|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon November 11, 2019 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov19 |
191111 |
916.50 |
917.25 |
904.25 |
905.00 |
-14.50 |
610 |
1,321 |
+107 |
Jan20 |
191111 |
928.25 |
929.00 |
916.00 |
917.00 |
-14.00 |
132,229 |
323,050 |
+2,255 |
Mar20 |
191111 |
941.25 |
941.75 |
929.50 |
930.50 |
-13.50 |
52,506 |
162,892 |
+3,690 |
May20 |
191111 |
952.50 |
953.25 |
941.75 |
942.75 |
-12.75 |
24,307 |
87,415 |
+3,208 |
Jul20 |
191111 |
963.75 |
963.75 |
952.25 |
953.50 |
-12.50 |
18,147 |
86,614 |
+2,979 |
Aug20 |
191111 |
965.75 |
966.50 |
956.25 |
957.25 |
-12.00 |
1,027 |
7,431 |
+32 |
Sep20 |
191111 |
962.25 |
962.75 |
953.25 |
954.50 |
-11.25 |
2,315 |
3,522 |
+699 |
Nov20 |
191111 |
964.50 |
965.00 |
955.00 |
957.00 |
-10.25 |
6,262 |
47,162 |
-309 |
Jan21 |
191111 |
969.00 |
969.00 |
959.50 |
961.25 |
-9.75 |
179 |
2,911 |
+2 |
Mar21 |
191111 |
961.00 |
961.00 |
955.00 |
956.75 |
-9.25 |
295 |
5,639 |
-57 |
May21 |
191111 |
958.00 |
959.25 |
954.25 |
956.00 |
-8.75 |
73 |
1,270 |
+43 |
Jul21 |
191111 |
962.50 |
962.50 |
958.00 |
959.50 |
-8.25 |
33 |
914 |
+2 |
Aug21 |
191111 |
958.50 |
958.50 |
958.50 |
958.50 |
-8.25 |
0 |
30 |
+0 |
Sep21 |
191111 |
942.00 |
942.00 |
942.00 |
942.00 |
-8.25 |
0 |
22 |
+0 |
Total Volume and Open Interest |
238,022 |
730,848 |
+12,642 |
Soybean Meal(CBOT) |
Dec19 |
191111 |
303.70 |
304.10 |
300.30 |
300.60 |
-4.30 |
89,366 |
123,534 |
-9,080 |
Jan20 |
191111 |
306.00 |
306.20 |
302.20 |
302.70 |
-4.30 |
59,025 |
102,322 |
-2,322 |
Mar20 |
191111 |
308.80 |
308.90 |
305.30 |
305.70 |
-4.10 |
42,068 |
87,217 |
+2,981 |
May20 |
191111 |
311.70 |
311.70 |
308.30 |
308.80 |
-3.80 |
16,178 |
40,448 |
+2,676 |
Jul20 |
191111 |
315.00 |
315.00 |
311.80 |
312.40 |
-3.50 |
7,267 |
34,294 |
-617 |
Aug20 |
191111 |
316.40 |
316.40 |
313.10 |
313.50 |
-3.50 |
1,058 |
7,597 |
-215 |
Sep20 |
191111 |
316.80 |
316.80 |
313.70 |
314.30 |
-3.30 |
435 |
6,750 |
+50 |
Oct20 |
191111 |
315.10 |
315.40 |
313.50 |
314.30 |
-3.10 |
358 |
5,053 |
+79 |
Dec20 |
191111 |
317.70 |
317.70 |
315.10 |
316.10 |
-2.80 |
1,027 |
15,619 |
+139 |
Jan21 |
191111 |
316.50 |
316.80 |
315.30 |
316.10 |
-2.60 |
1 |
1,060 |
+0 |
Total Volume and Open Interest |
216,783 |
424,637 |
-6,309 |
Soybean Oil(CBOT) |
Dec19 |
191111 |
31.50 |
31.89 |
31.40 |
31.42 |
-0.08 |
71,027 |
153,889 |
-3,068 |
Jan20 |
191111 |
31.71 |
32.10 |
31.61 |
31.62 |
-0.09 |
40,762 |
131,267 |
+3,082 |
Mar20 |
191111 |
31.97 |
32.36 |
31.87 |
31.89 |
-0.09 |
27,151 |
120,228 |
+3,497 |
May20 |
191111 |
32.26 |
32.66 |
32.17 |
32.19 |
-0.10 |
12,922 |
60,366 |
+3,945 |
Jul20 |
191111 |
32.54 |
32.93 |
32.44 |
32.46 |
-0.10 |
6,381 |
47,775 |
+317 |
Aug20 |
191111 |
32.75 |
32.92 |
32.51 |
32.52 |
-0.10 |
711 |
7,739 |
+247 |
Sep20 |
191111 |
32.76 |
33.02 |
32.56 |
32.57 |
-0.09 |
261 |
5,778 |
+68 |
Oct20 |
191111 |
32.69 |
32.98 |
32.54 |
32.57 |
-0.08 |
407 |
3,761 |
+159 |
Dec20 |
191111 |
32.84 |
33.11 |
32.66 |
32.70 |
-0.08 |
1,588 |
15,450 |
+87 |
Jan21 |
191111 |
32.87 |
33.20 |
32.80 |
32.81 |
-0.11 |
0 |
342 |
+0 |
Total Volume and Open Interest |
161,210 |
547,829 |
+8,334 |
Canola(WCE) |
Nov19 |
191108 |
456.8 |
456.8 |
456.8 |
456.8 |
+2.1 |
30 |
25 |
+0 |
Jan20 |
191108 |
460.9 |
464.8 |
460.2 |
463.3 |
+2.1 |
8,579 |
90,411 |
+555 |
Mar20 |
191108 |
471.0 |
474.4 |
469.6 |
472.9 |
+2.4 |
2,767 |
46,899 |
+1,312 |
May20 |
191108 |
479.6 |
482.6 |
478.2 |
481.2 |
+2.0 |
649 |
20,262 |
-64 |
Jul20 |
191108 |
487.0 |
489.8 |
486.0 |
488.4 |
+1.8 |
531 |
9,950 |
-46 |
Total Volume and Open Interest |
13,814 |
181,683 |
+2,532 |
Corn(CBOT) |
Dec19 |
191111 |
376.00 |
377.00 |
372.50 |
373.25 |
-4.00 |
343,769 |
602,250 |
-19,493 |
Mar20 |
191111 |
385.00 |
386.25 |
381.25 |
382.00 |
-4.50 |
198,565 |
440,052 |
+18,637 |
May20 |
191111 |
392.00 |
392.75 |
387.75 |
388.75 |
-4.75 |
42,356 |
143,987 |
+3,965 |
Jul20 |
191111 |
398.25 |
398.75 |
394.00 |
395.00 |
-4.75 |
43,539 |
202,882 |
+4,414 |
Sep20 |
191111 |
395.50 |
395.75 |
392.00 |
392.75 |
-3.50 |
8,621 |
52,786 |
+989 |
Dec20 |
191111 |
400.50 |
400.75 |
397.75 |
398.25 |
-2.75 |
23,920 |
140,815 |
+1,530 |
Mar21 |
191111 |
408.75 |
410.50 |
407.75 |
408.25 |
-2.75 |
678 |
6,361 |
+70 |
May21 |
191111 |
414.75 |
414.75 |
413.25 |
413.50 |
-2.75 |
62 |
1,362 |
+19 |
Jul21 |
191111 |
418.00 |
418.00 |
416.75 |
417.00 |
-2.75 |
155 |
2,974 |
-43 |
Sep21 |
191111 |
406.25 |
406.25 |
406.25 |
406.25 |
-2.25 |
2 |
806 |
+2 |
Total Volume and Open Interest |
661,885 |
1,601,179 |
+10,111 |
Wheat(CBOT) |
Dec19 |
191111 |
508.00 |
510.50 |
503.75 |
505.75 |
-4.50 |
79,538 |
160,491 |
-12,069 |
Mar20 |
191111 |
512.00 |
514.25 |
508.75 |
510.50 |
-3.75 |
54,593 |
129,933 |
+7,482 |
May20 |
191111 |
518.00 |
519.25 |
513.75 |
515.50 |
-4.25 |
17,485 |
43,303 |
+4,641 |
Jul20 |
191111 |
521.75 |
523.25 |
518.25 |
519.75 |
-4.25 |
9,144 |
49,423 |
-976 |
Sep20 |
191111 |
529.50 |
530.75 |
525.75 |
527.50 |
-4.00 |
1,307 |
10,865 |
+64 |
Dec20 |
191111 |
540.25 |
542.25 |
537.25 |
539.25 |
-4.25 |
1,206 |
15,766 |
+231 |
Total Volume and Open Interest |
163,288 |
412,938 |
-623 |
Wheat(KCBT) |
Dec19 |
191111 |
421.25 |
425.00 |
418.00 |
422.75 |
+1.25 |
51,023 |
126,413 |
-13,779 |
Mar20 |
191111 |
430.50 |
432.75 |
427.25 |
430.00 |
-0.50 |
41,749 |
94,267 |
+12,331 |
May20 |
191111 |
437.25 |
440.00 |
434.75 |
436.75 |
-1.50 |
9,687 |
34,457 |
+1,556 |
Jul20 |
191111 |
444.75 |
446.75 |
441.50 |
443.00 |
-2.50 |
4,700 |
29,891 |
-256 |
Sep20 |
191111 |
451.00 |
455.50 |
450.25 |
451.75 |
-2.25 |
541 |
7,840 |
-60 |
Dec20 |
191111 |
463.50 |
468.50 |
463.25 |
464.00 |
-2.50 |
471 |
11,922 |
+192 |
Mar21 |
191111 |
475.25 |
480.00 |
474.75 |
475.50 |
-2.25 |
38 |
1,013 |
+29 |
Total Volume and Open Interest |
108,209 |
305,938 |
+13 |
Wheat(MGE) |
Dec19 |
191111 |
517.75 |
519.00 |
515.00 |
515.25 |
-3.25 |
4,473 |
27,342 |
+842 |
Mar20 |
191111 |
533.00 |
535.00 |
531.00 |
531.25 |
-3.75 |
3,630 |
24,020 |
+1,093 |
May20 |
191111 |
543.50 |
544.50 |
541.00 |
