Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Fri January 31, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200131 880.00 882.75 872.25 872.50 -3.75 77,353 342,322 -4,173
May20 200131 894.25 896.75 886.50 886.75 -3.75 30,891 163,459 +2,199
Jul20 200131 911.25 911.25 900.25 900.50 -3.75 19,249 141,828 +1,444
Aug20 200131 914.50 915.50 905.50 905.50 -3.75 2,055 12,472 +363
Sep20 200131 915.25 916.50 906.50 906.50 -4.25 1,798 14,554 +150
Nov20 200131 919.25 921.75 911.75 912.25 -3.75 14,598 83,915 +1,157
Jan21 200131 926.50 927.75 918.00 918.75 -3.75 1,496 18,374 +471
Mar21 200131 924.50 924.75 916.25 916.50 -4.00 1,894 30,771 +720
May21 200131 924.75 924.75 920.25 920.25 -4.00 284 4,827 -114
Jul21 200131 928.00 931.00 926.50 926.50 -3.50 364 4,819 +133
Aug21 200131 926.50 926.50 926.50 926.50 -3.75 5 162 -3
Sep21 200131 922.75 936.25 922.75 922.75 -3.25 8 135 -6
Nov21 200131 926.75 927.25 921.00 921.50 -2.50 127 2,843 -11
Jan22 200131 928.00 928.00 928.00 928.00 -2.50 0 2 +0
Total Volume and Open Interest 150,122 820,498 +2,330
Soybean Meal(CBOT)
Mar20 200131 292.80 293.50 290.40 291.00 -0.50 39,811 209,225 -864
May20 200131 298.10 298.50 295.70 296.30 -0.20 26,014 117,580 +717
Jul20 200131 303.00 303.20 300.90 301.40 unch 16,996 71,533 +596
Aug20 200131 304.50 305.10 302.80 303.30 unch 2,030 12,932 +228
Sep20 200131 306.00 306.60 304.30 304.60 -0.30 1,291 12,843 +372
Oct20 200131 306.90 306.90 305.60 305.70 -0.10 902 10,640 +75
Dec20 200131 310.00 310.60 308.60 309.00 unch 4,269 38,163 +1,232
Jan21 200131 310.50 310.50 309.50 309.50 -0.20 315 3,024 +118
Mar21 200131 309.40 309.60 308.30 308.50 -0.10 708 9,084 +200
May21 200131 310.60 310.80 309.50 309.50 -0.20 102 1,636 +16
Total Volume and Open Interest 92,459 489,167 +2,696
Soybean Oil(CBOT)
Mar20 200131 30.78 30.96 29.88 29.94 -0.69 67,970 207,086 -4,779
May20 200131 31.15 31.33 30.25 30.30 -0.70 34,101 129,359 +2,250
Jul20 200131 31.50 31.69 30.63 30.69 -0.67 17,125 102,056 +227
Aug20 200131 31.63 31.80 30.77 30.81 -0.66 2,752 18,845 +108
Sep20 200131 31.75 31.80 30.89 30.92 -0.63 1,578 12,784 +524
Oct20 200131 31.75 31.82 30.97 31.02 -0.59 1,282 11,515 +125
Dec20 200131 32.00 32.16 31.29 31.35 -0.50 4,115 53,040 +320
Jan21 200131 32.22 32.25 31.53 31.57 -0.49 431 6,922 +21
Mar21 200131 32.29 32.29 31.69 31.70 -0.45 520 6,544 +114
May21 200131 31.92 32.13 31.86 31.86 -0.36 48 1,541 +9
Total Volume and Open Interest 130,033 551,407 -1,049
Canola(WCE)
Mar20 200131 456.4 459.6 450.1 450.5 -5.9 12,137 73,913 -413
May20 200131 465.8 469.0 459.5 459.8 -5.9 10,679 58,003 +3,521
Jul20 200131 472.5 475.7 466.3 466.7 -5.7 2,924 22,513 +852
Nov20 200131 480.9 484.1 474.4 475.1 -5.5 2,907 38,117 +409
Jan21 200131 486.9 489.9 480.5 481.4 -5.0 89 2,381 +17
Total Volume and Open Interest 28,770 195,892 +4,390
Corn(CBOT)
Mar20 200131 381.50 382.75 378.75 381.25 +1.75 136,811 643,254 -220
May20 200131 386.75 388.00 384.00 386.50 +1.75 42,558 250,782 +1,316
Jul20 200131 391.50 392.75 388.75 391.00 +1.50 35,430 262,563 +923
Sep20 200131 389.25 390.25 386.25 387.75 +0.50 10,436 130,541 +1,240
Dec20 200131 391.75 393.00 389.50 390.75 +0.25 19,169 206,242 +1,024
Mar21 200131 401.50 402.50 398.75 400.50 +0.25 890 13,736 +11
May21 200131 405.50 405.50 403.25 404.50 +0.25 35 2,940 -5
Jul21 200131 408.50 409.00 405.25 407.25 +0.50 413 9,697 +251
Sep21 200131 399.75 401.25 399.50 401.25 +1.25 91 1,022 +14
Dec21 200131 402.75 404.50 402.50 404.25 +1.75 338 11,478 +49
Total Volume and Open Interest 246,180 1,532,889 +4,605
Wheat(CBOT)
Mar20 200131 562.50 566.00 552.75 553.75 -6.75 55,030 207,379 -2,789
May20 200131 560.50 563.75 551.75 552.50 -6.00 22,398 91,007 +967
Jul20 200131 559.75 562.00 551.25 552.50 -4.50 20,743 107,680 -343
Sep20 200131 564.75 567.75 557.75 559.00 -4.00 9,034 45,236 +1,017
Dec20 200131 573.50 576.50 566.75 568.00 -4.00 5,720 40,006 +1,031
Mar21 200131 583.25 583.50 574.25 575.50 -3.75 736 9,611 +27
Total Volume and Open Interest 114,013 505,870 -60
Wheat(KCBT)
Mar20 200131 471.00 473.75 463.50 465.50 -5.50 23,782 137,125 -224
May20 200131 475.75 481.25 470.75 472.50 -6.00 9,956 64,074 +589
Jul20 200131 488.75 488.75 478.25 480.00 -6.00 9,513 58,979 +764
Sep20 200131 492.75 497.00 486.75 488.75 -5.75 4,357 19,443 -247
Dec20 200131 506.50 507.75 498.00 500.25 -5.25 2,845 22,015 +1,014
Mar21 200131 511.75 511.75 508.50 511.00 -4.75 251 1,867 +9
May21 200131 512.00 513.25 508.75 513.25 -5.00 21 297 +1
Total Volume and Open Interest 50,743 304,035 +1,900
Wheat(MGE)
Mar20 200131 537.25 541.50 532.50 533.75 -2.75 3,551 29,277 -557
