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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri November 29, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan20 191129 883.25 884.75 875.75 876.75 -5.25 88,224 333,417 +967
Mar20 191129 897.50 899.25 890.50 891.25 -5.25 44,837 197,238 +2,226
May20 191129 911.50 913.25 905.25 905.75 -5.00 22,680 104,892 +2,397
Jul20 191129 924.25 925.25 918.00 918.25 -5.00 14,055 100,025 +2,412
Aug20 191129 927.50 928.00 922.75 923.00 -4.50 970 8,532 +206
Sep20 191129 926.00 926.00 922.25 922.25 -4.25 454 5,495 +145
Nov20 191129 931.00 932.25 926.75 927.00 -3.75 4,336 50,352 +182
Jan21 191129 936.00 936.75 932.50 932.50 -3.00 1,014 3,961 +461
Mar21 191129 931.25 932.75 929.75 931.50 -1.00 537 9,009 +311
May21 191129 932.00 934.00 931.25 932.75 -0.25 58 1,917 +21
Jul21 191129 937.25 938.00 935.50 937.00 unch 51 1,197 +13
Aug21 191129 935.50 935.50 935.50 935.50 unch 22 52 +21
Sep21 191129 924.25 924.25 924.25 924.25 unch 1 23 +0
Nov21 191129 925.00 926.50 925.00 925.50 -0.25 12 811 -1
Total Volume and Open Interest 177,251 816,930 +9,361
Soybean Meal(CBOT)
Dec19 191129 293.80 294.40 290.60 290.90 -2.90 43,742 5,726 -15,169
Jan20 191129 296.20 296.50 292.80 293.10 -3.10 80,403 154,849 +4,811
Mar20 191129 299.90 300.20 296.80 297.10 -2.90 30,097 114,307 +2,587
May20 191129 303.50 303.90 300.80 301.20 -2.60 17,436 58,241 +1,654
Jul20 191129 307.70 307.80 305.10 305.40 -2.30 7,343 38,725 +664
Aug20 191129 309.00 309.10 306.90 307.20 -2.10 1,371 7,706 -113
Sep20 191129 309.80 309.90 308.00 308.40 -1.70 788 7,231 +0
Oct20 191129 309.00 309.10 308.00 308.40 -1.40 965 5,553 -111
Dec20 191129 311.20 311.20 310.00 310.40 -1.00 1,481 21,956 +270
Jan21 191129 310.30 310.50 309.90 310.20 -1.00 197 1,415 +26
Total Volume and Open Interest 184,014 419,480 -5,293
Soybean Oil(CBOT)
Dec19 191129 30.47 30.68 30.33 30.42 +0.05 22,886 7,290 -6,412
Jan20 191129 30.50 30.85 30.45 30.58 +0.08 61,980 187,239 +1,863
Mar20 191129 30.78 31.12 30.72 30.85 +0.06 33,020 148,733 +766
May20 191129 31.13 31.43 31.07 31.18 +0.06 12,734 74,211 +454
Jul20 191129 31.46 31.74 31.40 31.47 +0.02 3,863 58,651 +147
Aug20 191129 31.60 31.83 31.55 31.57 +0.01 919 8,506 +4
Sep20 191129 31.70 31.91 31.64 31.65 +0.01 414 7,108 +42
Oct20 191129 31.74 31.92 31.64 31.67 +0.01 477 4,881 +182
Dec20 191129 31.80 32.04 31.77 31.79 +0.01 1,187 28,929 +334
Jan21 191129 32.02 32.13 31.88 31.89 -0.01 258 914 +109
Total Volume and Open Interest 138,000 528,863 -2,342
Canola(WCE)
Jan20 191129 457.9 458.9 456.1 456.6 -1.3 1,734 80,619 -426
Mar20 191129 467.0 467.8 465.2 465.7 -1.3 838 45,404 -57
May20 191129 475.2 476.0 473.1 473.8 -1.4 99 22,649 -6
Jul20 191129 481.4 482.3 479.1 479.6 -1.8 85 10,834 +58
Nov20 191129 482.8 483.7 479.8 481.2 -1.2 39 15,750 +33
Total Volume and Open Interest 2,795 175,801 -398
Corn(CBOT)
Dec19 191129 365.75 372.25 365.00 371.25 +8.50 163,967 18,148 -92,742
Mar20 191129 375.25 382.00 374.25 381.25 +8.00 237,107 781,182 +33,959
May20 191129 381.25 386.75 379.75 385.75 +6.75 37,570 190,206 +3,422
Jul20 191129 386.50 391.50 384.75 390.25 +6.00 27,557 226,887 +2,586
Sep20 191129 386.00 389.25 384.75 388.00 +4.00 6,347 62,933 +1,260
Dec20 191129 391.00 393.25 389.00 391.00 +2.00 28,310 151,864 -3,341
Mar21 191129 400.50 403.00 399.50 401.00 +1.75 487 7,482 +195
May21 191129 405.25 408.00 404.50 406.25 +1.75 25 1,544 -5
Jul21 191129 408.75 411.25 407.75 409.25 +1.75 115 3,281 +4
Sep21 191129 403.25 404.00 403.25 403.25 +1.25 4 823 -2
Total Volume and Open Interest 501,751 1,451,381 -54,595
Wheat(CBOT)
Dec19 191129 532.50 550.50 532.50 547.50 +19.00 19,195 5,674 -9,730
Mar20 191129 530.00 546.00 528.50 541.75 +15.00 55,141 195,174 +3,564
May20 191129 534.00 549.25 532.50 544.75 +13.75 13,492 56,934 +967
Jul20 191129 534.00 548.25 533.25 542.75 +11.25 9,157 59,241 -429
Sep20 191129 540.25 553.50 539.50 547.75 +10.00 4,083 13,216 -163
Dec20 191129 550.50 562.75 549.75 556.50 +8.50 2,433 18,673 +170
Total Volume and Open Interest 104,906 352,969 -5,009
Wheat(KCBT)
Dec19 191129 430.25 441.75 429.00 438.75 +12.00 10,913 1,244 -6,768
Mar20 191129 439.25 451.25 438.75 447.00 +9.50 25,686 157,967 +2,181
May20 191129 447.50 459.25 446.75 455.00 +9.50 8,397 40,329 +662
Jul20 191129 454.00 466.00 453.25 461.25 +9.00 2,223 34,176 -262
Sep20 191129 465.00 474.25 462.00 469.00 +8.00 404 8,824 +64
Dec20 191129 478.25 487.50 475.50 481.00 +7.00 234 12,921 -22
Mar21 191129 489.50 499.00 488.50 492.00 +6.25 6 1,037 +0
Total Volume and Open Interest 47,865 256,691 -4,145
Wheat(MGE)
Dec19 191129 494.50 495.00 491.50 494.50 +6.00 4,216 1,027 -2,724
