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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon January 06, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan20 200106 929.25 936.50 929.00 932.75 +2.25 2,272 1,994 -839
Mar20 200106 940.00 948.00 938.25 944.75 +3.25 104,296 352,441 -6,614
May20 200106 953.25 961.25 952.25 958.25 +3.00 33,622 130,409 +2,369
Jul20 200106 966.25 973.25 965.00 970.50 +2.75 21,271 114,445 +3,101
Aug20 200106 970.25 976.75 969.00 974.50 +2.75 1,713 10,030 +87
Sep20 200106 968.50 973.75 967.00 971.75 +2.25 2,256 8,737 -103
Nov20 200106 970.00 975.75 968.75 974.00 +2.50 12,190 70,567 +607
Jan21 200106 975.50 979.50 973.75 978.50 +2.50 1,922 8,769 +692
Mar21 200106 968.75 972.50 967.00 972.25 +3.25 721 15,460 +74
May21 200106 967.25 971.50 966.25 971.25 +3.50 268 2,537 +1
Jul21 200106 971.00 975.00 971.00 974.75 +3.50 210 2,545 +26
Aug21 200106 971.75 971.75 971.75 971.75 +3.25 1 92 -1
Sep21 200106 960.50 960.50 960.50 960.50 +3.25 0 33 +0
Nov21 200106 951.75 957.75 951.75 954.50 +3.00 57 1,425 +6
Total Volume and Open Interest 180,799 719,494 -594
Soybean Meal(CBOT)
Jan20 200106 296.20 299.40 296.20 297.70 +1.60 4,103 2,459 -811
Mar20 200106 301.50 304.50 300.60 302.90 +1.70 58,930 222,007 +3,678
May20 200106 305.30 308.30 304.60 306.90 +1.70 23,500 92,983 +2,616
Jul20 200106 309.20 312.00 308.40 310.80 +1.70 10,592 58,436 +1,053
Aug20 200106 310.60 313.30 309.80 312.20 +1.80 1,740 10,915 +18
Sep20 200106 310.80 314.00 310.40 312.90 +1.80 1,218 10,022 +24
Oct20 200106 310.40 313.80 309.70 312.80 +2.20 1,282 7,837 +38
Dec20 200106 312.10 315.50 311.40 314.50 +2.40 4,785 25,985 +334
Jan21 200106 314.40 314.40 311.20 314.20 +2.60 153 2,202 +11
Mar21 200106 313.20 313.60 309.90 313.30 +2.70 212 4,172 +148
Total Volume and Open Interest 106,648 439,288 +7,162
Soybean Oil(CBOT)
Jan20 200106 34.65 34.72 34.24 34.24 -0.57 2,508 1,824 -463
Mar20 200106 34.92 35.18 34.48 34.52 -0.56 65,674 255,449 +608
May20 200106 35.25 35.46 34.79 34.83 -0.54 23,148 105,344 +2,431
Jul20 200106 35.54 35.75 35.10 35.15 -0.52 11,592 75,704 +1,426
Aug20 200106 35.58 35.79 35.18 35.21 -0.50 1,667 13,083 +53
Sep20 200106 35.82 35.82 35.26 35.30 -0.46 886 9,288 +150
Oct20 200106 35.61 35.87 35.32 35.37 -0.42 995 8,223 +65
Dec20 200106 35.82 36.05 35.48 35.57 -0.39 4,765 36,540 +1,199
Jan21 200106 35.68 35.73 35.67 35.73 -0.35 124 3,068 +45
Mar21 200106 35.70 35.76 35.63 35.69 -0.29 79 2,727 -28
Total Volume and Open Interest 111,500 512,922 +5,517
Canola(WCE)
Jan20 200106 468.7 468.7 468.7 468.7 -0.9 0 285 -25
Mar20 200106 478.1 479.7 475.8 477.2 -1.1 12,042 82,810 -904
May20 200106 485.1 488.6 484.8 486.2 -1.1 4,482 44,997 -273
Jul20 200106 492.2 494.1 490.5 491.8 -1.2 2,686 17,825 +602
Nov20 200106 494.7 497.0 494.0 494.9 -1.3 1,334 27,493 +585
Total Volume and Open Interest 20,607 175,442 +22
Corn(CBOT)
Mar20 200106 386.25 387.75 382.75 384.75 -1.75 125,931 739,243 -1,554
May20 200106 392.75 394.25 389.50 391.50 -1.50 24,560 209,357 +1,017
Jul20 200106 399.25 400.50 396.00 398.00 -1.25 24,073 248,269 -1,102
Sep20 200106 398.25 399.50 395.50 397.50 -0.75 14,345 94,324 +3,152
Dec20 200106 400.00 402.00 398.25 400.00 -0.75 17,282 170,587 +4,603
Mar21 200106 411.00 412.00 408.00 410.00 -1.00 3,212 11,376 +1,773
May21 200106 415.25 416.00 412.75 414.25 -0.75 592 1,962 +244
Jul21 200106 418.50 418.75 415.25 417.00 -1.00 321 4,788 +96
Sep21 200106 408.00 408.00 408.00 408.00 -0.75 0 866 +0
Dec21 200106 409.25 410.00 408.50 409.25 unch 380 8,558 +139
Total Volume and Open Interest 210,719 1,489,808 +8,391
Wheat(CBOT)
Mar20 200106 552.50 555.25 546.75 550.00 -4.50 44,180 213,021 -1,904
May20 200106 555.50 558.25 550.50 553.75 -4.00 15,881 61,777 +1,523
Jul20 200106 557.50 560.75 553.50 557.00 -3.50 16,363 89,109 +2,006
Sep20 200106 564.00 567.25 560.25 563.75 -3.50 10,950 28,017 +3,297
Dec20 200106 575.00 576.75 569.75 573.50 -3.00 4,734 24,329 +1,037
Mar21 200106 582.00 585.00 578.25 581.50 -3.25 622 6,808 +67
Total Volume and Open Interest 93,039 426,191 +6,094
Wheat(KCBT)
Mar20 200106 472.50 479.00 469.50 477.25 +2.25 28,124 136,043 -3,569
May20 200106 480.00 486.75 477.50 485.25 +2.50 9,831 51,512 -199
Jul20 200106 489.50 493.75 485.00 492.50 +2.25 6,845 46,143 +69
Sep20 200106 495.50 501.00 492.75 499.75 +1.75 2,806 13,011 +761
Dec20 200106 507.00 511.50 504.00 510.50 +1.75 888 15,952 +320
Mar21 200106 516.00 522.00 515.50 521.00 +1.50 72 1,684 +12
May21 200106 521.25 524.00 518.75 523.75 +1.50 11 234 -4
Total Volume and Open Interest 48,584 264,794 -2,609
Wheat(MGE)
Mar20 200106 547.00 550.50 543.25 548.00 +0.50 5,371 31,241 -358
May20 200106 556.00 560.00 554.00 557.50 +0.50 2,570 13,431 -346
