|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue January 28, 2020 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar20 |
200128 |
897.50 |
898.00 |
888.50 |
895.00 |
-2.25 |
107,839 |
344,827 |
+1,949 |
May20 |
200128 |
911.50 |
911.50 |
902.50 |
909.00 |
-2.00 |
45,426 |
157,715 |
+3,396 |
Jul20 |
200128 |
924.75 |
925.50 |
916.00 |
922.25 |
-2.25 |
30,564 |
137,694 |
+445 |
Aug20 |
200128 |
928.75 |
929.50 |
921.25 |
927.00 |
-2.25 |
2,473 |
12,166 |
-13 |
Sep20 |
200128 |
929.25 |
929.25 |
920.75 |
926.50 |
-2.75 |
1,951 |
14,573 |
+218 |
Nov20 |
200128 |
933.50 |
934.25 |
925.00 |
930.50 |
-3.00 |
16,057 |
81,782 |
-1,159 |
Jan21 |
200128 |
938.75 |
939.25 |
931.00 |
935.75 |
-3.25 |
3,256 |
17,831 |
+139 |
Mar21 |
200128 |
934.25 |
934.75 |
926.75 |
931.75 |
-2.75 |
3,300 |
29,461 |
+510 |
May21 |
200128 |
932.50 |
936.50 |
930.50 |
935.00 |
-2.75 |
793 |
4,927 |
-81 |
Jul21 |
200128 |
936.25 |
942.50 |
936.00 |
940.50 |
-2.75 |
1,014 |
4,650 |
+14 |
Aug21 |
200128 |
940.25 |
940.25 |
940.25 |
940.25 |
-3.00 |
205 |
162 |
-4 |
Sep21 |
200128 |
934.50 |
934.50 |
934.50 |
934.50 |
-4.25 |
278 |
150 |
-10 |
Nov21 |
200128 |
932.00 |
932.75 |
926.25 |
931.00 |
-2.00 |
389 |
2,831 |
+106 |
Jan22 |
200128 |
937.25 |
937.25 |
937.25 |
937.25 |
-2.00 |
2 |
2 |
+2 |
Total Volume and Open Interest |
213,547 |
808,786 |
+5,512 |
Soybean Meal(CBOT) |
Mar20 |
200128 |
297.80 |
299.40 |
296.40 |
297.60 |
-0.20 |
59,036 |
212,905 |
+451 |
May20 |
200128 |
302.00 |
303.70 |
300.80 |
301.90 |
-0.40 |
30,589 |
115,463 |
+989 |
Jul20 |
200128 |
306.50 |
307.80 |
305.10 |
306.20 |
-0.30 |
16,760 |
70,552 |
-247 |
Aug20 |
200128 |
308.00 |
309.30 |
306.60 |
307.60 |
-0.60 |
2,626 |
12,754 |
+0 |
Sep20 |
200128 |
309.50 |
310.40 |
307.80 |
308.70 |
-0.80 |
1,292 |
12,270 |
+218 |
Oct20 |
200128 |
310.10 |
311.00 |
308.20 |
309.30 |
-0.90 |
1,247 |
10,506 |
+40 |
Dec20 |
200128 |
312.80 |
314.00 |
311.10 |
312.30 |
-0.80 |
5,149 |
35,973 |
+541 |
Jan21 |
200128 |
313.30 |
314.00 |
311.70 |
312.60 |
-0.90 |
673 |
2,862 |
+223 |
Mar21 |
200128 |
311.80 |
312.40 |
309.60 |
310.80 |
-1.00 |
913 |
8,487 |
+230 |
May21 |
200128 |
312.90 |
313.40 |
309.80 |
311.70 |
-0.70 |
243 |
1,609 |
-85 |
Total Volume and Open Interest |
119,500 |
485,923 |
+2,046 |
Soybean Oil(CBOT) |
Mar20 |
200128 |
31.59 |
31.63 |
30.56 |
31.46 |
-0.06 |
79,791 |
212,697 |
-2,945 |
May20 |
200128 |
31.95 |
31.97 |
30.93 |
31.83 |
-0.05 |
42,345 |
125,151 |
+3,650 |
Jul20 |
200128 |
32.32 |
32.33 |
31.31 |
32.21 |
-0.04 |
24,071 |
102,866 |
-593 |
Aug20 |
200128 |
32.39 |
32.41 |
31.42 |
32.30 |
-0.05 |
4,862 |
18,797 |
+221 |
Sep20 |
200128 |
32.47 |
32.48 |
31.52 |
32.37 |
-0.05 |
2,169 |
12,262 |
-289 |
Oct20 |
200128 |
32.10 |
32.51 |
31.56 |
32.41 |
-0.04 |
1,454 |
11,339 |
+156 |
Dec20 |
200128 |
32.74 |
32.74 |
31.75 |
32.63 |
-0.02 |
6,737 |
51,702 |
+943 |
Jan21 |
200128 |
32.82 |
32.87 |
31.92 |
32.78 |
-0.02 |
873 |
6,955 |
+269 |
Mar21 |
200128 |
32.86 |
32.91 |
31.97 |
32.81 |
-0.03 |
888 |
6,283 |
+169 |
May21 |
200128 |
32.92 |
32.92 |
32.02 |
32.85 |
-0.03 |
316 |
1,587 |
-140 |
Total Volume and Open Interest |
164,003 |
551,327 |
+1,443 |
Canola(WCE) |
Mar20 |
200128 |
461.4 |
463.5 |
456.2 |
461.8 |
+0.3 |
16,576 |
74,323 |
+1,068 |
May20 |
200128 |
470.6 |
472.5 |
465.3 |
471.0 |
+0.4 |
10,142 |
52,605 |
+311 |
Jul20 |
200128 |
476.9 |
479.4 |
471.7 |
477.9 |
+1.0 |
5,489 |
22,415 |
-428 |
Nov20 |
200128 |
484.5 |
487.9 |
479.6 |
486.6 |
+2.3 |
3,056 |
37,137 |
+229 |
Jan21 |
200128 |
489.9 |
493.8 |
485.7 |
492.5 |
+2.2 |
184 |
2,373 |
+21 |
Total Volume and Open Interest |
35,462 |
189,798 |
+1,206 |
Corn(CBOT) |
Mar20 |
200128 |
382.50 |
387.00 |
378.50 |
386.50 |
+6.00 |
264,471 |
665,231 |
-12,054 |
May20 |
200128 |
388.50 |
392.25 |
384.50 |
392.00 |
+5.25 |
79,888 |
245,247 |
+3,393 |
Jul20 |
200128 |
394.00 |
397.50 |
390.50 |
397.25 |
+5.00 |
65,309 |
261,530 |
+1,589 |
Sep20 |
200128 |
393.00 |
394.75 |
390.25 |
394.50 |
+2.75 |
16,997 |
127,597 |
+1,950 |
Dec20 |
200128 |
397.00 |
397.75 |
393.75 |
397.50 |
+2.25 |
25,726 |
203,019 |
-1,051 |
Mar21 |
200128 |
406.25 |
407.25 |
403.25 |
407.25 |
+2.25 |
1,446 |
13,741 |
-1 |
May21 |
200128 |
410.00 |
411.25 |
407.75 |
411.25 |
+2.00 |
482 |
2,905 |
+39 |
Jul21 |
200128 |
412.00 |
414.00 |
410.75 |
413.75 |
+2.00 |
660 |
8,998 |
-2 |
Sep21 |
200128 |
405.00 |
405.50 |
405.00 |
405.50 |
+1.50 |
142 |
995 |
+30 |
Dec21 |
200128 |
404.50 |
406.25 |
403.00 |
406.25 |
+1.50 |
651 |
11,352 |
+215 |
Total Volume and Open Interest |
455,798 |
1,541,247 |
-5,883 |
Wheat(CBOT) |
Mar20 |
200128 |
573.00 |
576.50 |
565.50 |
569.75 |
-2.50 |
78,994 |
208,861 |
-1,563 |
May20 |
200128 |
572.00 |
575.00 |
564.50 |
568.50 |
-2.75 |
32,110 |
87,227 |
+53 |
Jul20 |
200128 |
571.50 |
573.50 |
563.50 |
567.25 |
-3.50 |
25,922 |
107,964 |
-712 |
Sep20 |
200128 |
577.00 |
579.00 |
569.00 |
573.00 |
-3.50 |
9,608 |
43,461 |
+1,304 |
Dec20 |
200128 |
584.75 |
586.75 |
577.25 |
581.25 |
-3.50 |
7,174 |
38,597 |
+1,430 |
Mar21 |
200128 |
591.25 |
593.75 |
584.50 |
588.25 |
-3.75 |
594 |
9,567 |
+50 |
Total Volume and Open Interest |
154,727 |
500,552 |
+514 |
Wheat(KCBT) |
Mar20 |
200128 |
486.75 |
490.25 |
480.00 |
482.00 |
-4.50 |
24,362 |
137,347 |
-269 |
May20 |
200128 |
494.50 |
497.50 |
487.75 |
489.25 |
-5.00 |
7,326 |
62,865 |
+1,265 |
Jul20 |
200128 |
501.50 |
504.75 |
494.75 |
496.75 |
-4.75 |
5,619 |
56,861 |
+564 |
Sep20 |
200128 |
508.75 |
512.50 |
502.50 |
504.75 |
-4.25 |
3,580 |
19,860 |
+387 |
Dec20 |
200128 |
521.25 |
522.00 |
512.75 |
515.25 |
-4.25 |
1,863 |
20,976 |
+1,172 |
Mar21 |
200128 |
525.00 |
531.75 |
523.25 |
525.25 |
-4.25 |
18 |
1,858 |
+3 |
May21 |
200128 |
528.00 |
534.25 |
525.50 |
527.00 |
-4.25 |
19 |
298 |
-2 |
Total Volume and Open Interest |
42,806 |
300,306 |
+3,125 |
Wheat(MGE) |
Mar20 |
200128 |
545.75 |
549.25 |
540.75 |
542.25 |
-5.00 |
5,223 |
30,925 |
-436 |
May20 |
200128 |
556.50 |
558.00 |
550.50 |
551.50 |
-5.25 |
2,247 |
17,447 |
+530 |
Jul20 |
200128 |
