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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed January 15, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200115 942.00 943.25 928.25 928.75 -13.50 84,463 339,513 -5,030
May20 200115 955.00 956.50 941.50 942.00 -13.50 28,090 143,839 +1,620
Jul20 200115 966.25 968.00 953.50 954.25 -13.00 18,912 120,789 +740
Aug20 200115 970.75 971.50 957.50 958.00 -12.75 1,811 10,469 +146
Sep20 200115 968.00 968.75 956.00 956.50 -11.25 1,423 9,033 +433
Nov20 200115 968.25 970.25 958.00 958.75 -10.75 12,470 76,606 +682
Jan21 200115 972.25 973.00 961.25 962.00 -10.75 3,180 15,247 +926
Mar21 200115 963.00 963.25 951.25 952.25 -10.75 3,822 21,588 +1,708
May21 200115 961.50 961.75 950.50 951.25 -10.25 681 3,050 +171
Jul21 200115 963.75 964.25 953.50 954.25 -10.25 546 3,906 +297
Aug21 200115 954.00 954.00 950.50 950.50 -11.00 12 134 +10
Sep21 200115 941.50 941.50 941.50 941.50 -10.50 0 43 +0
Nov21 200115 944.50 946.00 937.25 938.25 -8.75 174 1,859 +68
Jan22 200115 938.25 938.25 938.25 938.25 -8.75      
Total Volume and Open Interest 155,584 746,086 +1,738
Soybean Meal(CBOT)
Mar20 200115 302.50 303.90 300.00 300.10 -1.90 66,845 224,644 +1,883
May20 200115 306.90 308.40 304.60 304.80 -1.80 29,568 101,892 +1,720
Jul20 200115 311.40 312.90 309.20 309.40 -1.60 15,592 65,353 -284
Aug20 200115 312.60 314.30 311.10 311.10 -1.40 1,588 11,278 -111
Sep20 200115 313.50 315.30 312.20 312.30 -1.10 1,336 10,411 -146
Oct20 200115 313.10 315.50 312.50 312.60 -0.60 1,064 8,833 +317
Dec20 200115 315.40 317.80 314.70 315.00 unch 4,969 27,298 +605
Jan21 200115 316.80 317.40 314.50 314.70 -0.30 202 2,661 +77
Mar21 200115 312.40 314.40 311.60 311.90 -0.20 198 7,067 +70
May21 200115 312.00 313.20 310.50 310.90 -0.10 61 843 +4
Total Volume and Open Interest 121,491 462,245 +3,858
Soybean Oil(CBOT)
Mar20 200115 34.08 34.11 33.25 33.30 -0.77 72,199 241,919 -4,884
May20 200115 34.38 34.43 33.58 33.64 -0.76 27,485 109,565 +1,848
Jul20 200115 34.76 34.78 33.96 34.01 -0.75 20,174 99,951 +3,980
Aug20 200115 34.80 34.84 34.06 34.10 -0.71 3,072 15,947 +570
Sep20 200115 34.87 34.88 34.12 34.16 -0.71 748 10,840 +205
Oct20 200115 34.90 34.91 34.14 34.18 -0.72 414 9,186 +183
Dec20 200115 34.99 35.06 34.28 34.36 -0.71 3,454 42,450 +256
Jan21 200115 34.90 34.90 34.42 34.50 -0.74 1,055 5,717 +733
Mar21 200115 34.87 34.87 34.36 34.46 -0.75 244 3,835 +59
May21 200115 34.86 34.86 34.37 34.45 -0.76 82 958 -45
Total Volume and Open Interest 128,937 541,572 +2,628
Canola(WCE)
Jan20 200114 474.5 474.5 474.5 474.5 +0.2      
Mar20 200115 481.2 482.2 475.1 475.8 -5.7 11,754 79,196 -226
May20 200115 490.0 490.3 484.3 485.0 -5.3 3,667 49,366 +777
Jul20 200115 494.8 495.0 489.9 490.4 -5.0 1,794 21,675 +1,072
Nov20 200115 496.8 498.2 493.3 493.8 -3.5 1,370 33,473 +685
Total Volume and Open Interest 18,725 186,574 +2,413
Corn(CBOT)
Mar20 200115 388.75 390.25 386.50 387.50 -1.50 115,957 734,647 -1,578
May20 200115 395.75 397.00 393.50 394.00 -2.00 26,250 220,112 +556
Jul20 200115 402.00 403.25 399.50 400.50 -1.75 35,628 257,412 +2,025
Sep20 200115 402.00 403.00 399.75 400.25 -2.00 16,648 119,367 +4,843
Dec20 200115 403.75 404.75 402.00 402.50 -1.75 17,410 190,907 +898
Mar21 200115 413.25 414.00 411.25 412.00 -1.75 1,240 13,057 +271
May21 200115 417.50 417.75 415.50 416.00 -1.75 97 2,602 +56
Jul21 200115 419.75 420.25 418.00 418.75 -1.50 440 7,133 +232
Sep21 200115 410.50 410.50 409.25 409.25 -1.25 2 902 +0
Dec21 200115 410.75 411.00 408.50 409.50 -1.75 457 9,767 +56
Total Volume and Open Interest 214,143 1,556,447 +7,370
Wheat(CBOT)
Mar20 200115 569.00 578.75 568.25 573.25 +4.75 69,294 215,756 -1,251
May20 200115 570.50 579.25 570.00 574.00 +3.75 27,022 76,387 +3,097
Jul20 200115 572.00 579.50 571.50 574.75 +3.00 21,138 104,602 +2,501
Sep20 200115 577.00 583.75 576.50 579.50 +3.00 8,998 36,644 +2,657
Dec20 200115 585.00 591.00 584.25 587.00 +2.25 7,110 30,836 +1,888
Mar21 200115 591.00 596.25 590.75 593.25 +1.75 748 8,388 +167
Total Volume and Open Interest 134,768 476,764 +9,294
Wheat(KCBT)
Mar20 200115 496.00 504.25 493.75 496.50 -0.50 30,885 135,428 +1,029
May20 200115 503.75 511.75 501.25 504.00 -0.50 11,892 55,573 +2,000
Jul20 200115 512.00 519.00 509.25 511.50 -0.75 7,082 53,589 +205
Sep20 200115 519.75 527.25 517.75 519.75 -1.00 3,821 18,561 +573
Dec20 200115 531.75 537.75 529.00 531.00 -1.00 1,162 17,896 +334
Mar21 200115 543.50 548.00 540.50 541.50 -1.00 39 1,853 -1
May21 200115 545.50 548.25 541.00 541.75 -2.75 4 270 -4
Total Volume and Open Interest 54,896 283,392 +4,137
Wheat(MGE)
Mar20 200115 555.50 563.00 552.00 556.25 +0.25 4,420 31,230 -100
May20 200115 564.00 570.50 560.25 563.75 -0.50 1,125 15,531 +260
