Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Thu January 16, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200116 929.75 930.25 922.00 924.00 -4.75 119,742 339,707 +194
May20 200116 943.00 943.25 935.00 937.25 -4.75 40,098 147,435 +3,596
Jul20 200116 955.00 955.50 947.75 950.00 -4.25 27,294 123,946 +3,157
Aug20 200116 958.50 958.50 951.75 954.00 -4.00 2,775 10,550 +81
Sep20 200116 956.50 957.00 950.75 953.00 -3.50 3,854 10,035 +1,002
Nov20 200116 959.25 959.25 953.50 956.25 -2.50 17,955 77,862 +1,256
Jan21 200116 962.25 962.50 957.50 959.75 -2.25 3,673 15,921 +674
Mar21 200116 952.00 953.00 948.25 950.50 -1.75 5,106 23,568 +1,980
May21 200116 951.50 951.75 947.50 949.75 -1.50 974 3,424 +374
Jul21 200116 954.00 955.25 951.00 953.00 -1.25 733 4,190 +284
Aug21 200116 948.50 949.00 948.50 949.00 -1.50 1 134 +0
Sep21 200116 941.00 941.50 931.00 936.75 -4.75 10 53 +10
Nov21 200116 937.00 940.75 935.25 939.50 +1.25 489 2,214 +355
Jan22 200116 939.50 939.50 939.50 939.50 +1.25      
Total Volume and Open Interest 222,704 759,049 +12,963
Soybean Meal(CBOT)
Mar20 200116 300.20 301.10 299.00 300.60 +0.50 60,911 225,516 +872
May20 200116 304.80 305.60 303.70 305.20 +0.40 25,263 102,143 +251
Jul20 200116 309.40 310.10 308.30 309.70 +0.30 19,025 66,322 +969
Aug20 200116 311.20 311.80 310.00 311.50 +0.40 3,461 11,544 +266
Sep20 200116 312.10 313.10 311.40 312.60 +0.30 2,805 10,857 +446
Oct20 200116 312.40 313.60 311.80 313.10 +0.50 2,421 8,978 +145
Dec20 200116 314.70 316.10 314.10 315.70 +0.70 8,750 28,364 +1,066
Jan21 200116 314.20 315.70 314.00 315.40 +0.70 621 2,609 -52
Mar21 200116 311.90 313.20 311.30 312.40 +0.50 547 7,178 +111
May21 200116 311.10 312.20 310.40 311.50 +0.60 126 863 +20
Total Volume and Open Interest 124,600 466,860 +4,615
Soybean Oil(CBOT)
Mar20 200116 33.30 33.45 32.89 33.03 -0.27 84,485 238,702 -3,217
May20 200116 33.65 33.78 33.23 33.37 -0.27 36,454 111,766 +2,201
Jul20 200116 34.04 34.15 33.61 33.74 -0.27 31,288 100,049 +98
Aug20 200116 34.15 34.22 33.70 33.82 -0.28 7,851 17,169 +1,222
Sep20 200116 34.24 34.28 33.79 33.90 -0.26 2,970 11,324 +484
Oct20 200116 34.27 34.31 33.81 33.92 -0.26 2,331 9,736 +550
Dec20 200116 34.39 34.49 33.98 34.10 -0.26 10,431 45,274 +2,824
Jan21 200116 34.59 34.59 34.11 34.25 -0.25 535 5,773 +56
Mar21 200116 34.22 34.52 34.09 34.23 -0.23 514 4,004 +169
May21 200116 34.23 34.48 34.07 34.18 -0.27 110 1,009 +51
Total Volume and Open Interest 177,388 546,330 +4,758
Canola(WCE)
Jan20 200114 474.5 474.5 474.5 474.5 +0.2      
Mar20 200116 476.0 477.1 474.1 476.0 +0.2 13,926 79,579 +383
May20 200116 485.2 486.2 483.2 485.0 unch 10,819 53,408 +4,042
Jul20 200116 490.7 491.7 488.7 490.3 -0.1 3,606 22,098 +423
Nov20 200116 494.7 495.6 492.8 494.5 +0.7 1,582 33,509 +36
Total Volume and Open Interest 30,022 191,486 +4,912
Corn(CBOT)
Mar20 200116 387.25 387.75 375.25 375.50 -12.00 141,478 729,081 -5,566
May20 200116 393.75 394.25 382.25 382.50 -11.50 40,027 220,472 +360
Jul20 200116 400.00 400.50 388.50 389.00 -11.50 41,544 262,675 +5,263
Sep20 200116 400.00 400.00 390.00 390.50 -9.75 12,974 120,037 +670
Dec20 200116 401.75 402.25 393.25 394.00 -8.50 26,773 193,141 +2,234
Mar21 200116 411.00 411.50 403.50 404.25 -7.75 1,050 13,288 +231
May21 200116 414.50 414.50 407.75 408.75 -7.25 63 2,621 +19
Jul21 200116 415.50 416.25 410.50 411.75 -7.00 323 7,250 +117
Sep21 200116 404.00 404.25 403.00 404.25 -5.00 8 905 +3
Dec21 200116 408.25 408.25 404.00 404.50 -5.00 703 10,229 +462
Total Volume and Open Interest 264,943 1,560,240 +3,793
Wheat(CBOT)
Mar20 200116 573.50 573.50 560.00 565.25 -8.00 78,783 219,675 +3,919
May20 200116 574.00 574.00 561.25 566.25 -7.75 27,742 79,845 +3,458
Jul20 200116 574.50 574.50 562.50 566.75 -8.00 22,103 106,377 +1,775
Sep20 200116 579.00 579.00 568.25 572.00 -7.50 9,701 37,029 +385
Dec20 200116 585.50 585.50 576.50 580.50 -6.50 7,154 31,027 +191
Mar21 200116 590.25 590.75 583.25 587.25 -6.00 581 8,417 +29
Total Volume and Open Interest 146,874 486,824 +10,060
Wheat(KCBT)
Mar20 200116 496.75 496.75 482.25 484.75 -11.75 30,121 135,551 +123
May20 200116 502.75 502.75 489.75 492.25 -11.75 9,412 56,008 +435
Jul20 200116 511.50 511.50 497.50 500.00 -11.50 8,284 54,185 +596
Sep20 200116 519.00 519.00 506.00 508.25 -11.50 2,551 18,456 -105
Dec20 200116 529.25 529.25 517.25 519.75 -11.25 1,652 18,141 +245
Mar21 200116 541.00 541.00 528.00 530.50 -11.00 170 1,832 -21
May21 200116 529.75 532.75 529.00 531.25 -10.50 59 292 +22
Total Volume and Open Interest 52,269 284,701 +1,309
Wheat(MGE)
Mar20 200116 556.50 560.00 549.00 550.25 -6.00 5,689 30,488 -742
May20 200116 564.00 567.50 558.25 559.25 -4.50 1,871 15,700 +169
Jul20 200116 571.00 574.25 566.00 566.75 -3.75 978 7,019 -35
