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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 27, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200127 899.25 900.00 888.25 897.25 -4.75 77,349 342,878 +5,279
May20 200127 913.25 914.00 902.25 911.00 -4.75 26,472 154,319 +2,272
Jul20 200127 927.50 927.50 916.25 924.50 -5.00 20,373 137,249 +441
Aug20 200127 930.00 930.25 921.50 929.25 -5.00 1,838 12,179 +551
Sep20 200127 932.50 932.50 921.75 929.25 -5.00 2,091 14,355 +426
Nov20 200127 936.50 937.00 926.50 933.50 -5.25 12,230 82,941 -70
Jan21 200127 941.25 941.50 932.25 939.00 -5.00 1,150 17,692 +52
Mar21 200127 934.75 935.25 927.25 934.50 -3.00 1,862 28,951 +60
May21 200127 934.25 938.25 930.00 937.75 -1.50 1,230 5,008 +309
Jul21 200127 939.00 944.00 934.25 943.25 unch 326 4,636 -49
Aug21 200127 938.50 943.25 938.00 943.25 +2.00 0 166 +0
Sep21 200127 930.00 938.75 928.50 938.75 +6.25 0 160 +0
Nov21 200127 930.25 934.00 923.25 933.00 +1.75 119 2,725 +49
Jan22 200127 935.00 939.25 935.00 939.25 +1.75      
Total Volume and Open Interest 145,040 803,274 +9,320
Soybean Meal(CBOT)
Mar20 200127 297.30 299.10 295.20 297.80 -0.50 57,179 212,454 -6,977
May20 200127 301.90 303.40 299.60 302.30 -0.20 32,503 114,474 +2,068
Jul20 200127 306.00 307.60 304.20 306.50 -0.30 16,068 70,799 +1,191
Aug20 200127 307.70 309.00 305.80 308.20 -0.10 2,481 12,754 +199
Sep20 200127 309.00 310.10 307.30 309.50 unch 1,777 12,052 +198
Oct20 200127 310.20 310.50 308.00 310.20 +0.10 1,709 10,466 +422
Dec20 200127 313.00 313.60 311.10 313.10 -0.10 4,993 35,432 +1,311
Jan21 200127 313.30 313.90 311.60 313.50 +0.10 199 2,639 -3
Mar21 200127 310.90 312.10 309.40 311.80 +0.90 580 8,257 -17
May21 200127 310.30 312.50 309.30 312.40 +1.50 744 1,694 +283
Total Volume and Open Interest 118,453 483,877 -1,327
Soybean Oil(CBOT)
Mar20 200127 31.90 31.97 30.72 31.52 -0.50 66,458 215,642 -5,608
May20 200127 32.25 32.30 31.08 31.88 -0.49 29,337 121,501 -287
Jul20 200127 32.60 32.67 31.46 32.25 -0.49 15,945 103,459 +1,246
Aug20 200127 32.72 32.77 31.56 32.35 -0.48 2,603 18,576 +8
Sep20 200127 32.80 32.82 31.65 32.42 -0.48 1,151 12,551 +110
Oct20 200127 32.83 32.85 31.69 32.45 -0.48 1,132 11,183 +56
Dec20 200127 33.01 33.03 31.86 32.65 -0.48 4,808 50,759 +1,261
Jan21 200127 32.98 32.98 32.04 32.80 -0.47 1,653 6,686 +1,047
Mar21 200127 33.11 33.11 32.10 32.84 -0.45 1,035 6,114 +446
May21 200127 33.10 33.10 32.13 32.88 -0.40 618 1,727 +238
Total Volume and Open Interest 124,814 549,884 -1,459
Canola(WCE)
Mar20 200127 467.7 468.0 461.0 461.5 -8.0 10,359 73,255 -397
May20 200127 477.0 477.0 470.0 470.6 -8.0 7,426 52,294 -604
Jul20 200127 482.3 482.5 476.4 476.9 -7.6 6,433 22,843 +19
Nov20 200127 488.0 488.0 483.6 484.3 -5.7 2,718 36,908 +645
Jan21 200127 493.9 493.9 489.8 490.3 -5.6 129 2,352 -4
Total Volume and Open Interest 27,115 188,592 -331
Corn(CBOT)
Mar20 200127 384.25 384.75 377.25 380.50 -6.75 196,121 677,285 -1,330
May20 200127 389.75 390.25 383.50 386.75 -6.00 59,412 241,854 +7,201
Jul20 200127 395.00 395.25 389.25 392.25 -5.50 55,792 259,941 -4,879
Sep20 200127 393.00 394.00 388.75 391.75 -4.00 11,748 125,647 +2,010
Dec20 200127 396.00 397.00 392.25 395.25 -3.00 19,076 204,070 +2,140
Mar21 200127 405.00 405.75 401.75 405.00 -2.75 1,098 13,742 -107
May21 200127 409.25 409.75 406.25 409.25 -2.50 71 2,866 +18
Jul21 200127 413.00 413.00 408.75 411.75 -2.50 704 9,000 +464
Sep21 200127 405.00 405.00 402.25 404.00 -2.25 11 965 +1
Dec21 200127 405.25 405.75 402.75 404.75 -2.00 458 11,137 +121
Total Volume and Open Interest 344,526 1,547,130 +5,670
Wheat(CBOT)
Mar20 200127 567.75 573.25 559.50 572.25 -1.25 58,501 210,424 -7,311
May20 200127 567.25 572.00 559.75 571.25 -1.25 26,150 87,174 +309
Jul20 200127 567.25 571.25 561.00 570.75 -2.25 18,836 108,676 +1,168
Sep20 200127 572.50 576.75 567.00 576.50 -1.75 5,194 42,157 +349
Dec20 200127 580.00 584.75 575.00 584.75 -1.50 3,696 37,167 +752
Mar21 200127 588.00 592.00 582.75 592.00 -0.75 333 9,517 +26
Total Volume and Open Interest 112,835 500,038 -4,687
Wheat(KCBT)
Mar20 200127 483.00 487.75 476.50 486.50 +0.50 25,091 137,616 +397
May20 200127 490.25 495.25 484.25 494.25 +0.75 11,300 61,600 +2,573
Jul20 200127 497.50 502.50 491.50 501.50 +0.75 8,230 56,297 +1,494
Sep20 200127 505.00 510.00 500.00 509.00 +0.25 1,973 19,473 +308
Dec20 200127 515.75 520.25 510.50 519.50 +0.25 827 19,804 +175
Mar21 200127 521.75 529.75 521.00 529.50 unch 29 1,855 +8
May21 200127 525.75 532.00 521.75 531.25 unch 6 300 +0
Total Volume and Open Interest 47,456 297,181 +4,955
Wheat(MGE)
Mar20 200127 545.00 548.75 540.00 547.25 -0.25 4,337 31,361 +212
May20 200127 553.00 558.00 549.75 556.75 -0.25 1,892 16,917 +333