May20 200131 546.50 550.00 542.00 543.25 -2.75 1,695 17,944 +312
Jul20 200131 557.00 559.00 551.00 552.25 -2.75 462 8,097 +138
Sep20 200131 565.25 565.75 560.00 561.00 -3.25 172 6,419 +39
Dec20 200131 576.75 577.50 571.50 572.25 -3.50 69 3,392 -10
Mar21 200131 584.25 584.25 583.75 583.75 -3.75 1 1,013 +0
Total Volume and Open Interest 5,950 66,180 -78
Oats(CBOT)
Mar20 200131 306.00 307.75 302.25 303.75 -1.75 235 3,956 -52
May20 200131 301.00 301.00 296.25 298.25 -1.75 36 927 +25
Jul20 200131 285.50 288.50 285.50 288.50 +0.25 1 258 -1
Sep20 200131 269.50 271.75 269.50 271.75 +0.50 0 94 +0
Total Volume and Open Interest 283 5,408 -17
Rough Rice(CBOT)
Mar20 200131 13.65 13.68 13.47 13.61 +0.05 999 10,514 -113
May20 200131 13.66 13.81 13.62 13.77 +0.06 346 1,198 +140
Jul20 200131 13.43 13.60 13.43 13.56 +0.04 99 369 +66
Sep20 200131 12.08 12.20 12.08 12.17 +0.02 121 731 +92
Total Volume and Open Interest 1,565 12,812 +185
Live Cattle(CME)
Feb20 200131 121.850 122.650 121.300 121.385 -0.400 7,204 37,781 -2,568
Apr20 200131 120.285 121.135 119.580 119.680 -0.520 19,847 154,052 -2,255
Jun20 200131 112.080 112.900 111.400 111.580 -0.455 14,612 97,640 -3,050
Aug20 200131 110.100 111.080 109.580 109.785 -0.165 7,005 42,887 -288
Oct20 200131 112.900 113.830 112.635 112.830 +0.080 3,143 18,114 +111
Dec20 200131 117.050 117.885 116.680 117.035 +0.150 2,368 8,407 +465
Total Volume and Open Interest 54,374 362,572 -7,584
Feeder Cattle(CME)
Mar20 200131 135.650 137.785 135.450 136.075 +0.425 5,916 23,968 +809
Apr20 200131 137.200 139.485 136.985 137.535 +0.405 4,170 8,144 +192
May20 200131 139.250 141.630 139.130 139.700 +0.415 3,252 9,955 +166
Aug20 200131 146.330 148.800 146.250 146.880 +0.550 1,439 7,712 +192
Sep20 200131 147.950 150.435 147.950 148.600 +0.700 296 2,538 +19
Oct20 200131 148.800 151.185 148.800 149.600 +0.950 116 768 +29
Nov20 200131 149.100 151.300 149.100 149.985 +1.300 9 330 -2
Total Volume and Open Interest 15,499 54,851 +1,383
Lean Hogs(CME)
Feb20 200131 60.500 60.500 56.850 57.130 -4.170 12,124 30,292 -2,027
Apr20 200131 65.135 65.150 61.330 61.600 -4.230 21,240 118,902 +1,843
May20 200131 72.135 72.135 68.830 70.035 -2.295 103 1,540 -43
Jun20 200131 78.580 78.650 75.635 76.850 -1.935 8,305 50,441 -37
Jul20 200131 79.535 79.550 76.885 78.135 -1.500 3,768 23,482 +72
Aug20 200131 78.950 79.100 76.500 77.850 -1.100 4,632 30,607 -367
Oct20 200131 67.135 67.475 65.300 66.725 -0.675 2,743 26,063 +384
Dec20 200131 62.035 62.100 59.785 61.500 -0.300 915 13,946 +63
Total Volume and Open Interest 54,101 299,741 -83
Class III Milk(CME)
Jan20 200131 17.03 17.04 17.02 17.04 -0.01 57 2,529 -5
Feb20 200131 17.34 17.38 17.13 17.14 -0.20 358 3,026 +35
Mar20 200131 17.75 17.85 17.70 17.75 -0.01 295 3,002 -20
Apr20 200131 17.65 17.71 17.55 17.57 -0.06 103 1,967 +23
May20 200131 17.53 17.53 17.40 17.45 -0.05 95 1,624 +3
Jun20 200131 17.56 17.56 17.50 17.52 -0.05 33 1,603 -2
Jul20 200131 17.74 17.75 17.72 17.72 unch 22 818 +5
Aug20 200131 17.84 17.84 17.78 17.78 -0.03 8 750 -2
Sep20 200131 17.87 17.96 17.87 17.87 -0.09 13 870 +1
Oct20 200131 17.88 17.91 17.88 17.88 -0.03 14 668 +0
Nov20 200131 17.82 17.82 17.82 17.82 unch 30 679 +16
Dec20 200131 17.55 17.55 17.54 17.55 unch 26 749 +8
Jan21 200131 17.15 17.26 17.15 17.15 -0.05 12 281 +0
Total Volume and Open Interest 1,070 18,974 +66
Cocoa(ICE)
Mar20 200131 2790 2810 2763 2777 -24 16,992 97,242 -238
May20 200131 2823 2836 2788 2801 -29 12,881 79,414 +1,370
Jul20 200131 2829 2843 2799 2811 -28 6,103 53,607 +1,740
Sep20 200131 2790 2808 2769 2779 -28 2,009 43,198 +373
Dec20 200131 2683 2697 2668 2682 -20 966 42,304 -117
Mar21 200131 2617 2625 2595 2610 -7 453 18,133 -31
May21 200131 2588 2592 2576 2586 -3 225 6,574 +60
Total Volume and Open Interest 39,725 343,360 +3,173
Coffee "C"(ICE)
Mar20 200131 101.45 103.25 100.15 102.65 +1.15 32,681 94,548 -459
May20 200131 103.65 105.40 102.35 104.90 +1.25 21,936 65,075 +3,522
Jul20 200131 106.10 107.70 104.65 107.15 +1.20 8,262 52,752 +2,680
Sep20 200131 108.25 109.80 106.75 109.25 +1.25 5,768 33,920 +513
Dec20 200131 110.95 112.55 109.55 112.05 +1.30 3,441 23,228 +141
Mar21 200131 113.75 115.20 112.50 114.75 +1.15 1,328 9,923 +229
Total Volume and Open Interest 74,643 299,268 +6,943
Orange Juice(ICE)
Mar20 200131 95.65 96.75 95.20 95.95 +0.50 608 15,778 -44
May20 200131 99.15 100.25 99.10 99.50 +0.50 98 2,194 +3
Jul20 200131 102.80 103.85 102.80 103.05 +0.40 59 1,020 +3
Sep20 200131 106.60 106.60 106.60 106.60 +0.35 38 450 +18
Nov20 200131 110.10 110.10 110.10 110.10 +0.20 17 292 +15
Jan21 200131 113.90 113.90 113.70 113.70 +0.20 0 210 +0
