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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue January 07, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan20 200107 933.50 935.00 928.75 935.00 +2.25 1,524 1,268 -726
Mar20 200107 944.75 947.50 937.75 944.00 -0.75 86,233 349,915 -2,526
May20 200107 958.00 961.00 951.25 957.25 -1.00 30,252 131,362 +953
Jul20 200107 970.00 973.25 964.00 969.50 -1.00 17,052 114,472 +27
Aug20 200107 974.25 977.00 968.00 973.25 -1.25 1,004 9,939 -91
Sep20 200107 972.00 974.25 966.00 971.00 -0.75 1,045 8,831 +94
Nov20 200107 973.50 976.50 968.50 973.50 -0.50 9,491 71,338 +771
Jan21 200107 978.00 980.75 973.25 978.50 unch 1,744 9,125 +356
Mar21 200107 972.25 974.25 967.00 972.25 unch 1,587 15,956 +496
May21 200107 971.75 973.25 966.50 971.75 +0.50 301 2,596 +59
Jul21 200107 974.50 976.25 970.50 975.50 +0.75 344 2,677 +132
Aug21 200107 972.50 972.50 972.50 972.50 +0.75 0 92 +0
Sep21 200107 961.25 961.25 961.25 961.25 +0.75 0 33 +0
Nov21 200107 955.00 957.25 953.50 957.00 +2.50 34 1,429 +4
Total Volume and Open Interest 150,611 719,043 -451
Soybean Meal(CBOT)
Jan20 200107 297.80 297.80 295.70 296.40 -1.30 1,723 1,711 -748
Mar20 200107 302.80 304.00 300.40 301.30 -1.60 43,101 220,840 -1,167
May20 200107 306.90 308.00 304.40 305.50 -1.40 16,792 93,365 +382
Jul20 200107 310.80 311.90 308.50 309.90 -0.90 6,763 58,479 +43
Aug20 200107 312.70 313.30 310.10 311.30 -0.90 1,182 10,937 +22
Sep20 200107 313.40 313.80 310.80 311.90 -1.00 629 9,969 -53
Oct20 200107 312.70 313.40 310.60 311.80 -1.00 894 8,027 +190
Dec20 200107 314.50 315.20 312.40 313.70 -0.80 2,170 26,151 +166
Jan21 200107 314.50 314.80 312.40 313.50 -0.70 160 2,198 -4
Mar21 200107 313.30 313.70 311.10 312.60 -0.70 1,345 5,319 +1,147
Total Volume and Open Interest 74,904 439,292 +4
Soybean Oil(CBOT)
Jan20 200107 34.28 34.46 34.20 34.46 +0.22 1,664 1,301 -523
Mar20 200107 34.52 34.78 34.44 34.74 +0.22 56,572 254,336 -1,113
May20 200107 34.83 35.08 34.76 35.04 +0.21 20,631 106,904 +1,560
Jul20 200107 35.18 35.39 35.07 35.36 +0.21 12,287 75,946 +242
Aug20 200107 35.28 35.45 35.14 35.42 +0.21 2,017 13,794 +711
Sep20 200107 35.38 35.54 35.25 35.51 +0.21 641 9,293 +5
Oct20 200107 35.43 35.59 35.31 35.57 +0.20 1,003 8,203 -20
Dec20 200107 35.58 35.79 35.48 35.76 +0.19 4,158 37,576 +1,036
Jan21 200107 35.91 35.91 35.67 35.88 +0.15 499 3,500 +432
Mar21 200107 35.70 35.89 35.64 35.85 +0.16 203 2,792 +65
Total Volume and Open Interest 99,720 515,336 +2,414
Canola(WCE)
Jan20 200107 471.2 471.2 471.2 471.2 +2.5 0 180 -105
Mar20 200107 477.2 480.5 475.7 479.7 +2.5 11,927 79,919 -2,891
May20 200107 486.2 489.2 486.0 488.6 +2.4 6,088 46,588 +1,591
Jul20 200107 491.8 494.4 491.8 493.8 +2.0 2,849 18,762 +937
Nov20 200107 494.6 497.5 494.6 496.5 +1.6 1,158 28,372 +879
Total Volume and Open Interest 22,025 175,856 +414
Corn(CBOT)
Mar20 200107 385.00 385.75 383.50 384.50 -0.25 112,130 737,047 -2,196
May20 200107 391.50 392.25 389.75 391.50 unch 18,128 209,548 +191
Jul20 200107 397.75 398.25 396.00 397.75 -0.25 15,094 246,763 -1,506
Sep20 200107 397.25 397.50 395.50 397.25 -0.25 4,464 95,406 +1,082
Dec20 200107 399.50 400.25 398.00 400.00 unch 9,213 172,153 +1,566
Mar21 200107 409.25 410.00 408.25 410.00 unch 686 11,521 +145
May21 200107 413.75 414.50 412.50 414.50 +0.25 174 2,015 +53
Jul21 200107 416.25 417.25 416.00 417.25 +0.25 184 4,841 +53
Sep21 200107 407.50 408.25 407.50 408.25 +0.25 8 873 +7
Dec21 200107 408.75 409.50 407.75 408.75 -0.50 112 8,570 +12
Total Volume and Open Interest 160,197 1,489,217 -591
Wheat(CBOT)
Mar20 200107 549.50 551.00 545.50 550.25 +0.25 47,904 214,312 +1,291
May20 200107 553.50 554.25 549.25 553.25 -0.50 14,122 63,225 +1,448
Jul20 200107 556.25 557.50 552.50 556.25 -0.75 12,499 89,571 +462
Sep20 200107 563.00 564.00 559.50 563.00 -0.75 5,583 28,917 +900
Dec20 200107 573.00 574.00 569.75 573.00 -0.50 3,150 24,752 +423
Mar21 200107 582.00 582.00 578.00 581.00 -0.50 473 6,836 +28
Total Volume and Open Interest 83,800 430,753 +4,562
Wheat(KCBT)
Mar20 200107 476.00 477.00 470.50 475.00 -2.25 24,230 134,480 -1,563
May20 200107 483.75 484.50 478.50 483.00 -2.25 6,415 51,777 +265
Jul20 200107 490.50 492.00 486.00 490.75 -1.75 5,453 46,935 +792
Sep20 200107 498.25 498.75 494.00 498.75 -1.00 2,073 12,752 -259
Dec20 200107 508.00 509.75 505.00 509.75 -0.75 872 16,010 +58
Mar21 200107 516.50 520.50 516.00 520.50 -0.50 18 1,683 -1
May21 200107 519.50 523.50 519.50 523.50 -0.25 1 234 +0
Total Volume and Open Interest 39,064 264,087 -707
Wheat(MGE)
Mar20 200107 546.50 547.50 543.25 546.75 -1.25 4,460 30,912 -329
May20 200107 556.50 557.00 553.00 556.00 -1.50 2,023 13,821 +390
