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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu January 30, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200130 893.50 893.75 875.50 876.25 -16.75 86,749 346,495 +1,668
May20 200130 907.25 908.00 889.75 890.50 -16.50 29,493 161,260 +3,545
Jul20 200130 921.25 921.50 903.50 904.25 -16.50 20,074 140,384 +2,690
Aug20 200130 922.75 925.75 909.00 909.25 -16.00 784 12,109 -57
Sep20 200130 924.50 925.50 909.75 910.75 -14.25 1,020 14,404 -169
Nov20 200130 930.25 930.25 915.25 916.00 -13.50 12,403 82,758 +976
Jan21 200130 935.25 935.50 921.50 922.50 -12.50 1,502 17,903 +72
Mar21 200130 929.50 931.25 919.25 920.50 -10.25 2,544 30,051 +590
May21 200130 931.75 934.00 923.00 924.25 -9.50 525 4,941 +14
Jul21 200130 934.75 935.00 928.75 930.00 -9.00 541 4,686 +36
Aug21 200130 930.00 930.25 930.00 930.25 -8.25 8 165 +3
Sep21 200130 926.00 926.00 926.00 926.00 -6.50 39 141 -9
Nov21 200130 930.00 930.00 922.75 924.00 -5.25 200 2,854 +23
Jan22 200130 930.50 930.50 930.50 930.50 -5.00 0 2 +0
Total Volume and Open Interest 155,882 818,168 +9,382
Soybean Meal(CBOT)
Mar20 200130 296.00 296.30 291.00 291.50 -4.60 49,294 210,089 -2,816
May20 200130 300.30 300.70 296.00 296.50 -4.00 25,682 116,863 +1,400
Jul20 200130 304.70 305.00 300.90 301.40 -3.40 10,090 70,937 +385
Aug20 200130 306.00 306.40 302.70 303.30 -3.00 2,436 12,704 -50
Sep20 200130 307.10 307.50 304.30 304.90 -2.50 2,119 12,471 +201
Oct20 200130 307.80 308.20 305.20 305.80 -2.10 1,032 10,565 +59
Dec20 200130 310.90 311.30 308.40 309.00 -1.90 4,425 36,931 +958
Jan21 200130 311.00 311.50 309.00 309.70 -1.50 160 2,906 +44
Mar21 200130 309.80 310.00 307.60 308.60 -1.20 647 8,884 +397
May21 200130 310.30 310.40 308.50 309.70 -1.00 196 1,620 +11
Total Volume and Open Interest 96,537 486,471 +548
Soybean Oil(CBOT)
Mar20 200130 31.57 31.67 30.58 30.63 -0.89 87,048 211,865 -832
May20 200130 31.94 32.03 30.94 31.00 -0.88 39,416 127,109 +1,958
Jul20 200130 32.30 32.40 31.31 31.36 -0.89 21,973 101,829 -1,037
Aug20 200130 32.46 32.49 31.43 31.47 -0.89 3,511 18,737 -60
Sep20 200130 32.41 32.47 31.53 31.55 -0.86 1,495 12,260 -2
Oct20 200130 32.57 32.57 31.57 31.61 -0.85 1,387 11,390 +51
Dec20 200130 32.77 32.82 31.80 31.85 -0.84 4,864 52,720 +1,018
Jan21 200130 32.90 32.91 32.02 32.06 -0.78 363 6,901 -54
Mar21 200130 32.48 32.97 32.12 32.15 -0.72 800 6,430 +147
May21 200130 32.48 33.01 32.18 32.22 -0.68 168 1,532 -55
Total Volume and Open Interest 161,029 552,456 +1,129
Canola(WCE)
Mar20 200130 461.7 462.3 456.2 456.4 -5.3 16,981 74,326 +3
May20 200130 471.0 471.4 465.4 465.7 -5.2 12,837 54,482 +1,877
Jul20 200130 478.0 478.0 472.2 472.4 -5.2 5,866 21,661 -754
Nov20 200130 486.3 486.7 480.0 480.6 -5.7 3,706 37,708 +571
Jan21 200130 492.5 492.5 485.9 486.4 -5.6 263 2,364 -9
Total Volume and Open Interest 39,690 191,502 +1,704
Corn(CBOT)
Mar20 200130 384.50 384.75 378.50 379.50 -4.75 243,266 643,474 -21,757
May20 200130 390.00 390.25 384.00 384.75 -4.75 85,588 249,466 +4,219
Jul20 200130 394.75 395.25 388.75 389.50 -5.00 74,912 261,640 +110
Sep20 200130 392.25 392.50 386.50 387.25 -4.75 16,708 129,301 +1,704
Dec20 200130 395.00 395.50 389.75 390.50 -4.75 27,503 205,218 +2,199
Mar21 200130 405.00 405.00 399.25 400.25 -4.75 901 13,725 -16
May21 200130 406.00 406.25 403.75 404.25 -4.75 162 2,945 +40
Jul21 200130 411.75 411.75 406.25 406.75 -5.00 742 9,446 +448
Sep21 200130 400.00 400.00 400.00 400.00 -3.00 29 1,008 +13
Dec21 200130 404.50 404.50 401.50 402.50 -1.75 547 11,429 +77
Total Volume and Open Interest 450,360 1,528,284 -12,963
Wheat(CBOT)
Mar20 200130 562.50 562.50 550.75 560.50 -1.75 56,857 210,168 +1,307
May20 200130 561.50 561.75 550.00 558.50 -2.75 27,566 90,040 +2,813
Jul20 200130 561.00 561.00 549.50 557.00 -3.50 18,708 108,023 +59
Sep20 200130 566.50 566.50 555.50 563.00 -3.25 8,402 44,219 +758
Dec20 200130 574.75 574.75 564.50 572.00 -3.00 3,001 38,975 +378
Mar21 200130 581.50 581.50 572.25 579.25 -2.75 198 9,584 +17
Total Volume and Open Interest 114,863 505,930 +5,378
Wheat(KCBT)
Mar20 200130 471.75 473.00 463.25 471.00 -1.00 22,930 137,349 +2
May20 200130 479.00 480.00 471.25 478.50 -1.00 10,266 63,485 +620
Jul20 200130 486.50 487.50 478.75 486.00 -1.00 5,658 58,215 +1,354
Sep20 200130 495.00 495.75 487.50 494.50 -1.00 1,419 19,690 -170
Dec20 200130 505.25 506.50 498.50 505.50 -1.00 662 21,001 +25
Mar21 200130 509.25 516.25 509.25 515.75 -1.00 14 1,858 +0
May21 200130 513.25 518.50 512.75 518.25 -1.25 6 296 -2
Total Volume and Open Interest 40,955 302,135 +1,829
Wheat(MGE)
Mar20 200130 535.75 538.00 532.50 536.50 +0.75 3,636 29,834 -1,091
May20 200130 545.00 547.25 542.50 546.00 +0.75 1,119 17,632 +185