Mar20 191129 508.50 515.50 508.00 514.50 +6.00 7,259 37,145 +1,477
May20 191129 518.00 523.75 518.00 523.00 +4.50 1,297 9,889 +361
Jul20 191129 530.50 533.50 530.00 532.75 +4.00 749 5,457 -67
Sep20 191129 539.75 543.00 539.75 542.50 +3.50 341 4,607 +111
Dec20 191129 554.50 558.00 554.50 557.25 +3.50 329 2,554 +115
Total Volume and Open Interest 14,191 61,661 -727
Oats(CBOT)
Dec19 191129 318.50 326.75 317.00 321.25 +8.75 865 137 -786
Mar20 191129 317.00 317.00 307.00 309.75 -6.75 722 6,137 -43
May20 191129 305.50 306.50 302.25 305.25 -5.25 34 227 +10
Jul20 191129 292.00 292.00 292.00 292.00 -3.50 15 66 +12
Total Volume and Open Interest 1,636 6,632 -807
Rough Rice(CBOT)
Jan20 191129 12.40 12.49 12.39 12.48 +0.09 1,073 8,242 -91
Mar20 191129 12.55 12.65 12.55 12.65 +0.11 316 998 +244
May20 191129 12.69 12.74 12.69 12.74 +0.08 10 21 +7
Jul20 191129 12.80 12.80 12.80 12.80 +0.08 0 26 +0
Total Volume and Open Interest 1,399 9,287 +160
Live Cattle(CME)
Dec19 191129 121.850 122.080 120.930 121.200 -0.230 15,220 36,671 -3,937
Feb20 191129 127.000 127.150 125.680 126.200 -0.500 28,452 167,626 +2,495
Apr20 191129 127.050 127.180 125.950 126.385 -0.500 14,061 84,365 +1,681
Jun20 191129 118.000 118.430 117.430 117.730 -0.250 9,856 69,315 +1,501
Aug20 191129 115.680 116.080 115.100 115.350 -0.150 2,485 19,803 -146
Oct20 191129 116.980 117.385 116.500 116.730 -0.070 1,050 4,645 -26
Total Volume and Open Interest 71,529 385,855 +1,652
Feeder Cattle(CME)
Jan20 191129 143.485 143.700 141.830 142.285 -1.045 4,635 22,569 -86
Mar20 191129 143.600 144.330 142.600 143.035 -0.900 2,481 11,119 +98
Apr20 191129 145.400 146.235 144.500 144.985 -0.645 1,007 4,572 -56
May20 191129 146.535 147.350 145.650 146.150 -0.500 551 3,248 +72
Aug20 191129 151.000 152.200 150.535 151.035 -0.515 323 3,414 +67
Sep20 191129 152.150 152.600 151.130 151.650 -0.350 81 463 +26
Oct20 191129 151.900 152.200 151.050 151.300 -0.150 20 70 +1
Total Volume and Open Interest 9,099 45,456 +123
Lean Hogs(CME)
Dec19 191129 60.750 62.400 60.150 62.035 +1.355 6,964 27,424 -1,761
Feb20 191129 66.700 69.330 65.725 68.180 +1.030 13,767 114,666 +1,385
Apr20 191129 73.200 75.550 72.285 73.930 +0.295 5,997 64,362 +217
May20 191129 79.050 80.950 78.500 79.750 +0.550 342 1,731 +207
Jun20 191129 85.550 87.300 84.500 85.600 unch 4,633 33,879 +512
Jul20 191129 86.150 87.700 85.035 86.150 +0.100 1,471 21,529 +173
Aug20 191129 85.500 87.080 84.450 85.700 +0.315 1,510 17,865 +275
Oct20 191129 73.750 75.000 73.035 74.000 +0.150 539 9,652 +99
Total Volume and Open Interest 35,532 297,886 +1,156
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 191129 2617 2617 2617 2617 -29 2 208 -8
Mar20 191129 2592 2610 2553 2568 -29 21,297 129,749 -2,493
May20 191129 2616 2627 2574 2588 -27 9,109 78,401 +81
Jul20 191129 2609 2616 2571 2584 -25 4,613 34,458 +516
Sep20 191129 2576 2591 2550 2562 -20 1,994 29,656 +671
Dec20 191129 2516 2533 2493 2506 -16 915 32,727 -134
Mar21 191129 2467 2480 2444 2455 -17 640 13,542 +137
Total Volume and Open Interest 39,063 326,239 -1,159
Coffee "C"(ICE)
Dec19 191129 117.95 118.55 117.95 118.55 +1.25 9 499 -12
Mar20 191129 118.25 119.80 116.65 119.05 +0.60 26,037 124,701 +2,313
May20 191129 120.40 121.95 118.95 121.25 +0.50 6,914 64,627 +1,356
Jul20 191129 122.35 123.70 120.90 123.15 +0.50 4,595 37,095 +987
Sep20 191129 123.95 125.35 122.50 124.80 +0.50 2,997 18,866 +397
Dec20 191129 126.40 127.25 124.45 126.70 +0.25 2,196 16,320 +679
Total Volume and Open Interest 43,544 280,990 +6,002
Orange Juice(ICE)
Jan20 191129 99.55 100.00 98.50 98.60 -1.20 464 13,434 +78
Mar20 191129 102.50 102.75 101.55 101.60 -1.15 66 2,310 +36
May20 191129 105.10 105.10 104.35 104.35 -1.20 4 853 -2
Jul20 191129 107.15 107.15 107.15 107.15 -1.20 1 415 +0
Sep20 191129 110.25 110.25 110.25 110.25 -1.20 0 186 +0
Nov20 191129 113.35 113.35 113.35 113.35 -1.20 0 194 +0
Total Volume and Open Interest 535 17,547 +112
Sugar #11(ICE)
Mar20 191129 12.80 13.01 12.78 12.94 +0.15 46,996 474,232 -4,822
May20 191129 12.87 13.04 12.86 12.98 +0.12 23,286 186,860 +3,069
Jul20 191129 12.92 13.08 12.92 13.03 +0.11 14,583 128,861 +1,624
Oct20 191129 13.09 13.25 13.09 13.20 +0.11 7,821 100,717 +2,185
Mar21 191129 13.60 13.74 13.60 13.69 +0.09 5,006 53,032 +714
May21 191129 13.60 13.65 13.60 13.62 +0.08 1,900 10,485 +13
Jul21 191129 13.55 13.58 13.52 13.54 +0.06 1,682 11,011 +423
Oct21 191129 13.63 13.63 13.56 13.59 +0.05 1,104 10,204 +829
Total Volume and Open Interest 102,914 983,186 +4,433
London Cocoa(LCE)
Dec19 191129 2015 2017 1992 1999 -15 1,704 40,430 -384
Mar20 191129 1900 1904 1877 1881 -19 3,724 105,788 +143
May20 191129 1874 1879 1853 1857 -20 2,251 59,957 +512
