b18 futures...copyright 2020 investor's business daily inc. currentprevious food...
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Copyright 2020 Investor's Business Daily Inc.
Current Previous
FoodFlour hard winter KC cwt 15.45 15.70
Coffee parana ex–dock NY per lb. 1.0843 1.0913
Coffee medlin ex–dock NY per lb. 1.6359 1.6398
Cocoa beans NY per ton 2766 2724
Cocoa butter African styl $ met ton 4000 4000
HogsIowa/Minnbarrows&giltswtdav 56.38 56.38
Feedercattle 500–550 lb Okl av cwt 145.63 145.63
Pork loins 13–19 lb FOB Omaha av cwt 78.43 78.43
GrainsCorn No. 2 yellow Chi processor bid 4.33 4.33
Soybeans No. 1 yellow 11.89 11.89
Soybean Meal Cen Ill 48pct protein–ton 394.90
Wheat No. 2 Chi soft 5.83¼ 5.83¼
Wheat N. 1 dk 14pc–pro Mpls. 5.53½ 5.53½
Oats No. 2 heavy or Better 3.42¼ 3.42¼Corn oil crude wet/dry mill Chi. lb. .44½ ...Soybean oil crude Decatur lb. .39¾ ...Copper Cathode full plate 3.3367 3.3120
Molybdenum per metric ton LME 20,173 20,173
GoldLondon Morning Fixing $1808.05 $1808.55
London afternoon fixing $1779.30 $1810.20NY Handy & Harman $1779.30 $1810.20NY Engelhard $1814.00 $1805.00NY Mercantile $1781.90 $1805.50
Textiles & FibersCotton 1–1–16 in. strict low middling 68.67 67.57Coal Central Appalachia $ per short ton 52.75 52.75
Raw ProductsNatural Gas Henry Hub, $ per mmbtu 2.850 2.880
a–Asked,b–Bid,n–Normal,r–Revised,nq–Not Quot-ed,n.a.–Not Available.
GrainsWHEAT (CBOT) – 5,000 bu minimum– cents per bushel
638.25 479.50 Dec 20 5,106 592.25 600.25 589.25 596.50 +8.25
637.75 488.25 Mar 21 207,193 600.50 607.75 598.50 606.00 +9.50
636.25 494.25 May 21 48,307 603.50 610.50 601.50 609.25 +9.50
624.75 496.25 Jul 21 86,317 599.50 608.25 597.50 606.75 +9.75
625.75 503.75 Sep 21 21,219 601.25 610.00 599.75 608.75 +9.25
630.25 514.00 Dec 21 32,533 608.25 617.00 606.75 615.75 +9.00
631.00 527.00 Mar 22 6,620 612.75 622.75 612.75 622.25 +9.25
Est. Vol. 104,911 Vol. 163,104 open int 409,952 –6,874
CORN (CBOT) – 5,000 bu minimum– cents per bushel429.75 320.00 Dec 20 42,365 420.25 426.25 418.50 425.50 +5.50
435.75 331.50 Mar 21 897,756 428.00 435.50 425.75 433.75 +6.25
438.25 339.75 May 21 215,396 430.25 438.00 429.00 436.75 +6.50
438.50 346.25 Jul 21 214,169 431.50 438.50 430.25 437.25 +5.75
417.50 349.50 Sep 21 80,490 412.50 417.50 412.25 417.50 +5.00
414.75 357.00 Dec 21 187,451 410.50 414.75 410.25 414.50 +3.75
419.75 367.00 Mar 22 14,821 415.75 419.50 415.50 419.25 +3.25
423.50 373.25 May 22 1,821 416.75 420.75 416.75 420.75 +3.25
427.75 376.25 Jul 22 15,552 417.00 421.25 417.00 421.25 +3.75
427.75 369.50 Sep 22 1,580 395.00 395.75 395.00 395.75 +1.50
417.25 369.00 Dec 22 9,031 395.25 396.75 395.25 396.75 +2.00
Est. Vol. 243,025 Vol. 489,555 open int 1,681,027 –33,347
OATS (CBOT) – 5,000 bu minimum– cents per bushel310.00 250.50 Dec 20 1,029 287.25 288.50 283.00 288.50 +2.75
315.00 254.50 Mar 21 4,072 299.50 301.25 296.25 299.50 –0.75
317.00 254.50 May 21 260 303.75 304.50 300.50 303.25 –1.00
Est. Vol. 423 Vol. 860 open int 5,479 –134
SOYBEANS (CBOT) – 5,000 bu minimum– cents per bushel1200.0 835.75 Jan 21 316,843 1186.0 1194.0 1179.3 1191.8 +7.75
1200.3 824.75 Mar 21 253,918 1187.5 1195.0 1181.0 1192.8 +7.00
1198.5 823.75 May 21 124,493 1185.5 1192.3 1179.0 1191.0 +7.00
1194.5 831.25 Jul 21 106,349 1180.5 1189.0 1175.5 1186.8 +7.00
1171.5 834.00 Aug 21 7,061 1157.0 1165.5 1157.0 1164.5 +7.00
1113.0 829.00 Sep 21 7,489 1096.8 1107.3 1096.8 1105.3 +6.50
1060.0 826.50 Nov 21 83,981 1050.0 1059.0 1046.3 1057.3 +7.25
1058.5 832.00 Jan 22 9,880 1050.5 1056.8 1045.3 1055.8 +6.75
1040.0 832.25 Mar 22 27,550 1032.0 1039.8 1028.8 1039.8 +6.75
Est. Vol. 92,029 Vol. 178,243 open int 948,963 +2,610
