1,123 6,476 +167
Sep19 181227 173.28 174.86 169.75 170.06 -4.32 654 5,993 +143
Oct19 181227 174.44 175.90 171.05 171.17 -4.28 352 4,829 +113
Nov19 181227 175.25 176.72 172.00 172.09 -4.21 282 4,065 +47
Dec19 181227 175.23 177.37 172.31 172.85 -4.15 1,327 23,311 +37
Jan20 181227 175.50 176.75 173.57 173.57 -4.12 227 4,008 -54
Feb20 181227 174.50 175.00 173.27 173.79 -4.13 168 3,085 -30
Total Volume and Open Interest 81,149 369,393 -7,258
RBOB Gasoline(NYM)
Jan19 181227 134.19 134.19 128.58 130.40 -2.64 15,948 32,514 -5,841
Feb19 181227 133.15 133.61 127.34 128.50 -3.49 32,432 128,197 +405
Mar19 181227 134.67 134.69 128.54 129.18 -4.01 13,285 80,590 +1,122
Apr19 181227 152.31 152.44 146.60 147.10 -4.14 4,980 35,057 +661
May19 181227 151.42 153.71 147.88 148.33 -4.21 2,707 33,674 +428
Jun19 181227 154.27 154.27 148.35 148.88 -4.25 3,029 27,867 -192
Jul19 181227 150.63 153.30 148.30 148.58 -4.23 1,132 15,358 +105
Aug19 181227 151.65 152.27 147.07 147.61 -4.21 365 7,577 -40
Sep19 181227 150.23 150.32 145.71 145.97 -4.17 578 14,745 +97
Oct19 181227 137.51 137.69 134.26 134.56 -4.08 230 8,056 +140
Total Volume and Open Interest 75,468 408,207 -2,938
e-miNY RBOB Gasoline(NYM)
Jan19 181227 133.00 133.00 130.40 130.40 -2.64 0 1 +0
Feb19 181227 128.50 128.50 128.50 128.50 -3.49      
Mar19 181227 129.18 129.18 129.18 129.18 -4.01      
Apr19 181227 147.10 147.10 147.10 147.10 -4.14      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan19 181227 3.500 3.666 3.441 3.642 +0.099 44,120 17,348 -5,535
Feb19 181227 3.424 3.554 3.359 3.546 +0.088 97,974 195,952 +8,676
Mar19 181227 3.244 3.360 3.200 3.353 +0.070 24,976 261,032 +600
Apr19 181227 2.852 2.890 2.831 2.885 +0.047 17,016 148,527 -26
May19 181227 2.809 2.835 2.788 2.827 +0.035 13,511 105,458 -2,850
Jun19 181227 2.840 2.872 2.829 2.867 +0.032 10,033 43,794 +220
Jul19 181227 2.884 2.916 2.870 2.909 +0.031 5,898 53,969 +387
Aug19 181227 2.870 2.900 2.861 2.899 +0.030 2,052 47,570 +76
Sep19 181227 2.840 2.863 2.825 2.862 +0.029 1,820 40,139 +98
Oct19 181227 2.869 2.889 2.851 2.886 +0.029 3,911 96,630 -221
Nov19 181227 2.900 2.929 2.894 2.926 +0.026 785 38,467 -127
Dec19 181227 3.073 3.080 3.044 3.074 +0.021 1,004 39,596 +171
Jan20 181227 3.188 3.191 3.156 3.186 +0.022 932 40,247 +171
Feb20 181227 3.108 3.121 3.099 3.116 +0.020 110 11,326 +21
Mar20 181227 2.912 2.924 2.898 2.921 +0.016 225 14,627 +6
Apr20 181227 2.556 2.568 2.546 2.560 +0.004 156 19,750 +26
Total Volume and Open Interest 224,557 1,232,998 +2,137
Brent Crude Oil(ICE)
Feb19 181227 54.65 54.67 51.94 52.16 -2.31 76,222 94,251 -14,849
Mar19 181227 54.99 54.99 52.51 52.73 -2.03 93,668 463,712 +12,417
Apr19 181227 55.26 55.26 52.79 52.99 -1.99 36,169 178,500 +1,173
May19 181227 55.36 55.36 53.09 53.30 -1.94 23,117 106,590 -2,666
Jun19 181227 55.49 55.60 53.36 53.58 -1.88 29,496 241,204 -3,061
Jul19 181227 55.67 55.72 53.57 53.79 -1.85 8,543 100,654 +580
Aug19 181227 55.53 55.65 53.74 53.93 -1.80 5,817 70,069 +885
