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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed January 22, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200122 917.00 922.00 913.25 913.75 -2.25 119,955 332,758 +3,539
May20 200122 931.75 935.50 927.00 927.50 -2.25 49,314 145,043 +342
Jul20 200122 944.25 949.25 940.75 941.25 -2.25 26,153 133,510 +4,533
Aug20 200122 947.25 953.50 945.50 946.00 -2.00 2,718 11,051 +135
Sep20 200122 948.00 952.75 945.25 945.75 -1.75 2,239 13,177 +374
Nov20 200122 952.00 956.50 949.25 950.25 -1.00 10,426 81,820 +539
Jan21 200122 955.50 960.50 953.50 954.50 -0.75 1,738 16,572 +57
Mar21 200122 945.75 951.50 944.50 945.50 -1.00 3,428 27,200 +863
May21 200122 946.00 951.00 944.50 945.25 -0.75 426 4,177 +271
Jul21 200122 952.25 954.00 948.25 948.75 -1.00 259 4,562 +59
Aug21 200122 945.00 945.50 945.00 945.25 -1.25 6 161 +5
Sep21 200122 936.00 938.00 933.25 933.50 -1.00 33 100 +10
Nov21 200122 939.50 939.50 934.25 934.50 -1.25 233 2,535 +67
Jan22 200122 935.25 935.25 935.25 935.25 -0.50      
Total Volume and Open Interest 216,928 772,676 +10,794
Soybean Meal(CBOT)
Mar20 200122 299.10 299.80 297.40 297.90 -1.20 51,604 222,128 -733
May20 200122 303.70 304.10 302.00 302.50 -1.30 24,675 104,505 +1,773
Jul20 200122 308.20 308.70 306.50 306.90 -1.60 12,802 68,632 +1,027
Aug20 200122 310.30 310.30 308.20 308.40 -1.80 1,588 12,165 +189
Sep20 200122 311.20 311.50 309.30 309.50 -1.70 1,132 11,733 +177
Oct20 200122 311.70 312.00 309.80 309.90 -1.80 896 9,139 +91
Dec20 200122 314.70 314.70 312.80 312.90 -1.60 2,888 30,767 +551
Jan21 200122 313.70 314.50 312.80 313.00 -1.30 170 2,554 -15
Mar21 200122 310.80 311.10 309.30 309.40 -1.50 563 7,710 +39
May21 200122 309.50 309.80 308.30 308.50 -1.10 87 1,188 +41
Total Volume and Open Interest 96,494 473,263 +3,148
Soybean Oil(CBOT)
Mar20 200122 32.80 33.37 32.61 33.02 +0.27 78,326 227,113 -138
May20 200122 33.14 33.70 32.95 33.35 +0.26 27,937 118,583 +3,768
Jul20 200122 33.51 34.07 33.31 33.70 +0.25 15,246 100,856 -391
Aug20 200122 33.67 34.17 33.42 33.79 +0.25 3,235 18,041 +506
Sep20 200122 33.74 34.23 33.50 33.86 +0.25 1,147 11,583 +361
Oct20 200122 33.78 34.30 33.55 33.89 +0.25 1,561 10,217 -291
Dec20 200122 33.91 34.49 33.74 34.08 +0.24 4,925 47,501 +1,931
Jan21 200122 34.11 34.62 33.92 34.23 +0.19 1,180 5,856 +65
Mar21 200122 34.12 34.62 33.95 34.21 +0.16 826 5,035 +104
May21 200122 34.21 34.62 33.96 34.21 +0.16 188 1,424 +30
Total Volume and Open Interest 134,631 547,805 +5,963
Canola(WCE)
Jan20 200114 474.5 474.5 474.5 474.5 +0.2      
Mar20 200122 476.8 481.1 476.1 477.9 +1.1 6,410 74,588 -6,789
May20 200122 485.6 490.0 485.4 486.8 +1.2 2,929 51,972 +177
Jul20 200122 493.0 494.3 490.1 491.4 +1.4 1,310 22,479 -265
Nov20 200122 496.3 497.5 494.3 495.0 +1.7 729 35,677 +244
Total Volume and Open Interest 11,450 187,942 -6,606
Corn(CBOT)
Mar20 200122 387.50 391.00 386.75 388.75 +1.25 182,958 686,635 -20,863
May20 200122 393.50 396.50 392.25 394.25 +0.75 55,379 227,859 +1,089
Jul20 200122 399.00 401.75 397.75 399.25 unch 34,707 262,184 +453
Sep20 200122 398.50 400.75 397.00 398.00 -0.75 10,635 119,155 +98
Dec20 200122 401.50 403.50 399.75 400.75 -0.75 16,128 196,809 +676
Mar21 200122 410.25 412.75 409.50 410.50 -0.75 1,297 13,723 -196
May21 200122 415.50 416.75 413.50 414.50 -0.50 105 2,831 +2
Jul21 200122 419.00 419.25 416.50 416.75 -0.75 286 7,989 +136
Sep21 200122 408.25 409.75 408.25 408.25 -1.00 6 963 -1
Dec21 200122 409.00 410.75 408.25 408.50 -1.00 155 10,744 +54
Total Volume and Open Interest 301,666 1,529,460 -18,542
Wheat(CBOT)
Mar20 200122 581.50 592.50 574.50 577.75 -3.75 69,900 224,315 +4,870
May20 200122 581.25 590.75 574.50 577.25 -3.75 29,473 85,778 +3,152
Jul20 200122 580.00 589.00 574.25 576.75 -3.75 23,872 104,961 +624
Sep20 200122 585.25 592.75 579.50 581.75 -3.75 7,354 40,064 +1,097
Dec20 200122 593.00 599.50 587.25 589.75 -3.75 6,167 34,702 +1,263
Mar21 200122 599.75 605.25 594.50 596.75 -3.75 1,896 9,260 +818
Total Volume and Open Interest 139,072 503,792 +11,990
Wheat(KCBT)
Mar20 200122 499.75 504.75 491.00 492.50 -7.50 23,480 135,051 -1,407
May20 200122 506.75 511.75 498.25 499.75 -7.50 8,022 57,379 +315
Jul20 200122 514.00 518.25 505.50 507.00 -7.50 7,971 54,806 -307
Sep20 200122 520.50 525.50 513.00 514.75 -7.50 3,521 18,578 +131
Dec20 200122 531.75 535.25 523.50 525.00 -7.75 1,171 19,004 +203
Mar21 200122 541.50 545.00 533.75 535.25 -7.75 50 1,830 +5
May21 200122 535.50 545.00 534.25 535.50 -8.00 20 300 +6
Total Volume and Open Interest 44,235 287,184 -1,054
Wheat(MGE)
Mar20 200122 562.00 567.75 553.75 555.50 -6.75 3,907 30,823 +22
May20 200122 570.25 576.00 563.25 565.00 -5.75 1,881 16,239 +400
