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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 December 27, 2019
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan20 191227 937.25 941.50 928.75 929.50 -8.25 45,245 79,712 -11,397
Mar20 191227 945.75 950.50 938.50 941.50 -5.00 60,068 334,995 +4,895
May20 191227 957.50 963.50 952.50 955.25 -4.25 13,620 125,608 -182
Jul20 191227 969.50 974.75 963.75 966.75 -3.50 10,495 108,910 +598
Aug20 191227 973.75 978.50 968.00 970.75 -3.75 647 9,525 +300
Sep20 191227 971.75 974.25 965.50 968.00 -2.50 292 8,892 +123
Nov20 191227 972.00 975.50 967.50 969.75 -2.50 4,229 66,655 +708
Jan21 191227 975.00 978.25 971.00 973.00 -2.25 646 7,571 +302
Mar21 191227 967.75 969.75 963.00 965.25 -1.75 551 14,386 +160
May21 191227 965.00 967.25 961.00 963.25 -1.25 323 2,308 +71
Jul21 191227 970.25 970.25 964.75 967.00 -0.75 81 2,344 +34
Aug21 191227 964.00 964.00 964.00 964.00 -0.50 0 93 +0
Sep21 191227 952.75 952.75 952.75 952.75 -0.50 0 23 +0
Nov21 191227 951.75 952.00 946.00 948.50 -0.25 29 1,380 +9
Total Volume and Open Interest 136,226 762,410 -4,379
Soybean Meal(CBOT)
Jan20 191227 299.50 300.20 295.30 295.40 -4.10 12,323 38,334 -4,037
Mar20 191227 303.90 304.80 300.10 300.40 -3.60 27,479 205,158 +2,722
May20 191227 307.30 308.00 303.80 304.30 -3.10 9,288 90,445 -114
Jul20 191227 310.80 311.30 307.40 308.00 -2.80 5,223 54,199 +867
Aug20 191227 311.70 312.20 308.60 309.30 -2.60 1,190 10,708 +308
Sep20 191227 312.40 312.80 309.30 310.10 -2.50 408 9,738 +79
Oct20 191227 312.30 312.30 309.40 309.90 -2.50 230 7,771 +37
Dec20 191227 313.90 314.30 311.10 311.60 -2.50 965 25,051 +81
Jan21 191227 313.40 313.40 310.70 311.10 -2.20 22 2,149 +8
Mar21 191227 311.10 312.00 309.10 309.20 -1.40 45 3,939 +7
Total Volume and Open Interest 57,390 449,578 +92
Soybean Oil(CBOT)
Jan20 191227 34.36 34.89 34.36 34.73 +0.35 24,714 33,345 -7,810
Mar20 191227 34.64 35.18 34.64 35.04 +0.37 43,780 242,686 +845
May20 191227 34.92 35.45 34.92 35.32 +0.37 8,512 98,269 +512
Jul20 191227 35.20 35.74 35.20 35.61 +0.36 4,437 72,094 -321
Aug20 191227 35.29 35.78 35.27 35.64 +0.34 878 12,121 +329
Sep20 191227 35.48 35.82 35.35 35.69 +0.32 285 8,990 +17
Oct20 191227 35.48 35.78 35.36 35.71 +0.34 151 7,733 +21
Dec20 191227 35.51 35.93 35.50 35.85 +0.37 871 33,461 +140
Jan21 191227 35.75 35.89 35.68 35.86 +0.37 36 2,768 +21
Mar21 191227 35.56 35.73 35.54 35.72 +0.36 49 2,192 +19
Total Volume and Open Interest 83,754 515,300 -6,216
Canola(WCE)
Jan20 191227 469.9 470.9 463.0 463.8 -4.9 10,872 7,162 -6,911
Mar20 191227 479.1 480.7 473.2 474.2 -3.8 15,761 86,556 +1,090
May20 191227 487.2 489.9 482.6 483.4 -3.8 3,844 42,456 +939
Jul20 191227 494.6 496.0 488.8 489.6 -4.0 1,465 15,998 +537
Nov20 191227 496.8 497.9 492.2 493.2 -2.8 826 24,000 +410
Total Volume and Open Interest 32,877 177,860 -3,906
Corn(CBOT)
Mar20 191227 388.00 391.00 388.00 390.00 +1.50 50,416 749,455 -1,856
May20 191227 394.75 397.50 394.50 396.75 +1.50 7,889 201,532 +872
Jul20 191227 400.75 403.25 400.75 402.75 +1.50 6,523 242,608 +40
Sep20 191227 400.50 402.50 400.25 402.25 +1.25 2,668 88,312 +456
Dec20 191227 402.25 404.00 402.25 403.50 +0.75 5,249 160,897 +768
Mar21 191227 411.50 412.25 411.25 412.25 +0.50 357 9,051 +2
May21 191227 416.75 416.75 416.00 416.50 unch 31 1,533 +25
Jul21 191227 419.50 420.00 419.00 419.25 -0.50 40 3,796 +5
Sep21 191227 409.75 409.75 409.75 409.75 unch 0 834 +0
Dec21 191227 410.25 411.00 409.75 410.50 -0.50 42 7,433 +9
Total Volume and Open Interest 73,222 1,465,801 +322
Wheat(CBOT)
Mar20 191227 549.75 561.00 549.25 556.25 +7.25 21,559 206,796 -1,138
May20 191227 552.00 563.25 552.00 558.50 +6.75 6,578 56,856 -586
Jul20 191227 553.75 564.50 553.50 559.75 +6.25 4,864 83,406 +266
Sep20 191227 558.25 569.25 558.25 564.75 +6.00 2,084 21,913 +97
Dec20 191227 569.75 577.75 569.25 573.50 +5.50 916 22,026 +54
Mar21 191227 578.25 585.25 577.75 581.25 +5.00 170 6,470 +19
Total Volume and Open Interest 36,173 400,079 -1,288
Wheat(KCBT)
Mar20 191227 471.75 481.50 471.00 479.75 +9.25 11,794 148,602 -1,624
May20 191227 479.75 489.50 479.75 488.00 +9.00 1,957 49,631 -281
Jul20 191227 487.50 496.50 487.00 495.50 +9.25 2,518 44,706 +43
Sep20 191227 494.25 503.50 494.25 502.50 +8.75 1,063 11,569 +37
Dec20 191227 504.75 513.00 504.75 512.50 +8.75 453 14,804 +52
Mar21 191227 520.00 522.50 519.50 522.50 +8.50 6 1,616 +0
May21 191227 523.75 524.75 522.25 524.50 +7.25 1 211 -1
Total Volume and Open Interest 17,793 271,285 -1,775
Wheat(MGE)
Mar20 191227 545.50 554.50 545.50 553.50 +6.25 2,361 31,596 -1,095
May20 191227 554.25 562.00 553.75 561.75 +5.75 487 13,560 +140