Jul20 191129 1850 1860 1836 1840 -20 1,360 43,617 -247
Sep20 191129 1835 1836 1816 1819 -19 1,109 37,382 -44
Dec20 191129 1776 1777 1756 1759 -18 1,147 36,238 -470
Mar21 191129 1739 1742 1723 1725 -15 651 18,610 +123
Total Volume and Open Interest 12,110 352,071 -318
London Sugar(LCE)
Mar20 191129 343.00 346.50 342.50 344.90 +1.70 1,026 47,588 -7
May20 191129 345.80 349.40 345.20 347.80 +2.10 270 13,397 +20
Aug20 191129 351.00 354.10 350.30 352.50 +2.00 56 8,403 +3
Oct20 191129 354.60 357.60 354.60 356.30 +2.20 14 3,444 -10
Dec20 191129 360.50 363.00 360.50 361.30 +1.40 2 2,038 -2
Total Volume and Open Interest 1,368 76,232 +4
Cotton(ICE)
Dec19 191129 64.69 64.69 63.38 64.40 -0.51 585 289 -625
Mar20 191129 65.72 65.78 65.11 65.36 -0.45 10,627 123,259 +34
May20 191129 66.88 66.88 66.23 66.39 -0.52 3,579 31,860 +323
Jul20 191129 67.63 67.63 66.96 67.02 -0.61 1,490 16,670 +199
Oct20 191129 67.29 67.29 67.29 67.29 -0.29 0 5 +0
Dec20 191129 67.14 67.55 66.80 66.84 -0.80 533 25,055 +306
Total Volume and Open Interest 16,936 199,012 +237
Lumber(CME)
Jan20 191129 418.5 420.1 413.9 416.6 +0.5 345 2,523 +65
Mar20 191129 419.5 421.0 415.3 420.7 +3.6 93 547 +18
May20 191129 413.6 413.6 413.6 413.6 +3.6 11 262 +5
Jul20 191129 398.3 399.8 397.8 397.8 -0.4 3 74 +3
Sep20 191129 393.3 393.3 393.3 393.3 -3.1 0 2 +0
Nov20 191129 391.8 391.8 391.8 391.8 -3.1      
Jan21 191129 390.3 390.3 390.3 390.3 -3.1      
Total Volume and Open Interest 452 3,408 +91
Crude Oil(NYM)
Jan20 191129 58.13 58.30 55.02 55.17 -2.94 454,256 456,055 -12,338
Feb20 191129 58.08 58.24 55.01 55.14 -2.91 86,578 221,989 +10,782
Mar20 191129 57.87 58.05 54.85 54.98 -2.87 53,885 226,818 +4,529
Apr20 191129 57.49 57.75 54.61 54.74 -2.80 19,833 107,157 +3,444
May20 191129 56.94 57.30 54.32 54.45 -2.74 12,294 91,466 +71
Jun20 191129 56.79 57.02 53.97 54.10 -2.67 31,149 206,430 +968
Jul20 191129 56.32 56.58 53.63 53.73 -2.60 5,862 70,676 -421
Aug20 191129 55.88 56.07 53.27 53.38 -2.53 5,070 46,958 +596
Sep20 191129 55.27 55.81 52.94 53.05 -2.47 5,960 89,373 +342
Oct20 191129 55.10 55.42 52.72 52.77 -2.43 2,709 50,678 +198
Nov20 191129 54.97 55.02 52.53 52.53 -2.40 2,798 44,057 -443
Dec20 191129 54.76 54.99 52.23 52.31 -2.38 27,491 196,979 +1,011
Jan21 191129 54.35 54.52 51.99 52.09 -2.35 993 35,112 +79
Feb21 191129 52.80 52.80 51.88 51.88 -2.32 506 20,284 -107
Mar21 191129 51.70 51.70 51.70 51.70 -2.28 1,241 29,576 -210
Apr21 191129 51.54 51.54 51.54 51.54 -2.24 314 10,046 +18
Total Volume and Open Interest 732,237 2,196,244 +9,076
e-miNY Crude Oil(NYM)
Jan20 191129 58.150 58.300 55.025 55.175 -2.925 13,802 2,152 -218
Feb20 191129 57.975 58.225 55.025 55.150 -2.900 437 467 +19
Mar20 191129 57.600 57.825 54.900 54.975 -2.875 84 250 +16
Apr20 191129 57.475 57.725 54.750 54.750 -2.800 1 155 +1
May20 191129 56.850 57.050 54.450 54.450 -2.750 5 124 +0
Jun20 191129 56.625 56.675 54.075 54.100 -2.675 3 38 +0
Jul20 191129 54.525 54.525 53.725 53.725 -2.600 0 44 +0
Aug20 191129 54.575 54.575 53.375 53.375 -2.525 1 37 +1
Sep20 191129 53.050 53.050 53.050 53.050 -2.475 0 26 +0
Oct20 191129 52.775 52.775 52.775 52.775 -2.425 0 4 +0
Total Volume and Open Interest 14,333 3,402 -181
NY Harbor ULSD(NYM)
Dec19 191129 194.80 195.95 187.31 187.89 -6.76 19,992 3,023 -10,827
Jan20 191129 194.97 196.46 187.50 187.85 -6.68 83,385 130,981 +4,677
Feb20 191129 194.89 195.71 187.26 187.61 -6.62 35,986 57,280 +3,123
Mar20 191129 193.74 194.74 186.26 186.59 -6.53 19,368 65,374 +1,303
Apr20 191129 190.81 192.38 184.67 185.00 -6.44 12,970 55,341 +652
May20 191129 190.07 190.74 183.46 183.75 -6.36 5,842 27,055 -293
Jun20 191129 188.88 189.96 182.66 182.92 -6.25 9,877 24,579 -1,289
Jul20 191129 189.08 189.08 182.52 182.64 -6.18 1,192 8,344 -321
Aug20 191129 190.20 190.20 182.36 182.49 -6.12 598 4,955 +128
Sep20 191129 188.03 188.92 182.51 182.51 -6.11 1,963 6,397 +198
Oct20 191129 188.05 188.13 182.61 182.61 -6.10 359 3,506 +19
Nov20 191129 188.15 188.15 182.75 182.75 -6.09 439 2,793 +150
Dec20 191129 188.21 189.63 182.65 182.87 -6.08 2,027 18,571 -382
Jan21 191129 184.03 184.03 183.00 183.00 -6.03 29 3,048 +13
Total Volume and Open Interest 194,263 420,014 -2,841
RBOB Gasoline(NYM)
Dec19 191129 167.40 171.01 158.68 159.70 -8.22 26,522 5,155 -11,561
Jan20 191129 167.64 168.85 158.77 159.10 -8.55 86,874 167,248 -7,110
Feb20 191129 167.93 168.71 159.15 159.48 -8.33 32,962 57,821 +1,920
Mar20 191129 168.06 169.48 160.11 160.41 -8.14 20,362 48,581 +1,346
Apr20 191129 184.24 185.62 176.59 176.89 -7.83 10,640 29,980 +42
May20 191129 183.73 184.95 176.59 176.87 -7.54 3,202 20,175 +460
Jun20 191129 182.73 183.64 175.15 175.44 -7.32 3,734 19,008 +535