Total Volume and Open Interest 837 19,976 +12
Sugar #11(ICE)
Mar20 200131 14.64 14.81 14.52 14.61 +0.02 104,995 391,878 -2,766
May20 200131 14.33 14.45 14.25 14.35 +0.04 60,283 275,492 +1,731
Jul20 200131 14.19 14.30 14.13 14.23 +0.04 48,090 187,259 +249
Oct20 200131 14.25 14.34 14.19 14.30 +0.05 26,563 154,488 -564
Mar21 200131 14.59 14.68 14.50 14.64 +0.04 17,078 87,372 +652
May21 200131 14.23 14.33 14.16 14.31 +0.04 2,930 15,865 +760
Jul21 200131 14.02 14.05 13.85 14.00 +0.03 3,272 21,400 +536
Oct21 200131 14.01 14.01 13.84 13.97 +0.02 953 23,175 +471
Total Volume and Open Interest 264,662 1,173,298 +1,282
London Cocoa(LCE)
Mar20 200131 1990 1993 1951 1955 -36 9,488 73,507 -3,505
May20 200131 1997 2002 1967 1970 -30 5,067 59,841 +103
Jul20 200131 1993 1998 1966 1969 -27 2,397 40,613 +206
Sep20 200131 1959 1962 1932 1936 -26 1,420 40,054 +127
Dec20 200131 1837 1837 1816 1819 -19 4,502 53,676 -3,704
Mar21 200131 1778 1780 1761 1763 -14 736 27,382 +15
May21 200131 1763 1769 1753 1754 -12 154 6,223 -88
Total Volume and Open Interest 23,824 309,281 -6,844
London Sugar(LCE)
Mar20 200131 413.00 416.50 404.60 406.20 -2.00 13,055 34,401 +524
May20 200131 403.20 406.00 397.90 399.20 -0.40 11,936 47,888 +932
Aug20 200131 396.10 397.90 391.40 392.60 -0.50 3,732 21,874 +787
Oct20 200131 391.30 392.00 386.90 388.00 -0.30 723 6,628 -44
Dec20 200131 392.00 392.00 387.40 388.00 -0.90 537 4,527 +24
Total Volume and Open Interest 30,115 118,276 +2,316
Cotton(ICE)
Mar20 200131 68.96 69.35 67.40 67.50 -1.55 13,506 122,214 +373
May20 200131 69.49 69.87 68.20 68.31 -1.33 6,897 69,061 +1,605
Jul20 200131 70.41 70.73 69.09 69.19 -1.31 1,994 39,791 +85
Oct20 200131 69.23 69.35 68.92 68.92 -1.38 80 52 +0
Dec20 200131 70.03 70.03 68.55 68.73 -1.22 715 31,954 -163
Mar21 200131 70.37 70.37 69.24 69.42 -1.00 28 2,578 +12
Total Volume and Open Interest 23,224 267,505 +1,912
Lumber(CME)
Mar20 200131 436.6 438.4 430.0 435.5 -0.6 232 2,289 +15
May20 200131 436.5 439.7 430.5 437.7 +0.7 83 638 +37
Jul20 200131 427.6 434.2 426.6 434.2 +2.5 16 282 +5
Sep20 200131 421.2 426.5 419.0 426.5 +5.3 5 112 +3
Nov20 200131 411.2 412.4 411.2 411.7 -0.7 2 7 +1
Jan21 200131 410.2 410.2 410.2 410.2 -0.7      
Mar21 200131 408.7 408.7 408.7 408.7 -0.7      
Total Volume and Open Interest 338 3,328 +61
Crude Oil(NYM)
Mar20 200131 52.92 53.36 50.97 51.56 -0.58 624,979 475,517 -2,578
Apr20 200131 52.97 53.42 51.09 51.68 -0.55 110,227 158,852 +722
May20 200131 52.98 53.43 51.18 51.77 -0.50 83,339 149,662 +11,660
Jun20 200131 52.99 53.36 51.22 51.80 -0.43 90,519 229,889 +3,857
Jul20 200131 52.78 53.19 51.24 51.74 -0.36 44,116 105,209 +4,216
Aug20 200131 52.49 52.92 51.10 51.59 -0.30 20,107 70,602 +1,936
Sep20 200131 52.34 52.61 50.90 51.39 -0.26 15,535 105,051 +11
Oct20 200131 51.99 52.33 50.70 51.17 -0.23 6,713 67,142 +1,367
Nov20 200131 51.76 52.02 50.50 50.98 -0.19 5,860 60,369 +684
Dec20 200131 51.61 51.87 50.30 50.80 -0.18 44,405 269,848 -1,016
Jan21 200131 51.53 51.53 50.28 50.63 -0.16 2,472 48,955 +150
Feb21 200131 51.05 51.05 50.00 50.48 -0.15 1,087 27,645 -61
Mar21 200131 50.50 50.50 50.00 50.36 -0.14 2,858 42,444 +101
Apr21 200131 50.26 50.50 50.26 50.26 -0.12 584 16,529 +23
May21 200131 50.17 50.41 50.17 50.17 -0.12 306 16,875 -51
Jun21 200131 50.88 50.98 49.64 50.10 -0.12 9,509 60,942 +412
Total Volume and Open Interest 1,088,723 2,195,724 +23,705
e-miNY Crude Oil(NYM)
Mar20 200131 52.900 53.350 50.975 51.550 -0.600 24,008 3,166 -413
Apr20 200131 52.850 53.425 51.100 51.675 -0.550 550 523 +35
May20 200131 52.900 53.350 51.225 51.775 -0.500 233 176 -143
Jun20 200131 53.000 53.275 51.325 51.800 -0.425 227 353 +175
Jul20 200131 52.350 52.400 51.500 51.750 -0.350 1 30 +1
Aug20 200131 51.600 51.600 51.600 51.600 -0.300 4 75 +0
Sep20 200131 51.400 52.325 51.400 51.400 -0.250 1 63 +1
Oct20 200131 51.950 51.950 51.175 51.175 -0.225 0 19 +0
Nov20 200131 50.975 50.975 50.975 50.975 -0.200 12 32 +0
Dec20 200131 51.800 51.800 50.500 50.800 -0.175 181 149 +7
Total Volume and Open Interest 25,219 4,658 -336
NY Harbor ULSD(NYM)
Feb20 200131 165.50 165.75 161.83 162.45 -1.51 13,504 11,352 -4,250
Mar20 200131 166.77 167.86 161.81 162.84 -1.36 77,332 129,926 -5,034
Apr20 200131 167.25 168.07 162.08 163.10 -1.33 35,121 56,054 -134
May20 200131 167.67 168.40 162.59 163.58 -1.24 19,902 41,846 -636
Jun20 200131 168.00 168.82 163.22 164.19 -1.16 21,445 49,166 -1,949
Jul20 200131 169.10 169.35 164.00 164.89 -1.06 4,836 20,067 +122
Aug20 200131 169.36 169.90 164.78 165.62 -1.00 3,474 14,218 +40
Sep20 200131 170.57 170.66 165.59 166.44 -0.96 3,155 10,759 -217
Oct20 200131 171.27 171.30 166.38 167.22 -0.92 1,775 5,837 -127