Jul20 191227 564.75 569.50 564.75 569.25 +5.00 395 6,685 +13
Sep20 191227 572.75 577.25 572.75 577.00 +3.50 286 4,927 +73
Dec20 191227 586.00 590.00 586.00 589.50 +3.25 40 2,567 +12
Mar21 191227 599.00 602.00 599.00 602.00 +3.25 4 921 +0
Total Volume and Open Interest 3,573 60,263 -857
Oats(CBOT)
Mar20 191227 284.75 295.50 284.75 288.50 +5.50 357 4,270 -120
May20 191227 293.00 293.00 283.75 285.50 +4.00 24 323 +18
Jul20 191227 285.25 285.50 282.75 282.75 +4.75 0 107 +0
Sep20 191227 272.00 272.00 272.00 272.00 +2.50 3 61 -1
Total Volume and Open Interest 384 4,852 -103
Rough Rice(CBOT)
Jan20 191227 12.88 13.08 12.88 13.03 +0.15 230 1,780 -119
Mar20 191227 13.10 13.28 13.05 13.18 +0.09 315 8,763 +159
May20 191227 13.27 13.43 13.27 13.31 +0.05 0 174 +0
Jul20 191227 13.20 13.28 13.20 13.20 +0.02 0 44 +0
Total Volume and Open Interest 545 10,839 +40
Live Cattle(CME)
Dec19 191227 123.300 123.900 123.200 123.500 +0.215 537 2,543 -419
Feb20 191227 126.535 127.230 126.535 126.700 -0.100 8,804 164,560 -361
Apr20 191227 127.450 127.950 127.400 127.785 +0.135 6,161 91,819 +971
Jun20 191227 118.930 119.300 118.850 119.100 unch 4,061 82,035 +576
Aug20 191227 116.480 116.750 116.450 116.650 +0.100 1,660 26,973 +334
Oct20 191227 118.100 118.400 118.050 118.385 +0.235 329 8,684 +5
Total Volume and Open Interest 21,792 382,290 +1,145
Feeder Cattle(CME)
Jan20 191227 145.550 145.830 145.000 145.550 +0.100 2,077 13,117 -684
Mar20 191227 145.450 145.450 144.600 144.800 -0.385 2,372 19,776 +594
Apr20 191227 147.735 147.900 147.000 147.300 -0.235 523 7,325 -25
May20 191227 148.850 149.000 148.350 148.500 -0.200 654 5,547 -63
Aug20 191227 153.650 153.830 153.150 153.330 -0.205 259 4,188 -14
Sep20 191227 154.035 154.250 153.750 153.950 -0.050 9 465 +7
Oct20 191227 153.880 154.185 153.700 153.800 -0.280 3 371 -1
Total Volume and Open Interest 5,898 50,844 -186
Lean Hogs(CME)
Feb20 191227 70.750 71.035 69.830 70.580 -0.320 8,952 107,345 +258
Apr20 191227 78.285 78.635 77.550 77.885 -0.400 4,195 66,617 +155
May20 191227 84.785 84.950 84.100 84.330 -0.170 55 1,664 +18
Jun20 191227 89.885 90.180 89.250 89.730 -0.155 2,556 37,298 +102
Jul20 191227 89.850 89.930 89.230 89.680 -0.020 1,396 16,858 +146
Aug20 191227 88.800 88.980 88.230 88.650 -0.080 1,141 26,626 +138
Oct20 191227 75.350 75.350 74.700 75.100 -0.130 403 13,999 +101
Dec20 191227 69.385 69.450 69.000 69.285 -0.045 371 6,932 +156
Total Volume and Open Interest 19,316 279,346 +1,129
Class III Milk(CME)
Dec19 191227 19.32 19.33 19.30 19.30 -0.05 22 4,907 -7
Jan20 191227 16.91 17.14 16.90 17.10 +0.14 257 3,320 +3
Feb20 191227 17.01 17.17 16.99 17.13 +0.10 71 2,603 -7
Mar20 191227 17.19 17.28 17.17 17.28 +0.08 36 1,955 -3
Apr20 191227 17.19 17.26 17.19 17.24 +0.07 28 1,478 +11
May20 191227 17.20 17.22 17.20 17.22 +0.02 0 1,323 +0
Jun20 191227 17.19 17.30 17.19 17.25 -0.05 4 1,310 +2
Jul20 191227 17.45 17.45 17.44 17.45 unch 0 680 +0
Aug20 191227 17.57 17.57 17.57 17.57 -0.01 0 571 +0
Sep20 191227 17.68 17.68 17.68 17.68 unch 0 679 +0
Oct20 191227 17.60 17.60 17.60 17.60 unch 0 498 +0
Nov20 191227 17.50 17.50 17.50 17.50 unch 0 529 +0
Dec20 191227 17.25 17.25 17.25 17.25 unch 0 565 +0
Total Volume and Open Interest 418 20,422 -1
Cocoa(ICE)
Mar20 191227 2413 2516 2413 2497 +92 13,235 106,300 -2,554
May20 191227 2420 2518 2420 2500 +89 5,241 64,873 -2,123
Jul20 191227 2432 2511 2419 2495 +87 2,298 33,401 -557
Sep20 191227 2418 2495 2418 2476 +82 1,026 29,294 +126
Dec20 191227 2379 2443 2377 2424 +70 496 33,630 +95
Mar21 191227 2350 2395 2348 2383 +62 236 13,746 +105
May21 191227 2348 2384 2348 2373 +58 57 5,926 +16
Total Volume and Open Interest 22,627 288,731 -4,892
Coffee "C"(ICE)
Mar20 191227 127.85 132.80 127.65 132.50 +5.20 15,731 112,178 -1,578
May20 191227 129.90 135.00 129.90 134.65 +5.15 4,984 62,092 -1,095
Jul20 191227 132.55 137.05 132.00 136.75 +5.20 3,260 36,697 +365
Sep20 191227 133.95 138.80 133.75 138.55 +5.25 2,646 21,300 +944
Dec20 191227 136.50 140.80 136.50 140.55 +5.25 704 19,133 -42
Mar21 191227 138.50 142.55 138.50 142.55 +5.25 307 7,465 +17
Total Volume and Open Interest 28,168 276,599 -1,423
Orange Juice(ICE)
Jan20 191227 96.60 98.80 96.30 97.40 +0.80 440 2,916 -405
Mar20 191227 99.90 102.70 99.55 100.55 +0.65 713 12,032 +172
May20 191227 103.45 105.25 103.45 103.75 +0.65 24 1,278 +17
Jul20 191227 107.50 107.50 106.50 106.50 +0.80 10 534 +6
Sep20 191227 110.35 110.35 109.65 109.65 +0.85 2 289 +0
Nov20 191227 113.45 113.45 112.75 112.75 +0.85 1 209 +1
Total Volume and Open Interest 1,190 17,422 -209
Sugar #11(ICE)
Mar20 191227 13.48 13.60 13.42 13.54 +0.10 23,964 436,447 -1,459
May20 191227 13.55 13.66 13.52 13.63 +0.09 11,291 202,224 +84
