|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Wed November 27, 2019 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan20 |
191127 |
884.75 |
887.50 |
881.25 |
882.00 |
-2.25 |
104,621 |
332,450 |
+8,845 |
Mar20 |
191127 |
899.00 |
901.75 |
895.75 |
896.50 |
-2.25 |
38,639 |
195,012 |
+4,106 |
May20 |
191127 |
913.25 |
916.25 |
910.00 |
910.75 |
-2.50 |
21,254 |
102,495 |
+3,587 |
Jul20 |
191127 |
926.25 |
929.00 |
922.25 |
923.25 |
-2.75 |
15,869 |
97,613 |
+3,012 |
Aug20 |
191127 |
931.00 |
933.50 |
927.00 |
927.50 |
-2.75 |
851 |
8,326 |
+247 |
Sep20 |
191127 |
930.00 |
932.25 |
926.00 |
926.50 |
-3.25 |
778 |
5,350 |
+332 |
Nov20 |
191127 |
934.00 |
936.75 |
930.00 |
930.75 |
-3.50 |
7,977 |
50,170 |
+1,212 |
Jan21 |
191127 |
939.75 |
941.25 |
934.50 |
935.50 |
-3.50 |
1,270 |
3,500 |
+549 |
Mar21 |
191127 |
937.00 |
938.00 |
931.75 |
932.50 |
-3.75 |
862 |
8,698 |
+234 |
May21 |
191127 |
936.25 |
937.75 |
932.50 |
933.00 |
-3.25 |
388 |
1,896 |
+207 |
Jul21 |
191127 |
939.75 |
941.50 |
936.50 |
937.00 |
-2.75 |
127 |
1,184 |
+10 |
Aug21 |
191127 |
936.25 |
936.25 |
935.50 |
935.50 |
-3.00 |
0 |
31 |
+0 |
Sep21 |
191127 |
936.00 |
936.00 |
924.25 |
924.25 |
-3.00 |
0 |
23 |
+0 |
Nov21 |
191127 |
926.50 |
929.25 |
925.75 |
925.75 |
-3.25 |
48 |
812 |
+23 |
Total Volume and Open Interest |
192,684 |
807,569 |
+22,364 |
Soybean Meal(CBOT) |
Dec19 |
191127 |
294.80 |
296.50 |
293.60 |
293.80 |
-0.90 |
46,162 |
20,895 |
-9,456 |
Jan20 |
191127 |
297.30 |
299.00 |
296.00 |
296.20 |
-0.90 |
83,622 |
150,038 |
+4,736 |
Mar20 |
191127 |
300.80 |
302.40 |
299.60 |
300.00 |
-0.60 |
34,240 |
111,720 |
+3,112 |
May20 |
191127 |
304.40 |
306.10 |
303.30 |
303.80 |
-0.50 |
17,793 |
56,587 |
+762 |
Jul20 |
191127 |
308.20 |
309.70 |
307.30 |
307.70 |
-0.50 |
7,827 |
38,061 |
-13 |
Aug20 |
191127 |
310.10 |
311.20 |
308.90 |
309.30 |
-0.50 |
1,852 |
7,819 |
+351 |
Sep20 |
191127 |
310.50 |
311.90 |
309.60 |
310.10 |
-0.50 |
901 |
7,231 |
+205 |
Oct20 |
191127 |
310.50 |
311.90 |
309.00 |
309.80 |
-0.60 |
1,092 |
5,664 |
+358 |
Dec20 |
191127 |
312.20 |
313.60 |
310.70 |
311.40 |
-0.60 |
4,157 |
21,686 |
+1,399 |
Jan21 |
191127 |
312.80 |
312.80 |
310.80 |
311.20 |
-1.00 |
160 |
1,389 |
+22 |
Total Volume and Open Interest |
197,973 |
424,773 |
+1,524 |
Soybean Oil(CBOT) |
Dec19 |
191127 |
30.21 |
30.43 |
30.21 |
30.37 |
+0.15 |
49,602 |
13,702 |
-11,844 |
Jan20 |
191127 |
30.40 |
30.60 |
30.38 |
30.50 |
+0.10 |
102,972 |
185,376 |
+2,755 |
Mar20 |
191127 |
30.69 |
30.88 |
30.67 |
30.79 |
+0.10 |
53,454 |
147,967 |
+1,501 |
May20 |
191127 |
31.02 |
31.23 |
31.02 |
31.12 |
+0.08 |
17,092 |
73,757 |
+2,877 |
Jul20 |
191127 |
31.38 |
31.55 |
31.36 |
31.45 |
+0.07 |
7,771 |
58,504 |
+1,114 |
Aug20 |
191127 |
31.54 |
31.64 |
31.49 |
31.56 |
+0.06 |
973 |
8,502 |
+193 |
Sep20 |
191127 |
31.65 |
31.73 |
31.58 |
31.64 |
+0.05 |
684 |
7,066 |
+40 |
Oct20 |
191127 |
31.64 |
31.74 |
31.58 |
31.66 |
+0.06 |
636 |
4,699 |
+244 |
Dec20 |
191127 |
31.81 |
31.85 |
31.68 |
31.78 |
+0.06 |
6,259 |
28,595 |
+3,710 |
Jan21 |
191127 |
31.88 |
31.97 |
31.84 |
31.90 |
+0.02 |
329 |
805 |
+180 |
Total Volume and Open Interest |
240,064 |
531,205 |
+918 |
Canola(WCE) |
Jan20 |
191127 |
456.7 |
458.9 |
456.7 |
458.5 |
+1.3 |
9,484 |
83,020 |
-141 |
Mar20 |
191127 |
466.4 |
468.1 |
466.3 |
467.8 |
+1.4 |
6,815 |
46,232 |
-250 |
May20 |
191127 |
476.4 |
476.7 |
474.9 |
476.1 |
+1.1 |
3,522 |
22,637 |
+1,484 |
Jul20 |
191127 |
482.9 |
483.3 |
481.5 |
482.4 |
+0.9 |
1,511 |
10,626 |
+361 |
Nov20 |
191127 |
485.0 |
485.8 |
483.1 |
483.7 |
-0.2 |
1,099 |
15,622 |
+436 |
Total Volume and Open Interest |
22,485 |
178,681 |
+1,909 |
Corn(CBOT) |
Dec19 |
191127 |
367.25 |
368.75 |
362.25 |
362.75 |
-4.75 |
207,678 |
110,890 |
-75,645 |
Mar20 |
191127 |
378.00 |
379.75 |
373.00 |
373.25 |
-5.00 |
247,043 |
747,223 |
+33,376 |
May20 |
191127 |
384.00 |
385.75 |
378.75 |
379.00 |
-5.25 |
33,568 |
186,784 |
+3,501 |
Jul20 |
191127 |
389.00 |
390.75 |
383.75 |
384.25 |
-5.25 |
28,492 |
224,301 |
+3,525 |
Sep20 |
191127 |
388.75 |
390.00 |
383.75 |
384.00 |
-5.00 |
3,755 |
61,673 |
+957 |
Dec20 |
191127 |
393.00 |
394.00 |
388.50 |
389.00 |
-4.25 |
11,190 |
155,205 |
+111 |
Mar21 |
191127 |
403.25 |
403.50 |
399.00 |
399.25 |
-3.50 |
258 |
7,287 |
+51 |
May21 |
191127 |
408.50 |
408.50 |
404.50 |
404.50 |
-3.25 |
45 |
1,549 |
+11 |
Jul21 |
191127 |
411.25 |
411.75 |
407.25 |
407.50 |
-3.25 |
136 |
3,277 |
+60 |
Sep21 |
191127 |
402.00 |
402.00 |
402.00 |
402.00 |
-2.50 |
25 |
825 |
+2 |
Total Volume and Open Interest |
532,269 |
1,505,976 |
-34,041 |
Wheat(CBOT) |
Dec19 |
191127 |
530.00 |
533.00 |
525.75 |
528.50 |
-1.75 |
28,006 |
15,404 |
-9,743 |
Mar20 |
191127 |
530.75 |
533.25 |
526.00 |
526.75 |
-4.25 |
74,316 |
191,610 |
-4,156 |
May20 |
191127 |
534.50 |
536.75 |
530.25 |
531.00 |
-4.00 |
19,370 |
55,967 |
+998 |
Jul20 |
191127 |
534.75 |
536.25 |
531.00 |
531.50 |
-3.25 |
9,112 |
59,670 |
+1,044 |
Sep20 |
191127 |
540.50 |
542.00 |
537.50 |
537.75 |
-3.25 |
1,109 |
13,379 |
-34 |
Dec20 |
191127 |
549.75 |
552.00 |
547.50 |
548.00 |
-2.75 |
2,438 |
18,503 |
+527 |
Total Volume and Open Interest |
134,676 |
357,978 |
-11,250 |
Wheat(KCBT) |
Dec19 |
191127 |
431.75 |
435.75 |
423.75 |
426.75 |
-5.75 |
17,571 |
8,012 |
-8,590 |
Mar20 |
191127 |
441.00 |
444.50 |
436.50 |
437.50 |
-4.00 |
37,888 |
155,786 |
+555 |
May20 |
191127 |
449.00 |
452.50 |
444.75 |
445.50 |
-4.00 |
13,056 |
39,667 |
+897 |
Jul20 |
191127 |
456.00 |
459.00 |
451.50 |
452.25 |
-4.50 |
4,626 |
34,438 |
+25 |
Sep20 |
191127 |
466.50 |
467.75 |
460.50 |
461.00 |
-4.75 |
583 |
8,760 |
-39 |
Dec20 |
191127 |
480.50 |
481.00 |
473.75 |
474.00 |
-5.25 |
305 |
12,943 |
-9 |
Mar21 |
191127 |
487.75 |
492.50 |
485.75 |
485.75 |
-5.75 |
60 |
1,037 |
-1 |
Total Volume and Open Interest |
74,165 |
260,836 |
-7,109 |
Wheat(MGE) |
Dec19 |
191127 |
494.00 |
494.50 |
488.00 |
488.50 |
-5.50 |
7,492 |
3,751 |
-4,103 |
Mar20 |
191127 |
512.00 |
512.50 |
508.00 |
508.50 |
-3.50 |
9,945 |
35,668 |
-563 |
May20 |
191127 |
