|
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. |
|
|