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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri September 27, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov19 190927 887.75 889.25 881.50 883.00 -5.50 83,062 358,530 -3,901
Jan20 190927 902.00 903.50 895.75 897.50 -5.25 25,912 111,225 +2,442
Mar20 190927 914.25 915.25 908.50 910.00 -5.00 20,008 102,002 +2,116
May20 190927 924.25 925.25 919.00 920.50 -5.00 6,510 46,238 +684
Jul20 190927 933.75 934.25 928.25 929.50 -4.75 7,631 40,619 +548
Aug20 190927 934.75 938.00 932.75 934.00 -4.25 838 3,372 +149
Sep20 190927 938.25 938.50 933.50 935.00 -3.75 370 2,003 +50
Nov20 190927 943.25 944.25 939.00 940.50 -3.50 2,463 24,472 +173
Jan21 190927 947.25 949.25 945.75 947.50 -2.75 194 702 +45
Mar21 190927 948.00 949.75 943.00 946.50 -2.75 223 1,418 +125
May21 190927 950.00 950.50 947.50 949.00 -3.75 36 172 +3
Jul21 190927 955.00 956.75 953.25 954.75 -3.50 22 199 +2
Aug21 190927 954.50 954.50 954.50 954.50 -3.50 0 24 +0
Sep21 190927 944.50 944.50 944.50 944.50 -3.50 0 22 +0
Total Volume and Open Interest 147,273 691,362 +2,438
Soybean Meal(CBOT)
Oct19 190927 290.80 291.00 289.30 289.90 -0.90 42,983 17,448 -8,135
Dec19 190927 295.50 296.10 294.30 295.10 -0.50 77,355 214,950 +4,627
Jan20 190927 297.50 298.00 296.30 297.10 -0.50 17,396 59,566 +1,321
Mar20 190927 301.10 301.70 300.00 300.90 -0.30 9,634 63,914 -48
May20 190927 305.60 306.20 304.40 305.50 -0.10 3,662 30,104 +174
Jul20 190927 310.20 310.80 309.00 310.20 unch 3,476 25,255 +121
Aug20 190927 312.40 312.80 310.80 312.30 +0.20 1,052 7,081 -31
Sep20 190927 313.60 314.30 311.90 313.60 +0.50 150 5,497 +38
Oct20 190927 314.00 314.80 312.40 314.00 +0.70 93 3,620 +54
Dec20 190927 316.00 317.10 314.00 316.20 +0.80 631 8,440 +245
Total Volume and Open Interest 156,450 436,180 -1,631
Soybean Oil(CBOT)
Oct19 190927 29.00 29.03 28.56 28.62 -0.39 32,612 13,040 -7,638
Dec19 190927 29.16 29.19 28.75 28.84 -0.33 66,902 216,803 -1,475
Jan20 190927 29.41 29.42 29.00 29.09 -0.33 9,990 78,857 +3,326
Mar20 190927 29.66 29.71 29.28 29.36 -0.33 6,641 103,125 -31
May20 190927 29.98 30.02 29.60 29.68 -0.33 1,557 29,678 +158
Jul20 190927 30.30 30.32 29.91 30.00 -0.33 2,408 31,463 +2
Aug20 190927 30.45 30.45 30.03 30.12 -0.33 453 4,709 -65
Sep20 190927 30.55 30.55 30.18 30.21 -0.34 37 4,002 +12
Oct20 190927 30.40 30.40 30.20 30.27 -0.33 22 2,955 +3
Dec20 190927 30.65 30.71 30.14 30.41 -0.32 489 9,097 -112
Total Volume and Open Interest 121,122 495,121 -5,821
Canola(WCE)
Nov19 190927 447.2 448.1 445.0 445.8 -1.8 9,124 125,976 -217
Jan20 190927 456.4 456.8 453.8 454.7 -1.9 4,290 45,727 -203
Mar20 190927 464.2 465.0 462.2 462.9 -2.1 1,311 15,878 +288
May20 190927 471.1 471.5 469.4 470.0 -2.3 339 9,301 -12
Jul20 190927 477.6 477.6 475.6 475.7 -2.6 270 5,172 +3
Total Volume and Open Interest 15,616 206,549 -71
Corn(CBOT)
Dec19 190927 371.25 373.00 369.75 371.50 -1.00 175,419 876,952 -297
Mar20 190927 383.25 384.75 382.00 383.75 -1.00 52,311 313,124 +4,187
May20 190927 390.75 392.25 389.75 391.00 -1.25 18,186 127,702 +1,526
Jul20 190927 396.25 397.75 395.75 396.50 -1.00 19,380 138,990 +3,466
Sep20 190927 398.25 400.00 398.00 398.25 -1.25 2,375 42,917 +209
Dec20 190927 404.00 404.75 402.75 403.00 -1.25 15,502 109,530 +547
Mar21 190927 413.50 414.50 412.75 412.75 -1.50 155 5,174 +44
May21 190927 419.50 420.00 418.50 418.50 -1.25 3 1,025 -1
Jul21 190927 422.50 422.75 422.00 422.00 -1.25 27 2,529 +4
Sep21 190927 411.50 411.50 411.50 411.50 -1.50 0 798 +0
Total Volume and Open Interest 283,417 1,624,782 +9,711
Wheat(CBOT)
Dec19 190927 486.00 490.50 482.50 487.25 +3.00 47,412 205,355 +4,269
Mar20 190927 492.00 497.00 488.75 493.75 +3.50 12,120 82,856 +2,017
May20 190927 496.50 501.00 493.50 498.50 +4.25 5,523 23,774 +413
Jul20 190927 498.50 504.50 497.50 502.25 +3.75 4,769 35,421 +318
Sep20 190927 507.75 511.75 505.50 510.00 +3.50 942 7,416 +173
Dec20 190927 519.50 524.75 518.25 523.00 +3.75 568 8,820 +124
Total Volume and Open Interest 71,397 365,489 +7,325
Wheat(KCBT)
Dec19 190927 409.50 412.50 407.00 407.50 -0.75 22,052 185,038 +1,392
Mar20 190927 422.75 425.25 420.25 420.75 -0.75 6,294 67,166 +503
May20 190927 432.00 435.25 429.50 430.25 -1.00 1,896 16,997 -95
Jul20 190927 441.25 444.00 438.75 439.25 -1.25 2,314 19,604 +349
Sep20 190927 454.75 455.25 450.50 450.75 -1.25 345 6,322 +181
Dec20 190927 470.00 471.25 466.50 467.50 -1.25 154 6,430 +25
Mar21 190927 480.25 484.75 480.25 481.25 -1.25 0 540 +0
Total Volume and Open Interest 33,055 302,201 +2,355
Wheat(MGE)
Dec19 190927 549.00 554.75 546.50 547.00 -1.75 11,312 36,898 -530
Mar20 190927 561.50 567.25 560.00 560.50 -1.50 5,992 19,405 +312
