|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue November 26, 2019 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan20 |
191126 |
892.75 |
895.00 |
882.75 |
884.25 |
-8.25 |
77,560 |
323,605 |
+3,225 |
Mar20 |
191126 |
907.00 |
909.00 |
897.00 |
898.75 |
-8.25 |
32,982 |
190,906 |
+2,663 |
May20 |
191126 |
921.50 |
923.25 |
911.75 |
913.25 |
-7.75 |
16,661 |
98,908 |
+392 |
Jul20 |
191126 |
933.75 |
935.75 |
924.00 |
926.00 |
-7.25 |
13,630 |
94,601 |
+2,114 |
Aug20 |
191126 |
938.50 |
940.00 |
928.75 |
930.25 |
-7.25 |
1,159 |
8,079 |
+126 |
Sep20 |
191126 |
938.00 |
939.00 |
928.50 |
929.75 |
-7.50 |
809 |
5,018 |
+229 |
Nov20 |
191126 |
941.75 |
943.25 |
932.50 |
934.25 |
-7.50 |
4,518 |
48,958 |
+841 |
Jan21 |
191126 |
945.75 |
947.50 |
937.25 |
939.00 |
-7.25 |
628 |
2,951 |
-32 |
Mar21 |
191126 |
942.75 |
944.50 |
934.50 |
936.25 |
-7.75 |
504 |
8,464 |
+139 |
May21 |
191126 |
942.75 |
944.50 |
935.00 |
936.25 |
-8.00 |
111 |
1,689 |
+27 |
Jul21 |
191126 |
945.25 |
948.00 |
938.75 |
939.75 |
-8.00 |
84 |
1,174 |
+38 |
Aug21 |
191126 |
938.50 |
938.50 |
938.50 |
938.50 |
-7.75 |
1 |
31 |
+1 |
Sep21 |
191126 |
927.25 |
927.25 |
927.25 |
927.25 |
-2.50 |
2 |
23 |
+1 |
Nov21 |
191126 |
929.50 |
930.00 |
928.00 |
929.00 |
-3.25 |
9 |
789 |
-3 |
Total Volume and Open Interest |
148,658 |
785,205 |
+9,761 |
Soybean Meal(CBOT) |
Dec19 |
191126 |
298.50 |
299.00 |
294.30 |
294.70 |
-3.60 |
45,552 |
30,351 |
-10,138 |
Jan20 |
191126 |
300.60 |
301.20 |
296.70 |
297.10 |
-3.50 |
57,800 |
145,302 |
+911 |
Mar20 |
191126 |
303.50 |
304.20 |
300.10 |
300.60 |
-2.90 |
26,339 |
108,608 |
+3,746 |
May20 |
191126 |
307.50 |
307.80 |
304.00 |
304.30 |
-2.80 |
9,897 |
55,825 |
+2,286 |
Jul20 |
191126 |
310.70 |
311.30 |
307.90 |
308.20 |
-2.50 |
5,316 |
38,074 |
+371 |
Aug20 |
191126 |
312.20 |
312.70 |
309.40 |
309.80 |
-2.30 |
926 |
7,468 |
+125 |
Sep20 |
191126 |
312.80 |
313.20 |
310.10 |
310.60 |
-2.00 |
710 |
7,026 |
+160 |
Oct20 |
191126 |
312.50 |
312.90 |
309.80 |
310.40 |
-2.00 |
547 |
5,306 |
-39 |
Dec20 |
191126 |
314.10 |
314.60 |
311.30 |
312.00 |
-2.00 |
1,420 |
20,287 |
+171 |
Jan21 |
191126 |
312.10 |
312.60 |
311.70 |
312.20 |
-1.90 |
0 |
1,367 |
+0 |
Total Volume and Open Interest |
148,516 |
423,249 |
-2,407 |
Soybean Oil(CBOT) |
Dec19 |
191126 |
30.46 |
30.52 |
30.12 |
30.22 |
-0.22 |
56,124 |
25,546 |
-22,364 |
Jan20 |
191126 |
30.62 |
30.66 |
30.28 |
30.40 |
-0.19 |
90,800 |
182,621 |
+13,652 |
Mar20 |
191126 |
30.90 |
30.95 |
30.58 |
30.69 |
-0.19 |
29,245 |
146,466 |
+2,420 |
May20 |
191126 |
31.23 |
31.28 |
30.93 |
31.04 |
-0.16 |
12,275 |
70,880 |
+554 |
Jul20 |
191126 |
31.55 |
31.61 |
31.26 |
31.38 |
-0.16 |
10,507 |
57,390 |
+2,204 |
Aug20 |
191126 |
31.71 |
31.71 |
31.38 |
31.50 |
-0.15 |
1,149 |
8,309 |
+215 |
Sep20 |
191126 |
31.57 |
31.79 |
31.46 |
31.59 |
-0.15 |
1,529 |
7,026 |
+553 |
Oct20 |
191126 |
31.81 |
31.81 |
31.49 |
31.60 |
-0.13 |
488 |
4,455 |
+98 |
Dec20 |
191126 |
31.91 |
31.93 |
31.59 |
31.72 |
-0.13 |
1,507 |
24,885 |
-286 |
Jan21 |
191126 |
31.78 |
31.95 |
31.77 |
31.88 |
-0.11 |
117 |
625 |
+56 |
Total Volume and Open Interest |
203,918 |
530,287 |
-2,845 |
Canola(WCE) |
Jan20 |
191126 |
458.9 |
459.0 |
456.3 |
457.2 |
-2.2 |
10,967 |
83,161 |
-2,895 |
Mar20 |
191126 |
467.8 |
468.0 |
465.3 |
466.4 |
-2.3 |
6,767 |
46,482 |
-826 |
May20 |
191126 |
475.8 |
475.8 |
473.5 |
475.0 |
-1.6 |
1,064 |
21,153 |
+161 |
Jul20 |
191126 |
482.1 |
482.3 |
480.0 |
481.5 |
-1.4 |
636 |
10,265 |
+253 |
Nov20 |
191126 |
483.8 |
485.3 |
481.9 |
483.9 |
+0.1 |
453 |
15,186 |
-141 |
Total Volume and Open Interest |
19,887 |
176,772 |
-3,448 |
Corn(CBOT) |
Dec19 |
191126 |
369.75 |
370.50 |
367.00 |
367.50 |
-3.00 |
199,301 |
186,535 |
-76,470 |
Mar20 |
191126 |
379.75 |
380.75 |
377.75 |
378.25 |
-2.50 |
228,125 |
713,847 |
+39,037 |
May20 |
191126 |
385.75 |
386.50 |
383.50 |
384.25 |
-2.25 |
39,588 |
183,283 |
+4,706 |
Jul20 |
191126 |
391.00 |
391.75 |
388.75 |
389.50 |
-2.50 |
29,945 |
220,776 |
+1,991 |
Sep20 |
191126 |
390.75 |
391.00 |
388.00 |
389.00 |
-2.50 |
4,201 |
60,716 |
+915 |
Dec20 |
191126 |
395.00 |
395.50 |
392.50 |
393.25 |
-2.25 |
15,708 |
155,094 |
+2,380 |
Mar21 |
191126 |
404.00 |
405.00 |
402.50 |
402.75 |
-2.25 |
1,393 |
7,236 |
+154 |
May21 |
191126 |
409.75 |
409.75 |
407.50 |
407.75 |
-2.25 |
128 |
1,538 |
+17 |
Jul21 |
191126 |
413.00 |
413.00 |
410.50 |
410.75 |
-2.75 |
377 |
3,217 |
+171 |
Sep21 |
191126 |
404.50 |
404.50 |
404.50 |
404.50 |
-1.25 |
6 |
823 |
+1 |
Total Volume and Open Interest |
518,835 |
1,540,017 |
-27,091 |
Wheat(CBOT) |
Dec19 |
191126 |
530.75 |
531.75 |
525.50 |
530.25 |
-0.75 |
44,721 |
25,147 |
-14,880 |
Mar20 |
191126 |
532.50 |
532.75 |
525.75 |
531.00 |
-2.00 |
97,627 |
195,766 |
+10,102 |
May20 |
191126 |
536.25 |
536.50 |
529.75 |
535.00 |
-1.50 |
21,114 |
54,969 |
-437 |
Jul20 |
191126 |
535.75 |
536.00 |
530.00 |
534.75 |
-1.25 |
20,280 |
58,626 |
+2,132 |
Sep20 |
191126 |
541.25 |
542.00 |
536.50 |
541.00 |
-1.25 |
3,320 |
13,413 |
+385 |
Dec20 |
191126 |
551.75 |
552.00 |
546.75 |
550.75 |
-1.75 |
2,909 |
17,976 |
+502 |
Total Volume and Open Interest |
190,360 |
369,228 |
-2,032 |
Wheat(KCBT) |
Dec19 |
191126 |
435.25 |
435.75 |
427.75 |
432.50 |
-3.00 |
22,783 |
16,602 |
-7,185 |
Mar20 |
191126 |
445.00 |
445.25 |
436.25 |
441.50 |
-3.75 |
41,261 |
155,231 |
+3,188 |
May20 |
191126 |
452.50 |
452.50 |
444.00 |
449.50 |
-3.00 |
14,071 |
38,770 |
+439 |
Jul20 |
191126 |
458.75 |
458.75 |
451.25 |
456.75 |
-3.00 |
4,580 |
34,413 |
+424 |
Sep20 |
191126 |
468.00 |
468.00 |
460.75 |
465.75 |
-3.00 |
1,181 |
8,799 |
-13 |
Dec20 |
191126 |
478.75 |
480.75 |
474.50 |
479.25 |
-3.00 |
1,096 |
12,952 |
-101 |
Mar21 |
191126 |
487.25 |
492.25 |
486.50 |
491.50 |
-2.00 |
47 |
1,038 |
+1 |
Total Volume and Open Interest |
85,025 |
267,945 |
-3,243 |
Wheat(MGE) |
Dec19 |
191126 |
499.25 |
500.00 |
493.50 |
494.00 |
-4.25 |
8,312 |
7,854 |
-3,989 |
Mar20 |
191126 |
513.50 |
514.75 |
510.00 |
512.00 |
-1.00 |
9,736 |
36,231 |
+1,237 |
May20 |
191126 |
522.25 |