Jul20 200130 554.00 556.75 551.50 555.00 +1.25 411 7,959 +55
Sep20 200130 563.00 565.25 560.75 564.25 +1.25 205 6,380 -54
Dec20 200130 575.00 576.25 573.25 575.75 +0.50 45 3,402 -6
Mar21 200130 587.50 594.00 587.50 587.50 +0.50 0 1,013 +0
Total Volume and Open Interest 5,416 66,258 -911
Oats(CBOT)
Mar20 200130 308.25 309.00 303.75 305.50 -2.25 639 4,008 +31
May20 200130 300.00 302.50 298.50 300.00 -1.75 81 902 +6
Jul20 200130 290.00 290.00 288.25 288.25 -4.00 18 259 +2
Sep20 200130 271.25 271.25 271.25 271.25 -3.50 0 94 +0
Total Volume and Open Interest 765 5,425 +57
Rough Rice(CBOT)
Mar20 200130 13.69 13.71 13.48 13.56 -0.10 570 10,627 +98
May20 200130 13.72 13.85 13.63 13.72 -0.10 205 1,058 +115
Jul20 200130 13.66 13.66 13.48 13.52 -0.11 28 303 +18
Sep20 200130 12.15 12.15 12.15 12.15 -0.12 8 639 +3
Total Volume and Open Interest 811 12,627 +234
Live Cattle(CME)
Feb20 200130 122.080 122.200 121.135 121.785 +0.035 11,005 40,349 -4,581
Apr20 200130 120.500 120.700 119.250 120.200 -0.030 30,292 156,307 -4,673
Jun20 200130 112.230 112.350 111.230 112.035 +0.035 19,042 100,690 -2,411
Aug20 200130 110.080 110.150 109.100 109.950 +0.165 8,961 43,175 -40
Oct20 200130 112.750 112.900 111.930 112.750 +0.200 2,863 18,003 -74
Dec20 200130 116.385 117.000 116.035 116.885 +0.405 1,763 7,942 +274
Total Volume and Open Interest 74,273 370,156 -11,407
Feeder Cattle(CME)
Jan20 200130 142.300 142.535 142.250 142.450 +0.350 582 1,458 -135
Mar20 200130 135.000 136.000 134.200 135.650 +0.665 8,638 23,159 -50
Apr20 200130 137.130 137.650 135.950 137.130 +0.050 5,785 7,952 -191
May20 200130 139.250 139.750 138.080 139.285 +0.085 3,931 9,789 +59
Aug20 200130 146.250 146.735 145.200 146.330 +0.145 1,885 7,520 +253
Sep20 200130 147.700 148.285 146.800 147.900 +0.200 219 2,519 -3
Oct20 200130 148.130 148.880 147.500 148.650 +0.215 79 739 +3
Total Volume and Open Interest 21,146 53,468 -61
Lean Hogs(CME)
Feb20 200130 63.250 63.250 61.300 61.300 -3.000 9,084 32,319 -2,465
Apr20 200130 67.930 67.950 65.830 65.830 -3.000 22,985 117,059 -70
May20 200130 74.785 74.785 72.330 72.330 -3.000 53 1,583 -10
Jun20 200130 81.050 81.150 78.785 78.785 -3.000 10,838 50,478 +649
Jul20 200130 81.900 82.000 79.635 79.635 -3.000 4,480 23,410 +610
Aug20 200130 81.230 81.300 78.930 78.950 -2.980 4,432 30,974 +167
Oct20 200130 69.580 69.600 67.135 67.400 -2.735 1,879 25,679 +439
Dec20 200130 63.800 63.800 61.400 61.800 -2.380 527 13,883 +150
Total Volume and Open Interest 54,495 299,824 -486
Class III Milk(CME)
Jan20 200130 17.04 17.05 17.03 17.05 -0.01 78 2,534 -21
Feb20 200130 17.60 17.60 17.32 17.34 -0.30 502 2,991 -2
Mar20 200130 17.98 17.99 17.66 17.76 -0.22 346 3,022 -14
Apr20 200130 17.71 17.78 17.54 17.63 -0.19 207 1,944 +40
May20 200130 17.54 17.65 17.46 17.50 -0.20 70 1,621 -4
Jun20 200130 17.64 17.68 17.53 17.57 -0.18 35 1,605 +21
Jul20 200130 17.74 17.77 17.70 17.72 -0.19 15 813 +4
Aug20 200130 17.81 17.88 17.81 17.81 -0.15 2 752 -2
Sep20 200130 17.96 17.96 17.93 17.96 -0.05 24 869 +2
Oct20 200130 17.91 17.91 17.87 17.91 -0.02 17 668 +1
Nov20 200130 17.82 17.82 17.80 17.82 -0.03 17 663 +1
Dec20 200130 17.54 17.58 17.53 17.55 -0.08 10 741 +4
Jan21 200130 17.20 17.20 17.20 17.20 unch 0 281 +0
Total Volume and Open Interest 1,323 18,908 +30
Cocoa(ICE)
Mar20 200130 2745 2826 2741 2801 +74 20,724 97,480 -4,299
May20 200130 2765 2849 2765 2830 +76 13,089 78,044 +1,156
Jul20 200130 2780 2852 2776 2839 +77 6,307 51,867 +57
Sep20 200130 2753 2817 2753 2807 +70 1,373 42,825 +327
Dec20 200130 2663 2704 2660 2702 +56 800 42,421 +286
Mar21 200130 2594 2617 2586 2617 +39 371 18,164 +70
May21 200130 2572 2589 2565 2589 +35 78 6,514 -13
Total Volume and Open Interest 42,848 340,187 -2,397
Coffee "C"(ICE)
Mar20 200130 102.00 103.50 100.90 101.50 -0.55 23,885 95,007 +1,554
May20 200130 104.25 105.70 103.05 103.65 -0.60 15,299 61,553 +261
Jul20 200130 106.70 107.85 105.35 105.95 -0.60 7,773 50,072 +766
Sep20 200130 108.70 109.90 107.40 108.00 -0.60 5,791 33,407 -117
Dec20 200130 111.80 112.60 110.15 110.75 -0.65 3,421 23,087 +231
Mar21 200130 114.50 115.35 113.05 113.60 -0.60 1,569 9,694 +253
Total Volume and Open Interest 59,782 292,325 +3,554
Orange Juice(ICE)
Mar20 200130 96.05 96.95 95.30 95.45 -1.65 493 15,822 -76
May20 200130 99.85 100.50 98.85 99.00 -1.25 71 2,191 -5
Jul20 200130 104.50 104.50 102.60 102.65 -1.15 31 1,017 +17
Sep20 200130 107.10 107.80 106.20 106.25 -1.10 10 432 +8
Nov20 200130 110.65 110.65 109.85 109.90 -1.00 2 277 +2
Jan21 200130 114.00 114.00 113.50 113.50 -0.70 0 210 +0
Total Volume and Open Interest 622 19,964 -39
Sugar #11(ICE)
Mar20 200130 14.43 14.72 14.36 14.59 +0.10 114,559 394,644 -2,292
May20 200130 14.29 14.46 14.19 14.31 -0.01 70,247 273,761 +5,639