Jul20 200127 560.00 565.50 557.50 564.25 -0.75 1,137 7,725 +124
Sep20 200127 567.25 573.25 565.75 573.25 +0.25 237 6,222 +62
Dec20 200127 581.75 585.00 576.50 584.00 +0.75 103 3,396 +56
Mar21 200127 592.00 595.00 592.00 595.00 +1.25 5 1,014 +0
Total Volume and Open Interest 7,711 66,673 +787
Oats(CBOT)
Mar20 200127 303.75 305.25 298.75 300.50 -2.75 813 4,017 -140
May20 200127 298.25 298.25 294.25 295.25 -3.50 107 845 +46
Jul20 200127 285.00 286.50 283.75 286.50 -3.00 91 239 +70
Sep20 200127 268.75 268.75 268.00 268.00 -1.50 11 88 +8
Total Volume and Open Interest 1,031 5,324 -8
Rough Rice(CBOT)
Mar20 200127 13.48 13.55 13.35 13.47 -0.11 333 10,481 +104
May20 200127 13.59 13.63 13.48 13.56 -0.11 44 923 +13
Jul20 200127 13.45 13.45 13.39 13.41 -0.07 10 281 +8
Sep20 200127 12.15 12.19 12.06 12.19 -0.01 18 627 +12
Total Volume and Open Interest 405 12,312 +137
Live Cattle(CME)
Feb20 200127 123.900 124.000 122.200 122.250 -2.600 12,082 52,543 -2,928
Apr20 200127 123.000 123.080 121.300 121.300 -3.000 28,979 162,526 -1,269
Jun20 200127 114.850 115.000 113.035 113.035 -3.000 13,160 104,080 -988
Aug20 200127 112.500 112.535 110.635 110.750 -2.885 7,486 43,681 -202
Oct20 200127 115.000 115.035 113.385 113.480 -2.670 3,593 18,402 +190
Dec20 200127 118.300 118.430 117.285 117.385 -2.065 1,539 7,695 +275
Total Volume and Open Interest 67,279 392,472 -4,774
Feeder Cattle(CME)
Jan20 200127 142.000 142.400 141.800 141.900 +0.050 988 1,781 -151
Mar20 200127 138.785 138.800 135.185 135.185 -4.500 6,713 23,394 -398
Apr20 200127 141.685 141.685 138.000 138.000 -4.500 2,918 8,235 -157
May20 200127 143.380 143.380 139.985 140.330 -4.155 2,417 9,499 +187
Aug20 200127 150.000 150.285 147.050 147.535 -3.765 1,547 6,916 +146
Sep20 200127 151.200 151.300 148.435 148.830 -3.550 434 2,489 +57
Oct20 200127 151.185 151.685 149.050 149.500 -3.185 115 729 -14
Total Volume and Open Interest 15,167 53,368 -329
Lean Hogs(CME)
Feb20 200127 66.285 66.330 65.225 65.950 -1.275 13,158 40,726 -4,720
Apr20 200127 71.580 72.000 70.450 70.450 -3.000 23,889 115,021 +3,568
May20 200127 77.950 78.230 76.980 76.980 -3.000 439 1,641 -36
Jun20 200127 84.950 84.950 83.400 83.500 -2.900 8,116 49,337 +320
Jul20 200127 85.535 85.750 84.150 84.535 -2.615 4,090 22,774 +656
Aug20 200127 84.800 84.850 83.450 83.730 -2.350 4,217 30,962 +684
Oct20 200127 72.500 72.650 71.300 71.600 -2.580 3,220 24,781 +448
Dec20 200127 66.635 66.635 64.900 65.225 -2.525 1,522 13,464 +215
Total Volume and Open Interest 59,663 302,977 +1,453
Class III Milk(CME)
Jan20 200127 17.02 17.04 17.02 17.04 unch 179 2,555 -48
Feb20 200127 17.91 17.97 17.27 17.33 -0.67 887 3,062 +163
Mar20 200127 18.25 18.25 17.64 17.68 -0.57 758 2,978 +88
Apr20 200127 17.87 17.93 17.44 17.52 -0.48 349 1,879 +66
May20 200127 17.71 17.71 17.33 17.42 -0.40 139 1,616 +36
Jun20 200127 17.69 17.72 17.42 17.50 -0.32 128 1,565 +42
Jul20 200127 17.80 17.84 17.62 17.67 -0.30 84 799 +40
Aug20 200127 17.94 17.95 17.75 17.79 -0.21 34 752 +21
Sep20 200127 18.01 18.04 17.82 17.90 -0.18 27 861 +8
Oct20 200127 18.03 18.03 17.85 17.87 -0.17 6 636 +2
Nov20 200127 18.00 18.00 17.83 17.83 -0.17 16 637 -1
Dec20 200127 17.83 17.83 17.58 17.64 -0.19 18 727 +0
Jan21 200127 17.26 17.26 17.26 17.26 -0.07 15 261 +7
Total Volume and Open Interest 2,665 18,732 +433
Cocoa(ICE)
Mar20 200127 2730 2776 2697 2734 +1 19,016 102,032 +716
May20 200127 2752 2798 2722 2759 +1 13,041 75,286 +1,777
Jul20 200127 2754 2799 2727 2764 +1 6,783 51,303 +569
Sep20 200127 2721 2764 2696 2733 +3 2,541 42,278 +413
Dec20 200127 2626 2664 2602 2638 +5 1,525 41,920 +337
Mar21 200127 2551 2589 2538 2566 +6 840 18,011 +117
May21 200127 2525 2561 2517 2539 +6 375 6,529 +68
Total Volume and Open Interest 44,889 340,184 +4,465
Coffee "C"(ICE)
Mar20 200127 110.00 110.00 106.15 106.60 -3.55 23,990 93,929 -1,885
May20 200127 112.10 112.10 108.40 108.85 -3.55 13,395 57,838 +1,490
Jul20 200127 114.45 114.45 110.70 111.15 -3.50 5,324 48,758 -267
Sep20 200127 116.35 116.35 112.75 113.20 -3.50 3,668 33,462 +173
Dec20 200127 119.00 119.00 115.45 115.85 -3.55 1,820 22,606 +217
Mar21 200127 121.60 121.60 118.05 118.45 -3.60 700 8,800 +178
Total Volume and Open Interest 49,301 283,918 -56
Orange Juice(ICE)
Mar20 200127 95.50 96.15 95.10 95.35 -0.40 551 15,893 +32
May20 200127 99.20 99.60 98.55 98.65 -0.65 88 2,199 +5
Jul20 200127 103.00 103.20 102.30 102.30 -0.75 37 973 +8
Sep20 200127 106.60 106.60 105.85 105.85 -0.75 11 425 +3
Nov20 200127 110.05 110.05 109.40 109.40 -0.80 7 282 +1
Jan21 200127 113.00 113.00 112.90 112.90 -0.65 5 201 +0
Total Volume and Open Interest 699 19,973 +49
Sugar #11(ICE)
Mar20 200127 14.34 14.34 14.10 14.21 -0.18 87,704 402,209 +2,443
May20 200127 14.26 14.26 14.04 14.13 -0.19 46,555 266,982 +4,549