Jul20 200122 576.50 582.50 570.50 572.00 -5.00 1,092 7,240 +212
Sep20 200122 585.00 590.00 578.75 580.00 -4.75 817 5,763 +310
Dec20 200122 595.75 600.00 589.00 590.50 -5.00 355 3,118 +147
Mar21 200122 605.00 610.00 601.00 601.00 -5.25 33 994 +7
Total Volume and Open Interest 8,097 64,205 +1,109
Oats(CBOT)
Mar20 200122 314.75 315.00 311.50 313.25 -1.50 287 4,035 +77
May20 200122 308.75 308.75 306.50 307.50 -1.50 59 706 +28
Jul20 200122 299.00 299.00 295.75 298.75 -2.50 24 154 +21
Sep20 200122 281.00 281.00 281.00 281.00 -1.25 1 71 +1
Total Volume and Open Interest 372 5,076 +128
Rough Rice(CBOT)
Jan20 200114 12.96 13.05 12.96 13.05 +0.08 18 13 +9
Mar20 200122 13.40 13.48 13.35 13.44 +0.02 439 10,130 +49
May20 200122 13.54 13.54 13.47 13.52 +0.02 39 818 +10
Jul20 200122 13.35 13.35 13.35 13.35 +0.02 7 229 -3
Total Volume and Open Interest 489 11,714 +58
Live Cattle(CME)
Feb20 200122 126.385 126.480 125.900 126.180 -0.205 15,943 64,103 -4,461
Apr20 200122 127.230 127.285 126.480 126.785 -0.445 18,073 161,586 +2,461
Jun20 200122 119.180 119.180 118.385 118.450 -0.730 11,774 105,282 +1,965
Aug20 200122 116.430 116.480 115.700 115.785 -0.695 8,411 41,838 +1,701
Oct20 200122 118.830 118.900 118.285 118.450 -0.380 3,353 17,453 +908
Dec20 200122 121.635 121.785 121.250 121.430 -0.220 1,025 7,024 +317
Total Volume and Open Interest 58,758 400,533 +2,975
Feeder Cattle(CME)
Jan20 200122 145.000 145.000 143.850 143.935 -1.145 682 2,346 -271
Mar20 200122 144.650 144.650 142.950 143.050 -1.635 2,728 23,936 -153
Apr20 200122 147.500 147.500 145.900 146.035 -1.515 1,723 9,084 -315
May20 200122 149.300 149.300 147.785 147.935 -1.395 1,296 8,656 +80
Aug20 200122 155.000 155.000 153.850 154.200 -0.800 765 6,210 +65
Sep20 200122 156.000 156.235 155.035 155.400 -0.800 271 2,227 +66
Oct20 200122 156.400 156.535 155.600 155.800 -0.780 75 703 +27
Total Volume and Open Interest 7,552 53,479 -502
Lean Hogs(CME)
Feb20 200122 67.635 67.950 66.900 67.550 +0.200 14,520 50,634 -4,463
Apr20 200122 74.150 74.900 73.285 74.535 +0.705 26,870 111,796 +3,217
May20 200122 80.850 80.980 80.285 80.850 +0.500 250 1,668 -6
Jun20 200122 86.800 87.400 86.150 87.100 +0.450 8,501 47,922 -202
Jul20 200122 87.550 88.150 87.000 87.980 +0.480 3,496 21,719 +457
Aug20 200122 86.600 87.035 86.000 86.980 +0.530 5,729 30,376 +44
Oct20 200122 75.200 75.635 74.750 75.535 +0.335 4,892 23,122 +1,361
Dec20 200122 69.050 69.285 68.650 69.100 +0.050 1,757 11,741 +686
Total Volume and Open Interest 66,165 302,016 +1,155
Class III Milk(CME)
Jan20 200122 17.02 17.05 17.01 17.05 +0.02 102 2,694 -55
Feb20 200122 17.52 17.98 17.52 17.80 +0.26 486 2,744 -5
Mar20 200122 17.76 18.13 17.76 17.95 +0.19 359 2,582 +105
Apr20 200122 17.69 17.95 17.68 17.78 +0.09 222 1,713 +30
May20 200122 17.66 17.82 17.66 17.74 +0.12 70 1,484 +15
Jun20 200122 17.75 17.90 17.75 17.83 +0.10 99 1,451 +22
Jul20 200122 17.90 18.00 17.90 17.98 +0.13 50 727 +3
Aug20 200122 17.98 18.08 17.98 18.05 +0.10 46 637 -12
Sep20 200122 18.04 18.11 18.01 18.09 +0.04 57 779 +27
Oct20 200122 18.01 18.08 18.00 18.07 +0.06 66 610 +28
Nov20 200122 17.95 18.04 17.95 18.01 +0.06 52 620 +32
Dec20 200122 17.72 17.85 17.72 17.83 +0.16 55 717 +30
Jan21 200122 17.36 17.36 17.36 17.36 +0.09 15 242 +13
Total Volume and Open Interest 1,709 17,364 +263
Cocoa(ICE)
Mar20 200122 2819 2859 2789 2803 -15 22,556 104,137 +2,629
May20 200122 2836 2874 2809 2821 -15 11,478 67,084 +1,865
Jul20 200122 2832 2869 2806 2820 -7 9,648 48,252 -543
Sep20 200122 2785 2821 2765 2778 -4 7,612 39,838 +1,689
Dec20 200122 2689 2705 2662 2675 +2 4,197 39,722 +626
Mar21 200122 2620 2628 2594 2602 +4 863 16,982 -25
May21 200122 2594 2600 2570 2576 +9 1,088 6,400 +89
Total Volume and Open Interest 58,633 324,470 +6,040
Coffee "C"(ICE)
Mar20 200122 111.50 112.20 110.10 111.00 -0.05 32,011 97,635 -2,353
May20 200122 113.55 114.45 112.35 113.25 -0.10 19,273 55,355 -939
Jul20 200122 116.05 116.75 114.65 115.50 -0.15 10,192 48,433 +2,001
Sep20 200122 118.10 118.80 116.75 117.55 -0.20 7,441 32,319 -136
Dec20 200122 121.00 121.20 119.50 120.30 -0.25 2,341 22,283 -365
Mar21 200122 123.50 123.70 122.10 122.90 -0.25 1,254 8,671 +162
Total Volume and Open Interest 73,445 283,201 -1,551
Orange Juice(ICE)
Mar20 200122 95.90 97.10 94.25 96.30 +0.50 556 15,467 +25
May20 200122 99.35 100.75 97.95 100.20 +0.85 104 2,078 -4
Jul20 200122 102.95 104.10 101.90 104.10 +1.00 69 945 +2
Sep20 200122 106.50 107.70 105.50 107.70 +1.10 12 420 +1
Nov20 200122 110.00 111.25 109.15 111.25 +1.20 6 278 -1
Jan21 200122 114.45 114.45 114.45 114.45 +1.25 6 192 +6
Total Volume and Open Interest 753 19,380 +29
Sugar #11(ICE)
Mar20 200122 14.55 14.79 14.53 14.66 +0.11 79,324 400,521 +3,389
May20 200122 14.49 14.68 14.47 14.57 +0.08 29,740 255,021 +4,893
