Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu December 05, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan20 191205 878.00 888.75 877.25 884.25 +6.25 111,142 338,090 -4,184
Mar20 191205 892.25 903.25 891.75 898.75 +6.25 49,879 207,242 +3,209
May20 191205 907.00 917.75 906.75 913.50 +6.50 27,828 112,238 +1,810
Jul20 191205 919.50 930.75 919.25 926.75 +6.75 23,632 106,578 +1,753
Aug20 191205 925.00 935.00 925.00 930.75 +6.25 1,306 8,841 -52
Sep20 191205 928.00 933.25 926.00 929.25 +5.25 1,300 6,751 +483
Nov20 191205 928.00 937.00 928.00 933.00 +3.75 6,022 52,822 +840
Jan21 191205 934.75 941.25 934.00 938.00 +3.25 431 4,121 +31
Mar21 191205 936.25 939.00 933.50 936.75 +2.75 318 9,315 +105
May21 191205 940.25 940.50 937.25 938.75 +3.25 17 1,905 -10
Jul21 191205 944.50 944.75 942.25 943.00 +3.00 45 1,234 +3
Aug21 191205 941.50 941.50 941.50 941.50 +3.25 0 52 +0
Sep21 191205 930.25 930.25 930.25 930.25 +3.25 0 23 +0
Nov21 191205 930.75 934.75 930.50 933.00 +4.00 37 843 +6
Total Volume and Open Interest 221,957 850,064 +3,994
Soybean Meal(CBOT)
Dec19 191205 294.50 301.00 294.00 299.50 +4.90 1,771 2,482 -376
Jan20 191205 296.70 303.30 295.60 301.50 +4.80 54,345 152,739 -2,466
Mar20 191205 299.60 306.10 299.00 304.60 +5.00 35,532 123,747 +2,255
May20 191205 302.70 308.80 302.30 307.30 +4.70 15,968 64,260 +1,358
Jul20 191205 306.00 311.60 305.60 310.10 +4.30 10,084 42,675 +1,220
Aug20 191205 307.90 312.80 307.30 311.20 +3.80 2,538 8,924 +660
Sep20 191205 309.00 313.60 308.50 312.00 +3.40 2,292 7,948 +366
Oct20 191205 309.20 313.10 308.80 311.60 +2.80 1,555 6,479 +473
Dec20 191205 311.00 314.80 310.70 313.20 +2.30 2,169 22,143 +346
Jan21 191205 312.60 314.30 312.40 312.70 +1.80 81 1,744 +14
Total Volume and Open Interest 126,407 437,104 +3,892
Soybean Oil(CBOT)
Dec19 191205 30.55 30.55 30.23 30.29 +0.02 4,264 2,343 -1,657
Jan20 191205 30.54 30.78 30.38 30.50 +0.03 64,119 184,383 -3,651
Mar20 191205 30.84 31.06 30.67 30.79 +0.03 38,006 156,416 +6,612
May20 191205 31.16 31.39 31.00 31.12 +0.02 11,393 77,335 +454
Jul20 191205 31.47 31.70 31.31 31.43 +0.02 5,508 59,617 +458
Aug20 191205 31.72 31.80 31.42 31.52 unch 377 8,676 +7
Sep20 191205 31.75 31.87 31.49 31.61 unch 602 7,979 -2
Oct20 191205 31.70 31.91 31.53 31.65 +0.01 1,480 6,694 +705
Dec20 191205 31.83 32.05 31.65 31.79 -0.01 1,781 30,281 +497
Jan21 191205 32.02 32.17 31.87 31.96 unch 150 1,113 +38
Total Volume and Open Interest 127,865 537,439 +3,484
Canola(WCE)
Jan20 191205 452.5 456.4 452.5 454.5 +1.9 12,701 82,813 -1,774
Mar20 191205 461.3 465.4 461.3 463.3 +1.9 7,666 51,681 +3,784
May20 191205 471.3 473.4 470.6 471.4 +1.7 1,110 24,194 +175
Jul20 191205 477.5 479.5 476.9 477.5 +1.5 337 11,169 +15
Nov20 191205 479.7 481.5 478.5 479.3 +1.0 889 16,318 +49
Total Volume and Open Interest 22,707 186,724 +2,253
Corn(CBOT)
Dec19 191205 368.50 369.75 365.00 365.50 -3.25 4,939 5,191 -2,571
Mar20 191205 378.00 379.50 376.25 376.75 -1.75 132,389 783,621 -3,702
May20 191205 384.00 385.25 382.00 382.50 -2.00 34,652 190,182 +804
Jul20 191205 388.50 389.25 386.25 387.00 -2.25 32,620 230,949 +1,054
Sep20 191205 387.00 387.50 385.75 386.25 -1.25 5,578 63,911 +428
Dec20 191205 391.75 392.00 389.75 390.50 -1.50 11,747 155,292 +535
Mar21 191205 401.75 402.00 400.00 400.75 -1.50 966 7,908 +115
May21 191205 405.50 405.75 405.00 405.75 -1.50 25 1,447 +0
Jul21 191205 410.00 410.25 408.00 408.50 -1.75 44 3,337 +41
Sep21 191205 402.00 402.75 402.00 402.75 -0.75 5 828 +5
Total Volume and Open Interest 223,046 1,449,806 -3,261
Wheat(CBOT)
Dec19 191205 535.25 537.50 531.75 532.00 -3.00 923 1,549 -752
Mar20 191205 527.50 530.00 522.75 523.75 -3.75 82,267 204,460 +7
May20 191205 531.50 533.50 527.00 528.00 -3.50 26,542 58,304 +1,064
Jul20 191205 532.50 534.50 529.25 530.00 -2.75 15,719 62,444 +872
Sep20 191205 538.50 540.50 534.75 535.75 -2.50 4,898 14,650 +631
Dec20 191205 550.00 550.50 545.00 546.00 -2.25 3,967 19,038 +279
Total Volume and Open Interest 135,940 366,477 +2,706
Wheat(KCBT)
Dec19 191205 426.75 426.75 420.25 420.25 -5.00 69 33 -26
Mar20 191205 439.75 444.25 435.25 435.50 -5.00 34,802 161,802 -207
May20 191205 447.50 451.50 443.00 443.00 -5.25 10,021 45,639 +1,587
Jul20 191205 454.75 457.75 449.50 449.75 -5.00 5,023 34,735 -175
Sep20 191205 463.75 465.75 457.50 457.75 -5.50 927 9,116 -52
Dec20 191205 479.25 479.25 470.75 471.00 -5.75 260 12,821 +16
Mar21 191205 489.25 491.00 482.75 482.75 -6.00 65 1,181 +30
Total Volume and Open Interest 51,180 265,571 +1,172
Wheat(MGE)
Dec19 191205 492.00 504.75 492.00 498.00 +1.75 0 72 +0
Mar20 191205 513.75 520.00 513.25 513.75 -1.25 4,808 36,971 -759
May20 191205 523.00 528.75 522.25 522.75 -1.50 1,057 10,285 -160
Jul20 191205 535.25 537.00 532.25 532.25 -1.25 475 5,562 -11