Jul20 200115 571.25 577.00 567.00 570.50 -0.50 567 7,054 +117
Sep20 200115 577.75 585.00 575.25 579.25 +0.25 337 5,016 -46
Dec20 200115 586.50 596.75 586.50 591.00 +0.50 162 2,877 +73
Mar21 200115 601.00 605.00 601.00 602.50 +0.75 8 971 +4
Total Volume and Open Interest 6,619 62,690 +308
Oats(CBOT)
Mar20 200115 311.75 314.25 303.25 305.75 -7.25 495 4,122 +174
May20 200115 306.75 308.00 299.75 302.25 -4.25 99 512 +61
Jul20 200115 292.50 293.75 290.75 293.75 -4.25 27 128 +13
Sep20 200115 282.50 282.50 282.00 282.00 unch 8 67 +4
Total Volume and Open Interest 642 4,934 +256
Rough Rice(CBOT)
Jan20 200114 12.96 13.05 12.96 13.05 +0.08 18 13 +9
Mar20 200115 13.35 13.41 13.26 13.36 +0.01 422 10,411 +37
May20 200115 13.41 13.44 13.30 13.43 +0.01 77 617 +36
Jul20 200115 13.25 13.25 13.16 13.25 unch 21 126 +7
Total Volume and Open Interest 539 11,504 +77
Live Cattle(CME)
Feb20 200115 126.980 127.230 126.080 126.600 -0.250 32,348 87,929 -9,407
Apr20 200115 127.900 128.130 126.900 127.500 -0.385 30,722 143,906 +7,656
Jun20 200115 119.600 119.885 118.700 119.430 -0.300 14,831 100,582 +2,143
Aug20 200115 117.150 117.550 116.400 117.135 -0.150 5,019 37,618 +594
Oct20 200115 119.300 119.635 118.650 119.285 -0.195 2,328 15,712 +523
Dec20 200115 122.035 122.300 121.400 121.980 -0.155 627 5,739 +198
Total Volume and Open Interest 86,071 394,435 +1,768
Feeder Cattle(CME)
Jan20 200115 145.900 146.630 144.600 145.435 -0.465 1,147 3,751 -364
Mar20 200115 145.650 146.150 144.200 145.185 -0.550 4,277 24,548 +293
Apr20 200115 148.650 149.000 147.350 148.200 -0.450 1,953 9,875 +25
May20 200115 150.100 150.550 148.880 149.830 -0.220 1,168 8,139 +107
Aug20 200115 155.400 155.985 154.380 155.330 -0.070 965 5,928 +201
Sep20 200115 156.100 157.000 155.400 156.450 +0.200 430 1,608 +83
Oct20 200115 156.285 157.185 155.735 156.830 +0.530 209 555 +14
Total Volume and Open Interest 10,278 54,709 +426
Lean Hogs(CME)
Feb20 200115 67.600 68.050 66.785 67.885 +0.205 35,079 67,334 -7,845
Apr20 200115 74.635 75.180 73.850 74.980 -0.020 28,666 98,380 +6,716
May20 200115 80.930 81.580 80.500 81.480 +0.380 39 1,670 +1
Jun20 200115 86.635 87.580 85.930 87.500 +0.670 10,554 46,130 +1,089
Jul20 200115 87.250 88.050 86.550 87.980 +0.630 3,904 20,653 +148
Aug20 200115 86.400 87.080 85.700 87.035 +0.635 3,683 29,460 -56
Oct20 200115 74.885 75.500 74.480 75.400 +0.400 2,537 19,640 +864
Dec20 200115 69.080 69.535 68.680 69.400 +0.320 1,237 9,672 +537
Total Volume and Open Interest 85,930 295,774 +1,516
Class III Milk(CME)
Jan20 200115 16.95 17.00 16.94 16.99 +0.05 139 2,964 -38
Feb20 200115 16.82 17.12 16.80 17.08 +0.23 413 2,758 -37
Mar20 200115 17.26 17.46 17.22 17.42 +0.16 240 2,353 +87
Apr20 200115 17.25 17.46 17.25 17.42 +0.16 46 1,572 +16
May20 200115 17.31 17.44 17.30 17.43 +0.13 41 1,434 +13
Jun20 200115 17.42 17.53 17.42 17.53 +0.13 28 1,405 +9
Jul20 200115 17.64 17.70 17.64 17.70 +0.10 7 691 -1
Aug20 200115 17.74 17.78 17.74 17.77 +0.06 18 622 +5
Sep20 200115 17.80 17.83 17.80 17.81 +0.05 18 729 +1
Oct20 200115 17.74 17.79 17.74 17.76 +0.04 8 520 -1
Nov20 200115 17.66 17.70 17.66 17.66 +0.01 5 562 +0
Dec20 200115 17.42 17.50 17.42 17.44 +0.03 18 644 +6
Jan21 200115 17.10 17.23 17.10 17.23 +0.28 114 144 +101
Total Volume and Open Interest 1,274 16,601 +318
Cocoa(ICE)
Mar20 200115 2664 2722 2644 2689 +34 22,593 95,911 +1,270
May20 200115 2678 2744 2664 2711 +40 13,913 53,987 -554
Jul20 200115 2683 2751 2673 2718 +41 8,657 46,849 +1,193
Sep20 200115 2656 2720 2645 2686 +37 3,903 33,198 +585
Dec20 200115 2580 2639 2567 2606 +34 4,087 36,810 +834
Mar21 200115 2509 2571 2501 2539 +34 2,211 14,962 +371
May21 200115 2497 2509 2494 2509 +35 297 6,282 +6
Total Volume and Open Interest 55,979 290,208 +3,941
Coffee "C"(ICE)
Mar20 200115 115.30 116.35 114.05 114.30 -0.60 18,618 104,088 -317
May20 200115 117.55 118.65 116.40 116.65 -0.60 9,753 58,570 +981
Jul20 200115 119.85 120.95 118.70 118.90 -0.65 6,980 46,724 +1,278
Sep20 200115 122.00 123.05 120.85 121.05 -0.60 2,873 32,263 +866
Dec20 200115 124.70 125.65 123.55 123.65 -0.60 603 22,472 +77
Mar21 200115 126.35 127.75 125.90 126.00 -0.65 221 8,594 +43
Total Volume and Open Interest 39,081 290,882 +2,936
Orange Juice(ICE)
Mar20 200115 96.90 97.30 96.05 96.60 +0.05 808 15,349 +39
May20 200115 99.85 100.25 99.25 99.75 +0.05 116 1,970 +66
Jul20 200115 103.20 103.25 102.25 102.75 unch 57 906 +37
Sep20 200115 105.50 106.15 105.45 106.00 +0.30 31 375 +17
Nov20 200115 108.50 109.00 108.50 109.00 +0.30 8 238 +8
Jan21 200115 111.65 111.65 111.65 111.65 +0.30 0 167 +0
Total Volume and Open Interest 1,020 19,005 +167
Sugar #11(ICE)
Mar20 200115 14.28 14.57 14.22 14.52 +0.20 142,058 399,969 +13
May20 200115 14.24 14.53 14.21 14.48 +0.17 79,346 241,499 +9,183