Jul20 200130 14.20 14.35 14.12 14.19 -0.04 50,628 187,010 +2,583
Oct20 200130 14.28 14.43 14.20 14.25 -0.07 36,423 155,052 +1,839
Mar21 200130 14.65 14.80 14.55 14.60 -0.10 21,336 86,720 +4,739
May21 200130 14.35 14.51 14.24 14.27 -0.14 4,856 15,105 -934
Jul21 200130 14.09 14.24 13.95 13.97 -0.17 3,932 20,864 +347
Oct21 200130 14.08 14.23 13.94 13.95 -0.17 1,464 22,704 +324
Total Volume and Open Interest 304,251 1,172,016 +12,369
London Cocoa(LCE)
Mar20 200130 1960 2017 1958 1991 +38 5,405 77,012 -240
May20 200130 1961 2016 1961 2000 +39 5,460 59,738 +367
Jul20 200130 1966 2005 1966 1996 +37 2,675 40,407 +114
Sep20 200130 1937 1968 1937 1962 +30 1,419 39,927 +417
Dec20 200130 1822 1845 1821 1838 +21 764 57,380 +156
Mar21 200130 1774 1785 1762 1777 +10 525 27,367 +15
May21 200130 1766 1770 1761 1766 +8 27 6,311 -22
Total Volume and Open Interest 16,359 316,125 +771
London Sugar(LCE)
Mar20 200130 406.10 412.80 406.00 408.20 +1.40 7,474 33,877 -149
May20 200130 396.30 402.90 396.30 399.60 +1.80 7,013 46,956 +73
Aug20 200130 391.90 396.50 391.90 393.10 +0.90 2,492 21,087 +619
Oct20 200130 388.70 392.10 387.70 388.30 -0.20 650 6,672 +68
Dec20 200130 392.30 392.50 388.80 388.90 -0.70 121 4,503 -21
Total Volume and Open Interest 17,796 115,960 +625
Cotton(ICE)
Mar20 200130 70.06 70.06 68.54 69.05 -1.01 18,256 121,841 -22
May20 200130 70.68 70.68 69.11 69.64 -1.05 10,377 67,456 +747
Jul20 200130 71.41 71.41 69.97 70.50 -0.98 3,471 39,706 +194
Oct20 200130 70.30 70.30 70.30 70.30 -0.93 0 52 +0
Dec20 200130 70.02 70.30 69.40 69.95 -0.76 808 32,117 -26
Mar21 200130 70.47 70.47 70.10 70.42 -0.71 61 2,566 +23
Total Volume and Open Interest 33,050 265,593 +917
Lumber(CME)
Mar20 200130 427.6 438.9 424.2 436.1 +8.1 327 2,274 +49
May20 200130 426.5 438.6 425.6 437.0 +8.2 92 601 +0
Jul20 200130 423.8 431.7 423.8 431.7 +6.7 23 277 +4
Sep20 200130 418.7 421.2 417.9 421.2 +4.2 15 109 +7
Nov20 200130 412.4 412.4 412.4 412.4 +2.5 0 6 +0
Jan21 200130 410.9 410.9 410.9 410.9 +2.5      
Mar21 200130 409.4 409.4 409.4 409.4 +2.5      
Total Volume and Open Interest 457 3,267 +60
Crude Oil(NYM)
Mar20 200130 53.09 53.20 51.66 52.14 -1.19 633,963 478,095 -4,477
Apr20 200130 53.10 53.27 51.75 52.23 -1.18 107,706 158,130 -777
May20 200130 53.17 53.28 51.80 52.27 -1.15 73,251 138,002 -79
Jun20 200130 53.17 53.18 51.76 52.23 -1.08 76,442 226,032 +3,215
Jul20 200130 52.85 52.94 51.64 52.10 -1.00 33,651 100,993 +1,570
Aug20 200130 52.68 52.68 51.45 51.89 -0.92 21,420 68,666 +1,411
Sep20 200130 52.34 52.40 51.20 51.65 -0.83 25,717 105,040 -2,469
Oct20 200130 51.99 52.13 51.00 51.40 -0.75 13,573 65,775 +3,025
Nov20 200130 51.72 51.89 50.82 51.17 -0.69 8,921 59,685 -2,037
Dec20 200130 51.44 51.68 50.55 50.98 -0.63 54,260 270,864 -2,533
Jan21 200130 51.11 51.49 50.48 50.79 -0.58 3,475 48,805 +77
Feb21 200130 50.61 51.14 50.29 50.63 -0.52 2,075 27,706 -79
Mar21 200130 50.50 50.64 50.16 50.50 -0.47 3,700 42,343 +322
Apr21 200130 50.50 50.50 50.38 50.38 -0.43 712 16,506 +71
May21 200130 50.25 50.41 50.25 50.29 -0.38 1,698 16,926 +1,013
Jun21 200130 50.44 50.85 49.87 50.22 -0.35 12,426 60,530 -1,495
Total Volume and Open Interest 1,101,775 2,172,019 -3,855
e-miNY Crude Oil(NYM)
Mar20 200130 53.075 53.200 51.650 52.150 -1.175 19,936 3,579 -34
Apr20 200130 53.225 53.250 51.775 52.225 -1.175 723 488 -76
May20 200130 52.900 53.050 51.800 52.275 -1.150 42 319 +3
Jun20 200130 53.000 53.150 51.850 52.225 -1.075 25 178 +6
Jul20 200130 52.500 52.550 51.775 52.100 -1.000 4 29 -2
Aug20 200130 51.900 51.900 51.900 51.900 -0.900 0 75 +0
Sep20 200130 51.500 52.325 51.500 51.650 -0.825 4 62 -2
Oct20 200130 51.400 51.800 51.150 51.400 -0.750 0 19 +0
Nov20 200130 50.800 51.175 50.800 51.175 -0.675 40 32 -3
Dec20 200130 51.350 51.550 50.600 50.975 -0.625 318 142 +25
Total Volume and Open Interest 21,094 4,994 -83
NY Harbor ULSD(NYM)
Feb20 200130 169.36 169.77 162.97 163.96 -6.39 24,024 15,602 -6,966
Mar20 200130 169.52 169.90 163.05 164.20 -6.23 88,532 134,960 +8,460
Apr20 200130 169.53 170.02 163.26 164.43 -6.15 34,901 56,188 +266
May20 200130 170.03 170.28 163.68 164.82 -6.01 24,043 42,482 +78
Jun20 200130 170.29 170.64 164.21 165.35 -5.80 30,279 51,115 +2,333
Jul20 200130 170.50 170.74 164.87 165.95 -5.55 8,688 19,945 -382
Aug20 200130 171.10 171.26 165.58 166.62 -5.33 4,651 14,178 +229
Sep20 200130 171.75 171.86 166.45 167.40 -5.16 4,326 10,976 -156
Oct20 200130 172.30 172.30 167.34 168.14 -4.99 2,529 5,964 +65
Nov20 200130 172.78 172.78 167.96 168.75 -4.84 3,381 6,138 +550
Dec20 200130 172.87 173.18 168.42 169.23 -4.69 16,356 26,154 +802
Jan21 200130 173.30 173.30 169.05 169.81 -4.53 1,904 6,781 +56
Feb21 200130 172.50 172.50 169.46 169.99 -4.35 598 1,628 +33
Mar21 200130 171.75 171.81 169.50 169.61 -4.16 976 1,551 +378