Jul20 200106 564.25 567.50 561.50 565.00 +0.25 359 6,542 -52
Sep20 200106 572.25 575.75 570.25 573.00 -0.50 232 5,017 +69
Dec20 200106 585.50 588.75 585.50 585.50 -0.75 67 2,730 -50
Mar21 200106 595.50 600.00 595.00 597.50 -0.75 6 950 +2
Total Volume and Open Interest 8,605 59,919 -735
Oats(CBOT)
Mar20 200106 290.00 295.00 287.75 294.25 +3.50 391 4,092 -32
May20 200106 285.50 291.25 285.50 291.25 +3.25 7 384 +0
Jul20 200106 280.75 285.75 280.75 285.75 +2.50 0 116 +0
Sep20 200106 275.25 275.25 275.25 275.25 +0.25 0 61 +0
Total Volume and Open Interest 399 4,745 -31
Rough Rice(CBOT)
Jan20 200106 12.86 12.86 12.81 12.81 -0.18 1 31 -28
Mar20 200106 13.17 13.22 12.97 13.06 -0.16 625 10,380 +159
May20 200106 13.27 13.27 13.10 13.16 -0.15 33 268 +16
Jul20 200106 13.03 13.03 13.03 13.03 -0.15 7 64 +1
Total Volume and Open Interest 682 10,903 +162
Live Cattle(CME)
Feb20 200106 125.000 127.430 124.750 127.285 +2.555 32,902 151,245 -5,926
Apr20 200106 125.800 128.300 125.450 128.100 +2.420 20,813 94,541 +905
Jun20 200106 117.700 119.730 117.430 119.450 +1.770 12,127 84,532 +1,448
Aug20 200106 115.550 117.385 115.250 117.100 +1.550 4,989 30,585 +814
Oct20 200106 117.700 119.330 117.480 119.150 +1.400 1,886 10,228 +344
Dec20 200106 120.500 121.950 120.230 121.785 +1.335 789 3,943 +239
Total Volume and Open Interest 73,962 377,574 -2,068
Feeder Cattle(CME)
Jan20 200106 143.735 147.830 143.400 147.435 +4.085 1,598 7,719 -430
Mar20 200106 142.685 146.935 142.380 146.350 +3.665 4,299 22,562 +518
Apr20 200106 145.535 149.250 145.150 148.735 +3.200 2,009 8,687 +584
May20 200106 147.000 150.330 146.685 149.935 +2.900 1,400 6,542 +307
Aug20 200106 152.050 155.400 152.050 155.035 +2.585 731 4,711 +223
Sep20 200106 153.450 156.200 153.035 155.900 +2.450 109 744 +34
Oct20 200106 153.750 156.330 153.450 156.200 +2.465 33 420 +1
Total Volume and Open Interest 10,183 51,472 +1,236
Lean Hogs(CME)
Feb20 200106 68.950 69.230 67.550 68.635 +0.085 25,404 104,957 -1,850
Apr20 200106 75.400 75.650 74.080 74.950 -0.200 12,808 68,551 +1,223
May20 200106 81.000 81.600 80.550 81.450 +0.050 70 1,657 -17
Jun20 200106 87.100 87.535 85.980 86.930 -0.170 5,486 39,278 +92
Jul20 200106 87.230 87.830 86.330 87.350 +0.100 2,847 17,890 -74
Aug20 200106 86.450 87.150 85.650 86.700 +0.250 3,516 27,756 +413
Oct20 200106 74.680 75.450 74.000 75.150 +0.500 1,704 14,902 +116
Dec20 200106 69.385 69.800 68.750 69.550 +0.165 806 7,198 -43
Total Volume and Open Interest 52,828 284,359 -181
Class III Milk(CME)
Jan20 200106 16.95 17.00 16.90 16.97 +0.04 479 3,127 -90
Feb20 200106 17.02 17.10 16.94 17.01 -0.01 252 2,757 +41
Mar20 200106 17.20 17.26 17.18 17.24 -0.01 113 2,005 -17
Apr20 200106 17.20 17.25 17.19 17.20 -0.03 29 1,489 +1
May20 200106 17.23 17.23 17.21 17.21 unch 17 1,352 +13
Jun20 200106 17.35 17.35 17.31 17.31 -0.01 54 1,313 +17
Jul20 200106 17.48 17.48 17.44 17.44 -0.04 38 650 -23
Aug20 200106 17.56 17.56 17.56 17.56 unch 7 589 -1
Sep20 200106 17.61 17.61 17.60 17.60 -0.05 15 699 +6
Oct20 200106 17.58 17.58 17.55 17.55 -0.02 2 499 +0
Nov20 200106 17.52 17.52 17.52 17.52 +0.04 2 528 -1
Dec20 200106 17.26 17.26 17.26 17.26 unch 3 552 +1
Jan21 200106 16.77 16.77 16.77 16.77 unch 0 3 +0
Total Volume and Open Interest 1,011 15,564 -53
Cocoa(ICE)
Mar20 200106 2515 2518 2467 2484 -35 16,723 100,077 +98
May20 200106 2529 2530 2480 2497 -32 8,824 63,208 +928
Jul20 200106 2532 2537 2486 2506 -27 5,257 34,586 +1,245
Sep20 200106 2513 2522 2474 2492 -26 2,871 30,223 +693
Dec20 200106 2468 2480 2435 2451 -21 2,418 35,756 +1,246
Mar21 200106 2442 2445 2412 2423 -19 680 14,313 +30
May21 200106 2439 2439 2417 2417 -18 226 6,228 +154
Total Volume and Open Interest 37,012 286,266 +4,398
Coffee "C"(ICE)
Mar20 200106 126.25 126.55 121.55 122.15 -4.20 16,566 110,943 -955
May20 200106 128.50 128.80 123.85 124.50 -4.15 6,736 61,915 +682
Jul20 200106 130.45 130.95 126.00 126.65 -4.10 5,455 37,956 +378
Sep20 200106 132.70 132.90 128.05 128.65 -4.00 2,335 24,508 +442
Dec20 200106 135.10 135.35 130.60 131.20 -3.90 1,266 20,215 +420
Mar21 200106 137.45 137.75 133.00 133.60 -3.90 523 7,840 -22
Total Volume and Open Interest 33,540 281,573 +1,019
Orange Juice(ICE)
Jan20 200106 104.00 104.00 101.50 101.50 +5.90 0 190 +0
Mar20 200106 99.10 99.70 98.10 99.00 -0.40 429 14,058 +71
May20 200106 102.05 102.45 101.00 101.75 -0.45 90 1,597 +22
Jul20 200106 105.10 105.15 104.30 104.80 -0.50 71 664 +58
Sep20 200106 107.65 107.65 107.65 107.65 -0.50 4 287 -1
Nov20 200106 110.00 110.30 110.00 110.30 -0.50 4 214 -1
Total Volume and Open Interest 602 17,175 +149
Sugar #11(ICE)
Mar20 200106 13.37 13.76 13.37 13.73 +0.42 63,589 414,373 -10,629
May20 200106 13.46 13.81 13.45 13.79 +0.40 23,072 198,521 -3,652
