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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon January 20, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200117 924.50 933.50 920.00 929.75 +5.75 101,998 332,383 -7,324
May20 200117 938.00 946.50 933.00 943.00 +5.75 26,893 145,483 -1,952
Jul20 200117 950.25 959.00 946.00 955.50 +5.50 25,733 126,214 +2,268
Aug20 200117 954.75 962.75 950.50 959.25 +5.25 2,689 10,849 +299
Sep20 200117 953.25 961.00 950.25 958.00 +5.00 4,218 11,626 +1,591
Nov20 200117 956.00 964.00 953.50 960.50 +4.25 16,513 80,003 +2,141
Jan21 200117 959.50 967.00 957.25 963.75 +4.00 3,194 16,354 +433
Mar21 200117 950.00 957.00 947.25 954.00 +3.50 4,600 25,018 +1,450
May21 200117 949.25 955.00 946.75 952.75 +3.00 940 3,646 +222
Jul21 200117 953.25 958.25 950.50 956.25 +3.25 554 4,376 +186
Aug21 200117 950.00 952.25 950.00 952.25 +3.25 22 154 +20
Sep21 200117 938.00 942.00 938.00 941.50 +4.75 42 84 +31
Nov21 200117 938.75 943.50 937.00 941.75 +2.25 244 2,311 +97
Jan22 200117 941.75 941.75 941.75 941.75 +2.25      
Total Volume and Open Interest 187,640 758,511 -538
Soybean Meal(CBOT)
Mar20 200117 300.10 302.00 299.60 300.60 unch 47,991 224,778 -738
May20 200117 304.50 306.70 304.20 305.20 unch 19,287 102,711 +568
Jul20 200117 309.40 311.20 308.80 309.70 unch 12,049 67,311 +989
Aug20 200117 311.10 312.70 310.60 311.40 -0.10 2,493 11,776 +232
Sep20 200117 312.10 313.70 311.80 312.50 -0.10 1,126 11,221 +364
Oct20 200117 312.50 313.90 312.10 312.80 -0.30 3,251 9,050 +72
Dec20 200117 315.20 316.70 314.70 315.40 -0.30 6,139 29,416 +1,052
Jan21 200117 315.80 316.30 314.50 315.30 -0.10 686 2,659 +50
Mar21 200117 311.90 312.90 310.80 312.20 -0.20 885 7,400 +222
May21 200117 311.10 312.60 309.80 310.70 -0.80 412 1,014 +151
Total Volume and Open Interest 94,603 470,004 +3,144
Soybean Oil(CBOT)
Mar20 200117 33.10 33.42 32.75 33.35 +0.32 69,426 231,853 -6,849
May20 200117 33.42 33.74 33.10 33.67 +0.30 27,689 113,500 +1,734
Jul20 200117 33.82 34.08 33.45 34.02 +0.28 15,478 100,593 +544
Aug20 200117 33.86 34.16 33.55 34.10 +0.28 4,023 17,713 +544
Sep20 200117 34.00 34.22 33.64 34.16 +0.26 1,524 11,137 -187
Oct20 200117 33.96 34.24 33.67 34.18 +0.26 2,558 9,895 +159
Dec20 200117 34.16 34.45 33.85 34.39 +0.29 4,312 45,453 +179
Jan21 200117 34.08 34.58 34.00 34.55 +0.30 567 5,767 -6
Mar21 200117 34.05 34.60 33.99 34.52 +0.29 904 4,319 +315
May21 200117 34.08 34.54 33.94 34.48 +0.30 478 1,255 +246
Total Volume and Open Interest 127,107 543,055 -3,275
Canola(WCE)
Jan20 200114 474.5 474.5 474.5 474.5 +0.2      
Mar20 200120 481.0 483.1 480.3 481.0 unch 8,698 79,743 +289
May20 200120 489.0 491.6 489.0 489.8 +0.1 5,309 51,416 -1,792
Jul20 200120 494.0 496.4 493.8 494.1 -0.6 1,941 22,511 -76
Nov20 200120 497.6 498.9 496.1 496.6 -1.2 1,390 35,030 +621
Total Volume and Open Interest 17,596 191,775 -956
Corn(CBOT)
Mar20 200117 377.00 389.50 376.75 389.25 +13.75 230,557 745,179 +16,098
May20 200117 383.75 395.75 383.75 395.25 +12.75 52,593 224,164 +3,692
Jul20 200117 390.25 401.25 390.25 401.00 +12.00 44,917 261,888 -787
Sep20 200117 391.75 400.50 391.75 400.25 +9.75 19,627 118,975 -1,062
Dec20 200117 395.50 403.00 395.50 402.75 +8.75 33,452 195,345 +2,204
Mar21 200117 405.25 412.50 405.25 412.50 +8.25 3,632 13,687 +399
May21 200117 411.25 416.50 411.00 416.50 +7.75 292 2,664 +43
Jul21 200117 414.00 419.00 414.00 419.00 +7.25 644 7,332 +82
Sep21 200117 406.25 410.50 406.25 410.50 +6.25 12 907 +2
Dec21 200117 405.75 410.25 405.75 410.25 +5.75 532 10,366 +137
Total Volume and Open Interest 386,322 1,581,057 +20,817
Wheat(CBOT)
Mar20 200117 565.50 572.50 564.25 570.50 +5.25 58,192 216,971 -2,704
May20 200117 566.75 573.25 565.75 571.25 +5.00 21,285 81,455 +1,610
Jul20 200117 567.00 573.25 566.25 570.50 +3.75 14,590 105,379 -998
Sep20 200117 572.25 578.25 571.75 575.75 +3.75 5,198 37,394 +365
Dec20 200117 581.75 586.00 580.00 583.75 +3.25 3,756 32,184 +1,157
Mar21 200117 587.75 592.25 586.50 590.25 +3.00 285 8,432 +15
Total Volume and Open Interest 103,536 486,297 -527
Wheat(KCBT)
Mar20 200117 485.00 496.00 480.50 494.25 +9.50 27,049 135,186 -365
May20 200117 492.50 503.00 488.25 501.50 +9.25 9,267 56,946 +938
Jul20 200117 499.75 510.75 496.00 509.25 +9.25 5,876 54,489 +304
Sep20 200117 508.25 519.00 504.75 517.50 +9.25 1,935 18,389 -67
Dec20 200117 519.75 529.75 516.25 528.50 +8.75 1,609 18,512 +371
Mar21 200117 530.25 539.50 527.50 539.00 +8.50 92 1,823 -9
May21 200117 531.50 540.00 527.75 539.50 +8.25 22 290 -2
Total Volume and Open Interest 45,850 285,871 +1,170
Wheat(MGE)
Mar20 200117 550.00 561.50 548.75 560.00 +9.75 5,597 30,737 +249
May20 200117 559.00 570.00 558.00 568.50 +9.25 2,122 16,016 +316
