Navigating Your Way Around a Futures Price Screen

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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