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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue February 04, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200204 876.25 887.00 873.75 879.50 +2.50 88,324 340,996 -423
May20 200204 889.75 900.75 887.25 893.00 +2.25 42,260 171,291 +5,700
Jul20 200204 903.50 914.00 901.25 906.25 +1.75 31,377 148,446 +4,089
Aug20 200204 908.50 918.50 908.25 911.50 +2.00 2,231 12,462 +88
Sep20 200204 908.00 919.50 908.00 912.50 +2.00 1,506 15,470 +368
Nov20 200204 915.75 924.75 913.25 918.25 +1.75 11,949 84,015 +1,408
Jan21 200204 920.00 930.00 920.00 924.50 +2.75 1,934 18,638 +165
Mar21 200204 918.00 927.00 916.50 921.50 +2.00 3,144 32,669 +1,042
May21 200204 929.00 929.00 924.00 924.75 +2.00 552 5,130 +47
Jul21 200204 933.00 934.50 930.00 930.75 +2.25 529 5,457 +87
Aug21 200204 930.50 930.50 930.50 930.50 +2.25 17 189 +15
Sep21 200204 926.25 926.25 926.25 926.25 +2.25 0 134 +0
Nov21 200204 922.00 929.50 922.00 926.50 +3.00 361 3,780 +123
Jan22 200204 932.75 932.75 932.75 932.75 +3.25 0 2 +0
Total Volume and Open Interest 184,186 838,696 +12,709
Soybean Meal(CBOT)
Mar20 200204 289.80 292.40 287.50 288.50 -1.30 57,892 208,396 -1,761
May20 200204 295.50 297.90 293.40 294.00 -1.20 38,057 120,676 +232
Jul20 200204 300.60 303.10 298.90 299.20 -1.30 21,506 73,334 +1,343
Aug20 200204 302.10 304.80 300.90 301.10 -1.30 5,281 13,007 -126
Sep20 200204 304.00 306.10 302.20 302.60 -1.20 2,638 13,181 -54
Oct20 200204 305.50 306.60 303.40 303.60 -1.20 1,219 10,705 +57
Dec20 200204 308.30 310.20 306.90 307.20 -0.90 5,486 39,986 +740
Jan21 200204 308.00 308.60 307.80 308.00 -0.60 152 3,010 +15
Mar21 200204 307.50 309.50 306.40 306.60 -0.90 1,274 9,646 +273
May21 200204 308.80 308.80 307.00 307.50 -1.10 186 1,888 +31
Total Volume and Open Interest 133,734 496,364 +760
Soybean Oil(CBOT)
Mar20 200204 30.21 31.04 30.16 30.73 +0.44 84,584 185,872 -7,953
May20 200204 30.58 31.41 30.54 31.10 +0.45 38,307 132,581 +5,524
Jul20 200204 30.96 31.78 30.92 31.48 +0.44 26,232 98,902 -34
Aug20 200204 31.09 31.90 31.05 31.62 +0.44 7,193 19,993 +890
Sep20 200204 31.38 32.02 31.22 31.74 +0.43 3,838 13,952 +932
Oct20 200204 31.34 32.11 31.34 31.85 +0.42 3,000 11,082 -384
Dec20 200204 31.75 32.44 31.65 32.17 +0.40 7,433 53,754 +28
Jan21 200204 31.92 32.51 31.92 32.33 +0.41 1,286 7,213 +137
Mar21 200204 32.04 32.64 31.94 32.50 +0.41 1,248 7,268 +122
May21 200204 32.38 32.82 32.38 32.66 +0.41 440 1,607 +58
Total Volume and Open Interest 173,800 534,126 -550
Canola(WCE)
Mar20 200204 452.5 456.7 452.1 454.9 +2.4 14,216 76,588 +1,669
May20 200204 462.7 465.4 461.2 463.9 +2.3 10,779 58,701 +326
Jul20 200204 469.6 472.4 468.1 470.7 +2.3 4,660 22,686 +501
Nov20 200204 478.6 481.2 478.1 479.3 +1.8 3,018 38,519 +118
Jan21 200204 485.0 487.4 484.8 485.6 +1.7 335 2,420 +28
Total Volume and Open Interest 33,117 199,847 +2,598
Corn(CBOT)
Mar20 200204 378.25 383.50 378.25 382.25 +3.50 151,805 630,791 -6,129
May20 200204 384.00 389.25 384.00 388.00 +3.50 55,239 259,209 +5,581
Jul20 200204 389.00 394.00 389.00 392.75 +3.25 40,035 269,680 +5,788
Sep20 200204 386.50 390.75 386.50 389.50 +2.75 15,953 134,000 +1,790
Dec20 200204 389.50 393.50 389.50 392.75 +3.25 21,839 209,151 +921
Mar21 200204 399.00 402.50 399.00 402.25 +3.25 1,855 14,341 +83
May21 200204 403.75 406.50 403.75 406.25 +3.00 164 3,314 -10
Jul21 200204 407.00 409.25 407.00 409.25 +3.50 1,048 11,518 +221
Sep21 200204 401.75 401.75 401.75 401.75 +2.00 307 1,156 +77
Dec21 200204 402.00 404.00 402.00 404.00 +1.50 1,822 12,387 +609
Total Volume and Open Interest 290,088 1,546,203 +8,949
Wheat(CBOT)
Mar20 200204 554.25 564.25 553.50 557.25 +1.75 63,922 208,575 +929
May20 200204 553.00 561.75 552.00 554.50 +0.75 31,688 97,668 +3,952
Jul20 200204 552.75 560.75 552.00 554.50 +1.00 19,702 106,375 +826
Sep20 200204 558.50 566.00 558.00 560.50 +1.00 6,702 46,733 +1,104
Dec20 200204 566.75 573.50 566.25 569.25 +1.25 5,168 41,995 +1,275
Mar21 200204 573.25 579.50 572.75 576.25 +1.50 481 9,613 +10
Total Volume and Open Interest 127,985 515,958 +8,157
Wheat(KCBT)
Mar20 200204 464.25 475.25 464.00 467.25 +0.50 22,919 133,988 +493
May20 200204 472.00 482.25 471.00 474.00 +0.50 11,657 65,145 +1,885
Jul20 200204 478.00 489.25 478.00 480.75 +0.25 8,919 59,734 -110
Sep20 200204 487.50 497.75 487.00 489.25 unch 3,769 19,700 +239
Dec20 200204 500.00 509.25 499.50 500.75 unch 1,434 22,367 +177
Mar21 200204 511.00 518.50 511.00 511.75 +0.25 577 2,878 +494
May21 200204 514.00 514.00 514.00 514.00 +0.25 14 304 +4
Total Volume and Open Interest 49,298 304,358 +3,186
Wheat(MGE)
Mar20 200204 532.75 541.00 531.00 531.75 -1.25 4,428 28,957 +170
May20 200204 542.75 550.00 541.00 541.75 -1.25 2,109 18,117 +192