Sep20 191205 544.25 550.50 541.75 542.00 -0.75 238 4,653 -70
Dec20 191205 559.75 560.00 554.50 554.50 -2.50 40 2,479 -87
Total Volume and Open Interest 6,618 61,004 -1,087
Oats(CBOT)
Dec19 191205 313.25 317.75 313.25 316.25 -6.50 69 17 -59
Mar20 191205 304.00 304.00 288.00 295.25 -8.75 480 6,052 -77
May20 191205 296.50 296.50 286.50 292.75 -7.50 87 238 +3
Jul20 191205 287.50 287.50 286.50 286.50 -3.50 7 92 +3
Total Volume and Open Interest 721 6,541 -54
Rough Rice(CBOT)
Jan20 191205 12.29 12.33 12.27 12.30 unch 983 7,452 -403
Mar20 191205 12.47 12.52 12.47 12.49 unch 551 1,823 +439
May20 191205 12.62 12.64 12.62 12.64 -0.01 0 32 +0
Jul20 191205 12.73 12.73 12.73 12.73 -0.00 0 27 +0
Total Volume and Open Interest 1,534 9,334 +36
Live Cattle(CME)
Dec19 191205 119.500 120.550 119.285 119.930 +0.480 7,303 29,121 -1,869
Feb20 191205 124.000 125.350 123.800 124.600 +0.420 19,445 167,460 +731
Apr20 191205 124.885 125.750 124.535 125.150 +0.150 8,315 84,707 +147
Jun20 191205 116.450 117.330 116.050 116.830 +0.150 7,991 72,249 +836
Aug20 191205 114.135 114.980 113.850 114.500 +0.115 2,035 20,525 +299
Oct20 191205 115.300 116.300 115.250 115.830 +0.080 745 4,958 +111
Total Volume and Open Interest 46,001 382,583 +299
Feeder Cattle(CME)
Jan20 191205 140.600 141.580 139.900 140.550 -0.330 5,957 22,533 -300
Mar20 191205 141.100 142.035 140.550 141.150 -0.285 3,093 12,212 +502
Apr20 191205 143.185 144.050 142.550 143.130 -0.270 1,452 4,986 +179
May20 191205 144.350 145.330 143.830 144.485 -0.215 953 3,380 +67
Aug20 191205 149.300 150.350 148.900 149.485 -0.365 596 3,626 +142
Sep20 191205 150.130 151.000 149.700 150.250 -0.300 229 420 -19
Oct20 191205 150.735 151.400 150.250 150.950 -0.235 129 157 +48
Total Volume and Open Interest 12,416 47,327 +626
Lean Hogs(CME)
Dec19 191205 61.880 61.950 61.180 61.580 -0.300 8,847 22,386 -2,229
Feb20 191205 68.350 68.600 67.150 67.580 -0.850 25,128 116,132 -1,782
Apr20 191205 74.730 74.785 73.330 73.500 -1.250 9,150 64,591 +46
May20 191205 80.000 80.180 79.385 79.500 -1.385 60 1,791 +4
Jun20 191205 87.035 87.080 85.500 85.680 -1.420 4,372 34,798 +392
Jul20 191205 87.300 87.430 85.785 85.950 -1.450 2,270 20,707 -431
Aug20 191205 86.885 86.980 85.050 85.330 -1.600 3,680 19,670 +960
Oct20 191205 74.050 74.330 72.480 72.785 -1.665 1,259 10,492 +174
Total Volume and Open Interest 55,464 297,770 -2,715
Class III Milk(CME)
Dec19 191205 19.40 19.40 19.18 19.37 +0.02 549 4,552 -1
Jan20 191205 18.86 18.88 18.56 18.60 -0.31 453 4,042 +76
Feb20 191205 18.15 18.16 17.83 17.91 -0.29 174 2,028 -24
Mar20 191205 17.70 17.73 17.47 17.49 -0.29 65 1,621 +17
Apr20 191205 17.43 17.47 17.21 17.27 -0.20 76 1,304 +32
May20 191205 17.36 17.41 17.19 17.19 -0.18 27 1,136 +7
Jun20 191205 17.36 17.43 17.25 17.26 -0.13 33 1,126 +18
Jul20 191205 17.53 17.53 17.44 17.44 -0.09 17 628 -1
Aug20 191205 17.56 17.56 17.55 17.55 -0.03 14 486 +6
Sep20 191205 17.65 17.65 17.62 17.63 -0.02 15 635 +8
Oct20 191205 17.58 17.58 17.54 17.56 -0.01 28 426 +15
Nov20 191205 17.49 17.50 17.45 17.46 -0.02 15 475 +3
Dec20 191205 17.34 17.34 17.31 17.31 +0.09 14 552 +9
Total Volume and Open Interest 1,480 19,012 -5,322
Cocoa(ICE)
Dec19 191205 2600 2667 2600 2645 +33 2 104 -2
Mar20 191205 2559 2592 2550 2580 +33 20,952 125,996 -3,374
May20 191205 2576 2613 2572 2602 +31 15,130 77,190 -1,021
Jul20 191205 2572 2606 2572 2597 +28 5,838 34,902 +634
Sep20 191205 2557 2582 2552 2576 +26 1,600 30,354 +592
Dec20 191205 2500 2522 2499 2517 +25 1,158 33,176 +505
Mar21 191205 2451 2470 2451 2467 +24 293 13,713 +3
Total Volume and Open Interest 45,017 322,897 -2,699
Coffee "C"(ICE)
Dec19 191205 121.45 124.40 121.45 123.95 +3.35 6 452 -3
Mar20 191205 121.25 125.30 121.20 124.85 +3.60 36,933 124,429 -279
May20 191205 123.35 127.45 123.35 127.00 +3.50 13,513 62,908 +1,432
Jul20 191205 125.40 129.30 125.40 128.80 +3.40 8,116 37,484 +656
Sep20 191205 127.05 130.75 127.00 130.40 +3.35 4,834 19,223 +3
Dec20 191205 129.05 132.65 128.90 132.30 +3.25 3,596 18,244 +297
Total Volume and Open Interest 71,068 283,874 +3,123
Orange Juice(ICE)
Jan20 191205 95.95 96.60 95.50 95.75 +0.30 1,382 13,487 +0
Mar20 191205 98.90 99.75 98.60 98.80 +0.15 414 2,990 +240
May20 191205 102.45 102.45 101.80 101.80 +0.05 14 881 +2
Jul20 191205 105.20 105.20 104.75 104.75 -0.10 4 409 -2
Sep20 191205 108.05 108.20 107.90 107.90 -0.20 0 196 +0
Nov20 191205 110.85 110.85 110.85 110.85 -0.20 0 199 +0
Total Volume and Open Interest 1,814 18,323 +240
Sugar #11(ICE)
Mar20 191205 13.06 13.17 13.00 13.08 +0.02 60,534 475,040 -954
May20 191205 13.08 13.20 13.05 13.14 +0.04 28,476 197,892 +3,184
Jul20 191205 13.15 13.23 13.10 13.20 +0.05 18,442 134,716 +2,275
Oct20 191205 13.31 13.39 13.26 13.37 +0.05 6,533 102,104 -153
