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 Thu September 26, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov19 190926 888.00 895.50 886.75 888.50 -0.75 99,066 362,431 -4,539
Jan20 190926 902.00 909.75 901.25 902.75 -0.50 22,787 108,783 +2,149
Mar20 190926 913.75 922.25 913.50 915.00 unch 14,758 99,886 -158
May20 190926 923.25 932.50 923.25 925.50 +0.75 6,322 45,554 +711
Jul20 190926 932.50 941.00 932.25 934.25 +0.75 7,747 40,071 +323
Aug20 190926 940.50 945.00 936.50 938.25 +1.25 278 3,223 -18
Sep20 190926 938.00 944.50 937.00 938.75 +1.25 358 1,953 +16
Nov20 190926 942.25 949.75 941.50 944.00 +1.50 3,464 24,299 -75
Jan21 190926 950.25 953.75 949.50 950.25 +1.25 101 657 +17
Mar21 190926 950.00 952.25 948.75 949.25 +0.25 294 1,293 +172
May21 190926 953.75 957.25 952.50 952.75 unch 36 169 +10
Jul21 190926 960.75 962.25 958.25 958.25 -0.25 35 197 +19
Aug21 190926 958.00 958.00 958.00 958.00 -0.25 0 24 +0
Sep21 190926 948.00 948.00 948.00 948.00 -0.25 0 22 +0
Total Volume and Open Interest 155,282 688,924 -1,367
Soybean Meal(CBOT)
Oct19 190926 292.70 295.70 290.50 290.80 -2.40 35,213 25,583 -6,701
Dec19 190926 297.10 300.00 295.30 295.60 -2.00 54,587 210,323 +812
Jan20 190926 299.10 301.90 297.40 297.60 -1.90 10,137 58,245 +3
Mar20 190926 302.40 305.30 300.90 301.20 -1.60 11,680 63,962 +2,168
May20 190926 306.40 309.10 305.20 305.60 -1.10 2,795 29,930 +417
Jul20 190926 310.60 313.60 309.70 310.20 -0.70 2,759 25,134 +135
Aug20 190926 312.50 315.40 311.50 312.10 -0.70 725 7,112 -55
Sep20 190926 315.60 316.20 312.80 313.10 -0.60 452 5,459 +64
Oct20 190926 314.40 316.30 312.90 313.30 -0.40 218 3,566 -32
Dec20 190926 315.40 318.30 314.80 315.40 -0.20 944 8,195 +283
Total Volume and Open Interest 119,518 437,811 -2,902
Soybean Oil(CBOT)
Oct19 190926 28.93 29.16 28.89 29.01 -0.03 21,766 20,678 -5,379
Dec19 190926 29.08 29.33 29.05 29.17 -0.03 62,097 218,278 -3,275
Jan20 190926 29.37 29.56 29.29 29.42 -0.02 17,466 75,531 +2,401
Mar20 190926 29.66 29.84 29.57 29.69 -0.04 11,966 103,156 +273
May20 190926 29.98 30.15 29.90 30.01 -0.04 2,272 29,520 +74
Jul20 190926 30.27 30.46 30.21 30.33 -0.05 2,734 31,461 +436
Aug20 190926 30.48 30.57 30.39 30.45 -0.07 1,240 4,774 +569
Sep20 190926 30.66 30.66 30.48 30.55 -0.09 1,089 3,990 +430
Oct20 190926 30.70 30.71 30.53 30.60 -0.09 729 2,952 +333
Dec20 190926 30.68 30.88 30.67 30.73 -0.08 1,894 9,209 +788
Total Volume and Open Interest 123,266 500,942 -3,347
Canola(WCE)
Nov19 190926 448.2 449.9 447.3 447.6 -1.3 8,035 126,193 +1,425
Jan20 190926 457.0 458.6 456.2 456.6 -1.1 5,058 45,930 -1,190
Mar20 190926 465.2 466.9 464.5 465.0 -0.9 1,151 15,590 +238
May20 190926 473.0 473.9 471.4 472.3 -0.7 381 9,313 +11
Jul20 190926 478.9 479.9 477.5 478.3 -0.7 241 5,169 +29
Total Volume and Open Interest 15,011 206,620 +513
Corn(CBOT)
Dec19 190926 373.50 375.75 368.25 372.50 -1.75 119,189 877,249 -1,124
Mar20 190926 385.00 387.25 380.75 384.75 -0.75 27,825 308,937 +215
May20 190926 392.25 394.50 388.75 392.25 -0.75 10,781 126,176 +1,303
Jul20 190926 398.00 400.00 394.75 397.50 -1.00 12,684 135,524 -269
Sep20 190926 398.75 400.75 397.00 399.50 unch 2,047 42,708 -232
Dec20 190926 403.50 405.25 402.75 404.25 -0.50 11,825 108,983 -394
Mar21 190926 414.25 415.00 412.75 414.25 unch 254 5,130 -9
May21 190926 418.50 420.50 418.50 419.75 -0.25 128 1,026 +39
Jul21 190926 424.00 424.00 421.50 423.25 -0.25 92 2,525 +52
Sep21 190926 413.00 413.00 412.00 413.00 -0.25 1 798 +0
Total Volume and Open Interest 184,969 1,615,071 -433
Wheat(CBOT)
Dec19 190926 477.00 486.75 476.75 484.25 +7.00 34,840 201,086 -37
Mar20 190926 483.25 492.50 483.00 490.25 +6.50 11,948 80,839 +1,458
May20 190926 488.75 496.25 488.50 494.25 +5.50 4,473 23,361 +675
Jul20 190926 492.75 500.25 492.75 498.50 +5.50 3,370 35,103 +188
Sep20 190926 503.50 508.25 502.75 506.50 +5.00 714 7,243 +161
Dec20 190926 518.25 521.25 515.25 519.25 +4.25 617 8,696 +50
Total Volume and Open Interest 55,973 358,164 +2,496
Wheat(KCBT)
Dec19 190926 403.25 411.25 403.25 408.25 +4.25 17,309 183,646 -41
Mar20 190926 417.50 424.25 417.25 421.50 +4.25 7,377 66,663 -107
May20 190926 426.75 434.00 426.75 431.25 +4.00 2,246 17,092 +39
Jul20 190926 439.25 443.75 437.00 440.50 +3.25 1,304 19,255 +157
Sep20 190926 450.00 455.25 450.00 452.00 +3.00 468 6,141 +298
Dec20 190926 465.25 471.25 465.00 468.75 +3.50 235 6,405 +143
Mar21 190926 482.50 484.25 482.50 482.50 +3.50 1 540 +0
Total Volume and Open Interest 28,940 299,846 +489
Wheat(MGE)
Dec19 190926 552.75 559.00 546.00 548.75 -5.50 8,804 37,428 -451
Mar20 190926 564.50 570.50 559.50 562.00 -3.75 3,424 19,093 +25
May20 190926 574.00 578.25 569.75 572.00 -2.25 1,031 5,155 +53