Sep20 200116 581.25 582.50 575.00 575.00 -4.25 492 5,198 +182
Dec20 200116 590.25 590.25 586.75 586.75 -4.25 125 2,932 +55
Mar21 200116 598.50 598.50 598.50 598.50 -4.00 10 979 +8
Total Volume and Open Interest 9,165 62,327 -363
Oats(CBOT)
Mar20 200116 307.75 307.75 303.75 305.50 -0.25 519 4,066 -56
May20 200116 302.25 302.25 300.50 301.00 -1.25 134 619 +107
Jul20 200116 291.25 291.25 289.00 290.00 -3.75 3 128 +0
Sep20 200116 280.50 280.50 280.50 280.50 -1.50 3 68 +1
Total Volume and Open Interest 662 4,987 +53
Rough Rice(CBOT)
Jan20 200114 12.96 13.05 12.96 13.05 +0.08 18 13 +9
Mar20 200116 13.36 13.42 13.27 13.34 -0.02 876 9,946 -465
May20 200116 13.44 13.46 13.35 13.41 -0.02 126 677 +60
Jul20 200116 13.24 13.24 13.24 13.24 -0.01 80 154 +28
Total Volume and Open Interest 1,167 11,169 -335
Live Cattle(CME)
Feb20 200116 126.930 126.930 124.785 126.135 -0.465 23,606 81,349 -6,580
Apr20 200116 127.800 127.800 125.285 126.430 -1.070 22,512 149,956 +6,050
Jun20 200116 119.480 119.580 117.580 118.850 -0.580 14,262 102,084 +1,502
Aug20 200116 117.300 117.300 115.330 116.580 -0.555 7,014 38,453 +835
Oct20 200116 119.350 119.350 117.550 118.700 -0.585 3,006 16,250 +538
Dec20 200116 121.980 122.000 120.400 121.550 -0.430 1,215 6,178 +439
Total Volume and Open Interest 71,928 397,314 +2,879
Feeder Cattle(CME)
Jan20 200116 145.685 145.750 143.400 145.435 unch 2,652 2,947 -804
Mar20 200116 145.400 145.400 142.735 144.830 -0.355 4,871 24,598 +50
Apr20 200116 148.285 148.285 145.735 147.800 -0.400 2,404 9,768 -107
May20 200116 149.950 150.000 147.500 149.600 -0.230 1,584 8,235 +96
Aug20 200116 155.330 155.580 153.300 155.235 -0.095 1,144 6,076 +148
Sep20 200116 156.050 156.785 154.600 156.535 +0.085 847 1,941 +333
Oct20 200116 156.900 156.950 155.000 156.900 +0.070 232 597 +42
Total Volume and Open Interest 13,830 54,477 -232
Lean Hogs(CME)
Feb20 200116 67.680 68.180 66.330 66.885 -1.000 17,424 63,800 -3,534
Apr20 200116 74.830 75.050 72.980 73.785 -1.195 20,130 101,092 +2,712
May20 200116 81.000 81.230 79.650 80.730 -0.750 73 1,666 -4
Jun20 200116 87.285 87.500 85.550 86.550 -0.950 11,337 46,892 +762
Jul20 200116 87.500 88.000 86.150 87.135 -0.845 2,879 20,854 +201
Aug20 200116 86.600 87.050 85.230 86.100 -0.935 2,624 29,971 +511
Oct20 200116 75.000 75.350 73.885 74.680 -0.720 3,223 21,004 +1,364
Dec20 200116 69.285 69.400 68.035 68.650 -0.750 1,632 10,338 +666
Total Volume and Open Interest 59,542 298,514 +2,740
Class III Milk(CME)
Jan20 200116 16.95 16.99 16.94 16.99 unch 138 2,938 -26
Feb20 200116 17.11 17.34 17.06 17.30 +0.22 529 2,697 -61
Mar20 200116 17.42 17.62 17.42 17.58 +0.16 295 2,361 +8
Apr20 200116 17.37 17.51 17.37 17.50 +0.08 165 1,636 +64
May20 200116 17.45 17.49 17.41 17.49 +0.06 71 1,456 +22
Jun20 200116 17.53 17.54 17.52 17.54 +0.01 48 1,415 +10
Jul20 200116 17.72 17.72 17.67 17.67 -0.03 35 696 +5
Aug20 200116 17.77 17.80 17.77 17.79 +0.02 23 636 +14
Sep20 200116 17.84 17.85 17.80 17.82 +0.01 22 723 -6
Oct20 200116 17.78 17.80 17.77 17.77 +0.01 29 546 +26
Nov20 200116 17.75 17.75 17.75 17.75 +0.09 13 561 -1
Dec20 200116 17.50 17.53 17.50 17.53 +0.09 22 644 +0
Jan21 200116 17.20 17.20 17.20 17.20 -0.03 64 200 +56
Total Volume and Open Interest 1,584 16,795 +194
Cocoa(ICE)
Mar20 200116 2712 2729 2693 2712 +23 24,254 99,005 +3,094
May20 200116 2736 2750 2715 2736 +25 16,093 57,625 +3,638
Jul20 200116 2739 2756 2723 2743 +25 8,723 47,614 +765
Sep20 200116 2714 2722 2694 2708 +22 5,599 35,545 +2,347
Dec20 200116 2627 2638 2611 2623 +17 3,249 37,171 +361
Mar21 200116 2554 2568 2540 2556 +17 1,909 15,659 +697
May21 200116 2523 2533 2507 2525 +16 65 6,303 +21
Total Volume and Open Interest 59,941 301,166 +10,958
Coffee "C"(ICE)
Mar20 200116 114.30 115.10 112.35 112.95 -1.35 24,677 103,035 -1,053
May20 200116 116.75 117.45 114.70 115.25 -1.40 11,075 58,759 +189
Jul20 200116 119.20 119.75 117.05 117.55 -1.35 2,269 46,169 -555
Sep20 200116 120.90 121.90 119.20 119.65 -1.40 2,225 32,700 +437
Dec20 200116 123.95 124.55 121.85 122.30 -1.35 747 22,506 +34
Mar21 200116 126.40 126.95 124.25 124.70 -1.30 199 8,542 -52
Total Volume and Open Interest 41,362 289,986 -896
Orange Juice(ICE)
Mar20 200116 97.15 97.25 95.05 95.65 -0.95 499 15,295 -54
May20 200116 100.00 100.35 99.00 99.10 -0.65 137 2,028 +58
Jul20 200116 103.35 103.35 102.15 102.45 -0.30 75 933 +27
Sep20 200116 106.50 106.65 105.55 105.75 -0.25 40 407 +32
Nov20 200116 109.55 109.75 108.80 109.05 +0.05 7 243 +5
Jan21 200116 111.75 112.00 111.75 112.00 +0.35 0 167 +0
Total Volume and Open Interest 758 19,073 +68
Sugar #11(ICE)
Mar20 200116 14.51 14.58 14.32 14.43 -0.09 95,806 396,524 -3,445
May20 200116 14.48 14.52 14.30 14.38 -0.10 42,467 246,101 +4,602