Mar21 191205 13.75 13.86 13.72 13.86 +0.06 2,227 54,403 +90
May21 191205 13.68 13.79 13.62 13.78 +0.06 858 11,063 +204
Jul21 191205 13.61 13.70 13.52 13.70 +0.06 464 11,206 +55
Oct21 191205 13.65 13.73 13.54 13.73 +0.05 347 10,407 +78
Total Volume and Open Interest 118,205 1,004,980 +4,990
London Cocoa(LCE)
Dec19 191205 1976 1988 1967 1982 +10 3,351 20,693 -2,102
Mar20 191205 1842 1850 1833 1844 +2 8,544 112,360 -18
May20 191205 1837 1840 1831 1835 -1 6,335 57,664 -1,294
Jul20 191205 1829 1829 1820 1823 -1 3,182 44,198 +213
Sep20 191205 1804 1809 1801 1803 -2 1,999 38,514 +802
Dec20 191205 1735 1742 1732 1733 -3 2,325 38,782 +718
Mar21 191205 1704 1709 1701 1703 -4 832 19,477 +625
Total Volume and Open Interest 26,742 342,241 -1,029
London Sugar(LCE)
Mar20 191205 346.90 348.50 344.80 345.30 -1.30 4,781 44,714 -1,052
May20 191205 351.20 351.80 349.00 349.50 -1.00 1,906 14,569 +242
Aug20 191205 355.70 356.30 354.10 354.50 -0.90 319 8,217 -42
Oct20 191205 359.30 359.60 357.80 358.10 -0.90 67 3,528 +38
Dec20 191205 363.00 363.00 362.10 362.30 -0.60 9 2,046 +2
Total Volume and Open Interest 7,082 74,436 -812
Cotton(ICE)
Dec19 191205 64.70 64.71 63.51 63.51 +0.34 0 194 -25
Mar20 191205 64.70 65.21 64.41 64.51 -0.19 20,753 121,274 -486
May20 191205 65.66 66.06 65.38 65.50 -0.11 7,074 32,888 +966
Jul20 191205 66.51 66.83 66.37 66.48 -0.02 3,468 16,226 -141
Oct20 191205 66.81 66.81 66.81 66.81 -0.15 1 6 +1
Dec20 191205 67.10 67.32 66.89 67.11 +0.05 1,930 24,288 -583
Total Volume and Open Interest 33,234 196,723 -267
Lumber(CME)
Jan20 191205 399.0 409.7 399.0 405.3 +4.6 532 2,307 -87
Mar20 191205 406.4 415.0 406.4 411.6 +4.4 230 557 -29
May20 191205 402.8 412.0 402.8 407.8 +3.8 41 265 -6
Jul20 191205 394.9 402.0 394.9 399.0 +4.0 28 91 +4
Sep20 191205 395.0 395.0 395.0 395.0 +4.0 4 5 +2
Nov20 191205 393.5 393.5 393.5 393.5 +4.0      
Jan21 191205 392.0 392.0 392.0 392.0 +4.0      
Total Volume and Open Interest 835 3,225 -116
Crude Oil(NYM)
Jan20 191205 58.36 59.12 58.10 58.43 unch 560,554 424,780 -16,268
Feb20 191205 58.30 59.00 58.01 58.34 unch 125,740 234,141 +10,374
Mar20 191205 57.95 58.67 57.71 58.06 +0.02 69,112 211,707 -5,786
Apr20 191205 57.61 58.23 57.30 57.68 +0.04 26,516 115,436 +3,252
May20 191205 57.16 57.75 56.85 57.26 +0.05 16,801 93,277 -1,177
Jun20 191205 56.59 57.27 56.38 56.82 +0.05 35,967 198,632 -2,886
Jul20 191205 56.25 56.77 55.92 56.36 +0.04 8,120 69,039 -816
Aug20 191205 55.59 56.27 55.55 55.92 +0.03 4,108 46,395 -1,214
Sep20 191205 55.20 55.83 55.10 55.50 unch 11,191 92,586 +3,065
Oct20 191205 55.07 55.46 54.76 55.15 +0.01 1,297 50,264 +113
Nov20 191205 55.01 55.08 54.62 54.85 unch 1,078 43,441 -54
Dec20 191205 54.58 54.89 54.13 54.58 -0.02 23,190 196,557 +1,781
Jan21 191205 53.98 54.35 53.98 54.30 -0.03 507 35,846 +83
Feb21 191205 54.17 54.25 53.99 54.04 -0.04 386 20,215 +142
Mar21 191205 53.86 53.86 53.80 53.80 -0.06 1,045 30,147 +130
Apr21 191205 53.59 53.59 53.59 53.59 -0.07 135 10,087 +22
Total Volume and Open Interest 901,452 2,163,757 -9,252
e-miNY Crude Oil(NYM)
Jan20 191205 58.325 59.125 58.100 58.425 unch 18,057 2,050 -42
Feb20 191205 58.325 59.000 58.025 58.350 unch 784 697 +77
Mar20 191205 58.025 58.675 57.750 58.050 unch 110 242 -1
Apr20 191205 57.975 58.150 57.550 57.675 +0.025 6 157 +1
May20 191205 57.600 57.600 57.100 57.250 +0.050 0 125 +0
Jun20 191205 56.425 57.100 56.425 56.825 +0.050 8 37 -1
Jul20 191205 56.325 56.550 56.175 56.350 +0.025 1 44 +0
Aug20 191205 56.150 56.150 55.925 55.925 +0.025 3 36 -1
Sep20 191205 55.500 55.500 55.325 55.500 unch 0 30 +0
Oct20 191205 55.150 55.150 55.150 55.150 unch 0 4 +0
Total Volume and Open Interest 18,981 3,532 +29
NY Harbor ULSD(NYM)
Jan20 191205 192.60 194.72 191.25 193.30 +1.01 59,049 124,857 +2,304
Feb20 191205 192.62 194.50 191.12 193.31 +1.16 33,515 58,939 +2,976
Mar20 191205 191.40 193.52 190.27 192.49 +1.20 16,479 68,425 +1,886
Apr20 191205 189.86 191.85 188.71 190.99 +1.23 9,547 54,653 +410
May20 191205 188.79 190.41 188.08 189.78 +1.21 5,043 27,365 +19
Jun20 191205 187.54 189.53 186.64 188.90 +1.19 5,218 25,905 +853
Jul20 191205 186.49 188.83 186.49 188.64 +1.16 969 8,381 -5
Aug20 191205 187.60 188.89 186.60 188.51 +1.12 401 4,931 -15
Sep20 191205 187.50 189.01 186.60 188.54 +1.11 767 6,392 +75
Oct20 191205 188.17 189.24 188.17 188.59 +1.08 279 3,640 +40
Nov20 191205 188.61 189.31 188.28 188.68 +1.07 249 2,732 -6
Dec20 191205 187.34 189.30 186.52 188.70 +1.07 1,774 17,388 -177
Jan21 191205 189.21 189.21 187.80 188.79 +1.04 311 3,202 +110
Feb21 191205 188.21 188.31 188.21 188.26 +1.03 148 511 -1
Total Volume and Open Interest 133,929 415,600 +8,452
RBOB Gasoline(NYM)
Jan20 191205 160.43 163.20 160.19 162.11 +1.69 80,544 143,587 -9,790