521.25 |
522.25 |
518.00 |
518.50 |
-3.25 |
2,508 |
9,528 |
+686 |
Jul20 |
191127 |
532.25 |
532.50 |
528.25 |
528.75 |
-3.50 |
748 |
5,524 |
+183 |
Sep20 |
191127 |
542.50 |
543.00 |
539.00 |
539.00 |
-3.50 |
467 |
4,496 |
+218 |
Dec20 |
191127 |
557.50 |
558.00 |
553.75 |
553.75 |
-3.50 |
429 |
2,439 |
+106 |
Total Volume and Open Interest |
21,589 |
62,388 |
-3,473 |
Oats(CBOT) |
Dec19 |
191127 |
319.00 |
324.00 |
312.50 |
312.50 |
-3.50 |
268 |
923 |
-248 |
Mar20 |
191127 |
322.75 |
324.00 |
311.75 |
316.50 |
-5.75 |
514 |
6,180 |
+253 |
May20 |
191127 |
313.00 |
313.25 |
306.00 |
310.50 |
-5.75 |
46 |
217 |
+15 |
Jul20 |
191127 |
300.00 |
300.00 |
295.00 |
295.50 |
-6.25 |
46 |
54 |
+36 |
Total Volume and Open Interest |
880 |
7,439 |
+59 |
Rough Rice(CBOT) |
Jan20 |
191127 |
12.24 |
12.40 |
12.20 |
12.39 |
+0.15 |
687 |
8,333 |
+76 |
Mar20 |
191127 |
12.43 |
12.54 |
12.39 |
12.54 |
+0.12 |
195 |
754 |
+144 |
May20 |
191127 |
12.61 |
12.66 |
12.61 |
12.66 |
+0.07 |
1 |
14 |
+0 |
Jul20 |
191127 |
12.72 |
12.72 |
12.72 |
12.72 |
+0.07 |
0 |
26 |
+0 |
Total Volume and Open Interest |
883 |
9,127 |
+220 |
Live Cattle(CME) |
Dec19 |
191127 |
120.785 |
121.850 |
120.350 |
121.430 |
+1.030 |
9,395 |
40,608 |
-2,846 |
Feb20 |
191127 |
126.000 |
127.000 |
125.635 |
126.700 |
+1.020 |
21,534 |
165,131 |
+2,442 |
Apr20 |
191127 |
126.330 |
127.080 |
126.200 |
126.885 |
+0.785 |
11,244 |
82,684 |
+1,112 |
Jun20 |
191127 |
117.080 |
118.135 |
117.080 |
117.980 |
+0.980 |
9,819 |
67,814 |
+2,420 |
Aug20 |
191127 |
114.785 |
115.650 |
114.680 |
115.500 |
+0.770 |
2,450 |
19,949 |
+194 |
Oct20 |
191127 |
116.200 |
117.000 |
115.980 |
116.800 |
+0.700 |
780 |
4,671 |
+86 |
Total Volume and Open Interest |
55,549 |
384,203 |
+3,416 |
Feeder Cattle(CME) |
Jan20 |
191127 |
141.800 |
143.650 |
141.800 |
143.330 |
+1.700 |
3,768 |
22,655 |
+189 |
Mar20 |
191127 |
142.380 |
144.100 |
142.380 |
143.935 |
+1.700 |
1,980 |
11,021 |
+21 |
Apr20 |
191127 |
144.050 |
145.830 |
144.050 |
145.630 |
+1.580 |
932 |
4,628 |
+85 |
May20 |
191127 |
145.580 |
146.785 |
145.080 |
146.650 |
+1.465 |
796 |
3,176 |
-5 |
Aug20 |
191127 |
150.450 |
151.630 |
149.985 |
151.550 |
+1.500 |
310 |
3,347 |
+22 |
Sep20 |
191127 |
151.130 |
152.080 |
150.600 |
152.000 |
+1.420 |
22 |
437 |
+11 |
Oct20 |
191127 |
151.050 |
151.550 |
150.485 |
151.450 |
+1.265 |
3 |
69 |
+1 |
Total Volume and Open Interest |
7,811 |
45,333 |
+324 |
Lean Hogs(CME) |
Dec19 |
191127 |
60.750 |
61.535 |
60.500 |
60.680 |
-0.150 |
6,316 |
29,185 |
-1,173 |
Feb20 |
191127 |
67.450 |
68.900 |
67.035 |
67.150 |
-0.680 |
11,560 |
113,281 |
+1,862 |
Apr20 |
191127 |
73.980 |
75.300 |
73.480 |
73.635 |
-0.715 |
4,918 |
64,145 |
+493 |
May20 |
191127 |
81.035 |
81.230 |
79.200 |
79.200 |
-1.435 |
41 |
1,524 |
+18 |
Jun20 |
191127 |
85.750 |
86.980 |
85.500 |
85.600 |
-0.450 |
4,376 |
33,367 |
+314 |
Jul20 |
191127 |
86.300 |
87.330 |
85.900 |
86.050 |
-0.380 |
1,514 |
21,356 |
+323 |
Aug20 |
191127 |
85.550 |
86.450 |
85.200 |
85.385 |
-0.250 |
1,424 |
17,590 |
+214 |
Oct20 |
191127 |
74.000 |
74.500 |
73.600 |
73.850 |
-0.100 |
755 |
9,553 |
+72 |
Total Volume and Open Interest |
31,130 |
296,730 |
+2,154 |
Class III Milk(CME) |
Nov19 |
191127 |
20.35 |
20.40 |
20.33 |
20.36 |
-0.01 |
118 |
5,424 |
-12 |
Dec19 |
191127 |
19.08 |
19.40 |
19.01 |
19.30 |
+0.23 |
645 |
4,569 |
-150 |
Jan20 |
191127 |
18.66 |
18.98 |
18.65 |
18.81 |
+0.15 |
565 |
3,603 |
+78 |
Feb20 |
191127 |
18.05 |
18.33 |
18.03 |
18.13 |
+0.05 |
303 |
1,975 |
-2 |
Mar20 |
191127 |
17.72 |
17.84 |
17.67 |
17.73 |
unch |
206 |
1,577 |
-30 |
Apr20 |
191127 |
17.49 |
17.55 |
17.44 |
17.47 |
-0.02 |
102 |
1,266 |
+12 |
May20 |
191127 |
17.42 |
17.45 |
17.41 |
17.44 |
+0.04 |
53 |
1,125 |
+8 |
Jun20 |
191127 |
17.40 |
17.45 |
17.39 |
17.42 |
+0.04 |
38 |
1,084 |
+7 |
Jul20 |
191127 |
17.55 |
17.55 |
17.51 |
17.55 |
+0.04 |
29 |
639 |
+16 |
Aug20 |
191127 |
17.65 |
17.65 |
17.59 |
17.63 |
unch |
9 |
468 |
+1 |
Sep20 |
191127 |
17.64 |
17.70 |
17.63 |
17.69 |
unch |
56 |
599 |
+21 |
Oct20 |
191127 |
17.52 |
17.57 |
17.51 |
17.56 |
+0.07 |
9 |
402 |
+1 |
Nov20 |
191127 |
17.43 |
17.56 |
17.43 |
17.49 |
+0.02 |
11 |
455 |
+11 |
Total Volume and Open Interest |
2,147 |
23,726 |
-37 |
Cocoa(ICE) |
Dec19 |
191127 |
2685 |
2685 |
2629 |
2646 |
-59 |
6 |
216 |
-5 |
Mar20 |
191127 |
2651 |
2672 |
2572 |
2597 |
-59 |
19,860 |
132,242 |
+206 |
May20 |
191127 |
2671 |
2688 |
2593 |
2615 |
-59 |
8,589 |
78,320 |
+178 |
Jul20 |
191127 |
2660 |
2680 |
2590 |
2609 |
-57 |
5,395 |
33,942 |
-459 |
Sep20 |
191127 |
2636 |
2653 |
2568 |
2582 |
-56 |
2,810 |
28,985 |
+707 |
Dec20 |
191127 |
2575 |
2587 |
2511 |
2522 |
-54 |
2,069 |
32,861 |
+579 |
Mar21 |
191127 |
2528 |
2533 |
2460 |
2472 |
-50 |
978 |
13,405 |
+133 |
Total Volume and Open Interest |
40,187 |
327,398 |
+1,629 |
Coffee "C"(ICE) |
Dec19 |
191127 |
117.30 |
117.30 |
117.30 |
117.30 |
+1.60 |
19 |
511 |
-61 |
Mar20 |
191127 |
116.70 |
118.90 |
115.75 |
118.45 |
+1.60 |
30,245 |
122,388 |
+446 |
May20 |
191127 |
119.00 |
121.20 |
118.10 |
120.75 |
+1.60 |
11,366 |
63,271 |
+1,046 |
Jul20 |
191127 |
121.00 |
123.00 |
120.00 |
122.65 |
+1.55 |
5,663 |
36,108 |
+236 |
Sep20 |
191127 |
122.70 |
124.65 |
121.65 |
124.30 |
+1.50 |
2,835 |
18,469 |
+657 |
Dec20 |
191127 |
124.80 |
126.60 |
123.85 |
126.45 |
+1.45 |
1,220 |
15,641 |
+21 |
Total Volume and Open Interest |
52,311 |
274,988 |
+2,680 |
Orange Juice(ICE) |
Jan20 |
191127 |
100.00 |
100.30 |
99.35 |
99.80 |
+0.05 |
654 |
13,356 |
+15 |
Mar20 |
191127 |
102.95 |
103.15 |
102.40 |
102.75 |
+0.05 |
173 |
2,274 |
+118 |
May20 |
191127 |
105.95 |
105.95 |
105.40 |
105.55 |
unch |
6 |
855 |
+1 |
Jul20 |
191127 |
108.75 |
108.75 |
108.35 |
108.35 |
unch |
6 |
415 |
+1 |
Sep20 |
191127 |
111.45 |
111.45 |
111.45 |
111.45 |
unch |
0 |
186 |
+0 |
Nov20 |
191127 |
114.55 |
114.55 |
114.55 |
114.55 |
unch |
0 |
194 |
+0 |
Total Volume and Open Interest |
839 |
17,435 |
+135 |
Sugar #11(ICE) |
Mar20 |
191127 |
12.74 |
12.83 |
12.72 |
12.79 |
+0.01 |
65,447 |