Jul20 200116 14.43 14.47 14.27 14.34 -0.11 32,955 169,398 +6,574
Oct20 200116 14.50 14.54 14.36 14.42 -0.11 24,266 135,095 +4,492
Mar21 200116 14.78 14.82 14.68 14.74 -0.08 13,252 79,353 +1,463
May21 200116 14.46 14.48 14.37 14.44 -0.07 4,371 13,877 +737
Jul21 200116 14.18 14.20 14.10 14.18 -0.06 3,711 16,479 +1,698
Oct21 200116 14.19 14.19 14.06 14.14 -0.06 977 18,355 +28
Total Volume and Open Interest 218,172 1,089,792 +16,146
London Cocoa(LCE)
Mar20 200116 1991 1999 1950 1955 -22 16,178 77,767 -352
May20 200116 1968 1976 1942 1948 -8 13,204 60,810 +3,177
Jul20 200116 1948 1954 1930 1937 +2 5,801 40,241 -279
Sep20 200116 1894 1907 1890 1898 +12 2,873 36,304 -177
Dec20 200116 1794 1803 1784 1793 +6 2,962 52,074 +461
Mar21 200116 1735 1744 1729 1735 +9 1,416 25,591 -232
May21 200116 1720 1727 1711 1714 +9 511 7,122 -216
Total Volume and Open Interest 43,195 307,799 +2,412
London Sugar(LCE)
Mar20 200116 392.50 401.70 392.50 399.00 +5.60 13,568 32,327 -1,961
May20 200116 393.00 396.70 390.60 394.60 +1.60 10,240 38,004 +2,343
Aug20 200116 391.30 394.50 389.20 392.40 +0.70 2,127 16,191 +546
Oct20 200116 391.00 393.00 389.10 391.10 +0.40 795 4,702 -62
Dec20 200116 392.60 394.50 390.90 392.50 +0.20 591 3,771 -71
Total Volume and Open Interest 27,773 97,172 +1,100
Cotton(ICE)
Mar20 200116 70.25 70.38 69.73 70.22 -0.10 19,480 123,768 -665
May20 200116 71.17 71.44 70.80 71.19 -0.20 7,154 57,617 +1,171
Jul20 200116 72.31 72.32 71.73 72.08 -0.23 2,920 35,166 +286
Oct20 200116 72.66 72.66 72.43 72.43 -0.28 2 15 +1
Dec20 200116 71.60 72.06 71.39 71.89 -0.07 1,310 31,480 +233
Mar21 200116 72.09 72.25 72.03 72.22 -0.20 194 2,288 +139
Total Volume and Open Interest 31,157 251,621 +1,222
Lumber(CME)
Mar20 200116 425.8 434.9 420.8 428.8 +2.3 442 2,430 +79
May20 200116 421.4 423.9 417.2 422.9 +1.6 75 575 +1
Jul20 200116 415.0 418.0 413.9 418.0 +2.2 12 232 -1
Sep20 200116 406.0 408.8 406.0 408.7 +2.3 7 64 +3
Nov20 200116 403.7 403.7 403.7 403.7 +2.3 0 5 +0
Jan21 200116 402.2 402.2 402.2 402.2 +2.3      
Mar21 200116 400.7 400.7 400.7 400.7 +2.3      
Total Volume and Open Interest 536 3,306  
Crude Oil(NYM)
Feb20 200116 58.10 58.87 57.56 58.52 +0.71 433,169 96,523 -40,248
Mar20 200116 58.12 58.88 57.60 58.53 +0.69 271,198 458,296 +15,486
Apr20 200116 58.03 58.77 57.55 58.43 +0.66 79,243 155,710 +2,926
May20 200116 57.93 58.54 57.39 58.21 +0.63 36,479 129,856 +1,794
Jun20 200116 57.58 58.20 57.13 57.88 +0.58 65,712 232,170 -4,866
Jul20 200116 57.20 57.75 56.77 57.46 +0.52 25,219 93,660 +55
Aug20 200116 56.76 57.27 56.38 56.99 +0.47 13,899 62,136 -1,330
Sep20 200116 56.48 56.79 55.95 56.53 +0.44 14,699 103,733 +1,190
Oct20 200116 56.00 56.29 55.57 56.09 +0.41 7,331 68,465 -872
Nov20 200116 55.73 55.87 55.23 55.70 +0.39 5,883 56,270 +1,864
Dec20 200116 55.25 55.56 54.82 55.35 +0.37 33,401 256,313 +67
Jan21 200116 54.85 55.14 54.61 54.99 +0.35 1,578 48,950 +10
Feb21 200116 54.67 54.67 54.67 54.67 +0.34 1,136 28,168 +440
Mar21 200116 54.37 54.37 54.37 54.37 +0.33 896 37,551 +63
Apr21 200116 54.10 54.10 54.10 54.10 +0.32 372 16,139 +197
May21 200116 53.86 53.86 53.86 53.86 +0.30 190 15,131 -134
Total Volume and Open Interest 1,021,609 2,194,905 -20,988
e-miNY Crude Oil(NYM)
Feb20 200116 58.075 58.875 57.575 58.525 +0.725 13,747 3,058 -347
Mar20 200116 58.100 58.875 57.600 58.525 +0.675 2,501 1,694 +161
Apr20 200116 58.100 58.725 57.575 58.425 +0.650 139 320 -23
May20 200116 58.000 58.200 57.600 58.200 +0.625 7 314 +2
Jun20 200116 57.500 58.150 57.225 57.875 +0.575 6 148 +1
Jul20 200116 57.275 57.550 57.000 57.450 +0.500 1 26 +1
Aug20 200116 56.800 57.100 56.650 57.000 +0.475 1 47 +1
Sep20 200116 56.525 56.525 56.525 56.525 +0.425 0 62 +0
Oct20 200116 56.100 56.200 56.100 56.100 +0.425 9 14 +4
Nov20 200116 55.575 55.700 55.575 55.700 +0.400 0 5 +0
Total Volume and Open Interest 16,429 5,841 -193
NY Harbor ULSD(NYM)
Feb20 200116 188.30 188.91 185.67 186.00 -1.79 89,633 83,051 -9,544
Mar20 200116 188.66 189.30 186.15 186.47 -1.75 102,001 109,248 +10,231
Apr20 200116 188.16 188.79 185.87 186.19 -1.46 65,478 61,931 +7,978
May20 200116 187.65 188.24 185.63 185.89 -1.12 29,547 41,283 +1,728
Jun20 200116 187.20 187.57 185.26 185.72 -0.76 22,621 41,909 +171
Jul20 200116 187.01 187.33 185.15 185.67 -0.56 4,851 18,203 +19
Aug20 200116 185.86 187.14 185.22 185.64 -0.43 3,221 9,830 +146
Sep20 200116 186.19 187.11 185.08 185.67 -0.37 3,337 11,243 +466
Oct20 200116 186.93 186.93 185.29 185.60 -0.36 1,195 4,742 +157
Nov20 200116 186.71 186.71 185.15 185.48 -0.37 1,349 4,741 +521
Dec20 200116 186.26 186.74 184.84 185.28 -0.43 6,490 22,620 -519
Jan21 200116 185.64 185.92 185.07 185.16 -0.47 983 5,109 +156