541.25 |
-4.00 |
613 |
6,558 |
+196 |
Jul20 |
191111 |
551.50 |
552.00 |
550.25 |
550.75 |
-3.75 |
317 |
4,064 |
+18 |
Sep20 |
191111 |
560.25 |
561.00 |
558.75 |
559.50 |
-3.00 |
60 |
3,197 |
+40 |
Dec20 |
191111 |
570.50 |
572.75 |
570.50 |
572.00 |
-1.50 |
12 |
1,779 |
+5 |
Total Volume and Open Interest |
9,116 |
67,189 |
+2,194 |
Oats(CBOT) |
Dec19 |
191111 |
303.50 |
313.00 |
303.25 |
312.25 |
+8.00 |
372 |
4,162 |
-150 |
Mar20 |
191111 |
298.75 |
308.50 |
298.75 |
308.00 |
+8.25 |
276 |
2,630 |
+171 |
May20 |
191111 |
304.25 |
306.75 |
304.25 |
306.75 |
+6.75 |
0 |
109 |
+0 |
Jul20 |
191111 |
298.00 |
301.25 |
298.00 |
301.25 |
+3.75 |
0 |
13 |
+0 |
Total Volume and Open Interest |
648 |
6,926 |
+21 |
Rough Rice(CBOT) |
Nov19 |
191111 |
11.78 |
11.78 |
11.78 |
11.78 |
-0.02 |
10 |
10 |
+5 |
Jan20 |
191111 |
12.05 |
12.10 |
11.92 |
12.02 |
-0.02 |
326 |
8,318 |
+29 |
Mar20 |
191111 |
12.18 |
12.27 |
12.18 |
12.21 |
-0.02 |
16 |
469 |
+2 |
May20 |
191111 |
12.36 |
12.36 |
12.34 |
12.34 |
-0.02 |
1 |
11 |
+1 |
Total Volume and Open Interest |
353 |
8,834 |
+37 |
Live Cattle(CME) |
Dec19 |
191111 |
119.450 |
119.950 |
118.830 |
119.885 |
+0.635 |
32,600 |
104,641 |
-9,560 |
Feb20 |
191111 |
125.080 |
125.750 |
124.500 |
125.680 |
+0.645 |
30,203 |
101,890 |
+6,552 |
Apr20 |
191111 |
126.180 |
127.000 |
125.885 |
126.950 |
+0.850 |
17,489 |
70,169 |
-648 |
Jun20 |
191111 |
118.150 |
118.980 |
118.050 |
118.850 |
+0.565 |
8,641 |
51,143 |
+2,454 |
Aug20 |
191111 |
115.650 |
116.680 |
115.650 |
116.580 |
+0.795 |
2,086 |
14,166 |
-31 |
Oct20 |
191111 |
116.830 |
117.480 |
116.650 |
117.350 |
+0.500 |
586 |
2,868 |
+70 |
Total Volume and Open Interest |
91,986 |
347,210 |
-1,007 |
Feeder Cattle(CME) |
Nov19 |
191111 |
147.150 |
147.850 |
146.950 |
147.580 |
+0.580 |
761 |
3,716 |
-158 |
Jan20 |
191111 |
146.100 |
147.450 |
145.800 |
147.130 |
+1.250 |
3,997 |
21,657 |
+260 |
Mar20 |
191111 |
145.650 |
147.000 |
145.400 |
146.700 |
+1.200 |
2,255 |
10,074 |
-71 |
Apr20 |
191111 |
147.000 |
148.285 |
146.750 |
148.000 |
+1.170 |
1,302 |
3,014 |
+254 |
May20 |
191111 |
147.300 |
148.785 |
147.250 |
148.435 |
+1.085 |
607 |
2,047 |
-18 |
Aug20 |
191111 |
151.630 |
153.000 |
151.630 |
152.735 |
+0.885 |
231 |
1,665 |
+2 |
Sep20 |
191111 |
153.000 |
153.185 |
152.650 |
152.900 |
+0.665 |
31 |
206 |
+5 |
Total Volume and Open Interest |
9,184 |
42,394 |
+274 |
Lean Hogs(CME) |
Dec19 |
191111 |
64.000 |
64.700 |
62.930 |
63.300 |
-0.835 |
30,706 |
75,550 |
-10,584 |
Feb20 |
191111 |
73.750 |
74.150 |
72.850 |
73.730 |
-0.170 |
24,343 |
78,283 |
+6,655 |
Apr20 |
191111 |
80.330 |
80.750 |
79.385 |
80.650 |
+0.320 |
11,252 |
57,115 |
+679 |
May20 |
191111 |
86.385 |
87.480 |
86.135 |
87.480 |
+0.480 |
17 |
1,311 |
+0 |
Jun20 |
191111 |
92.285 |
92.580 |
91.230 |
92.500 |
+0.270 |
5,771 |
31,485 |
+615 |
Jul20 |
191111 |
92.600 |
93.000 |
91.600 |
92.930 |
+0.330 |
3,222 |
17,671 |
+713 |
Aug20 |
191111 |
90.730 |
91.500 |
90.100 |
91.480 |
+0.430 |
1,202 |
11,908 |
+392 |
Oct20 |
191111 |
76.400 |
76.650 |
75.700 |
76.650 |
+0.250 |
892 |
7,609 |
+262 |
Total Volume and Open Interest |
77,680 |
286,484 |
-1,252 |
Class III Milk(CME) |
Nov19 |
191111 |
20.05 |
20.20 |
20.02 |
20.16 |
+0.14 |
480 |
5,488 |
-112 |
Dec19 |
191111 |
19.15 |
19.28 |
19.07 |
19.19 |
+0.10 |
710 |
5,101 |
+125 |
Jan20 |
191111 |
17.86 |
18.00 |
17.82 |
17.95 |
+0.10 |
232 |
2,594 |
+42 |
Feb20 |
191111 |
17.13 |
17.27 |
17.11 |
17.22 |
+0.12 |
51 |
1,531 |
-13 |
Mar20 |
191111 |
16.94 |
17.02 |
16.93 |
16.99 |
+0.06 |
21 |
1,495 |
-3 |
Apr20 |
191111 |
16.94 |
17.05 |
16.94 |
17.01 |
+0.04 |
29 |
1,161 |
-23 |
May20 |
191111 |
17.05 |
17.17 |
17.05 |
17.17 |
+0.07 |
4 |
1,060 |
+4 |
Jun20 |
191111 |
17.17 |
17.30 |
17.17 |
17.30 |
+0.10 |
15 |
1,043 |
+7 |
Jul20 |
191111 |
17.44 |
17.50 |
17.44 |
17.50 |
+0.10 |
24 |
549 |
+23 |
Aug20 |
191111 |
17.60 |
17.60 |
17.60 |
17.60 |
+0.09 |
11 |
468 |
+0 |
Sep20 |
191111 |
17.70 |
17.70 |
17.70 |
17.70 |
+0.08 |
0 |
586 |
+0 |
Oct20 |
191111 |
17.56 |
17.56 |
17.56 |
17.56 |
+0.10 |
0 |
412 |
+0 |
Nov20 |
191111 |
17.38 |
17.39 |
17.38 |
17.38 |
+0.01 |
0 |
384 |
+0 |
Total Volume and Open Interest |
1,577 |
22,335 |
+50 |
Cocoa(ICE) |
Dec19 |
191111 |
2502 |
2535 |
2483 |
2533 |
+30 |
16,773 |
23,416 |
-10,445 |
Mar20 |
191111 |
2494 |
2518 |
2476 |
2514 |
+16 |
32,610 |
117,072 |
+1,120 |
May20 |
191111 |
2507 |
2527 |
2487 |
2524 |
+17 |
12,191 |
70,367 |
+4,516 |
Jul20 |
191111 |
2493 |
2511 |
2472 |
2508 |
+15 |
5,979 |
26,144 |
+952 |
Sep20 |
191111 |
2462 |
2487 |
2446 |
2482 |
+13 |
2,601 |
23,618 |
+608 |
Dec20 |
191111 |
2415 |
2440 |
2400 |
2434 |
+15 |
1,354 |
27,440 |
+165 |
Mar21 |
191111 |
2378 |
2400 |
2363 |
2395 |
+12 |
786 |
12,698 |
+181 |
Total Volume and Open Interest |
72,565 |
306,940 |
-2,749 |
Coffee "C"(ICE) |
Dec19 |
191111 |
108.30 |
108.90 |
105.50 |
106.00 |
-3.45 |
38,484 |
64,904 |
-14,686 |
Mar20 |
191111 |
111.50 |
112.30 |
108.85 |
109.45 |
-3.40 |
41,677 |
104,453 |
+4,024 |
May20 |
191111 |
113.90 |
114.55 |
111.20 |
111.75 |
-3.45 |
17,512 |
49,183 |
+3,143 |
Jul20 |
191111 |
116.55 |
116.70 |
113.35 |
113.95 |
-3.45 |
8,858 |
33,428 |
+210 |
Sep20 |
191111 |
118.05 |
118.65 |
115.35 |
115.95 |
-3.35 |
5,159 |
17,856 |
-333 |
Dec20 |
191111 |
120.00 |
121.00 |
117.90 |
118.35 |
-3.20 |
1,733 |
13,940 |
+312 |
Total Volume and Open Interest |
115,556 |
298,406 |
-6,996 |
Orange Juice(ICE) |
Nov19 |
191108 |
97.30 |
97.30 |
97.30 |
97.30 |
+1.25 |
209 |
28 |
-215 |
Jan20 |
191111 |
100.70 |
101.65 |
97.60 |
98.10 |
-2.20 |
353 |
13,777 |
-8 |
Mar20 |
191111 |
103.40 |
104.05 |
100.60 |
101.05 |
-2.10 |
73 |
1,856 |
+34 |
May20 |
191111 |
106.30 |
107.00 |
103.60 |
104.05 |
-2.10 |
28 |
743 |
+11 |
Jul20 |
191111 |
108.70 |
109.00 |
106.50 |
106.80 |
-1.75 |
11 |
381 |
+8 |
Sep20 |
191111 |
111.95 |
111.95 |
109.55 |
109.80 |
-1.60 |
0 |
181 |
+0 |
Total Volume and Open Interest |
465 |
17,214 |
+17 |
Sugar #11(ICE) |
Mar20 |
191111 |
12.56 |
12.67 |
12.46 |
12.57 |
unch |
71,897 |
529,046 |