Jul20 200122 14.43 14.59 14.41 14.48 +0.05 24,055 175,296 +1,757
Oct20 200122 14.52 14.65 14.50 14.55 +0.01 19,525 144,844 +4,582
Mar21 200122 14.85 14.97 14.83 14.90 +0.03 8,434 78,832 +1,438
May21 200122 14.51 14.61 14.50 14.57 +0.02 2,283 14,317 +651
Jul21 200122 14.20 14.32 14.20 14.28 +0.02 1,929 18,065 +482
Oct21 200122 14.16 14.25 14.14 14.23 +0.01 468 19,210 +217
Total Volume and Open Interest 166,169 1,121,428 +17,675
London Cocoa(LCE)
Mar20 200122 2024 2037 1996 1998 -29 10,142 83,336 +176
May20 200122 2022 2030 1992 1994 -31 7,302 60,218 -14
Jul20 200122 2019 2019 1983 1986 -30 4,663 39,139 -106
Sep20 200122 1975 1980 1951 1953 -21 5,619 38,409 +926
Dec20 200122 1834 1841 1820 1824 -6 5,644 55,856 +1,181
Mar21 200122 1768 1777 1761 1766 +2 2,221 26,871 +620
May21 200122 1751 1761 1748 1753 +7 748 6,624 -204
Total Volume and Open Interest 36,892 318,630 +2,599
London Sugar(LCE)
Mar20 200122 402.20 411.40 401.60 407.00 +4.00 5,157 34,633 -90
May20 200122 399.10 404.40 398.20 401.30 +1.80 5,253 42,371 +927
Aug20 200122 396.40 400.40 395.40 397.70 +1.30 1,865 19,085 +229
Oct20 200122 393.70 397.70 393.00 394.90 +1.20 753 5,333 +247
Dec20 200122 393.70 398.60 393.70 396.40 +1.50 495 3,892 +94
Total Volume and Open Interest 13,696 107,809 +1,435
Cotton(ICE)
Mar20 200122 69.02 71.30 68.71 71.13 +1.89 31,895 123,217 +986
May20 200122 69.90 72.02 69.77 71.84 +1.52 13,253 60,843 +2,067
Jul20 200122 71.16 72.87 70.73 72.74 +1.47 3,998 37,763 +1,066
Oct20 200122 71.88 72.73 71.88 72.73 +1.28 1 15 +0
Dec20 200122 70.70 72.14 70.34 72.05 +1.15 1,381 32,293 +118
Mar21 200122 70.90 72.15 70.90 72.12 +0.85 76 2,392 -14
Total Volume and Open Interest 50,728 258,018 +4,281
Lumber(CME)
Mar20 200122 425.9 432.7 423.8 425.2 +0.5 345 2,330 -88
May20 200122 422.1 429.2 421.8 422.4 +0.7 50 582 +10
Jul20 200122 419.6 422.9 418.5 418.5 +1.1 8 236 +4
Sep20 200122 412.6 412.6 411.1 412.3 +3.6 0 80 +0
Nov20 200122 407.3 407.3 407.3 407.3 +3.6 0 6 +0
Jan21 200122 405.8 405.8 405.8 405.8 +3.6      
Mar21 200122 404.3 404.3 404.3 404.3 +3.6      
Total Volume and Open Interest 403 3,234 -74
Crude Oil(NYM)
Mar20 200122 58.26 58.38 56.03 56.74 -1.64 648,335 472,315 +13,465
Apr20 200122 58.24 58.35 56.07 56.76 -1.58 129,777 165,708 +454
May20 200122 58.07 58.16 56.00 56.66 -1.50 72,073 135,524 +6,008
Jun20 200122 57.77 57.85 55.80 56.43 -1.42 76,813 224,927 -5,617
Jul20 200122 57.48 57.48 55.55 56.09 -1.38 36,725 91,591 +457
Aug20 200122 56.82 56.91 55.10 55.71 -1.34 25,460 63,690 +1,151
Sep20 200122 56.41 56.52 54.71 55.31 -1.30 27,326 109,480 +3,260
Oct20 200122 56.00 56.11 54.54 54.92 -1.27 17,643 62,690 -5,525
Nov20 200122 55.65 55.74 54.06 54.57 -1.23 11,918 60,487 +4,300
Dec20 200122 55.38 55.42 53.68 54.26 -1.18 46,089 267,202 +4,174
Jan21 200122 54.99 55.00 53.58 53.96 -1.14 3,219 47,983 -648
Feb21 200122 53.68 53.68 53.68 53.68 -1.11 1,888 28,585 -139
Mar21 200122 53.42 53.42 53.41 53.42 -1.08 3,189 38,971 +1,093
Apr21 200122 53.20 53.20 53.20 53.20 -1.05 504 16,158 -49
May21 200122 53.02 53.02 53.02 53.02 -1.02 362 15,455 +139
Jun21 200122 53.69 53.87 52.40 52.86 -0.99 7,322 56,217 +19
Total Volume and Open Interest 1,125,184 2,141,469 -7,477
e-miNY Crude Oil(NYM)
Mar20 200122 58.275 58.375 56.075 56.750 -1.625 21,877 2,612 +406
Apr20 200122 58.275 58.300 56.125 56.750 -1.600 821 395 +67
May20 200122 57.750 57.925 56.125 56.650 -1.500 79 350 +37
Jun20 200122 57.825 57.850 55.800 56.425 -1.425 58 99 -50
Jul20 200122 56.100 56.100 55.850 56.100 -1.375 0 28 +0
Aug20 200122 56.875 56.875 55.550 55.700 -1.350 41 76 +31
Sep20 200122 55.300 55.300 55.150 55.300 -1.300 61 63 +1
Oct20 200122 56.000 56.000 54.600 54.925 -1.275 65 16 -1
Nov20 200122 55.525 55.525 54.225 54.575 -1.225 33 36 +31
Dec20 200122 55.225 55.400 54.100 54.250 -1.200 36 88 +0
Total Volume and Open Interest 23,072 3,827 +523
NY Harbor ULSD(NYM)
Feb20 200122 182.85 183.06 177.70 180.02 -2.90 63,843 50,983 -13,436
Mar20 200122 183.48 183.67 178.34 180.48 -2.99 117,794 116,053 -421
Apr20 200122 183.62 183.75 178.72 180.60 -3.02 49,922 53,745 -2,161
May20 200122 183.75 183.88 178.99 180.72 -3.03 30,172 39,985 +850
Jun20 200122 183.77 184.00 179.28 180.85 -3.01 35,524 41,432 +128
Jul20 200122 183.60 183.70 179.59 181.03 -3.00 8,460 18,611 -30
Aug20 200122 183.78 183.94 179.88 181.25 -2.96 5,028 12,093 +1,165
Sep20 200122 184.03 184.36 180.24 181.54 -2.87 6,786 10,985 -595
Oct20 200122 183.45 183.52 180.72 181.79 -2.71 2,381 4,782 -212
Nov20 200122 183.90 183.90 180.96 181.96 -2.58 2,387 5,341 +60
Dec20 200122 184.22 184.33 180.68 182.00 -2.47 10,565 23,972 +896
Jan21 200122 183.80 183.80 180.82 182.05 -2.38 1,407 5,488 +85
Feb21 200122 183.01 183.01 181.10 181.65 -2.28 133 1,386 +46