Sep19 181227 55.55 55.73 53.81 54.00 -1.75 6,027 93,238 +191
Oct19 181227 55.52 55.52 53.91 54.08 -1.71 1,508 46,450 -346
Nov19 181227 54.20 54.20 54.20 54.20 -1.67 2,071 59,962 -76
Dec19 181227 55.75 55.98 54.06 54.30 -1.63 15,774 214,012 -414
Jan20 181227 55.40 55.40 54.43 54.43 -1.60 503 33,798 -19
Feb20 181227 54.54 54.54 54.54 54.54 -1.58 617 31,033 +97
Mar20 181227 54.67 54.67 54.67 54.67 -1.56 725 28,028 +125
Total Volume and Open Interest 314,857 2,183,465 -5,846
Gas Oil(ICE)
Jan19 181227 515.00 515.25 495.75 504.50 +0.25 19,895 106,916 -4,489
Feb19 181227 515.50 516.00 496.50 505.00 +0.25 25,837 130,863 -1,919
Mar19 181227 517.00 517.00 498.00 505.50 +0.25 10,093 83,723 +1,166
Apr19 181227 516.00 516.75 498.50 505.50 +0.50 4,672 51,967 +713
May19 181227 512.50 517.00 499.75 506.50 +0.75 3,015 35,041 +560
Jun19 181227 519.50 520.50 503.50 509.50 +1.25 5,208 61,030 +314
Jul19 181227 520.75 520.75 507.50 513.25 +2.00 841 28,721 +60
Aug19 181227 524.75 524.75 511.75 517.00 +2.50 813 22,871 +282
Sep19 181227 528.25 528.25 514.50 520.25 +2.50 510 28,894 +170
Oct19 181227 531.25 531.25 518.50 523.75 +3.00 449 21,457 +104
Total Volume and Open Interest 76,245 809,832 -2,196
Ethanol(CBOT)
Jan19 181227 1.228 1.250 1.228 1.247 +0.015 85 566 -64
Feb19 181227 1.258 1.270 1.258 1.269 +0.011 136 1,809 +18
Mar19 181227 1.294 1.294 1.283 1.291 +0.011 5 474 -2
Apr19 181227 1.311 1.311 1.311 1.311 +0.011 0 20 +0
May19 181227 1.324 1.324 1.324 1.324 +0.011 0 15 +0
Jun19 181227 1.358 1.358 1.358 1.358 +0.011 0 2 +0
Jul19 181227 1.380 1.380 1.380 1.380 +0.011      
Aug19 181227 1.380 1.380 1.380 1.380 +0.011      
Total Volume and Open Interest 226 2,886 -48
WTI Crude Oil(ICE)
Feb19 181227 46.24 46.35 44.37 44.61 -1.61 24,659 61,322 -1,672
Mar19 181227 46.36 46.67 44.67 44.90 -1.64 21,101 75,130 +364
Apr19 181227 46.70 47.01 45.01 45.23 -1.65 13,856 32,736 +311
May19 181227 47.08 47.40 45.41 45.63 -1.63 8,192 21,050 -190
Jun19 181227 47.21 47.77 45.82 46.04 -1.60 12,973 77,220 -2,906
Jul19 181227 47.74 48.00 46.39 46.39 -1.57 3,379 15,084 +181
Aug19 181227 48.10 48.30 46.67 46.67 -1.53 2,788 9,975 +644
Sep19 181227 48.30 48.30 46.66 46.89 -1.50 3,304 24,832 +971
Oct19 181227 48.47 48.61 47.07 47.07 -1.49 622 5,507 +204
Nov19 181227 47.25 47.25 47.25 47.25 -1.47 162 4,666 -51
Dec19 181227 48.35 48.40 47.19 47.42 -1.43 4,483 97,950 -160
Jan20 181227 47.52 47.52 47.52 47.52 -1.43 39 4,179 +12
Feb20 181227 47.63 47.63 47.63 47.63 -1.42 29 3,292 +11
Mar20 181227 47.75 47.75 47.75 47.75 -1.41 29 7,086 -23
Apr20 181227 47.85 47.85 47.85 47.85 -1.41 21 1,766 +20
May20 181227 47.96 47.96 47.96 47.96 -1.41 2 1,455 +0
Total Volume and Open Interest 99,464 546,715 -2,407
US Dollar Index(ICE)
Mar19 181227 96.460 96.495 95.935 96.000 -0.567 13,927 49,280 +355
Jun19 181227 95.745 95.880 95.445 95.495 -0.567 29 748 -7
Sep19 181227 95.000 95.000 95.000 95.000 -0.558 4 214 +0
Total Volume and Open Interest 13,963 50,245 +351
