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 Mon August 12, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug19 190812 871.00 871.00 860.00 861.50 -12.25 2,028 1,205 -233
Sep19 190812 879.00 879.75 863.50 866.75 -12.25 26,088 73,405 -351
Nov19 190812 891.75 893.00 876.00 879.25 -12.50 99,012 339,373 -5,266
Jan20 190812 904.00 906.00 889.50 892.75 -12.00 19,474 87,148 -273
Mar20 190812 914.50 916.50 901.75 905.25 -10.75 8,398 60,723 +1,495
May20 190812 925.00 926.75 913.25 917.00 -10.00 4,936 21,278 +685
Jul20 190812 935.50 937.25 924.50 927.75 -9.50 2,669 25,649 +583
Aug20 190812 931.00 938.25 931.00 932.00 -9.00 63 2,093 +4
Sep20 190812 934.25 940.75 932.25 934.00 -7.75 20 904 +11
Nov20 190812 945.75 949.50 937.25 941.00 -6.50 1,684 14,640 +102
Jan21 190812 949.50 955.00 948.00 950.25 -4.75 9 273 +2
Mar21 190812 958.00 958.00 954.50 955.25 -5.00 7 63 +3
May21 190812 964.00 964.00 961.75 961.75 -5.00 0 38 +0
Jul21 190812 971.25 972.25 969.50 969.50 -4.25 0 47 +0
Total Volume and Open Interest 164,391 627,095 -3,237
Soybean Meal(CBOT)
Aug19 190812 295.70 295.80 291.90 291.90 -4.80 667 721 -206
Sep19 190812 298.90 298.90 293.10 293.40 -5.10 16,649 65,162 -2,201
Oct19 190812 300.30 300.40 294.80 295.20 -5.10 8,147 37,646 -588
Dec19 190812 303.70 303.90 298.20 298.70 -5.00 39,574 197,884 -1,864
Jan20 190812 305.20 305.40 299.80 300.30 -5.00 8,689 42,450 -409
Mar20 190812 308.10 308.30 303.00 303.50 -4.60 7,994 49,797 +1,658
May20 190812 312.10 312.10 307.00 307.60 -4.40 3,769 16,087 -160
Jul20 190812 316.00 316.00 311.00 311.60 -4.30 4,459 15,142 +2,171
Aug20 190812 317.80 317.80 313.00 313.40 -4.10 475 4,587 +206
Sep20 190812 319.10 319.20 314.50 314.90 -3.80 362 3,243 +102
Total Volume and Open Interest 91,816 442,668 -1,066
Soybean Oil(CBOT)
Aug19 190812 29.36 29.64 29.36 29.64 +0.13 103 261 -41
Sep19 190812 29.59 29.78 29.19 29.66 +0.08 31,318 53,480 -330
Oct19 190812 29.69 29.90 29.33 29.79 +0.09 15,322 27,284 +352
Dec19 190812 29.95 30.18 29.57 30.05 +0.10 101,239 220,625 +4,939
Jan20 190812 30.20 30.39 29.78 30.27 +0.11 22,627 56,733 -237
Mar20 190812 30.40 30.64 30.05 30.54 +0.13 10,077 56,201 +2,102
May20 190812 30.66 30.95 30.37 30.86 +0.13 3,823 20,361 +595
Jul20 190812 30.72 31.22 30.66 31.13 +0.12 1,320 12,430 -28
Aug20 190812 30.84 31.30 30.78 31.24 +0.16 295 2,399 +47
Sep20 190812 31.17 31.36 30.86 31.33 +0.18 53 2,403 -3
Total Volume and Open Interest 186,960 460,857 +7,504
Canola(WCE)
Nov19 190812 453.1 454.9 449.0 452.4 -1.7 17,142 114,802 -1,841
Jan20 190812 461.7 463.5 457.5 461.1 -1.5 5,396 30,580 +2,340
Mar20 190812 468.7 470.1 464.6 468.5 -1.2 1,638 4,423 +578
May20 190812 474.5 476.1 470.4 474.6 -1.2 135 1,859 +6
Jul20 190812 481.8 482.0 476.1 480.1 -1.2 144 2,360 +75
Total Volume and Open Interest 24,690 155,163 +1,333
Corn(CBOT)
Sep19 190812 409.75 410.00 385.25 385.25 -25.00 184,792 450,514 -23,522
Dec19 190812 417.25 417.75 392.75 392.75 -25.00 246,009 780,290 +6,739
Mar20 190812 427.75 427.75 403.25 403.25 -25.00 41,877 243,836 +3,713
May20 190812 433.25 433.25 409.00 409.00 -25.00 9,713 63,081 +174
Jul20 190812 436.50 436.75 412.50 412.75 -24.75 14,440 118,529 +3,350
Sep20 190812 421.50 421.50 404.25 407.25 -15.00 7,610 31,014 +873
Dec20 190812 414.50 414.50 402.50 407.50 -7.50 9,497 100,339 +908
Mar21 190812 423.00 423.25 412.25 416.75 -7.25 650 3,815 +192
May21 190812 421.00 422.50 419.75 422.25 -7.00 43 666 +6
Jul21 190812 429.75 429.75 424.00 425.50 -7.25 171 1,922 +70
Total Volume and Open Interest 514,952 1,798,338 -7,493
Wheat(CBOT)
Sep19 190812 500.00 502.00 466.50 471.75 -27.75 93,527 133,311 -14,065
Dec19 190812 502.25 503.75 471.50 476.25 -25.25 68,592 137,934 +2,601
Mar20 190812 509.00 510.50 479.50 484.00 -25.00 19,641 55,766 +1,279
May20 190812 514.75 515.00 485.00 489.75 -24.25 4,149 14,478 -68
Jul20 190812 518.50 519.00 489.75 495.00 -23.00 4,943 26,772 +1,125
Sep20 190812 521.75 526.50 498.50 503.75 -21.00 832 4,412 +137
Total Volume and Open Interest 192,167 380,996 -8,779
Wheat(KCBT)
Sep19 190812 417.00 417.00 387.50 392.25 -24.75 53,729 119,481 -12,269
Dec19 190812 432.25 432.75 404.25 409.00 -24.50 48,283 92,604 +6,358
Mar20 190812 448.75 448.75 420.75 425.25 -24.25 10,357 37,439 +2,366
May20 190812 459.25 459.25 432.25 436.25 -24.50 3,145 12,373 +90
Jul20 190812 466.00 466.75 442.25 446.25 -23.00 1,604 10,093 +77
Sep20 190812 477.75 479.75 457.25 460.75 -21.75 189 3,091 +19
Dec20 190812 499.75 500.00 478.00 481.00 -20.75 72 2,380 +12
Total Volume and Open Interest 117,379 277,645 -3,347
Wheat(MGE)
Sep19 190812 519.75 525.50 506.25 509.25 -10.50 4,322 25,285 -601
Dec19 190812 531.25 537.00 519.25 522.00 -8.75 3,086 24,062 +1,336