Feb21 200116 185.32 186.10 184.59 184.59 -0.49 318 1,183 +30
Mar21 200116 184.50 184.50 183.50 183.50 -0.52 58 960 +6
Total Volume and Open Interest 332,162 427,779 +11,911
RBOB Gasoline(NYM)
Feb20 200116 164.99 166.13 163.44 165.48 +1.80 72,693 87,878 -8,138
Mar20 200116 166.23 167.35 164.53 166.70 +1.78 71,291 125,220 +6,629
Apr20 200116 184.06 185.49 182.60 184.85 +1.73 33,209 63,348 +2,615
May20 200116 184.22 185.70 182.96 185.12 +1.66 18,325 41,447 +2,015
Jun20 200116 183.27 184.53 181.94 184.05 +1.59 11,536 37,483 +266
Jul20 200116 181.75 182.42 180.43 182.03 +1.52 3,635 21,253 +510
Aug20 200116 178.20 179.55 178.07 179.17 +1.46 2,248 5,189 -143
Sep20 200116 174.19 175.75 174.19 175.51 +1.41 2,745 11,390 +447
Oct20 200116 160.47 161.43 160.47 161.43 +1.21 1,451 4,878 +94
Nov20 200116 156.52 157.25 156.52 157.25 +1.05 1,142 2,091 +104
Total Volume and Open Interest 220,621 422,935 +4,384
e-miNY RBOB Gasoline(NYM)
Feb20 200116 165.48 165.48 165.48 165.48 +1.80 0 1 +0
Mar20 200116 166.70 166.70 166.70 166.70 +1.78      
Apr20 200116 184.85 184.85 184.85 184.85 +1.73      
May20 200116 185.12 185.12 185.12 185.12 +1.66      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200116 2.134 2.170 2.071 2.077 -0.043 218,920 186,277 -14,364
Mar20 200116 2.097 2.124 2.038 2.046 -0.037 175,801 499,331 +22,532
Apr20 200116 2.107 2.130 2.056 2.064 -0.033 68,720 167,397 +5,626
May20 200116 2.153 2.173 2.108 2.116 -0.028 33,485 130,958 +1,511
Jun20 200116 2.210 2.231 2.174 2.181 -0.022 20,159 68,430 +1,662
Jul20 200116 2.278 2.292 2.242 2.249 -0.017 13,454 58,439 +505
Aug20 200116 2.297 2.310 2.265 2.271 -0.015 8,264 32,210 +612
Sep20 200116 2.282 2.305 2.260 2.267 -0.014 9,949 36,099 +230
Oct20 200116 2.319 2.339 2.293 2.300 -0.013 20,447 98,204 +2,456
Nov20 200116 2.407 2.423 2.385 2.391 -0.009 4,029 25,038 -145
Dec20 200116 2.591 2.607 2.572 2.579 -0.007 3,524 27,433 +761
Jan21 200116 2.704 2.716 2.680 2.689 -0.009 6,896 37,245 +2,130
Feb21 200116 2.659 2.670 2.641 2.652 -0.005 945 13,782 +170
Mar21 200116 2.545 2.552 2.534 2.545 +0.007 2,413 16,320 +277
Apr21 200116 2.305 2.311 2.294 2.308 +0.009 2,347 22,874 +57
May21 200116 2.284 2.284 2.267 2.281 +0.009 798 9,261 +68
Total Volume and Open Interest 593,497 1,485,114 +24,210
Brent Crude Oil(ICE)
Mar20 200116 64.26 64.97 63.90 64.62 +0.62 229,526 403,419 -16,707
Apr20 200116 63.40 64.13 63.13 63.81 +0.60 145,105 364,127 +15,552
May20 200116 62.84 63.46 62.49 63.17 +0.57 73,675 182,921 +3,420
Jun20 200116 62.28 62.85 61.91 62.57 +0.53 81,996 300,330 +1,096
Jul20 200116 61.69 62.20 61.32 61.94 +0.49 23,388 153,421 +2,816
Aug20 200116 61.17 61.64 60.83 61.42 +0.46 18,109 122,898 +470
Sep20 200116 60.92 61.21 60.41 60.99 +0.42 17,400 134,894 +643
Oct20 200116 60.35 60.75 60.02 60.56 +0.40 6,302 90,208 +1,057
Nov20 200116 60.17 60.40 59.74 60.21 +0.38 4,593 54,150 +97
Dec20 200116 59.70 60.08 59.39 59.87 +0.35 42,798 252,773 -3,050
Jan21 200116 59.58 59.58 59.58 59.58 +0.33 1,638 44,807 -23
Feb21 200116 59.69 59.69 59.32 59.32 +0.31 3,383 39,048 +714
Mar21 200116 59.10 59.10 59.10 59.10 +0.30 2,272 28,933 -357
Apr21 200116 58.89 58.89 58.89 58.89 +0.28 648 15,272 +73
Total Volume and Open Interest 682,896 2,578,786 +9,511
Gas Oil(ICE)
Feb20 200116 576.00 578.75 571.00 576.00 +0.25 88,167 179,821 -3,253
Mar20 200116 577.00 579.25 572.00 577.00 +0.75 91,798 162,995 -2,188
Apr20 200116 574.75 577.25 570.50 575.50 +1.50 65,794 101,295 +1,319
May20 200116 571.75 574.25 568.00 572.75 +1.50 42,534 73,474 +551
Jun20 200116 569.00 571.25 565.00 570.00 +1.75 48,913 115,479 +572
Jul20 200116 567.25 569.75 563.75 568.25 +1.50 12,700 36,335 +422
Aug20 200116 566.50 568.75 563.00 567.25 +1.50 7,018 25,118 -425
Sep20 200116 566.00 567.50 562.50 566.75 +1.50 7,020 24,705 -243
Oct20 200116 565.75 568.00 562.50 566.50 +1.50 3,597 19,890 -458
Nov20 200116 563.50 564.00 560.25 564.00 +1.25 2,292 15,185 -352
Total Volume and Open Interest 392,476 894,123 -2,857
Ethanol(CBOT)
Feb20 200116 1.325 1.331 1.295 1.299 -0.034 94 361 -36
Mar20 200116 1.355 1.358 1.325 1.326 -0.033 144 319 +61
Apr20 200116 1.351 1.351 1.351 1.351 -0.030 1 36 +1
May20 200116 1.379 1.379 1.367 1.367 -0.030 1 9 +1
Jun20 200116 1.367 1.367 1.367 1.367 -0.030      
Jul20 200116 1.367 1.367 1.367 1.367 -0.030      
Aug20 200116 1.367 1.367 1.367 1.367 -0.030      
Sep20 200116 1.367 1.367 1.367 1.367 -0.030      
Total Volume and Open Interest 240 725 +27
WTI Crude Oil(ICE)
Feb20 200116 58.09 58.86 57.58 58.52 +0.71 33,748 25,042 -6,439
Mar20 200116 58.11 58.88 57.62 58.53 +0.69 50,104 91,131 -329
Apr20 200116 58.06 58.77 57.58 58.43 +0.66 30,656 52,260 +147
May20 200116 57.94 58.54 57.43 58.21 +0.63 18,151 31,053 +2,424