Australian Dollar(CME)
Mar19 181227 70.73 70.85 70.25 70.27 -0.36 38,356 116,230 +3,678
Jun19 181227 70.85 70.85 70.37 70.37 -0.35 11 373 +11
Sep19 181227 70.46 70.46 70.46 70.46 -0.36 0 122 +0
Total Volume and Open Interest 38,444 117,693 +3,680
British Pound(CME)
Mar19 181227 126.95 127.27 126.66 126.96 -0.03 44,100 207,103 +186
Jun19 181227 127.70 127.70 127.30 127.50 -0.04 5 547 +0
Sep19 181227 128.03 128.03 128.03 128.03 -0.05 0 305 +0
Total Volume and Open Interest 44,302 212,023 +247
Canadian Dollar(CME)
Mar19 181227 73.83 73.86 73.35 73.45 -0.33 43,573 154,318 +2,047
Jun19 181227 73.82 73.82 73.48 73.58 -0.33 80 2,418 +28
Sep19 181227 73.87 73.94 73.64 73.70 -0.33 10 852 +5
Dec19 181227 73.90 73.92 73.81 73.81 -0.32 12 163 +4
Total Volume and Open Interest 44,260 159,195 +2,050
Japanese Yen(CME)
Mar19 181227 90.41 91.08 90.39 90.84 +0.42 88,585 221,302 +4,557
Jun19 181227 91.53 91.68 91.31 91.53 +0.43 57 495 +50
Sep19 181227 92.23 92.23 92.23 92.23 +0.43 0 84 +0
Total Volume and Open Interest 90,555 224,458 +4,729
Swiss Franc(CME)
Mar19 181227 101.30 102.40 101.24 102.19 +0.89 17,200 70,587 -1,221
Jun19 181227 102.65 103.24 102.19 103.10 +0.89 0 93 +0
Sep19 181227 104.02 104.04 104.02 104.02 +0.91 0 21 +0
Total Volume and Open Interest 17,200 70,711 -1,221
EuroFX(CME)
Mar19 181227 114.37 115.33 114.34 115.27 +0.94 70,618 489,004 +1,402
Jun19 181227 115.52 116.21 115.41 116.18 +0.94 76 8,187 +29
Sep19 181227 116.42 117.10 116.42 117.10 +0.96 25 1,009 +2
Total Volume and Open Interest 71,477 508,253 +1,458
Mexican Peso(CME)
Jan19 181227 508.38 508.38 508.38 508.38 +7.25 0 5 +0
Feb19 181227 505.75 505.75 505.75 505.75 +7.13      
Total Volume and Open Interest 21,594 137,078 +4,436
Brazilian Real(CME)
Jan19 181227 254.60 258.35 253.80 256.85 +1.85 200 9,383 -112
Feb19 181227 255.00 257.90 253.45 256.45 +1.85 110 2,626 +66
Mar19 181227 253.20 257.00 253.15 255.90 +1.80 0 1,217 +0
Apr19 181227 255.45 255.70 252.60 255.45 +1.85      
Total Volume and Open Interest 310 13,226 -46
30-Year T-Bonds(CBOT)
Mar19 181227 144~160 145~280 144~150 145~170 +0~250 115,543 937,856 -5,449
Jun19 181227 144~270 145~010 143~280 144~270 +0~250 0 55 +0
Sep19 181227 144~270 144~270 144~270 144~270 +0~250      
Total Volume and Open Interest 115,543 937,911 -5,449
10-Year T-Notes(CBOT)
Mar19 181227 120~310 121~190 120~305 121~170 +0~160 513,369 3,971,240 -53,942
Jun19 181227 121~130 121~210 121~015 121~205 +0~170 18 1,295 -5
Sep19 181227 121~275 121~275 121~275 121~275 +0~170      
Total Volume and Open Interest 513,387 3,972,535 -53,947
5-Year T-Notes(CBOT)
Dec18 181227 114~064 114~106 114~040 114~100 +0~090 401 6,233 -14,810
Mar19 181227 114~000 114~126 113~314 114~116 +0~100 410,976 4,604,510 -60,525
Jun19 181227 114~116 114~116 114~116 114~116 +0~100      
Total Volume and Open Interest 411,377 4,610,743 -75,335
2 Year T-Notes(CBOT)
Dec18 181227 105~292 105~306 105~292 105~302 +0~026 426 1,494 -102