522.75 |
518.00 |
521.75 |
+0.75 |
3,442 |
8,842 |
+1,201 |
Jul20 |
191126 |
528.50 |
532.75 |
528.50 |
532.25 |
+1.50 |
888 |
5,341 |
+150 |
Sep20 |
191126 |
542.50 |
543.50 |
539.00 |
542.50 |
+1.50 |
160 |
4,278 |
+38 |
Dec20 |
191126 |
553.50 |
558.75 |
553.50 |
557.25 |
+1.75 |
43 |
2,333 |
-12 |
Total Volume and Open Interest |
22,581 |
65,861 |
-1,375 |
Oats(CBOT) |
Dec19 |
191126 |
314.75 |
318.50 |
312.00 |
316.00 |
+1.25 |
589 |
1,171 |
-358 |
Mar20 |
191126 |
319.75 |
324.50 |
319.50 |
322.25 |
+1.50 |
855 |
5,927 |
+510 |
May20 |
191126 |
319.25 |
319.25 |
315.50 |
316.25 |
-0.75 |
81 |
202 |
+31 |
Jul20 |
191126 |
302.25 |
302.25 |
301.75 |
301.75 |
-4.50 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,531 |
7,380 |
+189 |
Rough Rice(CBOT) |
Jan20 |
191126 |
12.19 |
12.27 |
12.15 |
12.24 |
+0.05 |
404 |
8,257 |
-2 |
Mar20 |
191126 |
12.37 |
12.44 |
12.36 |
12.42 |
+0.05 |
86 |
610 |
+61 |
May20 |
191126 |
12.59 |
12.59 |
12.59 |
12.59 |
+0.05 |
0 |
14 |
+0 |
Jul20 |
191126 |
12.65 |
12.65 |
12.65 |
12.65 |
+0.03 |
0 |
26 |
+0 |
Total Volume and Open Interest |
490 |
8,907 |
+59 |
Live Cattle(CME) |
Dec19 |
191126 |
119.900 |
120.785 |
119.600 |
120.400 |
+0.700 |
13,189 |
43,454 |
-2,343 |
Feb20 |
191126 |
125.285 |
126.000 |
124.885 |
125.680 |
+0.530 |
32,814 |
162,689 |
+5,154 |
Apr20 |
191126 |
125.250 |
126.430 |
125.050 |
126.100 |
+0.870 |
14,451 |
81,572 |
+861 |
Jun20 |
191126 |
116.400 |
117.100 |
115.980 |
117.000 |
+0.670 |
10,643 |
65,394 |
+417 |
Aug20 |
191126 |
114.430 |
114.785 |
113.800 |
114.730 |
+0.550 |
3,972 |
19,755 |
+628 |
Oct20 |
191126 |
115.900 |
116.230 |
115.200 |
116.100 |
+0.465 |
1,408 |
4,585 |
+139 |
Total Volume and Open Interest |
76,961 |
380,787 |
+5,010 |
Feeder Cattle(CME) |
Jan20 |
191126 |
142.100 |
142.400 |
140.750 |
141.630 |
-0.355 |
8,935 |
22,466 |
-1,014 |
Mar20 |
191126 |
142.550 |
142.750 |
141.235 |
142.235 |
-0.115 |
3,381 |
11,000 |
+231 |
Apr20 |
191126 |
144.100 |
144.250 |
143.000 |
144.050 |
+0.300 |
1,415 |
4,543 |
-40 |
May20 |
191126 |
144.935 |
145.300 |
144.080 |
145.185 |
+0.535 |
1,022 |
3,181 |
-5 |
Aug20 |
191126 |
149.785 |
150.200 |
148.950 |
150.050 |
+0.550 |
536 |
3,325 |
+115 |
Sep20 |
191126 |
150.000 |
150.650 |
149.700 |
150.580 |
+0.545 |
108 |
426 |
+20 |
Oct20 |
191126 |
150.080 |
150.450 |
149.600 |
150.185 |
+0.085 |
38 |
68 |
+14 |
Total Volume and Open Interest |
15,435 |
45,009 |
-679 |
Lean Hogs(CME) |
Dec19 |
191126 |
61.200 |
61.235 |
60.600 |
60.830 |
-0.205 |
6,713 |
30,358 |
-1,653 |
Feb20 |
191126 |
67.930 |
68.200 |
66.930 |
67.830 |
+0.080 |
17,047 |
111,419 |
+1,935 |
Apr20 |
191126 |
74.100 |
74.535 |
73.285 |
74.350 |
+0.465 |
5,944 |
63,652 |
+284 |
May20 |
191126 |
80.100 |
80.635 |
79.650 |
80.635 |
+0.635 |
74 |
1,506 |
+18 |
Jun20 |
191126 |
85.450 |
86.250 |
84.900 |
86.050 |
+0.665 |
4,043 |
33,053 |
-9 |
Jul20 |
191126 |
86.100 |
86.700 |
85.480 |
86.430 |
+0.500 |
1,531 |
21,033 |
+14 |
Aug20 |
191126 |
85.250 |
86.000 |
84.750 |
85.635 |
+0.485 |
2,608 |
17,376 |
+302 |
Oct20 |
191126 |
73.200 |
74.300 |
72.900 |
73.950 |
+0.870 |
1,192 |
9,481 |
+79 |
Total Volume and Open Interest |
39,717 |
294,576 |
+1,083 |
Class III Milk(CME) |
Nov19 |
191126 |
20.33 |
20.37 |
20.32 |
20.37 |
+0.01 |
210 |
5,436 |
-8 |
Dec19 |
191126 |
18.78 |
19.13 |
18.78 |
19.07 |
+0.28 |
427 |
4,719 |
-3 |
Jan20 |
191126 |
18.36 |
18.70 |
18.35 |
18.66 |
+0.30 |
315 |
3,525 |
+34 |
Feb20 |
191126 |
17.76 |
18.13 |
17.73 |
18.08 |
+0.31 |
141 |
1,977 |
+37 |
Mar20 |
191126 |
17.31 |
17.81 |
17.31 |
17.73 |
+0.26 |
100 |
1,607 |
+31 |
Apr20 |
191126 |
17.40 |
17.55 |
17.38 |
17.49 |
+0.09 |
51 |
1,254 |
+13 |
May20 |
191126 |
17.33 |
17.42 |
17.25 |
17.40 |
+0.07 |
38 |
1,117 |
+5 |
Jun20 |
191126 |
17.39 |
17.40 |
17.31 |
17.38 |
-0.01 |
32 |
1,077 |
+5 |
Jul20 |
191126 |
17.47 |
17.55 |
17.45 |
17.51 |
-0.04 |
10 |
623 |
+8 |
Aug20 |
191126 |
17.49 |
17.63 |
17.49 |
17.63 |
unch |
15 |
467 |
+4 |
Sep20 |
191126 |
17.55 |
17.69 |
17.40 |
17.69 |
-0.02 |
12 |
578 |
+0 |
Oct20 |
191126 |
17.46 |
17.60 |
17.46 |
17.49 |
-0.11 |
8 |
401 |
+0 |
Nov20 |
191126 |
17.47 |
17.51 |
17.46 |
17.47 |
unch |
9 |
444 |
+3 |
Total Volume and Open Interest |
1,377 |
23,763 |
+133 |
Cocoa(ICE) |
Dec19 |
191126 |
2687 |
2705 |
2640 |
2705 |
+58 |
7 |
221 |
-8 |
Mar20 |
191126 |
2604 |
2675 |
2601 |
2656 |
+58 |
16,998 |
132,036 |
-1,716 |
May20 |
191126 |
2621 |
2691 |
2621 |
2674 |
+56 |
7,521 |
78,142 |
-108 |
Jul20 |
191126 |
2622 |
2680 |
2616 |
2666 |
+51 |
2,745 |
34,401 |
+42 |
Sep20 |
191126 |
2601 |
2650 |
2594 |
2638 |
+46 |
1,713 |
28,278 |
+254 |
Dec20 |
191126 |
2545 |
2589 |
2536 |
2576 |
+38 |
1,589 |
32,282 |
+73 |
Mar21 |
191126 |
2497 |
2534 |
2489 |
2522 |
+34 |
587 |
13,272 |
-123 |
Total Volume and Open Interest |
31,424 |
325,769 |
-1,601 |
Coffee "C"(ICE) |
Dec19 |
191126 |
117.75 |
117.75 |
115.00 |
115.70 |
-2.10 |
28 |
572 |
-26 |
Mar20 |
191126 |
118.65 |
119.05 |
115.50 |
116.85 |
-2.05 |
30,163 |
121,942 |
-329 |
May20 |
191126 |
120.00 |
121.20 |
117.75 |
119.15 |
-2.00 |
11,308 |
62,225 |
-432 |
Jul20 |
191126 |
122.50 |
123.10 |
119.70 |
121.10 |
-2.00 |
6,660 |
35,872 |
+1,430 |
Sep20 |
191126 |
124.25 |
124.70 |
121.35 |
122.80 |
-1.95 |
4,074 |
17,812 |
+35 |
Dec20 |
191126 |
126.40 |
126.85 |
123.60 |
125.00 |
-1.90 |
1,275 |
15,620 |
+176 |
Total Volume and Open Interest |
55,306 |
272,308 |
+1,624 |
Orange Juice(ICE) |
Jan20 |
191126 |
99.55 |
100.25 |
99.30 |
99.75 |
+0.20 |
498 |
13,341 |
-71 |
Mar20 |
191126 |
102.70 |
103.00 |
102.40 |
102.70 |
+0.25 |
162 |
2,156 |
+46 |
May20 |
191126 |
105.75 |
105.85 |
105.55 |
105.55 |
+0.10 |
2 |
854 |
+0 |
Jul20 |
191126 |
108.60 |
108.60 |
108.35 |
108.35 |
-0.05 |
1 |
414 |
+1 |
Sep20 |
191126 |
111.45 |
111.45 |
111.45 |
111.45 |
-0.05 |
0 |
186 |
+0 |
Nov20 |
191126 |
114.55 |
114.55 |
114.55 |
114.55 |
-0.05 |
0 |
194 |
+0 |
Total Volume and Open Interest |
663 |
17,300 |
-24 |
Sugar #11(ICE) |
Mar20 |
191126 |
12.80 |
12.89 |
12.66 |
12.78 |
-0.04 |
43,947 |
482,656 |
+2,296 |