Mar21 200122 182.00 182.01 179.50 180.66 -2.19 60 972 +4
Total Volume and Open Interest 334,963 398,636 -13,493
RBOB Gasoline(NYM)
Feb20 200122 163.65 163.92 156.92 157.96 -5.69 46,844 68,193 -5,997
Mar20 200122 165.24 165.34 158.17 159.34 -5.75 95,054 153,011 +10,426
Apr20 200122 183.96 184.01 177.06 178.20 -5.55 38,936 68,485 -849
May20 200122 183.95 184.39 177.66 178.83 -5.37 17,874 42,379 -112
Jun20 200122 182.87 183.43 176.98 178.16 -5.12 11,476 37,495 -87
Jul20 200122 180.96 180.96 175.54 176.56 -4.87 5,280 21,492 +829
Aug20 200122 178.13 178.13 173.81 174.11 -4.64 2,570 5,918 +190
Sep20 200122 174.56 174.63 170.43 170.83 -4.40 3,004 11,929 +297
Oct20 200122 159.62 159.62 156.63 157.19 -4.05 1,438 5,176 +209
Nov20 200122 156.29 156.29 153.19 153.55 -3.71 1,256 2,373 +275
Total Volume and Open Interest 226,315 439,735 +5,337
e-miNY RBOB Gasoline(NYM)
Feb20 200122 157.96 157.96 157.96 157.96 -5.69 1 1 +1
Mar20 200122 159.34 159.34 159.34 159.34 -5.75      
Apr20 200122 178.20 178.20 178.20 178.20 -5.55      
May20 200122 178.83 178.83 178.83 178.83 -5.37      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Feb20 200122 1.912 1.942 1.895 1.905 +0.010 255,723 145,826 -16,798
Mar20 200122 1.902 1.928 1.889 1.900 +0.011 226,911 537,533 +5,777
Apr20 200122 1.935 1.958 1.925 1.935 +0.005 89,819 175,041 +3,269
May20 200122 1.999 2.016 1.985 1.992 +0.003 51,340 134,797 +1,951
Jun20 200122 2.071 2.087 2.059 2.063 -0.001 23,046 70,569 +221
Jul20 200122 2.148 2.160 2.134 2.138 -0.003 24,768 61,658 +2,142
Aug20 200122 2.177 2.186 2.161 2.166 -0.003 14,943 35,370 +1,598
Sep20 200122 2.170 2.180 2.156 2.161 -0.004 21,214 42,483 +5,281
Oct20 200122 2.209 2.213 2.191 2.194 -0.007 54,285 94,010 -2,686
Nov20 200122 2.319 2.319 2.299 2.305 -0.007 10,166 25,078 +557
Dec20 200122 2.500 2.516 2.499 2.505 -0.008 11,586 28,514 -137
Jan21 200122 2.607 2.623 2.606 2.612 -0.007 17,970 42,412 +2,324
Feb21 200122 2.576 2.590 2.574 2.579 -0.006 2,748 14,488 +588
Mar21 200122 2.481 2.493 2.477 2.483 -0.008 5,285 17,497 +295
Apr21 200122 2.265 2.283 2.257 2.267 -0.005 8,534 23,847 +906
May21 200122 2.250 2.268 2.239 2.248 -0.003 1,621 9,621 +182
Total Volume and Open Interest 824,067 1,516,303 +5,759
Brent Crude Oil(ICE)
Mar20 200122 64.57 64.58 62.62 63.21 -1.38 248,555 305,399 -28,184
Apr20 200122 63.71 63.81 61.86 62.45 -1.38 170,332 447,903 +24,018
May20 200122 63.08 63.08 61.18 61.77 -1.36 61,022 192,736 +4,579
Jun20 200122 62.40 62.41 60.55 61.13 -1.34 91,067 296,060 -744
Jul20 200122 61.73 61.73 59.90 60.48 -1.32 31,393 152,098 -1,993
Aug20 200122 61.10 61.18 59.42 59.99 -1.28 24,777 118,218 +182
Sep20 200122 60.81 60.81 59.07 59.63 -1.25 29,878 139,376 +4,203
Oct20 200122 60.35 60.40 58.72 59.26 -1.22 11,652 91,980 +894
Nov20 200122 60.05 60.08 58.44 58.98 -1.19 8,322 53,948 -454
Dec20 200122 59.77 59.86 58.18 58.73 -1.15 56,822 250,987 -3,360
Jan21 200122 59.06 59.06 58.51 58.51 -1.11 1,065 44,690 +189
Feb21 200122 58.33 58.33 58.33 58.33 -1.07 1,322 39,621 +45
Mar21 200122 58.17 58.17 58.17 58.17 -1.04 2,353 30,470 +352
Apr21 200122 58.02 58.02 58.02 58.02 -1.01 611 16,082 +85
Total Volume and Open Interest 771,015 2,578,381 +3,157
Gas Oil(ICE)
Feb20 200122 565.00 566.00 549.75 552.25 -16.75 94,903 153,205 -7,409
Mar20 200122 566.75 567.50 551.25 554.00 -16.50 111,402 175,733 +10,280
Apr20 200122 566.00 566.25 551.25 553.75 -15.50 65,217 113,388 +487
May20 200122 564.00 564.25 549.75 552.25 -14.75 25,997 79,729 +3,020
Jun20 200122 562.00 562.25 548.25 550.75 -13.75 39,088 115,725 -927
Jul20 200122 560.25 561.25 547.75 550.25 -13.25 7,292 38,897 +142
Aug20 200122 559.75 560.25 548.75 550.00 -12.75 4,599 25,303 -237
Sep20 200122 559.25 560.25 547.75 550.00 -12.25 5,953 25,742 +186
Oct20 200122 559.25 560.00 548.00 550.25 -11.75 3,376 21,497 +561
Nov20 200122 557.25 557.50 547.25 548.25 -11.50 2,501 14,025 -710
Total Volume and Open Interest 386,026 904,548 +4,724
Ethanol(CBOT)
Feb20 200122 1.336 1.336 1.321 1.325 -0.016 120 198 -28
Mar20 200122 1.364 1.374 1.340 1.343 -0.021 71 351 +25
Apr20 200122 1.377 1.377 1.366 1.366 -0.021 28 45 +1
May20 200122 1.382 1.382 1.382 1.382 -0.021 0 10 +0
Jun20 200122 1.382 1.382 1.382 1.382 -0.021      
Jul20 200122 1.382 1.382 1.382 1.382 -0.021      
Aug20 200122 1.382 1.382 1.382 1.382 -0.021      
Sep20 200122 1.382 1.382 1.382 1.382 -0.021      
Total Volume and Open Interest 219 604 -2
WTI Crude Oil(ICE)
Mar20 200122 58.32 58.32 56.10 56.74 -1.64 39,189 94,168 -3,111
Apr20 200122 58.29 58.29 56.12 56.76 -1.58 36,693 56,598 +597
May20 200122 58.08 58.08 56.04 56.66 -1.50 20,489 34,356 +941
Jun20 200122 57.64 57.68 55.86 56.43 -1.42 23,729 81,753 +2,685