Nov20 200131 171.84 171.94 167.00 167.87 -0.88 1,043 6,172 +34
Dec20 200131 172.19 172.38 167.49 168.36 -0.87 9,260 25,503 -651
Jan21 200131 172.56 172.87 168.00 168.89 -0.92 726 6,828 +47
Feb21 200131 169.79 170.55 168.30 169.03 -0.96 257 1,602 -26
Mar21 200131 169.41 171.18 168.00 168.65 -0.96 312 1,599 +48
Total Volume and Open Interest 193,774 398,932 -12,250
RBOB Gasoline(NYM)
Feb20 200131 152.25 152.25 148.39 148.87 -0.50 17,516 12,845 -7,178
Mar20 200131 153.28 154.02 149.13 150.41 -0.14 96,217 144,527 -1,427
Apr20 200131 170.00 170.67 165.52 166.55 -1.05 53,260 65,792 -2,014
May20 200131 170.19 170.95 165.92 166.89 -1.10 21,830 47,804 +1,533
Jun20 200131 169.35 170.03 165.11 166.10 -1.06 21,034 39,970 -2,155
Jul20 200131 168.03 168.13 163.64 164.51 -0.95 4,426 22,547 +137
Aug20 200131 165.41 165.41 161.00 162.11 -0.86 3,146 7,575 +101
Sep20 200131 161.97 161.97 157.78 158.86 -0.79 4,946 14,478 -36
Oct20 200131 148.14 148.14 144.29 145.08 -0.73 2,699 5,885 +153
Nov20 200131 144.09 144.09 141.05 141.71 -0.59 1,321 2,517 -201
Total Volume and Open Interest 229,680 387,397 -11,267
e-miNY RBOB Gasoline(NYM)
Mar20 200131 150.40 150.41 150.40 150.40 -0.15      
Apr20 200131 166.60 166.60 166.55 166.60 -1.00      
May20 200131 166.90 166.90 166.89 166.90 -1.09      
Jun20 200131 166.10 166.10 166.10 166.10 -1.06      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Mar20 200131 1.832 1.856 1.812 1.841 +0.012 171,881 594,567 +3,479
Apr20 200131 1.872 1.895 1.859 1.886 +0.014 83,411 186,471 -2,423
May20 200131 1.930 1.953 1.919 1.946 +0.013 42,832 146,747 +924
Jun20 200131 1.999 2.020 1.989 2.015 +0.013 33,686 64,810 -2,865
Jul20 200131 2.070 2.091 2.061 2.086 +0.012 19,993 70,368 +3,613
Aug20 200131 2.098 2.118 2.090 2.115 +0.012 11,810 36,952 +1,418
Sep20 200131 2.094 2.115 2.086 2.111 +0.011 7,258 53,198 +1,216
Oct20 200131 2.130 2.149 2.117 2.142 +0.009 20,624 84,344 +30
Nov20 200131 2.240 2.258 2.230 2.252 +0.009 4,252 26,071 +220
Dec20 200131 2.431 2.449 2.423 2.442 +0.008 4,483 28,734 -210
Jan21 200131 2.541 2.558 2.534 2.552 +0.007 8,966 44,491 +1,020
Feb21 200131 2.507 2.524 2.500 2.520 +0.007 2,148 14,792 +351
Mar21 200131 2.419 2.431 2.407 2.426 +0.004 4,386 22,338 +577
Apr21 200131 2.207 2.220 2.199 2.213 +0.004 3,842 24,887 +446
May21 200131 2.185 2.199 2.185 2.193 +0.002 596 9,740 -4
Jun21 200131 2.224 2.236 2.224 2.230 unch 78 7,525 -12
Total Volume and Open Interest 421,895 1,468,346 +2,789
Brent Crude Oil(ICE)
Mar20 200131 59.30 59.45 57.94 58.16 -0.13 142,684 120,025 -27,946
Apr20 200131 58.20 58.58 55.93 56.62 -0.71 324,985 547,239 -897
May20 200131 58.02 58.21 55.80 56.42 -0.58 117,002 201,743 +5,230
Jun20 200131 57.61 57.88 55.68 56.24 -0.46 129,586 302,843 +7,503
Jul20 200131 57.25 57.47 55.47 55.98 -0.35 56,706 165,219 +4,151
Aug20 200131 57.01 57.18 55.32 55.79 -0.29 34,268 118,601 +1,149
Sep20 200131 56.74 56.93 55.15 55.61 -0.26 33,532 141,101 -581
Oct20 200131 56.46 56.63 55.03 55.41 -0.22 17,324 91,168 -2,747
Nov20 200131 56.25 56.41 54.82 55.25 -0.20 9,838 58,177 +1,699
Dec20 200131 56.06 56.21 54.63 55.07 -0.18 82,363 271,130 +4,513
Jan21 200131 55.92 55.92 54.42 54.96 -0.17 4,184 47,912 +785
Feb21 200131 54.40 54.89 54.40 54.89 -0.14 2,647 40,826 +763
Mar21 200131 56.05 56.05 54.33 54.83 -0.12 6,206 33,436 +1,428
Apr21 200131 54.79 54.79 54.79 54.79 -0.10 1,092 17,024 -69
Total Volume and Open Interest 1,021,336 2,587,502 -381
Gas Oil(ICE)
Feb20 200131 511.00 513.50 495.50 501.00 -8.00 67,300 89,463 -2,342
Mar20 200131 513.00 514.75 496.75 502.50 -8.00 130,150 190,869 +4,222
Apr20 200131 512.00 515.00 496.50 502.50 -8.00 80,037 99,003 -2,041
May20 200131 512.50 514.50 496.25 501.75 -8.00 37,669 75,556 -238
Jun20 200131 511.75 513.75 496.25 501.50 -7.50 59,496 117,084 -6,263
Jul20 200131 512.50 513.25 497.75 502.75 -7.25 11,048 42,813 -385
Aug20 200131 514.25 515.00 500.25 504.50 -6.75 7,773 26,936 -46
Sep20 200131 516.50 516.50 501.75 506.25 -6.50 8,590 32,586 +791
Oct20 200131 518.00 518.00 503.75 508.25 -6.50 4,249 26,036 -101
Nov20 200131 516.00 516.00 505.00 508.25 -6.25 2,971 16,458 -73
Total Volume and Open Interest 441,861 880,362 -1,573
Ethanol(CBOT)
Feb20 200131 1.343 1.343 1.340 1.340 unch 20 87 -5
Mar20 200131 1.360 1.361 1.347 1.350 -0.010 92 412 +5
Apr20 200131 1.366 1.375 1.366 1.366 -0.010 25 71 +23
May20 200131 1.382 1.382 1.382 1.382 -0.010 0 9 +0
Jun20 200131 1.382 1.382 1.382 1.382 -0.010      
Jul20 200131 1.382 1.382 1.382 1.382 -0.010      
Aug20 200131 1.382 1.382 1.382 1.382 -0.010      
Sep20 200131 1.382 1.382 1.382 1.382 -0.010      