Jul20 191129 180.03 180.70 172.89 173.19 -7.15 624 9,996 -43
Aug20 191129 177.80 177.80 170.35 170.54 -6.97 787 2,975 -422
Sep20 191129 173.93 174.58 167.24 167.33 -6.89 927 4,391 +227
Total Volume and Open Interest 189,449 383,413 -14,169
e-miNY RBOB Gasoline(NYM)
Jan20 191129 159.10 159.10 159.10 159.10 -8.55      
Feb20 191129 159.48 159.48 159.48 159.48 -8.33      
Mar20 191129 160.41 160.41 160.41 160.41 -8.14      
Apr20 191129 176.89 176.89 176.89 176.89 -7.83      
Total Volume and Open Interest      
Natural Gas(NYM)
Jan20 191129 2.497 2.513 2.270 2.281 -0.220 145,157 393,835 +5,238
Feb20 191129 2.466 2.481 2.253 2.262 -0.208 32,129 118,996 +1,785
Mar20 191129 2.377 2.385 2.190 2.198 -0.185 49,292 187,321 -181
Apr20 191129 2.266 2.271 2.132 2.136 -0.136 39,630 123,817 +3,598
May20 191129 2.264 2.269 2.144 2.148 -0.122 11,982 89,789 -701
Jun20 191129 2.306 2.306 2.190 2.193 -0.119 9,221 36,251 +557
Jul20 191129 2.353 2.355 2.250 2.250 -0.111 4,649 30,300 +637
Aug20 191129 2.371 2.372 2.265 2.268 -0.109 1,706 27,207 +116
Sep20 191129 2.358 2.362 2.257 2.259 -0.109 2,149 26,150 -299
Oct20 191129 2.393 2.397 2.285 2.289 -0.113 8,449 68,835 +58
Nov20 191129 2.454 2.456 2.371 2.373 -0.101 897 21,493 -73
Dec20 191129 2.628 2.632 2.561 2.562 -0.088 1,102 24,057 +193
Jan21 191129 2.761 2.761 2.685 2.688 -0.082 4,524 23,407 +550
Feb21 191129 2.698 2.698 2.647 2.647 -0.079 452 10,030 +64
Mar21 191129 2.575 2.577 2.521 2.523 -0.072 447 12,359 +249
Apr21 191129 2.312 2.312 2.270 2.272 -0.059 420 12,383 -183
Total Volume and Open Interest 313,433 1,244,798 +11,720
Brent Crude Oil(ICE)
Jan20 191129 63.77 63.86 62.36 62.43 -1.44 96,083 58,238 -45,602
Feb20 191129 63.20 63.20 60.35 60.49 -2.78 204,513 599,375 +31,259
Mar20 191129 62.52 62.54 59.70 59.85 -2.76 57,684 312,567 +3,407
Apr20 191129 61.96 62.03 59.21 59.35 -2.75 18,947 118,301 +351
May20 191129 61.58 61.64 58.80 58.95 -2.74 11,378 122,145 +1,148
Jun20 191129 61.21 61.27 58.42 58.57 -2.74 23,324 277,969 +248
Jul20 191129 60.86 60.89 58.05 58.19 -2.74 11,157 102,005 -3,116
Aug20 191129 60.55 60.58 57.74 57.88 -2.74 6,893 87,981 -1,186
Sep20 191129 60.26 60.35 57.49 57.63 -2.73 6,531 109,449 -714
Oct20 191129 57.38 57.38 57.38 57.38 -2.72 1,657 73,043 -195
Nov20 191129 57.16 57.16 57.16 57.16 -2.70 2,502 49,003 +526
Dec20 191129 59.56 59.61 56.79 56.93 -2.68 14,974 236,349 +1,117
Jan21 191129 57.70 57.70 56.77 56.77 -2.66 371 40,472 -91
Feb21 191129 56.63 56.63 56.63 56.63 -2.64 356 34,157 -112
Total Volume and Open Interest 465,244 2,593,772 -12,016
Gas Oil(ICE)
Dec19 191129 591.00 591.25 566.75 572.00 -14.25 33,240 106,538 -5,866
Jan20 191129 590.50 590.75 566.50 571.75 -14.00 31,673 169,489 +294
Feb20 191129 590.75 590.75 566.50 571.25 -14.00 16,176 83,493 +579
Mar20 191129 587.75 587.75 564.25 569.00 -13.75 10,446 80,560 -5
Apr20 191129 584.50 584.50 561.25 565.75 -13.75 5,894 52,531 -451
May20 191129 580.75 580.75 558.00 562.75 -13.25 1,696 48,099 -194
Jun20 191129 575.75 577.25 554.75 559.25 -13.25 7,596 73,452 +53
Jul20 191129 573.50 575.00 555.00 557.50 -13.00 1,946 26,318 +126
Aug20 191129 573.75 573.75 553.00 556.50 -12.75 553 21,471 +135
Sep20 191129 572.50 572.50 551.50 555.75 -12.50 1,598 23,722 +189
Total Volume and Open Interest 116,491 823,720 -5,220
Ethanol(CBOT)
Dec19 191129 1.470 1.470 1.470 1.470 unch 34 18 -5
Jan20 191129 1.473 1.473 1.368 1.412 +0.042 114 492 -11
Feb20 191129 1.421 1.432 1.383 1.409 +0.020 37 50 +7
Mar20 191129 1.429 1.429 1.429 1.429 +0.020 9 98 +6
Apr20 191129 1.460 1.460 1.460 1.460 +0.020      
May20 191129 1.460 1.460 1.460 1.460 +0.020      
Jun20 191129 1.460 1.460 1.460 1.460 +0.020      
Jul20 191129 1.460 1.460 1.460 1.460 +0.020      
Total Volume and Open Interest 194 658 -3
WTI Crude Oil(ICE)
Jan20 191129 58.12 58.17 55.03 55.17 -3.08 10,804 81,640 -1,967
Feb20 191129 58.08 58.11 55.04 55.14 -3.07 15,967 80,310 +996
Mar20 191129 57.85 57.89 54.89 54.98 -3.04 5,962 64,525 +228
Apr20 191129 57.56 57.60 54.68 54.74 -3.00 2,919 29,814 +227
May20 191129 57.14 57.14 54.41 54.45 -2.95 1,217 19,792 -185
Jun20 191129 56.73 56.73 54.05 54.10 -2.91 3,358 71,164 -428
Jul20 191129 55.72 55.76 53.73 53.73 -2.86 421 13,721 +78
Aug20 191129 54.82 54.82 53.38 53.38 -2.80 318 8,566 -17
Sep20 191129 54.25 54.29 53.05 53.05 -2.76 309 15,610 +90
Oct20 191129 52.77 52.77 52.77 52.77 -2.74 29 7,834 +10
Nov20 191129 52.53 52.53 52.53 52.53 -2.72 53 6,191 +22
Dec20 191129 54.07 54.07 52.31 52.31 -2.71 2,252 88,750 +87
Jan21 191129 52.09 52.09 52.09 52.09 -2.69 33 3,561 +19
Feb21 191129 51.88 51.88 51.88 51.88 -2.67 11 3,164 +5
Mar21 191129 51.70 51.70 51.70 51.70 -2.64 52 3,879 +48