Feb20 191205 161.03 163.66 160.79 162.59 +1.48 42,974 57,168 -1,626
Mar20 191205 162.33 164.81 162.13 163.85 +1.39 26,701 50,635 +380
Apr20 191205 179.80 182.28 179.59 181.33 +1.32 15,314 28,304 -791
May20 191205 180.45 182.33 179.91 181.47 +1.22 7,483 21,474 -120
Jun20 191205 178.92 181.02 178.59 180.23 +1.13 10,115 20,859 +1,332
Jul20 191205 177.85 178.72 176.70 178.10 +1.03 3,166 10,810 +183
Aug20 191205 175.22 176.00 174.52 175.48 +0.96 1,782 3,431 +166
Sep20 191205 171.50 172.70 170.85 172.21 +0.92 2,600 5,476 +228
Oct20 191205 158.16 158.85 158.16 158.85 +1.11 1,010 3,488 +164
Total Volume and Open Interest 198,477 361,944 -9,313
e-miNY RBOB Gasoline(NYM)
Jan20 191205 162.11 162.11 162.11 162.11 +1.69 0 1 +0
Feb20 191205 162.59 162.59 162.59 162.59 +1.48      
Mar20 191205 163.85 163.85 163.85 163.85 +1.39      
Apr20 191205 181.33 181.33 181.33 181.33 +1.32      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan20 191205 2.406 2.463 2.396 2.427 +0.028 307,305 425,089 +4,967
Feb20 191205 2.376 2.430 2.368 2.398 +0.024 94,742 132,294 +7,312
Mar20 191205 2.293 2.332 2.279 2.312 +0.024 75,197 196,065 +3,845
Apr20 191205 2.197 2.221 2.183 2.211 +0.019 61,481 124,101 -199
May20 191205 2.205 2.230 2.195 2.219 +0.016 19,619 93,211 +1,299
Jun20 191205 2.253 2.279 2.245 2.267 +0.014 10,176 33,464 -603
Jul20 191205 2.309 2.331 2.296 2.318 +0.011 7,968 29,067 -853
Aug20 191205 2.322 2.344 2.311 2.332 +0.010 3,727 28,036 +277
Sep20 191205 2.308 2.330 2.296 2.318 +0.010 4,412 27,109 +862
Oct20 191205 2.334 2.359 2.325 2.349 +0.012 16,643 68,857 -1,154
Nov20 191205 2.424 2.436 2.411 2.426 +0.010 3,427 21,586 +424
Dec20 191205 2.594 2.614 2.587 2.605 +0.010 3,298 24,545 -199
Jan21 191205 2.720 2.739 2.715 2.731 +0.009 5,324 24,706 +79
Feb21 191205 2.679 2.699 2.676 2.693 +0.009 2,501 11,218 +768
Mar21 191205 2.557 2.581 2.557 2.575 +0.010 2,577 12,428 -238
Apr21 191205 2.307 2.320 2.295 2.317 +0.014 3,098 12,020 +398
Total Volume and Open Interest 624,995 1,304,990 +18,446
Brent Crude Oil(ICE)
Feb20 191205 62.97 63.91 62.75 63.39 +0.39 248,550 543,671 -16,796
Mar20 191205 62.11 63.03 61.95 62.48 +0.28 117,475 332,104 +7,022
Apr20 191205 61.47 62.34 61.32 61.79 +0.19 35,624 136,097 +2,704
May20 191205 61.00 61.83 60.85 61.31 +0.16 26,181 118,623 -559
Jun20 191205 60.58 61.38 60.42 60.90 +0.16 56,825 281,973 +2,503
Jul20 191205 60.16 60.92 60.01 60.49 +0.16 12,015 103,260 +771
Aug20 191205 59.82 60.52 59.67 60.14 +0.15 8,937 91,665 +392
Sep20 191205 59.52 60.24 59.39 59.86 +0.14 13,056 109,760 +643
Oct20 191205 59.25 59.88 59.15 59.58 +0.12 4,741 73,593 +851
Nov20 191205 59.34 59.34 59.34 59.34 +0.11 2,610 49,648 +163
Dec20 191205 58.80 59.43 58.63 59.09 +0.10 31,430 234,755 +556
Jan21 191205 58.90 58.90 58.90 58.90 +0.09 522 40,182 -101
Feb21 191205 58.72 58.72 58.72 58.72 +0.06 430 33,798 -93
Mar21 191205 58.56 58.56 58.56 58.56 +0.05 890 26,092 +304
Total Volume and Open Interest 578,859 2,527,691 +1,503
Gas Oil(ICE)
Dec19 191205 583.00 587.25 576.75 583.50 +4.50 57,214 87,992 -8,999
Jan20 191205 583.50 588.00 577.00 584.25 +4.75 108,588 168,335 +3,742
Feb20 191205 582.25 588.00 577.75 584.50 +4.75 55,964 86,847 +1,415
Mar20 191205 579.50 585.75 576.00 582.75 +5.00 25,457 84,711 +2,650
Apr20 191205 576.00 582.50 573.25 579.50 +5.00 15,902 53,055 -465
May20 191205 572.75 579.00 570.00 576.25 +4.75 11,674 49,527 -238
Jun20 191205 569.50 575.75 566.50 573.00 +5.00 19,344 74,613 -1,474
Jul20 191205 567.75 573.75 566.00 571.25 +4.75 3,294 26,142 -273
Aug20 191205 566.50 572.25 564.25 569.75 +4.50 1,984 20,751 -195
Sep20 191205 565.75 571.25 563.50 569.00 +4.50 3,437 23,743 +328
Total Volume and Open Interest 315,234 815,720 -2,145
Ethanol(CBOT)
Jan20 191205 1.371 1.381 1.371 1.374 +0.003 91 508 +20
Feb20 191205 1.394 1.400 1.390 1.390 +0.005 18 55 +1
Mar20 191205 1.418 1.418 1.410 1.410 +0.005 3 100 +2
Apr20 191205 1.441 1.441 1.441 1.441 +0.005      
May20 191205 1.441 1.441 1.441 1.441 +0.005      
Jun20 191205 1.441 1.441 1.441 1.441 +0.005      
Jul20 191205 1.441 1.441 1.441 1.441 +0.005      
Aug20 191205 1.441 1.441 1.441 1.441 +0.005      
Total Volume and Open Interest 112 691 +23
WTI Crude Oil(ICE)
Jan20 191205 58.25 59.10 58.12 58.43 unch 31,975 76,886 -1,175
Feb20 191205 58.18 59.00 58.02 58.34 unch 43,836 78,860 +447
Mar20 191205 57.87 58.66 57.75 58.06 +0.02 32,972 63,026 +1,581
Apr20 191205 57.46 58.21 57.34 57.68 +0.04 10,476 29,873 +266
May20 191205 57.01 57.74 56.89 57.26 +0.05 4,564 20,481 +836
Jun20 191205 56.53 57.26 56.46 56.82 +0.05 16,053 71,305 -175
Jul20 191205 56.13 56.67 55.98 56.36 +0.04 757 13,617 +97
Aug20 191205 55.68 56.10 55.54 55.92 +0.03 330 8,545 -18
Sep20 191205 55.27 55.50 55.12 55.50 unch 985 16,044 -18