Jul20 190926 581.25 585.00 577.00 581.75 +0.25 900 4,262 -51
Sep20 190926 587.75 592.50 586.00 589.50 +0.75 958 3,042 -46
Dec20 190926 600.00 603.50 596.50 601.00 +1.50 482 1,646 +66
Total Volume and Open Interest 15,675 70,745 -360
Oats(CBOT)
Dec19 190926 272.75 272.75 269.00 270.25 -2.00 303 4,474 -18
Mar20 190926 276.00 276.00 273.00 274.00 -2.00 42 975 +29
May20 190926 275.25 275.25 275.25 275.25 -0.50 1 64 +0
Jul20 190926 274.75 274.75 274.75 274.75 -2.50 0 5 +0
Total Volume and Open Interest 346 5,520 +11
Rough Rice(CBOT)
Nov19 190926 11.91 12.23 11.88 12.08 +0.18 599 8,921 -62
Jan20 190926 12.10 12.40 12.09 12.29 +0.19 184 1,036 +139
Mar20 190926 12.44 12.45 12.43 12.43 +0.19 3 310 +0
May20 190926 12.51 12.51 12.50 12.50 +0.19 0 3 +0
Total Volume and Open Interest 786 10,291 +77
Live Cattle(CME)
Oct19 190926 103.100 103.350 102.550 102.950 -0.050 8,712 35,368 -2,975
Dec19 190926 108.450 108.900 107.980 108.750 +0.250 18,129 141,635 +1,167
Feb20 190926 114.730 115.135 114.250 115.000 +0.270 7,674 62,703 -559
Apr20 190926 117.230 117.535 116.950 117.430 +0.145 6,322 54,457 +412
Jun20 190926 109.885 110.180 109.680 110.080 +0.080 1,514 22,265 +150
Aug20 190926 107.950 108.450 107.850 108.350 +0.200 900 6,078 +272
Total Volume and Open Interest 43,398 323,881 -1,492
Feeder Cattle(CME)
Sep19 190926 141.600 141.700 141.485 141.500 -0.080 234 944 -54
Oct19 190926 142.500 143.400 142.435 143.100 +0.650 3,204 12,735 -336
Nov19 190926 141.300 141.750 140.830 141.450 +0.320 3,086 16,253 -295
Jan20 190926 137.500 137.830 136.950 137.580 +0.145 1,708 7,977 +81
Mar20 190926 136.785 137.250 136.380 137.100 +0.365 856 5,422 +90
Apr20 190926 137.880 138.330 137.535 138.235 +0.355 179 1,608 -14
May20 190926 138.500 138.800 138.150 138.750 +0.315 65 634 +7
Total Volume and Open Interest 9,345 45,702 -526
Lean Hogs(CME)
Oct19 190926 64.500 65.080 63.830 64.225 -0.355 15,219 23,813 -3,618
Dec19 190926 71.250 71.330 68.900 70.385 -1.015 28,233 99,953 +2,139
Feb20 190926 77.830 77.885 75.150 76.800 -1.235 9,926 50,043 +342
Apr20 190926 83.080 83.150 80.885 82.285 -1.145 6,654 41,235 +1,061
May20 190926 87.800 88.230 87.285 88.100 +0.050 58 881 +44
Jun20 190926 92.430 92.650 90.830 92.080 -0.650 6,992 24,400 +1,256
Jul20 190926 91.300 91.730 89.950 91.200 -0.300 2,139 7,720 +476
Aug20 190926 89.480 89.680 88.100 89.250 -0.250 1,687 5,736 +922
Total Volume and Open Interest 71,291 259,939 +2,806
Class III Milk(CME)
Sep19 190926 18.28 18.28 18.27 18.28 +0.02 81 3,357 -34
Oct19 190926 18.00 18.05 17.87 17.90 -0.19 375 4,144 -19
Nov19 190926 18.07 18.08 17.92 17.95 -0.13 243 3,604 +58
Dec19 190926 17.51 17.51 17.34 17.36 -0.12 206 2,816 +94
Jan20 190926 16.82 16.82 16.68 16.72 -0.11 69 1,452 +19
Feb20 190926 16.50 16.51 16.39 16.39 -0.11 60 1,260 +41
Mar20 190926 16.51 16.53 16.43 16.44 -0.04 43 1,080 +13
Apr20 190926 16.60 16.68 16.57 16.61 -0.05 7 808 +5
May20 190926 16.74 16.80 16.71 16.73 -0.05 2 781 -1
Jun20 190926 16.87 16.92 16.80 16.80 -0.10 11 864 +3
Jul20 190926 17.07 17.09 16.98 17.00 -0.10 5 425 +3
Aug20 190926 17.21 17.24 17.08 17.16 -0.08 0 403 +0
Sep20 190926 17.20 17.25 17.19 17.25 -0.14 1 487 +1
Total Volume and Open Interest 1,103 22,438 +183
Cocoa(ICE)
Dec19 190926 2473 2513 2455 2505 +36 18,577 100,051 +878
Mar20 190926 2482 2512 2466 2507 +27 11,232 73,117 +1,250
May20 190926 2474 2500 2459 2495 +21 5,970 47,499 -285
Jul20 190926 2454 2477 2438 2471 +16 2,233 18,436 +189
Sep20 190926 2435 2456 2418 2447 +13 2,063 17,138 +84
Dec20 190926 2392 2422 2383 2413 +10 1,622 26,101 +421
Mar21 190926 2380 2404 2379 2401 +11 418 9,658 +140
Total Volume and Open Interest 42,328 295,128 +2,656
Coffee "C"(ICE)
Dec19 190926 101.40 102.90 100.05 100.85 -0.10 24,939 125,547 +163
Mar20 190926 104.80 106.30 103.50 104.35 -0.10 8,818 55,960 +1,672
May20 190926 107.15 108.45 105.80 106.60 -0.10 2,082 30,183 +31
Jul20 190926 109.15 110.45 107.95 108.65 -0.15 1,622 21,849 -18
Sep20 190926 111.15 112.15 109.80 110.55 -0.15 457 10,367 +39
Dec20 190926 114.05 115.25 112.70 113.35 -0.25 313 11,787 -85
Total Volume and Open Interest 38,299 266,362 +1,813
Orange Juice(ICE)
Nov19 190926 96.80 98.05 96.50 97.50 +0.50 1,078 13,615 +240
Jan20 190926 99.70 100.65 99.40 100.35 +0.60 284 2,246 +188
Mar20 190926 102.50 103.20 102.15 103.00 +0.40 23 951 -2
May20 190926 105.50 105.95 105.15 105.95 +0.40 1 506 +0
Jul20 190926 108.90 108.90 108.90 108.90 +0.40 3 306 -3
Sep20 190926 112.10 112.10 112.10 112.10 +0.30 3 180 +1
Total Volume and Open Interest 1,392 18,075 +424
Sugar #11(ICE)
Oct19 190926 11.84 11.86 11.56 11.63 -0.17 58,994 37,725 -23,487
Mar20 190926 12.70 12.72 12.58 12.62 -0.04 101,556 550,649 -2,993
May20 190926 12.73 12.79 12.66 12.69 -0.02 19,964 162,396 -633