May20 |
191126 |
12.89 |
12.95 |
12.74 |
12.86 |
-0.05 |
14,875 |
183,919 |
+796 |
Jul20 |
191126 |
12.95 |
13.02 |
12.82 |
12.92 |
-0.06 |
9,290 |
127,096 |
+882 |
Oct20 |
191126 |
13.15 |
13.20 |
13.00 |
13.09 |
-0.07 |
7,339 |
95,738 |
+601 |
Mar21 |
191126 |
13.67 |
13.71 |
13.52 |
13.61 |
-0.07 |
4,141 |
52,083 |
+1,380 |
May21 |
191126 |
13.68 |
13.68 |
13.46 |
13.54 |
-0.11 |
755 |
10,268 |
+153 |
Jul21 |
191126 |
13.62 |
13.62 |
13.39 |
13.48 |
-0.14 |
644 |
9,891 |
+280 |
Oct21 |
191126 |
13.75 |
13.75 |
13.45 |
13.54 |
-0.17 |
385 |
7,909 |
+90 |
Total Volume and Open Interest |
82,290 |
975,024 |
+7,208 |
London Cocoa(LCE) |
Dec19 |
191126 |
2049 |
2064 |
2041 |
2056 |
+7 |
3,917 |
43,864 |
-1,669 |
Mar20 |
191126 |
1914 |
1951 |
1914 |
1939 |
+25 |
8,423 |
103,089 |
+666 |
May20 |
191126 |
1883 |
1918 |
1883 |
1910 |
+27 |
4,187 |
58,268 |
-53 |
Jul20 |
191126 |
1871 |
1901 |
1868 |
1894 |
+26 |
1,259 |
44,620 |
-36 |
Sep20 |
191126 |
1852 |
1876 |
1846 |
1870 |
+22 |
1,096 |
35,957 |
-7 |
Dec20 |
191126 |
1794 |
1810 |
1784 |
1804 |
+13 |
986 |
35,666 |
+366 |
Mar21 |
191126 |
1762 |
1770 |
1750 |
1767 |
+10 |
775 |
17,486 |
+62 |
Total Volume and Open Interest |
20,759 |
348,686 |
-686 |
London Sugar(LCE) |
Mar20 |
191126 |
342.80 |
343.90 |
340.70 |
342.60 |
+0.20 |
8,722 |
49,319 |
-1,674 |
May20 |
191126 |
346.30 |
347.20 |
343.20 |
345.80 |
-0.40 |
3,772 |
13,497 |
+51 |
Aug20 |
191126 |
351.10 |
352.10 |
348.10 |
350.60 |
-0.90 |
908 |
8,306 |
+167 |
Oct20 |
191126 |
355.10 |
355.30 |
352.20 |
354.10 |
-1.20 |
93 |
3,425 |
-23 |
Dec20 |
191126 |
359.70 |
359.70 |
358.10 |
359.60 |
-1.20 |
15 |
2,028 |
+5 |
Total Volume and Open Interest |
13,553 |
77,828 |
-1,472 |
Cotton(ICE) |
Dec19 |
191126 |
64.71 |
64.90 |
64.66 |
64.90 |
+0.21 |
45 |
942 |
-280 |
Mar20 |
191126 |
65.70 |
66.14 |
65.42 |
65.95 |
+0.15 |
16,023 |
123,154 |
+189 |
May20 |
191126 |
66.84 |
67.20 |
66.43 |
67.06 |
+0.25 |
4,362 |
30,953 |
+208 |
Jul20 |
191126 |
67.33 |
67.99 |
67.19 |
67.88 |
+0.30 |
1,280 |
16,333 |
-3 |
Oct20 |
191126 |
67.78 |
67.78 |
67.78 |
67.78 |
+0.30 |
0 |
5 |
+0 |
Dec20 |
191126 |
67.50 |
67.91 |
67.37 |
67.80 |
+0.22 |
371 |
24,389 |
+125 |
Total Volume and Open Interest |
22,176 |
197,537 |
+224 |
Lumber(CME) |
Jan20 |
191126 |
411.0 |
413.3 |
403.3 |
412.9 |
-8.4 |
810 |
2,632 |
+216 |
Mar20 |
191126 |
415.7 |
416.6 |
405.6 |
416.6 |
-7.0 |
238 |
532 |
+89 |
May20 |
191126 |
406.0 |
409.2 |
398.4 |
409.2 |
-7.2 |
80 |
230 |
+18 |
Jul20 |
191126 |
392.0 |
398.7 |
389.9 |
398.7 |
-5.3 |
22 |
65 |
+18 |
Sep20 |
191126 |
396.9 |
396.9 |
388.4 |
396.9 |
-5.7 |
2 |
2 |
+1 |
Nov20 |
191126 |
395.4 |
395.4 |
395.4 |
395.4 |
-5.7 |
|
|
|
Jan21 |
191126 |
393.9 |
393.9 |
393.9 |
393.9 |
-5.7 |
|
|
|
Total Volume and Open Interest |
1,152 |
3,461 |
+342 |
Crude Oil(NYM) |
Jan20 |
191126 |
57.92 |
58.56 |
57.76 |
58.41 |
+0.40 |
420,642 |
468,297 |
-4,494 |
Feb20 |
191126 |
57.85 |
58.47 |
57.66 |
58.32 |
+0.41 |
68,814 |
210,636 |
-910 |
Mar20 |
191126 |
57.48 |
58.20 |
57.40 |
58.06 |
+0.43 |
47,459 |
218,887 |
+2,924 |
Apr20 |
191126 |
57.19 |
57.85 |
57.06 |
57.71 |
+0.43 |
21,213 |
103,548 |
+2,466 |
May20 |
191126 |
56.73 |
57.44 |
56.69 |
57.32 |
+0.44 |
13,486 |
91,482 |
+782 |
Jun20 |
191126 |
56.30 |
57.01 |
56.20 |
56.87 |
+0.43 |
33,529 |
204,239 |
+460 |
Jul20 |
191126 |
55.90 |
56.51 |
55.79 |
56.40 |
+0.42 |
6,225 |
70,968 |
-976 |
Aug20 |
191126 |
55.43 |
56.02 |
55.35 |
55.96 |
+0.42 |
3,486 |
45,615 |
+622 |
Sep20 |
191126 |
55.07 |
55.66 |
54.96 |
55.56 |
+0.41 |
5,877 |
88,797 |
+5 |
Oct20 |
191126 |
54.97 |
55.30 |
54.64 |
55.23 |
+0.41 |
1,271 |
50,503 |
+113 |
Nov20 |
191126 |
54.47 |
55.01 |
54.47 |
54.95 |
+0.40 |
997 |
44,604 |
-97 |
Dec20 |
191126 |
54.17 |
54.81 |
54.09 |
54.71 |
+0.40 |
20,747 |
194,967 |
+597 |
Jan21 |
191126 |
53.96 |
54.51 |
53.96 |
54.46 |
+0.39 |
652 |
34,916 |
+208 |
Feb21 |
191126 |
54.01 |
54.23 |
54.00 |
54.23 |
+0.38 |
578 |
20,272 |
-250 |
Mar21 |
191126 |
54.10 |
54.10 |
54.02 |
54.02 |
+0.37 |
2,014 |
29,850 |
+39 |
Apr21 |
191126 |
53.83 |
53.83 |
53.83 |
53.83 |
+0.36 |
812 |
9,952 |
+31 |
Total Volume and Open Interest |
665,276 |
2,179,500 |
+3,182 |
e-miNY Crude Oil(NYM) |
Jan20 |
191126 |
57.875 |
58.550 |
57.750 |
58.400 |
+0.400 |
14,604 |
2,269 |
-112 |
Feb20 |
191126 |
57.825 |
58.450 |
57.675 |
58.325 |
+0.425 |
461 |
391 |
+39 |
Mar20 |
191126 |
57.575 |
58.150 |
57.475 |
58.050 |
+0.425 |
139 |
234 |
+7 |
Apr20 |
191126 |
57.650 |
57.700 |
57.550 |
57.700 |
+0.425 |
0 |
153 |
-1 |
May20 |
191126 |
57.275 |
57.325 |
56.850 |
57.325 |
+0.450 |
7 |
124 |
+0 |
Jun20 |
191126 |
56.525 |
56.925 |
56.350 |
56.875 |
+0.425 |
3 |
36 |
+1 |
Jul20 |
191126 |
56.400 |
56.400 |
55.950 |
56.400 |
+0.425 |
0 |
44 |
+0 |
Aug20 |
191126 |
55.950 |
55.950 |
55.950 |
55.950 |
+0.400 |
0 |
36 |
+0 |
Sep20 |
191126 |
55.550 |
55.550 |
55.125 |
55.550 |
+0.400 |
0 |
26 |
+0 |
Oct20 |
191126 |
55.225 |
55.225 |
55.225 |
55.225 |
+0.400 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,215 |
3,421 |
-65 |
NY Harbor ULSD(NYM) |
Dec19 |
191126 |
194.36 |
196.58 |
194.00 |
196.06 |
+1.63 |
30,685 |
19,277 |
-10,697 |
Jan20 |
191126 |
194.16 |
196.46 |
193.79 |
195.80 |
+1.57 |
66,279 |
121,027 |
+1,797 |
Feb20 |
191126 |
193.62 |
195.96 |
193.45 |
195.37 |
+1.54 |
22,839 |
55,916 |
-722 |
Mar20 |
191126 |
192.79 |
194.73 |
192.32 |
194.18 |
+1.42 |
15,060 |
62,962 |
+1,063 |
Apr20 |
191126 |
191.29 |
192.92 |
190.66 |
192.43 |
+1.34 |
7,208 |
54,542 |
+7 |
May20 |
191126 |
189.85 |
191.49 |
189.61 |
191.10 |
+1.31 |
3,824 |
27,625 |
-297 |
Jun20 |
191126 |
188.75 |
190.59 |
188.56 |
190.19 |
+1.24 |
5,158 |
26,014 |
-364 |
Jul20 |
191126 |
189.47 |
189.96 |
188.44 |
189.81 |
+1.17 |
808 |
8,424 |
+152 |
Aug20 |
191126 |
189.00 |
189.79 |
188.28 |
189.58 |
+1.09 |
369 |
4,667 |
-61 |
Sep20 |
191126 |
189.10 |
189.95 |
188.19 |
189.56 |
+1.05 |
423 |
5,984 |
+52 |
Oct20 |
191126 |
189.33 |
189.66 |
188.51 |
189.64 |
+1.01 |
230 |
3,391 |
+18 |
Nov20 |
191126 |
189.45 |
190.09 |
188.79 |
189.77 |