Apr21 191129 51.54 51.54 51.54 51.54 -2.61 0 2,222 +0
Total Volume and Open Interest 44,914 616,089 -1,070
US Dollar Index(ICE)
Dec19 191129 98.265 98.495 98.155 98.202 -0.085 3,663 42,295 +331
Mar20 191129 97.910 98.045 97.735 97.768 -0.085 53 2,191 +22
Jun20 191129 97.408 97.408 97.408 97.408 -0.085 10 234 +10
Total Volume and Open Interest 3,726 44,770 +363
Australian Dollar(CME)
Dec19 191129 67.79 67.82 67.56 67.67 -0.14 63,208 184,019 +3,485
Mar20 191129 67.90 67.97 67.73 67.83 -0.14 514 2,151 -66
Jun20 191129 68.00 68.08 67.90 67.98 -0.14 0 160 +0
Total Volume and Open Interest 64,333 188,043 +3,572
British Pound(CME)
Dec19 191129 129.50 129.57 128.84 129.37 +0.15 106,518 218,562 +1,688
Mar20 191129 129.89 129.96 129.26 129.77 +0.15 810 4,781 -37
Jun20 191129 130.10 130.16 129.65 130.07 +0.15 0 205 +0
Total Volume and Open Interest 107,566 224,885 +1,704
Canadian Dollar(CME)
Dec19 191129 75.28 75.31 75.11 75.29 unch 59,302 167,191 +7,968
Mar20 191129 75.32 75.35 75.16 75.33 unch 8,395 10,379 +5,234
Jun20 191129 75.20 75.37 75.18 75.34 unch 65 1,022 +30
Sep20 191129 75.33 75.33 75.25 75.33 unch 0 371 +0
Total Volume and Open Interest 68,484 181,150 +13,800
Japanese Yen(CME)
Dec19 191129 91.38 91.53 91.25 91.47 +0.13 98,161 203,453 +14,429
Mar20 191129 91.94 92.09 91.82 92.03 +0.13 1,455 5,969 +791
Jun20 191129 92.52 92.52 92.37 92.49 +0.11 0 48 +0
Total Volume and Open Interest 101,080 212,977 +16,083
Swiss Franc(CME)
Dec19 191129 100.21 100.29 99.87 100.13 -0.05 28,064 79,936 +3,315
Mar20 191129 100.97 100.99 100.59 100.85 -0.04 277 799 +135
Jun20 191129 101.50 101.56 101.28 101.49 -0.06 0 31 +0
Total Volume and Open Interest 28,341 80,768 +3,450
EuroFX(CME)
Dec19 191129 110.16 110.39 109.91 110.27 +0.09 141,835 547,725 +2,636
Mar20 191129 110.85 111.08 110.61 110.97 +0.10 2,951 27,807 +953
Jun20 191129 111.52 111.68 111.25 111.59 +0.11 137 1,868 +2
Total Volume and Open Interest 145,878 582,395 +3,945
Mexican Peso(CME)
Dec19 191129 510.88 513.75 507.38 510.25 -0.38 32,124 279,781 -1,115
Jan20 191129 505.63 511.25 505.63 508.25 -0.38 1 9 +1
Total Volume and Open Interest 32,165 291,273 -1,124
Brazilian Real(CME)
Dec19 191129 235.15 238.60 233.75 236.75 +1.70 8,444 13,227 -1,677
Jan20 191129 234.75 238.50 233.70 236.00 +1.35 5,060 54,043 +1,626
Feb20 191129 238.00 238.00 235.40 235.55 +1.25 6 101 +6
Mar20 191129 233.80 236.95 233.70 235.30 +1.25 3,532 5,180 +3,337
Total Volume and Open Interest 17,042 72,551 +3,292
30-Year T-Bonds(CBOT)
Dec19 191129 160~020 160~120 159~120 159~240 -0~110 207,834 46,532 -105,244
Mar20 191129 159~090 159~190 158~180 158~310 -0~110 202,815 959,630 +41,870
Jun20 191129 158~080 158~310 158~080 158~310 -0~110 0 1 +0
Total Volume and Open Interest 410,649 1,006,163 -63,374
10-Year T-Notes(CBOT)
Dec19 191129 129~115 129~170 129~050 129~095 -0~025 1,306,006 163,332 -346,025
Mar20 191129 129~145 129~200 129~075 129~115 -0~040 1,380,749 3,659,832 +215,611
Jun20 191129 129~145 129~145 129~085 129~085 -0~070      
Total Volume and Open Interest 2,686,755 3,823,164 -130,414
5-Year T-Notes(CBOT)
Dec19 191129 118~194 118~220 118~162 118~204 +0~010 1,024,549 209,533 -468,122
Mar20 191129 118~300 119~012 118~264 118~310 +0~002 1,093,861 4,185,922 +228,474
Jun20 191129 118~310 118~310 118~310 118~310 +0~002      
Total Volume and Open Interest 2,118,410 4,395,455 -239,648
2 Year T-Notes(CBOT)
Dec19 191129 107~177 107~187 107~166 107~185 +0~014 710,845 176,857 -340,879
Mar20 191129 107~244 107~256 107~231 107~253 +0~015 800,559 3,378,097 +161,120
Jun20 191129 107~253 107~253 107~253 107~253 +0~015      
Total Volume and Open Interest 1,511,404 3,554,954 -179,759
Eurodollars(CME)
Dec19 191129 98.092 98.100 98.090 98.092 unch 210,769 1,613,456 -24,669
Mar20 191129 98.265 98.290 98.265 98.280 +0.010 152,723 1,631,013 +6,817
Jun20 191129 98.360 98.385 98.355 98.380 +0.020 152,099 1,295,863 +11,724
Sep20 191129 98.435 98.465 98.430 98.460 +0.025 120,179 1,085,419 +10,233
Dec20 191129 98.450 98.470 98.440 98.470 +0.020 196,549 1,279,205 +1,014
Mar21 191129 98.530 98.550 98.515 98.540 +0.010 121,063 852,016 -2,790
Jun21 191129 98.540 98.560 98.520 98.545 +0.005 118,750 901,281 -3,584
Sep21 191129 98.545 98.570 98.525 98.550 unch 123,618 677,830 +16,876
Dec21 191129 98.515 98.540 98.490 98.515 -0.005 73,278 696,237 +16,912
Mar22 191129 98.520 98.540 98.490 98.510 -0.010 65,183 462,463 -1,533
Jun22 191129 98.500 98.515 98.465 98.485 -0.015 67,334 319,049 +817
Sep22 191129 98.475 98.500 98.445 98.465 -0.015 44,798 271,981 +3,797
Dec22 191129 98.450 98.475 98.425 98.440 -0.015 31,370 259,449 -1,473