-3,804 |
May20 |
191111 |
12.65 |
12.77 |
12.56 |
12.68 |
+0.02 |
29,886 |
178,433 |
+2,419 |
Jul20 |
191111 |
12.76 |
12.86 |
12.67 |
12.80 |
+0.03 |
11,740 |
118,465 |
+1,019 |
Oct20 |
191111 |
12.96 |
13.07 |
12.88 |
13.02 |
+0.04 |
6,675 |
78,853 |
+664 |
Mar21 |
191111 |
13.48 |
13.63 |
13.45 |
13.58 |
+0.03 |
1,640 |
46,269 |
+323 |
May21 |
191111 |
13.52 |
13.66 |
13.52 |
13.61 |
+0.02 |
324 |
8,424 |
+31 |
Jul21 |
191111 |
13.55 |
13.68 |
13.55 |
13.64 |
+0.03 |
207 |
8,808 |
+52 |
Oct21 |
191111 |
13.79 |
13.79 |
13.75 |
13.75 |
+0.02 |
21 |
6,022 |
+7 |
Total Volume and Open Interest |
122,390 |
977,006 |
+711 |
London Cocoa(LCE) |
Dec19 |
191111 |
1920 |
1948 |
1914 |
1946 |
+20 |
5,268 |
66,333 |
-943 |
Mar20 |
191111 |
1864 |
1869 |
1847 |
1858 |
-10 |
13,904 |
96,077 |
+2,505 |
May20 |
191111 |
1822 |
1829 |
1811 |
1822 |
-6 |
5,271 |
54,343 |
-469 |
Jul20 |
191111 |
1804 |
1812 |
1794 |
1804 |
-6 |
3,319 |
43,581 |
+346 |
Sep20 |
191111 |
1767 |
1778 |
1766 |
1774 |
-8 |
2,725 |
32,087 |
-261 |
Dec20 |
191111 |
1712 |
1725 |
1711 |
1716 |
-12 |
3,291 |
32,060 |
+981 |
Mar21 |
191111 |
1684 |
1696 |
1684 |
1688 |
-11 |
1,783 |
15,934 |
+495 |
Total Volume and Open Interest |
35,997 |
349,517 |
+2,874 |
London Sugar(LCE) |
Dec19 |
191111 |
333.30 |
335.80 |
332.40 |
332.90 |
-2.30 |
12,626 |
13,545 |
-2,492 |
Mar20 |
191111 |
335.70 |
337.80 |
334.30 |
334.90 |
-1.40 |
14,096 |
48,755 |
+2,122 |
May20 |
191111 |
340.70 |
342.30 |
339.10 |
340.40 |
-0.70 |
3,455 |
13,842 |
-135 |
Aug20 |
191111 |
345.30 |
347.00 |
343.60 |
345.10 |
-0.30 |
578 |
6,485 |
+42 |
Oct20 |
191111 |
349.00 |
350.80 |
347.30 |
348.90 |
-0.10 |
75 |
2,842 |
+15 |
Total Volume and Open Interest |
30,879 |
88,286 |
-445 |
Cotton(ICE) |
Dec19 |
191111 |
64.57 |
64.85 |
63.73 |
64.29 |
-0.43 |
35,657 |
74,412 |
-14,055 |
Mar20 |
191111 |
66.40 |
66.69 |
65.50 |
66.08 |
-0.49 |
28,030 |
103,804 |
+4,036 |
May20 |
191111 |
67.61 |
67.76 |
66.74 |
67.36 |
-0.41 |
6,121 |
21,629 |
+1,922 |
Jul20 |
191111 |
68.72 |
68.81 |
67.85 |
68.49 |
-0.38 |
1,843 |
14,374 |
+639 |
Oct20 |
191111 |
68.94 |
68.94 |
68.94 |
68.94 |
-0.28 |
4 |
4 |
+0 |
Dec20 |
191111 |
68.50 |
69.00 |
67.64 |
68.67 |
+0.08 |
991 |
23,125 |
+232 |
Total Volume and Open Interest |
72,679 |
239,068 |
-7,206 |
Lumber(CME) |
Nov19 |
191111 |
376.3 |
379.9 |
375.0 |
377.0 |
-2.9 |
73 |
168 |
-24 |
Jan20 |
191111 |
392.2 |
395.0 |
389.2 |
391.7 |
-1.3 |
270 |
2,390 |
-36 |
Mar20 |
191111 |
390.7 |
394.4 |
388.8 |
392.6 |
-2.4 |
22 |
357 |
-3 |
May20 |
191111 |
388.1 |
388.1 |
387.0 |
387.5 |
-2.5 |
4 |
137 |
+0 |
Jul20 |
191111 |
391.6 |
391.6 |
391.6 |
391.6 |
-2.5 |
0 |
23 |
+0 |
Sep20 |
191111 |
390.1 |
390.1 |
390.1 |
390.1 |
-2.5 |
|
|
|
Nov20 |
191111 |
388.6 |
388.6 |
388.6 |
388.6 |
-2.5 |
|
|
|
Total Volume and Open Interest |
369 |
3,075 |
-63 |
Crude Oil(NYM) |
Dec19 |
191111 |
57.40 |
57.40 |
56.25 |
56.86 |
-0.38 |
636,941 |
317,237 |
-34,918 |
Jan20 |
191111 |
57.38 |
57.40 |
56.28 |
56.90 |
-0.36 |
195,395 |
310,139 |
+24,408 |
Feb20 |
191111 |
57.22 |
57.23 |
56.14 |
56.77 |
-0.33 |
80,114 |
157,405 |
+7,907 |
Mar20 |
191111 |
56.77 |
56.94 |
55.88 |
56.49 |
-0.28 |
59,079 |
189,538 |
+5,123 |
Apr20 |
191111 |
56.32 |
56.57 |
55.50 |
56.16 |
-0.24 |
28,923 |
87,475 |
+2,531 |
May20 |
191111 |
55.89 |
56.15 |
55.12 |
55.78 |
-0.21 |
21,878 |
76,958 |
+847 |
Jun20 |
191111 |
55.57 |
55.75 |
54.68 |
55.37 |
-0.18 |
49,516 |
188,327 |
+1,886 |
Jul20 |
191111 |
54.74 |
55.30 |
54.32 |
54.95 |
-0.17 |
8,352 |
56,804 |
+297 |
Aug20 |
191111 |
54.27 |
54.82 |
53.95 |
54.55 |
-0.15 |
3,073 |
41,078 |
-408 |
Sep20 |
191111 |
54.05 |
54.51 |
53.55 |
54.20 |
-0.13 |
8,376 |
80,643 |
+314 |
Oct20 |
191111 |
53.39 |
54.23 |
53.39 |
53.91 |
-0.11 |
2,493 |
44,287 |
+97 |
Nov20 |
191111 |
53.28 |
53.93 |
53.24 |
53.67 |
-0.12 |
3,058 |
41,175 |
+954 |
Dec20 |
191111 |
53.59 |
53.78 |
52.79 |
53.47 |
-0.12 |
33,531 |
182,656 |
+2,783 |
Jan21 |
191111 |
53.26 |
53.26 |
53.14 |
53.26 |
-0.11 |
3,924 |
31,923 |
+1,128 |
Feb21 |
191111 |
53.34 |
53.34 |
53.03 |
53.06 |
-0.10 |
556 |
18,108 |
-7 |
Mar21 |
191111 |
52.88 |
52.88 |
52.72 |
52.88 |
-0.10 |
1,714 |
29,397 |
+484 |
Total Volume and Open Interest |
1,151,473 |
2,140,517 |
+13,460 |
e-miNY Crude Oil(NYM) |
Dec19 |
191111 |
57.325 |
57.375 |
56.250 |
56.850 |
-0.400 |
18,810 |
2,582 |
-132 |
Jan20 |
191111 |
57.100 |
57.350 |
56.300 |
56.900 |
-0.350 |
674 |
714 |
-32 |
Feb20 |
191111 |
57.100 |
57.225 |
56.200 |
56.775 |
-0.325 |
53 |
169 |
+1 |
Mar20 |
191111 |
56.625 |
56.925 |
55.950 |
56.500 |
-0.275 |
37 |
182 |
+5 |
Apr20 |
191111 |
55.800 |
56.500 |
55.500 |
56.150 |
-0.250 |
8 |
144 |
+0 |
May20 |
191111 |
55.775 |
55.775 |
55.500 |
55.775 |
-0.225 |
0 |
126 |
+0 |
Jun20 |
191111 |
55.100 |
55.675 |
54.775 |
55.375 |
-0.175 |
17 |
20 |
+0 |
Jul20 |
191111 |
54.950 |
54.950 |
54.950 |
54.950 |
-0.175 |
0 |
44 |
+0 |
Aug20 |
191111 |
54.050 |
54.550 |
53.875 |
54.550 |
-0.150 |
0 |
35 |
+0 |
Sep20 |
191111 |
54.200 |
54.200 |
54.200 |
54.200 |
-0.125 |
0 |
25 |
+0 |
Total Volume and Open Interest |
19,603 |
4,129 |
-158 |
NY Harbor ULSD(NYM) |
Dec19 |
191111 |
192.12 |
193.45 |
189.42 |
191.42 |
-0.39 |
93,942 |
112,711 |
-13,768 |
Jan20 |
191111 |
191.40 |
192.81 |
188.89 |
190.92 |
-0.40 |
62,478 |
82,474 |
+2,332 |
Feb20 |
191111 |
190.59 |
192.05 |
188.13 |
190.31 |
-0.28 |
31,711 |
54,073 |
+3,525 |
Mar20 |
191111 |
189.23 |
190.66 |
186.78 |
189.14 |
-0.08 |
25,230 |
56,514 |
-635 |
Apr20 |
191111 |
185.94 |
188.79 |
185.23 |
187.51 |
+0.04 |
20,399 |
45,600 |
-199 |
May20 |
191111 |
185.14 |
187.49 |
184.20 |
186.45 |
+0.09 |
7,359 |
21,638 |
+397 |
Jun20 |
191111 |
184.21 |
186.78 |
183.26 |
185.67 |
+0.06 |
10,908 |
24,614 |
+71 |
Jul20 |
191111 |
184.10 |
186.44 |
184.00 |
185.46 |
+0.05 |
1,675 |
7,830 |
+639 |
Aug20 |
191111 |
183.97 |
186.12 |
183.97 |
185.36 |
+0.06 |
999 |
4,511 |
+328 |
Sep20 |
191111 |
185.95 |
186.12 |
183.48 |
185.44 |
+0.07 |
1,060 |
6,168 |
+136 |
Oct20 |
191111 |
186.17 |
186.17 |
184.76 |
185.57 |