479,054 |
-3,602 |
May20 |
191127 |
12.82 |
12.89 |
12.81 |
12.86 |
unch |
24,579 |
183,791 |
-128 |
Jul20 |
191127 |
12.88 |
12.95 |
12.85 |
12.92 |
unch |
18,537 |
127,237 |
+141 |
Oct20 |
191127 |
13.06 |
13.12 |
13.01 |
13.09 |
unch |
12,778 |
98,532 |
+2,794 |
Mar21 |
191127 |
13.57 |
13.64 |
13.52 |
13.60 |
-0.01 |
5,438 |
52,318 |
+235 |
May21 |
191127 |
13.47 |
13.58 |
13.47 |
13.54 |
unch |
2,399 |
10,472 |
+204 |
Jul21 |
191127 |
13.52 |
13.52 |
13.41 |
13.48 |
unch |
2,200 |
10,588 |
+697 |
Oct21 |
191127 |
13.58 |
13.58 |
13.46 |
13.54 |
unch |
2,268 |
9,375 |
+1,466 |
Total Volume and Open Interest |
136,290 |
978,753 |
+3,729 |
London Cocoa(LCE) |
Dec19 |
191127 |
2058 |
2064 |
2015 |
2026 |
-30 |
3,461 |
42,332 |
-1,532 |
Mar20 |
191127 |
1936 |
1943 |
1890 |
1900 |
-39 |
12,145 |
103,481 |
+392 |
May20 |
191127 |
1906 |
1913 |
1867 |
1876 |
-34 |
5,404 |
58,802 |
+534 |
Jul20 |
191127 |
1890 |
1896 |
1853 |
1862 |
-32 |
3,196 |
44,426 |
-194 |
Sep20 |
191127 |
1867 |
1870 |
1834 |
1841 |
-29 |
2,465 |
36,293 |
+336 |
Dec20 |
191127 |
1795 |
1802 |
1772 |
1778 |
-26 |
2,682 |
36,512 |
+846 |
Mar21 |
191127 |
1758 |
1763 |
1736 |
1744 |
-23 |
964 |
17,762 |
+276 |
Total Volume and Open Interest |
30,822 |
349,463 |
+777 |
London Sugar(LCE) |
Mar20 |
191127 |
342.80 |
343.50 |
341.20 |
341.60 |
-1.00 |
8,439 |
47,827 |
-1,492 |
May20 |
191127 |
344.90 |
346.20 |
343.80 |
344.20 |
-1.60 |
4,869 |
12,944 |
-553 |
Aug20 |
191127 |
349.60 |
350.80 |
348.80 |
349.10 |
-1.50 |
1,309 |
8,434 |
+128 |
Oct20 |
191127 |
354.50 |
354.50 |
352.60 |
352.70 |
-1.40 |
189 |
3,462 |
+37 |
Dec20 |
191127 |
359.70 |
359.70 |
358.50 |
358.50 |
-1.10 |
56 |
2,041 |
+13 |
Total Volume and Open Interest |
15,015 |
76,052 |
-1,776 |
Cotton(ICE) |
Dec19 |
191127 |
64.85 |
64.91 |
64.67 |
64.91 |
+0.01 |
5 |
914 |
-28 |
Mar20 |
191127 |
65.92 |
66.10 |
65.27 |
65.81 |
-0.14 |
17,057 |
123,225 |
+71 |
May20 |
191127 |
66.93 |
67.18 |
66.43 |
66.91 |
-0.15 |
5,079 |
31,537 |
+584 |
Jul20 |
191127 |
67.71 |
67.95 |
67.27 |
67.63 |
-0.25 |
1,509 |
16,471 |
+138 |
Oct20 |
191127 |
67.58 |
67.58 |
67.58 |
67.58 |
-0.20 |
0 |
5 |
+0 |
Dec20 |
191127 |
67.57 |
67.85 |
67.20 |
67.64 |
-0.16 |
881 |
24,749 |
+360 |
Total Volume and Open Interest |
24,716 |
198,775 |
+1,238 |
Lumber(CME) |
Jan20 |
191127 |
411.6 |
423.0 |
409.2 |
416.1 |
+3.2 |
786 |
2,458 |
-174 |
Mar20 |
191127 |
415.0 |
423.2 |
413.1 |
417.1 |
+0.5 |
182 |
529 |
-3 |
May20 |
191127 |
412.0 |
412.0 |
410.0 |
410.0 |
+0.8 |
82 |
257 |
+27 |
Jul20 |
191127 |
398.3 |
398.3 |
398.0 |
398.2 |
-0.5 |
16 |
71 |
+6 |
Sep20 |
191127 |
396.4 |
396.4 |
396.4 |
396.4 |
-0.5 |
0 |
2 |
+0 |
Nov20 |
191127 |
394.9 |
394.9 |
394.9 |
394.9 |
-0.5 |
|
|
|
Jan21 |
191127 |
393.4 |
393.4 |
393.4 |
393.4 |
-0.5 |
|
|
|
Total Volume and Open Interest |
1,066 |
3,317 |
-144 |
Crude Oil(NYM) |
Jan20 |
191127 |
58.27 |
58.68 |
57.51 |
58.11 |
-0.30 |
443,816 |
468,393 |
+96 |
Feb20 |
191127 |
58.20 |
58.60 |
57.46 |
58.05 |
-0.27 |
76,456 |
211,207 |
+571 |
Mar20 |
191127 |
57.92 |
58.32 |
57.23 |
57.85 |
-0.21 |
40,539 |
222,289 |
+3,402 |
Apr20 |
191127 |
57.51 |
57.94 |
56.91 |
57.54 |
-0.17 |
18,126 |
103,713 |
+165 |
May20 |
191127 |
57.22 |
57.58 |
56.54 |
57.19 |
-0.13 |
11,364 |
91,395 |
-87 |
Jun20 |
191127 |
56.75 |
57.13 |
56.12 |
56.77 |
-0.10 |
28,485 |
205,462 |
+1,223 |
Jul20 |
191127 |
56.30 |
56.63 |
55.69 |
56.33 |
-0.07 |
5,268 |
71,097 |
+129 |
Aug20 |
191127 |
56.00 |
56.18 |
55.26 |
55.91 |
-0.05 |
3,404 |
46,362 |
+747 |
Sep20 |
191127 |
55.42 |
55.78 |
54.88 |
55.52 |
-0.04 |
6,194 |
89,031 |
+234 |
Oct20 |
191127 |
55.16 |
55.47 |
54.57 |
55.20 |
-0.03 |
3,287 |
50,480 |
-23 |
Nov20 |
191127 |
54.83 |
55.16 |
54.42 |
54.93 |
-0.02 |
1,472 |
44,500 |
-104 |
Dec20 |
191127 |
54.61 |
54.95 |
54.05 |
54.69 |
-0.02 |
25,836 |
195,968 |
+1,001 |
Jan21 |
191127 |
54.90 |
54.98 |
53.83 |
54.44 |
-0.02 |
649 |
35,033 |
+117 |
Feb21 |
191127 |
54.20 |
54.20 |
54.20 |
54.20 |
-0.03 |
408 |
20,391 |
+119 |
Mar21 |
191127 |
53.98 |
53.98 |
53.86 |
53.98 |
-0.04 |
776 |
29,786 |
-64 |
Apr21 |
191127 |
53.74 |
53.78 |
53.74 |
53.78 |
-0.05 |
244 |
10,028 |
+76 |
Total Volume and Open Interest |
687,479 |
2,187,168 |
+7,668 |
e-miNY Crude Oil(NYM) |
Jan20 |
191127 |
58.275 |
58.675 |
57.525 |
58.100 |
-0.300 |
14,297 |
2,370 |
+101 |
Feb20 |
191127 |
58.100 |
58.575 |
57.475 |
58.050 |
-0.275 |
555 |
448 |
+57 |
Mar20 |
191127 |
57.850 |
58.325 |
57.400 |
57.850 |
-0.200 |
74 |
234 |
+0 |
Apr20 |
191127 |
57.000 |
57.550 |
57.000 |
57.550 |
-0.150 |
1 |
154 |
+1 |
May20 |
191127 |
57.200 |
57.350 |
56.700 |
57.200 |
-0.125 |
2 |
124 |
+0 |
Jun20 |
191127 |
56.200 |
56.900 |
56.200 |
56.775 |
-0.100 |
8 |
38 |
+2 |
Jul20 |
191127 |
56.325 |
56.450 |
56.325 |
56.325 |
-0.075 |
0 |
44 |
+0 |
Aug20 |
191127 |
56.000 |
56.000 |
55.550 |
55.900 |
-0.050 |
0 |
36 |
+0 |
Sep20 |
191127 |
55.525 |
55.600 |
55.525 |
55.525 |
-0.025 |
0 |
26 |
+0 |
Oct20 |
191127 |
55.200 |
55.200 |
55.200 |
55.200 |
-0.025 |
0 |
4 |
+0 |
Total Volume and Open Interest |
14,938 |
3,583 |
+162 |
NY Harbor ULSD(NYM) |
Dec19 |
191127 |
195.50 |
197.35 |
193.96 |
194.65 |
-1.41 |
23,132 |
13,850 |
-5,427 |
Jan20 |
191127 |
195.29 |
197.16 |
193.85 |
194.53 |
-1.27 |
70,937 |
126,304 |
+5,277 |
Feb20 |
191127 |
194.80 |
196.68 |
193.51 |
194.23 |
-1.14 |
27,285 |
54,157 |
-1,759 |
Mar20 |
191127 |
194.01 |
195.42 |
192.35 |
193.12 |
-1.06 |
16,446 |
64,071 |
+1,109 |
Apr20 |
191127 |
192.57 |
193.58 |
190.62 |
191.44 |
-0.99 |
10,065 |
54,689 |
+147 |
May20 |
191127 |
190.76 |
191.88 |
189.34 |
190.11 |
-0.99 |
4,569 |
27,348 |
-277 |
Jun20 |
191127 |
189.67 |
191.17 |
188.35 |
189.17 |
-1.02 |
9,174 |
25,868 |
-146 |
Jul20 |
191127 |
189.09 |
190.28 |
188.14 |
188.82 |
-0.99 |
1,816 |
8,665 |
+241 |
Aug20 |
191127 |
189.98 |
190.30 |
187.96 |
188.61 |
-0.97 |
1,192 |
4,827 |
+160 |
Sep20 |
191127 |
189.94 |
190.20 |
187.91 |
188.62 |
-0.94 |
1,362 |
6,199 |
+215 |
Oct20 |
191127 |
189.92 |
189.92 |
188.68 |
188.71 |
-0.93 |
941 |
3,487 |