Jul20 200117 566.75 576.00 565.75 575.25 +8.50 882 6,939 -80
Sep20 200117 575.00 583.50 574.50 583.00 +8.00 302 5,223 +25
Dec20 200117 589.00 595.00 586.00 594.00 +7.25 78 2,950 +18
Mar21 200117 602.00 605.00 602.00 605.00 +6.50 6 979 +0
Total Volume and Open Interest 8,987 62,855 +528
Oats(CBOT)
Mar20 200117 305.75 312.00 305.75 311.75 +6.25 375 3,894 -172
May20 200117 302.00 307.00 302.00 306.75 +5.75 57 660 +41
Jul20 200117 297.75 297.75 297.75 297.75 +7.75 6 126 -2
Sep20 200117 282.00 282.00 282.00 282.00 +1.50 0 68 +0
Total Volume and Open Interest 438 4,854 -133
Rough Rice(CBOT)
Jan20 200114 12.96 13.05 12.96 13.05 +0.08 18 13 +9
Mar20 200117 13.33 13.64 13.31 13.52 +0.18 605 9,938 -8
May20 200117 13.43 13.66 13.40 13.57 +0.16 54 700 +23
Jul20 200117 13.25 13.40 13.25 13.40 +0.15 16 154 +0
Total Volume and Open Interest 730 11,219 +50
Live Cattle(CME)
Feb20 200117 126.230 126.430 125.250 126.350 +0.215 29,763 74,941 -6,408
Apr20 200117 126.550 127.300 125.635 127.250 +0.820 28,206 154,990 +5,034
Jun20 200117 118.885 119.250 118.135 119.200 +0.350 14,977 102,508 +424
Aug20 200117 116.580 116.830 115.850 116.785 +0.205 8,243 39,483 +1,030
Oct20 200117 118.700 118.980 118.135 118.900 +0.200 2,740 16,347 +97
Dec20 200117 121.535 121.830 121.050 121.750 +0.200 1,136 6,399 +221
Total Volume and Open Interest 85,417 397,823 +509
Feeder Cattle(CME)
Jan20 200117 145.150 145.580 144.580 145.350 -0.085 1,230 2,712 -235
Mar20 200117 144.650 145.130 143.950 145.000 +0.170 5,038 24,255 -343
Apr20 200117 147.630 147.985 146.935 147.880 +0.080 3,524 9,547 -221
May20 200117 149.500 149.535 148.580 149.450 -0.150 2,003 8,452 +217
Aug20 200117 154.750 155.000 154.200 154.880 -0.355 1,310 6,185 +109
Sep20 200117 155.850 156.285 155.380 155.950 -0.585 648 2,130 +189
Oct20 200117 156.300 156.350 155.700 156.200 -0.700 166 652 +55
Total Volume and Open Interest 13,960 54,251 -226
Lean Hogs(CME)
Feb20 200117 67.150 67.800 66.500 67.680 +0.795 15,657 60,323 -3,477
Apr20 200117 74.500 74.500 73.230 74.100 +0.315 19,194 104,992 +3,900
May20 200117 80.730 80.830 80.230 80.700 -0.030 54 1,665 -1
Jun20 200117 87.000 87.400 86.080 87.350 +0.800 7,972 47,278 +386
Jul20 200117 87.480 88.000 86.785 87.950 +0.815 2,841 21,138 +284
Aug20 200117 86.350 86.850 85.700 86.800 +0.700 3,562 30,368 +397
Oct20 200117 74.750 75.050 74.230 75.035 +0.355 2,164 21,385 +381
Dec20 200117 68.900 69.000 68.250 69.000 +0.350 1,553 10,928 +590
Total Volume and Open Interest 53,272 301,031 +2,517
Class III Milk(CME)
Jan20 200117 16.98 17.01 16.98 17.01 +0.02 178 2,766 -172
Feb20 200117 17.35 17.58 17.33 17.43 +0.13 784 2,672 -25
Mar20 200117 17.60 17.75 17.57 17.62 +0.04 162 2,383 +22
Apr20 200117 17.53 17.63 17.48 17.51 +0.01 41 1,650 +14
May20 200117 17.49 17.55 17.43 17.48 -0.01 12 1,464 +8
Jun20 200117 17.59 17.65 17.54 17.58 +0.04 20 1,418 +3
Jul20 200117 17.73 17.75 17.72 17.73 +0.06 12 698 +2
Aug20 200117 17.80 17.81 17.79 17.80 +0.01 2 637 +1
Sep20 200117 17.82 17.90 17.82 17.89 +0.07 3 725 +2
Oct20 200117 17.77 17.85 17.77 17.81 +0.04 23 568 +22
Nov20 200117 17.77 17.77 17.76 17.77 +0.02 21 570 +9
Dec20 200117 17.53 17.53 17.52 17.52 -0.01 32 669 +25
Jan21 200117 17.25 17.25 17.25 17.25 +0.05 20 217 +17
Total Volume and Open Interest 1,337 16,747 -48
Cocoa(ICE)
Mar20 200117 2699 2808 2682 2797 +85 25,399 100,387 +1,382
May20 200117 2720 2827 2707 2817 +81 16,076 60,787 +3,162
Jul20 200117 2734 2819 2714 2813 +70 8,661 48,231 +617
Sep20 200117 2681 2775 2681 2769 +61 6,009 37,627 +2,082
Dec20 200117 2607 2659 2598 2648 +25 4,229 38,896 +1,725
Mar21 200117 2532 2591 2532 2565 +9 1,950 16,066 +407
May21 200117 2524 2563 2524 2534 +9 338 6,296 -7
Total Volume and Open Interest 62,741 310,508 +9,342
Coffee "C"(ICE)
Mar20 200117 113.05 113.40 111.35 112.15 -0.80 16,708 101,800 -1,235
May20 200117 115.70 115.70 113.70 114.45 -0.80 8,124 57,185 -1,574
Jul20 200117 118.10 118.10 116.00 116.75 -0.80 4,315 46,403 +234
Sep20 200117 120.00 120.00 118.10 118.85 -0.80 1,893 32,478 -222
Dec20 200117 122.55 122.60 120.80 121.50 -0.80 1,060 22,588 +82
Mar21 200117 125.25 125.25 123.25 123.95 -0.75 471 8,524 -18
Total Volume and Open Interest 33,152 287,377 -2,609
Orange Juice(ICE)
Mar20 200117 95.90 96.20 94.90 95.05 -0.60 721 15,301 +6
May20 200117 99.05 99.10 98.50 98.55 -0.55 222 2,063 +35
Jul20 200117 102.30 102.65 102.00 102.05 -0.40 88 938 +5
Sep20 200117 105.70 106.15 105.45 105.45 -0.30 61 416 +9
Nov20 200117 109.00 109.50 108.85 108.85 -0.20 45 278 +35
Jan21 200117 112.00 112.00 111.95 111.95 -0.05 5 171 +4
Total Volume and Open Interest 1,142 19,167 +94
Sugar #11(ICE)
Mar20 200117 14.46 14.50 14.34 14.45 +0.02 91,572 395,485 -1,039
May20 200117 14.39 14.44 14.32 14.40 +0.02 41,357 248,928 +2,827
Jul20 200117 14.37 14.40 14.28 14.36 +0.02 28,820 172,394 +2,996
Oct20 200117 14.45 14.50 14.36 14.46 +0.04 25,425 136,849 +1,754
Mar21 200117 14.74 14.84 14.70 14.80 +0.06 14,634 77,424 -1,929
May21 200117 14.45 14.54 14.41 14.50 +0.06 2,741 13,750 -127
Jul21 200117 14.16 14.27 14.16 14.22 +0.04 2,846 17,339 +860
Oct21 200117 14.16 14.25 14.16 14.20 +0.06 1,564 18,778 +423
Total Volume and Open Interest 209,541 1,095,681 +5,889
London Cocoa(LCE)
Mar20 200120 2003 2004 1987 1999 -4 15,224 83,046 +3,609
May20 200120 2005 2005 1989 2000 unch 16,256 60,379 -1,629
Jul20 200120 1996 2000 1986 1996 +1 8,951 39,999 -179
Sep20 200120 1957 1960 1947 1956 -1 10,501 37,223 -122
Dec20 200120 1815 1823 1812 1815 -5 8,718 53,295 +181
Mar21 200120 1752 1759 1751 1754 -2 4,751 26,148 +364
May21 200120 1734 1734 1734 1734 -2 591 6,830 -61
Total Volume and Open Interest 65,306 315,077 +2,241
London Sugar(LCE)
Mar20 200120 399.80 404.00 399.20 401.50 +2.70 10,159 34,685 +647
May20 200120 394.70 400.30 394.70 398.70 +3.60 6,834 41,190 +1,562
Aug20 200120 392.70 397.40 392.70 396.50 +4.00 2,087 18,806 +533
Oct20 200120 389.10 394.60 389.10 393.80 +2.70 584 4,893 +140
Dec20 200120 394.00 395.00 392.10 394.40 +1.60 265 3,753 +33
Total Volume and Open Interest 20,142 105,791 +3,050
Cotton(ICE)
Mar20 200117 70.00 71.37 69.95 71.25 +1.03 15,939 122,142 -1,626
May20 200117 70.96 72.28 70.91 72.19 +1.00 5,909 58,302 +685
Jul20 200117 71.80 73.13 71.80 73.06 +0.98 2,800 35,725 +559
Oct20 200117 72.92 72.92 72.92 72.92 +0.49 2 15 +0
Dec20 200117 71.79 72.45 71.79 72.37 +0.48 1,129 31,868 +388
Mar21 200117 72.22 72.61 72.20 72.61 +0.39 212 2,306 +18
Total Volume and Open Interest 26,100 251,730 +109
Lumber(CME)
Mar20 200117 438.0 444.4 429.1 430.0 +1.2 284 2,398 -32
May20 200117 430.2 438.9 426.0 426.4 +3.5 65 564 -11
Jul20 200117 426.8 426.8 420.2 420.2 +2.2 16 231 -1
Sep20 200117 414.7 414.9 411.5 411.5 +2.8 10 71 +7
Nov20 200117 409.9 409.9 406.5 406.5 +2.8 0 5 +0
Jan21 200117 405.0 405.0 405.0 405.0 +2.8      
Mar21 200117 403.5 403.5 403.5 403.5 +2.8      
Total Volume and Open Interest 375 3,269 -37
Crude Oil(NYM)
Feb20 200117 58.59 58.98 58.27 58.54 +0.02 182,871 73,735 -22,788
Mar20 200117 58.61 59.00 58.31 58.58 +0.05 426,333 468,254 +9,958
Apr20 200117 58.55 58.90 58.24 58.51 +0.08 110,908 165,506 +9,796
May20 200117 58.40 58.66 58.06 58.30 +0.09 50,147 130,334 +478
Jun20 200117 58.02 58.30 57.74 57.96 +0.08 69,303 230,577 -1,593
Jul20 200117 57.62 57.83 57.34 57.54 +0.08 19,500 93,921 +261
Aug20 200117 57.14 57.33 56.90 57.06 +0.07 14,158 62,468 +332
Sep20 200117 56.67 56.84 56.40 56.59 +0.06 17,626 102,707 -1,026
Oct20 200117 56.22 56.35 55.97 56.14 +0.05 6,728 68,516 +51
Nov20 200117 55.83 55.98 55.56 55.73 +0.03 5,754 57,167 +897
Dec20 200117 55.49 55.62 55.17 55.35 unch 40,645 260,726 +4,413
Jan21 200117 55.13 55.18 54.83 55.00 +0.01 1,788 49,164 +214
Feb21 200117 54.67 54.67 54.67 54.67 unch 1,191 28,494 +326
Mar21 200117 54.37 54.37 54.37 54.37 unch 1,877 37,789 +238
Apr21 200117 54.10 54.10 54.10 54.10 unch 686 16,166 +27
May21 200117 53.87 53.87 53.87 53.87 +0.01 810 15,172 +41
Total Volume and Open Interest 972,325 2,198,622 +3,717
e-miNY Crude Oil(NYM)
Feb20 200117 58.575 59.000 58.300 58.550 +0.025 9,120 2,568 -490
Mar20 200117 58.675 59.000 58.300 58.575 +0.050 5,975 2,014 +320
Apr20 200117 58.525 58.850 58.275 58.500 +0.075 175 314 -6
May20 200117 58.275 58.350 58.125 58.300 +0.100 7 315 +1
Jun20 200117 58.200 58.200 57.900 57.950 +0.075 7 149 +1
Jul20 200117 57.500 57.550 57.500 57.550 +0.100 5 27 +1
Aug20 200117 57.000 57.300 56.950 57.050 +0.050 2 46 -1
Sep20 200117 56.500 56.600 56.500 56.600 +0.075 0 62 +0
Oct20 200117 56.150 56.150 56.150 56.150 +0.050 3 17 +3
Nov20 200117 55.725 55.725 55.725 55.725 +0.025 2 5 +0
Total Volume and Open Interest 15,326 5,667 -174
NY Harbor ULSD(NYM)
Feb20 200117 186.18 187.05 184.16 185.92 -0.08 91,941 70,205 -12,846
Mar20 200117 186.69 187.50 184.72 186.37 -0.10 108,846 111,291 +2,043
Apr20 200117 186.66 187.23 184.52 186.20 +0.01 63,627 57,155 -4,776
May20 200117 186.38 186.89 184.25 186.01 +0.12 36,926 41,053 -230
Jun20 200117 186.27 186.66 184.11 185.92 +0.20 34,811 42,603 +694
Jul20 200117 186.19 186.69 184.14 185.96 +0.29 8,076 18,480 +277
Aug20 200117 186.11 186.73 184.22 186.01 +0.37 5,265 10,767 +937
Sep20 200117 185.26 186.81 184.35 186.11 +0.44 5,859 11,541 +298
Oct20 200117 184.58 186.26 184.49 186.05 +0.45 1,518 4,614 -128
Nov20 200117 185.07 186.23 184.41 185.92 +0.44 1,590 5,124 +383
Dec20 200117 186.15 186.31 183.98 185.68 +0.40 7,686 22,406 -214
Jan21 200117 184.74 185.95 184.39 185.53 +0.37 803 5,241 +132
Feb21 200117 184.00 185.00 184.00 184.95 +0.36 138 1,210 +27
Mar21 200117 182.50 183.99 182.50 183.82 +0.32 50 972 +12
Total Volume and Open Interest 367,903 414,806 -12,973
RBOB Gasoline(NYM)
Feb20 200117 166.44 166.66 163.29 164.06 -1.42 60,548 79,592 -8,286
Mar20 200117 167.30 167.87 164.72 165.49 -1.21 56,612 133,967 +8,747
Apr20 200117 185.33 185.97 183.30 184.14 -0.71 26,536 66,454 +3,106
May20 200117 185.60 186.17 183.67 184.56 -0.56 13,542 41,935 +488
Jun20 200117 184.00 185.07 182.84 183.62 -0.43 10,898 37,250 -233
Jul20 200117 181.86 182.92 181.06 181.76 -0.27 2,355 21,274 +21
Aug20 200117 179.57 179.88 178.56 179.04 -0.13 1,728 5,457 +268
Sep20 200117 176.25 176.26 174.92 175.46 -0.05 2,589 11,488 +98
Oct20 200117 162.19 162.19 160.84 161.33 -0.10 1,109 4,959 +81
Nov20 200117 158.19 158.19 157.08 157.08 -0.17 958 2,071 -20
Total Volume and Open Interest 178,430 427,272 +4,337
e-miNY RBOB Gasoline(NYM)
Feb20 200117 164.10 164.10 164.06 164.06 -1.42 0 1 +0
Mar20 200117 165.49 165.49 165.49 165.49 -1.21      
Apr20 200117 184.14 184.14 184.14 184.14 -0.71      
May20 200117 184.56 184.56 184.56 184.56 -0.56      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200117 2.077 2.078 1.994 2.003 -0.074 206,418 176,427 -9,850
Mar20 200117 2.046 2.048 1.977 1.985 -0.061 167,464 514,178 +14,847
Apr20 200117 2.062 2.063 2.002 2.011 -0.053 71,031 168,978 +1,581
May20 200117 2.111 2.113 2.057 2.066 -0.050 32,422 132,117 +1,159
Jun20 200117 2.178 2.178 2.129 2.137 -0.044 15,113 69,478 +1,048
Jul20 200117 2.246 2.246 2.200 2.209 -0.040 17,366 59,962 +1,523
Aug20 200117 2.268 2.269 2.224 2.233 -0.038 8,644 33,389 +1,179
Sep20 200117 2.264 2.264 2.219 2.229 -0.038 7,199 35,946 -153
Oct20 200117 2.296 2.298 2.252 2.261 -0.039 27,468 101,484 +3,280
Nov20 200117 2.389 2.389 2.354 2.358 -0.033 6,589 25,663 +625
Dec20 200117 2.572 2.575 2.545 2.549 -0.030 3,834 27,721 +288
Jan21 200117 2.685 2.685 2.651 2.656 -0.033 12,295 39,876 +2,631
Feb21 200117 2.644 2.646 2.617 2.621 -0.031 1,765 13,908 +126
Mar21 200117 2.540 2.540 2.513 2.516 -0.029 7,917 16,988 +668
Apr21 200117 2.297 2.304 2.281 2.282 -0.026 6,831 24,089 +1,215
May21 200117 2.282 2.285 2.259 2.259 -0.022 1,505 9,258 -3
Total Volume and Open Interest 597,677 1,506,716 +21,602
Brent Crude Oil(ICE)
Mar20 200120 65.98 66.00 64.92 65.20 +0.35 238,639 359,853 -30,316
Apr20 200120 64.91 65.14 64.10 64.34 +0.31 188,123 410,349 +32,954
May20 200120 64.24 64.36 63.40 63.60 +0.28 90,273 192,258 +8,187
Jun20 200120 63.64 63.64 62.74 62.90 +0.25 100,494 304,258 -1,987
Jul20 200120 62.73 62.94 62.05 62.20 +0.23 27,102 153,880 -1,493
Aug20 200120 62.18 62.37 61.49 61.64 +0.21 16,509 118,359 -601
Sep20 200120 61.95 61.95 61.04 61.19 +0.20 15,669 134,627 +1,594
Oct20 200120 61.50 61.50 60.59 60.75 +0.20 4,598 91,183 +670
Nov20 200120 61.13 61.13 60.23 60.39 +0.20 2,813 54,426 +590
Dec20 200120 60.54 60.78 59.88 60.05 +0.20 40,004 254,125 -1,259
Jan21 200120 59.75 59.75 59.75 59.75 +0.20 709 44,477 +40
Feb21 200120 59.49 59.49 59.49 59.49 +0.20 1,139 39,395 +36
Mar21 200120 59.26 59.26 59.26 59.26 +0.20 1,674 29,697 +181
Apr21 200120 59.04 59.04 59.04 59.04 +0.19 543 15,859 +59
Total Volume and Open Interest 751,062 2,598,944 +12,343
Gas Oil(ICE)
Feb20 200120 575.25 580.00 574.25 576.75 +8.00 109,170 162,790 -17,400
Mar20 200120 576.50 580.75 575.25 577.75 +7.75 142,767 162,628 -3,519
Apr20 200120 576.25 580.00 574.25 576.50 +7.25 81,765 111,710 +5,644
May20 200120 573.50 577.75 571.75 573.75 +6.75 39,891 75,232 -2,736
Jun20 200120 571.00 575.50 569.25 571.25 +6.50 65,240 114,361 -3,307
Jul20 200120 574.00 574.00 568.25 569.75 +6.25 12,022 38,354 +610
Aug20 200120 571.75 573.00 567.25 568.75 +6.00 5,802 25,416 -245
Sep20 200120 571.25 571.50 566.75 568.00 +5.50 4,672 25,459 +610
Oct20 200120 572.00 572.00 566.25 567.50 +5.50 2,738 20,521 +356
Nov20 200120 569.25 569.25 563.75 564.75 +5.25 1,634 14,733 -323
Total Volume and Open Interest 493,751 893,927 -17,998
Ethanol(CBOT)
Feb20 200117 1.305 1.359 1.305 1.349 +0.050 103 330 -31
Mar20 200117 1.342 1.383 1.342 1.376 +0.050 99 331 +12
Apr20 200117 1.365 1.401 1.365 1.401 +0.050 1 37 +1
May20 200117 1.417 1.417 1.417 1.417 +0.050 1 10 +1
Jun20 200117 1.417 1.417 1.417 1.417 +0.050      
Jul20 200117 1.417 1.417 1.417 1.417 +0.050      
Aug20 200117 1.417 1.417 1.417 1.417 +0.050      
Sep20 200117 1.417 1.417 1.417 1.417 +0.050      
Total Volume and Open Interest 204 708 -17
WTI Crude Oil(ICE)
Feb20 200117 58.57 58.97 58.28 58.54 +0.02 25,181 19,172 -5,870
Mar20 200120 59.23 59.66 58.59 58.76 +0.18 40,986 97,609 +2,191
Apr20 200120 59.14 59.53 58.53 58.69 +0.18 30,569 55,573 +736
May20 200120 58.93 59.31 58.34 58.50 +0.20 18,541 33,082 +2,027
Jun20 200120 58.58 58.91 58.02 58.18 +0.22 19,962 78,430 +909
Jul20 200120 58.43 58.47 57.69 57.77 +0.23 5,783 18,786 +435
Aug20 200120 57.98 57.98 57.22 57.30 +0.24 1,348 11,987 +13
Sep20 200120 57.40 57.40 56.75 56.82 +0.23 3,129 24,968 +350
Oct20 200120 57.00 57.00 56.36 56.36 +0.22 987 12,445 +472
Nov20 200120 56.58 56.58 55.96 55.96 +0.23 713 9,000 -318
Dec20 200120 56.08 56.08 55.58 55.58 +0.23 7,992 88,997 +452
Jan21 200120 55.22 55.22 55.22 55.22 +0.22 99 5,994 -9
Feb21 200120 54.89 54.89 54.89 54.89 +0.22 18 4,577 -10
Mar21 200120 54.59 54.59 54.59 54.59 +0.22 37 5,386 +1
Apr21 200120 54.31 54.31 54.31 54.31 +0.21 33 2,703 +22
May21 200120 54.08 54.08 54.08 54.08 +0.21 52 2,792 -43
Total Volume and Open Interest 133,055 580,632 -11,922
US Dollar Index(ICE)
Mar20 200120 97.400 97.485 97.335 97.360 unch 12,417 35,054 +178
Jun20 200120 97.090 97.090 96.980 96.980 unch 14 950 +3
Sep20 200120 96.630 96.630 96.630 96.630 unch 0 115 +0
Total Volume and Open Interest 12,431 36,122 +181
Australian Dollar(CME)
Mar20 200117 69.06 69.21 68.80 68.87 -0.17 76,664 138,913 +87
Jun20 200117 69.13 69.35 68.98 69.03 -0.17 190 555 +130
Sep20 200117 69.18 69.47 69.14 69.18 -0.16 0 31 +0
Total Volume and Open Interest 77,103 142,190 +137
British Pound(CME)
Mar20 200117 130.97 131.41 130.26 130.40 -0.50 71,759 190,738 -217
Jun20 200117 131.35 131.79 130.66 130.79 -0.49 356 1,850 +101
Sep20 200117 131.16 132.04 131.16 131.16 -0.49 0 29 +0
Total Volume and Open Interest 72,543 197,409 -135
Canadian Dollar(CME)
Mar20 200117 76.68 76.73 76.48 76.55 -0.09 41,491 179,916 -1,236
Jun20 200117 76.68 76.72 76.49 76.55 -0.10 152 3,330 +15
Sep20 200117 76.55 76.70 76.52 76.55 -0.09 0 645 +0
Dec20 200117 76.50 76.53 76.50 76.53 -0.09 10 1,109 +7
Total Volume and Open Interest 41,727 187,595 -1,214
Japanese Yen(CME)
Mar20 200117 91.05 91.14 90.94 91.06 -0.01 89,307 193,495 +7,319
Jun20 200117 91.50 91.60 91.41 91.53 -0.01 55 916 +34
Sep20 200117 91.98 91.98 91.94 91.98 -0.01 0 5 +0
Total Volume and Open Interest 89,495 196,019 +7,347
Swiss Franc(CME)
Mar20 200117 104.04 104.09 103.55 103.74 -0.33 29,931 51,547 +842
Jun20 200117 104.36 104.42 104.23 104.41 -0.34 19 73 +3
Sep20 200117 104.93 105.07 104.92 105.07 -0.34 0 3 +0
Total Volume and Open Interest 29,950 51,623 +845
EuroFX(CME)
Mar20 200117 111.76 111.82 111.25 111.33 -0.41 147,897 557,346 -2,616
Jun20 200117 112.40 112.45 111.89 111.96 -0.42 740 7,862 +183
Sep20 200117 112.60 113.04 112.55 112.57 -0.43 95 873 +22
Total Volume and Open Interest 148,965 573,415 -2,429
Mexican Peso(CME)
Feb20 200117 532.75 533.25 532.75 532.75 +2.88 2 14 +0
Mar20 200117 528.13 531.75 527.75 530.38 +2.88 28,514 295,446 +1,284
Total Volume and Open Interest 28,516 295,552 +1,284
Brazilian Real(CME)
Feb20 200117 238.20 240.25 238.10 239.95 +1.85 6,882 33,718 +380
Mar20 200117 238.45 239.85 238.00 239.65 +1.85 1,262 3,993 +365
Apr20 200117 239.10 239.40 238.95 239.35 +1.85 4 34 +1
May20 200117 239.00 239.00 239.00 239.00 +1.80      
Total Volume and Open Interest 8,148 37,745 +746
30-Year T-Bonds(CBOT)
Mar20 200117 157~290 157~300 156~280 157~090 -0~260 234,445 1,040,172 +3,614
Jun20 200117 157~000 157~000 156~000 156~110 -0~260 377 2,753 +199
Sep20 200117 155~100 155~100 155~100 155~100 -0~260 0 1 +0
Total Volume and Open Interest 234,822 1,042,926 +3,813
10-Year T-Notes(CBOT)
Mar20 200117 129~035 129~070 128~290 129~015 -0~035 1,373,300 3,653,275 -8,636
Jun20 200117 128~290 129~015 128~235 128~275 -0~035 2,090 40,571 +1,488
Sep20 200117 128~140 128~140 128~140 128~140 -0~035      
Total Volume and Open Interest 1,375,390 3,693,846 -7,148
5-Year T-Notes(CBOT)
Mar20 200117 118~272 118~296 118~236 118~264 -0~012 650,279 4,230,540 -19,727
Jun20 200117 119~036 119~070 119~012 119~036 -0~014 6,593 39,868 +3,146
Sep20 200117 119~036 119~036 119~036 119~036 -0~014      
Total Volume and Open Interest 656,872 4,270,408 -16,581
2 Year T-Notes(CBOT)
Mar20 200117 107~235 107~245 107~227 107~232 -0~003 339,830 3,569,910 +8,010
Jun20 200117 107~284 107~284 107~270 107~273 -0~004 1,511 40,453 +1,364
Sep20 200117 107~273 107~273 107~273 107~273 -0~004      
Total Volume and Open Interest 341,341 3,610,363 +9,374
Eurodollars(CME)
Mar20 200117 98.255 98.265 98.255 98.255 unch 139,641 1,536,193 +15,891
Jun20 200117 98.325 98.330 98.310 98.315 -0.010 154,794 1,278,184 +5,601
Sep20 200117 98.400 98.410 98.380 98.385 -0.015 141,494 1,074,922 +13,962
Dec20 200117 98.410 98.425 98.385 98.395 -0.015 156,931 1,214,389 +15,739
Mar21 200117 98.485 98.495 98.450 98.465 -0.015 131,187 960,993 +3,094
Jun21 200117 98.485 98.500 98.450 98.470 -0.015 90,765 979,944 +243
Sep21 200117 98.485 98.500 98.450 98.470 -0.015 131,339 745,815 +14,915
Dec21 200117 98.455 98.465 98.410 98.435 -0.015 86,834 658,079 +498
Mar22 200117 98.460 98.470 98.420 98.445 -0.015 58,759 429,749 -3,313
Jun22 200117 98.440 98.450 98.400 98.425 -0.015 48,669 302,230 -1,297
Sep22 200117 98.420 98.430 98.380 98.405 -0.015 56,975 250,408 +738
Dec22 200117 98.380 98.395 98.345 98.370 -0.015 62,834 241,043 +10,011
Mar23 200117 98.375 98.385 98.335 98.360 -0.020 30,820 274,466 -2,695
Jun23 200117 98.355 98.365 98.315 98.340 -0.020 21,908 124,014 +811
Sep23 200117 98.335 98.340 98.295 98.320 -0.020 23,547 113,202 -1,387
Dec23 200117 98.300 98.310 98.265 98.290 -0.020 24,825 101,143 +561
Mar24 200117 98.290 98.290 98.245 98.270 -0.025 14,861 91,812 -1,061
Jun24 200117 98.255 98.260 98.215 98.240 -0.025 11,598 46,630 -603
Total Volume and Open Interest 1,486,408 10,887,042 +101,349
Ultra T-Bond(CBOT)
Mar20 200117 185~09 185~10 183~02 183~26 -1~24 106,236 1,257,656 +2,079
Jun20 200117 185~18 185~18 183~25 184~16 -1~23 45 403 +41
Sep20 200117 184~16 184~16 184~16 184~16 -1~23      
Total Volume and Open Interest 106,281 1,258,059 +2,120
Ultra 10-Yr T-Note(CBOT)
Mar20 200117 141~275 141~310 141~155 141~215 -0~095 157,418 927,725 -474
Jun20 200117 141~120 141~120 141~085 141~120 -0~095      
Sep20 200117 141~120 141~120 141~120 141~120 -0~095      
Total Volume and Open Interest 157,418 927,725 -474
30 Day Federal Funds(CBOT)
Jan20 200117 98.455 98.455 98.452 98.452 unch 20,131 418,596 -10,245
Feb20 200117 98.420 98.420 98.415 98.420 unch 28,992 459,738 -2,510
Mar20 200117 98.420 98.420 98.415 98.420 unch 9,133 142,674 -847
Apr20 200117 98.425 98.425 98.420 98.420 unch 22,225 244,862 +2,321
May20 200117 98.445 98.450 98.435 98.435 -0.010 9,187 157,762 -844
Jun20 200117 98.470 98.475 98.455 98.455 -0.015 5,814 55,227 +1,599
Total Volume and Open Interest 142,763 1,862,485 -2,503
Japanese Govt Bonds(SGX)
Mar20 200120 152.05 152.10 151.95 151.98 -0.05 946 13,382 -95
Jun20 200120 151.98 151.98 151.98 151.98 -0.05      
Sep20 200120 151.98 151.98 151.98 151.98 -0.05      
Total Volume and Open Interest 946 13,382 -95
Euro-Buxl(EUREX)
Mar20 200120 201.20 201.30 200.54 200.92 +0.08 43,118 247,680 -2,197
Jun20 200120 199.36 199.36 199.36 199.36 +0.08 0 5,667 -32
Sep20 200120 199.92 199.92 199.92 199.92 +0.08      
Total Volume and Open Interest 43,118 253,347 -2,229
Euro-Bund(EUREX)
Mar20 200120 171.76 171.76 171.52 171.67 +0.06 484,597 1,543,161 -78,246
Jun20 200120 169.00 169.00 168.96 168.96 +0.06 8,878 17,015 +7,828
Sep20 200120 171.57 171.57 171.57 171.57 +0.06 0 2 +0
Total Volume and Open Interest 493,475 1,560,178 -70,418
Euro-Bobl(EUREX)
Mar20 200120 133.97 133.97 133.88 133.91 -0.02 261,513 1,139,573 -19,800
Jun20 200120 134.07 134.07 134.07 134.07 -0.02 50 174 +50
Sep20 200120 133.80 133.80 133.80 133.80 -0.02 0 324 +0
Total Volume and Open Interest 261,563 1,140,071 -19,750
Euro-Schatz(EUREX)
Mar20 200120 111.92 111.92 111.89 111.90 -0.01 153,831 1,535,369 -34,519
Jun20 200120 111.88 111.88 111.88 111.88 -0.01 120 120 +116
Sep20 200120 111.90 111.90 111.90 111.90 -0.01      
Total Volume and Open Interest 153,951 1,535,489 -34,403
3-Mth Euribor(EUREX)
Mar20 200120 100.395 100.395 100.395 100.395 unch 0 1,619 +0
Jun20 200120 100.390 100.395 100.390 100.395 +0.005 0 553 +0
Sep20 200120 100.390 100.390 100.385 100.385 unch 0 570 +0
Total Volume and Open Interest 0 4,913 +0
Long Gilt(LIFFE)
Mar20 200120 133~20 133~23 133~07 133~10 -0~04 203,609 647,379 -3,011
Jun20 200120 132~19 132~19 132~16 132~18 -0~03      
Total Volume and Open Interest 203,609 647,379 -3,011
3-Mth Short Sterling(LIFFE)
Mar20 200120 99.42 99.42 99.40 99.40 -0.01 160,930 637,893 +1,226
Jun20 200120 99.47 99.47 99.46 99.46 unch 94,742 691,111 +9,408
Sep20 200120 99.50 99.50 99.49 99.49 unch 84,421 569,186 +10,162
Dec20 200120 99.48 99.50 99.47 99.48 unch 79,509 644,147 -441
Mar21 200120 99.50 99.51 99.49 99.49 +0.00 87,281 347,386 +5,680
Jun21 200120 99.49 99.50 99.47 99.47 unch 69,896 278,603 +5,359
Total Volume and Open Interest 966,641 4,147,144 +60,326
3-Mth Euribor(LIFFE)
Mar20 200120 100.395 100.395 100.390 100.390 unch 18,172 426,408 +832
Jun20 200120 100.390 100.390 100.385 100.385 unch 13,308 443,921 +600
Sep20 200120 100.385 100.390 100.385 100.385 unch 15,604 509,072 +2,433
Total Volume and Open Interest 297,424 3,938,278 +17,874
3-Mth Aus T-Bills(SFE)
Mar20 200120 99.18 99.18 99.17 99.18 unch 26,200 176,342 +10,483
Jun20 200120 99.24 99.26 99.24 99.25 unch 5,430 203,794 +79
Sep20 200120 99.30 99.32 99.30 99.31 unch 7,298 226,058 +2,396
Dec20 200120 99.28 99.29 99.27 99.29 +0.01 4,742 171,502 +215
Mar21 200120 99.27 99.29 99.27 99.29 +0.01 6,899 133,435 +944
Jun21 200120 99.24 99.26 99.23 99.26 +0.01 4,210 86,385 +882
Sep21 200120 99.21 99.23 99.21 99.22 unch 1,699 55,249 +558
Dec21 200120 99.17 99.18 99.17 99.18 unch 1,001 37,200 +165
Mar22 200120 99.16 99.16 99.15 99.16 unch 206 2,384 +160
Jun22 200120 99.13 99.13 99.13 99.13 unch 23 1,353 +0
Total Volume and Open Interest 57,708 1,094,466 +15,882
10-Year Aus T-Bonds(SFE)
Mar20 200120 98.80 98.82 98.79 98.81 unch 131,866 1,214,233 +5,444
Jun20 200120 98.81 98.81 98.81 98.81 unch      
Total Volume and Open Interest 131,866 1,214,233 +5,444
3-Year Aus T-Bonds(SFE)
Mar20 200120 99.24 99.25 99.23 99.25 +0.01 164,116 1,184,257 +43,266
Jun20 200120 99.25 99.25 99.25 99.25 +0.01 0 10 +0
Total Volume and Open Interest 164,116 1,184,267 +43,266
Gold(CMX)
Feb20 200117 1553.0 1561.4 1549.3 1560.3 +9.8 260,054 390,823 -14,476
Apr20 200117 1558.3 1567.5 1555.5 1566.5 +10.0 32,579 271,312 +7,079
Jun20 200117 1564.8 1572.9 1561.4 1572.3 +10.1 4,728 72,786 +1,090
Aug20 200117 1568.6 1578.2 1568.6 1577.5 +10.1 1,645 22,557 +170
Oct20 200117 1577.5 1582.5 1576.0 1582.5 +10.2 241 7,524 -38
Dec20 200117 1578.6 1588.0 1577.1 1587.2 +10.3 1,859 19,455 +180
Feb21 200117 1589.0 1591.7 1588.3 1591.7 +10.4 11 4,618 -4
Apr21 200117 1595.5 1595.5 1595.5 1595.5 +10.4 29 556 +25
Jun21 200117 1599.2 1599.2 1599.2 1599.2 +10.4 0 1,848 +0
Aug21 200117 1603.4 1603.4 1603.4 1603.4 +10.4 0 1 +0
Oct21 200117 1607.3 1607.3 1607.3 1607.3 +10.4      
Dec21 200117 1611.3 1611.3 1611.3 1611.3 +10.4 1 811 -1
Total Volume and Open Interest 301,529 793,585 -5,956
Silver(CMX)
Mar20 200117 1795.0 1818.5 1790.5 1807.3 +13.4 58,310 176,765 -1,374
May20 200117 1804.5 1826.0 1799.5 1815.8 +13.4 1,587 24,835 +287
Jul20 200117 1813.5 1832.5 1808.5 1823.6 +13.4 222 18,060 -50
Sep20 200117 1831.0 1841.0 1816.0 1831.1 +13.3 66 7,758 +2
Dec20 200117 1850.0 1850.0 1826.0 1841.2 +13.3 85 7,339 +43
Mar21 200117 1850.0 1850.0 1850.0 1850.0 +13.3 0 10 +0
May21 200117 1855.4 1855.4 1855.4 1855.4 +13.3 0 23 +0
Total Volume and Open Interest 60,393 235,420 -1,054
Platinum(NYMEX)
Jan20 200117 1016.4 1019.4 1013.3 1019.4 +23.7 62 14 +7
Apr20 200117 1009.0 1033.6 1007.5 1024.8 +23.6 36,564 102,512 -1,055
Jul20 200117 1013.5 1038.5 1013.5 1030.2 +23.5 918 4,463 +151
Oct20 200117 1040.0 1040.0 1030.5 1036.4 +23.6 32 408 +24
Total Volume and Open Interest 37,621 107,609 -874
Palladium(NYMEX)
Mar20 200117 2208.00 2298.80 2201.20 2224.90 +47.10 9,758 21,012 -164
Jun20 200117 2199.50 2290.00 2198.80 2215.40 +43.80 945 4,132 +286
Sep20 200117 2255.00 2255.00 2196.00 2199.40 +39.70 97 694 +66
Total Volume and Open Interest 10,918 26,195 +248
Copper(CMX)
Mar20 200117 285.20 287.55 284.15 284.55 -0.15 73,552 170,505 +639
May20 200117 286.10 288.30 285.00 285.40 -0.15 14,503 54,154 +2,202
Jul20 200117 287.00 288.75 285.60 286.00 -0.10 7,194 29,922 +663
Sep20 200117 288.45 288.70 286.15 286.50 -0.10 4,171 13,786 +414
Dec20 200117 288.60 288.60 286.65 287.10 -0.05 2,669 7,258 +762
Total Volume and Open Interest 102,966 287,029 +4,426
E-mini DJIA Index(CBOT)
Mar20 200117 29245 29362 29242 29279 +39 152,873 106,866 +3,230
Jun20 200117 29240 29322 29235 29254 +41 72 152 +25
Sep20 200117 29201 29223 29201 29201 +29 0 5 +0
Dec20 200117 29157 29157 29157 29157 +29      
Total Volume and Open Interest 152,945 107,023 +3,255
S & P 500(CME)
Mar20 200117 3323.00 3330.00 3319.50 3325.00 +8.50 1,767 30,390 +879
Jun20 200117 3325.50 3325.50 3325.50 3325.50 +8.50 0 31 -2
Sep20 200117 3326.00 3326.00 3326.00 3326.00 +9.00      
Dec20 200117 3326.25 3326.25 3326.25 3326.25 +8.75      
Total Volume and Open Interest 1,767 30,495 +877
S & P 500 E-Mini(CME)
Mar20 200117 3316.75 3330.25 3316.00 3325.00 +8.50 1,335,246 2,716,639 +20,699
Jun20 200117 3317.50 3330.50 3317.25 3325.50 +8.50 3,458 37,523 +2,476
Sep20 200117 3321.00 3330.50 3319.50 3326.00 +9.00 3 355 +2
Dec20 200117 3326.25 3326.25 3326.25 3326.25 +8.75 2 2,236 +0
Total Volume and Open Interest 1,338,709 2,756,760 +23,177
NASDAQ 100 E-Mini(CME)
Mar20 200117 9137.00 9189.25 9130.00 9174.50 +41.00 397,881 219,136 +1,439
Jun20 200117 9165.00 9207.25 9150.00 9194.25 +41.25 174 950 -32
Sep20 200117 9217.00 9217.00 9217.00 9217.00 +41.25 2 19 +1
Total Volume and Open Interest 398,059 220,109 +1,410
S&P Midcap 400(CME) e-Mini
Mar20 200117 2100.00 2108.50 2093.30 2096.40 -4.40 18,737 78,721 +64
Jun20 200117 2102.40 2107.40 2102.40 2102.40 -4.10 0 57 +0
Sep20 200117 2106.50 2106.50 2106.50 2106.50 -4.10      
Total Volume and Open Interest 18,737 78,778 +64
Volatility Index(CBOE)
Jan20 200117 12.63 12.95 12.35 12.53 -0.05 66,287 61,784 -12,137
Feb20 200117 14.89 15.20 14.75 14.93 unch 64,562 250,499 +13,049
Mar20 200117 15.32 15.60 15.28 15.38 unch 22,667 64,586 +2,615
Apr20 200117 15.95 16.15 15.90 16.02 +0.04 11,497 37,135 -242
Total Volume and Open Interest 173,658 478,563 +3,133
S & P 600(CME)
Mar20 200117 1039.60 1039.60 1039.60 1039.60 -1.60      
Jun20 200117 1040.30 1040.30 1040.30 1040.30 -1.50      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200117 1707.10 1715.10 1698.10 1699.90 -6.60 179,261 508,073 +4,197
Jun20 200117 1710.10 1716.30 1700.20 1701.70 -6.70 61 584 -28
Sep20 200117 1704.20 1704.20 1704.20 1704.20 -6.00      
Total Volume and Open Interest 179,322 508,657 +4,169
Nikkei 225(CME)
Mar20 200117 24085 24135 24005 24050 -15 4,624 20,719 +161
Jun20 200117 23900 23965 23890 23900 -15 1 8 +0
Total Volume and Open Interest 4,625 20,727 +161
Nikkei 225(SGX)
Mar20 200120 24040 24080 23995 24065 +25 58,252 188,378 +4,738
Jun20 200120 23895 23895 23895 23895 +20 0 4,535 -4
Sep20 200120 23855 23855 23855 23855 +20 0 10 +0
Total Volume and Open Interest 59,126 225,168 +5,529
Nikkei 225 Mini(JPX)
Mar20 200120 24030 24085 23990 24080 +50 668,479 379,884 +1,125
Jun20 200120 23855 23900 23810 23880 +30 15,873 9,531 +414
Sep20 200120 23810 23830 23760 23830 +40 147 1,005 +33
Total Volume and Open Interest 713,991 430,575 +2,672
Nikkei 225(JPX)
Mar20 200120 24030 24090 24000 24080 +50 47,473 235,402 -3,472
Jun20 200120 23850 23890 23820 23880 +30 307 18,016 -646
Sep20 200120 23830 23830 23830 23830 +40 8 2,777 -3
Total Volume and Open Interest 47,800 331,890 -3,932
Nikkei 225(CME) Yen
Mar20 200117 24070 24115 23990 24035 -20 21,331 59,723 +1,652
Jun20 200117 23855 23905 23820 23855 -20 0 5 +0
Sep20 200117 23755 23755 23755 23755 -10      
Total Volume and Open Interest 21,331 59,728 +1,652
Nikkei 225(CME) e-Mini Yen
Mar20 200117 24040 24040 24010 24040 -20      
Jun20 200117 23860 23860 23860 23860 -20      
Sep20 200117 23760 23760 23760 23760 -10      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Feb20 200120 6099.5 6100.0 6050.0 6074.0 -22.5 91,222 311,645 +21,005
Mar20 200120 6093.5 6096.5 6067.0 6071.5 -22.5 383 16,376 +34
Apr20 200120 6052.5 6052.5 6052.5 6052.5        
Hang Seng Index(HKFE)
Jan20 200120 29073 29211 28686 28695 -370 163,870 108,332 +115
Feb20 200120 29083 29185 28673 28680 -368 1,413 6,150 +588
Mar20 200120 29074 29190 28689 28690 -371 333 12,090 -64
Total Volume and Open Interest 167,422 132,994 +456
DAX(EUREX)
Mar20 200120 13539.0 13576.0 13483.0 13544.0 +35.0 90,864 107,616 +1,124
Jun20 200120 13525.5 13562.5 13515.0 13562.5 +35.0 39 1,002 -8
Sep20 200120 13544.0 13548.5 13544.0 13548.5 +35.5 0 74 -10
Total Volume and Open Interest 90,903 108,692 +1,106
Mini-DAX(EUREX)
Mar20 200120 13533.0 13577.0 13482.0 13544.0 +35.0 47,138 12,703 -299
Jun20 200120 13522.0 13585.0 13510.0 13562.5 +35.0 28 1,010 -4
Sep20 200120 13505.0 13563.0 13505.0 13548.5 +35.5 0 10 +1
Total Volume and Open Interest 47,166 13,723 -302
DJ EuroSTOXX 50(EUREX)
Mar20 200120 3803 3805 3782 3790 -5 1,042,691 3,442,638 +40,797
Jun20 200120 3705 3713 3702 3708 -5 606 67,435 +167
Sep20 200120 3694 3694 3694 3694 -6 3 48 +3
Total Volume and Open Interest 1,043,300 3,597,163 +40,967
Swiss Market Index(EUREX)
Mar20 200120 10761 10770 10738 10755 +26 53,979 185,890 +8,152
Jun20 200120 10577 10577 10577 10577 +26 452 12,173 +181
Sep20 200120 10544 10544 10544 10544 +26 10 87 +10
Total Volume and Open Interest 54,441 198,150 +8,343
FT-SE 100(EURONEXT)
Mar20 200120 7625.50 7629.50 7575.50 7586.00 -26.50 95,076 709,792 +6,877
Jun20 200120 7502.50 7502.50 7502.50 7502.50 -26.50 11 365 +10
Sep20 200120 7432.50 7432.50 7432.50 7432.50 -25.50 1 4 +1
Total Volume and Open Interest 95,090 710,166 +6,889
SPI 200(SFE)
Mar20 200120 7013.0 7045.0 7002.0 7026.0 +18.0 42,557 394,284 +7,940
Jun20 200120 7004.0 7004.0 7004.0 7004.0 +18.0 0 5,141 +0
Sep20 200120 6918.0 6918.0 6918.0 6918.0 +18.0      
Total Volume and Open Interest 42,558 400,461 +4,443
FTSE MIB(ISE)
Mar20 200120 24030.00 24070.00 23935.00 23977.00 -58.00 20,916 134,648 +1,140
Jun20 200120 23390.00 23445.00 23375.00 23375.00 -58.00 74 973 +48
Sep20 200120 23218.00 23218.00 23218.00 23218.00 -58.00 0 23 +0
Total Volume and Open Interest 20,990 135,644 +1,188
KOSPI 200(KFE)
Mar20 200120 304.10 307.95 303.85 306.35 +2.55 211,247 304,225 -1,166
Jun20 200120 304.85 306.20 304.55 306.20 +2.15 2,003 13,739 -2
Sep20 200120 305.85 306.55 305.85 306.55 +0.75 4 299 +2
Total Volume and Open Interest 214,422 355,317 -2,064
GSCI(CME)
Feb20 200117 426.75 427.05 425.25 426.55 +0.85 41 8,961 +41
Mar20 200117 428.90 428.90 428.90 428.90 +0.85      
Apr20 200117 428.20 428.20 428.20 428.20 +0.85      
Total Volume and Open Interest 41 8,961  
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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