May20 190927 571.25 576.25 569.50 569.75 -2.25 1,379 5,374 +219
Jul20 190927 580.75 582.00 577.50 577.75 -4.00 817 4,267 +5
Sep20 190927 589.00 590.25 585.25 585.50 -4.00 482 2,983 -59
Dec20 190927 600.00 601.00 596.00 597.00 -4.00 254 1,659 +13
Total Volume and Open Interest 20,273 70,738 -7
Oats(CBOT)
Dec19 190927 270.75 272.00 269.50 270.00 -0.25 399 4,441 -33
Mar20 190927 273.75 275.00 273.75 274.00 unch 62 999 +24
May20 190927 275.00 275.00 275.00 275.00 -0.25 31 65 +1
Jul20 190927 275.00 275.00 275.00 275.00 +0.25 4 6 +1
Total Volume and Open Interest 496 5,513 -7
Rough Rice(CBOT)
Nov19 190927 12.08 12.26 12.05 12.15 +0.07 1,185 8,653 -268
Jan20 190927 12.32 12.45 12.29 12.37 +0.08 148 1,093 +57
Mar20 190927 12.58 12.58 12.50 12.51 +0.08 25 315 +5
May20 190927 12.60 12.60 12.60 12.60 +0.10 4 3 +0
Total Volume and Open Interest 1,364 10,085 -206
Live Cattle(CME)
Oct19 190927 103.250 105.250 103.200 105.035 +2.085 10,533 32,799 -2,569
Dec19 190927 108.850 110.750 108.850 110.580 +1.830 18,915 143,155 +1,520
Feb20 190927 115.080 116.285 115.050 116.200 +1.200 7,819 62,870 +167
Apr20 190927 117.250 118.600 117.250 118.480 +1.050 6,716 54,567 +110
Jun20 190927 110.080 111.180 110.050 111.050 +0.970 2,167 22,397 +132
Aug20 190927 108.350 109.250 108.300 109.150 +0.800 1,014 6,332 +254
Total Volume and Open Interest 47,295 323,545 -336
Feeder Cattle(CME)
Oct19 190927 143.400 144.735 142.785 144.330 +1.230 4,438 11,504 -1,231
Nov19 190927 141.450 143.330 141.330 142.985 +1.535 4,386 16,204 -49
Jan20 190927 137.535 139.000 137.500 138.700 +1.120 2,446 8,422 +445
Mar20 190927 137.100 138.350 137.050 138.130 +1.030 731 5,641 +219
Apr20 190927 138.235 139.485 138.235 139.300 +1.065 205 1,636 +28
May20 190927 138.985 139.985 138.850 139.935 +1.185 50 641 +7
Aug20 190927 142.500 144.400 142.500 143.800 +1.300 3 128 -1
Total Volume and Open Interest 12,259 44,176 -1,526
Lean Hogs(CME)
Oct19 190927 64.330 65.450 63.930 65.285 +1.060 6,093 22,604 -1,209
Dec19 190927 69.785 71.750 68.785 69.850 -0.535 21,160 100,565 +612
Feb20 190927 76.430 77.550 74.785 75.800 -1.000 10,467 50,313 +270
Apr20 190927 81.900 82.930 80.400 81.350 -0.935 7,962 41,732 +497
May20 190927 87.900 88.680 86.635 87.300 -0.800 114 926 +45
Jun20 190927 91.650 92.550 90.230 90.930 -1.150 3,601 24,803 +403
Jul20 190927 90.950 91.700 89.385 90.100 -1.100 912 7,698 -22
Aug20 190927 89.080 89.750 87.400 88.250 -1.000 383 5,802 +66
Total Volume and Open Interest 50,925 260,648 +709
Class III Milk(CME)
Sep19 190927 18.28 18.28 18.24 18.28 unch 9 3,355 -2
Oct19 190927 17.89 18.25 17.78 18.15 +0.25 207 4,174 +30
Nov19 190927 17.94 18.25 17.88 18.14 +0.19 158 3,657 +53
Dec19 190927 17.30 17.63 17.30 17.47 +0.11 175 2,822 +6
Jan20 190927 16.71 16.90 16.67 16.78 +0.06 88 1,456 +4
Feb20 190927 16.45 16.53 16.40 16.44 +0.05 90 1,288 +28
Mar20 190927 16.45 16.49 16.45 16.49 +0.05 69 1,121 +41
Apr20 190927 16.63 16.69 16.63 16.69 +0.08 48 839 +31
May20 190927 16.80 16.80 16.80 16.80 +0.07 31 794 +13
Jun20 190927 16.90 16.92 16.90 16.90 +0.10 41 883 +19
Jul20 190927 17.05 17.10 17.05 17.05 +0.05 28 417 -8
Aug20 190927 17.20 17.22 17.20 17.20 +0.04 16 408 +5
Sep20 190927 17.33 17.33 17.33 17.33 +0.08 15 485 -2
Total Volume and Open Interest 975 22,656 +218
Cocoa(ICE)
Dec19 190927 2504 2514 2475 2490 -15 23,694 103,499 +3,448
Mar20 190927 2505 2513 2480 2491 -16 14,739 75,287 +2,170
May20 190927 2495 2501 2472 2480 -15 6,694 48,203 +704
Jul20 190927 2475 2477 2449 2457 -14 3,449 18,629 +193
Sep20 190927 2451 2452 2426 2435 -12 3,325 17,093 -45
Dec20 190927 2416 2418 2392 2401 -12 1,126 26,316 +215
Mar21 190927 2405 2407 2380 2388 -13 440 9,781 +123
Total Volume and Open Interest 53,569 301,930 +6,802
Coffee "C"(ICE)
Dec19 190927 100.50 101.90 100.40 100.90 +0.05 17,306 125,129 -418
Mar20 190927 103.95 105.40 103.90 104.45 +0.10 4,357 55,878 -82
May20 190927 106.15 107.65 106.15 106.70 +0.10 2,335 30,524 +341
Jul20 190927 108.45 109.65 108.30 108.80 +0.15 1,457 21,800 -49
Sep20 190927 110.10 111.45 110.10 110.65 +0.10 445 10,408 +41
Dec20 190927 113.30 114.25 113.00 113.40 +0.05 427 11,753 -34
Total Volume and Open Interest 26,524 266,183 -179
Orange Juice(ICE)
Nov19 190927 97.55 100.00 97.55 99.85 +2.35 752 13,652 +37
Jan20 190927 101.00 102.80 101.00 102.60 +2.25 190 2,355 +109
Mar20 190927 105.05 105.05 104.10 104.90 +1.90 45 962 +11
May20 190927 107.60 107.85 107.60 107.85 +1.90 8 512 +6
Jul20 190927 110.80 110.80 110.80 110.80 +1.90 3 304 -2
Sep20 190927 114.00 114.00 114.00 114.00 +1.90 4 180 +0
Total Volume and Open Interest 1,004 18,237 +162
Sugar #11(ICE)
Oct19 190927 11.60 11.74 11.40 11.53 -0.10 48,435 18,466 -19,259
Mar20 190927 12.56 12.70 12.51 12.62 unch 95,745 542,452 -8,197