Jul20 200127 14.21 14.21 14.02 14.12 -0.14 32,131 184,566 +3,297
Oct20 200127 14.37 14.37 14.15 14.28 -0.10 23,249 148,113 +489
Mar21 200127 14.74 14.74 14.56 14.71 -0.07 11,626 80,199 +1,689
May21 200127 14.44 14.44 14.28 14.43 -0.07 2,348 15,824 +780
Jul21 200127 14.12 14.18 14.04 14.18 -0.07 3,041 19,803 +1,203
Oct21 200127 14.08 14.17 14.01 14.17 -0.05 2,175 21,490 +1,258
Total Volume and Open Interest 209,781 1,154,813 +15,990
London Cocoa(LCE)
Mar20 200127 1945 1969 1922 1955 +9 7,871 77,711 -1,502
May20 200127 1949 1976 1930 1959 +3 7,784 59,771 -229
Jul20 200127 1949 1970 1931 1957 +6 4,540 40,358 +507
Sep20 200127 1921 1939 1902 1930 +5 4,830 39,622 +837
Dec20 200127 1817 1827 1793 1821 +3 3,525 57,092 +666
Mar21 200127 1770 1775 1745 1772 +2 2,018 27,077 -3
May21 200127 1760 1764 1745 1762 +3 495 6,385 -139
Total Volume and Open Interest 31,286 316,099 +92
London Sugar(LCE)
Mar20 200127 397.30 399.20 392.60 395.30 -6.00 5,730 34,850 -471
May20 200127 393.60 394.20 388.80 391.40 -5.40 5,191 45,664 +779
Aug20 200127 389.90 390.10 386.20 388.50 -4.40 2,361 20,711 +770
Oct20 200127 388.00 388.00 384.30 386.30 -4.00 767 6,198 +156
Dec20 200127 389.50 389.50 386.20 388.10 -4.10 425 4,361 +109
Total Volume and Open Interest 14,679 114,480 +1,353
Cotton(ICE)
Mar20 200127 69.25 69.81 68.00 69.51 +0.11 16,514 121,943 +1,085
May20 200127 69.99 70.33 68.43 69.94 -0.26 9,016 64,452 +1,553
Jul20 200127 70.89 71.12 69.30 70.68 -0.44 2,692 40,320 +772
Oct20 200127 68.75 69.68 68.31 69.68 -0.71 2 52 +0
Dec20 200127 70.36 70.36 68.86 70.10 -0.44 530 32,165 -59
Mar21 200127 70.65 70.65 69.27 70.42 -0.40 43 2,568 -7
Total Volume and Open Interest 28,815 263,299 +3,338
Lumber(CME)
Mar20 200127 420.0 422.9 417.2 420.8 -5.4 315 2,264 -7
May20 200127 419.2 422.1 416.6 420.4 -3.8 97 602 +4
Jul20 200127 410.0 417.1 410.0 416.4 -3.1 24 259 +8
Sep20 200127 411.2 411.2 411.2 411.2 -3.1 11 102 +6
Nov20 200127 406.2 406.2 406.2 406.2 -3.1 0 6 +0
Jan21 200127 404.7 404.7 404.7 404.7 -3.1      
Mar21 200127 403.2 403.2 403.2 403.2 -3.1      
Total Volume and Open Interest 447 3,233 +11
Crude Oil(NYM)
Mar20 200127 53.70 53.71 52.13 53.14 -1.05 586,195 487,487 +8,240
Apr20 200127 53.57 53.72 52.16 53.18 -1.02 82,336 158,437 +6,284
May20 200127 53.62 53.64 52.10 53.13 -0.99 41,171 139,882 +2,256
Jun20 200127 53.42 53.45 51.92 52.97 -0.94 56,368 224,982 -641
Jul20 200127 52.97 52.97 51.71 52.73 -0.88 21,512 95,688 +2,035
Aug20 200127 52.16 52.52 51.43 52.44 -0.80 13,570 65,051 +2,784
Sep20 200127 52.00 52.21 51.07 52.11 -0.74 10,534 108,889 +49
Oct20 200127 52.06 52.06 50.72 51.80 -0.68 4,037 61,162 -400
Nov20 200127 51.13 51.53 50.46 51.53 -0.62 5,552 63,197 +530
Dec20 200127 51.53 51.53 50.15 51.27 -0.58 45,692 272,437 +846
Jan21 200127 51.00 51.05 50.02 51.05 -0.51 895 48,722 +11
Feb21 200127 50.37 50.88 49.70 50.84 -0.47 996 27,968 -211
Mar21 200127 49.54 50.72 49.54 50.66 -0.44 4,886 41,719 +508
Apr21 200127 50.51 50.51 49.99 50.51 -0.40 453 16,405 +165
May21 200127 50.40 50.40 49.87 50.40 -0.35 235 15,533 +78
Jun21 200127 49.84 50.36 49.15 50.31 -0.31 11,820 60,472 +2,092
Total Volume and Open Interest 909,872 2,174,021 +24,643
e-miNY Crude Oil(NYM)
Mar20 200127 53.700 53.700 52.150 53.150 -1.050 19,154 3,591 +240
Apr20 200127 53.800 53.800 52.200 53.175 -1.025 534 494 +25
May20 200127 53.450 53.450 52.175 53.125 -1.000 23 312 +4
Jun20 200127 53.500 53.500 52.000 52.975 -0.925 31 154 -2
Jul20 200127 52.450 52.725 51.925 52.725 -0.875 3 30 +2
Aug20 200127 52.000 52.450 51.600 52.450 -0.800 2 75 -1
Sep20 200127 51.750 52.100 51.750 52.100 -0.750 1 63 +1
Oct20 200127 51.650 51.800 50.725 51.800 -0.675 2 18 +0
Nov20 200127 50.750 51.525 50.750 51.525 -0.625 15 35 +0
Dec20 200127 51.625 51.625 50.250 51.275 -0.575 44 133 +5
Total Volume and Open Interest 19,812 4,972 +275
NY Harbor ULSD(NYM)
Feb20 200127 172.76 172.76 165.56 167.95 -5.45 28,236 30,313 -5,389
Mar20 200127 172.79 173.05 165.98 168.29 -5.45 91,413 125,935 +5,692
Apr20 200127 173.01 173.33 166.40 168.59 -5.43 35,875 56,453 +3,155
May20 200127 174.16 174.16 166.93 169.00 -5.33 17,731 42,724 +2,522
Jun20 200127 174.46 174.46 167.45 169.44 -5.17 21,627 45,953 +105
Jul20 200127 174.93 174.93 167.99 169.91 -5.02 6,296 20,348 +863
Aug20 200127 175.33 175.33 168.56 170.42 -4.92 3,871 13,169 +316
Sep20 200127 175.84 175.84 169.28 171.05 -4.80 3,476 11,442 +171
Oct20 200127 176.27 176.27 170.00 171.63 -4.64 1,724 5,723 +547
Nov20 200127 176.58 176.58 170.57 172.15 -4.43 1,295 5,442 +94
Dec20 200127 176.76 176.76 170.78 172.56 -4.20 8,748 23,292 -333
Jan21 200127 176.99 176.99 171.49 173.05 -3.94 1,137 6,529 +442
Feb21 200127 176.77 176.77 171.38 173.12 -3.65 274 1,559 +38