Jul20 200107 564.50 564.50 560.50 563.50 -1.50 278 6,554 +12
Sep20 200107 570.00 571.75 569.00 571.75 -1.25 26 5,014 -3
Dec20 200107 583.00 583.50 581.00 583.50 -2.00 31 2,731 +1
Mar21 200107 592.75 596.25 592.75 596.25 -1.25 6 950 +0
Total Volume and Open Interest 6,824 59,990 +71
Oats(CBOT)
Mar20 200107 295.00 295.00 290.00 293.25 -1.00 147 4,068 -24
May20 200107 289.00 290.25 288.25 289.75 -1.50 5 381 -3
Jul20 200107 285.00 285.00 285.00 285.00 -0.75 1 116 +0
Sep20 200107 273.50 273.50 273.50 273.50 -1.75 0 61 +0
Total Volume and Open Interest 153 4,718 -27
Rough Rice(CBOT)
Jan20 200107 12.82 12.84 12.82 12.84 +0.02 2 30 -1
Mar20 200107 13.05 13.07 12.85 13.06 +0.01 535 10,449 +69
May20 200107 13.12 13.16 13.00 13.16 unch 10 268 +0
Jul20 200107 13.03 13.03 13.03 13.03 unch 0 64 +0
Total Volume and Open Interest 547 10,971 +68
Live Cattle(CME)
Feb20 200107 127.000 127.250 125.785 126.535 -0.750 33,907 148,038 -3,207
Apr20 200107 127.900 128.130 126.600 127.385 -0.715 23,860 98,403 +3,862
Jun20 200107 119.300 119.535 118.150 118.980 -0.470 16,238 86,763 +2,231
Aug20 200107 116.900 117.135 115.750 116.480 -0.620 7,569 31,715 +1,130
Oct20 200107 119.000 119.050 117.800 118.535 -0.615 2,497 10,967 +739
Dec20 200107 121.635 121.680 120.430 121.150 -0.635 992 4,297 +354
Total Volume and Open Interest 85,292 382,716 +5,142
Feeder Cattle(CME)
Jan20 200107 147.000 147.285 145.250 145.900 -1.535 5,673 6,503 -1,216
Mar20 200107 146.450 146.735 144.050 145.130 -1.220 9,129 22,656 +94
Apr20 200107 148.750 149.080 146.785 147.800 -0.935 3,672 8,642 -45
May20 200107 149.750 150.250 148.250 149.200 -0.735 2,837 7,070 +528
Aug20 200107 154.750 155.380 153.500 154.580 -0.455 1,521 5,031 +320
Sep20 200107 155.750 156.100 154.380 155.500 -0.400 509 898 +154
Oct20 200107 155.735 156.000 154.500 155.700 -0.500 84 467 +47
Total Volume and Open Interest 23,430 51,354 -118
Lean Hogs(CME)
Feb20 200107 68.635 69.350 68.035 69.230 +0.595 20,018 104,227 -730
Apr20 200107 74.950 75.950 74.730 75.750 +0.800 12,107 70,629 +2,078
May20 200107 81.950 82.135 81.180 82.135 +0.685 30 1,658 +1
Jun20 200107 86.900 87.800 86.680 87.600 +0.670 5,495 39,403 +125
Jul20 200107 87.480 88.230 87.230 88.035 +0.685 1,606 18,050 +160
Aug20 200107 86.800 87.350 86.480 87.250 +0.550 1,835 27,904 +148
Oct20 200107 75.150 75.500 74.730 75.480 +0.330 1,885 15,336 +434
Dec20 200107 69.535 69.730 69.100 69.700 +0.150 867 7,316 +118
Total Volume and Open Interest 44,329 286,826 +2,467
Class III Milk(CME)
Jan20 200107 17.02 17.14 16.99 17.10 +0.13 299 3,056 -71
Feb20 200107 17.08 17.29 17.06 17.19 +0.18 284 2,775 +18
Mar20 200107 17.24 17.45 17.24 17.41 +0.17 85 2,047 +42
Apr20 200107 17.23 17.40 17.23 17.34 +0.14 51 1,520 +31
May20 200107 17.23 17.35 17.23 17.30 +0.09 9 1,360 +8
Jun20 200107 17.33 17.42 17.33 17.39 +0.08 8 1,316 +3
Jul20 200107 17.48 17.55 17.48 17.53 +0.09 7 655 +5
Aug20 200107 17.56 17.62 17.56 17.62 +0.06 3 591 +2
Sep20 200107 17.60 17.66 17.59 17.66 +0.06 16 708 +9
Oct20 200107 17.57 17.62 17.57 17.62 +0.07 11 507 +8
Nov20 200107 17.54 17.60 17.54 17.59 +0.07 20 528 +0
Dec20 200107 17.32 17.36 17.32 17.36 +0.10 0 552 +0
Jan21 200107 16.80 16.80 16.80 16.80 +0.03 0 3 +0
Total Volume and Open Interest 793 15,619 +55
Cocoa(ICE)
Mar20 200107 2490 2549 2477 2533 +49 15,577 98,548 -1,529
May20 200107 2503 2554 2491 2541 +44 10,652 62,739 -469
Jul20 200107 2508 2559 2499 2548 +42 6,892 36,398 +1,812
Sep20 200107 2493 2544 2488 2534 +42 2,709 30,870 +647
Dec20 200107 2451 2500 2448 2492 +41 1,454 35,842 +86
Mar21 200107 2448 2468 2444 2460 +37 473 14,223 -90
May21 200107 2444 2454 2444 2450 +33 10 6,227 -1
Total Volume and Open Interest 37,771 286,722 +456
Coffee "C"(ICE)
Mar20 200107 122.60 123.40 119.85 122.40 +0.25 24,428 111,176 +233
May20 200107 125.10 125.70 122.20 124.70 +0.20 10,738 62,182 +267
Jul20 200107 127.05 127.90 124.40 126.95 +0.30 6,761 38,303 +347
Sep20 200107 129.05 129.85 126.40 128.90 +0.25 4,510 25,758 +1,250
Dec20 200107 131.95 132.45 129.00 131.50 +0.30 2,239 20,447 +232
Mar21 200107 134.10 134.35 131.55 133.90 +0.30 683 7,673 -167
Total Volume and Open Interest 49,827 283,688 +2,115
Orange Juice(ICE)
Jan20 200107 101.55 101.65 101.55 101.65 +0.15 34 174 -16
Mar20 200107 99.25 100.40 98.45 99.65 +0.65 816 14,297 +239
May20 200107 102.05 103.00 101.40 102.45 +0.70 152 1,638 +41
Jul20 200107 104.40 105.95 104.40 105.50 +0.70 98 737 +73
Sep20 200107 107.40 108.50 107.40 108.50 +0.85 0 287 +0
Nov20 200107 110.10 111.15 110.10 111.15 +0.85 1 214 +0
Total Volume and Open Interest 1,102 17,512 +337
Sugar #11(ICE)
Mar20 200107 13.75 13.79 13.55 13.59 -0.14 101,231 409,042 -5,331
May20 200107 13.77 13.83 13.63 13.67 -0.12 38,002 202,758 +4,237