563.75 |
565.50 |
558.25 |
559.75 |
-4.50 |
560 |
7,904 |
+179 |
Sep20 |
200128 |
571.00 |
573.25 |
567.50 |
568.75 |
-4.50 |
203 |
6,434 |
+212 |
Dec20 |
200128 |
585.00 |
585.00 |
579.25 |
579.75 |
-4.25 |
100 |
3,408 |
+12 |
Mar21 |
200128 |
591.00 |
594.00 |
591.00 |
591.00 |
-4.00 |
3 |
1,013 |
-1 |
Total Volume and Open Interest |
8,336 |
67,169 |
+496 |
Oats(CBOT) |
Mar20 |
200128 |
302.50 |
312.00 |
299.75 |
307.00 |
+6.50 |
513 |
3,977 |
-40 |
May20 |
200128 |
296.25 |
305.00 |
296.25 |
301.75 |
+6.50 |
76 |
896 |
+51 |
Jul20 |
200128 |
290.00 |
294.25 |
290.00 |
292.50 |
+6.00 |
25 |
257 |
+18 |
Sep20 |
200128 |
275.25 |
275.25 |
275.25 |
275.25 |
+7.25 |
7 |
94 |
+6 |
Total Volume and Open Interest |
632 |
5,368 |
+44 |
Rough Rice(CBOT) |
Mar20 |
200128 |
13.47 |
13.60 |
13.40 |
13.59 |
+0.11 |
407 |
10,529 |
+48 |
May20 |
200128 |
13.55 |
13.69 |
13.53 |
13.69 |
+0.13 |
70 |
943 |
+20 |
Jul20 |
200128 |
13.40 |
13.49 |
13.40 |
13.49 |
+0.08 |
9 |
285 |
+4 |
Sep20 |
200128 |
12.20 |
12.20 |
12.20 |
12.20 |
+0.01 |
14 |
636 |
+9 |
Total Volume and Open Interest |
500 |
12,393 |
+81 |
Live Cattle(CME) |
Feb20 |
200128 |
122.400 |
123.100 |
122.100 |
122.150 |
-0.100 |
19,444 |
44,930 |
-7,613 |
Apr20 |
200128 |
121.285 |
121.850 |
120.635 |
120.700 |
-0.600 |
32,004 |
160,980 |
-1,546 |
Jun20 |
200128 |
113.150 |
113.730 |
112.400 |
112.480 |
-0.555 |
20,998 |
103,101 |
-979 |
Aug20 |
200128 |
110.850 |
111.430 |
110.250 |
110.300 |
-0.450 |
10,258 |
43,215 |
-466 |
Oct20 |
200128 |
113.635 |
114.135 |
113.035 |
113.080 |
-0.400 |
5,136 |
18,077 |
-325 |
Dec20 |
200128 |
117.600 |
118.000 |
116.980 |
117.035 |
-0.350 |
3,868 |
7,668 |
-27 |
Total Volume and Open Interest |
92,260 |
381,563 |
-10,909 |
Feeder Cattle(CME) |
Jan20 |
200128 |
141.785 |
142.400 |
141.785 |
142.050 |
+0.150 |
829 |
1,593 |
-188 |
Mar20 |
200128 |
135.325 |
136.630 |
134.985 |
135.400 |
+0.215 |
8,202 |
23,209 |
-185 |
Apr20 |
200128 |
138.080 |
139.400 |
137.550 |
137.785 |
-0.215 |
4,460 |
8,143 |
-92 |
May20 |
200128 |
140.500 |
141.750 |
139.880 |
140.050 |
-0.280 |
3,885 |
9,730 |
+231 |
Aug20 |
200128 |
148.000 |
148.700 |
146.935 |
147.035 |
-0.500 |
2,215 |
7,267 |
+351 |
Sep20 |
200128 |
149.235 |
150.000 |
148.380 |
148.600 |
-0.230 |
467 |
2,522 |
+33 |
Oct20 |
200128 |
149.800 |
150.535 |
149.100 |
149.200 |
-0.300 |
172 |
736 |
+7 |
Total Volume and Open Interest |
20,263 |
53,529 |
+161 |
Lean Hogs(CME) |
Feb20 |
200128 |
66.500 |
67.050 |
66.150 |
66.225 |
+0.275 |
17,009 |
34,784 |
-5,942 |
Apr20 |
200128 |
71.100 |
72.400 |
70.885 |
71.300 |
+0.850 |
30,483 |
117,129 |
+2,108 |
May20 |
200128 |
77.500 |
78.330 |
77.500 |
77.650 |
+0.670 |
461 |
1,593 |
-48 |
Jun20 |
200128 |
84.100 |
84.950 |
83.930 |
83.980 |
+0.480 |
9,885 |
49,829 |
+492 |
Jul20 |
200128 |
85.200 |
85.700 |
84.580 |
84.650 |
+0.115 |
3,467 |
22,800 |
+26 |
Aug20 |
200128 |
84.050 |
84.785 |
83.750 |
83.830 |
+0.100 |
5,368 |
30,807 |
-155 |
Oct20 |
200128 |
72.000 |
72.730 |
72.000 |
72.150 |
+0.550 |
2,871 |
25,240 |
+459 |
Dec20 |
200128 |
65.635 |
66.225 |
65.600 |
65.700 |
+0.475 |
1,205 |
13,733 |
+269 |
Total Volume and Open Interest |
71,178 |
300,310 |
-2,667 |
Class III Milk(CME) |
Jan20 |
200128 |
17.03 |
17.05 |
17.02 |
17.04 |
unch |
32 |
2,555 |
+0 |
Feb20 |
200128 |
17.21 |
17.50 |
17.21 |
17.39 |
+0.06 |
662 |
2,993 |
-69 |
Mar20 |
200128 |
17.68 |
17.83 |
17.50 |
17.73 |
+0.05 |
456 |
3,036 |
+58 |
Apr20 |
200128 |
17.41 |
17.62 |
17.37 |
17.59 |
+0.07 |
239 |
1,904 |
+25 |
May20 |
200128 |
17.36 |
17.51 |
17.30 |
17.49 |
+0.07 |
73 |
1,625 |
+9 |
Jun20 |
200128 |
17.45 |
17.57 |
17.36 |
17.53 |
+0.03 |
52 |
1,584 |
+19 |
Jul20 |
200128 |
17.65 |
17.72 |
17.59 |
17.72 |
+0.05 |
25 |
809 |
+10 |
Aug20 |
200128 |
17.65 |
17.79 |
17.65 |
17.76 |
-0.03 |
18 |
754 |
+2 |
Sep20 |
200128 |
17.77 |
17.90 |
17.77 |
17.85 |
-0.05 |
50 |
867 |
+6 |
Oct20 |
200128 |
17.79 |
17.88 |
17.79 |
17.87 |
unch |
51 |
667 |
+31 |
Nov20 |
200128 |
17.77 |
17.81 |
17.71 |
17.81 |
-0.02 |
35 |
662 |
+25 |
Dec20 |
200128 |
17.60 |
17.60 |
17.45 |
17.55 |
-0.09 |
30 |
737 |
+10 |
Jan21 |
200128 |
17.26 |
17.26 |
17.25 |
17.26 |
unch |
26 |
281 |
+20 |
Total Volume and Open Interest |
1,749 |
18,878 |
+146 |
Cocoa(ICE) |
Mar20 |
200128 |
2739 |
2767 |
2680 |
2703 |
-31 |
23,341 |
101,779 |
-253 |
May20 |
200128 |
2763 |
2789 |
2708 |
2730 |
-29 |
13,595 |
76,888 |
+1,602 |
Jul20 |
200128 |
2765 |
2792 |
2712 |
2735 |
-29 |
4,748 |
51,810 |
+507 |
Sep20 |
200128 |
2734 |
2761 |
2685 |
2708 |
-25 |
1,339 |
42,498 |
+220 |
Dec20 |
200128 |
2635 |
2662 |
2599 |
2617 |
-21 |
1,093 |
42,135 |
+215 |
Mar21 |
200128 |
2565 |
2589 |
2532 |
2546 |
-20 |
303 |
18,094 |
+83 |
May21 |
200128 |
2558 |
2564 |
2515 |
2520 |
-19 |
116 |
6,527 |
-2 |
Total Volume and Open Interest |
44,671 |
342,584 |
+2,400 |
Coffee "C"(ICE) |
Mar20 |
200128 |
106.40 |
106.80 |
104.90 |
105.05 |
-1.55 |
25,500 |
93,453 |
-476 |
May20 |
200128 |
108.80 |
109.05 |
107.15 |
107.30 |
-1.55 |
12,090 |
61,292 |
+3,454 |
Jul20 |
200128 |
111.05 |
111.30 |
109.45 |
109.55 |
-1.60 |
5,721 |
49,306 |
+548 |
Sep20 |
200128 |
113.05 |
113.35 |
111.50 |
111.65 |
-1.55 |
3,047 |
33,524 |
+62 |
Dec20 |
200128 |
115.75 |
116.05 |
114.30 |
114.40 |
-1.45 |
2,380 |
22,856 |
+250 |
Mar21 |
200128 |
118.15 |
118.80 |
117.15 |
117.15 |
-1.30 |
2,521 |
9,441 |
+641 |
Total Volume and Open Interest |
52,441 |
288,771 |
+4,853 |
Orange Juice(ICE) |
Mar20 |
200128 |
95.60 |
96.80 |
95.50 |
96.35 |
+1.00 |
491 |
15,898 |
+5 |
May20 |
200128 |
99.30 |
99.85 |
99.15 |
99.50 |
+0.85 |
82 |
2,196 |
-3 |
Jul20 |
200128 |
102.90 |
103.30 |
102.85 |
103.00 |
+0.70 |
49 |
1,000 |
+27 |
Sep20 |
200128 |
106.40 |
106.55 |
106.20 |
106.55 |
+0.70 |
9 |
424 |
-1 |
Nov20 |
200128 |
110.00 |
110.10 |
110.00 |
110.10 |
+0.70 |
12 |
275 |
-7 |
Jan21 |
200128 |
113.40 |
113.40 |
113.40 |
113.40 |
+0.50 |
9 |
210 |
+9 |
Total Volume and Open Interest |
652 |
20,003 |
+30 |
Sugar #11(ICE) |
Mar20 |
200128 |
14.19 |
14.75 |
14.05 |