Mar19 181227 105~300 106~024 105~296 106~022 +0~034 256,163 2,699,141 +56,423
Jun19 181227 106~012 106~012 106~012 106~012 +0~040 0 5 +0
Total Volume and Open Interest 256,589 2,700,640 +56,321
Eurodollars(CME)
Mar19 181227 97.255 97.295 97.255 97.290 +0.030 129,398 1,431,840 -24,259
Jun19 181227 97.250 97.310 97.250 97.305 +0.045 115,796 1,247,080 -3,562
Sep19 181227 97.250 97.325 97.250 97.320 +0.055 106,878 1,263,277 -4,819
Dec19 181227 97.260 97.340 97.250 97.335 +0.065 179,998 1,768,959 -15,395
Mar20 181227 97.330 97.425 97.320 97.415 +0.070 173,689 1,185,098 +1,602
Jun20 181227 97.380 97.475 97.370 97.470 +0.075 115,328 1,046,013 -6,884
Sep20 181227 97.410 97.510 97.400 97.505 +0.075 102,205 785,420 -451
Dec20 181227 97.395 97.490 97.380 97.485 +0.075 92,718 976,869 +4,544
Mar21 181227 97.410 97.510 97.400 97.500 +0.075 71,944 555,208 -329
Jun21 181227 97.400 97.500 97.395 97.490 +0.070 61,098 413,124 +11,943
Sep21 181227 97.380 97.480 97.375 97.470 +0.070 41,423 310,385 -2,233
Dec21 181227 97.335 97.430 97.325 97.415 +0.070 49,113 289,954 +4,067
Mar22 181227 97.315 97.405 97.305 97.390 +0.070 25,492 233,400 -29
Jun22 181227 97.295 97.380 97.285 97.365 +0.065 29,321 187,285 +1,817
Sep22 181227 97.275 97.355 97.270 97.345 +0.065 20,008 145,260 +536
Dec22 181227 97.250 97.325 97.240 97.315 +0.065 15,210 141,758 +504
Mar23 181227 97.230 97.300 97.220 97.290 +0.060 9,206 72,756 -747
Jun23 181227 97.205 97.275 97.200 97.260 +0.055 6,459 73,337 +137
Total Volume and Open Interest 1,388,932 12,667,625 -30,256
Ultra T-Bond(CBOT)
Dec18 181219 159~12 159~12 158~25 158~28 +1~02 815 5,062 -488
Mar19 181227 159~16 161~05 159~05 160~13 +0~18 52,806 1,086,723 +1,086
Jun19 181227 161~09 161~09 161~09 161~09 +0~18      
Total Volume and Open Interest 52,806 1,086,723 +1,086
Ultra 10-Yr T-Note(CBOT)
Dec18 181219 128~285 128~285 128~225 128~235 +0~035 2,581 3,613 -2,326
Mar19 181227 128~270 129~210 128~265 129~170 +0~185 68,759 697,092 -1,523
Jun19 181227 129~170 129~170 129~170 129~170 +0~185      
Total Volume and Open Interest 68,759 697,092 -1,523
30 Day Federal Funds(CBOT)
Dec18 181227 97.723 97.725 97.723 97.723 unch 3,494 166,507 -2,708
Jan19 181227 97.595 97.600 97.595 97.600 unch 59,477 373,024 -24,200
Feb19 181227 97.610 97.610 97.605 97.605 -0.005 45,598 255,531 +19,442
Mar19 181227 97.595 97.610 97.595 97.605 +0.010 5,817 76,635 -1,453
Apr19 181227 97.575 97.605 97.575 97.600 +0.020 46,812 299,477 +6,333
May19 181227 97.560 97.595 97.560 97.590 +0.025 20,092 155,542 +5,784
Total Volume and Open Interest 252,311 2,254,841 +20,548
Japanese Govt Bonds(SGX)
Mar19 181227 152.35 152.45 152.15 152.45 +0.09 623 18,515 -9
Jun19 181227 152.45 152.45 152.45 152.45 +0.09      
Sep19 181227 152.45 152.45 152.45 152.45 +0.09      
Total Volume and Open Interest 623 18,515 -9
Euro-Buxl(EUREX)
Mar19 181227 180.50 181.70 180.44 181.44 +0.44 46,408 235,750 -4,937
Jun19 181227 179.92 179.92 179.92 179.92 +0.10      
Sep19 181227 179.92 179.92 179.92 179.92 +0.10      
