|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon September 30, 2019 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov19 |
190930 |
884.75 |
906.75 |
883.75 |
906.00 |
+23.00 |
67,140 |
358,080 |
-450 |
Jan20 |
190930 |
898.75 |
920.50 |
898.50 |
919.50 |
+22.00 |
20,559 |
113,494 |
+2,269 |
Mar20 |
190930 |
911.50 |
931.00 |
910.50 |
930.00 |
+20.00 |
11,844 |
101,643 |
-359 |
May20 |
190930 |
922.25 |
939.75 |
920.75 |
939.00 |
+18.50 |
4,667 |
46,324 |
+86 |
Jul20 |
190930 |
931.00 |
947.75 |
929.25 |
947.00 |
+17.50 |
6,576 |
40,940 |
+321 |
Aug20 |
190930 |
936.50 |
951.25 |
934.00 |
951.00 |
+17.00 |
889 |
3,602 |
+230 |
Sep20 |
190930 |
935.25 |
950.25 |
933.75 |
950.00 |
+15.00 |
361 |
2,093 |
+90 |
Nov20 |
190930 |
941.25 |
955.00 |
938.50 |
954.25 |
+13.75 |
2,168 |
24,615 |
+143 |
Jan21 |
190930 |
947.75 |
960.00 |
946.00 |
959.00 |
+11.50 |
301 |
744 |
+42 |
Mar21 |
190930 |
949.00 |
956.00 |
945.25 |
956.00 |
+9.50 |
225 |
1,514 |
+96 |
May21 |
190930 |
951.75 |
956.50 |
948.75 |
956.50 |
+7.50 |
77 |
160 |
-12 |
Jul21 |
190930 |
956.25 |
961.50 |
954.25 |
961.25 |
+6.50 |
52 |
209 |
+10 |
Aug21 |
190930 |
960.75 |
960.75 |
960.75 |
960.75 |
+6.25 |
0 |
24 |
+0 |
Sep21 |
190930 |
950.75 |
950.75 |
950.75 |
950.75 |
+6.25 |
0 |
22 |
+0 |
Total Volume and Open Interest |
114,877 |
693,834 |
+2,472 |
Soybean Meal(CBOT) |
Oct19 |
190930 |
290.00 |
297.20 |
289.80 |
295.90 |
+6.00 |
36,111 |
4,549 |
-12,899 |
Dec19 |
190930 |
295.00 |
302.50 |
295.00 |
301.00 |
+5.90 |
66,478 |
213,233 |
-1,717 |
Jan20 |
190930 |
297.40 |
304.30 |
297.40 |
302.80 |
+5.70 |
16,727 |
59,924 |
+358 |
Mar20 |
190930 |
301.10 |
307.80 |
301.10 |
306.20 |
+5.30 |
11,567 |
63,949 |
+35 |
May20 |
190930 |
305.70 |
311.70 |
305.70 |
310.40 |
+4.90 |
4,279 |
29,933 |
-171 |
Jul20 |
190930 |
310.80 |
315.90 |
310.50 |
314.80 |
+4.60 |
5,861 |
25,834 |
+579 |
Aug20 |
190930 |
312.90 |
317.70 |
312.70 |
316.70 |
+4.40 |
1,407 |
7,133 |
+52 |
Sep20 |
190930 |
315.10 |
318.70 |
315.10 |
317.70 |
+4.10 |
985 |
5,806 |
+309 |
Oct20 |
190930 |
316.90 |
318.70 |
315.70 |
317.70 |
+3.70 |
748 |
3,901 |
+281 |
Dec20 |
190930 |
316.50 |
320.80 |
316.50 |
319.50 |
+3.30 |
1,729 |
8,821 |
+381 |
Total Volume and Open Interest |
145,914 |
423,397 |
-12,783 |
Soybean Oil(CBOT) |
Oct19 |
190930 |
28.70 |
29.13 |
28.68 |
28.99 |
+0.37 |
30,658 |
4,494 |
-8,546 |
Dec19 |
190930 |
28.84 |
29.31 |
28.80 |
29.08 |
+0.24 |
73,290 |
219,652 |
+2,849 |
Jan20 |
190930 |
29.08 |
29.53 |
29.04 |
29.31 |
+0.22 |
10,554 |
80,830 |
+1,973 |
Mar20 |
190930 |
29.35 |
29.79 |
29.30 |
29.59 |
+0.23 |
7,947 |
102,830 |
-295 |
May20 |
190930 |
29.68 |
30.10 |
29.63 |
29.88 |
+0.20 |
2,220 |
29,802 |
+124 |
Jul20 |
190930 |
29.99 |
30.42 |
29.96 |
30.18 |
+0.18 |
2,575 |
32,127 |
+664 |
Aug20 |
190930 |
30.14 |
30.46 |
30.11 |
30.31 |
+0.19 |
512 |
4,767 |
+58 |
Sep20 |
190930 |
30.41 |
30.55 |
30.39 |
30.39 |
+0.18 |
97 |
4,017 |
+15 |
Oct20 |
190930 |
30.46 |
30.62 |
30.23 |
30.44 |
+0.17 |
161 |
2,987 |
+32 |
Dec20 |
190930 |
30.45 |
30.82 |
30.38 |
30.61 |
+0.20 |
801 |
9,125 |
+28 |
Total Volume and Open Interest |
128,820 |
492,024 |
-3,097 |
Canola(WCE) |
Nov19 |
190930 |
445.6 |
453.6 |
445.6 |
451.3 |
+5.5 |
14,687 |
123,608 |
-2,368 |
Jan20 |
190930 |
454.4 |
462.4 |
454.4 |
460.2 |
+5.5 |
5,204 |
45,266 |
-461 |
Mar20 |
190930 |
463.0 |
470.5 |
463.0 |
468.4 |
+5.5 |
2,014 |
17,336 |
+1,458 |
May20 |
190930 |
470.1 |
477.2 |
470.1 |
475.2 |
+5.2 |
201 |
9,306 |
+5 |
Jul20 |
190930 |
478.6 |
482.9 |
478.6 |
480.9 |
+5.2 |
219 |
5,291 |
+119 |
Total Volume and Open Interest |
22,613 |
205,280 |
-1,269 |
Corn(CBOT) |
Dec19 |
190930 |
372.00 |
388.25 |
371.50 |
388.00 |
+16.50 |
90,796 |
878,698 |
+1,746 |
Mar20 |
190930 |
384.25 |
399.75 |
384.00 |
399.50 |
+15.75 |
23,356 |
313,751 |
+627 |
May20 |
190930 |
391.75 |
405.25 |
391.00 |
405.25 |
+14.25 |
10,301 |
127,537 |
-165 |
Jul20 |
190930 |
397.00 |
408.75 |
396.00 |
408.50 |
+12.00 |
6,557 |
139,196 |
+206 |
Sep20 |
190930 |
399.00 |
404.75 |
398.00 |
404.50 |
+6.25 |
1,182 |
43,165 |
+248 |
Dec20 |
190930 |
403.00 |
409.00 |
402.75 |
408.25 |
+5.25 |
5,339 |
109,975 |
+445 |
Mar21 |
190930 |
414.00 |
418.50 |
413.25 |
417.50 |
+4.75 |
130 |
5,222 |
+48 |
May21 |
190930 |
420.00 |
423.25 |
420.00 |
423.00 |
+4.50 |
8 |
1,025 |
+0 |
Jul21 |
190930 |
423.50 |
426.50 |
422.25 |
426.00 |
+4.00 |
27 |
2,543 |
+14 |
Sep21 |
190930 |
415.75 |
415.75 |
415.75 |
415.75 |
+4.25 |
0 |
798 |
+0 |
Total Volume and Open Interest |
137,823 |
1,627,979 |
+3,197 |
Wheat(CBOT) |
Dec19 |
190930 |
488.00 |
501.00 |
483.25 |
495.75 |
+8.50 |
36,017 |
203,875 |
-1,480 |
Mar20 |
190930 |
495.00 |
507.00 |
490.25 |
502.50 |
+8.75 |
14,135 |
84,340 |
+1,484 |
May20 |
190930 |
498.25 |
511.25 |
494.75 |
507.25 |
+8.75 |
6,114 |
23,583 |
-191 |
Jul20 |
190930 |
503.25 |
514.50 |
498.50 |
510.75 |
+8.50 |
3,319 |
35,379 |
-42 |
Sep20 |
190930 |
511.00 |
521.25 |
506.00 |
518.00 |
+8.00 |
359 |
7,497 |
+81 |
Dec20 |
190930 |
524.75 |
533.25 |
518.50 |
529.75 |
+6.75 |
273 |
8,914 |
+94 |
Total Volume and Open Interest |
60,243 |
365,447 |
-42 |
Wheat(KCBT) |
Dec19 |
190930 |
408.00 |
420.00 |
403.00 |
415.00 |
+7.50 |
17,492 |
185,393 |
+355 |
Mar20 |
190930 |
421.25 |
432.50 |
416.25 |
428.25 |
+7.50 |
4,948 |
67,907 |
+741 |
May20 |
190930 |
430.25 |
441.25 |
425.75 |
437.50 |
+7.25 |
2,105 |
17,299 |
+302 |
Jul20 |
190930 |
439.50 |
449.75 |
434.50 |
446.50 |
+7.25 |
1,906 |
19,619 |
+15 |
Sep20 |
190930 |
451.00 |
460.75 |
446.50 |
457.50 |
+6.75 |
106 |
6,350 |
+28 |
Dec20 |
190930 |
466.00 |
476.75 |
461.75 |
473.50 |
+6.00 |
61 |
6,428 |
-2 |
Mar21 |
190930 |
476.00 |
489.75 |
476.00 |
487.00 |
+5.75 |
1 |
539 |
-1 |
Total Volume and Open Interest |
26,619 |
303,639 |
+1,438 |
Wheat(MGE) |
Dec19 |
190930 |
547.25 |
557.00 |
543.00 |
544.50 |
-2.50 |
7,531 |
36,425 |
-473 |
Mar20 |
190930 |
560.00 |
569.75 |
556.50 |
558.00 |
-2.50 |
2,541 |
19,448 |
+43 |
May20 |
190930 |
572.25 |
578.50 |
566.50 |
568.00 |
-1.75 |