May20 190927 12.64 12.78 12.60 12.71 +0.02 17,897 162,275 -121
Jul20 190927 12.76 12.88 12.70 12.82 +0.02 10,400 82,033 +467
Oct20 190927 12.97 13.09 12.91 13.02 +0.02 5,453 69,019 +451
Mar21 190927 13.50 13.59 13.41 13.52 +0.02 2,365 38,581 +1,236
May21 190927 13.46 13.56 13.39 13.50 +0.04 178 5,085 -30
Jul21 190927 13.39 13.49 13.35 13.45 +0.06 103 4,797 +42
Total Volume and Open Interest 180,803 928,032 -25,441
London Cocoa(LCE)
Dec19 190927 1944 1954 1930 1940 -4 10,675 72,456 +1,445
Mar20 190927 1882 1896 1867 1880 -5 13,208 87,990 -467
May20 190927 1866 1873 1847 1856 -7 5,632 41,884 +932
Jul20 190927 1851 1853 1829 1836 -8 4,461 29,626 +107
Sep20 190927 1832 1835 1812 1819 -8 3,128 29,396 -693
Dec20 190927 1802 1804 1782 1787 -8 1,122 26,571 +248
Mar21 190927 1795 1795 1775 1778 -9 966 10,760 +90
Total Volume and Open Interest 39,386 304,956 +1,701
London Sugar(LCE)
Dec19 190927 340.40 341.80 338.00 341.40 +1.60 10,660 48,801 -1,579
Mar20 190927 342.80 344.20 340.30 343.50 +1.70 7,880 31,940 +1,004
May20 190927 347.40 348.30 344.90 347.40 +1.00 870 9,689 +116
Aug20 190927 351.80 352.60 349.00 351.50 +0.70 213 4,354 +41
Oct20 190927 353.20 355.50 352.40 354.60 +0.70 6 1,817 +1
Total Volume and Open Interest 19,648 97,941 -402
Cotton(ICE)
Oct19 190927 59.82 59.82 59.82 59.82 +0.62 0 7 -6
Dec19 190927 60.00 61.00 59.58 60.90 +0.62 11,883 138,926 +115
Mar20 190927 60.71 61.70 60.30 61.63 +0.64 3,445 60,402 +314
May20 190927 61.56 62.43 61.07 62.41 +0.52 764 8,370 -187
Jul20 190927 62.14 63.10 61.83 63.04 +0.44 454 8,330 +86
Oct20 190927 63.46 63.46 63.46 63.46 +0.34      
Total Volume and Open Interest 16,777 234,731 +436
Lumber(CME)
Nov19 190927 372.2 375.0 369.8 371.6 -0.4 142 1,585 -4
Jan20 190927 374.2 376.8 373.5 374.4 -0.5 60 355 +13
Mar20 190927 377.5 377.5 377.5 377.5 -0.6 17 52 -1
May20 190927 381.3 381.3 381.3 381.3 -0.6 0 3 +0
Jul20 190927 379.8 379.8 379.8 379.8 -0.6      
Sep20 190927 378.3 378.3 378.3 378.3 -0.6      
Nov20 190927 376.8 376.8 376.8 376.8 -0.6      
Total Volume and Open Interest 219 1,995 +8
Crude Oil(NYM)
Nov19 190927 56.51 56.76 54.75 55.91 -0.50 599,653 384,036 -6,142
Dec19 190927 56.30 56.61 54.64 55.79 -0.49 140,385 276,176 +6,056
Jan20 190927 55.97 56.19 54.27 55.43 -0.47 58,108 161,256 +6,320
Feb20 190927 55.44 55.68 53.84 54.98 -0.47 22,801 86,952 +2,617
Mar20 190927 54.93 55.14 53.35 54.49 -0.46 30,965 136,785 +2,153
Apr20 190927 54.22 54.60 52.88 54.00 -0.45 9,800 61,477 +35
May20 190927 53.80 54.11 52.47 53.56 -0.43 4,794 51,956 +528
Jun20 190927 53.48 53.70 52.04 53.14 -0.42 24,894 176,931 +1,305
Jul20 190927 52.85 53.23 51.98 52.76 -0.39 1,733 48,628 +100
Aug20 190927 52.50 52.91 51.46 52.43 -0.38 1,037 30,992 +249
Sep20 190927 52.32 52.32 51.27 52.16 -0.37 4,973 64,477 +309
Oct20 190927 52.37 52.37 51.45 51.95 -0.35 628 39,432 -156
Nov20 190927 52.19 52.37 51.41 51.79 -0.34 621 34,255 +178
Dec20 190927 51.85 52.12 50.77 51.64 -0.36 23,315 184,387 -1,437
Jan21 190927 51.49 51.49 51.21 51.49 -0.35 538 29,347 -167
Feb21 190927 51.36 51.36 51.16 51.36 -0.34 326 14,497 -104
Total Volume and Open Interest 937,426 2,044,953 +14,661
e-miNY Crude Oil(NYM)
Nov19 190927 56.525 56.750 54.750 55.900 -0.500 18,081 3,247 +277
Dec19 190927 56.350 56.575 54.650 55.800 -0.475 593 633 -63
Jan20 190927 55.600 55.975 54.300 55.425 -0.475 22 316 +6
Feb20 190927 54.500 55.400 54.100 54.975 -0.475 3 116 +0
Mar20 190927 54.000 55.025 53.500 54.500 -0.450 7 117 +1
Apr20 190927 54.000 54.550 53.400 54.000 -0.450 10 140 +0
May20 190927 53.550 53.550 52.800 53.550 -0.450 0 128 +0
Jun20 190927 53.200 53.600 52.425 53.150 -0.400 0 16 +0
Jul20 190927 52.750 52.750 52.300 52.750 -0.400 0 21 +0
Aug20 190927 52.850 52.850 52.425 52.425 -0.375 0 16 +0
Total Volume and Open Interest 18,719 4,860 +222
NY Harbor ULSD(NYM)
Oct19 190927 195.63 196.46 191.60 194.16 -1.35 18,103 12,457 -7,129
Nov19 190927 195.06 196.08 191.08 193.60 -1.45 54,294 112,978 +2,511
Dec19 190927 194.54 195.23 190.31 192.76 -1.54 25,747 70,164 +1,213
Jan20 190927 193.24 194.17 189.39 191.75 -1.64 11,520 44,429 +253
Feb20 190927 191.73 192.64 188.08 190.28 -1.81 5,806 22,352 -302
Mar20 190927 189.22 190.48 186.20 188.36 -1.87 5,796 37,813 -674
Apr20 190927 184.71 188.02 184.48 186.17 -1.89 2,781 20,699 +163
May20 190927 185.21 186.40 183.12 184.73 -1.83 2,012 13,103 -227
Jun20 190927 184.07 185.48 181.65 183.63 -1.74 4,896 26,078 +72
Jul20 190927 184.72 184.96 181.84 183.32 -1.65 780 6,335 +66
Aug20 190927 182.58 184.73 182.42 183.19 -1.57 485 3,132 +113
Sep20 190927 182.66 184.61 182.35 183.27 -1.51 621 3,754 +25
Oct20 190927 182.00 184.41 182.00 183.42 -1.49 473 2,826 -14
Nov20 190927 182.00 183.90 182.00 183.52 -1.53 322 1,870 -146