+0.98 |
319 |
2,722 |
+123 |
Dec20 |
191126 |
189.22 |
190.32 |
188.42 |
189.88 |
+0.97 |
1,936 |
18,641 |
+565 |
Jan21 |
191126 |
190.00 |
190.17 |
189.94 |
189.94 |
+0.95 |
151 |
2,989 |
+7 |
Total Volume and Open Interest |
155,414 |
422,931 |
-8,317 |
RBOB Gasoline(NYM) |
Dec19 |
191126 |
167.59 |
170.80 |
167.34 |
170.47 |
+2.99 |
37,446 |
25,209 |
-14,831 |
Jan20 |
191126 |
167.00 |
170.15 |
166.83 |
169.76 |
+2.61 |
86,377 |
170,191 |
-2,620 |
Feb20 |
191126 |
167.27 |
169.94 |
166.88 |
169.60 |
+2.33 |
33,541 |
53,675 |
-1,781 |
Mar20 |
191126 |
168.04 |
170.54 |
167.63 |
170.12 |
+1.99 |
18,566 |
47,562 |
+1,183 |
Apr20 |
191126 |
184.47 |
186.48 |
183.72 |
185.96 |
+1.56 |
8,142 |
28,650 |
-295 |
May20 |
191126 |
183.87 |
185.97 |
183.41 |
185.54 |
+1.48 |
3,361 |
19,048 |
+231 |
Jun20 |
191126 |
182.58 |
184.20 |
181.79 |
183.80 |
+1.32 |
4,685 |
18,462 |
+164 |
Jul20 |
191126 |
180.33 |
181.53 |
180.06 |
181.28 |
+1.18 |
1,085 |
9,756 |
+220 |
Aug20 |
191126 |
177.55 |
178.48 |
177.26 |
178.36 |
+1.05 |
414 |
3,367 |
-33 |
Sep20 |
191126 |
174.22 |
175.00 |
173.76 |
174.92 |
+1.02 |
763 |
4,048 |
-37 |
Total Volume and Open Interest |
197,810 |
397,040 |
-17,251 |
e-miNY RBOB Gasoline(NYM) |
Dec19 |
191126 |
167.40 |
170.47 |
167.40 |
170.47 |
+2.99 |
0 |
1 |
+0 |
Jan20 |
191126 |
169.76 |
169.76 |
169.76 |
169.76 |
+2.61 |
|
|
|
Feb20 |
191126 |
169.60 |
169.60 |
169.60 |
169.60 |
+2.33 |
|
|
|
Mar20 |
191126 |
170.12 |
170.12 |
170.12 |
170.12 |
+1.99 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Dec19 |
191126 |
2.520 |
2.532 |
2.421 |
2.470 |
-0.061 |
70,298 |
5,425 |
-13,102 |
Jan20 |
191126 |
2.580 |
2.583 |
2.500 |
2.533 |
-0.051 |
271,673 |
373,342 |
+13,701 |
Feb20 |
191126 |
2.541 |
2.541 |
2.469 |
2.501 |
-0.040 |
48,959 |
112,578 |
+211 |
Mar20 |
191126 |
2.440 |
2.440 |
2.384 |
2.410 |
-0.038 |
57,293 |
181,639 |
+5,354 |
Apr20 |
191126 |
2.295 |
2.307 |
2.265 |
2.289 |
-0.015 |
47,807 |
116,479 |
+1,485 |
May20 |
191126 |
2.284 |
2.296 |
2.260 |
2.283 |
-0.008 |
21,686 |
89,578 |
+201 |
Jun20 |
191126 |
2.323 |
2.335 |
2.301 |
2.323 |
-0.008 |
11,303 |
35,072 |
-282 |
Jul20 |
191126 |
2.368 |
2.378 |
2.346 |
2.369 |
-0.007 |
6,224 |
29,096 |
-188 |
Aug20 |
191126 |
2.382 |
2.394 |
2.362 |
2.386 |
-0.005 |
3,504 |
26,957 |
+279 |
Sep20 |
191126 |
2.382 |
2.384 |
2.354 |
2.377 |
-0.003 |
1,813 |
26,453 |
+343 |
Oct20 |
191126 |
2.404 |
2.416 |
2.385 |
2.410 |
-0.002 |
13,364 |
65,175 |
+3,039 |
Nov20 |
191126 |
2.482 |
2.482 |
2.457 |
2.480 |
-0.003 |
2,234 |
21,346 |
-35 |
Dec20 |
191126 |
2.660 |
2.660 |
2.632 |
2.655 |
-0.003 |
1,668 |
23,625 |
+449 |
Jan21 |
191126 |
2.770 |
2.775 |
2.752 |
2.775 |
-0.003 |
4,748 |
20,631 |
+1,702 |
Feb21 |
191126 |
2.722 |
2.730 |
2.705 |
2.730 |
-0.002 |
199 |
9,749 |
+91 |
Mar21 |
191126 |
2.588 |
2.598 |
2.577 |
2.598 |
-0.003 |
529 |
11,841 |
+52 |
Total Volume and Open Interest |
565,221 |
1,199,314 |
+13,616 |
Brent Crude Oil(ICE) |
Jan20 |
191126 |
63.70 |
64.32 |
63.44 |
64.27 |
+0.62 |
212,053 |
183,478 |
-38,754 |
Feb20 |
191126 |
62.68 |
63.26 |
62.42 |
63.21 |
+0.59 |
228,754 |
542,263 |
+14,987 |
Mar20 |
191126 |
61.97 |
62.56 |
61.74 |
62.51 |
+0.58 |
90,629 |
304,240 |
+1,847 |
Apr20 |
191126 |
61.48 |
62.06 |
61.27 |
62.00 |
+0.56 |
41,882 |
106,040 |
-5,287 |
May20 |
191126 |
60.96 |
61.66 |
60.87 |
61.59 |
+0.55 |
23,269 |
126,683 |
-1,197 |
Jun20 |
191126 |
60.64 |
61.29 |
60.51 |
61.21 |
+0.54 |
46,331 |
275,544 |
+2,859 |
Jul20 |
191126 |
60.27 |
60.91 |
60.21 |
60.84 |
+0.53 |
7,137 |
102,684 |
+466 |
Aug20 |
191126 |
59.93 |
60.59 |
59.86 |
60.53 |
+0.52 |
9,840 |
76,609 |
+4,151 |
Sep20 |
191126 |
59.70 |
60.34 |
59.61 |
60.27 |
+0.52 |
11,184 |
111,111 |
-26 |
Oct20 |
191126 |
60.00 |
60.00 |
60.00 |
60.00 |
+0.51 |
8,357 |
71,294 |
+967 |
Nov20 |
191126 |
59.69 |
59.76 |
59.69 |
59.76 |
+0.50 |
2,459 |
48,559 |
+617 |
Dec20 |
191126 |
58.99 |
59.58 |
58.90 |
59.51 |
+0.50 |
28,001 |
233,120 |
+899 |
Jan21 |
191126 |
59.33 |
59.33 |
59.33 |
59.33 |
+0.49 |
1,558 |
40,202 |
+332 |
Feb21 |
191126 |
59.34 |
59.72 |
58.79 |
59.17 |
+0.49 |
1,715 |
33,899 |
+402 |
Total Volume and Open Interest |
727,901 |
2,623,195 |
-17,199 |
Gas Oil(ICE) |
Dec19 |
191126 |
586.50 |
593.50 |
585.25 |
589.50 |
+6.75 |
40,293 |
123,032 |
-2,990 |
Jan20 |
191126 |
586.00 |
592.75 |
585.25 |
589.25 |
+6.50 |
59,665 |
166,582 |
+2,060 |
Feb20 |
191126 |
585.75 |
592.00 |
584.75 |
588.75 |
+6.25 |
28,871 |
80,056 |
+1,527 |
Mar20 |
191126 |
584.00 |
589.50 |
582.50 |
586.25 |
+6.00 |
17,594 |
80,677 |
+611 |
Apr20 |
191126 |
580.25 |
586.25 |
579.75 |
583.25 |
+5.75 |
6,877 |
51,841 |
+324 |
May20 |
191126 |
578.50 |
583.00 |
576.75 |
580.00 |
+5.25 |
2,548 |
47,146 |
+128 |
Jun20 |
191126 |
574.50 |
579.50 |
573.50 |
576.50 |
+4.75 |
8,693 |
70,967 |
+737 |
Jul20 |
191126 |
573.25 |
577.75 |
572.75 |
574.75 |
+4.50 |
1,304 |
26,480 |
+192 |
Aug20 |
191126 |
573.00 |
576.00 |
571.00 |
573.50 |
+4.50 |
702 |
21,170 |
+157 |
Sep20 |
191126 |
571.50 |
575.50 |
571.00 |
572.75 |
+4.50 |
1,457 |
24,389 |
-43 |
Total Volume and Open Interest |
173,988 |
829,604 |
+2,539 |
Ethanol(CBOT) |
Dec19 |
191126 |
1.530 |
1.558 |
1.486 |
1.500 |
-0.016 |
55 |
92 |
-48 |
Jan20 |
191126 |
1.451 |
1.462 |
1.415 |
1.419 |
-0.028 |
124 |
492 |
+37 |
Feb20 |
191126 |
1.473 |
1.473 |
1.438 |
1.438 |
-0.028 |
32 |
44 |
+0 |
Mar20 |
191126 |
1.458 |
1.458 |
1.458 |
1.458 |
-0.028 |
3 |
92 |
+1 |
Apr20 |
191126 |
1.489 |
1.489 |
1.489 |
1.489 |
-0.028 |
|
|
|
May20 |
191126 |
1.489 |
1.489 |
1.489 |
1.489 |
-0.028 |
|
|
|
Jun20 |
191126 |
1.489 |
1.489 |
1.489 |
1.489 |
-0.028 |
|
|
|
Jul20 |
191126 |
1.489 |
1.489 |
1.489 |
1.489 |
-0.028 |
|
|
|
Total Volume and Open Interest |
214 |
720 |
-10 |
WTI Crude Oil(ICE) |
Jan20 |
191126 |
57.96 |
58.55 |
57.77 |
58.41 |
+0.40 |
31,226 |
86,799 |
-1,629 |
Feb20 |
191126 |
57.88 |
58.46 |
57.70 |
58.32 |
+0.41 |
38,759 |
79,454 |
+829 |
Mar20 |
191126 |
57.59 |
58.19 |
57.42 |
58.06 |
+0.43 |
27,242 |
63,852 |
-215 |
Apr20 |
191126 |
57.32 |
57.85 |
57.06 |