Oct20 191205 55.15 55.15 55.15 55.15 +0.01 34 8,033 +4
Nov20 191205 54.85 54.85 54.85 54.85 unch 49 6,191 +0
Dec20 191205 54.32 54.79 54.16 54.58 -0.02 8,641 85,465 -496
Jan21 191205 54.30 54.30 54.30 54.30 -0.03 5 3,596 +2
Feb21 191205 54.04 54.04 54.04 54.04 -0.04 1 3,159 -1
Mar21 191205 53.80 53.80 53.80 53.80 -0.06 2 3,878 -1
Apr21 191205 53.59 53.59 53.59 53.59 -0.07 1 2,221 +1
Total Volume and Open Interest 156,276 604,877 +414
US Dollar Index(ICE)
Dec19 191205 97.535 97.555 97.310 97.370 -0.232 12,745 41,717 -174
Mar20 191205 97.120 97.120 96.905 96.955 -0.232 212 2,967 +24
Jun20 191205 96.750 96.750 96.595 96.595 -0.232 1 235 +1
Total Volume and Open Interest 12,986 44,997 -121
Australian Dollar(CME)
Dec19 191205 68.48 68.56 68.22 68.33 -0.20 128,371 179,122 -6,490
Mar20 191205 68.62 68.70 68.37 68.48 -0.20 3,314 4,817 +1,659
Jun20 191205 68.60 68.65 68.55 68.62 -0.20 5 162 +1
Total Volume and Open Interest 131,746 185,828 -4,830
British Pound(CME)
Dec19 191205 131.10 131.70 131.08 131.65 +0.62 115,090 226,381 +8,343
Mar20 191205 131.45 132.07 131.45 132.03 +0.62 5,197 7,648 +2,341
Jun20 191205 131.81 132.32 131.81 132.32 +0.61 29 228 +19
Total Volume and Open Interest 123,089 236,714 +11,785
Canadian Dollar(CME)
Dec19 191205 75.77 76.00 75.76 75.91 +0.11 79,971 160,483 -10,160
Mar20 191205 75.81 76.03 75.80 75.94 +0.11 12,609 19,796 +8,137
Jun20 191205 75.85 75.99 75.85 75.94 +0.12 116 1,173 +105
Sep20 191205 76.00 76.00 75.90 75.92 +0.11 18 382 +7
Total Volume and Open Interest 92,767 184,060 -1,910
Japanese Yen(CME)
Dec19 191205 91.91 92.08 91.79 92.01 +0.15 183,091 192,241 -9,991
Mar20 191205 92.44 92.61 92.32 92.54 +0.15 20,374 18,584 +8,714
Jun20 191205 93.02 93.02 92.84 93.02 +0.16 8 54 +5
Total Volume and Open Interest 207,036 214,223 -1,335
Swiss Franc(CME)
Dec19 191205 101.22 101.40 101.12 101.36 +0.20 38,611 76,818 -3,219
Mar20 191205 101.90 102.08 101.81 102.05 +0.20 1,445 2,329 +895
Jun20 191205 102.69 102.69 102.69 102.69 +0.19 0 34 +0
Total Volume and Open Interest 40,056 79,183 -2,324
EuroFX(CME)
Dec19 191205 110.83 111.14 110.83 111.06 +0.23 177,238 536,139 -8,537
Mar20 191205 111.52 111.82 111.52 111.74 +0.23 20,431 45,867 +6,769
Jun20 191205 112.23 112.43 112.19 112.35 +0.23 202 1,953 +60
Total Volume and Open Interest 199,784 590,124 -1,335
Mexican Peso(CME)
Dec19 191205 513.63 516.38 513.25 515.75 +2.50 35,607 279,124 -877
Jan20 191205 511.75 514.25 511.75 514.13 +2.88 4 67 +3
Total Volume and Open Interest 36,763 290,980 -465
Brazilian Real(CME)
Jan20 191205 237.30 239.15 236.55 238.60 +0.45 5,970 56,385 +682
Feb20 191205 238.35 238.70 236.30 238.35 +0.60 12 125 +0
Mar20 191205 237.50 238.35 236.15 238.05 +0.55 3 5,210 +1
Apr20 191205 237.80 237.80 236.05 237.80 +0.70      
Total Volume and Open Interest 5,985 61,720 +683
30-Year T-Bonds(CBOT)
Dec19 191205 159~210 159~290 158~210 159~040 -0~120 5,437 25,384 -595
Mar20 191205 158~230 159~050 157~260 158~110 -0~120 430,521 962,840 +1,552
Jun20 191205 158~110 158~110 158~110 158~110 -0~120 0 2 +0
Total Volume and Open Interest 435,958 988,226 +957
10-Year T-Notes(CBOT)
Dec19 191205 129~155 129~195 129~030 129~100 -0~030 81,149 43,616 -40,766
Mar20 191205 129~155 129~200 129~025 129~100 -0~035 2,377,087 3,674,214 +2,219
Jun20 191205 129~145 129~145 129~020 129~070 -0~035 0 23 +0
Total Volume and Open Interest 2,458,236 3,717,853 -38,547
5-Year T-Notes(CBOT)
Dec19 191205 118~226 118~256 118~166 118~204 -0~016 82,855 78,642 -39,031
Mar20 191205 119~006 119~034 118~252 118~294 -0~022 1,325,274 4,226,426 +25,855
Jun20 191205 118~294 118~294 118~294 118~294 -0~022      
Total Volume and Open Interest 1,408,129 4,305,068 -13,176
2 Year T-Notes(CBOT)
Dec19 191205 107~194 107~200 107~182 107~194 +0~003 63,534 71,499 -36,313
Mar20 191205 107~261 107~267 107~241 107~255 unch 776,095 3,477,471 +23,756
Jun20 191205 107~255 107~255 107~255 107~255 unch      
Total Volume and Open Interest 839,629 3,548,970 -12,557
Eurodollars(CME)
Dec19 191205 98.122 98.125 98.115 98.120 unch 361,608 1,552,547 -43,320
Mar20 191205 98.310 98.320 98.295 98.315 +0.015 303,742 1,575,208 -67,877
Jun20 191205 98.410 98.415 98.385 98.410 +0.015 285,598 1,308,675 -4,909
Sep20 191205 98.485 98.495 98.455 98.480 +0.005 262,199 1,080,120 +21,436
Dec20 191205 98.495 98.505 98.455 98.480 -0.005 358,734 1,252,946 -18,182
Mar21 191205 98.565 98.575 98.520 98.545 -0.010 227,736 873,062 +9,319
Jun21 191205 98.565 98.580 98.520 98.545 -0.010 221,563 893,876 +7,001
Sep21 191205 98.565 98.580 98.515 98.540 -0.020 177,239 679,580 +11,657
Dec21 191205 98.525 98.545 98.480 98.500 -0.025 122,435 675,526 -1,654
Mar22 191205 98.520 98.540 98.470 98.495 -0.025 102,770 457,646 -2,628