Total Volume and Open Interest 135,412 399,874 -3,999
RBOB Gasoline(NYM)
Oct19 190927 165.75 167.86 161.95 165.14 -0.98 33,810 18,215 -10,321
Nov19 190927 162.25 163.35 157.89 160.65 -1.56 79,522 130,499 -2,878
Dec19 190927 158.48 158.88 154.05 156.65 -1.73 42,476 69,829 -1,564
Jan20 190927 155.40 156.80 152.20 154.70 -1.83 16,329 49,373 +1,385
Feb20 190927 154.64 156.68 152.04 154.55 -1.90 5,559 17,182 +376
Mar20 190927 157.21 157.61 153.10 155.66 -1.80 4,288 23,599 -1
Apr20 190927 173.17 174.45 170.61 172.75 -1.66 1,634 10,487 +208
May20 190927 170.90 174.32 170.86 172.94 -1.62 833 5,728 +97
Jun20 190927 170.69 173.39 169.31 171.69 -1.55 1,133 11,846 -220
Jul20 190927 167.64 170.66 167.49 169.63 -1.47 355 2,284 +3
Total Volume and Open Interest 187,984 351,658 -12,060
e-miNY RBOB Gasoline(NYM)
Oct19 190927 165.14 165.14 165.14 165.14 -0.98 0 1 +0
Nov19 190927 160.65 160.65 160.65 160.65 -1.56      
Dec19 190927 156.65 156.65 156.65 156.65 -1.73      
Jan20 190927 154.70 154.70 154.70 154.70 -1.83      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Nov19 190927 2.449 2.451 2.380 2.404 -0.039 242,116 323,921 +8,030
Dec19 190927 2.596 2.599 2.539 2.565 -0.031 67,117 152,165 +3,753
Jan20 190927 2.716 2.716 2.657 2.681 -0.030 49,793 126,412 +3,055
Feb20 190927 2.679 2.680 2.627 2.646 -0.031 24,219 61,411 -214
Mar20 190927 2.580 2.582 2.533 2.552 -0.027 45,308 107,014 +2,587
Apr20 190927 2.329 2.332 2.299 2.312 -0.020 37,935 73,388 +1,768
May20 190927 2.302 2.308 2.276 2.289 -0.018 9,617 65,501 +392
Jun20 190927 2.341 2.344 2.315 2.326 -0.017 6,578 22,088 +555
Jul20 190927 2.380 2.385 2.355 2.366 -0.017 3,848 23,759 +65
Aug20 190927 2.387 2.389 2.363 2.374 -0.015 2,081 23,440 +385
Sep20 190927 2.371 2.379 2.350 2.359 -0.015 2,451 20,880 -311
Oct20 190927 2.399 2.406 2.376 2.388 -0.014 11,718 45,019 +570
Nov20 190927 2.460 2.471 2.441 2.454 -0.010 1,558 18,914 -64
Dec20 190927 2.627 2.637 2.606 2.618 -0.009 1,361 14,587 +214
Jan21 190927 2.747 2.747 2.723 2.735 -0.007 3,188 10,777 -976
Feb21 190927 2.690 2.704 2.690 2.699 -0.008 707 6,376 +397
Total Volume and Open Interest 511,198 1,139,309 +17,058
Brent Crude Oil(ICE)
Nov19 190927 62.48 62.75 60.76 61.91 -0.83 115,573 125,350 -19,545
Dec19 190927 61.50 61.82 59.83 61.04 -0.70 300,139 558,407 +9,258
Jan20 190927 60.61 60.96 59.01 60.19 -0.67 103,253 243,885 +7,245
Feb20 190927 59.90 60.31 58.42 59.55 -0.66 50,874 129,543 -2,274
Mar20 190927 59.35 59.83 57.96 59.08 -0.64 47,764 170,027 +7,355
Apr20 190927 58.93 59.42 57.62 58.70 -0.61 18,917 73,559 +2,073
May20 190927 58.69 59.11 57.34 58.39 -0.59 16,965 92,861 +3,371
Jun20 190927 58.33 58.83 57.13 58.12 -0.57 43,400 204,665 +6,570
Jul20 190927 58.17 58.50 57.03 57.89 -0.54 6,051 81,063 +2,811
Aug20 190927 57.71 57.71 57.71 57.71 -0.52 3,545 44,947 +416
Sep20 190927 57.37 57.54 57.37 57.54 -0.51 7,158 76,621 +159
Oct20 190927 57.36 57.36 57.36 57.36 -0.50 3,530 49,082 +665
Nov20 190927 57.19 57.19 57.19 57.19 -0.51 2,599 32,974 +247
Dec20 190927 57.34 57.67 56.24 57.02 -0.50 30,623 203,787 -519
Total Volume and Open Interest 766,054 2,448,609 +16,952
Gas Oil(ICE)
Oct19 190927 597.50 604.50 588.25 602.25 +9.00 51,709 149,037 -6,712
Nov19 190927 595.25 600.00 584.50 597.75 +7.75 68,956 203,726 -6,250
Dec19 190927 588.00 592.50 577.50 590.25 +6.75 54,601 177,862 +2,095
Jan20 190927 582.00 586.50 572.00 584.25 +5.75 18,948 99,088 +927
Feb20 190927 577.75 581.75 567.75 579.75 +5.50 8,862 51,403 +897
Mar20 190927 571.75 577.25 564.00 575.25 +5.00 10,443 50,238 +267
Apr20 190927 568.00 572.75 560.50 571.25 +4.75 4,594 26,389 -230
May20 190927 564.50 569.25 557.75 567.75 +4.50 4,155 28,883 -194
Jun20 190927 560.75 566.75 554.50 564.50 +4.25 10,631 65,701 +1,189
Jul20 190927 560.00 565.75 553.75 563.50 +4.25 2,453 19,024 +450
Total Volume and Open Interest 248,055 1,026,973 -5,806
Ethanol(CBOT)
Oct19 190927 1.441 1.492 1.437 1.477 +0.033 55 92 -51
Nov19 190927 1.382 1.419 1.374 1.409 +0.024 128 438 +50
Dec19 190927 1.375 1.388 1.362 1.386 +0.015 8 57 +2
Jan20 190927 1.386 1.386 1.386 1.386 +0.015 0 3 +0
Feb20 190927 1.386 1.386 1.386 1.386 +0.015 0 3 +0
Mar20 190927 1.386 1.386 1.386 1.386 +0.015      
Apr20 190927 1.430 1.430 1.430 1.430 +0.015      
May20 190927 1.430 1.430 1.430 1.430 +0.015      
Total Volume and Open Interest 191 593 +1
WTI Crude Oil(ICE)
Nov19 190927 56.33 56.76 54.77 55.91 -0.50 33,734 79,078 -808
Dec19 190927 56.26 56.60 54.65 55.79 -0.49 52,922 130,453 -5,002
Jan20 190927 55.78 56.17 54.29 55.43 -0.47 25,047 54,689 +1,957
Feb20 190927 55.18 55.67 53.84 54.98 -0.47 10,269 22,087 +1,646
Mar20 190927 54.78 55.08 53.35 54.49 -0.46 9,552 37,582 +1,467