Jul20 200106 13.59 13.87 13.55 13.86 +0.37 11,809 144,655 -1,840
Oct20 200106 13.80 14.06 13.78 14.06 +0.34 6,807 111,292 +1,322
Mar21 200106 14.34 14.53 14.31 14.52 +0.29 2,482 61,016 +805
May21 200106 14.21 14.38 14.21 14.37 +0.24 327 10,860 +4
Jul21 200106 14.16 14.26 14.14 14.25 +0.21 168 11,874 -17
Oct21 200106 14.24 14.25 14.17 14.25 +0.18 55 14,122 +3
Total Volume and Open Interest 108,333 977,470 -13,999
London Cocoa(LCE)
Mar20 200106 1827 1827 1780 1789 -40 9,680 84,985 +290
May20 200106 1796 1796 1763 1771 -25 5,717 55,691 +717
Jul20 200106 1780 1780 1752 1758 -23 1,369 41,237 -276
Sep20 200106 1763 1763 1739 1744 -20 826 37,482 -63
Dec20 200106 1700 1701 1687 1691 -15 918 50,191 +425
Mar21 200106 1685 1688 1671 1675 -15 348 26,574 -22
May21 200106 1677 1685 1672 1672 -15 185 6,568 -58
Total Volume and Open Interest 19,065 309,735 +1,003
London Sugar(LCE)
Mar20 200106 360.30 367.20 359.00 364.70 +7.50 6,403 39,503 -713
May20 200106 364.20 372.40 364.20 370.10 +7.40 4,424 21,972 +1,144
Aug20 200106 368.30 375.00 368.30 373.60 +7.20 819 10,128 -251
Oct20 200106 369.20 375.90 369.10 374.60 +7.00 311 4,145 +125
Dec20 200106 374.30 378.00 374.30 377.00 +6.70 11 2,536 -3
Total Volume and Open Interest 11,974 79,786 +306
Cotton(ICE)
Mar20 200106 69.29 70.10 69.29 70.04 +0.84 19,512 124,444 +1,111
May20 200106 70.48 71.16 70.45 71.09 +0.71 7,439 51,226 +932
Jul20 200106 71.59 71.88 71.25 71.84 +0.57 2,772 22,979 +796
Oct20 200106 71.79 71.79 71.79 71.79 +0.32 0 14 +0
Dec20 200106 71.35 71.60 71.03 71.58 +0.34 1,375 28,789 +180
Mar21 200106 71.78 72.02 71.43 71.98 +0.24 300 1,451 -24
Total Volume and Open Interest 31,440 229,873 +3,016
Lumber(CME)
Jan20 200106 405.0 405.0 396.9 397.0 -6.6 115 501 -60
Mar20 200106 428.1 429.1 419.9 420.5 -7.1 296 2,118 +62
May20 200106 419.7 419.8 413.2 413.3 -5.0 57 490 +25
Jul20 200106 412.0 412.0 408.1 408.1 -3.9 6 228 +4
Sep20 200106 399.1 399.1 399.1 399.1 -3.9 0 33 +0
Nov20 200106 395.9 395.9 395.9 395.9 -3.9 0 4 +0
Jan21 200106 394.4 394.4 394.4 394.4 -3.9      
Total Volume and Open Interest 474 3,374 +31
Crude Oil(NYM)
Feb20 200106 63.71 64.72 62.64 63.27 +0.22 885,861 388,479 -8,967
Mar20 200106 63.43 64.45 62.43 63.04 +0.22 236,060 287,912 +8,439
Apr20 200106 63.07 64.05 62.04 62.69 +0.21 114,484 129,121 +5,775
May20 200106 62.78 63.51 61.60 62.23 +0.21 68,864 128,243 +6,920
Jun20 200106 62.00 62.84 61.05 61.68 +0.22 141,676 221,711 +12,853
Jul20 200106 61.29 62.07 60.43 61.06 +0.23 35,289 77,346 -10
Aug20 200106 60.65 61.32 59.89 60.42 +0.24 25,250 59,806 +3,222
Sep20 200106 60.03 60.55 59.22 59.79 +0.24 48,789 97,428 +2,426
Oct20 200106 59.46 59.88 58.70 59.21 +0.23 12,976 63,397 +2,434
Nov20 200106 58.96 59.27 58.23 58.68 +0.22 10,923 51,500 +2,565
Dec20 200106 58.49 58.72 57.62 58.18 +0.21 116,734 243,164 +8,749
Jan21 200106 58.02 58.11 57.36 57.68 +0.20 10,056 46,955 +1,530
Feb21 200106 57.28 57.32 57.00 57.22 +0.20 6,029 27,247 +645
Mar21 200106 57.01 57.01 56.68 56.77 +0.19 11,535 33,326 +451
Apr21 200106 56.36 56.36 56.36 56.36 +0.19 2,323 14,802 +656
May21 200106 55.98 55.98 55.98 55.98 +0.18 1,519 12,246 +26
Total Volume and Open Interest 1,823,096 2,203,420 +50,607
e-miNY Crude Oil(NYM)
Feb20 200106 63.625 64.700 62.650 63.275 +0.225 31,247 2,528 -10
Mar20 200106 63.400 64.450 62.425 63.050 +0.225 1,593 957 +114
Apr20 200106 63.025 64.025 62.200 62.700 +0.225 149 170 +12
May20 200106 63.000 63.400 62.225 62.225 +0.200 6 126 +3
Jun20 200106 61.900 62.775 61.200 61.675 +0.225 38 90 +19
Jul20 200106 61.500 62.000 60.800 61.050 +0.225 34 21 -22
Aug20 200106 60.425 61.000 60.100 60.425 +0.250 7 40 +2
Sep20 200106 60.000 60.525 59.500 59.800 +0.250 1 32 +1
Oct20 200106 59.450 59.800 59.000 59.200 +0.225 4 6 -2
Nov20 200106 58.975 58.975 58.675 58.675 +0.225 4 4 +0
Total Volume and Open Interest 33,116 4,104 +118
NY Harbor ULSD(NYM)
Feb20 200106 207.55 210.32 201.93 203.39 -2.75 107,771 145,283 -2,946
Mar20 200106 207.37 210.10 201.95 203.51 -2.42 81,217 93,406 +190
Apr20 200106 206.36 208.65 201.11 202.66 -1.89 39,821 54,262 +3,531
May20 200106 204.28 207.21 200.08 201.63 -1.55 24,692 37,159 -123
Jun20 200106 203.48 205.77 199.08 200.62 -1.27 25,898 39,213 +2,377
Jul20 200106 202.72 204.98 198.60 200.09 -1.13 5,244 16,083 +881
Aug20 200106 203.25 204.23 198.10 199.62 -1.00 2,872 8,325 +337
Sep20 200106 202.47 203.62 197.76 199.28 -0.94 2,249 7,843 +600
Oct20 200106 200.25 200.45 198.27 198.95 -0.90 1,007 4,044 -10
Nov20 200106 201.00 201.00 197.32 198.64 -0.87 931 3,694 +101
Dec20 200106 201.44 201.84 196.82 198.30 -0.86 11,170 24,629 +1,071
Jan21 200106 199.40 201.00 196.88 197.95 -0.84 665 4,351 +116
Feb21 200106 196.41 198.34 196.28 197.00 -0.74 220 873 +111