Jun22 191205 98.500 98.515 98.445 98.470 -0.025 94,002 320,131 -1,439
Sep22 191205 98.480 98.495 98.425 98.450 -0.025 102,184 275,745 +4,194
Dec22 191205 98.450 98.465 98.400 98.420 -0.030 59,839 252,053 -16,713
Mar23 191205 98.435 98.450 98.380 98.405 -0.030 47,713 256,947 -241
Jun23 191205 98.415 98.430 98.360 98.385 -0.030 44,630 126,472 -2,238
Sep23 191205 98.395 98.410 98.340 98.365 -0.030 34,074 141,732 -2,765
Dec23 191205 98.375 98.390 98.320 98.345 -0.030 24,004 102,655 -2,250
Mar24 191205 98.355 98.375 98.300 98.325 -0.030 25,142 97,754 -281
Total Volume and Open Interest 2,954,743 12,276,044 -99,324
Ultra T-Bond(CBOT)
Dec19 191205 187~28 188~04 186~06 186~28 -0~17 9,200 9,543 -9,620
Mar20 191205 186~20 187~13 185~12 186~04 -0~18 190,889 1,204,970 -10,642
Jun20 191205 185~21 185~21 185~21 185~21 -0~18      
Total Volume and Open Interest 200,089 1,214,513 -20,262
Ultra 10-Yr T-Note(CBOT)
Dec19 191205 140~290 141~055 140~145 140~250 -0~035 9,916 12,137 -4,956
Mar20 191205 142~100 142~165 141~220 142~020 -0~050 284,688 883,292 +4,592
Jun20 191205 142~020 142~020 142~020 142~020 -0~050      
Total Volume and Open Interest 294,604 895,429 -364
30 Day Federal Funds(CBOT)
Dec19 191205 98.442 98.448 98.442 98.445 +0.005 15,820 262,581 -9,689
Jan20 191205 98.445 98.450 98.440 98.445 unch 56,582 437,656 +8,820
Feb20 191205 98.475 98.480 98.470 98.475 +0.005 79,129 313,822 +104
Mar20 191205 98.490 98.495 98.485 98.490 +0.005 26,755 125,346 +3,757
Apr20 191205 98.525 98.525 98.510 98.525 +0.010 36,081 204,133 +3,197
May20 191205 98.555 98.560 98.540 98.555 +0.010 20,611 164,050 +1,489
Total Volume and Open Interest 314,289 1,842,087 +13,092
Japanese Govt Bonds(SGX)
Dec19 191205 152.63 152.82 152.49 152.67 +0.01 2,279 15,315 +68
Mar20 191205 152.64 152.70 152.42 152.64 +0.05 339 688 +275
Jun20 191205 152.64 152.64 152.64 152.64 +0.05      
Total Volume and Open Interest 2,618 16,003 +343
Euro-Buxl(EUREX)
Dec19 191205 206.62 206.78 204.66 205.52 -0.82 172,556 245,871 -36,659
Mar20 191205 204.86 205.16 202.98 203.94 -0.80 128,496 209,164 +77,290
Jun20 191205 202.52 202.52 202.52 202.52 -0.82 0 7 +0
Total Volume and Open Interest 301,052 455,042 +40,631
Euro-Bund(EUREX)
Dec19 191205 170.70 170.84 170.06 170.32 -0.38 1,645,820 1,449,356 -298,966
Mar20 191205 172.64 172.74 171.91 172.18 -0.44 1,113,654 1,381,992 +439,185
Jun20 191205 169.66 169.66 169.66 169.66 -0.38 0 1 +0
Total Volume and Open Interest 2,759,474 2,831,349 +140,219
Euro-Bobl(EUREX)
Dec19 191205 134.34 134.37 134.11 134.18 -0.16 1,072,717 1,176,516 -347,009
Mar20 191205 134.31 134.33 134.05 134.15 -0.16 706,498 967,089 +352,500
Jun20 191205 134.53 134.53 134.53 134.53 -0.16      
Total Volume and Open Interest 1,779,215 2,143,605 +5,491
Euro-Schatz(EUREX)
Dec19 191205 112.01 112.04 111.97 111.99 -0.03 867,255 1,039,192 -404,486
Mar20 191205 112.00 112.00 111.96 111.97 -0.03 782,634 1,251,945 +317,264
Jun20 191205 111.79 111.79 111.79 111.79 -0.03      
Total Volume and Open Interest 1,649,889 2,291,137 -87,222
3-Mth Euribor(EUREX)
Dec19 191205 100.395 100.395 100.395 100.395 unch 0 1,977 +0
Mar20 191205 100.410 100.410 100.410 100.410 unch 0 1,055 +0
Jun20 191205 100.410 100.410 100.410 100.410 -0.005 0 527 +0
Total Volume and Open Interest 25 6,043 +25
Long Gilt(LIFFE)
Dec19 191205 131~15 131~15 131~06 131~06 -0~14 8,342 81,207 -4,428
Mar20 191205 132~07 132~07 131~20 131~27 -0~16 246,210 637,396 -17,916
Total Volume and Open Interest 254,552 718,603 -22,344
3-Mth Short Sterling(LIFFE)
Dec19 191205 99.21 99.21 99.20 99.21 +0.00 53,421 656,370 -10,860
Mar20 191205 99.25 99.26 99.25 99.25 -0.01 66,195 613,431 +7,910
Jun20 191205 99.29 99.29 99.27 99.28 -0.01 58,858 611,471 +8,040
Sep20 191205 99.31 99.31 99.28 99.29 -0.01 49,213 524,753 +1,780
Dec20 191205 99.28 99.29 99.25 99.26 -0.01 59,652 578,673 +5,348
Mar21 191205 99.29 99.30 99.26 99.28 -0.02 39,178 290,769 +174
Total Volume and Open Interest 649,240 4,392,951 +39,008
3-Mth Euribor(LIFFE)
Dec19 191205 100.395 100.400 100.390 100.395 unch 71,650 650,041 -10,298
Mar20 191205 100.405 100.410 100.405 100.405 -0.005 65,839 439,152 +4,887
Jun20 191205 100.415 100.420 100.405 100.410 -0.005 46,020 380,012 -5,169
Total Volume and Open Interest 727,258 4,159,309 -23,177
3-Mth Aus T-Bills(SFE)
Dec19 191205 99.03 99.04 99.02 99.04 +0.01 18,305 89,268 -5,252
Mar20 191205 99.23 99.25 99.21 99.24 +0.01 49,190 245,627 +5,948
Jun20 191205 99.32 99.34 99.29 99.33 +0.01 29,270 212,380 +1,451
Sep20 191205 99.38 99.40 99.34 99.38 unch 26,486 216,457 +4,418
Dec20 191205 99.35 99.37 99.31 99.35 unch 18,849 143,210 +636
Mar21 191205 99.35 99.37 99.31 99.35 unch 7,883 98,855 -395
Jun21 191205 99.33 99.34 99.29 99.33 unch 6,406 61,113 +688