616 |
5,397 |
+23 |
Jul20 |
190930 |
580.00 |
583.50 |
574.75 |
575.75 |
-2.00 |
226 |
4,261 |
-6 |
Sep20 |
190930 |
585.00 |
592.00 |
582.75 |
583.25 |
-2.25 |
268 |
2,985 |
+2 |
Dec20 |
190930 |
599.75 |
603.00 |
593.75 |
594.25 |
-2.75 |
102 |
1,671 |
+12 |
Total Volume and Open Interest |
11,295 |
70,345 |
-393 |
Oats(CBOT) |
Dec19 |
190930 |
271.50 |
276.75 |
270.00 |
275.75 |
+5.75 |
156 |
4,463 |
+22 |
Mar20 |
190930 |
274.50 |
279.50 |
274.50 |
279.50 |
+5.50 |
15 |
999 |
+0 |
May20 |
190930 |
280.25 |
280.25 |
280.25 |
280.25 |
+5.25 |
1 |
64 |
-1 |
Jul20 |
190930 |
280.00 |
280.50 |
280.00 |
280.50 |
+5.50 |
1 |
5 |
-1 |
Total Volume and Open Interest |
173 |
5,533 |
+20 |
Rough Rice(CBOT) |
Nov19 |
190930 |
12.09 |
12.13 |
11.95 |
12.02 |
-0.14 |
534 |
8,463 |
-190 |
Jan20 |
190930 |
12.27 |
12.30 |
12.19 |
12.24 |
-0.13 |
206 |
1,229 |
+136 |
Mar20 |
190930 |
12.38 |
12.38 |
12.38 |
12.38 |
-0.13 |
9 |
321 |
+6 |
May20 |
190930 |
12.48 |
12.48 |
12.48 |
12.48 |
-0.13 |
0 |
3 |
+0 |
Total Volume and Open Interest |
749 |
10,037 |
-48 |
Live Cattle(CME) |
Oct19 |
190930 |
105.135 |
105.200 |
104.330 |
104.580 |
-0.455 |
16,279 |
31,028 |
-1,771 |
Dec19 |
190930 |
110.535 |
110.580 |
109.700 |
110.300 |
-0.280 |
32,116 |
143,991 |
+836 |
Feb20 |
190930 |
116.200 |
116.700 |
115.535 |
116.635 |
+0.435 |
16,474 |
63,022 |
+152 |
Apr20 |
190930 |
118.480 |
119.150 |
117.950 |
119.080 |
+0.600 |
10,045 |
54,832 |
+265 |
Jun20 |
190930 |
111.050 |
111.535 |
110.600 |
111.430 |
+0.380 |
4,672 |
23,014 |
+617 |
Aug20 |
190930 |
109.100 |
109.680 |
108.750 |
109.600 |
+0.450 |
1,370 |
6,522 |
+190 |
Total Volume and Open Interest |
81,348 |
323,904 |
+359 |
Feeder Cattle(CME) |
Oct19 |
190930 |
144.300 |
144.630 |
142.150 |
142.400 |
-1.930 |
4,929 |
9,936 |
-1,568 |
Nov19 |
190930 |
142.985 |
143.200 |
141.300 |
141.935 |
-1.050 |
7,527 |
16,580 |
+376 |
Jan20 |
190930 |
138.550 |
138.900 |
137.630 |
138.330 |
-0.370 |
3,309 |
8,599 |
+177 |
Mar20 |
190930 |
138.130 |
138.250 |
137.000 |
137.700 |
-0.430 |
1,228 |
5,615 |
-26 |
Apr20 |
190930 |
139.235 |
139.285 |
138.150 |
138.880 |
-0.420 |
339 |
1,664 |
+28 |
May20 |
190930 |
140.000 |
140.000 |
138.735 |
139.485 |
-0.450 |
70 |
683 |
+42 |
Aug20 |
190930 |
143.850 |
144.500 |
143.300 |
144.250 |
+0.450 |
33 |
145 |
+17 |
Total Volume and Open Interest |
17,437 |
43,223 |
-953 |
Lean Hogs(CME) |
Oct19 |
190930 |
64.500 |
65.830 |
63.580 |
65.450 |
+0.165 |
7,873 |
20,193 |
-2,411 |
Dec19 |
190930 |
68.900 |
72.730 |
67.700 |
72.600 |
+2.750 |
23,254 |
101,529 |
+964 |
Feb20 |
190930 |
74.885 |
78.180 |
73.885 |
78.000 |
+2.200 |
12,092 |
50,899 |
+586 |
Apr20 |
190930 |
80.700 |
83.350 |
80.000 |
83.135 |
+1.785 |
7,152 |
42,941 |
+1,209 |
May20 |
190930 |
87.300 |
88.230 |
86.500 |
88.000 |
+0.700 |
57 |
938 |
+12 |
Jun20 |
190930 |
90.600 |
92.480 |
90.050 |
92.230 |
+1.300 |
4,431 |
25,655 |
+852 |
Jul20 |
190930 |
89.950 |
91.535 |
89.230 |
91.330 |
+1.230 |
1,812 |
8,180 |
+482 |
Aug20 |
190930 |
87.950 |
89.600 |
87.500 |
89.430 |
+1.180 |
892 |
6,037 |
+235 |
Total Volume and Open Interest |
57,926 |
262,618 |
+1,970 |
Class III Milk(CME) |
Sep19 |
190930 |
18.28 |
18.28 |
18.27 |
18.28 |
unch |
46 |
3,392 |
+37 |
Oct19 |
190930 |
18.14 |
18.22 |
18.06 |
18.13 |
-0.02 |
322 |
4,089 |
-85 |
Nov19 |
190930 |
18.10 |
18.21 |
18.06 |
18.08 |
-0.06 |
289 |
3,701 |
+44 |
Dec19 |
190930 |
17.50 |
17.53 |
17.45 |
17.45 |
-0.02 |
151 |
2,820 |
-2 |
Jan20 |
190930 |
16.79 |
16.84 |
16.79 |
16.81 |
+0.03 |
65 |
1,473 |
+17 |
Feb20 |
190930 |
16.49 |
16.51 |
16.49 |
16.50 |
+0.06 |
21 |
1,292 |
+4 |
Mar20 |
190930 |
16.54 |
16.56 |
16.54 |
16.54 |
+0.05 |
19 |
1,126 |
+5 |
Apr20 |
190930 |
16.71 |
16.74 |
16.70 |
16.70 |
+0.01 |
13 |
841 |
+2 |
May20 |
190930 |
16.81 |
16.81 |
16.81 |
16.81 |
+0.01 |
3 |
795 |
+1 |
Jun20 |
190930 |
16.97 |
16.97 |
16.92 |
16.92 |
+0.02 |
2 |
884 |
+1 |
Jul20 |
190930 |
17.07 |
17.08 |
17.07 |
17.07 |
+0.02 |
2 |
418 |
+1 |
Aug20 |
190930 |
17.23 |
17.23 |
17.23 |
17.23 |
+0.03 |
2 |
408 |
+0 |
Sep20 |
190930 |
17.39 |
17.39 |
17.39 |
17.39 |
+0.06 |
2 |
487 |
+2 |
Total Volume and Open Interest |
948 |
22,694 |
+38 |
Cocoa(ICE) |
Dec19 |
190930 |
2489 |
2494 |
2440 |
2442 |
-48 |
21,486 |
104,773 |
+1,274 |
Mar20 |
190930 |
2486 |
2500 |
2455 |
2456 |
-35 |
12,716 |
77,061 |
+1,774 |
May20 |
190930 |
2481 |
2490 |
2449 |
2451 |
-29 |
5,502 |
48,208 |
+5 |
Jul20 |
190930 |
2448 |
2468 |
2430 |
2432 |
-25 |
3,075 |
18,541 |
-88 |
Sep20 |
190930 |
2426 |
2444 |
2409 |
2412 |
-23 |
1,599 |
17,328 |
+235 |
Dec20 |
190930 |
2392 |
2407 |
2376 |
2377 |
-24 |
1,274 |
26,389 |
+73 |
Mar21 |
190930 |
2380 |
2394 |
2365 |
2365 |
-23 |
789 |
10,203 |
+422 |
Total Volume and Open Interest |
46,738 |
305,406 |
+3,476 |
Coffee "C"(ICE) |
Dec19 |
190930 |
100.50 |
102.45 |
99.30 |
101.15 |
+0.25 |
14,126 |
123,719 |
-1,410 |
Mar20 |
190930 |
104.10 |
106.00 |
102.85 |
104.70 |
+0.25 |
3,804 |
55,387 |
-491 |
May20 |
190930 |
106.55 |
108.30 |
105.20 |
107.00 |
+0.30 |
1,963 |
30,695 |
+171 |
Jul20 |
190930 |
108.55 |
110.35 |
107.30 |
109.10 |
+0.30 |
1,409 |
22,064 |
+264 |
Sep20 |
190930 |
110.65 |
112.30 |
109.25 |
111.05 |
+0.40 |
676 |
10,413 |
+5 |
Dec20 |
190930 |
113.20 |
114.80 |
112.25 |
113.90 |
+0.50 |
350 |
11,722 |
-31 |
Total Volume and Open Interest |
22,567 |
264,672 |
-1,511 |
Orange Juice(ICE) |
Nov19 |
190930 |
100.05 |
100.10 |
98.30 |
99.75 |
-0.10 |
868 |
13,096 |
-556 |
Jan20 |
190930 |
102.85 |
102.85 |
101.20 |
102.70 |
+0.10 |
302 |
2,461 |
+106 |
Mar20 |
190930 |
105.00 |
105.10 |
103.75 |
105.10 |
+0.20 |
21 |
962 |
+0 |
May20 |
190930 |
106.95 |
108.00 |
106.95 |
108.00 |
+0.15 |
4 |
512 |
+0 |
Jul20 |
190930 |
109.70 |
110.80 |
109.70 |
110.80 |
unch |
0 |
304 |
+0 |
Sep20 |
190930 |
112.60 |
113.90 |
112.60 |
113.90 |
-0.10 |
1 |
180 |
+0 |
Total Volume and Open Interest |
1,197 |
17,788 |
-449 |
Sugar #11(ICE) |
Oct19 |
190930 |
11.51 |
12.02 |
11.51 |
11.92 |
+0.39 |
24,482 |
6,039 |
-12,427 |
Mar20 |
190930 |