14.54 |
+0.33 |
87,809 |
396,936 |
-5,273 |
May20 |
200128 |
14.11 |
14.57 |
13.98 |
14.40 |
+0.27 |
54,663 |
268,122 |
+1,140 |
Jul20 |
200128 |
14.09 |
14.50 |
13.98 |
14.36 |
+0.24 |
43,712 |
184,427 |
-139 |
Oct20 |
200128 |
14.25 |
14.57 |
14.14 |
14.47 |
+0.19 |
23,920 |
153,213 |
+5,100 |
Mar21 |
200128 |
14.66 |
14.90 |
14.56 |
14.85 |
+0.14 |
11,944 |
81,981 |
+1,782 |
May21 |
200128 |
14.38 |
14.57 |
14.29 |
14.54 |
+0.11 |
2,757 |
16,039 |
+215 |
Jul21 |
200128 |
14.12 |
14.28 |
14.05 |
14.25 |
+0.07 |
2,761 |
20,517 |
+714 |
Oct21 |
200128 |
14.09 |
14.23 |
14.05 |
14.20 |
+0.03 |
2,178 |
22,380 |
+890 |
Total Volume and Open Interest |
231,581 |
1,159,647 |
+4,834 |
London Cocoa(LCE) |
Mar20 |
200128 |
1957 |
1978 |
1937 |
1939 |
-16 |
7,908 |
77,252 |
-459 |
May20 |
200128 |
1959 |
1981 |
1949 |
1951 |
-8 |
7,746 |
59,371 |
-400 |
Jul20 |
200128 |
1953 |
1973 |
1945 |
1949 |
-8 |
3,110 |
40,293 |
-65 |
Sep20 |
200128 |
1933 |
1945 |
1920 |
1923 |
-7 |
1,833 |
39,510 |
-112 |
Dec20 |
200128 |
1822 |
1831 |
1810 |
1813 |
-8 |
1,285 |
57,224 |
+132 |
Mar21 |
200128 |
1776 |
1779 |
1758 |
1762 |
-10 |
1,286 |
27,352 |
+275 |
May21 |
200128 |
1767 |
1767 |
1753 |
1753 |
-9 |
61 |
6,333 |
-52 |
Total Volume and Open Interest |
23,318 |
315,354 |
-745 |
London Sugar(LCE) |
Mar20 |
200128 |
396.30 |
406.70 |
395.20 |
405.40 |
+10.10 |
6,340 |
34,026 |
-824 |
May20 |
200128 |
392.50 |
400.50 |
389.50 |
398.70 |
+7.30 |
8,210 |
46,883 |
+1,219 |
Aug20 |
200128 |
389.00 |
396.30 |
386.30 |
394.50 |
+6.00 |
4,771 |
20,468 |
-243 |
Oct20 |
200128 |
388.10 |
392.70 |
385.00 |
391.50 |
+5.20 |
1,212 |
6,604 |
+406 |
Dec20 |
200128 |
390.30 |
394.20 |
386.90 |
393.10 |
+5.00 |
682 |
4,524 |
+163 |
Total Volume and Open Interest |
21,419 |
115,335 |
+855 |
Cotton(ICE) |
Mar20 |
200128 |
69.03 |
70.60 |
69.02 |
70.36 |
+0.85 |
29,857 |
121,863 |
-80 |
May20 |
200128 |
69.02 |
71.16 |
69.02 |
70.92 |
+0.98 |
17,375 |
66,709 |
+2,257 |
Jul20 |
200128 |
70.31 |
71.88 |
70.31 |
71.64 |
+0.96 |
5,300 |
39,512 |
-808 |
Oct20 |
200128 |
70.24 |
70.24 |
70.24 |
70.24 |
+0.56 |
8 |
52 |
+0 |
Dec20 |
200128 |
69.90 |
70.95 |
69.81 |
70.65 |
+0.55 |
1,611 |
32,143 |
-22 |
Mar21 |
200128 |
70.42 |
71.23 |
70.42 |
70.95 |
+0.53 |
152 |
2,543 |
-25 |
Total Volume and Open Interest |
54,497 |
264,676 |
+1,377 |
Lumber(CME) |
Mar20 |
200128 |
420.0 |
429.2 |
419.5 |
427.1 |
+6.3 |
520 |
2,225 |
-39 |
May20 |
200128 |
420.0 |
428.8 |
420.0 |
426.9 |
+6.5 |
153 |
601 |
-1 |
Jul20 |
200128 |
420.9 |
422.8 |
420.9 |
422.8 |
+6.4 |
39 |
273 |
+14 |
Sep20 |
200128 |
412.3 |
414.2 |
412.3 |
414.2 |
+3.0 |
2 |
102 |
+0 |
Nov20 |
200128 |
409.2 |
409.2 |
409.2 |
409.2 |
+3.0 |
0 |
6 |
+0 |
Jan21 |
200128 |
407.7 |
407.7 |
407.7 |
407.7 |
+3.0 |
|
|
|
Mar21 |
200128 |
406.2 |
406.2 |
406.2 |
406.2 |
+3.0 |
|
|
|
Total Volume and Open Interest |
714 |
3,207 |
-26 |
Crude Oil(NYM) |
Mar20 |
200128 |
52.77 |
54.06 |
52.68 |
53.48 |
+0.34 |
712,880 |
482,572 |
-4,915 |
Apr20 |
200128 |
52.72 |
54.08 |
52.72 |
53.52 |
+0.34 |
101,530 |
158,907 |
+470 |
May20 |
200128 |
52.79 |
54.02 |
52.72 |
53.48 |
+0.35 |
62,011 |
138,081 |
-1,801 |
Jun20 |
200128 |
52.64 |
53.85 |
52.60 |
53.33 |
+0.36 |
77,929 |
222,817 |
-2,165 |
Jul20 |
200128 |
52.46 |
53.50 |
52.42 |
53.08 |
+0.35 |
33,218 |
99,423 |
+3,735 |
Aug20 |
200128 |
52.21 |
53.21 |
52.14 |
52.78 |
+0.34 |
17,712 |
67,255 |
+2,204 |
Sep20 |
200128 |
52.02 |
52.87 |
51.85 |
52.45 |
+0.34 |
24,550 |
107,509 |
-1,380 |
Oct20 |
200128 |
51.84 |
52.52 |
51.65 |
52.12 |
+0.32 |
6,913 |
62,750 |
+1,588 |
Nov20 |
200128 |
51.23 |
52.26 |
51.23 |
51.83 |
+0.30 |
5,524 |
61,722 |
-1,475 |
Dec20 |
200128 |
50.98 |
52.00 |
50.98 |
51.58 |
+0.31 |
60,645 |
273,397 |
+960 |
Jan21 |
200128 |
50.82 |
51.67 |
50.82 |
51.33 |
+0.28 |
3,242 |
48,728 |
+6 |
Feb21 |
200128 |
50.73 |
51.30 |
50.73 |
51.11 |
+0.27 |
2,909 |
27,785 |
-183 |
Mar21 |
200128 |
51.00 |
51.00 |
50.79 |
50.93 |
+0.27 |
4,677 |
42,021 |
+302 |
Apr21 |
200128 |
50.78 |
50.78 |
50.78 |
50.78 |
+0.27 |
573 |
16,435 |
+30 |
May21 |
200128 |
50.66 |
50.66 |
50.66 |
50.66 |
+0.26 |
1,340 |
15,913 |
+380 |
Jun21 |
200128 |
50.21 |
50.99 |
50.13 |
50.56 |
+0.25 |
14,290 |
62,025 |
+1,553 |
Total Volume and Open Interest |
1,164,088 |
2,175,874 |
+1,853 |
e-miNY Crude Oil(NYM) |
Mar20 |
200128 |
52.800 |
54.050 |
52.675 |
53.475 |
+0.325 |
24,364 |
3,613 |
+22 |
Apr20 |
200128 |
52.925 |
54.050 |
52.750 |
53.525 |
+0.350 |
833 |
564 |
+70 |
May20 |
200128 |
52.750 |
53.950 |
52.750 |
53.475 |
+0.350 |
51 |
316 |
+4 |
Jun20 |
200128 |
52.950 |
53.725 |
52.675 |
53.325 |
+0.350 |
75 |
172 |
+18 |
Jul20 |
200128 |
52.650 |
53.250 |
52.600 |
53.075 |
+0.350 |
34 |
31 |
+1 |
Aug20 |
200128 |
52.775 |
52.850 |
52.350 |
52.775 |
+0.325 |
2 |
75 |
+0 |
Sep20 |
200128 |
52.400 |
52.800 |
52.350 |
52.450 |
+0.350 |
2 |
64 |
+1 |
Oct20 |
200128 |
52.125 |
52.150 |
51.725 |
52.125 |
+0.325 |
20 |
19 |
+1 |
Nov20 |
200128 |
51.500 |
52.050 |
51.500 |
51.825 |
+0.300 |
4 |
35 |
+0 |
Dec20 |
200128 |
51.050 |
52.000 |
51.050 |
51.575 |
+0.300 |
201 |
117 |
-16 |
Total Volume and Open Interest |
25,590 |
5,077 |
+105 |
NY Harbor ULSD(NYM) |
Feb20 |
200128 |
167.03 |
173.00 |
165.78 |
171.59 |
+3.64 |
26,865 |
22,568 |
-7,745 |
Mar20 |
200128 |
167.40 |
173.03 |
166.00 |
171.62 |
+3.33 |
109,265 |
126,500 |
+565 |
Apr20 |
200128 |
167.80 |
173.07 |
166.34 |
171.72 |
+3.13 |
50,223 |
55,922 |
-531 |
May20 |
200128 |
168.00 |
173.19 |
166.83 |
171.88 |
+2.88 |
33,816 |
42,404 |
-320 |
Jun20 |
200128 |
168.57 |
173.32 |
167.35 |
172.09 |
+2.65 |
37,905 |
48,782 |
+2,829 |
Jul20 |
200128 |
169.38 |
173.50 |
167.86 |
172.32 |
+2.41 |
12,366 |
20,327 |
-21 |
Aug20 |
200128 |
169.67 |
173.85 |
168.54 |
172.64 |
+2.22 |
7,366 |
13,949 |
+780 |
Sep20 |
200128 |
170.45 |
174.45 |
169.24 |
173.12 |
+2.07 |
4,825 |
11,132 |
-310 |
Oct20 |
200128 |
172.45 |
174.94 |
171.41 |
173.58 |
+1.95 |
2,376 |
5,899 |
+176 |
Nov20 |
200128 |
172.74 |
175.26 |
171.92 |
173.95 |
+1.80 |
1,907 |
5,588 |