Total Volume and Open Interest 46,408 235,750 -4,937
Euro-Bund(EUREX)
Mar19 181227 163.18 163.79 163.15 163.73 +0.37 696,497 1,911,682 -60,461
Jun19 181227 160.97 161.19 160.97 161.19 +0.37 7 75 +3
Sep19 181227 161.19 161.19 161.19 161.19 +0.37      
Total Volume and Open Interest 696,504 1,911,757 -60,458
Euro-Bobl(EUREX)
Mar19 181227 132.38 132.58 132.32 132.55 +0.19 352,760 1,429,940 -19,171
Jun19 181227 131.92 131.92 131.92 131.92 +0.19 0 25 +0
Sep19 181227 131.92 131.92 131.92 131.92 +0.19      
Total Volume and Open Interest 352,760 1,429,965 -19,171
Euro-Schatz(EUREX)
Mar19 181227 111.88 111.96 111.88 111.95 +0.06 176,787 1,766,662 +24,569
Jun19 181227 111.92 111.92 111.92 111.92 +0.06      
Sep19 181227 111.92 111.92 111.92 111.92 +0.06      
Total Volume and Open Interest 176,787 1,766,662 +24,569
3-Mth Euribor(EUREX)
Dec18 181217 100.315 100.315 100.310 100.310 unch 0 12,234 +0
Mar19 181227 100.300 100.300 100.300 100.300 unch 0 3,124 +0
Jun19 181227 100.295 100.295 100.295 100.295 unch 0 2,578 +0
Total Volume and Open Interest 526 14,819 -1
Long Gilt(LIFFE)
Dec18 181227 124~06 124~06 124~06 124~06 +0~02 3,529 18,336 -5,100
Mar19 181227 123~02 123~17 122~27 122~29 -0~15 148,238 766,587 +1,373
Total Volume and Open Interest 151,767 784,923 -3,727
3-Mth Short Sterling(LIFFE)
Mar19 181227 99.07 99.08 99.06 99.06 -0.01 50,738 854,849 -2,060
Jun19 181227 99.00 99.02 98.99 99.00 -0.01 38,050 428,316 -397
Sep19 181227 98.96 98.97 98.94 98.96 unch 67,208 525,935 +5,453
Dec19 181227 98.87 98.90 98.87 98.89 +0.01 61,480 474,447 -6,863
Mar20 181227 98.85 98.87 98.85 98.86 +0.01 35,000 304,571 -1,719
Jun20 181227 98.81 98.83 98.81 98.82 +0.01 36,765 288,497 -763
Total Volume and Open Interest 470,379 3,939,322 -476
3-Mth Euribor(LIFFE)
Mar19 181227 100.300 100.300 100.295 100.300 +0.005 32,045 547,696 -59
Jun19 181227 100.300 100.300 100.290 100.295 unch 65,177 700,492 +4,791
Sep19 181227 100.275 100.280 100.270 100.275 unch 43,199 677,354 +3,968
Total Volume and Open Interest 517,490 4,993,954 +15,967
3-Mth Aus T-Bills(SFE)
Mar19 181227 98.02 98.04 98.02 98.04 +0.01 17,257 210,296 -19,730
Jun19 181227 98.06 98.07 98.05 98.07 unch 11,484 213,019 -3,974
Sep19 181227 98.09 98.10 98.08 98.09 -0.01 14,711 187,415 -4,141
Dec19 181227 98.10 98.11 98.09 98.10 -0.02 13,072 184,740 -6,129
Mar20 181227 98.10 98.11 98.08 98.10 -0.02 7,894 121,655 -780
Jun20 181227 98.08 98.09 98.07 98.08 -0.02 3,655 109,819 -192
Sep20 181227 98.05 98.06 98.04 98.06 -0.02 3,094 53,582 -781
Dec20 181227 98.00 98.02 97.99 98.01 -0.02 3,484 25,587 +282
Mar21 181227 97.96 97.96 97.96 97.96 -0.03 135 4,562 +2
Jun21 181227 97.94 97.94 97.93 97.93 -0.04 32 3,462 +12
Total Volume and Open Interest 75,181 1,115,590 -35,150
10-Year Aus T-Bonds(SFE)
Mar19 181227 97.62 97.63 97.60 97.62 -0.02 103,593 1,220,296 -27,554
Jun19 181227 97.62 97.62 97.62 97.62 -0.02      
Total Volume and Open Interest 103,593 1,220,296 -27,554
3-Year Aus T-Bonds(SFE)