Apr20 190927 53.14 54.25 53.03 54.00 -0.45 2,316 11,600 +12
May20 190927 53.79 53.79 52.71 53.56 -0.43 1,226 8,573 +130
Jun20 190927 53.36 53.56 52.20 53.14 -0.42 9,977 64,664 +2,000
Jul20 190927 52.76 52.76 52.76 52.76 -0.39 339 8,158 +154
Aug20 190927 52.43 52.43 52.43 52.43 -0.38 43 6,980 +1
Sep20 190927 52.16 52.16 52.16 52.16 -0.37 464 12,246 -167
Oct20 190927 51.95 51.95 51.95 51.95 -0.35 25 6,303 +3
Nov20 190927 51.79 51.79 51.79 51.79 -0.34 91 5,785 +15
Dec20 190927 51.84 52.09 50.90 51.64 -0.36 11,301 83,241 +949
Jan21 190927 51.49 51.49 51.49 51.49 -0.35 7 3,151 +1
Feb21 190927 51.36 51.36 51.36 51.36 -0.34 0 2,687 +0
Total Volume and Open Interest 160,115 634,546 +2,884
US Dollar Index(ICE)
Dec19 190927 98.805 98.955 98.630 98.760 -0.005 13,498 59,678 -114
Mar20 190927 98.325 98.490 98.255 98.310 -0.005 64 688 +49
Jun20 190927 98.000 98.000 97.935 97.935 -0.005 0 202 +0
Total Volume and Open Interest 13,562 60,568 -65
Australian Dollar(CME)
Dec19 190927 67.64 67.96 67.60 67.77 +0.06 82,655 165,326 +4,894
Mar20 190927 67.84 68.10 67.77 67.92 +0.06 11 692 +0
Jun20 190927 68.05 68.06 67.97 68.05 +0.06 0 120 +0
Total Volume and Open Interest 82,922 167,884 +4,895
British Pound(CME)
Dec19 190927 123.62 123.72 123.06 123.25 -0.40 104,378 232,632 -129
Mar20 190927 124.04 124.09 123.48 123.65 -0.38 46 803 +17
Jun20 190927 124.24 124.27 123.80 123.94 -0.37 5 173 +5
Total Volume and Open Interest 105,000 236,334 -149
Canadian Dollar(CME)
Dec19 190927 75.46 75.77 75.39 75.58 +0.08 58,538 120,343 +454
Mar20 190927 75.58 75.82 75.46 75.64 +0.08 48 1,927 -13
Jun20 190927 75.65 75.78 75.50 75.63 +0.07 11 349 +6
Sep20 190927 75.72 75.72 75.61 75.61 +0.08 0 312 +0
Total Volume and Open Interest 58,795 125,188 +445
Japanese Yen(CME)
Dec19 190927 93.22 93.36 92.90 93.21 -0.05 117,487 137,404 -3,219
Mar20 190927 93.92 93.98 93.54 93.82 -0.07 567 732 +364
Jun20 190927 94.32 94.42 94.13 94.32 -0.09 0 21 +0
Total Volume and Open Interest 118,464 142,174 -2,905
Swiss Franc(CME)
Dec19 190927 101.29 101.66 101.15 101.60 +0.24 23,954 61,627 +1,811
Mar20 190927 102.07 102.42 101.97 102.38 +0.24 14 83 +9
Jun20 190927 103.05 103.05 102.83 103.05 +0.20 0 11 +0
Total Volume and Open Interest 23,968 61,723 +1,820
EuroFX(CME)
Dec19 190927 109.80 110.20 109.66 110.01 +0.09 190,182 476,927 -2,922
Mar20 190927 110.56 110.94 110.41 110.76 +0.09 1,407 20,281 -96
Jun20 190927 111.40 111.54 111.11 111.41 +0.09 16 1,535 -11
Total Volume and Open Interest 192,688 503,940 -2,973
Mexican Peso(CME)
Oct19 190927 508.38 508.63 505.75 506.75 -1.00 0 5 +0
Nov19 190927 503.63 505.63 503.00 503.63 -1.13      
Total Volume and Open Interest 65,723 205,023 +1,868
Brazilian Real(CME)
Oct19 190927 239.15 241.20 239.15 240.60 +0.45 36,021 16,654 -19,593
Nov19 190927 239.65 240.70 239.40 240.10 +0.45 36,675 42,881 +34,260
Dec19 190927 239.55 240.50 238.50 239.85 +0.50 20 3,667 +8
Jan20 190927 239.40 239.40 239.40 239.40 +0.35 0 1 +0
Total Volume and Open Interest 72,716 63,203 +14,675
30-Year T-Bonds(CBOT)
Dec19 190927 162~020 162~130 161~150 162~110 +0~010 285,433 976,648 +1,085
Mar20 190927 161~160 161~160 160~270 161~160 +0~010 1 8 +1
Jun20 190927 161~160 161~160 161~160 161~160 +0~010      
Total Volume and Open Interest 285,434 976,656 +1,086
10-Year T-Notes(CBOT)
Dec19 190927 130~070 130~130 129~300 130~125 +0~035 1,540,564 3,574,418 +20,337
Mar20 190927 130~025 130~150 130~020 130~150 +0~030 9 116 +6
Jun20 190927 130~150 130~150 130~150 130~150 +0~030      
Total Volume and Open Interest 1,540,573 3,574,534 +20,343
5-Year T-Notes(CBOT)
Sep19 190927 118~190 118~256 118~166 118~256 +0~046 543 3,419 -746
Dec19 190927 119~022 119~064 118~286 119~062 +0~032 844,966 4,122,999 +89
Mar20 190927 119~034 119~034 119~034 119~034 +0~032      
Total Volume and Open Interest 845,509 4,126,418 -657
2 Year T-Notes(CBOT)
Sep19 190927 107~142 107~164 107~142 107~164 +0~023 193 8,460 -1,414
Dec19 190927 107~226 107~245 107~210 107~244 +0~013 473,203 3,665,661 +4,288
Mar20 190927 107~305 107~305 107~305 107~305 +0~013      
Total Volume and Open Interest 473,396 3,674,121 +2,874
Eurodollars(CME)
Dec19 190927 98.015 98.045 98.005 98.040 +0.020 241,986 1,742,265 -6,773
Mar20 190927 98.315 98.335 98.280 98.335 +0.015 191,939 1,453,687 -8,538
Jun20 190927 98.425 98.455 98.390 98.455 +0.015 182,696 1,230,315 +133
Sep20 190927 98.510 98.535 98.470 98.535 +0.015 155,338 1,058,832 +4,452
Dec20 190927 98.515 98.540 98.475 98.540 +0.010 206,735 1,161,895 +15,572
Mar21 190927 98.595 98.620 98.555 98.620 +0.005 146,723 784,151 +6,641
Jun21 190927 98.615 98.640 98.575 98.640 +0.005 110,099 801,338 -268
Sep21 190927 98.620 98.645 98.580 98.645 +0.005 103,896 515,011 +4,507