12.62 |
12.85 |
12.57 |
12.65 |
+0.03 |
68,534 |
530,828 |
-11,624 |
May20 |
190930 |
12.70 |
12.92 |
12.65 |
12.75 |
+0.04 |
10,091 |
161,445 |
-830 |
Jul20 |
190930 |
12.81 |
12.99 |
12.79 |
12.85 |
+0.03 |
7,957 |
82,366 |
+333 |
Oct20 |
190930 |
13.02 |
13.18 |
13.00 |
13.04 |
+0.02 |
3,662 |
69,374 |
+355 |
Mar21 |
190930 |
13.52 |
13.67 |
13.49 |
13.52 |
unch |
1,909 |
38,763 |
+182 |
May21 |
190930 |
13.50 |
13.60 |
13.48 |
13.48 |
-0.02 |
227 |
5,103 |
+18 |
Jul21 |
190930 |
13.45 |
13.53 |
13.42 |
13.42 |
-0.03 |
271 |
4,931 |
+134 |
Total Volume and Open Interest |
117,253 |
904,165 |
-23,867 |
London Cocoa(LCE) |
Dec19 |
190930 |
1938 |
1941 |
1914 |
1917 |
-23 |
12,689 |
73,637 |
+1,181 |
Mar20 |
190930 |
1876 |
1882 |
1859 |
1867 |
-13 |
19,377 |
90,952 |
+2,962 |
May20 |
190930 |
1850 |
1859 |
1840 |
1850 |
-6 |
8,169 |
44,193 |
+2,309 |
Jul20 |
190930 |
1833 |
1836 |
1822 |
1833 |
-3 |
4,082 |
29,673 |
+47 |
Sep20 |
190930 |
1809 |
1819 |
1805 |
1817 |
-2 |
2,784 |
29,637 |
+241 |
Dec20 |
190930 |
1774 |
1788 |
1773 |
1783 |
-4 |
1,560 |
26,916 |
+345 |
Mar21 |
190930 |
1766 |
1777 |
1765 |
1772 |
-6 |
1,251 |
10,626 |
-134 |
Total Volume and Open Interest |
50,125 |
311,803 |
+6,847 |
London Sugar(LCE) |
Dec19 |
190930 |
341.20 |
345.80 |
340.70 |
344.30 |
+2.90 |
7,845 |
48,476 |
-325 |
Mar20 |
190930 |
342.80 |
347.80 |
342.30 |
345.40 |
+1.90 |
6,006 |
32,716 |
+776 |
May20 |
190930 |
347.30 |
351.60 |
346.00 |
349.10 |
+1.70 |
1,257 |
9,897 |
+208 |
Aug20 |
190930 |
350.50 |
355.40 |
350.00 |
352.70 |
+1.20 |
254 |
4,426 |
+72 |
Oct20 |
190930 |
353.80 |
358.60 |
353.80 |
355.60 |
+1.00 |
63 |
1,833 |
+16 |
Total Volume and Open Interest |
16,085 |
98,990 |
+1,049 |
Cotton(ICE) |
Oct19 |
190930 |
59.75 |
59.75 |
59.75 |
59.75 |
-0.07 |
0 |
1 |
-6 |
Dec19 |
190930 |
60.98 |
61.13 |
60.08 |
60.83 |
-0.07 |
13,759 |
138,477 |
-449 |
Mar20 |
190930 |
61.58 |
61.86 |
60.82 |
61.55 |
-0.08 |
4,961 |
61,368 |
+966 |
May20 |
190930 |
62.26 |
62.66 |
61.60 |
62.45 |
+0.04 |
985 |
8,542 |
+172 |
Jul20 |
190930 |
62.92 |
63.41 |
62.34 |
63.18 |
+0.14 |
386 |
8,402 |
+72 |
Oct20 |
190930 |
63.51 |
63.51 |
63.51 |
63.51 |
+0.05 |
|
|
|
Total Volume and Open Interest |
20,335 |
235,477 |
+746 |
Lumber(CME) |
Nov19 |
190930 |
373.5 |
373.5 |
364.5 |
367.1 |
-4.5 |
211 |
1,595 |
+10 |
Jan20 |
190930 |
376.1 |
376.1 |
368.1 |
372.3 |
-2.1 |
95 |
396 |
+41 |
Mar20 |
190930 |
375.1 |
377.8 |
375.1 |
377.5 |
unch |
1 |
52 |
+0 |
May20 |
190930 |
385.0 |
385.0 |
385.0 |
385.0 |
+3.7 |
0 |
3 |
+0 |
Jul20 |
190930 |
383.5 |
383.5 |
383.5 |
383.5 |
+3.7 |
|
|
|
Sep20 |
190930 |
382.0 |
382.0 |
382.0 |
382.0 |
+3.7 |
|
|
|
Nov20 |
190930 |
380.5 |
380.5 |
380.5 |
380.5 |
+3.7 |
|
|
|
Total Volume and Open Interest |
307 |
2,046 |
+51 |
Crude Oil(NYM) |
Nov19 |
190930 |
56.54 |
56.57 |
53.98 |
54.07 |
-1.84 |
712,966 |
380,790 |
-3,246 |
Dec19 |
190930 |
56.39 |
56.40 |
53.89 |
53.98 |
-1.81 |
162,931 |
289,813 |
+13,637 |
Jan20 |
190930 |
55.99 |
55.99 |
53.62 |
53.70 |
-1.73 |
55,426 |
162,536 |
+1,280 |
Feb20 |
190930 |
55.60 |
55.60 |
53.24 |
53.32 |
-1.66 |
18,758 |
87,663 |
+711 |
Mar20 |
190930 |
54.90 |
54.92 |
52.83 |
52.90 |
-1.59 |
26,210 |
137,893 |
+1,108 |
Apr20 |
190930 |
54.37 |
54.37 |
52.43 |
52.49 |
-1.51 |
8,835 |
62,325 |
+848 |
May20 |
190930 |
53.76 |
53.76 |
52.03 |
52.12 |
-1.44 |
4,281 |
52,200 |
+244 |
Jun20 |
190930 |
53.36 |
53.52 |
51.70 |
51.77 |
-1.37 |
25,261 |
176,927 |
-4 |
Jul20 |
190930 |
52.96 |
52.96 |
51.42 |
51.45 |
-1.31 |
3,390 |
49,625 |
+997 |
Aug20 |
190930 |
52.39 |
52.60 |
51.17 |
51.17 |
-1.26 |
1,938 |
31,269 |
+277 |
Sep20 |
190930 |
52.17 |
52.34 |
50.88 |
50.94 |
-1.22 |
5,549 |
65,111 |
+634 |
Oct20 |
190930 |
51.64 |
51.64 |
50.76 |
50.76 |
-1.19 |
1,456 |
39,550 |
+118 |
Nov20 |
190930 |
51.41 |
51.41 |
50.19 |
50.63 |
-1.16 |
1,249 |
33,957 |
-298 |
Dec20 |
190930 |
52.00 |
52.10 |
50.44 |
50.51 |
-1.13 |
24,076 |
183,933 |
-454 |
Jan21 |
190930 |
51.75 |
51.75 |
50.40 |
50.40 |
-1.09 |
409 |
29,329 |
-18 |
Feb21 |
190930 |
50.31 |
50.38 |
50.30 |
50.30 |
-1.06 |
492 |
14,399 |
-98 |
Total Volume and Open Interest |
1,062,937 |
2,061,481 |
+16,528 |
e-miNY Crude Oil(NYM) |
Nov19 |
190930 |
56.500 |
56.600 |
53.975 |
54.075 |
-1.825 |
27,620 |
3,300 |
+53 |
Dec19 |
190930 |
55.875 |
56.200 |
53.900 |
53.975 |
-1.825 |
1,052 |
640 |
+7 |
Jan20 |
190930 |
55.525 |
55.550 |
53.675 |
53.700 |
-1.725 |
25 |
322 |
+6 |
Feb20 |
190930 |
54.550 |
54.625 |
53.325 |
53.325 |
-1.650 |
3 |
118 |
+2 |
Mar20 |
190930 |
55.000 |
55.075 |
52.900 |
52.900 |
-1.600 |
18 |
124 |
+7 |
Apr20 |
190930 |
54.000 |
54.000 |
52.500 |
52.500 |
-1.500 |
11 |
140 |
+0 |
May20 |
190930 |
53.200 |
53.200 |
52.125 |
52.125 |
-1.425 |
0 |
128 |
+0 |
Jun20 |
190930 |
53.450 |
53.450 |
51.775 |
51.775 |
-1.375 |
8 |
18 |
+2 |
Jul20 |
190930 |
51.450 |
51.450 |
51.450 |
51.450 |
-1.300 |
0 |
21 |
+0 |
Aug20 |
190930 |
51.175 |
51.175 |
51.175 |
51.175 |
-1.250 |
2 |
16 |
+0 |
Total Volume and Open Interest |
28,739 |
4,937 |
+77 |
NY Harbor ULSD(NYM) |
Oct19 |
190930 |
195.04 |
195.22 |
190.04 |
190.56 |
-3.60 |
18,545 |
3,807 |
-8,650 |
Nov19 |
190930 |
194.21 |
195.00 |
189.57 |
189.72 |
-3.88 |
73,126 |
114,778 |
+1,800 |
Dec19 |
190930 |
193.48 |
193.83 |
188.70 |
188.84 |
-3.92 |
47,062 |
76,837 |
+6,673 |
Jan20 |
190930 |
192.57 |
192.73 |
187.58 |
187.74 |
-4.01 |
23,576 |
44,747 |
+318 |
Feb20 |
190930 |
190.87 |
191.15 |
186.17 |
186.31 |
-3.97 |
13,033 |
23,906 |
+1,554 |
Mar20 |
190930 |
188.88 |
189.08 |
184.28 |
184.44 |
-3.92 |
10,741 |
39,241 |
+1,428 |
Apr20 |
190930 |
186.81 |
186.81 |
182.34 |
182.34 |
-3.83 |
5,090 |
21,041 |
+342 |
May20 |
190930 |
185.25 |
185.25 |
180.91 |
181.09 |
-3.64 |
2,161 |
13,437 |
+334 |
Jun20 |
190930 |
183.40 |
184.37 |
180.06 |
180.20 |
-3.43 |
5,353 |
26,178 |
+100 |
Jul20 |
190930 |
182.19 |
183.04 |
180.00 |
180.02 |
-3.30 |
479 |
6,301 |
-34 |
Aug20 |
190930 |
182.14 |
182.88 |
179.85 |
180.01 |
-3.18 |
330 |
3,227 |
+95 |
Sep20 |
190930 |
182.38 |