Sep21 191205 99.30 99.32 99.26 99.30 unch 3,417 36,058 +2,073
Dec21 191205 99.24 99.26 99.23 99.26 unch 423 7,647 -89
Mar22 191205 99.22 99.25 99.22 99.25 unch 24 1,251 -4
Total Volume and Open Interest 160,280 1,113,614 +9,474
10-Year Aus T-Bonds(SFE)
Dec19 191205 98.94 98.97 98.87 98.91 -0.03 270,098 1,371,623 +43,124
Mar20 191205 98.93 98.95 98.86 98.90 -0.03 11,973 15,104 +10,783
Total Volume and Open Interest 282,071 1,386,727 +53,907
3-Year Aus T-Bonds(SFE)
Dec19 191205 99.32 99.33 99.28 99.32 -0.00 298,912 1,315,419 +30,518
Mar20 191205 99.35 99.36 99.31 99.35 unch 4,284 18,246 +3,741
Total Volume and Open Interest 303,196 1,333,665 +34,259
Gold(CMX)
Dec19 191205 1474.7 1478.0 1472.3 1476.9 +2.9 1,460 4,025 +188
Feb20 191205 1480.0 1485.7 1478.0 1483.1 +2.9 400,899 521,571 +21,409
Apr20 191205 1486.5 1491.0 1483.4 1488.6 +3.0 13,266 79,788 +4,171
Jun20 191205 1492.2 1495.9 1488.4 1493.6 +3.0 7,537 62,824 +2,880
Aug20 191205 1495.0 1500.7 1494.2 1498.6 +3.1 600 9,267 +426
Oct20 191205 1501.4 1504.1 1499.0 1503.1 +2.9 262 6,729 -53
Dec20 191205 1505.0 1508.0 1503.0 1507.5 +3.0 445 9,792 -40
Feb21 191205 1512.5 1512.7 1511.8 1511.8 +3.0 52 504 +28
Apr21 191205 1513.8 1515.0 1513.8 1515.0 +3.0 0 31 +0
Jun21 191205 1517.6 1517.6 1517.6 1517.6 +3.0 1 1,647 +1
Aug21 191205 1521.7 1521.7 1521.7 1521.7 +3.0 0 1 +0
Oct21 191205 1525.6 1525.6 1525.6 1525.6 +3.0      
Total Volume and Open Interest 425,925 701,016 +28,834
Silver(CMX)
Dec19 191205 1684.0 1694.2 1677.5 1694.2 +14.5 381 1,247 -218
Mar20 191205 1692.0 1707.5 1687.0 1705.9 +14.3 90,112 162,879 +1,960
May20 191205 1701.0 1716.0 1696.5 1714.6 +14.3 1,716 18,497 +366
Jul20 191205 1711.5 1724.0 1705.0 1722.7 +13.9 518 17,008 +247
Sep20 191205 1723.5 1730.5 1723.5 1730.4 +13.5 277 2,534 +5
Dec20 191205 1728.0 1743.0 1727.5 1742.5 +12.5 286 2,358 +12
Mar21 191205 1751.0 1751.0 1751.0 1751.0 +12.5 0 3 +0
Total Volume and Open Interest 94,055 205,807 +2,498
Platinum(NYMEX)
Jan20 191205 898.0 903.9 886.4 900.6 -1.2 16,493 73,766 -489
Apr20 191205 905.4 909.0 892.5 906.3 -1.3 2,699 16,657 +1,273
Jul20 191205 913.0 913.8 898.0 911.4 -1.0 24 487 -3
Oct20 191205 906.0 913.2 900.0 913.2 -0.6 5 28 +1
Total Volume and Open Interest 19,221 90,939 +782
Palladium(NYMEX)
Dec19 191205 1839.40 1849.20 1839.10 1849.20 +0.30 45 67 -38
Mar20 191205 1841.50 1848.50 1820.00 1845.70 +0.30 3,366 23,190 -56
Jun20 191205 1842.00 1842.00 1827.50 1840.70 -0.40 41 2,106 +15
Total Volume and Open Interest 3,452 25,563 -79
Copper(CMX)
Dec19 191205 264.05 266.00 264.05 264.85 +0.45 1,856 4,059 -445
Mar20 191205 266.20 267.65 265.35 266.30 +0.40 80,852 144,376 +1,160
May20 191205 266.75 268.45 266.25 267.20 +0.50 9,321 26,105 +867
Jul20 191205 267.50 268.95 267.15 268.05 +0.55 3,189 23,872 +50
Sep20 191205 268.30 269.75 267.80 268.75 +0.60 792 5,201 +473
Total Volume and Open Interest 97,500 215,424 +2,274
E-mini DJIA Index(CBOT)
Dec19 191205 27644 27773 27558 27678 +35 260,953 95,166 -3,558
Mar20 191205 27639 27756 27548 27667 +37 2,449 6,755 +776
Jun20 191205 27550 27673 27550 27601 +37 7 12 +1
Sep20 191205 27542 27566 27542 27542 +31      
Total Volume and Open Interest 263,409 101,933 -2,781
S & P 500(CME)
Dec19 191205 3116.10 3124.20 3104.00 3117.70 +6.60 1,184 27,428 -369
Mar20 191205 3110.50 3119.30 3107.00 3119.30 +6.50 40 201 -48
Jun20 191205 3118.50 3118.50 3118.50 3118.50 +6.50 15 140 +14
Sep20 191205 3117.30 3117.30 3117.30 3117.30 +5.40      
Total Volume and Open Interest 1,239 27,843 -403
S & P 500 E-Mini(CME)
Dec19 191205 3111.00 3124.75 3103.25 3117.75 +6.75 2,146,620 2,611,042 -34,610
Mar20 191205 3112.00 3126.25 3105.00 3119.25 +6.50 44,843 275,771 +14,601
Jun20 191205 3111.25 3125.25 3105.00 3118.50 +6.50 421 4,519 +16
Sep20 191205 3117.25 3118.00 3110.75 3117.25 +5.25 5 153 +0
Total Volume and Open Interest 2,192,089 2,893,602 -19,793
NASDAQ 100 E-Mini(CME)
Dec19 191205 8296.25 8340.00 8273.25 8309.25 +14.00 614,317 204,975 -5,667
Mar20 191205 8322.00 8359.00 8293.50 8329.50 +14.25 4,077 5,673 +754
Jun20 191205 8348.00 8372.75 8319.00 8348.50 +11.50 0 79 +0
Total Volume and Open Interest 618,395 210,730 -4,913
S&P Midcap 400(CME) e-Mini
Dec19 191205 1999.70 2008.70 1995.90 2003.40 +3.10 16,237 73,976 -437
Mar20 191205 2001.00 2009.20 1999.30 2005.70 +3.60 16 118 +12
Jun20 191205 2011.40 2011.40 2011.40 2011.40 +3.30      
Total Volume and Open Interest 16,253 74,094 -425
Volatility Index(CBOE)
Dec19 191205 15.35 15.75 15.00 15.03 -0.30 176,550 193,834 -23,081
Jan20 191205 17.00 17.20 16.70 16.77 -0.21 131,569 152,627 +6,409
Feb20 191205 18.11 18.25 17.90 17.93 -0.20 32,675 55,442 -1,142
Mar20 191205 18.22 18.31 18.00 18.08 -0.15 19,469 30,872 -2,143
Total Volume and Open Interest 377,449 484,375 -18,352