SOYBEAN MEAL (CBOT) – 100 tons– dollars per ton402.40 286.20 Dec 20 11,646 398.40 399.20 394.50 398.50 +1.60
401.30 287.90 Jan 21 129,459 397.10 397.40 393.10 396.30 +0.40
398.80 288.50 Mar 21 115,691 396.10 396.30 392.00 395.20 +0.40
395.10 286.50 May 21 67,859 390.80 392.50 388.30 392.00 +1.00
392.70 288.90 Jul 21 38,899 388.50 390.00 385.60 389.60 +1.10
384.20 290.00 Aug 21 6,621 379.00 381.50 378.20 381.50 +0.80
371.00 289.70 Sep 21 7,015 365.60 368.20 365.40 367.70 +0.50
356.70 289.00 Oct 21 8,350 351.20 354.00 351.20 353.80 +1.20
354.70 289.60 Dec 21 26,135 351.00 352.20 348.80 351.90 +1.20
3071.0 290.90 Mar 22 2,155 342.20 342.70 341.40 342.70 +0.90
Est. Vol. 59,357 Vol. 164,391 open int 419,862 –6,268
SOYBEAN OIL (CBOT) – 60,000 lbs– cents per lb39.32 25.90 Dec 20 7,314 38.40 38.99 38.35 38.70 +0.52
39.02 26.21 Jan 21 153,387 38.10 38.65 37.91 38.43 +0.57
38.60 26.40 Mar 21 114,001 37.81 38.38 37.69 38.19 +0.54
38.28 26.60 May 21 76,317 37.63 38.09 37.50 37.92 +0.46
37.99 26.88 Jul 21 49,937 37.31 37.88 37.31 37.72 +0.42
37.34 27.00 Aug 21 13,292 36.98 37.32 36.91 37.19 +0.39
36.67 27.09 Sep 21 9,801 36.26 36.64 36.26 36.52 +0.40
35.87 27.20 Oct 21 11,853 35.64 35.87 35.56 35.87 +0.41
35.76 27.34 Dec 21 32,679 35.18 35.70 35.18 35.62 +0.50
35.76 28.09 Mar 22 2,374 35.03 35.12 35.02 35.12 +0.45
Est. Vol. 80,071 Vol. 163,620 open int 477,719 +2,530
WHEAT (CBOT) – 5,000 bu minimum– cents per bushel581.00 420.75 Dec 20 2,310 547.50 563.00 547.50 561.50 +17.8
586.50 432.75 Mar 21 129,107 555.50 566.75 554.00 565.25 +14.8
591.25 441.75 May 21 33,207 562.00 572.25 560.25 571.25 +14.8
595.00 449.75 Jul 21 37,403 566.00 576.00 564.50 575.00 +14.5
600.00 459.50 Sep 21 7,120 571.50 580.00 570.75 580.00 +14.0
606.25 472.25 Dec 21 6,469 580.00 588.00 579.25 588.00 +13.8
Est. Vol. 26,934 Vol. 51,329 open int 216,714 –3,196
ROUGH RICE (CBOT) – 2,000 CWT– dollars per CWT12.93 11.55 Jan 21 8,639 12.48 12.69 12.44 12.68 +0.225
13.00 11.69 Mar 21 277 12.62 12.84 12.62 12.84 +0.24
12.60 11.82 Sep 21 30 12.10 12.10 12.05 12.05 +0.0050
Est. Vol. 379 Vol. 230 open int 8,951 +64
MeatsCATTLE (CME) – 40,000 lbs.– cents per lb.
122.30 89.25 Dec 20 24,197 111.25 111.72 110.55 110.62 –0.75
123.97 93.95 Feb 21 111,523 114.02 114.25 112.97 113.25 –0.92
124.50 97.00 Apr 21 64,452 117.30 117.70 116.70 116.95 –0.47
123.22 91.27 Jun 21 53,924 112.15 112.50 111.65 111.90 –0.42
112.10 91.70 Aug 21 11,664 111.37 111.70 111.02 111.35 –0.25
115.57 101.50 Oct 21 6,273 114.50 114.97 114.50 114.67 –0.30
118.00 107.20 Dec 21 2,489 117.10 117.27 116.55 117.00 –0.37
119.97 111.87 Feb 22 852 118.62 118.62 118.37 118.37 –0.33
121.20 116.20 Apr 22 170 119.32 119.65 119.15 119.15 –0.45
Est. Vol. 26,967 Vol. 38,009 open int 275,553 –240
FEEDER CATTLE (CME) – 50,000 lbs.– cents per lb.150.25 114.00 Jan 21 19,573 139.62 140.97 139.40 139.82 –0.35
145.30 118.65 Mar 21 9,534 138.65 139.90 138.65 139.00 –0.27
145.65 126.15 Apr 21 2,956 139.87 140.92 139.75 140.32 –0.08
145.70 127.00 May 21 3,249 140.65 141.62 140.50 141.22 +0.17
147.27 134.92 Aug 21 1,939 145.95 146.85 145.95 146.20 –0.25
147.47 136.82 Sep 21 129 146.80 147.00 146.45 146.45 –0.25
147.07 141.10 Oct 21 31 146.70 146.70 146.35 146.35 –0.22
146.60 142.85 Nov 21 1 146.60 146.60 146.60 146.60 +0.35
Est. Vol. 5,487 Vol. 8,008 open int 37,414 +257
HOGS LEAN (CME) – 40,000 lbs.– cents per lb.72.80 47.25 Dec 20 21,651 66.17 66.20 65.55 65.87 –0.30
73.50 52.57 Feb 21 82,425 67.87 67.97 66.22 67.25 –0.42
76.25 58.10 Apr 21 42,231 70.90 71.00 69.72 70.37 –0.38
79.50 63.55 May 21 1,590 75.22 75.45 74.70 74.97 –0.83
83.97 68.50 Jun 21 26,707 81.32 81.40 80.40 80.92 –0.25
83.97 69.10 Jul 21 14,669 81.87 81.92 81.05 81.57 –0.15