Dec21 190927 98.595 98.620 98.555 98.620 +0.005 62,116 638,353 +2,622
Mar22 190927 98.610 98.630 98.570 98.630 unch 54,781 423,951 +2,734
Jun22 190927 98.600 98.615 98.560 98.615 unch 48,317 286,076 -1,063
Sep22 190927 98.585 98.600 98.545 98.600 unch 50,267 266,313 -1,247
Dec22 190927 98.560 98.575 98.525 98.575 unch 33,512 261,362 +4,292
Mar23 190927 98.550 98.565 98.520 98.565 -0.005 28,578 248,771 +1,415
Jun23 190927 98.540 98.550 98.505 98.550 -0.005 23,948 126,941 +3,140
Sep23 190927 98.520 98.530 98.485 98.530 -0.005 29,155 130,215 +5,993
Dec23 190927 98.495 98.505 98.460 98.505 -0.005 18,825 84,039 -589
Mar24 190927 98.470 98.485 98.440 98.485 -0.005 22,499 66,483 +5,758
Total Volume and Open Interest 1,853,554 12,036,697 +51,053
Ultra T-Bond(CBOT)
Sep19 190919 188~12 188~30 186~17 188~22 +1~16 13,700 12,408 -3,686
Dec19 190927 191~02 192~00 190~08 191~27 +0~03 125,350 1,134,881 +1,626
Mar20 190927 191~04 191~04 191~04 191~04 +0~03      
Total Volume and Open Interest 125,350 1,134,881 +1,626
Ultra 10-Yr T-Note(CBOT)
Sep19 190919 140~025 140~270 139~305 140~225 +0~080 2,771 536 -2,046
Dec19 190927 142~060 142~150 141~260 142~140 +0~045 161,353 826,823 +1,328
Mar20 190927 143~170 143~170 143~170 143~170 +0~045 0 1 +0
Total Volume and Open Interest 161,353 826,824 +1,328
30 Day Federal Funds(CBOT)
Sep19 190927 97.950 97.957 97.948 97.957 +0.010 19,819 198,654 -1,783
Oct19 190927 98.135 98.150 98.135 98.150 +0.020 68,469 388,221 -5,232
Nov19 190927 98.245 98.265 98.240 98.265 +0.020 75,828 412,070 -1,199
Dec19 190927 98.310 98.335 98.305 98.335 +0.025 33,755 209,996 +2,725
Jan20 190927 98.395 98.430 98.385 98.425 +0.025 43,883 362,973 -742
Feb20 190927 98.475 98.510 98.460 98.510 +0.030 21,121 168,685 -201
Total Volume and Open Interest 336,564 2,116,474 -3,123
Japanese Govt Bonds(SGX)
Dec19 190927 155.32 155.36 155.15 155.16 -0.12 1,021 16,746 -49
Mar20 190927 155.16 155.16 155.16 155.16 -0.12      
Jun20 190927 155.16 155.16 155.16 155.16 -0.12      
Total Volume and Open Interest 1,021 16,746 -49
Euro-Buxl(EUREX)
Dec19 190927 219.26 220.14 217.60 218.12 -1.24 42,031 231,184 -2,640
Mar20 190927 216.66 216.66 216.46 216.46 -1.24 605 4,873 +292
Jun20 190927 215.12 215.12 215.12 215.12 -1.24 0 7 +0
Total Volume and Open Interest 42,636 236,064 -2,348
Euro-Bund(EUREX)
Dec19 190927 174.35 174.54 174.05 174.21 -0.11 523,324 1,574,100 -73,764
Mar20 190927 176.55 176.71 176.46 176.46 -0.14 1,009 3,509 +373
Jun20 190927 173.19 173.19 173.19 173.19 -0.11 1 8 +1
Total Volume and Open Interest 524,334 1,577,617 -73,390
Euro-Bobl(EUREX)
Dec19 190927 135.54 135.68 135.50 135.60 +0.05 325,473 1,179,780 -7,335
Mar20 190927 135.63 135.63 135.63 135.63 +0.05 0 518 -2
Jun20 190927 135.95 135.95 135.95 135.95 +0.05      
Total Volume and Open Interest 325,473 1,180,298 -7,337
Euro-Schatz(EUREX)
Dec19 190927 112.29 112.34 112.28 112.32 +0.03 277,517 1,574,930 -3,603
Mar20 190927 112.36 112.36 112.36 112.36 +0.03 0 23 +0
Jun20 190927 113.14 113.14 113.14 113.14 +0.03      
Total Volume and Open Interest 277,517 1,574,953 -3,603
3-Mth Euribor(EUREX)
Sep19 190916 100.395 100.395 100.395 100.395 -0.005 55 2,109 -370
Dec19 190927 100.460 100.460 100.460 100.460 +0.010 0 1,883 +0
Mar20 190927 100.505 100.505 100.505 100.505 +0.005 0 745 +0
Total Volume and Open Interest 0 5,812 +0
Long Gilt(LIFFE)
Dec19 190927 133~24 134~15 133~24 134~03 +0~07 173,591 633,334 +2,339
Mar20 190927 135~14 135~14 135~14 135~14 +0~08 0 1 +0
Total Volume and Open Interest 173,591 633,335 -14,657
3-Mth Short Sterling(LIFFE)
Dec19 190927 99.21 99.26 99.21 99.26 +0.05 46,489 836,406 -7,867
Mar20 190927 99.30 99.38 99.29 99.36 +0.06 30,767 566,122 +1,922
Jun20 190927 99.35 99.43 99.34 99.40 +0.07 39,181 546,599 -3,630
Sep20 190927 99.39 99.47 99.38 99.44 +0.07 28,305 489,930 +8,416
Dec20 190927 99.38 99.47 99.37 99.44 +0.07 35,240 418,924 +2,208
Mar21 190927 99.42 99.52 99.42 99.49 +0.07 25,783 185,685 +141
Total Volume and Open Interest 395,613 3,974,438 +2,012
3-Mth Euribor(LIFFE)
Dec19 190927 100.455 100.460 100.450 100.455 unch 40,951 638,227 +291
Mar20 190927 100.505 100.510 100.495 100.505 +0.005 38,516 405,572 +751
Jun20 190927 100.525 100.540 100.520 100.530 +0.005 50,459 365,572 -4,532
Total Volume and Open Interest 470,876 3,855,158 +2,422
3-Mth Aus T-Bills(SFE)
Dec19 190927 99.07 99.08 99.06 99.07 -0.01 19,662 235,135 -3,101
Mar20 190927 99.21 99.22 99.20 99.22 unch 18,577 260,414 +450
Jun20 190927 99.26 99.28 99.25 99.28 +0.01 13,699 236,349 +1,361
Sep20 190927 99.29 99.31 99.28 99.31 +0.01 9,547 186,366 -3,697
Dec20 190927 99.26 99.28 99.25 99.27 unch 7,651 123,917 -559
Mar21 190927 99.28 99.30 99.27 99.30 +0.01 3,790 78,398 +288