Jul20 190926 12.82 12.89 12.77 12.80 unch 11,061 81,566 +321
Oct20 190926 13.02 13.10 12.98 13.00 unch 5,812 68,568 -1,348
Mar21 190926 13.50 13.59 13.48 13.50 unch 2,247 37,345 +1,038
May21 190926 13.47 13.54 13.44 13.46 unch 400 5,115 +2
Jul21 190926 13.41 13.47 13.37 13.39 -0.02 317 4,755 +97
Total Volume and Open Interest 202,336 953,473 -25,531
London Cocoa(LCE)
Dec19 190926 1920 1948 1918 1944 +26 12,687 71,011 +1,553
Mar20 190926 1869 1889 1864 1885 +18 11,286 88,457 +1,429
May20 190926 1852 1865 1846 1863 +12 5,842 40,952 +819
Jul20 190926 1840 1846 1830 1844 +7 2,972 29,519 -107
Sep20 190926 1823 1829 1814 1827 +7 1,975 30,089 -141
Dec20 190926 1788 1798 1780 1795 +9 1,270 26,323 -248
Mar21 190926 1781 1788 1771 1787 +10 805 10,670 +94
Total Volume and Open Interest 37,692 303,255 +3,130
London Sugar(LCE)
Dec19 190926 340.00 342.00 338.80 339.80 +0.20 11,583 50,380 -538
Mar20 190926 341.50 343.10 340.70 341.80 +0.40 6,666 30,936 -215
May20 190926 346.70 347.40 345.40 346.40 +0.50 1,094 9,573 +156
Aug20 190926 351.10 351.50 350.00 350.80 +0.30 517 4,313 +41
Oct20 190926 353.60 354.50 353.60 353.90 +0.20 47 1,816 +13
Total Volume and Open Interest 19,943 98,343 -516
Cotton(ICE)
Oct19 190926 59.20 59.20 59.20 59.20 -0.17 0 13 +0
Dec19 190926 60.45 60.94 59.93 60.28 -0.17 10,102 138,811 +222
Mar20 190926 61.35 61.62 60.63 60.99 -0.18 4,404 60,088 +358
May20 190926 62.26 62.43 61.54 61.89 -0.23 537 8,557 -25
Jul20 190926 62.72 63.08 62.26 62.60 -0.26 210 8,244 -17
Oct20 190926 63.12 63.12 63.12 63.12 -0.26      
Total Volume and Open Interest 15,359 234,295 +570
Lumber(CME)
Nov19 190926 369.5 375.1 368.9 372.0 +2.8 235 1,589 -67
Jan20 190926 372.0 377.0 371.0 374.9 +2.8 31 342 -3
Mar20 190926 377.3 378.1 377.3 378.1 +1.9 4 53 +1
May20 190926 381.9 381.9 381.9 381.9 +1.9 2 3 +1
Jul20 190926 380.4 380.4 380.4 380.4 +1.9      
Sep20 190926 378.9 378.9 378.9 378.9 +1.9      
Nov20 190926 377.4 377.4 377.4 377.4 +1.9      
Total Volume and Open Interest 272 1,987 -68
Crude Oil(NYM)
Nov19 190926 56.69 56.84 55.41 56.41 -0.08 563,550 390,178 -13,928
Dec19 190926 56.55 56.65 55.25 56.28 -0.04 119,733 270,120 -8,025
Jan20 190926 56.10 56.25 54.91 55.90 -0.03 56,385 154,936 +490
Feb20 190926 55.69 55.78 54.50 55.45 -0.02 18,543 84,335 +1,915
Mar20 190926 55.13 55.26 54.06 54.95 -0.05 23,685 134,632 +1,900
Apr20 190926 54.48 54.69 53.62 54.45 -0.09 8,974 61,442 +286
May20 190926 54.14 54.29 53.42 53.99 -0.12 5,087 51,428 +414
Jun20 190926 53.76 53.90 52.85 53.56 -0.13 23,851 175,626 +1,020
Jul20 190926 53.30 53.44 52.58 53.15 -0.15 3,754 48,528 -46
Aug20 190926 52.83 52.98 52.50 52.81 -0.15 1,512 30,743 -178
Sep20 190926 52.45 52.67 52.03 52.53 -0.13 5,168 64,168 +522
Oct20 190926 52.08 52.30 51.90 52.30 -0.13 1,436 39,588 +143
Nov20 190926 52.49 52.49 52.13 52.13 -0.13 1,462 34,077 -285
Dec20 190926 52.14 52.26 51.47 52.00 -0.11 23,176 185,824 -1,761
Jan21 190926 51.84 51.84 51.84 51.84 -0.11 588 29,514 +69
Feb21 190926 51.70 51.70 51.70 51.70 -0.11 613 14,601 -114
Total Volume and Open Interest 870,633 2,030,292 -17,796
e-miNY Crude Oil(NYM)
Nov19 190926 56.675 56.825 55.400 56.400 -0.100 21,760 2,970 +712
Dec19 190926 56.500 56.650 55.275 56.275 -0.050 684 696 +25
Jan20 190926 56.100 56.100 55.000 55.900 -0.025 33 310 +0
Feb20 190926 55.000 55.500 54.900 55.450 -0.025 9 116 +0
Mar20 190926 54.950 55.025 54.175 54.950 -0.050 4 116 +4
Apr20 190926 54.325 54.750 53.950 54.450 -0.100 17 140 -1
May20 190926 54.000 54.000 54.000 54.000 -0.100 0 128 +0
Jun20 190926 53.550 53.550 53.550 53.550 -0.150 17 16 -13
Jul20 190926 53.150 53.150 53.150 53.150 -0.150 0 21 +0
Aug20 190926 52.800 52.800 52.800 52.800 -0.150 0 16 +0
Total Volume and Open Interest 22,526 4,638 +729
NY Harbor ULSD(NYM)
Oct19 190926 195.37 196.32 192.50 195.51 +0.12 24,291 19,586 -9,849
Nov19 190926 194.97 195.98 192.03 195.05 +0.08 55,954 110,467 +672
Dec19 190926 193.95 195.14 191.33 194.30 +0.14 28,994 68,951 -1,957
Jan20 190926 193.75 194.12 190.45 193.39 +0.17 14,420 44,176 +786
Feb20 190926 191.77 192.83 189.23 192.09 +0.17 8,651 22,654 -946
Mar20 190926 190.05 190.95 187.49 190.23 +0.11 8,221 38,487 -491
Apr20 190926 186.92 188.40 185.48 188.06 +0.04 5,274 20,536 +1,109
May20 190926 187.12 187.30 184.27 186.56 -0.05 2,714 13,330 +409
Jun20 190926 185.77 186.16 183.06 185.37 -0.10 8,272 26,006 -1,706
Jul20 190926 185.09 185.73 183.18 184.97 -0.13 1,146 6,269 -60
Aug20 190926 184.06 184.76 182.61 184.76 -0.16 653 3,019 -42
Sep20 190926 183.42 184.78 183.33 184.78 -0.14 493 3,729 +14
Oct20 190926 184.00 184.91 184.00 184.91 -0.09 236 2,840 +51
Nov20 190926 185.10 185.10 185.05 185.05 -0.05 293 2,016 +52