Mar21 200106 195.36 196.14 195.36 195.36 -0.66 193 666 +70
Total Volume and Open Interest 304,851 448,738 +6,467
RBOB Gasoline(NYM)
Feb20 200106 175.56 179.43 173.53 175.44 +0.56 73,336 143,515 -5,196
Mar20 200106 176.79 180.47 174.60 176.52 +0.61 50,879 85,718 +3,161
Apr20 200106 195.07 198.24 192.35 194.32 +0.84 22,134 40,323 +1,938
May20 200106 195.10 198.07 192.74 194.44 +0.90 12,737 32,471 +1,336
Jun20 200106 194.00 196.64 191.51 193.13 +0.96 11,049 31,123 +647
Jul20 200106 191.46 193.61 189.94 190.88 +1.05 3,890 15,625 +96
Aug20 200106 188.28 189.19 187.12 188.00 +1.10 3,228 4,369 -387
Sep20 200106 185.00 188.33 183.19 184.43 +1.13 4,752 9,375 -391
Oct20 200106 170.81 171.30 170.20 170.40 +1.06 2,654 4,557 +3
Nov20 200106 167.09 167.16 165.72 166.16 +0.94 2,462 1,868 +502
Total Volume and Open Interest 193,629 390,057 +1,588
e-miNY RBOB Gasoline(NYM)
Feb20 200106 175.44 175.44 175.44 175.44 +0.56 0 1 +0
Mar20 200106 176.52 176.52 176.52 176.52 +0.61      
Apr20 200106 194.32 194.32 194.32 194.32 +0.84      
May20 200106 194.44 194.44 194.44 194.44 +0.90      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200106 2.112 2.173 2.099 2.135 +0.005 144,669 360,685 -4,267
Mar20 200106 2.095 2.155 2.083 2.134 +0.022 61,289 289,323 +6,480
Apr20 200106 2.100 2.154 2.088 2.135 +0.022 40,685 146,503 +1,214
May20 200106 2.140 2.190 2.132 2.176 +0.020 22,561 113,849 +1,919
Jun20 200106 2.210 2.248 2.195 2.234 +0.018 7,832 56,981 +695
Jul20 200106 2.264 2.305 2.254 2.293 +0.017 9,283 38,265 -1
Aug20 200106 2.295 2.323 2.287 2.310 +0.014 4,026 26,671 +206
Sep20 200106 2.282 2.318 2.278 2.303 +0.011 3,657 31,206 +638
Oct20 200106 2.320 2.353 2.314 2.335 +0.008 12,863 89,844 -61
Nov20 200106 2.406 2.439 2.406 2.421 +0.003 4,443 22,808 -52
Dec20 200106 2.598 2.626 2.594 2.608 -0.001 6,926 27,968 +2,286
Jan21 200106 2.707 2.736 2.705 2.719 +0.001 5,676 31,615 -903
Feb21 200106 2.677 2.687 2.658 2.671 -0.001 1,723 12,467 -290
Mar21 200106 2.545 2.568 2.539 2.551 -0.003 2,217 13,560 +517
Apr21 200106 2.306 2.311 2.285 2.296 -0.004 2,269 14,322 -403
May21 200106 2.280 2.287 2.263 2.271 -0.003 354 7,947 -65
Total Volume and Open Interest 332,639 1,328,203 +8,538
Brent Crude Oil(ICE)
Mar20 200106 69.35 70.74 68.21 68.91 +0.31 479,696 625,982 -21,116
Apr20 200106 68.34 69.80 67.40 68.07 +0.31 202,661 234,327 +1,359
May20 200106 67.64 68.96 66.66 67.32 +0.27 96,937 149,619 -4,662
Jun20 200106 66.96 68.16 65.96 66.61 +0.23 185,728 312,905 -17,282
Jul20 200106 66.24 67.30 65.22 65.86 +0.20 51,529 128,793 +4,474
Aug20 200106 65.60 66.44 64.62 65.20 +0.18 33,331 118,650 +373
Sep20 200106 65.04 65.81 64.02 64.63 +0.18 36,972 120,629 +335
Oct20 200106 64.49 64.91 63.51 64.06 +0.17 17,702 82,206 -2,692
Nov20 200106 63.92 64.39 62.99 63.53 +0.18 9,192 52,532 +1,805
Dec20 200106 63.47 63.83 62.43 63.00 +0.17 98,523 258,049 +6,002
Jan21 200106 62.54 62.54 62.54 62.54 +0.16 8,731 41,233 +1,687
Feb21 200106 62.11 62.11 62.11 62.11 +0.16 5,936 39,731 -34
Mar21 200106 61.74 61.74 61.74 61.74 +0.16 5,521 28,267 -303
Apr21 200106 61.40 61.40 61.40 61.40 +0.18 811 12,617 +34
Total Volume and Open Interest 1,276,010 2,576,653 -28,237
Gas Oil(ICE)
Jan20 200106 634.75 643.00 615.25 620.00 -5.50 60,664 105,451 -10,084
Feb20 200106 635.00 643.00 616.50 621.00 -4.50 115,126 201,212 +13,240
Mar20 200106 632.00 640.25 615.50 620.25 -2.75 80,880 141,730 +4,455
Apr20 200106 627.75 636.00 613.00 617.25 -1.75 39,374 81,478 +4,909
May20 200106 622.75 631.25 609.25 613.50 -0.75 26,346 71,169 -48
Jun20 200106 619.25 626.00 605.50 609.25 -0.25 50,262 104,136 +1,512
Jul20 200106 614.75 622.50 603.50 606.50 -0.25 11,212 28,515 +589
Aug20 200106 616.25 619.50 601.50 604.50 unch 7,233 21,976 -742
Sep20 200106 610.75 616.75 599.75 602.75 unch 6,662 25,288 +626
Oct20 200106 612.25 612.50 598.50 601.00 -0.25 3,196 19,074 -102
Total Volume and Open Interest 432,743 947,178 +17,592
Ethanol(CBOT)
Feb20 200106 1.368 1.368 1.359 1.360 -0.003 121 455 -13
Mar20 200106 1.379 1.383 1.379 1.379 -0.003 26 196 +14
Apr20 200106 1.397 1.401 1.397 1.401 -0.003      
May20 200106 1.401 1.401 1.401 1.401 -0.003 0 5 +0
Jun20 200106 1.401 1.401 1.401 1.401 -0.003      
Jul20 200106 1.401 1.401 1.401 1.401 -0.003      
Aug20 200106 1.401 1.401 1.401 1.401 -0.003      
Sep20 200106 1.401 1.401 1.401 1.401 -0.003      
Total Volume and Open Interest 176 708 -22
WTI Crude Oil(ICE)
Feb20 200106 63.66 64.73 62.66 63.27 +0.22 64,758 60,757 -5,284
Mar20 200106 63.42 64.45 62.43 63.04 +0.22 88,213 85,003 -748
Apr20 200106 63.07 64.00 62.07 62.69 +0.21 49,548 39,154 -1,353
May20 200106 62.58 63.45 61.61 62.23 +0.21 24,496 23,525 -722
Jun20 200106 62.00 62.70 61.06 61.68 +0.22 42,960 70,660 +2,001