81.87 70.95 Aug 21 7,690 81.12 81.22 80.47 81.02 –0.05
74.17 62.62 Oct 21 3,273 69.27 69.40 69.02 69.32 +0.02
65.00 58.97 Dec 21 791 64.57 64.60 64.40 64.57 –0.03
Est. Vol. 17,903 Vol. 22,282 open int 201,172 –392
Foods
COCOA (ICE) – 10 metric tons– $ per ton
2821.0 2118.0 Mar 21 93,096 2766.0 2782.0 2701.0 2766.0 +42.0
2761.0 2122.0 May 21 49,586 2690.0 2714.0 2641.0 2695.0 +28.0
2728.0 2129.0 Jul 21 26,202 2682.0 2684.0 2610.0 2663.0 +25.0
2694.0 2131.0 Sep 21 13,061 2654.0 2659.0 2581.0 2634.0 +25.0
2668.0 2124.0 Dec 21 10,609 2636.0 2636.0 2564.0 2614.0 +23.0
2661.0 2131.0 Mar 22 5,061 2630.0 2630.0 2576.0 2606.0 +21.0
Est. Vol. 33,613 Vol. open int 203,205 +1,040
COFFEE C (ICE) – 37,500 lbs.– cents per lb.150.35 99.05 Mar 21 115,146 119.70 124.80 119.65 124.20 +7.05
150.65 100.55 May 21 43,584 121.10 126.35 121.10 125.85 +6.85
151.55 102.00 Jul 21 35,861 123.30 127.85 123.30 127.35 +6.65
152.25 103.45 Sep 21 24,407 124.65 129.00 124.65 128.50 +6.40
153.95 105.20 Dec 21 17,679 125.85 130.05 125.85 129.70 +6.15
155.20 107.00 Mar 22 5,730 129.00 131.15 128.60 130.95 +6.00
158.60 110.50 Sep 22 2,286 130.90 133.00 130.65 132.95 +5.75
150.00 112.05 Dec 22 2,977 131.90 133.85 131.35 133.80 +5.80
Est. Vol. 50,672 Vol. open int 254,743 +1,175
ORANGE JUICE (ICE) – 15,000 lbs.– cents per lb.131.00 102.85 Jan 21 7,041 127.50 128.80 127.50 128.70 +1.35
132.75 105.05 Mar 21 3,017 128.30 128.80 128.00 128.80 +1.20
133.45 107.50 May 21 473 128.25 128.35 127.90 128.35 +0.85
Est. Vol. 656 Vol. open int 10,682 +14
SUGAR–WORLD 11 (ICE) – 112,000 lbs.– cents per lb.15.66 10.29 Mar 21 427,461 14.88 15.18 14.76 14.82 +0.05
14.63 10.40 May 21 219,647 14.07 14.29 13.96 14.02 +0.07
14.34 10.51 Jul 21 133,729 13.49 13.68 13.43 13.48 +0.08
14.27 10.82 Oct 21 103,136 13.44 13.58 13.36 13.41 +0.08
14.63 11.38 Mar 22 65,394 13.75 13.89 13.74 13.78 +0.10
14.56 11.19 May 22 42,009 13.38 13.50 13.37 13.41 +0.11
14.49 11.02 Jul 22 35,272 13.16 13.30 13.15 13.21 +0.12
14.59 11.02 Oct 22 31,193 13.13 13.29 13.10 13.20 +0.13
Est. Vol. 72,094 Vol. open int 1,081,278 –4,438
MetalsGOLD (CMX) – 100 troy oz.– dollars per troy oz.
2089.2 1458.8 Dec 20 47,043 1806.1 1817.0 1770.7 1781.9 –23.6
1964.2 1772.9 Jan 21 4,221 1809.9 1820.0 1772.9 1784.8 –24.0
2099.2 1461.7 Feb 21 376,515 1812.1 1822.6 1776.5 1788.1 –23.1
2107.6 1467.0 Apr 21 64,625 1816.7 1826.0 1781.2 1792.1 –23.0
2112.7 1464.2 Jun 21 30,490 1819.8 1828.1 1784.3 1795.0 –22.8
2120.0 1485.0 Aug 21 7,400 1824.0 1826.4 1787.0 1797.5 –22.7
2125.7 1496.7 Oct 21 4,107 1819.0 1819.0 1792.0 1799.8 –22.8
2129.6 1460.3 Dec 21 9,215 1828.0 1834.1 1791.0 1802.3 –22.7
2121.7 1601.6 Feb 22 531 1836.7 1836.8 1804.8 1804.8 –22.7
1992.2 1822.6 Aug 22 1 1822.6 1823.2 1814.8 1814.8 –22.7
Est. Vol. 364,228 Vol. 350,258 open int 544,399 –10,854
MINI GOLD (CBOT) – 33.2 troy oz.– dollars per troy oz.2080.6 1484.4 Dec 20 66 1802.4 1802.4 1769.1 1781.9 –23.6
2092.5 1488.6 Feb 21 149 1812.6 1812.6 1775.8 1788.1 –23.1
2089.4 1491.0 Apr 21 14 1813.4 1813.4 1785.0 1792.1 –23.0
Est. Vol. 67 Vol. 14 open int 239 –14
PLATINUM (NYM) – 50 troy oz.– dollars per troy oz.1043.4 596.20 Jan 21 47,549 970.40 974.20 948.40 964.80 –5.00
1038.0 599.00 Apr 21 8,075 977.20 978.10 953.40 970.30 –4.00
1877.4 766.00 Jul 21 144 980.00 980.00 961.00 973.30 –4.20
Est. Vol. 15,433 Vol. 15,425 open int 55,798 +1,151
PALLADIUM (NYM) – 100 troy oz– dollars per oz2725.7 1350.0 Dec 20 636 2349.2 2428.5 2342.4 2424.4 +81.8
2676.7 1390.1 Mar 21 9,314 2366.3 2443.0 2357.0 2439.7 +75.0
Est. Vol. 2,673 Vol. 2,459 open int 10,068 –357
SILVER (CMX) – 5,000 troy oz.– cents per troy oz.3019.0 1180.0 Dec 20 16,420 2337.5 2350.5 2232.5 2255.3 –80.9