Jul20 200107 13.86 13.89 13.70 13.76 -0.10 23,763 146,228 +1,573
Oct20 200107 14.03 14.08 13.89 13.96 -0.10 14,807 111,975 +683
Mar21 200107 14.48 14.50 14.36 14.42 -0.10 6,362 63,836 +2,820
May21 200107 14.32 14.35 14.23 14.27 -0.10 1,291 11,295 +435
Jul21 200107 14.02 14.19 14.02 14.13 -0.12 1,097 12,184 +310
Oct21 200107 14.18 14.18 14.07 14.11 -0.14 1,057 14,869 +747
Total Volume and Open Interest 187,976 983,221 +5,751
London Cocoa(LCE)
Mar20 200107 1788 1831 1783 1823 +34 10,294 83,081 -1,904
May20 200107 1769 1806 1766 1800 +29 6,290 55,618 -73
Jul20 200107 1755 1791 1753 1786 +28 2,830 40,967 -270
Sep20 200107 1742 1777 1742 1770 +26 1,673 37,509 +27
Dec20 200107 1698 1725 1698 1715 +24 801 50,279 +88
Mar21 200107 1684 1707 1684 1692 +17 402 26,623 +49
May21 200107 1699 1703 1682 1684 +12 66 6,540 -28
Total Volume and Open Interest 22,356 307,624 -2,111
London Sugar(LCE)
Mar20 200107 364.40 365.00 362.10 363.10 -1.60 11,032 39,254 -249
May20 200107 370.00 370.20 367.00 368.30 -1.80 5,604 23,549 +1,577
Aug20 200107 373.80 373.80 369.40 371.10 -2.50 1,376 10,318 +190
Oct20 200107 374.20 374.40 370.60 372.00 -2.60 320 4,158 +13
Dec20 200107 373.70 374.90 373.30 374.90 -2.10 22 2,540 +4
Total Volume and Open Interest 18,365 81,332 +1,546
Cotton(ICE)
Mar20 200107 70.07 70.25 69.46 69.83 -0.21 21,680 126,009 +1,565
May20 200107 71.09 71.25 70.63 70.97 -0.12 7,501 51,571 +345
Jul20 200107 71.84 71.97 71.42 71.84 unch 3,022 23,846 +867
Oct20 200107 72.58 72.58 72.27 72.27 +0.48 1 14 +0
Dec20 200107 71.57 71.69 71.15 71.57 -0.01 1,966 29,166 +377
Mar21 200107 71.83 72.12 71.81 72.12 +0.14 212 1,575 +124
Total Volume and Open Interest 34,472 233,178 +3,305
Lumber(CME)
Jan20 200107 393.2 400.0 393.0 395.4 -1.6 195 370 -131
Mar20 200107 416.5 424.8 416.5 418.3 -2.2 374 2,185 +67
May20 200107 409.8 418.8 409.8 411.8 -1.5 67 505 +15
Jul20 200107 408.0 409.7 407.6 407.6 -0.5 9 232 +4
Sep20 200107 398.6 398.6 398.6 398.6 -0.5 2 33 +0
Nov20 200107 395.4 395.4 395.4 395.4 -0.5 0 4 +0
Jan21 200107 393.9 393.9 393.9 393.9 -0.5      
Total Volume and Open Interest 647 3,329 -45
Crude Oil(NYM)
Feb20 200107 62.91 63.15 62.11 62.70 -0.57 724,236 368,505 -19,974
Mar20 200107 62.67 62.92 61.96 62.51 -0.53 176,990 295,414 +7,502
Apr20 200107 62.35 62.57 61.67 62.21 -0.48 85,355 134,451 +5,330
May20 200107 61.92 62.08 61.26 61.81 -0.42 47,268 129,466 +1,223
Jun20 200107 61.25 61.60 60.77 61.32 -0.36 97,786 226,029 +4,318
Jul20 200107 60.77 60.99 60.20 60.76 -0.30 25,622 78,287 +941
Aug20 200107 59.95 60.39 59.60 60.18 -0.24 12,724 60,848 +1,042
Sep20 200107 59.54 59.74 59.00 59.61 -0.18 22,177 98,351 +923
Oct20 200107 58.80 59.24 58.55 59.04 -0.17 6,607 63,865 +468
Nov20 200107 58.36 58.67 58.16 58.55 -0.13 9,551 54,244 +2,744
Dec20 200107 57.87 58.25 57.43 58.07 -0.11 74,287 248,697 +5,533
Jan21 200107 57.22 57.76 57.13 57.59 -0.09 7,265 46,347 -608
Feb21 200107 57.25 57.25 57.00 57.15 -0.07 4,338 27,921 +674
Mar21 200107 56.74 56.74 56.63 56.74 -0.03 7,705 33,363 +37
Apr21 200107 56.36 56.36 56.33 56.36 unch 2,208 15,254 +452
May21 200107 56.01 56.01 55.97 56.01 +0.03 2,878 13,185 +939
Total Volume and Open Interest 1,365,487 2,219,387 +15,967
e-miNY Crude Oil(NYM)
Feb20 200107 62.900 63.150 62.100 62.700 -0.575 21,040 2,805 +277
Mar20 200107 62.750 62.900 61.975 62.500 -0.550 1,275 1,092 +135
Apr20 200107 62.400 62.500 61.700 62.200 -0.500 72 173 +3
May20 200107 61.975 61.975 61.550 61.800 -0.425 4 126 +0
Jun20 200107 61.350 61.500 60.800 61.325 -0.350 20 95 +5
Jul20 200107 60.675 60.750 60.400 60.750 -0.300 6 24 +3
Aug20 200107 60.175 60.175 60.175 60.175 -0.250 0 40 +0
Sep20 200107 59.600 59.600 59.175 59.600 -0.200 3 33 +1
Oct20 200107 59.050 59.050 59.050 59.050 -0.150 3 8 +2
Nov20 200107 58.550 58.550 58.150 58.550 -0.125 2 4 +0
Total Volume and Open Interest 22,440 4,532 +428
NY Harbor ULSD(NYM)
Feb20 200107 202.74 203.92 200.65 203.24 -0.15 100,378 143,133 -2,150
Mar20 200107 202.78 203.99 200.91 203.24 -0.27 90,108 94,768 +1,362
Apr20 200107 201.90 203.06 200.03 202.33 -0.33 56,717 56,093 +1,831
May20 200107 200.78 202.02 199.03 201.29 -0.34 34,002 35,418 -1,741
Jun20 200107 199.83 200.94 198.22 200.29 -0.33 31,218 39,108 -105
Jul20 200107 198.51 200.39 197.71 199.73 -0.36 7,057 16,402 +319
Aug20 200107 197.90 199.88 197.25 199.21 -0.41 4,036 8,490 +165
Sep20 200107 199.28 199.54 196.95 198.84 -0.44 3,491 7,969 +126
Oct20 200107 198.12 198.69 197.50 198.49 -0.46 1,313 4,099 +55
Nov20 200107 198.34 198.34 196.90 198.16 -0.48 874 3,802 +108
Dec20 200107 197.55 198.49 195.96 197.78 -0.52 8,028 25,630 +1,001
Jan21 200107 196.79 197.78 196.17 197.42 -0.53 823 4,252 -99
Feb21 200107 196.00 196.53 195.99 196.53 -0.47 544 853 -20