Jul20 200122 57.27 57.30 55.59 56.09 -1.38 5,697 18,827 +80
Aug20 200122 56.86 56.86 55.16 55.71 -1.34 2,942 12,504 +403
Sep20 200122 56.42 56.42 54.77 55.31 -1.30 4,759 25,765 +815
Oct20 200122 55.78 55.78 54.55 54.92 -1.27 871 12,551 +86
Nov20 200122 54.90 54.98 54.18 54.57 -1.23 349 8,994 +2
Dec20 200122 55.30 55.30 53.87 54.26 -1.18 8,982 91,885 +2,235
Jan21 200122 53.96 53.96 53.96 53.96 -1.14 156 5,934 -41
Feb21 200122 53.68 53.68 53.68 53.68 -1.11 105 4,532 -45
Mar21 200122 53.42 53.42 53.42 53.42 -1.08 149 5,432 +30
Apr21 200122 53.20 53.20 53.20 53.20 -1.05 66 2,710 +7
May21 200122 53.02 53.02 53.02 53.02 -1.02 13 2,706 -4
Jun21 200122 53.14 53.20 52.56 52.86 -0.99 1,144 25,518 +169
Total Volume and Open Interest 146,634 587,141 +4,876
US Dollar Index(ICE)
Mar20 200122 97.380 97.460 97.150 97.295 unch 11,007 34,803 -267
Jun20 200122 96.895 96.970 96.790 96.920 +0.012 55 957 +0
Sep20 200122 96.555 96.555 96.555 96.555 +0.012 0 115 +0
Total Volume and Open Interest 11,062 35,878 -267
Australian Dollar(CME)
Mar20 200122 68.51 68.65 68.36 68.52 -0.02 125,648 135,761 -252
Jun20 200122 68.71 68.80 68.53 68.68 -0.02 75 562 +4
Sep20 200122 68.85 68.92 68.70 68.83 -0.02 1 30 -1
Total Volume and Open Interest 126,199 139,478 +181
British Pound(CME)
Mar20 200122 130.65 131.75 130.56 131.56 +0.84 124,405 189,756 -2,322
Jun20 200122 131.07 132.09 130.95 131.94 +0.84 276 2,004 +103
Sep20 200122 132.29 132.29 132.29 132.29 +0.83 0 29 +0
Total Volume and Open Interest 127,015 194,625 -3,080
Canadian Dollar(CME)
Mar20 200122 76.51 76.71 76.03 76.09 -0.42 73,590 180,909 +1,357
Jun20 200122 76.50 76.70 76.05 76.10 -0.41 100 3,454 -2
Sep20 200122 76.47 76.66 76.08 76.11 -0.39 9 655 +5
Dec20 200122 76.50 76.66 76.08 76.11 -0.38 33 1,135 +21
Total Volume and Open Interest 74,056 188,596 +1,297
Japanese Yen(CME)
Mar20 200122 91.27 91.31 91.07 91.26 -0.09 167,302 200,744 +7,301
Jun20 200122 91.68 91.76 91.55 91.72 -0.09 12 926 +2
Sep20 200122 92.17 92.17 92.06 92.17 -0.09 0 5 +0
Total Volume and Open Interest 169,651 203,579 +7,606
Swiss Franc(CME)
Mar20 200122 103.61 103.71 103.16 103.66 -0.03 26,296 50,286 +154
Jun20 200122 103.99 104.35 103.84 104.32 -0.03 13 80 +6
Sep20 200122 104.97 104.97 104.62 104.97 -0.04 0 2 +0
Total Volume and Open Interest 26,309 50,368 +160
EuroFX(CME)
Mar20 200122 111.19 111.36 111.07 111.30 -0.03 242,557 565,883 +4,747
Jun20 200122 111.85 111.98 111.70 111.92 -0.03 429 8,028 +104
Sep20 200122 112.41 112.53 112.37 112.52 -0.04 13 868 +13
Total Volume and Open Interest 243,463 582,164 +4,921
Mexican Peso(CME)
Feb20 200122 533.75 533.75 530.63 533.75 +3.00 0 14 +0
Mar20 200122 528.25 531.63 527.88 531.38 +3.00 57,224 299,873 -588
Total Volume and Open Interest 57,225 299,980 -587
Brazilian Real(CME)
Feb20 200122 236.95 239.40 236.85 238.85 +0.70 7,155 35,385 +541
Mar20 200122 237.45 239.15 237.30 238.55 +0.70 711 5,422 +82
Apr20 200122 238.25 238.60 238.25 238.25 +0.80 10 36 +1
May20 200122 237.90 238.05 237.90 237.90 +0.80      
Total Volume and Open Interest 7,876 40,843 +624
30-Year T-Bonds(CBOT)
Mar20 200122 158~160 159~010 158~050 158~260 +0~070 350,649 1,057,294 +7,689
Jun20 200122 157~170 158~030 157~090 157~280 +0~070 1,240 4,450 +725
Sep20 200122 156~270 156~270 156~270 156~270 +0~070 0 1 +0
Total Volume and Open Interest 351,889 1,061,745 +8,414
10-Year T-Notes(CBOT)
Mar20 200122 129~170 129~200 129~120 129~175 -0~010 1,664,597 3,715,050 +57,457
Jun20 200122 129~100 129~140 129~070 129~120 -0~010 15,834 56,532 +13,481
Sep20 200122 128~305 128~305 128~305 128~305 -0~010      
Total Volume and Open Interest 1,680,431 3,771,582 +70,938
5-Year T-Notes(CBOT)
Mar20 200122 119~030 119~050 119~002 119~036 unch 708,984 4,241,503 -1,268
Jun20 200122 119~116 119~146 119~100 119~134 unch 10,771 54,895 +8,537
Sep20 200122 119~134 119~134 119~134 119~134 unch      
Total Volume and Open Interest 719,755 4,296,398 +7,269
2 Year T-Notes(CBOT)
Mar20 200122 107~256 107~264 107~246 107~261 +0~003 394,172 3,587,643 +3,361
Jun20 200122 107~290 107~305 107~290 107~305 +0~003 10,370 67,393 +9,307
Sep20 200122 107~305 107~305 107~305 107~305 +0~003      
Total Volume and Open Interest 404,542 3,655,036 +12,668
Eurodollars(CME)
Mar20 200122 98.275 98.275 98.260 98.265 -0.005 183,109 1,519,493 -22,277
Jun20 200122 98.340 98.350 98.325 98.345 +0.005 175,396 1,286,021 +11,560
Sep20 200122 98.425 98.435 98.405 98.430 +0.010 142,202 1,085,981 +806
Dec20 200122 98.440 98.455 98.420 98.450 +0.010 179,563 1,216,342 -119
Mar21 200122 98.515 98.540 98.495 98.530 +0.010 146,124 980,884 +6,848
Jun21 200122 98.525 98.550 98.505 98.540 +0.010 114,512 986,197 +2,039
Sep21 200122 98.530 98.550 98.505 98.545 +0.010 106,292 760,810 +3,535