+0.07 |
430 |
3,002 |
-3 |
Nov20 |
191111 |
186.00 |
186.30 |
185.70 |
185.70 |
+0.07 |
416 |
2,748 |
+30 |
Dec20 |
191111 |
184.35 |
186.69 |
183.61 |
185.82 |
+0.14 |
4,598 |
16,778 |
-986 |
Jan21 |
191111 |
185.97 |
185.97 |
185.97 |
185.97 |
+0.12 |
146 |
2,582 |
+20 |
Total Volume and Open Interest |
261,569 |
449,471 |
-8,049 |
RBOB Gasoline(NYM) |
Dec19 |
191111 |
163.38 |
164.33 |
160.79 |
160.99 |
-2.38 |
74,947 |
122,033 |
-9,023 |
Jan20 |
191111 |
162.35 |
163.10 |
159.99 |
160.37 |
-1.76 |
52,847 |
105,557 |
+1,826 |
Feb20 |
191111 |
161.94 |
162.97 |
159.83 |
160.54 |
-1.50 |
18,577 |
44,903 |
+1,254 |
Mar20 |
191111 |
162.08 |
163.95 |
160.90 |
161.76 |
-1.30 |
13,939 |
37,662 |
-45 |
Apr20 |
191111 |
178.79 |
181.01 |
178.11 |
179.09 |
-1.10 |
9,127 |
18,568 |
+646 |
May20 |
191111 |
178.47 |
180.76 |
178.47 |
179.18 |
-1.01 |
5,657 |
14,535 |
+629 |
Jun20 |
191111 |
178.02 |
179.43 |
176.60 |
177.84 |
-0.93 |
6,675 |
15,838 |
+495 |
Jul20 |
191111 |
175.39 |
176.86 |
174.56 |
175.61 |
-0.90 |
2,744 |
6,739 |
-28 |
Aug20 |
191111 |
171.72 |
173.86 |
171.72 |
172.72 |
-0.93 |
605 |
3,135 |
-51 |
Sep20 |
191111 |
168.11 |
170.20 |
168.11 |
169.03 |
-1.07 |
630 |
3,070 |
+251 |
Total Volume and Open Interest |
187,191 |
385,471 |
-4,079 |
e-miNY RBOB Gasoline(NYM) |
Dec19 |
191111 |
160.99 |
160.99 |
160.99 |
160.99 |
-2.38 |
0 |
2 |
+0 |
Jan20 |
191111 |
160.37 |
160.37 |
160.37 |
160.37 |
-1.76 |
|
|
|
Feb20 |
191111 |
160.54 |
160.54 |
160.54 |
160.54 |
-1.50 |
|
|
|
Mar20 |
191111 |
161.76 |
161.76 |
161.76 |
161.76 |
-1.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Dec19 |
191111 |
2.716 |
2.716 |
2.618 |
2.637 |
-0.152 |
175,962 |
220,234 |
-23,209 |
Jan20 |
191111 |
2.802 |
2.806 |
2.706 |
2.728 |
-0.145 |
105,068 |
247,745 |
+8,061 |
Feb20 |
191111 |
2.760 |
2.763 |
2.666 |
2.687 |
-0.135 |
36,564 |
83,346 |
-977 |
Mar20 |
191111 |
2.602 |
2.609 |
2.540 |
2.559 |
-0.102 |
35,672 |
144,177 |
+1,207 |
Apr20 |
191111 |
2.398 |
2.400 |
2.353 |
2.373 |
-0.047 |
28,235 |
88,112 |
+1,730 |
May20 |
191111 |
2.368 |
2.377 |
2.335 |
2.355 |
-0.041 |
15,295 |
84,239 |
+2,003 |
Jun20 |
191111 |
2.412 |
2.419 |
2.379 |
2.400 |
-0.035 |
5,521 |
29,929 |
+317 |
Jul20 |
191111 |
2.460 |
2.461 |
2.425 |
2.447 |
-0.031 |
4,071 |
27,074 |
+505 |
Aug20 |
191111 |
2.464 |
2.468 |
2.432 |
2.453 |
-0.031 |
1,440 |
27,152 |
+175 |
Sep20 |
191111 |
2.448 |
2.451 |
2.418 |
2.438 |
-0.030 |
3,158 |
26,359 |
+1,391 |
Oct20 |
191111 |
2.472 |
2.483 |
2.448 |
2.467 |
-0.029 |
7,786 |
57,313 |
+849 |
Nov20 |
191111 |
2.534 |
2.539 |
2.512 |
2.531 |
-0.023 |
1,292 |
21,534 |
-66 |
Dec20 |
191111 |
2.694 |
2.700 |
2.678 |
2.700 |
-0.018 |
2,066 |
22,112 |
+535 |
Jan21 |
191111 |
2.805 |
2.814 |
2.790 |
2.814 |
-0.014 |
1,578 |
18,837 |
+115 |
Feb21 |
191111 |
2.748 |
2.764 |
2.742 |
2.764 |
-0.012 |
276 |
8,178 |
+68 |
Mar21 |
191111 |
2.601 |
2.620 |
2.601 |
2.620 |
-0.012 |
2,213 |
10,502 |
+821 |
Total Volume and Open Interest |
428,303 |
1,160,403 |
-5,505 |
Brent Crude Oil(ICE) |
Jan20 |
191111 |
62.60 |
62.76 |
61.57 |
62.18 |
-0.33 |
287,672 |
473,741 |
-23,246 |
Feb20 |
191111 |
61.62 |
61.85 |
60.68 |
61.30 |
-0.32 |
151,288 |
280,212 |
+8,943 |
Mar20 |
191111 |
60.93 |
61.15 |
59.98 |
60.60 |
-0.31 |
91,074 |
236,248 |
+639 |
Apr20 |
191111 |
60.40 |
60.64 |
59.47 |
60.10 |
-0.29 |
50,890 |
106,908 |
+4,485 |
May20 |
191111 |
60.06 |
60.29 |
59.12 |
59.75 |
-0.28 |
36,544 |
120,062 |
+6,605 |
Jun20 |
191111 |
59.74 |
59.98 |
58.81 |
59.45 |
-0.26 |
76,852 |
243,236 |
+7,059 |
Jul20 |
191111 |
59.40 |
59.68 |
58.51 |
59.17 |
-0.24 |
11,114 |
92,245 |
+1,601 |
Aug20 |
191111 |
59.18 |
59.43 |
58.27 |
58.94 |
-0.22 |
7,075 |
61,149 |
+1,065 |
Sep20 |
191111 |
58.93 |
59.19 |
58.05 |
58.71 |
-0.21 |
11,504 |
101,011 |
+2,221 |
Oct20 |
191111 |
58.49 |
58.49 |
58.49 |
58.49 |
-0.20 |
5,234 |
64,983 |
+812 |
Nov20 |
191111 |
58.31 |
58.31 |
58.31 |
58.31 |
-0.18 |
2,497 |
43,980 |
+677 |
Dec20 |
191111 |
58.27 |
58.56 |
57.46 |
58.11 |
-0.17 |
41,903 |
229,059 |
-4,559 |
Jan21 |
191111 |
57.98 |
57.98 |
57.98 |
57.98 |
-0.16 |
1,663 |
38,172 |
+390 |
Feb21 |
191111 |
57.87 |
57.87 |
57.87 |
57.87 |
-0.15 |
1,231 |
32,991 |
+530 |
Total Volume and Open Interest |
794,266 |
2,477,313 |
+9,124 |
Gas Oil(ICE) |
Nov19 |
191111 |
582.50 |
587.75 |
574.50 |
583.50 |
+7.00 |
51,133 |
41,484 |
-22,804 |
Dec19 |
191111 |
579.75 |
584.50 |
571.00 |
580.00 |
+6.75 |
152,866 |
192,916 |
+2,876 |
Jan20 |
191111 |
577.75 |
582.00 |
570.00 |
578.25 |
+6.50 |
109,723 |
133,262 |
+6,254 |
Feb20 |
191111 |
576.25 |
580.50 |
568.75 |
577.00 |
+6.25 |
47,842 |
72,960 |
+2,455 |
Mar20 |
191111 |
574.50 |
578.25 |
566.50 |
574.75 |
+6.25 |
41,595 |
65,097 |
+2,867 |
Apr20 |
191111 |
567.75 |
575.25 |
563.50 |
572.00 |
+6.25 |
22,479 |
36,784 |
+2,802 |
May20 |
191111 |
567.00 |
571.75 |
561.00 |
569.00 |
+6.00 |
13,110 |
36,816 |
+299 |
Jun20 |
191111 |
564.25 |
569.00 |
558.25 |
566.00 |
+5.75 |
23,824 |
63,308 |
-119 |
Jul20 |
191111 |
558.75 |
567.25 |
557.00 |
564.75 |
+5.75 |
4,271 |
21,339 |
-68 |
Aug20 |
191111 |
559.75 |
566.00 |
559.50 |
563.50 |
+5.50 |
1,718 |
19,505 |
+103 |
Total Volume and Open Interest |
486,830 |
841,243 |
-5,870 |
Ethanol(CBOT) |
Dec19 |
191111 |
1.433 |
1.446 |
1.417 |
1.445 |
+0.027 |
117 |
326 |
+26 |
Jan20 |
191111 |
1.400 |
1.417 |
1.399 |
1.417 |
+0.014 |
28 |
92 |
+7 |
Feb20 |
191111 |
1.431 |
1.431 |
1.431 |
1.431 |
+0.014 |
0 |
17 |
+0 |
Mar20 |
191111 |
1.453 |
1.453 |
1.453 |
1.453 |
+0.014 |
|
|
|
Apr20 |
191111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.014 |
|
|
|
May20 |
191111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.014 |
|
|
|
Jun20 |
191111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.014 |
|
|
|
Jul20 |
191111 |
1.497 |
1.497 |
1.497 |
1.497 |
+0.014 |
|
|
|
Total Volume and Open Interest |
145 |
435 |
+33 |
WTI Crude Oil(ICE) |
Dec19 |
191111 |
57.32 |
57.33 |
56.26 |
56.86 |
-0.38 |
55,176 |
83,409 |
-9,697 |
Jan20 |
191111 |
57.30 |
57.38 |
56.29 |
56.90 |
-0.36 |
71,164 |
84,389 |