Mar21 200107 194.95 194.95 194.95 194.95 -0.41 266 724 +58
Total Volume and Open Interest 339,551 449,874 +1,136
RBOB Gasoline(NYM)
Feb20 200107 174.71 175.15 170.57 172.22 -3.22 57,283 139,948 -3,567
Mar20 200107 175.90 176.19 171.68 173.33 -3.19 37,562 87,774 +2,056
Apr20 200107 193.63 193.95 190.44 191.46 -2.86 21,857 42,725 +2,402
May20 200107 193.61 193.90 190.73 191.67 -2.77 10,952 32,541 +70
Jun20 200107 192.60 192.76 189.57 190.50 -2.63 9,304 31,210 +87
Jul20 200107 189.90 190.30 187.74 188.40 -2.48 3,502 15,732 +107
Aug20 200107 186.70 187.06 184.83 185.66 -2.34 2,137 4,484 +115
Sep20 200107 182.77 183.44 181.71 182.20 -2.23 2,730 9,643 +268
Oct20 200107 169.01 169.01 168.00 168.32 -2.08 1,540 4,564 +7
Nov20 200107 165.96 165.96 163.57 164.25 -1.91 1,635 1,804 -64
Total Volume and Open Interest 150,959 391,619 +1,562
e-miNY RBOB Gasoline(NYM)
Feb20 200107 172.22 172.22 172.22 172.22 -3.22 0 1 +0
Mar20 200107 173.33 173.33 173.33 173.33 -3.19      
Apr20 200107 191.46 191.46 191.46 191.46 -2.86      
May20 200107 191.67 191.67 191.67 191.67 -2.77      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200107 2.149 2.178 2.102 2.162 +0.027 154,678 360,658 -27
Mar20 200107 2.144 2.166 2.103 2.153 +0.019 79,905 286,681 -2,642
Apr20 200107 2.145 2.161 2.109 2.146 +0.011 39,388 145,992 -511
May20 200107 2.186 2.195 2.148 2.183 +0.007 27,946 114,163 +314
Jun20 200107 2.242 2.249 2.205 2.239 +0.005 10,807 58,169 +1,188
Jul20 200107 2.297 2.305 2.262 2.294 +0.001 10,214 39,850 +1,585
Aug20 200107 2.307 2.321 2.278 2.310 unch 5,496 27,210 +539
Sep20 200107 2.296 2.315 2.271 2.304 +0.001 3,990 31,545 +339
Oct20 200107 2.339 2.349 2.305 2.337 +0.002 14,342 90,128 +284
Nov20 200107 2.423 2.432 2.390 2.422 +0.001 1,501 22,950 +142
Dec20 200107 2.603 2.618 2.579 2.607 -0.001 1,450 27,702 -266
Jan21 200107 2.715 2.729 2.690 2.718 -0.001 3,091 31,854 +239
Feb21 200107 2.659 2.679 2.644 2.672 +0.001 1,062 12,286 -181
Mar21 200107 2.523 2.558 2.523 2.553 +0.002 1,775 14,054 +494
Apr21 200107 2.289 2.301 2.270 2.295 -0.001 1,868 15,096 +774
May21 200107 2.262 2.272 2.250 2.270 -0.001 356 7,850 -97
Total Volume and Open Interest 359,885 1,330,074 +1,871
Brent Crude Oil(ICE)
Mar20 200107 68.63 68.75 67.65 68.27 -0.64 341,137 607,377 -18,605
Apr20 200107 67.77 67.94 66.95 67.57 -0.50 152,513 247,532 +13,205
May20 200107 67.06 67.24 66.30 66.87 -0.45 87,780 153,186 +3,567
Jun20 200107 66.32 66.57 65.64 66.19 -0.42 129,507 308,305 -4,600
Jul20 200107 65.61 65.84 64.92 65.48 -0.38 31,870 129,298 +505
Aug20 200107 64.92 65.21 64.30 64.86 -0.34 25,257 118,931 +281
Sep20 200107 64.41 64.66 63.77 64.33 -0.30 24,497 122,541 +1,912
Oct20 200107 63.87 64.11 63.29 63.79 -0.27 9,240 82,916 +710
Nov20 200107 62.80 63.58 62.79 63.30 -0.23 8,380 52,625 +93
Dec20 200107 62.77 63.10 62.18 62.81 -0.19 68,340 253,869 -4,180
Jan21 200107 61.88 62.50 61.80 62.39 -0.15 2,681 40,827 -406
Feb21 200107 62.00 62.00 62.00 62.00 -0.11 2,007 39,786 +55
Mar21 200107 61.66 61.66 61.66 61.66 -0.08 4,004 28,632 +365
Apr21 200107 61.35 61.35 61.35 61.35 -0.05 672 12,752 +135
Total Volume and Open Interest 935,996 2,573,732 -2,921
Gas Oil(ICE)
Jan20 200107 616.75 621.50 611.75 616.75 -3.25 69,490 83,536 -21,915
Feb20 200107 617.25 622.50 612.75 618.50 -2.50 143,044 199,009 -2,203
Mar20 200107 617.00 621.75 612.25 618.00 -2.25 107,116 147,177 +5,447
Apr20 200107 614.50 619.00 609.75 615.25 -2.00 56,273 86,578 +5,100
May20 200107 611.00 615.50 606.25 611.75 -1.75 24,091 71,881 +712
Jun20 200107 607.25 611.75 602.50 608.00 -1.25 35,842 107,292 +3,156
Jul20 200107 602.00 608.00 601.00 605.25 -1.25 5,572 28,971 +456
Aug20 200107 603.00 606.25 600.00 603.00 -1.50 4,059 22,216 +240
Sep20 200107 601.75 604.25 597.25 601.25 -1.50 3,465 24,675 -613
Oct20 200107 599.00 602.50 597.25 599.50 -1.50 2,154 19,134 +60
Total Volume and Open Interest 470,764 938,038 -9,140
Ethanol(CBOT)
Feb20 200107 1.352 1.355 1.346 1.353 -0.007 40 451 -4
Mar20 200107 1.367 1.376 1.367 1.372 -0.007 0 196 +0
Apr20 200107 1.394 1.394 1.394 1.394 -0.007 23 23 +23
May20 200107 1.400 1.400 1.400 1.400 -0.001 0 5 +0
Jun20 200107 1.400 1.400 1.400 1.400 -0.001      
Jul20 200107 1.400 1.400 1.400 1.400 -0.001      
Aug20 200107 1.400 1.400 1.400 1.400 -0.001      
Sep20 200107 1.400 1.400 1.400 1.400 -0.001      
Total Volume and Open Interest 63 675 -33
WTI Crude Oil(ICE)
Feb20 200107 63.04 63.15 62.13 62.70 -0.57 41,498 54,643 -6,114
Mar20 200107 62.78 62.91 61.97 62.51 -0.53 63,296 88,707 +3,704
Apr20 200107 62.48 62.55 61.68 62.21 -0.48 38,514 40,041 +887
May20 200107 62.01 62.06 61.30 61.81 -0.42 23,314 24,994 +1,469
Jun20 200107 61.44 61.56 60.77 61.32 -0.36 30,289 70,198 -462