Total Volume and Open Interest 137 579 +23
WTI Crude Oil(ICE)
Mar20 200131 53.12 54.00 50.98 51.56 -0.58 36,436 91,574 +108
Apr20 200131 53.39 54.06 51.10 51.68 -0.55 42,138 69,706 +4,697
May20 200131 53.28 54.08 51.20 51.77 -0.50 35,307 45,412 +1,767
Jun20 200131 53.34 53.93 51.25 51.80 -0.43 32,759 84,541 +68
Jul20 200131 53.17 53.65 51.21 51.74 -0.36 10,754 22,859 +877
Aug20 200131 52.91 52.91 51.10 51.59 -0.30 4,667 13,464 -373
Sep20 200131 52.62 52.62 50.93 51.39 -0.26 4,378 26,657 -773
Oct20 200131 52.04 52.04 51.16 51.17 -0.23 618 12,528 -229
Nov20 200131 51.98 51.98 50.59 50.98 -0.19 363 9,082 -14
Dec20 200131 51.81 51.81 50.32 50.80 -0.18 11,960 93,399 -305
Jan21 200131 51.49 51.49 50.40 50.63 -0.16 130 5,920 -33
Feb21 200131 50.48 50.48 50.48 50.48 -0.15 110 4,491 +87
Mar21 200131 50.36 50.36 50.36 50.36 -0.14 448 5,992 +157
Apr21 200131 50.26 50.26 50.26 50.26 -0.12 338 2,723 +0
May21 200131 50.17 50.17 50.17 50.17 -0.12 24 2,780 +2
Jun21 200131 50.95 50.95 50.10 50.10 -0.12 1,692 25,863 +137
Total Volume and Open Interest 188,840 629,241 +7,854
US Dollar Index(ICE)
Mar20 200131 97.685 97.790 97.165 97.213 -0.493 10,092 35,883 +948
Jun20 200131 97.330 97.400 96.800 96.842 -0.478 13 936 -9
Sep20 200131 96.770 96.770 96.480 96.480 -0.475 0 115 +0
Total Volume and Open Interest 10,105 36,939 +939
Australian Dollar(CME)
Mar20 200131 67.25 67.35 66.88 67.03 -0.11 104,224 155,684 +3,593
Jun20 200131 67.30 67.46 67.02 67.16 -0.11 373 946 +139
Sep20 200131 67.27 67.60 67.27 67.27 -0.13 0 32 +0
Total Volume and Open Interest 105,428 161,224 +4,503
British Pound(CME)
Mar20 200131 131.05 132.25 131.00 132.17 +1.19 61,986 195,134 -3,057
Jun20 200131 131.35 132.53 131.35 132.49 +1.19 202 2,421 +35
Sep20 200131 132.79 132.79 132.79 132.79 +1.19 0 29 +0
Total Volume and Open Interest 64,270 199,930 -3,239
Canadian Dollar(CME)
Mar20 200131 75.70 75.78 75.45 75.58 -0.07 56,884 177,498 -25
Jun20 200131 75.70 75.75 75.47 75.58 -0.08 281 4,095 +41
Sep20 200131 75.74 75.75 75.50 75.57 -0.09 5 681 +4
Dec20 200131 75.60 75.61 75.56 75.56 -0.09 0 1,198 +0
Total Volume and Open Interest 57,225 185,502 +3
Japanese Yen(CME)
Mar20 200131 92.01 92.55 91.84 92.50 +0.36 121,537 180,272 -1,724
Jun20 200131 92.47 92.98 92.29 92.94 +0.35 146 921 -16
Sep20 200131 93.20 93.37 93.20 93.37 +0.35 0 5 +0
Total Volume and Open Interest 122,527 183,077 -1,842
Swiss Franc(CME)
Mar20 200131 103.45 104.17 103.26 104.10 +0.65 24,468 52,437 +1,082
Jun20 200131 103.93 104.74 103.93 104.74 +0.65 9 82 +0
Sep20 200131 105.36 105.36 105.36 105.36 +0.64 0 2 -1
Total Volume and Open Interest 24,477 52,521 +1,081
EuroFX(CME)
Mar20 200131 110.62 111.25 110.46 111.19 +0.60 162,183 586,968 +1,964
Jun20 200131 111.20 111.84 111.11 111.79 +0.59 659 8,073 +113
Sep20 200131 111.69 112.37 111.69 112.37 +0.59 98 913 +13
Total Volume and Open Interest 163,678 601,285 +2,492
Mexican Peso(CME)
Feb20 200131 529.00 529.00 529.00 529.00 -1.38 0 10 +0
Mar20 200131 528.75 530.13 524.75 526.63 -1.38 54,806 301,833 -1,895
Total Volume and Open Interest 54,826 304,046 -1,882
Brazilian Real(CME)
Feb20 200131 234.15 234.20 234.00 234.20 -0.30 11,185 6,443 -4,554
Mar20 200131 234.20 235.85 232.70 233.05 -1.15 9,006 42,645 +2,445
Apr20 200131 233.75 233.85 232.70 232.70 -1.15 81 108 +60
May20 200131 232.50 232.50 232.50 232.50 -1.15      
Total Volume and Open Interest 20,272 49,196 -2,049
30-Year T-Bonds(CBOT)
Mar20 200131 162~100 163~300 162~040 163~170 +0~200 307,483 1,084,015 +7,030
Jun20 200131 161~160 162~300 161~140 162~190 +0~200 1,447 16,215 +549
Sep20 200131 161~180 161~180 161~180 161~180 +0~200 0 1 +0
Total Volume and Open Interest 308,930 1,100,231 +7,579
10-Year T-Notes(CBOT)
Mar20 200131 131~005 131~265 130~300 131~210 +0~110 1,757,332 3,803,706 +1,159
Jun20 200131 130~300 131~210 130~280 131~170 +0~110 23,198 99,244 +10,204
Sep20 200131 131~035 131~035 131~035 131~035 +0~110      
Total Volume and Open Interest 1,780,530 3,902,950 +11,363
5-Year T-Notes(CBOT)
Mar20 200131 119~286 120~130 119~274 120~102 +0~082 820,849 4,385,795 +3,924
Jun20 200131 120~100 120~256 120~082 120~232 +0~086 20,849 130,476 +13,306
Sep20 200131 120~232 120~232 120~232 120~232 +0~086      
Total Volume and Open Interest 841,698 4,516,271 +17,230
2 Year T-Notes(CBOT)
Mar20 200131 108~001 108~065 108~000 108~056 +0~036 479,139 3,619,564 +46,439
Jun20 200131 108~060 108~130 108~060 108~121 +0~042 12,391 156,884 +9,838
Sep20 200131 108~121 108~121 108~121 108~121 +0~042      
Total Volume and Open Interest 491,530 3,776,448 +56,277
Eurodollars(CME)
Mar20 200131 98.300 98.375 98.300 98.360 +0.045 288,751 1,507,756 -15,087