+45 |
Feb20 |
191111 |
57.02 |
57.24 |
56.17 |
56.77 |
-0.33 |
43,807 |
49,674 |
+1,101 |
Mar20 |
191111 |
56.71 |
56.94 |
55.87 |
56.49 |
-0.28 |
22,268 |
53,192 |
+1,180 |
Apr20 |
191111 |
56.31 |
56.55 |
55.56 |
56.16 |
-0.24 |
7,183 |
21,119 |
-95 |
May20 |
191111 |
55.90 |
56.18 |
55.15 |
55.78 |
-0.21 |
4,111 |
17,371 |
+215 |
Jun20 |
191111 |
54.88 |
55.75 |
54.78 |
55.37 |
-0.18 |
10,664 |
69,410 |
-267 |
Jul20 |
191111 |
55.00 |
55.17 |
54.95 |
54.95 |
-0.17 |
479 |
12,627 |
+131 |
Aug20 |
191111 |
54.57 |
54.76 |
54.55 |
54.55 |
-0.15 |
449 |
7,133 |
+43 |
Sep20 |
191111 |
54.20 |
54.20 |
54.20 |
54.20 |
-0.13 |
1,627 |
13,925 |
-43 |
Oct20 |
191111 |
53.91 |
53.91 |
53.91 |
53.91 |
-0.11 |
248 |
7,224 |
-6 |
Nov20 |
191111 |
53.67 |
53.67 |
53.67 |
53.67 |
-0.12 |
426 |
5,939 |
-155 |
Dec20 |
191111 |
52.90 |
53.79 |
52.90 |
53.47 |
-0.12 |
12,452 |
87,770 |
-789 |
Jan21 |
191111 |
53.26 |
53.26 |
53.26 |
53.26 |
-0.11 |
46 |
3,514 |
-16 |
Feb21 |
191111 |
53.06 |
53.06 |
53.06 |
53.06 |
-0.10 |
8 |
2,909 |
+6 |
Mar21 |
191111 |
52.88 |
52.88 |
52.88 |
52.88 |
-0.10 |
1 |
3,753 |
+1 |
Total Volume and Open Interest |
233,355 |
630,786 |
-8,239 |
US Dollar Index(ICE) |
Dec19 |
191111 |
98.230 |
98.235 |
97.970 |
98.033 |
-0.167 |
10,511 |
43,489 |
-114 |
Mar20 |
191111 |
97.780 |
97.780 |
97.545 |
97.607 |
-0.178 |
167 |
2,244 |
-49 |
Jun20 |
191111 |
97.247 |
97.247 |
97.247 |
97.247 |
-0.178 |
7 |
214 |
+7 |
Total Volume and Open Interest |
10,685 |
45,951 |
-156 |
Australian Dollar(CME) |
Dec19 |
191111 |
68.64 |
68.71 |
68.53 |
68.59 |
-0.02 |
100,790 |
153,825 |
+2,164 |
Mar20 |
191111 |
68.75 |
68.85 |
68.53 |
68.74 |
-0.02 |
98 |
1,158 |
+39 |
Jun20 |
191111 |
68.84 |
68.92 |
68.84 |
68.87 |
-0.02 |
0 |
171 |
+0 |
Total Volume and Open Interest |
101,183 |
155,982 |
+2,210 |
British Pound(CME) |
Dec19 |
191111 |
128.00 |
129.12 |
127.98 |
128.67 |
+0.70 |
65,396 |
198,725 |
-2,308 |
Mar20 |
191111 |
128.38 |
129.48 |
128.37 |
129.05 |
+0.71 |
90 |
1,237 |
+22 |
Jun20 |
191111 |
129.34 |
129.63 |
129.34 |
129.34 |
+0.71 |
3 |
199 |
+0 |
Total Volume and Open Interest |
66,457 |
203,252 |
-1,779 |
Canadian Dollar(CME) |
Dec19 |
191111 |
75.60 |
75.69 |
75.56 |
75.63 |
+0.03 |
82,410 |
182,146 |
-2,146 |
Mar20 |
191111 |
75.65 |
75.72 |
75.61 |
75.66 |
+0.02 |
315 |
3,306 |
+110 |
Jun20 |
191111 |
75.68 |
75.71 |
75.62 |
75.67 |
+0.03 |
31 |
791 |
+13 |
Sep20 |
191111 |
75.67 |
75.68 |
75.67 |
75.67 |
+0.03 |
0 |
360 |
+0 |
Total Volume and Open Interest |
82,907 |
187,600 |
-2,001 |
Japanese Yen(CME) |
Dec19 |
191111 |
91.72 |
92.01 |
91.71 |
91.89 |
+0.10 |
120,409 |
178,624 |
-1,811 |
Mar20 |
191111 |
92.25 |
92.57 |
92.25 |
92.46 |
+0.10 |
171 |
1,028 |
+15 |
Jun20 |
191111 |
92.81 |
92.99 |
92.81 |
92.94 |
+0.10 |
0 |
41 |
+0 |
Total Volume and Open Interest |
120,628 |
183,527 |
-1,805 |
Swiss Franc(CME) |
Dec19 |
191111 |
100.49 |
100.97 |
100.48 |
100.92 |
+0.43 |
21,942 |
70,577 |
+435 |
Mar20 |
191111 |
101.40 |
101.66 |
101.40 |
101.63 |
+0.43 |
26 |
188 |
-1 |
Jun20 |
191111 |
102.28 |
102.28 |
102.28 |
102.28 |
+0.43 |
0 |
10 |
+0 |
Total Volume and Open Interest |
21,968 |
70,777 |
+434 |
EuroFX(CME) |
Dec19 |
191111 |
110.44 |
110.67 |
110.41 |
110.58 |
+0.09 |
132,856 |
540,551 |
+1,423 |
Mar20 |
191111 |
111.09 |
111.38 |
111.09 |
111.27 |
+0.09 |
411 |
21,508 |
+110 |
Jun20 |
191111 |
111.82 |
111.93 |
111.82 |
111.89 |
+0.10 |
0 |
1,754 |
+0 |
Total Volume and Open Interest |
134,821 |
570,111 |
+1,922 |
Mexican Peso(CME) |
Nov19 |
191111 |
522.75 |
523.00 |
521.63 |
522.75 |
-0.13 |
|
|
|
Dec19 |
191111 |
520.50 |
521.38 |
519.13 |
520.50 |
-0.25 |
45,769 |
309,506 |
+6,145 |
Total Volume and Open Interest |
45,800 |
309,626 |
+6,142 |
Brazilian Real(CME) |
Dec19 |
191111 |
240.35 |
241.40 |
238.00 |
241.20 |
+0.40 |
10,475 |
51,923 |
-1,638 |
Jan20 |
191111 |
240.00 |
241.05 |
235.90 |
240.90 |
+0.40 |
171 |
230 |
+88 |
Feb20 |
191111 |
235.65 |
240.60 |
235.65 |
240.60 |
+0.45 |
7 |
20 |
+7 |
Mar20 |
191111 |
240.30 |
240.30 |
240.30 |
240.30 |
+0.45 |
0 |
15 |
+0 |
Total Volume and Open Interest |
10,653 |
52,188 |
-1,543 |
30-Year T-Bonds(CBOT) |
Dec19 |
191111 |
156~040 |
156~280 |
156~040 |
156~160 |
+0~030 |
350,757 |
1,007,186 |
+8,861 |
Mar20 |
191111 |
155~210 |
156~000 |
155~100 |
155~210 |
+0~030 |
9,829 |
22,103 |
+7,809 |
Jun20 |
191111 |
155~210 |
155~210 |
155~210 |
155~210 |
+0~030 |
|
|
|
Total Volume and Open Interest |
360,586 |
1,029,289 |
+16,670 |
10-Year T-Notes(CBOT) |
Dec19 |
191111 |
128~080 |
128~185 |
128~070 |
128~125 |
unch |
1,764,060 |
3,672,406 |
-12,159 |
Mar20 |
191111 |
128~065 |
128~170 |
128~065 |
128~115 |
unch |
51,945 |
227,658 |
+17,543 |
Jun20 |
191111 |
128~115 |
128~115 |
128~115 |
128~115 |
unch |
|
|
|
Total Volume and Open Interest |
1,816,005 |
3,900,064 |
+5,384 |
5-Year T-Notes(CBOT) |
Dec19 |
191111 |
118~020 |
118~080 |
118~020 |
118~032 |
-0~020 |
787,169 |
4,461,522 |
-9,854 |
Mar20 |
191111 |
118~114 |
118~160 |
118~102 |
118~114 |
-0~020 |
33,770 |
277,887 |
+21,305 |
Jun20 |
191111 |
118~114 |
118~114 |
118~114 |
118~114 |
-0~020 |
|
|
|
Total Volume and Open Interest |
820,939 |
4,739,409 |
+11,451 |
2 Year T-Notes(CBOT) |
Dec19 |
191111 |
107~152 |
107~172 |
107~151 |
107~155 |
-0~006 |
514,321 |
3,719,734 |
-29,145 |
Mar20 |
191111 |
107~200 |
107~220 |
107~200 |
107~202 |
-0~007 |
41,347 |
373,167 |
+31,821 |
Jun20 |
191111 |
107~202 |
107~202 |
107~202 |
107~202 |
-0~007 |
|
|
|
Total Volume and Open Interest |
555,668 |
4,092,901 |
+2,676 |
Eurodollars(CME) |
Dec19 |
191111 |
98.085 |
98.095 |
98.085 |
98.090 |
+0.005 |
205,158 |
1,531,856 |
-1,706 |
Mar20 |
191111 |
98.265 |
98.290 |
98.265 |
98.270 |
-0.005 |
198,184 |
1,591,025 |
+4,478 |
Jun20 |
191111 |
98.325 |
98.360 |
98.320 |
98.325 |
-0.010 |
174,434 |
1,219,478 |
-69 |
Sep20 |
191111 |
98.365 |
98.410 |
98.365 |
98.370 |
-0.010 |
160,623 |
1,077,866 |
-9,437 |
Dec20 |
191111 |
98.345 |
98.385 |
98.345 |
98.350 |
-0.010 |
228,332 |
1,222,666 |
-5,860 |
Mar21 |
191111 |
98.390 |