+96 |
Nov20 |
191127 |
190.12 |
190.12 |
188.00 |
188.84 |
-0.93 |
931 |
2,643 |
-79 |
Dec20 |
191127 |
190.31 |
190.80 |
188.03 |
188.95 |
-0.93 |
3,045 |
18,953 |
+312 |
Jan21 |
191127 |
189.03 |
189.03 |
189.03 |
189.03 |
-0.91 |
185 |
3,035 |
+46 |
Total Volume and Open Interest |
171,132 |
422,855 |
-76 |
RBOB Gasoline(NYM) |
Dec19 |
191127 |
169.60 |
170.41 |
166.19 |
167.92 |
-2.55 |
28,961 |
16,716 |
-8,493 |
Jan20 |
191127 |
169.16 |
169.83 |
165.94 |
167.65 |
-2.11 |
75,463 |
174,358 |
+4,167 |
Feb20 |
191127 |
169.10 |
169.62 |
166.04 |
167.81 |
-1.79 |
30,940 |
55,901 |
+2,226 |
Mar20 |
191127 |
169.36 |
170.25 |
166.77 |
168.55 |
-1.57 |
23,371 |
47,235 |
-327 |
Apr20 |
191127 |
185.64 |
186.29 |
183.07 |
184.72 |
-1.24 |
11,558 |
29,938 |
+1,288 |
May20 |
191127 |
184.87 |
185.73 |
182.85 |
184.41 |
-1.13 |
5,114 |
19,715 |
+667 |
Jun20 |
191127 |
183.19 |
184.12 |
181.17 |
182.76 |
-1.04 |
4,415 |
18,473 |
+11 |
Jul20 |
191127 |
181.40 |
181.40 |
179.00 |
180.34 |
-0.94 |
1,159 |
10,039 |
+283 |
Aug20 |
191127 |
178.56 |
178.56 |
176.12 |
177.51 |
-0.85 |
491 |
3,397 |
+30 |
Sep20 |
191127 |
175.10 |
175.11 |
172.81 |
174.22 |
-0.70 |
755 |
4,164 |
+116 |
Total Volume and Open Interest |
186,722 |
397,582 |
+542 |
e-miNY RBOB Gasoline(NYM) |
Dec19 |
191127 |
167.92 |
167.92 |
167.92 |
167.92 |
-2.55 |
1 |
0 |
-1 |
Jan20 |
191127 |
167.65 |
167.65 |
167.65 |
167.65 |
-2.11 |
|
|
|
Feb20 |
191127 |
167.81 |
167.81 |
167.81 |
167.81 |
-1.79 |
|
|
|
Mar20 |
191127 |
168.55 |
168.55 |
168.55 |
168.55 |
-1.57 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Dec19 |
191126 |
2.520 |
2.532 |
2.421 |
2.470 |
-0.061 |
70,298 |
5,425 |
-13,102 |
Jan20 |
191127 |
2.529 |
2.558 |
2.488 |
2.501 |
-0.032 |
241,556 |
388,597 |
+15,255 |
Feb20 |
191127 |
2.497 |
2.521 |
2.458 |
2.470 |
-0.031 |
46,076 |
117,211 |
+4,633 |
Mar20 |
191127 |
2.405 |
2.425 |
2.372 |
2.383 |
-0.027 |
53,646 |
187,502 |
+5,863 |
Apr20 |
191127 |
2.284 |
2.300 |
2.262 |
2.272 |
-0.017 |
45,293 |
120,219 |
+3,740 |
May20 |
191127 |
2.281 |
2.294 |
2.260 |
2.270 |
-0.013 |
18,409 |
90,490 |
+912 |
Jun20 |
191127 |
2.322 |
2.333 |
2.301 |
2.312 |
-0.011 |
7,503 |
35,694 |
+622 |
Jul20 |
191127 |
2.364 |
2.378 |
2.348 |
2.361 |
-0.008 |
6,443 |
29,663 |
+567 |
Aug20 |
191127 |
2.381 |
2.394 |
2.365 |
2.377 |
-0.009 |
2,419 |
27,091 |
+134 |
Sep20 |
191127 |
2.379 |
2.386 |
2.358 |
2.368 |
-0.009 |
2,197 |
26,449 |
-4 |
Oct20 |
191127 |
2.417 |
2.419 |
2.392 |
2.402 |
-0.008 |
15,374 |
68,777 |
+3,602 |
Nov20 |
191127 |
2.474 |
2.486 |
2.464 |
2.474 |
-0.006 |
1,542 |
21,566 |
+220 |
Dec20 |
191127 |
2.659 |
2.659 |
2.637 |
2.650 |
-0.005 |
1,980 |
23,864 |
+239 |
Jan21 |
191127 |
2.769 |
2.777 |
2.756 |
2.770 |
-0.005 |
6,555 |
22,857 |
+2,226 |
Feb21 |
191127 |
2.729 |
2.729 |
2.715 |
2.726 |
-0.004 |
1,098 |
9,966 |
+217 |
Mar21 |
191127 |
2.586 |
2.596 |
2.586 |
2.595 |
-0.003 |
862 |
12,110 |
+269 |
Total Volume and Open Interest |
454,459 |
1,233,078 |
+33,764 |
Brent Crude Oil(ICE) |
Jan20 |
191127 |
64.02 |
64.60 |
63.51 |
64.06 |
-0.21 |
181,095 |
141,533 |
-41,945 |
Feb20 |
191127 |
62.96 |
63.58 |
62.46 |
63.01 |
-0.20 |
290,590 |
555,988 |
+13,725 |
Mar20 |
191127 |
62.29 |
62.86 |
61.75 |
62.30 |
-0.21 |
137,940 |
305,172 |
+932 |
Apr20 |
191127 |
61.77 |
62.36 |
61.24 |
61.78 |
-0.22 |
50,747 |
115,305 |
+9,265 |
May20 |
191127 |
61.39 |
61.94 |
60.83 |
61.36 |
-0.23 |
27,605 |
122,155 |
-4,528 |
Jun20 |
191127 |
61.03 |
61.56 |
60.45 |
60.97 |
-0.24 |
52,465 |
276,316 |
+772 |
Jul20 |
191127 |
60.65 |
61.18 |
60.09 |
60.59 |
-0.25 |
13,841 |
103,416 |
+732 |
Aug20 |
191127 |
60.49 |
60.81 |
59.77 |
60.28 |
-0.25 |
16,862 |
81,995 |
+5,386 |
Sep20 |
191127 |
60.18 |
60.59 |
59.52 |
60.02 |
-0.25 |
11,883 |
109,846 |
-1,265 |
Oct20 |
191127 |
59.76 |
59.76 |
59.76 |
59.76 |
-0.24 |
8,633 |
71,797 |
+503 |
Nov20 |
191127 |
59.52 |
59.52 |
59.52 |
59.52 |
-0.24 |
1,535 |
48,709 |
+150 |
Dec20 |
191127 |
59.35 |
59.82 |
58.80 |
59.26 |
-0.25 |
27,910 |
236,365 |
+3,245 |
Jan21 |
191127 |
59.07 |
59.07 |
59.07 |
59.07 |
-0.26 |
859 |
40,349 |
+147 |
Feb21 |
191127 |
58.90 |
58.90 |
58.90 |
58.90 |
-0.27 |
1,199 |
34,019 |
+120 |
Total Volume and Open Interest |
846,098 |
2,613,435 |
-9,760 |
Gas Oil(ICE) |
Dec19 |
191127 |
590.25 |
596.00 |
586.25 |
587.50 |
-2.00 |
61,553 |
117,308 |
-5,724 |
Jan20 |
191127 |
589.50 |
595.50 |
585.75 |
587.25 |
-2.00 |
96,821 |
168,967 |
+2,385 |
Feb20 |
191127 |
589.25 |
594.75 |
585.25 |
586.75 |
-2.00 |
55,229 |
81,775 |
+1,719 |
Mar20 |
191127 |
586.75 |
592.00 |
582.75 |
584.25 |
-2.00 |
25,952 |
82,117 |
+1,440 |
Apr20 |
191127 |
583.25 |
588.25 |
579.50 |
580.75 |
-2.50 |
14,515 |
53,078 |
+1,237 |
May20 |
191127 |
579.75 |
584.75 |
576.00 |
577.50 |
-2.50 |
9,630 |
47,427 |
+281 |
Jun20 |
191127 |
576.75 |
581.25 |
572.50 |
574.00 |
-2.50 |
16,656 |
73,573 |
+2,606 |
Jul20 |
191127 |
575.00 |
578.50 |
570.75 |
572.25 |
-2.50 |
4,123 |
26,138 |
-342 |
Aug20 |
191127 |
573.75 |
577.25 |
569.25 |
571.00 |
-2.50 |
2,224 |
21,061 |
-109 |
Sep20 |
191127 |
575.25 |
576.75 |
568.50 |
570.00 |
-2.75 |
1,641 |
24,007 |
-382 |
Total Volume and Open Interest |
298,497 |
833,315 |
+3,711 |
Ethanol(CBOT) |
Dec19 |
191127 |
1.545 |
1.545 |
1.456 |
1.470 |
-0.030 |
72 |
23 |
-69 |
Jan20 |
191127 |
1.448 |
1.449 |
1.366 |
1.370 |
-0.049 |
125 |
503 |
+11 |
Feb20 |
191127 |
1.444 |
1.444 |
1.377 |
1.389 |
-0.049 |
38 |
43 |
-1 |
Mar20 |
191127 |
1.447 |
1.447 |
1.398 |
1.409 |
-0.049 |
1 |
92 |
+0 |
Apr20 |
191127 |
1.440 |
1.440 |
1.440 |
1.440 |
-0.049 |
|
|
|
May20 |
191127 |
1.440 |
1.440 |
1.440 |
1.440 |
-0.049 |
|
|
|
Jun20 |
191127 |
1.440 |
1.440 |
1.440 |
1.440 |
-0.049 |
|
|
|
Jul20 |
191127 |
1.440 |
1.440 |
1.440 |
1.440 |
-0.049 |
|
|
|
Total Volume and Open Interest |
236 |
661 |
-59 |
WTI Crude Oil(ICE) |
Jan20 |
191127 |
58.19 |
58.68 |
57.53 |
58.11 |
-0.30 |
31,913 |
86,032 |
-767 |
Feb20 |
191127 |
58.11 |
58.59 |
57.46 |
58.05 |
-0.27 |
33,921 |
78,928 |
-526 |
Mar20 |
191127 |
57.84 |
58.28 |
57.29 |
57.85 |