+146 |
Dec20 |
200128 |
171.83 |
175.51 |
171.08 |
174.25 |
+1.69 |
16,715 |
25,352 |
+2,060 |
Jan21 |
200128 |
172.41 |
175.76 |
172.41 |
174.64 |
+1.59 |
1,841 |
6,725 |
+196 |
Feb21 |
200128 |
174.49 |
175.96 |
172.99 |
174.63 |
+1.51 |
828 |
1,595 |
+36 |
Mar21 |
200128 |
174.00 |
175.25 |
172.61 |
174.01 |
+1.44 |
473 |
1,173 |
+19 |
Total Volume and Open Interest |
310,457 |
404,713 |
-503 |
RBOB Gasoline(NYM) |
Feb20 |
200128 |
147.35 |
151.99 |
146.19 |
150.32 |
+1.92 |
31,327 |
30,732 |
-11,460 |
Mar20 |
200128 |
148.15 |
153.00 |
147.15 |
151.43 |
+2.13 |
107,219 |
155,023 |
-4,716 |
Apr20 |
200128 |
166.11 |
170.87 |
165.34 |
169.28 |
+1.80 |
47,040 |
69,941 |
-1,123 |
May20 |
200128 |
167.79 |
171.30 |
166.19 |
169.73 |
+1.65 |
21,499 |
45,784 |
-572 |
Jun20 |
200128 |
167.25 |
170.51 |
165.75 |
169.00 |
+1.53 |
24,066 |
40,612 |
-1,416 |
Jul20 |
200128 |
165.77 |
168.83 |
164.42 |
167.32 |
+1.36 |
6,909 |
22,452 |
+518 |
Aug20 |
200128 |
164.35 |
166.15 |
163.36 |
164.86 |
+1.19 |
3,128 |
7,143 |
+417 |
Sep20 |
200128 |
160.14 |
162.85 |
159.37 |
161.57 |
+1.05 |
3,522 |
13,689 |
+120 |
Oct20 |
200128 |
147.50 |
149.25 |
146.67 |
147.89 |
+0.83 |
2,109 |
5,600 |
+126 |
Nov20 |
200128 |
142.85 |
145.60 |
142.85 |
144.19 |
+0.80 |
1,554 |
2,777 |
+82 |
Total Volume and Open Interest |
253,606 |
417,191 |
-17,934 |
e-miNY RBOB Gasoline(NYM) |
Feb20 |
200128 |
148.40 |
150.32 |
148.40 |
150.32 |
+1.92 |
0 |
1 |
+0 |
Mar20 |
200128 |
151.43 |
151.43 |
151.43 |
151.43 |
+2.13 |
|
|
|
Apr20 |
200128 |
169.28 |
169.28 |
169.28 |
169.28 |
+1.80 |
|
|
|
May20 |
200128 |
169.73 |
169.73 |
169.73 |
169.73 |
+1.65 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Feb20 |
200128 |
1.902 |
1.952 |
1.883 |
1.934 |
+0.032 |
72,170 |
22,835 |
-11,030 |
Mar20 |
200128 |
1.878 |
1.927 |
1.860 |
1.908 |
+0.030 |
189,259 |
588,924 |
-4,356 |
Apr20 |
200128 |
1.916 |
1.961 |
1.899 |
1.945 |
+0.030 |
70,873 |
187,466 |
+2,123 |
May20 |
200128 |
1.973 |
2.020 |
1.961 |
2.006 |
+0.029 |
52,814 |
145,193 |
+2,174 |
Jun20 |
200128 |
2.045 |
2.086 |
2.031 |
2.073 |
+0.028 |
23,092 |
69,720 |
-1,419 |
Jul20 |
200128 |
2.111 |
2.151 |
2.100 |
2.139 |
+0.025 |
24,120 |
66,305 |
+3,197 |
Aug20 |
200128 |
2.141 |
2.175 |
2.125 |
2.162 |
+0.023 |
14,501 |
35,272 |
-502 |
Sep20 |
200128 |
2.136 |
2.165 |
2.119 |
2.155 |
+0.022 |
9,113 |
50,937 |
+724 |
Oct20 |
200128 |
2.165 |
2.195 |
2.149 |
2.182 |
+0.018 |
26,745 |
87,672 |
-1,753 |
Nov20 |
200128 |
2.276 |
2.294 |
2.261 |
2.283 |
+0.014 |
3,597 |
25,465 |
-240 |
Dec20 |
200128 |
2.469 |
2.479 |
2.450 |
2.470 |
+0.010 |
4,093 |
28,825 |
-157 |
Jan21 |
200128 |
2.568 |
2.586 |
2.555 |
2.578 |
+0.011 |
9,979 |
42,704 |
-259 |
Feb21 |
200128 |
2.529 |
2.550 |
2.524 |
2.542 |
+0.010 |
2,485 |
14,544 |
+249 |
Mar21 |
200128 |
2.440 |
2.452 |
2.429 |
2.446 |
+0.013 |
3,159 |
21,156 |
+722 |
Apr21 |
200128 |
2.219 |
2.233 |
2.215 |
2.226 |
+0.009 |
4,783 |
24,123 |
+225 |
May21 |
200128 |
2.205 |
2.215 |
2.202 |
2.210 |
+0.012 |
2,098 |
9,856 |
-184 |
Total Volume and Open Interest |
515,606 |
1,479,863 |
-10,502 |
Brent Crude Oil(ICE) |
Mar20 |
200128 |
59.03 |
60.12 |
58.50 |
59.51 |
+0.19 |
259,770 |
174,645 |
-11,011 |
Apr20 |
200128 |
58.24 |
59.39 |
57.90 |
58.81 |
+0.23 |
281,844 |
553,956 |
+8,027 |
May20 |
200128 |
57.76 |
58.85 |
57.48 |
58.26 |
+0.26 |
136,016 |
196,176 |
-5,187 |
Jun20 |
200128 |
57.26 |
58.37 |
57.11 |
57.79 |
+0.28 |
158,851 |
296,154 |
+3,876 |
Jul20 |
200128 |
56.86 |
57.87 |
56.60 |
57.28 |
+0.29 |
61,601 |
161,218 |
+2,787 |
Aug20 |
200128 |
56.42 |
57.48 |
56.26 |
56.91 |
+0.29 |
36,505 |
122,267 |
-185 |
Sep20 |
200128 |
56.11 |
57.19 |
56.01 |
56.63 |
+0.30 |
40,623 |
144,781 |
-1,023 |
Oct20 |
200128 |
55.92 |
56.86 |
55.74 |
56.33 |
+0.31 |
20,706 |
97,020 |
-797 |
Nov20 |
200128 |
55.76 |
56.61 |
55.60 |
56.10 |
+0.31 |
7,325 |
56,122 |
+1,154 |
Dec20 |
200128 |
55.47 |
56.37 |
55.29 |
55.87 |
+0.30 |
104,017 |
257,689 |
+4,733 |
Jan21 |
200128 |
55.37 |
55.88 |
54.87 |
55.69 |
+0.28 |
5,071 |
46,577 |
+1,505 |
Feb21 |
200128 |
55.72 |
55.72 |
55.55 |
55.55 |
+0.27 |
3,311 |
39,616 |
+981 |
Mar21 |
200128 |
55.65 |
55.65 |
55.43 |
55.43 |
+0.26 |
3,479 |
30,369 |
-336 |
Apr21 |
200128 |
55.32 |
55.32 |
55.32 |
55.32 |
+0.24 |
1,434 |
16,674 |
+349 |
Total Volume and Open Interest |
1,184,191 |
2,616,258 |
+10,867 |
Gas Oil(ICE) |
Feb20 |
200128 |
509.50 |
529.75 |
505.50 |
525.00 |
+13.50 |
76,137 |
103,467 |
-13,539 |
Mar20 |
200128 |
511.75 |
530.50 |
507.50 |
526.25 |
+12.50 |
168,936 |
184,135 |
-4,868 |
Apr20 |
200128 |
512.75 |
530.25 |
508.25 |
526.00 |
+11.50 |
114,099 |
99,630 |
-6,507 |
May20 |
200128 |
513.00 |
528.75 |
508.25 |
525.00 |
+11.25 |
59,671 |
80,192 |
-3,442 |
Jun20 |
200128 |
512.25 |
527.50 |
507.75 |
523.75 |
+10.50 |
101,342 |
126,344 |
-4,157 |
Jul20 |
200128 |
514.00 |
527.25 |
509.00 |
523.75 |
+9.75 |
22,638 |
43,349 |
+767 |
Aug20 |
200128 |
514.25 |
526.75 |
510.75 |
524.50 |
+9.50 |
14,585 |
26,501 |
+635 |
Sep20 |
200128 |
515.00 |
527.75 |
511.75 |
525.50 |
+9.50 |
22,021 |
30,709 |
+2,245 |
Oct20 |
200128 |
516.50 |
530.00 |
513.50 |
526.75 |
+9.25 |
12,336 |
25,902 |
+2,182 |
Nov20 |
200128 |
515.75 |
529.00 |
513.25 |
526.00 |
+9.25 |
4,743 |
15,124 |
+550 |
Total Volume and Open Interest |
663,807 |
885,413 |
-21,784 |
Ethanol(CBOT) |
Feb20 |
200128 |
1.299 |
1.324 |
1.290 |
1.314 |
+0.010 |
9 |
154 |
-8 |
Mar20 |
200128 |
1.324 |
1.356 |
1.323 |
1.347 |
+0.026 |
35 |
415 |
+21 |
Apr20 |
200128 |
1.341 |
1.367 |
1.341 |
1.367 |
+0.026 |
0 |
46 |
+0 |
May20 |
200128 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.026 |
0 |
10 |
+0 |
Jun20 |
200128 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.026 |
|
|
|
Jul20 |
200128 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.026 |
|
|
|
Aug20 |
200128 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.026 |
|
|
|
Sep20 |
200128 |
1.383 |
1.383 |
1.383 |
1.383 |
+0.026 |
|
|
|
Total Volume and Open Interest |
44 |
625 |
+13 |
WTI Crude Oil(ICE) |