Jul20 191227 13.64 13.75 13.63 13.74 +0.09 5,646 141,519 +572
Oct20 191227 13.86 13.95 13.84 13.94 +0.07 1,695 107,476 -3
Mar21 191227 14.34 14.39 14.32 14.39 +0.05 550 60,822 -66
May21 191227 14.25 14.25 14.18 14.24 +0.03 160 10,942 -54
Jul21 191227 14.14 14.14 14.07 14.13 +0.03 103 11,758 -70
Oct21 191227 14.15 14.15 14.08 14.13 +0.03 4 14,044 -1
Total Volume and Open Interest 43,417 995,824 -1,000
London Cocoa(LCE)
Mar20 191227 1759 1829 1759 1817 +54 7,853 85,295 -2,396
May20 191227 1741 1787 1739 1780 +36 6,003 53,305 -279
Jul20 191227 1732 1768 1725 1766 +32 4,203 40,597 +21
Sep20 191227 1721 1751 1717 1750 +26 4,191 38,482 -832
Dec20 191227 1667 1699 1666 1695 +24 5,720 48,148 +484
Mar21 191227 1656 1680 1652 1677 +21 1,932 26,074 +394
May21 191227 1651 1676 1650 1672 +17 1,412 6,634 +881
Total Volume and Open Interest 32,547 305,177 -1,784
London Sugar(LCE)
Mar20 191227 358.60 362.00 358.60 361.40 +2.30 4,014 39,807 -405
May20 191227 364.10 366.30 363.20 366.00 +1.80 1,421 17,117 -24
Aug20 191227 368.00 370.00 367.50 369.80 +1.20 380 9,891 +96
Oct20 191227 370.30 371.10 370.00 371.00 +0.70 95 3,875 +36
Dec20 191227 372.20 373.00 370.80 373.00 -0.30 98 2,496 +88
Total Volume and Open Interest 6,052 74,674 -196
Cotton(ICE)
Mar20 191227 68.75 69.33 68.50 68.92 +0.22 9,396 119,520 -43
May20 191227 70.01 70.40 69.66 70.08 +0.23 4,648 44,896 +821
Jul20 191227 70.58 71.04 70.54 70.78 +0.20 1,605 19,500 +322
Oct20 191227 70.51 70.51 70.51 70.51 +0.15 0 7 +0
Dec20 191227 70.20 70.40 69.89 70.06 +0.12 622 27,954 +300
Mar21 191227 70.65 70.65 70.46 70.46 +0.13 68 1,226 +9
Total Volume and Open Interest 16,362 214,041 +1,422
Lumber(CME)
Jan20 191227 405.7 410.0 404.4 409.1 +2.9 73 1,027 -33
Mar20 191227 422.5 429.2 422.5 427.9 +5.6 48 1,554 +21
May20 191227 417.7 420.2 417.0 419.1 +5.0 7 404 +4
Jul20 191227 411.1 411.7 411.1 411.7 +3.3 2 210 +0
Sep20 191227 404.4 404.4 404.4 404.4 +1.8 0 12 +0
Nov20 191227 402.0 402.0 402.0 402.0 +1.4 0 3 +0
Jan21 191227 400.5 400.5 400.5 400.5 +1.4      
Total Volume and Open Interest 130 3,210 -8
Crude Oil(NYM)
Feb20 191227 61.73 61.97 61.24 61.72 +0.04 204,535 425,048 -2,426
Mar20 191227 61.51 61.76 61.06 61.53 +0.05 34,213 264,575 +3,325
Apr20 191227 61.15 61.45 60.78 61.21 +0.05 20,057 113,031 -1,516
May20 191227 60.71 61.00 60.39 60.79 +0.06 10,539 123,382 -1,088
Jun20 191227 60.17 60.49 59.88 60.28 +0.07 17,055 206,032 +820
Jul20 191227 59.59 59.90 59.33 59.70 +0.07 5,302 70,153 -717
Aug20 191227 59.13 59.31 58.82 59.13 +0.08 4,347 49,875 +299
Sep20 191227 58.45 58.75 58.22 58.58 +0.10 6,340 96,923 +162
Oct20 191227 57.94 58.24 57.76 58.08 +0.11 4,432 57,784 +653
Nov20 191227 57.64 57.78 57.34 57.63 +0.11 4,799 47,330 +912
Dec20 191227 57.00 57.36 56.88 57.21 +0.12 14,531 223,711 +3,329
Jan21 191227 56.75 56.93 56.66 56.78 +0.12 1,184 42,627 +40
Feb21 191227 56.50 56.50 56.12 56.39 +0.14 747 24,125 +52
Mar21 191227 56.07 56.07 55.98 56.04 +0.16 1,363 32,383 +281
Apr21 191227 55.69 55.71 55.69 55.71 +0.18 70 13,216 +24
May21 191227 55.40 55.40 55.40 55.40 +0.19 229 11,786 +79
Total Volume and Open Interest 338,011 2,114,661 +4,337
e-miNY Crude Oil(NYM)
Feb20 191227 61.775 61.975 61.250 61.725 +0.050 5,644 2,833 +208
Mar20 191227 61.475 61.750 61.100 61.525 +0.050 317 741 +32
Apr20 191227 61.375 61.400 60.975 61.200 +0.050 47 154 -26
May20 191227 61.000 61.000 60.700 60.800 +0.075 0 122 +0
Jun20 191227 60.250 60.425 59.975 60.275 +0.075 2 64 +1
Jul20 191227 59.700 59.700 59.600 59.700 +0.075 3 45 +0
Aug20 191227 59.000 59.125 59.000 59.125 +0.075 5 38 -1
Sep20 191227 58.575 58.575 58.575 58.575 +0.100 0 31 +0
Oct20 191227 58.100 58.200 57.750 58.075 +0.100 0 6 +0
Nov20 191227 57.625 57.625 57.625 57.625 +0.100 0 3 +0
Total Volume and Open Interest 6,018 4,169 +214
NY Harbor ULSD(NYM)
Jan20 191227 205.27 206.48 204.60 204.96 -0.25 16,527 23,383 -7,246
Feb20 191227 205.37 206.64 204.79 205.19 -0.16 36,064 135,484 +3,246
Mar20 191227 204.89 205.87 204.19 204.56 -0.11 11,304 87,600 -103
Apr20 191227 203.18 204.08 202.52 202.91 -0.04 7,551 53,711 +447
May20 191227 201.62 202.43 201.00 201.38 +0.01 4,327 36,512 +490
Jun20 191227 200.25 200.98 199.70 200.07 +0.04 4,250 33,607 +483
Jul20 191227 199.58 200.33 199.12 199.50 +0.08 885 12,113 +122
Aug20 191227 199.12 199.78 198.62 199.03 +0.10 405 5,751 +9
Sep20 191227 198.77 199.34 198.29 198.72 +0.12 274 7,126 -25
Oct20 191227 198.65 198.66 198.02 198.44 +0.11 31 4,093 +0
Nov20 191227 198.50 198.50 197.96 198.20 +0.10 86 3,533 -21
Dec20 191227 198.27 198.57 197.51 197.93 +0.09 1,322 21,088 -21
Jan21 191227 197.59 197.59 197.59 197.59 +0.07 73 4,431 -49