Jul20 200115 14.26 14.49 14.20 14.45 +0.15 57,810 162,824 +3,979
Oct20 200115 14.35 14.57 14.29 14.53 +0.13 40,129 130,603 +3,923
Mar21 200115 14.65 14.85 14.57 14.82 +0.12 20,090 77,890 +4,116
May21 200115 14.34 14.53 14.30 14.51 +0.07 4,445 13,140 +380
Jul21 200115 14.10 14.26 14.09 14.24 +0.04 3,844 14,781 +437
Oct21 200115 14.07 14.24 14.06 14.20 +0.03 2,294 18,327 +38
Total Volume and Open Interest 351,295 1,073,646 +22,692
London Cocoa(LCE)
Mar20 200115 1962 1994 1959 1977 +12 16,066 78,119 -335
May20 200115 1930 1964 1930 1956 +21 12,961 57,633 +1,539
Jul20 200115 1911 1940 1911 1935 +22 5,874 40,520 +385
Sep20 200115 1865 1893 1865 1886 +21 4,450 36,481 +501
Dec20 200115 1780 1794 1771 1787 +14 2,927 51,613 +37
Mar21 200115 1710 1734 1710 1726 +12 2,702 25,823 -791
May21 200115 1691 1715 1691 1705 +12 521 7,338 -34
Total Volume and Open Interest 46,657 305,387 +1,840
London Sugar(LCE)
Mar20 200115 388.70 394.20 386.50 393.40 +3.60 18,195 34,288 -2,510
May20 200115 387.60 393.70 385.30 393.00 +4.50 12,148 35,661 +2,974
Aug20 200115 386.70 392.00 385.10 391.70 +3.30 4,795 15,645 +1,063
Oct20 200115 386.10 391.20 384.80 390.70 +2.80 2,177 4,764 +154
Dec20 200115 387.50 392.60 386.90 392.30 +2.70 1,481 3,842 +570
Total Volume and Open Interest 39,301 96,072 +2,399
Cotton(ICE)
Mar20 200115 71.38 71.38 70.10 70.32 -1.06 19,646 124,433 -2,074
May20 200115 72.46 72.46 71.18 71.39 -1.07 9,571 56,446 +2,612
Jul20 200115 73.39 73.39 72.12 72.31 -1.05 3,664 34,880 +1,606
Oct20 200115 72.78 72.78 72.71 72.71 -0.55 1 14 -1
Dec20 200115 72.26 72.47 71.66 71.96 -0.55 1,666 31,247 +407
Mar21 200115 72.50 72.75 72.20 72.42 -0.52 150 2,149 +91
Total Volume and Open Interest 34,737 250,399 +2,669
Lumber(CME)
Jan20 200115 390.0 398.0 388.5 388.6 -1.4 78 36 -60
Mar20 200115 420.0 429.6 418.2 426.5 +6.1 199 2,351 +21
May20 200115 414.1 423.5 414.1 421.3 +6.5 32 574 +4
Jul20 200115 414.0 417.4 414.0 415.8 +5.8 5 233 +3
Sep20 200115 406.4 406.4 406.4 406.4 +3.4 16 61 +16
Nov20 200115 401.4 401.4 401.4 401.4 +3.4 0 5 +0
Jan21 200115 399.9 399.9 399.9 399.9 +3.4      
Total Volume and Open Interest 330 3,260 -16
Crude Oil(NYM)
Feb20 200115 58.20 58.36 57.36 57.81 -0.42 507,714 136,771 -48,944
Mar20 200115 58.23 58.41 57.42 57.84 -0.42 262,787 442,810 +35,210
Apr20 200115 58.16 58.33 57.37 57.77 -0.42 82,810 152,784 -1,273
May20 200115 58.00 58.15 57.24 57.58 -0.44 43,658 128,062 -113
Jun20 200115 57.71 57.91 56.97 57.30 -0.46 81,926 237,036 +2,302
Jul20 200115 57.35 57.55 56.67 56.94 -0.47 32,252 93,605 +1,442
Aug20 200115 56.92 57.08 56.29 56.52 -0.47 23,196 63,466 +2,404
Sep20 200115 56.42 56.71 55.86 56.09 -0.46 41,630 102,543 +2,181
Oct20 200115 56.12 56.17 55.52 55.68 -0.44 13,180 69,337 +3,475
Nov20 200115 55.75 55.78 55.26 55.31 -0.43 6,234 54,406 +1,450
Dec20 200115 55.66 55.66 54.80 54.98 -0.40 40,680 256,246 -549
Jan21 200115 55.03 55.13 54.51 54.64 -0.38 3,136 48,940 +1,021
Feb21 200115 54.33 54.33 54.33 54.33 -0.37 2,367 27,728 +690
Mar21 200115 54.04 54.04 54.04 54.04 -0.37 3,011 37,488 +79
Apr21 200115 53.78 53.78 53.78 53.78 -0.36 722 15,942 +422
May21 200115 53.56 53.56 53.56 53.56 -0.35 2,060 15,265 +429
Total Volume and Open Interest 1,173,261 2,215,893 +105
e-miNY Crude Oil(NYM)
Feb20 200115 58.150 58.350 57.375 57.800 -0.425 14,494 3,405 -180
Mar20 200115 58.525 58.525 57.425 57.850 -0.400 1,485 1,533 +80
Apr20 200115 58.100 58.300 57.400 57.775 -0.425 51 343 -2
May20 200115 58.150 58.150 57.575 57.575 -0.450 3 312 +0
Jun20 200115 57.700 57.850 57.000 57.300 -0.450 7 147 +1
Jul20 200115 56.750 56.950 56.750 56.950 -0.450 0 25 +0
Aug20 200115 56.500 56.525 56.500 56.525 -0.475 0 46 +0
Sep20 200115 56.100 56.100 56.100 56.100 -0.450 0 62 +0
Oct20 200115 56.100 56.100 55.500 55.675 -0.450 1 10 -1
Nov20 200115 55.300 55.300 55.300 55.300 -0.450 0 5 +0
Total Volume and Open Interest 16,048 6,034 -103
NY Harbor ULSD(NYM)
Feb20 200115 190.19 191.55 187.61 187.79 -3.24 71,668 92,595 -5,519
Mar20 200115 190.43 191.74 187.97 188.22 -2.98 63,898 99,017 +2,346
Apr20 200115 190.03 191.01 187.36 187.65 -2.83 35,792 53,953 -1,870
May20 200115 189.35 190.22 186.71 187.01 -2.70 19,990 39,555 +394
Jun20 200115 188.60 189.42 186.19 186.48 -2.56 18,059 41,738 +1,092
Jul20 200115 188.30 189.09 185.99 186.23 -2.48 2,897 18,184 +84
Aug20 200115 188.00 188.81 185.85 186.07 -2.42 1,358 9,684 +2
Sep20 200115 187.85 188.66 185.75 186.04 -2.33 2,381 10,777 +304
Oct20 200115 187.96 188.12 185.70 185.96 -2.24 807 4,585 +47
Nov20 200115 187.65 187.84 185.50 185.85 -2.16 768 4,220 +92
Dec20 200115 187.20 188.11 185.38 185.71 -2.08 5,992 23,139 -193
Jan21 200115 187.20 187.47 185.61 185.63 -1.99 422 4,953 +9
