|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue December 31, 2019 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan20 |
191231 |
939.25 |
943.50 |
933.75 |
943.00 |
+3.50 |
72,394 |
26,416 |
-40,590 |
Mar20 |
191231 |
951.50 |
956.25 |
947.25 |
955.50 |
+3.00 |
106,606 |
347,724 |
+7,423 |
May20 |
191231 |
965.00 |
969.00 |
961.00 |
968.75 |
+2.75 |
23,308 |
127,328 |
+2,248 |
Jul20 |
191231 |
976.50 |
980.25 |
973.00 |
979.75 |
+2.25 |
13,505 |
107,143 |
-2,105 |
Aug20 |
191231 |
979.50 |
983.25 |
977.00 |
983.00 |
+2.00 |
1,186 |
9,915 |
+284 |
Sep20 |
191231 |
974.25 |
978.75 |
972.75 |
978.50 |
+2.00 |
553 |
8,858 |
-35 |
Nov20 |
191231 |
975.00 |
979.00 |
973.50 |
978.75 |
+1.75 |
6,493 |
67,190 |
+250 |
Jan21 |
191231 |
977.50 |
981.50 |
976.50 |
981.25 |
+1.50 |
891 |
7,840 |
+220 |
Mar21 |
191231 |
968.00 |
972.50 |
967.50 |
972.50 |
+2.00 |
654 |
14,762 |
+235 |
May21 |
191231 |
967.00 |
970.25 |
966.50 |
970.00 |
+1.00 |
159 |
2,448 |
+105 |
Jul21 |
191231 |
969.25 |
973.25 |
969.25 |
973.25 |
+1.00 |
37 |
2,364 |
+4 |
Aug21 |
191231 |
970.25 |
970.25 |
970.25 |
970.25 |
+0.50 |
0 |
93 |
+0 |
Sep21 |
191231 |
959.00 |
959.00 |
959.00 |
959.00 |
+0.50 |
10 |
33 |
+10 |
Nov21 |
191231 |
950.00 |
954.25 |
949.50 |
952.50 |
+1.00 |
75 |
1,412 |
+19 |
Total Volume and Open Interest |
225,871 |
723,535 |
-31,932 |
Soybean Meal(CBOT) |
Jan20 |
191231 |
298.10 |
302.00 |
296.80 |
299.90 |
+2.40 |
41,843 |
19,917 |
-12,579 |
Mar20 |
191231 |
302.80 |
307.10 |
301.70 |
304.70 |
+2.40 |
64,699 |
213,435 |
+5,357 |
May20 |
191231 |
306.20 |
310.70 |
305.70 |
308.50 |
+2.40 |
13,703 |
90,147 |
+86 |
Jul20 |
191231 |
309.90 |
314.30 |
309.30 |
312.00 |
+2.20 |
8,121 |
54,704 |
+206 |
Aug20 |
191231 |
311.50 |
315.60 |
310.70 |
313.20 |
+2.10 |
1,546 |
10,822 |
+31 |
Sep20 |
191231 |
312.20 |
316.20 |
311.60 |
313.90 |
+2.10 |
747 |
9,868 |
+83 |
Oct20 |
191231 |
311.30 |
315.60 |
311.00 |
313.30 |
+2.10 |
238 |
7,820 |
+61 |
Dec20 |
191231 |
313.00 |
317.30 |
312.40 |
314.90 |
+2.00 |
1,456 |
25,450 |
+119 |
Jan21 |
191231 |
313.30 |
316.20 |
313.30 |
313.90 |
+2.00 |
253 |
2,148 |
+0 |
Mar21 |
191231 |
311.00 |
313.70 |
311.00 |
311.60 |
+1.80 |
139 |
3,954 |
+9 |
Total Volume and Open Interest |
132,904 |
440,461 |
-6,528 |
Soybean Oil(CBOT) |
Jan20 |
191231 |
35.10 |
35.10 |
34.12 |
34.49 |
-0.68 |
42,250 |
16,300 |
-10,410 |
Mar20 |
191231 |
35.35 |
35.40 |
34.38 |
34.77 |
-0.68 |
79,423 |
249,154 |
+383 |
May20 |
191231 |
35.58 |
35.67 |
34.69 |
35.06 |
-0.69 |
12,565 |
97,692 |
+1,017 |
Jul20 |
191231 |
35.98 |
35.98 |
34.99 |
35.36 |
-0.68 |
6,528 |
73,766 |
+231 |
Aug20 |
191231 |
36.00 |
36.00 |
35.02 |
35.37 |
-0.68 |
2,457 |
12,173 |
+29 |
Sep20 |
191231 |
35.96 |
36.03 |
35.08 |
35.41 |
-0.69 |
497 |
9,033 |
-24 |
Oct20 |
191231 |
36.03 |
36.03 |
35.11 |
35.43 |
-0.70 |
423 |
8,022 |
+281 |
Dec20 |
191231 |
36.17 |
36.17 |
35.22 |
35.57 |
-0.70 |
1,635 |
33,862 |
+144 |
Jan21 |
191231 |
35.53 |
35.59 |
35.32 |
35.56 |
-0.72 |
203 |
2,861 |
+106 |
Mar21 |
191231 |
36.01 |
36.02 |
35.20 |
35.44 |
-0.70 |
145 |
2,250 |
+54 |
Total Volume and Open Interest |
146,204 |
506,767 |
-8,176 |
Canola(WCE) |
Jan20 |
191231 |
469.7 |
470.3 |
462.9 |
467.5 |
-1.2 |
4,235 |
2,288 |
-3,081 |
Mar20 |
191231 |
478.5 |
479.3 |
473.8 |
478.1 |
-1.1 |
13,311 |
87,080 |
+502 |
May20 |
191231 |
487.9 |
488.2 |
482.8 |
487.5 |
-0.7 |
2,441 |
43,082 |
+533 |
Jul20 |
191231 |
493.6 |
493.9 |
488.6 |
493.8 |
-0.2 |
1,197 |
16,632 |
+468 |
Nov20 |
191231 |
496.0 |
497.6 |
492.2 |
497.3 |
-0.3 |
811 |
24,671 |
+306 |
Total Volume and Open Interest |
22,165 |
175,551 |
-1,175 |
Corn(CBOT) |
Mar20 |
191231 |
388.25 |
389.75 |
386.25 |
387.75 |
-0.50 |
85,213 |
746,556 |
-2,241 |
May20 |
191231 |
395.25 |
396.50 |
393.25 |
394.75 |
-0.50 |
15,412 |
204,661 |
+1,118 |
Jul20 |
191231 |
401.25 |
402.75 |
399.50 |
401.00 |
-0.50 |
11,569 |
244,462 |
+824 |
Sep20 |
191231 |
401.50 |
402.00 |
399.50 |
401.00 |
-0.50 |
3,896 |
89,595 |
+1,171 |
Dec20 |
191231 |
402.50 |
403.25 |
401.25 |
402.50 |
-0.50 |
9,976 |
161,977 |
+770 |
Mar21 |
191231 |
411.25 |
412.00 |
410.00 |
411.25 |
-0.75 |
846 |
9,104 |
+91 |
May21 |
191231 |
415.75 |
416.25 |
415.00 |
415.50 |
-1.00 |
225 |
1,596 |
+60 |
Jul21 |
191231 |
419.00 |
419.50 |
417.00 |
418.50 |
-1.00 |
550 |
4,208 |
+398 |
Sep21 |
191231 |
410.00 |
410.00 |
409.50 |
409.50 |
-0.50 |
4 |
833 |
-1 |
Dec21 |
191231 |
410.50 |
410.75 |
409.75 |
410.50 |
-1.00 |
303 |
7,685 |
+241 |
Total Volume and Open Interest |
128,005 |
1,471,040 |
+2,440 |
Wheat(CBOT) |
Mar20 |
191231 |
555.00 |
559.75 |
553.00 |
558.75 |
+2.75 |
52,110 |
209,650 |
+2,146 |
May20 |
191231 |
556.00 |
562.75 |
556.00 |
561.75 |
+2.75 |
12,417 |
57,490 |
+991 |
Jul20 |
191231 |
559.50 |
564.75 |
558.00 |
563.50 |
+2.50 |
10,277 |
83,277 |
+311 |
Sep20 |
191231 |
565.00 |
570.00 |
563.75 |
568.75 |
+2.50 |
4,407 |
22,441 |
+457 |
Dec20 |
191231 |
574.00 |
578.75 |
572.25 |
577.75 |
+2.50 |
2,515 |
22,219 |
+227 |
Mar21 |
191231 |
582.25 |
587.25 |
581.25 |
586.00 |
+2.50 |
429 |
6,551 |
+49 |
Total Volume and Open Interest |
82,348 |
404,311 |
+4,244 |
Wheat(KCBT) |
Mar20 |
191231 |
480.00 |
487.00 |
477.50 |
486.00 |
+5.50 |
26,701 |
143,158 |
-3,518 |
May20 |
191231 |
487.00 |
495.25 |
486.25 |
494.25 |
+5.25 |
7,450 |
51,079 |
+462 |
Jul20 |
191231 |
495.75 |
502.00 |
494.00 |
501.25 |
+5.00 |
6,098 |
45,932 |
+1,330 |
Sep20 |
191231 |
501.50 |
508.50 |
501.50 |
508.00 |
+4.25 |
1,718 |
11,564 |
-89 |
Dec20 |
191231 |
513.75 |
518.75 |
512.50 |
518.25 |
+4.00 |
722 |
15,073 |
+291 |
Mar21 |
191231 |
523.00 |
528.50 |
522.50 |
527.75 |
+3.50 |
63 |
1,643 |
+14 |
May21 |
191231 |
528.75 |
531.50 |
525.75 |
530.75 |
+4.50 |
15 |
225 |
+14 |
Total Volume and Open Interest |
42,796 |
268,838 |
-1,479 |
Wheat(MGE) |
Mar20 |
191231 |
556.00 |
562.00 |
555.25 |
561.00 |
+4.00 |
6,683 |
32,300 |
+707 |
May20 |
191231 |
565.50 |
571.00 |
564.50 |
570.25 |
+4.00 |
2,513 |
13,524 |