Feb21 191227 196.56 196.56 196.56 196.56 +0.06 5 698 +1
Total Volume and Open Interest 83,128 438,369 -2,654
RBOB Gasoline(NYM)
Jan20 191227 175.33 176.57 173.77 174.73 -0.64 13,781 30,871 -4,597
Feb20 191227 175.36 176.56 173.72 174.47 -0.92 36,859 143,127 +2,045
Mar20 191227 176.16 177.27 174.67 175.45 -0.78 16,306 70,646 +1,062
Apr20 191227 192.66 194.16 191.69 192.63 -0.51 7,775 31,741 +44
May20 191227 193.18 193.83 191.54 192.49 -0.40 4,527 30,757 +19
Jun20 191227 190.72 191.79 189.83 190.76 -0.20 2,491 27,468 -36
Jul20 191227 188.15 188.50 187.40 188.17 -0.05 972 14,258 -26
Aug20 191227 184.78 185.45 184.34 185.23 +0.07 712 4,642 +212
Sep20 191227 181.72 181.98 181.11 181.87 +0.16 494 8,774 -1
Oct20 191227 168.24 168.24 167.34 168.22 +0.19 189 4,471 +1
Total Volume and Open Interest 84,498 388,717 -1,252
e-miNY RBOB Gasoline(NYM)
Jan20 191227 174.73 174.73 174.73 174.73 -0.64 0 1 +0
Feb20 191227 174.47 174.47 174.47 174.47 -0.92      
Mar20 191227 175.45 175.45 175.45 175.45 -0.78      
Apr20 191227 192.63 192.63 192.63 192.63 -0.51      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Jan20 191227 2.272 2.286 2.138 2.158 -0.136 49,762 21,822 -4,944
Feb20 191227 2.273 2.275 2.167 2.231 -0.054 83,780 346,884 +2,491
Mar20 191227 2.205 2.207 2.113 2.173 -0.040 23,508 266,770 +1,797
Apr20 191227 2.177 2.180 2.105 2.160 -0.025 17,352 133,976 +710
May20 191227 2.194 2.212 2.127 2.192 -0.016 7,205 108,375 +623
Jun20 191227 2.251 2.269 2.185 2.250 -0.008 5,478 53,087 +1,030
Jul20 191227 2.300 2.324 2.241 2.307 -0.002 2,665 34,518 +101
Aug20 191227 2.283 2.331 2.273 2.319 -0.001 1,735 26,736 +7
Sep20 191227 2.302 2.323 2.247 2.307 -0.001 1,286 28,799 -57
Oct20 191227 2.339 2.350 2.280 2.337 -0.002 7,172 86,658 +443
Nov20 191227 2.409 2.424 2.360 2.411 unch 593 22,731 -34
Dec20 191227 2.556 2.596 2.533 2.583 +0.004 1,252 25,418 +91
Jan21 191227 2.688 2.715 2.659 2.701 +0.007 2,010 32,230 -321
Feb21 191227 2.614 2.668 2.610 2.655 +0.006 901 12,334 +393
Mar21 191227 2.506 2.543 2.504 2.533 +0.006 458 13,536 -2
Apr21 191227 2.265 2.279 2.257 2.273 unch 668 12,825 +41
Total Volume and Open Interest 206,275 1,274,626 +2,595
Brent Crude Oil(ICE)
Feb20 191227 67.91 68.33 67.57 68.16 +0.24 106,430 168,949 -25,790
Mar20 191227 66.80 67.08 66.36 66.87 +0.11 110,283 633,469 +4,074
Apr20 191227 66.19 66.35 65.65 66.14 +0.09 21,660 219,443 +1,992
May20 191227 65.45 65.75 65.08 65.52 +0.07 12,591 141,597 +1,808
Jun20 191227 64.85 65.15 64.52 64.93 +0.07 22,171 318,488 +546
Jul20 191227 64.25 64.55 63.93 64.32 +0.07 4,632 115,002 -189
Aug20 191227 63.74 63.98 63.42 63.78 +0.07 2,014 109,973 -171
Sep20 191227 63.28 63.54 63.02 63.34 +0.08 3,357 109,983 +578
Oct20 191227 62.88 63.08 62.63 62.88 +0.08 1,165 79,003 +331
Nov20 191227 62.47 62.47 62.47 62.47 +0.10 530 48,051 -144
Dec20 191227 62.06 62.25 61.76 62.06 +0.12 12,877 251,440 +1,385
Jan21 191227 61.71 61.75 61.52 61.69 +0.12 328 39,781 +156
Feb21 191227 61.34 61.34 61.34 61.34 +0.13 364 37,991 +101
Mar21 191227 60.95 61.03 60.95 61.03 +0.14 270 28,714 +65
Total Volume and Open Interest 306,703 2,681,618 -15,469
Gas Oil(ICE)
Jan20 191227 623.75 627.75 622.25 626.00 +3.00 26,319 139,204 -3,100
Feb20 191227 624.75 627.00 621.50 625.25 +2.75 33,778 158,468 +6,812
Mar20 191227 621.00 623.50 618.50 622.25 +2.75 20,054 130,254 +682
Apr20 191227 615.50 618.50 614.00 617.50 +2.50 5,162 72,472 +670
May20 191227 611.00 613.25 609.25 612.50 +2.25 2,296 69,411 -107
Jun20 191227 605.75 608.00 604.00 607.25 +2.00 5,206 93,504 -199
Jul20 191227 602.75 605.00 601.25 604.25 +1.75 1,131 26,335 -91
Aug20 191227 601.25 602.50 599.25 602.00 +1.75 398 21,213 +49
Sep20 191227 599.25 600.50 597.25 600.25 +1.50 763 24,704 -12
Oct20 191227 597.75 598.75 595.50 598.50 +1.50 176 19,242 -9
Total Volume and Open Interest 99,135 893,044 +5,595
Ethanol(CBOT)
Jan20 191227 1.417 1.417 1.386 1.386 -0.017 19 100 -10
Feb20 191227 1.449 1.453 1.419 1.420 -0.013 29 413 +4
Mar20 191227 1.465 1.465 1.439 1.439 -0.013 5 132 +2
Apr20 191227 1.470 1.470 1.470 1.470 -0.013      
May20 191227 1.470 1.470 1.470 1.470 -0.013 0 5 +0
Jun20 191227 1.470 1.470 1.470 1.470 -0.013      
Jul20 191227 1.470 1.470 1.470 1.470 -0.013      
Aug20 191227 1.470 1.470 1.470 1.470 -0.013      
Total Volume and Open Interest 53 650 -4
WTI Crude Oil(ICE)
Feb20 191227 61.74 61.97 61.25 61.72 +0.04 13,237 77,064 -228
Mar20 191227 61.53 61.77 61.09 61.53 +0.05 16,090 79,988 +1,350
Apr20 191227 61.19 61.46 60.81 61.21 +0.05 8,397 39,136 +351
May20 191227 60.82 61.03 60.39 60.79 +0.06 3,617 24,458 +225
Jun20 191227 60.29 60.51 59.88 60.28 +0.07 7,444 68,756 +482