Feb21 200115 185.11 187.10 185.08 185.08 -1.92 179 1,153 -12
Mar21 200115 186.17 186.17 184.02 184.02 -1.81 100 954 +40
Total Volume and Open Interest 225,341 415,868 -2,796
RBOB Gasoline(NYM)
Feb20 200115 166.05 166.17 162.62 163.68 -1.76 81,817 96,016 -9,021
Mar20 200115 166.68 167.01 163.64 164.92 -1.50 81,738 118,591 +5,651
Apr20 200115 184.78 184.92 181.81 183.12 -1.29 39,681 60,733 +4,531
May20 200115 185.09 185.18 182.25 183.46 -1.22 20,170 39,432 +1,533
Jun20 200115 183.94 184.14 181.33 182.46 -1.17 16,448 37,217 +121
Jul20 200115 181.88 182.07 179.58 180.51 -1.15 4,054 20,743 +437
Aug20 200115 178.17 179.32 176.73 177.71 -1.16 2,668 5,332 +94
Sep20 200115 175.57 175.70 173.20 174.10 -1.18 2,914 10,943 +200
Oct20 200115 161.64 161.76 159.42 160.22 -1.08 829 4,784 -36
Nov20 200115 157.67 157.67 155.73 156.20 -1.07 751 1,987 +17
Total Volume and Open Interest 252,958 418,551 +3,674
e-miNY RBOB Gasoline(NYM)
Feb20 200115 163.68 163.68 163.68 163.68 -1.76 0 1 +0
Mar20 200115 164.92 164.92 164.92 164.92 -1.50      
Apr20 200115 183.12 183.12 183.12 183.12 -1.29      
May20 200115 183.46 183.46 183.46 183.46 -1.22      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200115 2.181 2.189 2.104 2.120 -0.067 281,854 200,641 -27,590
Mar20 200115 2.146 2.152 2.080 2.083 -0.068 222,514 476,799 +37,144
Apr20 200115 2.150 2.155 2.093 2.097 -0.057 73,589 161,771 +5,671
May20 200115 2.192 2.195 2.141 2.144 -0.050 43,227 129,447 +6,990
Jun20 200115 2.248 2.250 2.200 2.203 -0.045 15,419 66,768 +1,428
Jul20 200115 2.308 2.309 2.261 2.266 -0.040 16,133 57,934 +3,520
Aug20 200115 2.323 2.325 2.281 2.286 -0.036 6,466 31,598 +867
Sep20 200115 2.317 2.317 2.276 2.281 -0.034 6,646 35,869 +838
Oct20 200115 2.345 2.349 2.309 2.313 -0.032 18,501 95,748 +1,251
Nov20 200115 2.426 2.429 2.396 2.400 -0.027 3,921 25,183 +270
Dec20 200115 2.607 2.608 2.582 2.586 -0.022 2,878 26,672 -211
Jan21 200115 2.722 2.722 2.693 2.698 -0.023 7,882 35,115 +1,135
Feb21 200115 2.675 2.675 2.652 2.657 -0.024 1,291 13,612 -390
Mar21 200115 2.560 2.560 2.537 2.538 -0.025 4,535 16,043 +482
Apr21 200115 2.313 2.313 2.294 2.299 -0.015 6,446 22,817 +2,977
May21 200115 2.287 2.287 2.269 2.272 -0.012 1,342 9,193 +105
Total Volume and Open Interest 717,709 1,460,904 +36,109
Brent Crude Oil(ICE)
Mar20 200115 64.44 64.60 63.55 64.00 -0.49 270,499 420,126 -16,797
Apr20 200115 63.70 63.84 62.80 63.21 -0.50 158,743 348,575 +18,026
May20 200115 63.05 63.22 62.25 62.60 -0.50 87,761 179,501 +9,788
Jun20 200115 62.48 62.65 61.72 62.04 -0.49 116,323 299,234 -2,369
Jul20 200115 61.90 62.05 61.17 61.45 -0.48 46,469 150,605 +759
Aug20 200115 61.41 61.54 60.71 60.96 -0.46 24,739 122,428 +3,909
Sep20 200115 60.92 61.14 60.33 60.57 -0.44 25,705 134,251 +3,144
Oct20 200115 60.46 60.72 59.96 60.16 -0.44 7,390 89,151 +376
Nov20 200115 60.16 60.37 59.63 59.83 -0.41 4,509 54,053 +854
Dec20 200115 59.89 60.08 59.31 59.52 -0.39 45,489 255,823 +2,959
Jan21 200115 59.46 59.46 59.19 59.25 -0.38 1,547 44,830 -427
Feb21 200115 59.01 59.01 59.01 59.01 -0.37 2,381 38,334 +570
Mar21 200115 59.23 59.28 58.75 58.80 -0.36 2,104 29,290 -45
Apr21 200115 58.61 58.61 58.61 58.61 -0.34 1,946 15,199 +872
Total Volume and Open Interest 819,643 2,569,275 +22,278
Gas Oil(ICE)
Feb20 200115 578.25 583.25 572.50 575.75 -3.75 108,840 183,074 -12,989
Mar20 200115 579.00 583.50 573.25 576.25 -3.75 107,886 165,183 +4,371
Apr20 200115 577.00 581.25 571.25 574.00 -4.25 54,094 99,976 -663
May20 200115 575.00 578.00 568.25 571.25 -4.25 34,593 72,923 -861
Jun20 200115 571.75 574.75 565.50 568.25 -4.75 43,765 114,907 -1,757
Jul20 200115 570.25 572.50 564.25 566.75 -4.50 12,939 35,913 +2,445
Aug20 200115 568.75 571.25 563.25 565.75 -4.25 3,516 25,543 +366
Sep20 200115 568.50 570.75 563.00 565.25 -4.25 3,919 24,948 +197
Oct20 200115 567.75 570.50 562.75 565.00 -4.00 2,694 20,348 -56
Nov20 200115 565.50 567.50 560.50 562.75 -3.75 1,880 15,537 +189
Total Volume and Open Interest 398,842 896,980 -10,310
Ethanol(CBOT)
Feb20 200115 1.346 1.353 1.323 1.333 -0.022 58 397 -43
Mar20 200115 1.369 1.381 1.350 1.359 -0.016 60 258 +36
Apr20 200115 1.406 1.406 1.381 1.381 -0.016 3 35 +0
May20 200115 1.407 1.407 1.397 1.397 -0.016 4 8 +2
Jun20 200115 1.397 1.397 1.397 1.397 -0.016      
Jul20 200115 1.397 1.397 1.397 1.397 -0.016      
Aug20 200115 1.397 1.397 1.397 1.397 -0.016      
Sep20 200115 1.397 1.397 1.397 1.397 -0.016      
Total Volume and Open Interest 125 698 -5
WTI Crude Oil(ICE)
Feb20 200115 58.13 58.63 57.37 57.81 -0.42 41,040 31,481 -8,612
Mar20 200115 58.16 58.65 57.43 57.84 -0.42 60,692 91,460 -1,275
Apr20 200115 58.09 58.60 57.41 57.77 -0.42 36,837 52,113 -190
May20 200115 57.93 58.14 57.23 57.58 -0.44 16,161 28,629 +365