Total Volume and Open Interest 164,907 403,873 -13,209
RBOB Gasoline(NYM)
Oct19 190926 163.01 166.57 161.73 166.12 +3.60 38,947 28,536 -11,448
Nov19 190926 160.46 162.67 158.77 162.21 +2.19 75,075 133,377 +3,016
Dec19 190926 157.17 158.77 155.18 158.38 +1.60 34,282 71,393 -162
Jan20 190926 155.51 156.91 153.45 156.53 +1.32 14,932 47,988 +513
Feb20 190926 155.54 156.83 153.45 156.45 +1.18 5,549 16,806 -214
Mar20 190926 156.51 157.73 154.59 157.46 +1.08 3,399 23,600 +59
Apr20 190926 173.70 174.41 171.94 174.41 +0.93 1,746 10,279 +397
May20 190926 173.69 174.56 172.24 174.56 +0.90 874 5,631 +209
Jun20 190926 171.93 173.29 170.68 173.24 +0.87 1,437 12,066 +114
Jul20 190926 169.44 171.10 169.05 171.10 +0.83 211 2,281 -28
Total Volume and Open Interest 177,608 363,718 -7,388
e-miNY RBOB Gasoline(NYM)
Oct19 190926 166.12 166.12 166.12 166.12 +3.60 1 1 +0
Nov19 190926 162.21 162.21 162.21 162.21 +2.19      
Dec19 190926 158.38 158.38 158.38 158.38 +1.60      
Jan20 190926 156.53 156.53 156.53 156.53 +1.32      
Total Volume and Open Interest 1 1 +0
Natural Gas(NYM)
Oct19 190926 2.514 2.540 2.390 2.428 -0.074 60,510 4,334 -26,062
Nov19 190926 2.524 2.562 2.412 2.443 -0.075 167,218 315,891 +1,287
Dec19 190926 2.666 2.707 2.563 2.596 -0.072 40,315 148,412 +1,048
Jan20 190926 2.774 2.809 2.676 2.711 -0.063 46,145 123,357 -1,739
Feb20 190926 2.734 2.767 2.640 2.677 -0.056 15,636 61,625 +56
Mar20 190926 2.633 2.656 2.548 2.579 -0.048 31,413 104,427 +3,282
Apr20 190926 2.352 2.365 2.296 2.332 -0.025 23,078 71,620 -1,227
May20 190926 2.324 2.335 2.277 2.307 -0.023 5,724 65,109 +1,204
Jun20 190926 2.358 2.367 2.308 2.343 -0.020 1,895 21,533 +516
Jul20 190926 2.394 2.403 2.345 2.383 -0.016 1,350 23,694 -353
Aug20 190926 2.399 2.405 2.350 2.389 -0.014 2,131 23,055 +460
Sep20 190926 2.386 2.390 2.336 2.374 -0.014 1,523 21,191 -332
Oct20 190926 2.407 2.420 2.361 2.402 -0.013 6,177 44,449 -378
Nov20 190926 2.474 2.479 2.425 2.464 -0.010 1,553 18,978 -42
Dec20 190926 2.638 2.638 2.589 2.627 -0.008 1,150 14,373 -648
Jan21 190926 2.754 2.755 2.701 2.742 -0.011 2,320 11,753 -466
Total Volume and Open Interest 409,584 1,122,251 -22,798
Brent Crude Oil(ICE)
Nov19 190926 62.58 62.92 61.45 62.74 +0.35 201,466 144,895 -41,591
Dec19 190926 61.56 61.92 60.50 61.74 +0.31 295,095 549,149 +8,770
Jan20 190926 60.75 61.02 59.66 60.86 +0.33 93,341 236,640 +2,247
Feb20 190926 60.13 60.38 59.05 60.21 +0.33 54,219 131,817 +11,228
Mar20 190926 59.67 59.89 58.64 59.72 +0.29 40,978 162,672 +3,382
Apr20 190926 59.30 59.45 58.32 59.31 +0.24 16,097 71,486 +1,992
May20 190926 58.95 59.11 58.06 58.98 +0.20 13,884 89,490 +2,591
Jun20 190926 58.57 58.81 57.81 58.69 +0.18 43,038 198,095 +1,246
Jul20 190926 58.26 58.54 57.74 58.43 +0.15 3,549 78,252 +960
Aug20 190926 58.23 58.23 58.23 58.23 +0.13 4,164 44,531 -491
Sep20 190926 58.05 58.05 58.05 58.05 +0.12 9,181 76,462 +1,391
Oct20 190926 57.86 57.86 57.86 57.86 +0.12 4,675 48,417 +2,639
Nov20 190926 57.70 57.70 57.70 57.70 +0.12 1,709 32,727 -148
Dec20 190926 57.37 57.64 56.90 57.52 +0.11 40,682 204,306 -908
Total Volume and Open Interest 846,891 2,431,657 -9,968
Gas Oil(ICE)
Oct19 190926 599.25 602.00 590.50 593.25 -3.25 61,264 155,749 -7,375
Nov19 190926 595.50 598.75 587.25 590.00 -3.25 77,657 209,976 +1,625
Dec19 190926 589.25 591.75 581.00 583.50 -3.00 65,503 175,767 -358
Jan20 190926 584.00 586.00 575.75 578.50 -2.75 29,733 98,161 +206
Feb20 190926 579.75 581.75 571.75 574.25 -2.75 14,110 50,506 +1,392
Mar20 190926 575.75 577.50 568.00 570.25 -2.75 10,344 49,971 +1,132
Apr20 190926 569.75 573.25 564.75 566.50 -2.75 5,017 26,619 +498
May20 190926 567.50 570.00 562.25 563.25 -2.75 2,548 29,077 -45
Jun20 190926 565.75 566.75 558.50 560.25 -2.75 11,380 64,512 +57
Jul20 190926 561.25 565.00 558.50 559.25 -2.75 1,140 18,574 -49
Total Volume and Open Interest 292,672 1,032,779 -3,757
Ethanol(CBOT)
Oct19 190926 1.436 1.448 1.434 1.444 +0.009 91 143 +16
Nov19 190926 1.379 1.389 1.376 1.385 -0.006 170 388 +33
Dec19 190926 1.366 1.374 1.366 1.371 -0.014 32 55 -6
Jan20 190926 1.371 1.371 1.371 1.371 -0.014 0 3 +0
Feb20 190926 1.371 1.371 1.371 1.371 -0.014 0 3 +0
Mar20 190926 1.371 1.371 1.371 1.371 -0.014      
Apr20 190926 1.415 1.415 1.415 1.415 -0.014      
May20 190926 1.415 1.415 1.415 1.415 -0.014      
Total Volume and Open Interest 293 592 +43
WTI Crude Oil(ICE)
Nov19 190926 56.69 56.84 55.42 56.41 -0.08 31,510 79,886 -1,939
Dec19 190926 56.48 56.62 55.26 56.28 -0.04 46,099 135,455 +351
Jan20 190926 56.09 56.26 54.92 55.90 -0.03 22,663 52,732 -3,857
Feb20 190926 55.51 55.66 54.53 55.45 -0.02 7,852 20,441 +280
Mar20 190926 55.01 55.16 54.10 54.95 -0.05 5,822 36,115 +111
Apr20 190926 54.05 54.66 53.66 54.45 -0.09 1,838 11,588 +94