Jul20 191227 59.89 59.89 59.33 59.70 +0.07 962 13,299 -176
Aug20 191227 59.30 59.30 58.91 59.13 +0.08 341 10,904 +51
Sep20 191227 58.73 58.75 58.42 58.58 +0.10 706 17,345 +38
Oct20 191227 58.25 58.26 57.93 58.08 +0.11 100 8,465 -6
Nov20 191227 57.63 57.63 57.63 57.63 +0.11 154 6,873 +1
Dec20 191227 57.33 57.36 56.96 57.21 +0.12 3,941 87,763 +283
Jan21 191227 56.78 56.78 56.78 56.78 +0.12 74 4,474 -13
Feb21 191227 56.39 56.39 56.39 56.39 +0.14 32 3,213 +15
Mar21 191227 56.04 56.04 56.04 56.04 +0.16 25 4,391 +0
Apr21 191227 55.71 55.71 55.71 55.71 +0.18 6 2,241 +0
May21 191227 55.40 55.40 55.40 55.40 +0.19 6 2,415 +6
Total Volume and Open Interest 56,847 569,973 +2,403
US Dollar Index(ICE)
Mar20 191227 97.145 97.160 96.535 96.545 -0.570 4,040 32,178 -326
Jun20 191227 96.690 96.690 96.188 96.188 -0.567 10 684 +7
Sep20 191227 95.857 95.857 95.857 95.857 -0.568 0 114 +0
Total Volume and Open Interest 4,050 32,976 -319
Australian Dollar(CME)
Mar20 191227 69.58 70.02 69.55 70.01 +0.42 30,160 152,680 -559
Jun20 191227 69.82 70.15 69.71 70.15 +0.42 2 330 +0
Sep20 191227 70.28 70.28 70.28 70.28 +0.41 1 29 +1
Total Volume and Open Interest 30,460 155,810 -556
British Pound(CME)
Mar20 191227 130.41 131.49 130.03 131.25 +0.83 34,748 195,716 -832
Jun20 191227 130.94 131.79 130.37 131.56 +0.82 82 1,018 +7
Sep20 191227 131.85 132.02 130.79 131.85 +0.81 0 28 +0
Total Volume and Open Interest 36,161 206,283 -889
Canadian Dollar(CME)
Mar20 191227 76.29 76.60 76.27 76.57 +0.20 24,876 151,958 +1,025
Jun20 191227 76.32 76.60 76.29 76.58 +0.21 22 3,194 +11
Sep20 191227 76.50 76.57 76.33 76.57 +0.20 16 550 +12
Dec20 191227 76.56 76.56 76.50 76.55 +0.20 2 1,000 +1
Total Volume and Open Interest 26,064 158,666 +1,170
Japanese Yen(CME)
Mar20 191227 91.64 91.79 91.61 91.78 +0.14 37,906 170,531 +72
Jun20 191227 92.18 92.24 92.08 92.24 +0.14 1 305 +0
Sep20 191227 92.71 92.71 92.71 92.71 +0.15 0 3 +0
Total Volume and Open Interest 38,863 173,142 +83
Swiss Franc(CME)
Mar20 191227 102.58 103.39 102.48 103.35 +0.75 8,323 60,386 +179
Jun20 191227 104.01 104.01 103.16 104.01 +0.75 0 62 +0
Sep20 191227 104.66 104.66 104.66 104.66 +0.74 0 2 +0
Total Volume and Open Interest 8,323 60,450 +179
EuroFX(CME)
Mar20 191227 111.60 112.47 111.59 112.45 +0.79 46,420 532,665 +2,258
Jun20 191227 112.29 113.10 112.23 113.08 +0.79 352 2,497 +243
Sep20 191227 113.71 113.71 112.90 113.71 +0.80 2 703 -1
Total Volume and Open Interest 46,927 540,395 +2,509
Mexican Peso(CME)
Jan20 191227 527.63 530.25 526.75 529.75 +2.50 1 384 -1
Feb20 191227 524.75 527.25 523.38 527.25 +2.50 0 10 +0
Total Volume and Open Interest 7,905 274,987 +77
Brazilian Real(CME)
Jan20 191227 247.00 247.80 246.35 247.30 +1.00 790 35,085 -503
Feb20 191227 247.20 247.50 246.05 247.00 +1.00 771 16,331 +677
Mar20 191227 246.55 247.80 245.65 246.65 +0.95 3 2,478 -1
Apr20 191227 246.25 246.25 246.25 246.25 +0.90 0 10 +0
Total Volume and Open Interest 1,564 53,904 +173
30-Year T-Bonds(CBOT)
Mar20 191227 156~200 157~010 156~150 156~290 +0~140 78,952 1,030,476 +1,256
Jun20 191227 156~020 156~040 156~020 156~020 +0~150 0 12 +0
Sep20 191227 154~300 154~300 154~300 154~300 +0~150      
Total Volume and Open Interest 78,952 1,030,488 +1,256
10-Year T-Notes(CBOT)
Mar20 191227 128~130 128~215 128~125 128~210 +0~090 398,672 3,653,292 +9,159
Jun20 191227 128~075 128~140 128~060 128~140 +0~090 0 41 +0
Sep20 191227 128~005 128~005 128~005 128~005 +0~090      
Total Volume and Open Interest 398,672 3,653,333 +9,159
5-Year T-Notes(CBOT)
Dec19 191227 118~120 118~160 118~114 118~160 +0~072 1,939 12,004 -1,953
Mar20 191227 118~140 118~212 118~136 118~210 +0~072 344,885 4,239,049 +21,960
Jun20 191227 118~094 118~250 118~094 118~210 +0~072      
Total Volume and Open Interest 346,824 4,251,053 +20,007
2 Year T-Notes(CBOT)
Dec19 191227 107~197 107~202 107~197 107~197 +0~023 23 17,382 -22
Mar20 191227 107~203 107~227 107~201 107~226 +0~024 109,455 3,621,766 -69
Jun20 191227 107~236 107~236 107~236 107~236 +0~024      
Total Volume and Open Interest 109,478 3,639,148 -91
Eurodollars(CME)
Mar20 191227 98.230 98.250 98.230 98.250 +0.025 64,661 1,602,144 -8,466
Jun20 191227 98.285 98.315 98.285 98.310 +0.025 60,518 1,303,141 -12,172
Sep20 191227 98.335 98.375 98.335 98.370 +0.030 52,082 1,111,803 +5,619
Dec20 191227 98.350 98.395 98.350 98.385 +0.035 51,216 1,150,576 +2,386
Mar21 191227 98.405 98.450 98.405 98.445 +0.040 45,750 880,970 -540
Jun21 191227 98.405 98.450 98.400 98.445 +0.040 41,094 929,188 +2,281
Sep21 191227 98.405 98.450 98.400 98.445 +0.040 41,354 740,653 -1,193
Dec21 191227 98.370 98.415 98.365 98.405 +0.040 36,529 608,065 -390