Mar20 |
200128 |
52.85 |
54.05 |
52.69 |
53.48 |
+0.34 |
49,151 |
92,118 |
-611 |
Apr20 |
200128 |
52.92 |
54.07 |
52.75 |
53.52 |
+0.34 |
35,588 |
62,577 |
+2,780 |
May20 |
200128 |
52.95 |
54.01 |
52.75 |
53.48 |
+0.35 |
26,328 |
42,152 |
+1,870 |
Jun20 |
200128 |
52.79 |
53.82 |
52.62 |
53.33 |
+0.36 |
28,621 |
85,526 |
+54 |
Jul20 |
200128 |
52.55 |
53.52 |
52.41 |
53.08 |
+0.35 |
7,025 |
21,528 |
+676 |
Aug20 |
200128 |
52.39 |
53.23 |
52.14 |
52.78 |
+0.34 |
7,127 |
14,250 |
+418 |
Sep20 |
200128 |
52.08 |
52.88 |
51.95 |
52.45 |
+0.34 |
5,321 |
27,163 |
+593 |
Oct20 |
200128 |
51.77 |
52.41 |
51.74 |
52.12 |
+0.32 |
990 |
12,651 |
+387 |
Nov20 |
200128 |
51.66 |
52.05 |
51.40 |
51.83 |
+0.30 |
386 |
9,045 |
-41 |
Dec20 |
200128 |
51.20 |
52.00 |
51.02 |
51.58 |
+0.31 |
10,968 |
93,726 |
-295 |
Jan21 |
200128 |
51.33 |
51.33 |
51.33 |
51.33 |
+0.28 |
41 |
5,931 |
+0 |
Feb21 |
200128 |
51.11 |
51.11 |
51.11 |
51.11 |
+0.27 |
94 |
4,460 |
+12 |
Mar21 |
200128 |
50.93 |
50.93 |
50.93 |
50.93 |
+0.27 |
192 |
5,843 |
+1 |
Apr21 |
200128 |
50.78 |
50.78 |
50.78 |
50.78 |
+0.27 |
66 |
2,710 |
+0 |
May21 |
200128 |
50.66 |
50.66 |
50.66 |
50.66 |
+0.26 |
156 |
2,777 |
+72 |
Jun21 |
200128 |
50.44 |
50.75 |
50.44 |
50.56 |
+0.25 |
1,670 |
25,545 |
+11 |
Total Volume and Open Interest |
180,442 |
615,579 |
+6,753 |
US Dollar Index(ICE) |
Mar20 |
200128 |
97.745 |
97.975 |
97.715 |
97.835 |
+0.067 |
17,918 |
34,180 |
+520 |
Jun20 |
200128 |
97.385 |
97.555 |
97.385 |
97.450 |
+0.067 |
85 |
946 |
+1 |
Sep20 |
200128 |
97.085 |
97.085 |
97.085 |
97.085 |
+0.067 |
0 |
115 |
+0 |
Total Volume and Open Interest |
18,005 |
35,246 |
+523 |
Australian Dollar(CME) |
Mar20 |
200128 |
67.67 |
67.71 |
67.44 |
67.58 |
-0.06 |
96,573 |
145,781 |
+5,117 |
Jun20 |
200128 |
67.70 |
67.83 |
67.58 |
67.71 |
-0.06 |
111 |
710 |
+16 |
Sep20 |
200128 |
67.85 |
67.93 |
67.76 |
67.85 |
-0.06 |
1 |
32 |
+1 |
Total Volume and Open Interest |
96,757 |
150,313 |
+5,147 |
British Pound(CME) |
Mar20 |
200128 |
130.75 |
130.85 |
129.94 |
130.25 |
-0.43 |
76,685 |
196,586 |
+3,742 |
Jun20 |
200128 |
131.22 |
131.22 |
130.32 |
130.62 |
-0.43 |
70 |
2,109 |
+0 |
Sep20 |
200128 |
130.96 |
131.42 |
130.87 |
130.96 |
-0.43 |
0 |
29 |
+0 |
Total Volume and Open Interest |
77,214 |
201,318 |
+3,590 |
Canadian Dollar(CME) |
Mar20 |
200128 |
75.80 |
76.01 |
75.72 |
75.92 |
+0.06 |
78,501 |
181,350 |
-839 |
Jun20 |
200128 |
75.85 |
76.02 |
75.74 |
75.93 |
+0.06 |
166 |
4,016 |
+0 |
Sep20 |
200128 |
75.94 |
76.01 |
75.78 |
75.94 |
+0.06 |
4 |
677 |
+0 |
Dec20 |
200128 |
75.88 |
75.94 |
75.88 |
75.94 |
+0.06 |
42 |
1,199 |
+24 |
Total Volume and Open Interest |
78,762 |
189,329 |
-815 |
Japanese Yen(CME) |
Mar20 |
200128 |
92.06 |
92.18 |
91.81 |
91.86 |
-0.19 |
176,556 |
187,227 |
-2,540 |
Jun20 |
200128 |
92.51 |
92.64 |
92.27 |
92.32 |
-0.19 |
39 |
940 |
+4 |
Sep20 |
200128 |
92.77 |
93.00 |
92.77 |
92.77 |
-0.18 |
0 |
5 |
+0 |
Total Volume and Open Interest |
176,769 |
190,207 |
-2,474 |
Swiss Franc(CME) |
Mar20 |
200128 |
103.47 |
103.66 |
102.99 |
103.10 |
-0.38 |
24,372 |
51,135 |
+764 |
Jun20 |
200128 |
104.01 |
104.30 |
103.68 |
103.75 |
-0.38 |
5 |
84 |
+3 |
Sep20 |
200128 |
104.50 |
104.78 |
104.39 |
104.39 |
-0.38 |
0 |
2 |
+0 |
Total Volume and Open Interest |
24,377 |
51,221 |
+767 |
EuroFX(CME) |
Mar20 |
200128 |
110.51 |
110.58 |
110.30 |
110.49 |
unch |
156,277 |
580,115 |
+5,858 |
Jun20 |
200128 |
111.14 |
111.19 |
110.93 |
111.11 |
unch |
333 |
7,768 |
+68 |
Sep20 |
200128 |
111.59 |
111.75 |
111.52 |
111.70 |
+0.01 |
17 |
893 |
+7 |
Total Volume and Open Interest |
156,876 |
593,826 |
+6,062 |
Mexican Peso(CME) |
Feb20 |
200128 |
532.63 |
532.63 |
527.25 |
532.63 |
+5.25 |
4 |
10 |
-4 |
Mar20 |
200128 |
524.75 |
530.75 |
524.50 |
530.13 |
+5.25 |
75,867 |
295,587 |
-3,874 |
Total Volume and Open Interest |
75,895 |
297,777 |
-3,876 |
Brazilian Real(CME) |
Feb20 |
200128 |
237.30 |
238.65 |
236.90 |
238.10 |
+0.45 |
27,970 |
11,162 |
-21,953 |
Mar20 |
200128 |
236.45 |
238.30 |
236.45 |
237.80 |
+0.45 |
26,150 |
34,657 |
+24,275 |
Apr20 |
200128 |
238.00 |
238.00 |
236.75 |
237.50 |
+0.45 |
1 |
37 |
+1 |
May20 |
200128 |
237.10 |
237.30 |
237.10 |
237.10 |
+0.40 |
|
|
|
Total Volume and Open Interest |
54,121 |
45,856 |
+2,323 |
30-Year T-Bonds(CBOT) |
Mar20 |
200128 |
161~310 |
162~250 |
160~280 |
161~100 |
-0~230 |
487,500 |
1,067,345 |
+4,928 |
Jun20 |
200128 |
160~310 |
161~270 |
159~310 |
160~120 |
-0~230 |
8,413 |
14,483 |
+6,791 |
Sep20 |
200128 |
159~110 |
159~110 |
159~110 |
159~110 |
-0~230 |
0 |
1 |
+0 |
Total Volume and Open Interest |
495,913 |
1,081,829 |
+11,719 |
10-Year T-Notes(CBOT) |
Mar20 |
200128 |
130~260 |
131~060 |
130~145 |
130~195 |
-0~090 |
2,434,005 |
3,794,951 |
+18,613 |
Jun20 |
200128 |
130~215 |
131~010 |
130~100 |
130~145 |
-0~095 |
19,186 |
85,519 |
+7,443 |
Sep20 |
200128 |
130~010 |
130~010 |
130~010 |
130~010 |
-0~095 |
|
|
|
Total Volume and Open Interest |
2,453,191 |
3,880,470 |
+26,056 |
5-Year T-Notes(CBOT) |
Mar20 |
200128 |
119~236 |
119~310 |
119~180 |
119~206 |
-0~046 |
1,209,770 |
4,318,889 |
+35,001 |
Jun20 |
200128 |
120~040 |
120~106 |
119~292 |
119~316 |
-0~052 |
4,582 |
109,570 |
+847 |
Sep20 |
200128 |
119~316 |
119~316 |
119~316 |
119~316 |
-0~052 |
|
|
|
Total Volume and Open Interest |
1,214,352 |
4,428,459 |
+35,848 |
2 Year T-Notes(CBOT) |
Mar20 |
200128 |
107~313 |
108~015 |
107~293 |
107~301 |
-0~017 |
712,367 |
3,567,426 |
-1,961 |
Jun20 |
200128 |
108~053 |
108~070 |
108~024 |
108~031 |
-0~021 |
8,772 |
130,658 |
+7,594 |
Sep20 |
200128 |
108~031 |
108~031 |
108~031 |
108~031 |
-0~021 |
|
|
|
Total Volume and Open Interest |
721,139 |
3,698,084 |
+5,633 |
Eurodollars(CME) |
Mar20 |
200128 |
98.310 |
98.310 |
98.290 |
98.295 |
-0.015 |
319,609 |
1,525,167 |
+15,649 |
Jun20 |
200128 |
98.415 |
98.425 |
98.380 |
98.385 |
-0.030 |
349,771 |
1,366,588 |
+35,175 |
Sep20 |
200128 |
98.520 |
98.550 |
98.480 |
98.490 |
-0.035 |
267,716 |
1,098,252 |
+6,652 |
Dec20 |
200128 |
98.560 |
98.590 |