+18 |
Jul20 |
191231 |
573.00 |
578.25 |
573.00 |
577.25 |
+3.00 |
372 |
6,562 |
-126 |
Sep20 |
191231 |
582.00 |
585.75 |
582.00 |
585.25 |
+2.75 |
175 |
4,879 |
-52 |
Dec20 |
191231 |
594.50 |
598.00 |
594.50 |
597.25 |
+2.25 |
120 |
2,622 |
+49 |
Mar21 |
191231 |
609.00 |
609.25 |
607.25 |
609.25 |
+1.75 |
35 |
922 |
+1 |
Total Volume and Open Interest |
9,898 |
60,817 |
+597 |
Oats(CBOT) |
Mar20 |
191231 |
290.75 |
293.00 |
289.75 |
292.00 |
+1.50 |
529 |
4,097 |
-118 |
May20 |
191231 |
289.75 |
290.00 |
288.00 |
289.75 |
+2.00 |
58 |
373 |
+11 |
Jul20 |
191231 |
285.00 |
285.00 |
283.00 |
283.25 |
-0.75 |
9 |
111 |
+4 |
Sep20 |
191231 |
274.00 |
274.00 |
274.00 |
274.00 |
-2.75 |
0 |
61 |
+0 |
Total Volume and Open Interest |
596 |
4,733 |
-103 |
Rough Rice(CBOT) |
Jan20 |
191231 |
12.96 |
13.14 |
12.96 |
13.14 |
+0.17 |
831 |
1,112 |
-600 |
Mar20 |
191231 |
13.19 |
13.31 |
13.15 |
13.28 |
+0.02 |
1,348 |
9,140 |
+415 |
May20 |
191231 |
13.40 |
13.41 |
13.39 |
13.39 |
+0.02 |
40 |
220 |
+19 |
Jul20 |
191231 |
13.23 |
13.23 |
13.21 |
13.21 |
-0.01 |
21 |
54 |
+9 |
Total Volume and Open Interest |
2,284 |
10,641 |
-123 |
Live Cattle(CME) |
Dec19 |
191231 |
124.400 |
124.750 |
124.400 |
124.700 |
+0.600 |
1,012 |
956 |
-783 |
Feb20 |
191231 |
126.180 |
126.700 |
125.700 |
125.930 |
-0.500 |
16,072 |
164,018 |
-787 |
Apr20 |
191231 |
127.400 |
127.785 |
126.850 |
127.180 |
-0.500 |
8,867 |
92,042 |
-231 |
Jun20 |
191231 |
118.830 |
119.135 |
118.550 |
118.900 |
-0.100 |
5,435 |
81,536 |
-843 |
Aug20 |
191231 |
116.535 |
116.730 |
116.200 |
116.480 |
-0.170 |
2,302 |
27,896 |
+614 |
Oct20 |
191231 |
118.450 |
118.600 |
118.100 |
118.535 |
+0.035 |
756 |
8,948 |
+96 |
Total Volume and Open Interest |
34,633 |
381,174 |
-1,927 |
Feeder Cattle(CME) |
Jan20 |
191231 |
145.250 |
145.985 |
145.000 |
145.330 |
-0.105 |
4,163 |
11,137 |
-1,246 |
Mar20 |
191231 |
144.250 |
144.800 |
143.685 |
144.235 |
-0.265 |
4,336 |
20,323 |
+91 |
Apr20 |
191231 |
146.880 |
147.300 |
146.250 |
146.750 |
-0.235 |
1,139 |
7,616 |
+289 |
May20 |
191231 |
148.200 |
148.580 |
147.550 |
148.100 |
-0.150 |
492 |
5,742 |
+97 |
Aug20 |
191231 |
153.400 |
153.750 |
152.750 |
153.380 |
-0.070 |
267 |
4,254 |
+23 |
Sep20 |
191231 |
154.200 |
154.535 |
153.630 |
154.235 |
+0.035 |
40 |
521 |
+3 |
Oct20 |
191231 |
154.350 |
154.485 |
153.935 |
154.300 |
-0.050 |
21 |
370 |
-3 |
Total Volume and Open Interest |
10,464 |
50,031 |
-741 |
Lean Hogs(CME) |
Feb20 |
191231 |
71.700 |
71.885 |
70.830 |
71.430 |
-0.370 |
12,704 |
108,048 |
+433 |
Apr20 |
191231 |
78.635 |
78.750 |
77.635 |
77.930 |
-0.705 |
7,008 |
67,375 |
+281 |
May20 |
191231 |
85.000 |
85.000 |
83.900 |
84.050 |
-0.600 |
23 |
1,675 |
+5 |
Jun20 |
191231 |
90.100 |
90.135 |
89.135 |
89.430 |
-0.620 |
3,918 |
37,750 |
+335 |
Jul20 |
191231 |
89.885 |
89.885 |
89.150 |
89.285 |
-0.500 |
2,099 |
16,998 |
+152 |
Aug20 |
191231 |
88.750 |
88.850 |
88.000 |
88.080 |
-0.620 |
1,675 |
26,913 |
+304 |
Oct20 |
191231 |
75.500 |
75.500 |
75.000 |
75.080 |
-0.150 |
694 |
14,332 |
+151 |
Dec20 |
191231 |
69.500 |
69.535 |
69.080 |
69.330 |
+0.080 |
311 |
7,127 |
+140 |
Total Volume and Open Interest |
28,489 |
282,254 |
+1,809 |
Class III Milk(CME) |
Dec19 |
191231 |
19.31 |
19.33 |
19.31 |
19.32 |
unch |
144 |
4,810 |
-120 |
Jan20 |
191231 |
17.20 |
17.31 |
17.12 |
17.26 |
+0.13 |
425 |
3,247 |
+7 |
Feb20 |
191231 |
17.31 |
17.42 |
17.30 |
17.38 |
+0.09 |
169 |
2,676 |
-5 |
Mar20 |
191231 |
17.43 |
17.45 |
17.36 |
17.43 |
+0.09 |
63 |
1,952 |
-8 |
Apr20 |
191231 |
17.33 |
17.39 |
17.33 |
17.37 |
+0.05 |
15 |
1,465 |
-2 |
May20 |
191231 |
17.34 |
17.35 |
17.31 |
17.35 |
+0.05 |
3 |
1,324 |
-1 |
Jun20 |
191231 |
17.39 |
17.39 |
17.39 |
17.39 |
+0.06 |
1 |
1,311 |
+0 |
Jul20 |
191231 |
17.55 |
17.55 |
17.55 |
17.55 |
+0.04 |
2 |
678 |
-2 |
Aug20 |
191231 |
17.62 |
17.62 |
17.62 |
17.62 |
+0.05 |
0 |
571 |
+0 |
Sep20 |
191231 |
17.66 |
17.70 |
17.66 |
17.70 |
+0.02 |
0 |
679 |
+0 |
Oct20 |
191231 |
17.65 |
17.65 |
17.65 |
17.65 |
+0.05 |
0 |
498 |
+0 |
Nov20 |
191231 |
17.53 |
17.55 |
17.53 |
17.53 |
+0.01 |
0 |
529 |
+0 |
Dec20 |
191231 |
17.29 |
17.31 |
17.28 |
17.31 |
+0.05 |
0 |
565 |
+0 |
Total Volume and Open Interest |
822 |
20,309 |
-131 |
Cocoa(ICE) |
Mar20 |
191231 |
2465 |
2545 |
2465 |
2540 |
+77 |
27,076 |
104,073 |
-1,530 |
May20 |
191231 |
2471 |
2547 |
2471 |
2541 |
+72 |
11,724 |
62,253 |
-1,769 |
Jul20 |
191231 |
2470 |
2540 |
2470 |
2536 |
+66 |
4,614 |
32,648 |
-272 |
Sep20 |
191231 |
2454 |
2522 |
2454 |
2518 |
+62 |
2,388 |
29,595 |
+491 |
Dec20 |
191231 |
2417 |
2473 |
2416 |
2468 |
+58 |
2,126 |
34,097 |
+487 |
Mar21 |
191231 |
2389 |
2437 |
2389 |
2432 |
+58 |
1,110 |
13,989 |
+217 |
May21 |
191231 |
2385 |
2422 |
2382 |
2422 |
+55 |
485 |
5,989 |
+40 |
Total Volume and Open Interest |
50,165 |
284,219 |
-2,322 |
Coffee "C"(ICE) |
Mar20 |
191231 |
131.50 |
134.65 |
128.55 |
129.70 |
-2.45 |
23,561 |
111,319 |
+528 |
May20 |
191231 |
133.70 |
136.80 |
130.80 |
131.90 |
-2.45 |
4,880 |
61,706 |
-115 |
Jul20 |
191231 |
136.05 |
138.70 |
132.90 |
133.95 |
-2.50 |
3,074 |
36,721 |
-263 |
Sep20 |
191231 |
137.45 |
140.50 |
134.70 |
135.80 |
-2.45 |
2,674 |
23,185 |
+1,092 |
Dec20 |
191231 |
140.00 |
142.60 |
136.80 |
137.95 |
-2.30 |
776 |
19,129 |
+21 |
Mar21 |
191231 |
141.80 |
144.55 |
139.20 |
140.05 |
-2.25 |
184 |
7,584 |
+87 |
Total Volume and Open Interest |
35,539 |
277,396 |
+1,323 |
Orange Juice(ICE) |
Jan20 |
191231 |
94.50 |
100.10 |
94.50 |
97.20 |
+2.10 |
1,053 |
1,423 |
-941 |
Mar20 |
191231 |
100.30 |
101.25 |
99.50 |
99.75 |
-0.55 |
1,863 |
13,237 |
+726 |
May20 |
191231 |
103.80 |
103.80 |
102.50 |
102.55 |
-0.65 |
64 |
1,350 |
+14 |
Jul20 |
191231 |
106.95 |
106.95 |
105.50 |
105.50 |
-0.55 |
3 |
543 |
+0 |
Sep20 |
191231 |
108.40 |
108.40 |
108.40 |
108.40 |
-0.70 |
1 |
290 |
+0 |
Nov20 |
191231 |
112.70 |
112.70 |
111.20 |
111.20 |
-0.95 |
1 |
212 |
+1 |
Total Volume and Open Interest |
2,985 |
17,219 |
-200 |