Jul20 200204 552.50 558.75 550.00 550.75 -1.75 768 7,846 -171
Sep20 200204 563.75 566.75 558.75 559.25 -1.75 106 6,384 -9
Dec20 200204 577.25 578.00 570.00 570.50 -2.00 30 3,389 +15
Mar21 200204 588.75 588.75 581.75 581.75 -2.25 5 1,013 +0
Total Volume and Open Interest 7,446 65,744 +197
Oats(CBOT)
Mar20 200204 298.75 309.00 298.25 308.00 +7.75 572 3,708 -122
May20 200204 292.75 301.75 292.75 300.50 +5.25 181 1,196 +104
Jul20 200204 292.00 293.75 285.75 291.75 +5.50 2 255 -2
Sep20 200204 273.00 273.00 273.00 273.00 +2.75 1 94 +0
Total Volume and Open Interest 821 5,422 -31
Rough Rice(CBOT)
Mar20 200204 13.58 13.60 13.50 13.59 +0.02 520 10,265 -172
May20 200204 13.76 13.78 13.67 13.77 +0.03 189 1,367 +81
Jul20 200204 13.48 13.56 13.48 13.56 +0.03 50 439 +30
Sep20 200204 12.15 12.18 12.15 12.18 +0.01 21 762 +17
Total Volume and Open Interest 780 12,833 -44
Live Cattle(CME)
Feb20 200204 122.500 122.730 121.580 121.635 -0.045 7,998 31,275 -2,458
Apr20 200204 121.450 121.800 120.450 120.650 -0.080 26,472 148,988 -2,569
Jun20 200204 112.730 112.900 111.680 111.750 -0.250 19,011 97,473 -325
Aug20 200204 110.730 110.885 109.650 109.750 -0.400 10,666 44,816 +845
Oct20 200204 113.785 113.950 112.800 112.980 -0.370 4,478 18,075 -313
Dec20 200204 117.830 118.285 117.230 117.500 -0.150 2,479 9,548 +548
Total Volume and Open Interest 71,539 354,091 -4,121
Feeder Cattle(CME)
Mar20 200204 137.100 138.080 136.400 137.500 +0.850 7,062 24,300 +87
Apr20 200204 138.900 139.685 137.800 138.935 +0.585 5,245 7,842 -194
May20 200204 141.130 142.050 140.285 141.300 +0.500 3,334 10,064 -164
Aug20 200204 148.485 149.185 147.700 148.630 +0.680 2,008 8,249 +262
Sep20 200204 149.985 150.950 149.600 150.350 +0.665 443 2,579 -11
Oct20 200204 150.985 151.650 150.750 151.435 +0.750 215 836 +53
Nov20 200204 152.000 152.235 151.100 151.700 +0.600 68 348 +18
Total Volume and Open Interest 18,375 54,218 +51
Lean Hogs(CME)
Feb20 200204 56.830 57.850 56.550 56.750 +0.450 14,643 25,123 -2,192
Apr20 200204 63.250 64.385 61.785 62.330 -0.405 43,410 117,648 -1,868
May20 200204 71.230 72.550 70.535 70.900 -0.350 478 1,473 -57
Jun20 200204 78.700 79.800 77.750 77.900 -0.385 19,084 51,004 +197
Jul20 200204 80.400 80.930 78.830 78.900 -0.735 7,281 23,438 +234
Aug20 200204 79.950 80.400 78.300 78.400 -0.850 8,784 28,831 -839
Oct20 200204 68.680 68.680 66.225 66.330 -1.220 5,990 26,069 -59
Dec20 200204 62.930 63.100 60.735 61.000 -1.450 2,548 13,858 -114
Total Volume and Open Interest 102,676 291,742 -4,912
Class III Milk(CME)
Jan20 200204 17.04 17.05 17.03 17.05 +0.01 11 2,664 +129
Feb20 200204 16.92 17.14 16.83 17.03 +0.11 311 2,908 -78
Mar20 200204 17.26 17.50 17.10 17.30 -0.08 279 3,002 -32
Apr20 200204 17.20 17.35 17.09 17.25 -0.01 92 1,948 -22
May20 200204 17.24 17.25 16.96 17.08 -0.09 75 1,625 -1
Jun20 200204 17.27 17.27 17.08 17.18 -0.06 31 1,613 +1
Jul20 200204 17.43 17.43 17.35 17.42 -0.02 44 822 +7
Aug20 200204 17.54 17.54 17.44 17.50 -0.01 24 744 -6
Sep20 200204 17.62 17.62 17.58 17.60 -0.02 2 871 +1
Oct20 200204 17.60 17.60 17.50 17.53 -0.06 0 663 +0
Nov20 200204 17.45 17.45 17.45 17.45 -0.10 0 674 +0
Dec20 200204 17.30 17.37 17.25 17.25 -0.05 0 735 +0
Jan21 200204 17.07 17.07 17.01 17.01 unch 0 281 +0
Total Volume and Open Interest 869 18,958 -1
Cocoa(ICE)
Mar20 200204 2731 2772 2717 2757 +23 24,356 86,024 -7,736
May20 200204 2747 2796 2741 2781 +25 24,494 79,208 -848
Jul20 200204 2763 2808 2752 2794 +25 10,884 58,656 +3,474
Sep20 200204 2741 2781 2727 2767 +23 3,585 43,416 -161
Dec20 200204 2636 2688 2636 2672 +18 1,941 43,120 +77
Mar21 200204 2571 2615 2571 2603 +17 913 18,438 +198
May21 200204 2549 2587 2548 2578 +14 135 6,668 -54
Total Volume and Open Interest 66,338 338,430 -5,048
Coffee "C"(ICE)
Mar20 200204 98.95 101.75 97.60 98.15 +0.25 23,166 94,446 -660
May20 200204 101.25 104.05 99.80 100.35 +0.15 16,203 69,917 +1,880
Jul20 200204 103.75 106.35 102.05 102.60 +0.10 9,252 54,244 +1,047
Sep20 200204 105.60 108.50 104.20 104.75 +0.15 6,266 35,050 +1,083
Dec20 200204 108.60 111.25 107.00 107.55 +0.10 4,792 23,625 +77
Mar21 200204 111.40 114.15 109.90 110.40 +0.10 1,845 10,170 +195
Total Volume and Open Interest 62,671 307,501 +3,785
Orange Juice(ICE)
Mar20 200204 94.90 94.90 91.60 93.50 -1.10 815 15,398 -288
May20 200204 98.35 98.35 95.55 97.45 -0.85 138 2,526 +114
Jul20 200204 101.75 101.75 99.50 101.35 -0.50 15 1,050 +6
Sep20 200204 105.00 105.10 103.50 105.10 -0.30 10 459 -1
Nov20 200204 108.00 108.60 107.40 108.60 -0.20 5 305 +2
Jan21 200204 111.35 112.15 110.60 112.15 -0.25 1 244 +1
Total Volume and Open Interest 985 20,023 -165
Sugar #11(ICE)
Mar20 200204 14.95 15.13 14.64 14.71 -0.18 82,110 388,181 -1,488
May20 200204 14.62 14.80 14.41 14.49 -0.11 73,726 275,976 +1,271