Total Volume and Open Interest 248,002 411,182 +6,469
RBOB Gasoline(NYM)
Feb20 200130 152.75 152.75 147.98 149.37 -3.71 27,994 20,023 -10,709
Mar20 200130 153.81 153.83 148.89 150.55 -3.53 97,531 145,954 -9,069
Apr20 200130 171.13 171.13 166.21 167.60 -3.66 43,486 67,806 -2,135
May20 200130 171.03 171.27 166.56 167.99 -3.58 22,128 46,271 +487
Jun20 200130 170.19 170.19 165.73 167.16 -3.47 15,108 42,125 +1,513
Jul20 200130 167.36 167.62 164.07 165.46 -3.31 4,101 22,410 -42
Aug20 200130 164.64 165.10 161.64 162.97 -3.10 2,506 7,474 +331
Sep20 200130 160.80 161.80 158.18 159.65 -2.85 4,117 14,514 +825
Oct20 200130 147.70 147.70 144.67 145.81 -2.76 1,595 5,732 +132
Nov20 200130 142.92 142.92 141.24 142.30 -2.61 1,328 2,718 -59
Total Volume and Open Interest 223,097 398,664 -18,527
e-miNY RBOB Gasoline(NYM)
Feb20 200130 149.37 149.37 149.37 149.37 -3.71 1 0 -1
Mar20 200130 150.55 150.55 150.55 150.55 -3.53      
Apr20 200130 167.60 167.60 167.60 167.60 -3.66      
May20 200130 167.99 167.99 167.99 167.99 -3.58      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Mar20 200130 1.879 1.886 1.815 1.829 -0.036 192,221 591,088 +2,164
Apr20 200130 1.915 1.926 1.864 1.872 -0.037 64,644 188,894 +1,428
May20 200130 1.978 1.985 1.927 1.933 -0.038 41,090 145,823 +630
Jun20 200130 2.046 2.052 1.997 2.002 -0.036 17,773 67,675 -2,045
Jul20 200130 2.114 2.120 2.069 2.074 -0.034 15,651 66,755 +450
Aug20 200130 2.138 2.147 2.098 2.103 -0.032 8,865 35,534 +262
Sep20 200130 2.132 2.141 2.095 2.100 -0.030 8,001 51,982 +1,045
Oct20 200130 2.166 2.173 2.129 2.133 -0.028 23,211 84,314 -3,358
Nov20 200130 2.269 2.278 2.241 2.243 -0.023 4,120 25,851 +386
Dec20 200130 2.458 2.466 2.432 2.434 -0.020 3,647 28,944 +119
Jan21 200130 2.566 2.576 2.542 2.545 -0.018 6,694 43,471 +767
Feb21 200130 2.537 2.540 2.511 2.513 -0.016 2,047 14,441 -103
Mar21 200130 2.442 2.444 2.420 2.422 -0.014 3,078 21,761 +605
Apr21 200130 2.225 2.227 2.207 2.209 -0.009 2,623 24,441 +318
May21 200130 2.203 2.208 2.188 2.191 -0.010 1,969 9,744 -112
Jun21 200130 2.241 2.245 2.230 2.230 -0.009 1,299 7,537 -167
Total Volume and Open Interest 459,982 1,465,557 -14,306
Brent Crude Oil(ICE)
Mar20 200130 59.60 59.65 57.71 58.29 -1.52 248,947 147,971 -26,674
Apr20 200130 58.71 58.75 56.74 57.33 -1.58 308,813 548,136 -5,820
May20 200130 58.11 58.19 56.42 57.00 -1.35 145,722 196,513 +337
Jun20 200130 57.67 57.74 56.16 56.70 -1.20 163,766 295,340 -814
Jul20 200130 57.19 57.26 55.81 56.33 -1.09 74,664 161,068 -150
Aug20 200130 56.87 56.89 55.58 56.08 -0.96 46,184 117,452 -4,815
Sep20 200130 56.56 56.64 55.38 55.87 -0.86 37,650 141,682 -3,099
Oct20 200130 56.15 56.32 55.19 55.63 -0.78 19,824 93,915 -3,105
Nov20 200130 55.93 56.12 55.02 55.45 -0.69 8,491 56,478 +356
Dec20 200130 55.70 55.97 54.84 55.25 -0.62 87,125 266,617 +8,928
Jan21 200130 55.23 55.80 54.62 55.13 -0.55 2,844 47,127 +550
Feb21 200130 55.49 55.55 55.03 55.03 -0.49 3,841 40,063 +447
Mar21 200130 55.03 55.50 54.90 54.95 -0.43 7,339 32,008 +1,639
Apr21 200130 55.29 55.42 54.89 54.89 -0.38 1,245 17,093 +419
Total Volume and Open Interest 1,208,273 2,587,883 -28,375
Gas Oil(ICE)
Feb20 200130 519.00 519.50 497.50 509.00 -14.25 91,647 91,805 -11,662
Mar20 200130 521.75 521.75 499.25 510.50 -14.00 173,549 186,647 +2,512
Apr20 200130 519.00 520.50 499.75 510.50 -13.75 114,405 101,044 +1,414
May20 200130 519.00 519.00 499.50 509.75 -13.25 49,406 75,794 -4,398
Jun20 200130 518.00 518.00 499.25 509.00 -12.50 89,269 123,347 -2,997
Jul20 200130 516.25 516.25 500.50 510.00 -11.50 21,011 43,198 -151
Aug20 200130 518.00 518.00 502.50 511.25 -11.00 11,623 26,982 +481
Sep20 200130 518.75 518.75 504.25 512.75 -10.50 18,482 31,795 +1,086
Oct20 200130 521.00 521.00 506.75 514.75 -10.00 12,278 26,137 +235
Nov20 200130 520.50 520.50 506.75 514.50 -9.50 7,946 16,531 +1,407
Total Volume and Open Interest 672,724 881,935 -3,478
Ethanol(CBOT)
Feb20 200130 1.340 1.340 1.340 1.340 +0.001 113 92 -62
Mar20 200130 1.363 1.369 1.353 1.360 -0.002 182 407 -8
Apr20 200130 1.375 1.376 1.373 1.376 -0.006 4 48 +2
May20 200130 1.392 1.392 1.392 1.392 -0.006 1 9 -1
Jun20 200130 1.392 1.392 1.392 1.392 -0.006      
Jul20 200130 1.392 1.392 1.392 1.392 -0.006      
Aug20 200130 1.392 1.392 1.392 1.392 -0.006      
Sep20 200130 1.392 1.392 1.392 1.392 -0.006      
Total Volume and Open Interest 300 556 -69
WTI Crude Oil(ICE)
Mar20 200130 53.06 53.17 51.63 52.14 -1.19 43,250 91,466 -652
Apr20 200130 53.13 53.22 51.73 52.23 -1.18 40,005 65,009 +2,432
May20 200130 53.21 53.26 51.77 52.27 -1.15 28,015 43,645 +1,493
Jun20 200130 53.13 53.14 51.74 52.23 -1.08 22,554 84,473 -1,053
Jul20 200130 52.75 52.90 51.64 52.10 -1.00 7,772 21,982 +454
Aug20 200130 52.28 52.68 51.41 51.89 -0.92 4,897 13,837 -413