Jun20 200131 98.410 98.515 98.410 98.495 +0.060 250,187 1,399,142 +5,506
Sep20 200131 98.530 98.645 98.525 98.620 +0.060 222,135 1,111,434 +14,130
Dec20 200131 98.570 98.685 98.565 98.660 +0.050 248,298 1,210,410 +19,814
Mar21 200131 98.685 98.795 98.680 98.775 +0.050 228,677 996,405 +21,059
Jun21 200131 98.710 98.825 98.705 98.805 +0.055 143,531 1,017,300 +15,632
Sep21 200131 98.735 98.845 98.725 98.825 +0.055 139,125 797,623 +909
Dec21 200131 98.700 98.810 98.695 98.790 +0.050 149,428 735,002 +8,331
Mar22 200131 98.715 98.820 98.710 98.805 +0.050 88,922 437,103 +5,893
Jun22 200131 98.700 98.805 98.690 98.790 +0.050 66,676 316,196 +6,371
Sep22 200131 98.680 98.785 98.675 98.770 +0.050 66,857 254,691 +2,071
Dec22 200131 98.645 98.745 98.635 98.730 +0.045 66,405 244,731 -1,329
Mar23 200131 98.640 98.740 98.630 98.720 +0.040 35,764 271,511 +2,582
Jun23 200131 98.620 98.715 98.610 98.700 +0.040 24,632 130,890 +493
Sep23 200131 98.595 98.695 98.590 98.680 +0.040 23,235 122,014 +2,410
Dec23 200131 98.565 98.660 98.560 98.645 +0.035 22,412 109,615 +612
Mar24 200131 98.545 98.640 98.540 98.625 +0.035 14,806 92,757 -182
Jun24 200131 98.515 98.610 98.510 98.595 +0.035 14,945 48,277 +130
Total Volume and Open Interest 2,239,726 11,340,654 +93,798
Ultra T-Bond(CBOT)
Mar20 200131 192~10 194~16 191~27 193~22 +0~15 146,293 1,189,512 -30,837
Jun20 200131 193~30 195~07 193~29 194~16 +0~15 1,699 3,124 +1,182
Sep20 200131 194~16 194~16 194~16 194~16 +0~15      
Total Volume and Open Interest 147,992 1,192,636 -29,655
Ultra 10-Yr T-Note(CBOT)
Mar20 200131 144~245 145~285 144~205 145~210 +0~155 188,072 922,309 -290
Jun20 200131 145~075 145~115 145~030 145~115 +0~155 2 2 +2
Sep20 200131 145~115 145~115 145~115 145~115 +0~155      
Total Volume and Open Interest 188,074 922,311 -288
30 Day Federal Funds(CBOT)
Jan20 200131 98.450 98.450 98.448 98.450 unch 6,902 411,780 -271
Feb20 200131 98.410 98.410 98.405 98.410 unch 215,123 465,936 +10,931
Mar20 200131 98.420 98.445 98.420 98.440 +0.010 77,901 171,504 -6,399
Apr20 200131 98.440 98.490 98.435 98.475 +0.025 97,971 280,983 +7,404
May20 200131 98.475 98.560 98.475 98.530 +0.040 47,416 161,729 -1,453
Jun20 200131 98.515 98.610 98.515 98.580 +0.045 24,915 67,745 -2,359
Total Volume and Open Interest 572,875 2,018,697 +26,433
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 200131 208.76 211.48 208.32 210.90 +1.38 57,077 263,801 -11,433
Jun20 200131 207.68 209.34 207.68 209.34 +1.38 0 7,678 -500
Sep20 200131 210.96 210.96 210.96 210.96 +1.38      
Total Volume and Open Interest 57,077 271,479 -11,933
Euro-Bund(EUREX)
Mar20 200131 174.29 175.30 174.16 175.04 +0.47 628,557 1,572,792 -82,112
Jun20 200131 171.53 172.45 171.53 172.29 +0.45 1,332 30,530 +443
Sep20 200131 174.59 174.59 174.54 174.54 +0.47 0 2 +0
Total Volume and Open Interest 629,889 1,603,324 -81,669
Euro-Bobl(EUREX)
Mar20 200131 134.72 135.02 134.68 134.96 +0.19 373,970 1,207,459 -36,355
Jun20 200131 135.20 135.21 135.20 135.21 +0.20 2,338 3,472 +1,895
Sep20 200131 134.85 134.85 134.85 134.85 +0.19 0 324 +0
Total Volume and Open Interest 376,308 1,211,255 -34,460
Euro-Schatz(EUREX)
Mar20 200131 112.05 112.10 112.04 112.08 +0.03 264,266 1,615,666 -58,492
Jun20 200131 112.09 112.09 112.09 112.09 +0.04 112 230 +108
Sep20 200131 112.08 112.08 112.08 112.08 +0.03      
Total Volume and Open Interest 264,378 1,615,896 -58,384
3-Mth Euribor(EUREX)
Mar20 200131 100.410 100.410 100.410 100.410 unch 0 1,579 +0
Jun20 200131 100.435 100.435 100.435 100.435 +0.005 0 736 +0
Sep20 200131 100.450 100.450 100.450 100.450 +0.005 0 572 +0
Total Volume and Open Interest 0 5,095 -35
Long Gilt(LIFFE)
Mar20 200131 134~20 135~01 134~13 134~30 +0~07 185,863 639,228 +2,678
Jun20 200131 134~04 134~04 134~04 134~04 +0~07      
Total Volume and Open Interest 185,863 639,228 +2,678
3-Mth Short Sterling(LIFFE)
Mar20 200131 99.29 99.29 99.28 99.29 -0.00 125,514 696,685 -5,095
Jun20 200131 99.36 99.39 99.36 99.38 +0.01 69,037 737,269 +8,748
Sep20 200131 99.42 99.45 99.41 99.43 +0.01 52,517 580,442 -834
Dec20 200131 99.40 99.45 99.40 99.43 +0.01 50,149 665,625 +170
Mar21 200131 99.42 99.46 99.42 99.46 +0.03 52,341 383,410 -698
Jun21 200131 99.42 99.46 99.42 99.45 +0.02 49,479 306,680 -1,394
Total Volume and Open Interest 702,039 4,491,305 +20,625
3-Mth Euribor(LIFFE)
Mar20 200131 100.415 100.420 100.410 100.415 unch 113,636 526,018 -2,994
Jun20 200131 100.430 100.440 100.425 100.435 +0.005 109,410 452,442 +28,631
Sep20 200131 100.445 100.455 100.440 100.450 +0.005 133,728 559,139 +19,889
Total Volume and Open Interest 1,021,085 4,137,632 +41,457