Mar20 190812 545.25 555.00 535.00 537.00 -7.50 619 7,292 +114
May20 190812 554.00 566.00 545.00 547.00 -6.50 248 3,446 +74
Jul20 190812 562.50 575.00 555.00 557.00 -5.75 137 1,294 +78
Sep20 190812 570.25 583.00 565.00 566.50 -4.50 114 1,436 +69
Total Volume and Open Interest 8,527 63,190 +1,069
Oats(CBOT)
Sep19 190812 274.00 275.75 269.75 271.75 -3.00 60 485 -22
Dec19 190812 275.50 275.75 265.50 266.75 -9.00 273 3,781 +14
Mar20 190812 276.50 276.50 270.00 271.25 -9.00 12 230 +0
May20 190812 270.50 270.75 270.50 270.75 -9.00 1 4 +1
Total Volume and Open Interest 346 4,500 -7
Rough Rice(CBOT)
Sep19 190812 11.38 11.57 11.35 11.57 +0.20 1,035 4,826 -434
Nov19 190812 11.68 11.89 11.65 11.86 +0.18 585 3,141 +512
Jan20 190812 12.02 12.02 12.02 12.02 +0.18 0 34 +0
Mar20 190812 12.06 12.15 12.06 12.15 +0.18 0 33 +0
Total Volume and Open Interest 1,620 8,034 +78
Live Cattle(CME)
Aug19 190812 105.050 105.050 105.050 105.050 -3.000 1,564 14,603 -694
Oct19 190812 103.750 103.750 103.750 103.750 -3.000 17,970 151,310 -767
Dec19 190812 108.450 108.450 108.450 108.450 -3.000 12,016 66,304 +185
Feb20 190812 112.700 112.700 112.700 112.700 -3.000 8,822 46,551 +985
Apr20 190812 114.680 114.680 114.680 114.680 -3.000 4,310 18,766 +71
Jun20 190812 107.885 107.885 107.885 107.885 -3.000 1,874 11,951 +428
Total Volume and Open Interest 46,876 313,380 +166
Feeder Cattle(CME)
Aug19 190812 134.400 134.400 134.400 134.400 -4.500 832 5,279 -209
Sep19 190812 133.950 133.950 133.950 133.950 -4.500 4,385 13,250 -647
Oct19 190812 133.750 133.750 133.750 133.750 -4.500 3,917 12,490 +469
Nov19 190812 133.785 133.785 133.785 133.785 -4.500 1,160 6,194 +99
Jan20 190812 132.100 132.100 132.100 132.100 -4.500 683 6,990 -7
Mar20 190812 131.535 131.535 131.535 131.535 -4.500 181 2,672 -3
Apr20 190812 133.325 133.325 132.600 132.600 -4.500 89 530 +36
Total Volume and Open Interest 11,259 47,541 -258
Lean Hogs(CME)
Aug19 190812 79.200 79.450 79.000 79.180 +0.145 4,504 12,432 -730
Oct19 190812 66.035 69.135 65.000 67.080 +0.105 18,928 98,881 -616
Dec19 190812 63.785 66.000 61.680 63.785 -0.895 12,383 58,657 +28
Feb20 190812 70.430 72.950 68.385 70.700 -0.630 7,808 45,669 +539
Apr20 190812 75.480 77.830 73.650 76.150 -0.280 2,700 29,888 +54
May20 190812 81.250 83.100 80.000 81.600 +0.065 3 631 +0
Jun20 190812 84.600 87.000 83.200 85.480 -0.070 1,557 14,730 +151
Jul20 190812 85.080 87.150 83.885 85.800 -0.030 247 3,643 +33
Total Volume and Open Interest 48,337 269,774 -527
Class III Milk(CME)
Aug19 190812 17.62 17.65 17.56 17.61 unch 198 3,003 -45
Sep19 190812 17.90 17.96 17.70 17.78 -0.09 362 3,393 +51
Oct19 190812 17.89 17.93 17.72 17.78 -0.11 264 2,549 +81
Nov19 190812 17.57 17.73 17.38 17.45 -0.07 131 2,267 +39
Dec19 190812 17.15 17.34 16.98 17.06 -0.07 59 2,030 +18
Jan20 190812 16.81 16.81 16.62 16.68 -0.06 30 900 +4
Feb20 190812 16.64 16.69 16.53 16.57 -0.04 32 764 +6
Mar20 190812 16.66 16.66 16.55 16.57 -0.03 98 753 +24
Apr20 190812 16.74 16.75 16.62 16.70 +0.01 66 521 +29
May20 190812 16.75 16.80 16.73 16.76 unch 107 600 +61
Jun20 190812 16.92 16.92 16.82 16.86 -0.03 136 627 +64
Jul20 190812 17.03 17.03 17.03 17.03 unch 0 209 +0
Aug20 190812 17.15 17.15 17.15 17.15 unch 0 192 +0
Total Volume and Open Interest 1,486 18,362 +330
Cocoa(ICE)
Sep19 190812 2201 2229 2191 2194 -1 18,741 38,752 -7,074
Dec19 190812 2253 2279 2242 2245 +3 35,301 90,022 +6,681
Mar20 190812 2281 2303 2266 2269 unch 17,512 55,307 +3,664
May20 190812 2294 2313 2278 2281 +2 4,744 27,877 +894
Jul20 190812 2290 2318 2284 2286 +2 1,838 11,189 +295
Sep20 190812 2304 2317 2283 2285 +2 799 8,365 +145
Dec20 190812 2287 2299 2265 2268 +6 931 21,398 +295
Total Volume and Open Interest 80,248 260,582 +5,128
Coffee "C"(ICE)
Sep19 190812 97.20 97.25 93.40 93.75 -3.55 35,696 78,033 -13,003
Dec19 190812 100.50 100.60 96.90 97.30 -3.40 31,063 88,440 +3,399
Mar20 190812 104.25 104.25 100.60 100.95 -3.30 6,971 47,303 +1,499
May20 190812 106.40 106.40 103.00 103.35 -3.25 4,551 26,689 -557
Jul20 190812 108.60 108.60 105.20 105.55 -3.20 1,397 9,763 +224
Sep20 190812 110.60 110.60 107.30 107.65 -3.10 552 7,469 -140
Total Volume and Open Interest 80,556 274,477 -8,412
Orange Juice(ICE)
Sep19 190812 101.70 102.80 98.35 98.85 -3.45 660 12,896 -217
Nov19 190812 104.35 105.25 101.10 101.60 -3.35 201 4,165 +146
Jan20 190812 105.30 105.30 103.70 104.05 -3.25 19 1,040 +2
Mar20 190812 107.00 107.70 106.70 107.05 -3.30 10 510 +10
May20 190812 110.15 110.85 110.15 110.25 -3.10 0 472 +0
Jul20 190812 113.15 114.00 113.15 113.30 -3.10 0 239 +0
Total Volume and Open Interest 890 19,535 -59
Sugar #11(ICE)
Oct19 190812 11.89 11.96 11.48 11.56 -0.30 60,325 538,205 +3,479
Mar20 190812 12.96 12.98 12.59 12.67 -0.28 38,806 278,167 +1,782