Mar21 200127 175.14 175.14 170.97 172.57 -3.40 163 1,154 +17
Total Volume and Open Interest 224,286 405,216 +9,122
RBOB Gasoline(NYM)
Feb20 200127 150.49 150.52 143.32 148.40 -3.12 32,730 42,192 -9,032
Mar20 200127 151.15 151.97 144.49 149.30 -3.29 99,919 159,739 +394
Apr20 200127 170.00 170.68 163.66 167.48 -3.70 44,853 71,064 +1,253
May20 200127 171.18 171.18 164.60 168.08 -3.76 15,877 46,356 +1,018
Jun20 200127 169.92 170.54 164.29 167.47 -3.71 13,944 42,028 -529
Jul20 200127 167.36 167.36 163.35 165.96 -3.63 4,018 21,934 +449
Aug20 200127 166.00 166.00 161.30 163.67 -3.50 1,957 6,726 +22
Sep20 200127 160.73 160.90 158.27 160.52 -3.40 2,014 13,569 +312
Oct20 200127 147.10 148.17 144.60 147.06 -3.27 641 5,474 +222
Nov20 200127 143.27 143.59 141.40 143.39 -3.21 433 2,695 -3
Total Volume and Open Interest 219,171 435,125 -6,070
e-miNY RBOB Gasoline(NYM)
Feb20 200127 148.40 148.40 148.40 148.40 -3.12 0 1 +0
Mar20 200127 149.30 149.30 149.30 149.30 -3.29      
Apr20 200127 167.48 167.48 167.48 167.48 -3.70      
May20 200127 168.08 168.08 168.08 168.08 -3.76      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200127 1.935 1.976 1.888 1.902 +0.009 142,191 33,865 -22,993
Mar20 200127 1.910 1.953 1.865 1.878 +0.008 177,584 593,280 +10,312
Apr20 200127 1.934 1.979 1.903 1.915 +0.007 70,853 185,343 +2,787
May20 200127 2.000 2.029 1.963 1.977 +0.009 39,531 143,019 +2,799
Jun20 200127 2.074 2.096 2.032 2.045 +0.006 13,053 71,139 -60
Jul20 200127 2.135 2.163 2.102 2.114 +0.003 12,682 63,108 +651
Aug20 200127 2.166 2.188 2.128 2.139 +0.001 5,928 35,774 -25
Sep20 200127 2.158 2.180 2.122 2.133 +0.001 8,662 50,213 +1,268
Oct20 200127 2.189 2.211 2.153 2.164 -0.002 25,832 89,425 -1,299
Nov20 200127 2.300 2.311 2.259 2.269 -0.003 4,707 25,705 +237
Dec20 200127 2.488 2.497 2.451 2.460 -0.004 4,788 28,982 -438
Jan21 200127 2.592 2.605 2.557 2.567 -0.004 7,680 42,963 +110
Feb21 200127 2.567 2.570 2.525 2.532 -0.007 1,680 14,295 +78
Mar21 200127 2.474 2.474 2.428 2.433 -0.011 5,408 20,434 +1,146
Apr21 200127 2.250 2.253 2.211 2.217 -0.011 4,051 23,898 +12
May21 200127 2.235 2.238 2.194 2.198 -0.013 1,098 10,040 -222
Total Volume and Open Interest 528,934 1,490,365 -5,259
Brent Crude Oil(ICE)
Mar20 200127 60.23 60.49 58.50 59.32 -1.37 257,949 185,656 -36,867
Apr20 200127 60.16 60.16 57.74 58.58 -1.31 223,340 545,929 +33,079
May20 200127 58.99 59.00 57.10 58.00 -1.19 82,926 201,363 -3,252
Jun20 200127 58.36 58.37 56.53 57.51 -1.07 97,554 292,278 -2,896
Jul20 200127 57.73 57.74 55.98 56.99 -0.97 31,767 158,431 +1,732
Aug20 200127 57.28 57.29 55.59 56.62 -0.89 24,902 122,452 -358
Sep20 200127 56.88 56.88 55.30 56.33 -0.84 26,949 145,804 +1,764
Oct20 200127 57.00 57.00 55.00 56.02 -0.79 9,348 97,817 +483
Nov20 200127 56.26 56.26 54.77 55.79 -0.75 5,555 54,968 +390
Dec20 200127 56.01 56.01 54.52 55.57 -0.72 62,840 252,956 +234
Jan21 200127 55.41 55.41 55.41 55.41 -0.68 2,081 45,072 +170
Feb21 200127 54.86 55.28 54.86 55.28 -0.64 1,470 38,635 +180
Mar21 200127 55.10 55.17 55.10 55.17 -0.60 2,116 30,705 +72
Apr21 200127 55.08 55.08 55.08 55.08 -0.55 406 16,325 +11
Total Volume and Open Interest 869,616 2,605,391 -641
Gas Oil(ICE)
Feb20 200127 532.00 532.50 506.00 511.50 -24.50 62,451 117,006 +439
Mar20 200127 533.75 534.25 508.25 513.75 -24.00 110,555 189,003 +7,573
Apr20 200127 530.00 533.50 509.25 514.50 -22.75 57,867 106,137 +8,486
May20 200127 532.00 532.00 509.00 513.75 -21.75 23,498 83,634 +1,525
Jun20 200127 530.50 530.75 509.00 513.25 -20.25 45,111 130,501 +1,413
Jul20 200127 529.25 529.25 510.00 514.00 -19.25 10,277 42,582 +1,306
Aug20 200127 530.25 530.25 511.50 515.00 -18.50 5,726 25,866 -91
Sep20 200127 531.00 531.50 512.50 516.00 -17.75 6,106 28,464 +487
Oct20 200127 532.00 532.00 514.00 517.50 -17.00 2,485 23,720 +855
Nov20 200127 530.75 530.75 513.75 516.75 -16.25 1,682 14,574 +339
Total Volume and Open Interest 361,040 907,197 +23,668
Ethanol(CBOT)
Feb20 200127 1.312 1.312 1.304 1.304 -0.011 24 162 -7
Mar20 200127 1.333 1.342 1.314 1.321 -0.014 62 394 +21
Apr20 200127 1.341 1.341 1.341 1.341 -0.014 1 46 +1
May20 200127 1.357 1.357 1.357 1.357 -0.014 1 10 +0
Jun20 200127 1.357 1.357 1.357 1.357 -0.014      
Jul20 200127 1.357 1.357 1.357 1.357 -0.014      
Aug20 200127 1.357 1.357 1.357 1.357 -0.014      
Sep20 200127 1.357 1.357 1.357 1.357 -0.014      
Total Volume and Open Interest 88 612 +15
WTI Crude Oil(ICE)
Mar20 200127 53.97 53.99 52.15 53.14 -1.05 34,326 92,729 -588
Apr20 200127 53.97 53.97 52.18 53.18 -1.02 32,411 59,797 +442
May20 200127 53.89 53.89 52.12 53.13 -0.99 21,449 40,282 +2,464
Jun20 200127 52.83 53.19 51.94 52.97 -0.94 23,121 85,472 -401
Jul20 200127 52.65 52.89 51.78 52.73 -0.88 6,807 20,852 +388
Aug20 200127 52.30 52.44 51.37 52.44 -0.80 4,982 13,832 +355