Jun20 200116 57.78 58.16 57.17 57.88 +0.58 22,367 76,839 +2,096
Jul20 200116 57.19 57.72 56.81 57.46 +0.52 3,470 17,860 +443
Aug20 200116 56.68 57.23 56.50 56.99 +0.47 1,252 11,502 -168
Sep20 200116 56.35 56.70 56.19 56.53 +0.44 2,410 23,850 +426
Oct20 200116 55.88 56.12 55.88 56.09 +0.41 380 11,933 -54
Nov20 200116 55.70 55.70 55.70 55.70 +0.39 285 9,318 +11
Dec20 200116 55.30 55.46 54.95 55.35 +0.37 9,853 89,032 -2,499
Jan21 200116 54.99 54.99 54.99 54.99 +0.35 200 6,008 -6
Feb21 200116 54.67 54.67 54.67 54.67 +0.34 60 4,176 +49
Mar21 200116 54.37 54.37 54.37 54.37 +0.33 23 5,332 -1
Apr21 200116 54.10 54.10 54.10 54.10 +0.32 7 2,680 -1
May21 200116 53.86 53.86 53.86 53.86 +0.30 3 2,834 +3
Total Volume and Open Interest 177,660 588,688 -3,330
US Dollar Index(ICE)
Mar20 200116 96.935 97.115 96.815 97.063 +0.103 10,975 35,531 +389
Jun20 200116 96.560 96.700 96.455 96.683 +0.103 85 953 +21
Sep20 200116 96.332 96.332 96.332 96.332 +0.102 0 115 +0
Total Volume and Open Interest 11,060 36,599 +410
Australian Dollar(CME)
Mar20 200116 69.14 69.43 68.97 69.04 -0.09 70,440 138,826 -2,400
Jun20 200116 69.32 69.58 69.15 69.20 -0.08 134 425 +24
Sep20 200116 69.34 69.67 69.31 69.34 -0.09 0 31 +0
Total Volume and Open Interest 70,744 142,053 -2,515
British Pound(CME)
Mar20 200116 130.71 131.06 130.49 130.90 +0.40 74,724 190,955 +343
Jun20 200116 131.09 131.40 130.88 131.28 +0.40 412 1,749 +242
Sep20 200116 131.65 131.65 131.65 131.65 +0.40 0 29 +0
Total Volume and Open Interest 76,058 197,544 +1,008
Canadian Dollar(CME)
Mar20 200116 76.68 76.73 76.59 76.64 -0.04 50,724 181,152 -837
Jun20 200116 76.67 76.72 76.59 76.65 -0.04 173 3,315 -33
Sep20 200116 76.64 76.72 76.62 76.64 -0.04 10 645 +3
Dec20 200116 76.63 76.83 76.62 76.62 -0.05 32 1,102 +16
Total Volume and Open Interest 50,955 188,809 -845
Japanese Yen(CME)
Mar20 200116 91.28 91.31 91.03 91.07 -0.20 95,753 186,176 +4,812
Jun20 200116 91.72 91.77 91.51 91.54 -0.20 6 882 -1
Sep20 200116 91.99 91.99 91.99 91.99 -0.20 0 5 +0
Total Volume and Open Interest 95,815 188,672 +4,809
Swiss Franc(CME)
Mar20 200116 104.18 104.44 104.02 104.07 -0.13 30,107 50,705 +1,661
Jun20 200116 104.79 105.07 104.71 104.75 -0.12 5 70 -2
Sep20 200116 105.41 105.65 105.40 105.41 -0.13 1 3 +1
Total Volume and Open Interest 30,113 50,778 +1,660
EuroFX(CME)
Mar20 200116 111.92 112.13 111.67 111.74 -0.19 143,915 559,962 +4,627
Jun20 200116 112.56 112.75 112.30 112.38 -0.19 545 7,679 +11
Sep20 200116 112.99 113.29 112.99 113.00 -0.18 25 851 +18
Total Volume and Open Interest 144,841 575,844 +4,605
Mexican Peso(CME)
Feb20 200116 529.38 530.00 529.38 529.88 +0.38 9 14 +2
Mar20 200116 527.00 528.75 527.00 527.50 +0.38 29,611 294,162 +227
Total Volume and Open Interest 29,626 294,268 +229
Brazilian Real(CME)
Feb20 200116 238.60 240.10 237.90 238.10 -1.25 5,870 33,338 +281
Mar20 200116 238.50 239.80 237.65 237.80 -1.35 402 3,628 +176
Apr20 200116 238.70 239.35 237.50 237.50 -1.25 1 33 +0
May20 200116 237.20 238.75 237.20 237.20 -1.20      
Total Volume and Open Interest 6,273 36,999 +457
30-Year T-Bonds(CBOT)
Mar20 200116 158~190 158~250 157~280 158~030 -0~130 291,473 1,036,558 -166
Jun20 200116 157~180 157~260 156~310 157~050 -0~140 2,153 2,554 +1,762
Sep20 200116 156~040 156~040 156~040 156~040 -0~140 0 1 +0
Total Volume and Open Interest 293,626 1,039,113 +1,596
10-Year T-Notes(CBOT)
Mar20 200116 129~115 129~140 129~025 129~050 -0~060 1,349,774 3,661,911 +8,710
Jun20 200116 129~055 129~075 128~290 128~310 -0~060 7,190 39,083 +4,295
Sep20 200116 128~175 128~175 128~175 128~175 -0~060      
Total Volume and Open Interest 1,356,964 3,700,994 +13,005
5-Year T-Notes(CBOT)
Mar20 200116 118~312 119~006 118~260 118~276 -0~032 604,631 4,250,267 +15,112
Jun20 200116 119~086 119~102 119~036 119~052 -0~034 11,185 36,722 +10,710
Sep20 200116 119~052 119~052 119~052 119~052 -0~034      
Total Volume and Open Interest 615,816 4,286,989 +25,822
2 Year T-Notes(CBOT)
Mar20 200116 107~243 107~246 107~230 107~235 -0~004 462,253 3,561,900 -10,667
Jun20 200116 107~283 107~283 107~274 107~277 -0~005 16,448 39,089 +16,065
Sep20 200116 107~277 107~277 107~277 107~277 -0~005      
Total Volume and Open Interest 478,701 3,600,989 +5,398
Eurodollars(CME)
Mar20 200116 98.260 98.265 98.250 98.255 -0.005 197,486 1,520,302 -17,573
Jun20 200116 98.325 98.330 98.315 98.325 +0.005 180,081 1,272,583 +5,604
Sep20 200116 98.405 98.410 98.390 98.400 unch 143,562 1,060,960 -6,747
Dec20 200116 98.420 98.430 98.395 98.410 -0.005 164,142 1,198,650 -6,752
Mar21 200116 98.495 98.505 98.465 98.480 -0.010 140,794 957,899 -9,007
Jun21 200116 98.505 98.515 98.470 98.485 -0.015 112,875 979,701 +6,259
Sep21 200116 98.510 98.520 98.475 98.485 -0.020 104,968 730,900 -6,452