May20 190812 13.13 13.13 12.74 12.83 -0.28 17,433 88,903 +5,175
Jul20 190812 13.24 13.27 12.86 12.95 -0.29 7,439 51,256 +925
Oct20 190812 13.47 13.47 13.06 13.13 -0.31 1,779 41,276 +55
Mar21 190812 14.01 14.01 13.57 13.66 -0.32 349 24,205 +45
May21 190812 14.04 14.04 13.62 13.69 -0.32 0 4,223 +0
Jul21 190812 14.07 14.07 13.64 13.71 -0.33 0 3,757 +0
Total Volume and Open Interest 126,131 1,032,084 +11,461
London Cocoa(LCE)
Sep19 190812 1735 1747 1717 1719 -7 9,227 59,002 -4,092
Dec19 190812 1792 1796 1771 1772 -7 14,747 83,753 +521
Mar20 190812 1806 1813 1788 1790 -7 7,208 65,984 -822
May20 190812 1805 1814 1791 1793 -6 4,093 33,307 +926
Jul20 190812 1804 1811 1792 1793 -5 2,497 22,553 +114
Sep20 190812 1801 1806 1787 1788 -6 1,425 21,049 -21
Dec20 190812 1780 1785 1768 1768 -6 2,552 20,556 +862
Total Volume and Open Interest 43,034 313,935 -1,893
London Sugar(LCE)
Oct19 190812 318.70 321.20 312.10 314.00 -4.60 6,913 49,939 -1,285
Dec19 190812 328.70 330.90 322.00 323.80 -4.80 3,965 30,485 +1,205
Mar20 190812 340.50 342.20 334.10 335.90 -4.40 1,276 18,521 +142
May20 190812 346.50 348.50 341.30 343.30 -4.20 102 5,456 -17
Aug20 190812 356.80 356.80 351.10 351.60 -4.50 97 2,985 +28
Total Volume and Open Interest 12,513 108,982 +140
Cotton(ICE)
Oct19 190812 58.92 58.92 57.76 58.03 -1.02 45 264 +12
Dec19 190812 58.90 59.05 57.55 58.14 -0.76 16,605 141,885 +207
Mar20 190812 59.86 59.98 58.55 58.90 -0.96 7,503 41,243 +738
May20 190812 61.29 61.29 59.90 60.15 -0.90 1,009 6,525 +123
Jul20 190812 62.30 62.33 61.24 61.49 -0.84 658 6,814 +38
Oct20 190812 62.09 62.09 62.09 62.09 -0.74      
Total Volume and Open Interest 26,429 211,839 +1,337
Lumber(CME)
Sep19 190812 345.1 346.5 342.7 342.8 -6.1 198 1,907 -3
Nov19 190812 344.2 344.8 340.5 340.7 -6.0 61 814 +14
Jan20 190812 347.7 348.3 346.6 346.6 -8.8 1 38 +0
Mar20 190812 349.7 349.7 349.7 349.7 -7.0 0 2 +0
Total Volume and Open Interest 260 2,762 +11
Crude Oil(NYM)
Sep19 190812 54.32 55.18 53.54 54.93 +0.43 724,762 301,000 -43,560
Oct19 190812 54.22 55.05 53.46 54.85 +0.48 288,284 239,418 +19,134
Nov19 190812 53.85 54.71 53.20 54.54 +0.45 139,141 178,173 +20,197
Dec19 190812 53.55 54.33 52.88 54.19 +0.41 126,010 258,870 -3,327
Jan20 190812 53.25 53.93 52.60 53.83 +0.37 51,996 125,778 +4,126
Feb20 190812 52.86 53.58 52.31 53.49 +0.33 23,486 55,605 -412
Mar20 190812 52.76 53.26 52.07 53.19 +0.31 27,968 67,821 +672
Apr20 190812 52.40 52.97 51.90 52.92 +0.28 10,733 41,816 -2,201
May20 190812 52.21 52.74 51.60 52.67 +0.26 7,602 42,342 -202
Jun20 190812 51.97 52.55 51.38 52.43 +0.23 40,594 161,131 +1,104
Jul20 190812 51.80 52.26 51.21 52.20 +0.20 4,438 38,964 -534
Aug20 190812 51.52 52.00 51.38 52.00 +0.17 1,749 25,935 -586
Sep20 190812 51.28 51.84 51.27 51.84 +0.15 6,952 49,487 +2,589
Oct20 190812 51.68 51.68 51.29 51.68 +0.12 1,828 30,761 +757
Nov20 190812 51.56 51.56 51.20 51.56 +0.09 887 23,458 +94
Dec20 190812 51.24 51.70 50.64 51.46 +0.07 31,974 161,745 +913
Total Volume and Open Interest 1,500,220 2,057,593 -341
e-miNY Crude Oil(NYM)
Sep19 190812 54.325 55.200 53.550 54.925 +0.425 21,055 1,731 -298
Oct19 190812 54.100 55.025 53.475 54.850 +0.475 572 861 +14
Nov19 190812 53.925 54.675 53.350 54.550 +0.450 45 597 -5
Dec19 190812 53.125 54.250 53.000 54.200 +0.425 45 334 -9
Jan20 190812 53.000 53.825 52.800 53.825 +0.375 11 107 -1
Feb20 190812 53.500 53.500 52.700 53.500 +0.350 6 79 +6
Mar20 190812 53.100 53.200 52.225 53.200 +0.325 8 71 +4
Apr20 190812 53.000 53.000 52.200 52.925 +0.275 0 143 +0
May20 190812 52.675 52.675 51.775 52.675 +0.275 0 146 +0
Jun20 190812 51.775 52.500 51.775 52.425 +0.225 3 21 +2
Total Volume and Open Interest 21,745 4,165 -287
NY Harbor ULSD(NYM)
Sep19 190812 179.64 181.58 179.26 180.58 -0.22 63,913 122,548 -6,162
Oct19 190812 180.23 182.26 179.92 181.25 -0.23 40,164 79,151 +1,391
Nov19 190812 180.72 182.60 180.25 181.60 -0.22 20,501 46,460 -1,515
Dec19 190812 181.03 182.85 180.50 181.88 -0.19 20,304 57,297 +991
Jan20 190812 181.94 183.03 180.73 182.09 -0.18 6,100 39,528 +992
Feb20 190812 181.37 182.57 180.27 181.63 -0.17 1,820 19,617 -26
Mar20 190812 180.49 181.50 179.19 180.54 -0.18 1,846 18,851 +142
Apr20 190812 178.98 179.99 178.08 179.05 -0.20 1,174 8,696 +170
May20 190812 177.37 179.08 176.97 178.19 -0.19 899 4,512 +90
Jun20 190812 177.48 178.69 176.49 177.76 -0.16 2,550 21,498 +499
Jul20 190812 178.18 178.79 177.63 178.04 -0.13 636 2,846 +33
Aug20 190812 178.55 179.19 178.39 178.39 -0.10 557 2,416 +112
Sep20 190812 179.51 179.51 178.53 178.72 -0.09 351 2,233 +31
Oct20 190812 179.81 179.91 179.00 179.00 -0.08 257 2,249 +77
Total Volume and Open Interest 163,405 447,786 -2,610
RBOB Gasoline(NYM)