Sep20 200127 51.84 52.17 51.13 52.11 -0.74 5,511 26,570 +628
Oct20 200127 51.58 51.80 51.16 51.80 -0.68 824 12,264 +54
Nov20 200127 51.18 51.53 51.18 51.53 -0.62 237 9,086 +58
Dec20 200127 51.00 51.30 50.26 51.27 -0.58 9,320 94,021 +168
Jan21 200127 51.05 51.05 51.05 51.05 -0.51 54 5,931 -10
Feb21 200127 50.84 50.84 50.84 50.84 -0.47 95 4,448 -60
Mar21 200127 50.66 50.66 50.66 50.66 -0.44 445 5,842 +193
Apr21 200127 50.51 50.51 50.51 50.51 -0.40 26 2,710 +0
May21 200127 50.40 50.40 50.40 50.40 -0.35 2 2,705 +0
Jun21 200127 49.69 50.32 49.38 50.31 -0.31 1,260 25,534 -42
Total Volume and Open Interest 144,666 608,826 +4,117
US Dollar Index(ICE)
Mar20 200127 97.640 97.800 97.590 97.768 +0.118 16,245 33,660 -1,041
Jun20 200127 97.250 97.400 97.250 97.382 +0.118 48 945 -9
Sep20 200127 97.018 97.018 97.018 97.018 +0.118 0 115 +0
Total Volume and Open Interest 16,293 34,723 -1,050
Australian Dollar(CME)
Mar20 200127 68.23 68.23 67.58 67.64 -0.65 85,442 140,664 +204
Jun20 200127 68.21 68.35 67.71 67.77 -0.66 130 694 +44
Sep20 200127 68.00 68.04 67.90 67.91 -0.65 0 31 +0
Total Volume and Open Interest 85,714 145,166 +247
British Pound(CME)
Mar20 200127 130.97 131.26 130.59 130.68 -0.32 111,557 192,844 -121
Jun20 200127 131.30 131.62 130.98 131.05 -0.32 385 2,109 -13
Sep20 200127 131.39 131.81 131.39 131.39 -0.33 0 29 +0
Total Volume and Open Interest 114,789 197,728 -647
Canadian Dollar(CME)
Mar20 200127 76.04 76.06 75.76 75.86 -0.24 68,434 182,189 -170
Jun20 200127 76.02 76.06 75.78 75.87 -0.24 462 4,016 +122
Sep20 200127 75.91 75.93 75.82 75.88 -0.24 33 677 +8
Dec20 200127 75.95 76.11 75.88 75.88 -0.24 13 1,175 +5
Total Volume and Open Interest 69,008 190,144 -76
Japanese Yen(CME)
Mar20 200127 92.05 92.21 91.87 92.05 +0.28 119,139 189,767 -4,807
Jun20 200127 92.50 92.66 92.33 92.51 +0.28 28 936 +10
Sep20 200127 92.95 93.02 92.95 92.95 +0.27 0 5 +0
Total Volume and Open Interest 120,778 192,681 -4,905
Swiss Franc(CME)
Mar20 200127 103.40 103.63 103.23 103.48 +0.11 18,828 50,371 +613
Jun20 200127 104.06 104.23 103.89 104.13 +0.11 2 81 +0
Sep20 200127 104.77 104.77 104.77 104.77 +0.11 0 2 +0
Total Volume and Open Interest 18,830 50,454 +613
EuroFX(CME)
Mar20 200127 110.63 110.71 110.43 110.49 -0.15 155,251 574,257 +1,643
Jun20 200127 111.21 111.32 111.05 111.11 -0.15 496 7,700 +157
Sep20 200127 111.74 111.87 111.60 111.69 -0.16 16 886 +6
Total Volume and Open Interest 156,204 587,764 +1,749
Mexican Peso(CME)
Feb20 200127 525.75 527.38 525.75 527.38 -3.13 0 14 +0
Mar20 200127 526.88 527.25 523.13 524.88 -3.25 49,951 299,461 +295
Total Volume and Open Interest 51,965 301,653 +2,305
Brazilian Real(CME)
Feb20 200127 238.35 238.35 236.25 237.65 -1.10 4,955 33,115 -1,399
Mar20 200127 237.75 237.75 235.95 237.35 -1.15 1,822 10,382 +1,080
Apr20 200127 237.25 237.25 235.85 237.05 -1.15 0 36 +0
May20 200127 236.70 236.70 236.10 236.70 -1.15      
Total Volume and Open Interest 6,777 43,533 -319
30-Year T-Bonds(CBOT)
Mar20 200127 161~100 162~070 161~000 162~010 +1~130 378,955 1,062,417 +1,455
Jun20 200127 160~070 161~070 160~030 161~030 +1~130 1,355 7,692 +100
Sep20 200127 160~020 160~020 160~020 160~020 +1~130 0 1 +0
Total Volume and Open Interest 380,310 1,070,110 +1,555
10-Year T-Notes(CBOT)
Mar20 200127 130~185 130~310 130~170 130~285 +0~195 2,201,734 3,776,338 -1,148
Jun20 200127 130~130 130~260 130~130 130~240 +0~200 13,664 78,076 +7,144
Sep20 200127 130~105 130~105 130~105 130~105 +0~200      
Total Volume and Open Interest 2,215,398 3,854,414 +5,996
5-Year T-Notes(CBOT)
Mar20 200127 119~204 119~276 119~202 119~254 +0~102 954,324 4,283,888 +9,823
Jun20 200127 119~306 120~070 119~306 120~050 +0~110 13,716 108,723 +10,881
Sep20 200127 120~050 120~050 120~050 120~050 +0~110      
Total Volume and Open Interest 968,040 4,392,611 +20,704
2 Year T-Notes(CBOT)
Mar20 200127 107~305 108~005 107~303 108~000 +0~027 607,141 3,569,387 -3,718
Jun20 200127 108~032 108~056 108~032 108~052 +0~032 30,677 123,064 +27,133
Sep20 200127 108~052 108~052 108~052 108~052 +0~032      
Total Volume and Open Interest 637,818 3,692,451 +23,415
Eurodollars(CME)
Mar20 200127 98.290 98.310 98.285 98.310 +0.020 244,345 1,509,518 +18,958
Jun20 200127 98.385 98.420 98.385 98.415 +0.035 193,061 1,331,413 -452
Sep20 200127 98.485 98.525 98.480 98.525 +0.050 203,160 1,091,600 +394
Dec20 200127 98.515 98.570 98.510 98.565 +0.060 281,290 1,232,609 +7,061
Mar21 200127 98.615 98.675 98.615 98.670 +0.070 216,765 977,343 -6,728
Jun21 200127 98.640 98.700 98.640 98.695 +0.075 185,827 990,765 -9,631
Sep21 200127 98.655 98.720 98.655 98.710 +0.080 135,002 785,650 +9,541
Dec21 200127 98.620 98.685 98.615 98.680 +0.085 204,252 714,906 +23,408