-0.21 |
23,224 |
64,657 |
+805 |
Apr20 |
191127 |
57.70 |
57.92 |
56.92 |
57.54 |
-0.17 |
11,481 |
29,078 |
-631 |
May20 |
191127 |
57.53 |
57.53 |
56.54 |
57.19 |
-0.13 |
8,023 |
20,021 |
+729 |
Jun20 |
191127 |
56.72 |
57.09 |
56.14 |
56.77 |
-0.10 |
12,092 |
71,508 |
+1,413 |
Jul20 |
191127 |
56.51 |
56.51 |
55.80 |
56.33 |
-0.07 |
833 |
13,648 |
-9 |
Aug20 |
191127 |
55.98 |
55.98 |
55.91 |
55.91 |
-0.05 |
377 |
7,776 |
+22 |
Sep20 |
191127 |
55.78 |
55.78 |
55.52 |
55.52 |
-0.04 |
846 |
15,781 |
+119 |
Oct20 |
191127 |
55.38 |
55.38 |
55.20 |
55.20 |
-0.03 |
107 |
7,819 |
+5 |
Nov20 |
191127 |
54.93 |
54.93 |
54.93 |
54.93 |
-0.02 |
65 |
6,169 |
+15 |
Dec20 |
191127 |
54.92 |
54.92 |
54.27 |
54.69 |
-0.02 |
6,645 |
88,662 |
+657 |
Jan21 |
191127 |
54.44 |
54.44 |
54.44 |
54.44 |
-0.02 |
40 |
3,561 |
+32 |
Feb21 |
191127 |
54.20 |
54.20 |
54.20 |
54.20 |
-0.03 |
15 |
3,147 |
-3 |
Mar21 |
191127 |
53.98 |
53.98 |
53.98 |
53.98 |
-0.04 |
0 |
3,831 |
+0 |
Apr21 |
191127 |
53.78 |
53.78 |
53.78 |
53.78 |
-0.05 |
0 |
2,222 |
+0 |
Total Volume and Open Interest |
136,774 |
618,863 |
-39 |
US Dollar Index(ICE) |
Dec19 |
191127 |
98.225 |
98.370 |
98.205 |
98.287 |
+0.118 |
7,744 |
39,759 |
-365 |
Mar20 |
191127 |
97.850 |
97.905 |
97.790 |
97.853 |
+0.118 |
57 |
2,158 |
+13 |
Jun20 |
191127 |
97.493 |
97.493 |
97.493 |
97.493 |
+0.118 |
0 |
224 |
+0 |
Total Volume and Open Interest |
7,802 |
42,191 |
-352 |
Australian Dollar(CME) |
Dec19 |
191127 |
67.87 |
67.95 |
67.75 |
67.81 |
-0.11 |
78,459 |
180,534 |
-2,102 |
Mar20 |
191127 |
68.06 |
68.10 |
67.91 |
67.97 |
-0.11 |
701 |
2,217 |
+449 |
Jun20 |
191127 |
68.12 |
68.12 |
68.08 |
68.12 |
-0.10 |
1 |
160 |
+0 |
Total Volume and Open Interest |
80,073 |
184,471 |
-920 |
British Pound(CME) |
Dec19 |
191127 |
128.70 |
129.32 |
128.33 |
129.22 |
+0.45 |
90,614 |
216,874 |
-2,807 |
Mar20 |
191127 |
129.01 |
129.65 |
128.74 |
129.62 |
+0.46 |
702 |
4,818 |
+87 |
Jun20 |
191127 |
129.92 |
129.93 |
129.09 |
129.92 |
+0.45 |
0 |
205 |
+0 |
Total Volume and Open Interest |
91,637 |
223,181 |
-2,506 |
Canadian Dollar(CME) |
Dec19 |
191127 |
75.34 |
75.42 |
75.25 |
75.29 |
-0.04 |
56,453 |
159,223 |
-3,807 |
Mar20 |
191127 |
75.37 |
75.45 |
75.29 |
75.33 |
-0.04 |
338 |
5,145 |
-75 |
Jun20 |
191127 |
75.39 |
75.46 |
75.31 |
75.34 |
-0.04 |
65 |
992 |
+53 |
Sep20 |
191127 |
75.33 |
75.33 |
75.33 |
75.33 |
-0.04 |
0 |
371 |
+0 |
Total Volume and Open Interest |
57,596 |
167,350 |
-3,374 |
Japanese Yen(CME) |
Dec19 |
191127 |
91.77 |
91.80 |
91.32 |
91.34 |
-0.46 |
105,931 |
189,024 |
+2,178 |
Mar20 |
191127 |
92.34 |
92.35 |
91.89 |
91.90 |
-0.47 |
361 |
5,178 |
+66 |
Jun20 |
191127 |
92.38 |
92.38 |
92.38 |
92.38 |
-0.47 |
0 |
48 |
+0 |
Total Volume and Open Interest |
106,778 |
196,894 |
+2,369 |
Swiss Franc(CME) |
Dec19 |
191127 |
100.36 |
100.40 |
100.11 |
100.18 |
-0.24 |
24,896 |
76,621 |
-607 |
Mar20 |
191127 |
101.05 |
101.09 |
100.83 |
100.89 |
-0.25 |
210 |
664 |
+122 |
Jun20 |
191127 |
101.55 |
101.55 |
101.55 |
101.55 |
-0.24 |
0 |
31 |
+0 |
Total Volume and Open Interest |
25,106 |
77,318 |
-485 |
EuroFX(CME) |
Dec19 |
191127 |
110.35 |
110.37 |
110.05 |
110.18 |
-0.17 |
110,868 |
545,089 |
-1,972 |
Mar20 |
191127 |
111.02 |
111.04 |
110.74 |
110.87 |
-0.16 |
3,308 |
26,854 |
+1,738 |
Jun20 |
191127 |
111.61 |
111.61 |
111.39 |
111.48 |
-0.17 |
217 |
1,866 |
-86 |
Total Volume and Open Interest |
114,588 |
578,450 |
-298 |
Mexican Peso(CME) |
Dec19 |
191127 |
510.88 |
512.50 |
509.25 |
510.63 |
+0.63 |
51,038 |
280,896 |
-563 |
Jan20 |
191127 |
510.00 |
510.00 |
507.75 |
508.63 |
+0.75 |
2 |
8 |
+2 |
Total Volume and Open Interest |
55,694 |
292,397 |
+3,957 |
Brazilian Real(CME) |
Dec19 |
191127 |
235.65 |
236.85 |
233.80 |
235.05 |
-0.15 |
17,937 |
14,904 |
-3,051 |
Jan20 |
191127 |
235.35 |
237.15 |
233.30 |
234.65 |
-0.20 |
10,110 |
52,417 |
+3,682 |
Feb20 |
191127 |
234.15 |
235.10 |
233.40 |
234.30 |
-0.20 |
85 |
95 |
+64 |
Mar20 |
191127 |
235.05 |
235.05 |
233.05 |
234.05 |
-0.20 |
164 |
1,843 |
+81 |
Total Volume and Open Interest |
28,296 |
69,259 |
+776 |
30-Year T-Bonds(CBOT) |
Dec19 |
191127 |
160~170 |
160~200 |
159~260 |
160~030 |
-0~160 |
423,437 |
151,776 |
-154,047 |
Mar20 |
191127 |
159~240 |
159~270 |
159~010 |
159~100 |
-0~160 |
335,055 |
917,760 |
+191,105 |
Jun20 |
191127 |
159~100 |
159~100 |
159~100 |
159~100 |
-0~160 |
1 |
1 |
+1 |
Total Volume and Open Interest |
758,493 |
1,069,537 |
+37,059 |
10-Year T-Notes(CBOT) |
Dec19 |
191127 |
129~215 |
129~220 |
129~095 |
129~120 |
-0~100 |
2,602,268 |
509,357 |
-955,487 |
Mar20 |
191127 |
129~240 |
129~245 |
129~125 |
129~155 |
-0~085 |
2,172,143 |
3,444,221 |
+785,427 |
Jun20 |
191127 |
129~155 |
129~155 |
129~155 |
129~155 |
-0~085 |
|
|
|
Total Volume and Open Interest |
4,774,411 |
3,953,578 |
-170,060 |
5-Year T-Notes(CBOT) |
Dec19 |
191127 |
118~262 |
118~262 |
118~182 |
118~194 |
-0~064 |
2,259,679 |
677,655 |
-970,594 |
Mar20 |
191127 |
119~050 |
119~050 |
118~292 |
118~306 |
-0~060 |
2,078,249 |
3,957,448 |
+931,812 |
Jun20 |
191127 |
118~306 |
118~306 |
118~306 |
118~306 |
-0~060 |
|
|
|
Total Volume and Open Interest |
4,337,928 |
4,635,103 |
-38,782 |
2 Year T-Notes(CBOT) |
Dec19 |
191127 |
107~200 |
107~201 |
107~170 |
107~171 |
-0~031 |
1,470,903 |
517,736 |
-684,231 |
Mar20 |
191127 |
107~267 |
107~267 |
107~235 |
107~236 |
-0~032 |
1,366,555 |
3,216,977 |
+613,202 |
Jun20 |
191127 |
107~236 |
107~236 |
107~236 |
107~236 |
-0~032 |
|
|
|
Total Volume and Open Interest |
2,837,458 |
3,734,713 |
-71,029 |
Eurodollars(CME) |
Dec19 |
191127 |
98.095 |
98.098 |
98.090 |
98.092 |
-0.003 |
167,856 |
1,638,125 |
-1,186 |
Mar20 |
191127 |
98.290 |
98.295 |
98.265 |
98.270 |
-0.025 |
148,859 |
1,624,196 |
+7,444 |
Jun20 |
191127 |
98.395 |
98.395 |
98.355 |
98.360 |
-0.040 |
125,917 |
1,284,139 |
+18,428 |
Sep20 |
191127 |
98.480 |
98.480 |
98.430 |
98.435 |
-0.045 |
116,597 |
1,075,186 |
-2,358 |
Dec20 |
191127 |
98.495 |
98.495 |
98.445 |
98.450 |
-0.045 |
168,995 |
1,278,191 |
+20,817 |
Mar21 |
191127 |