Dec21 200122 98.495 98.515 98.470 98.505 +0.005 135,038 673,420 +4,074
Mar22 200122 98.505 98.525 98.480 98.515 +0.005 64,422 428,064 +1,661
Jun22 200122 98.485 98.505 98.460 98.500 +0.005 57,733 306,420 +3,071
Sep22 200122 98.470 98.485 98.440 98.480 +0.005 53,789 247,113 +2,903
Dec22 200122 98.430 98.450 98.405 98.440 +0.005 63,618 244,785 +1,242
Mar23 200122 98.425 98.440 98.400 98.435 +0.005 24,632 276,421 +863
Jun23 200122 98.405 98.420 98.380 98.415 +0.005 22,471 125,610 -604
Sep23 200122 98.370 98.400 98.360 98.390 unch 17,828 111,827 -1,648
Dec23 200122 98.350 98.365 98.325 98.355 unch 20,131 102,083 -1,242
Mar24 200122 98.330 98.350 98.310 98.340 +0.005 11,716 92,181 -378
Jun24 200122 98.300 98.320 98.280 98.310 +0.005 11,103 46,065 -1,263
Total Volume and Open Interest 1,642,032 10,981,621 +20,081
Ultra T-Bond(CBOT)
Mar20 200122 185~25 186~29 185~08 186~19 +0~19 144,953 1,246,270 -2,209
Jun20 200122 186~28 187~17 186~02 187~11 +0~20 5 406 +2
Sep20 200122 187~11 187~11 187~11 187~11 +0~20      
Total Volume and Open Interest 144,958 1,246,676 -2,207
Ultra 10-Yr T-Note(CBOT)
Mar20 200122 142~135 142~195 142~060 142~155 unch 176,427 934,210 -4,718
Jun20 200122 142~055 142~080 142~010 142~055 unch      
Sep20 200122 142~055 142~055 142~055 142~055 unch      
Total Volume and Open Interest 176,427 934,210 -4,718
30 Day Federal Funds(CBOT)
Jan20 200122 98.452 98.452 98.450 98.450 -0.005 27,097 412,083 -6,636
Feb20 200122 98.420 98.425 98.420 98.420 -0.005 42,457 458,276 -2,929
Mar20 200122 98.425 98.425 98.420 98.420 -0.005 12,518 144,051 -1,083
Apr20 200122 98.430 98.435 98.425 98.425 -0.005 27,198 252,482 +8,281
May20 200122 98.450 98.455 98.445 98.445 -0.005 15,347 153,858 -2,799
Jun20 200122 98.475 98.485 98.465 98.475 unch 10,081 60,392 +3,624
Total Volume and Open Interest 182,399 1,872,842 +3,979
Japanese Govt Bonds(SGX)
Mar20 200122 152.20 152.22 152.08 152.18 +0.04 956 13,465 -8
Jun20 200122 152.18 152.18 152.18 152.18 +0.04      
Sep20 200122 152.18 152.18 152.18 152.18 +0.04      
Total Volume and Open Interest 956 13,465 -8
Euro-Buxl(EUREX)
Mar20 200122 202.08 203.48 201.78 203.04 +0.32 66,826 257,267 +17,324
Jun20 200122 201.48 201.48 201.48 201.48 +0.32 0 5,667 +0
Sep20 200122 202.04 202.04 202.04 202.04 +0.32      
Total Volume and Open Interest 66,826 262,934 +17,324
Euro-Bund(EUREX)
Mar20 200122 172.04 172.50 171.91 172.33 +0.12 752,505 1,659,510 +183,475
Jun20 200122 169.39 169.78 169.39 169.61 +0.12 97 17,089 +94
Sep20 200122 172.23 172.23 172.23 172.23 +0.12 0 2 +0
Total Volume and Open Interest 752,602 1,676,601 +183,569
Euro-Bobl(EUREX)
Mar20 200122 134.01 134.14 133.96 134.08 +0.04 394,883 1,193,683 +68,035
Jun20 200122 134.25 134.25 134.25 134.25 +0.04 154 328 +154
Sep20 200122 133.97 133.97 133.97 133.97 +0.04 0 324 +0
Total Volume and Open Interest 395,037 1,194,335 +68,189
Euro-Schatz(EUREX)
Mar20 200122 111.90 111.92 111.89 111.90 unch 355,532 1,633,918 +103,304
Jun20 200122 111.88 111.88 111.88 111.88 unch 0 120 +0
Sep20 200122 111.90 111.90 111.90 111.90 unch      
Total Volume and Open Interest 355,532 1,634,038 +103,304
3-Mth Euribor(EUREX)
Mar20 200122 100.390 100.390 100.390 100.390 unch 0 1,619 +0
Jun20 200122 100.385 100.385 100.385 100.385 -0.005 0 671 +0
Sep20 200122 100.380 100.380 100.380 100.380 -0.005 0 570 +0
Total Volume and Open Interest 10 4,992 -65
Long Gilt(LIFFE)
Mar20 200122 133~14 133~23 133~07 133~16 -0~02 240,212 643,942 -691
Jun20 200122 132~24 132~24 132~24 132~24 -0~02      
Total Volume and Open Interest 240,212 643,942 -691
3-Mth Short Sterling(LIFFE)
Mar20 200122 99.40 99.40 99.36 99.39 -0.01 142,245 621,998 -5,130
Jun20 200122 99.46 99.47 99.42 99.44 -0.02 82,057 701,091 +11,545
Sep20 200122 99.49 99.50 99.44 99.47 -0.01 78,852 568,787 -6,007
Dec20 200122 99.47 99.49 99.43 99.46 -0.01 63,904 657,466 +3,986
Mar21 200122 99.48 99.50 99.44 99.47 -0.01 73,342 357,023 +5,986
Jun21 200122 99.46 99.49 99.43 99.46 -0.01 64,092 289,056 -970
Total Volume and Open Interest 931,791 4,192,003 +24,050
3-Mth Euribor(LIFFE)
Mar20 200122 100.390 100.390 100.385 100.385 -0.005 44,795 430,284 +463
Jun20 200122 100.385 100.390 100.380 100.380 -0.005 48,417 438,019 -5,485
Sep20 200122 100.380 100.385 100.375 100.380 unch 54,083 518,920 +4,276
Total Volume and Open Interest 786,264 3,983,258 +22,376
3-Mth Aus T-Bills(SFE)
Mar20 200122 99.18 99.20 99.18 99.20 +0.01 25,382 158,388 -3,984
Jun20 200122 99.26 99.28 99.25 99.28 +0.02 16,750 207,444 +1,159
Sep20 200122 99.32 99.35 99.31 99.34 +0.02 13,520 220,137 +163
Dec20 200122 99.30 99.33 99.29 99.33 +0.03 7,879 169,621 -580
Mar21 200122 99.30 99.34 99.29 99.33 +0.03 6,326 131,683 -1,406
Jun21 200122 99.27 99.31 99.26 99.31 +0.04 4,876 85,987 +637