Jul20 200106 61.26 61.44 60.56 61.06 +0.23 5,701 13,269 -209
Aug20 200106 60.58 60.73 60.08 60.42 +0.24 2,593 11,077 -131
Sep20 200106 60.16 60.20 59.30 59.79 +0.24 4,593 18,276 +652
Oct20 200106 59.29 59.30 58.89 59.21 +0.23 1,107 10,841 +160
Nov20 200106 59.01 59.01 58.50 58.68 +0.22 527 9,154 +82
Dec20 200106 58.15 58.69 57.72 58.18 +0.21 22,246 90,907 +2,909
Jan21 200106 57.68 57.68 57.68 57.68 +0.20 367 5,141 +163
Feb21 200106 57.22 57.22 57.22 57.22 +0.20 192 3,834 +131
Mar21 200106 56.77 56.77 56.77 56.77 +0.19 226 4,592 +46
Apr21 200106 56.36 56.36 56.36 56.36 +0.19 128 2,289 +28
May21 200106 55.98 55.98 55.98 55.98 +0.18 187 2,425 +11
Total Volume and Open Interest 321,784 575,382 +311
US Dollar Index(ICE)
Mar20 200106 96.565 96.585 96.230 96.350 -0.170 12,636 34,831 -455
Jun20 200106 96.205 96.205 95.915 95.995 -0.170 31 808 -1
Sep20 200106 95.655 95.655 95.655 95.655 -0.170 0 114 +0
Total Volume and Open Interest 12,667 35,753 -456
Australian Dollar(CME)
Mar20 200106 69.49 69.70 69.37 69.46 -0.24 103,832 155,109 +191
Jun20 200106 69.60 69.83 69.54 69.61 -0.24 152 347 -4
Sep20 200106 69.75 69.75 69.72 69.75 -0.23 1 30 +1
Total Volume and Open Interest 107,488 159,785 -1,429
British Pound(CME)
Mar20 200106 130.89 132.01 130.88 131.88 +0.84 82,163 193,769 +905
Jun20 200106 131.26 132.31 131.22 132.19 +0.83 136 1,062 -30
Sep20 200106 132.49 132.50 131.63 132.49 +0.84 0 28 +0
Total Volume and Open Interest 84,477 203,314 +193
Canadian Dollar(CME)
Mar20 200106 77.00 77.18 76.99 77.15 +0.17 75,859 173,919 +1,040
Jun20 200106 77.07 77.17 77.01 77.15 +0.17 65 3,313 +9
Sep20 200106 77.09 77.16 77.02 77.14 +0.17 9 614 +6
Dec20 200106 77.05 77.28 77.04 77.12 +0.17 5 1,012 +4
Total Volume and Open Interest 78,103 182,546 +1,306
Japanese Yen(CME)
Mar20 200106 93.12 93.15 92.52 92.56 -0.38 167,778 160,056 -5,206
Jun20 200106 93.57 93.61 93.01 93.03 -0.38 92 305 +2
Sep20 200106 93.49 93.98 93.49 93.49 -0.38 0 4 +0
Total Volume and Open Interest 170,184 163,244 -5,831
Swiss Franc(CME)
Mar20 200106 103.44 103.85 103.42 103.73 +0.32 33,575 50,870 -4,366
Jun20 200106 104.43 104.49 104.40 104.40 +0.33 0 63 +0
Sep20 200106 105.05 105.07 105.05 105.05 +0.33 0 2 +0
Total Volume and Open Interest 33,575 50,935 -4,366
EuroFX(CME)
Mar20 200106 112.09 112.55 112.06 112.41 +0.24 169,558 541,895 -4,132
Jun20 200106 112.79 113.17 112.70 113.04 +0.24 373 2,519 -87
Sep20 200106 113.66 113.76 113.35 113.66 +0.25 33 743 +6
Total Volume and Open Interest 171,069 551,151 -4,434
Mexican Peso(CME)
Jan20 200106 527.88 531.00 527.63 529.75 +1.88 1 451 -1
Feb20 200106 526.63 528.38 524.75 527.25 +2.00 0 13 +0
Total Volume and Open Interest 41,727 281,144 +3,914
Brazilian Real(CME)
Feb20 200106 246.50 246.80 245.15 246.25 -0.30 3,605 31,348 -265
Mar20 200106 245.70 246.50 245.05 245.95 -0.35 236 3,345 +27
Apr20 200106 245.50 245.50 245.15 245.50 -0.35 1 11 +1
May20 200106 245.10 245.10 245.10 245.10 -0.35      
Total Volume and Open Interest 3,842 34,704 -237
30-Year T-Bonds(CBOT)
Mar20 200106 158~180 158~250 157~220 157~270 -0~140 358,331 1,016,551 +3,893
Jun20 200106 157~200 157~280 156~250 156~290 -0~140 9 28 +5
Sep20 200106 156~050 156~050 155~250 155~250 -0~140      
Total Volume and Open Interest 358,340 1,016,579 +3,898
10-Year T-Notes(CBOT)
Mar20 200106 129~160 129~210 129~050 129~080 -0~045 1,817,748 3,664,618 +20,616
Jun20 200106 129~115 129~140 128~310 129~015 -0~045 5,088 26,870 +4,452
Sep20 200106 128~200 128~200 128~200 128~200 -0~045      
Total Volume and Open Interest 1,822,836 3,691,488 +25,068
5-Year T-Notes(CBOT)
Mar20 200106 119~032 119~066 118~286 118~306 -0~032 868,998 4,226,985 -43,893
Jun20 200106 119~102 119~134 119~056 119~076 -0~022 611 614 +603
Sep20 200106 119~076 119~076 119~076 119~076 -0~022      
Total Volume and Open Interest 869,609 4,227,599 -43,290
2 Year T-Notes(CBOT)
Mar20 200106 107~270 107~280 107~246 107~254 -0~011 605,191 3,531,342 -44,768
Jun20 200106 108~000 108~000 107~294 107~294 -0~012 150 2,925 +150
Sep20 200106 107~294 107~294 107~294 107~294 -0~012      
Total Volume and Open Interest 605,341 3,534,267 -44,618
Eurodollars(CME)
Mar20 200106 98.285 98.290 98.270 98.275 +0.005 392,017 1,543,861 -39,380
Jun20 200106 98.365 98.375 98.345 98.355 +0.005 273,465 1,271,423 -20,976
Sep20 200106 98.445 98.455 98.420 98.430 +0.005 249,816 1,091,849 -25,589
Dec20 200106 98.470 98.485 98.445 98.455 unch 223,739 1,149,753 +9,838
Mar21 200106 98.545 98.560 98.510 98.525 unch 224,422 873,026 -1,833
Jun21 200106 98.550 98.570 98.515 98.535 unch 154,644 917,284 -11,274
Sep21 200106 98.545 98.570 98.515 98.535 unch 169,712 731,816 -1,565
Dec21 200106 98.515 98.535 98.475 98.500 +0.005 138,242 622,798 +11,735