May20 190926 53.87 54.19 53.37 53.99 -0.12 820 8,443 -67
Jun20 190926 53.68 53.70 52.88 53.56 -0.13 5,893 62,664 +362
Jul20 190926 53.10 53.22 53.10 53.15 -0.15 244 8,004 +56
Aug20 190926 52.81 52.81 52.81 52.81 -0.15 139 6,979 +19
Sep20 190926 52.53 52.53 52.53 52.53 -0.13 298 12,413 +46
Oct20 190926 52.30 52.30 52.30 52.30 -0.13 67 6,300 -43
Nov20 190926 52.13 52.13 52.13 52.13 -0.13 74 5,770 +12
Dec20 190926 52.02 52.22 51.56 52.00 -0.11 8,670 82,292 -556
Jan21 190926 51.84 51.84 51.84 51.84 -0.11 16 3,150 +2
Feb21 190926 51.70 51.70 51.70 51.70 -0.11 3 2,687 -1
Total Volume and Open Interest 134,416 631,662 -4,890
US Dollar Index(ICE)
Dec19 190926 98.595 98.915 98.450 98.765 +0.105 17,348 59,792 +3,447
Mar20 190926 98.060 98.395 98.060 98.315 +0.105 8 639 +3
Jun20 190926 97.940 97.940 97.940 97.940 +0.105 0 202 +0
Total Volume and Open Interest 17,356 60,633 +3,450
Australian Dollar(CME)
Dec19 190926 67.69 67.98 67.62 67.71 -0.02 92,191 160,432 +2,141
Mar20 190926 67.85 68.11 67.79 67.86 -0.02 26 692 +5
Jun20 190926 67.99 68.06 67.99 67.99 -0.02 0 120 +0
Total Volume and Open Interest 92,588 162,989 +2,117
British Pound(CME)
Dec19 190926 123.96 124.19 123.41 123.65 -0.25 128,420 232,761 +313
Mar20 190926 124.13 124.55 123.83 124.03 -0.25 88 786 -84
Jun20 190926 124.31 124.74 124.15 124.31 -0.28 1 168 +0
Total Volume and Open Interest 129,861 236,483 +402
Canadian Dollar(CME)
Dec19 190926 75.47 75.68 75.41 75.50 -0.02 67,848 119,889 +1,678
Mar20 190926 75.58 75.73 75.48 75.56 -0.02 49 1,940 +23
Jun20 190926 75.65 75.67 75.50 75.56 -0.02 5 343 +4
Sep20 190926 75.53 75.53 75.53 75.53 -0.03 0 312 +0
Total Volume and Open Interest 68,143 124,743 +1,726
Japanese Yen(CME)
Dec19 190926 93.33 93.60 93.13 93.26 unch 136,684 140,623 +3,012
Mar20 190926 93.99 94.20 93.77 93.89 +0.01 53 368 +13
Jun20 190926 94.41 94.65 94.37 94.41 unch 0 21 +0
Total Volume and Open Interest 137,604 145,079 +3,053
Swiss Franc(CME)
Dec19 190926 101.52 101.62 101.17 101.36 -0.11 28,387 59,816 +2,967
Mar20 190926 102.26 102.39 102.01 102.14 -0.12 3 74 +2
Jun20 190926 102.85 102.97 102.78 102.85 -0.11 0 11 +0
Total Volume and Open Interest 28,390 59,903 +2,969
EuroFX(CME)
Dec19 190926 110.09 110.32 109.72 109.92 -0.16 175,587 479,849 +4,569
Mar20 190926 110.83 111.05 110.48 110.67 -0.15 695 20,377 -62
Jun20 190926 111.46 111.63 111.19 111.32 -0.15 4 1,546 +1
Total Volume and Open Interest 177,191 506,913 +4,301
Mexican Peso(CME)
Oct19 190926 507.75 507.75 507.38 507.75 -2.50 46 5 -42
Nov19 190926 504.75 504.75 504.63 504.75 -2.50      
Total Volume and Open Interest 47,348 203,155 +3,887
Brazilian Real(CME)
Oct19 190926 240.45 242.50 239.70 240.15 -0.25 8,382 36,247 -4,550
Nov19 190926 240.00 242.00 239.20 239.65 -0.30 8,480 8,621 +6,129
Dec19 190926 241.30 241.45 239.10 239.35 -0.20 31 3,659 +16
Jan20 190926 239.05 239.05 239.05 239.05 -0.20 0 1 +0
Total Volume and Open Interest 16,893 48,528 +1,595
30-Year T-Bonds(CBOT)
Dec19 190926 161~060 162~150 161~050 162~100 +1~020 378,852 975,563 -730
Mar20 190926 160~300 161~180 160~300 161~150 +1~040 6 7 +2
Jun20 190926 161~150 161~150 161~150 161~150 +1~040      
Total Volume and Open Interest 378,858 975,570 -728
10-Year T-Notes(CBOT)
Dec19 190926 129~295 130~125 129~290 130~090 +0~105 1,777,604 3,554,081 -22,188
Mar20 190926 130~130 130~140 130~080 130~120 +0~095 35 110 -10
Jun20 190926 130~120 130~120 130~120 130~120 +0~095      
Total Volume and Open Interest 1,777,639 3,554,191 -22,198
5-Year T-Notes(CBOT)
Sep19 190926 118~182 118~224 118~166 118~210 +0~052 2,996 4,165 -778
Dec19 190926 118~286 119~052 118~284 119~030 +0~056 1,051,880 4,122,910 +16,348
Mar20 190926 119~002 119~002 119~002 119~002 +0~056      
Total Volume and Open Interest 1,054,876 4,127,075 +15,570
2 Year T-Notes(CBOT)
Sep19 190926 107~141 107~141 107~141 107~141 +0~014 1,018 9,874 -12,307
Dec19 190926 107~216 107~243 107~211 107~231 +0~014 578,538 3,661,373 +24,974
Mar20 190926 107~292 107~292 107~292 107~292 +0~014      
Total Volume and Open Interest 579,556 3,671,247 +12,667
Eurodollars(CME)
Dec19 190926 98.005 98.035 97.995 98.020 +0.015 327,798 1,749,038 -28,798
Mar20 190926 98.290 98.340 98.290 98.320 +0.020 234,574 1,462,225 +4,409
Jun20 190926 98.405 98.455 98.405 98.440 +0.025 235,353 1,230,182 +5,780
Sep20 190926 98.490 98.535 98.485 98.520 +0.025 218,853 1,054,380 +1,178
Dec20 190926 98.495 98.545 98.490 98.530 +0.030 240,691 1,146,323 -726
Mar21 190926 98.585 98.630 98.580 98.615 +0.030 185,547 777,510 +555
Jun21 190926 98.600 98.650 98.600 98.635 +0.030 159,682 801,606 -100
Sep21 190926 98.605 98.655 98.600 98.640 +0.030 127,331 510,504 +3,012