57.71 |
+0.43 |
13,897 |
29,709 |
-541 |
May20 |
191126 |
56.78 |
57.43 |
56.78 |
57.32 |
+0.44 |
7,459 |
19,292 |
+325 |
Jun20 |
191126 |
56.48 |
56.99 |
56.23 |
56.87 |
+0.43 |
12,668 |
70,095 |
-1,313 |
Jul20 |
191126 |
56.02 |
56.43 |
56.02 |
56.40 |
+0.42 |
1,492 |
13,657 |
-234 |
Aug20 |
191126 |
55.94 |
55.96 |
55.54 |
55.96 |
+0.42 |
340 |
7,754 |
+68 |
Sep20 |
191126 |
55.15 |
55.59 |
55.15 |
55.56 |
+0.41 |
783 |
15,662 |
-67 |
Oct20 |
191126 |
55.23 |
55.23 |
55.23 |
55.23 |
+0.41 |
81 |
7,814 |
+21 |
Nov20 |
191126 |
54.95 |
54.95 |
54.95 |
54.95 |
+0.40 |
45 |
6,154 |
+20 |
Dec20 |
191126 |
54.41 |
54.75 |
54.32 |
54.71 |
+0.40 |
4,911 |
88,005 |
+194 |
Jan21 |
191126 |
54.46 |
54.46 |
54.46 |
54.46 |
+0.39 |
84 |
3,529 |
+24 |
Feb21 |
191126 |
54.23 |
54.23 |
54.23 |
54.23 |
+0.38 |
21 |
3,150 |
+1 |
Mar21 |
191126 |
54.02 |
54.02 |
54.02 |
54.02 |
+0.37 |
7 |
3,831 |
+0 |
Apr21 |
191126 |
53.83 |
53.83 |
53.83 |
53.83 |
+0.36 |
0 |
2,222 |
+0 |
Total Volume and Open Interest |
142,855 |
618,902 |
-1,495 |
US Dollar Index(ICE) |
Dec19 |
191126 |
98.250 |
98.310 |
98.145 |
98.170 |
-0.068 |
8,188 |
40,124 |
-104 |
Mar20 |
191126 |
97.780 |
97.865 |
97.715 |
97.735 |
-0.067 |
173 |
2,145 |
+39 |
Jun20 |
191126 |
97.375 |
97.375 |
97.375 |
97.375 |
-0.067 |
0 |
224 |
+0 |
Total Volume and Open Interest |
8,361 |
42,543 |
-65 |
Australian Dollar(CME) |
Dec19 |
191126 |
67.81 |
67.99 |
67.70 |
67.92 |
+0.13 |
60,501 |
182,636 |
+3,687 |
Mar20 |
191126 |
67.97 |
68.13 |
67.87 |
68.08 |
+0.13 |
748 |
1,768 |
+265 |
Jun20 |
191126 |
68.22 |
68.24 |
68.08 |
68.22 |
+0.13 |
2 |
160 |
+0 |
Total Volume and Open Interest |
62,276 |
185,391 |
+4,231 |
British Pound(CME) |
Dec19 |
191126 |
129.06 |
129.11 |
128.41 |
128.77 |
-0.35 |
91,567 |
219,681 |
+2,724 |
Mar20 |
191126 |
129.39 |
129.44 |
128.82 |
129.16 |
-0.35 |
1,899 |
4,731 |
+1,246 |
Jun20 |
191126 |
129.47 |
129.47 |
129.26 |
129.47 |
-0.35 |
6 |
205 |
-5 |
Total Volume and Open Interest |
94,534 |
225,687 |
+3,622 |
Canadian Dollar(CME) |
Dec19 |
191126 |
75.20 |
75.37 |
75.10 |
75.33 |
+0.19 |
45,681 |
163,030 |
+1,190 |
Mar20 |
191126 |
75.20 |
75.40 |
75.14 |
75.37 |
+0.19 |
408 |
5,220 |
+262 |
Jun20 |
191126 |
75.20 |
75.41 |
75.19 |
75.38 |
+0.19 |
14 |
939 |
+3 |
Sep20 |
191126 |
75.37 |
75.37 |
75.37 |
75.37 |
+0.18 |
0 |
371 |
+0 |
Total Volume and Open Interest |
46,414 |
170,724 |
+1,263 |
Japanese Yen(CME) |
Dec19 |
191126 |
91.89 |
91.94 |
91.66 |
91.80 |
-0.06 |
79,924 |
186,846 |
+5,905 |
Mar20 |
191126 |
92.45 |
92.50 |
92.23 |
92.37 |
-0.06 |
1,809 |
5,112 |
+1,492 |
Jun20 |
191126 |
92.85 |
92.85 |
92.78 |
92.85 |
-0.06 |
1 |
48 |
+0 |
Total Volume and Open Interest |
82,775 |
194,525 |
+7,426 |
Swiss Franc(CME) |
Dec19 |
191126 |
100.45 |
100.50 |
100.26 |
100.42 |
-0.01 |
25,125 |
77,228 |
+1,260 |
Mar20 |
191126 |
101.15 |
101.22 |
100.98 |
101.14 |
-0.01 |
269 |
542 |
+223 |
Jun20 |
191126 |
101.79 |
101.79 |
101.77 |
101.79 |
-0.01 |
0 |
31 |
+0 |
Total Volume and Open Interest |
25,394 |
77,803 |
+1,483 |
EuroFX(CME) |
Dec19 |
191126 |
110.27 |
110.39 |
110.20 |
110.35 |
+0.11 |
136,427 |
547,061 |
-3,247 |
Mar20 |
191126 |
110.94 |
111.07 |
110.89 |
111.03 |
+0.10 |
2,046 |
25,116 |
+1,001 |
Jun20 |
191126 |
111.55 |
111.66 |
111.55 |
111.65 |
+0.10 |
11 |
1,952 |
+5 |
Total Volume and Open Interest |
138,905 |
578,748 |
-1,996 |
Mexican Peso(CME) |
Dec19 |
191126 |
512.50 |
513.50 |
508.88 |
510.00 |
-2.75 |
39,434 |
281,459 |
-2,640 |
Jan20 |
191126 |
509.75 |
510.75 |
507.25 |
507.88 |
-2.88 |
0 |
6 |
+0 |
Total Volume and Open Interest |
40,372 |
288,440 |
-1,901 |
Brazilian Real(CME) |
Dec19 |
191126 |
236.75 |
237.60 |
233.80 |
235.20 |
-2.15 |
16,629 |
17,955 |
-8,278 |
Jan20 |
191126 |
235.80 |
237.10 |
233.35 |
234.85 |
-2.10 |
12,195 |
48,735 |
+10,825 |
Feb20 |
191126 |
234.45 |
235.50 |
233.25 |
234.50 |
-2.25 |
5 |
31 |
+5 |
Mar20 |
191126 |
236.40 |
236.40 |
233.00 |
234.25 |
-2.15 |
2,036 |
1,762 |
+1,747 |
Total Volume and Open Interest |
30,865 |
68,483 |
+4,299 |
30-Year T-Bonds(CBOT) |
Dec19 |
191126 |
160~080 |
160~250 |
159~260 |
160~190 |
+0~170 |
639,595 |
305,823 |
-316,530 |
Mar20 |
191126 |
159~150 |
160~000 |
159~010 |
159~260 |
+0~170 |
532,976 |
726,655 |
+340,331 |
Jun20 |
191126 |
159~000 |
159~260 |
159~000 |
159~260 |
+0~170 |
|
|
|
Total Volume and Open Interest |
1,172,571 |
1,032,478 |
+23,801 |
10-Year T-Notes(CBOT) |
Dec19 |
191126 |
129~175 |
129~245 |
129~115 |
129~220 |
+0~055 |
2,878,708 |
1,464,844 |
-1,179,442 |
Mar20 |
191126 |
129~195 |
129~260 |
129~135 |
129~240 |
+0~055 |
2,234,056 |
2,658,794 |
+1,211,656 |
Jun20 |
191126 |
129~240 |
129~240 |
129~240 |
129~240 |
+0~055 |
|
|
|
Total Volume and Open Interest |
5,112,764 |
4,123,638 |
+32,214 |
5-Year T-Notes(CBOT) |
Dec19 |
191126 |
118~236 |
118~274 |
118~200 |
118~260 |
+0~030 |
2,963,030 |
1,648,249 |
-1,065,690 |
Mar20 |
191126 |
119~016 |
119~062 |
118~304 |
119~046 |
+0~032 |
2,473,241 |
3,025,636 |
+1,185,827 |
Jun20 |
191126 |
119~046 |
119~046 |
119~046 |
119~046 |
+0~032 |
|
|
|
Total Volume and Open Interest |
5,436,271 |
4,673,885 |
+120,137 |
2 Year T-Notes(CBOT) |
Dec19 |
191126 |
107~196 |
107~206 |
107~184 |
107~202 |
+0~007 |
2,141,529 |
1,201,967 |
-914,395 |
Mar20 |
191126 |
107~264 |
107~274 |
107~252 |
107~270 |
+0~007 |
1,856,577 |
2,603,775 |
+858,830 |
Jun20 |
191126 |
107~270 |
107~270 |
107~270 |
107~270 |
+0~007 |
|
|
|
Total Volume and Open Interest |
3,998,106 |
3,805,742 |
-55,565 |
Eurodollars(CME) |
Dec19 |
191126 |
98.080 |
98.095 |
98.077 |
98.095 |
+0.018 |
221,876 |
1,639,311 |
+133,791 |
Mar20 |
191126 |
98.285 |
98.300 |
98.275 |
98.295 |
+0.015 |
169,646 |
1,616,752 |
+18,552 |
Jun20 |
191126 |
98.390 |
98.405 |
98.370 |
98.400 |
+0.015 |
212,931 |
1,265,711 |
-20,789 |
Sep20 |
191126 |
98.470 |
98.490 |
98.450 |
98.480 |
+0.010 |
136,478 |
1,077,544 |
+4,437 |
Dec20 |
191126 |
98.485 |
98.505 |
98.460 |
98.495 |
+0.010 |
152,110 |
1,257,374 |
+5,360 |
Mar21 |
191126 |
98.560 |
98.590 |
98.535 |
98.575 |
+0.015 |
118,548 |
