Futures Daily Market Report for ICE Brent Futures

21-Oct-2022

DAILY PRICE RANGE SETTLE VOLUME AND OI TOTALS

COMMODITY CONTRACT
NAME MONTH TOTAL BLOCK SPREAD
OPEN# HIGH LOW CLOSE# PRICE CHANGE OI CHANGE EFP EFS
VOLUME VOLUME VOLUME

B-Brent Crude Future

B Dec22 92.45 93.80 91.00 93.60 93.50 1.12 239,822 274,499 -25,772 0 0 7,149 105,043

B Jan23 90.48 91.72 89.17 91.43 91.34 0.89 196,966 418,193 8,904 0 0 4,580 131,104

B Feb23 88.63 89.81 87.40 89.53 89.45 0.84 94,546 222,751 2,645 0 0 1,314 79,420

B Mar23 87.09 88.21 85.93 87.94 87.86 0.79 55,158 141,899 2,699 0 0 1,584 48,998

B Apr23 85.75 86.85 84.70 86.60 86.52 0.73 22,121 84,579 3,914 0 0 270 21,326

B May23 84.78 85.76 83.72 85.39 85.43 0.68 18,280 87,244 -796 0 0 0 17,312

B Jun23 83.89 84.81 82.86 84.49 84.49 0.64 37,217 195,526 1,063 0 0 173 32,478

B Jul23 83.34 84.01 82.17 83.72 83.71 0.58 4,850 49,185 342 0 0 0 4,771

B Aug23 82.88 83.19 81.57 83.02 83.00 0.53 4,408 36,550 374 0 0 0 4,384

B Sep23 82.58 82.61 81.72 81.82 82.33 0.49 4,897 42,503 -57 0 0 440 4,853

B Oct23 81.73 0.45 1,975 28,195 338 0 0 0 1,975

B Nov23 80.66 80.85 80.66 80.85 81.21 0.40 1,514 25,002 58 0 0 0 1,503

B Dec23 80.41 81.06 79.53 80.66 80.71 0.34 24,323 168,992 -1,655 0 0 435 20,175

B Jan24 80.19 0.30 265 20,519 -29 0 0 0 265

B Feb24 79.67 0.26 357 15,446 24 0 0 0 357

B Mar24 79.17 0.22 425 16,781 -194 0 0 0 425

B Apr24 78.74 0.18 100 6,676 8 0 0 0 100

B May24 78.32 0.14 15 7,385 15 0 0 0 15

B Jun24 78.11 78.17 77.11 77.90 77.89 0.11 2,835 49,424 287 0 0 0 2,761

B Jul24 77.47 0.08 0 6,034 0 0 0 0 0

B Aug24 77.10 0.05 0 5,807 0 0 0 0 0

B Sep24 76.75 0.02 136 5,771 -3 0 0 0 136

B Oct24 76.45 -0.02 22 1,704 -1 0 0 0 22

B Nov24 76.14 -0.05 40 3,390 -4 0 0 0 40

B Dec24 76.04 76.17 74.90 75.79 75.80 -0.08 5,040 68,938 -165 0 0 0 4,478
 DAILY PRICE RANGE SETTLE VOLUME AND OI TOTALS
COMMODITY CONTRACT
NAME MONTH TOTAL BLOCK SPREAD
OPEN# HIGH LOW CLOSE# PRICE CHANGE OI CHANGE EFP EFS
VOLUME VOLUME VOLUME