182.95 |
180.00 |
180.16 |
-3.11 |
247 |
3,781 |
+27 |
Oct20 |
190930 |
182.75 |
183.53 |
180.28 |
180.37 |
-3.05 |
192 |
2,824 |
-2 |
Nov20 |
190930 |
182.60 |
182.60 |
180.49 |
180.49 |
-3.03 |
168 |
1,854 |
-16 |
Total Volume and Open Interest |
202,534 |
403,559 |
+3,685 |
RBOB Gasoline(NYM) |
Oct19 |
190930 |
165.61 |
165.61 |
159.64 |
160.49 |
-4.65 |
30,037 |
5,549 |
-12,666 |
Nov19 |
190930 |
161.64 |
161.88 |
156.35 |
156.65 |
-4.00 |
98,274 |
129,952 |
-547 |
Dec19 |
190930 |
157.29 |
157.59 |
152.66 |
152.91 |
-3.74 |
63,663 |
67,587 |
-2,242 |
Jan20 |
190930 |
155.70 |
155.70 |
150.80 |
150.98 |
-3.72 |
31,003 |
49,826 |
+453 |
Feb20 |
190930 |
155.04 |
155.32 |
150.72 |
150.92 |
-3.63 |
12,724 |
18,128 |
+946 |
Mar20 |
190930 |
155.91 |
156.00 |
152.06 |
152.19 |
-3.47 |
6,675 |
25,484 |
+1,885 |
Apr20 |
190930 |
171.27 |
172.98 |
169.36 |
169.36 |
-3.39 |
2,586 |
10,590 |
+103 |
May20 |
190930 |
171.41 |
173.14 |
169.49 |
169.66 |
-3.28 |
1,260 |
5,975 |
+247 |
Jun20 |
190930 |
170.26 |
172.07 |
168.35 |
168.52 |
-3.17 |
1,418 |
11,980 |
+134 |
Jul20 |
190930 |
168.31 |
169.42 |
166.44 |
166.44 |
-3.19 |
409 |
2,377 |
+93 |
Total Volume and Open Interest |
249,012 |
340,085 |
-11,573 |
e-miNY RBOB Gasoline(NYM) |
Nov19 |
190930 |
156.65 |
156.65 |
156.65 |
156.65 |
-4.00 |
|
|
|
Dec19 |
190930 |
152.91 |
152.91 |
152.91 |
152.91 |
-3.74 |
|
|
|
Jan20 |
190930 |
150.98 |
150.98 |
150.98 |
150.98 |
-3.72 |
|
|
|
Feb20 |
190930 |
150.92 |
150.92 |
150.92 |
150.92 |
-3.63 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov19 |
190930 |
2.380 |
2.392 |
2.324 |
2.330 |
-0.074 |
132,791 |
323,901 |
-20 |
Dec19 |
190930 |
2.543 |
2.555 |
2.498 |
2.504 |
-0.061 |
52,296 |
153,504 |
+1,339 |
Jan20 |
190930 |
2.663 |
2.672 |
2.617 |
2.622 |
-0.059 |
35,631 |
125,961 |
-451 |
Feb20 |
190930 |
2.627 |
2.640 |
2.581 |
2.588 |
-0.058 |
11,103 |
61,895 |
+484 |
Mar20 |
190930 |
2.541 |
2.546 |
2.490 |
2.504 |
-0.048 |
22,482 |
109,531 |
+2,517 |
Apr20 |
190930 |
2.317 |
2.320 |
2.272 |
2.284 |
-0.028 |
14,733 |
74,041 |
+653 |
May20 |
190930 |
2.290 |
2.293 |
2.250 |
2.263 |
-0.026 |
5,333 |
65,596 |
+95 |
Jun20 |
190930 |
2.325 |
2.327 |
2.289 |
2.301 |
-0.025 |
3,673 |
23,787 |
+1,699 |
Jul20 |
190930 |
2.370 |
2.371 |
2.329 |
2.344 |
-0.022 |
1,483 |
23,821 |
+62 |
Aug20 |
190930 |
2.374 |
2.376 |
2.339 |
2.350 |
-0.024 |
516 |
23,369 |
-71 |
Sep20 |
190930 |
2.360 |
2.360 |
2.324 |
2.336 |
-0.023 |
631 |
20,890 |
+10 |
Oct20 |
190930 |
2.389 |
2.391 |
2.353 |
2.365 |
-0.023 |
4,765 |
44,645 |
-374 |
Nov20 |
190930 |
2.434 |
2.440 |
2.419 |
2.433 |
-0.021 |
2,095 |
18,739 |
-175 |
Dec20 |
190930 |
2.596 |
2.604 |
2.586 |
2.597 |
-0.021 |
1,081 |
14,976 |
+389 |
Jan21 |
190930 |
2.715 |
2.723 |
2.703 |
2.719 |
-0.016 |
2,094 |
10,891 |
+114 |
Feb21 |
190930 |
2.669 |
2.691 |
2.669 |
2.684 |
-0.015 |
348 |
6,282 |
-94 |
Total Volume and Open Interest |
291,896 |
1,145,626 |
+6,317 |
Brent Crude Oil(ICE) |
Nov19 |
190930 |
62.24 |
62.24 |
60.73 |
60.78 |
-1.13 |
97,328 |
79,899 |
-45,451 |
Dec19 |
190930 |
61.45 |
61.54 |
59.19 |
59.25 |
-1.79 |
380,302 |
563,148 |
+4,741 |
Jan20 |
190930 |
60.65 |
60.68 |
58.43 |
58.48 |
-1.71 |
90,826 |
245,557 |
+1,672 |
Feb20 |
190930 |
59.92 |
59.98 |
57.90 |
57.94 |
-1.61 |
50,288 |
130,827 |
+1,284 |
Mar20 |
190930 |
59.44 |
59.50 |
57.52 |
57.56 |
-1.52 |
38,960 |
167,870 |
-2,157 |
Apr20 |
190930 |
59.12 |
59.12 |
57.22 |
57.26 |
-1.44 |
17,524 |
75,200 |
+1,641 |
May20 |
190930 |
58.81 |
58.81 |
56.98 |
57.03 |
-1.36 |
12,662 |
92,904 |
+43 |
Jun20 |
190930 |
58.54 |
58.54 |
56.77 |
56.83 |
-1.29 |
32,891 |
205,317 |
+652 |
Jul20 |
190930 |
57.96 |
57.96 |
56.64 |
56.64 |
-1.25 |
2,509 |
81,103 |
+40 |
Aug20 |
190930 |
56.50 |
56.50 |
56.50 |
56.50 |
-1.21 |
1,902 |
44,616 |
-331 |
Sep20 |
190930 |
56.36 |
56.36 |
56.36 |
56.36 |
-1.18 |
4,161 |
77,056 |
+435 |
Oct20 |
190930 |
56.21 |
56.21 |
56.21 |
56.21 |
-1.15 |
2,135 |
49,230 |
+148 |
Nov20 |
190930 |
56.08 |
56.08 |
56.08 |
56.08 |
-1.11 |
1,522 |
33,200 |
+226 |
Dec20 |
190930 |
57.41 |
57.41 |
55.87 |
55.93 |
-1.09 |
27,079 |
204,985 |
+1,198 |
Total Volume and Open Interest |
771,860 |
2,413,813 |
-34,796 |
Gas Oil(ICE) |
Oct19 |
190930 |
600.75 |
600.75 |
583.75 |
590.25 |
-12.00 |
54,738 |
144,282 |
-4,755 |
Nov19 |
190930 |
597.25 |
597.25 |
580.00 |
586.50 |
-11.25 |
86,612 |
208,172 |
+4,446 |
Dec19 |
190930 |
588.25 |
588.75 |
572.75 |
579.75 |
-10.50 |
80,601 |
187,201 |
+9,339 |
Jan20 |
190930 |
582.25 |
582.50 |
567.00 |
574.00 |
-10.25 |
30,812 |
99,255 |
+167 |
Feb20 |
190930 |
577.50 |
577.75 |
562.75 |
569.75 |
-10.00 |
12,876 |
52,282 |
+879 |
Mar20 |
190930 |
573.50 |
573.75 |
559.00 |
566.00 |
-9.25 |
12,475 |
50,846 |
+608 |
Apr20 |
190930 |
568.75 |
568.75 |
555.50 |
562.25 |
-9.00 |
8,523 |
27,895 |
+1,506 |
May20 |
190930 |
565.25 |
565.25 |
552.50 |
559.25 |
-8.50 |
7,557 |
30,466 |
+1,583 |
Jun20 |
190930 |
562.75 |
562.75 |
549.75 |
556.50 |
-8.00 |
11,696 |
66,794 |
+1,093 |
Jul20 |
190930 |
556.75 |
559.50 |
553.00 |
555.75 |
-7.75 |
1,802 |
18,910 |
-114 |
Total Volume and Open Interest |
317,179 |
1,041,234 |
+14,261 |
Ethanol(CBOT) |
Oct19 |
190930 |
1.517 |
1.572 |
1.517 |
1.572 |
+0.095 |
49 |
83 |
-9 |
Nov19 |
190930 |
1.484 |
1.485 |
1.426 |
1.484 |
+0.075 |
146 |
462 |
+24 |
Dec19 |
190930 |
1.430 |
1.430 |
1.391 |
1.430 |
+0.044 |
28 |
73 |
+16 |
Jan20 |
190930 |
1.426 |
1.426 |
1.426 |
1.426 |
+0.040 |
0 |
3 |
+0 |
Feb20 |
190930 |
1.426 |
1.426 |
1.426 |
1.426 |
+0.040 |
0 |
3 |
+0 |
Mar20 |
190930 |
1.426 |
1.426 |
1.426 |
1.426 |
+0.040 |
|
|
|
Apr20 |
190930 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.040 |
|
|
|
May20 |
190930 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.040 |
|
|
|
Total Volume and Open Interest |
223 |
624 |
+31 |
WTI Crude Oil(ICE) |
Nov19 |
190930 |
56.49 |
56.49 |
54.00 |
54.07 |
-1.84 |
37,192 |
75,216 |
-3,862 |
Dec19 |
190930 |
56.12 |
56.12 |
53.91 |
53.98 |
-1.81 |
69,054 |
133,937 |
+3,484 |
Jan20 |
190930 |
55.77 |
55.77 |