Mar22 200106 98.515 98.535 98.480 98.500 +0.005 92,776 438,072 -6,894
Jun22 200106 98.490 98.515 98.455 98.480 +0.005 72,966 306,050 +221
Sep22 200106 98.465 98.495 98.430 98.460 +0.010 67,707 250,406 -256
Dec22 200106 98.425 98.450 98.395 98.420 +0.010 71,136 235,116 +3,042
Mar23 200106 98.410 98.440 98.385 98.410 +0.015 43,013 271,963 +3,071
Jun23 200106 98.380 98.415 98.360 98.385 +0.015 37,425 121,417 -1,772
Sep23 200106 98.355 98.395 98.335 98.360 +0.015 30,091 127,525 -2,383
Dec23 200106 98.325 98.360 98.305 98.330 +0.015 41,570 99,885 -4,300
Mar24 200106 98.300 98.345 98.285 98.310 +0.015 17,319 88,814 +462
Jun24 200106 98.265 98.315 98.260 98.280 +0.020 18,602 45,983 +1,270
Total Volume and Open Interest 2,483,343 10,866,197 -74,847
Ultra T-Bond(CBOT)
Mar20 200106 186~15 186~27 184~17 184~26 -1~03 139,643 1,241,553 -4,536
Jun20 200106 184~11 184~11 184~11 184~11 -1~03      
Sep20 200106 184~11 184~11 184~11 184~11 -1~03      
Total Volume and Open Interest 139,643 1,241,553 -4,536
Ultra 10-Yr T-Note(CBOT)
Mar20 200106 142~125 142~180 141~280 141~315 -0~070 213,120 920,703 -1,653
Jun20 200106 141~315 141~315 141~315 141~315 -0~070      
Sep20 200106 141~315 141~315 141~315 141~315 -0~070      
Total Volume and Open Interest 213,120 920,703 -1,653
30 Day Federal Funds(CBOT)
Jan20 200106 98.450 98.452 98.448 98.448 unch 60,025 436,103 -3,529
Feb20 200106 98.430 98.440 98.425 98.430 +0.005 152,692 383,130 +34,246
Mar20 200106 98.440 98.450 98.430 98.435 unch 48,959 128,152 +45
Apr20 200106 98.450 98.470 98.450 98.450 unch 111,333 234,297 +8,518
May20 200106 98.485 98.495 98.470 98.475 +0.005 56,249 160,405 -3,101
Jun20 200106 98.520 98.520 98.495 98.500 +0.005 12,970 39,105 -679
Total Volume and Open Interest 529,687 1,719,454 +36,906
Japanese Govt Bonds(SGX)
Mar20 200106 152.25 152.62 152.25 152.32 +0.15 119 13,003 +6
Jun20 200106 152.32 152.32 152.32 152.32 +0.15      
Sep20 200106 152.32 152.32 152.32 152.32 +0.15      
Total Volume and Open Interest 119 13,003 +6
Euro-Buxl(EUREX)
Mar20 200106 203.60 203.98 202.46 203.02 +0.14 53,224 244,245 +2,750
Jun20 200106 201.44 201.44 201.44 201.44 +0.14 204 900 +200
Sep20 200106 202.02 202.02 202.02 202.02 +0.14      
Total Volume and Open Interest 53,428 245,145 +2,950
Euro-Bund(EUREX)
Mar20 200106 172.45 172.60 172.07 172.24 +0.12 528,221 1,534,645 +3,882
Jun20 200106 169.70 169.70 169.48 169.50 +0.12 1,050 1,771 +1,020
Sep20 200106 172.14 172.14 172.14 172.14 +0.12 1 2 +1
Total Volume and Open Interest 529,272 1,536,418 +4,903
Euro-Bobl(EUREX)
Mar20 200106 134.34 134.34 134.16 134.21 +0.03 329,235 1,169,997 +24,193
Jun20 200106 134.37 134.37 134.37 134.37 +0.22      
Sep20 200106 134.10 134.10 134.10 134.10 +0.03 0 324 +0
Total Volume and Open Interest 329,235 1,170,321 +24,193
Euro-Schatz(EUREX)
Mar20 200106 112.00 112.00 111.97 111.98 +0.01 275,462 1,468,754 +16,444
Jun20 200106 111.94 111.94 111.94 111.94 +0.01 0 4 +0
Sep20 200106 111.98 111.98 111.98 111.98 +0.01      
Total Volume and Open Interest 275,462 1,468,758 +16,444
3-Mth Euribor(EUREX)
Mar20 200106 100.395 100.395 100.395 100.395 +0.005 0 1,551 +0
Jun20 200106 100.400 100.400 100.400 100.400 +0.005 0 553 +0
Sep20 200106 100.400 100.400 100.400 100.400 +0.005 0 557 +0
Total Volume and Open Interest 0 4,774 +0
Long Gilt(LIFFE)
Mar20 200106 132~20 132~20 131~25 131~30 -0~09 150,928 657,728 -3,609
Jun20 200106 131~06 131~06 131~06 131~06 -0~09      
Total Volume and Open Interest 150,928 657,728 -3,609
3-Mth Short Sterling(LIFFE)
Mar20 200106 99.26 99.26 99.24 99.24 -0.02 38,036 606,374 -7,159
Jun20 200106 99.30 99.31 99.27 99.28 -0.02 42,518 639,760 -7,376
Sep20 200106 99.34 99.34 99.29 99.31 -0.02 33,612 513,322 +1,313
Dec20 200106 99.32 99.33 99.29 99.29 -0.03 41,938 610,288 -917
Mar21 200106 99.35 99.36 99.30 99.31 -0.03 42,440 323,855 -1,562
Jun21 200106 99.32 99.34 99.29 99.29 -0.02 41,756 244,664 +2,734
Total Volume and Open Interest 564,825 3,796,320 -18,807
3-Mth Euribor(LIFFE)
Mar20 200106 100.390 100.395 100.390 100.395 +0.005 64,212 426,889 -5,219
Jun20 200106 100.395 100.400 100.390 100.395 +0.005 36,080 402,318 +1,241
Sep20 200106 100.395 100.400 100.390 100.395 +0.005 48,080 500,648 +1,824
Total Volume and Open Interest 787,713 3,788,247 -9,166
3-Mth Aus T-Bills(SFE)
Mar20 200106 99.15 99.18 99.15 99.17 +0.02 27,966 184,533 +1,731
Jun20 200106 99.20 99.24 99.20 99.23 +0.03 24,026 217,986 +5,330
Sep20 200106 99.25 99.28 99.24 99.28 +0.03 22,910 234,441 -2,349
Dec20 200106 99.22 99.27 99.22 99.26 +0.03 12,433 176,967 +839
Mar21 200106 99.21 99.25 99.20 99.24 +0.03 6,937 120,364 +2,134
Jun21 200106 99.17 99.22 99.17 99.21 +0.03 11,127 85,249 +4,508