B Jan25 75.43 -0.10 0 1,695 0 0 0 0 0

B Feb25 75.09 -0.13 0 1,488 0 0 0 0 0

B Mar25 74.79 -0.15 15 417 15 0 0 0 15

B Apr25 74.55 -0.17 0 322 0 0 0 0 0

B May25 74.34 -0.19 0 612 0 0 0 0 0

B Jun25 73.80 73.80 73.74 73.74 74.14 -0.20 88 10,380 -25 0 0 0 88

B Jul25 73.88 -0.22 0 557 0 0 0 0 0

B Aug25 73.65 -0.24 1 56 1 0 0 0 1

B Sep25 73.42 -0.26 3 1,235 1 0 0 0 3

B Oct25 73.21 -0.28 0 239 0 0 0 0 0

B Nov25 72.98 -0.30 0 2 0 0 0 0 0

B Dec25 72.76 72.80 72.01 72.78 72.80 -0.30 441 24,475 -35 0 0 0 433

B Jan26 72.60 -0.30 0 7 0 0 0 0 0

B Feb26 72.40 -0.30 0 7 0 0 0 0 0

B Mar26 72.20 -0.31 0 0 0 0 0 0 0

B Apr26 72.03 -0.32 0 0 0 0 0 0 0

B May26 71.88 -0.35 0 0 0 0 0 0 0

B Jun26 71.72 -0.35 0 492 0 0 0 0 0

B Jul26 71.58 -0.35 0 0 0 0 0 0 0

B Aug26 71.42 -0.35 0 0 0 0 0 0 0

B Sep26 71.26 -0.35 0 0 0 0 0 0 0

B Oct26 71.10 -0.35 0 0 0 0 0 0 0

B Nov26 70.96 -0.36 0 0 0 0 0 0 0

B Dec26 70.85 70.88 70.85 70.88 70.85 -0.37 62 8,002 -15 0 0 0 61

B Jan27 70.65 -0.37 0 0 0 0 0 0 0

B Feb27 70.52 -0.37 0 0 0 0 0 0 0

B Mar27 70.38 -0.37 0 0 0 0 0 0 0

B Apr27 70.24 -0.37 0 0 0 0 0 0 0

 DAILY PRICE RANGE SETTLE VOLUME AND OI TOTALS
COMMODITY CONTRACT
NAME MONTH TOTAL BLOCK SPREAD
OPEN# HIGH LOW CLOSE# PRICE CHANGE OI CHANGE EFP EFS
VOLUME VOLUME VOLUME

B May27 70.13 -0.37 0 0 0 0 0 0 0

B Jun27 70.03 -0.36 0 0 0 0 0 0 0

B Jul27 69.91 -0.36 0 0 0 0 0 0 0

B Aug27 69.78 -0.36 0 0 0 0 0 0 0

B Sep27 69.66 -0.36 0 0 0 0 0 0 0

B Oct27 69.53 -0.36 0 0 0 0 0 0 0

B Nov27 69.41 -0.36 0 0 0 0 0 0 0

B Dec27 69.30 -0.35 0 1,515 0 0 0 0 0

B Jan28 69.17 -0.35 0 0 0 0 0 0 0

B Feb28 69.04 -0.35 0 0 0 0 0 0 0

B Mar28 68.91 -0.35 0 0 0 0 0 0 0

B Apr28 68.79 -0.35 0 0 0 0 0 0 0

B May28 68.67 -0.35 0 0 0 0 0 0 0

B Jun28 68.55 -0.35 0 0 0 0 0 0 0

B Jul28 68.44 -0.35 0 0 0 0 0 0 0

B Aug28 68.32 -0.35 0 0 0 0 0 0 0

B Sep28 68.20 -0.35 0 0 0 0 0 0 0

B Oct28 68.08 -0.35 0 0 0 0 0 0 0

B Nov28 67.98 -0.35 0 0 0 0 0 0 0

B Dec28 67.88 -0.35 0 124 0 0 0 0 0

B Jan29 67.81 -0.35 0 0 0 0 0 0 0

B Feb29 67.75 -0.35 0 0 0 0 0 0 0

B Mar29 67.69 -0.35 0 0 0 0 0 0 0

Totals for B: 715,922 2,034,618 -8,063 0 0 15,945 482,542

NOTE: The information contained in this report is compiled for the convenience of subscribers and is furnished without responsibility for accuracy and is accepted by the subscriber on the condition that errors
or omissions shall not be made the basis for any claim, demand or cause of action.
NOTE: OI information is not available until the next business day.
NOTE: Volume is aggregated and representative of each Futures market strip including applicable TAS and Minute Marker(s) trading activity.
NOTE: Spread Volume includes futures/options combinations, spreads, and defined strategies.
# Open and Close prices reflect the first and last trade in the market and do not correlate to any opening or closing periods.