Dec21 190926 98.575 98.630 98.575 98.615 +0.035 121,079 635,731 -132
Mar22 190926 98.590 98.640 98.590 98.630 +0.040 84,881 421,217 -1,386
Jun22 190926 98.575 98.625 98.575 98.615 +0.035 67,194 287,139 +740
Sep22 190926 98.560 98.610 98.555 98.600 +0.035 67,797 267,560 -1,510
Dec22 190926 98.535 98.585 98.535 98.575 +0.035 48,036 257,070 -2,919
Mar23 190926 98.525 98.580 98.525 98.570 +0.040 34,795 247,356 -157
Jun23 190926 98.515 98.565 98.515 98.555 +0.040 29,665 123,801 +1,390
Sep23 190926 98.495 98.550 98.495 98.535 +0.035 24,160 124,222 +365
Dec23 190926 98.470 98.520 98.470 98.510 +0.035 20,122 84,628 +146
Mar24 190926 98.450 98.500 98.450 98.490 +0.035 19,474 60,725 +97
Total Volume and Open Interest 2,373,070 11,985,644 -15,398
Ultra T-Bond(CBOT)
Sep19 190919 188~12 188~30 186~17 188~22 +1~16 13,700 12,408 -3,686
Dec19 190926 189~16 192~02 189~15 191~24 +2~03 135,380 1,133,255 +824
Mar20 190926 191~01 191~01 191~01 191~01 +2~03      
Total Volume and Open Interest 135,380 1,133,255 +824
Ultra 10-Yr T-Note(CBOT)
Sep19 190919 140~025 140~270 139~305 140~225 +0~080 2,771 536 -2,046
Dec19 190926 141~210 142~140 141~210 142~095 +0~180 198,503 825,495 +2,634
Mar20 190926 143~125 143~125 143~125 143~125 +0~180 0 1 +0
Total Volume and Open Interest 198,503 825,496 +2,634
30 Day Federal Funds(CBOT)
Sep19 190926 97.948 97.952 97.945 97.948 +0.003 13,881 200,437 -2,561
Oct19 190926 98.125 98.140 98.120 98.130 +0.015 63,903 393,453 +2,603
Nov19 190926 98.245 98.260 98.240 98.245 +0.005 84,115 413,269 +11,880
Dec19 190926 98.315 98.330 98.305 98.310 unch 31,870 207,271 +3,023
Jan20 190926 98.405 98.420 98.390 98.400 unch 55,953 363,715 +8,762
Feb20 190926 98.480 98.500 98.465 98.480 -0.005 44,804 168,886 +8,100
Total Volume and Open Interest 366,672 2,119,597 +32,385
Japanese Govt Bonds(SGX)
Dec19 190926 155.41 155.43 155.13 155.28 -0.13 1,890 16,795 +305
Mar20 190926 155.28 155.28 155.28 155.28 -0.13      
Jun20 190926 155.28 155.28 155.28 155.28 -0.13      
Total Volume and Open Interest 1,890 16,795 +305
Euro-Buxl(EUREX)
Dec19 190926 218.06 219.96 217.90 219.36 +0.12 52,578 233,824 +2,963
Mar20 190926 216.52 217.70 216.52 217.70 +0.10 803 4,581 +800
Jun20 190926 216.36 216.36 216.36 216.36 +0.12 0 7 +0
Total Volume and Open Interest 53,381 238,412 +3,763
Euro-Bund(EUREX)
Dec19 190926 174.11 174.46 174.03 174.32 -0.04 692,838 1,647,864 +36,986
Mar20 190926 176.38 176.69 176.38 176.60 -0.06 1,157 3,136 +1,023
Jun20 190926 173.80 173.80 173.30 173.30 -0.04 1 7 +1
Total Volume and Open Interest 693,996 1,651,007 +38,010
Euro-Bobl(EUREX)
Dec19 190926 135.48 135.60 135.47 135.55 +0.04 371,258 1,187,115 +24,858
Mar20 190926 135.58 135.58 135.58 135.58 +0.04 402 520 +402
Jun20 190926 135.90 135.90 135.90 135.90 +0.04      
Total Volume and Open Interest 371,660 1,187,635 +25,260
Euro-Schatz(EUREX)
Dec19 190926 112.27 112.31 112.26 112.29 +0.04 222,500 1,578,533 +18,374
Mar20 190926 112.32 112.32 112.32 112.32 +0.04 0 23 +0
Jun20 190926 113.11 113.11 113.11 113.11 +0.04      
Total Volume and Open Interest 222,500 1,578,556 +18,374
3-Mth Euribor(EUREX)
Sep19 190916 100.395 100.395 100.395 100.395 -0.005 55 2,109 -370
Dec19 190926 100.450 100.450 100.450 100.450 unch 0 1,883 +0
Mar20 190926 100.500 100.500 100.500 100.500 unch 0 745 +0
Total Volume and Open Interest 0 5,812 +0
Long Gilt(LIFFE)
Sep19 190926 134~24 134~24 134~22 134~23 -0~03 1,060 16,996 -1,060
Dec19 190926 133~25 133~31 133~17 133~27 +0~00 227,174 630,995 +1,129
Total Volume and Open Interest 228,234 647,992 +69
3-Mth Short Sterling(LIFFE)
Dec19 190926 99.21 99.22 99.21 99.21 unch 55,914 844,273 -937
Mar20 190926 99.29 99.31 99.29 99.30 +0.01 40,876 564,200 +3,158
Jun20 190926 99.33 99.35 99.32 99.33 +0.01 54,409 550,229 -850
Sep20 190926 99.37 99.39 99.35 99.38 +0.02 51,210 481,514 +11,106
Dec20 190926 99.36 99.38 99.35 99.37 +0.03 77,635 416,716 +7,392
Mar21 190926 99.40 99.43 99.39 99.42 +0.03 53,617 185,544 +5,350
Total Volume and Open Interest 709,615 3,972,426 +55,023
3-Mth Euribor(LIFFE)
Dec19 190926 100.450 100.460 100.450 100.455 +0.005 62,089 637,936 -3,211
Mar20 190926 100.490 100.505 100.490 100.500 +0.005 53,875 404,821 -4,869
Jun20 190926 100.515 100.535 100.515 100.525 +0.005 49,985 370,104 +8,151
Total Volume and Open Interest 590,679 3,852,736 +13,909
3-Mth Aus T-Bills(SFE)
Dec19 190926 99.06 99.08 99.06 99.08 +0.01 39,257 238,236 -3,794
Mar20 190926 99.20 99.22 99.19 99.22 +0.01 30,959 259,964 +1,454
Jun20 190926 99.26 99.27 99.24 99.27 +0.01 28,945 234,988 -1,857
Sep20 190926 99.29 99.31 99.26 99.30 +0.01 18,373 190,063 -1,284
Dec20 190926 99.25 99.27 99.23 99.27 +0.01 14,026 124,476 -1,813
Mar21 190926 99.27 99.30 99.25 99.29 +0.01 8,103 78,110 -428