Jul20 200107 60.46 60.98 60.32 60.76 -0.30 5,358 13,432 +163
Aug20 200107 60.15 60.24 59.68 60.18 -0.24 2,202 10,762 -315
Sep20 200107 59.55 59.66 59.07 59.61 -0.18 4,415 18,680 +404
Oct20 200107 59.10 59.10 58.68 59.04 -0.17 961 10,854 +13
Nov20 200107 58.50 58.73 58.38 58.55 -0.13 742 9,513 +359
Dec20 200107 57.82 58.23 57.56 58.07 -0.11 15,797 91,585 +678
Jan21 200107 57.59 57.59 57.59 57.59 -0.09 525 5,533 +392
Feb21 200107 57.15 57.15 57.15 57.15 -0.07 36 3,848 +14
Mar21 200107 56.74 56.74 56.74 56.74 -0.03 331 4,598 +6
Apr21 200107 56.36 56.36 56.36 56.36 unch 6 2,289 +0
May21 200107 56.01 56.01 56.01 56.01 +0.03 275 2,700 +275
Total Volume and Open Interest 235,327 579,129 +3,747
US Dollar Index(ICE)
Mar20 200107 96.370 96.795 96.310 96.702 +0.353 10,956 35,337 +506
Jun20 200107 96.010 96.420 96.010 96.348 +0.353 24 809 +1
Sep20 200107 96.007 96.007 96.007 96.007 +0.353 0 114 +0
Total Volume and Open Interest 10,980 36,260 +507
Australian Dollar(CME)
Mar20 200107 69.52 69.52 68.71 68.80 -0.66 94,758 152,458 -2,651
Jun20 200107 69.63 69.65 68.87 68.95 -0.66 237 352 +5
Sep20 200107 69.09 69.09 69.05 69.09 -0.66 0 30 +0
Total Volume and Open Interest 96,642 157,914 -1,871
British Pound(CME)
Mar20 200107 131.98 132.38 131.20 131.46 -0.42 72,218 194,288 +519
Jun20 200107 132.26 132.67 131.54 131.78 -0.41 69 1,061 -1
Sep20 200107 132.07 132.91 132.00 132.07 -0.42 0 28 +0
Total Volume and Open Interest 74,429 203,353 +39
Canadian Dollar(CME)
Mar20 200107 77.14 77.19 76.76 76.90 -0.25 54,162 179,878 +5,959
Jun20 200107 77.16 77.19 76.77 76.91 -0.24 50 3,325 +12
Sep20 200107 76.90 77.16 76.79 76.90 -0.24 19 603 -11
Dec20 200107 76.95 76.95 76.83 76.88 -0.24 24 1,032 +20
Total Volume and Open Interest 56,543 189,836 +7,290
Japanese Yen(CME)
Mar20 200107 92.64 92.71 92.40 92.48 -0.08 127,911 159,400 -656
Jun20 200107 93.02 93.18 92.89 92.95 -0.08 28 309 +4
Sep20 200107 93.41 93.56 93.41 93.41 -0.08 0 4 +0
Total Volume and Open Interest 128,474 162,367 -877
Swiss Franc(CME)
Mar20 200107 103.81 103.82 103.26 103.50 -0.23 24,819 50,680 -190
Jun20 200107 104.34 104.46 103.97 104.16 -0.24 1 64 +1
Sep20 200107 104.81 104.81 104.74 104.81 -0.24 0 2 +0
Total Volume and Open Interest 24,820 50,746 -189
EuroFX(CME)
Mar20 200107 112.46 112.47 111.81 111.93 -0.48 140,402 546,912 +5,017
Jun20 200107 113.00 113.09 112.45 112.56 -0.48 125 2,532 +13
Sep20 200107 113.14 113.22 113.12 113.17 -0.49 98 743 +0
Total Volume and Open Interest 141,205 556,170 +5,019
Mexican Peso(CME)
Jan20 200107 530.25 530.75 528.25 529.25 -0.50 2 449 -2
Feb20 200107 526.63 528.25 525.63 526.75 -0.50 1 12 -1
Total Volume and Open Interest 38,572 282,292 +1,148
Brazilian Real(CME)
Feb20 200107 246.50 246.50 244.10 245.90 -0.35 6,220 31,523 +175
Mar20 200107 245.40 246.00 243.80 245.60 -0.35 32 3,340 -5
Apr20 200107 244.10 245.20 243.65 245.20 -0.30 0 11 +0
May20 200107 244.80 244.80 243.95 244.80 -0.30      
Total Volume and Open Interest 6,252 34,874 +170
30-Year T-Bonds(CBOT)
Mar20 200107 157~240 158~030 157~110 157~130 -0~140 278,848 1,011,416 -5,135
Jun20 200107 156~290 157~030 156~150 156~150 -0~140 112 68 +40
Sep20 200107 155~110 155~110 155~110 155~110 -0~140 1 1 +1
Total Volume and Open Interest 278,961 1,011,485 -5,094
10-Year T-Notes(CBOT)
Mar20 200107 129~075 129~125 129~045 129~050 -0~030 1,666,524 3,695,162 +30,544
Jun20 200107 128~315 129~060 128~305 128~305 -0~030 1,831 28,417 +1,547
Sep20 200107 128~170 128~170 128~170 128~170 -0~030      
Total Volume and Open Interest 1,668,355 3,723,579 +32,091
5-Year T-Notes(CBOT)
Mar20 200107 118~304 119~014 118~290 118~294 -0~012 859,162 4,208,692 -18,293
Jun20 200107 119~066 119~106 119~066 119~066 -0~010 9,578 8,315 +7,701
Sep20 200107 119~066 119~066 119~066 119~066 -0~010      
Total Volume and Open Interest 868,740 4,217,007 -10,592
2 Year T-Notes(CBOT)
Mar20 200107 107~254 107~265 107~247 107~253 -0~001 621,997 3,518,702 -12,640
Jun20 200107 107~294 107~294 107~292 107~293 -0~001 374 3,284 +359
Sep20 200107 107~293 107~293 107~293 107~293 -0~001      
Total Volume and Open Interest 622,371 3,521,986 -12,281
Eurodollars(CME)
Mar20 200107 98.280 98.290 98.275 98.280 +0.005 191,549 1,537,882 -5,979
Jun20 200107 98.355 98.370 98.350 98.355 unch 207,716 1,277,696 +6,273
Sep20 200107 98.430 98.450 98.425 98.430 unch 190,322 1,089,749 -2,100
Dec20 200107 98.455 98.475 98.450 98.455 unch 178,465 1,174,795 +25,042
Mar21 200107 98.530 98.545 98.515 98.520 -0.005 184,591 888,444 +15,418
Jun21 200107 98.535 98.550 98.520 98.520 -0.015 123,751 923,194 +5,910
Sep21 200107 98.535 98.550 98.515 98.520 -0.015 118,194 729,421 -2,395
Dec21 200107 98.495 98.515 98.475 98.480 -0.020 99,556 625,686 +2,888