Jun20 200115 57.59 57.90 57.01 57.30 -0.46 20,230 74,743 +946
Jul20 200115 57.32 57.51 56.67 56.94 -0.47 4,800 17,417 +401
Aug20 200115 56.91 57.05 56.28 56.52 -0.47 2,061 11,670 +196
Sep20 200115 56.48 56.53 55.91 56.09 -0.46 4,417 23,424 +1,063
Oct20 200115 56.24 56.24 55.68 55.68 -0.44 1,071 11,987 +115
Nov20 200115 55.66 55.88 55.23 55.31 -0.43 262 9,307 -1
Dec20 200115 55.29 55.54 54.96 54.98 -0.40 11,773 91,531 -755
Jan21 200115 54.64 54.64 54.64 54.64 -0.38 205 6,014 +4
Feb21 200115 54.33 54.33 54.33 54.33 -0.37 197 4,127 +12
Mar21 200115 54.04 54.04 54.04 54.04 -0.37 310 5,333 +158
Apr21 200115 53.78 53.78 53.78 53.78 -0.36 61 2,681 +3
May21 200115 53.56 53.56 53.56 53.56 -0.35 32 2,831 +12
Total Volume and Open Interest 206,104 592,018 -7,581
US Dollar Index(ICE)
Mar20 200115 97.095 97.180 96.885 96.960 -0.135 8,810 35,142 -266
Jun20 200115 96.740 96.775 96.515 96.580 -0.140 39 932 +6
Sep20 200115 96.230 96.230 96.230 96.230 -0.145 1 115 +1
Total Volume and Open Interest 8,850 36,189 -259
Australian Dollar(CME)
Mar20 200115 69.10 69.26 68.87 69.13 -0.01 83,148 141,226 -1,553
Jun20 200115 69.19 69.41 69.04 69.28 -0.01 38 401 +0
Sep20 200115 69.43 69.50 69.20 69.43 unch 0 31 +0
Total Volume and Open Interest 84,733 144,568 -1,526
British Pound(CME)
Mar20 200115 130.45 130.66 130.07 130.50 -0.01 78,270 190,612 +877
Jun20 200115 130.79 131.01 130.49 130.88 unch 50 1,507 +20
Sep20 200115 131.25 131.25 130.94 131.25 +0.03 2 29 +1
Total Volume and Open Interest 79,668 196,536 +311
Canadian Dollar(CME)
Mar20 200115 76.57 76.71 76.47 76.68 +0.09 50,653 181,989 +3,921
Jun20 200115 76.56 76.71 76.47 76.69 +0.09 47 3,348 -2
Sep20 200115 76.56 76.69 76.50 76.68 +0.09 7 642 +4
Dec20 200115 76.55 76.70 76.53 76.67 +0.10 5 1,086 +3
Total Volume and Open Interest 50,999 189,654 +3,537
Japanese Yen(CME)
Mar20 200115 91.21 91.38 91.20 91.27 +0.05 129,253 181,364 -249
Jun20 200115 91.77 91.82 91.68 91.74 +0.06 89 883 +25
Sep20 200115 92.19 92.21 92.19 92.19 +0.05 0 5 +0
Total Volume and Open Interest 129,646 183,863 -158
Swiss Franc(CME)
Mar20 200115 103.80 104.28 103.75 104.20 +0.36 30,906 49,044 -1,790
Jun20 200115 104.60 104.89 104.42 104.87 +0.36 2 72 +0
Sep20 200115 105.44 105.54 105.44 105.54 +0.37 1 2 +0
Total Volume and Open Interest 30,909 49,118 -1,790
EuroFX(CME)
Mar20 200115 111.69 112.06 111.60 111.93 +0.22 141,237 555,335 -1,030
Jun20 200115 112.32 112.69 112.25 112.57 +0.22 912 7,668 +61
Sep20 200115 113.20 113.25 112.89 113.18 +0.22 32 833 +16
Total Volume and Open Interest 142,860 571,239 -866
Mexican Peso(CME)
Feb20 200115 528.63 529.75 528.63 529.50 -0.13 5 12 -5
Mar20 200115 527.25 528.13 526.38 527.13 -0.13 38,938 293,935 +2,868
Total Volume and Open Interest 38,943 294,039 +2,863
Brazilian Real(CME)
Feb20 200115 241.30 241.70 238.60 239.35 -2.25 5,773 33,057 -1,001
Mar20 200115 241.30 241.40 238.55 239.15 -2.15 1,086 3,452 -232
Apr20 200115 238.75 238.75 238.35 238.75 -2.25 0 33 +0
May20 200115 238.40 238.40 238.40 238.40 -2.25      
Total Volume and Open Interest 6,859 36,542 -1,233
30-Year T-Bonds(CBOT)
Mar20 200115 157~300 158~230 157~270 158~160 +0~190 284,408 1,036,724 +22,003
Jun20 200115 157~160 157~250 157~090 157~190 +0~200 397 792 +75
Sep20 200115 156~180 156~180 156~180 156~180 +0~200 0 1 +0
Total Volume and Open Interest 284,805 1,037,517 +22,078
10-Year T-Notes(CBOT)
Mar20 200115 129~055 129~140 129~040 129~110 +0~065 1,421,799 3,653,201 +12,129
Jun20 200115 129~010 129~080 128~300 129~050 +0~070 2,785 34,788 +2,220
Sep20 200115 128~235 128~235 128~235 128~235 +0~070      
Total Volume and Open Interest 1,424,584 3,687,989 +14,349
5-Year T-Notes(CBOT)
Mar20 200115 118~282 119~006 118~272 118~310 +0~034 698,036 4,235,155 +12,396
Jun20 200115 119~080 119~102 119~070 119~086 +0~036 17,016 26,012 +11,859
Sep20 200115 119~086 119~086 119~086 119~086 +0~036      
Total Volume and Open Interest 715,052 4,261,167 +24,255
2 Year T-Notes(CBOT)
Mar20 200115 107~235 107~246 107~233 107~241 +0~010 442,276 3,572,567 -13,024
Jun20 200115 107~291 107~291 107~280 107~284 +0~011 11,927 23,024 +11,430
Sep20 200115 107~284 107~284 107~284 107~284 +0~011      
Total Volume and Open Interest 454,203 3,595,591 -1,594
Eurodollars(CME)
Mar20 200115 98.265 98.265 98.255 98.260 unch 263,184 1,537,875 -3,253
Jun20 200115 98.325 98.335 98.315 98.320 -0.005 241,559 1,266,979 -981
Sep20 200115 98.405 98.415 98.390 98.400 unch 189,518 1,067,707 -6,901
Dec20 200115 98.415 98.430 98.405 98.415 +0.005 228,280 1,205,402 -5,437
Mar21 200115 98.485 98.510 98.480 98.490 +0.005 189,055 966,906 +14,239
Jun21 200115 98.490 98.520 98.485 98.500 +0.005 128,230 973,442 -3,948
Sep21 200115 98.495 98.525 98.490 98.505 +0.005 122,894 737,352 +10,058