Sugar #11(ICE) |
Mar20 |
191231 |
13.54 |
13.56 |
13.39 |
13.42 |
-0.11 |
44,076 |
431,472 |
-3,156 |
May20 |
191231 |
13.64 |
13.66 |
13.51 |
13.54 |
-0.10 |
19,230 |
203,104 |
+1,441 |
Jul20 |
191231 |
13.74 |
13.76 |
13.63 |
13.66 |
-0.09 |
12,968 |
141,145 |
+498 |
Oct20 |
191231 |
13.93 |
13.96 |
13.85 |
13.88 |
-0.07 |
3,622 |
108,277 |
+297 |
Mar21 |
191231 |
14.41 |
14.45 |
14.36 |
14.38 |
-0.05 |
2,038 |
61,572 |
+898 |
May21 |
191231 |
14.29 |
14.31 |
14.25 |
14.26 |
-0.05 |
786 |
10,886 |
-56 |
Jul21 |
191231 |
14.17 |
14.20 |
14.16 |
14.16 |
-0.04 |
220 |
11,751 |
+37 |
Oct21 |
191231 |
14.17 |
14.17 |
14.17 |
14.17 |
-0.03 |
172 |
14,097 |
+53 |
Total Volume and Open Interest |
83,295 |
993,026 |
+142 |
London Cocoa(LCE) |
Mar20 |
191231 |
1799 |
1828 |
1795 |
1819 |
+20 |
12,471 |
85,663 |
-178 |
May20 |
191231 |
1759 |
1785 |
1757 |
1780 |
+17 |
7,206 |
54,171 |
+662 |
Jul20 |
191231 |
1749 |
1769 |
1742 |
1763 |
+14 |
3,634 |
41,250 |
-251 |
Sep20 |
191231 |
1733 |
1753 |
1731 |
1747 |
+11 |
2,697 |
38,031 |
-285 |
Dec20 |
191231 |
1688 |
1701 |
1680 |
1691 |
+5 |
2,896 |
49,022 |
+921 |
Mar21 |
191231 |
1677 |
1683 |
1666 |
1674 |
+4 |
1,339 |
26,811 |
+489 |
May21 |
191231 |
1675 |
1680 |
1664 |
1672 |
+3 |
542 |
6,702 |
+68 |
Total Volume and Open Interest |
31,129 |
308,667 |
+1,715 |
London Sugar(LCE) |
Mar20 |
191231 |
361.80 |
361.80 |
358.10 |
359.20 |
-2.20 |
8,884 |
40,635 |
+1,041 |
May20 |
191231 |
366.90 |
366.90 |
363.50 |
364.60 |
-2.00 |
3,531 |
18,726 |
+1,303 |
Aug20 |
191231 |
371.00 |
371.00 |
368.40 |
369.30 |
-1.60 |
444 |
10,024 |
+83 |
Oct20 |
191231 |
371.90 |
371.90 |
370.60 |
370.90 |
-1.10 |
98 |
3,965 |
+48 |
Dec20 |
191231 |
373.10 |
373.10 |
373.10 |
373.10 |
-0.90 |
30 |
2,526 |
+30 |
Total Volume and Open Interest |
12,988 |
77,365 |
+2,506 |
Cotton(ICE) |
Mar20 |
191231 |
69.56 |
69.72 |
68.80 |
69.05 |
-0.51 |
13,708 |
119,594 |
+340 |
May20 |
191231 |
70.74 |
70.84 |
69.94 |
70.18 |
-0.57 |
4,334 |
46,533 |
+1,050 |
Jul20 |
191231 |
71.50 |
71.60 |
70.74 |
70.95 |
-0.58 |
1,719 |
20,536 |
+418 |
Oct20 |
191231 |
70.90 |
70.90 |
70.90 |
70.90 |
-0.26 |
0 |
7 |
+0 |
Dec20 |
191231 |
70.55 |
70.95 |
70.29 |
70.36 |
-0.41 |
866 |
28,271 |
+218 |
Mar21 |
191231 |
71.21 |
71.25 |
70.80 |
70.80 |
-0.36 |
49 |
1,261 |
+32 |
Total Volume and Open Interest |
20,677 |
217,136 |
+2,057 |
Lumber(CME) |
Jan20 |
191231 |
406.9 |
408.0 |
399.5 |
405.3 |
+1.1 |
136 |
894 |
-78 |
Mar20 |
191231 |
430.1 |
431.3 |
421.0 |
426.2 |
-1.6 |
182 |
1,648 |
+94 |
May20 |
191231 |
421.5 |
422.4 |
414.9 |
416.5 |
-2.1 |
22 |
427 |
+7 |
Jul20 |
191231 |
410.1 |
412.1 |
408.8 |
412.1 |
+0.5 |
8 |
211 |
+1 |
Sep20 |
191231 |
404.5 |
404.5 |
404.5 |
404.5 |
+0.5 |
5 |
16 |
+3 |
Nov20 |
191231 |
402.1 |
402.1 |
402.1 |
402.1 |
+0.5 |
0 |
3 |
+0 |
Jan21 |
191231 |
400.6 |
400.6 |
400.6 |
400.6 |
+0.5 |
|
|
|
Total Volume and Open Interest |
353 |
3,199 |
+27 |
Crude Oil(NYM) |
Feb20 |
191231 |
61.68 |
61.88 |
60.63 |
61.06 |
-0.62 |
351,899 |
417,221 |
-9,568 |
Mar20 |
191231 |
61.41 |
61.61 |
60.43 |
60.77 |
-0.67 |
71,746 |
267,431 |
+3,111 |
Apr20 |
191231 |
61.07 |
61.25 |
60.12 |
60.41 |
-0.69 |
30,631 |
115,863 |
+778 |
May20 |
191231 |
60.64 |
60.78 |
59.72 |
59.97 |
-0.69 |
19,197 |
122,165 |
+63 |
Jun20 |
191231 |
60.08 |
60.28 |
59.18 |
59.44 |
-0.70 |
33,942 |
204,946 |
-1,242 |
Jul20 |
191231 |
59.45 |
59.66 |
58.65 |
58.87 |
-0.70 |
12,437 |
73,269 |
+2,006 |
Aug20 |
191231 |
58.91 |
59.10 |
58.20 |
58.31 |
-0.67 |
11,547 |
52,793 |
+1,021 |
Sep20 |
191231 |
58.31 |
58.54 |
57.52 |
57.77 |
-0.67 |
20,553 |
96,184 |
-415 |
Oct20 |
191231 |
57.70 |
57.99 |
57.15 |
57.29 |
-0.65 |
5,618 |
60,688 |
+1,507 |
Nov20 |
191231 |
57.18 |
57.67 |
56.71 |
56.85 |
-0.63 |
4,454 |
47,709 |
-881 |
Dec20 |
191231 |
56.95 |
57.27 |
56.19 |
56.44 |
-0.61 |
27,810 |
227,266 |
+1,179 |
Jan21 |
191231 |
56.34 |
56.74 |
55.95 |
56.03 |
-0.59 |
1,978 |
43,198 |
+427 |
Feb21 |
191231 |
56.17 |
56.38 |
55.66 |
55.66 |
-0.57 |
1,289 |
24,471 |
+313 |
Mar21 |
191231 |
55.55 |
55.55 |
55.29 |
55.32 |
-0.56 |
2,476 |
33,698 |
-80 |
Apr21 |
191231 |
55.00 |
55.00 |
55.00 |
55.00 |
-0.55 |
881 |
13,956 |
+712 |
May21 |
191231 |
54.70 |
54.70 |
54.70 |
54.70 |
-0.54 |
741 |
12,365 |
+651 |
Total Volume and Open Interest |
617,881 |
2,125,892 |
+297 |
e-miNY Crude Oil(NYM) |
Feb20 |
191231 |
61.650 |
61.900 |
60.625 |
61.050 |
-0.625 |
10,003 |
2,758 |
-272 |
Mar20 |
191231 |
61.375 |
61.600 |
60.425 |
60.775 |
-0.675 |
443 |
806 |
+60 |
Apr20 |
191231 |
61.050 |
61.200 |
60.150 |
60.400 |
-0.700 |
30 |
161 |
+5 |
May20 |
191231 |
60.000 |
60.400 |
59.975 |
59.975 |
-0.675 |
2 |
124 |
+1 |
Jun20 |
191231 |
59.625 |
60.175 |
59.275 |
59.450 |
-0.700 |
1 |
66 |
+1 |
Jul20 |
191231 |
58.800 |
58.875 |
58.800 |
58.875 |
-0.700 |
0 |
45 |
+0 |
Aug20 |
191231 |
58.375 |
58.900 |
58.300 |
58.300 |
-0.675 |
1 |
39 |
+1 |
Sep20 |
191231 |
57.775 |
57.775 |
57.775 |
57.775 |
-0.675 |
0 |
31 |
+0 |
Oct20 |
191231 |
57.875 |
58.000 |
57.300 |
57.300 |
-0.650 |
7 |
8 |
+2 |
Nov20 |
191231 |
56.850 |
56.850 |
56.850 |
56.850 |
-0.625 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,488 |
4,172 |
-203 |
NY Harbor ULSD(NYM) |
Jan20 |
191231 |
203.50 |
204.67 |
201.64 |
202.83 |
-1.23 |
15,559 |
11,173 |
-6,195 |
Feb20 |
191231 |
204.68 |
205.06 |
201.62 |
202.28 |
-2.10 |
54,841 |
140,751 |
+1,939 |
Mar20 |
191231 |
204.07 |
204.41 |
201.02 |
201.65 |
-2.11 |
26,543 |
89,082 |
+1,088 |
Apr20 |
191231 |
202.11 |
202.69 |
199.35 |
199.97 |
-2.07 |
15,233 |
54,839 |
-350 |
May20 |
191231 |
200.46 |
201.10 |
197.85 |
198.42 |
-2.04 |
7,166 |
36,254 |
-698 |
Jun20 |
191231 |
199.20 |
199.71 |
196.80 |
197.13 |
-2.01 |
7,682 |
34,215 |
-216 |
Jul20 |
191231 |
198.89 |
199.07 |
196.17 |
196.55 |
-2.00 |
1,466 |
12,645 |
+305 |
Aug20 |
191231 |
196.02 |
198.57 |
195.70 |
196.06 |
-2.01 |
1,109 |
5,892 |
+54 |
Sep20 |
191231 |
196.02 |
198.25 |
195.42 |
195.76 |
-1.96 |
1,190 |
7,225 |