3020.0 1185.0 Jan 21 676 2340.0 2351.5 2237.0 2258.9 –79.8
3036.5 1188.9 Mar 21 119,548 2348.5 2357.5 2240.0 2263.9 –80.7
3059.5 1191.5 May 21 10,524 2355.5 2362.0 2250.0 2271.1 –80.8
3085.0 1194.9 Jul 21 5,012 2369.0 2369.0 2260.5 2279.2 –80.8
3066.0 1197.8 Sep 21 1,785 2310.0 2310.0 2284.5 2285.7 –80.8
3022.5 1201.5 Dec 21 1,682 2368.0 2370.5 2290.0 2295.9 –80.8
Est. Vol. 115,637 Vol. 90,913 open int 155,435 –6,657
MINI SILVER (CBOT) – 1,000 oz.– cents per oz.3012.0 1186.0 Dec 20 90 2260.0 2260.0 2231.0 2255.3 –80.9
2959.2 1188.6 Jan 21 9 2220.0 2258.9 2220.0 2258.9 –79.8
2970.3 1188.9 Mar 21 293 2325.0 2325.0 2231.9 2263.9 –80.7
2985.7 1191.5 May 21 2 2337.6 2337.6 2253.3 2271.1 –80.8
Est. Vol. 106 Vol. 19 open int 396 –35
HI GRADE COPPER (CMX) – 25,000 lbs.– cents per lb.340.65 200.00 Dec 20 10,715 331.65 340.65 330.90 339.95 +9.00
341.10 210.00 Jan 21 3,046 332.00 341.10 331.70 340.65 +8.85
341.60 211.90 Feb 21 1,199 334.70 341.60 334.70 341.20 +8.65
342.50 208.00 Mar 21 161,330 333.60 342.50 333.00 341.75 +8.70
336.30 212.45 Apr 21 549 336.30 341.95 336.20 341.95 +8.70
342.70 212.70 May 21 27,580 333.90 342.70 333.75 342.10 +8.50
341.70 213.35 Jun 21 255 338.00 342.25 338.00 342.25 +8.45
342.80 208.25 Jul 21 21,087 336.10 342.80 336.00 342.25 +8.35
342.50 209.00 Sep 21 5,263 335.80 342.50 335.80 342.25 +8.20
342.00 215.00 Dec 21 3,268 335.85 342.15 335.85 342.15 +8.05
341.80 215.00 Mar 22 412 341.80 342.10 341.80 342.10 +7.90
Est. Vol. 117,057 Vol. 97,951 open int 236,089 –555
OilsLIGHT SWEET CRUDE (NYM) – 1,000 bbl.– dollars per bbl.
58.92 26.22 Jan 21 407,944 45.90 46.09 44.55 45.53 –0.18
57.68 27.22 Feb 21 195,025 46.12 46.27 44.77 45.74 –0.17
57.41 27.66 Mar 21 179,395 46.22 46.37 44.95 45.91 –0.12
56.36 28.15 Apr 21 90,951 46.27 46.41 45.08 46.01 –0.10
56.01 29.00 May 21 81,684 46.21 46.42 45.19 46.06 –0.08
56.50 29.09 Jun 21 214,022 46.24 46.37 45.16 46.07 –0.05
55.36 30.00 Jul 21 61,287 46.19 46.19 45.30 46.03 –0.04
55.25 30.10 Aug 21 46,836 46.01 46.16 45.15 45.96 –0.02
55.00 30.61 Sep 21 66,022 46.02 46.08 45.11 45.87 –0.04
55.00 31.25 Oct 21 37,973 45.85 45.90 45.09 45.77 –0.04
55.00 32.25 Nov 21 37,645 45.78 45.83 45.00 45.69 –0.05
54.85 31.18 Dec 21 283,305 45.72 45.82 44.90 45.62 –0.05
53.82 32.02 Jan 22 36,761 45.48 45.52 45.36 45.52 –0.06
53.39 33.00 Jun 22 62,837 45.32 45.41 44.69 45.23 –0.07
52.41 35.00 Sep 22 12,134 45.25 45.26 45.12 45.12 –0.08
52.88 34.75 Dec 22 94,064 45.11 45.34 44.65 45.12 –0.10
52.11 37.04 Jun 23 27,890 44.70 45.07 44.70 45.04 –0.14
52.35 37.89 Dec 23 34,458 45.26 45.42 45.05 45.11 –0.15
Est. Vol. 629,363 Vol. 1,083,145 open int 2,112,146 +29,128
NATURAL GAS (NYM) – 10,000 mm btu's, $ per mm btu3.507 2.421 Jan 21 293,695 2.950 2.963 2.828 2.843 –0.118
3.452 2.389 Feb 21 91,814 2.938 2.938 2.818 2.832 –0.104
3.320 2.294 Mar 21 194,836 2.853 2.862 2.763 2.776 –0.089
3.052 2.070 Apr 21 83,695 2.720 2.742 2.672 2.685 –0.049
3.011 2.057 May 21 56,805 2.700 2.725 2.665 2.682 –0.036
3.043 2.109 Jun 21 36,708 2.720 2.759 2.704 2.719 –0.035
3.085 2.165 Jul 21 31,435 2.778 2.813 2.759 2.774 –0.033
3.095 2.181 Aug 21 25,881 2.797 2.834 2.782 2.796 –0.031
3.082 2.161 Sep 21 39,468 2.789 2.830 2.777 2.791 –0.031
3.118 2.193 Oct 21 93,353 2.820 2.859 2.802 2.819 –0.032
3.175 2.277 Nov 21 40,104 2.893 2.931 2.879 2.897 –0.027
3.305 2.450 Dec 21 33,359 3.033 3.070 3.021 3.044 –0.023
3.401 2.567 Jan 22 32,804 3.139 3.172 3.122 3.147 –0.022
3.328 2.528 Feb 22 23,001 3.084 3.084 3.063 3.080 –0.020
3.108 2.407 Mar 22 26,383 2.915 2.916 2.901 2.910 –0.023
2.670 2.176 Apr 22 23,887 2.519 2.519 2.511 2.519 –0.016
2.598 2.130 May 22 12,209 2.481 2.481 2.461 2.470 –0.007
2.584 2.202 Jun 22 6,504 2.493 2.499 2.492 2.499 –0.005