Sep20 200130 51.96 52.39 51.17 51.65 -0.83 4,868 27,430 +267
Oct20 200130 51.22 52.06 51.14 51.40 -0.75 769 12,757 +106
Nov20 200130 51.10 51.82 50.93 51.17 -0.69 372 9,096 +51
Dec20 200130 51.15 51.64 50.55 50.98 -0.63 10,338 93,704 -22
Jan21 200130 50.70 51.37 50.34 50.79 -0.58 130 5,953 +22
Feb21 200130 50.63 50.63 50.63 50.63 -0.52 96 4,404 -56
Mar21 200130 50.50 50.50 50.50 50.50 -0.47 221 5,835 -8
Apr21 200130 50.38 50.38 50.38 50.38 -0.43 49 2,723 +13
May21 200130 50.29 50.29 50.29 50.29 -0.38 66 2,778 +1
Jun21 200130 50.18 50.48 49.85 50.22 -0.35 2,217 25,726 +181
Total Volume and Open Interest 171,735 621,387 +5,808
US Dollar Index(ICE)
Mar20 200130 97.860 97.910 97.620 97.705 -0.115 10,150 34,935 +755
Jun20 200130 97.470 97.470 97.280 97.320 -0.115 60 945 -1
Sep20 200130 97.035 97.035 96.955 96.955 -0.115 0 115 +0
Total Volume and Open Interest 10,210 36,000 +754
Australian Dollar(CME)
Mar20 200130 67.54 67.61 67.06 67.14 -0.53 111,032 152,091 +6,310
Jun20 200130 67.63 67.66 67.20 67.27 -0.53 351 807 +97
Sep20 200130 67.60 67.60 67.39 67.40 -0.54 0 32 +0
Total Volume and Open Interest 111,560 156,721 +6,408
British Pound(CME)
Mar20 200130 130.32 131.25 129.95 130.98 +0.56 87,677 198,191 +1,605
Jun20 200130 130.78 131.57 130.32 131.30 +0.52 755 2,386 +277
Sep20 200130 131.60 131.74 130.70 131.60 +0.48 0 29 +0
Total Volume and Open Interest 89,465 203,169 +1,851
Canadian Dollar(CME)
Mar20 200130 75.77 75.81 75.61 75.65 -0.15 68,236 177,523 -3,827
Jun20 200130 75.77 75.81 75.61 75.66 -0.15 232 4,054 +38
Sep20 200130 75.70 75.79 75.62 75.66 -0.16 0 677 +0
Dec20 200130 75.65 75.65 75.65 75.65 -0.17 2 1,198 -1
Total Volume and Open Interest 68,677 185,499 -3,830
Japanese Yen(CME)
Mar20 200130 91.95 92.31 91.90 92.14 +0.21 147,159 181,996 -5,231
Jun20 200130 92.37 92.76 92.37 92.59 +0.20 50 937 -3
Sep20 200130 93.02 93.09 93.02 93.02 +0.19 0 5 +0
Total Volume and Open Interest 147,635 184,919 -5,288
Swiss Franc(CME)
Mar20 200130 103.00 103.62 103.00 103.45 +0.37 26,429 51,355 +220
Jun20 200130 104.00 104.23 103.68 104.09 +0.36 3 82 -2
Sep20 200130 104.72 104.72 104.72 104.72 +0.35 1 3 +1
Total Volume and Open Interest 26,433 51,440 +219
EuroFX(CME)
Mar20 200130 110.42 110.69 110.37 110.59 +0.08 142,025 585,004 +4,889
Jun20 200130 111.05 111.29 110.99 111.20 +0.07 655 7,960 +192
Sep20 200130 111.78 111.82 111.60 111.78 +0.06 13 900 +7
Total Volume and Open Interest 143,457 598,793 +4,967
Mexican Peso(CME)
Feb20 200130 530.38 530.38 529.25 530.38 -3.88 0 10 +0
Mar20 200130 531.50 531.75 526.63 528.00 -3.75 77,253 303,728 +8,141
Total Volume and Open Interest 77,271 305,928 +8,151
Brazilian Real(CME)
Feb20 200130 235.80 236.80 234.05 234.50 -2.55 8,204 10,997 -165
Mar20 200130 236.20 236.35 233.80 234.20 -2.50 9,067 40,200 +5,543
Apr20 200130 234.70 236.20 232.55 233.85 -2.50 14 48 +11
May20 200130 233.65 233.65 233.65 233.65 -2.20      
Total Volume and Open Interest 17,285 51,245 +5,389
30-Year T-Bonds(CBOT)
Mar20 200130 162~150 163~120 162~070 162~290 +0~210 365,499 1,076,985 +9,640
Jun20 200130 161~160 162~130 161~090 161~310 +0~210 2,307 15,666 +1,183
Sep20 200130 160~300 160~300 160~300 160~300 +0~210 0 1 +0
Total Volume and Open Interest 367,806 1,092,652 +10,823
10-Year T-Notes(CBOT)
Mar20 200130 131~020 131~170 131~000 131~100 +0~095 2,306,819 3,802,547 +7,596
Jun20 200130 130~295 131~125 130~280 131~060 +0~100 13,456 89,040 +3,521
Sep20 200130 130~245 130~245 130~245 130~245 +0~100      
Total Volume and Open Interest 2,320,275 3,891,587 +11,117
5-Year T-Notes(CBOT)
Mar20 200130 119~294 120~064 119~284 120~020 +0~052 1,022,371 4,381,871 +62,982
Jun20 200130 120~084 120~186 120~084 120~144 +0~060 15,016 117,170 +7,600
Sep20 200130 120~144 120~144 120~144 120~144 +0~060      
Total Volume and Open Interest 1,037,387 4,499,041 +70,582
2 Year T-Notes(CBOT)
Mar20 200130 108~005 108~036 108~003 108~020 +0~013 559,670 3,573,125 +5,699
Jun20 200130 108~067 108~093 108~062 108~077 +0~016 17,450 147,046 +16,388
Sep20 200130 108~077 108~077 108~077 108~077 +0~016      
Total Volume and Open Interest 577,120 3,720,171 +22,087
Eurodollars(CME)
Mar20 200130 98.295 98.330 98.295 98.315 +0.020 253,766 1,522,843 -2,324
Jun20 200130 98.405 98.455 98.405 98.435 +0.030 308,751 1,393,636 +27,048
Sep20 200130 98.535 98.585 98.525 98.560 +0.035 229,468 1,097,304 -948
Dec20 200130 98.580 98.635 98.570 98.610 +0.040 286,096 1,190,596 -26,384
Mar21 200130 98.685 98.750 98.680 98.725 +0.045 236,746 975,346 -4,577
Jun21 200130 98.715 98.780 98.710 98.750 +0.045 174,668 1,001,668 +4,721
Sep21 200130 98.735 98.805 98.730 98.770 +0.045 161,995 796,714 +5,426
Dec21 200130 98.700 98.770 98.695 98.740 +0.050 172,860 726,671 +14,148