98.430 |
98.385 |
98.395 |
-0.010 |
145,720 |
834,457 |
-16,044 |
Jun21 |
191111 |
98.375 |
98.415 |
98.375 |
98.380 |
-0.010 |
132,581 |
909,131 |
-443 |
Sep21 |
191111 |
98.365 |
98.400 |
98.360 |
98.370 |
-0.010 |
104,499 |
603,455 |
+2,510 |
Dec21 |
191111 |
98.335 |
98.370 |
98.325 |
98.335 |
-0.010 |
82,382 |
620,726 |
-1,594 |
Mar22 |
191111 |
98.335 |
98.370 |
98.325 |
98.335 |
-0.010 |
68,965 |
421,484 |
-4,432 |
Jun22 |
191111 |
98.310 |
98.350 |
98.310 |
98.320 |
-0.010 |
56,613 |
310,180 |
+1,577 |
Sep22 |
191111 |
98.300 |
98.335 |
98.290 |
98.305 |
-0.005 |
50,670 |
233,202 |
-2,051 |
Dec22 |
191111 |
98.270 |
98.305 |
98.265 |
98.280 |
-0.005 |
51,683 |
246,819 |
+4,352 |
Mar23 |
191111 |
98.260 |
98.295 |
98.255 |
98.270 |
-0.005 |
32,052 |
240,888 |
-2,374 |
Jun23 |
191111 |
98.245 |
98.275 |
98.240 |
98.255 |
unch |
26,838 |
138,887 |
-826 |
Sep23 |
191111 |
98.225 |
98.260 |
98.225 |
98.235 |
-0.005 |
23,868 |
138,449 |
+340 |
Dec23 |
191111 |
98.200 |
98.240 |
98.200 |
98.215 |
unch |
16,858 |
92,411 |
-457 |
Mar24 |
191111 |
98.185 |
98.220 |
98.180 |
98.200 |
+0.005 |
15,109 |
70,678 |
+1,250 |
Total Volume and Open Interest |
1,854,042 |
12,088,800 |
-24,941 |
Ultra T-Bond(CBOT) |
Dec19 |
191111 |
180~26 |
181~31 |
180~21 |
181~05 |
-0~03 |
146,838 |
1,166,111 |
-1,344 |
Mar20 |
191111 |
180~12 |
181~05 |
179~29 |
180~12 |
-0~03 |
1,979 |
17,105 |
+1,226 |
Jun20 |
191111 |
179~29 |
179~29 |
179~29 |
179~29 |
-0~03 |
|
|
|
Total Volume and Open Interest |
148,817 |
1,183,216 |
-118 |
Ultra 10-Yr T-Note(CBOT) |
Dec19 |
191111 |
138~290 |
139~125 |
138~285 |
139~040 |
+0~010 |
215,621 |
858,805 |
+16,266 |
Mar20 |
191111 |
140~150 |
140~210 |
140~085 |
140~150 |
+0~010 |
104 |
53 |
+15 |
Jun20 |
191111 |
140~150 |
140~150 |
140~150 |
140~150 |
+0~010 |
|
|
|
Total Volume and Open Interest |
215,725 |
858,858 |
+16,281 |
30 Day Federal Funds(CBOT) |
Nov19 |
191111 |
98.433 |
98.435 |
98.430 |
98.433 |
unch |
32,873 |
374,754 |
-180 |
Dec19 |
191111 |
98.440 |
98.445 |
98.435 |
98.440 |
unch |
38,930 |
229,321 |
-9,919 |
Jan20 |
191111 |
98.455 |
98.465 |
98.455 |
98.455 |
unch |
46,009 |
425,653 |
+42 |
Feb20 |
191111 |
98.480 |
98.490 |
98.480 |
98.480 |
-0.005 |
32,724 |
237,586 |
+1,005 |
Mar20 |
191111 |
98.495 |
98.505 |
98.490 |
98.495 |
unch |
11,402 |
56,050 |
+1,248 |
Apr20 |
191111 |
98.520 |
98.535 |
98.515 |
98.520 |
unch |
21,122 |
177,281 |
-2,258 |
Total Volume and Open Interest |
263,673 |
1,939,818 |
-1,185 |
Japanese Govt Bonds(SGX) |
Dec19 |
191111 |
152.93 |
153.10 |
152.81 |
153.04 |
+0.10 |
1,110 |
15,676 |
-169 |
Mar20 |
191111 |
153.22 |
153.22 |
153.22 |
153.22 |
+0.10 |
|
|
|
Jun20 |
191111 |
153.22 |
153.22 |
153.22 |
153.22 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,110 |
15,676 |
-169 |
Euro-Buxl(EUREX) |
Dec19 |
191111 |
202.80 |
204.06 |
202.28 |
202.66 |
-0.66 |
49,799 |
244,212 |
-5,724 |
Mar20 |
191111 |
200.90 |
201.08 |
200.90 |
201.08 |
-0.66 |
2 |
40,015 |
+0 |
Jun20 |
191111 |
199.66 |
199.66 |
199.66 |
199.66 |
-0.66 |
0 |
7 |
+0 |
Total Volume and Open Interest |
49,801 |
284,234 |
-5,724 |
Euro-Bund(EUREX) |
Dec19 |
191111 |
169.64 |
169.99 |
169.46 |
169.56 |
-0.13 |
693,212 |
1,678,898 |
-131,227 |
Mar20 |
191111 |
171.80 |
171.80 |
171.37 |
171.38 |
-0.13 |
9,541 |
47,297 |
+4,510 |
Jun20 |
191111 |
168.75 |
168.75 |
168.75 |
168.75 |
-0.13 |
1 |
1 |
+0 |
Total Volume and Open Interest |
702,754 |
1,726,196 |
-126,717 |
Euro-Bobl(EUREX) |
Dec19 |
191111 |
134.01 |
134.08 |
133.96 |
133.97 |
-0.05 |
419,647 |
1,264,779 |
-68,681 |
Mar20 |
191111 |
133.94 |
133.94 |
133.94 |
133.94 |
-0.05 |
511 |
9,280 |
+408 |
Jun20 |
191111 |
134.32 |
134.32 |
134.32 |
134.32 |
-0.05 |
|
|
|
Total Volume and Open Interest |
420,158 |
1,274,059 |
-68,273 |
Euro-Schatz(EUREX) |
Dec19 |
191111 |
111.97 |
111.99 |
111.96 |
111.96 |
-0.01 |
242,536 |
1,608,054 |
-36,836 |
Mar20 |
191111 |
111.97 |
111.97 |
111.96 |
111.96 |
-0.00 |
1,400 |
3,549 |
+1,360 |
Jun20 |
191111 |
111.76 |
111.76 |
111.76 |
111.76 |
-0.00 |
|
|
|
Total Volume and Open Interest |
243,936 |
1,611,603 |
-35,476 |
3-Mth Euribor(EUREX) |
Dec19 |
191111 |
100.385 |
100.385 |
100.385 |
100.385 |
unch |
0 |
2,136 |
+0 |
Mar20 |
191111 |
100.400 |
100.400 |
100.400 |
100.400 |
+0.005 |
0 |
1,051 |
+0 |
Jun20 |
191111 |
100.415 |
100.415 |
100.415 |
100.415 |
+0.005 |
0 |
527 |
-50 |
Total Volume and Open Interest |
37 |
6,228 |
-70 |
Long Gilt(LIFFE) |
Dec19 |
191111 |
131~01 |
131~07 |
130~24 |
130~28 |
-0~03 |
209,125 |
779,683 |
+717 |
Mar20 |
191111 |
131~31 |
131~31 |
131~15 |
131~20 |
-0~06 |
2 |
446 |
+2 |
Total Volume and Open Interest |
209,127 |
780,129 |
+719 |
3-Mth Short Sterling(LIFFE) |
Dec19 |
191111 |
99.19 |
99.20 |
99.18 |
99.19 |
-0.00 |
49,390 |
675,095 |
-374 |
Mar20 |
191111 |
99.27 |
99.28 |
99.25 |
99.25 |
-0.01 |
94,285 |
606,881 |
+5,434 |
Jun20 |
191111 |
99.29 |
99.30 |
99.26 |
99.27 |
-0.02 |
61,898 |
574,756 |
+3,089 |
Sep20 |
191111 |
99.29 |
99.31 |
99.28 |
99.29 |
-0.01 |
68,868 |
536,162 |
-3,327 |
Dec20 |
191111 |
99.27 |
99.29 |
99.24 |
99.25 |
-0.01 |
74,108 |
599,197 |
+1,206 |
Mar21 |
191111 |
99.27 |
99.29 |
99.25 |
99.25 |
-0.01 |
72,378 |
240,997 |
+4,799 |
Total Volume and Open Interest |
805,942 |
4,232,412 |
+11,783 |
3-Mth Euribor(LIFFE) |
Dec19 |
191111 |
100.385 |
100.390 |
100.380 |
100.385 |
+0.005 |
64,158 |
707,822 |
+7,255 |
Mar20 |
191111 |
100.395 |
100.400 |
100.395 |
100.395 |
unch |
45,860 |
412,987 |
+4,509 |
Jun20 |
191111 |
100.410 |
100.420 |
100.405 |
100.410 |
unch |
43,534 |
369,794 |
+2,905 |
Total Volume and Open Interest |
651,220 |
4,243,269 |
+23,565 |
3-Mth Aus T-Bills(SFE) |
Dec19 |
191111 |
99.01 |
99.02 |
99.00 |
99.02 |
+0.01 |
21,539 |
153,373 |
-475 |
Mar20 |
191111 |
99.13 |
99.15 |
99.11 |
99.14 |
+0.01 |
39,427 |
243,953 |
+6,335 |
Jun20 |
191111 |
99.14 |
99.17 |
99.12 |
99.16 |
+0.01 |
28,512 |
219,896 |
+4,266 |
Sep20 |
191111 |
99.16 |
99.18 |
99.13 |
99.18 |
+0.02 |
22,382 |
199,649 |
+231 |
Dec20 |
191111 |
99.11 |
99.14 |
99.08 |