2.982 2.598 Feb 23 1,134 2.878 2.878 2.877 2.877 –0.004
Est. Vol. 213,074 Vol. 323,664 open int 1,200,880 –13,797
HEATING OIL (NYM) – 42,000 gal, cents per gal202.19 96.66 Dec 20 10,216 139.20 139.20 135.51 138.05 –0.61
199.40 99.30 Jan 21 113,842 139.65 140.15 135.94 138.49 –0.43
197.74 102.30 Feb 21 45,783 140.41 140.82 136.73 139.20 –0.41
196.02 104.18 Mar 21 35,615 141.04 141.17 137.45 139.89 –0.35
193.56 105.35 Apr 21 24,422 141.33 141.33 137.75 140.19 –0.29
191.84 106.76 May 21 13,422 140.53 140.65 138.93 140.53 –0.25
192.72 107.93 Jun 21 29,744 142.12 142.12 139.39 140.97 –0.21
190.18 110.00 Jul 21 9,455 142.73 142.73 141.11 141.58 –0.23
189.86 111.99 Aug 21 6,224 142.07 142.30 140.98 142.30 –0.20
189.71 113.39 Sep 21 9,564 142.88 143.12 142.88 143.12 –0.19
189.66 115.89 Nov 21 5,687 144.55 144.72 144.55 144.72 –0.14
189.48 115.00 Dec 21 36,226 145.43 145.51 144.08 145.25 –0.12
185.78 123.07 Jun 22 5,736 145.31 145.92 145.31 145.92 –0.08
184.98 128.55 Dec 22 8,725 149.11 149.11 148.36 148.94 +0.02
Est. Vol. 76,216 Vol. 189,600 open int 376,749 –38
NY HARBOR GAS BLEND (NYM) – 42,000 gallons– dollars per gallon1.6398 0.6748 Jan 21 138,168 1.2771 1.2815 1.2439 1.2660 –0.0050
1.6228 0.7235 Feb 21 36,668 1.2816 1.2893 1.2524 1.2746 –0.0045
1.6323 0.7329 Mar 21 42,584 1.2977 1.3047 1.2685 1.2911 –0.0035
1.8043 0.8835 Apr 21 36,914 1.4160 1.4233 1.3881 1.4120 –0.0011
Est. Vol. 72,778 Vol. 201,112 open int 396,675 –751
Woods And FibersLUMBER (CME) – 110,000 bd. ft.– $ per 1,000 bd. ft.
760.40 289.60 Jan 21 1,947 620.50 632.10 614.30 630.90 +13.8
690.00 288.10 Mar 21 623 569.30 583.10 569.30 580.00 +10.7
650.00 286.60 May 21 308 539.50 545.30 539.50 544.50 +8.90
638.00 346.10 Jul 21 148 518.50 523.40 518.50 520.50 +2.80
Est. Vol. 79 Vol. 187 open int 3,026 –1
COTTON 2 (ICE) – 50,000 lbs.– cents per lb.73.00 50.18 Dec 20 205 71.53 71.68 71.53 71.68 +0.88
74.27 51.64 Mar 21 139,111 72.73 73.50 72.40 73.24 +0.88
75.08 52.80 May 21 35,988 73.59 74.31 73.27 74.06 +0.85
75.62 53.86 Jul 21 19,266 73.94 74.96 73.94 74.71 +0.82
72.44 54.23 Oct 21 5 72.44 72.44 72.36 72.36 +0.71
71.81 54.00 Dec 21 21,959 71.00 71.58 70.70 71.44 +0.71
70.00 54.72 Dec 22 835 69.87 69.87 69.87 69.87 +0.71
Est. Vol. 13,890 Vol. open int 219,158 –390
IndexesS&P COMP. INDEX (CME) – 250 x index
3658.4 2214.3 Dec 20 28,644 3632.0 3636.5 3628.8 3636.5 +9.20
Est. Vol. 21 Vol. 1,219 open int 28,744 +239
S&P MINI INDEX (CME) – 50 x index3668.0 2171.3 Dec 20 2,476,206 3630.3 3642.8 3612.8 3636.5 +9.25
3657.5 2211.0 Mar 21 74,303 3623.3 3634.0 3605.0 3627.9 +9.40
3640.0 2202.4 Jun 21 1,429 3617.0 3620.0 3600.5 3617.7 +9.20
Est. Vol. 625,442 Vol. 1,020,981 open int 2,549,828 +507
MINI DOW JONES (CBOT) – $5 x DJIA index30165 18270 Dec 20 87,986 29862 29978 29696 29874 +46.0
30053 18147 Mar 21 6,962 29758 29860 29620 29771 +47.0
Est. Vol. 98,553 Vol. 138,982 open int 94,976 –3,610
MINI NASDAQ 100 INDE (CME) – $20 x index12444 6948.0 Dec 20 243,370 12168 12307 12127 12257 +105.0
12420 6936.0 Mar 21 4,501 12172 12301 12131 12252 +106.0
12386 6923.0 Jun 21 454 12172 12284 12165 12236 +104.0
Est. Vol. 293,390 Vol. 386,698 open int 248,124 +866
RUSSELL 2000 (CME) – 500 x index2044.2 1234.2 Dec 20 9,093 2044.2 2045.6 2044.2 2045.6 +7.10
Est. Vol. 2 Vol. 217 open int 9,093 –87
FinancialsUS TREASURY BONDS (CBOT) – $100,000 prin– pts & 32nds of 100 pct
181-17 5-31 Dec 20 136,225 172-28 173-30 172-27 173-28 +1–00
181-05 170-22 Mar 21 1,084,866 173-31 175-02 173-31 175-01 +1–01
Est. Vol. 274,607 Vol. 987,707 open int 1,219,652 –142,039
10 YEAR TREASURY (CBOT) – $100,000 prin–pts & 32nds & a half 32nd140-11 0-12 Dec 20 350,087 138-08 138-18 138-07 138-18 +09