98.510 |
98.525 |
-0.040 |
358,514 |
1,216,980 |
-15,629 |
Mar21 |
200128 |
98.665 |
98.705 |
98.615 |
98.630 |
-0.040 |
287,518 |
979,923 |
+2,580 |
Jun21 |
200128 |
98.685 |
98.730 |
98.640 |
98.655 |
-0.040 |
213,882 |
996,947 |
+6,182 |
Sep21 |
200128 |
98.705 |
98.755 |
98.655 |
98.670 |
-0.040 |
198,129 |
791,288 |
+5,638 |
Dec21 |
200128 |
98.665 |
98.720 |
98.620 |
98.640 |
-0.040 |
227,143 |
712,523 |
-2,383 |
Mar22 |
200128 |
98.690 |
98.735 |
98.635 |
98.655 |
-0.040 |
124,101 |
435,048 |
+171 |
Jun22 |
200128 |
98.675 |
98.725 |
98.625 |
98.640 |
-0.040 |
95,938 |
308,345 |
+1,297 |
Sep22 |
200128 |
98.655 |
98.710 |
98.605 |
98.625 |
-0.040 |
93,886 |
253,736 |
+4,321 |
Dec22 |
200128 |
98.620 |
98.670 |
98.570 |
98.590 |
-0.040 |
113,057 |
246,748 |
-6,737 |
Mar23 |
200128 |
98.615 |
98.660 |
98.560 |
98.580 |
-0.045 |
67,581 |
270,822 |
-4,113 |
Jun23 |
200128 |
98.595 |
98.645 |
98.545 |
98.560 |
-0.045 |
49,677 |
130,790 |
-1,356 |
Sep23 |
200128 |
98.575 |
98.620 |
98.520 |
98.540 |
-0.045 |
42,787 |
122,093 |
+5,359 |
Dec23 |
200128 |
98.545 |
98.585 |
98.490 |
98.505 |
-0.045 |
42,740 |
113,837 |
+3,233 |
Mar24 |
200128 |
98.530 |
98.570 |
98.470 |
98.490 |
-0.045 |
21,815 |
91,346 |
-1,086 |
Jun24 |
200128 |
98.500 |
98.540 |
98.440 |
98.460 |
-0.050 |
20,117 |
48,209 |
+1,933 |
Total Volume and Open Interest |
2,992,979 |
11,229,857 |
+60,553 |
Ultra T-Bond(CBOT) |
Mar20 |
200128 |
191~30 |
193~14 |
189~31 |
190~25 |
-1~14 |
190,171 |
1,223,087 |
-3,479 |
Jun20 |
200128 |
193~30 |
194~13 |
190~28 |
191~19 |
-1~14 |
14 |
1,937 |
+4 |
Sep20 |
200128 |
191~19 |
191~19 |
191~19 |
191~19 |
-1~14 |
|
|
|
Total Volume and Open Interest |
190,185 |
1,225,024 |
-3,475 |
Ultra 10-Yr T-Note(CBOT) |
Mar20 |
200128 |
144~165 |
145~005 |
143~265 |
144~030 |
-0~150 |
237,018 |
919,913 |
-4,710 |
Jun20 |
200128 |
143~255 |
144~225 |
143~190 |
143~255 |
-0~150 |
|
|
|
Sep20 |
200128 |
143~255 |
143~255 |
143~255 |
143~255 |
-0~150 |
|
|
|
Total Volume and Open Interest |
237,018 |
919,913 |
-4,710 |
30 Day Federal Funds(CBOT) |
Jan20 |
200128 |
98.452 |
98.452 |
98.450 |
98.450 |
unch |
3,338 |
412,529 |
-1,216 |
Feb20 |
200128 |
98.420 |
98.425 |
98.420 |
98.420 |
-0.005 |
122,722 |
451,582 |
-8,687 |
Mar20 |
200128 |
98.435 |
98.440 |
98.425 |
98.430 |
-0.005 |
27,959 |
150,806 |
+951 |
Apr20 |
200128 |
98.455 |
98.470 |
98.440 |
98.440 |
-0.015 |
113,024 |
268,333 |
+4,843 |
May20 |
200128 |
98.485 |
98.500 |
98.465 |
98.470 |
-0.015 |
57,308 |
160,065 |
-2,158 |
Jun20 |
200128 |
98.525 |
98.540 |
98.500 |
98.505 |
-0.020 |
18,976 |
70,119 |
-363 |
Total Volume and Open Interest |
467,899 |
1,948,820 |
-3,328 |
Japanese Govt Bonds(SGX) |
Mar20 |
200128 |
152.66 |
152.70 |
152.52 |
152.67 |
+0.01 |
1,400 |
14,366 |
+352 |
Jun20 |
200128 |
152.67 |
152.67 |
152.67 |
152.67 |
+0.01 |
|
|
|
Sep20 |
200128 |
152.67 |
152.67 |
152.67 |
152.67 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,400 |
14,366 |
+352 |
Euro-Buxl(EUREX) |
Mar20 |
200128 |
207.96 |
208.98 |
206.16 |
206.74 |
-1.46 |
83,065 |
272,283 |
+13,527 |
Jun20 |
200128 |
205.18 |
205.18 |
205.18 |
205.18 |
-1.46 |
601 |
8,178 |
+601 |
Sep20 |
200128 |
206.80 |
206.80 |
206.80 |
206.80 |
-1.46 |
|
|
|
Total Volume and Open Interest |
83,666 |
280,461 |
+14,128 |
Euro-Bund(EUREX) |
Mar20 |
200128 |
174.11 |
174.48 |
173.48 |
173.68 |
-0.55 |
892,313 |
1,693,224 |
-6,537 |
Jun20 |
200128 |
171.45 |
171.69 |
170.83 |
170.95 |
-0.55 |
8,305 |
27,857 |
+4,196 |
Sep20 |
200128 |
173.18 |
173.18 |
173.18 |
173.18 |
-0.55 |
0 |
2 |
+0 |
Total Volume and Open Interest |
900,618 |
1,721,083 |
-2,341 |
Euro-Bobl(EUREX) |
Mar20 |
200128 |
134.63 |
134.72 |
134.45 |
134.53 |
-0.12 |
511,039 |
1,253,140 |
+38,709 |
Jun20 |
200128 |
134.76 |
134.76 |
134.76 |
134.76 |
-0.12 |
670 |
1,322 |
+667 |
Sep20 |
200128 |
134.42 |
134.42 |
134.42 |
134.42 |
-0.12 |
0 |
324 |
+0 |
Total Volume and Open Interest |
511,709 |
1,254,786 |
+39,376 |
Euro-Schatz(EUREX) |
Mar20 |
200128 |
111.98 |
112.01 |
111.97 |
112.00 |
-0.00 |
397,703 |
1,704,781 |
+33,570 |
Jun20 |
200128 |
111.96 |
111.97 |
111.96 |
111.97 |
-0.00 |
0 |
120 |
+0 |
Sep20 |
200128 |
112.00 |
112.00 |
112.00 |
112.00 |
-0.00 |
|
|
|
Total Volume and Open Interest |
397,703 |
1,704,901 |
+33,570 |
3-Mth Euribor(EUREX) |
Mar20 |
200128 |
100.410 |
100.410 |
100.410 |
100.410 |
+0.010 |
0 |
1,579 |
+0 |
Jun20 |
200128 |
100.420 |
100.420 |
100.415 |
100.415 |
+0.005 |
0 |
671 |
+0 |
Sep20 |
200128 |
100.420 |
100.420 |
100.415 |
100.415 |
unch |
2 |
572 |
+2 |
Total Volume and Open Interest |
47 |
5,030 |
+26 |
Long Gilt(LIFFE) |
Mar20 |
200128 |
135~01 |
135~09 |
134~14 |
134~20 |
-0~15 |
198,188 |
627,360 |
-7,120 |
Jun20 |
200128 |
133~27 |
133~27 |
133~27 |
133~27 |
-0~16 |
|
|
|
Total Volume and Open Interest |
198,188 |
627,360 |
-7,120 |
3-Mth Short Sterling(LIFFE) |
Mar20 |
200128 |
99.39 |
99.40 |
99.38 |
99.38 |
-0.02 |
129,201 |
694,451 |
+7,978 |
Jun20 |
200128 |
99.46 |
99.47 |
99.44 |
99.45 |
-0.03 |
76,299 |
732,631 |
+9,691 |
Sep20 |
200128 |
99.51 |
99.52 |
99.48 |
99.49 |
-0.03 |
128,734 |
580,669 |
-18,941 |
Dec20 |
200128 |
99.50 |
99.51 |
99.47 |
99.47 |
-0.04 |
82,099 |
665,062 |
-12,934 |
Mar21 |
200128 |
99.51 |
99.53 |
99.48 |
99.49 |
-0.04 |
72,518 |
377,463 |
-166 |
Jun21 |
200128 |
99.51 |
99.53 |
99.47 |
99.48 |
-0.04 |
73,536 |
308,129 |
-5,994 |
Total Volume and Open Interest |
1,008,264 |
4,441,193 |
-22,485 |
3-Mth Euribor(LIFFE) |
Mar20 |
200128 |
100.400 |
100.415 |
100.400 |
100.410 |
+0.010 |
250,451 |
476,119 |
+43,344 |
Jun20 |
200128 |
100.405 |
100.425 |
100.405 |
100.415 |
+0.005 |
108,215 |
444,220 |
+1,077 |
Sep20 |
200128 |
100.410 |
100.430 |
100.410 |
100.415 |
+0.005 |
138,473 |
526,812 |
+2,229 |
Total Volume and Open Interest |
1,416,503 |
4,061,923 |
+49,933 |
3-Mth Aus T-Bills(SFE) |
Mar20 |
200128 |
99.14 |
99.18 |
99.14 |
99.18 |
+0.05 |
38,189 |
172,498 |
-2,545 |
Jun20 |
200128 |
99.27 |
99.31 |
99.26 |
99.30 |
+0.07 |
32,469 |
204,948 |
-7,509 |
Sep20 |