Sep21 200106 99.15 99.20 99.15 99.19 +0.04 4,882 47,969 +2,122
Dec21 200106 99.11 99.17 99.11 99.16 +0.04 2,902 32,418 +1,674
Mar22 200106 99.13 99.15 99.13 99.15 +0.05 56 1,928 -15
Jun22 200106 99.11 99.11 99.11 99.11 +0.04 0 1,353 +0
Total Volume and Open Interest 113,339 1,103,972 +16,074
10-Year Aus T-Bonds(SFE)
Mar20 200106 98.73 98.80 98.72 98.78 +0.05 152,783 1,233,134 -2,004
Jun20 200106 98.78 98.78 98.78 98.78 +0.05      
Total Volume and Open Interest 152,783 1,233,134 -2,004
3-Year Aus T-Bonds(SFE)
Mar20 200106 99.18 99.23 99.18 99.22 +0.04 162,403 1,104,633 +20,202
Jun20 200106 99.22 99.22 99.22 99.22 +0.04 0 10 +0
Total Volume and Open Interest 162,403 1,104,643 +20,202
Gold(CMX)
Feb20 200106 1562.7 1590.9 1562.3 1568.8 +16.4 436,740 549,446 +3,060
Apr20 200106 1572.2 1595.7 1568.9 1575.1 +16.4 19,715 136,912 +2,787
Jun20 200106 1577.9 1600.0 1575.0 1580.9 +16.4 4,481 62,721 +597
Aug20 200106 1598.2 1598.2 1580.8 1586.4 +16.5 2,059 20,456 +535
Oct20 200106 1592.5 1601.0 1591.4 1591.4 +16.5 1,065 7,228 -90
Dec20 200106 1590.2 1615.3 1590.0 1596.1 +16.5 5,117 14,949 +1,685
Feb21 200106 1601.1 1612.0 1597.7 1600.9 +16.7 1,556 2,062 +1,324
Apr21 200106 1608.2 1612.4 1600.3 1605.2 +16.9 409 433 +396
Jun21 200106 1609.1 1609.1 1609.1 1609.1 +16.9 1 1,707 +0
Aug21 200106 1613.3 1613.3 1613.3 1613.3 +16.9 0 1 +0
Oct21 200106 1617.2 1617.2 1617.2 1617.2 +16.9      
Dec21 200106 1611.0 1634.7 1611.0 1621.2 +16.9 5 829 -3
Total Volume and Open Interest 471,524 797,110 +10,361
Silver(CMX)
Mar20 200106 1817.0 1855.0 1804.5 1817.9 +2.8 110,022 183,181 +1,496
May20 200106 1824.5 1864.0 1814.0 1826.7 +2.7 2,596 22,230 +491
Jul20 200106 1835.0 1870.0 1822.0 1834.6 +2.7 1,415 18,007 +243
Sep20 200106 1845.5 1873.5 1829.5 1842.0 +2.8 1,321 4,569 +41
Dec20 200106 1864.0 1885.0 1845.5 1852.1 +2.9 904 5,043 +239
Mar21 200106 1860.8 1860.8 1860.8 1860.8 +2.9 0 10 +0
May21 200106 1866.2 1866.2 1866.2 1866.2 +2.9 0 23 +0
Total Volume and Open Interest 116,532 233,728 +2,473
Platinum(NYMEX)
Jan20 200106 985.8 985.8 960.0 960.4 -24.1 32 112 -18
Apr20 200106 991.0 999.0 960.6 966.2 -24.1 16,984 98,711 +29
Jul20 200106 999.5 1004.8 966.9 972.3 -23.9 176 2,568 +100
Oct20 200106 1006.0 1006.0 977.9 978.2 -23.8 6 267 +2
Total Volume and Open Interest 17,236 101,716 +119
Palladium(NYMEX)
Mar20 200106 1958.40 1998.70 1955.80 1989.60 +33.90 3,638 21,209 +254
Jun20 200106 1955.30 1991.60 1955.30 1983.60 +33.70 107 2,378 +12
Sep20 200106 1981.00 1981.00 1974.10 1976.90 +33.80 0 346 +0
Total Volume and Open Interest 3,745 23,999 +266
Copper(CMX)
Mar20 200106 276.50 279.55 276.45 279.00 +0.30 74,747 159,527 -2,499
May20 200106 278.00 280.40 277.45 279.90 +0.30 6,353 46,814 +151
Jul20 200106 280.40 280.75 278.10 280.50 +0.25 2,743 28,305 -19
Sep20 200106 280.85 281.20 278.65 280.85 +0.15 1,303 12,161 +40
Dec20 200106 281.60 281.60 279.20 281.40 +0.10 245 5,575 +6
Total Volume and Open Interest 86,082 265,198 -2,389
E-mini DJIA Index(CBOT)
Mar20 200106 28494 28700 28351 28642 +40 245,778 100,249 -5,552
Jun20 200106 28481 28663 28329 28612 +40 160 98 -18
Sep20 200106 28558 28558 28373 28558 +32 0 2 +0
Dec20 200106 28388 28515 28388 28515 +31      
Total Volume and Open Interest 245,938 100,349 -5,570
S & P 500(CME)
Mar20 200106 3217.50 3249.00 3209.50 3243.50 +8.00 1,901 24,809 +865
Jun20 200106 3243.50 3243.50 3243.50 3243.50 +8.25 0 126 +0
Sep20 200106 3243.25 3243.25 3243.25 3243.25 +8.50      
Dec20 200106 3244.75 3244.75 3244.75 3244.75 +7.25      
Total Volume and Open Interest 1,901 25,009 +865
S & P 500 E-Mini(CME)
Mar20 200106 3220.25 3249.50 3208.75 3243.50 +8.00 1,755,057 2,699,160 -41,636
Jun20 200106 3222.00 3249.25 3208.75 3243.50 +8.25 3,188 15,481 +1,834
Sep20 200106 3222.50 3248.00 3209.25 3243.25 +8.50 36 186 +4
Dec20 200106 3244.75 3244.75 3234.00 3244.75 +7.25 8 2,228 +3
Total Volume and Open Interest 1,758,289 2,717,061 -39,795
NASDAQ 100 E-Mini(CME)
Mar20 200106 8772.25 8873.00 8723.00 8847.50 +37.50 599,887 215,390 -2,341
Jun20 200106 8772.50 8889.00 8742.50 8865.50 +37.25 577 749 +13
Sep20 200106 8888.00 8895.50 8767.00 8888.00 +37.25 0 9 +0
Total Volume and Open Interest 600,464 216,148 -2,328
S&P Midcap 400(CME) e-Mini
Mar20 200106 2046.40 2056.90 2037.00 2055.10 -1.40 17,655 77,964 -379
Jun20 200106 2061.00 2061.00 2046.30 2061.00 -3.30 0 57 +0
Sep20 200106 2065.00 2065.00 2065.00 2065.00 -3.30      
Total Volume and Open Interest 17,655 78,021 -379
Volatility Index(CBOE)
Jan20 200106 15.60 16.15 14.73 14.88 -0.15 131,586 141,910 -2,589
Feb20 200106 17.00 17.30 16.60 16.68 -0.05 87,722 152,877 +6,152
Mar20 200106 17.05 17.33 16.76 16.88 unch 34,152 54,147 +3,458
Apr20 200106 17.45 17.70 17.20 17.28 -0.05 14,147 31,124 +217