Sep19 190812 166.63 167.85 165.14 166.52 -0.88 61,187 118,786 -6,513
Oct19 190812 151.69 152.65 149.86 151.82 -0.31 52,384 92,045 -947
Nov19 190812 147.64 148.93 146.25 148.12 -0.35 24,779 55,558 +1,325
Dec19 190812 145.33 146.67 144.00 145.79 -0.42 17,504 51,232 +310
Jan20 190812 143.92 145.97 143.86 145.11 -0.54 6,570 36,574 +292
Feb20 190812 145.68 146.46 144.46 145.49 -0.57 2,756 10,435 +83
Mar20 190812 146.18 147.76 145.84 146.85 -0.61 3,266 12,715 -338
Apr20 190812 164.49 165.31 163.43 164.19 -0.74 1,261 6,200 -26
May20 190812 164.47 166.10 164.30 164.81 -0.90 1,391 3,485 -97
Jun20 190812 164.78 165.67 163.23 164.15 -0.95 1,931 8,105 -178
Total Volume and Open Interest 175,728 406,906 -5,367
e-miNY RBOB Gasoline(NYM)
Sep19 190812 167.40 167.40 165.10 166.52 -0.88 0 3 +0
Oct19 190812 151.82 151.82 151.82 151.82 -0.31 0 1 +0
Nov19 190812 148.12 148.12 148.12 148.12 -0.35      
Dec19 190812 145.79 145.79 145.79 145.79 -0.42      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Sep19 190812 2.124 2.157 2.095 2.105 -0.014 191,128 369,849 -35,132
Oct19 190812 2.135 2.167 2.106 2.117 -0.016 115,240 234,028 +25,020
Nov19 190812 2.225 2.243 2.185 2.194 -0.020 73,332 151,908 +4,342
Dec19 190812 2.417 2.434 2.377 2.383 -0.023 33,329 134,054 +775
Jan20 190812 2.544 2.555 2.501 2.504 -0.026 37,836 119,647 +587
Feb20 190812 2.517 2.528 2.475 2.478 -0.028 14,942 46,190 -187
Mar20 190812 2.449 2.463 2.411 2.416 -0.029 21,258 80,643 +1,947
Apr20 190812 2.277 2.286 2.244 2.248 -0.029 13,289 49,142 +476
May20 190812 2.255 2.270 2.230 2.233 -0.030 5,714 31,156 +628
Jun20 190812 2.282 2.309 2.267 2.271 -0.030 1,464 12,208 +99
Jul20 190812 2.348 2.351 2.308 2.312 -0.031 1,415 15,217 -174
Aug20 190812 2.354 2.360 2.318 2.321 -0.033 2,250 16,908 +866
Sep20 190812 2.347 2.347 2.301 2.305 -0.032 815 11,863 +53
Oct20 190812 2.368 2.369 2.330 2.333 -0.031 1,972 26,823 +273
Nov20 190812 2.421 2.435 2.398 2.399 -0.030 237 11,592 +131
Dec20 190812 2.591 2.594 2.562 2.562 -0.031 185 10,775 -20
Total Volume and Open Interest 514,822 1,369,391 -33
Brent Crude Oil(ICE)
Oct19 190812 58.30 58.88 57.88 58.57 +0.04 299,685 359,156 -18,215
Nov19 190812 58.01 58.55 57.52 58.30 +0.11 132,912 297,270 +7,736
Dec19 190812 57.54 58.15 57.13 57.93 +0.12 143,860 338,321 +9,797
Jan20 190812 57.33 57.82 56.84 57.65 +0.12 44,831 152,515 +2,309
Feb20 190812 57.15 57.70 56.70 57.49 +0.11 30,190 101,618 +1,382
Mar20 190812 57.13 57.56 56.64 57.39 +0.11 28,473 88,284 -614
Apr20 190812 56.96 57.44 56.51 57.28 +0.11 7,248 44,309 +548
May20 190812 56.84 57.31 56.40 57.15 +0.10 6,854 41,519 -1,136
Jun20 190812 56.73 57.20 56.29 57.02 +0.08 47,029 165,208 +6,759
Jul20 190812 56.90 56.90 56.90 56.90 +0.07 5,123 67,550 +1,583
Aug20 190812 56.80 56.80 56.80 56.80 +0.06 2,575 41,711 -150
Sep20 190812 56.69 56.69 56.69 56.69 +0.05 5,424 40,328 +338
Oct20 190812 56.58 56.58 56.58 56.58 +0.04 903 22,147 -4
Nov20 190812 56.47 56.47 56.47 56.47 +0.03 493 21,883 -56
Total Volume and Open Interest 819,982 2,286,504 +14,568
Gas Oil(ICE)
Aug19 190812 553.50 556.00 551.50 555.50 unch 42,849 32,527 -18,686
Sep19 190812 553.25 560.75 552.50 557.00 +0.50 112,590 179,712 -2,910
Oct19 190812 556.50 562.25 554.00 558.75 +0.75 70,698 139,676 +9,719
Nov19 190812 554.75 559.50 551.75 556.25 +0.75 29,283 95,419 +5,007
Dec19 190812 551.00 556.25 548.50 553.00 +0.75 42,316 143,617 +735
Jan20 190812 549.75 554.25 547.00 551.00 +0.75 9,085 62,200 +1,266
Feb20 190812 548.25 552.00 545.50 549.00 +0.25 4,385 42,973 +777
Mar20 190812 546.25 550.50 543.50 547.00 +0.25 6,176 37,640 +152
Apr20 190812 544.75 548.75 542.75 545.50 +0.25 1,764 22,429 +54
May20 190812 543.50 547.50 541.75 544.25 +0.25 1,368 26,180 +187
Total Volume and Open Interest 341,088 1,011,181 -848
Ethanol(CBOT)
Sep19 190812 1.422 1.434 1.334 1.336 -0.106 107 555 +5
Oct19 190812 1.432 1.436 1.340 1.340 -0.105 20 126 +13
Nov19 190812 1.345 1.345 1.345 1.345 -0.103 1 9 +1
Dec19 190812 1.366 1.366 1.366 1.366 -0.103 0 20 +0
Jan20 190812 1.366 1.366 1.366 1.366 -0.103      
Feb20 190812 1.366 1.366 1.366 1.366 -0.103      
Mar20 190812 1.366 1.366 1.366 1.366 -0.103      
Apr20 190812 1.379 1.379 1.379 1.379 -0.103      
Total Volume and Open Interest 128 710 +19
WTI Crude Oil(ICE)
Sep19 190812 54.34 55.17 53.56 54.93 +0.43 43,122 62,123 -945
Oct19 190812 54.17 55.03 53.47 54.85 +0.48 68,233 81,395 -1,714
Nov19 190812 53.90 54.69 53.21 54.54 +0.45 46,554 47,139 +462
Dec19 190812 53.58 54.30 52.89 54.19 +0.41 49,243 122,759 +892
Jan20 190812 53.29 53.90 52.58 53.83 +0.37 14,826 24,928 -1,465
Feb20 190812 52.92 53.54 52.34 53.49 +0.33 6,146 16,980 +1,262
Mar20 190812 52.52 53.23 52.07 53.19 +0.31 2,926 18,895 +431