140-08 136-26 Mar 21 3,070,342 137-28 138-06 137-28 138-06 +095
139-20 137-00 Jun 21 na 137-25 138-06 137-25 138-06 +095
Est. Vol. 1,080,182 Vol. 3,326,387 open int 3,420,675 –51,186
5 YEAR TREASURY (CBOT) – $100,000 prin–pts & 32nds & a half 32nd126-12 124-19 Dec 20 273,056 125-18 125-22 125-18 125-22 +033
126-16 125-14 Mar 21 2,979,367 125-28 126-00 125-28 126-00 +033
Est. Vol. 709,228 Vol. 2,450,195 open int 3,253,284 –78,311
2 YR. TREASURY NOTES (CBOT) – $200,000 prin–pts & 32nds & a quarter 32nd110-18 110-06 Dec 20 241,307 110-13 110-13 110-13 110-13 0.00000
110-17 110-10 Mar 21 1,746,407 110-13 110-13 110-13 110-13 0.00000
Est. Vol. 539,856 Vol. 1,414,144 open int 1,977,490 –15,686
EURODOLLARS (IMM) – $1 million–pts of 100 pct.99.78 98.33 Dec 20 1,122,125 99.75 99.75 99.75 99.75 +0.0030
99.80 99.72 Jan 21 114,225 99.78 99.78 99.78 99.78 +0.0050
99.81 99.73 Feb 21 64,426 99.78 99.79 99.78 99.79 +0.0050
99.87 98.37 Mar 21 1,145,572 99.78 99.79 99.78 99.79 +0.0050
99.81 99.78 Apr 21 1,381 99.80 99.80 99.80 99.80 +0.0050
99.80 99.78 May 21 na 99.80 99.80 99.80 99.80 +0.0050
99.89 98.36 Jun 21 867,157 99.79 99.80 99.79 99.80 +0.0050
99.89 98.36 Sep 21 772,465 99.78 99.79 99.78 99.79 +0.0050
99.88 98.31 Dec 21 837,539 99.75 99.75 99.75 99.75 +0.0050
99.88 98.31 Mar 22 712,275 99.70 99.72 99.70 99.72 +0.01
99.86 98.28 Jun 22 605,443 99.69 99.70 99.69 99.70 +0.01
99.84 98.26 Sep 22 495,043 99.67 99.69 99.67 99.69 +0.01
99.82 98.22 Dec 22 468,989 99.64 99.67 99.64 99.66 +0.01
99.81 98.21 Mar 23 596,298 99.63 99.64 99.63 99.64 +0.01
99.79 98.19 Jun 23 360,772 99.58 99.61 99.58 99.60 +0.01
99.76 98.17 Sep 23 362,557 99.55 99.56 99.54 99.56 +0.015
99.72 98.14 Dec 23 357,534 99.48 99.51 99.48 99.50 +0.02
99.69 98.11 Mar 24 249,816 99.43 99.46 99.43 99.45 +0.02
99.66 98.08 Jun 24 217,997 99.37 99.41 99.36 99.40 +0.025
99.61 98.04 Sep 24 199,188 99.31 99.34 99.31 99.34 +0.03
99.56 98.00 Dec 24 190,092 99.23 99.28 99.23 99.28 +0.035
99.53 98.00 Mar 25 146,453 99.17 99.22 99.17 99.22 +0.04
99.50 97.94 Jun 25 108,300 99.11 99.16 99.11 99.16 +0.04
99.51 97.92 Sep 25 60,096 99.05 99.09 99.05 99.09 +0.045
99.51 97.88 Dec 25 15,727 99.01 99.03 99.00 99.03 +0.045
99.34 97.90 Mar 26 8,706 98.95 98.97 98.95 98.97 +0.05
99.30 97.88 Jun 26 5,047 98.89 98.92 98.89 98.92 +0.055
99.27 97.85 Sep 26 5,537 98.83 98.86 98.83 98.86 +0.055
Est. Vol. 611,810 Vol. 1,215,802 open int 10,094,047 +23,398
US DOLLAR INDEX (ICE) – 1000 x index103.80 91.74 Dec 20 31,520 92.00 92.03 91.74 91.80 –0.16
104.36 91.69 Mar 21 1,366 91.93 91.98 91.69 91.74 –0.16
Est. Vol. 10,134 Vol. 8,404 open int 32,970 +1,057
AUSTRALIAN DOLLAR (IMM) – 100,000 dollars, $ per A $0.7416 0.5549 Dec 20 128,992 0.7364 0.7400 0.7353 0.7391 +0.0024
0.7400 0.6995 Jan 21 782 0.7363 0.7400 0.7359 0.7393 +0.0024
0.7408 0.5770 Mar 21 1,038 0.7370 0.7401 0.7360 0.7396 +0.0025
0.7390 0.5761 Sep 21 226 0.7384 0.7402 0.7384 0.7402 +0.0024
Est. Vol. 83,045 Vol. 84,713 open int 131,255 –276
BRITISH POUND (IMM) – 62,500 pounds, $ per pound1.3488 1.1523 Dec 20 139,331 1.3387 1.3401 1.3295 1.3318 –0.0066
1.3403 1.2726 Jan 21 245 1.3401 1.3403 1.3312 1.3326 –0.0065
1.3392 1.2910 Feb 21 918 1.3338 1.3354 1.3317 1.3327 –0.0065
1.3505 1.1525 Mar 21 3,853 1.3396 1.3411 1.3305 1.3329 –0.0065
Est. Vol. 117,568 Vol. 92,529 open int 144,851 +1,893
CANADIAN DOLLAR (IMM) – 100,000 dollars, $ per Cdn. dlr0.7736 0.6840 Dec 20 136,473 0.7692 0.7709 0.7678 0.7700 +0.0005
0.7730 0.7469 Jan 21 923 0.7691 0.7708 0.7691 0.7702 +0.0005
0.7736 0.6879 Mar 21 3,379 0.7695 0.7714 0.7684 0.7703 +0.0005
0.7736 0.6884 Jun 21 1,549 0.7693 0.7709 0.7684 0.7703 +0.0004
0.7730 0.6877 Sep 21 410 0.7686 0.7704 0.7686 0.7704 +0.0005