Jun21 190927 99.28 99.29 99.27 99.29 unch 3,714 51,944 -198
Sep21 190927 99.27 99.29 99.26 99.28 unch 421 18,475 +156
Dec21 190927 99.25 99.25 99.25 99.25 +0.01 40 4,369 -10
Mar22 190927 99.27 99.27 99.27 99.27 +0.01 0 1,284 +0
Total Volume and Open Interest 77,101 1,197,582 -5,310
10-Year Aus T-Bonds(SFE)
Dec19 190927 99.05 99.07 99.02 99.06 unch 163,581 1,279,527 -546
Mar20 190927 99.07 99.07 99.07 99.07 unch      
Total Volume and Open Interest 163,581 1,279,527 -546
3-Year Aus T-Bonds(SFE)
Dec19 190927 99.32 99.34 99.31 99.33 unch 144,098 1,105,154 -15,801
Mar20 190927 99.36 99.36 99.36 99.36 unch 0 25 +0
Total Volume and Open Interest 144,098 1,105,179 -15,801
Gold(CMX)
Oct19 190927 1504.2 1506.1 1485.6 1499.1 -8.8 8,178 12,084 -5,298
Dec19 190927 1511.8 1514.4 1493.3 1506.4 -8.8 378,285 486,765 +1,247
Feb20 190927 1518.2 1520.6 1500.5 1513.1 -8.7 16,897 62,987 +897
Apr20 190927 1525.7 1525.9 1506.8 1518.6 -8.6 6,179 30,538 +117
Jun20 190927 1529.7 1530.3 1510.8 1523.3 -8.7 1,003 26,276 +266
Aug20 190927 1535.0 1535.0 1515.0 1527.7 -8.8 295 4,993 +200
Oct20 190927 1533.7 1533.7 1532.0 1532.0 -8.9 41 878 +5
Dec20 190927 1538.3 1538.3 1525.7 1536.1 -8.9 252 4,474 +170
Feb21 190927 1536.9 1539.8 1536.7 1539.8 -8.9 0 28 +0
Apr21 190927 1543.4 1543.4 1543.4 1543.4 -8.9 0 30 +0
Jun21 190927 1543.9 1546.4 1543.8 1546.4 -8.9 0 1,309 +0
Aug21 190927 1548.3 1548.3 1548.3 1548.3        
Silver(CMX)
Dec19 190927 1788.5 1796.0 1734.5 1765.2 -26.0 110,035 165,578 -1,731
Mar20 190927 1801.5 1808.5 1748.5 1778.7 -26.0 1,248 27,941 -130
May20 190927 1773.0 1788.0 1757.0 1786.3 -26.1 762 8,957 +11
Jul20 190927 1819.0 1820.5 1764.5 1793.2 -26.1 231 7,838 -4
Sep20 190927 1790.0 1827.5 1774.5 1800.1 -26.1 5 783 +5
Dec20 190927 1800.0 1810.2 1779.5 1810.2 -26.2 10 1,475 +7
Mar21 190927 1818.7 1818.7 1818.7 1818.7 -26.2 0 1 +0
Total Volume and Open Interest 114,210 214,438 -1,965
Platinum(NYMEX)
Oct19 190927 933.3 936.4 919.4 931.0 -5.1 17,489 4,123 -9,340
Jan20 190927 937.0 942.8 926.1 936.1 -6.6 26,650 81,379 +5,314
Apr20 190927 942.1 945.5 933.1 942.3 -6.5 468 2,634 +280
Jul20 190927 941.1 947.2 938.0 947.2 -6.5 2 92 -1
Total Volume and Open Interest 44,695 88,318 -3,692
Palladium(NYMEX)
Dec19 190927 1640.40 1662.80 1620.00 1652.90 +10.00 4,192 21,815 +497
Mar20 190927 1629.00 1654.40 1613.50 1645.10 +10.40 331 1,943 +235
Jun20 190927 1638.90 1638.90 1638.90 1638.90 +10.30 0 144 +0
Total Volume and Open Interest 4,523 23,902 +730
Copper(CMX)
Dec19 190927 257.70 261.30 257.05 259.75 +2.00 52,145 152,183 +2,449
Mar20 190927 258.65 262.25 258.20 260.80 +2.00 8,183 48,637 +1,887
May20 190927 259.75 262.90 259.75 261.45 +2.00 2,432 13,898 -1,010
Jul20 190927 261.75 263.60 261.65 262.20 +2.00 452 4,685 +238
Sep20 190927 262.70 263.00 262.70 262.95 +2.00 122 1,816 +21
Total Volume and Open Interest 65,486 232,521 +3,431
E-mini DJIA Index(CBOT)
Dec19 190927 26896 26992 26689 26796 -96 184,044 104,110 -534
Mar20 190927 26825 26969 26680 26781 -97 144 177 +0
Jun20 190927 26707 26828 26707 26707 -89      
Sep20 190927 26668 26668 26668 26668 -88      
Total Volume and Open Interest 184,188 104,287 -534
S & P 500(CME)
Dec19 190927 2973.30 2992.40 2947.00 2963.80 -16.70 1,307 17,423 +618
Mar20 190927 2965.80 2965.80 2965.80 2965.80 -16.90 0 56 +0
Jun20 190927 2965.40 2965.40 2965.40 2965.40 -16.90      
Sep20 190927 2963.30 2963.30 2963.30 2963.30 -16.50      
Total Volume and Open Interest 1,307 17,479 +618
S & P 500 E-Mini(CME)
Dec19 190927 2979.75 2993.00 2946.25 2963.75 -16.75 1,351,351 2,451,888 -2,966
Mar20 190927 2983.00 2994.75 2948.50 2965.75 -17.00 1,348 16,574 +297
Jun20 190927 2981.25 2990.75 2948.75 2965.50 -16.75 102 2,052 +82
Sep20 190927 2950.00 2963.25 2950.00 2963.25 -16.50 0 7 +0
Total Volume and Open Interest 1,352,801 2,470,521 -2,587
NASDAQ 100 E-Mini(CME)
Dec19 190927 7787.00 7822.00 7641.00 7701.25 -86.00 489,320 198,353 -4,248
Mar20 190927 7816.25 7844.25 7662.00 7723.00 -87.25 457 515 -13
Jun20 190927 7739.25 7829.75 7705.25 7739.25 -84.75 0 12 +0
Total Volume and Open Interest 489,777 198,882 -4,261
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 190927 1939.80 1950.50 1916.80 1924.70 -13.30 9,549 63,245 -584
Mar20 190927 1928.80 1950.30 1927.20 1928.80 -13.30 0 90 +0
Total Volume and Open Interest 9,549 63,335 -584
Volatility Index(CBOE)
Sep19 190918 14.61 14.80 14.10 14.54 +0.01 50,190 0 -49,999
Oct19 190927 17.50 18.65 17.10 18.03 +0.60 82,484 190,713 -3,130
Nov19 190927 18.65 19.35 18.29 19.03 +0.45 52,488 106,557 +11,149
Dec19 190927 18.53 19.08 18.26 18.80 +0.27 23,164 54,532 +3,123
Total Volume and Open Interest 185,672 420,262 +17,772
S & P 600(CME)