Sep21 200122 99.23 99.29 99.23 99.28 +0.04 3,239 53,809 -39
Dec21 200122 99.20 99.25 99.19 99.25 +0.05 1,350 37,050 +296
Mar22 200122 99.16 99.23 99.16 99.23 +0.06 41 2,384 +0
Jun22 200122 99.20 99.20 99.20 99.20 +0.05 0 1,353 +0
Total Volume and Open Interest 79,363 1,068,620 -3,754
10-Year Aus T-Bonds(SFE)
Mar20 200122 98.83 98.88 98.81 98.87 +0.04 115,936 1,175,928 +3,417
Jun20 200122 98.87 98.87 98.87 98.87 +0.04      
Total Volume and Open Interest 115,936 1,175,928 +3,417
3-Year Aus T-Bonds(SFE)
Mar20 200122 99.26 99.31 99.25 99.30 +0.04 117,115 1,128,354 +8,785
Jun20 200122 99.30 99.30 99.30 99.30 +0.04 0 10 +0
Total Volume and Open Interest 117,115 1,128,364 +8,785
Gold(CMX)
Feb20 200122 1558.9 1559.8 1550.0 1556.7 -1.2 462,622 348,843 -30,105
Apr20 200122 1564.4 1565.7 1556.1 1562.9 -1.2 68,332 306,651 +26,360
Jun20 200122 1568.0 1570.8 1562.2 1568.7 -1.2 7,596 77,084 +2,425
Aug20 200122 1573.2 1576.0 1568.1 1573.9 -1.2 918 23,414 +633
Oct20 200122 1576.9 1579.6 1573.0 1578.9 -1.1 121 7,681 +28
Dec20 200122 1583.1 1585.5 1577.5 1583.5 -1.2 2,139 21,112 +837
Feb21 200122 1584.6 1588.0 1581.7 1588.0 -1.3 102 4,627 +11
Apr21 200122 1591.8 1591.8 1591.8 1591.8 -1.3 3 557 +1
Jun21 200122 1595.5 1595.5 1595.5 1595.5 -1.3 4 1,846 -2
Aug21 200122 1599.7 1599.7 1599.7 1599.7 -1.3 4 3 +2
Oct21 200122 1603.6 1603.6 1603.6 1603.6 -1.3      
Dec21 200122 1609.0 1609.0 1607.6 1607.6 -1.3 16 819 +8
Total Volume and Open Interest 544,123 793,829 -13
Silver(CMX)
Mar20 200122 1778.5 1793.0 1767.5 1782.8 +2.0 135,962 173,920 -3,305
May20 200122 1787.0 1800.5 1776.5 1791.1 +1.9 3,593 25,483 +531
Jul20 200122 1799.0 1808.0 1788.5 1798.9 +1.9 805 18,433 +229
Sep20 200122 1792.5 1815.5 1792.5 1806.3 +1.9 376 7,870 +115
Dec20 200122 1810.0 1824.0 1807.5 1816.0 +1.9 228 7,375 +87
Mar21 200122 1824.8 1824.8 1824.8 1824.8 +1.9 0 10 +0
May21 200122 1830.2 1830.2 1830.2 1830.2 +1.9 0 23 +0
Total Volume and Open Interest 141,381 233,858 -2,258
Platinum(NYMEX)
Jan20 200122 1015.8 1015.8 1015.8 1015.8 +13.8      
Apr20 200122 1005.5 1023.2 995.9 1021.3 +13.8 37,968 100,810 -1,348
Jul20 200122 1011.0 1028.3 1002.9 1026.6 +13.7 553 4,487 +37
Oct20 200122 1016.7 1033.0 1016.7 1033.0 +13.8 72 438 +29
Total Volume and Open Interest 38,637 105,936 -1,297
Palladium(NYMEX)
Mar20 200122 2232.70 2372.90 2217.50 2335.60 +102.90 14,193 20,401 -171
Jun20 200122 2214.40 2361.90 2213.60 2326.10 +102.20 1,292 4,902 +545
Sep20 200122 2235.00 2310.70 2235.00 2310.50 +102.80 117 874 +71
Total Volume and Open Interest 15,640 26,596 +473
Copper(CMX)
Mar20 200122 278.80 280.50 276.35 276.50 -2.85 103,873 163,844 -4,394
May20 200122 280.20 281.40 277.40 277.50 -2.75 9,330 54,403 +959
Jul20 200122 280.80 281.70 278.15 278.25 -2.65 5,235 30,441 +124
Sep20 200122 281.35 282.15 278.80 278.95 -2.55 4,518 14,941 +1,280
Dec20 200122 282.10 282.65 279.70 279.75 -2.45 1,153 7,649 +96
Total Volume and Open Interest 125,158 282,358 -2,203
E-mini DJIA Index(CBOT)
Mar20 200122 29177 29309 29093 29140 -39 238,628 103,611 -3,039
Jun20 200122 29179 29277 29074 29113 -40 118 160 +12
Sep20 200122 29150 29160 29068 29068 -37 0 5 +0
Dec20 200122 29025 29025 29025 29025 -37      
Total Volume and Open Interest 238,746 103,776 -3,027
S & P 500(CME)
Mar20 200122 3332.50 3337.00 3316.00 3319.75 +0.25 2,356 33,198 +901
Jun20 200122 3336.00 3336.00 3320.50 3320.50 +0.50 0 31 +0
Sep20 200122 3320.75 3320.75 3320.75 3320.75 +0.50      
Dec20 200122 3321.00 3321.00 3321.00 3321.00 +0.50      
Total Volume and Open Interest 2,356 33,303 +901
S & P 500 E-Mini(CME)
Mar20 200122 3321.25 3337.50 3315.25 3319.75 +0.25 1,573,187 2,731,204 +20,279
Jun20 200122 3321.75 3338.00 3316.00 3320.50 +0.50 2,425 39,130 +1,197
Sep20 200122 3322.00 3337.00 3317.75 3320.75 +0.50 4 350 +0
Dec20 200122 3321.00 3326.25 3321.00 3321.00 +0.50 0 2,236 +0
Total Volume and Open Interest 1,575,616 2,772,927 +21,476
NASDAQ 100 E-Mini(CME)
Mar20 200122 9179.50 9254.00 9174.25 9195.75 +26.00 532,160 215,889 +1,196
Jun20 200122 9196.25 9273.00 9195.75 9215.00 +26.00 857 1,013 +80
Sep20 200122 9232.00 9280.50 9228.50 9237.75 +25.75 4 19 +0
Total Volume and Open Interest 533,021 216,925 +1,276
S&P Midcap 400(CME) e-Mini
Mar20 200122 2084.70 2096.70 2078.90 2082.80 -1.40 14,440 78,533 +233
Jun20 200122 2089.50 2095.40 2088.00 2089.50 -0.40 0 57 +0
Sep20 200122 2093.60 2093.60 2093.60 2093.60 -0.30      
Total Volume and Open Interest 14,440 78,590 +233
Volatility Index(CBOE)
Jan20 200122 12.75 12.85 12.28 12.62 -0.31 79,627 265,139 +215,131
Feb20 200122 15.05 15.22 14.65 15.18 +0.10 104,677 265,139 +22,006
Mar20 200122 15.50 15.75 15.22 15.73 +0.20 37,078 75,029 +5,274
Apr20 200122 16.04 16.30 15.77 16.27 +0.25 14,346 38,910 +1,517