Dec21 200115 98.465 98.490 98.455 98.470 +0.005 131,605 662,351 +17,328
Mar22 200115 98.465 98.500 98.465 98.480 +0.010 90,599 432,029 +2,414
Jun22 200115 98.450 98.480 98.450 98.465 +0.010 67,833 308,989 +8,570
Sep22 200115 98.430 98.465 98.430 98.445 +0.010 74,522 254,189 +2,294
Dec22 200115 98.390 98.425 98.390 98.410 +0.010 67,519 238,749 +5,057
Mar23 200115 98.390 98.415 98.385 98.400 +0.010 39,324 278,846 +72
Jun23 200115 98.365 98.395 98.365 98.380 +0.010 29,278 123,301 -1,366
Sep23 200115 98.340 98.375 98.340 98.360 +0.015 29,478 114,868 -2,854
Dec23 200115 98.310 98.340 98.310 98.330 +0.015 33,673 101,590 +3,430
Mar24 200115 98.295 98.325 98.290 98.310 +0.015 16,654 93,506 -336
Jun24 200115 98.260 98.295 98.260 98.280 +0.010 15,905 47,223 +2,333
Total Volume and Open Interest 2,102,747 10,829,124 +80,610
Ultra T-Bond(CBOT)
Mar20 200115 185~07 186~19 185~01 186~06 +1~03 129,334 1,254,134 -368
Jun20 200115 186~27 187~01 186~27 186~27 +1~04 250 362 +250
Sep20 200115 186~27 186~27 186~27 186~27 +1~04      
Total Volume and Open Interest 129,584 1,254,496 -118
Ultra 10-Yr T-Note(CBOT)
Mar20 200115 141~295 142~115 141~275 142~075 +0~120 156,452 923,592 +4,878
Jun20 200115 141~300 141~315 141~300 141~300 +0~120      
Sep20 200115 141~300 141~300 141~300 141~300 +0~120      
Total Volume and Open Interest 156,452 923,592 +4,878
30 Day Federal Funds(CBOT)
Jan20 200115 98.452 98.452 98.450 98.452 +0.003 7,650 429,989 -1,398
Feb20 200115 98.420 98.425 98.415 98.420 unch 35,495 457,347 +5,144
Mar20 200115 98.420 98.425 98.415 98.415 -0.005 24,980 143,571 +4,742
Apr20 200115 98.430 98.430 98.420 98.420 -0.005 27,333 243,060 -1,543
May20 200115 98.450 98.455 98.445 98.445 -0.005 17,549 161,050 -2,479
Jun20 200115 98.475 98.480 98.465 98.465 -0.010 6,428 51,691 +621
Total Volume and Open Interest 189,082 1,854,435 +18,462
Japanese Govt Bonds(SGX)
Mar20 200115 151.88 151.96 151.76 151.93 +0.08 864 13,348 +49
Jun20 200115 151.93 151.93 151.93 151.93 +0.08      
Sep20 200115 151.93 151.93 151.93 151.93 +0.08      
Total Volume and Open Interest 864 13,348 +49
Euro-Buxl(EUREX)
Mar20 200115 199.22 201.22 199.18 200.54 +1.28 57,895 250,150 -370
Jun20 200115 198.98 198.98 198.98 198.98 +1.28 3,498 6,170 +3,498
Sep20 200115 199.54 199.54 199.54 199.54 +1.28      
Total Volume and Open Interest 61,393 256,320 +3,128
Euro-Bund(EUREX)
Mar20 200115 171.05 171.72 171.01 171.46 +0.45 694,216 1,681,953 +73,060
Jun20 200115 168.65 169.00 168.65 168.74 +0.45 3,220 8,306 +3,196
Sep20 200115 171.36 171.36 171.36 171.36 +0.45 0 2 +0
Total Volume and Open Interest 697,436 1,690,261 +76,256
Euro-Bobl(EUREX)
Mar20 200115 133.75 133.96 133.75 133.90 +0.13 365,705 1,181,515 +7,371
Jun20 200115 134.04 134.04 134.04 134.04 +0.11 0 4 +0
Sep20 200115 133.79 133.79 133.79 133.79 +0.13 0 324 +0
Total Volume and Open Interest 365,705 1,181,843 +7,371
Euro-Schatz(EUREX)
Mar20 200115 111.89 111.93 111.89 111.91 +0.02 262,758 1,560,891 +60,329
Jun20 200115 111.81 111.81 111.81 111.81 +0.01 0 4 +0
Sep20 200115 111.91 111.91 111.91 111.91 +0.02      
Total Volume and Open Interest 262,758 1,560,895 +60,329
3-Mth Euribor(EUREX)
Mar20 200115 100.395 100.395 100.395 100.395 +0.005 0 1,619 +0
Jun20 200115 100.390 100.390 100.390 100.390 unch 0 553 +0
Sep20 200115 100.385 100.385 100.385 100.385 unch 10 570 +10
Total Volume and Open Interest 30 4,913 +10
Long Gilt(LIFFE)
Mar20 200115 132~19 133~16 132~19 133~09 +0~28 202,599 660,103 -5,245
Jun20 200115 132~16 132~16 132~16 132~16 +0~29      
Total Volume and Open Interest 202,599 660,103 -5,245
3-Mth Short Sterling(LIFFE)
Mar20 200115 99.35 99.40 99.35 99.39 +0.04 142,852 643,126 +19,754
Jun20 200115 99.39 99.46 99.39 99.46 +0.06 89,183 660,493 -2,685
Sep20 200115 99.42 99.49 99.42 99.49 +0.06 101,592 536,581 +13,342
Dec20 200115 99.41 99.48 99.40 99.47 +0.06 68,318 630,388 -666
Mar21 200115 99.42 99.49 99.42 99.49 +0.07 106,361 324,150 -13,171
Jun21 200115 99.40 99.47 99.39 99.47 +0.07 69,222 255,840 +2,980
Total Volume and Open Interest 887,111 3,959,863 +47,658
3-Mth Euribor(LIFFE)
Mar20 200115 100.390 100.395 100.390 100.390 unch 57,237 423,637 -942
Jun20 200115 100.390 100.390 100.385 100.385 unch 37,523 436,129 +4,100
Sep20 200115 100.385 100.390 100.385 100.385 unch 65,750 498,970 +8,479
Total Volume and Open Interest 715,757 3,911,738 +59,877
3-Mth Aus T-Bills(SFE)
Mar20 200115 99.14 99.17 99.14 99.17 +0.02 23,245 170,186 -9,413
Jun20 200115 99.21 99.24 99.21 99.24 +0.02 11,121 206,890 -667
Sep20 200115 99.26 99.29 99.26 99.29 +0.02 13,706 221,697 -2,691
Dec20 200115 99.24 99.27 99.24 99.26 +0.01 15,722 170,750 +4,686
Mar21 200115 99.23 99.26 99.22 99.25 +0.02 10,490 131,816 -467