Dec21 200116 98.475 98.485 98.435 98.450 -0.020 108,414 657,581 -4,770
Mar22 200116 98.485 98.495 98.445 98.460 -0.020 68,712 433,062 +1,033
Jun22 200116 98.470 98.480 98.425 98.440 -0.025 49,627 303,527 -5,462
Sep22 200116 98.450 98.465 98.410 98.420 -0.025 56,725 249,670 -4,519
Dec22 200116 98.415 98.425 98.370 98.385 -0.025 45,251 231,032 -7,717
Mar23 200116 98.405 98.420 98.365 98.380 -0.020 28,034 277,161 -1,685
Jun23 200116 98.385 98.400 98.345 98.360 -0.020 21,199 123,203 -98
Sep23 200116 98.360 98.375 98.325 98.340 -0.020 14,675 114,589 -279
Dec23 200116 98.330 98.345 98.295 98.310 -0.020 19,951 100,582 -1,008
Mar24 200116 98.310 98.325 98.275 98.295 -0.015 12,806 92,873 -633
Jun24 200116 98.280 98.300 98.250 98.265 -0.015 11,328 47,233 +10
Total Volume and Open Interest 1,577,648 10,785,693 -43,431
Ultra T-Bond(CBOT)
Mar20 200116 186~13 186~22 185~05 185~18 -0~20 110,079 1,255,577 +1,443
Jun20 200116 186~14 187~04 186~01 186~07 -0~20 0 362 +0
Sep20 200116 186~07 186~07 186~07 186~07 -0~20      
Total Volume and Open Interest 110,079 1,255,939 +1,443
Ultra 10-Yr T-Note(CBOT)
Mar20 200116 142~080 142~125 141~265 141~310 -0~085 157,115 928,199 +4,607
Jun20 200116 141~215 141~315 141~200 141~215 -0~085      
Sep20 200116 141~215 141~215 141~215 141~215 -0~085      
Total Volume and Open Interest 157,115 928,199 +4,607
30 Day Federal Funds(CBOT)
Jan20 200116 98.452 98.455 98.452 98.452 unch 3,437 428,841 -1,148
Feb20 200116 98.420 98.425 98.415 98.420 unch 88,935 462,248 +4,901
Mar20 200116 98.420 98.420 98.415 98.420 +0.005 16,216 143,521 -50
Apr20 200116 98.425 98.425 98.415 98.420 unch 24,278 242,541 -519
May20 200116 98.445 98.450 98.440 98.445 unch 16,434 158,606 -2,444
Jun20 200116 98.470 98.475 98.460 98.470 +0.005 6,771 53,628 +1,937
Total Volume and Open Interest 207,613 1,864,988 +10,553
Japanese Govt Bonds(SGX)
Mar20 200116 151.94 152.04 151.88 151.93 unch 980 13,359 +11
Jun20 200116 151.93 151.93 151.93 151.93 unch      
Sep20 200116 151.93 151.93 151.93 151.93 unch      
Total Volume and Open Interest 980 13,359 +11
Euro-Buxl(EUREX)
Mar20 200116 200.70 201.44 200.20 201.22 +0.68 71,015 258,219 +8,069
Jun20 200116 199.66 199.66 199.66 199.66 +0.68 0 5,602 -568
Sep20 200116 200.22 200.22 200.22 200.22 +0.68      
Total Volume and Open Interest 71,015 263,821 +7,501
Euro-Bund(EUREX)
Mar20 200116 171.62 171.80 171.35 171.72 +0.26 672,851 1,659,434 -22,519
Jun20 200116 168.95 169.09 168.90 169.00 +0.26 28 8,306 +0
Sep20 200116 171.62 171.62 171.62 171.62 +0.26 0 2 +0
Total Volume and Open Interest 672,879 1,667,742 -22,519
Euro-Bobl(EUREX)
Mar20 200116 133.91 134.00 133.84 133.98 +0.08 364,955 1,184,456 +2,941
Jun20 200116 134.14 134.14 134.14 134.14 +0.10 0 4 +0
Sep20 200116 133.87 133.87 133.87 133.87 +0.08 0 324 +0
Total Volume and Open Interest 364,955 1,184,784 +2,941
Euro-Schatz(EUREX)
Mar20 200116 111.92 111.93 111.90 111.92 +0.00 226,267 1,533,448 -27,443
Jun20 200116 111.82 111.82 111.82 111.82 +0.01 0 4 +0
Sep20 200116 111.92 111.92 111.92 111.92 +0.00      
Total Volume and Open Interest 226,267 1,533,452 -27,443
3-Mth Euribor(EUREX)
Mar20 200116 100.395 100.395 100.395 100.395 unch 0 1,619 +0
Jun20 200116 100.390 100.390 100.390 100.390 unch 0 553 +0
Sep20 200116 100.385 100.385 100.385 100.385 unch 0 570 +0
Total Volume and Open Interest 10 4,913 +0
Long Gilt(LIFFE)
Mar20 200116 133~06 133~17 133~01 133~13 +0~04 251,303 652,357 -7,746
Jun20 200116 132~20 132~20 132~20 132~20 +0~03      
Total Volume and Open Interest 251,303 652,357 -7,746
3-Mth Short Sterling(LIFFE)
Mar20 200116 99.40 99.40 99.38 99.39 -0.00 253,514 645,983 +2,857
Jun20 200116 99.46 99.46 99.44 99.45 -0.01 136,947 676,293 +15,800
Sep20 200116 99.49 99.50 99.47 99.48 -0.00 90,504 544,027 +7,446
Dec20 200116 99.47 99.49 99.46 99.47 unch 93,677 634,504 +4,116
Mar21 200116 99.49 99.50 99.47 99.48 -0.00 109,705 332,545 +8,395
Jun21 200116 99.47 99.48 99.46 99.46 -0.01 75,615 258,295 +2,455
Total Volume and Open Interest 1,166,868 4,024,609 +64,746
3-Mth Euribor(LIFFE)
Mar20 200116 100.390 100.395 100.390 100.390 unch 31,360 424,529 +892
Jun20 200116 100.385 100.395 100.385 100.385 unch 26,210 437,791 +1,662
Sep20 200116 100.385 100.395 100.385 100.385 unch 38,758 502,046 +3,076
Total Volume and Open Interest 605,713 3,913,796 +2,058
3-Mth Aus T-Bills(SFE)
Mar20 200116 99.16 99.18 99.16 99.18 +0.01 15,844 167,322 -2,864
Jun20 200116 99.23 99.25 99.23 99.24 unch 6,386 201,388 -5,502
Sep20 200116 99.28 99.30 99.28 99.30 +0.01 9,551 222,238 +541
Dec20 200116 99.26 99.28 99.26 99.27 +0.01 10,737 171,091 +341
Mar21 200116 99.26 99.27 99.25 99.26 +0.01 7,863 132,541 +725
Jun21 200116 99.22 99.24 99.22 99.23 +0.01 5,556 84,597 +1,813