+18 |
Oct20 |
191231 |
196.81 |
196.81 |
195.49 |
195.49 |
-1.90 |
418 |
4,208 |
+77 |
Nov20 |
191231 |
196.90 |
197.13 |
195.11 |
195.24 |
-1.85 |
390 |
3,568 |
+25 |
Dec20 |
191231 |
195.10 |
197.45 |
194.55 |
194.95 |
-1.81 |
1,931 |
21,123 |
+98 |
Jan21 |
191231 |
194.45 |
196.99 |
194.42 |
194.61 |
-1.80 |
53 |
4,282 |
+5 |
Feb21 |
191231 |
195.75 |
195.75 |
193.56 |
193.56 |
-1.79 |
14 |
705 |
+3 |
Total Volume and Open Interest |
133,748 |
435,283 |
-3,785 |
RBOB Gasoline(NYM) |
Jan20 |
191231 |
172.71 |
173.04 |
168.86 |
169.78 |
-3.05 |
21,510 |
13,441 |
-9,698 |
Feb20 |
191231 |
172.40 |
173.10 |
168.88 |
169.05 |
-3.35 |
59,406 |
147,904 |
-597 |
Mar20 |
191231 |
173.54 |
174.15 |
170.09 |
170.30 |
-3.28 |
27,377 |
72,948 |
+892 |
Apr20 |
191231 |
191.06 |
191.69 |
187.71 |
187.92 |
-3.15 |
13,575 |
34,216 |
+1,262 |
May20 |
191231 |
190.68 |
191.64 |
187.80 |
188.06 |
-3.00 |
9,478 |
31,383 |
-90 |
Jun20 |
191231 |
189.30 |
190.03 |
186.43 |
186.71 |
-2.83 |
5,912 |
27,207 |
-242 |
Jul20 |
191231 |
187.21 |
187.22 |
184.37 |
184.43 |
-2.69 |
1,784 |
14,360 |
+183 |
Aug20 |
191231 |
184.58 |
184.58 |
181.59 |
181.65 |
-2.61 |
919 |
4,582 |
+29 |
Sep20 |
191231 |
180.88 |
180.94 |
178.19 |
178.28 |
-2.59 |
1,014 |
8,886 |
+175 |
Oct20 |
191231 |
165.65 |
165.67 |
164.64 |
164.64 |
-2.56 |
388 |
4,572 |
+51 |
Total Volume and Open Interest |
142,602 |
381,854 |
-7,758 |
e-miNY RBOB Gasoline(NYM) |
Feb20 |
191231 |
169.05 |
169.05 |
169.05 |
169.05 |
-3.35 |
|
|
|
Mar20 |
191231 |
170.30 |
170.30 |
170.30 |
170.30 |
-3.28 |
|
|
|
Apr20 |
191231 |
187.92 |
187.92 |
187.92 |
187.92 |
-3.15 |
|
|
|
May20 |
191231 |
188.06 |
188.06 |
188.06 |
188.06 |
-3.00 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Feb20 |
191231 |
2.191 |
2.207 |
2.151 |
2.189 |
+0.003 |
223,903 |
350,552 |
-3,706 |
Mar20 |
191231 |
2.160 |
2.177 |
2.126 |
2.158 |
+0.001 |
49,346 |
271,789 |
+1,833 |
Apr20 |
191231 |
2.156 |
2.169 |
2.126 |
2.149 |
unch |
39,040 |
138,076 |
+3,527 |
May20 |
191231 |
2.195 |
2.204 |
2.167 |
2.188 |
+0.003 |
21,135 |
108,126 |
+346 |
Jun20 |
191231 |
2.251 |
2.260 |
2.229 |
2.246 |
+0.001 |
9,329 |
55,320 |
+1,897 |
Jul20 |
191231 |
2.305 |
2.315 |
2.290 |
2.303 |
unch |
7,191 |
34,982 |
+480 |
Aug20 |
191231 |
2.319 |
2.328 |
2.305 |
2.319 |
+0.002 |
4,330 |
26,539 |
+218 |
Sep20 |
191231 |
2.311 |
2.318 |
2.298 |
2.311 |
+0.004 |
3,972 |
29,385 |
+491 |
Oct20 |
191231 |
2.348 |
2.352 |
2.333 |
2.346 |
+0.006 |
13,109 |
89,687 |
+1,995 |
Nov20 |
191231 |
2.419 |
2.431 |
2.412 |
2.427 |
+0.009 |
3,703 |
22,974 |
+193 |
Dec20 |
191231 |
2.596 |
2.606 |
2.587 |
2.603 |
+0.013 |
2,736 |
25,566 |
-350 |
Jan21 |
191231 |
2.713 |
2.727 |
2.706 |
2.720 |
+0.012 |
4,729 |
33,206 |
+557 |
Feb21 |
191231 |
2.666 |
2.678 |
2.661 |
2.674 |
+0.012 |
973 |
12,553 |
+127 |
Mar21 |
191231 |
2.546 |
2.557 |
2.543 |
2.551 |
+0.007 |
1,224 |
13,539 |
-40 |
Apr21 |
191231 |
2.282 |
2.295 |
2.280 |
2.290 |
+0.011 |
2,568 |
13,450 |
+332 |
May21 |
191231 |
2.255 |
2.267 |
2.255 |
2.264 |
+0.009 |
807 |
7,427 |
+124 |
Total Volume and Open Interest |
389,273 |
1,274,213 |
+4,207 |
Brent Crude Oil(ICE) |
Mar20 |
191231 |
66.65 |
66.93 |
65.63 |
66.00 |
-0.67 |
222,365 |
664,310 |
+30,841 |
Apr20 |
191231 |
65.92 |
66.21 |
64.95 |
65.29 |
-0.70 |
49,942 |
220,666 |
+1,223 |
May20 |
191231 |
65.28 |
65.59 |
64.36 |
64.68 |
-0.70 |
26,259 |
145,126 |
+3,529 |
Jun20 |
191231 |
64.64 |
64.97 |
63.78 |
64.08 |
-0.70 |
46,604 |
318,219 |
-269 |
Jul20 |
191231 |
64.02 |
64.35 |
63.19 |
63.46 |
-0.71 |
11,322 |
116,040 |
+1,038 |
Aug20 |
191231 |
63.50 |
63.79 |
62.72 |
62.93 |
-0.70 |
6,089 |
110,756 |
+783 |
Sep20 |
191231 |
63.05 |
63.34 |
62.29 |
62.48 |
-0.70 |
6,389 |
110,469 |
+486 |
Oct20 |
191231 |
62.59 |
62.88 |
61.85 |
62.03 |
-0.69 |
2,924 |
78,945 |
-58 |
Nov20 |
191231 |
62.17 |
62.45 |
61.55 |
61.62 |
-0.68 |
1,993 |
47,829 |
-222 |
Dec20 |
191231 |
61.77 |
62.02 |
61.01 |
61.22 |
-0.67 |
25,816 |
251,600 |
+160 |
Jan21 |
191231 |
61.60 |
61.60 |
60.87 |
60.87 |
-0.66 |
456 |
39,523 |
-258 |
Feb21 |
191231 |
60.53 |
60.53 |
60.53 |
60.53 |
-0.66 |
410 |
38,060 |
+69 |
Mar21 |
191231 |
60.78 |
60.89 |
60.23 |
60.23 |
-0.64 |
1,068 |
28,561 |
-153 |
Apr21 |
191231 |
59.96 |
59.96 |
59.96 |
59.96 |
-0.62 |
205 |
12,414 |
-1 |
Total Volume and Open Interest |
530,403 |
2,631,985 |
-49,633 |
Gas Oil(ICE) |
Jan20 |
191231 |
620.50 |
623.00 |
612.50 |
614.00 |
-9.00 |
37,809 |
128,047 |
-11,157 |
Feb20 |
191231 |
621.00 |
622.75 |
612.00 |
613.75 |
-8.75 |
52,141 |
161,569 |
+3,101 |
Mar20 |
191231 |
617.25 |
620.00 |
609.75 |
611.25 |
-8.25 |
32,617 |
130,117 |
-137 |
Apr20 |
191231 |
612.75 |
615.50 |
605.25 |
606.75 |
-8.50 |
13,859 |
74,156 |
+1,684 |
May20 |
191231 |
607.75 |
610.50 |
600.75 |
601.75 |
-8.75 |
5,948 |
69,221 |
-190 |
Jun20 |
191231 |
602.75 |
606.00 |
595.75 |
596.75 |
-8.75 |
15,249 |
96,761 |
+3,257 |
Jul20 |
191231 |
600.00 |
602.25 |
593.25 |
594.00 |
-8.50 |
1,632 |
26,754 |
+419 |
Aug20 |
191231 |
599.75 |
600.25 |
591.00 |
592.00 |
-8.25 |
616 |
21,286 |
+73 |
Sep20 |
191231 |
597.75 |
598.25 |
589.25 |
590.25 |
-8.25 |
820 |
25,058 |
+354 |
Oct20 |
191231 |
596.25 |
596.25 |
587.75 |
588.75 |
-8.00 |
301 |
19,247 |
+5 |
Total Volume and Open Interest |
168,020 |
892,338 |
-706 |
Ethanol(CBOT) |
Jan20 |
191231 |
1.375 |
1.375 |
1.375 |
1.375 |
-0.007 |
24 |
84 |
-15 |
Feb20 |
191231 |
1.407 |
1.407 |
1.387 |
1.393 |
-0.023 |
82 |
440 |
+29 |
Mar20 |
191231 |
1.421 |
1.425 |
1.407 |
1.412 |
-0.023 |
14 |
152 |
+12 |
Apr20 |
191231 |
1.434 |
1.434 |
1.434 |
1.434 |
-0.032 |
|
|
|
May20 |
191231 |
1.434 |
1.434 |
1.434 |
1.434 |
-0.032 |
0 |
5 |
+0 |
Jun20 |
191231 |
1.434 |
1.434 |
1.434 |
1.434 |
-0.032 |
|
|
|
Jul20 |
191231 |
1.434 |
1.434 |
1.434 |
1.434 |
-0.032 |
|
|
|
Aug20 |
191231 |
1.434 |
1.434 |
1.434 |
1.434 |
-0.032 |
|
|
|
Total Volume and Open Interest |
120 |
681 |
+26 |
WTI Crude Oil(ICE) |
Feb20 |
191231 |
61.59 |
61.88 |