848,947 |
-224 |
Jun21 |
191126 |
98.570 |
98.600 |
98.545 |
98.590 |
+0.020 |
107,050 |
901,709 |
-2,525 |
Sep21 |
191126 |
98.580 |
98.610 |
98.555 |
98.595 |
+0.020 |
182,008 |
643,630 |
+26,295 |
Dec21 |
191126 |
98.545 |
98.580 |
98.520 |
98.565 |
+0.020 |
62,869 |
651,635 |
+457 |
Mar22 |
191126 |
98.545 |
98.575 |
98.520 |
98.560 |
+0.015 |
65,339 |
457,591 |
+796 |
Jun22 |
191126 |
98.525 |
98.555 |
98.500 |
98.540 |
+0.015 |
49,299 |
317,845 |
+1,648 |
Sep22 |
191126 |
98.510 |
98.540 |
98.485 |
98.525 |
+0.015 |
58,498 |
267,815 |
+15,162 |
Dec22 |
191126 |
98.485 |
98.515 |
98.460 |
98.500 |
+0.015 |
32,747 |
264,441 |
-1,289 |
Mar23 |
191126 |
98.470 |
98.500 |
98.450 |
98.485 |
+0.010 |
24,028 |
249,816 |
+1,560 |
Jun23 |
191126 |
98.455 |
98.480 |
98.430 |
98.465 |
+0.010 |
29,160 |
132,946 |
+1,389 |
Sep23 |
191126 |
98.440 |
98.465 |
98.415 |
98.450 |
+0.010 |
28,611 |
147,891 |
+3,020 |
Dec23 |
191126 |
98.425 |
98.450 |
98.400 |
98.430 |
+0.010 |
24,679 |
101,896 |
-2,066 |
Mar24 |
191126 |
98.410 |
98.435 |
98.385 |
98.415 |
+0.010 |
30,545 |
88,491 |
+10,518 |
Total Volume and Open Interest |
1,749,633 |
12,247,573 |
+195,563 |
Ultra T-Bond(CBOT) |
Dec19 |
191126 |
188~19 |
189~23 |
187~30 |
189~13 |
+1~00 |
542,844 |
394,249 |
-308,220 |
Mar20 |
191126 |
188~00 |
188~31 |
187~07 |
188~22 |
+1~00 |
504,760 |
874,683 |
+315,234 |
Jun20 |
191126 |
188~07 |
188~07 |
188~07 |
188~07 |
+1~00 |
|
|
|
Total Volume and Open Interest |
1,047,604 |
1,268,932 |
+7,014 |
Ultra 10-Yr T-Note(CBOT) |
Dec19 |
191126 |
141~045 |
141~165 |
140~285 |
141~125 |
+0~100 |
667,814 |
419,962 |
-201,791 |
Mar20 |
191126 |
142~165 |
142~285 |
142~085 |
142~240 |
+0~090 |
563,338 |
534,730 |
+254,235 |
Jun20 |
191126 |
142~240 |
142~240 |
142~240 |
142~240 |
+0~090 |
|
|
|
Total Volume and Open Interest |
1,231,152 |
954,692 |
+52,444 |
30 Day Federal Funds(CBOT) |
Nov19 |
191126 |
98.445 |
98.448 |
98.442 |
98.445 |
unch |
3,418 |
428,120 |
+1,486 |
Dec19 |
191126 |
98.435 |
98.440 |
98.430 |
98.435 |
+0.005 |
44,229 |
279,773 |
+2,982 |
Jan20 |
191126 |
98.445 |
98.445 |
98.440 |
98.445 |
unch |
66,820 |
421,665 |
+23,953 |
Feb20 |
191126 |
98.470 |
98.470 |
98.465 |
98.470 |
unch |
64,844 |
283,878 |
+14,436 |
Mar20 |
191126 |
98.480 |
98.485 |
98.470 |
98.480 |
unch |
35,738 |
104,386 |
+9,024 |
Apr20 |
191126 |
98.505 |
98.515 |
98.500 |
98.515 |
+0.005 |
15,316 |
196,405 |
+2,564 |
Total Volume and Open Interest |
279,287 |
2,189,028 |
+59,097 |
Japanese Govt Bonds(SGX) |
Dec19 |
191126 |
153.21 |
153.39 |
153.11 |
153.38 |
+0.16 |
882 |
15,184 |
-103 |
Mar20 |
191126 |
153.36 |
153.36 |
153.36 |
153.36 |
+0.16 |
5 |
7 |
+5 |
Jun20 |
191126 |
153.36 |
153.36 |
153.36 |
153.36 |
+0.16 |
|
|
|
Total Volume and Open Interest |
887 |
15,191 |
-98 |
Euro-Buxl(EUREX) |
Dec19 |
191126 |
206.86 |
208.68 |
206.42 |
208.48 |
+0.98 |
33,393 |
238,828 |
-6,559 |
Mar20 |
191126 |
205.44 |
206.92 |
205.44 |
206.90 |
+0.98 |
2,934 |
46,277 |
+57 |
Jun20 |
191126 |
205.48 |
205.48 |
205.48 |
205.48 |
+0.98 |
0 |
7 |
+0 |
Total Volume and Open Interest |
36,327 |
285,112 |
-6,502 |
Euro-Bund(EUREX) |
Dec19 |
191126 |
171.04 |
171.49 |
170.88 |
171.45 |
+0.36 |
473,056 |
1,496,136 |
-116,930 |
Mar20 |
191126 |
172.97 |
173.48 |
172.85 |
173.46 |
+0.39 |
74,677 |
167,111 |
+40,959 |
Jun20 |
191126 |
170.87 |
170.87 |
170.87 |
170.87 |
+0.59 |
0 |
1 |
+0 |
Total Volume and Open Interest |
547,733 |
1,663,248 |
-75,971 |
Euro-Bobl(EUREX) |
Dec19 |
191126 |
134.35 |
134.45 |
134.29 |
134.44 |
+0.10 |
226,378 |
1,210,889 |
-34,884 |
Mar20 |
191126 |
134.33 |
134.47 |
134.32 |
134.46 |
+0.10 |
16,922 |
55,348 |
+9,706 |
Jun20 |
191126 |
134.79 |
134.79 |
134.79 |
134.79 |
+0.10 |
|
|
|
Total Volume and Open Interest |
243,300 |
1,266,237 |
-25,178 |
Euro-Schatz(EUREX) |
Dec19 |
191126 |
111.99 |
112.00 |
111.99 |
112.00 |
+0.01 |
190,010 |
1,522,942 |
-38,256 |
Mar20 |
191126 |
112.00 |
112.01 |
112.00 |
112.00 |
+0.00 |
33,949 |
73,740 |
+32,970 |
Jun20 |
191126 |
111.79 |
111.79 |
111.79 |
111.79 |
+0.00 |
|
|
|
Total Volume and Open Interest |
223,959 |
1,596,682 |
-5,286 |
3-Mth Euribor(EUREX) |
Dec19 |
191126 |
100.400 |
100.400 |
100.400 |
100.400 |
-0.005 |
0 |
2,043 |
+0 |
Mar20 |
191126 |
100.405 |
100.405 |
100.405 |
100.405 |
-0.005 |
0 |
1,055 |
+0 |
Jun20 |
191126 |
100.420 |
100.420 |
100.420 |
100.420 |
unch |
0 |
626 |
+0 |
Total Volume and Open Interest |
0 |
6,257 |
+0 |
Long Gilt(LIFFE) |
Dec19 |
191126 |
132~01 |
132~25 |
132~01 |
132~22 |
+0~18 |
691,716 |
397,447 |
-301,447 |
Mar20 |
191126 |
132~26 |
133~19 |
132~23 |
133~18 |
+0~25 |
535,084 |
460,679 |
+318,050 |
Total Volume and Open Interest |
1,226,800 |
858,126 |
+16,603 |
3-Mth Short Sterling(LIFFE) |
Dec19 |
191126 |
99.21 |
99.21 |
99.20 |
99.21 |
unch |
38,291 |
680,683 |
+5,273 |
Mar20 |
191126 |
99.31 |
99.32 |
99.30 |
99.31 |
+0.00 |
46,377 |
616,017 |
-4,255 |
Jun20 |
191126 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
35,487 |
605,356 |
-262 |
Sep20 |
191126 |
99.36 |
99.39 |
99.36 |
99.39 |
+0.01 |
45,435 |
527,332 |
-7,694 |
Dec20 |
191126 |
99.35 |
99.37 |
99.34 |
99.36 |
+0.02 |
63,749 |
581,382 |
+12,344 |
Mar21 |
191126 |
99.36 |
99.39 |
99.36 |
99.39 |
+0.03 |
43,587 |
273,977 |
-2,485 |
Total Volume and Open Interest |
453,240 |
4,351,765 |
+8,148 |
3-Mth Euribor(LIFFE) |
Dec19 |
191126 |
100.400 |
100.405 |
100.395 |
100.400 |
unch |
24,246 |
680,088 |
+4,317 |
Mar20 |
191126 |
100.405 |
100.410 |
100.400 |
100.405 |
unch |
24,371 |
426,647 |
+5,200 |
Jun20 |
191126 |
100.415 |
100.420 |
100.410 |
100.415 |
-0.005 |
20,929 |
385,727 |
-1,635 |
Total Volume and Open Interest |
316,684 |
4,202,963 |
-3,165 |
3-Mth Aus T-Bills(SFE) |
Dec19 |
191126 |
99.05 |
99.06 |
99.04 |
99.06 |
+0.01 |
10,627 |
128,710 |
-3,086 |
Mar20 |
191126 |
99.21 |
99.23 |
99.21 |
99.22 |
unch |
8,126 |
240,951 |
-5,792 |
Jun20 |
191126 |
99.26 |
99.28 |
99.26 |
99.27 |
unch |
20,406 |
215,153 |
-484 |
Sep20 |
191126 |
99.30 |
99.32 |
99.29 |
99.30 |
unch |
24,514 |
207,231 |
+8,726 |