53.64 |
53.70 |
-1.73 |
31,109 |
52,630 |
-2,059 |
Feb20 |
190930 |
55.14 |
55.14 |
53.28 |
53.32 |
-1.66 |
11,888 |
21,812 |
-275 |
Mar20 |
190930 |
54.66 |
54.66 |
52.86 |
52.90 |
-1.59 |
8,750 |
39,890 |
+2,308 |
Apr20 |
190930 |
54.19 |
54.19 |
52.47 |
52.49 |
-1.51 |
2,358 |
11,692 |
+92 |
May20 |
190930 |
53.30 |
53.30 |
52.12 |
52.12 |
-1.44 |
977 |
8,573 |
+0 |
Jun20 |
190930 |
52.82 |
52.91 |
51.77 |
51.77 |
-1.37 |
7,211 |
65,311 |
+647 |
Jul20 |
190930 |
52.97 |
52.97 |
51.45 |
51.45 |
-1.31 |
185 |
8,193 |
+35 |
Aug20 |
190930 |
51.17 |
51.17 |
51.17 |
51.17 |
-1.26 |
77 |
7,001 |
+21 |
Sep20 |
190930 |
50.94 |
50.94 |
50.94 |
50.94 |
-1.22 |
404 |
12,317 |
+71 |
Oct20 |
190930 |
50.76 |
50.76 |
50.76 |
50.76 |
-1.19 |
56 |
6,307 |
+4 |
Nov20 |
190930 |
50.63 |
50.63 |
50.63 |
50.63 |
-1.16 |
79 |
5,823 |
+38 |
Dec20 |
190930 |
51.49 |
51.56 |
50.51 |
50.51 |
-1.13 |
10,485 |
84,126 |
+885 |
Jan21 |
190930 |
50.40 |
50.40 |
50.40 |
50.40 |
-1.09 |
41 |
3,130 |
-21 |
Feb21 |
190930 |
50.30 |
50.30 |
50.30 |
50.30 |
-1.06 |
23 |
2,709 |
+22 |
Total Volume and Open Interest |
181,741 |
636,257 |
+1,711 |
US Dollar Index(ICE) |
Dec19 |
190930 |
98.770 |
99.115 |
98.710 |
99.020 |
+0.260 |
10,394 |
59,664 |
-14 |
Mar20 |
190930 |
98.300 |
98.600 |
98.300 |
98.570 |
+0.260 |
10 |
691 |
+3 |
Jun20 |
190930 |
98.180 |
98.195 |
98.180 |
98.195 |
+0.260 |
1 |
203 |
+1 |
Total Volume and Open Interest |
10,406 |
60,559 |
-9 |
Australian Dollar(CME) |
Dec19 |
190930 |
67.79 |
67.86 |
67.58 |
67.68 |
-0.09 |
82,615 |
166,499 |
+1,173 |
Mar20 |
190930 |
67.87 |
67.97 |
67.75 |
67.83 |
-0.09 |
8 |
695 |
+3 |
Jun20 |
190930 |
67.95 |
67.95 |
67.95 |
67.95 |
-0.10 |
0 |
120 |
+0 |
Total Volume and Open Interest |
82,637 |
169,056 |
+1,172 |
British Pound(CME) |
Dec19 |
190930 |
123.31 |
123.82 |
123.10 |
123.32 |
+0.07 |
99,946 |
233,294 |
+662 |
Mar20 |
190930 |
123.75 |
124.21 |
123.54 |
123.72 |
+0.07 |
5 |
803 |
+0 |
Jun20 |
190930 |
124.02 |
124.31 |
124.02 |
124.02 |
+0.08 |
4 |
176 |
+3 |
Total Volume and Open Interest |
100,377 |
237,140 |
+806 |
Canadian Dollar(CME) |
Dec19 |
190930 |
75.64 |
75.70 |
75.50 |
75.63 |
+0.05 |
71,968 |
125,615 |
+5,272 |
Mar20 |
190930 |
75.65 |
75.75 |
75.56 |
75.69 |
+0.05 |
80 |
1,944 |
+17 |
Jun20 |
190930 |
75.64 |
75.71 |
75.60 |
75.67 |
+0.04 |
7 |
356 |
+7 |
Sep20 |
190930 |
75.65 |
75.65 |
75.65 |
75.65 |
+0.04 |
4 |
315 |
+3 |
Total Volume and Open Interest |
72,106 |
130,518 |
+5,330 |
Japanese Yen(CME) |
Dec19 |
190930 |
93.05 |
93.27 |
92.90 |
92.98 |
-0.23 |
149,756 |
143,893 |
+6,489 |
Mar20 |
190930 |
93.60 |
93.88 |
93.54 |
93.60 |
-0.22 |
37 |
739 |
+7 |
Jun20 |
190930 |
94.09 |
94.33 |
94.09 |
94.09 |
-0.23 |
0 |
21 |
+0 |
Total Volume and Open Interest |
150,327 |
148,680 |
+6,506 |
Swiss Franc(CME) |
Dec19 |
190930 |
101.52 |
101.59 |
100.76 |
100.82 |
-0.78 |
28,335 |
62,606 |
+979 |
Mar20 |
190930 |
101.72 |
101.77 |
101.58 |
101.60 |
-0.78 |
6 |
87 |
+4 |
Jun20 |
190930 |
102.25 |
102.25 |
102.25 |
102.25 |
-0.80 |
0 |
11 |
+0 |
Total Volume and Open Interest |
28,341 |
62,706 |
+983 |
EuroFX(CME) |
Dec19 |
190930 |
110.00 |
110.08 |
109.45 |
109.63 |
-0.38 |
162,479 |
475,618 |
-1,309 |
Mar20 |
190930 |
110.68 |
110.82 |
110.21 |
110.38 |
-0.38 |
125 |
20,230 |
-51 |
Jun20 |
190930 |
111.02 |
111.41 |
110.94 |
111.02 |
-0.39 |
1 |
1,535 |
+0 |
Total Volume and Open Interest |
163,385 |
502,575 |
-1,365 |
Mexican Peso(CME) |
Oct19 |
190930 |
505.88 |
505.88 |
505.38 |
505.88 |
-0.88 |
1 |
5 |
+0 |
Nov19 |
190930 |
502.75 |
502.75 |
502.38 |
502.75 |
-0.88 |
|
|
|
Total Volume and Open Interest |
52,232 |
208,664 |
+3,641 |
Brazilian Real(CME) |
Oct19 |
190930 |
240.05 |
240.65 |
239.70 |
240.15 |
-0.45 |
8,540 |
14,103 |
-2,551 |
Nov19 |
190930 |
240.10 |
240.75 |
239.10 |
240.45 |
+0.35 |
7,754 |
46,901 |
+4,020 |
Dec19 |
190930 |
239.15 |
240.30 |
238.95 |
240.15 |
+0.30 |
185 |
3,741 |
+74 |
Jan20 |
190930 |
239.75 |
239.75 |
238.85 |
239.75 |
+0.35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
16,479 |
64,746 |
+1,543 |
30-Year T-Bonds(CBOT) |
Dec19 |
190930 |
162~030 |
162~180 |
161~170 |
162~100 |
-0~010 |
266,085 |
969,941 |
-6,707 |
Mar20 |
190930 |
161~160 |
161~230 |
160~280 |
161~160 |
unch |
0 |
8 |
+0 |
Jun20 |
190930 |
161~160 |
161~160 |
161~160 |
161~160 |
unch |
|
|
|
Total Volume and Open Interest |
266,085 |
969,949 |
-6,707 |
10-Year T-Notes(CBOT) |
Dec19 |
190930 |
130~070 |
130~125 |
130~010 |
130~100 |
-0~025 |
1,325,313 |
3,610,309 |
+35,891 |
Mar20 |
190930 |
130~120 |
130~155 |
130~040 |
130~140 |
-0~010 |
282 |
316 |
+200 |
Jun20 |
190930 |
130~140 |
130~140 |
130~140 |
130~140 |
-0~010 |
|
|
|
Total Volume and Open Interest |
1,325,595 |
3,610,625 |
+36,091 |
5-Year T-Notes(CBOT) |
Sep19 |
190930 |
118~232 |
118~232 |
118~206 |
118~232 |
-0~024 |
3,666 |
3,352 |
-67 |
Dec19 |
190930 |
119~026 |
119~056 |
118~312 |
119~046 |
-0~014 |
728,547 |
4,152,136 |
+29,137 |
Mar20 |
190930 |
119~024 |
119~080 |
119~024 |
119~024 |
-0~010 |
|
|
|
Total Volume and Open Interest |
732,213 |
4,155,488 |
+29,070 |
2 Year T-Notes(CBOT) |
Sep19 |
190930 |
107~175 |
107~175 |
107~160 |
107~160 |
-0~004 |
1,014 |
1,697 |
-6,763 |
Dec19 |
190930 |
107~233 |
107~243 |
107~215 |
107~240 |
-0~004 |
423,555 |
3,650,225 |
-15,436 |
Mar20 |
190930 |
107~301 |
107~301 |
107~301 |
107~301 |
-0~004 |
|
|
|
Total Volume and Open Interest |
424,569 |
3,651,922 |
-22,199 |
Eurodollars(CME) |
Dec19 |
190930 |
98.035 |
98.040 |
98.020 |
98.040 |
unch |
224,867 |
1,723,162 |
-19,103 |
Mar20 |
190930 |
98.320 |
98.335 |
98.295 |
98.330 |
-0.005 |
202,326 |
1,457,740 |
+4,053 |
Jun20 |
190930 |
98.440 |
98.450 |
98.405 |
98.445 |
-0.010 |
179,306 |
1,236,314 |
+5,999 |
Sep20 |
190930 |
98.520 |
98.530 |
98.480 |
98.525 |
-0.010 |
169,209 |
1,073,346 |
+14,514 |
Dec20 |
190930 |
98.525 |
98.530 |
98.485 |
98.525 |
-0.015 |
201,097 |
1,157,778 |
-4,117 |
Mar21 |
190930 |
98.605 |
98.615 |
98.565 |
98.605 |
-0.015 |
131,480 |
785,560 |
+1,409 |
Jun21 |
190930 |