Sep19 190920 966.20 966.20 966.20 966.20 +0.40 0 290 +0
Dec19 190927 946.90 946.90 946.90 946.90 -6.10 0 492 +0
Total Volume and Open Interest 0 492 +0
Russell 2000 Mini(CME)
Dec19 190927 1537.80 1544.60 1516.60 1524.10 -13.10 145,632 436,276 -3,927
Mar20 190927 1542.50 1545.60 1519.80 1526.50 -12.90 10 96 +1
Jun20 190927 1527.00 1527.00 1527.00 1527.00 -14.10 0 1 +0
Total Volume and Open Interest 145,642 436,373 -3,926
Nikkei 225(CME)
Dec19 190927 21990 22005 21690 21730 -255 10,991 22,958 +2,093
Mar20 190927 21730 21865 21670 21670 -280 4 21 -2
Total Volume and Open Interest 10,995 22,979 +2,091
Nikkei 225(SGX)
Dec19 190927 21845 21995 21720 21800 -55 97,702 111,706 +1,128
Mar20 190927 21755 21755 21755 21755 -55 13 617 +0
Jun20 190927 21585 21585 21585 21585 -55 0 2,519 +0
Total Volume and Open Interest 97,738 143,185 +1,150
Nikkei 225 Mini(JPX)
Dec19 190927 21880 21990 21720 21810 -50 944,725 283,892 +1,168
Mar20 190927 21800 21910 21640 21750 -20 13,579 8,224 +411
Jun20 190927 21605 21700 21450 21530 -50 394 1,111 -11
Total Volume and Open Interest 1,004,984 428,723 +3,574
Nikkei 225(JPX)
Dec19 190927 21880 21990 21720 21810 -50 72,006 268,265 +7,856
Mar20 190927 21800 21910 21650 21750 -20 284 13,727 +18
Jun20 190927 21710 21710 21530 21530 -50 0 12,773 +0
Total Volume and Open Interest 72,294 360,935 +7,399
Nikkei 225(CME) Yen
Dec19 190927 21970 21985 21670 21705 -260 43,877 49,319 +2,144
Mar20 190927 21675 21810 21620 21620 -265 2 12 +0
Jun20 190927 21515 21515 21515 21515 -420      
Total Volume and Open Interest 43,879 49,332 +2,144
Nikkei 225(CME) e-Mini Yen
Sep19 190912 21850 21850 21850 21850 +180 0 10 +0
Dec19 190927 21830 21950 21680 21710 -260      
Mar20 190927 21620 21620 21620 21620 -270      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Oct19 190927 5630.5 5644.0 5602.0 5639.0 +27.0 83,570 313,896 +3,001
Nov19 190927 5628.0 5636.0 5608.5 5635.0 +27.0 6,030 6,098 +6,008
Dec19 190927 5614.5 5625.0 5599.0 5625.0 +27.0 374 64,062 -21
Mar20 190927 5607.5 5607.5 5607.5 5607.5 +27.0      
Total Volume and Open Interest 89,974 398,564 +8,988
Hang Seng Index(HKFE)
Sep19 190927 26033 26074 25811 25949 -73 149,259 37,936 -24,764
Oct19 190927 26033 26074 25802 25988 -36 91,895 103,388 +19,558
Total Volume and Open Interest 242,080 163,890 -5,071
DAX(EUREX)
Dec19 190927 12316.0 12391.5 12267.5 12358.5 +88.0 100,892 110,176 -2,531
Mar20 190927 12265.0 12363.0 12265.0 12347.0 +88.0 28 557 -27
Jun20 190927 12320.5 12366.5 12320.5 12366.5 +88.0 5 6 +5
Total Volume and Open Interest 100,925 110,739 -2,553
Mini-DAX(EUREX)
Sep19 190920 12443.0 12490.0 12420.0 12474.0 +18.5 36,085 20,090 -2,286
Dec19 190927 12308.0 12392.0 12268.0 12358.5 +88.0 32,104 8,753 -715
Mar20 190927 12283.0 12378.0 12265.0 12347.0 +88.0 92 464 -23
Total Volume and Open Interest 32,201 9,227 -736
DJ EuroSTOXX 50(EUREX)
Sep19 190920 3545 3567 3545 3565 +13 1,051,209 1,252,797 -969,568
Dec19 190927 3530 3541 3509 3530 +13 902,553 3,630,056 -89,227
Mar20 190927 3510 3521 3500 3515 +13 51 91,594 +4
Total Volume and Open Interest 903,145 3,788,874 -88,682
Swiss Market Index(EUREX)
Sep19 190920 10032 10130 10029 10127 +64 60,769 56,736 -35,257
Dec19 190927 10012 10047 9962 10011 +32 37,831 181,910 +942
Mar20 190927 9866 9895 9852 9895 +32 52 305 +45
Total Volume and Open Interest 37,884 182,217 +988
FT-SE 100(EURONEXT)
Dec19 190927 7337.00 7406.00 7321.00 7388.50 +69.00 127,937 770,298 +6,985
Mar20 190927 7320.00 7320.00 7320.00 7320.00 +68.50 0 587 +0
Jun20 190927 7242.00 7242.00 7242.00 7242.00 +68.00      
Total Volume and Open Interest 127,937 770,885 +6,985
SPI 200(SFE)
Dec19 190927 6660.0 6705.0 6659.0 6695.0 +33.0 45,462 392,858 -936
Mar20 190927 6618.0 6618.0 6618.0 6618.0 +32.0 0 813 +0
Jun20 190927 6596.0 6596.0 6596.0 6596.0 +32.0 0 218 +0
Total Volume and Open Interest 45,783 395,273 -892
FTSE MIB(ISE)
Dec19 190927 21945.00 21970.00 21820.00 21918.00 +23.00 20,717 112,844 +982
Mar20 190927 21770.00 21850.00 21740.00 21813.00 +20.00 25 115 +18
Jun20 190927 21248.00 21248.00 21248.00 21248.00 +15.00 0 12 +0
Total Volume and Open Interest 20,742 112,971 +1,000
KOSPI 200(KFE)
Dec19 190927 275.45 276.55 271.10 271.75 -3.25 202,907 319,885 +4,730
Mar20 190927 271.60 273.10 267.85 268.25 -3.30 149 8,481 +5
Jun20 190927 272.15 272.15 265.70 265.70 -3.60 4 8,607 +3
Total Volume and Open Interest 204,061 367,019 +4,037
GSCI(CME)
Oct19 190927 410.60 412.50 405.05 409.65 -1.65 5 13,213 -5
Nov19 190927 408.35 411.15 405.00 408.35 -1.70 0 60 +0
Dec19 190927 410.50 410.50 407.45 410.50 -1.70      
Total Volume and Open Interest 5 13,273 -5
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.

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