3-Mth Aus T-Bills(SFE)
Mar20 200131 99.16 99.16 99.14 99.15 -0.01 35,746 162,478 -3,285
Jun20 200131 99.29 99.30 99.27 99.28 -0.01 35,514 198,539 -11,513
Sep20 200131 99.38 99.40 99.36 99.38 unch 29,669 214,021 +1,214
Dec20 200131 99.39 99.42 99.37 99.39 -0.01 24,427 179,724 +2,915
Mar21 200131 99.41 99.42 99.39 99.41 unch 17,946 140,176 +2,708
Jun21 200131 99.40 99.41 99.37 99.40 unch 5,504 86,705 -2,912
Sep21 200131 99.38 99.40 99.36 99.38 unch 4,998 54,880 +307
Dec21 200131 99.36 99.37 99.34 99.36 unch 2,705 36,327 -655
Mar22 200131 99.35 99.35 99.33 99.35 +0.01 279 2,569 +161
Jun22 200131 99.33 99.33 99.32 99.32 unch 55 1,410 +55
Total Volume and Open Interest 156,931 1,077,674 -10,917
10-Year Aus T-Bonds(SFE)
Mar20 200131 99.02 99.06 99.00 99.04 +0.01 205,150 1,241,305 +13,709
Jun20 200131 99.04 99.04 99.04 99.04 +0.01      
Total Volume and Open Interest 205,150 1,241,305 +13,709
3-Year Aus T-Bonds(SFE)
Mar20 200131 99.38 99.40 99.36 99.39 +0.01 288,639 1,210,108 +61,704
Jun20 200131 99.39 99.39 99.39 99.39 +0.01 0 10 +0
Total Volume and Open Interest 288,639 1,210,118 +61,704
Gold(CMX)
Feb20 200131 1573.4 1589.0 1570.0 1582.9 -0.6 251,274 32,286 -68,410
Apr20 200131 1578.4 1595.5 1575.0 1587.9 -1.3 238,019 494,959 +40,552
Jun20 200131 1584.9 1601.2 1581.2 1593.8 -1.3 19,450 85,790 -116
Aug20 200131 1587.8 1605.1 1587.8 1599.4 -1.4 11,331 31,498 +6,574
Oct20 200131 1603.0 1608.9 1600.4 1604.5 -1.3 573 7,858 +105
Dec20 200131 1599.7 1615.3 1597.7 1609.4 -1.3 4,243 29,722 -535
Feb21 200131 1602.3 1617.0 1601.9 1614.1 -1.2 817 5,661 -18
Apr21 200131 1618.0 1618.0 1618.0 1618.0 -1.2 27 605 +5
Jun21 200131 1622.6 1622.6 1621.9 1621.9 -1.2 166 1,912 +42
Aug21 200131 1626.1 1626.1 1626.1 1626.1 -1.2 0 3 +0
Oct21 200131 1630.0 1630.0 1630.0 1630.0 -1.2      
Dec21 200131 1631.2 1636.5 1631.2 1634.0 -1.2 6 813 -4
Total Volume and Open Interest 529,922 694,698 -20,841
Silver(CMX)
Mar20 200131 1782.5 1809.0 1776.0 1801.2 +2.0 63,156 160,797 -5,619
May20 200131 1793.0 1816.5 1785.0 1809.1 +1.9 2,424 30,759 +843
Jul20 200131 1797.0 1823.0 1792.0 1816.5 +1.8 686 19,374 +109
Sep20 200131 1802.5 1825.5 1802.5 1823.6 +1.6 108 8,147 +70
Dec20 200131 1814.0 1840.0 1812.0 1832.9 +1.6 175 7,931 +107
Mar21 200131 1841.8 1841.8 1841.8 1841.8 +1.6 2 12 +0
May21 200131 1847.2 1847.2 1847.2 1847.2 +1.6 0 23 +0
Total Volume and Open Interest 66,684 227,414 -4,519
Platinum(NYMEX)
Apr20 200131 980.6 986.9 959.2 961.9 -18.6 17,486 98,933 -925
Jul20 200131 991.0 991.0 964.5 966.9 -18.7 220 5,005 +20
Oct20 200131 994.5 994.5 971.0 972.5 -18.5 20 440 +13
Jan21 200131 979.0 992.9 979.0 979.0 -18.6 0 154 +0
Total Volume and Open Interest 17,747 104,560 -896
Palladium(NYMEX)
Mar20 200131 2236.00 2258.00 2215.40 2224.70 +9.00 4,655 16,716 -71
Jun20 200131 2235.10 2253.60 2214.20 2221.00 +9.40 664 5,705 +157
Sep20 200131 2217.00 2217.00 2204.10 2207.40 +9.50 43 1,099 +9
Total Volume and Open Interest 5,368 23,948 +95
Copper(CMX)
Mar20 200131 254.55 256.35 250.35 251.70 -0.70 87,185 132,291 -2,085
May20 200131 254.90 256.85 251.00 252.30 -0.75 20,811 51,176 +1,288
Jul20 200131 255.90 255.90 251.65 253.00 -0.75 6,105 28,896 -90
Sep20 200131 256.65 256.70 252.35 253.70 -0.75 3,158 16,269 -110
Dec20 200131 259.25 259.25 253.80 254.65 -0.75 2,766 9,937 +933
Total Volume and Open Interest 121,347 248,911 -47
E-mini DJIA Index(CBOT)
Mar20 200131 28838 28881 28105 28196 -595 235,907 106,598 +1,947
Jun20 200131 28770 28844 28088 28170 -598 81 179 -6
Sep20 200131 28501 28501 28159 28159 -581 0 3 +0
Dec20 200131 28501 28501 28117 28117 -581      
Total Volume and Open Interest 235,988 106,780 +1,941
S & P 500(CME)
Mar20 200131 3276.50 3291.75 3224.00 3224.00 -65.75 1,464 36,048 +1,131
Jun20 200131 3223.50 3223.50 3223.50 3223.50 -66.50 0 29 +0
Sep20 200131 3224.00 3224.00 3224.00 3224.00 -65.25      
Dec20 200131 3228.00 3228.00 3228.00 3228.00 -64.00      
Total Volume and Open Interest 1,464 36,151 +1,130
S & P 500 E-Mini(CME)
Mar20 200131 3292.00 3297.50 3212.75 3224.00 -65.75 1,665,382 2,692,183 +344
Jun20 200131 3291.00 3297.50 3212.25 3223.50 -66.50 2,735 48,621 +1,271
Sep20 200131 3288.00 3288.00 3215.00 3224.00 -65.25 8 310 +1
Dec20 200131 3228.00 3228.00 3228.00 3228.00 -64.00 0 2,236 +0
Total Volume and Open Interest 1,668,125 2,743,359 +1,616
NASDAQ 100 E-Mini(CME)
Mar20 200131 9226.50 9248.75 8966.00 8997.75 -218.50 578,408 207,496 +2,546
Jun20 200131 9246.00 9265.00 8986.50 9014.50 -220.25 418 1,185 +0
Sep20 200131 9100.00 9100.00 9039.50 9039.50 -219.25 0 29 +0
Total Volume and Open Interest 578,826 208,714 +2,546