Jul20 200204 14.50 14.58 14.29 14.36 -0.08 49,315 195,222 +5,452
Oct20 200204 14.48 14.56 14.31 14.40 -0.06 26,760 156,474 +4,352
Mar21 200204 14.73 14.79 14.57 14.68 -0.04 15,017 89,345 +54
May21 200204 14.31 14.40 14.24 14.31 -0.04 3,860 17,258 +582
Jul21 200204 14.02 14.08 13.89 13.99 -0.04 4,131 22,846 +751
Oct21 200204 13.97 14.03 13.85 13.94 -0.04 2,049 24,414 +960
Total Volume and Open Interest 257,281 1,186,378 +12,071
London Cocoa(LCE)
Mar20 200204 1930 1940 1912 1928 -7 7,269 71,913 -1,121
May20 200204 1956 1972 1940 1960 unch 7,865 60,879 +795
Jul20 200204 1965 1977 1943 1966 +1 3,045 40,080 -69
Sep20 200204 1937 1947 1915 1935 unch 1,621 40,040 +68
Dec20 200204 1828 1838 1808 1827 +1 993 53,740 +8
Mar21 200204 1774 1785 1756 1774 +1 891 27,401 -290
May21 200204 1754 1770 1754 1763 +2 275 6,398 -31
Total Volume and Open Interest 22,321 308,499 -588
London Sugar(LCE)
Mar20 200204 418.50 420.00 411.10 413.70 -2.90 9,800 33,719 +257
May20 200204 410.50 412.50 403.50 406.10 -2.30 10,367 49,845 +1,217
Aug20 200204 402.00 404.80 397.90 400.40 -0.50 3,730 24,646 +1,507
Oct20 200204 396.50 398.00 393.30 395.40 +0.20 1,456 7,698 +674
Dec20 200204 394.60 396.50 392.90 394.20 +0.70 555 4,658 +85
Total Volume and Open Interest 26,204 123,798 +3,949
Cotton(ICE)
Mar20 200204 66.85 68.23 66.85 67.35 +0.51 27,610 120,131 -784
May20 200204 67.36 68.65 67.35 68.02 +0.68 14,844 71,425 +1,803
Jul20 200204 68.26 69.40 68.26 68.88 +0.66 5,286 40,000 +123
Oct20 200204 69.05 69.05 69.05 69.05 +1.01 2 52 +0
Dec20 200204 67.70 68.95 67.70 68.62 +0.91 1,917 31,514 -521
Mar21 200204 69.27 69.82 69.27 69.53 +0.93 465 2,623 +50
Total Volume and Open Interest 50,407 267,548 +626
Lumber(CME)
Mar20 200204 419.5 422.4 407.0 412.7 -10.1 439 2,269 -40
May20 200204 420.5 425.2 413.4 417.0 -6.1 251 663 +0
Jul20 200204 422.3 422.5 413.7 415.1 -7.0 57 315 +6
Sep20 200204 408.1 408.1 408.1 408.1 -10.9 89 188 +51
Nov20 200204 395.8 395.8 395.8 395.8 -10.9 6 12 +5
Jan21 200204 394.3 394.3 394.3 394.3 -10.9      
Mar21 200204 392.8 392.8 392.8 392.8 -10.9      
Total Volume and Open Interest 842 3,447 +22
Crude Oil(NYM)
Mar20 200204 49.94 51.55 49.31 49.61 -0.50 827,907 474,837 +5,238
Apr20 200204 50.04 51.70 49.50 49.80 -0.48 154,049 168,696 +9,149
May20 200204 50.27 51.83 49.71 50.01 -0.44 118,529 162,052 -1,095
Jun20 200204 50.39 51.92 49.92 50.19 -0.39 141,436 211,303 -11,757
Jul20 200204 50.31 51.91 49.99 50.28 -0.32 69,528 123,033 +11,643
Aug20 200204 50.77 51.76 49.98 50.26 -0.27 43,896 73,443 +912
Sep20 200204 50.21 51.57 50.05 50.17 -0.23 32,968 104,350 +1,926
Oct20 200204 49.96 51.47 49.91 50.06 -0.22 21,867 69,636 +1,072
Nov20 200204 50.01 51.26 49.73 49.97 -0.21 13,343 60,279 +1,131
Dec20 200204 49.98 51.16 49.64 49.90 -0.18 77,535 267,785 +644
Jan21 200204 49.66 50.89 49.66 49.82 -0.17 2,544 49,095 -175
Feb21 200204 49.54 50.86 49.50 49.76 -0.16 2,338 27,778 +125
Mar21 200204 49.86 50.24 49.50 49.71 -0.15 4,811 42,741 -21
Apr21 200204 49.68 49.68 49.68 49.68 -0.14 1,167 16,928 +458
May21 200204 49.67 49.67 49.67 49.67 -0.13 590 16,705 -156
Jun21 200204 49.62 50.58 49.52 49.67 -0.12 18,236 62,877 +1,087
Total Volume and Open Interest 1,564,320 2,229,701 +21,841
e-miNY Crude Oil(NYM)
Mar20 200204 49.950 51.550 49.300 49.600 -0.500 32,205 3,585 +363
Apr20 200204 50.275 51.700 49.500 49.800 -0.475 1,068 616 +57
May20 200204 50.100 51.800 49.700 50.000 -0.450 199 203 -17
Jun20 200204 50.525 51.925 50.000 50.200 -0.375 61 388 +23
Jul20 200204 51.050 51.600 50.000 50.275 -0.325 35 49 +3
Aug20 200204 50.300 51.550 50.250 50.250 -0.275 0 75 +0
Sep20 200204 51.100 51.100 50.175 50.175 -0.225 0 64 +0
Oct20 200204 50.250 51.175 50.050 50.050 -0.225 7 19 -1
Nov20 200204 49.975 49.975 49.975 49.975 -0.200 0 33 +0
Dec20 200204 49.850 51.150 49.700 49.900 -0.175 7 145 +4
Total Volume and Open Interest 33,588 5,247 +430
NY Harbor ULSD(NYM)
Mar20 200204 156.99 161.79 156.84 158.39 +0.60 77,292 134,988 +2,443
Apr20 200204 157.47 162.04 157.24 158.75 +0.59 33,622 60,847 +625
May20 200204 158.13 162.50 157.93 159.29 +0.47 22,292 43,090 +1,562
Jun20 200204 159.01 163.23 158.88 160.14 +0.44 25,530 48,780 -739
Jul20 200204 161.00 164.06 160.97 161.08 +0.47 9,337 20,889 +68
Aug20 200204 162.25 164.91 162.00 162.00 +0.48 6,595 13,911 +217
Sep20 200204 162.07 165.84 162.07 162.96 +0.49 4,457 11,418 +439
Oct20 200204 164.99 166.50 163.74 163.81 +0.46 2,889 6,402 +367
Nov20 200204 165.57 167.57 164.44 164.51 +0.43 2,085 6,490 +349
Dec20 200204 163.77 167.95 163.77 165.01 +0.38 11,291 24,436 -719
Jan21 200204 166.68 168.15 165.59 165.60 +0.35 2,571 7,812 +669
Feb21 200204 167.74 168.85 165.75 165.87 +0.32 1,001 1,857 +237
Mar21 200204 167.30 169.40 165.64 165.64 +0.33 432 1,617 +84