98.575 |
98.575 |
98.525 |
98.530 |
-0.045 |
101,049 |
854,806 |
+5,859 |
Jun21 |
191127 |
98.595 |
98.595 |
98.535 |
98.540 |
-0.050 |
93,744 |
904,865 |
+3,156 |
Sep21 |
191127 |
98.600 |
98.600 |
98.545 |
98.550 |
-0.045 |
157,024 |
660,954 |
+17,324 |
Dec21 |
191127 |
98.570 |
98.570 |
98.515 |
98.520 |
-0.045 |
68,365 |
679,325 |
+27,690 |
Mar22 |
191127 |
98.565 |
98.565 |
98.510 |
98.520 |
-0.040 |
67,153 |
463,996 |
+6,405 |
Jun22 |
191127 |
98.545 |
98.545 |
98.490 |
98.500 |
-0.040 |
46,274 |
318,232 |
+387 |
Sep22 |
191127 |
98.530 |
98.530 |
98.475 |
98.480 |
-0.045 |
56,990 |
268,184 |
+369 |
Dec22 |
191127 |
98.500 |
98.500 |
98.450 |
98.455 |
-0.045 |
36,527 |
260,922 |
-3,519 |
Mar23 |
191127 |
98.485 |
98.485 |
98.435 |
98.445 |
-0.040 |
22,838 |
251,964 |
+2,148 |
Jun23 |
191127 |
98.465 |
98.470 |
98.420 |
98.430 |
-0.035 |
27,680 |
131,621 |
-1,325 |
Sep23 |
191127 |
98.455 |
98.455 |
98.405 |
98.410 |
-0.040 |
24,217 |
148,037 |
+146 |
Dec23 |
191127 |
98.435 |
98.435 |
98.385 |
98.390 |
-0.040 |
20,534 |
103,513 |
+1,617 |
Mar24 |
191127 |
98.420 |
98.420 |
98.365 |
98.375 |
-0.040 |
23,572 |
92,553 |
+4,062 |
Total Volume and Open Interest |
1,517,170 |
12,359,263 |
+111,690 |
Ultra T-Bond(CBOT) |
Dec19 |
191127 |
189~10 |
189~15 |
188~03 |
188~26 |
-0~19 |
406,175 |
85,635 |
-308,614 |
Mar20 |
191127 |
188~19 |
188~25 |
187~13 |
188~04 |
-0~18 |
396,604 |
1,157,916 |
+283,233 |
Jun20 |
191127 |
187~21 |
187~21 |
187~21 |
187~21 |
-0~18 |
|
|
|
Total Volume and Open Interest |
802,779 |
1,243,551 |
-25,381 |
Ultra 10-Yr T-Note(CBOT) |
Dec19 |
191127 |
141~120 |
141~130 |
140~295 |
141~005 |
-0~120 |
364,044 |
130,570 |
-289,392 |
Mar20 |
191127 |
142~240 |
142~250 |
142~090 |
142~130 |
-0~110 |
320,160 |
780,699 |
+245,969 |
Jun20 |
191127 |
142~130 |
142~130 |
142~130 |
142~130 |
-0~110 |
|
|
|
Total Volume and Open Interest |
684,204 |
911,269 |
-43,423 |
30 Day Federal Funds(CBOT) |
Nov19 |
191127 |
98.445 |
98.448 |
98.445 |
98.445 |
unch |
30,957 |
421,335 |
-6,785 |
Dec19 |
191127 |
98.435 |
98.440 |
98.435 |
98.435 |
unch |
42,364 |
273,756 |
-6,017 |
Jan20 |
191127 |
98.445 |
98.445 |
98.440 |
98.440 |
-0.005 |
54,887 |
426,412 |
+4,747 |
Feb20 |
191127 |
98.470 |
98.470 |
98.460 |
98.460 |
-0.010 |
56,958 |
306,111 |
+22,233 |
Mar20 |
191127 |
98.480 |
98.485 |
98.470 |
98.470 |
-0.010 |
44,031 |
113,712 |
+9,326 |
Apr20 |
191127 |
98.510 |
98.515 |
98.495 |
98.500 |
-0.015 |
26,946 |
197,008 |
+603 |
Total Volume and Open Interest |
314,418 |
2,218,722 |
+29,694 |
Japanese Govt Bonds(SGX) |
Dec19 |
191127 |
153.40 |
153.70 |
153.37 |
153.55 |
+0.17 |
993 |
15,232 |
+48 |
Mar20 |
191127 |
153.48 |
153.53 |
153.48 |
153.53 |
+0.17 |
320 |
327 |
+320 |
Jun20 |
191127 |
153.53 |
153.53 |
153.53 |
153.53 |
+0.17 |
|
|
|
Total Volume and Open Interest |
1,313 |
15,559 |
+368 |
Euro-Buxl(EUREX) |
Dec19 |
191127 |
208.04 |
208.86 |
207.86 |
208.66 |
+0.18 |
39,592 |
236,088 |
-2,740 |
Mar20 |
191127 |
206.38 |
207.26 |
206.38 |
207.08 |
+0.18 |
2,031 |
47,774 |
+1,497 |
Jun20 |
191127 |
205.66 |
205.66 |
205.66 |
205.66 |
+0.18 |
0 |
7 |
+0 |
Total Volume and Open Interest |
41,623 |
283,869 |
-1,243 |
Euro-Bund(EUREX) |
Dec19 |
191127 |
171.30 |
171.52 |
171.13 |
171.35 |
-0.10 |
497,717 |
1,443,412 |
-52,724 |
Mar20 |
191127 |
173.32 |
173.52 |
173.13 |
173.35 |
-0.11 |
64,154 |
181,738 |
+14,627 |
Jun20 |
191127 |
170.77 |
170.77 |
170.77 |
170.77 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
561,871 |
1,625,151 |
-38,097 |
Euro-Bobl(EUREX) |
Dec19 |
191127 |
134.41 |
134.45 |
134.33 |
134.40 |
-0.04 |
281,035 |
1,244,852 |
+33,963 |
Mar20 |
191127 |
134.42 |
134.45 |
134.34 |
134.41 |
-0.05 |
39,571 |
82,158 |
+26,810 |
Jun20 |
191127 |
134.75 |
134.75 |
134.75 |
134.75 |
-0.04 |
|
|
|
Total Volume and Open Interest |
320,606 |
1,327,010 |
+60,773 |
Euro-Schatz(EUREX) |
Dec19 |
191127 |
112.00 |
112.00 |
111.99 |
112.00 |
+0.00 |
240,997 |
1,558,338 |
+35,396 |
Mar20 |
191127 |
112.00 |
112.00 |
111.99 |
112.00 |
-0.00 |
61,841 |
132,052 |
+58,312 |
Jun20 |
191127 |
111.80 |
111.80 |
111.80 |
111.80 |
+0.01 |
|
|
|
Total Volume and Open Interest |
302,838 |
1,690,390 |
+93,708 |
3-Mth Euribor(EUREX) |
Dec19 |
191127 |
100.405 |
100.405 |
100.400 |
100.400 |
unch |
0 |
2,043 |
+0 |
Mar20 |
191127 |
100.410 |
100.410 |
100.410 |
100.410 |
+0.005 |
0 |
1,055 |
+0 |
Jun20 |
191127 |
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 |
191127 |
132~22 |
132~22 |
132~06 |
132~09 |
-0~13 |
497,721 |
188,085 |
-209,362 |
Mar20 |
191127 |
133~17 |
133~18 |
132~31 |
133~01 |
-0~17 |
391,936 |
628,647 |
+167,968 |
Total Volume and Open Interest |
889,657 |
816,732 |
-41,394 |
3-Mth Short Sterling(LIFFE) |
Dec19 |
191127 |
99.21 |
99.21 |
99.20 |
99.21 |
-0.00 |
59,838 |
675,084 |
-5,599 |
Mar20 |
191127 |
99.31 |
99.31 |
99.29 |
99.29 |
-0.01 |
60,097 |
606,032 |
-9,985 |
Jun20 |
191127 |
99.36 |
99.36 |
99.33 |
99.33 |
-0.03 |
65,342 |
612,243 |
+6,887 |
Sep20 |
191127 |
99.37 |
99.39 |
99.35 |
99.36 |
-0.03 |
51,014 |
531,073 |
+3,741 |
Dec20 |
191127 |
99.36 |
99.36 |
99.32 |
99.33 |
-0.03 |
50,107 |
581,570 |
+188 |
Mar21 |
191127 |
99.38 |
99.39 |
99.34 |
99.35 |
-0.04 |
40,358 |
274,339 |
+362 |
Total Volume and Open Interest |
579,553 |
4,352,590 |
+825 |
3-Mth Euribor(LIFFE) |
Dec19 |
191127 |
100.400 |
100.400 |
100.395 |
100.395 |
-0.005 |
19,102 |
680,331 |
+243 |
Mar20 |
191127 |
100.405 |
100.410 |
100.405 |
100.405 |
unch |
42,126 |
437,045 |
+10,398 |
Jun20 |
191127 |
100.415 |
100.420 |
100.415 |
100.415 |
unch |
24,898 |
389,098 |
+3,371 |
Total Volume and Open Interest |
329,952 |
4,202,311 |
-652 |
3-Mth Aus T-Bills(SFE) |
Dec19 |
191127 |
99.06 |
99.06 |
99.04 |
99.05 |
-0.01 |
21,905 |
127,156 |
-1,554 |
Mar20 |
191127 |
99.22 |
99.26 |
99.21 |
99.25 |
+0.03 |
17,365 |
241,743 |
+792 |
Jun20 |
191127 |
99.27 |
99.34 |
99.25 |
99.33 |
+0.06 |
15,536 |
209,388 |
-5,765 |
Sep20 |
191127 |
99.30 |
99.38 |
99.29 |
99.37 |
+0.07 |
11,142 |
208,474 |
+1,243 |
Dec20 |
191127 |
99.27 |
99.35 |