Mar19 181227 98.15 98.17 98.14 98.15 -0.02 111,537 1,056,583 -24,600
Jun19 181227 98.15 98.15 98.15 98.15 -0.02      
Total Volume and Open Interest 111,537 1,056,583 -24,600
Gold(CMX)
Dec18 181227 1276.7 1277.3 1276.7 1277.3 +8.1 27 100 -31
Feb19 181227 1270.1 1281.6 1269.1 1281.1 +8.1 137,241 325,166 +7,504
Apr19 181227 1275.9 1287.7 1275.6 1287.4 +8.2 3,897 52,652 +1,390
Jun19 181227 1284.1 1294.0 1282.2 1293.8 +8.3 2,547 40,983 +746
Aug19 181227 1293.1 1300.0 1290.0 1299.7 +8.1 541 8,781 +408
Oct19 181227 1296.4 1305.8 1296.4 1305.8 +8.2 14 2,202 +0
Dec19 181227 1304.0 1312.3 1300.2 1311.9 +8.2 155 9,033 +58
Feb20 181227 1314.8 1317.9 1312.4 1317.9 +8.2 0 316 +0
Apr20 181227 1323.8 1323.8 1323.8 1323.8 +8.2 0 71 +0
Jun20 181227 1329.6 1329.6 1329.6 1329.6 +8.2 0 725 +0
Aug20 181227 1335.4 1335.4 1335.4 1335.4 +8.2 0 4 +0
Oct20 181227 1341.3 1341.3 1341.3 1341.3 +8.2      
Total Volume and Open Interest 145,164 442,727 +9,730
Silver(CMX)
Dec18 181227 1519.1 1519.1 1519.1 1519.1 +18.7 0 12 -30
Mar19 181227 1511.5 1533.5 1500.5 1531.0 +18.7 30,107 142,033 -433
May19 181227 1518.0 1542.0 1509.5 1539.8 +18.6 744 10,322 +123
Jul19 181227 1528.0 1549.5 1518.5 1548.3 +18.6 331 12,229 +60
Sep19 181227 1545.5 1556.9 1539.5 1556.9 +18.4 33 2,646 +14
Dec19 181227 1551.0 1571.0 1540.5 1569.7 +18.3 286 4,027 +33
Mar20 181227 1582.6 1582.6 1582.6 1582.6 +18.3 0 129 +0
Total Volume and Open Interest 31,666 173,685 -228
Platinum(NYMEX)
Jan19 181227 799.4 802.3 785.1 796.1 -4.0 11,851 15,596 -4,485
Apr19 181227 803.6 807.1 790.1 801.4 -3.5 7,556 65,009 +4,349
Jul19 181227 808.2 811.5 795.6 806.7 -3.4 155 976 +92
Oct19 181227 805.0 811.4 805.0 811.4 -3.4 4 43 -2
Total Volume and Open Interest 19,576 81,640 -37
Palladium(NYMEX)
Mar19 181227 1187.30 1198.40 1181.50 1194.50 +8.60 1,916 23,107 +85
Jun19 181227 1179.50 1181.00 1168.50 1177.70 +8.60 37 3,013 -2
Sep19 181227 1154.60 1163.00 1154.60 1163.00 +8.40 0 23 +0
Total Volume and Open Interest 1,957 26,179 +83
Copper(CMX)
Dec18 181227 268.55 268.60 266.75 266.75 -4.10 374 1,017 -82
Mar19 181227 270.20 270.70 265.80 266.80 -3.20 38,593 129,021 +2,408
May19 181227 270.65 271.00 266.40 267.35 -3.15 3,080 30,231 +1,103
Jul19 181227 270.95 271.25 266.70 267.70 -3.15 1,188 18,463 -119
Sep19 181227 269.40 269.40 267.00 268.00 -3.20 643 13,824 +283
Total Volume and Open Interest 44,579 218,191 +3,644
E-mini DJIA Index(CBOT)
Mar19 181227 22875 23200 22242 23153 +255 247,770 83,210 +3,741
Jun19 181227 22867 23200 22254 23157 +252 364 214 +31
Sep19 181227 22858 23207 22355 23207 +257 0 1 +0
Dec19 181227 23220 23220 23220 23220 +258      
Total Volume and Open Interest 248,134 83,425 +3,772
S & P 500(CME)
Mar19 181227 2469.00 2498.00 2397.50 2494.90 +24.00 3,060 26,931 +2,427
Jun19 181227 2498.20 2498.20 2498.20 2498.20 +24.00 0 47 +0
Sep19 181227 2501.60 2501.60 2501.60 2501.60 +24.20      
Dec19 181227 2506.20 2506.20 2506.20 2506.20 +21.70      
Total Volume and Open Interest 3,060 26,978 +2,427