Mar22 200127 98.625 98.700 98.625 98.695 +0.085 107,968 434,877 +1,269
Jun22 200127 98.620 98.690 98.620 98.680 +0.085 81,730 307,048 +363
Sep22 200127 98.600 98.675 98.600 98.665 +0.085 73,972 249,415 +4,034
Dec22 200127 98.560 98.635 98.560 98.630 +0.090 69,317 253,485 +4,549
Mar23 200127 98.565 98.630 98.565 98.625 +0.090 44,526 274,935 -2,462
Jun23 200127 98.585 98.615 98.545 98.605 +0.085 35,209 132,146 +3,795
Sep23 200127 98.545 98.595 98.535 98.585 +0.085 34,010 116,734 +3,373
Dec23 200127 98.505 98.560 98.500 98.550 +0.085 29,395 110,604 +3,546
Mar24 200127 98.490 98.540 98.485 98.535 +0.085 20,160 92,432 +1,100
Jun24 200127 98.465 98.515 98.455 98.510 +0.090 18,755 46,276 -1,188
Total Volume and Open Interest 2,265,724 11,169,304 +62,109
Ultra T-Bond(CBOT)
Mar20 200127 190~29 192~15 190~07 192~07 +2~16 160,612 1,226,566 -9,283
Jun20 200127 192~05 193~07 191~31 193~01 +2~17 270 1,933 +233
Sep20 200127 193~01 193~01 193~01 193~01 +2~17      
Total Volume and Open Interest 160,882 1,228,499 -9,050
Ultra 10-Yr T-Note(CBOT)
Mar20 200127 144~020 144~215 143~305 144~180 +0~300 236,541 924,623 -8,695
Jun20 200127 144~085 144~115 144~085 144~085 +0~305      
Sep20 200127 144~085 144~085 144~085 144~085 +0~305      
Total Volume and Open Interest 236,541 924,623 -8,695
30 Day Federal Funds(CBOT)
Jan20 200127 98.450 98.452 98.450 98.450 unch 3,877 413,745 -1,567
Feb20 200127 98.425 98.430 98.420 98.425 +0.005 20,343 460,269 +4,984
Mar20 200127 98.430 98.440 98.430 98.435 +0.010 17,593 149,855 +2,092
Apr20 200127 98.435 98.460 98.435 98.455 +0.020 47,848 263,490 +527
May20 200127 98.460 98.490 98.460 98.485 +0.025 26,089 162,223 +923
Jun20 200127 98.500 98.535 98.500 98.525 +0.030 11,586 70,482 +1,129
Total Volume and Open Interest 195,820 1,952,148 +19,020
Japanese Govt Bonds(SGX)
Mar20 200127 152.31 152.71 152.30 152.66 +0.38 1,451 14,014 +359
Jun20 200127 152.66 152.66 152.66 152.66 +0.38      
Sep20 200127 152.66 152.66 152.66 152.66 +0.38      
Total Volume and Open Interest 1,451 14,014 +359
Euro-Buxl(EUREX)
Mar20 200127 206.68 208.36 205.78 208.20 +2.82 56,866 258,756 -387
Jun20 200127 206.64 206.64 206.64 206.64 +2.82 610 7,577 +605
Sep20 200127 208.26 208.26 208.26 208.26 +2.88      
Total Volume and Open Interest 57,476 266,333 +218
Euro-Bund(EUREX)
Mar20 200127 173.75 174.27 173.41 174.23 +0.95 812,604 1,699,761 +23,687
Jun20 200127 170.94 171.53 170.82 171.50 +0.94 1,504 23,661 +1,400
Sep20 200127 173.73 173.73 173.73 173.73 +0.55 0 2 +0
Total Volume and Open Interest 814,108 1,723,424 +25,087
Euro-Bobl(EUREX)
Mar20 200127 134.49 134.66 134.39 134.65 +0.28 379,017 1,214,431 -9,029
Jun20 200127 134.88 134.88 134.88 134.88 +0.31 156 655 +150
Sep20 200127 134.54 134.54 134.54 134.54 +0.28 0 324 +0
Total Volume and Open Interest 379,173 1,215,410 -8,879
Euro-Schatz(EUREX)
Mar20 200127 111.97 112.00 111.96 112.00 +0.04 283,032 1,671,211 +3,993
Jun20 200127 111.97 111.97 111.97 111.97 +0.04 0 120 +0
Sep20 200127 112.00 112.00 112.00 112.00 +0.04      
Total Volume and Open Interest 283,032 1,671,331 +3,993
3-Mth Euribor(EUREX)
Mar20 200127 100.400 100.400 100.400 100.400 +0.010 0 1,579 +0
Jun20 200127 100.410 100.410 100.410 100.410 +0.015 96 671 -50
Sep20 200127 100.400 100.415 100.400 100.415 +0.020 0 570 +0
Total Volume and Open Interest 96 5,004 -50
Long Gilt(LIFFE)
Mar20 200127 134~20 135~05 134~18 135~03 +0~24 261,131 634,480 -2,285
Jun20 200127 134~11 134~11 134~11 134~11 +0~24      
Total Volume and Open Interest 261,131 634,480 -2,285
3-Mth Short Sterling(LIFFE)
Mar20 200127 99.39 99.40 99.39 99.39 +0.00 352,739 686,473 +41,818
Jun20 200127 99.46 99.48 99.46 99.47 +0.01 176,497 722,940 +3,756
Sep20 200127 99.50 99.53 99.50 99.52 +0.02 118,114 599,610 +22,382
Dec20 200127 99.49 99.52 99.49 99.51 +0.03 103,434 677,996 +7,008
Mar21 200127 99.50 99.54 99.50 99.53 +0.03 85,504 377,629 +10,393
Jun21 200127 99.50 99.54 99.49 99.53 +0.03 85,149 314,123 +8,027
Total Volume and Open Interest 1,446,467 4,463,678 +125,276
3-Mth Euribor(LIFFE)
Mar20 200127 100.390 100.405 100.385 100.400 +0.010 48,477 432,775 -3,895
Jun20 200127 100.395 100.410 100.390 100.410 +0.020 36,250 443,143 +1,263
Sep20 200127 100.400 100.415 100.395 100.410 +0.015 54,923 524,583 +1,748
Total Volume and Open Interest 800,212 4,011,990 +527
3-Mth Aus T-Bills(SFE)
Mar20 200124 99.14 99.14 99.12 99.13 -0.01 60,990 175,043 +18,657
Jun20 200124 99.24 99.25 99.22 99.23 -0.01 37,601 212,457 +4,739
Sep20 200124 99.31 99.32 99.29 99.31 unch 36,668 225,353 +5,353
Dec20 200124 99.30 99.32 99.29 99.31 unch 27,346 180,279 +6,084
Mar21 200124 99.31 99.32 99.30 99.31 unch 14,980 133,353 +1,397
Jun21 200124 99.29 99.31 99.27 99.29 unch 12,008 86,884 -245