99.26 |
99.34 |
+0.07 |
7,761 |
142,046 |
-134 |
Mar21 |
191127 |
99.27 |
99.36 |
99.26 |
99.35 |
+0.08 |
2,885 |
92,000 |
-68 |
Jun21 |
191127 |
99.24 |
99.33 |
99.24 |
99.33 |
+0.09 |
2,781 |
57,979 |
+569 |
Sep21 |
191127 |
99.21 |
99.31 |
99.21 |
99.30 |
+0.09 |
3,273 |
33,321 |
+1,589 |
Dec21 |
191127 |
99.20 |
99.27 |
99.20 |
99.27 |
+0.10 |
92 |
6,933 |
-90 |
Mar22 |
191127 |
99.19 |
99.28 |
99.19 |
99.28 |
+0.12 |
175 |
1,247 |
-150 |
Total Volume and Open Interest |
82,935 |
1,122,035 |
-3,568 |
10-Year Aus T-Bonds(SFE) |
Dec19 |
191127 |
98.92 |
98.98 |
98.91 |
98.98 |
+0.06 |
112,096 |
1,323,947 |
+2,047 |
Mar20 |
191127 |
98.92 |
98.97 |
98.90 |
98.97 |
+0.06 |
801 |
1,907 |
+801 |
Total Volume and Open Interest |
112,897 |
1,325,854 |
+2,848 |
3-Year Aus T-Bonds(SFE) |
Dec19 |
191127 |
99.26 |
99.36 |
99.25 |
99.35 |
+0.08 |
115,411 |
1,197,509 |
+6,139 |
Mar20 |
191127 |
99.29 |
99.38 |
99.29 |
99.38 |
+0.08 |
1,877 |
7,067 |
+1,877 |
Total Volume and Open Interest |
117,288 |
1,204,576 |
+8,016 |
Gold(CMX) |
Dec19 |
191127 |
1461.1 |
1461.9 |
1452.0 |
1453.4 |
-6.9 |
346,362 |
42,677 |
-128,245 |
Feb20 |
191127 |
1468.3 |
1469.1 |
1459.1 |
1460.8 |
-6.6 |
285,632 |
469,597 |
+109,128 |
Apr20 |
191127 |
1473.7 |
1473.9 |
1464.4 |
1466.0 |
-6.7 |
39,912 |
72,461 |
+21,826 |
Jun20 |
191127 |
1477.5 |
1477.6 |
1469.5 |
1471.1 |
-6.7 |
9,636 |
54,708 |
+3,398 |
Aug20 |
191127 |
1481.3 |
1481.3 |
1475.6 |
1475.9 |
-6.6 |
119 |
8,539 |
-51 |
Oct20 |
191127 |
1479.8 |
1480.3 |
1479.8 |
1480.3 |
-6.6 |
47 |
6,514 |
-17 |
Dec20 |
191127 |
1489.2 |
1490.6 |
1483.9 |
1484.4 |
-6.6 |
313 |
9,682 |
+41 |
Feb21 |
191127 |
1493.2 |
1493.2 |
1488.5 |
1488.6 |
-6.3 |
2 |
476 |
-2 |
Apr21 |
191127 |
1491.8 |
1491.8 |
1491.8 |
1491.8 |
-6.3 |
0 |
31 |
+0 |
Jun21 |
191127 |
1494.4 |
1494.4 |
1494.4 |
1494.4 |
-6.3 |
0 |
1,639 |
+0 |
Aug21 |
191127 |
1498.5 |
1498.5 |
1498.5 |
1498.5 |
-6.2 |
0 |
1 |
+0 |
Oct21 |
191127 |
1502.4 |
1502.4 |
1502.4 |
1502.4 |
|
|
|
|
Silver(CMX) |
Dec19 |
191127 |
1706.0 |
1706.5 |
1687.5 |
1691.2 |
-13.3 |
84,255 |
15,991 |
-18,505 |
Mar20 |
191127 |
1719.0 |
1720.0 |
1702.5 |
1705.5 |
-13.3 |
56,279 |
154,105 |
+14,486 |
May20 |
191127 |
1726.0 |
1727.5 |
1711.0 |
1714.2 |
-12.9 |
2,589 |
17,372 |
-306 |
Jul20 |
191127 |
1730.0 |
1730.0 |
1720.0 |
1723.2 |
-12.2 |
2,240 |
16,410 |
+505 |
Sep20 |
191127 |
1738.0 |
1738.0 |
1728.5 |
1731.0 |
-12.2 |
348 |
2,431 |
+41 |
Dec20 |
191127 |
1755.0 |
1755.0 |
1741.0 |
1742.6 |
-12.2 |
415 |
2,296 |
+203 |
Mar21 |
191127 |
1751.1 |
1751.1 |
1751.1 |
1751.1 |
-12.2 |
0 |
1 |
+0 |
Total Volume and Open Interest |
146,884 |
209,603 |
-3,453 |
Platinum(NYMEX) |
Jan20 |
191127 |
911.8 |
911.8 |
891.3 |
895.4 |
-16.3 |
17,550 |
78,019 |
+369 |
Apr20 |
191127 |
914.2 |
915.0 |
896.9 |
900.9 |
-16.2 |
1,051 |
11,960 |
+466 |
Jul20 |
191127 |
917.0 |
917.0 |
903.0 |
906.2 |
-16.2 |
46 |
471 |
+28 |
Oct20 |
191127 |
910.0 |
910.0 |
904.5 |
907.2 |
-16.5 |
2 |
25 |
+1 |
Total Volume and Open Interest |
18,651 |
90,498 |
+864 |
Palladium(NYMEX) |
Dec19 |
191127 |
1783.40 |
1816.90 |
1774.00 |
1811.40 |
+29.10 |
4,793 |
1,074 |
-2,306 |
Mar20 |
191127 |
1785.00 |
1808.80 |
1771.30 |
1805.90 |
+23.90 |
6,064 |
21,919 |
+2,214 |
Jun20 |
191127 |
1774.00 |
1802.00 |
1768.50 |
1800.90 |
+23.40 |
514 |
2,041 |
+338 |
Total Volume and Open Interest |
11,376 |
25,213 |
+247 |
Copper(CMX) |
Dec19 |
191127 |
267.55 |
269.05 |
266.45 |
267.45 |
-0.30 |
54,906 |
14,199 |
-10,496 |
Mar20 |
191127 |
269.60 |
271.00 |
268.45 |
269.60 |
-0.15 |
48,302 |
135,967 |
+8,193 |
May20 |
191127 |
270.35 |
271.85 |
269.35 |
270.50 |
-0.10 |
9,959 |
25,023 |
-607 |
Jul20 |
191127 |
270.25 |
272.40 |
270.25 |
271.25 |
unch |
4,721 |
22,279 |
+847 |
Sep20 |
191127 |
272.25 |
272.60 |
271.15 |
271.80 |
unch |
1,216 |
4,294 |
+476 |
Total Volume and Open Interest |
121,842 |
212,461 |
-1,386 |
E-mini DJIA Index(CBOT) |
Dec19 |
191127 |
28122 |
28173 |
28058 |
28148 |
+18 |
118,715 |
101,738 |
-3,681 |
Mar20 |
191127 |
28106 |
28158 |
28050 |
28143 |
+20 |
193 |
5,573 |
+55 |
Jun20 |
191127 |
28100 |
28100 |
28044 |
28099 |
+31 |
2 |
6 |
+2 |
Sep20 |
191127 |
28037 |
28037 |
28037 |
28037 |
+11 |
|
|
|
Total Volume and Open Interest |
118,910 |
107,317 |
-3,624 |
S & P 500(CME) |
Dec19 |
191127 |
3144.90 |
3154.50 |
3142.20 |
3153.80 |
+10.10 |
169 |
27,851 |
+3 |
Mar20 |
191127 |
3156.00 |
3156.00 |
3156.00 |
3156.00 |
+10.20 |
0 |
263 |
+20 |
Jun20 |
191127 |
3155.60 |
3155.60 |
3155.60 |
3155.60 |
+9.80 |
|
|
|
Sep20 |
191127 |
3155.00 |
3155.00 |
3155.00 |
3155.00 |
+9.60 |
|
|
|
Total Volume and Open Interest |
169 |
28,188 |
+23 |
S & P 500 E-Mini(CME) |
Dec19 |
191127 |
3143.75 |
3155.00 |
3141.75 |
3153.75 |
+10.00 |
1,068,011 |
2,649,050 |
+24,186 |
Mar20 |
191127 |
3145.75 |
3157.00 |
3144.00 |
3156.00 |
+10.25 |
16,760 |
232,727 |
+8,592 |
Jun20 |
191127 |
3146.00 |
3156.50 |
3144.50 |
3155.50 |
+9.75 |
38 |
3,922 |
+7 |
Sep20 |
191127 |
3155.00 |
3155.00 |
3155.00 |
3155.00 |
+9.50 |
5 |
155 |
+0 |
Total Volume and Open Interest |
1,084,815 |
2,887,170 |
+32,786 |
NASDAQ 100 E-Mini(CME) |
Dec19 |
191127 |
8402.75 |
8458.75 |
8397.00 |
8454.75 |
+54.00 |
285,726 |
220,659 |
+1,767 |
Mar20 |
191127 |
8422.25 |
8479.25 |
8418.75 |
8475.75 |
+54.00 |
500 |
3,682 |
+86 |
Jun20 |
191127 |
8457.00 |
8497.00 |
8448.50 |
8497.00 |
+54.00 |
6 |
78 |
+2 |
Total Volume and Open Interest |
286,232 |
224,422 |
+1,855 |
S&P Midcap 400(CME) e-Mini |
Dec19 |
191127 |
2020.00 |
2032.20 |
2019.30 |
2031.20 |
+13.20 |
11,400 |
75,623 |
+97 |
Mar20 |
191127 |
2034.00 |
2035.20 |
2033.70 |
2035.20 |
+17.70 |
3 |
96 |
+0 |
Jun20 |
191127 |
2039.60 |
2039.60 |
2039.60 |
2039.60 |
+12.90 |
|
|
|
Total Volume and Open Interest |
11,403 |
75,719 |
+97 |
Volatility Index(CBOE) |
Nov19 |
191120 |
13.05 |
13.50 |
13.00 |
13.01 |
-0.07 |
70,976 |
0 |
-63,575 |
Dec19 |
191127 |
13.95 |
14.00 |
13.80 |
13.83 |
-0.05 |
67,583 |
258,239 |
-11,141 |
Jan20 |
191127 |
16.05 |
16.16 |
15.95 |
16.13 |
+0.05 |
50,574 |
112,218 |
+14,096 |