60.64 |
61.06 |
-0.62 |
24,628 |
72,726 |
-4,338 |
Mar20 |
191231 |
61.34 |
61.60 |
60.45 |
60.77 |
-0.67 |
33,733 |
82,531 |
+2,543 |
Apr20 |
191231 |
61.00 |
61.24 |
60.13 |
60.41 |
-0.69 |
15,621 |
39,829 |
+693 |
May20 |
191231 |
60.57 |
60.78 |
59.76 |
59.97 |
-0.69 |
6,429 |
24,608 |
+150 |
Jun20 |
191231 |
60.05 |
60.26 |
59.28 |
59.44 |
-0.70 |
9,884 |
68,776 |
+20 |
Jul20 |
191231 |
59.32 |
59.55 |
58.75 |
58.87 |
-0.70 |
2,016 |
13,294 |
-5 |
Aug20 |
191231 |
58.75 |
58.75 |
58.31 |
58.31 |
-0.67 |
1,103 |
11,189 |
+285 |
Sep20 |
191231 |
58.16 |
58.23 |
57.75 |
57.77 |
-0.67 |
1,180 |
17,395 |
+50 |
Oct20 |
191231 |
57.67 |
57.95 |
57.17 |
57.29 |
-0.65 |
1,221 |
8,504 |
+39 |
Nov20 |
191231 |
56.85 |
56.85 |
56.85 |
56.85 |
-0.63 |
1,140 |
6,872 |
-1 |
Dec20 |
191231 |
56.91 |
57.24 |
56.35 |
56.44 |
-0.61 |
6,575 |
88,300 |
+537 |
Jan21 |
191231 |
56.03 |
56.03 |
56.03 |
56.03 |
-0.59 |
42 |
4,491 |
+17 |
Feb21 |
191231 |
55.66 |
55.66 |
55.66 |
55.66 |
-0.57 |
38 |
3,232 |
+19 |
Mar21 |
191231 |
55.32 |
55.32 |
55.32 |
55.32 |
-0.56 |
145 |
4,529 |
+138 |
Apr21 |
191231 |
55.00 |
55.00 |
55.00 |
55.00 |
-0.55 |
11 |
2,252 |
+11 |
May21 |
191231 |
54.70 |
54.70 |
54.70 |
54.70 |
-0.54 |
0 |
2,415 |
+0 |
Total Volume and Open Interest |
107,406 |
571,035 |
+1,062 |
US Dollar Index(ICE) |
Mar20 |
191231 |
96.415 |
96.415 |
96.020 |
96.058 |
-0.350 |
14,109 |
33,918 |
+1,442 |
Jun20 |
191231 |
95.930 |
95.930 |
95.688 |
95.688 |
-0.360 |
122 |
750 |
+66 |
Sep20 |
191231 |
95.357 |
95.357 |
95.357 |
95.357 |
-0.360 |
0 |
114 |
+0 |
Total Volume and Open Interest |
14,231 |
34,782 |
+1,508 |
Australian Dollar(CME) |
Mar20 |
191231 |
70.12 |
70.45 |
70.11 |
70.38 |
+0.25 |
87,785 |
161,973 |
+6,459 |
Jun20 |
191231 |
70.25 |
70.58 |
70.25 |
70.52 |
+0.25 |
18 |
341 |
+6 |
Sep20 |
191231 |
70.65 |
70.68 |
70.65 |
70.65 |
+0.26 |
0 |
29 |
+0 |
Total Volume and Open Interest |
89,257 |
165,399 |
+6,682 |
British Pound(CME) |
Mar20 |
191231 |
131.46 |
133.12 |
131.32 |
132.92 |
+1.49 |
87,806 |
198,884 |
+2,499 |
Jun20 |
191231 |
131.90 |
133.42 |
131.65 |
133.23 |
+1.49 |
25 |
1,111 |
+3 |
Sep20 |
191231 |
133.53 |
133.59 |
133.53 |
133.53 |
+1.50 |
0 |
28 |
+0 |
Total Volume and Open Interest |
91,976 |
210,129 |
+2,936 |
Canadian Dollar(CME) |
Mar20 |
191231 |
76.60 |
77.23 |
76.56 |
77.09 |
+0.45 |
62,536 |
160,844 |
+3,556 |
Jun20 |
191231 |
76.67 |
77.23 |
76.58 |
77.09 |
+0.45 |
94 |
3,210 |
+31 |
Sep20 |
191231 |
77.08 |
77.20 |
76.60 |
77.08 |
+0.45 |
18 |
580 |
+16 |
Dec20 |
191231 |
77.07 |
77.19 |
77.07 |
77.07 |
+0.46 |
3 |
1,003 |
+3 |
Total Volume and Open Interest |
64,488 |
167,693 |
+3,618 |
Japanese Yen(CME) |
Mar20 |
191231 |
92.23 |
92.56 |
92.21 |
92.46 |
+0.21 |
79,716 |
172,728 |
-1,481 |
Jun20 |
191231 |
92.86 |
93.03 |
92.69 |
92.92 |
+0.20 |
2 |
308 |
+2 |
Sep20 |
191231 |
93.40 |
93.40 |
93.40 |
93.40 |
+0.21 |
0 |
3 |
+0 |
Total Volume and Open Interest |
81,557 |
175,780 |
-1,721 |
Swiss Franc(CME) |
Mar20 |
191231 |
103.80 |
104.20 |
103.65 |
104.00 |
+0.20 |
25,805 |
59,898 |
+308 |
Jun20 |
191231 |
104.51 |
104.83 |
104.32 |
104.67 |
+0.21 |
1 |
63 |
+1 |
Sep20 |
191231 |
105.32 |
105.40 |
105.04 |
105.32 |
+0.21 |
0 |
2 |
+0 |
Total Volume and Open Interest |
25,806 |
59,963 |
+309 |
EuroFX(CME) |
Mar20 |
191231 |
112.57 |
112.93 |
112.52 |
112.82 |
+0.25 |
172,945 |
542,304 |
+8,114 |
Jun20 |
191231 |
113.20 |
113.56 |
113.15 |
113.46 |
+0.26 |
127 |
2,552 |
+36 |
Sep20 |
191231 |
114.11 |
114.15 |
113.99 |
114.08 |
+0.25 |
0 |
703 |
+0 |
Total Volume and Open Interest |
175,547 |
551,000 |
+8,977 |
Mexican Peso(CME) |
Jan20 |
191231 |
529.63 |
529.63 |
527.63 |
528.88 |
+2.00 |
7 |
380 |
-3 |
Feb20 |
191231 |
526.25 |
526.63 |
526.25 |
526.25 |
+2.00 |
15 |
10 |
+0 |
Total Volume and Open Interest |
39,256 |
281,705 |
+6,110 |
Brazilian Real(CME) |
Jan20 |
191231 |
248.10 |
248.30 |
247.00 |
248.10 |
unch |
4,977 |
19,748 |
-2,574 |
Feb20 |
191231 |
248.60 |
251.50 |
248.60 |
250.60 |
+2.00 |
4,392 |
31,230 |
+1,158 |
Mar20 |
191231 |
249.20 |
250.90 |
249.20 |
250.30 |
+2.00 |
23 |
2,484 |
+10 |
Apr20 |
191231 |
249.30 |
249.30 |
249.30 |
249.30 |
+1.45 |
0 |
10 |
+0 |
Total Volume and Open Interest |
9,392 |
53,472 |
-1,406 |
30-Year T-Bonds(CBOT) |
Mar20 |
191231 |
156~150 |
156~160 |
155~130 |
155~290 |
-0~110 |
156,951 |
1,012,817 |
-22,739 |
Jun20 |
191231 |
154~270 |
155~050 |
154~220 |
154~310 |
-0~130 |
0 |
15 |
+0 |
Sep20 |
191231 |
153~270 |
153~270 |
153~270 |
153~270 |
-0~130 |
|
|
|
Total Volume and Open Interest |
156,951 |
1,012,832 |
-22,739 |
10-Year T-Notes(CBOT) |
Mar20 |
191231 |
128~195 |
128~195 |
128~080 |
128~135 |
-0~035 |
667,285 |
3,662,861 |
+4,476 |
Jun20 |
191231 |
128~110 |
128~115 |
128~015 |
128~060 |
-0~035 |
4,426 |
4,456 |
+4,404 |
Sep20 |
191231 |
127~245 |
127~245 |
127~245 |
127~245 |
-0~035 |
|
|
|
Total Volume and Open Interest |
671,711 |
3,667,317 |
+8,880 |
5-Year T-Notes(CBOT) |
Dec19 |
191231 |
118~160 |
118~172 |
118~132 |
118~146 |
-0~016 |
8,359 |
5,146 |
-6,123 |
Mar20 |
191231 |
118~210 |
118~212 |
118~160 |
118~194 |
-0~006 |
407,814 |
4,288,246 |
+48,073 |
Jun20 |
191231 |
118~194 |
118~210 |
118~194 |
118~194 |
-0~006 |
6 |
6 |
+6 |
Total Volume and Open Interest |
416,179 |
4,293,398 |
+41,956 |
2 Year T-Notes(CBOT) |
Dec19 |
191231 |
107~204 |
107~206 |
107~204 |
107~206 |
unch |
11,835 |
12,336 |
-4,338 |
Mar20 |
191231 |
107~231 |
107~240 |
107~221 |
107~240 |
+0~006 |
254,756 |
3,591,118 |
-26,137 |
Jun20 |
191231 |
107~250 |
107~250 |
107~250 |
107~250 |
+0~006 |
|
|
|
Total Volume and Open Interest |
266,591 |
3,603,454 |
-30,475 |
Eurodollars(CME) |
Mar20 |
191231 |
98.255 |
98.270 |
98.255 |
98.265 |
+0.005 |
104,173 |
1,612,037 |
+11,537 |
Jun20 |
191231 |
98.310 |
98.315 |
98.300 |
98.310 |
-0.005 |
68,923 |
1,304,695 |
+4,860 |
Sep20 |
191231 |
98.370 |
98.370 |
98.345 |
98.365 |
-0.005 |
56,334 |
1,109,285 |
+2,395 |
Dec20 |
191231 |
98.385 |
98.385 |
98.360 |