S&P Midcap 400(CME) e-Mini
Mar20 200131 2049.70 2052.70 2001.10 2007.00 -41.50 12,502 76,990 +157
Jun20 200131 2014.50 2014.50 2010.60 2014.50 -40.10 0 57 +0
Sep20 200131 2018.40 2018.40 2018.40 2018.40 -40.20      
Total Volume and Open Interest 12,502 77,047 +157
Volatility Index(CBOE)
Jan20 200122 12.75 12.85 12.28 12.62 -0.31 3,437 50,008 -11,776
Feb20 200131 16.10 19.11 15.93 18.23 +2.15 92,874 196,667 -3,085
Mar20 200131 16.40 18.35 16.26 17.73 +1.30 65,083 113,065 +5,557
Apr20 200131 16.75 18.16 16.65 17.83 +1.10 16,305 47,262 +2,076
Total Volume and Open Interest 190,982 427,903 +5,647
S & P 600(CME)
Mar20 200131 980.60 980.60 980.60 980.60 -22.90      
Jun20 200131 981.20 981.20 981.20 981.20 -23.00      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200131 1650.40 1652.80 1609.10 1614.70 -34.20 129,304 497,234 -4,207
Jun20 200131 1652.60 1652.60 1611.00 1615.90 -34.40 90 655 +52
Sep20 200131 1620.50 1620.50 1620.50 1620.50 -33.10      
Total Volume and Open Interest 129,394 497,889 -4,155
Nikkei 225(CME)
Mar20 200131 23200 23410 22630 22730 -480 8,110 20,552 -401
Jun20 200131 23045 23045 22525 22585 -500 0 28 +0
Total Volume and Open Interest 8,110 20,580 -401
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 200131 23165 23400 22610 22710 -485 31,857 55,770 -1,866
Jun20 200131 23150 23150 22525 22525 -490 0 19 +0
Sep20 200131 22470 22470 22470 22470 -490      
Total Volume and Open Interest 31,884 55,814 -1,841
Nikkei 225(CME) e-Mini Yen
Mar20 200131 22710 23170 22710 22710 -490      
Jun20 200131 22530 22530 22525 22530 -490      
Sep20 200131 22470 22470 22470 22470 -490      
Total Volume and Open Interest 6    
CAC 40(EURONEXT)
Feb20 200131 5899.0 5907.5 5761.5 5804.0 -66.0 83,622 329,624 -2,317
Mar20 200131 5902.0 5902.0 5769.0 5801.5 -65.5 194 17,006 -124
Apr20 200131 5783.0 5783.0 5783.0 5783.0 -66.5      
Total Volume and Open Interest 83,816 412,639 -2,441
Hang Seng Index(HKFE)
Jan20 200130 27120 27162 26653 26661 -464 117,038 57,730 -12,660
Feb20 200131 26386 26760 26230 26233 -117 93,226 100,672 +23,825
Mar20 200131 26400 26760 26238 26248 -95 1,578 13,280 +356
Total Volume and Open Interest 240,502 146,440 -7,653
DAX(EUREX)
Mar20 200131 13235.5 13275.0 12880.5 12994.0 -155.0 86,503 104,170 -12,858
Jun20 200131 13282.0 13282.0 12900.0 13012.0 -155.0 36 1,081 +10
Sep20 200131 13085.0 13085.0 12940.0 12996.0 -155.0 0 95 +0
Total Volume and Open Interest 86,539 105,346 -12,848
Mini-DAX(EUREX)
Mar20 200131 13241.0 13274.0 12876.0 12994.0 -155.0 50,162 14,765 -2,093
Jun20 200131 13232.0 13271.0 12917.0 13012.0 -155.0 41 1,062 -27
Sep20 200131 13208.0 13208.0 12925.0 12996.0 -155.0 0 15 -5
Total Volume and Open Interest 50,203 15,842 -2,125
DJ EuroSTOXX 50(EUREX)
Mar20 200131 3705 3717 3607 3639 -40 915,340 3,400,902 -152,331
Jun20 200131 3628 3628 3525 3558 -39 52 90,957 -12
Sep20 200131 3513 3544 3513 3544 -39 11 41 +9
Total Volume and Open Interest 915,403 3,578,942 -152,334
Swiss Market Index(EUREX)
Mar20 200131 10721 10746 10460 10550 -99 39,146 189,591 -602
Jun20 200131 10524 10524 10363 10372 -99 612 13,239 +499
Sep20 200131 10298 10340 10298 10340 -99 0 88 +0
Total Volume and Open Interest 39,758 202,918 -103
FT-SE 100(EURONEXT)
Mar20 200131 7370.00 7378.00 7164.00 7217.50 -98.50 70,791 700,289 -3,318
Jun20 200131 7136.50 7136.50 7136.50 7136.50 -98.00 0 347 +0
Sep20 200131 7064.50 7064.50 7064.50 7064.50 -98.50 0 5 +0
Total Volume and Open Interest 70,791 700,646 -3,318
SPI 200(SFE)
Mar20 200131 6941.0 6994.0 6918.0 6954.0 +15.0 46,935 419,748 +4,154
Jun20 200131 6933.0 6933.0 6933.0 6933.0 +15.0 6 5,242 +6
Sep20 200131 6847.0 6847.0 6847.0 6847.0 +15.0      
Total Volume and Open Interest 46,983 426,079 +4,201
FTSE MIB(ISE)
Mar20 200131 23830.00 23885.00 23110.00 23219.00 -543.00 24,081 137,392 -1,929
Jun20 200131 22525.00 23225.00 22525.00 22614.00 -541.00 125 1,535 +84
Sep20 200131 22454.00 22454.00 22454.00 22454.00 -541.00 0 24 +0
Total Volume and Open Interest 24,206 138,951 -1,845
KOSPI 200(KFE)
Mar20 200131 294.00 294.40 284.80 285.15 -2.85 298,916 306,344 -1,566
Jun20 200131 293.80 294.60 285.20 285.35 -2.45 3,616 15,178 +1,176
Sep20 200131 287.95 287.95 285.50 285.50 -9.70 3 342 +1
Total Volume and Open Interest 302,536 359,616 -388
GSCI(CME)
Feb20 200131 389.45 390.60 387.35 388.70 -2.10 36 8,994 +36
Mar20 200131 391.80 391.80 391.80 391.80 -2.10      
Apr20 200131 391.10 391.10 391.10 391.10 -2.10      
Total Volume and Open Interest 36 8,994 +36
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.

Banner

Login

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!