200128 |
99.35 |
99.39 |
99.34 |
99.39 |
+0.08 |
22,064 |
221,584 |
-3,769 |
Dec20 |
200128 |
99.37 |
99.41 |
99.36 |
99.40 |
+0.09 |
12,334 |
176,375 |
-3,904 |
Mar21 |
200128 |
99.38 |
99.43 |
99.38 |
99.42 |
+0.11 |
10,506 |
131,626 |
-1,727 |
Jun21 |
200128 |
99.37 |
99.41 |
99.37 |
99.40 |
+0.11 |
5,400 |
86,764 |
-120 |
Sep21 |
200128 |
99.35 |
99.39 |
99.34 |
99.38 |
+0.11 |
3,959 |
50,777 |
-2,088 |
Dec21 |
200128 |
99.32 |
99.35 |
99.32 |
99.35 |
+0.11 |
765 |
36,643 |
-115 |
Mar22 |
200128 |
99.31 |
99.33 |
99.31 |
99.33 |
+0.11 |
20 |
2,403 |
+0 |
Jun22 |
200128 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.11 |
15 |
1,355 |
+2 |
Total Volume and Open Interest |
125,721 |
1,085,737 |
-21,775 |
10-Year Aus T-Bonds(SFE) |
Mar20 |
200128 |
98.96 |
99.05 |
98.96 |
99.04 |
+0.14 |
150,595 |
1,217,422 |
-262 |
Jun20 |
200128 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.14 |
|
|
|
Total Volume and Open Interest |
150,595 |
1,217,422 |
-262 |
3-Year Aus T-Bonds(SFE) |
Mar20 |
200128 |
99.33 |
99.39 |
99.32 |
99.38 |
+0.11 |
219,008 |
1,175,224 |
-20,353 |
Jun20 |
200128 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.11 |
0 |
10 |
+0 |
Total Volume and Open Interest |
219,008 |
1,175,234 |
-20,353 |
Gold(CMX) |
Feb20 |
200128 |
1580.6 |
1582.2 |
1564.6 |
1569.8 |
-7.6 |
398,058 |
185,161 |
-48,455 |
Apr20 |
200128 |
1587.1 |
1588.5 |
1570.4 |
1575.8 |
-7.9 |
138,917 |
414,922 |
+7,266 |
Jun20 |
200128 |
1592.4 |
1594.0 |
1576.5 |
1581.7 |
-7.8 |
9,607 |
83,325 |
+1,958 |
Aug20 |
200128 |
1598.3 |
1598.3 |
1583.7 |
1587.1 |
-7.8 |
1,391 |
24,060 |
+276 |
Oct20 |
200128 |
1599.7 |
1600.8 |
1588.4 |
1592.2 |
-7.7 |
472 |
7,811 |
-7 |
Dec20 |
200128 |
1606.7 |
1607.1 |
1593.4 |
1596.9 |
-7.7 |
1,933 |
22,839 |
+578 |
Feb21 |
200128 |
1600.3 |
1601.5 |
1599.9 |
1601.5 |
-7.5 |
467 |
5,680 |
+193 |
Apr21 |
200128 |
1605.3 |
1605.3 |
1605.3 |
1605.3 |
-7.6 |
4 |
600 |
+1 |
Jun21 |
200128 |
1614.4 |
1614.4 |
1609.0 |
1609.0 |
-7.6 |
66 |
1,867 |
+43 |
Aug21 |
200128 |
1613.2 |
1613.2 |
1613.2 |
1613.2 |
-7.6 |
0 |
3 |
+0 |
Oct21 |
200128 |
1617.1 |
1617.1 |
1617.1 |
1617.1 |
-7.6 |
|
|
|
Dec21 |
200128 |
1617.0 |
1621.1 |
1617.0 |
1621.1 |
-7.6 |
5 |
817 |
+0 |
Total Volume and Open Interest |
553,878 |
749,458 |
-37,607 |
Silver(CMX) |
Mar20 |
200128 |
1809.5 |
1811.5 |
1742.0 |
1745.8 |
-59.8 |
67,720 |
174,097 |
+503 |
May20 |
200128 |
1815.0 |
1819.5 |
1750.5 |
1753.9 |
-59.9 |
2,792 |
28,428 |
+1,240 |
Jul20 |
200128 |
1826.0 |
1826.0 |
1758.0 |
1761.5 |
-60.0 |
652 |
19,232 |
-51 |
Sep20 |
200128 |
1825.0 |
1830.5 |
1765.0 |
1768.6 |
-60.0 |
367 |
8,106 |
+69 |
Dec20 |
200128 |
1833.5 |
1836.0 |
1775.0 |
1778.2 |
-60.0 |
406 |
7,792 |
+222 |
Mar21 |
200128 |
1789.0 |
1789.0 |
1787.2 |
1787.2 |
-59.8 |
1 |
12 |
+0 |
May21 |
200128 |
1792.6 |
1792.6 |
1792.6 |
1792.6 |
-59.8 |
0 |
23 |
+0 |
Total Volume and Open Interest |
72,115 |
238,085 |
+1,690 |
Platinum(NYMEX) |
Jan20 |
200128 |
990.1 |
990.1 |
990.1 |
990.1 |
+4.2 |
20 |
20 |
+20 |
Apr20 |
200128 |
989.6 |
996.9 |
983.2 |
995.0 |
+3.3 |
23,237 |
100,511 |
+453 |
Jul20 |
200128 |
992.9 |
1001.5 |
989.0 |
1000.0 |
+3.4 |
714 |
4,757 |
-83 |
Oct20 |
200128 |
996.0 |
1005.9 |
996.0 |
1005.9 |
+3.2 |
58 |
425 |
-15 |
Total Volume and Open Interest |
24,052 |
105,900 |
+368 |
Palladium(NYMEX) |
Mar20 |
200128 |
2172.50 |
2240.00 |
2151.20 |
2185.10 |
+11.50 |
7,290 |
17,742 |
-805 |
Jun20 |
200128 |
2170.50 |
2232.50 |
2146.80 |
2180.20 |
+11.70 |
718 |
5,409 |
+83 |
Sep20 |
200128 |
2183.10 |
2218.00 |
2142.90 |
2165.20 |
+11.50 |
183 |
1,081 |
+89 |
Total Volume and Open Interest |
8,193 |
24,655 |
-634 |
Copper(CMX) |
Mar20 |
200128 |
259.35 |
260.85 |
257.75 |
257.95 |
-1.70 |
118,990 |
139,809 |
-7,423 |
May20 |
200128 |
260.25 |
261.65 |
258.60 |
258.70 |
-1.90 |
21,847 |
49,716 |
+1,942 |
Jul20 |
200128 |
261.45 |
262.10 |
259.25 |
259.35 |
-2.05 |
3,809 |
29,973 |
-297 |
Sep20 |
200128 |
261.50 |
262.65 |
260.00 |
260.00 |
-2.10 |
2,115 |
16,223 |
+60 |
Dec20 |
200128 |
262.75 |
263.00 |
260.85 |
260.85 |
-2.15 |
1,300 |
8,677 |
+597 |
Total Volume and Open Interest |
149,892 |
254,868 |
-5,346 |
E-mini DJIA Index(CBOT) |
Mar20 |
200128 |
28479 |
28780 |
28471 |
28710 |
+229 |
363,768 |
104,174 |
+3,204 |
Jun20 |
200128 |
28502 |
28751 |
28487 |
28683 |
+227 |
207 |
171 |
+5 |
Sep20 |
200128 |
28645 |
28645 |
28645 |
28645 |
+221 |
3 |
3 |
+0 |
Dec20 |
200128 |
28602 |
28602 |
28602 |
28602 |
+220 |
|
|
|
Total Volume and Open Interest |
363,978 |
104,348 |
+3,209 |
S & P 500(CME) |
Mar20 |
200128 |
3245.00 |
3284.00 |
3242.75 |
3278.25 |
+38.75 |
1,564 |
35,054 |
+331 |
Jun20 |
200128 |
3278.50 |
3278.50 |
3278.50 |
3278.50 |
+38.75 |
0 |
29 |
+0 |
Sep20 |
200128 |
3278.50 |
3278.50 |
3278.50 |
3278.50 |
+39.00 |
|
|
|
Dec20 |
200128 |
3280.75 |
3280.75 |
3280.75 |
3280.75 |
+37.75 |
|
|
|
Total Volume and Open Interest |
1,564 |
35,157 |
+331 |
S & P 500 E-Mini(CME) |
Mar20 |
200128 |
3239.50 |
3285.00 |
3238.75 |
3278.25 |
+38.75 |
2,581,636 |
2,691,157 |
-9,882 |
Jun20 |
200128 |
3240.00 |
3285.00 |
3239.25 |
3278.50 |
+38.75 |
5,150 |
45,631 |
+966 |
Sep20 |
200128 |
3255.00 |
3284.25 |
3243.00 |
3278.50 |
+39.00 |
85 |
312 |
+8 |
Dec20 |
200128 |
3280.75 |
3280.75 |
3280.75 |
3280.75 |
+37.75 |
0 |
2,236 |
+0 |
Total Volume and Open Interest |
2,586,871 |
2,739,343 |
-8,908 |
NASDAQ 100 E-Mini(CME) |
Mar20 |
200128 |
8952.50 |
9136.25 |
8952.50 |
9105.25 |
+150.75 |
792,705 |
208,226 |
-10,313 |
Jun20 |
200128 |
8984.75 |
9152.25 |
8984.75 |
9124.00 |
+150.75 |
1,054 |
1,179 |
+40 |
Sep20 |
200128 |
9080.00 |
9162.50 |
9053.50 |
9149.00 |
+145.50 |
16 |
28 |
+6 |
Total Volume and Open Interest |
793,775 |
209,437 |
-10,267 |
S&P Midcap 400(CME) e-Mini |
Mar20 |
200128 |
2036.60 |
2062.60 |
2035.50 |
2057.10 |
+21.60 |
21,542 |
77,256 |
-828 |
Jun20 |
200128 |
2063.40 |
2063.40 |
2063.40 |
2063.40 |
+20.50 |
0 |
57 |
+0 |
Sep20 |
200128 |
2067.40 |
2067.40 |
2067.40 |
2067.40 |
+20.50 |
|
|
|
Total Volume and Open Interest |
21,542 |