Apr20 190812 51.99 52.92 51.99 52.92 +0.28 680 8,303 +23
May20 190812 51.78 52.67 51.78 52.67 +0.26 436 8,560 -55
Jun20 190812 52.02 52.44 51.53 52.43 +0.23 7,789 61,008 +22
Jul20 190812 52.20 52.20 52.20 52.20 +0.20 207 7,285 -58
Aug20 190812 52.00 52.00 52.00 52.00 +0.17 69 7,536 +0
Sep20 190812 51.84 51.84 51.84 51.84 +0.15 605 11,513 -218
Oct20 190812 51.68 51.68 51.68 51.68 +0.12 52 5,934 +21
Nov20 190812 51.56 51.56 51.56 51.56 +0.09 15 5,230 -5
Dec20 190812 51.08 51.59 51.08 51.46 +0.07 6,202 73,103 +616
Total Volume and Open Interest 248,007 648,714 -786
US Dollar Index(ICE)
Sep19 190812 97.370 97.550 97.130 97.198 -0.125 16,647 53,492 -117
Dec19 190812 96.935 97.150 96.735 96.802 -0.125 227 1,550 -24
Mar20 190812 96.368 96.368 96.368 96.368 -0.125 0 195 +0
Total Volume and Open Interest 16,875 55,414 -140
Australian Dollar(CME)
Sep19 190812 67.90 68.05 67.53 67.62 -0.38 96,144 174,402 -2,305
Dec19 190812 68.04 68.35 67.70 67.78 -0.38 124 1,336 -6
Mar20 190812 68.04 68.05 67.91 67.92 -0.38 97 26 +2
Total Volume and Open Interest 96,720 176,882 -2,234
British Pound(CME)
Sep19 190812 120.60 121.26 120.33 120.97 +0.24 92,064 281,829 -3,249
Dec19 190812 120.94 121.64 120.70 121.37 +0.25 801 3,443 -124
Mar20 190812 121.76 121.76 121.76 121.76 +0.24 22 369 +1
Total Volume and Open Interest 93,258 288,418 -3,286
Canadian Dollar(CME)
Sep19 190812 75.75 75.79 75.52 75.56 -0.20 73,717 153,675 -4,920
Dec19 190812 75.77 75.79 75.59 75.63 -0.20 133 7,235 +61
Mar20 190812 75.65 75.79 75.65 75.69 -0.19 22 1,125 +7
Jun20 190812 75.75 75.75 75.71 75.71 -0.19 3 284 +1
Total Volume and Open Interest 74,732 163,966 -4,718
Japanese Yen(CME)
Sep19 190812 94.93 95.44 94.85 95.24 +0.27 137,090 150,047 +968
Dec19 190812 95.47 96.02 95.45 95.81 +0.27 33 844 -12
Mar20 190812 96.69 96.69 96.44 96.44 +0.27 4 156 +2
Total Volume and Open Interest 137,306 154,363 +996
Swiss Franc(CME)
Sep19 190812 103.12 103.62 102.84 103.55 +0.36 26,674 54,395 -600
Dec19 190812 104.03 104.41 103.67 104.37 +0.37 8 82 +6
Mar20 190812 105.21 105.21 104.65 105.21 +0.38 0 30 +0
Total Volume and Open Interest 26,682 54,518 -594
EuroFX(CME)
Sep19 190812 112.30 112.61 111.92 112.52 +0.14 187,411 517,572 -2,827
Dec19 190812 113.08 113.35 112.68 113.26 +0.13 3,763 7,771 +1,313
Mar20 190812 114.01 114.01 114.01 114.01 +0.14 54 7,850 +14
Total Volume and Open Interest 192,712 537,846 -1,730
Mexican Peso(CME)
Aug19 190812 510.13 510.13 510.00 510.13 -4.13      
Sep19 190812 512.75 512.75 502.75 507.75 -4.13 44,740 214,873 -3,417
Total Volume and Open Interest 44,808 215,932 -3,415
Brazilian Real(CME)
Sep19 190812 253.00 253.00 248.65 250.55 -2.50 5,118 26,718 +1,098
Oct19 190812 249.15 250.40 247.95 250.05 -2.50 33 147 +32
Nov19 190812 247.95 249.55 247.75 249.55 -2.50 0 6 +0
Dec19 190812 249.10 249.10 249.10 249.10 -2.40 0 2 +0
Total Volume and Open Interest 5,151 26,873 +1,130
30-Year T-Bonds(CBOT)
Sep19 190812 161~110 163~210 161~050 163~140 +2~050 500,524 971,823 +247
Dec19 190812 160~160 162~260 160~150 162~200 +2~050 5,984 20,546 +1,470
Mar20 190812 161~200 161~200 161~200 161~200 +2~050      
Total Volume and Open Interest 506,508 992,369 +1,717
10-Year T-Notes(CBOT)
Sep19 190812 129~215 130~145 129~195 130~120 +0~220 2,059,943 3,855,797 +1,275
Dec19 190812 130~080 131~010 130~075 130~310 +0~230 12,852 173,042 +3,917
Mar20 190812 130~310 130~310 130~310 130~310 +0~230      
Total Volume and Open Interest 2,072,795 4,028,839 +5,192
5-Year T-Notes(CBOT)
Sep19 190812 118~274 119~082 118~254 119~072 +0~112 1,135,760 4,379,882 -40,892
Dec19 190812 119~074 119~214 119~074 119~202 +0~122 45,810 283,249 +17,162
Mar20 190812 119~162 119~162 119~162 119~162 +0~122      
Total Volume and Open Interest 1,181,570 4,663,131 -23,730
2 Year T-Notes(CBOT)
Sep19 190812 107~215 107~251 107~207 107~245 +0~027 543,041 3,669,623 +2,654
Dec19 190812 107~285 108~005 107~285 108~001 +0~031 28,442 294,194 +22,780
Mar20 190812 108~015 108~015 108~015 108~015 +0~031      
Total Volume and Open Interest 571,483 3,963,817 +25,434
Eurodollars(CME)
Sep19 190812 97.980 98.005 97.970 98.000 +0.020 377,448 1,467,051 -26,359
Dec19 190812 98.150 98.205 98.145 98.200 +0.040 339,104 1,833,984 -4,116
Mar20 190812 98.410 98.475 98.400 98.465 +0.050 493,641 1,232,109 -4,984
Jun20 190812 98.520 98.595 98.515 98.580 +0.055 391,693 1,156,128 -24,109
Sep20 190812 98.600 98.670 98.590 98.665 +0.060 315,821 1,166,642 -10,097
Dec20 190812 98.605 98.685 98.600 98.680 +0.065 280,453 1,153,820 -4,038
Mar21 190812 98.660 98.745 98.650 98.740 +0.070 225,459 799,507 -1,883
Jun21 190812 98.655 98.745 98.650 98.740 +0.075 201,559 831,398 +15,551
Sep21 190812 98.655 98.745 98.650 98.740 +0.080 172,327 571,203 -5,190