98.620 |
98.630 |
98.585 |
98.625 |
-0.015 |
108,668 |
800,648 |
-690 |
Sep21 |
190930 |
98.625 |
98.635 |
98.590 |
98.630 |
-0.015 |
103,211 |
511,676 |
-3,335 |
Dec21 |
190930 |
98.595 |
98.615 |
98.565 |
98.605 |
-0.015 |
70,896 |
636,149 |
-2,204 |
Mar22 |
190930 |
98.595 |
98.625 |
98.580 |
98.620 |
-0.010 |
56,454 |
424,811 |
+860 |
Jun22 |
190930 |
98.595 |
98.615 |
98.570 |
98.605 |
-0.010 |
58,080 |
285,423 |
-653 |
Sep22 |
190930 |
98.570 |
98.595 |
98.555 |
98.590 |
-0.010 |
57,322 |
266,088 |
-225 |
Dec22 |
190930 |
98.545 |
98.575 |
98.530 |
98.565 |
-0.010 |
42,068 |
259,067 |
-2,295 |
Mar23 |
190930 |
98.545 |
98.565 |
98.525 |
98.560 |
-0.005 |
30,905 |
247,433 |
-1,338 |
Jun23 |
190930 |
98.535 |
98.550 |
98.510 |
98.545 |
-0.005 |
35,256 |
119,260 |
-7,681 |
Sep23 |
190930 |
98.505 |
98.535 |
98.495 |
98.530 |
unch |
26,027 |
130,341 |
+126 |
Dec23 |
190930 |
98.480 |
98.510 |
98.465 |
98.505 |
unch |
20,438 |
83,746 |
-293 |
Mar24 |
190930 |
98.460 |
98.495 |
98.445 |
98.485 |
unch |
19,068 |
63,160 |
-3,323 |
Total Volume and Open Interest |
1,845,408 |
12,018,542 |
-18,155 |
Ultra T-Bond(CBOT) |
Sep19 |
190919 |
188~12 |
188~30 |
186~17 |
188~22 |
+1~16 |
13,700 |
12,408 |
-3,686 |
Dec19 |
190930 |
191~07 |
192~11 |
190~12 |
191~29 |
+0~02 |
103,283 |
1,131,812 |
-3,069 |
Mar20 |
190930 |
191~06 |
191~06 |
191~06 |
191~06 |
+0~02 |
|
|
|
Total Volume and Open Interest |
103,283 |
1,131,812 |
-3,069 |
Ultra 10-Yr T-Note(CBOT) |
Sep19 |
190919 |
140~025 |
140~270 |
139~305 |
140~225 |
+0~080 |
2,771 |
536 |
-2,046 |
Dec19 |
190930 |
142~060 |
142~175 |
141~295 |
142~130 |
-0~010 |
179,077 |
822,293 |
-4,530 |
Mar20 |
190930 |
143~170 |
143~170 |
143~170 |
143~170 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
179,077 |
822,294 |
-4,530 |
30 Day Federal Funds(CBOT) |
Sep19 |
190930 |
97.957 |
97.957 |
97.952 |
97.957 |
unch |
11,305 |
197,853 |
-801 |
Oct19 |
190930 |
98.145 |
98.155 |
98.143 |
98.152 |
+0.002 |
73,978 |
387,558 |
-663 |
Nov19 |
190930 |
98.245 |
98.245 |
98.245 |
98.245 |
-0.020 |
53,709 |
418,538 |
+6,468 |
Dec19 |
190930 |
98.325 |
98.330 |
98.315 |
98.320 |
-0.015 |
33,860 |
205,819 |
-4,177 |
Jan20 |
190930 |
98.415 |
98.420 |
98.400 |
98.415 |
-0.010 |
65,195 |
369,471 |
+6,498 |
Feb20 |
190930 |
98.490 |
98.495 |
98.470 |
98.495 |
-0.015 |
24,600 |
173,983 |
+5,298 |
Total Volume and Open Interest |
326,722 |
2,136,336 |
+19,862 |
Japanese Govt Bonds(SGX) |
Dec19 |
190930 |
155.14 |
155.42 |
154.92 |
154.94 |
-0.22 |
729 |
16,881 |
+135 |
Mar20 |
190930 |
154.94 |
154.94 |
154.94 |
154.94 |
-0.22 |
|
|
|
Jun20 |
190930 |
154.94 |
154.94 |
154.94 |
154.94 |
-0.22 |
|
|
|
Total Volume and Open Interest |
729 |
16,881 |
+135 |
Euro-Buxl(EUREX) |
Dec19 |
190930 |
218.58 |
218.64 |
215.84 |
217.50 |
-0.62 |
35,668 |
231,180 |
-4 |
Mar20 |
190930 |
215.84 |
215.84 |
215.84 |
215.84 |
-0.62 |
202 |
5,074 |
+201 |
Jun20 |
190930 |
214.50 |
214.50 |
214.50 |
214.50 |
-0.62 |
0 |
7 |
+0 |
Total Volume and Open Interest |
35,870 |
236,261 |
+197 |
Euro-Bund(EUREX) |
Dec19 |
190930 |
174.35 |
174.36 |
173.77 |
174.25 |
+0.04 |
451,673 |
1,542,311 |
-31,789 |
Mar20 |
190930 |
176.47 |
176.58 |
176.17 |
176.50 |
+0.04 |
1,483 |
4,778 |
+1,269 |
Jun20 |
190930 |
173.23 |
173.23 |
173.23 |
173.23 |
+0.04 |
0 |
6 |
-2 |
Total Volume and Open Interest |
453,156 |
1,547,095 |
-30,522 |
Euro-Bobl(EUREX) |
Dec19 |
190930 |
135.66 |
135.68 |
135.51 |
135.65 |
+0.05 |
328,881 |
1,164,143 |
-15,637 |
Mar20 |
190930 |
135.68 |
135.68 |
135.68 |
135.68 |
+0.05 |
0 |
518 |
+0 |
Jun20 |
190930 |
136.00 |
136.00 |
136.00 |
136.00 |
+0.05 |
|
|
|
Total Volume and Open Interest |
328,881 |
1,164,661 |
-15,637 |
Euro-Schatz(EUREX) |
Dec19 |
190930 |
112.34 |
112.35 |
112.31 |
112.33 |
+0.01 |
172,308 |
1,496,644 |
-78,286 |
Mar20 |
190930 |
112.36 |
112.36 |
112.36 |
112.36 |
+0.00 |
0 |
23 |
+0 |
Jun20 |
190930 |
113.15 |
113.15 |
113.15 |
113.15 |
+0.01 |
|
|
|
Total Volume and Open Interest |
172,308 |
1,496,667 |
-78,286 |
3-Mth Euribor(EUREX) |
Sep19 |
190916 |
100.395 |
100.395 |
100.395 |
100.395 |
-0.005 |
55 |
2,109 |
-370 |
Dec19 |
190930 |
100.455 |
100.460 |
100.455 |
100.460 |
unch |
0 |
1,883 |
+0 |
Mar20 |
190930 |
100.510 |
100.510 |
100.510 |
100.510 |
+0.005 |
0 |
745 |
+0 |
Total Volume and Open Interest |
5 |
5,817 |
+5 |
Long Gilt(LIFFE) |
Dec19 |
190930 |
133~29 |
134~16 |
133~29 |
134~08 |
+0~05 |
201,721 |
636,871 |
+3,537 |
Mar20 |
190930 |
135~21 |
135~21 |
135~21 |
135~21 |
+0~08 |
0 |
1 |
+0 |
Total Volume and Open Interest |
201,721 |
636,872 |
+3,537 |
3-Mth Short Sterling(LIFFE) |
Dec19 |
190930 |
99.25 |
99.28 |
99.25 |
99.27 |
+0.01 |
175,874 |
823,467 |
-12,939 |
Mar20 |
190930 |
99.36 |
99.38 |
99.36 |
99.38 |
+0.01 |
143,392 |
576,435 |
+10,313 |
Jun20 |
190930 |
99.40 |
99.43 |
99.40 |
99.43 |
+0.02 |
120,031 |
549,706 |
+3,107 |
Sep20 |
190930 |
99.45 |
99.47 |
99.45 |
99.46 |
+0.02 |
77,537 |
496,835 |
+6,905 |
Dec20 |
190930 |
99.45 |
99.47 |
99.44 |
99.46 |
+0.01 |
94,912 |
417,290 |
-1,634 |
Mar21 |
190930 |
99.50 |
99.52 |
99.49 |
99.50 |
+0.02 |
71,866 |
205,527 |
+19,842 |
Total Volume and Open Interest |
1,066,440 |
4,005,171 |
+30,733 |
3-Mth Euribor(LIFFE) |
Dec19 |
190930 |
100.460 |
100.460 |
100.450 |
100.460 |
+0.005 |
55,195 |
630,044 |
-8,183 |
Mar20 |
190930 |
100.510 |
100.510 |
100.500 |
100.505 |
unch |
43,149 |
403,081 |
-2,491 |
Jun20 |
190930 |
100.535 |
100.540 |
100.525 |
100.530 |
unch |
50,104 |
359,000 |
-6,572 |
Total Volume and Open Interest |
517,946 |
3,833,941 |
-21,217 |
3-Mth Aus T-Bills(SFE) |
Dec19 |
190930 |
99.07 |
99.08 |
99.04 |
99.06 |
-0.01 |
14,964 |
226,634 |
-8,501 |
Mar20 |
190930 |
99.22 |
99.23 |
99.20 |
99.22 |
unch |
9,096 |
255,016 |
-5,398 |
Jun20 |
190930 |
99.27 |
99.29 |
99.26 |
99.27 |
-0.01 |
11,418 |
233,077 |
-3,272 |
Sep20 |
190930 |
99.30 |
99.32 |
99.28 |
99.30 |
-0.01 |
7,746 |
186,880 |
+514 |
Dec20 |
190930 |
99.27 |
99.28 |
99.25 |
99.26 |
-0.01 |
6,876 |
123,856 |
-61 |
Mar21 |
190930 |