Sep21 200116 99.19 99.21 99.19 99.20 +0.01 7,161 52,725 +1,441
Dec21 200116 99.15 99.17 99.15 99.16 +0.01 1,273 36,458 +545
Mar22 200116 99.14 99.14 99.14 99.14 unch 48 2,094 +0
Jun22 200116 99.11 99.11 99.11 99.11 +0.01 0 1,353 +0
Total Volume and Open Interest 64,419 1,072,571 -2,960
10-Year Aus T-Bonds(SFE)
Mar20 200116 98.78 98.83 98.78 98.80 +0.03 143,747 1,214,070 -10,728
Jun20 200116 98.80 98.80 98.80 98.80 +0.03      
Total Volume and Open Interest 143,747 1,214,070 -10,728
3-Year Aus T-Bonds(SFE)
Mar20 200116 99.20 99.24 99.20 99.23 +0.03 195,511 1,120,398 -19,815
Jun20 200116 99.23 99.23 99.23 99.23 +0.03 0 10 +0
Total Volume and Open Interest 195,511 1,120,408 -19,815
Gold(CMX)
Feb20 200116 1556.6 1558.2 1548.0 1550.5 -3.5 310,070 405,299 -13,769
Apr20 200116 1562.6 1564.4 1554.1 1556.5 -3.6 44,840 264,233 +16,070
Jun20 200116 1567.7 1569.7 1560.0 1562.2 -3.4 3,836 71,696 +526
Aug20 200116 1572.5 1573.8 1566.9 1567.4 -3.5 2,203 22,387 +139
Oct20 200116 1578.1 1578.1 1572.3 1572.3 -3.5 88 7,562 -4
Dec20 200116 1580.4 1583.4 1575.0 1576.9 -3.4 2,095 19,275 -606
Feb21 200116 1581.3 1581.3 1581.3 1581.3 -3.4 127 4,622 +31
Apr21 200116 1585.1 1585.1 1585.1 1585.1 -3.6 4 531 +1
Jun21 200116 1588.8 1588.8 1588.8 1588.8 -3.6 64 1,848 +61
Aug21 200116 1593.0 1593.0 1593.0 1593.0 -3.6 0 1 +0
Oct21 200116 1596.9 1596.9 1596.9 1596.9 -3.6      
Dec21 200116 1600.9 1600.9 1600.9 1600.9 -3.6 8 812 +2
Total Volume and Open Interest 364,155 799,541 +2,658
Silver(CMX)
Mar20 200116 1801.0 1805.5 1787.5 1793.9 -4.9 73,762 178,139 +1,389
May20 200116 1810.0 1813.5 1796.0 1802.4 -4.8 1,375 24,548 +98
Jul20 200116 1816.5 1820.0 1804.0 1810.2 -4.8 1,006 18,110 -96
Sep20 200116 1826.0 1826.5 1812.0 1817.8 -4.7 794 7,756 +122
Dec20 200116 1836.0 1837.0 1823.0 1827.9 -4.9 599 7,296 +369
Mar21 200116 1836.7 1836.7 1836.7 1836.7 -4.9 0 10 +0
May21 200116 1842.1 1842.1 1842.1 1842.1 -4.9 0 23 +0
Total Volume and Open Interest 77,716 236,474 +1,835
Platinum(NYMEX)
Jan20 200116 1035.0 1035.0 995.7 995.7 -24.7 1 7 -6
Apr20 200116 1027.9 1046.7 998.4 1001.2 -24.4 41,025 103,567 +3,376
Jul20 200116 1035.0 1052.3 1006.2 1006.7 -24.6 464 4,312 +176
Oct20 200116 1040.0 1055.0 1012.8 1012.8 -24.7 25 384 -5
Total Volume and Open Interest 41,554 108,483 +3,540
Palladium(NYMEX)
Mar20 200116 2173.30 2244.80 2163.40 2177.80 +12.70 6,623 21,176 -480
Jun20 200116 2170.30 2232.20 2157.00 2171.60 +11.60 257 3,846 -5
Sep20 200116 2166.00 2194.90 2159.70 2159.70 +8.80 44 628 +18
Total Volume and Open Interest 6,925 25,947 -466
Copper(CMX)
Mar20 200116 286.25 288.60 284.15 284.70 -1.90 55,199 169,866 +382
May20 200116 287.10 289.30 285.05 285.55 -1.95 5,296 51,952 +740
Jul20 200116 287.80 289.85 285.65 286.10 -2.00 3,364 29,259 +218
Sep20 200116 289.55 290.00 286.05 286.60 -2.00 1,378 13,372 -59
Dec20 200116 290.45 290.85 287.05 287.15 -2.10 998 6,496 +334
Total Volume and Open Interest 66,958 282,603 +1,437
E-mini DJIA Index(CBOT)
Mar20 200116 29034 29263 29032 29240 +211 224,025 103,636 +1,780
Jun20 200116 29029 29228 29013 29213 +210 96 127 +1
Sep20 200116 29172 29172 29172 29172 +228 2 5 +1
Dec20 200116 29128 29128 29128 29128 +227      
Total Volume and Open Interest 224,123 103,768 +1,782
S & P 500(CME)
Mar20 200116 3299.00 3318.00 3295.00 3316.50 +22.75 3,720 29,511 +1,907
Jun20 200116 3317.00 3317.00 3317.00 3317.00 +22.75 1 33 +0
Sep20 200116 3317.00 3317.00 3317.00 3317.00 +23.00      
Dec20 200116 3317.50 3317.50 3317.50 3317.50 +24.25      
Total Volume and Open Interest 3,721 29,618 +1,907
S & P 500 E-Mini(CME)
Mar20 200116 3294.25 3318.00 3294.00 3316.50 +22.75 1,468,347 2,695,940 +26,487
Jun20 200116 3296.00 3318.75 3295.25 3317.00 +22.75 5,256 35,047 +4,089
Sep20 200116 3300.75 3318.00 3300.75 3317.00 +23.00 3 353 -1
Dec20 200116 3315.00 3317.50 3315.00 3317.50 +24.25 6 2,236 +6
Total Volume and Open Interest 1,473,616 2,733,583 +30,581
NASDAQ 100 E-Mini(CME)
Mar20 200116 9061.75 9140.25 9061.50 9133.50 +73.50 497,100 217,697 +2,818
Jun20 200116 9091.75 9158.25 9085.00 9153.00 +73.75 242 982 +9
Sep20 200116 9125.25 9175.75 9124.00 9175.75 +73.50 2 18 +2
Total Volume and Open Interest 497,345 218,699 +2,828
S&P Midcap 400(CME) e-Mini
Mar20 200116 2081.40 2101.40 2081.40 2100.80 +23.00 17,021 78,657 +1,215
Jun20 200116 2106.50 2106.50 2106.50 2106.50 +23.70 0 57 +0
Sep20 200116 2110.60 2110.60 2110.60 2110.60 +23.70      
Total Volume and Open Interest 17,021 78,714 +1,215
Volatility Index(CBOE)
Jan20 200116 12.91 12.95 12.55 12.58 -0.35 85,401 73,921 -11,644
Feb20 200116 15.18 15.20 14.80 14.93 -0.25 66,060 237,450 +9,970
Mar20 200116 15.57 15.60 15.26 15.38 -0.20 23,683 61,971 +4,472
Apr20 200116 16.17 16.20 15.90 15.98 -0.20 9,224 37,377 +660