99.14 |
+0.02 |
9,667 |
134,589 |
+97 |
Mar21 |
191111 |
99.12 |
99.14 |
99.09 |
99.14 |
+0.02 |
10,528 |
86,163 |
+3,531 |
Jun21 |
191111 |
99.09 |
99.11 |
99.06 |
99.11 |
+0.02 |
3,905 |
54,688 |
+630 |
Sep21 |
191111 |
99.05 |
99.07 |
99.02 |
99.07 |
+0.02 |
3,071 |
28,962 |
+1,274 |
Dec21 |
191111 |
98.99 |
99.01 |
98.98 |
99.01 |
+0.02 |
38 |
6,120 |
+27 |
Mar22 |
191111 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.02 |
86 |
1,330 |
-10 |
Total Volume and Open Interest |
139,221 |
1,129,692 |
+15,840 |
10-Year Aus T-Bonds(SFE) |
Dec19 |
191111 |
98.70 |
98.72 |
98.65 |
98.70 |
-0.01 |
213,874 |
1,301,695 |
-6,765 |
Mar20 |
191111 |
98.69 |
98.69 |
98.69 |
98.69 |
unch |
1 |
932 |
+1 |
Total Volume and Open Interest |
213,875 |
1,302,627 |
-6,764 |
3-Year Aus T-Bonds(SFE) |
Dec19 |
191111 |
99.11 |
99.14 |
99.08 |
99.13 |
+0.01 |
234,324 |
1,156,292 |
+6,033 |
Mar20 |
191111 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.02 |
0 |
2,299 |
+0 |
Total Volume and Open Interest |
234,324 |
1,158,591 |
+6,033 |
Gold(CMX) |
Dec19 |
191111 |
1460.0 |
1467.4 |
1448.9 |
1457.1 |
-5.8 |
447,069 |
424,329 |
-20,727 |
Feb20 |
191111 |
1466.7 |
1474.1 |
1455.9 |
1464.1 |
-5.7 |
70,215 |
180,596 |
+14,688 |
Apr20 |
191111 |
1473.4 |
1479.0 |
1461.1 |
1469.4 |
-5.7 |
2,819 |
38,747 |
+637 |
Jun20 |
191111 |
1478.3 |
1483.9 |
1466.0 |
1474.2 |
-5.8 |
2,094 |
37,875 |
-31 |
Aug20 |
191111 |
1484.6 |
1484.7 |
1471.1 |
1478.8 |
-6.1 |
419 |
6,599 |
+173 |
Oct20 |
191111 |
1489.3 |
1489.3 |
1480.1 |
1483.4 |
-6.0 |
119 |
4,221 |
-27 |
Dec20 |
191111 |
1494.0 |
1494.0 |
1480.1 |
1488.0 |
-8.3 |
346 |
7,393 |
+0 |
Feb21 |
191111 |
1491.9 |
1491.9 |
1491.9 |
1491.9 |
-8.1 |
10 |
114 |
+10 |
Apr21 |
191111 |
1495.1 |
1495.1 |
1495.1 |
1495.1 |
-8.1 |
0 |
32 |
+0 |
Jun21 |
191111 |
1509.7 |
1509.7 |
1498.3 |
1498.3 |
-8.1 |
6 |
1,491 |
+0 |
Aug21 |
191111 |
1502.3 |
1502.3 |
1502.3 |
1502.3 |
-8.1 |
0 |
2 |
+0 |
Total Volume and Open Interest |
523,247 |
702,861 |
-5,383 |
Silver(CMX) |
Dec19 |
191111 |
1675.5 |
1691.0 |
1663.0 |
1680.2 |
-2.1 |
135,567 |
135,413 |
-8,993 |
Mar20 |
191111 |
1692.5 |
1705.0 |
1677.5 |
1694.8 |
-2.1 |
15,468 |
58,517 |
+5,543 |
May20 |
191111 |
1705.0 |
1712.0 |
1688.0 |
1703.3 |
-2.0 |
2,044 |
13,264 |
-114 |
Jul20 |
191111 |
1710.0 |
1720.0 |
1700.0 |
1711.6 |
-2.1 |
1,704 |
11,863 |
+355 |
Sep20 |
191111 |
1719.5 |
1722.0 |
1719.0 |
1719.4 |
-2.3 |
76 |
2,199 |
-56 |
Dec20 |
191111 |
1732.0 |
1738.0 |
1715.0 |
1731.1 |
-2.0 |
399 |
2,068 |
-3 |
Mar21 |
191111 |
1739.6 |
1739.6 |
1739.6 |
1739.6 |
-2.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
156,151 |
223,942 |
-3,582 |
Platinum(NYMEX) |
Jan20 |
191111 |
889.6 |
894.9 |
875.8 |
880.6 |
-12.5 |
27,128 |
84,193 |
-89 |
Apr20 |
191111 |
897.1 |
899.0 |
881.7 |
886.4 |
-12.6 |
681 |
8,246 |
+196 |
Jul20 |
191111 |
900.8 |
900.8 |
887.7 |
891.7 |
-12.5 |
100 |
327 |
+58 |
Oct20 |
191111 |
899.0 |
899.0 |
893.9 |
893.9 |
-12.9 |
12 |
16 |
+8 |
Total Volume and Open Interest |
27,936 |
92,831 |
+174 |
Palladium(NYMEX) |
Dec19 |
191111 |
1708.20 |
1724.30 |
1644.30 |
1656.00 |
-52.60 |
6,305 |
20,138 |
-1,012 |
Mar20 |
191111 |
1708.70 |
1720.40 |
1642.00 |
1653.10 |
-52.40 |
840 |
4,874 |
+297 |
Jun20 |
191111 |
1650.00 |
1650.00 |
1645.20 |
1646.90 |
-52.40 |
17 |
1,521 |
+8 |
Total Volume and Open Interest |
7,167 |
26,633 |
-705 |
Copper(CMX) |
Dec19 |
191111 |
268.30 |
269.00 |
265.60 |
266.40 |
-1.80 |
73,113 |
113,524 |
-7,452 |
Mar20 |
191111 |
269.90 |
269.90 |
266.60 |
267.40 |
-1.75 |
23,066 |
82,538 |
+4,486 |
May20 |
191111 |
270.45 |
270.45 |
267.30 |
268.05 |
-1.75 |
6,488 |
13,776 |
+1,082 |
Jul20 |
191111 |
269.60 |
269.65 |
267.80 |
268.70 |
-1.65 |
3,597 |
15,827 |
+1,193 |
Sep20 |
191111 |
269.20 |
269.95 |
268.90 |
269.30 |
-1.55 |
820 |
3,104 |
-52 |
Total Volume and Open Interest |
108,322 |
237,567 |
-684 |
E-mini DJIA Index(CBOT) |
Dec19 |
191111 |
27645 |
27673 |
27470 |
27658 |
+27 |
125,901 |
110,690 |
-3,180 |
Mar20 |
191111 |
27620 |
27654 |
27470 |
27646 |
+24 |
118 |
4,392 |
+9 |
Jun20 |
191111 |
27598 |
27598 |
27476 |
27598 |
+35 |
0 |
2 |
+0 |
Sep20 |
191111 |
27557 |
27557 |
27514 |
27557 |
+35 |
|
|
|
Total Volume and Open Interest |
126,019 |
115,084 |
-3,171 |
S & P 500(CME) |
Dec19 |
191111 |
3091.40 |
3091.50 |
3075.00 |
3087.40 |
-3.20 |
1,681 |
23,125 |
-1,172 |
Mar20 |
191111 |
3089.80 |
3089.80 |
3089.80 |
3089.80 |
-3.10 |
0 |
6 |
+5 |
Jun20 |
191111 |
3089.20 |
3089.20 |
3089.20 |
3089.20 |
-2.90 |
|
|
|
Sep20 |
191111 |
3089.50 |
3089.50 |
3089.50 |
3089.50 |
-2.90 |
|
|
|
Total Volume and Open Interest |
1,681 |
23,205 |
-1,167 |
S & P 500 E-Mini(CME) |
Dec19 |
191111 |
3090.50 |
3092.25 |
3074.50 |
3087.50 |
-3.00 |
1,080,147 |
2,585,427 |
-2,991 |
Mar20 |
191111 |
3093.00 |
3094.00 |
3077.00 |
3089.75 |
-3.25 |
7,608 |
137,562 |
+4,883 |
Jun20 |
191111 |
3094.00 |
3094.00 |
3077.75 |
3089.25 |
-2.75 |
21 |
3,802 |
-2 |
Sep20 |
191111 |
3085.00 |
3089.50 |
3083.50 |
3089.50 |
-3.00 |
88 |
149 |
+83 |
Total Volume and Open Interest |
1,087,864 |
2,728,254 |
+1,973 |
NASDAQ 100 E-Mini(CME) |
Dec19 |
191111 |
8257.25 |
8261.75 |
8206.50 |
8249.75 |
-7.50 |
326,871 |
228,330 |
+2,270 |
Mar20 |
191111 |
8278.25 |
8280.00 |
8228.75 |
8271.75 |
-7.25 |
418 |
2,192 |
+5 |
Jun20 |
191111 |
8260.00 |
8289.75 |
8253.00 |
8289.75 |
-7.50 |
0 |
82 |
+0 |
Total Volume and Open Interest |
327,289 |
230,606 |
+2,275 |
S&P Midcap 400(CME) e-Mini |
Dec19 |
191111 |
1999.00 |
1999.50 |
1984.90 |
1994.80 |
-3.70 |
8,736 |
72,689 |
+279 |
Mar20 |
191111 |
1998.80 |
1998.80 |
1991.20 |
1998.80 |
-3.60 |
0 |
93 |
+0 |
Jun20 |
191111 |
2003.80 |
2003.80 |
2003.80 |
2003.80 |
-3.80 |
|
|
|
Total Volume and Open Interest |
8,736 |
72,782 |
+279 |
Volatility Index(CBOE) |
Nov19 |
191111 |
14.30 |
14.70 |
14.05 |
14.08 |
-0.20 |
72,562 |
133,424 |
-8,278 |
Dec19 |
191111 |
16.08 |
16.35 |
15.80 |
15.83 |
-0.19 |
53,888 |
229,087 |
+13,400 |
Jan20 |
191111 |
17.38 |
17.60 |
17.10 |
17.13 |
-0.20 |
15,341 |
49,316 |
+1,494 |
Feb20 |
191111 |