Mar23 191129 98.440 98.460 98.410 98.425 -0.020 29,416 258,785 +6,821
Jun23 191129 98.425 98.445 98.390 98.405 -0.025 18,713 129,426 -2,195
Sep23 191129 98.410 98.430 98.375 98.385 -0.025 24,098 148,271 +234
Dec23 191129 98.390 98.410 98.355 98.365 -0.025 16,574 104,665 +1,152
Mar24 191129 98.375 98.395 98.340 98.350 -0.025 17,796 93,424 +871
Total Volume and Open Interest 1,635,448 12,409,811 +50,548
Ultra T-Bond(CBOT)
Dec19 191129 188~26 189~10 187~17 188~13 -0~13 122,098 27,432 -58,203
Mar20 191129 188~04 188~20 186~27 187~23 -0~13 140,193 1,207,541 +49,625
Jun20 191129 187~08 187~08 187~08 187~08 -0~13      
Total Volume and Open Interest 262,291 1,234,973 -8,578
Ultra 10-Yr T-Note(CBOT)
Dec19 191129 141~000 141~070 140~210 140~280 -0~045 203,657 26,541 -104,029
Mar20 191129 142~125 142~200 142~000 142~070 -0~060 208,828 860,291 +79,592
Jun20 191129 142~070 142~070 142~070 142~070 -0~060      
Total Volume and Open Interest 412,485 886,832 -24,437
30 Day Federal Funds(CBOT)
Nov19 191129 98.448 98.448 98.445 98.445 unch 10,300 419,094 -2,241
Dec19 191129 98.435 98.440 98.430 98.435 unch 18,040 273,225 -531
Jan20 191129 98.440 98.450 98.440 98.440 unch 42,872 431,768 +5,356
Feb20 191129 98.465 98.470 98.460 98.465 +0.005 28,689 313,480 +7,369
Mar20 191129 98.475 98.485 98.470 98.475 +0.005 15,606 118,331 +4,619
Apr20 191129 98.500 98.510 98.495 98.505 +0.005 24,254 202,194 +5,186
Total Volume and Open Interest 178,863 2,238,848 +20,126
Japanese Govt Bonds(SGX)
Dec19 191129 153.27 153.37 153.07 153.15 -0.12 686 15,157 -152
Mar20 191129 153.13 153.13 153.13 153.13 -0.12 13 336 +9
Jun20 191129 153.13 153.13 153.13 153.13 -0.12      
Total Volume and Open Interest 699 15,493 -143
Euro-Buxl(EUREX)
Dec19 191129 208.40 208.80 207.42 208.28 -0.04 37,978 233,169 -1,342
Mar20 191129 206.82 207.18 205.90 206.70 -0.04 12,831 58,010 +8,147
Jun20 191129 205.28 205.28 205.28 205.28 -0.04 0 7 +0
Total Volume and Open Interest 50,809 291,186 +6,805
Euro-Bund(EUREX)
Dec19 191129 171.29 171.40 170.91 171.07 -0.19 486,681 1,409,085 -65,502
Mar20 191129 173.29 173.42 172.91 173.07 -0.19 171,376 328,476 +80,014
Jun20 191129 170.41 170.41 170.41 170.41 -0.27 0 1 +0
Total Volume and Open Interest 658,057 1,737,562 +14,512
Euro-Bobl(EUREX)
Dec19 191129 134.41 134.45 134.26 134.32 -0.08 300,046 1,221,976 -22,819
Mar20 191129 134.40 134.44 134.27 134.32 -0.08 68,334 138,624 +33,146
Jun20 191129 134.67 134.67 134.67 134.67 -0.08      
Total Volume and Open Interest 368,380 1,360,600 +10,327
Euro-Schatz(EUREX)
Dec19 191129 111.99 112.00 111.97 111.98 -0.02 206,280 1,303,010 -199,780
Mar20 191129 112.00 112.00 111.97 111.97 -0.02 60,296 285,524 +29,036
Jun20 191129 111.78 111.78 111.78 111.78 -0.02      
Total Volume and Open Interest 266,576 1,588,534 -170,744
3-Mth Euribor(EUREX)
Dec19 191129 100.400 100.400 100.400 100.400 unch 0 1,977 +0
Mar20 191129 100.395 100.405 100.395 100.405 -0.005 200 1,155 +100
Jun20 191129 100.405 100.410 100.405 100.410 -0.010 0 626 +0
Total Volume and Open Interest 350 6,318 +150
Long Gilt(LIFFE)
Dec19 191129 132~10 132~14 131~29 132~02 -0~09 27,735 110,058 -6,211
Mar20 191129 133~01 133~07 132~18 132~24 -0~10 115,068 668,364 +17,717
Total Volume and Open Interest 142,803 778,422 +11,506
3-Mth Short Sterling(LIFFE)
Dec19 191129 99.21 99.21 99.19 99.20 -0.01 28,414 665,292 -3,292
Mar20 191129 99.29 99.29 99.26 99.27 -0.02 44,332 601,956 -7,448
Jun20 191129 99.33 99.33 99.29 99.31 -0.03 37,019 620,150 +4,998
Sep20 191129 99.35 99.35 99.31 99.32 -0.03 24,285 531,600 +1,032
Dec20 191129 99.32 99.32 99.29 99.30 -0.02 36,405 587,324 +1,794
Mar21 191129 99.34 99.35 99.31 99.32 -0.03 36,039 289,757 +6,443
Total Volume and Open Interest 323,152 4,395,100 +13,550
3-Mth Euribor(LIFFE)
Dec19 191129 100.395 100.400 100.395 100.395 unch 27,030 667,703 -2,702
Mar20 191129 100.405 100.410 100.400 100.400 -0.005 24,040 439,723 +1,464
Jun20 191129 100.415 100.420 100.405 100.410 -0.005 26,191 389,455 -4,597
Total Volume and Open Interest 345,226 4,165,153 -18,528
3-Mth Aus T-Bills(SFE)
Dec19 191129 99.06 99.06 99.04 99.05 -0.01 15,409 112,950 -11,962
Mar20 191129 99.26 99.27 99.24 99.25 -0.01 27,190 244,193 +3,652
Jun20 191129 99.35 99.36 99.33 99.34 -0.01 18,632 212,342 -1,750
Sep20 191129 99.39 99.41 99.37 99.38 -0.02 18,955 207,522 -7,120
Dec20 191129 99.36 99.37 99.33 99.34 -0.02 10,426 144,007 +1,698
Mar21 191129 99.37 99.38 99.33 99.34 -0.03 8,034 95,275 +960
Jun21 191129 99.34 99.36 99.31 99.32 -0.03 4,451 57,940 -376
Sep21 191129 99.32 99.34 99.29 99.31 -0.02 2,969 33,327 -765
Dec21 191129 99.31 99.31 99.27 99.27 -0.03 212 6,835 +63
Mar22 191129 99.27 99.27 99.27 99.27 -0.03 26 1,248 +26