Sep21 200124 99.26 99.28 99.25 99.27 unch 5,580 52,865 -1,120
Dec21 200124 99.22 99.25 99.22 99.24 +0.01 3,242 36,758 +43
Mar22 200124 99.20 99.22 99.20 99.22 +0.01 19 2,403 +19
Jun22 200124 99.20 99.20 99.20 99.20 +0.01 0 1,353 +0
Total Volume and Open Interest 198,434 1,107,512 +34,927
10-Year Aus T-Bonds(SFE)
Mar20 200124 98.88 98.92 98.86 98.90 +0.01 167,930 1,217,684 +2,124
Jun20 200124 98.90 98.90 98.90 98.90 +0.01      
Total Volume and Open Interest 167,930 1,217,684 +2,124
3-Year Aus T-Bonds(SFE)
Mar20 200124 99.27 99.29 99.25 99.27 -0.01 287,457 1,195,577 +49,581
Jun20 200124 99.27 99.27 99.27 99.27 -0.01 0 10 +0
Total Volume and Open Interest 287,457 1,195,587 +49,581
Gold(CMX)
Feb20 200127 1580.5 1588.4 1575.3 1577.4 +5.5 427,139 233,616 -55,398
Apr20 200127 1586.1 1594.7 1581.6 1583.7 +5.5 124,272 407,656 +40,531
Jun20 200127 1592.5 1599.7 1587.5 1589.5 +5.6 9,739 81,367 +2,055
Aug20 200127 1598.9 1604.8 1594.3 1594.9 +5.6 1,022 23,784 +205
Oct20 200127 1604.0 1607.5 1599.5 1599.9 +5.6 516 7,818 +150
Dec20 200127 1610.0 1612.8 1602.8 1604.6 +5.6 2,623 22,261 +355
Feb21 200127 1615.0 1617.0 1608.7 1609.0 +5.4 553 5,487 +174
Apr21 200127 1616.8 1617.8 1612.9 1612.9 +5.4 47 599 +4
Jun21 200127 1621.6 1621.6 1616.6 1616.6 +5.4 2 1,824 +2
Aug21 200127 1620.8 1620.8 1620.8 1620.8 +5.4 0 3 +0
Oct21 200127 1624.7 1624.7 1624.7 1624.7 +5.4      
Dec21 200127 1629.5 1631.1 1628.7 1628.7 +5.4 5 817 -3
Total Volume and Open Interest 567,931 787,065 -11,757
Silver(CMX)
Mar20 200127 1826.0 1837.5 1804.0 1805.6 -5.7 68,050 173,594 +1,371
May20 200127 1832.0 1843.0 1812.5 1813.8 -5.6 3,377 27,188 +846
Jul20 200127 1844.0 1848.5 1821.0 1821.5 -5.7 1,034 19,283 +222
Sep20 200127 1845.0 1855.5 1828.5 1828.6 -6.0 560 8,037 +148
Dec20 200127 1858.0 1865.0 1837.5 1838.2 -6.2 102 7,570 +26
Mar21 200127 1875.0 1875.0 1847.0 1847.0 -6.2 4 12 +1
May21 200127 1852.4 1852.4 1852.4 1852.4 -6.2 0 23 +0
Total Volume and Open Interest 73,841 236,395 +2,650
Platinum(NYMEX)
Jan20 200127 984.3 985.9 984.3 985.9 -19.3      
Apr20 200127 1016.4 1016.4 987.1 991.7 -18.9 15,901 100,058 -346
Jul20 200127 1020.0 1020.0 993.0 996.6 -19.2 299 4,840 +23
Oct20 200127 1020.0 1020.0 999.0 1002.7 -19.4 1 440 -1
Total Volume and Open Interest 16,209 105,532 -327
Palladium(NYMEX)
Mar20 200127 2324.20 2326.20 2161.30 2173.60 -142.70 5,861 18,547 -685
Jun20 200127 2295.70 2297.80 2160.00 2168.50 -141.80 573 5,326 +303
Sep20 200127 2252.60 2260.00 2143.20 2153.70 -141.10 62 992 +43
Total Volume and Open Interest 6,526 25,289 -360
Copper(CMX)
Mar20 200127 266.75 267.30 259.15 259.65 -8.75 72,573 147,232 -5,153
May20 200127 268.00 268.00 260.15 260.60 -8.75 10,317 47,774 -2,139
Jul20 200127 267.70 267.80 260.95 261.40 -8.70 3,000 30,270 -232
Sep20 200127 265.95 266.90 261.65 262.10 -8.70 1,420 16,163 +98
Dec20 200127 266.50 267.80 262.60 263.00 -8.60 432 8,080 +63
Total Volume and Open Interest 88,978 260,214 -8,148
E-mini DJIA Index(CBOT)
Mar20 200127 28720 28732 28405 28481 -452 301,305 100,970 -1,528
Jun20 200127 28456 28456 28386 28456 -451 131 166 -6
Sep20 200127 28688 28688 28423 28424 -446 0 3 +0
Dec20 200127 28382 28382 28382 28382 -445      
Total Volume and Open Interest 301,436 101,139 -1,534
S & P 500(CME)
Mar20 200127 3260.00 3268.25 3233.50 3239.50 -54.00 2,400 34,723 +48
Jun20 200127 3239.75 3239.75 3239.75 3239.75 -54.25 0 29 +0
Sep20 200127 3239.50 3239.50 3239.50 3239.50 -55.00      
Dec20 200127 3243.00 3243.00 3243.00 3243.00 -52.25      
Total Volume and Open Interest 2,400 34,826 +48
S & P 500 E-Mini(CME)
Mar20 200127 3269.75 3269.75 3233.00 3239.50 -54.00 2,515,168 2,701,039 -30,358
Jun20 200127 3272.75 3272.75 3233.25 3239.75 -54.25 5,715 44,665 +2,933
Sep20 200127 3270.00 3270.00 3234.25 3239.50 -55.00 163 304 -52
Dec20 200127 3243.00 3243.00 3243.00 3243.00 -52.25 0 2,236 +0
Total Volume and Open Interest 2,521,046 2,748,251 -27,477
NASDAQ 100 E-Mini(CME)
Mar20 200127 9077.00 9077.00 8925.50 8954.50 -190.00 758,796 218,539 -2,661
Jun20 200127 9104.50 9104.50 8947.00 8973.25 -190.75 497 1,139 -15
Sep20 200127 9062.00 9079.75 8972.50 9003.50 -183.00 9 22 +2
Total Volume and Open Interest 759,302 219,704 -2,674
S&P Midcap 400(CME) e-Mini
Mar20 200127 2059.70 2059.70 2028.30 2035.50 -29.60 18,434 78,084 -314
Jun20 200127 2042.90 2042.90 2037.60 2042.90 -29.50 0 57 +0
Sep20 200127 2046.90 2046.90 2046.90 2046.90 -29.50      
Total Volume and Open Interest 18,434 78,141 -314
Volatility Index(CBOE)
Jan20 200122 12.75 12.85 12.28 12.62 -0.31 79,627 265,139 +215,131
Feb20 200127 16.40 17.95 16.40 17.78 +1.76 186,371 221,448 -25,098
Mar20 200127 16.60 17.35 16.50 17.33 +1.10 91,038 89,929 +4,292
Apr20 200127 16.95 17.53 16.90 17.53 +0.85 25,114 40,690 +133