S & P 500 E-Mini(CME)
Mar19 181227 2470.25 2498.75 2397.00 2495.00 +24.00 1,292,750 2,790,461 +105,020
Jun19 181227 2473.00 2501.50 2400.25 2498.25 +24.00 5,350 17,461 -14
Sep19 181227 2439.00 2504.00 2404.00 2501.50 +24.00 519 558 +506
Dec19 181227 2438.50 2506.25 2424.25 2506.25 +21.75 0 10 +0
Total Volume and Open Interest 1,298,619 2,808,490 +105,512
NASDAQ 100 E-Mini(CME)
Mar19 181227 6283.00 6333.00 6053.25 6323.50 +38.00 449,594 207,664 +10,070
Jun19 181227 6302.50 6354.00 6078.25 6345.50 +37.75 2,595 587 +72
Sep19 181227 6364.00 6364.25 6117.50 6364.00 +21.75 2 10 +0
Total Volume and Open Interest 452,193 208,265 +10,143
S&P Midcap 400(CME) e-Mini
Dec18 181221 1644.30 1657.90 1644.30 1644.30 +0.30 7,357 17,642 -1,059
Mar19 181227 1639.70 1651.90 1591.60 1646.80 +7.40 12,344 69,900 +1,895
Jun19 181227 1651.20 1651.20 1599.60 1651.20 +5.20 0 3 +0
Total Volume and Open Interest 12,345 69,904 +1,896
Volatility Index(CBOE)
Dec18 181219 24.80 26.20 24.45 26.20 +1.52 90,291 56,617 +56,617
Jan19 181227 24.75 26.97 24.40 25.03 +0.35 94,326 177,066 -7,970
Feb19 181227 22.60 24.40 22.44 22.93 +0.30 54,084 75,253 +3,248
Mar19 181227 21.64 23.02 21.50 21.98 +0.35 19,761 36,852 +2,594
Total Volume and Open Interest 184,412 388,161 -3,162
S & P 600(CME)
Dec18 181221 828.55 828.55 828.55 828.55 +0.65      
Mar19 181227 834.30 834.30 834.30 834.30 +1.60      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar19 181227 1329.40 1337.20 1288.90 1333.70 +2.60 123,726 484,943 +2,949
Jun19 181227 1329.50 1340.20 1295.20 1337.50 +2.40 2 6 +0
Sep19 181227 1342.80 1342.80 1342.80 1342.80 -1.10      
Total Volume and Open Interest 123,728 484,949 +2,949
Nikkei 225(CME)
Mar19 181227 20060 20225 19540 20075 +5 6,465 20,807 +552
Jun19 181227 19555 20010 19390 19915 -5 0 33 +0
Total Volume and Open Interest 6,465 20,840 +552
Nikkei 225(SGX)
Mar19 181227 19430 20180 19320 19955 +495 71,087 154,615 +7,758
Jun19 181227 19265 19845 19265 19780 +490 38 1,507 -4
Sep19 181227 19745 19745 19745 19745 +495      
Total Volume and Open Interest 71,648 173,643 +8,154
Nikkei 225 Mini(JPX)
Mar19 181227 19320 20185 19320 20020 +630 1,373,659 279,691 +21,727
Jun19 181227 19135 19990 19130 19800 +610 32,055 7,485 +756
Sep19 181227 19110 19920 19110 19770 +680 615 715 +14
Total Volume and Open Interest 1,551,935 413,914 +25,745
Nikkei 225(JPX)
Mar19 181227 19320 20190 19320 20020 +630 93,247 277,760 +7,422
Jun19 181227 19130 19990 19130 19800 +610 720 11,705 +3
Sep19 181227 19290 19880 19190 19770 +680 10 249 -3
Total Volume and Open Interest 94,059 380,448 +7,412
Nikkei 225(CME) Yen
Mar19 181227 20025 20180 19495 20035 +10 21,720 60,613 +1,224
Jun19 181227 19770 19965 19320 19840 +5 1 18 -1
Sep19 181227 19820 19820 19820 19820 -15      
Total Volume and Open Interest 21,721 60,680 +1,223
Nikkei 225(CME) e-Mini Yen
Dec18 181213 21710 21850 21710 21710 +70 1 351 +1
Mar19 181227 20040 20040 19510 20040 +10 1 2 +1