Dec21 190812 98.635 98.730 98.630 98.720 +0.080 175,080 605,636 -1,847
Mar22 190812 98.640 98.725 98.630 98.720 +0.085 135,906 487,504 +2,724
Jun22 190812 98.615 98.705 98.610 98.700 +0.085 118,117 334,404 +5,828
Sep22 190812 98.590 98.690 98.590 98.680 +0.085 77,082 350,422 -1,548
Dec22 190812 98.580 98.670 98.570 98.660 +0.085 62,563 227,416 +9,435
Mar23 190812 98.570 98.665 98.560 98.655 +0.090 40,235 195,912 -952
Jun23 190812 98.535 98.640 98.535 98.635 +0.095 41,591 117,064 -1,840
Sep23 190812 98.510 98.620 98.510 98.610 +0.095 24,493 97,839 +190
Dec23 190812 98.475 98.585 98.475 98.580 +0.100 23,170 52,593 +106
Total Volume and Open Interest 3,587,414 13,289,173 -60,198
Ultra T-Bond(CBOT)
Sep19 190812 187~12 191~29 187~09 191~18 +4~01 223,404 1,179,878 +2,537
Dec19 190812 190~00 192~16 189~30 192~12 +4~03 6,127 22,797 +2,083
Mar20 190812 192~12 192~12 192~12 192~12 +4~03      
Total Volume and Open Interest 229,531 1,202,675 +4,620
Ultra 10-Yr T-Note(CBOT)
Sep19 190812 141~115 142~195 141~090 142~160 +1~045 325,584 797,943 +5,363
Dec19 190812 142~155 143~035 141~245 143~005 +1~060 6 664 +6
Mar20 190812 143~005 143~005 143~005 143~005 +1~060      
Total Volume and Open Interest 325,590 798,607 +5,369
30 Day Federal Funds(CBOT)
Aug19 190812 97.870 97.875 97.870 97.870 unch 31,315 446,957 -4,315
Sep19 190812 97.995 98.005 97.990 98.005 +0.010 17,356 165,394 +1,291
Oct19 190812 98.185 98.220 98.185 98.215 +0.025 65,775 327,964 -7,069
Nov19 190812 98.350 98.395 98.350 98.385 +0.030 43,289 232,177 -128
Dec19 190812 98.430 98.480 98.430 98.475 +0.040 9,485 105,569 +172
Jan20 190812 98.490 98.550 98.485 98.540 +0.050 33,648 220,612 -1,586
Total Volume and Open Interest 326,268 1,891,829 -18,329
Japanese Govt Bonds(SGX)
Sep19 190812 154.74 154.83 154.62 154.68 +0.24 680 19,173 -49
Dec19 190812 154.68 154.68 154.68 154.68 +0.24      
Mar20 190812 154.68 154.68 154.68 154.68 +0.24      
Total Volume and Open Interest 680 19,173 -49
Euro-Buxl(EUREX)
Sep19 190812 217.10 219.66 216.82 218.52 +1.26 84,351 264,459 -16,784
Dec19 190812 217.56 217.56 216.90 216.90 +1.26 273 15,064 -641
Mar20 190812 215.52 215.52 215.52 215.52 +1.26      
Total Volume and Open Interest 84,624 279,523 -17,425
Euro-Bund(EUREX)
Sep19 190812 177.15 177.68 177.03 177.44 +0.28 851,117 1,813,357 +30,208
Dec19 190812 174.41 174.87 174.34 174.63 +0.29 8,427 61,576 +6,370
Mar20 190812 176.77 177.14 176.77 177.14 +0.28 2 6 +2
Total Volume and Open Interest 859,546 1,874,939 +36,580
Euro-Bobl(EUREX)
Sep19 190812 135.68 135.80 135.66 135.74 +0.07 483,154 1,288,014 -28,100
Dec19 190812 136.12 136.12 136.10 136.10 +0.07 415 4,217 +212
Mar20 190812 137.54 137.54 137.54 137.54 +0.07 0 3 +0
Total Volume and Open Interest 483,569 1,292,234 -27,888
Euro-Schatz(EUREX)
Sep19 190812 112.50 112.54 112.50 112.53 +0.03 357,217 1,716,293 +28,026
Dec19 190812 112.59 112.61 112.59 112.61 +0.03 4,907 9,358 +3,965
Mar20 190812 112.47 112.47 112.47 112.47 +0.03      
Total Volume and Open Interest 362,124 1,725,651 +31,991
3-Mth Euribor(EUREX)
Sep19 190812 100.475 100.475 100.475 100.475 unch 0 2,107 +0
Dec19 190812 100.555 100.555 100.555 100.555 +0.005 0 1,847 +0
Mar20 190812 100.590 100.590 100.590 100.590 unch 0 762 +0
Total Volume and Open Interest 0 7,913 -5
Long Gilt(LIFFE)
Sep19 190812 134~08 134~14 134~03 134~11 +0~02 214,825 710,801 -7,911
Dec19 190812 133~16 133~16 133~12 133~12 +0~01 113 219 +105
Total Volume and Open Interest 214,938 711,020 -7,806
3-Mth Short Sterling(LIFFE)
Sep19 190812 99.25 99.25 99.25 99.25 +0.00 33,230 574,452 +7,046
Dec19 190812 99.32 99.33 99.32 99.32 +0.00 58,488 732,744 +9,248
Mar20 190812 99.43 99.44 99.42 99.43 +0.00 59,496 527,926 +11,913
Jun20 190812 99.49 99.50 99.47 99.49 +0.01 49,071 534,767 +595
Sep20 190812 99.50 99.53 99.49 99.51 +0.01 53,568 521,735 +2,475
Dec20 190812 99.50 99.52 99.48 99.50 +0.02 49,904 420,520 -712
Total Volume and Open Interest 689,170 4,344,588 +30,263
3-Mth Euribor(LIFFE)
Sep19 190812 100.480 100.480 100.470 100.475 unch 63,135 476,814 -1,012
Dec19 190812 100.555 100.555 100.545 100.555 +0.005 59,634 580,505 -185
Mar20 190812 100.595 100.600 100.585 100.595 +0.005 58,977 404,704 -3,498
Total Volume and Open Interest 852,905 4,300,226 -19,731
3-Mth Aus T-Bills(SFE)
Sep19 190812 99.02 99.04 99.01 99.04 +0.01 34,015 185,624 -7,501
Dec19 190812 99.18 99.20 99.16 99.20 +0.02 27,890 344,713 +74
Mar20 190812 99.30 99.33 99.29 99.33 +0.02 30,328 264,668 +639
Jun20 190812 99.34 99.37 99.33 99.37 +0.02 24,161 253,964 +5,396
Sep20 190812 99.35 99.37 99.33 99.37 +0.02 16,625 174,922 +1,949
Dec20 190812 99.32 99.34 99.30 99.34 +0.01 10,775 124,106 +2,589
Mar21 190812 99.31 99.33 99.30 99.33 +0.01 6,528 72,318 +1,300