Apr21 200204 166.60 167.50 164.96 164.96 +0.38 186 786 +58
Total Volume and Open Interest 202,590 402,889 +1,935
RBOB Gasoline(NYM)
Mar20 200204 146.35 150.54 143.45 144.32 -3.05 96,285 145,703 +512
Apr20 200204 162.54 166.67 160.32 161.20 -2.28 70,987 63,793 +253
May20 200204 162.65 166.98 161.00 161.84 -1.99 27,934 50,587 +911
Jun20 200204 161.87 166.09 160.35 161.19 -1.86 28,518 38,291 -1,143
Jul20 200204 162.23 164.42 159.00 159.85 -1.65 7,904 21,714 -84
Aug20 200204 160.01 161.50 157.80 157.84 -1.38 5,346 8,577 +790
Sep20 200204 157.21 158.62 154.13 155.05 -1.07 8,797 14,285 -814
Oct20 200204 143.25 145.01 141.59 142.02 -0.57 4,878 6,762 +760
Nov20 200204 140.55 141.16 138.94 139.31 +0.02 1,823 2,477 -34
Dec20 200204 138.15 139.71 136.50 137.51 +0.47 4,854 20,315 +499
Total Volume and Open Interest 258,199 376,033 -2,481
e-miNY RBOB Gasoline(NYM)
Mar20 200204 147.40 147.40 144.32 144.32 -3.05      
Apr20 200204 161.20 161.20 161.20 161.20 -2.28      
May20 200204 161.84 161.84 161.80 161.84 -1.99      
Jun20 200204 161.19 161.20 161.19 161.19 -1.86      
Total Volume and Open Interest      
Natural Gas(NYM)
Mar20 200204 1.823 1.888 1.804 1.872 +0.053 135,678 595,718 -3,104
Apr20 200204 1.862 1.917 1.847 1.902 +0.040 76,389 198,751 +6,492
May20 200204 1.916 1.969 1.904 1.952 +0.034 43,509 157,131 +2,788
Jun20 200204 1.978 2.031 1.968 2.015 +0.031 28,287 66,020 +4,937
Jul20 200204 2.054 2.102 2.041 2.086 +0.029 20,566 71,591 +1,030
Aug20 200204 2.083 2.131 2.074 2.115 +0.027 10,015 37,883 +984
Sep20 200204 2.075 2.126 2.072 2.111 +0.025 8,483 58,867 +1,530
Oct20 200204 2.109 2.159 2.101 2.144 +0.024 26,650 89,369 +3,577
Nov20 200204 2.225 2.259 2.219 2.245 +0.015 2,897 26,413 +185
Dec20 200204 2.424 2.441 2.406 2.429 +0.007 3,068 28,629 -23
Jan21 200204 2.526 2.554 2.518 2.540 +0.007 8,622 47,834 +1,214
Feb21 200204 2.492 2.518 2.484 2.506 +0.005 1,336 14,658 -5
Mar21 200204 2.401 2.425 2.393 2.414 +0.003 3,976 23,634 +670
Apr21 200204 2.187 2.207 2.182 2.196 -0.002 2,697 25,936 +207
May21 200204 2.177 2.187 2.162 2.178 -0.002 975 9,832 -23
Jun21 200204 2.220 2.227 2.203 2.218 +0.001 1,784 7,383 +266
Total Volume and Open Interest 377,596 1,512,798 +20,995
Brent Crude Oil(ICE)
Apr20 200204 54.33 55.65 53.69 53.96 -0.49 477,867 526,680 -3,754
May20 200204 54.50 55.79 53.86 54.13 -0.48 204,438 235,214 +10,664
Jun20 200204 54.50 55.92 54.00 54.26 -0.47 211,260 291,362 -3,587
Jul20 200204 54.57 55.85 53.97 54.22 -0.45 80,349 161,762 -2,093
Aug20 200204 54.53 55.80 53.97 54.22 -0.40 43,782 117,863 -837
Sep20 200204 54.46 55.72 53.95 54.20 -0.36 67,502 147,275 +3,208
Oct20 200204 54.39 55.61 53.97 54.15 -0.33 27,762 92,180 +2,307
Nov20 200204 54.43 55.50 54.03 54.12 -0.30 17,411 67,611 +1,822
Dec20 200204 54.28 55.37 53.83 54.07 -0.27 119,937 287,073 +4,630
Jan21 200204 54.05 54.05 54.05 54.05 -0.25 5,538 53,479 +1,781
Feb21 200204 54.95 55.03 53.56 54.04 -0.26 3,901 41,908 +517
Mar21 200204 53.52 54.05 53.52 54.05 -0.27 11,298 37,159 +2,302
Apr21 200204 54.77 54.77 53.60 54.07 -0.27 2,724 18,962 +885
May21 200204 54.06 54.06 54.06 54.06 -0.28 368 14,574 +105
Total Volume and Open Interest 1,329,428 2,518,042 -46,946
Gas Oil(ICE)
Feb20 200204 482.50 495.50 482.00 491.75 +8.25 43,127 90,415 -539
Mar20 200204 484.00 496.50 482.75 492.75 +8.00 111,081 194,450 +5,150
Apr20 200204 484.25 496.50 483.25 492.50 +7.50 74,001 103,965 +6,943
May20 200204 485.00 496.25 483.50 492.50 +7.25 41,857 89,074 +3,954
Jun20 200204 485.00 497.00 484.50 493.25 +7.25 53,029 118,109 +1,770
Jul20 200204 488.00 499.00 486.75 495.25 +7.00 13,348 45,085 +1,417
Aug20 200204 490.25 501.25 490.25 497.50 +6.50 7,288 27,589 +281
Sep20 200204 492.50 502.75 492.50 499.75 +6.25 8,413 32,315 -123
Oct20 200204 495.25 505.25 495.00 502.00 +5.75 3,721 27,100 +335
Nov20 200204 495.50 505.00 495.25 502.00 +5.25 2,883 16,222 -13
Total Volume and Open Interest 393,846 917,913 +22,605
Ethanol(CBOT)
Feb20 200204 1.353 1.353 1.353 1.353 +0.013 3 51 -3
Mar20 200204 1.365 1.370 1.364 1.367 +0.013 25 456 +1
Apr20 200204 1.383 1.383 1.383 1.383 +0.013 0 114 +0
May20 200204 1.398 1.398 1.398 1.398 +0.012 0 9 +0
Jun20 200204 1.398 1.398 1.398 1.398 +0.012      
Jul20 200204 1.398 1.398 1.398 1.398 +0.012      
Aug20 200204 1.398 1.398 1.398 1.398 +0.012      
Sep20 200204 1.398 1.398 1.398 1.398 +0.012      
Total Volume and Open Interest 28 630 -2
WTI Crude Oil(ICE)
Mar20 200204 50.09 51.53 49.31 49.61 -0.50 38,679 86,579 -1,344
Apr20 200204 50.35 51.69 49.50 49.80 -0.48 68,882 73,359 -502
May20 200204 50.53 51.82 49.71 50.01 -0.44 50,149 48,312 +1,212
Jun20 200204 50.66 51.92 49.96 50.19 -0.39 55,010 87,996 -389
Jul20 200204 50.62 51.81 50.11 50.28 -0.32 21,664 27,124 -19