Jun21 200115 99.19 99.23 99.19 99.22 +0.02 4,197 82,784 -1,394
Sep21 200115 99.16 99.20 99.16 99.19 +0.02 3,908 51,284 -274
Dec21 200115 99.13 99.16 99.13 99.15 +0.02 925 35,913 +737
Mar22 200115 99.12 99.14 99.12 99.14 +0.03 166 2,094 +166
Jun22 200115 99.10 99.10 99.10 99.10 +0.03 0 1,353 +0
Total Volume and Open Interest 83,480 1,075,531 -9,317
10-Year Aus T-Bonds(SFE)
Mar20 200115 98.73 98.79 98.73 98.77 +0.04 140,222 1,224,798 +15,505
Jun20 200115 98.77 98.77 98.77 98.77 +0.04      
Total Volume and Open Interest 140,222 1,224,798 +15,505
3-Year Aus T-Bonds(SFE)
Mar20 200115 99.18 99.22 99.18 99.21 +0.02 196,298 1,140,213 +29,522
Jun20 200115 99.21 99.21 99.21 99.21 +0.02 0 10 +0
Total Volume and Open Interest 196,298 1,140,223 +29,522
Gold(CMX)
Feb20 200115 1546.8 1558.8 1546.5 1554.0 +9.4 340,913 419,068 -14,700
Apr20 200115 1552.9 1564.8 1552.9 1560.1 +9.2 43,901 248,163 +13,663
Jun20 200115 1559.3 1570.4 1559.2 1565.6 +9.1 5,440 71,170 +1,394
Aug20 200115 1570.6 1573.9 1566.1 1570.9 +9.1 1,241 22,248 -85
Oct20 200115 1568.9 1577.3 1568.8 1575.8 +9.2 64 7,566 +12
Dec20 200115 1575.9 1582.2 1573.4 1580.3 +9.1 1,756 19,881 +520
Feb21 200115 1582.0 1585.1 1580.5 1584.7 +9.1 24 4,591 +15
Apr21 200115 1587.8 1588.7 1587.8 1588.7 +9.1 0 530 +0
Jun21 200115 1589.1 1592.4 1589.1 1592.4 +9.1 30 1,787 +15
Aug21 200115 1596.6 1596.6 1596.6 1596.6 +9.1 0 1 +0
Oct21 200115 1600.5 1600.5 1600.5 1600.5 +9.1      
Dec21 200115 1599.0 1606.0 1599.0 1604.5 +9.1 12 810 +5
Total Volume and Open Interest 395,207 796,883 +1,078
Silver(CMX)
Mar20 200115 1780.0 1805.5 1775.5 1798.8 +24.6 84,390 176,750 -1,320
May20 200115 1788.5 1813.5 1783.5 1807.2 +24.5 4,557 24,450 +718
Jul20 200115 1800.0 1820.0 1792.5 1815.0 +24.4 2,363 18,206 -294
Sep20 200115 1806.0 1827.5 1800.0 1822.5 +24.2 1,363 7,634 +527
Dec20 200115 1817.5 1835.0 1814.0 1832.8 +24.6 627 6,927 -64
Mar21 200115 1841.6 1841.6 1841.6 1841.6 +24.6 0 10 +0
May21 200115 1847.0 1847.0 1847.0 1847.0 +24.6 0 23 +0
Total Volume and Open Interest 93,454 234,639 -428
Platinum(NYMEX)
Jan20 200115 993.4 1020.4 993.4 1020.4 +38.2 9 13 -1
Apr20 200115 988.5 1030.5 988.0 1025.6 +38.3 16,005 100,191 +701
Jul20 200115 996.1 1035.5 995.0 1031.3 +38.4 568 4,136 +415
Oct20 200115 1022.3 1038.0 1022.3 1037.5 +38.3 7 389 +1
Total Volume and Open Interest 16,593 104,943 +1,113
Palladium(NYMEX)
Mar20 200115 2130.10 2178.50 2116.00 2165.10 +41.80 5,391 21,656 +113
Jun20 200115 2129.70 2171.50 2113.80 2160.00 +41.70 656 3,851 +448
Sep20 200115 2137.30 2150.90 2137.30 2150.90 +42.10 46 610 +2
Total Volume and Open Interest 6,155 26,413 +596
Copper(CMX)
Mar20 200115 287.00 287.05 283.65 286.60 -0.75 74,973 169,484 +1,030
May20 200115 287.60 287.75 284.55 287.50 -0.70 13,424 51,212 +2,580
Jul20 200115 287.80 288.30 285.25 288.10 -0.70 4,783 29,041 -119
Sep20 200115 286.80 288.80 286.70 288.60 -0.75 1,598 13,431 -154
Dec20 200115 287.40 289.35 287.35 289.25 -0.70 445 6,162 -78
Total Volume and Open Interest 96,018 281,166 +3,167
E-mini DJIA Index(CBOT)
Mar20 200115 28934 29090 28838 29029 +95 232,554 101,856 +2,848
Jun20 200115 28848 29060 28822 29003 +93 207 126 -7
Sep20 200115 28950 28999 28851 28944 +87 4 4 +2
Dec20 200115 28901 28901 28901 28901 +86      
Total Volume and Open Interest 232,765 101,986 +2,843
S & P 500(CME)
Mar20 200115 3280.25 3298.50 3278.50 3293.75 +5.75 1,730 27,604 +286
Jun20 200115 3290.00 3294.25 3290.00 3294.25 +6.00 2 33 +4
Sep20 200115 3294.00 3294.00 3294.00 3294.00 +5.50      
Dec20 200115 3293.25 3293.25 3293.25 3293.25 +4.50      
Total Volume and Open Interest 1,732 27,711 +290
S & P 500 E-Mini(CME)
Mar20 200115 3287.75 3299.00 3277.75 3293.75 +5.75 1,694,799 2,669,453 -9,345
Jun20 200115 3286.50 3299.25 3278.75 3294.25 +6.00 3,587 30,958 +2,532
Sep20 200115 3297.00 3298.25 3280.75 3294.00 +5.50 46 354 +18
Dec20 200115 3295.00 3295.00 3293.25 3293.25 +4.50 0 2,230 +0
Total Volume and Open Interest 1,698,435 2,703,002 -6,795
NASDAQ 100 E-Mini(CME)
Mar20 200115 9062.00 9096.00 9023.00 9060.00 -2.50 553,343 214,879 +1,958
Jun20 200115 9085.50 9114.25 9044.00 9079.25 -2.75 588 973 +19
Sep20 200115 9114.00 9121.75 9070.00 9102.25 -2.25 0 16 +0
Total Volume and Open Interest 553,934 215,871 +1,978
S&P Midcap 400(CME) e-Mini
Mar20 200115 2075.80 2086.20 2068.30 2077.80 +3.10 13,224 77,442 +190
Jun20 200115 2082.80 2083.80 2077.30 2082.80 +2.80 0 57 +0
Sep20 200115 2086.90 2086.90 2086.90 2086.90 +2.90      
Total Volume and Open Interest 13,224 77,499 +190
Volatility Index(CBOE)
Jan20 200115 13.10 13.35 12.80 12.93 -0.15 93,630 85,565 -24,513
Feb20 200115 15.25 15.40 15.10 15.18 -0.05 77,606 227,480 +8,050
Mar20 200115 15.65 15.75 15.50 15.58 -0.10 26,077 57,499 -1,092
Apr20 200115 16.30 16.35 16.10 16.18 -0.12 7,079 36,717 -711