Jun21 190812 99.31 99.32 99.29 99.32 unch 4,354 39,966 -310
Sep21 190812 99.31 99.31 99.30 99.30 unch 1,437 2,972 +173
Dec21 190812 99.28 99.28 99.28 99.28 unch 583 3,092 -41
Total Volume and Open Interest 157,558 1,468,201 +4,782
10-Year Aus T-Bonds(SFE)
Sep19 190812 99.04 99.05 99.01 99.04 unch 220,246 1,357,978 -9,794
Dec19 190812 99.02 99.05 99.02 99.05 unch 0 185 +0
Total Volume and Open Interest 220,246 1,358,163 -9,794
3-Year Aus T-Bonds(SFE)
Sep19 190812 99.35 99.36 99.32 99.35 unch 265,840 1,329,522 -33,051
Dec19 190812 99.39 99.39 99.39 99.39 +0.00      
Total Volume and Open Interest 265,840 1,329,522 -33,051
Gold(CMX)
Aug19 190812 1496.0 1514.9 1488.1 1505.3 +8.7 367 2,418 -122
Oct19 190812 1502.9 1525.2 1492.4 1510.9 +8.9 10,688 45,654 +1,237
Dec19 190812 1509.2 1531.5 1498.6 1517.2 +8.7 402,963 456,209 +697
Feb20 190812 1514.5 1534.7 1505.5 1523.2 +8.7 4,088 48,867 -689
Apr20 190812 1517.5 1541.0 1511.0 1528.1 +8.7 3,252 20,809 +1,145
Jun20 190812 1520.0 1538.4 1520.0 1532.0 +8.7 872 18,267 +291
Aug20 190812 1521.5 1535.9 1521.5 1535.9 +8.5 27 2,353 -1
Oct20 190812 1539.5 1539.5 1539.5 1539.5 +8.4 3 145 +0
Dec20 190812 1536.0 1550.1 1526.4 1543.0 +8.5 62 2,652 +38
Feb21 190812 1546.7 1546.7 1546.7 1546.7 +8.5 0 27 +0
Apr21 190812 1550.0 1550.0 1550.0 1550.0 +8.5      
Jun21 190812 1553.2 1553.2 1553.2 1553.2 +8.5 0 721 +0
Total Volume and Open Interest 424,807 602,423 +2,457
Silver(CMX)
Sep19 190812 1696.5 1715.0 1680.0 1707.1 +14.0 124,036 142,440 -7,424
Dec19 190812 1709.0 1729.0 1694.0 1720.8 +13.9 18,346 67,235 +5,497
Mar20 190812 1721.0 1739.5 1706.0 1732.3 +13.8 2,057 23,232 -25
May20 190812 1727.5 1743.0 1723.0 1738.2 +13.8 1,026 4,590 +427
Jul20 190812 1732.5 1743.1 1718.5 1743.1 +13.7 757 3,780 +213
Sep20 190812 1748.1 1748.1 1748.1 1748.1 +13.7 482 514 +172
Dec20 190812 1732.0 1755.6 1732.0 1755.6 +13.7 577 768 +191
Total Volume and Open Interest 147,594 243,106 -1,063
Platinum(NYMEX)
Oct19 190812 863.9 865.9 856.1 863.7 -0.1 17,427 70,568 -465
Jan20 190812 869.2 869.7 862.3 869.0 -0.1 226 4,431 +61
Apr20 190812 870.7 873.7 870.7 873.7 -0.1 22 788 +15
Jul20 190812 877.2 878.8 877.2 878.8 unch 0 22 +0
Total Volume and Open Interest 17,677 75,855 -389
Palladium(NYMEX)
Sep19 190812 1419.10 1434.80 1410.30 1430.80 +11.50 3,301 18,151 -417
Dec19 190812 1416.20 1435.90 1414.70 1432.60 +11.60 536 4,784 +246
Mar20 190812 1431.10 1431.10 1431.10 1431.10 +11.60 18 361 +9
Total Volume and Open Interest 3,855 23,299 -162
Copper(CMX)
Sep19 190812 259.75 261.20 256.80 258.50 -0.40 69,805 148,473 -9,488
Dec19 190812 260.15 261.85 257.45 259.30 -0.40 21,359 93,034 +1,727
Mar20 190812 261.00 262.70 258.65 260.25 -0.40 7,490 31,402 -598
May20 190812 261.70 263.55 259.50 261.10 -0.40 2,207 9,842 +1,004
Jul20 190812 262.25 262.55 261.50 262.00 -0.40 195 1,042 -28
Total Volume and Open Interest 101,917 297,431 -7,382
E-mini DJIA Index(CBOT)
Sep19 190812 26263 26353 25803 25867 -401 228,936 94,238 -3,245
Dec19 190812 26251 26321 25779 25841 -402 179 753 +33
Mar20 190812 25776 26261 25776 25779 -421 1 4 -1
Jun20 190812 25741 25741 25741 25741 -418      
Total Volume and Open Interest 229,116 94,995 -3,213
S & P 500(CME)
Sep19 190812 2922.80 2930.60 2874.00 2880.30 -39.40 3,311 29,117 +1,084
Dec19 190812 2880.50 2880.50 2880.50 2880.50 -39.70 0 8 +0
Mar20 190812 2881.10 2881.10 2881.10 2881.10 -39.90      
Jun20 190812 2883.80 2883.80 2883.80 2883.80 -39.90      
Total Volume and Open Interest 3,311 29,125 +1,084
S & P 500 E-Mini(CME)
Sep19 190812 2918.75 2931.00 2872.50 2880.25 -39.50 1,800,667 2,482,349 -20,726
Dec19 190812 2919.50 2931.00 2873.25 2880.50 -39.75 12,297 64,805 +3,094
Mar20 190812 2921.25 2932.00 2874.25 2881.00 -40.00 188 7,974 +53
Jun20 190812 2883.75 2883.75 2883.75 2883.75 -40.00 0 1,907 +0
Total Volume and Open Interest 1,813,152 2,557,038 -17,579
NASDAQ 100 E-Mini(CME)
Sep19 190812 7654.50 7710.00 7534.75 7566.75 -93.50 553,666 199,599 +1,041
Dec19 190812 7685.25 7726.25 7553.25 7583.50 -94.00 1,249 1,955 +102
Mar20 190812 7604.75 7738.25 7581.50 7604.75 -94.00 21 52 +6
Total Volume and Open Interest 554,936 201,618 +1,149
S&P Midcap 400(CME) e-Mini
Sep19 190812 1900.40 1909.20 1868.80 1872.60 -29.00 20,504 70,273 +769
Dec19 190812 1876.60 1906.20 1874.10 1876.60 -29.00 0 114 +0
Mar20 190812 1881.30 1881.30 1881.30 1881.30 -29.60      
Total Volume and Open Interest 20,504 70,387 +769
Volatility Index(CBOE)
Aug19 190812 18.55 20.95 18.05 20.78 +2.30 117,205 109,590 -16,139
Sep19 190812 18.50 20.02 18.22 19.98 +1.40 103,331 160,714 +4,489
Oct19 190812 18.25 19.48 18.07 19.48 +1.15 29,816 38,107 +1,798
Nov19 190812 17.95 18.93 17.81 18.93 +0.90 15,443 34,566 -358