Mar22 200107 98.500 98.520 98.475 98.480 -0.020 78,339 437,890 -182
Jun22 200107 98.480 98.500 98.455 98.460 -0.020 57,911 304,619 -1,431
Sep22 200107 98.460 98.475 98.435 98.440 -0.020 53,343 252,046 +1,640
Dec22 200107 98.420 98.435 98.395 98.400 -0.020 57,706 232,859 -2,257
Mar23 200107 98.405 98.425 98.385 98.390 -0.020 37,879 271,996 +33
Jun23 200107 98.385 98.400 98.360 98.365 -0.020 33,353 121,513 +96
Sep23 200107 98.365 98.380 98.340 98.345 -0.015 35,736 124,478 -3,047
Dec23 200107 98.325 98.345 98.305 98.315 -0.015 31,600 96,632 -3,253
Mar24 200107 98.310 98.330 98.290 98.295 -0.015 22,787 87,986 -828
Jun24 200107 98.280 98.295 98.255 98.265 -0.015 16,072 46,487 +504
Total Volume and Open Interest 1,884,403 10,909,455 +43,258
Ultra T-Bond(CBOT)
Mar20 200107 184~20 185~04 183~27 183~31 -0~27 134,756 1,240,834 -719
Jun20 200107 184~17 185~01 184~17 184~17 +0~06      
Sep20 200107 184~17 184~17 184~17 184~17 +0~06      
Total Volume and Open Interest 134,756 1,240,834 -719
Ultra 10-Yr T-Note(CBOT)
Mar20 200107 141~300 142~055 141~235 141~250 -0~065 201,793 916,586 -4,117
Jun20 200107 141~230 141~230 141~230 141~230 -0~085      
Sep20 200107 141~230 141~230 141~230 141~230 -0~085      
Total Volume and Open Interest 201,793 916,586 -4,117
30 Day Federal Funds(CBOT)
Jan20 200107 98.450 98.450 98.448 98.448 unch 15,604 438,293 +2,190
Feb20 200107 98.430 98.430 98.425 98.425 -0.005 98,522 411,796 +28,666
Mar20 200107 98.435 98.440 98.430 98.430 -0.005 27,587 127,381 -771
Apr20 200107 98.455 98.460 98.450 98.450 unch 46,923 242,180 +7,883
May20 200107 98.480 98.490 98.475 98.475 unch 24,780 166,919 +6,514
Jun20 200107 98.505 98.520 98.500 98.505 +0.005 15,845 42,499 +3,394
Total Volume and Open Interest 290,871 1,766,253 +46,799
Japanese Govt Bonds(SGX)
Mar20 200107 152.28 152.29 151.98 151.98 -0.34 1,296 13,172 +169
Jun20 200107 151.98 151.98 151.98 151.98 -0.34      
Sep20 200107 151.98 151.98 151.98 151.98 -0.34      
Total Volume and Open Interest 1,296 13,172 +169
Euro-Buxl(EUREX)
Mar20 200107 202.72 203.08 201.88 202.50 -0.52 39,655 238,489 -5,756
Jun20 200107 200.92 200.92 200.92 200.92 -0.52 0 900 +0
Sep20 200107 201.50 201.50 201.50 201.50 -0.52      
Total Volume and Open Interest 39,655 239,389 -5,756
Euro-Bund(EUREX)
Mar20 200107 172.21 172.31 171.91 172.12 -0.12 496,413 1,534,904 +259
Jun20 200107 169.36 169.51 169.25 169.39 -0.11 724 2,481 +710
Sep20 200107 172.02 172.02 172.02 172.02 -0.12 0 2 +0
Total Volume and Open Interest 497,137 1,537,387 +969
Euro-Bobl(EUREX)
Mar20 200107 134.21 134.24 134.10 134.19 -0.02 264,931 1,135,984 -34,013
Jun20 200107 134.35 134.35 134.35 134.35 -0.02      
Sep20 200107 134.08 134.08 134.08 134.08 -0.02 0 324 +0
Total Volume and Open Interest 264,931 1,136,308 -34,013
Euro-Schatz(EUREX)
Mar20 200107 111.99 111.99 111.96 111.97 -0.01 229,076 1,432,290 -36,464
Jun20 200107 111.93 111.93 111.93 111.93 -0.01 0 4 +0
Sep20 200107 111.97 111.97 111.97 111.97 -0.01      
Total Volume and Open Interest 229,076 1,432,294 -36,464
3-Mth Euribor(EUREX)
Mar20 200107 100.390 100.400 100.390 100.400 +0.005 0 1,551 +0
Jun20 200107 100.405 100.405 100.405 100.405 +0.005 0 553 +0
Sep20 200107 100.405 100.405 100.405 100.405 +0.005 0 557 +0
Total Volume and Open Interest 0 4,774 +0
Long Gilt(LIFFE)
Mar20 200107 131~21 131~30 131~10 131~22 -0~08 183,580 651,776 -5,952
Jun20 200107 130~30 130~30 130~30 130~30 -0~08      
Total Volume and Open Interest 183,580 651,776 -5,952
3-Mth Short Sterling(LIFFE)
Mar20 200107 99.24 99.25 99.23 99.24 -0.00 75,124 603,335 -3,039
Jun20 200107 99.28 99.28 99.26 99.27 -0.01 42,663 642,880 +3,120
Sep20 200107 99.30 99.31 99.28 99.29 -0.01 38,696 507,414 -5,908
Dec20 200107 99.29 99.30 99.27 99.29 -0.01 52,934 610,522 +234
Mar21 200107 99.30 99.31 99.28 99.29 -0.01 55,146 330,582 +6,727
Jun21 200107 99.29 99.30 99.26 99.28 -0.01 43,169 249,016 +4,352
Total Volume and Open Interest 617,735 3,813,647 +17,327
3-Mth Euribor(LIFFE)
Mar20 200107 100.395 100.400 100.390 100.395 unch 43,986 426,558 -331
Jun20 200107 100.395 100.405 100.395 100.400 +0.005 50,891 405,163 +2,845
Sep20 200107 100.395 100.405 100.395 100.400 +0.005 55,218 502,713 +2,065
Total Volume and Open Interest 615,592 3,803,544 +15,297
3-Mth Aus T-Bills(SFE)
Mar20 200107 99.16 99.18 99.16 99.18 +0.01 25,326 186,867 +2,334
Jun20 200107 99.22 99.25 99.21 99.24 +0.01 20,684 216,845 -1,141
Sep20 200107 99.27 99.30 99.26 99.30 +0.02 19,457 235,446 +1,005
Dec20 200107 99.26 99.29 99.24 99.28 +0.02 9,612 177,772 +805
Mar21 200107 99.24 99.27 99.23 99.26 +0.02 7,418 121,104 +740
Jun21 200107 99.21 99.25 99.20 99.23 +0.02 9,590 83,630 -1,619