Mar22 200130 98.715 98.785 98.710 98.755 +0.050 110,996 431,210 -3,838
Jun22 200130 98.705 98.770 98.700 98.740 +0.050 80,830 309,825 +1,480
Sep22 200130 98.690 98.750 98.680 98.720 +0.045 74,436 252,620 -1,116
Dec22 200130 98.650 98.715 98.645 98.685 +0.045 74,394 246,060 -688
Mar23 200130 98.645 98.705 98.635 98.680 +0.050 47,905 268,929 -1,893
Jun23 200130 98.620 98.685 98.615 98.660 +0.050 37,012 130,397 -393
Sep23 200130 98.600 98.660 98.595 98.640 +0.050 38,916 119,604 -2,489
Dec23 200130 98.565 98.625 98.565 98.610 +0.050 35,619 109,003 -4,834
Mar24 200130 98.550 98.610 98.545 98.590 +0.050 19,051 92,939 +1,593
Jun24 200130 98.515 98.575 98.515 98.560 +0.050 22,443 48,147 -62
Total Volume and Open Interest 2,480,982 11,246,856 +16,999
Ultra T-Bond(CBOT)
Mar20 200130 192~21 194~04 191~31 193~07 +0~29 175,162 1,220,349 -2,738
Jun20 200130 193~24 194~26 192~27 194~01 +0~28 132 1,942 +5
Sep20 200130 194~01 194~01 194~01 194~01 +0~28      
Total Volume and Open Interest 175,294 1,222,291 -2,733
Ultra 10-Yr T-Note(CBOT)
Mar20 200130 144~255 145~150 144~220 145~055 +0~155 223,091 922,599 +2,686
Jun20 200130 144~280 145~030 144~280 144~280 +0~155      
Sep20 200130 144~280 144~280 144~280 144~280 +0~155      
Total Volume and Open Interest 223,091 922,599 +2,686
30 Day Federal Funds(CBOT)
Jan20 200130 98.450 98.450 98.448 98.450 +0.002 3,013 412,051 -478
Feb20 200130 98.405 98.410 98.405 98.410 +0.005 26,946 455,005 +3,423
Mar20 200130 98.420 98.430 98.420 98.430 +0.015 58,636 177,903 +27,097
Apr20 200130 98.435 98.455 98.430 98.450 +0.020 94,811 273,579 +5,246
May20 200130 98.465 98.505 98.465 98.490 +0.025 55,222 163,182 +3,117
Jun20 200130 98.515 98.550 98.515 98.535 +0.030 16,609 70,104 -15
Total Volume and Open Interest 366,714 1,992,264 +43,444
Japanese Govt Bonds(SGX)
Mar20 200130 152.57 152.89 152.57 152.85 +0.27 937 14,217 -149
Jun20 200130 152.85 152.85 152.85 152.85 +0.27      
Sep20 200130 152.85 152.85 152.85 152.85 +0.27      
Total Volume and Open Interest 937 14,217 -149
Euro-Buxl(EUREX)
Mar20 200130 208.36 209.80 208.32 209.52 +1.64 86,555 275,234 +2,951
Jun20 200130 207.96 207.96 207.96 207.96 +1.64 500 8,178 +0
Sep20 200130 209.58 209.58 209.58 209.58 +1.64      
Total Volume and Open Interest 87,055 283,412 +2,951
Euro-Bund(EUREX)
Mar20 200130 174.23 174.65 174.23 174.57 +0.51 885,015 1,654,904 -38,320
Jun20 200130 171.56 171.87 171.56 171.84 +0.51 3,960 30,087 +2,230
Sep20 200130 174.13 174.13 173.69 174.07 +0.51 0 2 +0
Total Volume and Open Interest 888,975 1,684,993 -36,090
Euro-Bobl(EUREX)
Mar20 200130 134.65 134.81 134.65 134.77 +0.17 545,470 1,243,814 -9,326
Jun20 200130 135.01 135.01 135.01 135.01 +0.18 256 1,577 +255
Sep20 200130 134.66 134.66 134.66 134.66 +0.17 0 324 +0
Total Volume and Open Interest 545,726 1,245,715 -9,071
Euro-Schatz(EUREX)
Mar20 200130 112.02 112.06 112.02 112.06 +0.04 412,388 1,674,158 -30,623
Jun20 200130 112.05 112.05 112.05 112.05 +0.05 2 122 +2
Sep20 200130 112.06 112.06 112.06 112.06 +0.04      
Total Volume and Open Interest 412,390 1,674,280 -30,621
3-Mth Euribor(EUREX)
Mar20 200130 100.410 100.410 100.410 100.410 unch 0 1,579 +0
Jun20 200130 100.430 100.430 100.430 100.430 +0.015 65 736 +65
Sep20 200130 100.445 100.445 100.445 100.445 +0.015 110 572 +0
Total Volume and Open Interest 210 5,130 +100
Long Gilt(LIFFE)
Mar20 200130 135~10 135~17 134~13 134~23 -0~05 242,010 636,550 +9,190
Jun20 200130 133~30 133~30 133~30 133~30 -0~05      
Total Volume and Open Interest 242,010 636,550 +9,190
3-Mth Short Sterling(LIFFE)
Mar20 200130 99.38 99.39 99.28 99.29 -0.08 111,939 701,780 +7,329
Jun20 200130 99.46 99.47 99.36 99.37 -0.08 79,398 728,521 -4,110
Sep20 200130 99.50 99.51 99.40 99.42 -0.07 71,960 581,276 +607
Dec20 200130 99.49 99.51 99.40 99.42 -0.06 65,660 665,455 +393
Mar21 200130 99.50 99.52 99.41 99.43 -0.06 85,737 384,108 +6,645
Jun21 200130 99.50 99.51 99.40 99.43 -0.06 62,928 308,074 -55
Total Volume and Open Interest 979,723 4,470,680 +29,487
3-Mth Euribor(LIFFE)
Mar20 200130 100.415 100.420 100.410 100.415 +0.005 177,808 529,012 +52,893
Jun20 200130 100.420 100.435 100.420 100.430 +0.010 94,348 423,811 -20,409
Sep20 200130 100.430 100.445 100.430 100.445 +0.015 124,273 539,250 +12,438
Total Volume and Open Interest 1,236,777 4,096,175 +34,252
3-Mth Aus T-Bills(SFE)
Mar20 200130 99.14 99.16 99.13 99.16 +0.02 36,347 165,763 -6,735
Jun20 200130 99.26 99.30 99.26 99.29 +0.03 38,799 210,052 +5,104
Sep20 200130 99.35 99.39 99.35 99.38 +0.03 45,663 212,807 -8,777
Dec20 200130 99.36 99.40 99.35 99.40 +0.04 25,228 176,809 +434
Mar21 200130 99.37 99.41 99.37 99.41 +0.04 23,661 137,468 +5,842
Jun21 200130 99.36 99.40 99.36 99.40 +0.04 16,664 89,617 +2,853