Total Volume and Open Interest 106,307 1,117,387 -15,574
10-Year Aus T-Bonds(SFE)
Dec19 191129 99.00 99.02 98.96 98.97 -0.03 129,269 1,336,334 -2,571
Mar20 191129 98.97 98.97 98.96 98.96 -0.03 308 4,064 +135
Total Volume and Open Interest 129,577 1,340,398 -2,436
3-Year Aus T-Bonds(SFE)
Dec19 191129 99.37 99.39 99.35 99.35 -0.03 227,648 1,274,512 +14,249
Mar20 191129 99.40 99.40 99.38 99.38 -0.03 1,832 13,461 +1,803
Total Volume and Open Interest 229,480 1,287,973 +16,052
Gold(CMX)
Dec19 191129 1453.6 1465.6 1452.1 1465.6 +12.2 88,364 12,168 -30,509
Feb20 191129 1461.2 1472.9 1459.1 1472.7 +11.9 232,122 491,975 +22,378
Apr20 191129 1467.8 1478.3 1464.5 1478.1 +12.1 15,693 77,530 +5,069
Jun20 191129 1473.4 1483.3 1469.6 1483.2 +12.1 3,619 55,679 +971
Aug20 191129 1476.4 1488.0 1475.6 1488.0 +12.1 424 8,406 -133
Oct20 191129 1483.9 1492.5 1482.9 1492.5 +12.2 401 6,670 +156
Dec20 191129 1488.0 1496.6 1483.6 1496.6 +12.2 220 9,713 +31
Feb21 191129 1500.8 1500.8 1500.8 1500.8 +12.2 31 498 +22
Apr21 191129 1504.0 1504.0 1504.0 1504.0 +12.2 0 31 +0
Jun21 191129 1506.6 1506.6 1506.6 1506.6 +12.2 7 1,646 +7
Aug21 191129 1510.7 1510.7 1510.7 1510.7 +12.2 0 1 +0
Oct21 191129 1514.6 1514.6 1514.6 1514.6 +12.2      
Total Volume and Open Interest 345,221 669,388  
Silver(CMX)
Dec19 191129 1690.0 1698.5 1680.0 1696.9 +5.7 26,892 4,690 -11,301
Mar20 191129 1706.0 1712.5 1693.5 1710.6 +5.1 61,622 161,511 +7,406
May20 191129 1715.0 1721.0 1701.5 1719.3 +5.1 1,252 17,591 +219
Jul20 191129 1725.5 1729.0 1711.0 1728.1 +4.9 1,402 16,717 +307
Sep20 191129 1734.5 1737.1 1724.0 1737.1 +6.1 76 2,450 +19
Dec20 191129 1740.0 1749.5 1735.5 1748.7 +6.1 62 2,325 +29
Mar21 191129 1758.0 1758.0 1757.2 1757.2 +6.1 0 1 +0
Total Volume and Open Interest 91,932 206,427 -3,176
Platinum(NYMEX)
Jan20 191129 897.7 904.2 891.0 900.4 +5.0 18,074 77,777 -242
Apr20 191129 903.3 909.0 896.8 906.0 +5.1 1,089 12,598 +638
Jul20 191129 913.1 913.1 908.3 911.0 +4.8 25 484 +13
Oct20 191129 912.1 912.1 912.1 912.1 +4.9 3 28 +3
Total Volume and Open Interest 19,205 90,910 +412
Palladium(NYMEX)
Dec19 191129 1813.60 1828.90 1808.50 1815.60 +4.20 1,264 185 -889
Mar20 191129 1808.60 1818.00 1795.90 1810.10 +4.20 4,521 22,884 +965
Jun20 191129 1800.40 1811.30 1796.80 1804.60 +3.70 52 2,060 +19
Total Volume and Open Interest 5,842 25,309 +96
Copper(CMX)
Dec19 191129 267.85 268.00 263.40 264.20 -3.25 24,176 5,031 -9,168
Mar20 191129 269.90 270.05 265.35 266.15 -3.45 77,566 141,715 +5,748
May20 191129 270.90 270.90 266.30 267.10 -3.40 6,185 24,759 -264
Jul20 191129 269.10 269.60 267.25 267.95 -3.30 2,380 23,113 +834
Sep20 191129 272.45 272.45 268.10 268.55 -3.25 708 4,545 +251
Total Volume and Open Interest 114,598 210,730 -1,731
E-mini DJIA Index(CBOT)
Dec19 191129 28150 28158 28042 28073 -75 99,873 101,026 -712
Mar20 191129 28051 28110 28039 28067 -76 365 5,806 +233
Jun20 191129 28024 28024 28024 28024 -75 6 8 +2
Sep20 191129 27964 27964 27964 27964 -73      
Total Volume and Open Interest 100,244 106,840 -477
S & P 500(CME)
Dec19 191129 3153.60 3154.50 3140.00 3143.70 -10.10 1,582 28,056 +205
Mar20 191129 3145.80 3145.80 3145.80 3145.80 -10.20 160 258 -5
Jun20 191129 3144.70 3144.70 3144.70 3144.70 -10.90      
Sep20 191129 3144.90 3144.90 3144.90 3144.90 -10.10      
Total Volume and Open Interest 1,742 28,388 +200
S & P 500 E-Mini(CME)
Dec19 191129 3154.75 3155.00 3139.50 3143.75 -10.00 928,792 2,660,613 +11,563
Mar20 191129 3156.25 3157.00 3141.75 3145.75 -10.25 13,781 242,008 +9,281
Jun20 191129 3154.75 3154.75 3142.25 3144.75 -10.75 43 3,940 +18
Sep20 191129 3145.00 3145.00 3145.00 3145.00 -10.00 1 153 -2
Total Volume and Open Interest 942,619 2,908,031 +20,861
NASDAQ 100 E-Mini(CME)
Dec19 191129 8456.75 8458.25 8406.50 8417.50 -37.25 240,866 221,779 +1,120
Mar20 191129 8475.25 8475.25 8427.50 8438.25 -37.50 995 3,881 +199
Jun20 191129 8459.75 8459.75 8455.25 8459.75 -37.25 11 81 +3
Total Volume and Open Interest 241,872 225,744 +1,322
S&P Midcap 400(CME) e-Mini
Dec19 191129 2032.90 2033.10 2008.20 2010.00 -21.20 9,099 76,268 +645
Mar20 191129 2013.90 2013.90 2013.10 2013.90 -21.30 5 101 +5
Jun20 191129 2018.30 2018.30 2018.30 2018.30 -21.30      
Total Volume and Open Interest 9,104 76,369 +650
Volatility Index(CBOE)
Nov19 191120 13.05 13.50 13.00 13.01 -0.07 70,976 0 -63,575
Dec19 191129 14.07 14.25 13.95 14.13 +0.30 4,923 246,377 -11,862
Jan20 191129 16.27 16.45 16.15 16.38 +0.25 2,623 120,247 +8,029
Feb20 191129 17.50 17.70 17.40 17.68 +0.35 1,376 56,774 +1,049
Total Volume and Open Interest 11,552 503,396 -1,330
S & P 600(CME)
Dec19 191129 993.50 993.50 993.50 993.50 -6.70 0 961 +0