Jun21 190926 99.27 99.29 99.24 99.29 +0.01 6,349 52,142 -1,472
Sep21 190926 99.27 99.28 99.24 99.28 +0.01 2,169 18,319 +666
Dec21 190926 99.24 99.25 99.24 99.24 unch 3 4,379 +3
Mar22 190926 99.26 99.26 99.26 99.26 unch 9 1,284 +0
Total Volume and Open Interest 148,193 1,202,892 -8,525
10-Year Aus T-Bonds(SFE)
Dec19 190926 99.06 99.08 99.01 99.06 -0.01 182,180 1,280,073 +7,993
Mar20 190926 99.07 99.07 99.07 99.07 -0.01      
Total Volume and Open Interest 182,180 1,280,073 +7,993
3-Year Aus T-Bonds(SFE)
Dec19 190926 99.32 99.35 99.29 99.33 +0.01 245,867 1,120,955 +25,984
Mar20 190926 99.36 99.36 99.36 99.36 +0.00 0 25 +0
Total Volume and Open Interest 245,867 1,120,980 +25,984
Gold(CMX)
Oct19 190926 1503.7 1512.0 1500.0 1507.9 +2.8 15,729 17,382 -13,699
Dec19 190926 1510.9 1519.5 1507.1 1515.2 +2.9 481,457 485,518 -11,203
Feb20 190926 1517.7 1526.0 1513.8 1521.8 +3.1 12,160 62,090 -326
Apr20 190926 1523.0 1530.2 1521.5 1527.2 +3.1 3,322 30,421 -645
Jun20 190926 1532.4 1533.4 1528.9 1532.0 +3.1 1,563 26,010 +457
Aug20 190926 1530.6 1536.5 1530.6 1536.5 +3.0 521 4,793 +155
Oct20 190926 1543.2 1543.2 1539.2 1540.9 +3.0 33 873 +27
Dec20 190926 1538.9 1547.0 1538.0 1545.0 +3.0 248 4,304 +135
Feb21 190926 1548.7 1548.7 1548.7 1548.7 +3.0 3 28 +0
Apr21 190926 1552.3 1552.3 1552.3 1552.3 +3.0 0 30 +0
Jun21 190926 1555.3 1555.3 1555.3 1555.3 +3.0 2 1,309 +2
Total Volume and Open Interest 516,122 633,947 -24,997
Silver(CMX)
Sep19 190926 1791.0 1791.0 1780.1 1780.1 -16.1 26 18 -2
Dec19 190926 1799.0 1811.0 1778.5 1791.2 -16.1 132,581 167,309 +1,290
Mar20 190926 1811.0 1824.0 1792.5 1804.7 -16.1 1,666 28,071 +105
May20 190926 1827.0 1831.5 1802.0 1812.4 -16.3 409 8,946 -85
Jul20 190926 1835.0 1836.0 1812.5 1819.3 -16.3 406 7,842 -116
Sep20 190926 1826.2 1843.0 1820.0 1826.2 -16.4 75 778 -3
Dec20 190926 1841.0 1845.0 1825.0 1836.4 -16.4 79 1,468 -34
Total Volume and Open Interest 135,984 216,403 +1,186
Platinum(NYMEX)
Oct19 190926 926.6 937.7 926.0 936.1 +8.2 32,069 13,463 -8,618
Jan20 190926 936.2 944.4 933.5 942.7 +7.1 20,617 76,065 +8,542
Apr20 190926 941.2 950.0 941.0 948.8 +7.1 467 2,354 +241
Jul20 190926 953.7 953.7 953.7 953.7 +6.7 31 93 +10
Total Volume and Open Interest 53,205 92,010 +189
Palladium(NYMEX)
Dec19 190926 1611.90 1644.30 1611.90 1642.90 +31.10 5,010 21,318 -198
Mar20 190926 1608.00 1634.70 1608.00 1634.70 +30.30 147 1,708 +101
Jun20 190926 1628.60 1628.60 1628.60 1628.60 +30.50 0 144 +0
Total Volume and Open Interest 5,158 23,172 -98
Copper(CMX)
Sep19 190926 259.80 259.80 256.00 256.00 -3.50 515 356 -172
Dec19 190926 261.15 261.85 257.35 257.75 -3.45 55,854 149,734 -1,582
Mar20 190926 262.30 262.75 258.50 258.80 -3.30 7,276 46,750 +296
May20 190926 262.70 263.25 259.30 259.45 -3.25 1,546 14,908 -417
Jul20 190926 260.05 260.20 260.05 260.20 -3.20 449 4,447 +108
Total Volume and Open Interest 67,319 229,090 -1,637
E-mini DJIA Index(CBOT)
Dec19 190926 26962 27042 26782 26892 -66 199,414 104,644 +4,577
Mar20 190926 26930 27025 26778 26878 -68 126 177 +26
Jun20 190926 26796 26796 26796 26796 -62      
Sep20 190926 26756 26756 26756 26756 -62      
Total Volume and Open Interest 199,540 104,821 +4,603
S & P 500(CME)
Dec19 190926 2983.00 2994.50 2964.50 2980.50 -5.80 959 16,805 +536
Mar20 190926 2982.70 2982.70 2982.70 2982.70 -5.90 5 56 -56
Jun20 190926 2982.30 2982.30 2982.30 2982.30 -5.90      
Sep20 190926 2979.80 2979.80 2979.80 2979.80 -6.30      
Total Volume and Open Interest 964 16,861 +480
S & P 500 E-Mini(CME)
Dec19 190926 2985.75 2995.00 2964.25 2980.50 -5.75 1,501,723 2,454,854 -5,571
Mar20 190926 2989.00 2997.00 2966.75 2982.75 -5.75 1,275 16,277 +442
Jun20 190926 2982.25 2991.75 2967.00 2982.25 -6.00 59 1,970 +42
Sep20 190926 2979.75 2979.75 2979.75 2979.75 -6.25 0 7 +0
Total Volume and Open Interest 1,503,057 2,473,108 -5,087
NASDAQ 100 E-Mini(CME)
Dec19 190926 7822.50 7842.75 7734.75 7787.25 -33.00 540,081 202,601 +174
Mar20 190926 7851.00 7865.50 7760.25 7810.25 -33.50 363 528 +39
Jun20 190926 7824.00 7824.00 7797.25 7824.00 -33.00 0 12 +0
Total Volume and Open Interest 540,444 203,143 +213
S&P Midcap 400(CME) e-Mini
Sep19 190920 1951.00 1955.80 1949.90 1954.35 +4.35 2,492 5,117 -1,589
Dec19 190926 1949.40 1955.30 1930.90 1938.00 -11.80 12,270 63,829 +116
Mar20 190926 1942.10 1955.60 1936.20 1942.10 -11.80 0 90 +0
Total Volume and Open Interest 12,270 63,919 +116
Volatility Index(CBOE)
Sep19 190918 14.61 14.80 14.10 14.54 +0.01 50,190 0 -49,999
Oct19 190926 17.25 17.95 17.00 17.43 +0.20 98,547 193,843 -5,537
Nov19 190926 18.37 18.80 18.17 18.58 +0.20 66,116 95,408 +2,976
Dec19 190926 18.35 18.68 18.15 18.53 +0.20 22,284 51,409 -1,255
Total Volume and Open Interest 207,958 402,490 -3,036