Dec20 |
191126 |
99.26 |
99.28 |
99.25 |
99.27 |
unch |
5,312 |
142,180 |
-1,126 |
Mar21 |
191126 |
99.27 |
99.29 |
99.26 |
99.27 |
-0.01 |
3,579 |
92,068 |
+34 |
Jun21 |
191126 |
99.24 |
99.25 |
99.23 |
99.24 |
-0.01 |
4,277 |
57,410 |
+246 |
Sep21 |
191126 |
99.22 |
99.23 |
99.21 |
99.21 |
-0.01 |
4,020 |
31,732 |
+195 |
Dec21 |
191126 |
99.19 |
99.19 |
99.17 |
99.17 |
-0.01 |
23 |
7,023 |
-19 |
Mar22 |
191126 |
99.18 |
99.18 |
99.16 |
99.16 |
-0.02 |
40 |
1,397 |
+40 |
Total Volume and Open Interest |
81,669 |
1,125,603 |
-521 |
10-Year Aus T-Bonds(SFE) |
Dec19 |
191126 |
98.90 |
98.94 |
98.88 |
98.92 |
+0.01 |
117,894 |
1,321,900 |
-16,738 |
Mar20 |
191126 |
98.92 |
98.92 |
98.90 |
98.91 |
+0.02 |
115 |
1,106 |
-808 |
Total Volume and Open Interest |
118,009 |
1,323,006 |
-17,546 |
3-Year Aus T-Bonds(SFE) |
Dec19 |
191126 |
99.25 |
99.28 |
99.25 |
99.26 |
+0.00 |
102,612 |
1,191,370 |
-27,183 |
Mar20 |
191126 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
5,190 |
+0 |
Total Volume and Open Interest |
102,612 |
1,196,560 |
-27,183 |
Gold(CMX) |
Dec19 |
191126 |
1455.1 |
1462.9 |
1449.6 |
1460.3 |
+3.4 |
298,709 |
170,922 |
-39,923 |
Feb20 |
191126 |
1461.3 |
1470.0 |
1456.6 |
1467.4 |
+3.6 |
126,740 |
360,469 |
+6,052 |
Apr20 |
191126 |
1466.9 |
1475.2 |
1462.3 |
1472.7 |
+3.2 |
3,287 |
50,635 |
+404 |
Jun20 |
191126 |
1470.9 |
1479.9 |
1467.3 |
1477.8 |
+3.1 |
5,598 |
51,310 |
+2,286 |
Aug20 |
191126 |
1479.4 |
1483.5 |
1474.2 |
1482.5 |
+3.0 |
432 |
8,590 |
+187 |
Oct20 |
191126 |
1485.0 |
1487.7 |
1485.0 |
1486.9 |
+3.0 |
190 |
6,531 |
+51 |
Dec20 |
191126 |
1484.3 |
1492.0 |
1481.0 |
1491.0 |
+2.9 |
942 |
9,641 |
+184 |
Feb21 |
191126 |
1487.0 |
1494.9 |
1487.0 |
1494.9 |
+2.9 |
5 |
478 |
+4 |
Apr21 |
191126 |
1498.1 |
1498.1 |
1498.1 |
1498.1 |
+2.9 |
0 |
31 |
+0 |
Jun21 |
191126 |
1500.7 |
1500.7 |
1500.7 |
1500.7 |
+2.9 |
5 |
1,639 |
+5 |
Aug21 |
191126 |
1504.7 |
1504.7 |
1504.7 |
1504.7 |
+2.9 |
0 |
1 |
+0 |
Total Volume and Open Interest |
436,742 |
661,972 |
-30,493 |
Silver(CMX) |
Dec19 |
191126 |
1678.0 |
1708.5 |
1678.0 |
1704.5 |
+15.9 |
69,115 |
34,496 |
-14,504 |
Mar20 |
191126 |
1682.0 |
1722.5 |
1682.0 |
1718.8 |
+15.8 |
33,557 |
139,619 |
+1,349 |
May20 |
191126 |
1704.5 |
1730.5 |
1701.0 |
1727.1 |
+16.0 |
1,548 |
17,678 |
+122 |
Jul20 |
191126 |
1711.0 |
1738.5 |
1710.0 |
1735.4 |
+16.2 |
4,374 |
15,905 |
+2,243 |
Sep20 |
191126 |
1721.5 |
1743.2 |
1721.5 |
1743.2 |
+16.5 |
108 |
2,390 |
-1 |
Dec20 |
191126 |
1737.0 |
1758.0 |
1730.0 |
1754.8 |
+16.7 |
383 |
2,093 |
+5 |
Mar21 |
191126 |
1763.3 |
1763.3 |
1763.3 |
1763.3 |
+16.7 |
0 |
1 |
+0 |
Total Volume and Open Interest |
109,561 |
213,056 |
-10,723 |
Platinum(NYMEX) |
Jan20 |
191126 |
900.4 |
919.0 |
896.4 |
911.7 |
+11.3 |
13,642 |
77,650 |
-333 |
Apr20 |
191126 |
905.8 |
924.3 |
905.0 |
917.1 |
+11.3 |
670 |
11,494 |
+534 |
Jul20 |
191126 |
914.3 |
924.6 |
913.1 |
922.4 |
+11.6 |
12 |
443 |
+3 |
Oct20 |
191126 |
929.7 |
929.7 |
923.6 |
923.7 |
+10.8 |
2 |
24 |
+0 |
Total Volume and Open Interest |
14,326 |
89,634 |
+204 |
Palladium(NYMEX) |
Dec19 |
191126 |
1767.90 |
1791.90 |
1752.00 |
1782.30 |
+10.90 |
6,355 |
3,380 |
-2,178 |
Mar20 |
191126 |
1768.70 |
1792.00 |
1752.00 |
1782.00 |
+10.00 |
4,641 |
19,705 |
+2,817 |
Jun20 |
191126 |
1769.00 |
1777.50 |
1747.00 |
1777.50 |
+11.90 |
40 |
1,703 |
+28 |
Total Volume and Open Interest |
11,040 |
24,966 |
+670 |
Copper(CMX) |
Dec19 |
191126 |
264.50 |
267.90 |
263.55 |
267.75 |
+3.00 |
55,656 |
24,695 |
-13,532 |
Mar20 |
191126 |
266.05 |
269.85 |
265.25 |
269.75 |
+3.55 |
45,084 |
127,774 |
+5,491 |
May20 |
191126 |
266.90 |
270.65 |
265.95 |
270.60 |
+3.70 |
4,562 |
25,630 |
+1,112 |
Jul20 |
191126 |
267.50 |
271.30 |
266.65 |
271.25 |
+3.70 |
1,710 |
21,432 |
+409 |
Sep20 |
191126 |
267.25 |
271.90 |
267.25 |
271.80 |
+3.70 |
383 |
3,818 |
+177 |
Total Volume and Open Interest |
109,300 |
213,847 |
-6,121 |
E-mini DJIA Index(CBOT) |
Dec19 |
191126 |
28025 |
28149 |
27999 |
28130 |
+91 |
96,942 |
105,419 |
+501 |
Mar20 |
191126 |
28005 |
28130 |
27990 |
28123 |
+93 |
805 |
5,518 |
+463 |
Jun20 |
191126 |
28001 |
28068 |
27989 |
28068 |
+98 |
2 |
4 |
+0 |
Sep20 |
191126 |
28026 |
28026 |
28026 |
28026 |
+97 |
|
|
|
Total Volume and Open Interest |
97,749 |
110,941 |
+964 |
S & P 500(CME) |
Dec19 |
191126 |
3144.10 |
3144.50 |
3128.70 |
3143.70 |
+11.00 |
1,815 |
27,848 |
+667 |
Mar20 |
191126 |
3145.80 |
3145.80 |
3145.80 |
3145.80 |
+11.00 |
80 |
243 |
+72 |
Jun20 |
191126 |
3145.80 |
3145.80 |
3145.80 |
3145.80 |
+11.60 |
|
|
|
Sep20 |
191126 |
3145.40 |
3145.40 |
3145.40 |
3145.40 |
+11.00 |
|
|
|
Total Volume and Open Interest |
1,895 |
28,165 |
+739 |
S & P 500 E-Mini(CME) |
Dec19 |
191126 |
3131.25 |
3145.00 |
3128.00 |
3143.75 |
+11.00 |
947,831 |
2,624,864 |
+27,640 |
Mar20 |
191126 |
3133.50 |
3147.00 |
3130.25 |
3145.75 |
+11.00 |
23,196 |
224,135 |
+17,344 |
Jun20 |
191126 |
3138.00 |
3146.50 |
3131.00 |
3145.75 |
+11.50 |
43 |
3,915 |
+23 |
Sep20 |
191126 |
3146.00 |
3146.00 |
3134.25 |
3145.50 |
+11.00 |
0 |
155 |
+0 |
Total Volume and Open Interest |
971,070 |
2,854,384 |
+45,007 |
NASDAQ 100 E-Mini(CME) |
Dec19 |
191126 |
8374.25 |
8422.00 |
8366.25 |
8400.75 |
+24.25 |
259,485 |
218,892 |
+956 |
Mar20 |
191126 |
8392.50 |
8442.75 |
8387.50 |
8421.75 |
+24.00 |
866 |
3,596 |
+220 |
Jun20 |
191126 |
8440.00 |
8449.75 |
8411.50 |
8443.00 |
+25.50 |
3 |
76 |
+1 |
Total Volume and Open Interest |
260,354 |
222,567 |
+1,177 |
S&P Midcap 400(CME) e-Mini |
Dec19 |
191126 |
2010.00 |
2021.40 |
2005.60 |
2018.00 |
+8.00 |
12,486 |
75,526 |
+1,150 |
Mar20 |
191126 |
2018.00 |
2020.20 |
2010.30 |
2017.50 |
+3.50 |
2 |
96 |
+1 |
Jun20 |
191126 |
2026.70 |
2026.70 |
2026.70 |
2026.70 |
+7.80 |
|
|
|
Total Volume and Open Interest |
12,488 |
75,622 |
+1,151 |
Volatility Index(CBOE) |
Nov19 |
191120 |
13.05 |
13.50 |
13.00 |
13.01 |
-0.07 |
70,976 |
0 |
-63,575 |
Dec19 |
191126 |
14.10 |
14.30 |
13.80 |
13.88 |
-0.20 |
71,247 |
269,380 |
-10,706 |
Jan20 |
191126 |
16.25 |
16.35 |
16.04 |
16.08 |
-0.15 |
47,487 |