77,313 |
-828 |
Volatility Index(CBOE) |
Jan20 |
200122 |
12.75 |
12.85 |
12.28 |
12.62 |
-0.31 |
79,627 |
265,139 |
+215,131 |
Feb20 |
200128 |
17.75 |
17.85 |
16.55 |
16.68 |
-1.10 |
211,892 |
226,707 |
+5,259 |
Mar20 |
200128 |
17.32 |
17.32 |
16.59 |
16.83 |
-0.50 |
102,598 |
100,027 |
+10,098 |
Apr20 |
200128 |
17.42 |
17.43 |
16.93 |
17.08 |
-0.45 |
36,370 |
43,480 |
+2,790 |
Total Volume and Open Interest |
386,804 |
440,136 |
+16,882 |
S & P 600(CME) |
Mar20 |
200128 |
1012.60 |
1012.60 |
1012.60 |
1012.60 |
+8.10 |
|
|
|
Jun20 |
200128 |
1013.30 |
1013.30 |
1013.30 |
1013.30 |
+8.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(CME) |
Mar20 |
200128 |
1644.60 |
1664.30 |
1644.00 |
1658.90 |
+14.70 |
210,996 |
504,409 |
-247 |
Jun20 |
200128 |
1652.30 |
1665.10 |
1649.10 |
1660.50 |
+14.80 |
120 |
604 |
-6 |
Sep20 |
200128 |
1664.70 |
1664.70 |
1664.70 |
1664.70 |
+14.80 |
|
|
|
Total Volume and Open Interest |
211,116 |
505,013 |
-253 |
Nikkei 225(CME) |
Mar20 |
200128 |
23065 |
23400 |
23015 |
23360 |
+310 |
15,740 |
20,976 |
-113 |
Jun20 |
200128 |
23215 |
23245 |
22895 |
23215 |
+290 |
16 |
28 |
+11 |
Total Volume and Open Interest |
15,756 |
21,004 |
-102 |
Nikkei 225(SGX) |
Mar20 |
200128 |
23325 |
23375 |
23030 |
23190 |
-130 |
101,105 |
182,155 |
+617 |
Jun20 |
200128 |
23185 |
23185 |
22930 |
23020 |
-130 |
309 |
4,600 |
+7 |
Sep20 |
200128 |
22980 |
22980 |
22980 |
22980 |
-130 |
0 |
10 |
+0 |
Total Volume and Open Interest |
101,424 |
219,324 |
+632 |
Nikkei 225 Mini(JPX) |
Mar20 |
200128 |
23315 |
23380 |
23055 |
23160 |
-150 |
1,229,693 |
404,100 |
+5,605 |
Jun20 |
200128 |
23135 |
23195 |
22875 |
22980 |
-150 |
40,639 |
10,576 |
+1,026 |
Sep20 |
200128 |
23080 |
23130 |
22810 |
22920 |
-150 |
379 |
974 |
+16 |
Total Volume and Open Interest |
1,329,599 |
461,561 |
+10,953 |
Nikkei 225(JPX) |
Mar20 |
200128 |
23320 |
23380 |
23050 |
23160 |
-150 |
84,291 |
244,577 |
+2,980 |
Jun20 |
200128 |
23140 |
23190 |
22870 |
22980 |
-150 |
750 |
18,372 |
+95 |
Sep20 |
200128 |
22890 |
22920 |
22890 |
22920 |
-150 |
10 |
3,277 |
+499 |
Total Volume and Open Interest |
85,086 |
344,493 |
+4,687 |
Nikkei 225(CME) Yen |
Mar20 |
200128 |
23045 |
23375 |
22990 |
23340 |
+310 |
69,166 |
56,399 |
-1,194 |
Jun20 |
200128 |
23160 |
23165 |
22840 |
23160 |
+310 |
11 |
19 |
+8 |
Sep20 |
200128 |
23085 |
23085 |
23085 |
23085 |
+290 |
|
|
|
Total Volume and Open Interest |
69,177 |
56,418 |
-1,186 |
Nikkei 225(CME) e-Mini Yen |
Mar20 |
200128 |
22950 |
23340 |
22950 |
23340 |
+310 |
|
|
|
Jun20 |
200128 |
23160 |
23160 |
23160 |
23160 |
+310 |
|
|
|
Sep20 |
200128 |
23090 |
23090 |
23090 |
23090 |
+290 |
|
|
|
Total Volume and Open Interest |
|
|
|
CAC 40(EURONEXT) |
Feb20 |
200128 |
5889.5 |
5931.0 |
5853.5 |
5922.5 |
+63.0 |
130,592 |
334,063 |
+8,457 |
Mar20 |
200128 |
5861.0 |
5927.5 |
5850.5 |
5920.0 |
+63.0 |
618 |
17,087 |
+206 |
Apr20 |
200128 |
5901.0 |
5901.0 |
5901.0 |
5901.0 |
+63.0 |
|
|
|
Total Volume and Open Interest |
131,210 |
417,159 |
+8,663 |
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 |
200128 |
13204.0 |
13334.0 |
13157.5 |
13311.5 |
+100.5 |
145,470 |
122,720 |
+10,035 |
Jun20 |
200128 |
13282.0 |
13351.0 |
13190.5 |
13329.5 |
+100.5 |
66 |
1,015 |
+8 |
Sep20 |
200128 |
13313.5 |
13313.5 |
13313.5 |
13313.5 |
+100.5 |
0 |
94 |
-2 |
Total Volume and Open Interest |
145,536 |
123,829 |
+10,041 |
Mini-DAX(EUREX) |
Mar20 |
200128 |
13207.0 |
13333.0 |
13159.0 |
13311.5 |
+100.5 |
91,636 |
17,278 |
+2,665 |
Jun20 |
200128 |
13262.0 |
13350.0 |
13190.0 |
13329.5 |
+100.5 |
193 |
1,148 |
+35 |
Sep20 |
200128 |
13280.0 |
13313.5 |
13170.0 |
13313.5 |
+100.5 |
5 |
17 |
+5 |
Total Volume and Open Interest |
91,834 |
18,443 |
+2,705 |
DJ EuroSTOXX 50(EUREX) |
Mar20 |
200128 |
3667 |
3715 |
3663 |
3709 |
+38 |
1,812,597 |
3,650,983 |
+207,679 |
Jun20 |
200128 |
3602 |
3628 |
3584 |
3627 |
+38 |
7,637 |
90,762 |
+7,455 |
Sep20 |
200128 |
3579 |
3613 |
3579 |
3613 |
+38 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,820,234 |
3,828,819 |
+215,134 |
Swiss Market Index(EUREX) |
Mar20 |
200128 |
10620 |
10713 |
10568 |
10689 |
+108 |
52,782 |
191,197 |
+2,462 |
Jun20 |
200128 |
10442 |
10527 |
10400 |
10511 |
+108 |
256 |
12,743 |
+203 |
Sep20 |
200128 |
10479 |
10479 |
10479 |
10479 |
+108 |
0 |
88 |
-2 |
Total Volume and Open Interest |
53,038 |
204,028 |
+2,663 |
FT-SE 100(EURONEXT) |
Mar20 |
200128 |
7339.50 |
7426.50 |
7339.50 |
7417.50 |
+71.50 |
135,797 |
712,036 |
+3,313 |
Jun20 |
200128 |
7311.50 |
7334.50 |
7311.50 |
7334.50 |
+71.00 |
102 |
346 |
-19 |
Sep20 |
200128 |
7264.50 |
7264.50 |
7264.50 |
7264.50 |
+71.00 |
1 |
5 |
+1 |
Total Volume and Open Interest |
135,900 |
712,392 |
+3,295 |
SPI 200(SFE) |
Mar20 |
200128 |
6962.0 |
6975.0 |
6897.0 |
6939.0 |
-94.0 |
40,504 |
409,155 |
+1,144 |
Jun20 |
200128 |
6917.0 |
6917.0 |
6917.0 |
6917.0 |
-94.0 |
0 |
5,236 |
+0 |
Sep20 |
200128 |
6831.0 |
6831.0 |
6831.0 |
6831.0 |
-94.0 |
|
|
|
Total Volume and Open Interest |
40,510 |
415,438 |
+1,145 |
FTSE MIB(ISE) |
Mar20 |
200128 |
23530.00 |
24060.00 |
23405.00 |
24010.00 |
+597.00 |
44,673 |
138,900 |
+4,630 |
Jun20 |
200128 |
22955.00 |
23450.00 |
22840.00 |
23403.00 |
+595.00 |
85 |
1,298 |
+67 |
Sep20 |
200128 |
22885.00 |
23243.00 |
22885.00 |
23243.00 |
+592.00 |
0 |
23 |
+0 |
Total Volume and Open Interest |
44,758 |
140,221 |
+4,697 |
KOSPI 200(KFE) |
Mar20 |
200128 |
302.95 |
303.35 |
291.80 |
293.00 |
-9.85 |
483,601 |
304,561 |
-3,561 |
Jun20 |
200128 |
303.45 |
303.45 |
292.20 |
293.40 |
-9.70 |
1,749 |
13,941 |
+50 |
Sep20 |
200128 |
302.55 |
302.55 |
293.00 |
293.00 |
-11.00 |
4 |
346 |
+2 |
Total Volume and Open Interest |
488,010 |
356,597 |
-3,861 |
GSCI(CME) |
Feb20 |
200128 |
397.50 |
402.00 |
397.05 |
399.40 |
+1.45 |
49 |
8,956 |
-1 |
Mar20 |
200128 |
401.75 |
401.75 |
401.75 |
401.75 |
+1.45 |
|
|
|
Apr20 |
200128 |
401.05 |
401.05 |
401.05 |
401.05 |
+1.45 |
|
|
|
Total Volume and Open Interest |
49 |
8,956 |
-1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|