Guide to LIFFE feed wheat futures price reporting
The UK LIFFE feed wheat futures market is operated by NYSE Euronext. Via the website (www.euronext.com). Users of the website, can for free, access 15 minute delayed price information from the UK feed wheat futures market. The image below gives an overview.
‘The table below is for illustration only and is not representative of current values
PRICES – 20 JAN 2021
| DELIVERY | BID | ASK | LAST | TIME | +/- | DAY VOL. | OPEN | HIGH | LOW | SETTL. | O.I |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mar 21 | 236.25 | 233.00 | – | – | 0.00 | – | – | – | – | 235.75 | 218,324 |
| May 21 | 230.50 | 234.50 | – | – | 0.00 | – | – | – | – | 230.75 | 136,770 |
| Sep 21 | 200.00 | 201.50 | – | – | 0.00 | – | – | – | – | 201.25 | 97,827 |
| Dec 21 | 200.00 | 201.50 | – | – | 0.00 | – | – | – | – | 201.00 | 115,330 |
| Mar 22 | 200.75 | 202.50 | – | – | 0.00 | – | – | – | – | 201.50 | 3,638 |
| May 22 | 190.25 | 205.00 | – | – | 0.00 | – | – | – | – | 202.00 | 2,478 |
| Sep 22 | 188.25 | 192.25 | – | – | 0.00 | – | – | – | – | 189.25 | 323 |
| Dec 22 | 189.50 | 193.00 | – | – | 0.00 | – | – | – | – | 190.00 | 807 |
| Mar 23 | 183.00 | 195.00 | – | – | 0.00 | – | – | – | – | 192.50 | 0 |
| May 23 | – | 199.00 | – | – | 0.00 | – | – | – | – | 195.50 | 0 |
| Sep 23 | – | 190.00 | – | – | 0.00 | – | – | – | – | 188.50 | 0 |
| Dec 23 | – | 195.00 | – | – | 0.00 | – | – | – | – | 191.50 | 6 |
Delivery – month for which contracts are to be delivered
Time – time that the last trade occurred (Central European Time)
Last – price of last trade
Vol – amount of contracts involved in the last trade (one contract = 100t)
Day Vol – total contracts traded in that day
Bid Size – amount of contracts that a buyer wants to purchase
Bid – The most competitive i.e. highest current buying price
Ask – The most competitive i.e. lowest current selling price
Ask size – amount of contracts that a seller is offering to sell
+ / – – Change from previous settlement price to latest traded price
Open – first traded price of the day
High – highest traded price of the day
Low – lowest traded price of the day
Settlement – previous day’s closing price
Open Interest (O.I.) – amount of contracts that are open to be bought or sold