S & P 600(CME)
Sep19 190920 966.20 966.20 966.20 966.20 +0.40 0 290 +0
Dec19 190926 953.00 953.00 953.00 953.00 -10.50 0 492 +0
Total Volume and Open Interest 0 492 +0
Russell 2000 Mini(CME)
Dec19 190926 1552.60 1558.60 1531.60 1537.20 -15.60 152,922 440,203 -192
Mar20 190926 1552.50 1559.00 1533.60 1539.40 -15.80 5 95 +1
Jun20 190926 1541.10 1541.10 1541.10 1541.10 -15.80 0 1 +0
Total Volume and Open Interest 152,927 440,299 -191
Nikkei 225(CME)
Dec19 190926 21920 22035 21840 21985 +75 8,984 20,865 -88
Mar20 190926 21905 21970 21825 21950 +75 6 23 -1
Total Volume and Open Interest 8,990 20,888 -89
Nikkei 225(SGX)
Dec19 190926 21795 22015 21665 21855 +60 94,153 110,578 +582
Mar20 190926 21740 21810 21740 21810 +65 0 617 +0
Jun20 190926 21640 21640 21640 21640 +65 0 2,519 +0
Total Volume and Open Interest 94,470 142,035 +897
Nikkei 225 Mini(JPX)
Dec19 190926 21800 22010 21660 21860 +60 866,780 282,724 +19,185
Mar20 190926 21720 21930 21580 21770 +10 12,033 7,813 +262
Jun20 190926 21520 21730 21390 21580 +60 361 1,122 +50
Total Volume and Open Interest 932,716 425,149 +48,305
Nikkei 225(JPX)
Dec19 190926 21800 22020 21660 21860 +60 68,445 260,409 -1,626
Mar20 190926 21720 21920 21590 21770 +10 339 13,709 -209
Jun20 190926 21580 21580 21580 21580 +60 5 12,773 +5
Total Volume and Open Interest 68,795 353,536 -1,820
Nikkei 225(CME) Yen
Dec19 190926 21895 22015 21820 21965 +80 47,562 47,175 +244
Mar20 190926 21855 21915 21765 21885 +80 2 12 +1
Jun20 190926 21935 21935 21935 21935 +105      
Total Volume and Open Interest 47,564 47,188 +245
Nikkei 225(CME) e-Mini Yen
Sep19 190912 21850 21850 21850 21850 +180 0 10 +0
Dec19 190926 21970 21970 21880 21970 +80      
Mar20 190926 21890 21890 21890 21890 +80      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Oct19 190926 5576.0 5633.0 5561.0 5612.0 +37.0 94,224 310,895 +15,051
Nov19 190926 5574.0 5617.5 5562.0 5608.0 +38.0 5,293 90 +59
Dec19 190926 5563.0 5609.5 5563.0 5598.0 +37.0 224 64,083 -50
Mar20 190926 5580.5 5580.5 5580.5 5580.5 +36.5      
Total Volume and Open Interest 99,741 389,576 +15,060
Hang Seng Index(HKFE)
Sep19 190926 25898 26107 25850 26022 +117 252,135 62,700 -35,661
Oct19 190926 25900 26106 25852 26024 +120 88,138 83,830 +31,872
Total Volume and Open Interest 341,436 168,961 -3,501
DAX(EUREX)
Dec19 190926 12243.0 12329.5 12205.5 12270.5 +51.5 116,524 112,707 +6,565
Mar20 190926 12208.5 12297.0 12206.5 12259.0 +51.5 58 584 +24
Jun20 190926 12278.5 12278.5 12278.5 12278.5 +51.5 0 1 -1
Total Volume and Open Interest 116,582 113,292 +6,588
Mini-DAX(EUREX)
Sep19 190920 12443.0 12490.0 12420.0 12474.0 +18.5 36,085 20,090 -2,286
Dec19 190926 12238.0 12329.0 12207.0 12270.5 +51.5 44,582 9,468 +489
Mar20 190926 12229.0 12303.0 12207.0 12259.0 +51.5 211 487 -36
Total Volume and Open Interest 44,799 9,963 +457
DJ EuroSTOXX 50(EUREX)
Sep19 190920 3545 3567 3545 3565 +13 1,051,209 1,252,797 -969,568
Dec19 190926 3498 3532 3488 3517 +24 1,131,972 3,719,283 +143,493
Mar20 190926 3478 3513 3475 3502 +24 12,532 91,590 -10,014
Total Volume and Open Interest 1,156,975 3,877,556 +133,489
Swiss Market Index(EUREX)
Sep19 190920 10032 10130 10029 10127 +64 60,769 56,736 -35,257
Dec19 190926 9873 10030 9873 9979 +104 47,161 180,968 +6,493
Mar20 190926 9791 9891 9791 9863 +102 150 260 +119
Total Volume and Open Interest 47,311 181,229 +6,612
FT-SE 100(EURONEXT)
Dec19 190926 7272.00 7352.00 7237.50 7319.50 +72.00 96,226 763,313 +3,585
Mar20 190926 7251.50 7251.50 7251.50 7251.50 +71.00 0 587 +0
Jun20 190926 7174.00 7174.00 7174.00 7174.00 +69.50      
Total Volume and Open Interest 96,226 763,900 +3,585
SPI 200(SFE)
Dec19 190926 6690.0 6710.0 6646.0 6662.0 -26.0 46,652 393,794 +3,926
Mar20 190926 6586.0 6586.0 6586.0 6586.0 -25.0 2 813 +2
Jun20 190926 6564.0 6564.0 6564.0 6564.0 -25.0 129 218 +129
Total Volume and Open Interest 46,847 396,165 +4,067
FTSE MIB(ISE)
Dec19 190926 21715.00 21975.00 21710.00 21895.00 +51.00 23,995 111,862 +2,908
Mar20 190926 21790.00 21870.00 21715.00 21793.00 +54.00 43 97 +25
Jun20 190926 21233.00 21233.00 21233.00 21233.00 +44.00 0 12 +0
Total Volume and Open Interest 24,038 111,971 +2,933
KOSPI 200(KFE)
Dec19 190926 276.85 277.25 274.30 275.00 unch 44,618 315,155 -1,158
Mar20 190926 273.50 273.80 270.95 271.55 +0.15 168 8,476 +50
Jun20 190926 272.50 272.50 269.30 269.30 -1.60 1 8,604 -4
Total Volume and Open Interest 44,788 362,982 -613
GSCI(CME)
Oct19 190926 409.30 412.40 407.15 411.30 -0.40 65 13,218 -59
Nov19 190926 410.05 411.05 407.00 410.05 -0.40 60 60 +60
Dec19 190926 412.20 412.20 409.55 412.20 -0.40      
Total Volume and Open Interest 125 13,278 +1
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