Aug20 200204 50.55 51.59 50.22 50.26 -0.27 15,344 13,928 -1,103
Sep20 200204 50.44 51.52 50.14 50.17 -0.23 10,068 29,048 +930
Oct20 200204 51.04 51.04 50.06 50.06 -0.22 4,334 13,374 +832
Nov20 200204 50.91 50.91 49.97 49.97 -0.21 1,747 10,764 +483
Dec20 200204 50.59 51.12 49.90 49.90 -0.18 16,309 91,751 -1,444
Jan21 200204 50.01 50.99 49.82 49.82 -0.17 216 6,541 +68
Feb21 200204 50.51 50.73 49.76 49.76 -0.16 52 4,421 -33
Mar21 200204 49.71 49.71 49.71 49.71 -0.15 102 6,085 +32
Apr21 200204 49.68 49.68 49.68 49.68 -0.14 21 2,720 -11
May21 200204 49.67 49.67 49.67 49.67 -0.13 86 2,810 +30
Jun21 200204 50.37 50.46 49.67 49.67 -0.12 2,573 25,967 +59
Total Volume and Open Interest 291,306 645,843 +207
US Dollar Index(ICE)
Mar20 200204 97.645 97.855 97.635 97.810 +0.185 19,448 34,631 -1,042
Jun20 200204 97.300 97.470 97.300 97.442 +0.177 56 951 +11
Sep20 200204 97.030 97.082 97.030 97.082 +0.177 4 115 +0
Total Volume and Open Interest 19,508 35,702 -1,031
Australian Dollar(CME)
Mar20 200204 66.94 67.47 66.84 67.42 +0.49 131,579 159,273 +3,158
Jun20 200204 67.04 67.59 67.00 67.55 +0.49 912 868 -126
Sep20 200204 67.67 67.67 67.20 67.67 +0.49 0 32 +0
Total Volume and Open Interest 133,015 164,339 +2,689
British Pound(CME)
Mar20 200204 130.11 130.62 129.55 130.52 +0.39 115,217 202,724 +3,297
Jun20 200204 130.41 130.90 129.89 130.83 +0.39 623 3,137 +44
Sep20 200204 131.14 131.14 131.14 131.14 +0.40 2 30 +1
Total Volume and Open Interest 119,316 210,070 +3,682
Canadian Dollar(CME)
Mar20 200204 75.22 75.39 75.18 75.27 +0.06 90,757 174,919 -919
Jun20 200204 75.19 75.40 75.19 75.27 +0.05 408 4,448 +229
Sep20 200204 75.23 75.35 75.23 75.27 +0.06 33 687 +3
Dec20 200204 75.52 75.52 75.26 75.26 +0.06 32 1,195 -3
Total Volume and Open Interest 91,278 183,047 -698
Japanese Yen(CME)
Mar20 200204 92.22 92.33 91.48 91.52 -0.70 203,343 184,662 +5,245
Jun20 200204 92.72 92.78 91.97 91.97 -0.70 787 1,404 +412
Sep20 200204 92.40 92.40 92.40 92.40 -0.70 1 6 +1
Total Volume and Open Interest 204,858 188,470 +5,764
Swiss Franc(CME)
Mar20 200204 103.83 103.85 103.33 103.42 -0.39 37,729 50,949 -1,828
Jun20 200204 104.35 104.35 104.06 104.06 -0.39 6 86 +2
Sep20 200204 104.89 104.89 104.59 104.69 -0.38 0 2 +0
Total Volume and Open Interest 37,735 51,037 -1,826
EuroFX(CME)
Mar20 200204 110.88 110.92 110.61 110.70 -0.23 227,529 578,656 -7,803
Jun20 200204 111.50 111.51 111.21 111.31 -0.23 2,555 8,101 -79
Sep20 200204 111.78 111.90 111.78 111.90 -0.21 176 930 -33
Total Volume and Open Interest 231,067 592,601 -8,028
Mexican Peso(CME)
Feb20 200204 534.25 534.25 534.25 534.25 +3.25 0 10 +0
Mar20 200204 528.25 532.88 527.63 531.88 +3.25 79,412 293,748 -8,209
Total Volume and Open Interest 79,421 295,966 -8,209
Brazilian Real(CME)
Mar20 200204 235.25 237.85 234.25 234.90 -0.05 9,506 45,056 +44
Apr20 200204 235.80 235.80 234.15 234.60 -0.05 113 263 +39
May20 200204 234.30 234.30 234.30 234.30 -0.15      
Jun20 200204 234.00 234.00 234.00 234.00 -0.10      
Total Volume and Open Interest 9,739 45,439 -5,410
30-Year T-Bonds(CBOT)
Mar20 200204 163~220 163~300 161~260 162~030 -1~220 502,114 1,111,136 +11,413
Jun20 200204 162~300 162~300 160~280 161~050 -1~220 9,494 25,981 +8,273
Sep20 200204 160~040 160~040 160~040 160~040 -1~220 0 1 +0
Total Volume and Open Interest 511,608 1,137,118 +19,686
10-Year T-Notes(CBOT)
Mar20 200204 131~175 131~205 130~240 130~285 -0~220 2,664,632 3,879,566 +47,127
Jun20 200204 131~160 131~160 130~195 130~240 -0~225 43,802 142,146 +21,455
Sep20 200204 130~105 130~105 130~105 130~105 -0~225      
Total Volume and Open Interest 2,708,434 4,021,712 +68,582
5-Year T-Notes(CBOT)
Mar20 200204 120~072 120~092 119~240 119~270 -0~124 1,270,747 4,405,843 +5,849
Jun20 200204 120~180 120~180 120~040 120~070 -0~132 32,754 159,901 +13,513
Sep20 200204 120~070 120~070 120~070 120~070 -0~132      
Total Volume and Open Interest 1,303,501 4,565,744 +19,362
2 Year T-Notes(CBOT)
Mar20 200204 108~036 108~044 107~311 107~317 -0~037 870,885 3,659,659 +57,676
Jun20 200204 108~095 108~095 108~046 108~054 -0~042 64,203 222,516 +46,295
Sep20 200204 108~054 108~054 108~054 108~054 -0~042      
Total Volume and Open Interest 935,088 3,882,175 +103,971
Eurodollars(CME)
Mar20 200204 98.335 98.345 98.310 98.315 -0.025 426,529 1,583,971 +71,709
Jun20 200204 98.470 98.480 98.410 98.415 -0.060 381,104 1,417,144 +16,820
Sep20 200204 98.595 98.600 98.515 98.520 -0.075 351,255 1,169,194 +37,466
Dec20 200204 98.640 98.645 98.545 98.555 -0.080 374,235 1,204,318 +2,947
Mar21 200204 98.755 98.760 98.650 98.665 -0.085 309,222 1,020,968 +17,070
Jun21 200204 98.775 98.790 98.670 98.690 -0.090 209,133 1,028,427 +8,404
Sep21 200204 98.805 98.815 98.690 98.715 -0.090 234,872 855,813 +40,107
Dec21 200204 98.770 98.785 98.655 98.685 -0.085 248,414 751,075 +24,563