18.12 |
18.30 |
17.85 |
17.88 |
-0.20 |
9,912 |
44,991 |
+1,764 |
Total Volume and Open Interest |
157,975 |
511,358 |
+8,689 |
S & P 600(CME) |
Dec19 |
191111 |
985.90 |
985.90 |
985.90 |
985.90 |
-2.80 |
0 |
430 |
+0 |
Mar20 |
191111 |
986.50 |
986.50 |
986.50 |
986.50 |
-2.80 |
|
|
|
Total Volume and Open Interest |
0 |
430 |
+0 |
Russell 2000 Mini(CME) |
Dec19 |
191111 |
1600.10 |
1600.60 |
1587.20 |
1596.90 |
-2.00 |
99,793 |
467,504 |
+1,120 |
Mar20 |
191111 |
1591.30 |
1601.20 |
1590.40 |
1599.00 |
-2.00 |
52 |
3,314 |
+16 |
Jun20 |
191111 |
1601.20 |
1601.20 |
1601.20 |
1601.20 |
-2.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
99,845 |
470,821 |
+1,136 |
Nikkei 225(CME) |
Dec19 |
191111 |
23475 |
23490 |
23235 |
23380 |
-105 |
6,072 |
33,767 |
-138 |
Mar20 |
191111 |
23420 |
23425 |
23200 |
23335 |
-105 |
5 |
555 |
+1 |
Total Volume and Open Interest |
6,077 |
34,322 |
-137 |
Nikkei 225(SGX) |
Dec19 |
191111 |
23380 |
23480 |
23255 |
23255 |
-125 |
120,439 |
143,010 |
+7,954 |
Mar20 |
191111 |
23355 |
23355 |
23200 |
23200 |
-130 |
31 |
1,508 |
-1 |
Jun20 |
191111 |
23040 |
23040 |
23040 |
23040 |
-125 |
0 |
1,451 |
+0 |
Total Volume and Open Interest |
120,470 |
173,044 |
+3,487 |
Nikkei 225 Mini(JPX) |
Dec19 |
191111 |
23395 |
23480 |
23295 |
23300 |
-80 |
1,042,747 |
448,975 |
+18,537 |
Mar20 |
191111 |
23310 |
23405 |
23225 |
23230 |
-80 |
36,967 |
26,071 |
+991 |
Jun20 |
191111 |
23135 |
23205 |
23030 |
23030 |
-80 |
620 |
1,947 |
+185 |
Total Volume and Open Interest |
1,101,975 |
520,799 |
-120,610 |
Nikkei 225(JPX) |
Dec19 |
191111 |
23400 |
23490 |
23300 |
23300 |
-80 |
91,018 |
283,839 |
-2,874 |
Mar20 |
191111 |
23310 |
23400 |
23230 |
23230 |
-80 |
1,280 |
17,668 |
+400 |
Jun20 |
191111 |
23170 |
23170 |
23030 |
23030 |
-80 |
14 |
15,469 |
-99 |
Total Volume and Open Interest |
92,338 |
387,398 |
-2,717 |
Nikkei 225(CME) Yen |
Dec19 |
191111 |
23470 |
23480 |
23225 |
23370 |
-100 |
34,373 |
71,211 |
-1,351 |
Mar20 |
191111 |
23370 |
23370 |
23180 |
23290 |
-105 |
8 |
531 |
+0 |
Jun20 |
191111 |
23150 |
23150 |
23150 |
23150 |
-120 |
|
|
|
Total Volume and Open Interest |
34,381 |
71,742 |
-1,351 |
Nikkei 225(CME) e-Mini Yen |
Dec19 |
191111 |
23370 |
23370 |
23260 |
23370 |
-100 |
0 |
5 |
+0 |
Mar20 |
191111 |
23290 |
23290 |
23290 |
23290 |
-110 |
|
|
|
Jun20 |
191111 |
23150 |
23150 |
23150 |
23150 |
-120 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
CAC 40(EURONEXT) |
Nov19 |
191111 |
5865.5 |
5906.5 |
5863.0 |
5894.0 |
+4.5 |
69,007 |
300,000 |
-469 |
Dec19 |
191111 |
5861.5 |
5897.0 |
5855.0 |
5884.5 |
+5.0 |
6,064 |
82,397 |
+3,012 |
Jan20 |
191111 |
5875.5 |
5875.5 |
5875.5 |
5875.5 |
+4.5 |
|
|
|
Mar20 |
191111 |
5867.0 |
5867.0 |
5867.0 |
5867.0 |
+3.0 |
85 |
63 |
+8 |
Total Volume and Open Interest |
75,156 |
396,967 |
+2,551 |
Hang Seng Index(HKFE) |
Nov19 |
191111 |
27674 |
27720 |
26808 |
26994 |
-686 |
158,498 |
116,010 |
-2,099 |
Dec19 |
191111 |
27700 |
27762 |
26866 |
27045 |
-690 |
2,884 |
22,058 |
+167 |
Total Volume and Open Interest |
162,637 |
146,073 |
-1,533 |
DAX(EUREX) |
Dec19 |
191111 |
13241.0 |
13241.0 |
13133.5 |
13203.0 |
-16.0 |
77,964 |
117,309 |
-3,282 |
Mar20 |
191111 |
13170.0 |
13202.5 |
13131.5 |
13196.5 |
-16.0 |
57 |
1,429 |
+7 |
Jun20 |
191111 |
13212.0 |
13216.0 |
13212.0 |
13216.0 |
-16.0 |
22 |
189 |
-23 |
Total Volume and Open Interest |
78,043 |
118,927 |
-3,298 |
Mini-DAX(EUREX) |
Dec19 |
191111 |
13247.0 |
13247.0 |
13136.0 |
13203.0 |
-16.0 |
31,419 |
12,727 |
-708 |
Mar20 |
191111 |
13200.0 |
13206.0 |
13144.0 |
13196.5 |
-16.0 |
36 |
1,454 |
-16 |
Jun20 |
191111 |
13232.0 |
13232.0 |
13216.0 |
13216.0 |
-16.0 |
6 |
63 |
-6 |
Total Volume and Open Interest |
31,461 |
14,244 |
-730 |
DJ EuroSTOXX 50(EUREX) |
Dec19 |
191111 |
3699 |
3699 |
3677 |
3694 |
+5 |
818,880 |
3,759,112 |
+32,661 |
Mar20 |
191111 |
3670 |
3683 |
3663 |
3680 |
+5 |
459 |
176,337 |
+91 |
Jun20 |
191111 |
3598 |
3598 |
3598 |
3598 |
+5 |
0 |
39,420 |
-1 |
Total Volume and Open Interest |
819,339 |
4,002,411 |
+32,751 |
Swiss Market Index(EUREX) |
Dec19 |
191111 |
10291 |
10327 |
10265 |
10291 |
-1 |
27,324 |
193,639 |
-29 |
Mar20 |
191111 |
10177 |
10179 |
10177 |
10179 |
-1 |
1 |
1,489 |
-1 |
Jun20 |
191111 |
10003 |
10003 |
10003 |
10003 |
-1 |
0 |
53 |
+0 |
Total Volume and Open Interest |
27,325 |
195,181 |
-30 |
FT-SE 100(EURONEXT) |
Dec19 |
191111 |
7349.00 |
7353.00 |
7237.00 |
7303.50 |
-38.00 |
74,510 |
752,160 |
-1,894 |
Mar20 |
191111 |
7274.00 |
7274.00 |
7238.00 |
7238.00 |
-38.00 |
59 |
2,350 |
-8 |
Jun20 |
191111 |
7159.50 |
7159.50 |
7159.50 |
7159.50 |
-38.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
74,569 |
754,550 |
-1,902 |
SPI 200(SFE) |
Dec19 |
191111 |
6700.0 |
6767.0 |
6697.0 |
6765.0 |
+66.0 |
43,514 |
373,213 |
-977 |
Mar20 |
191111 |
6692.0 |
6692.0 |
6692.0 |
6692.0 |
+65.0 |
0 |
1,820 |
+0 |
Jun20 |
191111 |
6667.0 |
6667.0 |
6667.0 |
6667.0 |
+65.0 |
0 |
218 |
+0 |
Total Volume and Open Interest |
43,519 |
377,248 |
-977 |
FTSE MIB(ISE) |
Dec19 |
191111 |
23410.00 |
23490.00 |
23345.00 |
23449.00 |
-28.00 |
23,647 |
140,838 |
+3,861 |
Mar20 |
191111 |
23165.00 |
23375.00 |
23165.00 |
23347.00 |
-28.00 |
117 |
679 |
+59 |
Jun20 |
191111 |
22590.00 |
22767.00 |
22590.00 |
22767.00 |
-28.00 |
16 |
85 |
+7 |
Total Volume and Open Interest |
23,780 |
141,605 |
+3,927 |
KOSPI 200(KFE) |
Dec19 |
191111 |
283.70 |
284.15 |
280.85 |
281.20 |
-2.35 |
221,815 |
329,499 |
+2,601 |
Mar20 |
191111 |
281.00 |
281.30 |
278.05 |
278.25 |
-2.45 |
910 |
13,155 |
+166 |
Jun20 |
191111 |
279.55 |
279.55 |
278.50 |
278.50 |
-2.05 |
683 |
9,879 |
+673 |
Total Volume and Open Interest |
223,850 |
382,336 |
+3,441 |
GSCI(CME) |
Nov19 |
191111 |
414.85 |
417.70 |
414.10 |
417.40 |
-1.30 |
2,250 |
7,911 |
-2,235 |
Dec19 |
191111 |
419.75 |
419.75 |
416.25 |
419.75 |
-1.00 |
2,278 |
4,446 |
+2,261 |
Jan20 |
191111 |
419.35 |
419.35 |
417.10 |
419.35 |
-1.00 |
|
|
|
Total Volume and Open Interest |
4,528 |
12,357 |
+26 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|