Mar22 191227 98.370 98.410 98.365 98.405 +0.040 30,355 444,761 +2,907
Jun22 191227 98.345 98.390 98.340 98.385 +0.040 21,371 305,734 -3,241
Sep22 191227 98.325 98.365 98.320 98.360 +0.035 26,674 267,523 +446
Dec22 191227 98.285 98.325 98.285 98.320 +0.035 23,338 240,250 +2,273
Mar23 191227 98.275 98.310 98.270 98.305 +0.035 15,637 269,917 -535
Jun23 191227 98.250 98.285 98.250 98.280 +0.035 10,086 121,306 -1,182
Sep23 191227 98.230 98.265 98.225 98.255 +0.030 8,792 139,089 -462
Dec23 191227 98.205 98.235 98.200 98.225 +0.025 8,241 102,539 +235
Mar24 191227 98.185 98.215 98.180 98.205 +0.025 8,893 90,588 -50
Jun24 191227 98.155 98.185 98.155 98.175 +0.025 6,586 43,120 +257
Total Volume and Open Interest 620,136 10,877,555 +16,678
Ultra T-Bond(CBOT)
Dec19 191219 183~06 184~03 182~21 184~02 +0~17 209 421 -1,863
Mar20 191227 183~10 184~04 183~01 183~27 +0~27 34,473 1,242,874 -686
Jun20 191227 183~12 183~12 183~12 183~12 +0~27      
Total Volume and Open Interest 34,473 1,242,874 -686
Ultra 10-Yr T-Note(CBOT)
Dec19 191219 139~190 139~195 138~315 139~190 +0~100 863 941 -768
Mar20 191227 140~280 141~060 140~255 141~050 +0~120 55,721 908,985 -646
Jun20 191227 141~050 141~050 141~050 141~050 +0~120      
Total Volume and Open Interest 55,721 908,985 -646
30 Day Federal Funds(CBOT)
Dec19 191227 98.448 98.448 98.445 98.445 unch 6,148 250,640 -2,143
Jan20 191227 98.440 98.445 98.440 98.440 +0.005 3,982 443,504 -486
Feb20 191227 98.430 98.435 98.430 98.430 unch 18,286 330,863 +3,330
Mar20 191227 98.440 98.440 98.435 98.435 unch 6,148 128,252 +783
Apr20 191227 98.450 98.455 98.450 98.455 +0.005 10,194 219,186 +3,297
May20 191227 98.470 98.475 98.470 98.475 +0.010 3,686 165,229 +118
Total Volume and Open Interest 66,824 1,895,184 +6,221
Japanese Govt Bonds(SGX)
Mar20 191226 152.23 152.24 152.00 152.14 -0.10 479 12,975 -36
Jun20 191226 152.14 152.14 152.14 152.14 -0.10      
Sep20 191226 152.14 152.14 152.14 152.14 -0.10      
Total Volume and Open Interest 479 12,975 -36
Euro-Buxl(EUREX)
Mar20 191227 201.56 201.92 200.78 201.44 +0.30 27,866 233,003 -3,958
Jun20 191227 199.86 199.86 199.86 199.86 +0.30 0 700 +0
Sep20 191227 200.44 200.44 200.44 200.44 +0.30      
Total Volume and Open Interest 27,866 233,703 -3,958
Euro-Bund(EUREX)
Mar20 191227 171.69 171.79 171.42 171.61 +0.18 304,511 1,457,462 -38,711
Jun20 191227 168.88 168.88 168.88 168.88 +0.18 3 642 -10
Sep20 191227 171.51 171.51 171.51 171.51 +0.18      
Total Volume and Open Interest 304,514 1,458,104 -38,721
Euro-Bobl(EUREX)
Mar20 191227 134.01 134.04 133.93 133.99 +0.06 198,072 1,129,745 -45,496
Jun20 191227 133.96 133.96 133.96 133.96 +0.06      
Sep20 191227 133.88 133.88 133.88 133.88 +0.06 0 324 +0
Total Volume and Open Interest 198,072 1,130,069 -45,496
Euro-Schatz(EUREX)
Mar20 191227 111.98 111.99 111.94 111.96 -0.01 125,051 1,424,762 -15,598
Jun20 191227 111.92 111.92 111.92 111.92 -0.01      
Sep20 191227 111.96 111.96 111.96 111.96 -0.01      
Total Volume and Open Interest 125,051 1,424,762 -15,598
3-Mth Euribor(EUREX)
Dec19 191216 100.395 100.395 100.395 100.395 unch 0 1,977 +0
Mar20 191227 100.385 100.385 100.385 100.385 unch 4 1,551 -4
Jun20 191227 100.375 100.385 100.375 100.385 -0.010 2 553 +0
Total Volume and Open Interest 38 4,703 -6
Long Gilt(LIFFE)
Dec19 191227 131~10 131~10 131~10 131~10 +0~02 5,917 21,648 -2,772
Mar20 191227 131~28 132~07 131~25 132~03 +0~03 90,202 666,096 +11,402
Total Volume and Open Interest 96,119 687,744 +8,630
3-Mth Short Sterling(LIFFE)
Mar20 191227 99.25 99.25 99.22 99.24 -0.01 22,809 616,494 -4,989
Jun20 191227 99.28 99.29 99.26 99.27 -0.01 20,807 642,208 +1,106
Sep20 191227 99.31 99.31 99.28 99.28 -0.03 40,718 519,545 -3,020
Dec20 191227 99.30 99.31 99.26 99.28 -0.03 56,040 630,945 +14,657
Mar21 191227 99.32 99.32 99.28 99.29 -0.03 33,438 327,341 -850
Jun21 191227 99.31 99.31 99.26 99.27 -0.03 21,590 246,675 +3,578
Total Volume and Open Interest 353,487 3,888,769 +8,835
3-Mth Euribor(LIFFE)
Mar20 191227 100.385 100.390 100.385 100.385 +0.005 25,307 434,275 +3,037
Jun20 191227 100.385 100.395 100.385 100.385 unch 17,370 391,893 -544
Sep20 191227 100.385 100.390 100.380 100.380 unch 14,904 510,494 +1,149
Total Volume and Open Interest 217,187 3,769,049 +15,903
3-Mth Aus T-Bills(SFE)
Mar20 191227 99.12 99.12 99.10 99.11 -0.01 14,376 187,013 -2,069
Jun20 191227 99.17 99.17 99.14 99.15 -0.02 13,259 217,059 -2,480
Sep20 191227 99.20 99.20 99.18 99.19 -0.01 13,525 240,741 -1,634
Dec20 191227 99.15 99.16 99.13 99.15 -0.01 9,919 174,947 -1,488
Mar21 191227 99.12 99.13 99.11 99.12 -0.01 6,725 116,274 -2,856
Jun21 191227 99.09 99.10 99.08 99.08 -0.02 2,356 78,689 -1,374