Mar22 200204 98.795 98.795 98.670 98.700 -0.085 117,991 453,523 +10,842
Jun22 200204 98.780 98.785 98.655 98.685 -0.085 95,810 320,378 +3,344
Sep22 200204 98.760 98.765 98.640 98.665 -0.090 82,781 257,756 +3,406
Dec22 200204 98.720 98.730 98.605 98.630 -0.090 99,575 254,914 +9,282
Mar23 200204 98.715 98.720 98.595 98.625 -0.085 52,795 272,581 -2,421
Jun23 200204 98.695 98.700 98.580 98.605 -0.085 41,506 136,229 +3,901
Sep23 200204 98.670 98.675 98.560 98.585 -0.085 37,257 122,659 -1,613
Dec23 200204 98.640 98.645 98.525 98.555 -0.085 37,712 107,333 -2,252
Mar24 200204 98.625 98.625 98.510 98.535 -0.085 18,370 93,074 -526
Jun24 200204 98.595 98.595 98.480 98.505 -0.085 21,565 47,907 -1,074
Total Volume and Open Interest 3,273,655 11,629,669 +235,368
Ultra T-Bond(CBOT)
Mar20 200204 194~03 194~16 190~29 191~08 -3~02 247,451 1,179,601 -4,330
Jun20 200204 192~24 193~00 191~23 192~01 -3~03 3,309 24,170 +2,935
Sep20 200204 192~01 192~01 192~01 192~01 -3~03      
Total Volume and Open Interest 250,760 1,203,771 -1,395
Ultra 10-Yr T-Note(CBOT)
Mar20 200204 145~195 145~235 144~130 144~195 -1~015 292,353 927,322 +2,780
Jun20 200204 144~085 144~105 144~085 144~105 -1~020 34 36 +34
Sep20 200204 144~105 144~105 144~105 144~105 -1~020      
Total Volume and Open Interest 292,387 927,358 +2,814
30 Day Federal Funds(CBOT)
Feb20 200204 98.410 98.412 98.408 98.410 -0.002 93,700 419,124 -32,514
Mar20 200204 98.430 98.430 98.420 98.420 -0.010 44,348 204,308 -1,433
Apr20 200204 98.455 98.460 98.440 98.440 -0.015 120,007 314,588 -10,693
May20 200204 98.515 98.520 98.475 98.475 -0.040 69,645 187,985 +10,469
Jun20 200204 98.570 98.570 98.510 98.515 -0.050 26,818 67,660 +939
Jul20 200204 98.605 98.605 98.540 98.540 -0.060 41,365 95,654 +1,665
Total Volume and Open Interest 492,809 1,667,931 -438,548
Japanese Govt Bonds(SGX)
Mar20 200203 152.94 153.42 152.88 152.93 +0.08 1,338 14,089 -128
Jun20 200203 152.93 152.93 152.93 152.93 +0.08      
Sep20 200203 152.93 152.93 152.93 152.93 +0.08      
Total Volume and Open Interest 1,338 14,089 -128
Euro-Buxl(EUREX)
Mar20 200204 210.60 210.66 208.14 209.00 -1.18 73,251 271,667 +8,273
Jun20 200204 207.42 207.42 207.42 207.42 -1.18 13 7,691 +13
Sep20 200204 209.06 209.06 209.06 209.06 -1.18      
Total Volume and Open Interest 73,264 279,358 +8,286
Euro-Bund(EUREX)
Mar20 200204 175.06 175.07 174.25 174.53 -0.35 763,628 1,628,386 +29,752
Jun20 200204 172.12 172.13 171.59 171.79 -0.34 1,507 31,904 +746
Sep20 200204 174.03 174.03 174.03 174.03 -0.35 1 8 +1
Total Volume and Open Interest 765,136 1,660,298 +30,499
Euro-Bobl(EUREX)
Mar20 200204 134.94 134.95 134.71 134.80 -0.11 473,633 1,253,010 +26,483
Jun20 200204 135.09 135.09 134.98 135.05 -0.11 853 4,327 +650
Sep20 200204 134.69 134.69 134.69 134.69 -0.11 0 324 +0
Total Volume and Open Interest 474,486 1,257,661 +27,133
Euro-Schatz(EUREX)
Mar20 200204 112.09 112.09 112.03 112.04 -0.04 404,538 1,655,823 -17,823
Jun20 200204 112.04 112.04 112.04 112.04 -0.03 907 688 +455
Sep20 200204 112.04 112.04 112.04 112.04 -0.04      
Total Volume and Open Interest 405,445 1,656,511 -17,368
3-Mth Euribor(EUREX)
Mar20 200204 100.415 100.415 100.415 100.415 unch 0 1,579 +0
Jun20 200204 100.430 100.430 100.430 100.430 -0.005 0 736 +0
Sep20 200204 100.435 100.435 100.435 100.435 -0.010 0 572 +0
Total Volume and Open Interest 20 5,115 +20
Long Gilt(LIFFE)
Mar20 200204 134~23 134~27 134~08 134~16 -0~11 260,155 643,042 -3,408
Jun20 200204 133~24 133~24 133~24 133~24 -0~12      
Total Volume and Open Interest 260,155 643,042 -3,408
3-Mth Short Sterling(LIFFE)
Mar20 200204 99.29 99.29 99.25 99.26 -0.02 137,149 703,916 -9,281
Jun20 200204 99.38 99.39 99.34 99.35 -0.04 129,222 733,072 -17,506
Sep20 200204 99.44 99.45 99.40 99.41 -0.03 113,267 574,375 -3,590
Dec20 200204 99.44 99.46 99.40 99.42 -0.03 101,829 694,893 +13,499
Mar21 200204 99.46 99.47 99.43 99.43 -0.03 94,800 392,032 -3,892
Jun21 200204 99.46 99.47 99.42 99.43 -0.03 75,978 309,811 -484
Total Volume and Open Interest 1,098,989 4,603,746 -1,646
3-Mth Euribor(LIFFE)
Mar20 200204 100.415 100.415 100.400 100.415 unch 57,680 548,488 +4,293
Jun20 200204 100.435 100.440 100.415 100.430 -0.005 90,074 437,101 -10,775
Sep20 200204 100.450 100.455 100.430 100.440 -0.010 110,305 559,223 +1,444
Total Volume and Open Interest 1,233,892 4,115,007 -28,024
3-Mth Aus T-Bills(SFE)
Mar20 200204 99.19 99.21 99.13 99.14 -0.05 16,758 155,348 -4,383
Jun20 200204 99.33 99.36 99.28 99.29 -0.04 26,835 192,890 +2,038
Sep20 200204 99.43 99.45 99.38 99.40 -0.03 25,888 215,878 +7,447
Dec20 200204 99.43 99.45 99.39 99.40 -0.03 10,103 175,140 +197
Mar21 200204 99.45 99.47 99.40 99.42 -0.02 9,930 135,606 +462