Total Volume and Open Interest 214,004 469,872 -19,172
S & P 600(CME)
Mar20 200115 1027.80 1027.80 1027.80 1027.80 +3.70      
Jun20 200115 1028.50 1028.50 1028.50 1028.50 +3.70      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200115 1678.80 1691.20 1671.00 1685.60 +6.10 179,580 494,473 -112
Jun20 200115 1680.10 1691.80 1673.00 1687.40 +6.10 73 613 -7
Sep20 200115 1688.80 1688.80 1688.80 1688.80 +4.60      
Total Volume and Open Interest 179,653 495,086 -119
Nikkei 225(CME)
Mar20 200115 23995 24000 23865 23955 -45 7,859 20,702 +502
Jun20 200115 23800 23835 23750 23805 -45 0 9 +0
Total Volume and Open Interest 7,859 20,711 +502
Nikkei 225(SGX)
Mar20 200115 24000 24020 23840 23910 -90 66,318 184,195 +2,519
Jun20 200115 23795 23795 23690 23745 -90 8 4,536 -3
Sep20 200115 23705 23705 23705 23705 -75 0 10 +0
Total Volume and Open Interest 66,326 220,119 +2,516
Nikkei 225 Mini(JPX)
Mar20 200115 23980 24020 23835 23910 -90 736,204 367,428 -3,394
Jun20 200115 23790 23835 23660 23720 -100 17,360 8,886 +695
Sep20 200115 23640 23755 23595 23660 -90 285 983 +57
Total Volume and Open Interest 788,536 414,532 -128,771
Nikkei 225(JPX)
Mar20 200115 23980 24020 23830 23910 -90 57,138 247,631 +1,343
Jun20 200115 23780 23820 23670 23720 -100 410 18,391 -11
Sep20 200115 23660 23660 23660 23660 -90 25 2,780 +0
Total Volume and Open Interest 57,581 343,091 +1,333
Nikkei 225(CME) Yen
Mar20 200115 23980 23980 23850 23935 -45 40,271 58,723 +460
Jun20 200115 23695 23765 23680 23755 -45 1 6 -1
Sep20 200115 23665 23665 23665 23665 -50      
Total Volume and Open Interest 40,272 58,729 +459
Nikkei 225(CME) e-Mini Yen
Mar20 200115 23940 23940 23880 23940 -40      
Jun20 200115 23760 23760 23760 23760 -40      
Sep20 200115 23670 23670 23670 23670 -50      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jan20 200115 6034.0 6054.0 6009.5 6031.5 -9.5 252,044 363,342 +2,393
Feb20 200115 6033.0 6053.5 6006.5 6028.0 -9.5 174,352 232,538 +137,131
Mar20 200115 6031.0 6038.0 6007.5 6025.5 -9.5 431 16,568 -79
Total Volume and Open Interest 426,827 678,457 +139,445
Hang Seng Index(HKFE)
Jan20 200115 28805 29030 28659 28752 -47 160,283 108,370 +672
Feb20 200115 28839 29000 28640 28730 -45 2,050 3,967 +800
Mar20 200115 28861 29009 28657 28744 -45 1,297 12,174 +192
Total Volume and Open Interest 164,402 130,300 +2,286
DAX(EUREX)
Mar20 200115 13442.0 13458.0 13382.0 13416.0 -30.5 110,873 110,910 +3,165
Jun20 200115 13440.0 13462.0 13422.0 13434.5 -30.5 56 979 +35
Sep20 200115 13420.0 13420.0 13420.0 13420.0 -30.5 2 16 -1
Total Volume and Open Interest 110,931 111,905 +3,199
Mini-DAX(EUREX)
Mar20 200115 13435.0 13458.0 13383.0 13416.0 -30.5 57,056 13,716 +1,484
Jun20 200115 13423.0 13465.0 13409.0 13434.5 -30.5 129 1,031 +13
Sep20 200115 13417.0 13420.0 13417.0 13420.0 -30.5 3 6 +3
Total Volume and Open Interest 57,188 14,753 +1,500
DJ EuroSTOXX 50(EUREX)
Mar20 200115 3763 3769 3744 3756 -6 1,077,642 3,512,746 +119,568
Jun20 200115 3680 3681 3663 3674 -6 7,470 47,792 +7,237
Sep20 200115 3660 3660 3660 3660 -6 20 45 +18
Total Volume and Open Interest 1,085,372 3,647,905 +126,823
Swiss Market Index(EUREX)
Mar20 200115 10526 10595 10522 10579 +30 51,165 184,013 +4,739
Jun20 200115 10375 10405 10375 10400 +35 3 11,490 -5
Sep20 200115 10367 10367 10367 10367 +36 0 49 +0
Total Volume and Open Interest 51,168 195,552 +4,734
FT-SE 100(EURONEXT)
Mar20 200115 7558.50 7580.50 7543.00 7575.00 +13.00 101,306 701,503 -277
Jun20 200115 7493.00 7493.00 7493.00 7493.00 +13.00 1 343 +0
Sep20 200115 7423.00 7423.00 7423.00 7423.00 +13.50 1 3 +1
Total Volume and Open Interest 101,308 701,853 -276
SPI 200(SFE)
Mar20 200115 6906.0 6937.0 6882.0 6930.0 +21.0 42,281 372,996 +6,969
Jun20 200115 6908.0 6908.0 6908.0 6908.0 +21.0 0 5,141 +0
Sep20 200115 6822.0 6822.0 6822.0 6822.0 +21.0      
Total Volume and Open Interest 44,539 382,048 +8,151
FTSE MIB(ISE)
Mar20 200115 23785.00 23835.00 23615.00 23655.00 -160.00 22,531 132,747 +657
Jun20 200115 23055.00 23155.00 23030.00 23055.00 -160.00 148 650 +134
Sep20 200115 22898.00 22898.00 22898.00 22898.00 -160.00 0 23 +0
Total Volume and Open Interest 22,679 133,420 +791
KOSPI 200(KFE)
Mar20 200115 301.35 302.30 299.50 300.20 -1.80 205,415 303,356 +2,249
Jun20 200115 302.20 302.40 299.95 300.45 -2.00 614 13,106 +84
Sep20 200115 301.05 301.05 299.95 299.95 -2.60 8 294 +2
Total Volume and Open Interest 207,933 353,685 +1,742
GSCI(CME)
Feb20 200115 426.60 427.00 424.05 425.70 -2.55 1,479 8,884 +1,467
Mar20 200115 428.05 428.05 428.05 428.05 -2.55      
Total Volume and Open Interest 2,937 9,937 +13
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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