Sep21 200107 99.18 99.22 99.18 99.20 +0.01 2,869 48,294 +325
Dec21 200107 99.15 99.18 99.14 99.17 +0.01 2,322 32,881 +463
Mar22 200107 99.15 99.18 99.15 99.16 +0.01 12 1,928 +0
Jun22 200107 99.12 99.12 99.12 99.12 +0.01 0 1,353 +0
Total Volume and Open Interest 97,290 1,106,884 +2,912
10-Year Aus T-Bonds(SFE)
Mar20 200107 98.78 98.81 98.76 98.77 -0.01 170,715 1,234,100 +966
Jun20 200107 98.77 98.77 98.77 98.77 -0.01      
Total Volume and Open Interest 170,715 1,234,100 +966
3-Year Aus T-Bonds(SFE)
Mar20 200107 99.22 99.24 99.21 99.22 unch 169,901 1,108,914 +4,281
Jun20 200107 99.22 99.22 99.22 99.22 unch 0 10 +0
Total Volume and Open Interest 169,901 1,108,924 +4,281
Gold(CMX)
Feb20 200107 1567.4 1579.2 1557.0 1574.3 +5.5 558,969 534,551 -14,895
Apr20 200107 1573.1 1585.3 1563.3 1580.5 +5.4 48,642 142,219 +5,307
Jun20 200107 1578.6 1590.4 1569.8 1586.3 +5.4 6,608 64,207 +1,486
Aug20 200107 1583.2 1594.5 1575.2 1591.6 +5.2 1,834 20,755 +299
Oct20 200107 1588.8 1596.6 1588.6 1596.6 +5.2 475 7,254 +26
Dec20 200107 1594.5 1605.5 1586.5 1601.3 +5.2 2,798 16,050 +1,101
Feb21 200107 1597.8 1610.3 1597.8 1606.3 +5.4 771 2,642 +580
Apr21 200107 1602.6 1610.6 1602.6 1610.6 +5.4 7 431 -2
Jun21 200107 1605.0 1614.5 1605.0 1614.5 +5.4 17 1,706 -1
Aug21 200107 1618.7 1618.7 1618.7 1618.7 +5.4 0 1 +0
Oct21 200107 1622.6 1622.6 1622.6 1622.6 +5.4      
Dec21 200107 1621.9 1626.6 1621.3 1626.6 +5.4 134 804 -25
Total Volume and Open Interest 621,051 791,081 -6,029
Silver(CMX)
Mar20 200107 1818.5 1847.0 1797.5 1839.3 +21.4 136,410 182,306 -875
May20 200107 1826.5 1855.0 1806.5 1848.0 +21.3 3,757 22,131 -99
Jul20 200107 1832.5 1861.5 1815.0 1856.2 +21.6 4,176 18,580 +573
Sep20 200107 1839.0 1868.5 1830.5 1863.4 +21.4 495 4,614 +45
Dec20 200107 1836.0 1873.4 1834.5 1873.4 +21.3 356 5,291 +248
Mar21 200107 1882.2 1882.2 1882.2 1882.2 +21.4 0 10 +0
May21 200107 1887.6 1887.6 1887.6 1887.6 +21.4 0 23 +0
Total Volume and Open Interest 145,577 233,598 -130
Platinum(NYMEX)
Jan20 200107 965.3 973.0 959.9 966.0 +5.6 65 56 -56
Apr20 200107 969.0 981.8 961.7 971.6 +5.4 25,134 98,982 +271
Jul20 200107 975.3 986.6 968.0 977.3 +5.0 691 3,045 +477
Oct20 200107 989.8 989.8 978.2 983.2 +5.0 13 270 +3
Total Volume and Open Interest 25,978 102,416 +700
Palladium(NYMEX)
Mar20 200107 1998.00 2023.00 1980.50 2014.30 +24.70 5,340 21,287 +78
Jun20 200107 1980.00 2015.40 1980.00 2008.00 +24.40 194 2,456 +78
Sep20 200107 1987.90 2001.00 1987.90 2001.00 +24.10 167 447 +101
Total Volume and Open Interest 5,722 24,277 +278
Copper(CMX)
Mar20 200107 278.90 280.40 278.00 279.35 +0.35 59,574 160,825 +1,298
May20 200107 279.70 281.25 279.00 280.35 +0.45 8,733 46,939 +125
Jul20 200107 280.95 281.80 279.70 281.00 +0.50 2,412 28,465 +160
Sep20 200107 281.95 282.15 280.15 281.40 +0.55 1,569 12,179 +18
Dec20 200107 282.05 282.25 281.05 282.00 +0.60 297 5,696 +121
Total Volume and Open Interest 73,478 266,789 +1,591
E-mini DJIA Index(CBOT)
Mar20 200107 28636 28739 28446 28526 -116 218,793 100,422 +173
Jun20 200107 28610 28702 28428 28498 -114 113 108 +10
Sep20 200107 28446 28575 28446 28446 -112 0 2 +0
Dec20 200107 28404 28404 28404 28404 -111 1 1 +1
Total Volume and Open Interest 218,907 100,533 +184
S & P 500(CME)
Mar20 200107 3249.75 3253.75 3226.75 3235.25 -8.25 1,226 25,359 +550
Jun20 200107 3235.25 3235.25 3235.25 3235.25 -8.25 0 126 +0
Sep20 200107 3235.25 3235.25 3235.25 3235.25 -8.00      
Dec20 200107 3236.50 3236.50 3236.50 3236.50 -8.25      
Total Volume and Open Interest 1,226 25,559 +550
S & P 500 E-Mini(CME)
Mar20 200107 3243.50 3254.50 3226.00 3235.25 -8.25 1,502,748 2,688,734 -10,426
Jun20 200107 3243.00 3254.25 3226.00 3235.25 -8.25 2,370 16,866 +1,385
Sep20 200107 3240.25 3253.75 3227.25 3235.25 -8.00 8 183 -3
Dec20 200107 3242.75 3242.75 3236.50 3236.50 -8.25 0 2,228 +0
Total Volume and Open Interest 1,505,126 2,708,017 -9,044
NASDAQ 100 E-Mini(CME)
Mar20 200107 8853.25 8894.75 8825.75 8853.00 +5.50 469,514 213,255 -2,135
Jun20 200107 8876.50 8910.00 8845.00 8871.25 +5.75 478 782 +33
Sep20 200107 8899.00 8916.25 8871.75 8893.75 +5.75 0 9 +0
Total Volume and Open Interest 469,992 214,046 -2,102
S&P Midcap 400(CME) e-Mini
Mar20 200107 2052.70 2059.70 2043.10 2049.90 -5.20 14,940 77,148 -816
Jun20 200107 2057.00 2057.00 2051.90 2057.00 -4.00 0 57 +0
Sep20 200107 2061.00 2061.00 2061.00 2061.00 -4.00      
Total Volume and Open Interest 14,940 77,205 -816
Volatility Index(CBOE)
Jan20 200107 15.00 15.16 14.50 14.68 -0.20 84,639 133,309 -8,601
Feb20 200107 16.75 16.88 16.45 16.52 -0.16 66,558 158,203 +5,326
Mar20 200107 16.90 17.03 16.70 16.83 -0.05 21,541 53,321 -826
Apr20 200107 17.35 17.45 17.15 17.23 -0.05 6,615 32,043 +919