Total Volume and Open Interest 331,966 423,254 -22,098
S & P 600(CME)
Mar20 200127 1004.50 1004.50 1004.50 1004.50 -12.10      
Jun20 200127 1005.10 1005.10 1005.10 1005.10 -12.20      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200127 1651.10 1655.20 1634.20 1644.20 -19.20 192,930 504,656 -691
Jun20 200127 1659.50 1659.50 1636.60 1645.70 -19.40 57 610 +0
Sep20 200127 1649.90 1649.90 1649.90 1649.90 -18.20      
Total Volume and Open Interest 192,987 505,266 -691
Nikkei 225(CME)
Mar20 200127 23395 23455 23045 23050 -605 9,497 21,089 -375
Jun20 200127 23280 23285 22925 22925 -590 1 17 +1
Total Volume and Open Interest 9,498 21,106 -374
Nikkei 225(SGX)
Mar20 200127 23810 23895 23215 23320 -480 63,983 181,538 +803
Jun20 200127 23650 23650 23095 23150 -485 6 4,593 -6
Sep20 200127 23110 23110 23110 23110 -485 0 10 +0
Total Volume and Open Interest 63,990 218,692 +796
Nikkei 225 Mini(JPX)
Mar20 200127 23780 23895 23275 23310 -490 819,846 398,495 +1,406
Jun20 200127 23605 23710 23095 23130 -480 24,530 9,550 -600
Sep20 200127 23560 23650 23045 23070 -490 135 958 +1
Total Volume and Open Interest 886,288 450,608 +2,241
Nikkei 225(JPX)
Mar20 200127 23780 23900 23280 23310 -490 50,320 241,597 -890
Jun20 200127 23650 23700 23100 23130 -480 385 18,277 +91
Sep20 200127 23450 23450 23050 23070 -490 2 2,778 +2
Total Volume and Open Interest 50,718 339,806 +301
Nikkei 225(CME) Yen
Mar20 200127 23395 23435 23030 23030 -605 36,628 57,593 +1,011
Jun20 200127 23220 23225 22850 22850 -605 0 11 +0
Sep20 200127 22795 22795 22795 22795 -585      
Total Volume and Open Interest 36,628 57,604 +1,011
Nikkei 225(CME) e-Mini Yen
Mar20 200127 23030 23030 23030 23030 -610      
Jun20 200127 22850 22850 22850 22850 -610      
Sep20 200127 22800 22800 22800 22800 -580      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Feb20 200127 5941.5 5941.5 5847.0 5859.5 -162.0 97,402 325,606 +6,816
Mar20 200127 5950.0 5950.0 5826.5 5857.0 -162.0 175 16,881 +104
Apr20 200127 5838.0 5838.0 5838.0 5838.0 -162.0      
Total Volume and Open Interest 97,577 408,496 +6,920
Hang Seng Index(HKFE)
Jan20 200124 27800 27965 27556 27922 +107 259,842 70,390 -29,094
Feb20 200124 27766 27929 27525 27880 +100 67,324 61,746 +37,065
Mar20 200124 27805 27932 27535 27898 +106 1,196 12,892 +333
Total Volume and Open Interest 328,801 151,558 +8,565
DAX(EUREX)
Mar20 200127 13410.5 13434.5 13187.0 13211.0 -353.5 111,118 112,685 +3,487
Jun20 200127 13360.0 13401.0 13219.5 13229.0 -353.5 62 1,007 +12
Sep20 200127 13213.0 13213.0 13213.0 13213.0 -353.5 5 96 +2
Total Volume and Open Interest 111,185 113,788 +3,501
Mini-DAX(EUREX)
Mar20 200127 13428.0 13435.0 13189.0 13211.0 -353.5 55,616 14,613 +859
Jun20 200127 13420.0 13440.0 13213.0 13229.0 -353.5 90 1,113 +38
Sep20 200127 13380.0 13380.0 13210.0 13213.0 -353.5 0 12 +0
Total Volume and Open Interest 55,706 15,738 +897
DJ EuroSTOXX 50(EUREX)
Mar20 200127 3726 3733 3664 3671 -96 1,224,365 3,443,304 -20,688
Jun20 200127 3653 3653 3583 3589 -96 309 83,307 -24
Sep20 200127 3575 3575 3575 3575 -96 1 32 -14
Total Volume and Open Interest 1,224,675 3,613,685 -20,726
Swiss Market Index(EUREX)
Mar20 200127 10639 10648 10547 10581 -186 37,710 188,735 -725
Jun20 200127 10451 10454 10380 10403 -186 112 12,540 +102
Sep20 200127 10371 10371 10371 10371 -186 1 90 +1
Total Volume and Open Interest 37,823 201,365 -622
FT-SE 100(EURONEXT)
Mar20 200127 7441.50 7452.50 7326.50 7346.00 -180.50 113,236 708,723 +4,017
Jun20 200127 7361.00 7361.00 7263.50 7263.50 -179.50 3 365 +0
Sep20 200127 7214.00 7214.00 7193.50 7193.50 -179.50 0 4 +0
Total Volume and Open Interest 113,239 709,097 +4,017
SPI 200(SFE)
Mar20 200124 7025.0 7062.0 6989.0 7033.0 +3.0 49,118 408,011 +1,841
Jun20 200124 7011.0 7011.0 7011.0 7011.0 +3.0 95 5,236 +93
Sep20 200124 6925.0 6925.0 6925.0 6925.0 +3.0      
Total Volume and Open Interest 49,239 414,293 +1,944
FTSE MIB(ISE)
Mar20 200127 23670.00 23965.00 23360.00 23413.00 -518.00 24,659 134,270 +2,547
Jun20 200127 23170.00 23345.00 22795.00 22808.00 -518.00 80 1,231 +41
Sep20 200127 22651.00 22651.00 22651.00 22651.00 -518.00 0 23 +0
Total Volume and Open Interest 24,739 135,524 +2,588
KOSPI 200(KFE)
Mar20 200123 301.85 306.95 301.35 302.85 -2.95 34,302 308,122 +3,097
Jun20 200123 306.90 306.90 302.65 303.10 -4.05 1,753 13,891 -300
Sep20 200123 304.00 304.60 304.00 304.00 +1.50 0 344 -1
Total Volume and Open Interest 36,960 360,458 +3,544
GSCI(CME)
Feb20 200127 397.00 399.95 396.05 397.95 -7.75 27 8,957 +2
Mar20 200127 400.30 400.30 400.30 400.30 -7.75      
Apr20 200127 399.60 399.60 399.60 399.60 -7.75      
Total Volume and Open Interest 27 8,957 +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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