Mar20 191129 994.10 994.10 994.10 994.10 -6.70      
Total Volume and Open Interest 0 961 +0
Russell 2000 Mini(CME)
Dec19 191129 1635.40 1636.40 1623.00 1623.80 -11.30 91,996 481,334 +2,017
Mar20 191129 1638.00 1638.00 1625.60 1626.20 -11.40 44 4,735 +3
Jun20 191129 1627.90 1627.90 1627.90 1627.90 -11.40 0 3 +0
Total Volume and Open Interest 92,040 486,072 +2,020
Nikkei 225(CME)
Dec19 191129 23605 23605 23285 23330 -260 5,106 33,932 +101
Mar20 191129 23500 23500 23250 23290 -260 953 1,614 +817
Total Volume and Open Interest 6,059 35,546 +918
Nikkei 225(SGX)
Dec19 191129 23430 23560 23275 23305 -120 52,628 155,485 +2,147
Mar20 191129 23355 23400 23255 23255 -120 59 1,770 +37
Jun20 191129 23090 23090 23090 23090 -120 0 1,450 +0
Total Volume and Open Interest 52,687 186,563 +2,184
Nikkei 225 Mini(JPX)
Dec19 191129 23430 23495 23275 23290 -120 543,286 440,340 -3,631
Mar20 191129 23355 23420 23205 23220 -110 30,937 32,777 +434
Jun20 191129 23150 23220 23015 23030 -120 375 2,271 +103
Total Volume and Open Interest 586,389 523,205 -2,263
Nikkei 225(JPX)
Dec19 191129 23430 23490 23280 23290 -120 40,176 287,505 +579
Mar20 191129 23360 23410 23210 23220 -110 1,425 24,432 +243
Jun20 191129 23030 23030 23030 23030 -120 2 15,670 +1
Total Volume and Open Interest 41,604 398,351 +823
Nikkei 225(CME) Yen
Dec19 191129 23575 23590 23280 23330 -260 20,691 70,409 +60
Mar20 191129 23410 23410 23220 23255 -260 888 1,544 +816
Jun20 191129 23125 23125 23125 23125 -260      
Total Volume and Open Interest 21,579 71,953 +876
Nikkei 225(CME) e-Mini Yen
Dec19 191129 23330 23330 23330 23330 -260 0 5 +0
Mar20 191129 23260 23260 23260 23260 -260      
Jun20 191129 23130 23130 23130 23130 -260      
Total Volume and Open Interest 0 5 +0
CAC 40(EURONEXT)
Dec19 191129 5890.0 5924.0 5878.5 5899.0 -7.5 28,198 345,384 -9,115
Jan20 191129 5908.5 5914.5 5890.5 5890.5 -7.5 5 511 -81
Feb20 191129 5885.5 5885.5 5885.5 5885.5 -7.5      
Mar20 191129 5882.0 5882.0 5882.0 5882.0 -7.5 0 66 +0
Total Volume and Open Interest 28,203 360,468 -9,196
Hang Seng Index(HKFE)
Nov19 191128 26958 27022 26729 26918 -36 129,174 22,195 -33,714
Dec19 191129 26868 26918 26323 26333 -535 120,099 110,387 +6,064
Jan20 191129 26847 26847 26380 26395        
DAX(EUREX)
Dec19 191129 13253.0 13291.5 13160.5 13246.5 +8.0 43,632 110,134 -9,739
Mar20 191129 13212.5 13266.0 13161.5 13241.5 +8.0 63 1,882 +46
Jun20 191129 13300.0 13300.0 13260.0 13260.0 +8.0 0 213 -10
Total Volume and Open Interest 43,695 112,229 -9,703
Mini-DAX(EUREX)
Dec19 191129 13250.0 13292.0 13161.0 13246.5 +8.0 16,754 13,644 -1,918
Mar20 191129 13206.0 13280.0 13171.0 13241.5 +8.0 38 1,829 +1
Jun20 191129 13265.0 13265.0 13260.0 13260.0 +8.0 3 148 +1
Total Volume and Open Interest 16,795 15,621 -1,916
DJ EuroSTOXX 50(EUREX)
Dec19 191129 3703 3716 3683 3702 +2 421,987 3,583,139 -68,034
Mar20 191129 3689 3702 3670 3688 +2 5,903 223,089 +5,140
Jun20 191129 3604 3613 3600 3606 +2 0 39,438 -1
Total Volume and Open Interest 427,890 3,873,208 -62,895
Swiss Market Index(EUREX)
Dec19 191129 10495 10525 10469 10496 -28 15,799 187,967 -2,858
Mar20 191129 10385 10412 10382 10389 -28 601 12,582 +538
Jun20 191129 10208 10208 10208 10208 -28 10 845 +4
Total Volume and Open Interest 16,410 201,394 -2,316
FT-SE 100(EURONEXT)
Dec19 191129 7420.00 7424.50 7339.00 7365.00 -50.00 45,454 746,950 +29
Mar20 191129 7311.50 7311.50 7288.00 7299.00 -50.00 1,125 7,150 +1,119
Jun20 191129 7220.00 7220.00 7220.00 7220.00 -50.00 0 41 +0
Total Volume and Open Interest 46,579 754,141 +1,148
SPI 200(SFE)
Dec19 191129 6868.0 6904.0 6846.0 6856.0 -16.0 40,536 384,716 +957
Mar20 191129 6786.0 6786.0 6786.0 6786.0 -16.0 732 4,556 +643
Jun20 191129 6761.0 6761.0 6761.0 6761.0 -16.0 0 218 +0
Total Volume and Open Interest 41,273 390,118 +1,603
FTSE MIB(ISE)
Dec19 191129 23260.00 23425.00 23200.00 23273.00 -56.00 12,211 145,950 -1,828
Mar20 191129 23135.00 23315.00 23120.00 23176.00 -56.00 77 1,185 +53
Jun20 191129 22590.00 22670.00 22590.00 22601.00 -56.00 2 83 +2
Total Volume and Open Interest 12,290 147,221 -1,773
KOSPI 200(KFE)
Dec19 191129 281.95 282.80 276.60 277.55 -4.40 328,999 329,560 +1,732
Mar20 191129 278.70 279.95 273.65 274.50 -4.30 3,173 24,243 +1,273
Jun20 191129 278.55 279.65 273.85 274.05 -4.90 1,109 11,682 +1,211
Total Volume and Open Interest 333,281 397,298 +4,216
GSCI(CME)
Dec19 191129 414.20 414.20 409.90 410.55 -8.95 13 10,530 +0
Jan20 191129 410.15 410.15 410.15 410.15 -8.95      
Feb20 191129 408.75 408.75 408.75 408.75 -8.95      
Total Volume and Open Interest 13 10,530 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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