98.380 |
-0.005 |
64,259 |
1,148,258 |
+2,840 |
Mar21 |
191231 |
98.445 |
98.445 |
98.415 |
98.440 |
-0.005 |
55,714 |
879,976 |
+1,496 |
Jun21 |
191231 |
98.445 |
98.450 |
98.410 |
98.440 |
-0.005 |
41,772 |
920,384 |
-7,269 |
Sep21 |
191231 |
98.445 |
98.445 |
98.405 |
98.435 |
-0.005 |
42,136 |
742,269 |
+3,716 |
Dec21 |
191231 |
98.405 |
98.405 |
98.360 |
98.395 |
-0.005 |
40,345 |
607,141 |
-633 |
Mar22 |
191231 |
98.400 |
98.400 |
98.350 |
98.385 |
-0.010 |
27,430 |
443,528 |
-1,315 |
Jun22 |
191231 |
98.375 |
98.375 |
98.320 |
98.355 |
-0.010 |
29,289 |
306,687 |
+361 |
Sep22 |
191231 |
98.345 |
98.350 |
98.295 |
98.330 |
-0.010 |
37,132 |
257,309 |
-11,717 |
Dec22 |
191231 |
98.305 |
98.310 |
98.250 |
98.285 |
-0.015 |
30,770 |
244,583 |
+3,633 |
Mar23 |
191231 |
98.290 |
98.290 |
98.230 |
98.265 |
-0.015 |
15,665 |
271,271 |
+428 |
Jun23 |
191231 |
98.265 |
98.265 |
98.205 |
98.235 |
-0.020 |
9,623 |
120,296 |
-2,017 |
Sep23 |
191231 |
98.240 |
98.240 |
98.180 |
98.210 |
-0.020 |
17,719 |
134,144 |
-4,499 |
Dec23 |
191231 |
98.205 |
98.210 |
98.145 |
98.175 |
-0.020 |
15,645 |
101,999 |
-526 |
Mar24 |
191231 |
98.185 |
98.185 |
98.125 |
98.150 |
-0.020 |
7,512 |
90,370 |
-480 |
Jun24 |
191231 |
98.145 |
98.155 |
98.090 |
98.115 |
-0.025 |
5,861 |
44,099 |
+922 |
Total Volume and Open Interest |
768,754 |
10,895,067 |
+26,051 |
Ultra T-Bond(CBOT) |
Dec19 |
191219 |
183~06 |
184~03 |
182~21 |
184~02 |
+0~17 |
209 |
421 |
-1,863 |
Mar20 |
191231 |
183~06 |
183~08 |
180~30 |
181~21 |
-1~05 |
51,724 |
1,240,125 |
-759 |
Jun20 |
191231 |
181~06 |
181~06 |
181~06 |
181~06 |
-1~05 |
|
|
|
Total Volume and Open Interest |
51,724 |
1,240,125 |
-759 |
Ultra 10-Yr T-Note(CBOT) |
Dec19 |
191219 |
139~190 |
139~195 |
138~315 |
139~190 |
+0~100 |
863 |
941 |
-768 |
Mar20 |
191231 |
141~000 |
141~000 |
140~135 |
140~225 |
-0~055 |
69,178 |
914,576 |
+7,725 |
Jun20 |
191231 |
140~225 |
140~225 |
140~225 |
140~225 |
-0~055 |
|
|
|
Total Volume and Open Interest |
69,178 |
914,576 |
+7,725 |
30 Day Federal Funds(CBOT) |
Dec19 |
191231 |
98.448 |
98.450 |
98.448 |
98.448 |
unch |
12,283 |
245,861 |
-3,578 |
Jan20 |
191231 |
98.445 |
98.450 |
98.442 |
98.448 |
+0.003 |
23,515 |
440,984 |
-183 |
Feb20 |
191231 |
98.430 |
98.440 |
98.430 |
98.440 |
+0.005 |
6,719 |
331,255 |
+441 |
Mar20 |
191231 |
98.435 |
98.445 |
98.435 |
98.440 |
unch |
3,874 |
127,976 |
-198 |
Apr20 |
191231 |
98.450 |
98.455 |
98.445 |
98.450 |
-0.005 |
9,305 |
220,567 |
-298 |
May20 |
191231 |
98.465 |
98.465 |
98.455 |
98.465 |
unch |
6,774 |
166,056 |
+3,037 |
Total Volume and Open Interest |
80,931 |
1,890,441 |
-235 |
Japanese Govt Bonds(SGX) |
Mar20 |
191231 |
152.04 |
152.15 |
151.92 |
151.93 |
-0.13 |
369 |
12,920 |
-34 |
Jun20 |
191231 |
151.93 |
151.93 |
151.93 |
151.93 |
-0.13 |
|
|
|
Sep20 |
191231 |
151.93 |
151.93 |
151.93 |
151.93 |
-0.13 |
|
|
|
Total Volume and Open Interest |
369 |
12,920 |
-34 |
Euro-Buxl(EUREX) |
Mar20 |
191230 |
201.60 |
201.64 |
198.12 |
198.38 |
-3.06 |
18,624 |
231,535 |
-1,468 |
Jun20 |
191230 |
196.80 |
196.80 |
196.80 |
196.80 |
-3.06 |
0 |
700 |
+0 |
Sep20 |
191230 |
197.38 |
197.38 |
197.38 |
197.38 |
-3.06 |
|
|
|
Total Volume and Open Interest |
18,624 |
232,235 |
-1,468 |
Euro-Bund(EUREX) |
Mar20 |
191230 |
171.58 |
171.68 |
170.42 |
170.49 |
-1.12 |
193,933 |
1,396,258 |
-61,204 |
Jun20 |
191230 |
167.98 |
167.98 |
167.75 |
167.75 |
-1.13 |
0 |
639 |
-3 |
Sep20 |
191230 |
170.39 |
170.39 |
170.39 |
170.39 |
-1.12 |
|
|
|
Total Volume and Open Interest |
193,933 |
1,396,897 |
-61,207 |
Euro-Bobl(EUREX) |
Mar20 |
191230 |
133.98 |
134.01 |
133.59 |
133.63 |
-0.36 |
91,346 |
1,075,791 |
-53,954 |
Jun20 |
191230 |
133.60 |
133.60 |
133.60 |
133.60 |
-0.36 |
|
|
|
Sep20 |
191230 |
133.52 |
133.52 |
133.52 |
133.52 |
-0.36 |
0 |
324 |
+0 |
Total Volume and Open Interest |
91,346 |
1,076,115 |
-53,954 |
Euro-Schatz(EUREX) |
Mar20 |
191230 |
111.96 |
111.96 |
111.89 |
111.90 |
-0.06 |
72,613 |
1,378,679 |
-46,083 |
Jun20 |
191230 |
111.86 |
111.86 |
111.86 |
111.86 |
-0.06 |
|
|
|
Sep20 |
191230 |
111.90 |
111.90 |
111.90 |
111.90 |
-0.06 |
|
|
|
Total Volume and Open Interest |
72,613 |
1,378,679 |
-46,083 |
3-Mth Euribor(EUREX) |
Dec19 |
191216 |
100.395 |
100.395 |
100.395 |
100.395 |
unch |
0 |
1,977 |
+0 |
Mar20 |
191230 |
100.385 |
100.385 |
100.385 |
100.385 |
unch |
0 |
1,551 |
+0 |
Jun20 |
191230 |
100.385 |
100.385 |
100.385 |
100.385 |
unch |
0 |
553 |
+0 |
Total Volume and Open Interest |
100 |
4,772 |
+69 |
Long Gilt(LIFFE) |
Mar20 |
191231 |
130~28 |
131~15 |
130~23 |
131~12 |
+0~18 |
71,774 |
665,010 |
+2,033 |
Jun20 |
191231 |
130~23 |
130~23 |
130~23 |
130~23 |
+0~21 |
|
|
|
Total Volume and Open Interest |
71,774 |
665,010 |
-7,066 |
3-Mth Short Sterling(LIFFE) |
Mar20 |
191231 |
99.24 |
99.25 |
99.24 |
99.25 |
+0.01 |
27,187 |
616,375 |
-1,836 |
Jun20 |
191231 |
99.25 |
99.29 |
99.25 |
99.28 |
+0.02 |
25,075 |
643,715 |
-1,061 |
Sep20 |
191231 |
99.26 |
99.31 |
99.26 |
99.30 |
+0.04 |
37,409 |
517,685 |
-3,080 |
Dec20 |
191231 |
99.25 |
99.30 |
99.25 |
99.29 |
+0.04 |
36,106 |
625,861 |
-5,918 |
Mar21 |
191231 |
99.25 |
99.31 |
99.25 |
99.30 |
+0.04 |
30,002 |
328,165 |
-1,611 |
Jun21 |
191231 |
99.23 |
99.29 |
99.23 |
99.28 |
+0.04 |
27,230 |
247,587 |
+766 |
Total Volume and Open Interest |
321,153 |
3,872,134 |
-19,415 |
3-Mth Euribor(LIFFE) |
Mar20 |
191231 |
100.385 |
100.390 |
100.380 |
100.385 |
-0.005 |
24,321 |
432,691 |
-1,023 |
Jun20 |
191231 |
100.380 |
100.390 |
100.380 |
100.385 |
unch |
22,323 |
393,134 |
+2,214 |
Sep20 |
191231 |
100.375 |
100.380 |
100.375 |
100.375 |
-0.005 |
26,108 |
514,643 |
+4,712 |
Total Volume and Open Interest |
386,542 |
3,780,450 |
+12,525 |
3-Mth Aus T-Bills(SFE) |
Mar20 |
191231 |
99.12 |
99.12 |
99.09 |
99.11 |
-0.01 |
10,230 |
184,458 |
-1,439 |
Jun20 |
191231 |
99.15 |
99.15 |
99.13 |
99.15 |
-0.01 |
9,212 |
212,473 |
-864 |
Sep20 |
191231 |
99.19 |
99.19 |
99.16 |
99.19 |
-0.01 |
8,481 |
239,012 |