Sep21 200130 99.33 99.38 99.33 99.38 +0.05 9,781 54,573 +3,796
Dec21 200130 99.34 99.36 99.33 99.36 +0.06 3,837 36,982 +339
Mar22 200130 99.33 99.34 99.33 99.34 +0.06 187 2,408 +5
Jun22 200130 99.32 99.32 99.32 99.32 +0.07 0 1,355 +0
Total Volume and Open Interest 200,174 1,088,591 +2,854
10-Year Aus T-Bonds(SFE)
Mar20 200130 98.98 99.04 98.97 99.03 +0.05 187,194 1,227,596 +10,174
Jun20 200130 99.03 99.03 99.03 99.03 +0.05      
Total Volume and Open Interest 187,194 1,227,596 +10,174
3-Year Aus T-Bonds(SFE)
Mar20 200130 99.33 99.38 99.33 99.38 +0.05 242,654 1,148,404 -26,820
Jun20 200130 99.38 99.38 99.38 99.38 +0.05 0 10 +0
Total Volume and Open Interest 242,654 1,148,414 -26,820
Gold(CMX)
Feb20 200130 1576.8 1585.0 1571.4 1583.5 +13.1 378,006 100,696 -84,465
Apr20 200130 1582.4 1590.7 1576.8 1589.2 +13.2 194,664 454,407 +39,485
Jun20 200130 1587.3 1596.5 1583.1 1595.1 +13.1 15,014 85,906 +2,581
Aug20 200130 1593.0 1601.9 1589.3 1600.8 +12.9 5,543 24,924 +864
Oct20 200130 1600.4 1605.8 1595.2 1605.8 +12.8 519 7,753 -58
Dec20 200130 1601.6 1612.0 1598.8 1610.7 +12.8 10,909 30,257 +7,418
Feb21 200130 1610.3 1615.3 1610.3 1615.3 +12.7 125 5,679 -1
Apr21 200130 1619.2 1619.2 1619.2 1619.2 +12.6 0 600 +0
Jun21 200130 1623.1 1623.1 1623.1 1623.1 +12.8 13 1,870 +3
Aug21 200130 1627.3 1627.3 1627.3 1627.3 +12.8 0 3 +0
Oct21 200130 1631.2 1631.2 1631.2 1631.2 +12.8      
Dec21 200130 1629.0 1635.2 1629.0 1635.2 +12.8 7 817 +0
Total Volume and Open Interest 607,111 715,539 -33,919
Silver(CMX)
Mar20 200130 1754.0 1804.0 1752.0 1799.2 +50.5 110,536 166,416 -7,681
May20 200130 1762.0 1811.0 1762.0 1807.2 +50.4 4,056 29,916 +1,488
Jul20 200130 1775.0 1818.5 1772.5 1814.7 +50.3 793 19,265 +33
Sep20 200130 1780.5 1824.5 1780.5 1822.0 +50.4 327 8,077 -29
Dec20 200130 1791.0 1834.0 1789.5 1831.3 +50.1 161 7,824 +32
Mar21 200130 1840.2 1840.2 1840.2 1840.2 +50.1 2 12 +0
May21 200130 1845.6 1845.6 1845.6 1845.6 +50.1 0 23 +0
Total Volume and Open Interest 116,007 231,933 -6,152
Platinum(NYMEX)
Apr20 200130 980.1 985.0 965.5 980.5 +5.2 20,621 99,858 -653
Jul20 200130 985.5 989.8 971.3 985.6 +5.2 498 4,985 +228
Oct20 200130 983.7 991.0 977.3 991.0 +5.0 6 427 +2
Jan21 200130 992.9 997.6 989.3 997.6 +5.1 2 154 +0
Total Volume and Open Interest 21,134 105,456 -444
Palladium(NYMEX)
Mar20 200130 2215.00 2254.40 2178.80 2215.70 +13.50 5,939 16,787 -955
Jun20 200130 2220.00 2249.00 2176.10 2211.60 +14.00 753 5,548 +139
Sep20 200130 2179.40 2217.70 2163.10 2197.90 +15.30 20 1,090 +9
Total Volume and Open Interest 6,718 23,853 -802
Copper(CMX)
Mar20 200130 256.20 256.65 251.60 252.40 -3.00 100,472 134,376 -5,433
May20 200130 256.85 257.20 252.35 253.05 -3.05 16,050 49,888 +172
Jul20 200130 257.45 257.60 253.05 253.75 -3.05 5,481 28,986 -987
Sep20 200130 256.00 257.95 253.85 254.45 -3.05 2,128 16,379 +156
Dec20 200130 258.00 258.70 254.80 255.40 -3.00 1,273 9,004 +327
Total Volume and Open Interest 126,846 248,958 -5,910
E-mini DJIA Index(CBOT)
Mar20 200130 28718 28843 28432 28791 +81 261,243 104,651 +477
Jun20 200130 28630 28810 28414 28768 +84 152 185 +14
Sep20 200130 28740 28740 28448 28740 +93 0 3 +0
Dec20 200130 28698 28698 28698 28698 +93      
Total Volume and Open Interest 261,395 104,839 +491
S & P 500(CME)
Mar20 200130 3268.50 3294.50 3240.25 3289.75 +17.25 1,379 34,917 -137
Jun20 200130 3290.00 3290.00 3290.00 3290.00 +17.25 0 29 +0
Sep20 200130 3289.25 3289.25 3289.25 3289.25 +16.75 0 1 +1
Dec20 200130 3292.00 3292.00 3292.00 3292.00 +17.25      
Total Volume and Open Interest 1,379 35,021 -136
S & P 500 E-Mini(CME)
Mar20 200130 3271.50 3295.25 3239.75 3289.75 +17.25 1,910,878 2,691,839 +682
Jun20 200130 3276.00 3295.25 3240.00 3290.00 +17.25 4,612 47,350 +1,719
Sep20 200130 3269.00 3293.50 3240.00 3289.25 +16.75 34 309 -3
Dec20 200130 3292.00 3292.00 3257.00 3292.00 +17.25 0 2,236 +0
Total Volume and Open Interest 1,915,528 2,741,743 +2,400
NASDAQ 100 E-Mini(CME)
Mar20 200130 9111.25 9240.00 9003.50 9216.25 +117.75 632,550 204,950 -3,276
Jun20 200130 9130.50 9259.25 9024.00 9234.75 +117.00 397 1,185 +6
Sep20 200130 9250.00 9266.25 9050.00 9258.75 +117.75 2 29 +1
Total Volume and Open Interest 632,949 206,168 -3,269
S&P Midcap 400(CME) e-Mini
Mar20 200130 2050.00 2051.60 2025.40 2048.50 +2.10 13,687 76,833 -423
Jun20 200130 2054.60 2054.60 2034.50 2054.60 +1.20 0 57 +0
Sep20 200130 2058.60 2058.60 2058.60 2058.60 +1.30      
Total Volume and Open Interest 13,687 76,890 -423
Volatility Index(CBOE)
Jan20 200122 12.75 12.85 12.28 12.62 -0.31 3,437 50,008 -11,776
Feb20 200130 16.65 17.80 16.00 16.08 -0.60 128,874 199,752 -26,955
Mar20 200130 16.75 17.50 16.32 16.43 -0.34 84,272 107,508 +7,481
Apr20 200130 17.15 17.62 16.67 16.73 -0.35 22,793 45,186 +1,706
Total Volume and Open Interest 260,942 422,256 -17,880