Jun21 200204 99.43 99.46 99.40 99.41 -0.02 7,135 83,702 -1,431
Sep21 200204 99.42 99.44 99.38 99.39 -0.02 7,207 58,338 +3,875
Dec21 200204 99.39 99.41 99.34 99.35 -0.03 3,081 35,996 -179
Mar22 200204 99.39 99.39 99.32 99.34 -0.03 425 2,159 -399
Jun22 200204 99.34 99.34 99.31 99.31 -0.02 209 1,493 +83
Total Volume and Open Interest 107,601 1,057,412 +7,729
10-Year Aus T-Bonds(SFE)
Mar20 200204 99.07 99.12 99.05 99.07 unch 192,208 1,227,987 +4,193
Jun20 200204 99.07 99.07 99.07 99.07 unch      
Total Volume and Open Interest 192,208 1,227,987 +4,193
3-Year Aus T-Bonds(SFE)
Mar20 200204 99.42 99.44 99.38 99.39 -0.03 212,802 1,149,783 +5,440
Jun20 200204 99.39 99.39 99.39 99.39 -0.03 0 10 +0
Total Volume and Open Interest 212,802 1,149,793 +5,440
Gold(CMX)
Feb20 200204 1577.7 1577.7 1547.8 1550.4 -26.8 1,095 4,979 -3,181
Apr20 200204 1581.5 1584.5 1552.8 1555.5 -26.9 343,366 505,547 -3,382
Jun20 200204 1588.4 1589.6 1558.7 1561.4 -26.9 6,869 85,272 +2,443
Aug20 200204 1593.6 1593.6 1565.0 1567.0 -26.8 2,694 31,627 -207
Oct20 200204 1586.9 1586.9 1570.2 1572.3 -26.7 1,260 8,416 +465
Dec20 200204 1602.3 1602.3 1576.0 1577.5 -26.5 3,060 30,188 +964
Feb21 200204 1604.9 1604.9 1581.2 1582.5 -26.5 580 5,960 +307
Apr21 200204 1586.8 1606.0 1586.8 1586.8 -26.1 4 621 +0
Jun21 200204 1590.8 1590.8 1590.8 1590.8 -26.0 102 1,980 -33
Aug21 200204 1595.0 1595.0 1595.0 1595.0 -26.0 0 3 +0
Oct21 200204 1598.9 1598.9 1598.9 1598.9 -26.0      
Dec21 200204 1619.2 1619.4 1602.9 1602.9 -26.0 6 811 -1
Total Volume and Open Interest 361,502 678,817 -3,051
Silver(CMX)
Mar20 200204 1765.0 1777.0 1751.0 1756.1 -10.9 63,344 158,526 -864
May20 200204 1776.0 1783.5 1759.0 1764.1 -10.9 5,148 34,796 +1,374
Jul20 200204 1782.5 1789.0 1767.0 1771.6 -11.0 1,046 19,082 -305
Sep20 200204 1784.0 1794.0 1775.0 1778.9 -10.9 563 8,148 -29
Dec20 200204 1802.0 1804.0 1784.0 1788.3 -10.7 629 8,464 +384
Mar21 200204 1797.1 1797.1 1797.1 1797.1 -10.7 0 13 +0
May21 200204 1802.5 1802.5 1802.5 1802.5 -10.7 0 23 +0
Total Volume and Open Interest 70,747 229,312 +463
Platinum(NYMEX)
Apr20 200204 970.8 985.3 960.9 966.1 -4.6 21,772 96,456 -1,045
Jul20 200204 973.0 990.0 966.9 971.0 -4.8 237 5,171 +127
Oct20 200204 980.0 987.0 973.0 976.4 -5.0 19 463 +11
Jan21 200204 983.0 983.0 983.0 983.0 -4.9 0 154 +0
Total Volume and Open Interest 22,068 102,290 -889
Palladium(NYMEX)
Mar20 200204 2238.90 2345.00 2226.90 2335.60 +102.10 3,821 16,199 -328
Jun20 200204 2232.80 2341.20 2229.30 2332.00 +102.20 397 5,633 -155
Sep20 200204 2218.00 2318.70 2218.00 2318.70 +103.10 5 1,129 +3
Total Volume and Open Interest 4,223 23,389 -480
Copper(CMX)
Mar20 200204 250.55 257.25 250.15 254.20 +3.50 97,987 136,406 +2,383
May20 200204 251.00 257.85 250.95 254.90 +3.55 17,497 57,696 +1,879
Jul20 200204 251.90 258.55 251.90 255.70 +3.65 6,743 29,382 +150
Sep20 200204 256.40 258.50 255.55 256.45 +3.55 2,601 15,890 -322
Dec20 200204 258.40 259.65 256.60 257.55 +3.65 1,682 11,405 +479
Total Volume and Open Interest 127,755 261,486 +4,983
E-mini DJIA Index(CBOT)
Mar20 200204 28366 28847 28287 28789 +428 369,128 101,229 -4,040
Jun20 200204 28309 28820 28309 28763 +429 356 201 +26
Sep20 200204 28588 28736 28588 28736 +421 2 5 +2
Dec20 200204 28699 28699 28693 28693 +420 1 1 +1
Total Volume and Open Interest 369,487 101,436 -4,011
S & P 500(CME)
Mar20 200204 3283.00 3304.50 3236.50 3299.50 +54.00 1,750 34,950 -1,322
Jun20 200204 3299.75 3299.75 3299.75 3299.75 +54.25 0 29 -6
Sep20 200204 3299.25 3299.25 3299.25 3299.25 +54.50      
Dec20 200204 3301.75 3301.75 3301.75 3301.75 +52.50      
Total Volume and Open Interest 1,750 35,053 -1,328
S & P 500 E-Mini(CME)
Mar20 200204 3244.25 3305.25 3236.00 3299.50 +54.00 3,152,069 2,639,311 -61,062
Jun20 200204 3239.75 3305.25 3236.25 3299.75 +54.25 7,498 52,621 +1,482
Sep20 200204 3238.00 3304.00 3236.25 3299.25 +54.50 36 358 +8
Dec20 200204 3301.75 3301.75 3301.75 3301.75 +52.50 0 2,236 +0
Total Volume and Open Interest 3,159,603 2,694,535 -59,572
NASDAQ 100 E-Mini(CME)
Mar20 200204 9099.00 9369.25 9073.00 9355.00 +240.75 898,384 205,452 -4,877
Jun20 200204 9097.75 9386.75 9094.75 9374.00 +242.00 760 1,220 +66
Sep20 200204 9250.00 9397.25 9124.50 9397.25 +240.25 1 29 +0
Total Volume and Open Interest 899,145 206,705 -4,811
S&P Midcap 400(CME) e-Mini
Mar20 200204 2025.90 2064.80 2023.70 2056.10 +26.90 23,961 77,652 +30
Jun20 200204 2061.70 2063.40 2032.90 2061.70 +27.20 0 57 +0
Sep20 200204 2065.70 2065.70 2065.70 2065.70 +27.20      
Total Volume and Open Interest 23,961 77,709 +30
Volatility Index(CBOE)
Feb20 200204 17.95 18.25 16.35 16.52 -1.46 211,880 185,300 -2,798
Mar20 200204 17.42 17.57 16.35 16.52 -0.91 113,166 135,742 +14,171
Apr20 200204 17.55 17.63 16.65 16.77 -0.71 31,787 53,361 +3,960