98,122 |
+10,399 |
Feb20 |
191126 |
17.42 |
17.50 |
17.25 |
17.28 |
-0.15 |
15,341 |
55,244 |
+240 |
Total Volume and Open Interest |
150,602 |
498,719 |
+1,929 |
S & P 600(CME) |
Dec19 |
191126 |
995.70 |
995.70 |
995.70 |
995.70 |
-0.60 |
0 |
961 |
+0 |
Mar20 |
191126 |
996.30 |
996.30 |
996.30 |
996.30 |
-0.70 |
|
|
|
Total Volume and Open Interest |
0 |
961 |
+0 |
Russell 2000 Mini(CME) |
Dec19 |
191126 |
1623.30 |
1632.60 |
1619.80 |
1627.70 |
+4.50 |
128,793 |
484,961 |
+9,383 |
Mar20 |
191126 |
1623.60 |
1633.80 |
1623.00 |
1630.10 |
+4.60 |
1,420 |
4,667 |
+1,011 |
Jun20 |
191126 |
1632.30 |
1632.30 |
1632.30 |
1632.30 |
+4.80 |
0 |
3 |
+0 |
Total Volume and Open Interest |
130,213 |
489,631 |
+10,394 |
Nikkei 225(CME) |
Dec19 |
191126 |
23445 |
23625 |
23320 |
23440 |
+5 |
5,513 |
33,868 |
+306 |
Mar20 |
191126 |
23465 |
23585 |
23290 |
23405 |
+10 |
82 |
786 |
+9 |
Total Volume and Open Interest |
5,595 |
34,654 |
+315 |
Nikkei 225(SGX) |
Dec19 |
191126 |
23305 |
23615 |
23295 |
23385 |
+70 |
69,816 |
148,248 |
-1,746 |
Mar20 |
191126 |
23230 |
23435 |
23230 |
23335 |
+70 |
79 |
1,719 |
+36 |
Jun20 |
191126 |
23170 |
23170 |
23170 |
23170 |
+70 |
0 |
1,450 |
-1 |
Total Volume and Open Interest |
69,895 |
178,785 |
-1,711 |
Nikkei 225 Mini(JPX) |
Dec19 |
191126 |
23310 |
23620 |
23295 |
23380 |
+50 |
613,506 |
432,517 |
-12,816 |
Mar20 |
191126 |
23235 |
23545 |
23225 |
23300 |
+50 |
37,486 |
30,076 |
+250 |
Jun20 |
191126 |
23065 |
23340 |
23030 |
23120 |
+60 |
351 |
1,986 |
+57 |
Total Volume and Open Interest |
668,251 |
511,661 |
-12,326 |
Nikkei 225(JPX) |
Dec19 |
191126 |
23310 |
23620 |
23290 |
23380 |
+50 |
48,165 |
289,059 |
-1,618 |
Mar20 |
191126 |
23240 |
23530 |
23230 |
23300 |
+50 |
1,817 |
22,369 |
+96 |
Jun20 |
191126 |
23070 |
23270 |
23070 |
23120 |
+60 |
1 |
15,670 |
-1 |
Total Volume and Open Interest |
49,985 |
398,471 |
-1,094 |
Nikkei 225(CME) Yen |
Dec19 |
191126 |
23450 |
23615 |
23310 |
23440 |
+15 |
21,115 |
70,366 |
+1,051 |
Mar20 |
191126 |
23400 |
23535 |
23250 |
23365 |
+15 |
13 |
722 |
+5 |
Jun20 |
191126 |
23245 |
23245 |
23245 |
23245 |
+5 |
|
|
|
Total Volume and Open Interest |
21,128 |
71,088 |
+1,056 |
Nikkei 225(CME) e-Mini Yen |
Dec19 |
191126 |
23440 |
23440 |
23390 |
23440 |
+10 |
0 |
5 |
+0 |
Mar20 |
191126 |
23370 |
23370 |
23370 |
23370 |
+20 |
|
|
|
Jun20 |
191126 |
23250 |
23250 |
23250 |
23250 |
+10 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
CAC 40(EURONEXT) |
Dec19 |
191126 |
5924.0 |
5935.0 |
5903.0 |
5923.0 |
+5.0 |
38,157 |
358,401 |
-9,674 |
Jan20 |
191126 |
5921.5 |
5921.5 |
5909.5 |
5914.0 |
+5.0 |
1 |
95 |
-1 |
Feb20 |
191126 |
5909.5 |
5909.5 |
5909.5 |
5909.5 |
+5.0 |
|
|
|
Mar20 |
191126 |
5906.0 |
5906.0 |
5906.0 |
5906.0 |
+5.0 |
0 |
66 |
+0 |
Total Volume and Open Interest |
38,158 |
373,069 |
-9,675 |
Hang Seng Index(HKFE) |
Nov19 |
191126 |
27014 |
27267 |
26923 |
26978 |
-48 |
206,213 |
88,482 |
-15,314 |
Dec19 |
191126 |
27069 |
27327 |
26981 |
27037 |
-46 |
59,355 |
54,116 |
+26,328 |
Total Volume and Open Interest |
265,919 |
151,011 |
+10,996 |
DAX(EUREX) |
Dec19 |
191126 |
13263.0 |
13315.0 |
13188.5 |
13241.0 |
-5.0 |
66,580 |
118,502 |
-7,475 |
Mar20 |
191126 |
13265.5 |
13265.5 |
13189.5 |
13236.0 |
-5.0 |
153 |
1,675 |
-14 |
Jun20 |
191126 |
13254.5 |
13254.5 |
13254.5 |
13254.5 |
-5.0 |
20 |
213 |
+1 |
Total Volume and Open Interest |
66,753 |
120,390 |
-7,488 |
Mini-DAX(EUREX) |
Dec19 |
191126 |
13260.0 |
13314.0 |
13188.0 |
13241.0 |
-5.0 |
25,054 |
14,295 |
-1,584 |
Mar20 |
191126 |
13266.0 |
13267.0 |
13188.0 |
13236.0 |
-5.0 |
50 |
1,728 |
+21 |
Jun20 |
191126 |
13254.5 |
13254.5 |
13254.5 |
13254.5 |
-5.0 |
24 |
144 |
+0 |
Total Volume and Open Interest |
25,128 |
16,167 |
-1,563 |
DJ EuroSTOXX 50(EUREX) |
Dec19 |
191126 |
3707 |
3719 |
3690 |
3704 |
-1 |
533,729 |
3,620,213 |
-47,701 |
Mar20 |
191126 |
3695 |
3704 |
3678 |
3691 |
unch |
325 |
176,325 |
+88 |
Jun20 |
191126 |
3607 |
3609 |
3607 |
3609 |
unch |
0 |
39,438 |
+0 |
Total Volume and Open Interest |
534,054 |
3,863,518 |
-47,613 |
Swiss Market Index(EUREX) |
Dec19 |
191126 |
10474 |
10532 |
10464 |
10526 |
+66 |
36,499 |
189,646 |
-4,136 |
Mar20 |
191126 |
10380 |
10420 |
10380 |
10420 |
+67 |
557 |
11,512 |
+530 |
Jun20 |
191126 |
10238 |
10238 |
10238 |
10238 |
+66 |
8 |
839 |
-4 |
Total Volume and Open Interest |
37,064 |
201,997 |
-3,610 |
FT-SE 100(EURONEXT) |
Dec19 |
191126 |
7397.50 |
7425.00 |
7379.00 |
7404.50 |
+11.50 |
74,211 |
744,253 |
+7,252 |
Mar20 |
191126 |
7346.00 |
7348.50 |
7331.50 |
7338.00 |
+11.50 |
9 |
4,981 |
+2 |
Jun20 |
191126 |
7259.00 |
7259.00 |
7259.00 |
7259.00 |
+12.00 |
0 |
41 |
+0 |
Total Volume and Open Interest |
74,220 |
749,275 |
+7,254 |
SPI 200(SFE) |
Dec19 |
191126 |
6747.0 |
6804.0 |
6738.0 |
6795.0 |
+53.0 |
38,242 |
378,177 |
-5,049 |
Mar20 |
191126 |
6724.0 |
6724.0 |
6724.0 |
6724.0 |
+54.0 |
517 |
3,808 |
+517 |
Jun20 |
191126 |
6699.0 |
6699.0 |
6699.0 |
6699.0 |
+54.0 |
0 |
218 |
+0 |
Total Volume and Open Interest |
38,776 |
382,786 |
-4,527 |
FTSE MIB(ISE) |
Dec19 |
191126 |
23450.00 |
23575.00 |
23355.00 |
23542.00 |
+88.00 |
12,345 |
150,131 |
-1,531 |
Mar20 |
191126 |
23360.00 |
23475.00 |
23295.00 |
23445.00 |
+88.00 |
97 |
906 |
+60 |
Jun20 |
191126 |
22870.00 |
22870.00 |
22865.00 |
22870.00 |
+88.00 |
3 |
81 |
-1 |
Total Volume and Open Interest |
12,445 |
151,121 |
-1,472 |
KOSPI 200(KFE) |
Dec19 |
191126 |
282.95 |
285.30 |
282.50 |
283.20 |
+0.40 |
186,453 |
326,351 |
-6,765 |
Mar20 |
191126 |
278.30 |
282.20 |
278.30 |
280.25 |
-0.25 |
80 |
20,232 |
+802 |
Jun20 |
191126 |
280.30 |
281.60 |
280.30 |
280.40 |
+0.90 |
7 |
9,667 |
+33 |
Total Volume and Open Interest |
186,542 |
388,060 |
-5,929 |
GSCI(CME) |
Dec19 |
191126 |
421.75 |
421.90 |
419.60 |
421.70 |
+2.00 |
295 |
10,650 |
-32 |
Jan20 |
191126 |
421.30 |
421.30 |
421.30 |
421.30 |
+2.00 |
|
|
|
Feb20 |
191126 |
419.90 |
419.90 |
419.90 |
419.90 |
+2.00 |
|
|
|
Total Volume and Open Interest |
295 |
10,650 |
-32 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|