Sep21 191227 99.06 99.06 99.05 99.06 unch 1,343 45,600 +73
Dec21 191227 99.01 99.02 99.01 99.01 -0.01 319 29,274 -25
Mar22 191227 98.99 99.00 98.99 99.00 -0.01 0 1,818 +0
Jun22 191227 98.96 98.96 98.96 98.96 -0.01 0 1,446 +0
Total Volume and Open Interest 61,902 1,093,582 -11,773
10-Year Aus T-Bonds(SFE)
Mar20 191227 98.70 98.71 98.67 98.68 unch 77,349 1,251,761 -7,314
Jun20 191227 98.68 98.68 98.68 98.68 unch      
Total Volume and Open Interest 77,349 1,251,761 -7,314
3-Year Aus T-Bonds(SFE)
Mar20 191227 99.12 99.13 99.11 99.11 -0.01 125,871 1,113,299 -53,497
Jun20 191227 99.11 99.11 99.11 99.11 -0.01      
Total Volume and Open Interest 125,871 1,113,299 -53,497
Gold(CMX)
Dec19 191227 1513.8 1513.9 1513.8 1513.8 +4.5 52 147 -580
Feb20 191227 1516.5 1519.9 1512.1 1518.1 +3.7 183,683 533,761 +12,762
Apr20 191227 1521.9 1525.6 1518.0 1524.1 +3.8 5,108 106,160 +1,733
Jun20 191227 1526.5 1530.6 1523.8 1529.7 +4.0 2,132 63,155 +649
Aug20 191227 1534.1 1535.8 1531.1 1535.0 +4.0 492 19,778 +154
Oct20 191227 1536.1 1539.9 1535.6 1539.9 +4.1 26 7,771 +20
Dec20 191227 1540.7 1545.0 1540.0 1544.4 +4.1 446 12,062 +86
Feb21 191227 1548.9 1548.9 1548.9 1548.9 +4.1 2 759 +0
Apr21 191227 1553.2 1553.2 1553.2 1553.2 +4.1 0 35 +0
Jun21 191227 1557.4 1557.4 1557.0 1557.0 +4.1 0 1,718 +0
Aug21 191227 1561.2 1561.2 1561.2 1561.2 +4.1 0 1 +0
Oct21 191227 1565.1 1565.1 1565.1 1565.1 +4.1      
Total Volume and Open Interest 192,439 748,737 +14,707
Silver(CMX)
Dec19 191227 1793.0 1793.0 1783.5 1784.9 -4.5 3 56 -141
Mar20 191227 1799.5 1805.0 1781.5 1794.3 -4.7 64,681 176,555 +5,575
May20 191227 1809.0 1813.5 1790.0 1803.1 -4.6 928 20,528 +19
Jul20 191227 1814.5 1820.0 1798.5 1811.0 -4.6 1,317 17,439 +763
Sep20 191227 1817.0 1828.0 1813.0 1817.9 -4.8 33 3,309 +23
Dec20 191227 1834.0 1835.0 1818.5 1827.9 -4.9 122 4,269 +87
Mar21 191227 1836.6 1836.6 1836.6 1836.6 -4.9 0 10 +0
Total Volume and Open Interest 67,432 223,046 +6,259
Platinum(NYMEX)
Jan20 191227 948.0 956.4 943.2 950.4 -3.1 14,800 12,363 -3,864
Apr20 191227 954.0 961.4 948.7 956.6 -2.3 9,999 84,381 +4,259
Jul20 191227 962.8 966.5 955.7 962.7 -2.3 90 1,375 +67
Oct20 191227 968.3 972.5 968.3 968.3 -2.5 3 32 +0
Total Volume and Open Interest 25,121 98,176 +318
Palladium(NYMEX)
Mar20 191227 1867.80 1882.20 1860.10 1881.20 +12.60 2,427 21,254 -363
Jun20 191227 1866.90 1875.10 1858.00 1875.10 +12.70 87 2,310 +8
Sep20 191227 1868.30 1868.30 1868.30 1868.30 +12.20 0 258 +0
Total Volume and Open Interest 2,514 23,892 -355
Copper(CMX)
Dec19 191227 285.50 285.50 282.00 283.65 -2.80 426 551 -129
Mar20 191227 285.10 285.10 281.45 282.95 -1.95 39,233 160,415 +811
May20 191227 285.75 285.75 282.35 283.80 -1.95 2,766 45,501 +155
Jul20 191227 286.25 286.25 282.95 284.35 -1.95 2,034 28,238 -230
Sep20 191227 286.40 286.40 283.60 284.70 -2.00 387 11,167 -21
Total Volume and Open Interest 45,721 263,899 +518
E-mini DJIA Index(CBOT)
Mar20 191227 28603 28721 28596 28610 -9 44,128 102,990 -402
Jun20 191227 28600 28690 28578 28586 -7 11 45 +1
Sep20 191227 28498 28564 28498 28498 -7      
Dec20 191227 28456 28456 28456 28456 -7      
Total Volume and Open Interest 44,139 103,035 -401
S & P 500(CME)
Mar20 191227 3249.20 3253.50 3236.60 3237.60 -6.80 747 13,530 +64
Jun20 191227 3246.00 3246.00 3237.70 3237.70 -6.90 0 145 +0
Sep20 191227 3237.30 3237.30 3237.30 3237.30 -6.50      
Dec20 191227 3237.70 3237.70 3237.70 3237.70 -5.00      
Total Volume and Open Interest 747 13,749 +64
S & P 500 E-Mini(CME)
Mar20 191227 3242.00 3254.00 3235.50 3237.50 -7.00 297,971 2,705,804 -4,852
Jun20 191227 3242.00 3254.25 3235.75 3237.75 -6.75 267 7,972 +25
Sep20 191227 3250.00 3252.75 3236.25 3237.25 -6.50 10 154 -1
Dec20 191227 3250.00 3250.00 3237.75 3237.75 -5.00 0 2,225 +0
Total Volume and Open Interest 298,248 2,716,155 -4,828
NASDAQ 100 E-Mini(CME)
Mar20 191227 8801.00 8843.50 8769.00 8783.25 -21.00 106,029 210,590 +348
Jun20 191227 8825.75 8860.75 8789.25 8801.25 -21.00 67 497 -9
Sep20 191227 8850.00 8867.25 8812.00 8824.00 -20.25 0 7 +0
Total Volume and Open Interest 106,096 211,094 +339
S&P Midcap 400(CME) e-Mini
Dec19 191220 2063.30 2063.30 2053.30 2063.30 +8.60 6,721 10,980 -3,488
Mar20 191227 2070.10 2077.40 2061.30 2065.00 -4.70 5,120 78,590 -1,171
Jun20 191227 2071.00 2076.30 2070.50 2071.00 -3.70 0 57 +0
Total Volume and Open Interest 5,120 78,647 -1,171
Volatility Index(CBOE)
Dec19 191218 12.40 12.55 11.99 11.99 -0.49 92,074 60,248 -5,682
Jan20 191227 14.61 15.20 14.40 15.13 +0.60 27,694 198,048 -14,201
Feb20 191227 16.65 17.05 16.45 17.02 +0.44 21,564 102,146 +9,238
Mar20 191227 16.85 17.23 16.70 17.18 +0.41 7,978 43,821 -258
Total Volume and Open Interest 60,875 411,863 -4,060