99.29 |
99.30 |
99.27 |
99.28 |
-0.02 |
3,047 |
77,130 |
-1,268 |
Jun21 |
190930 |
99.29 |
99.30 |
99.26 |
99.27 |
-0.02 |
3,345 |
51,525 |
-419 |
Sep21 |
190930 |
99.28 |
99.29 |
99.25 |
99.26 |
-0.02 |
202 |
18,514 |
+39 |
Dec21 |
190930 |
99.26 |
99.26 |
99.22 |
99.22 |
-0.03 |
0 |
4,369 |
+0 |
Mar22 |
190930 |
99.26 |
99.26 |
99.23 |
99.24 |
-0.03 |
0 |
1,284 |
+0 |
Total Volume and Open Interest |
56,694 |
1,179,216 |
-18,366 |
10-Year Aus T-Bonds(SFE) |
Dec19 |
190930 |
99.06 |
99.07 |
98.98 |
98.99 |
-0.07 |
136,337 |
1,278,365 |
-1,162 |
Mar20 |
190930 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.07 |
|
|
|
Total Volume and Open Interest |
136,337 |
1,278,365 |
-1,162 |
3-Year Aus T-Bonds(SFE) |
Dec19 |
190930 |
99.33 |
99.34 |
99.28 |
99.29 |
-0.04 |
113,032 |
1,118,913 |
+13,759 |
Mar20 |
190930 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.04 |
0 |
25 |
+0 |
Total Volume and Open Interest |
113,032 |
1,118,938 |
+13,759 |
Gold(CMX) |
Oct19 |
190930 |
1495.9 |
1495.9 |
1463.5 |
1465.7 |
-33.4 |
7,827 |
9,352 |
-2,732 |
Dec19 |
190930 |
1501.7 |
1507.2 |
1470.5 |
1472.9 |
-33.5 |
451,928 |
487,147 |
+382 |
Feb20 |
190930 |
1509.5 |
1513.1 |
1477.1 |
1479.6 |
-33.5 |
12,369 |
62,692 |
-295 |
Apr20 |
190930 |
1515.4 |
1515.4 |
1483.8 |
1485.1 |
-33.5 |
2,172 |
30,221 |
-317 |
Jun20 |
190930 |
1519.8 |
1520.4 |
1487.6 |
1489.8 |
-33.5 |
2,756 |
26,626 |
+350 |
Aug20 |
190930 |
1525.0 |
1525.0 |
1494.1 |
1494.1 |
-33.6 |
785 |
5,056 |
+63 |
Oct20 |
190930 |
1519.7 |
1519.7 |
1498.4 |
1498.4 |
-33.6 |
276 |
1,057 |
+179 |
Dec20 |
190930 |
1533.0 |
1533.0 |
1500.1 |
1502.3 |
-33.8 |
167 |
4,477 |
+3 |
Feb21 |
190930 |
1506.0 |
1506.0 |
1506.0 |
1506.0 |
-33.8 |
2 |
28 |
+0 |
Apr21 |
190930 |
1509.6 |
1509.6 |
1509.6 |
1509.6 |
-33.8 |
0 |
30 |
+0 |
Jun21 |
190930 |
1512.6 |
1512.6 |
1512.6 |
1512.6 |
-33.8 |
3 |
1,309 |
+0 |
Aug21 |
190930 |
1514.5 |
1514.5 |
1514.5 |
1514.5 |
-33.8 |
|
|
|
Total Volume and Open Interest |
479,329 |
629,466 |
|
Silver(CMX) |
Dec19 |
190930 |
1759.0 |
1766.0 |
1698.0 |
1699.8 |
-65.4 |
134,220 |
164,862 |
-716 |
Mar20 |
190930 |
1777.0 |
1777.0 |
1712.0 |
1713.0 |
-65.7 |
4,867 |
27,746 |
-195 |
May20 |
190930 |
1768.0 |
1768.0 |
1719.5 |
1720.6 |
-65.7 |
4,131 |
8,925 |
-32 |
Jul20 |
190930 |
1784.0 |
1784.0 |
1726.5 |
1727.4 |
-65.8 |
291 |
7,892 |
+54 |
Sep20 |
190930 |
1777.5 |
1779.0 |
1734.0 |
1734.3 |
-65.8 |
12 |
782 |
-1 |
Dec20 |
190930 |
1756.5 |
1757.5 |
1744.4 |
1744.4 |
-65.8 |
30 |
1,475 |
+0 |
Mar21 |
190930 |
1752.9 |
1752.9 |
1752.9 |
1752.9 |
-65.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
144,151 |
213,543 |
-895 |
Platinum(NYMEX) |
Oct19 |
190930 |
934.2 |
935.3 |
880.0 |
883.4 |
-47.6 |
4,389 |
890 |
-3,233 |
Jan20 |
190930 |
936.5 |
940.8 |
880.2 |
889.2 |
-46.9 |
20,869 |
83,979 |
+2,600 |
Apr20 |
190930 |
945.8 |
946.3 |
886.4 |
895.1 |
-47.2 |
211 |
2,815 |
+181 |
Jul20 |
190930 |
944.7 |
944.8 |
893.0 |
900.7 |
-46.5 |
8 |
90 |
-2 |
Total Volume and Open Interest |
25,511 |
87,846 |
-472 |
Palladium(NYMEX) |
Dec19 |
190930 |
1654.20 |
1669.40 |
1628.30 |
1647.50 |
-5.40 |
3,785 |
21,934 |
+119 |
Mar20 |
190930 |
1647.20 |
1660.00 |
1625.80 |
1640.30 |
-4.80 |
76 |
2,003 |
+60 |
Jun20 |
190930 |
1633.80 |
1633.80 |
1633.80 |
1633.80 |
-5.10 |
0 |
144 |
+0 |
Total Volume and Open Interest |
3,861 |
24,081 |
+179 |
Copper(CMX) |
Dec19 |
190930 |
259.80 |
261.85 |
257.25 |
257.85 |
-1.90 |
59,063 |
151,711 |
-472 |
Mar20 |
190930 |
261.25 |
262.85 |
258.35 |
258.95 |
-1.85 |
4,396 |
49,797 |
+1,160 |
May20 |
190930 |
262.95 |
263.10 |
259.05 |
259.70 |
-1.75 |
746 |
14,066 |
+168 |
Jul20 |
190930 |
263.75 |
263.75 |
260.05 |
260.40 |
-1.80 |
301 |
4,883 |
+198 |
Sep20 |
190930 |
262.95 |
264.45 |
260.75 |
261.15 |
-1.80 |
36 |
1,820 |
+4 |
Total Volume and Open Interest |
66,968 |
233,886 |
+1,365 |
E-mini DJIA Index(CBOT) |
Dec19 |
190930 |
26898 |
26971 |
26804 |
26901 |
+105 |
225,720 |
106,597 |
+2,487 |
Mar20 |
190930 |
26857 |
26949 |
26801 |
26888 |
+107 |
184 |
183 |
+6 |
Jun20 |
190930 |
26830 |
26830 |
26830 |
26830 |
+123 |
|
|
|
Sep20 |
190930 |
26790 |
26790 |
26790 |
26790 |
+122 |
|
|
|
Total Volume and Open Interest |
225,904 |
106,780 |
+2,493 |
S & P 500(CME) |
Dec19 |
190930 |
2974.00 |
2985.80 |
2965.30 |
2978.50 |
+14.70 |
912 |
17,991 |
+568 |
Mar20 |
190930 |
2980.60 |
2980.60 |
2980.60 |
2980.60 |
+14.80 |
0 |
56 |
+0 |
Jun20 |
190930 |
2979.90 |
2979.90 |
2979.90 |
2979.90 |
+14.50 |
|
|
|
Sep20 |
190930 |
2979.70 |
2979.70 |
2979.70 |
2979.70 |
+16.40 |
|
|
|
Total Volume and Open Interest |
912 |
18,047 |
+568 |
S & P 500 E-Mini(CME) |
Dec19 |
190930 |
2976.00 |
2986.25 |
2964.50 |
2978.50 |
+14.75 |
1,673,557 |
2,447,652 |
-4,236 |
Mar20 |
190930 |
2978.25 |
2988.25 |
2966.75 |
2980.50 |
+14.75 |
2,035 |
16,965 |
+391 |
Jun20 |
190930 |
2977.50 |
2986.25 |
2975.00 |
2980.00 |
+14.50 |
6 |
2,054 |
+2 |
Sep20 |
190930 |
2980.00 |
2980.00 |
2979.75 |
2979.75 |
+16.50 |
1 |
8 |
+1 |
Total Volume and Open Interest |
1,675,599 |
2,466,679 |
-3,842 |
NASDAQ 100 E-Mini(CME) |
Dec19 |
190930 |
7735.50 |
7788.75 |
7705.75 |
7770.50 |
+69.25 |
598,171 |
200,335 |
+1,982 |
Mar20 |
190930 |
7735.75 |
7809.75 |
7728.25 |
7792.25 |
+69.25 |
548 |
583 |
+68 |
Jun20 |
190930 |
7809.50 |
7809.50 |
7809.50 |
7809.50 |
+70.25 |
0 |
12 |
+0 |
Total Volume and Open Interest |
598,719 |
200,932 |
+2,050 |
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 |
190930 |
1931.30 |
1943.10 |
1923.70 |
1938.00 |
+13.30 |
12,525 |
63,132 |
-113 |
Mar20 |
190930 |
1942.10 |
1942.90 |
1942.10 |
1942.10 |
+13.30 |
0 |
90 |
+0 |
Total Volume and Open Interest |
12,525 |
63,222 |
-113 |
Volatility Index(CBOE) |
Sep19 |
190918 |
14.61 |
14.80 |
14.10 |
14.54 |
+0.01 |
50,190 |
0 |
-49,999 |
Oct19 |
190930 |
17.80 |
18.00 |
17.10 |
17.13 |
-0.90 |
106,417 |
178,848 |
-11,865 |
Nov19 |
190930 |
18.75 |
18.95 |
18.25 |
18.28 |
-0.75 |
77,040 |
118,773 |
+12,216 |
Dec19 |
190930 |
18.65 |
18.75 |
18.30 |
18.33 |
-0.47 |
22,679 |
53,227 |