S & P 600(CME)
Dec19 191205 988.10 988.10 988.10 988.10 +2.90 0 961 +0
Mar20 191205 988.80 988.80 988.80 988.80 +3.00      
Total Volume and Open Interest 0 961 +0
Russell 2000 Mini(CME)
Dec19 191205 1614.00 1622.70 1610.60 1616.80 +2.50 145,609 472,660 +60
Mar20 191205 1614.50 1624.40 1612.90 1618.80 +2.50 792 5,946 +326
Jun20 191205 1621.10 1621.10 1621.10 1621.10 +2.80 0 3 +0
Total Volume and Open Interest 146,401 478,609 +386
Nikkei 225(CME)
Dec19 191205 23340 23445 23250 23330 -15 12,897 35,498 -123
Mar20 191205 23315 23410 23225 23305 -10 771 4,124 +242
Total Volume and Open Interest 13,668 39,622 +119
Nikkei 225(SGX)
Dec19 191205 23105 23380 22970 23335 +240 117,882 161,534 +552
Mar20 191205 22940 23300 22910 23285 +240 662 2,139 +296
Jun20 191205 23120 23120 23120 23120 +240 0 1,450 +0
Total Volume and Open Interest 118,651 193,074 +853
Nikkei 225 Mini(JPX)
Dec19 191205 23050 23380 22965 23310 +210 1,106,747 440,432 -9,874
Mar20 191205 22980 23310 22900 23240 +210 80,138 36,438 +1,044
Jun20 191205 22790 23115 22715 23050 +210 782 2,210 +5
Total Volume and Open Interest 1,214,131 537,164 +1,015
Nikkei 225(JPX)
Dec19 191205 23050 23380 22960 23310 +210 97,236 286,419 -1,681
Mar20 191205 22980 23320 22900 23240 +210 4,562 25,605 +709
Jun20 191205 22720 23110 22720 23050 +210 31 15,686 +14
Total Volume and Open Interest 101,834 398,508 -758
Nikkei 225(CME) Yen
Dec19 191205 23340 23440 23250 23330 -10 60,145 74,090 +577
Mar20 191205 23275 23365 23185 23265 unch 652 2,115 +405
Jun20 191205 23145 23145 23145 23145 -35      
Total Volume and Open Interest 60,797 76,205 +982
Nikkei 225(CME) e-Mini Yen
Dec19 191205 23330 23360 23260 23330 -10 0 5 +0
Mar20 191205 23270 23270 23270 23270 unch      
Jun20 191205 23150 23150 23150 23150 -30      
Total Volume and Open Interest 0 5 +0
CAC 40(EURONEXT)
Dec19 191205 5797.5 5847.0 5793.0 5797.5 +2.0 114,679 367,896 -3,956
Jan20 191205 5814.0 5829.0 5772.0 5789.0 +2.0 4 490 -11
Feb20 191205 5784.5 5784.5 5784.5 5784.5 +2.0      
Mar20 191205 5804.5 5804.5 5781.0 5781.0 +2.5 66 65 -6
Total Volume and Open Interest 114,749 382,958 -3,973
Hang Seng Index(HKFE)
Dec19 191205 26084 26327 26084 26246 +184 174,993 112,355 -1,753
Jan20 191205 26188 26383 26155 26299 +179 1,303 1,496 +634
Total Volume and Open Interest 176,730 123,457 -1,217
DAX(EUREX)
Dec19 191205 13143.0 13190.5 13044.0 13080.5 -54.5 151,544 135,829 +343
Mar20 191205 13142.0 13159.5 13055.0 13076.0 -54.5 465 2,384 +150
Jun20 191205 13170.0 13175.0 13095.0 13095.0 -54.5 28 267 +12
Total Volume and Open Interest 152,037 138,480 +505
Mini-DAX(EUREX)
Dec19 191205 13148.0 13190.0 13044.0 13080.5 -54.5 61,882 16,393 -2,676
Mar20 191205 13133.0 13182.0 13050.0 13076.0 -54.5 243 1,941 +17
Jun20 191205 13170.0 13170.0 13095.0 13095.0 -54.5 71 156 -6
Total Volume and Open Interest 62,196 18,490 -2,665
DJ EuroSTOXX 50(EUREX)
Dec19 191205 3660 3682 3644 3652 -4 1,396,217 3,884,246 +30,983
Mar20 191205 3649 3667 3631 3638 -4 40,684 293,248 +17,600
Jun20 191205 3565 3565 3556 3556 -4 4,087 37,546 -1,938
Total Volume and Open Interest 1,440,988 4,243,042 +46,645
Swiss Market Index(EUREX)
Dec19 191205 10346 10435 10338 10352 +32 60,409 194,554 -3,539
Mar20 191205 10240 10320 10240 10246 +32 1,731 14,359 +1,570
Jun20 191205 10129 10129 10061 10061 +32 635 1,375 +423
Total Volume and Open Interest 62,775 210,288 -1,546
FT-SE 100(EURONEXT)
Dec19 191205 7194.00 7202.50 7129.50 7142.00 -37.50 177,361 735,493 -5,517
Mar20 191205 7100.00 7111.00 7066.00 7075.00 -37.50 3,368 10,721 +1,666
Jun20 191205 6993.00 6996.00 6993.00 6996.00 -38.50 0 41 +0
Total Volume and Open Interest 180,729 746,255 -3,851
SPI 200(SFE)
Dec19 191205 6612.0 6686.0 6602.0 6679.0 +68.0 93,049 392,679 -695
Mar20 191205 6545.0 6613.0 6533.0 6609.0 +68.0 1,381 8,585 +1,000
Jun20 191205 6582.0 6582.0 6582.0 6582.0 +66.0 0 218 +0
Total Volume and Open Interest 94,431 402,110 +304
FTSE MIB(ISE)
Dec19 191205 23055.00 23185.00 22940.00 22965.00 -61.00 32,617 147,606 -4,765
Mar20 191205 22980.00 23080.00 22845.00 22868.00 -58.00 262 1,404 +129
Jun20 191205 22350.00 22450.00 22291.00 22291.00 -60.00 5 92 +1
Total Volume and Open Interest 32,884 149,105 -4,635
KOSPI 200(KFE)
Dec19 191205 274.65 276.75 272.70 274.10 -0.70 249,303 331,491 +1,252
Mar20 191205 271.65 273.70 269.80 271.20 -0.60 4,068 31,938 +983
Jun20 191205 273.50 273.60 270.20 271.15 -0.25 22 11,995 -6
Total Volume and Open Interest 255,603 408,076 +2,290
GSCI(CME)
Dec19 191205 420.50 422.10 419.00 420.35 +1.60 407 10,392 -81
Jan20 191205 419.35 420.10 419.35 419.35 +1.50 76 76 +76
Feb20 191205 417.95 417.95 417.95 417.95 +1.50      
Total Volume and Open Interest 483 10,468 -5
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy