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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue January 21, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200121 930.00 931.50 915.25 916.00 -13.75 90,936 329,219 -3,164
May20 200121 943.00 944.50 929.00 929.75 -13.25 28,578 144,701 -782
Jul20 200121 955.75 957.25 942.50 943.50 -12.00 20,892 128,977 +2,763
Aug20 200121 958.25 961.00 946.75 948.00 -11.25 2,145 10,916 +67
Sep20 200121 958.75 959.25 946.00 947.50 -10.50 3,699 12,803 +1,177
Nov20 200121 961.00 962.75 949.25 951.25 -9.25 16,196 81,281 +1,278
Jan21 200121 964.25 966.00 953.00 955.25 -8.50 4,237 16,515 +161
Mar21 200121 954.00 956.00 944.25 946.50 -7.50 5,199 26,337 +1,319
May21 200121 951.00 954.25 944.25 946.00 -6.75 987 3,906 +260
Jul21 200121 951.75 957.50 947.50 949.75 -6.50 575 4,503 +127
Aug21 200121 944.50 946.50 944.00 946.50 -5.75 2 156 +2
Sep21 200121 935.00 936.00 933.50 934.50 -7.00 12 90 +6
Nov21 200121 936.25 942.25 935.00 935.75 -6.00 396 2,468 +157
Jan22 200121 935.75 935.75 935.75 935.75 -6.00      
Total Volume and Open Interest 173,854 761,882 +3,371
Soybean Meal(CBOT)
Mar20 200121 301.00 301.30 298.80 299.10 -1.50 45,608 222,861 -1,917
May20 200121 305.60 306.00 303.50 303.80 -1.40 20,266 102,732 +21
Jul20 200121 310.00 310.40 308.00 308.50 -1.20 10,612 67,605 +294
Aug20 200121 311.60 312.10 309.70 310.20 -1.20 2,405 11,976 +200
Sep20 200121 312.60 313.10 311.00 311.20 -1.30 2,053 11,556 +335
Oct20 200121 313.00 313.50 311.40 311.70 -1.10 1,833 9,048 -2
Dec20 200121 315.70 316.20 314.10 314.50 -0.90 4,403 30,216 +800
Jan21 200121 315.00 315.50 314.10 314.30 -1.00 300 2,569 -90
Mar21 200121 311.80 312.60 310.50 310.90 -1.30 898 7,671 +271
May21 200121 309.70 311.00 309.40 309.60 -1.10 276 1,147 +133
Total Volume and Open Interest 88,780 470,115 +111
Soybean Oil(CBOT)
Mar20 200121 33.47 33.61 32.59 32.75 -0.60 60,931 227,251 -4,602
May20 200121 33.74 33.92 32.93 33.09 -0.58 24,035 114,815 +1,315
Jul20 200121 34.15 34.26 33.29 33.45 -0.57 11,750 101,247 +654
Aug20 200121 34.32 34.34 33.38 33.54 -0.56 2,782 17,535 -178
Sep20 200121 34.27 34.38 33.46 33.61 -0.55 1,298 11,222 +85
Oct20 200121 34.29 34.34 33.47 33.64 -0.54 1,829 10,508 +613
Dec20 200121 34.49 34.61 33.67 33.84 -0.55 3,659 45,570 +117
Jan21 200121 34.00 34.72 33.85 34.04 -0.51 194 5,791 +24
Mar21 200121 34.70 34.73 33.84 34.05 -0.47 1,080 4,931 +612
May21 200121 34.58 34.68 33.82 34.05 -0.43 234 1,394 +139
Total Volume and Open Interest 107,850 541,842 -1,213
Canola(WCE)
Jan20 200114 474.5 474.5 474.5 474.5 +0.2      
Mar20 200121 481.0 481.6 476.6 476.8 -4.2 5,479 81,377 +1,634
May20 200121 489.9 490.2 485.5 485.6 -4.2 3,011 51,795 +379
Jul20 200121 494.3 494.3 490.0 490.0 -4.1 1,287 22,744 +233
Nov20 200121 496.7 496.7 493.0 493.3 -3.3 1,026 35,433 +403
Total Volume and Open Interest 10,968 194,548 +2,773
Corn(CBOT)
Mar20 200121 389.00 389.25 384.25 387.50 -1.75 293,121 707,498 -37,681
May20 200121 395.00 395.25 390.75 393.50 -1.75 79,073 226,770 +2,606
Jul20 200121 400.50 400.75 396.50 399.25 -1.75 59,836 261,731 -157
Sep20 200121 399.50 399.75 396.50 398.75 -1.50 17,319 119,057 +82
Dec20 200121 401.75 402.25 399.25 401.50 -1.25 31,850 196,133 +788
Mar21 200121 411.25 411.50 409.00 411.25 -1.25 1,719 13,919 +232
May21 200121 414.75 415.25 413.50 415.00 -1.50 423 2,829 +165
Jul21 200121 417.00 417.75 415.75 417.50 -1.50 1,057 7,853 +521
Sep21 200121 409.00 409.25 408.75 409.25 -1.25 99 964 +57
Dec21 200121 409.00 410.00 408.25 409.50 -0.75 863 10,690 +324
Total Volume and Open Interest 485,391 1,548,002 -33,055
Wheat(CBOT)
Mar20 200121 572.50 582.75 566.75 581.50 +11.00 54,666 219,445 +2,474
May20 200121 573.25 582.25 568.00 581.00 +9.75 21,933 82,626 +1,171
Jul20 200121 572.75 581.25 567.75 580.50 +10.00 17,283 104,337 -1,042
Sep20 200121 578.00 586.25 573.00 585.50 +9.75 6,610 38,967 +1,573
Dec20 200121 585.00 594.00 581.00 593.50 +9.75 4,139 33,439 +1,255
Mar21 200121 591.50 600.50 587.50 600.50 +10.25 233 8,442 +10
Total Volume and Open Interest 105,086 491,802 +5,505
Wheat(KCBT)
Mar20 200121 495.25 500.75 487.75 500.00 +5.75 27,260 136,458 +1,272
May20 200121 503.00 507.50 494.75 507.25 +5.75 7,493 57,064 +118
Jul20 200121 510.00 515.00 502.50 514.50 +5.25 7,423 55,113 +624
Sep20 200121 518.75 522.50 511.25 522.25 +4.75 2,220 18,447 +58
Dec20 200121 530.00 533.25 522.00 532.75 +4.25 1,588 18,801 +289
Mar21 200121 537.75 543.25 532.75 543.00 +4.00 35 1,825 +2
May21 200121 540.75 543.50 533.75 543.50 +4.00 5 294 +4
Total Volume and Open Interest 46,024 288,238 +2,367
Wheat(MGE)
Mar20 200121 559.50 563.00 556.25 562.25 +2.25 4,408 30,801 +64
May20 200121 567.25 571.50 565.25 570.75 +2.25 2,344 15,839 -177
Jul20 200121 573.75 577.50 572.00 577.00 +1.75 1,112 7,028 +89
Sep20 200121 581.75 585.50 579.75 584.75 +1.75 625 5,453 +230
Dec20 200121 592.50 596.00 590.00 595.50 +1.50 289 2,971 +21
Mar21 200121 604.00 608.00 604.00 606.25 +1.25 19 987 +8
Total Volume and Open Interest 8,806 63,096 +241
Oats(CBOT)
Mar20 200121 311.25 315.00 309.25 314.75 +3.00 279 3,958 +64
May20 200121 307.50 309.00 304.75 309.00 +2.25 29 678 +18
Jul20 200121 299.25 301.25 299.25 301.25 +3.50 12 133 +7
Sep20 200121 282.75 282.75 282.25 282.25 +0.25 4 70 +2
Total Volume and Open Interest 329 4,948 +94
Rough Rice(CBOT)
Jan20 200114 12.96 13.05 12.96 13.05 +0.08 18 13 +9
Mar20 200121 13.48 13.59 13.38 13.41 -0.10 904 10,081 +143
May20 200121 13.56 13.64 13.45 13.50 -0.07 275 808 +108
Jul20 200121 13.35 13.35 13.30 13.34 -0.06 150 232 +78
Total Volume and Open Interest 1,538 11,656 +437
Live Cattle(CME)
Feb20 200121 126.035 126.550 125.850 126.385 +0.035 21,093 68,564 -6,377
Apr20 200121 126.900 127.480 126.730 127.230 -0.020 24,608 159,125 +4,135
Jun20 200121 118.950 119.400 118.800 119.180 -0.020 12,762 103,317 +809
Aug20 200121 116.535 116.785 116.230 116.480 -0.305 6,222 40,137 +654
Oct20 200121 118.750 119.000 118.400 118.830 -0.070 2,188 16,545 +198
Dec20 200121 121.550 121.750 121.200 121.650 -0.100 959 6,707 +308
Total Volume and Open Interest 68,429 397,558 -265
Feeder Cattle(CME)
Jan20 200121 145.150 145.250 144.630 145.080 -0.270 439 2,617 -95
Mar20 200121 144.750 145.185 144.185 144.685 -0.315 2,783 24,089 -166
Apr20 200121 147.650 147.935 147.185 147.550 -0.330 2,051 9,399 -148
May20 200121 149.150 149.550 148.830 149.330 -0.120 1,415 8,576 +124
Aug20 200121 154.880 155.100 154.435 155.000 +0.120 737 6,145 -40
Sep20 200121 155.950 156.300 155.580 156.200 +0.250 206 2,161 +31
Oct20 200121 155.900 156.735 155.880 156.580 +0.380 76 676 +24
Total Volume and Open Interest 7,752 53,981 -270
Lean Hogs(CME)
Feb20 200121 67.580 68.000 66.430 67.350 -0.330 18,699 55,097 -5,226
Apr20 200121 74.000 74.650 72.330 73.830 -0.270 20,291 108,579 +3,587
May20 200121 80.080 81.080 79.000 80.350 -0.350 129 1,674 +9
Jun20 200121 87.150 87.535 85.950 86.650 -0.700 9,378 48,124 +846
Jul20 200121 87.950 88.180 86.750 87.500 -0.450 2,841 21,262 +124
Aug20 200121 86.600 87.080 85.680 86.450 -0.350 2,857 30,332 -36
Oct20 200121 74.950 75.230 73.885 75.200 +0.165 2,030 21,761 +376
Dec20 200121 68.850 69.080 68.035 69.050 +0.050 515 11,055 +127
Total Volume and Open Interest 56,845 300,861 -170
Class III Milk(CME)
Jan20 200121 17.02 17.04 16.99 17.03 +0.02 65 2,749 -17
Feb20 200121 17.45 17.59 17.33 17.54 +0.11 612 2,749 +77
Mar20 200121 17.68 17.78 17.54 17.76 +0.14 302 2,477 +94
Apr20 200121 17.62 17.70 17.54 17.69 +0.18 134 1,683 +33
May20 200121 17.52 17.62 17.50 17.62 +0.14 107 1,469 +5
Jun20 200121 17.63 17.73 17.60 17.73 +0.15 69 1,429 +11
Jul20 200121 17.75 17.85 17.75 17.85 +0.12 72 724 +26
Aug20 200121 17.85 17.98 17.85 17.95 +0.15 56 649 +12
Sep20 200121 17.90 18.06 17.90 18.05 +0.16 55 752 +27
Oct20 200121 17.85 18.07 17.85 18.01 +0.20 36 582 +14
Nov20 200121 17.85 18.03 17.85 17.95 +0.18 33 588 +18
Dec20 200121 17.52 17.82 17.52 17.67 +0.15 32 687 +18
Jan21 200121 17.27 17.27 17.27 17.27 +0.02 13 229 +12
Total Volume and Open Interest 1,610 17,101 +354
Cocoa(ICE)
Mar20 200121 2804 2829 2776 2818 +21 28,188 101,508 +1,121
May20 200121 2819 2846 2796 2836 +19 19,297 65,219 +4,432
Jul20 200121 2816 2837 2795 2827 +14 11,937 48,795 +564
Sep20 200121 2773 2790 2754 2782 +13 7,728 38,149 +522
Dec20 200121 2656 2682 2641 2673 +25 7,474 39,096 +200
Mar21 200121 2578 2612 2564 2598 +33 3,320 17,007 +941
May21 200121 2541 2585 2526 2567 +33 560 6,311 +15
Total Volume and Open Interest 79,094 318,430 +7,922
Coffee "C"(ICE)
Mar20 200121 111.50 113.25 109.75 111.05 -1.10 17,839 99,988 -1,812
May20 200121 114.10 115.55 112.15 113.35 -1.10 7,470 56,294 -891
Jul20 200121 116.45 117.80 114.45 115.65 -1.10 2,714 46,432 +29
Sep20 200121 118.90 119.90 116.55 117.75 -1.10 2,685 32,455 -23
Dec20 200121 121.50 122.20 119.35 120.55 -0.95 942 22,648 +60
Mar21 200121 124.00 124.85 122.00 123.15 -0.80 432 8,509 -15
Total Volume and Open Interest 32,578 284,752 -2,625
Orange Juice(ICE)
Mar20 200121 95.85 96.35 95.10 95.80 +0.75 578 15,442 +141
May20 200121 98.55 99.75 98.55 99.35 +0.80 89 2,082 +19
Jul20 200121 102.75 103.45 102.75 103.10 +1.05 42 943 +5
Sep20 200121 106.25 107.00 106.25 106.60 +1.15 20 419 +3
Nov20 200121 110.40 110.50 110.05 110.05 +1.20 17 279 +1
Jan21 200121 113.55 113.65 113.20 113.20 +1.25 15 186 +15
Total Volume and Open Interest 761 19,351 +184
Sugar #11(ICE)
Mar20 200121 14.50 14.59 14.40 14.55 +0.10 64,802 397,132 +1,647
May20 200121 14.42 14.52 14.34 14.49 +0.09 24,849 250,128 +1,200
Jul20 200121 14.36 14.45 14.30 14.43 +0.07 23,100 173,539 +1,145
Oct20 200121 14.44 14.55 14.40 14.54 +0.08 17,063 140,262 +3,413
Mar21 200121 14.78 14.88 14.72 14.87 +0.07 6,205 77,394 -30
May21 200121 14.48 14.55 14.40 14.55 +0.05 2,156 13,666 -84
Jul21 200121 14.20 14.28 14.12 14.26 +0.04 1,923 17,583 +244
Oct21 200121 14.21 14.24 14.14 14.22 +0.02 1,142 18,993 +215
Total Volume and Open Interest 142,045 1,103,753 +8,072
London Cocoa(LCE)
Mar20 200121 1994 2029 1983 2027 +28 4,543 83,160 +114
May20 200121 1994 2028 1985 2025 +25 3,681 60,232 -147
Jul20 200121 1992 2018 1983 2016 +20 2,339 39,245 -754
Sep20 200121 1951 1977 1942 1974 +18 1,880 37,483 +260
Dec20 200121 1811 1833 1802 1830 +15 2,492 54,675 +1,380
Mar21 200121 1752 1768 1742 1764 +10 696 26,251 +103
May21 200121 1737 1747 1729 1746 +12 2 6,828 -2
Total Volume and Open Interest 15,633 316,031 +954
London Sugar(LCE)
Mar20 200121 399.80 403.40 398.50 403.00 +1.50 2,835 34,723 +38
May20 200121 396.50 399.70 394.60 399.50 +0.80 1,591 41,444 +254
Aug20 200121 395.80 396.50 392.20 396.40 -0.10 681 18,856 +50
Oct20 200121 391.40 393.90 390.40 393.70 -0.10 311 5,086 +193
Dec20 200121 393.90 394.90 390.80 394.90 +0.50 103 3,798 +45
Total Volume and Open Interest 5,527 106,374 +583
Cotton(ICE)
Mar20 200121 71.25 71.25 69.12 69.24 -2.01 19,673 122,231 +89
May20 200121 72.07 72.07 70.21 70.32 -1.87 7,114 58,776 +474
Jul20 200121 73.66 73.66 71.18 71.27 -1.79 2,466 36,697 +972
Oct20 200121 71.84 71.84 71.45 71.45 -1.47 4 15 +0
Dec20 200121 72.12 72.12 70.50 70.90 -1.47 1,750 32,175 +307
Mar21 200121 72.23 72.23 71.27 71.27 -1.34 171 2,406 +100
Total Volume and Open Interest 31,263 253,737 +2,007
Lumber(CME)
Mar20 200121 429.6 431.1 424.2 424.7 -5.3 643 2,418 +20
May20 200121 427.0 427.0 420.8 421.7 -4.7 231 572 +8
Jul20 200121 417.3 417.7 417.3 417.4 -2.8 33 232 +1
Sep20 200121 408.7 408.7 408.7 408.7 -2.8 28 80 +9
Nov20 200121 403.7 403.7 403.7 403.7 -2.8 5 6 +1
Jan21 200121 402.2 402.2 402.2 402.2 -2.8      
Mar21 200121 400.7 400.7 400.7 400.7 -2.8      
Total Volume and Open Interest 940 3,308 +39
Crude Oil(NYM)
Feb20 200121 59.17 59.73 57.68 58.34 -0.20 122,561 31,495 -42,240
Mar20 200121 59.35 59.77 57.71 58.38 -0.20 415,846 458,850 -9,404
Apr20 200121 59.32 59.66 57.66 58.34 -0.17 70,108 165,254 -252
May20 200121 58.93 59.37 57.49 58.16 -0.14 41,463 129,516 -818
Jun20 200121 58.60 59.05 57.21 57.85 -0.11 49,896 230,544 -33
Jul20 200121 58.21 58.48 56.84 57.47 -0.07 22,328 91,134 -2,787
Aug20 200121 57.81 57.90 56.42 57.05 -0.01 10,397 62,539 +71
Sep20 200121 57.00 57.44 55.97 56.61 +0.02 14,243 106,220 +3,513
Oct20 200121 56.82 56.82 55.55 56.19 +0.05 3,341 68,215 -301
Nov20 200121 55.81 56.59 55.19 55.80 +0.07 2,561 56,187 -980
Dec20 200121 55.85 56.35 54.82 55.44 +0.09 29,600 263,028 +2,302
Jan21 200121 55.36 55.37 54.52 55.10 +0.10 2,593 48,631 -533
Feb21 200121 54.75 54.84 54.75 54.79 +0.12 731 28,724 +230
Mar21 200121 54.50 54.57 54.48 54.50 +0.13 1,080 37,878 +89
Apr21 200121 54.25 54.25 54.25 54.25 +0.15 245 16,207 +41
May21 200121 54.04 54.04 54.04 54.04 +0.17 376 15,316 +144
Total Volume and Open Interest 801,086 2,148,946 -49,676
e-miNY Crude Oil(NYM)
Mar20 200121 59.275 59.700 57.700 58.375 -0.200 10,903 2,206 +192
Apr20 200121 59.125 59.625 57.675 58.350 -0.150 100 328 +14
May20 200121 59.000 59.325 58.025 58.150 -0.150 6 313 -2
Jun20 200121 58.575 58.575 57.275 57.850 -0.100 4 149 +0
Jul20 200121 57.475 57.475 57.475 57.475 -0.075 1 28 +1
Aug20 200121 57.800 57.800 56.525 57.050 unch 14 45 -1
Sep20 200121 56.575 57.100 56.575 56.600 unch 1 62 +0
Oct20 200121 56.500 56.500 56.075 56.200 +0.050 0 17 +0
Nov20 200121 55.650 55.800 55.525 55.800 +0.075 0 5 +0
Dec20 200121 56.000 56.000 54.800 55.450 +0.100 45 88 +1
Total Volume and Open Interest 11,074 3,304 -2,363
NY Harbor ULSD(NYM)
Feb20 200121 187.77 188.59 182.42 182.92 -3.00 69,135 64,419 -5,786
Mar20 200121 188.22 189.06 183.00 183.47 -2.90 88,620 116,474 +5,183
Apr20 200121 187.77 188.83 183.17 183.62 -2.58 49,638 55,906 -1,249
May20 200121 188.49 188.56 183.31 183.75 -2.26 29,806 39,135 -1,918
Jun20 200121 188.35 188.35 183.44 183.86 -2.06 25,636 41,304 -1,299
Jul20 200121 188.00 188.36 183.65 184.03 -1.93 6,384 18,641 +161
Aug20 200121 187.38 188.47 183.82 184.21 -1.80 3,885 10,928 +161
Sep20 200121 187.61 188.45 184.05 184.41 -1.70 4,932 11,580 +39
Oct20 200121 188.05 188.05 184.30 184.50 -1.55 2,804 4,994 +380
Nov20 200121 187.34 187.60 184.36 184.54 -1.38 1,580 5,281 +157
Dec20 200121 187.40 187.90 184.17 184.47 -1.21 8,299 23,076 +670
Jan21 200121 186.63 186.92 184.26 184.43 -1.10 654 5,403 +162
Feb21 200121 186.15 186.15 183.93 183.93 -1.02 284 1,340 +130
Mar21 200121 184.85 184.85 182.85 182.85 -0.97 86 968 -4
Total Volume and Open Interest 293,622 412,129 -2,677
RBOB Gasoline(NYM)
Feb20 200121 165.24 167.11 161.23 163.65 -0.41 60,316 74,190 -5,402
Mar20 200121 166.66 168.80 162.65 165.09 -0.40 74,249 142,585 +8,618
Apr20 200121 186.52 187.09 181.50 183.75 -0.39 30,972 69,334 +2,880
May20 200121 186.99 187.41 182.07 184.20 -0.36 16,886 42,491 +556
Jun20 200121 186.00 186.29 181.20 183.28 -0.34 13,788 37,582 +332
Jul20 200121 183.01 183.35 179.55 181.43 -0.33 5,005 20,663 -611
Aug20 200121 179.87 180.15 177.03 178.75 -0.29 1,866 5,728 +271
Sep20 200121 176.36 176.62 173.50 175.23 -0.23 2,507 11,632 +144
Oct20 200121 160.10 161.24 160.10 161.24 -0.09 1,174 4,967 +8
Nov20 200121 156.00 157.26 156.00 157.26 +0.18 435 2,098 +27
Total Volume and Open Interest 209,249 434,398 +7,126
e-miNY RBOB Gasoline(NYM)
Feb20 200121 164.10 164.10 163.65 163.65 -0.41 1 0 -1
Mar20 200121 165.09 165.09 165.09 165.09 -0.40      
Apr20 200121 183.75 183.75 183.75 183.75 -0.39      
May20 200121 184.20 184.20 184.20 184.20 -0.36      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Feb20 200121 1.970 1.970 1.825 1.895 -0.108 213,282 162,624 -13,803
Mar20 200121 1.963 1.963 1.826 1.889 -0.096 177,944 531,756 +17,578
Apr20 200121 1.981 1.993 1.856 1.930 -0.081 57,999 171,772 +2,794
May20 200121 2.050 2.050 1.935 1.989 -0.077 34,799 132,846 +729
Jun20 200121 2.123 2.123 2.013 2.064 -0.073 14,478 70,348 +870
Jul20 200121 2.185 2.188 2.085 2.141 -0.068 15,535 59,516 -446
Aug20 200121 2.220 2.220 2.116 2.169 -0.064 9,458 33,772 +383
Sep20 200121 2.204 2.204 2.140 2.165 -0.064 9,662 37,202 +1,256
Oct20 200121 2.250 2.250 2.156 2.201 -0.060 30,182 96,696 -4,788
Nov20 200121 2.350 2.350 2.280 2.312 -0.046 6,359 24,521 -1,142
Dec20 200121 2.531 2.531 2.486 2.513 -0.036 5,271 28,651 +930
Jan21 200121 2.650 2.650 2.599 2.619 -0.037 6,203 40,088 +212
Feb21 200121 2.600 2.604 2.567 2.585 -0.036 1,347 13,900 -8
Mar21 200121 2.496 2.498 2.470 2.491 -0.025 3,035 17,202 +214
Apr21 200121 2.273 2.276 2.242 2.272 -0.010 4,801 22,941 -1,148
May21 200121 2.257 2.257 2.229 2.251 -0.008 510 9,439 +181
Total Volume and Open Interest 592,319 1,510,544 +3,828
Brent Crude Oil(ICE)
Mar20 200121 65.26 65.35 64.06 64.59 -0.61 154,790 333,583 -26,270
Apr20 200121 64.45 64.48 63.25 63.83 -0.51 114,647 423,885 +13,536
May20 200121 63.68 63.71 62.55 63.13 -0.47 45,346 188,157 -4,101
Jun20 200121 62.93 63.00 61.90 62.47 -0.43 51,138 296,804 -7,454
Jul20 200121 62.13 62.15 61.23 61.80 -0.40 19,155 154,091 +211
Aug20 200121 61.69 61.69 60.69 61.27 -0.37 10,887 118,036 -323
Sep20 200121 61.25 61.25 60.27 60.88 -0.31 12,465 135,173 +546
Oct20 200121 60.79 60.79 59.88 60.48 -0.27 3,693 91,086 -97
Nov20 200121 60.31 60.43 59.55 60.17 -0.22 2,249 54,402 -24
Dec20 200121 60.11 60.14 59.25 59.88 -0.17 26,544 254,347 +222
Jan21 200121 59.35 59.62 59.35 59.62 -0.13 373 44,501 +24
Feb21 200121 59.19 59.40 59.19 59.40 -0.09 581 39,576 +181
Mar21 200121 59.15 59.21 59.15 59.21 -0.05 1,462 30,118 +421
Apr21 200121 58.99 59.03 58.99 59.03 -0.01 290 15,997 +138
Total Volume and Open Interest 455,137 2,575,224 -23,720
Gas Oil(ICE)
Feb20 200121 576.25 577.50 565.00 569.00 -7.75 49,395 160,614 -2,176
Mar20 200121 578.00 578.25 566.00 570.50 -7.25 59,459 165,453 +2,825
Apr20 200121 577.00 577.00 565.50 569.25 -7.25 34,195 112,901 +1,191
May20 200121 574.00 574.50 563.25 567.00 -6.75 14,602 76,709 +1,477
Jun20 200121 571.25 571.75 561.50 564.50 -6.75 22,763 116,652 +2,291
Jul20 200121 570.25 570.25 560.50 563.50 -6.25 4,568 38,755 +401
Aug20 200121 567.00 567.00 560.00 562.75 -6.00 1,264 25,540 +124
Sep20 200121 566.50 566.50 559.50 562.25 -5.75 1,930 25,556 +97
Oct20 200121 566.00 566.00 560.25 562.00 -5.50 1,360 20,936 +415
Nov20 200121 563.50 563.50 558.00 559.75 -5.00 493 14,735 +2
Total Volume and Open Interest 199,032 899,824 +5,897
Ethanol(CBOT)
Feb20 200121 1.359 1.377 1.338 1.341 -0.008 163 226 -104
Mar20 200121 1.390 1.402 1.361 1.364 -0.012 66 326 -5
Apr20 200121 1.420 1.420 1.387 1.387 -0.014 28 44 +7
May20 200121 1.403 1.403 1.403 1.403 -0.014 0 10 +0
Jun20 200121 1.403 1.403 1.403 1.403 -0.014      
Jul20 200121 1.403 1.403 1.403 1.403 -0.014      
Aug20 200121 1.403 1.403 1.403 1.403 -0.014      
Sep20 200121 1.403 1.403 1.403 1.403 -0.014      
Total Volume and Open Interest 257 606 -102
WTI Crude Oil(ICE)
Mar20 200121 58.78 58.83 57.72 58.38 -0.38 16,296 97,279 -330
Apr20 200121 58.77 58.77 57.67 58.34 -0.35 10,923 56,001 +428
May20 200121 58.46 58.54 57.52 58.16 -0.34 10,080 33,415 +333
Jun20 200121 58.12 58.18 57.23 57.85 -0.33 6,247 79,068 +638
Jul20 200121 57.71 57.80 56.86 57.47 -0.30 2,076 18,747 -39
Aug20 200121 57.24 57.26 56.46 57.05 -0.25 1,053 12,101 +114
Sep20 200121 56.44 56.90 55.98 56.61 -0.21 808 24,950 -18
Oct20 200121 56.03 56.46 55.97 56.19 -0.17 232 12,465 +20
Nov20 200121 55.54 56.06 55.38 55.80 -0.16 99 8,992 -8
Dec20 200121 55.24 55.69 54.85 55.44 -0.14 2,599 89,650 +653
Jan21 200121 55.10 55.10 55.10 55.10 -0.12 27 5,975 -19
Feb21 200121 54.79 54.79 54.79 54.79 -0.10 6 4,577 +0
Mar21 200121 54.50 54.50 54.50 54.50 -0.09 16 5,402 +16
Apr21 200121 54.15 54.25 54.15 54.25 -0.06 0 2,703 +0
May21 200121 54.04 54.04 54.04 54.04 -0.04 84 2,710 -82
Jun21 200121 53.90 54.02 53.85 53.85 -0.02 346 25,349 -25
Total Volume and Open Interest 51,250 582,265 +1,633
US Dollar Index(ICE)
Mar20 200121 97.385 97.420 97.150 97.295 -0.065 4,742 35,070 +16
Jun20 200121 96.975 96.980 96.780 96.908 -0.073 10 957 +7
Sep20 200121 96.543 96.543 96.543 96.543 -0.087 0 115 +0
Total Volume and Open Interest 4,752 36,145 +23
Australian Dollar(CME)
Mar20 200121 68.85 68.98 68.51 68.54 -0.33 69,449 136,013 -2,900
Jun20 200121 68.90 69.13 68.68 68.70 -0.33 33 558 +3
Sep20 200121 68.88 69.24 68.85 68.85 -0.33 0 31 +0
Total Volume and Open Interest 69,506 139,297 -2,893
British Pound(CME)
Mar20 200121 130.24 131.05 129.84 130.72 +0.32 82,884 192,078 +1,340
Jun20 200121 130.52 131.42 130.23 131.10 +0.31 475 1,901 +51
Sep20 200121 131.46 131.65 130.72 131.46 +0.30 0 29 +0
Total Volume and Open Interest 85,551 197,705 +296
Canadian Dollar(CME)
Mar20 200121 76.54 76.66 76.45 76.51 -0.04 53,418 179,552 -364
Jun20 200121 76.55 76.66 76.47 76.51 -0.04 187 3,456 +126
Sep20 200121 76.58 76.64 76.43 76.50 -0.05 7 650 +5
Dec20 200121 76.61 76.61 76.49 76.49 -0.04 5 1,114 +5
Total Volume and Open Interest 53,992 187,299 -296
Japanese Yen(CME)
Mar20 200121 91.08 91.37 90.99 91.35 +0.29 87,462 193,443 -52
Jun20 200121 91.49 91.82 91.45 91.81 +0.28 49 924 +8
Sep20 200121 92.26 92.26 92.26 92.26 +0.28 0 5 +0
Total Volume and Open Interest 87,570 195,973 -46
Swiss Franc(CME)
Mar20 200121 103.71 103.90 103.49 103.69 -0.05 25,246 50,132 -1,415
Jun20 200121 104.25 104.51 104.19 104.35 -0.06 1 74 +1
Sep20 200121 105.01 105.01 104.88 105.01 -0.06 1 2 -1
Total Volume and Open Interest 25,248 50,208 -1,415
EuroFX(CME)
Mar20 200121 111.29 111.56 111.15 111.33 unch 143,037 561,136 +3,790
Jun20 200121 111.97 112.18 111.79 111.95 -0.01 423 7,924 +62
Sep20 200121 112.52 112.73 112.43 112.56 -0.01 19 855 -18
Total Volume and Open Interest 143,635 577,243 +3,828
Mexican Peso(CME)
Feb20 200121 530.75 533.63 530.38 530.75 -2.00 0 14 +0
Mar20 200121 531.38 531.75 527.75 528.38 -2.00 43,407 300,461 +5,015
Total Volume and Open Interest 43,407 300,567 +5,015
Brazilian Real(CME)
Feb20 200121 239.95 240.90 236.70 238.15 -1.80 6,625 34,844 +1,126
Mar20 200121 240.30 240.45 236.75 237.85 -1.80 1,766 5,340 +1,347
Apr20 200121 239.15 239.70 236.60 237.45 -1.90 1 35 +1
May20 200121 237.10 237.10 236.85 237.10 -1.90      
Total Volume and Open Interest 8,392 40,219 +2,474
30-Year T-Bonds(CBOT)
Mar20 200121 157~150 158~230 157~090 158~190 +1~100 519,062 1,049,605 +9,433
Jun20 200121 156~180 157~250 156~130 157~210 +1~100 1,077 3,725 +972
Sep20 200121 156~200 156~200 156~200 156~200 +1~100 0 1 +0
Total Volume and Open Interest 520,139 1,053,331 +10,405
10-Year T-Notes(CBOT)
Mar20 200121 129~040 129~195 129~035 129~185 +0~170 1,390,519 3,657,593 +4,318
Jun20 200121 128~300 129~135 128~295 129~130 +0~175 3,552 43,051 +2,480
Sep20 200121 128~315 128~315 128~315 128~315 +0~175      
Total Volume and Open Interest 1,394,071 3,700,644 +6,798
5-Year T-Notes(CBOT)
Mar20 200121 118~282 119~044 118~276 119~036 +0~092 709,857 4,242,771 +12,231
Jun20 200121 119~064 119~142 119~050 119~134 +0~096 7,720 46,358 +6,490
Sep20 200121 119~134 119~134 119~134 119~134 +0~096      
Total Volume and Open Interest 717,577 4,289,129 +18,721
2 Year T-Notes(CBOT)
Mar20 200121 107~236 107~261 107~234 107~256 +0~024 412,039 3,584,282 +14,372
Jun20 200121 107~294 107~302 107~294 107~302 +0~027 24,918 58,086 +17,633
Sep20 200121 107~302 107~302 107~302 107~302 +0~027      
Total Volume and Open Interest 436,957 3,642,368 +32,005
Eurodollars(CME)
Mar20 200121 98.260 98.275 98.255 98.270 +0.015 158,865 1,541,770 +5,577
Jun20 200121 98.320 98.345 98.320 98.340 +0.025 153,500 1,274,461 -3,723
Sep20 200121 98.400 98.430 98.390 98.420 +0.035 135,659 1,085,175 +10,253
Dec20 200121 98.410 98.450 98.405 98.440 +0.045 147,694 1,216,461 +2,072
Mar21 200121 98.480 98.525 98.475 98.520 +0.055 145,431 974,036 +13,043
Jun21 200121 98.485 98.535 98.485 98.530 +0.060 105,928 984,158 +4,214
Sep21 200121 98.485 98.545 98.485 98.535 +0.065 110,794 757,275 +11,460
Dec21 200121 98.450 98.505 98.450 98.500 +0.065 129,605 669,346 +11,267
Mar22 200121 98.460 98.515 98.460 98.510 +0.065 67,053 426,403 -3,346
Jun22 200121 98.445 98.495 98.440 98.495 +0.070 51,871 303,349 +1,119
Sep22 200121 98.425 98.475 98.420 98.475 +0.070 58,568 244,210 -6,198
Dec22 200121 98.385 98.440 98.380 98.435 +0.065 62,367 243,543 +2,500
Mar23 200121 98.380 98.430 98.375 98.430 +0.070 27,729 275,558 +1,092
Jun23 200121 98.360 98.410 98.350 98.410 +0.070 21,884 126,214 +2,200
Sep23 200121 98.335 98.390 98.330 98.390 +0.070 18,587 113,475 +273
Dec23 200121 98.305 98.360 98.295 98.355 +0.065 22,095 103,325 +2,182
Mar24 200121 98.285 98.340 98.285 98.335 +0.065 15,208 92,559 +747
Jun24 200121 98.255 98.310 98.250 98.305 +0.065 14,031 47,328 +698
Total Volume and Open Interest 1,543,478 10,961,540 +74,498
Ultra T-Bond(CBOT)
Mar20 200121 184~06 186~08 183~28 186~00 +2~06 239,158 1,248,479 -9,177
Jun20 200121 186~11 186~26 185~20 186~23 +2~07 26 404 +1
Sep20 200121 186~23 186~23 186~23 186~23 +2~07      
Total Volume and Open Interest 239,184 1,248,883 -9,176
Ultra 10-Yr T-Note(CBOT)
Mar20 200121 141~260 142~175 141~230 142~155 +0~260 262,324 938,928 +11,203
Jun20 200121 142~055 142~060 142~055 142~055 +0~255      
Sep20 200121 142~055 142~055 142~055 142~055 +0~255      
Total Volume and Open Interest 262,324 938,928 +11,203
30 Day Federal Funds(CBOT)
Jan20 200121 98.455 98.455 98.450 98.455 +0.003 1,598 418,719 +123
Feb20 200121 98.420 98.425 98.415 98.425 +0.005 26,690 461,205 +1,467
Mar20 200121 98.420 98.425 98.415 98.425 +0.005 7,532 145,134 +2,460
Apr20 200121 98.420 98.435 98.420 98.430 +0.010 22,372 244,201 -661
May20 200121 98.440 98.450 98.435 98.450 +0.015 14,134 156,657 -1,105
Jun20 200121 98.475 98.475 98.475 98.475 +0.020 5,738 56,768 +1,541
Total Volume and Open Interest 120,002 1,868,863 +6,378
Japanese Govt Bonds(SGX)
Mar20 200121 151.96 152.23 151.92 152.14 +0.16 698 13,473 +91
Jun20 200121 152.14 152.14 152.14 152.14 +0.16      
Sep20 200121 152.14 152.14 152.14 152.14 +0.16      
Total Volume and Open Interest 698 13,473 +91
Euro-Buxl(EUREX)
Mar20 200121 201.08 202.90 200.80 202.72 +1.80 22,087 239,943 -7,737
Jun20 200121 201.16 201.16 201.16 201.16 +1.80 0 5,667 +0
Sep20 200121 201.72 201.72 201.72 201.72 +1.80      
Total Volume and Open Interest 22,087 245,610 -7,737
Euro-Bund(EUREX)
Mar20 200121 171.75 172.27 171.55 172.21 +0.54 233,912 1,476,035 -67,126
Jun20 200121 169.11 169.49 168.88 169.49 +0.53 1 16,995 -20
Sep20 200121 172.11 172.11 172.11 172.11 +0.54 0 2 +0
Total Volume and Open Interest 233,913 1,493,032 -67,146
Euro-Bobl(EUREX)
Mar20 200121 133.93 134.06 133.85 134.04 +0.13 173,988 1,125,648 -13,925
Jun20 200121 134.02 134.21 134.02 134.21 +0.14 0 174 +0
Sep20 200121 133.93 133.93 133.93 133.93 +0.13 0 324 +0
Total Volume and Open Interest 173,988 1,126,146 -13,925
Euro-Schatz(EUREX)
Mar20 200121 111.90 111.91 111.88 111.90 +0.00 115,896 1,530,614 -4,755
Jun20 200121 111.88 111.88 111.88 111.88 +0.00 0 120 +0
Sep20 200121 111.90 111.90 111.90 111.90 +0.00      
Total Volume and Open Interest 115,896 1,530,734 -4,755
3-Mth Euribor(EUREX)
Mar20 200121 100.390 100.390 100.390 100.390 -0.005 0 1,619 +0
Jun20 200121 100.390 100.390 100.390 100.390 -0.005 150 671 +118
Sep20 200121 100.385 100.385 100.385 100.385 unch 100 570 +0
Total Volume and Open Interest 325 5,057 +144
Long Gilt(LIFFE)
Mar20 200121 133~12 133~21 133~01 133~18 +0~08 93,555 644,633 -2,746
Jun20 200121 132~26 132~26 132~26 132~26 +0~08 100 0 +0
Total Volume and Open Interest 93,655 644,633 -2,746
3-Mth Short Sterling(LIFFE)
Mar20 200121 99.40 99.41 99.39 99.39 -0.01 82,788 627,128 -10,765
Jun20 200121 99.46 99.48 99.44 99.46 -0.00 48,410 689,546 -1,565
Sep20 200121 99.50 99.51 99.47 99.49 -0.00 41,886 574,794 +5,608
Dec20 200121 99.48 99.50 99.46 99.47 -0.01 45,573 653,480 +9,333
Mar21 200121 99.49 99.50 99.46 99.49 -0.00 33,981 351,037 +3,651
Jun21 200121 99.47 99.49 99.45 99.47 -0.00 44,954 290,026 +11,423
Total Volume and Open Interest 496,038 4,167,953 +20,809
3-Mth Euribor(LIFFE)
Mar20 200121 100.390 100.395 100.390 100.390 unch 22,627 429,821 +3,413
Jun20 200121 100.390 100.390 100.385 100.385 unch 11,784 443,504 -417
Sep20 200121 100.385 100.390 100.380 100.380 -0.005 20,110 514,644 +5,572
Total Volume and Open Interest 256,398 3,960,882 +22,604
3-Mth Aus T-Bills(SFE)
Mar20 200121 99.18 99.19 99.17 99.19 +0.01 17,330 162,372 -13,970
Jun20 200121 99.25 99.26 99.24 99.26 +0.01 10,324 206,285 +2,491
Sep20 200121 99.31 99.32 99.30 99.32 +0.01 9,448 219,974 -6,084
Dec20 200121 99.29 99.30 99.27 99.30 +0.01 6,960 170,201 -1,301
Mar21 200121 99.29 99.30 99.27 99.30 +0.01 5,869 133,089 -346
Jun21 200121 99.25 99.27 99.24 99.27 +0.01 4,806 85,350 -1,035
Sep21 200121 99.22 99.24 99.21 99.24 +0.02 3,938 53,848 -1,401
Dec21 200121 99.18 99.20 99.17 99.20 +0.02 1,570 36,754 -446
Mar22 200121 99.16 99.17 99.15 99.17 +0.01 8 2,384 +0
Jun22 200121 99.15 99.15 99.15 99.15 +0.02 0 1,353 +0
Total Volume and Open Interest 60,253 1,072,374 -22,092
10-Year Aus T-Bonds(SFE)
Mar20 200121 98.81 98.83 98.79 98.83 +0.02 87,087 1,172,511 -41,722
Jun20 200121 98.83 98.83 98.83 98.83 +0.02      
Total Volume and Open Interest 87,087 1,172,511 -41,722
3-Year Aus T-Bonds(SFE)
Mar20 200121 99.25 99.26 99.23 99.26 +0.01 94,914 1,119,569 -64,688
Jun20 200121 99.26 99.26 99.26 99.26 +0.01 0 10 +0
Total Volume and Open Interest 94,914 1,119,579 -64,688
Gold(CMX)
Feb20 200121 1557.3 1568.8 1546.0 1557.9 -2.4 264,926 378,948 -11,875
Apr20 200121 1564.2 1574.8 1552.1 1564.1 -2.4 37,816 280,291 +8,979
Jun20 200121 1570.4 1580.7 1557.8 1569.9 -2.4 8,242 74,659 +1,873
Aug20 200121 1574.8 1583.7 1563.7 1575.1 -2.4 1,251 22,781 +224
Oct20 200121 1575.6 1580.0 1573.9 1580.0 -2.5 190 7,653 +129
Dec20 200121 1584.0 1593.8 1573.6 1584.7 -2.5 1,542 20,275 +820
Feb21 200121 1593.0 1596.3 1580.0 1589.3 -2.4 58 4,616 -2
Apr21 200121 1594.8 1594.8 1593.1 1593.1 -2.4 0 556 +0
Jun21 200121 1596.8 1596.8 1596.8 1596.8 -2.4 0 1,848 +0
Aug21 200121 1595.0 1601.0 1595.0 1601.0 -2.4 0 1 +0
Oct21 200121 1604.9 1604.9 1604.9 1604.9 -2.4      
Dec21 200121 1610.5 1610.5 1605.5 1608.9 -2.4 0 811 +0
Total Volume and Open Interest 314,603 793,842 +257
Silver(CMX)
Mar20 200121 1804.0 1815.5 1762.0 1780.8 -26.5 69,179 177,225 +460
May20 200121 1814.5 1823.5 1771.0 1789.2 -26.6 1,032 24,952 +117
Jul20 200121 1822.0 1830.0 1778.5 1797.0 -26.6 587 18,204 +144
Sep20 200121 1831.5 1836.5 1786.5 1804.4 -26.7 305 7,755 -3
Dec20 200121 1842.5 1845.5 1796.0 1814.1 -27.1 102 7,288 -51
Mar21 200121 1822.9 1822.9 1822.9 1822.9 -27.1 0 10 +0
May21 200121 1828.3 1828.3 1828.3 1828.3 -27.1 0 23 +0
Total Volume and Open Interest 71,377 236,116 +696
Platinum(NYMEX)
Jan20 200121 1002.0 1002.0 1002.0 1002.0 -17.4 2 1 -13
Apr20 200121 1027.0 1034.9 993.1 1007.5 -17.3 24,303 102,158 -354
Jul20 200121 1032.7 1038.3 999.0 1012.9 -17.3 251 4,450 -13
Oct20 200121 1043.6 1043.6 1007.0 1019.2 -17.2 3 409 +1
Total Volume and Open Interest 24,586 107,233 -376
Palladium(NYMEX)
Mar20 200121 2246.50 2312.50 2201.10 2232.70 +7.80 10,537 20,572 -440
Jun20 200121 2246.40 2303.30 2197.40 2223.90 +8.50 1,031 4,357 +225
Sep20 200121 2230.20 2280.80 2181.00 2207.70 +8.30 196 803 +109
Total Volume and Open Interest 11,805 26,123 -72
Copper(CMX)
Mar20 200121 284.70 286.10 279.00 279.35 -5.20 59,519 168,238 -2,267
May20 200121 285.70 286.85 279.90 280.25 -5.15 6,602 53,444 -710
Jul20 200121 286.65 286.65 280.65 280.90 -5.10 2,865 30,317 +395
Sep20 200121 286.45 286.45 281.00 281.50 -5.00 1,797 13,661 -125
Dec20 200121 286.95 286.95 281.75 282.20 -4.90 550 7,553 +295
Total Volume and Open Interest 71,878 284,561 -2,468
E-mini DJIA Index(CBOT)
Mar20 200121 29280 29318 29108 29179 -100 170,084 106,650 -216
Jun20 200121 29274 29285 29090 29153 -101 73 148 -4
Sep20 200121 29105 29105 29105 29105 -96 0 5 +0
Dec20 200121 29062 29062 29062 29062 -95      
Total Volume and Open Interest 170,157 106,803 -220
S & P 500(CME)
Mar20 200121 3324.25 3329.50 3308.00 3319.50 -5.50 5,455 32,297 +1,907
Jun20 200121 3320.00 3320.00 3320.00 3320.00 -5.50 0 31 +0
Sep20 200121 3320.25 3320.25 3320.25 3320.25 -5.75      
Dec20 200121 3320.50 3320.50 3320.50 3320.50 -5.75      
Total Volume and Open Interest 5,455 32,402 +1,907
S & P 500 E-Mini(CME)
Mar20 200121 3325.00 3329.75 3307.25 3319.50 -5.50 1,312,253 2,710,925 -5,714
Jun20 200121 3325.25 3330.00 3308.00 3320.00 -5.50 1,323 37,933 +410
Sep20 200121 3313.50 3329.25 3309.75 3320.25 -5.75 42 350 -5
Dec20 200121 3320.50 3320.50 3320.50 3320.50 -5.75 0 2,236 +0
Total Volume and Open Interest 1,313,618 2,751,451 -5,309
NASDAQ 100 E-Mini(CME)
Mar20 200121 9174.00 9199.75 9114.75 9169.75 -4.75 438,669 214,693 -4,443
Jun20 200121 9199.00 9216.75 9136.00 9189.00 -5.25 285 933 -17
Sep20 200121 9175.00 9226.00 9159.75 9212.00 -5.00 0 19 +0
Total Volume and Open Interest 438,954 215,649 -4,460
S&P Midcap 400(CME) e-Mini
Mar20 200121 2093.80 2098.30 2080.40 2084.20 -12.20 13,847 78,300 -421
Jun20 200121 2089.90 2089.90 2089.40 2089.90 -12.50 0 57 +0
Sep20 200121 2093.90 2093.90 2093.90 2093.90 -12.60      
Total Volume and Open Interest 13,847 78,357 -421
Volatility Index(CBOE)
Jan20 200121 12.35 13.10 12.30 12.93 +0.40 3,437 50,008 -11,776
Feb20 200121 14.90 15.40 14.70 15.08 +0.15 4,401 243,133 -7,366
Mar20 200121 15.35 15.65 15.24 15.53 +0.15 2,059 69,755 +5,169
Apr20 200121 16.02 16.29 15.90 16.02 unch 891 37,393 +258
Total Volume and Open Interest 11,103 468,592 -9,971
S & P 600(CME)
Mar20 200121 1030.40 1030.40 1030.40 1030.40 -9.20      
Jun20 200121 1031.00 1031.00 1031.00 1031.00 -9.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200121 1698.90 1703.30 1683.20 1685.90 -14.00 138,060 504,448 -3,625
Jun20 200121 1695.30 1703.60 1685.70 1687.70 -14.00 49 602 +18
Sep20 200121 1691.30 1691.30 1691.30 1691.30 -12.90      
Total Volume and Open Interest 138,109 505,050 -3,607
Nikkei 225(CME)
Mar20 200121 24085 24095 23760 23770 -280 4,516 20,549 -170
Jun20 200121 23785 23940 23645 23645 -255 2 9 +1
Total Volume and Open Interest 4,518 20,558 -169
Nikkei 225(SGX)
Mar20 200121 24065 24065 23780 23855 -210 43,415 189,601 +1,223
Jun20 200121 23850 23850 23685 23685 -210 0 4,535 +0
Sep20 200121 23650 23650 23650 23650 -205 0 10 +0
Total Volume and Open Interest 43,415 226,391 +1,223
Nikkei 225 Mini(JPX)
Mar20 200121 24050 24055 23780 23860 -220 471,082 375,912 -3,972
Jun20 200121 23875 23875 23595 23660 -220 10,634 9,734 +203
Sep20 200121 23820 23820 23550 23620 -210 71 992 -13
Total Volume and Open Interest 503,631 427,225 -3,350
Nikkei 225(JPX)
Mar20 200121 24050 24060 23780 23860 -220 28,721 235,379 -23
Jun20 200121 23860 23867 23600 23660 -220 169 17,992 -24
Sep20 200121 23620 23620 23620 23620 -210 0 2,777 +0
Total Volume and Open Interest 28,893 332,025 +135
Nikkei 225(CME) Yen
Mar20 200121 24070 24085 23750 23755 -280 21,303 60,226 +503
Jun20 200121 23870 23870 23575 23575 -280 0 5 +0
Sep20 200121 23505 23505 23505 23505 -250      
Total Volume and Open Interest 21,303 60,231 +503
Nikkei 225(CME) e-Mini Yen
Mar20 200121 23760 23760 23760 23760 -280      
Jun20 200121 23580 23580 23580 23580 -280      
Sep20 200121 23510 23510 23510 23510 -250      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Feb20 200121 6044.0 6048.5 5986.5 6042.0 -32.0 53,188 300,021 -11,624
Mar20 200121 6039.0 6044.0 5997.5 6039.5 -32.0 679 16,719 +343
Apr20 200121 6020.5 6020.5 6020.5 6020.5 -32.0      
Total Volume and Open Interest 53,867 382,749  
Hang Seng Index(HKFE)
Jan20 200121 28678 28755 27843 27901 -794 159,119 108,887 +555
Feb20 200121 28650 28730 27815 27876 -804 3,997 7,714 +1,564
Mar20 200121 28689 28742 27844 27890 -800 590 12,195 +105
Total Volume and Open Interest 165,125 135,187 +2,193
DAX(EUREX)
Mar20 200121 13565.5 13570.5 13433.5 13546.5 +2.5 50,293 98,456 -9,160
Jun20 200121 13485.0 13565.0 13475.0 13565.0 +2.5 23 1,001 -1
Sep20 200121 13551.0 13551.0 13551.0 13551.0 +2.5 5 77 +3
Total Volume and Open Interest 50,321 99,534 -9,158
Mini-DAX(EUREX)
Mar20 200121 13556.0 13568.0 13433.0 13546.5 +2.5 24,998 11,763 -940
Jun20 200121 13540.0 13582.0 13459.0 13565.0 +2.5 34 1,018 +8
Sep20 200121 13551.0 13551.0 13551.0 13551.0 +2.5 5 15 +5
Total Volume and Open Interest 25,037 12,796 -927
DJ EuroSTOXX 50(EUREX)
Mar20 200121 3792 3795 3751 3778 -12 375,415 3,291,492 -151,146
Jun20 200121 3711 3711 3672 3696 -12 5,053 72,113 +4,678
Sep20 200121 3682 3682 3682 3682 -12 0 46 -2
Total Volume and Open Interest 383,468 3,453,693 -143,470
Swiss Market Index(EUREX)
Mar20 200121 10712 10799 10675 10777 +22 21,723 183,632 -2,258
Jun20 200121 10525 10600 10525 10600 +23 1 12,172 -1
Sep20 200121 10568 10568 10568 10568 +24 0 87 +0
Total Volume and Open Interest 21,724 195,891 -2,259
FT-SE 100(EURONEXT)
Mar20 200121 7594.00 7594.00 7484.50 7544.50 -41.50 57,331 710,010 +218
Jun20 200121 7461.00 7461.00 7461.00 7461.00 -41.50 0 365 +0
Sep20 200121 7391.00 7391.00 7391.00 7391.00 -41.50 0 4 +0
Total Volume and Open Interest 57,331 710,384 +218
SPI 200(SFE)
Mar20 200121 7024.0 7035.0 6979.0 7008.0 -18.0 32,789 391,723 -2,561
Jun20 200121 6986.0 6986.0 6986.0 6986.0 -18.0 0 5,141 +0
Sep20 200121 6900.0 6900.0 6900.0 6900.0 -18.0      
Total Volume and Open Interest 32,790 397,899 -2,562
FTSE MIB(ISE)
Mar20 200121 23790.00 23885.00 23620.00 23835.00 -142.00 12,111 132,689 -1,959
Jun20 200121 23220.00 23260.00 23025.00 23233.00 -142.00 16 985 +12
Sep20 200121 23076.00 23076.00 23076.00 23076.00 -142.00 0 23 +0
Total Volume and Open Interest 12,127 133,697 -1,947
KOSPI 200(KFE)
Mar20 200121 305.95 306.45 302.00 302.00 -4.35 200,420 304,480 +255
Jun20 200121 305.70 308.35 302.35 302.35 -3.85 4 13,943 +204
Sep20 200121 302.50 302.50 302.50 302.50 -4.05 4 298 -1
Total Volume and Open Interest 200,827 355,774 +457
GSCI(CME)
Feb20 200121 425.25 426.25 423.60 425.60 -0.95 8 8,969 +8
Mar20 200121 427.95 427.95 427.95 427.95 -0.95      
Apr20 200121 427.25 427.25 427.25 427.25 -0.95      
Total Volume and Open Interest 8 8,969 +8
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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