Total Volume and Open Interest 187,369 426,848 -1,769
S & P 600(CME)
Mar20 200107 1014.60 1014.60 1014.60 1014.60 -5.40      
Jun20 200107 1015.30 1015.30 1015.30 1015.30 -5.40      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200107 1663.50 1669.40 1653.00 1658.20 -4.80 138,819 488,135 +1,656
Jun20 200107 1662.90 1668.80 1655.80 1659.90 -4.80 4 428 +2
Sep20 200107 1663.10 1663.10 1663.10 1663.10 -3.90      
Total Volume and Open Interest 138,823 488,563 +1,658
Nikkei 225(CME)
Mar20 200107 23315 23570 23275 23375 +30 10,566 20,496 -301
Jun20 200107 23230 23420 23185 23230 +10 7 11 +1
Total Volume and Open Interest 10,573 20,507 -300
Nikkei 225(SGX)
Mar20 200107 23125 23550 23025 23465 +355 98,665 174,473 +3,164
Jun20 200107 22845 23340 22845 23300 +355 7 1,578 +0
Sep20 200107 23245 23245 23245 23245 +360 0 10 +0
Total Volume and Open Interest 99,065 210,030 +2,970
Nikkei 225 Mini(JPX)
Mar20 200107 23150 23550 23025 23480 +380 915,084 341,918 -17,553
Jun20 200107 22980 23365 22840 23310 +400 15,395 6,994 +1,061
Sep20 200107 22900 23300 22780 23230 +380 212 824 -11
Total Volume and Open Interest 1,011,213 488,274 -12,276
Nikkei 225(JPX)
Mar20 200107 23150 23550 23020 23480 +380 75,930 247,917 +4,373
Jun20 200107 22940 23360 22840 23310 +400 438 16,742 +48
Sep20 200107 23050 23230 23050 23230 +380 4 2,275 +3
Total Volume and Open Interest 76,399 339,661 +4,534
Nikkei 225(CME) Yen
Mar20 200107 23290 23545 23250 23350 +35 50,458 62,989 +2,602
Jun20 200107 23165 23350 23100 23165 +35 0 2 +0
Sep20 200107 23085 23085 23085 23085 +25      
Total Volume and Open Interest 50,458 62,994 +2,602
Nikkei 225(CME) e-Mini Yen
Mar20 200107 23350 23440 23350 23350 +30      
Jun20 200107 23170 23170 23170 23170 +40      
Sep20 200107 23090 23090 23090 23090 +30      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jan20 200107 6036.5 6064.0 5997.0 6010.5 -1.0 79,331 325,265 +686
Feb20 200107 6031.0 6034.0 6000.5 6006.0 -1.5 27 27 +4
Mar20 200107 6038.5 6057.0 5997.5 6004.0 -1.0 693 15,521 +459
Total Volume and Open Interest 80,051 407,822 +1,149
Hang Seng Index(HKFE)
Jan20 200107 28175 28529 28100 28382 +199 175,868 105,892 -2,050
Feb20 200107 28124 28498 28124 28350 +192 1,133 864 +312
Mar20 200107 28108 28480 28108 28360 +184 1,277 11,338 +52
Total Volume and Open Interest 178,932 122,464 -1,238
DAX(EUREX)
Mar20 200107 13133.5 13278.5 13132.5 13224.0 +110.0 129,081 118,300 -5,453
Jun20 200107 13232.5 13271.5 13210.0 13242.0 +110.0 95 742 +51
Sep20 200107 13226.0 13226.0 13226.0 13226.0 +109.0 3 13 -1
Total Volume and Open Interest 129,179 119,055 -5,403
Mini-DAX(EUREX)
Mar20 200107 13144.0 13279.0 13130.0 13224.0 +110.0 55,444 13,164 -1,319
Jun20 200107 13235.0 13282.0 13180.0 13242.0 +110.0 109 1,013 -6
Sep20 200107 13196.0 13226.0 13196.0 13226.0 +109.0 0 2 +0
Total Volume and Open Interest 55,553 14,179 -1,325
DJ EuroSTOXX 50(EUREX)
Mar20 200107 3744 3772 3735 3750 +11 870,125 3,422,309 -59,332
Jun20 200107 3674 3687 3655 3668 +11 122 42,998 +56
Sep20 200107 3654 3654 3654 3654 +11 0 1 +0
Total Volume and Open Interest 870,247 3,549,630 -59,276
Swiss Market Index(EUREX)
Mar20 200107 10607 10651 10554 10587 +17 42,397 183,111 +703
Jun20 200107 10449 10458 10382 10401 +17 400 9,602 +379
Sep20 200107 10368 10368 10368 10368 +18 40 49 +5
Total Volume and Open Interest 42,837 192,762 +1,087
FT-SE 100(EURONEXT)
Mar20 200107 7530.00 7558.00 7498.00 7508.50 +3.50 91,580 702,203 -8,423
Jun20 200107 7430.00 7431.00 7428.00 7428.00 +3.50 4 351 -2
Sep20 200107 7359.00 7359.00 7359.00 7359.00 +2.50 0 1 +0
Total Volume and Open Interest 91,584 702,558 -8,425
SPI 200(SFE)
Mar20 200107 6669.0 6776.0 6627.0 6764.0 +91.0 49,885 357,693 -885
Jun20 200107 6741.0 6741.0 6741.0 6741.0 +90.0 2 5,128 +0
Sep20 200107 6655.0 6655.0 6655.0 6655.0 +90.0      
Total Volume and Open Interest 49,889 365,186 -885
FTSE MIB(ISE)
Mar20 200107 23565.00 23690.00 23525.00 23617.00 +141.00 23,156 130,633 -235
Jun20 200107 23020.00 23100.00 22960.00 23035.00 +134.00 67 299 +35
Sep20 200107 22940.00 22940.00 22875.00 22875.00 +134.00 0 20 +0
Total Volume and Open Interest 23,223 130,952 -200
KOSPI 200(KFE)
Mar20 200107 288.30 292.75 287.95 292.55 +3.55 241,115 319,367 -1,710
Jun20 200107 288.90 292.70 288.85 292.50 +3.00 738 12,634 +24
Sep20 200107 289.65 289.65 289.65 289.65 unch 0 123 +0
Total Volume and Open Interest 242,058 369,121 -1,762
GSCI(CME)
Jan20 200107 442.00 442.55 440.20 442.00 -2.85 41 9,431 +0
Feb20 200107 442.15 442.15 442.15 442.15 -2.85      
Mar20 200107 444.35 444.35 444.35 444.35 -2.85      
Total Volume and Open Interest 41 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.
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