Est. Vol. 59,475 Vol. 63,257 open int 143,177 +2,354
MEXICAN PESO (IMM) – 500,000 pesos, $ per peso0.0517 0.0382 Dec 20 136,115 0.0500 0.0501 0.0497 0.0498 –0.00019
0.0511 0.0377 Mar 21 2,004 0.0495 0.0495 0.0492 0.0493 –0.00019
Est. Vol. 42,939 Vol. 39,537 open int 138,208 +1,421
JAPANESE YEN (IMM) – 12.5 million yen, $ per 100 yen0.9888 0.9063 Dec 20 183,916 0.9577 0.9625 0.9575 0.9614 +0.0036
0.9699 0.9375 Jan 21 271 0.9588 0.9632 0.9588 0.9623 +0.0037
0.9701 0.9447 Feb 21 34 0.9610 0.9631 0.9610 0.9625 +0.0036
0.9924 0.9091 Mar 21 2,404 0.9596 0.9636 0.9595 0.9629 +0.0036
Est. Vol. 115,123 Vol. 82,811 open int 186,897 +7,394
SWISS FRANC (IMM) – 125,000 francs, $ per franc1.1144 1.0218 Dec 20 50,057 1.1016 1.1066 1.1002 1.1054 +0.0042
1.1176 1.0266 Mar 21 614 1.1051 1.1096 1.1045 1.1087 +0.0042
Est. Vol. 26,352 Vol. 23,443 open int 50,769 +381
EURO – 125,000 Euros, $ per Euro1.2037 1.0748 Dec 20 628,522 1.1921 1.1966 1.1889 1.1960 +0.0039
1.1979 1.1632 Jan 21 1,236 1.1930 1.1979 1.1915 1.1974 +0.0039
1.2045 1.0778 Mar 21 8,666 1.1948 1.1995 1.1919 1.1989 +0.0040
1.2078 1.0804 Jun 21 932 1.1984 1.2013 1.1959 1.2013 +0.0040
1.2050 1.0830 Sep 21 1,192 1.2014 1.2038 1.1975 1.2038 +0.0040
Est. Vol. 200,543 Vol. 187,230 open int 642,020 –2,546
30 DAY FEDERAL FUNDS (CBOT) – $5 million– pts. of 100 pct.100.01 98.56 Nov 20 149,455 99.92 99.92 99.91 99.91 ...
100.03 98.58 Dec 20 118,629 99.92 99.92 99.92 99.92 ...
100.04 98.59 Jan 21 151,820 99.92 99.92 99.92 99.92 ...
100.05 98.60 Feb 21 110,445 99.92 99.92 99.92 99.92 ...
100.05 98.60 Mar 21 72,267 99.92 99.93 99.92 99.92 ...
100.06 98.59 Apr 21 93,994 99.92 99.93 99.92 99.92 ...
100.06 98.59 May 21 64,182 99.93 99.94 99.93 99.93 ...
100.07 98.60 Jun 21 47,705 99.93 99.93 99.93 99.93 ...
100.07 98.59 Jul 21 58,959 99.93 99.94 99.93 99.93 ...
Est. Vol. 26,249 Vol. 57,336 open int 1,084,850 +13,534
Contract OpenHigh Low Interest Open High Low Settle Chg.
Contract OpenHigh Low Interest Open High Low Settle Chg.
Contract OpenHigh Low Interest Open High Low Settle Chg.
For Friday, November 27, 2020
Key Commodity Futures
Contract OpenHigh Low Interest Open High Low Settle Chg.
CORN Mar 21 PRICE MO %F=83.2 %S=80.6 CLOSE 4.33¾OPEN INTEREST 897756CBOT
CATTLE Feb 21 PRICE MO %F=65.6 %S=61.9 CLOSE 113.25OPEN INTEREST 111523CME
COFFEE C Mar 21 PRICE MO %F=75 %S=73.8 CLOSE 124.20OPEN INTEREST 115146ICE
GOLD Feb 21 PRICE MO %F=9.6 %S=14.2 CLOSE 1788.10OPEN INTEREST 376515CMX
HI GRADE COPPER Mar 21 PRICE MO %F=91.7 %S=86.6 CLOSE 341.75OPEN INTEREST 161330CMX
HEATING OIL Jan 21 PRICE MO %F=92.2 %S=89.6 CLOSE 138.49OPEN INTEREST 113842NYM
SOYBEANS Jan 21 PRICE MO %F=89.9 %S=90.1 CLOSE 11.91¾OPEN INTEREST 316843CBOT
HOGS LEAN Feb 21 PRICE MO %F=67.2 %S=52.9 CLOSE 67.25OPEN INTEREST 82425CME
SUGAR-WORLD 11 Mar 21 PRICE MO %F=48.2 %S=60.3 CLOSE 14.82OPEN INTEREST 427461ICE
SILVER Mar 21 PRICE MO %F=16.4 %S=26.1 CLOSE 22.63¾OPEN INTEREST 119548CMX
LIGHT SWEET CRUDE Jan 21 PRICE MO %F=90.5 %S=88.1 CLOSE 45.53OPEN INTEREST 407944NYM
NATURAL GAS Jan 21 PRICE MO %F=34.9 %S=27.4 CLOSE 2.843OPEN INTEREST 293695NYM
FuturesTables &Charts Footnotes:CBOT: Chicago Board of Trade. CME: Chicago MercantileExchange. CMX: Comex division of Nymex. IMM: InternationalMonetary Market at CME. KBOT: Kansas City Board of Trade. NYBT:N.Y. Board of Trade. NYM: N.Y. Mercantile Exchange. CME marketdata is the property of Chicago Mercantile Exchange Inc. and itslicensors. All rights reserved.Charts: Daily future prices are displayed with price momentumand volume. Price momentum equals rate of change of high, lowand close for last 14 days. Change of short-term price directionmay be indicated when % F (dark line) crosses % S (thin line).