-166 |
Dec20 |
191231 |
99.15 |
99.15 |
99.11 |
99.14 |
-0.02 |
4,540 |
170,563 |
-585 |
Mar21 |
191231 |
99.12 |
99.12 |
99.08 |
99.11 |
-0.02 |
2,881 |
114,186 |
+356 |
Jun21 |
191231 |
99.08 |
99.08 |
99.05 |
99.07 |
-0.02 |
1,390 |
77,963 |
-713 |
Sep21 |
191231 |
99.06 |
99.06 |
99.02 |
99.04 |
-0.03 |
1,070 |
44,654 |
-455 |
Dec21 |
191231 |
99.01 |
99.01 |
98.97 |
98.99 |
-0.03 |
8 |
29,604 |
+3 |
Mar22 |
191231 |
98.97 |
98.97 |
98.94 |
98.97 |
-0.03 |
14 |
1,841 |
+13 |
Jun22 |
191231 |
98.92 |
98.94 |
98.92 |
98.94 |
-0.03 |
0 |
1,446 |
+0 |
Total Volume and Open Interest |
37,826 |
1,076,921 |
-3,850 |
10-Year Aus T-Bonds(SFE) |
Mar20 |
191231 |
98.68 |
98.68 |
98.59 |
98.62 |
-0.06 |
32,458 |
1,238,469 |
-4,291 |
Jun20 |
191231 |
98.62 |
98.62 |
98.62 |
98.62 |
-0.06 |
|
|
|
Total Volume and Open Interest |
32,458 |
1,238,469 |
-4,291 |
3-Year Aus T-Bonds(SFE) |
Mar20 |
191231 |
99.13 |
99.13 |
99.06 |
99.08 |
-0.04 |
50,634 |
1,079,367 |
-11,030 |
Jun20 |
191231 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.04 |
|
|
|
Total Volume and Open Interest |
50,634 |
1,079,367 |
-11,030 |
Gold(CMX) |
Feb20 |
191231 |
1517.7 |
1529.0 |
1517.5 |
1523.1 |
+4.5 |
204,993 |
542,438 |
+5,945 |
Apr20 |
191231 |
1523.8 |
1534.5 |
1523.8 |
1529.3 |
+4.7 |
10,680 |
113,538 |
+4,089 |
Jun20 |
191231 |
1529.6 |
1540.0 |
1529.6 |
1535.1 |
+4.8 |
1,092 |
63,621 |
+426 |
Aug20 |
191231 |
1536.5 |
1544.8 |
1536.5 |
1540.6 |
+4.8 |
891 |
19,872 |
+40 |
Oct20 |
191231 |
1543.6 |
1549.5 |
1543.6 |
1545.8 |
+5.0 |
42 |
7,855 |
+24 |
Dec20 |
191231 |
1546.7 |
1555.0 |
1546.4 |
1550.6 |
+5.2 |
290 |
12,826 |
+17 |
Feb21 |
191231 |
1555.2 |
1557.0 |
1555.2 |
1555.2 |
+5.2 |
11 |
741 |
-11 |
Apr21 |
191231 |
1559.5 |
1559.5 |
1559.5 |
1559.5 |
+5.2 |
0 |
37 |
+0 |
Jun21 |
191231 |
1563.4 |
1563.4 |
1563.4 |
1563.4 |
+5.3 |
4 |
1,720 |
+2 |
Aug21 |
191231 |
1567.6 |
1567.6 |
1567.6 |
1567.6 |
+5.3 |
0 |
1 |
+0 |
Oct21 |
191231 |
1571.5 |
1571.5 |
1571.5 |
1571.5 |
+5.3 |
|
|
|
Dec21 |
191231 |
1571.5 |
1575.5 |
1571.5 |
1575.5 |
+5.3 |
2 |
830 |
+0 |
Total Volume and Open Interest |
218,844 |
765,594 |
+10,023 |
Silver(CMX) |
Mar20 |
191231 |
1797.0 |
1820.0 |
1787.0 |
1792.1 |
-8.0 |
70,178 |
178,652 |
-19 |
May20 |
191231 |
1807.0 |
1828.5 |
1796.5 |
1800.9 |
-8.0 |
1,013 |
21,113 |
+90 |
Jul20 |
191231 |
1820.0 |
1833.5 |
1806.5 |
1808.9 |
-8.0 |
452 |
17,262 |
+99 |
Sep20 |
191231 |
1837.5 |
1837.5 |
1815.5 |
1816.1 |
-8.1 |
88 |
3,403 |
+15 |
Dec20 |
191231 |
1841.0 |
1848.0 |
1821.5 |
1826.3 |
-8.0 |
158 |
4,495 |
+90 |
Mar21 |
191231 |
1835.0 |
1835.0 |
1835.0 |
1835.0 |
-8.0 |
0 |
10 |
+0 |
May21 |
191231 |
1840.4 |
1840.4 |
1840.4 |
1840.4 |
-8.0 |
0 |
23 |
+0 |
Total Volume and Open Interest |
72,533 |
225,742 |
+76 |
Platinum(NYMEX) |
Jan20 |
191231 |
959.8 |
981.1 |
959.8 |
971.4 |
+13.7 |
11,063 |
3,172 |
-5,776 |
Apr20 |
191231 |
964.0 |
990.7 |
963.4 |
977.8 |
+12.4 |
22,250 |
92,549 |
+5,092 |
Jul20 |
191231 |
969.5 |
995.5 |
969.0 |
983.6 |
+12.5 |
461 |
2,009 |
+387 |
Oct20 |
191231 |
989.1 |
989.1 |
989.1 |
989.1 |
+12.4 |
232 |
266 |
+232 |
Total Volume and Open Interest |
34,033 |
98,042 |
-47 |
Palladium(NYMEX) |
Mar20 |
191231 |
1877.00 |
1913.80 |
1876.30 |
1909.30 |
+28.80 |
3,091 |
21,085 |
-54 |
Jun20 |
191231 |
1871.00 |
1905.10 |
1871.00 |
1903.60 |
+29.40 |
63 |
2,325 |
+9 |
Sep20 |
191231 |
1899.00 |
1899.00 |
1895.90 |
1895.90 |
+29.90 |
0 |
259 |
+0 |
Total Volume and Open Interest |
3,154 |
23,735 |
-49 |
Copper(CMX) |
Mar20 |
191231 |
282.05 |
282.20 |
279.60 |
279.70 |
-3.65 |
52,671 |
164,339 |
+253 |
May20 |
191231 |
282.80 |
283.00 |
280.65 |
280.75 |
-3.55 |
3,513 |
46,348 |
+814 |
Jul20 |
191231 |
283.50 |
283.50 |
281.40 |
281.45 |
-3.45 |
1,814 |
28,158 |
-118 |
Sep20 |
191231 |
282.75 |
283.60 |
282.00 |
282.00 |
-3.35 |
632 |
11,319 |
+143 |
Dec20 |
191231 |
283.40 |
283.55 |
282.40 |
282.55 |
-3.25 |
95 |
5,319 |
+65 |
Total Volume and Open Interest |
59,622 |
268,440 |
+869 |
E-mini DJIA Index(CBOT) |
Mar20 |
191231 |
28427 |
28553 |
28341 |
28508 |
+68 |
121,521 |
104,495 |
+73 |
Jun20 |
191231 |
28449 |
28510 |
28310 |
28476 |
+66 |
25 |
45 |
+1 |
Sep20 |
191231 |
28400 |
28400 |
28400 |
28400 |
+63 |
|
|
|
Dec20 |
191231 |
28382 |
28382 |
28382 |
28382 |
+87 |
|
|
|
Total Volume and Open Interest |
121,546 |
104,540 |
+74 |
S & P 500(CME) |
Mar20 |
191231 |
3224.40 |
3234.00 |
3214.50 |
3231.10 |
+7.70 |
5,544 |
21,883 |
+6,678 |
Jun20 |
191231 |
3231.00 |
3231.00 |
3231.00 |
3231.00 |
+7.60 |
2 |
145 |
+0 |
Sep20 |
191231 |
3231.00 |
3231.00 |
3231.00 |
3231.00 |
+8.10 |
|
|
|
Dec20 |
191231 |
3232.00 |
3232.00 |
3232.00 |
3232.00 |
+9.60 |
|
|
|
Total Volume and Open Interest |
5,546 |
22,102 |
+6,678 |
S & P 500 E-Mini(CME) |
Mar20 |
191231 |
3223.25 |
3236.25 |
3213.00 |
3231.00 |
+7.50 |
984,389 |
2,697,727 |
-9,972 |
Jun20 |
191231 |
3223.00 |
3235.75 |
3212.75 |
3231.00 |
+7.50 |
833 |
8,186 |
+103 |
Sep20 |
191231 |
3227.00 |
3234.25 |
3214.00 |
3231.00 |
+8.00 |
4 |
156 |
+1 |
Dec20 |
191231 |
3225.00 |
3232.00 |
3225.00 |
3232.00 |
+9.50 |
2 |
2,226 |
+1 |
Total Volume and Open Interest |
985,228 |
2,708,295 |
-9,867 |
NASDAQ 100 E-Mini(CME) |
Mar20 |
191231 |
8731.75 |
8772.25 |
8692.25 |
8752.25 |
+18.50 |
322,888 |
210,847 |
-48 |
Jun20 |
191231 |
8755.50 |
8788.50 |
8714.00 |
8770.75 |
+18.50 |
369 |
613 |
-21 |
Sep20 |
191231 |
8793.50 |
8793.50 |
8740.25 |
8793.50 |
+21.00 |
1 |
9 |
+1 |
Total Volume and Open Interest |
323,258 |
211,469 |
-68 |
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 |
191231 |
2061.60 |
2072.10 |
2056.70 |
2064.80 |
+1.90 |
9,982 |
78,512 |
-252 |
Jun20 |
191231 |
2071.20 |
2071.20 |
2065.80 |
2071.20 |
+4.00 |
0 |
57 |
+0 |
Total Volume and Open Interest |
9,982 |
78,569 |
-252 |
Volatility Index(CBOE) |
Dec19 |
191218 |
12.40 |
12.55 |
11.99 |
11.99 |
-0.49 |
92,074 |
60,248 |
-5,682 |
Jan20 |
191231 |
15.55 |
15.85 |
14.60 |
14.63 |
-0.90 |
61,041 |
177,254 |
-13,286 |