Jun19 181227 19840 19840 19840 19840 unch      
Total Volume and Open Interest 1 2 +1
CAC 40(EURONEXT)
Jan19 181227 4691.5 4703.5 4552.0 4596.0 -27.5 127,762 0 -290,615
Feb19 181227 4687.0 4687.0 4549.5 4593.0 -27.5 139 0 -5,043
Mar19 181227 4683.0 4697.0 4547.0 4590.5 -27.5 975 0 -12,343
Total Volume and Open Interest 141,410    
Hang Seng Index(HKFE)
Dec18 181227 25880 25940 25322 25394 -232 265,914 82,573 -26,831
Jan19 181227 25906 25977 25308 25412 -252 69,024 63,960 +39,698
Total Volume and Open Interest 337,545 165,475 +14,148
DAX(EUREX)
Mar19 181227 10626.0 10701.0 10268.5 10366.5 -247.0 82,549 122,074 +14,821
Jun19 181227 10658.0 10674.0 10303.0 10383.0 -248.0 141 709 +49
Sep19 181227 10373.0 10373.0 10373.0 10373.0        
Mini-DAX(EUREX)
Dec18 181221 10578.0 10614.0 10513.0 10570.5 -38.0 49,968 13,824 +284
Mar19 181227 10612.0 10696.0 10270.0 10366.5 -247.0 4,449 10,170 +4,447
Jun19 181227 10586.0 10676.0 10290.0 10383.0 -248.0 229 246 +137
Total Volume and Open Interest 76,170 10,416 -9,240
DJ EuroSTOXX 50(EUREX)
Dec18 181221 2995 3001 2957 2973 -28 1,627,746 1,644,021 -337,622
Mar19 181227 2981 2994 2895 2923 -58 1,508,163 3,807,271 +188,495
Jun19 181227 2889 2903 2814 2841 -58 10,749 181,900 -97
Total Volume and Open Interest 3,186,674 4,091,433 -1,452,613
Swiss Market Index(EUREX)
Dec18 181221 8400 8414 8373 8401 -23 128,702 98,227 -27,551
Mar19 181227 8345 8406 8037 8058 -241 52,301 209,721 +7,211
Jun19 181227 8186 8186 7880 7880 -240 377 18,360 -6
Total Volume and Open Interest 132,804 228,081 -91,022
FT-SE 100(EURONEXT)
Mar19 181227 6633.00 6692.50 6475.00 6529.50 -82.00 208,644 662,233 +18,938
Jun19 181227 6476.00 6476.00 6445.00 6449.50 -81.50 7 18 +4
Sep19 181227 6384.00 6384.00 6384.00 6384.00 -82.00 12 19 +0
Total Volume and Open Interest 208,663 662,270 -61,423
SPI 200(SFE)
Mar19 181227 5480.0 5555.0 5475.0 5553.0 +140.0 76,849 315,337 +17,608
Jun19 181227 5539.0 5539.0 5539.0 5539.0 +140.0 0 3,080 +0
Sep19 181227 5484.0 5484.0 5484.0 5484.0 +140.0 0 2,841 +0
Total Volume and Open Interest 76,995 322,617 -103,109
FTSE MIB(ISE)
Mar19 181227 18245.00 18260.00 17815.00 17983.00 -307.00 20,756 77,770 +4,219
Jun19 181227 17765.00 17765.00 17355.00 17506.00 -299.00 3 32 +2
Sep19 181227 17405.00 17405.00 17405.00 17405.00 -299.00      
Total Volume and Open Interest 57,179 124,647 -47,437
KOSPI 200(KFE)
Mar19 181227 257.85 262.35 257.50 261.45 +4.15 161,125 280,583 -1,508
Jun19 181227 257.90 262.60 257.90 261.70 +4.05 122 21,510 +3
Sep19 181227 261.95 262.40 261.95 262.10 +3.95 2 140 +0
Total Volume and Open Interest 161,253 342,299 -961
GSCI(CME)
Jan19 181227 376.60 378.20 373.35 375.00 -5.55 28 15,243 -1
Feb19 181227 375.05 375.05 375.05 375.05 -5.55      
Mar19 181227 377.55 377.55 377.55 377.55 -5.55      
Total Volume and Open Interest 28 15,243 -1
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

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

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