Total Volume and Open Interest 282,468 428,617 +10,088
S & P 600(CME)
Mar20 200106 1020.00 1020.00 1020.00 1020.00 -1.40      
Jun20 200106 1020.70 1020.70 1020.70 1020.70 -1.40      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200106 1653.20 1667.90 1646.60 1663.00 +1.20 176,771 486,479 +2,598
Jun20 200106 1654.60 1668.30 1649.20 1664.70 +1.10 5 426 +2
Sep20 200106 1667.00 1667.00 1667.00 1667.00 +0.80      
Total Volume and Open Interest 176,776 486,905 +2,600
Nikkei 225(CME)
Mar20 200106 23215 23365 23055 23345 +30 10,253 20,797 -912
Jun20 200106 23065 23220 22960 23220 +60 1 10 +0
Total Volume and Open Interest 10,254 20,807 -912
Nikkei 225(SGX)
Mar20 200106 23350 23385 23080 23110 -230 32,464 171,309 +684
Jun20 200106 22945 22945 22945 22945 -255 165 1,578 +22
Sep20 200106 22885 22885 22885 22885 -250 0 10 +0
Total Volume and Open Interest 32,647 207,060 +719
Nikkei 225 Mini(JPX)
Mar20 200106 23640 23665 23095 23100 -540 553,194 359,471 +5,469
Jun20 200106 23450 23480 22910 22910 -540 6,286 5,933 +593
Sep20 200106 23395 23425 22850 22850 -540 103 835 +0
Total Volume and Open Interest 597,345 500,550 +4,268
Nikkei 225(JPX)
Mar20 200106 23640 23660 23100 23100 -540 39,705 243,544 -1,852
Jun20 200106 23450 23470 22910 22910 -540 180 16,694 +29
Sep20 200106 23300 23300 22850 22850 -540 7 2,272 +4
Total Volume and Open Interest 39,906 335,127 -1,909
Nikkei 225(CME) Yen
Mar20 200106 23180 23340 23025 23315 +25 46,289 60,387 +1,104
Jun20 200106 23130 23130 22865 23130 +35 2 2 +0
Sep20 200106 23060 23060 23060 23060 +90      
Total Volume and Open Interest 46,291 60,392 +1,104
Nikkei 225(CME) e-Mini Yen
Mar20 200106 23320 23320 23120 23320 +30      
Jun20 200106 23130 23130 23130 23130 +30      
Sep20 200106 23060 23060 23060 23060 +90      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jan20 200106 5991.5 6025.5 5952.5 6011.5 -24.5 77,711 324,579 -2,008
Feb20 200106 5993.5 6008.5 5951.0 6007.5 -24.0 27 23 +10
Mar20 200106 5987.0 6012.0 5948.5 6005.0 -24.0 84 15,062 +42
Total Volume and Open Interest 77,823 406,673 -1,955
Hang Seng Index(HKFE)
Jan20 200106 28430 28535 28077 28183 -260 178,088 107,942 -212
Feb20 200106 28397 28490 28060 28158 -264 801 552 -17
Mar20 200106 28400 28516 28065 28176 -259 630 11,286 +206
Total Volume and Open Interest 179,754 123,702 +147
DAX(EUREX)
Mar20 200106 13114.0 13158.5 12939.0 13114.0 -79.5 138,933 123,753 +6,554
Jun20 200106 13149.0 13172.0 12980.0 13132.0 -80.0 162 691 +60
Sep20 200106 13117.0 13117.0 13117.0 13117.0 -80.0 16 14 +14
Total Volume and Open Interest 139,111 124,458 +6,628
Mini-DAX(EUREX)
Mar20 200106 13124.0 13156.0 12939.0 13114.0 -79.5 57,663 14,483 +1,665
Jun20 200106 13114.0 13172.0 12958.0 13132.0 -80.0 77 1,019 -1
Sep20 200106 13117.0 13117.0 13117.0 13117.0 -80.0 0 2 +0
Total Volume and Open Interest 57,740 15,504 +1,664
DJ EuroSTOXX 50(EUREX)
Mar20 200106 3736 3748 3697 3739 -15 863,617 3,481,641 -73,087
Jun20 200106 3649 3666 3617 3657 -15 180 42,942 +150
Sep20 200106 3643 3643 3643 3643 -15 1 1 +1
Total Volume and Open Interest 863,798 3,608,906 -72,936
Swiss Market Index(EUREX)
Mar20 200106 10548 10594 10451 10570 -22 48,256 182,408 +3,505
Jun20 200106 10384 10384 10384 10384 -23 201 9,223 +149
Sep20 200106 10350 10350 10350 10350 -24 41 44 +41
Total Volume and Open Interest 48,498 191,675 +3,695
FT-SE 100(EURONEXT)
Mar20 200106 7515.00 7536.50 7463.00 7505.00 -44.50 84,638 710,626 -298
Jun20 200106 7429.00 7429.00 7407.00 7424.50 -44.50 0 353 +0
Sep20 200106 7356.50 7356.50 7356.50 7356.50 -43.50 0 1 +0
Total Volume and Open Interest 84,638 710,983 -298
SPI 200(SFE)
Mar20 200106 6655.0 6683.0 6600.0 6673.0 +13.0 53,345 358,578 -10,338
Jun20 200106 6602.0 6651.0 6602.0 6651.0 +13.0 26 5,128 +24
Sep20 200106 6565.0 6565.0 6565.0 6565.0 +13.0      
Total Volume and Open Interest 53,388 366,071 -10,307
FTSE MIB(ISE)
Mar20 200106 23485.00 23520.00 23155.00 23476.00 -120.00 24,190 130,868 +2,700
Jun20 200106 22905.00 22920.00 22610.00 22901.00 -120.00 46 264 +16
Sep20 200106 22741.00 22741.00 22741.00 22741.00 -123.00 0 20 -17
Total Volume and Open Interest 24,236 131,152 +2,699
KOSPI 200(KFE)
Mar20 200106 291.15 291.75 288.35 289.00 -2.50 333,165 321,077 -3,791
Jun20 200106 291.25 291.60 288.65 289.50 -2.20 1,186 12,610 +20
Sep20 200106 289.65 289.65 289.65 289.65 -3.90 1 123 +1
Total Volume and Open Interest 335,839 370,883 -4,088
GSCI(CME)
Jan20 200106 445.90 446.40 442.65 444.85 +0.80 124 9,431 +0
Feb20 200106 445.00 445.00 445.00 445.00 +0.80      
Mar20 200106 447.20 447.20 447.20 447.20 +0.80      
Total Volume and Open Interest 124 9,431 +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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