Feb20 |
191231 |
17.35 |
17.52 |
16.60 |
16.63 |
-0.75 |
51,207 |
119,418 |
+11,889 |
Mar20 |
191231 |
17.45 |
17.62 |
16.90 |
16.93 |
-0.60 |
13,255 |
46,500 |
+1,612 |
Total Volume and Open Interest |
144,451 |
413,310 |
+1,334 |
S & P 600(CME) |
Dec19 |
191220 |
1025.85 |
1025.85 |
1025.85 |
1025.85 |
+3.55 |
0 |
515 |
+0 |
Mar20 |
191231 |
1021.90 |
1021.90 |
1021.90 |
1021.90 |
+3.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(CME) |
Mar20 |
191231 |
1667.90 |
1676.90 |
1660.60 |
1670.60 |
+2.20 |
103,268 |
484,089 |
+5,066 |
Jun20 |
191231 |
1671.20 |
1677.60 |
1664.40 |
1672.50 |
+2.50 |
322 |
417 |
+316 |
Sep20 |
191231 |
1675.20 |
1675.20 |
1675.20 |
1675.20 |
+4.80 |
|
|
|
Total Volume and Open Interest |
103,590 |
484,506 |
+5,382 |
Nikkei 225(CME) |
Mar20 |
191231 |
23445 |
23485 |
23320 |
23455 |
+25 |
3,829 |
22,680 |
-58 |
Jun20 |
191231 |
23270 |
23300 |
23200 |
23300 |
+25 |
1 |
7 |
+1 |
Total Volume and Open Interest |
3,830 |
22,687 |
-57 |
Nikkei 225(SGX) |
Mar20 |
191231 |
23645 |
23670 |
23340 |
23375 |
-280 |
48,245 |
174,511 |
+3,743 |
Jun20 |
191231 |
23210 |
23210 |
23210 |
23210 |
-285 |
0 |
1,538 |
+0 |
Sep20 |
191231 |
23170 |
23170 |
23170 |
23170 |
-280 |
0 |
10 |
+0 |
Total Volume and Open Interest |
49,682 |
209,693 |
+6,212 |
Nikkei 225 Mini(JPX) |
Mar20 |
191230 |
23840 |
23865 |
23620 |
23640 |
-190 |
141,902 |
365,709 |
+2,096 |
Jun20 |
191230 |
23650 |
23680 |
23430 |
23450 |
-190 |
1,355 |
5,573 |
-60 |
Sep20 |
191230 |
23605 |
23615 |
23380 |
23390 |
-190 |
76 |
833 |
-34 |
Total Volume and Open Interest |
156,019 |
503,871 |
+6,637 |
Nikkei 225(JPX) |
Mar20 |
191230 |
23840 |
23860 |
23620 |
23640 |
-190 |
9,146 |
245,932 |
+1,466 |
Jun20 |
191230 |
23650 |
23670 |
23440 |
23450 |
-190 |
47 |
16,515 |
+14 |
Sep20 |
191230 |
23430 |
23430 |
23390 |
23390 |
-190 |
0 |
2,268 |
+0 |
Total Volume and Open Interest |
9,194 |
337,233 |
+1,480 |
Nikkei 225(CME) Yen |
Mar20 |
191231 |
23410 |
23450 |
23290 |
23425 |
+20 |
20,163 |
60,355 |
+230 |
Jun20 |
191231 |
23235 |
23235 |
23135 |
23235 |
+20 |
0 |
1 |
+0 |
Sep20 |
191231 |
23100 |
23100 |
23100 |
23100 |
+20 |
|
|
|
Total Volume and Open Interest |
20,163 |
60,359 |
+230 |
Nikkei 225(CME) e-Mini Yen |
Dec19 |
191212 |
23780 |
23780 |
23780 |
23780 |
+330 |
0 |
5 |
+0 |
Mar20 |
191231 |
23430 |
23430 |
23430 |
23430 |
+20 |
1 |
0 |
-1 |
Jun20 |
191231 |
23240 |
23240 |
23240 |
23240 |
+20 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
CAC 40(EURONEXT) |
Jan20 |
191231 |
5974.5 |
5980.0 |
5949.0 |
5970.0 |
-4.0 |
48,197 |
315,863 |
-784 |
Feb20 |
191231 |
5965.5 |
5965.5 |
5965.5 |
5965.5 |
-4.0 |
0 |
1 |
+0 |
Mar20 |
191231 |
5947.0 |
5977.0 |
5944.0 |
5963.0 |
-4.0 |
281 |
14,985 |
+96 |
Total Volume and Open Interest |
48,478 |
397,857 |
-688 |
Hang Seng Index(HKFE) |
Dec19 |
191230 |
28219 |
28396 |
28180 |
28347 |
+128 |
102,922 |
76,654 |
-20,588 |
Jan20 |
191231 |
28408 |
28467 |
28198 |
28270 |
-156 |
74,499 |
103,282 |
+24,075 |
Feb20 |
191231 |
28345 |
28345 |
28191 |
28240 |
|
|
|
|
DAX(EUREX) |
Mar20 |
191230 |
13298.0 |
13310.5 |
13100.5 |
13246.5 |
-74.5 |
56,093 |
98,837 |
-9,695 |
Jun20 |
191230 |
13306.0 |
13319.0 |
13156.0 |
13263.5 |
-74.5 |
38 |
405 |
+4 |
Sep20 |
191230 |
13247.5 |
13247.5 |
13247.5 |
13247.5 |
-74.5 |
|
|
|
Total Volume and Open Interest |
56,131 |
99,242 |
-9,691 |
Mini-DAX(EUREX) |
Dec19 |
191220 |
13220.0 |
13318.0 |
13187.0 |
13292.5 |
+90.0 |
37,114 |
14,182 |
-771 |
Mar20 |
191230 |
13301.0 |
13311.0 |
13102.0 |
13246.5 |
-74.5 |
20,675 |
9,442 |
-1,813 |
Jun20 |
191230 |
13302.0 |
13302.0 |
13128.0 |
13263.5 |
-74.5 |
143 |
790 |
+134 |
Total Volume and Open Interest |
20,818 |
10,232 |
-1,679 |
DJ EuroSTOXX 50(EUREX) |
Dec19 |
191220 |
3742 |
3772 |
3734 |
3770 |
+37 |
1,494,558 |
2,218,462 |
-947,121 |
Mar20 |
191230 |
3766 |
3768 |
3721 |
3729 |
-41 |
490,596 |
3,405,297 |
-71,984 |
Jun20 |
191230 |
3675 |
3676 |
3640 |
3647 |
-41 |
1,949 |
42,787 |
+332 |
Total Volume and Open Interest |
492,545 |
3,532,406 |
-73,882 |
Swiss Market Index(EUREX) |
Dec19 |
191220 |
10588 |
10641 |
10588 |
10639 |
+63 |
84,096 |
93,170 |
-52,098 |
Mar20 |
191230 |
10621 |
10637 |
10487 |
10522 |
-105 |
22,207 |
180,555 |
-7,103 |
Jun20 |
191230 |
10405 |
10405 |
10322 |
10334 |
-104 |
37 |
6,975 |
+7 |
Total Volume and Open Interest |
22,244 |
187,530 |
-7,096 |
FT-SE 100(EURONEXT) |
Mar20 |
191231 |
7513.50 |
7520.00 |
7473.00 |
7499.00 |
-37.00 |
59,774 |
714,515 |
-1,037 |
Jun20 |
191231 |
7418.00 |
7418.00 |
7418.00 |
7418.00 |
-37.00 |
5 |
353 |
+5 |
Sep20 |
191231 |
7349.50 |
7349.50 |
7349.50 |
7349.50 |
-37.00 |
|
|
|
Total Volume and Open Interest |
59,779 |
714,868 |
-1,032 |
SPI 200(SFE) |
Mar20 |
191231 |
6737.0 |
6739.0 |
6600.0 |
6603.0 |
-138.0 |
19,844 |
351,287 |
-2,141 |
Jun20 |
191231 |
6580.0 |
6580.0 |
6580.0 |
6580.0 |
-138.0 |
1 |
5,104 |
+0 |
Sep20 |
191231 |
6494.0 |
6494.0 |
6494.0 |
6494.0 |
-138.0 |
|
|
|
Total Volume and Open Interest |
19,870 |
358,657 |
-2,134 |
FTSE MIB(ISE) |
Mar20 |
191231 |
0.00 |
0.00 |
0.00 |
0.00 |
-23410.00 |
14,486 |
127,934 |
+1,223 |
Jun20 |
191231 |
0.00 |
0.00 |
0.00 |
0.00 |
-22838.00 |
29 |
176 |
+17 |
Sep20 |
191231 |
0.00 |
0.00 |
0.00 |
0.00 |
-22688.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
14,515 |
128,113 |
+1,240 |
KOSPI 200(KFE) |
Mar20 |
191230 |
296.85 |
297.40 |
294.85 |
295.20 |
-1.45 |
137,680 |
329,735 |
+4,945 |
Jun20 |
191230 |
293.00 |
298.30 |
292.40 |
295.45 |
-1.45 |
258 |
12,270 |
+34 |
Sep20 |
191230 |
295.90 |
296.20 |
295.80 |
296.00 |
-0.20 |
0 |
122 |
+0 |
Total Volume and Open Interest |
137,938 |
379,658 |
+4,979 |
GSCI(CME) |
Jan20 |
191231 |
435.70 |
438.65 |
435.65 |
435.85 |
-3.85 |
39 |
9,450 |
+0 |
Feb20 |
191231 |
436.00 |
436.00 |
436.00 |
436.00 |
-3.85 |
|
|
|
Mar20 |
191231 |
438.20 |
438.20 |
438.20 |
438.20 |
-3.85 |
|
|
|
Total Volume and Open Interest |
39 |
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. |
|
|