Feb20 |
191127 |
17.29 |
17.36 |
17.19 |
17.33 |
+0.05 |
17,693 |
55,725 |
+481 |
Total Volume and Open Interest |
149,868 |
504,726 |
+6,007 |
S & P 600(CME) |
Dec19 |
191127 |
1000.20 |
1000.20 |
1000.20 |
1000.20 |
+4.50 |
0 |
961 |
+0 |
Mar20 |
191127 |
1000.80 |
1000.80 |
1000.80 |
1000.80 |
+4.50 |
|
|
|
Total Volume and Open Interest |
0 |
961 |
+0 |
Russell 2000 Mini(CME) |
Dec19 |
191127 |
1627.10 |
1636.10 |
1625.90 |
1635.10 |
+7.40 |
115,805 |
479,317 |
-5,644 |
Mar20 |
191127 |
1630.80 |
1638.00 |
1629.60 |
1637.60 |
+7.50 |
168 |
4,732 |
+65 |
Jun20 |
191127 |
1639.30 |
1639.30 |
1639.30 |
1639.30 |
+7.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
115,973 |
484,052 |
-5,579 |
Nikkei 225(CME) |
Dec19 |
191127 |
23435 |
23600 |
23420 |
23590 |
+150 |
7,068 |
33,831 |
-37 |
Mar20 |
191127 |
23420 |
23550 |
23390 |
23550 |
+145 |
25 |
797 |
+11 |
Total Volume and Open Interest |
7,093 |
34,628 |
-26 |
Nikkei 225(SGX) |
Dec19 |
191127 |
23380 |
23505 |
23310 |
23470 |
+85 |
93,204 |
155,469 |
+7,221 |
Mar20 |
191127 |
23285 |
23430 |
23285 |
23420 |
+85 |
71 |
1,742 |
+23 |
Jun20 |
191127 |
23255 |
23255 |
23255 |
23255 |
+85 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
93,275 |
186,029 |
+7,244 |
Nikkei 225 Mini(JPX) |
Dec19 |
191127 |
23380 |
23505 |
23310 |
23480 |
+100 |
819,435 |
446,330 |
+13,813 |
Mar20 |
191127 |
23310 |
23430 |
23240 |
23400 |
+100 |
40,804 |
31,154 |
+1,078 |
Jun20 |
191127 |
23085 |
23235 |
23050 |
23220 |
+100 |
547 |
2,154 |
+168 |
Total Volume and Open Interest |
884,971 |
526,305 |
+14,644 |
Nikkei 225(JPX) |
Dec19 |
191127 |
23380 |
23510 |
23310 |
23480 |
+100 |
68,569 |
288,222 |
-837 |
Mar20 |
191127 |
23300 |
23430 |
23250 |
23400 |
+100 |
983 |
23,599 |
+1,230 |
Jun20 |
191127 |
23150 |
23220 |
23150 |
23220 |
+100 |
3 |
15,671 |
+1 |
Total Volume and Open Interest |
69,576 |
398,365 |
-106 |
Nikkei 225(CME) Yen |
Dec19 |
191127 |
23430 |
23595 |
23415 |
23590 |
+150 |
27,536 |
70,349 |
-17 |
Mar20 |
191127 |
23390 |
23515 |
23350 |
23515 |
+150 |
14 |
728 |
+6 |
Jun20 |
191127 |
23385 |
23385 |
23385 |
23385 |
+140 |
|
|
|
Total Volume and Open Interest |
27,550 |
71,077 |
-11 |
Nikkei 225(CME) e-Mini Yen |
Dec19 |
191127 |
23590 |
23590 |
23590 |
23590 |
+150 |
0 |
5 |
+0 |
Mar20 |
191127 |
23520 |
23520 |
23520 |
23520 |
+150 |
|
|
|
Jun20 |
191127 |
23390 |
23390 |
23390 |
23390 |
+140 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
CAC 40(EURONEXT) |
Dec19 |
191127 |
5936.5 |
5944.0 |
5914.5 |
5920.0 |
-3.0 |
49,607 |
352,996 |
-5,405 |
Jan20 |
191127 |
5915.0 |
5917.0 |
5911.0 |
5911.0 |
-3.0 |
2 |
97 |
+2 |
Feb20 |
191127 |
5906.5 |
5906.5 |
5906.5 |
5906.5 |
-3.0 |
|
|
|
Mar20 |
191127 |
5903.0 |
5903.0 |
5903.0 |
5903.0 |
-3.0 |
|
|
|
Total Volume and Open Interest |
49,609 |
353,093 |
-19,976 |
Hang Seng Index(HKFE) |
Nov19 |
191127 |
26943 |
27017 |
26876 |
26954 |
-24 |
208,346 |
55,909 |
-32,573 |
Dec19 |
191127 |
27029 |
27077 |
26935 |
27017 |
-20 |
68,404 |
90,353 |
+36,237 |
Total Volume and Open Interest |
277,053 |
154,742 |
+3,731 |
DAX(EUREX) |
Dec19 |
191127 |
13265.5 |
13315.5 |
13214.0 |
13279.0 |
+38.0 |
71,435 |
117,613 |
-889 |
Mar20 |
191127 |
13271.5 |
13297.5 |
13217.5 |
13274.0 |
+38.0 |
148 |
1,790 |
+115 |
Jun20 |
191127 |
13252.0 |
13312.0 |
13252.0 |
13292.5 |
+38.0 |
0 |
208 |
-5 |
Total Volume and Open Interest |
71,583 |
119,611 |
-779 |
Mini-DAX(EUREX) |
Dec19 |
191127 |
13258.0 |
13316.0 |
13214.0 |
13279.0 |
+38.0 |
30,023 |
14,908 |
+613 |
Mar20 |
191127 |
13273.0 |
13309.0 |
13218.0 |
13274.0 |
+38.0 |
52 |
1,748 |
+20 |
Jun20 |
191127 |
13314.0 |
13320.0 |
13287.0 |
13292.5 |
+38.0 |
0 |
143 |
-1 |
Total Volume and Open Interest |
30,075 |
16,799 |
+632 |
DJ EuroSTOXX 50(EUREX) |
Dec19 |
191127 |
3710 |
3718 |
3700 |
3706 |
+2 |
648,238 |
3,641,360 |
+21,147 |
Mar20 |
191127 |
3695 |
3704 |
3689 |
3693 |
+2 |
302 |
176,559 |
+234 |
Jun20 |
191127 |
3614 |
3614 |
3610 |
3610 |
+1 |
1 |
39,439 |
+1 |
Total Volume and Open Interest |
648,541 |
3,884,900 |
+21,382 |
Swiss Market Index(EUREX) |
Dec19 |
191127 |
10520 |
10540 |
10495 |
10513 |
-13 |
35,021 |
191,511 |
+1,865 |
Mar20 |
191127 |
10412 |
10420 |
10400 |
10406 |
-14 |
263 |
11,761 |
+249 |
Jun20 |
191127 |
10233 |
10247 |
10225 |
10225 |
-13 |
4 |
837 |
-2 |
Total Volume and Open Interest |
35,288 |
204,109 |
+2,112 |
FT-SE 100(EURONEXT) |
Dec19 |
191127 |
7409.50 |
7442.00 |
7404.00 |
7420.00 |
+15.50 |
83,750 |
743,152 |
-1,101 |
Mar20 |
191127 |
7365.00 |
7372.50 |
7352.50 |
7354.00 |
+16.00 |
18 |
4,994 |
+13 |
Jun20 |
191127 |
7275.00 |
7275.00 |
7275.00 |
7275.00 |
+16.00 |
0 |
41 |
+0 |
Total Volume and Open Interest |
83,768 |
748,187 |
-1,088 |
SPI 200(SFE) |
Dec19 |
191127 |
6793.0 |
6861.0 |
6762.0 |
6859.0 |
+64.0 |
53,612 |
383,165 |
+4,988 |
Mar20 |
191127 |
6788.0 |
6788.0 |
6788.0 |
6788.0 |
+64.0 |
7 |
3,813 |
+5 |
Jun20 |
191127 |
6763.0 |
6763.0 |
6763.0 |
6763.0 |
+64.0 |
0 |
218 |
+0 |
Total Volume and Open Interest |
53,635 |
387,771 |
+4,985 |
FTSE MIB(ISE) |
Dec19 |
191127 |
23610.00 |
23640.00 |
23445.00 |
23464.00 |
-78.00 |
18,087 |
150,757 |
+626 |
Mar20 |
191127 |
23510.00 |
23540.00 |
23350.00 |
23367.00 |
-78.00 |
91 |
918 |
+12 |
Jun20 |
191127 |
22792.00 |
22792.00 |
22792.00 |
22792.00 |
-78.00 |
2 |
81 |
+0 |
Total Volume and Open Interest |
18,180 |
151,759 |
+638 |
KOSPI 200(KFE) |
Dec19 |
191127 |
283.05 |
283.65 |
282.45 |
283.45 |
+0.25 |
242,706 |
337,233 |
+10,882 |
Mar20 |
191127 |
280.10 |
280.45 |
279.45 |
280.35 |
+0.10 |
8,233 |
21,356 |
+1,124 |
Jun20 |
191127 |
280.30 |
280.30 |
280.30 |
280.30 |
-0.10 |
207 |
9,868 |
+201 |
Total Volume and Open Interest |
251,257 |
400,270 |
+12,210 |
GSCI(CME) |
Dec19 |
191127 |
422.05 |
422.60 |
418.80 |
419.50 |
-2.20 |
277 |
10,530 |
-120 |
Jan20 |
191127 |
419.10 |
421.45 |
418.05 |
419.10 |
-2.20 |
|
|
|
Feb20 |
191127 |
417.70 |
417.70 |
417.70 |
417.70 |
-2.20 |
|
|
|
Total Volume and Open Interest |
277 |
10,530 |
-120 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|