Total Volume and Open Interest 251,852 714,275 +245,683
S & P 600(CME)
Mar20 200122 1030.10 1030.10 1030.10 1030.10 -0.30      
Jun20 200122 1030.70 1030.70 1030.70 1030.70 -0.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200122 1686.40 1697.10 1681.70 1684.80 -1.10 150,158 506,021 +1,573
Jun20 200122 1690.00 1698.10 1684.00 1686.60 -1.10 39 609 +7
Sep20 200122 1689.50 1689.50 1689.50 1689.50 -1.80      
Total Volume and Open Interest 150,197 506,630 +1,580
Nikkei 225(CME)
Mar20 200122 23795 24035 23775 23850 +80 14,048 20,896 +347
Jun20 200122 23705 23885 23705 23705 +60 16 16 +7
Total Volume and Open Interest 14,064 20,912 +354
Nikkei 225(SGX)
Mar20 200122 23845 24025 23750 24000 +145 68,037 187,146 -2,455
Jun20 200122 23700 23835 23700 23835 +150 14 4,536 +1
Sep20 200122 23795 23795 23795 23795 +145 0 10 +0
Total Volume and Open Interest 68,431 224,315 -2,076
Nikkei 225 Mini(JPX)
Mar20 200122 23850 24020 23760 24020 +160 657,212 384,720 +8,808
Jun20 200122 23660 23835 23585 23830 +170 14,926 9,466 -268
Sep20 200122 23580 23770 23525 23770 +150 91 974 -18
Total Volume and Open Interest 701,982 435,351 +8,126
Nikkei 225(JPX)
Mar20 200122 23850 24020 23760 24020 +160 47,681 240,033 +4,654
Jun20 200122 23670 23830 23590 23830 +170 413 18,080 +88
Sep20 200122 23560 23770 23560 23770 +150 0 2,777 +0
Total Volume and Open Interest 48,118 336,337 +4,312
Nikkei 225(CME) Yen
Mar20 200122 23780 24025 23760 23840 +85 43,282 57,876 -2,350
Jun20 200122 23800 23830 23645 23660 +85 8 10 +5
Sep20 200122 23580 23580 23580 23580 +75      
Total Volume and Open Interest 43,290 57,886 -2,345
Nikkei 225(CME) e-Mini Yen
Mar20 200122 23840 23940 23840 23840 +80      
Jun20 200122 23660 23660 23660 23660 +80      
Sep20 200122 23580 23580 23580 23580 +70      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Feb20 200122 6066.0 6068.5 5995.0 6007.0 -35.0 85,851 313,986 +13,965
Mar20 200122 6058.5 6063.0 5998.0 6004.5 -35.0 227 16,753 +34
Apr20 200122 5985.5 5985.5 5985.5 5985.5 -35.0      
Total Volume and Open Interest 86,078 396,748 +13,999
Hang Seng Index(HKFE)
Jan20 200122 27902 28379 27902 28318 +417 221,298 109,417 +530
Feb20 200122 27895 28350 27890 28287 +411 15,515 14,190 +6,476
Mar20 200122 27920 28360 27900 28304 +414 1,144 12,533 +338
Total Volume and Open Interest 238,284 142,455 +7,268
DAX(EUREX)
Mar20 200122 13536.0 13639.0 13476.0 13502.5 -44.0 102,143 113,510 +15,054
Jun20 200122 13611.0 13647.5 13510.0 13520.5 -44.5 30 1,008 +7
Sep20 200122 13504.5 13504.5 13504.5 13504.5 -46.5 0 76 -1
Total Volume and Open Interest 102,173 114,594 +15,060
Mini-DAX(EUREX)
Mar20 200122 13525.0 13637.0 13476.0 13502.5 -44.0 52,747 13,935 +2,172
Jun20 200122 13592.0 13650.0 13504.0 13520.5 -44.5 290 933 -85
Sep20 200122 13619.0 13619.0 13504.5 13504.5 -46.5 0 12 -3
Total Volume and Open Interest 53,037 14,880 +2,084
DJ EuroSTOXX 50(EUREX)
Mar20 200122 3773 3798 3752 3759 -19 931,467 3,400,647 +109,155
Jun20 200122 3715 3715 3673 3678 -18 287 72,312 +199
Sep20 200122 3664 3664 3664 3664 -18 0 46 +0
Total Volume and Open Interest 935,354 3,560,047 +106,354
Swiss Market Index(EUREX)
Mar20 200122 10809 10867 10782 10802 +25 33,019 185,115 +1,483
Jun20 200122 10658 10658 10618 10625 +25 155 12,287 +115
Sep20 200122 10637 10637 10593 10593 +25 1 88 +1
Total Volume and Open Interest 33,175 197,490 +1,599
FT-SE 100(EURONEXT)
Mar20 200122 7536.50 7575.00 7496.00 7500.50 -44.00 100,166 708,631 -1,379
Jun20 200122 7417.00 7417.00 7417.00 7417.00 -44.00 5 365 +0
Sep20 200122 7347.00 7347.00 7347.00 7347.00 -44.00 0 4 +0
Total Volume and Open Interest 100,171 709,005 -1,379
SPI 200(SFE)
Mar20 200122 7007.0 7085.0 6985.0 7076.0 +68.0 38,212 395,422 +3,699
Jun20 200122 7003.0 7054.0 7003.0 7054.0 +68.0 0 5,141 +0
Sep20 200122 6968.0 6968.0 6968.0 6968.0 +68.0      
Total Volume and Open Interest 38,212 401,598 +3,699
FTSE MIB(ISE)
Mar20 200122 23850.00 23890.00 23655.00 23674.00 -161.00 26,315 133,678 +989
Jun20 200122 23275.00 23275.00 23060.00 23069.00 -164.00 31 1,008 +23
Sep20 200122 22912.00 22912.00 22912.00 22912.00 -164.00 0 23 +0
Total Volume and Open Interest 26,346 134,709 +1,012
KOSPI 200(KFE)
Mar20 200122 301.60 306.70 301.25 305.80 +3.80 204,853 305,025 +545
Jun20 200122 302.20 307.25 301.85 307.15 +4.80 1,966 14,191 +248
Sep20 200122 302.50 302.50 302.50 302.50 unch 1 345 +47
Total Volume and Open Interest 207,125 356,914 +1,140
GSCI(CME)
Feb20 200122 421.25 421.25 417.45 418.15 -7.45 2 8,967 -2
Mar20 200122 420.50 420.50 420.50 420.50 -7.45      
Apr20 200122 419.80 419.80 419.80 419.80 -7.45      
Total Volume and Open Interest 2 8,967 -2
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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