May20 200204 17.30 17.39 16.60 16.68 -0.60 12,152 26,068 -72
Total Volume and Open Interest 383,822 448,192 +17,414
S & P 600(CME)
Mar20 200204 1001.40 1001.40 1001.40 1001.40 +12.50      
Jun20 200204 1002.10 1002.10 1002.10 1002.10 +12.60      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200204 1631.70 1662.60 1627.30 1659.80 +26.80 221,684 498,105 +28
Jun20 200204 1628.70 1663.30 1628.70 1661.30 +27.00 114 690 +23
Sep20 200204 1665.10 1665.10 1665.10 1665.10 +27.10      
Total Volume and Open Interest 221,798 498,795 +51
Nikkei 225(CME)
Mar20 200204 22860 23415 22820 23380 +505 18,114 17,636 -2,247
Jun20 200204 22935 23240 22935 23240 +505 15 35 +5
Total Volume and Open Interest 18,129 17,671 -2,242
Nikkei 225(SGX)
Mar20 200203 23125 23150 22615 22905 -225 119,475 177,499 -3,489
Jun20 200203 22850 22850 22545 22735 -225 29 5,096 -5
Sep20 200203 22695 22695 22695 22695 -40 0 10 +0
Total Volume and Open Interest 113,996 218,849 +394
Nikkei 225 Mini(JPX)
Mar20 200203 23130 23150 22650 22890 -80 1,232,027 420,799 +4,314
Jun20 200203 22940 22960 22475 22720 -60 37,466 11,370 -527
Sep20 200203 22895 22895 22420 22650 -80 279 1,002 +31
Total Volume and Open Interest 1,344,505 481,598 +4,094
Nikkei 225(JPX)
Mar20 200203 23130 23150 22650 22890 -80 81,281 247,228 +192
Jun20 200203 22950 22950 22480 22720 -60 636 17,893 -132
Sep20 200203 22500 22720 22470 22650 -80 0 3,978 +600
Total Volume and Open Interest 81,948 347,420 +482
Nikkei 225(CME) Yen
Mar20 200204 22850 23400 22800 23365 +505 71,039 53,595 -987
Jun20 200204 22710 23195 22650 23180 +505 11 30 +7
Sep20 200204 23130 23130 23130 23130 +505      
Total Volume and Open Interest 71,050 53,650 -980
Nikkei 225(CME) e-Mini Yen
Mar20 200204 23370 23370 23365 23370 +510      
Jun20 200204 23180 23180 23180 23180 +500      
Sep20 200204 23130 23130 23130 23130 +500      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Feb20 200204 5873.5 5935.0 5853.5 5933.5 +102.5 108,943 330,557 +171
Mar20 200204 5867.5 5933.5 5856.0 5930.5 +102.0 334 17,143 +131
Apr20 200204 5912.0 5912.0 5912.0 5912.0 +102.0      
Total Volume and Open Interest 109,277 413,712 +304
Hang Seng Index(HKFE)
Feb20 200204 26250 26777 26205 26776 +576 196,392 110,312 +1,451
Mar20 200204 26263 26769 26212 26768 +563 1,656 13,870 +280
Total Volume and Open Interest 198,487 131,060 -14,172
DAX(EUREX)
Mar20 200204 13043.0 13292.0 13013.5 13274.0 +233.0 151,619 117,358 +1,396
Jun20 200204 13136.0 13310.0 13136.0 13293.0 +234.0 139 1,153 +74
Sep20 200204 13170.0 13280.0 13170.0 13275.0 +233.0 7 102 +6
Total Volume and Open Interest 151,765 118,613 +1,476
Mini-DAX(EUREX)
Mar20 200204 13038.0 13292.0 13013.0 13274.0 +233.0 82,817 16,901 +873
Jun20 200204 13100.0 13309.0 13100.0 13293.0 +234.0 171 1,081 +14
Sep20 200204 13111.0 13290.0 13111.0 13275.0 +233.0 8 21 +4
Total Volume and Open Interest 82,996 18,003 +891
DJ EuroSTOXX 50(EUREX)
Mar20 200204 3650 3726 3643 3722 +68 1,614,923 3,613,693 +91,093
Jun20 200204 3575 3642 3575 3640 +68 5,147 95,935 +4,968
Sep20 200204 3626 3626 3626 3626 +68 1 41 +1
Total Volume and Open Interest 1,620,071 3,796,711 +96,062
Swiss Market Index(EUREX)
Mar20 200204 10612 10721 10598 10705 +134 56,843 189,934 -608
Jun20 200204 10436 10527 10436 10527 +134 12 13,244 +2
Sep20 200204 10497 10497 10495 10495 +134 1 89 +1
Total Volume and Open Interest 56,856 203,267 -605
FT-SE 100(EURONEXT)
Mar20 200204 7260.50 7378.50 7260.50 7375.00 +100.00 136,375 704,491 -474
Jun20 200204 7232.00 7294.00 7231.50 7294.00 +99.50 0 647 +0
Sep20 200204 7222.50 7222.50 7222.50 7222.50 +101.00 5 8 +3
Total Volume and Open Interest 136,381 705,193 -470
SPI 200(SFE)
Mar20 200204 6853.0 6899.0 6831.0 6888.0 +29.0 50,425 412,553 -183
Jun20 200204 6846.0 6868.0 6846.0 6868.0 +31.0 10 5,247 +8
Sep20 200204 6782.0 6782.0 6782.0 6782.0 +31.0      
Total Volume and Open Interest 50,469 419,106 -168
FTSE MIB(ISE)
Mar20 200204 23550.00 23885.00 23525.00 23832.00 +415.00 40,512 137,527 +189
Jun20 200204 22975.00 23260.00 22975.00 23225.00 +413.00 138 1,721 +82
Sep20 200204 23085.00 23085.00 23060.00 23060.00 +408.00 0 24 +0
Total Volume and Open Interest 40,650 139,272 +271
KOSPI 200(KFE)
Mar20 200204 285.15 291.40 284.30 291.40 +6.20 727,287 315,279 -694
Jun20 200204 285.45 291.65 284.65 291.65 +6.20 5,643 15,848 +410
Sep20 200204 287.00 290.05 287.00 290.05 +4.35 2 344 +2
Total Volume and Open Interest 734,438 368,625 -882
GSCI(CME)
Feb20 200204 386.85 386.85 380.10 381.00 -0.80 27 8,964 -22
Mar20 200204 384.10 384.10 384.10 384.10 -0.80      
Apr20 200204 383.40 383.40 383.40 383.40 -0.80      
Total Volume and Open Interest 27 8,964 -22
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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