-1,305 |
Total Volume and Open Interest |
229,964 |
421,618 |
+1,356 |
S & P 600(CME) |
Sep19 |
190920 |
966.20 |
966.20 |
966.20 |
966.20 |
+0.40 |
0 |
290 |
+0 |
Dec19 |
190930 |
948.50 |
948.50 |
948.50 |
948.50 |
+1.60 |
0 |
492 |
+0 |
Total Volume and Open Interest |
0 |
492 |
+0 |
Russell 2000 Mini(CME) |
Dec19 |
190930 |
1529.80 |
1534.20 |
1519.50 |
1525.00 |
+0.90 |
149,047 |
437,919 |
+1,643 |
Mar20 |
190930 |
1531.00 |
1535.40 |
1522.70 |
1527.30 |
+0.80 |
28 |
105 |
+9 |
Jun20 |
190930 |
1530.00 |
1530.00 |
1530.00 |
1530.00 |
+3.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
149,075 |
438,025 |
+1,652 |
Nikkei 225(CME) |
Dec19 |
190930 |
21850 |
21900 |
21680 |
21895 |
+165 |
11,988 |
22,983 |
+25 |
Mar20 |
190930 |
21845 |
21845 |
21665 |
21845 |
+175 |
3 |
21 |
+0 |
Total Volume and Open Interest |
11,991 |
23,004 |
+25 |
Nikkei 225(SGX) |
Dec19 |
190930 |
21825 |
21925 |
21655 |
21740 |
-60 |
90,587 |
114,848 |
+3,142 |
Mar20 |
190930 |
21690 |
21690 |
21690 |
21690 |
-65 |
0 |
619 |
+2 |
Jun20 |
190930 |
21525 |
21525 |
21525 |
21525 |
-60 |
0 |
2,519 |
+0 |
Total Volume and Open Interest |
90,596 |
146,337 |
+3,152 |
Nikkei 225 Mini(JPX) |
Dec19 |
190930 |
21825 |
21920 |
21655 |
21760 |
-50 |
943,904 |
291,840 |
+7,948 |
Mar20 |
190930 |
21740 |
21845 |
21570 |
21680 |
-70 |
13,079 |
9,148 |
+924 |
Jun20 |
190930 |
21530 |
21640 |
21385 |
21480 |
-50 |
338 |
1,150 |
+39 |
Total Volume and Open Interest |
1,006,748 |
463,135 |
+34,412 |
Nikkei 225(JPX) |
Dec19 |
190930 |
21820 |
21920 |
21650 |
21760 |
-50 |
75,372 |
269,453 |
+1,188 |
Mar20 |
190930 |
21740 |
21840 |
21580 |
21680 |
-70 |
616 |
14,147 |
+420 |
Jun20 |
190930 |
21480 |
21480 |
21480 |
21480 |
-50 |
5 |
12,900 |
+127 |
Total Volume and Open Interest |
75,998 |
362,675 |
+1,740 |
Nikkei 225(CME) Yen |
Dec19 |
190930 |
21825 |
21875 |
21655 |
21865 |
+160 |
49,175 |
49,271 |
-48 |
Mar20 |
190930 |
21780 |
21780 |
21600 |
21780 |
+160 |
4 |
12 |
+0 |
Jun20 |
190930 |
21690 |
21690 |
21690 |
21690 |
+175 |
|
|
|
Total Volume and Open Interest |
49,179 |
49,284 |
-48 |
Nikkei 225(CME) e-Mini Yen |
Sep19 |
190912 |
21850 |
21850 |
21850 |
21850 |
+180 |
0 |
10 |
+0 |
Dec19 |
190930 |
21870 |
21870 |
21870 |
21870 |
+160 |
2 |
0 |
+0 |
Mar20 |
190930 |
21780 |
21780 |
21780 |
21780 |
+160 |
|
|
|
Total Volume and Open Interest |
2 |
|
|
CAC 40(EURONEXT) |
Oct19 |
190930 |
5627.5 |
5678.5 |
5619.5 |
5676.0 |
+37.0 |
60,327 |
307,501 |
-6,395 |
Nov19 |
190930 |
5639.0 |
5672.0 |
5636.5 |
5672.0 |
+37.0 |
16 |
5,638 |
-460 |
Dec19 |
190930 |
5613.5 |
5664.0 |
5610.0 |
5662.0 |
+37.0 |
181 |
64,182 |
+120 |
Mar20 |
190930 |
5644.5 |
5644.5 |
5644.5 |
5644.5 |
+37.0 |
|
|
|
Total Volume and Open Interest |
60,525 |
391,829 |
-6,735 |
Hang Seng Index(HKFE) |
Sep19 |
190927 |
26033 |
26074 |
25811 |
25949 |
-73 |
149,259 |
37,936 |
-24,764 |
Oct19 |
190930 |
25967 |
26158 |
25656 |
26042 |
+54 |
138,949 |
107,636 |
+4,248 |
Nov19 |
190930 |
25837 |
26146 |
25822 |
26061 |
|
|
|
|
DAX(EUREX) |
Dec19 |
190930 |
12351.5 |
12431.5 |
12331.5 |
12411.0 |
+52.5 |
99,859 |
109,568 |
-608 |
Mar20 |
190930 |
12362.0 |
12413.5 |
12357.5 |
12399.5 |
+52.5 |
47 |
572 |
+15 |
Jun20 |
190930 |
12426.0 |
12426.0 |
12417.5 |
12417.5 |
+51.0 |
1 |
7 |
+1 |
Total Volume and Open Interest |
99,907 |
110,147 |
-592 |
Mini-DAX(EUREX) |
Sep19 |
190920 |
12443.0 |
12490.0 |
12420.0 |
12474.0 |
+18.5 |
36,085 |
20,090 |
-2,286 |
Dec19 |
190930 |
12343.0 |
12432.0 |
12332.0 |
12411.0 |
+52.5 |
33,163 |
9,128 |
+375 |
Mar20 |
190930 |
12351.0 |
12416.0 |
12328.0 |
12399.5 |
+52.5 |
94 |
474 |
+10 |
Total Volume and Open Interest |
33,267 |
9,618 |
+391 |
DJ EuroSTOXX 50(EUREX) |
Sep19 |
190920 |
3545 |
3567 |
3545 |
3565 |
+13 |
1,051,209 |
1,252,797 |
-969,568 |
Dec19 |
190930 |
3524 |
3560 |
3523 |
3555 |
+25 |
835,548 |
3,633,439 |
+3,383 |
Mar20 |
190930 |
3512 |
3542 |
3512 |
3540 |
+25 |
56 |
91,596 |
+2 |
Total Volume and Open Interest |
835,609 |
3,792,262 |
+3,388 |
Swiss Market Index(EUREX) |
Sep19 |
190920 |
10032 |
10130 |
10029 |
10127 |
+64 |
60,769 |
56,736 |
-35,257 |
Dec19 |
190930 |
10015 |
10076 |
9987 |
10054 |
+43 |
28,508 |
179,445 |
-2,465 |
Mar20 |
190930 |
9906 |
9939 |
9896 |
9939 |
+44 |
3 |
288 |
-17 |
Total Volume and Open Interest |
28,512 |
179,735 |
-2,482 |
FT-SE 100(EURONEXT) |
Dec19 |
190930 |
7373.50 |
7405.00 |
7366.00 |
7383.50 |
-5.00 |
104,925 |
777,480 |
+7,182 |
Mar20 |
190930 |
7315.00 |
7315.00 |
7315.00 |
7315.00 |
-5.00 |
0 |
587 |
+0 |
Jun20 |
190930 |
7237.00 |
7237.00 |
7237.00 |
7237.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
104,925 |
778,067 |
+7,182 |
SPI 200(SFE) |
Dec19 |
190930 |
6697.0 |
6726.0 |
6663.0 |
6682.0 |
-13.0 |
34,746 |
391,889 |
-969 |
Mar20 |
190930 |
6605.0 |
6605.0 |
6605.0 |
6605.0 |
-13.0 |
0 |
813 |
+0 |
Jun20 |
190930 |
6583.0 |
6583.0 |
6583.0 |
6583.0 |
-13.0 |
0 |
218 |
+0 |
Total Volume and Open Interest |
34,749 |
394,301 |
-972 |
FTSE MIB(ISE) |
Dec19 |
190930 |
21915.00 |
22090.00 |
21870.00 |
22066.00 |
+148.00 |
13,180 |
112,843 |
-1 |
Mar20 |
190930 |
21830.00 |
21975.00 |
21780.00 |
21959.00 |
+146.00 |
30 |
135 |
+20 |
Jun20 |
190930 |
21230.00 |
21389.00 |
21230.00 |
21389.00 |
+141.00 |
0 |
12 |
+0 |
Total Volume and Open Interest |
13,210 |
112,990 |
+19 |
KOSPI 200(KFE) |
Dec19 |
190930 |
271.55 |
274.60 |
269.65 |
273.75 |
+2.00 |
370,548 |
315,948 |
-3,937 |
Mar20 |
190930 |
268.90 |
271.30 |
256.85 |
270.40 |
+2.15 |
541 |
8,504 |
+23 |
Jun20 |
190930 |
268.15 |
268.30 |
268.15 |
268.30 |
+2.60 |
3 |
8,607 |
+0 |
Total Volume and Open Interest |
371,793 |
363,105 |
-3,914 |
GSCI(CME) |
Oct19 |
190930 |
406.50 |
408.35 |
403.50 |
404.15 |
-5.50 |
59 |
13,154 |
-59 |
Nov19 |
190930 |
402.85 |
402.85 |
402.85 |
402.85 |
-5.50 |
56 |
116 |
+56 |
Dec19 |
190930 |
405.00 |
405.00 |
405.00 |
405.00 |
-5.50 |
|
|
|
Total Volume and Open Interest |
115 |
13,270 |
-3 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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