Spot Prices
Contract OpenHigh Low Interest Open High Low Settle Chg.
B18 WEEK OF NOVEMBER 30, 2020 FUTURES INVESTORS.COM
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Copyright 2020 Investor's Business Daily Inc.
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Key Financial And Commodity FuturesS&P COMP. INDEX Dec 20 PRICE MO %F=85.8 %S=81 CLOSE 3636.50OPEN INTEREST 28644CME
MINI DOW JONES Dec 20 PRICE MO %F=84.3 %S=85.2 CLOSE 298.74OPEN INTEREST 87986CBOT
10 YEAR TREASURY Mar 21 PRICE MO %F=69 %S=58.7 CLOSE 138-06OPEN INTEREST 3070342CBOT
BRITISH POUND Dec 20 PRICE MO %F=83.2 %S=84.1 CLOSE 1.3318OPEN INTEREST 139331IMM
JAPANESE YEN Dec 20 PRICE MO %F=61.5 %S=56.6 CLOSE 0.9614OPEN INTEREST 183916 in 100thIMM
EURO Dec 20 PRICE MO %F=87.6 %S=81.6 CLOSE 1.1960OPEN INTEREST 628522CME
MINI NASDAQ 100 Dec 20 PRICE MO %F=75.2 %S=68.5 CLOSE12257.00
OPEN INTEREST 243370CME
US TREASURY BONDS Mar 21 PRICE MO %F=71.1 %S=59.3 CLOSE 175-01OPEN INTEREST 1084866CBOT
US DOLLAR INDEX Dec 20 PRICE MO %F=9.4 %S=13.7 CLOSE 91.80OPEN INTEREST 31520ICE
MEXICAN PESO Dec 20 PRICE MO %F=91.5 %S=91 CLOSE 0.4980OPEN INTEREST 136115 in 10thIMM
SWISS FRANC Dec 20 PRICE MO %F=57 %S=43.5 CLOSE 1.1054OPEN INTEREST 50057IMM
EURODOLLARS Mar 21 PRICE MO %F=50.6 %S=41.3 CLOSE 99.79OPEN INTEREST 1145572IMM
COCOA Mar 21 PRICE MO %F=88.1 %S=86 CLOSE 2766.0OPEN INTEREST 93096ICE
GAS BLEND Jan 21 PRICE MO %F=87.7 %S=82 CLOSE 1.2660OPEN INTEREST 138168NYM
WHEAT Mar 21 PRICE MO %F=41.9 %S=38.9 CLOSE 6.06OPEN INTEREST 207193CBOT
SOYBEAN OIL Jan 21 PRICE MO %F=82 %S=85 CLOSE 38.43OPEN INTEREST 153387CBOT
LUMBER Jan 21 PRICE MO %F=83 %S=84 CLOSE 630.90OPEN INTEREST 1947CME
CANADIAN DOLLAR Dec 20 PRICE MO %F=74.7 %S=67.9 CLOSE 0.7700OPEN INTEREST 136473IMM
ORANGE JUICE Jan 21 PRICE MO %F=92 %S=92.2 CLOSE 128.70OPEN INTEREST 7041ICE
COTTON 2 Mar 21 PRICE MO %F=72.2 %S=73.4 CLOSE 73.24OPEN INTEREST 139111ICE
SOYBEAN MEAL Jan 21 PRICE MO %F=76.5 %S=77 CLOSE 396.30OPEN INTEREST 129459CBOT
PLATINUM Jan 21 PRICE MO %F=89.8 %S=86 CLOSE 964.80OPEN INTEREST 47549NYM
NIKKEI 225 AVGS. Dec 20 PRICE MO %F=94.4 %S=91.6 CLOSE 26775OPEN INTEREST 2CME
5 YEAR TREASURY Mar 21 PRICE MO %F=43.4 %S=24.4 CLOSE 126-00OPEN INTEREST 2979367CBOT
Money RatesPrime Rate: .................................. 3.25Base interest rate charged by major U.S.commercial banks on loans to corpora-tions.
...............................................
Discount Rate:Primary ................................................... 0.25
Secondary ............................................. 0.75
Rate charged by Federal Reserve Systemon loans to depository institutions
...............................................
Broker Call Loan Rate: ................ 1.25Rate charged on short-term loans tobrokerage dealers backed by securities.
...............................................Federal Funds Effective Rate: ....... 0.09Rates on overnight loans amongfinancial institutions.
...............................................Certificates of Deposit:
3 months ........................................... 0.056 months ........................................... 0.081 year ................................................. 0.19
Interest rate paid by dealers forcertificates of deposit based on theduration of the security.
...............................................
Jumbo CDs:1 month ............................................. 0.05
3 months ........................................... 0.08
6 months ........................................... 0.13
1 year ................................................. 0.19...............................................
London Interbank Offered Rate:3 months ............................................ 0.23
6 months ............................................ 0.26
1 year ................................................. 0.34
The average of rates paid on dollardeposits.
...............................................
AmeriborUnsecured Overnight Rate ............. 0.082
...............................................
Treasury Bill Auction Results:3-months (as of Nov. 23) .............. 0.085
6-months (as of Nov. 23) ................ 0.09
Average discount rate for Treasury billsin minimum units on $10,000.
...............................................
Treasury Bill:1-year, (as of Nov. 23) ..................... 0.11
Annualized rate on weekly average basis,yield adjusted for constant maturity.`
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INVESTOR'S BUSINESS DAILY FUTURES & BONDS WEEK OF NOVEMBER 30, 2020 B19