S & P 600(CME)
Mar20 200130 1003.50 1003.50 1003.50 1003.50 -1.20      
Jun20 200130 1004.20 1004.20 1004.20 1004.20 -1.10      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200130 1648.60 1652.00 1628.70 1648.90 -0.50 151,696 501,441 -2,968
Jun20 200130 1640.50 1652.30 1630.80 1650.30 -0.60 91 603 -1
Sep20 200130 1653.60 1653.60 1653.60 1653.60 -1.60      
Total Volume and Open Interest 151,787 502,044 -2,969
Nikkei 225(CME)
Mar20 200130 23245 23295 22835 23210 -40 11,372 20,953 -23
Jun20 200130 22975 23145 22720 23085 -35 0 28 +0
Total Volume and Open Interest 11,372 20,981 -23
Nikkei 225(SGX)
Mar20 200130 23340 23395 22860 22945 -415 129,223 180,666 -1,489
Jun20 200130 23055 23055 22775 22775 -415 532 5,039 +439
Sep20 200130 22735 22735 22735 22735 -415 0 10 +0
Total Volume and Open Interest 130,270 218,455 -869
Nikkei 225 Mini(JPX)
Mar20 200130 23310 23395 22860 22970 -390 1,380,590 416,485 +12,385
Jun20 200130 23135 23215 22680 22780 -390 44,760 11,897 +1,321
Sep20 200130 23085 23150 22640 22730 -390 374 971 -3
Total Volume and Open Interest 1,503,975 477,504 +15,943
Nikkei 225(JPX)
Mar20 200130 23310 23400 22860 22970 -390 103,986 247,036 +2,459
Jun20 200130 23130 23210 22680 22780 -390 969 18,025 -347
Sep20 200130 22730 22730 22730 22730 -390 2 3,378 +101
Total Volume and Open Interest 104,991 346,938 +2,445
Nikkei 225(CME) Yen
Mar20 200130 23245 23285 22820 23195 -50 49,257 57,636 +1,237
Jun20 200130 22915 23085 22665 23015 -50 0 19 +0
Sep20 200130 22960 22960 22960 22960 -45      
Total Volume and Open Interest 49,257 57,655 +1,237
Nikkei 225(CME) e-Mini Yen
Mar20 200130 23200 23200 23050 23200 -50 6 0 +0
Jun20 200130 23020 23020 23020 23020 -50      
Sep20 200130 22960 22960 22960 22960 -50      
Total Volume and Open Interest 6    
CAC 40(EURONEXT)
Feb20 200130 5906.0 5910.0 5843.0 5870.0 -81.0 108,839 331,941 -2,122
Mar20 200130 5906.0 5906.0 5844.0 5867.0 -81.0 394 17,130 +43
Apr20 200130 5849.5 5849.5 5849.5 5849.5 -80.0      
Total Volume and Open Interest 109,233 415,080 -2,079
Hang Seng Index(HKFE)
Jan20 200130 27120 27162 26653 26661 -464 117,038 57,730 -12,660
Feb20 200130 27058 27111 26260 26350 -708 29,704 76,847 +15,101
Mar20 200130 27055 27101 26266 26343 -730 477 12,924 +32
Total Volume and Open Interest 147,425 154,093 +2,535
DAX(EUREX)
Mar20 200130 13321.0 13321.5 13115.0 13149.0 -200.5 127,050 117,028 -5,692
Jun20 200130 13280.0 13280.0 13160.0 13167.0 -200.5 84 1,071 +56
Sep20 200130 13207.5 13211.5 13151.0 13151.0 -200.5 1 95 +1
Total Volume and Open Interest 127,135 118,194 -5,635
Mini-DAX(EUREX)
Mar20 200130 13323.0 13323.0 13115.0 13149.0 -200.5 75,999 16,858 -420
Jun20 200130 13266.0 13271.0 13137.0 13167.0 -200.5 178 1,089 -59
Sep20 200130 13220.0 13220.0 13151.0 13151.0 -200.5 8 20 +3
Total Volume and Open Interest 76,185 17,967 -476
DJ EuroSTOXX 50(EUREX)
Mar20 200130 3722 3722 3667 3679 -51 1,363,723 3,553,233 -97,750
Jun20 200130 3606 3623 3587 3597 -51 259 90,969 +207
Sep20 200130 3583 3583 3583 3583 -51 1 32 +0
Total Volume and Open Interest 1,363,983 3,731,276 -97,543
Swiss Market Index(EUREX)
Mar20 200130 10699 10743 10623 10649 -125 47,599 190,193 -1,004
Jun20 200130 10517 10539 10471 10471 -125 15 12,740 -3
Sep20 200130 10439 10439 10439 10439 -125 0 88 +0
Total Volume and Open Interest 47,614 203,021 -1,007
FT-SE 100(EURONEXT)
Mar20 200130 7403.50 7404.00 7291.00 7316.00 -109.50 105,906 703,607 -8,429
Jun20 200130 7277.00 7277.00 7234.50 7234.50 -108.00 1 347 +1
Sep20 200130 7170.00 7170.00 7163.00 7163.00 -108.00 0 5 +0
Total Volume and Open Interest 105,907 703,964 -8,428
SPI 200(SFE)
Mar20 200130 6967.0 6985.0 6926.0 6939.0 -25.0 56,010 415,594 +6,439
Jun20 200130 6918.0 6918.0 6918.0 6918.0 -25.0 0 5,236 +0
Sep20 200130 6832.0 6832.0 6832.0 6832.0 -25.0      
Total Volume and Open Interest 56,015 421,878 +6,440
FTSE MIB(ISE)
Mar20 200130 23795.00 23965.00 23665.00 23762.00 -248.00 35,975 139,321 +421
Jun20 200130 23300.00 23330.00 23065.00 23155.00 -248.00 200 1,451 +153
Sep20 200130 22995.00 22995.00 22995.00 22995.00 -248.00 2 24 +1
Total Volume and Open Interest 36,177 140,796 +575
KOSPI 200(KFE)
Mar20 200130 294.30 294.80 286.20 288.00 -6.15 323,907 307,910 +3,349
Jun20 200130 294.15 294.95 286.75 287.80 -6.80 1,140 14,002 +61
Sep20 200130 295.20 295.20 295.20 295.20 unch 11 341 -5
Total Volume and Open Interest 325,372 360,004 +3,407
GSCI(CME)
Feb20 200130 393.55 394.25 389.85 390.80 -8.05 9 8,958 +2
Mar20 200130 393.90 393.90 392.50 393.90 -7.30      
Apr20 200130 393.20 393.20 393.20 393.20 -7.30      
Total Volume and Open Interest 9 8,958 +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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