S & P 600(CME)
Dec19 191220 1025.85 1025.85 1025.85 1025.85 +3.55 0 515 +0
Mar20 191227 1019.70 1019.70 1019.70 1019.70 -4.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 191227 1681.30 1687.80 1668.50 1670.90 -11.30 33,145 477,226 +154
Jun20 191227 1681.00 1688.60 1670.90 1673.00 -10.70 0 94 +0
Sep20 191227 1674.10 1674.10 1674.10 1674.10 -10.60      
Total Volume and Open Interest 33,145 477,320 +154
Nikkei 225(CME)
Mar20 191227 23910 23960 23770 23795 -160 1,132 22,450 +11
Jun20 191227 23775 23775 23640 23640 -185 0 7 +0
Total Volume and Open Interest 1,132 22,457 +11
Nikkei 225(SGX)
Mar20 191227 23820 23930 23820 23835 +20 13,991 168,876 +1,105
Jun20 191227 23670 23670 23670 23670 +15 0 1,533 +0
Sep20 191226 23610 23610 23610 23610 +120 0 10 +0
Total Volume and Open Interest 28,120 202,358 -1,391
Nikkei 225 Mini(JPX)
Mar20 191226 23705 23870 23685 23830 +120 299,895 363,613 +641
Jun20 191226 23510 23680 23500 23640 +110 3,828 5,633 +75
Sep20 191226 23450 23615 23450 23580 +120 32 867 +4
Total Volume and Open Interest 324,443 497,234 +805
Nikkei 225(JPX)
Mar20 191226 23700 23870 23680 23830 +120 20,194 244,466 -25
Jun20 191226 23520 23670 23500 23640 +110 102 16,501 -10
Sep20 191226 23580 23580 23580 23580 +120 0 2,268 +0
Total Volume and Open Interest 20,297 335,753 -235
Nikkei 225(CME) Yen
Mar20 191227 23900 23930 23745 23770 -155 5,614 59,409 -360
Jun20 191227 23580 23580 23580 23580 -160 0 1 +0
Sep20 191227 23450 23450 23450 23450 -230      
Total Volume and Open Interest 5,614 59,413 -360
Nikkei 225(CME) e-Mini Yen
Dec19 191212 23780 23780 23780 23780 +330 0 5 +0
Mar20 191227 23820 23830 23770 23770 -160 0 1 +0
Jun20 191227 23580 23580 23580 23580 -160      
Total Volume and Open Interest 0 1 +0
CAC 40(EURONEXT)
Jan20 191227 6048.5 6057.5 6015.0 6030.0 +7.5 44,395 324,251 -7,450
Feb20 191227 6025.5 6025.5 6025.5 6025.5 +7.5 1 1 +1
Mar20 191227 6037.5 6050.0 6013.0 6023.0 +6.5 84 14,740 -173
Total Volume and Open Interest 44,480 406,000 -7,622
Hang Seng Index(HKFE)
Dec19 191227 28022 28258 28020 28219 +340 186,395 97,242 -21,739
Jan20 191227 28145 28341 28106 28323 +370 61,686 60,083 +39,671
Total Volume and Open Interest 251,062 172,034 +18,587
DAX(EUREX)
Mar20 191227 13347.0 13397.0 13279.0 13321.0 +22.0 110,113 108,532 +10,830
Jun20 191227 13378.5 13389.5 13311.0 13338.0 +22.0 93 401 +48
Sep20 191227 13322.0 13322.0 13322.0 13322.0 +22.0      
Total Volume and Open Interest 117,136 108,933  
Mini-DAX(EUREX)
Dec19 191220 13220.0 13318.0 13187.0 13292.5 +90.0 37,114 14,182 -771
Mar20 191227 13342.0 13396.0 13279.0 13321.0 +22.0 50,590 11,255 +3,890
Jun20 191227 13400.0 13410.0 13338.0 13338.0 +22.0 145 656 +118
Total Volume and Open Interest 52,351 11,911 -9,246
DJ EuroSTOXX 50(EUREX)
Dec19 191220 3742 3772 3734 3770 +37 1,494,558 2,218,462 -947,121
Mar20 191227 3775 3788 3761 3770 +4 1,218,488 3,477,281 +97,717
Jun20 191227 3699 3700 3681 3688 +5 7,786 42,455 +7,125
Total Volume and Open Interest 1,393,398 3,606,288 -1,482,998
Swiss Market Index(EUREX)
Dec19 191220 10588 10641 10588 10639 +63 84,096 93,170 -52,098
Mar20 191227 10666 10685 10601 10627 unch 56,018 187,658 +7,135
Jun20 191227 10425 10438 10425 10438 unch 132 6,968 +130
Total Volume and Open Interest 56,853 194,626 -57,519
FT-SE 100(EURONEXT)
Mar20 191227 7599.00 7625.50 7567.50 7586.50 +8.50 61,852 716,298 +984
Jun20 191227 7530.00 7530.50 7506.50 7506.50 +11.50 0 348 +0
Sep20 191227 7438.00 7438.00 7438.00 7438.00 +11.50      
Total Volume and Open Interest 61,852 716,646 +984
SPI 200(SFE)
Mar20 191227 6735.0 6748.0 6720.0 6744.0 +34.0 36,844 355,413 -737
Jun20 191227 6710.0 6721.0 6710.0 6721.0 +34.0 1 5,103 +1
Sep20 191227 6635.0 6635.0 6635.0 6635.0 +34.0      
Total Volume and Open Interest 36,872 362,775 -713
FTSE MIB(ISE)
Mar20 191227 23820.00 23885.00 23625.00 23701.00 -144.00 24,685 129,477 +4,359
Jun20 191227 23155.00 23260.00 23100.00 23131.00 -142.00 22 148 +14
Sep20 191227 22981.00 22981.00 22981.00 22981.00 -142.00 0 3 +0
Total Volume and Open Interest 24,757 142,563 -31,587
KOSPI 200(KFE)
Mar20 191227 291.50 298.10 291.30 296.65 +5.15 269,212 324,790 +1,831
Jun20 191227 291.80 298.30 291.60 296.90 +5.20 952 12,236 +29
Sep20 191227 295.90 296.20 295.80 296.20 +4.00 5 122 -1
Total Volume and Open Interest 272,616 374,679 +1,859
GSCI(CME)
Jan20 191227 439.20 440.40 439.00 440.30 +1.40 4 9,450 +0
Feb20 191227 440.45 440.45 440.45 440.45 +1.40      
Mar20 191227 442.65 442.65 442.65 442.65 +1.40      
Total Volume and Open Interest 4 9,450 +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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