Total Volume and Open Interest 193,344 475,430 +5,558
S & P 600(CME)
Mar20 200116 1041.20 1041.20 1041.20 1041.20 +13.40      
Jun20 200116 1041.80 1041.80 1041.80 1041.80 +13.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200116 1686.00 1710.20 1686.00 1706.50 +20.90 147,006 503,876 +9,403
Jun20 200116 1690.40 1711.30 1690.20 1708.40 +21.00 59 612 -1
Sep20 200116 1710.20 1710.20 1710.20 1710.20 +21.40      
Total Volume and Open Interest 147,065 504,488 +9,402
Nikkei 225(CME)
Mar20 200116 23965 24090 23895 24065 +110 5,506 20,558 -144
Jun20 200116 23925 23930 23785 23915 +110 1 8 -1
Total Volume and Open Interest 5,507 20,566 -145
Nikkei 225(SGX)
Mar20 200116 23905 23970 23865 23940 +30 82,311 182,814 -1,381
Jun20 200116 23735 23770 23735 23770 +25 31 4,537 +1
Sep20 200116 23730 23730 23730 23730 +25 0 10 +0
Total Volume and Open Interest 82,431 218,808 -1,311
Nikkei 225 Mini(JPX)
Mar20 200116 23930 23975 23865 23940 +30 867,981 376,099 +8,671
Jun20 200116 23745 23790 23685 23750 +30 15,375 9,298 +412
Sep20 200116 23645 23720 23635 23690 +30 99 967 -16
Total Volume and Open Interest 922,893 425,146 +10,614
Nikkei 225(JPX)
Mar20 200116 23930 23970 23870 23940 +30 64,234 242,872 -4,759
Jun20 200116 23750 23780 23700 23750 +30 501 18,824 +433
Sep20 200116 23690 23690 23690 23690 +30 0 2,780 +0
Total Volume and Open Interest 64,771 338,798 -4,293
Nikkei 225(CME) Yen
Mar20 200116 23945 24075 23880 24055 +120 31,065 58,071 -652
Jun20 200116 23875 23875 23710 23875 +120 1 5 -1
Sep20 200116 23765 23765 23765 23765 +100      
Total Volume and Open Interest 31,066 58,076 -653
Nikkei 225(CME) e-Mini Yen
Mar20 200116 24060 24060 24060 24060 +120      
Jun20 200116 23880 23880 23880 23880 +120      
Sep20 200116 23770 23770 23770 23770 +100      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Jan20 200116 6037.5 6059.5 6020.5 6039.0 +7.5 140,376 174,626 -188,716
Feb20 200116 6042.5 6062.5 6015.5 6034.0 +6.0 103,044 274,826 +42,288
Mar20 200116 6034.0 6047.5 6013.0 6032.0 +6.5 231 16,348 -220
Total Volume and Open Interest 243,651 531,809 -146,648
Hang Seng Index(HKFE)
Jan20 200116 28751 29040 28734 28895 +143 156,475 108,710 +340
Feb20 200116 28757 29001 28725 28866 +136 1,675 4,572 +605
Mar20 200116 28770 29016 28737 28885 +141 500 12,168 -6
Total Volume and Open Interest 159,728 131,483 +1,183
DAX(EUREX)
Mar20 200116 13428.0 13492.5 13377.0 13423.0 +7.0 83,644 105,236 -5,674
Jun20 200116 13470.0 13470.0 13400.0 13441.5 +7.0 136 976 -3
Sep20 200116 13426.5 13426.5 13426.5 13426.5 +6.5 64 74 +58
Total Volume and Open Interest 83,844 106,286 -5,619
Mini-DAX(EUREX)
Mar20 200116 13420.0 13492.0 13377.0 13423.0 +7.0 40,388 11,656 -2,060
Jun20 200116 13461.0 13505.0 13404.0 13441.5 +7.0 39 1,021 -10
Sep20 200116 13388.0 13426.5 13388.0 13426.5 +6.5 2 8 +2
Total Volume and Open Interest 40,429 12,685 -2,068
DJ EuroSTOXX 50(EUREX)
Mar20 200116 3757 3776 3747 3762 +6 780,383 3,381,609 -131,137
Jun20 200116 3673 3696 3668 3680 +6 15,044 60,800 +13,008
Sep20 200116 3666 3666 3666 3666 +6 0 45 +0
Total Volume and Open Interest 800,427 3,534,496 -113,409
Swiss Market Index(EUREX)
Mar20 200116 10579 10623 10542 10587 +8 35,623 183,298 -715
Jun20 200116 10374 10420 10374 10408 +8 953 11,879 +389
Sep20 200116 10376 10376 10376 10376 +9 35 79 +30
Total Volume and Open Interest 36,611 195,256 -296
FT-SE 100(EURONEXT)
Mar20 200116 7573.50 7592.50 7531.00 7542.00 -33.00 78,519 701,884 +381
Jun20 200116 7459.00 7459.00 7459.00 7459.00 -34.00 4 347 +4
Sep20 200116 7390.00 7390.00 7390.00 7390.00 -33.00 0 3 +0
Total Volume and Open Interest 78,523 702,238 +385
SPI 200(SFE)
Mar20 200116 6928.0 6989.0 6928.0 6989.0 +59.0 52,749 380,310 +7,314
Jun20 200116 6955.0 6967.0 6955.0 6967.0 +59.0 0 5,141 +0
Sep20 200116 6881.0 6881.0 6881.0 6881.0 +59.0      
Total Volume and Open Interest 54,910 390,493 +8,445
FTSE MIB(ISE)
Mar20 200116 23760.00 23925.00 23655.00 23824.00 +169.00 18,793 131,574 -1,173
Jun20 200116 23150.00 23310.00 23060.00 23222.00 +167.00 11 653 +3
Sep20 200116 23065.00 23065.00 23065.00 23065.00 +167.00 0 23 +0
Total Volume and Open Interest 18,804 132,250 -1,170
KOSPI 200(KFE)
Mar20 200116 300.35 303.40 299.15 303.15 +2.95 196,288 302,789 -567
Jun20 200116 300.50 304.95 299.95 304.95 +4.50 1,189 13,498 +392
Sep20 200116 302.70 302.70 302.70 302.70 +2.75 5 296 +2
Total Volume and Open Interest 198,975 354,097 +412
GSCI(CME)
Feb20 200116 425.70 427.15 425.10 425.70 unch 38 8,920 +36
Mar20 200116 428.05 428.05 428.05 428.05 unch      
Apr20 200116 427.35 427.35 427.35 427.35        
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.

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!