Total Volume and Open Interest 282,350 403,077 -9,899
S & P 600(CME)
Sep19 190812 920.80 920.80 920.80 920.80 -10.40 0 941 +0
Dec19 190812 921.40 921.40 921.40 921.40 -10.40      
Total Volume and Open Interest 0 941 +0
Russell 2000 Mini(CME)
Sep19 190812 1513.60 1521.10 1491.00 1493.10 -20.60 155,125 454,699 +2,972
Dec19 190812 1506.50 1521.50 1492.70 1494.30 -20.80 213 723 -49
Mar20 190812 1494.10 1494.10 1494.10 1494.10 -20.60      
Total Volume and Open Interest 155,338 455,422 +2,923
Nikkei 225(CME)
Sep19 190812 20525 20585 20220 20280 -210 11,867 26,361 -840
Dec19 190812 20430 20430 20090 20145 -210 351 1,605 +344
Total Volume and Open Interest 12,218 27,966 -496
Nikkei 225(SGX)
Sep19 190812 20665 20680 20360 20520 -150 136,923 148,505 -4,476
Dec19 190812 20410 20410 20225 20360 -150 83 4,850 +10
Mar20 190812 20315 20315 20315 20315 -90 0 401 +0
Total Volume and Open Interest 143,632 186,933 +5,840
Nikkei 225 Mini(JPX)
Sep19 190809 20565 20790 20510 20650 +90 1,484,193 516,639 -547,501
Dec19 190809 20385 20605 20330 20480 +120 48,412 22,452 -7,456
Mar20 190809 20300 20535 20270 20400 +90 630 2,775 -198
Total Volume and Open Interest 1,610,431 631,341 -557,131
Nikkei 225(JPX)
Sep19 190809 20560 20790 20510 20650 +90 101,622 256,693 -45,564
Dec19 190809 20390 20600 20330 20480 +120 1,192 43,532 -2,169
Mar20 190809 20410 20520 20400 20400 +90 7 10,879 -9
Total Volume and Open Interest 102,831 383,266 -47,844
Nikkei 225(CME) Yen
Sep19 190812 20525 20580 20210 20265 -220 55,986 57,775 +1,044
Dec19 190812 20390 20390 20040 20085 -225 346 1,756 +345
Mar20 190812 20165 20165 20165 20165 -215      
Total Volume and Open Interest 56,332 59,531 +1,386
Nikkei 225(CME) e-Mini Yen
Sep19 190812 20270 20270 20270 20270 -220      
Dec19 190812 20090 20090 20090 20090 -220      
Mar20 190812 20170 20170 20170 20170 -210      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Aug19 190812 5356.5 5386.0 5282.5 5309.0 -17.5 101,752 320,139 -476
Sep19 190812 5355.0 5382.5 5281.0 5305.5 -17.5 3,065 26,225 +1,195
Oct19 190812 5297.5 5297.5 5297.5 5297.5 -17.5      
Total Volume and Open Interest 104,817 411,982 +719
Hang Seng Index(HKFE)
Aug19 190812 25894 26011 25550 25560 -323 216,730 114,973 +954
Sep19 190812 25834 25930 25487 25487 -323 3,013 17,969 -634
Total Volume and Open Interest 220,357 145,749 +666
DAX(EUREX)
Sep19 190812 11715.5 11830.0 11607.5 11680.5 +10.5 112,369 116,751 -4,897
Dec19 190812 11735.5 11800.0 11602.0 11661.5 +10.5 37 2,102 +18
Mar20 190812 11647.5 11647.5 11647.5 11647.5 +10.5 0 61 +0
Total Volume and Open Interest 112,406 118,914 -4,879
Mini-DAX(EUREX)
Sep19 190812 11706.0 11830.0 11606.0 11680.5 +10.5 52,487 16,695 -893
Dec19 190812 11798.0 11809.0 11591.0 11661.5 +10.5 64 375 +10
Mar20 190812 11628.0 11647.5 11628.0 11647.5 +10.5 7 10 +2
Total Volume and Open Interest 52,558 17,080 -881
DJ EuroSTOXX 50(EUREX)
Sep19 190812 3335 3368 3305 3325 +2 1,130,585 3,917,735 -53,794
Dec19 190812 3331 3348 3290 3308 +2 338 323,605 -56
Mar20 190812 3307 3307 3280 3292 +1 3 46,773 -24
Total Volume and Open Interest 1,130,926 4,320,610 -53,874
Swiss Market Index(EUREX)
Sep19 190812 9769 9843 9674 9732 -4 54,557 188,624 -2,550
Dec19 190812 9792 9792 9659 9707 -4 22 1,127 +10
Mar20 190812 9596 9596 9596 9596 -4 0 82 +0
Total Volume and Open Interest 54,579 189,833 -2,540
FT-SE 100(EURONEXT)
Sep19 190812 7246.00 7268.50 7164.00 7200.00 -4.00 121,700 791,051 -2,835
Dec19 190812 7161.00 7161.00 7161.00 7161.00 -4.00 4 4,587 +0
Mar20 190812 7089.00 7089.00 7089.00 7089.00 -4.00 0 1 +0
Total Volume and Open Interest 121,704 795,639 -2,835
SPI 200(SFE)
Sep19 190812 6519.0 6534.0 6475.0 6532.0 +11.0 62,531 413,487 -1,362
Dec19 190812 6492.0 6512.0 6492.0 6512.0 +12.0 1 5,086 -1
Mar20 190812 6442.0 6442.0 6442.0 6442.0 +12.0 0 111 +0
Total Volume and Open Interest 62,881 421,233 -1,015
FTSE MIB(ISE)
Sep19 190812 20435.00 20550.00 20230.00 20282.00 -40.00 27,640 118,607 -1,605
Dec19 190812 20315.00 20400.00 20095.00 20142.00 -40.00 27 696 +14
Mar20 190812 20030.00 20030.00 20030.00 20030.00 -50.00 0 21 +0
Total Volume and Open Interest 27,667 119,332 -1,591
KOSPI 200(KFE)
Sep19 190812 254.50 255.45 254.15 255.45 +0.20 417,422 346,563 -6,384
Dec19 190812 254.50 255.55 254.25 255.55 +0.10 3,254 58,127 +3,157
Mar20 190812 251.20 252.20 251.20 252.20 +0.15 15 3,218 +7
Total Volume and Open Interest 420,691 438,689 -870
GSCI(CME)
Aug19 190812 399.10 401.10 396.95 396.95 -3.75 2,524 8,031 -2,507
Sep19 190812 397.75 397.75 395.95 396.25 -3.35 2,515 4,999 +2,514
Oct19 190812 388.35 397.30 388.35 388.35 -3.35      
Total Volume and Open Interest 5,039 13,030 +7
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