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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon February 10, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200210 883.00 889.75 879.50 884.25 +2.25 110,541 339,529 -2,455
May20 200210 895.75 902.25 892.25 897.25 +2.25 63,448 192,386 +8,086
Jul20 200210 908.75 915.25 905.50 910.25 +2.25 27,079 152,598 -900
Aug20 200210 914.50 919.50 910.00 914.75 +2.25 2,681 13,168 +382
Sep20 200210 914.50 919.25 910.50 914.75 +1.50 1,608 15,352 +98
Nov20 200210 918.75 924.00 915.75 919.25 +0.75 9,641 91,245 +1,114
Jan21 200210 925.25 928.75 920.50 924.00 +0.50 1,823 18,915 +420
Mar21 200210 917.00 922.50 914.50 917.50 unch 2,586 35,324 +879
May21 200210 919.00 924.50 916.75 919.25 unch 651 6,329 +65
Jul21 200210 924.00 929.00 922.25 924.75 unch 314 5,704 +34
Aug21 200210 924.25 925.00 924.25 924.25 -0.25 0 189 +0
Sep21 200210 920.75 920.75 920.75 920.75 +0.25 0 134 +0
Nov21 200210 920.00 924.75 918.00 921.00 +0.25 241 4,083 +83
Jan22 200210 928.25 928.25 928.25 928.25 +0.75 0 2 +0
Total Volume and Open Interest 220,613 874,975 +7,806
Soybean Meal(CBOT)
Mar20 200210 290.00 294.50 289.20 291.40 +2.10 63,964 196,790 -3,592
May20 200210 295.80 299.90 294.90 297.10 +1.90 46,734 132,055 +3,588
Jul20 200210 301.20 304.80 300.20 302.20 +1.70 23,033 79,158 +2,549
Aug20 200210 302.80 306.40 302.00 303.80 +1.60 4,476 14,884 +600
Sep20 200210 304.10 307.50 303.30 305.00 +1.60 1,591 13,955 +240
Oct20 200210 304.70 308.00 304.40 305.70 +1.50 1,149 12,384 +0
Dec20 200210 308.00 311.30 307.20 308.90 +1.50 4,948 42,945 +446
Jan21 200210 308.70 311.60 307.90 309.00 +1.50 870 3,623 +438
Mar21 200210 306.20 309.00 305.50 306.60 +0.90 1,330 10,503 +468
May21 200210 306.80 308.70 305.80 306.80 +1.50 624 2,530 +247
Total Volume and Open Interest 148,938 511,704 +5,009
Soybean Oil(CBOT)
Mar20 200210 31.00 31.27 30.51 30.62 -0.35 58,623 161,806 -773
May20 200210 31.38 31.63 30.89 30.99 -0.35 36,005 148,165 +2,782
Jul20 200210 31.71 32.00 31.26 31.37 -0.33 20,916 100,462 +1,592
Aug20 200210 31.85 32.11 31.40 31.51 -0.31 3,267 21,735 +471
Sep20 200210 32.04 32.22 31.53 31.63 -0.30 1,345 14,487 +67
Oct20 200210 32.17 32.29 31.59 31.71 -0.29 700 11,006 +91
Dec20 200210 32.28 32.54 31.84 31.98 -0.28 5,477 51,191 -1,048
Jan21 200210 32.28 32.62 31.92 32.06 -0.28 1,266 5,978 +336
Mar21 200210 32.41 32.72 31.99 32.15 -0.29 931 7,890 +264
May21 200210 32.33 32.83 32.12 32.22 -0.32 347 2,204 +217
Total Volume and Open Interest 128,974 527,106 +4,029
Canola(WCE)
Mar20 200210 461.3 462.0 458.1 459.8 -1.5 9,558 74,386 -240
May20 200210 470.4 471.3 467.3 469.0 -1.6 6,447 63,834 +1,766
Jul20 200210 477.9 478.4 474.5 476.1 -1.4 3,039 22,629 -487
Nov20 200210 484.5 485.0 481.6 482.9 -1.0 1,161 39,731 +151
Jan21 200210 491.5 491.5 488.7 489.4 -0.9 95 2,396 -3
Total Volume and Open Interest 20,345 203,924 +1,188
Corn(CBOT)
Mar20 200210 383.25 383.50 379.00 381.75 -1.75 191,891 597,277 -15,605
May20 200210 388.25 388.25 383.50 386.50 -2.00 93,011 300,388 +15,550
Jul20 200210 391.75 392.00 387.75 390.75 -1.50 70,998 281,678 +4,657
Sep20 200210 388.25 389.00 385.75 389.00 -0.50 13,376 139,790 +1,350
Dec20 200210 393.50 393.50 390.00 393.50 -0.50 17,604 213,896 +726
Mar21 200210 402.50 402.75 399.25 402.75 unch 1,283 15,168 +263
May21 200210 405.50 406.50 403.00 406.50 +0.50 73 3,379 -11
Jul21 200210 408.00 408.25 405.00 408.25 +0.25 885 14,369 +528
Sep21 200210 397.50 400.25 397.50 400.00 unch 127 1,339 +44
Dec21 200210 401.00 401.25 399.25 401.00 -1.00 1,142 13,942 +154
Total Volume and Open Interest 390,396 1,581,889 +7,660
Wheat(CBOT)
Mar20 200210 558.75 560.75 551.00 552.00 -6.75 51,963 199,474 -5,187
May20 200210 556.50 559.25 550.25 551.50 -5.25 26,969 112,635 +5,195
Jul20 200210 556.00 559.25 551.25 552.50 -4.50 14,375 105,208 -1,916
Sep20 200210 560.75 564.75 557.25 558.75 -3.75 5,465 49,353 +841
Dec20 200210 570.00 573.50 566.50 568.25 -2.75 4,020 44,454 +518
Mar21 200210 577.75 581.00 575.00 577.00 -2.00 462 10,203 +118
Total Volume and Open Interest 103,728 526,510 -411
Wheat(KCBT)
Mar20 200210 472.50 476.50 469.00 472.50 unch 16,150 124,812 -2,777
May20 200210 478.50 482.25 475.00 478.50 unch 8,417 72,067 +1,783
Jul20 200210 485.25 489.25 482.00 485.25 unch 4,264 61,503 +581
Sep20 200210 493.25 497.00 490.00 493.00 -0.25 1,489 20,934 +162
Dec20 200210 505.00 508.25 501.50 504.50 -0.25 656 23,026 +150
Mar21 200210 514.00 519.00 512.75 515.25 -0.50 36 3,346 +4
May21 200210 518.50 521.25 516.25 518.50 +0.25 3 313 +1
Total Volume and Open Interest 31,017 306,249 -94
Wheat(MGE)
Mar20 200210 535.50 537.50 532.00 533.75 -2.00 2,894 0 -28,555
May20 200210 546.00 547.25 542.25 543.50 -2.00 3,190 0 -19,401
Jul20 200210 552.50 555.50 551.00 551.75 -2.50 947 0 -8,406
Sep20 200210 563.00 563.25 560.25 560.25 -2.50 190 0 -6,481
Dec20 200210 572.25 572.25 571.25 571.50 -1.75 149 0 -3,545
Mar21 200210 582.75 582.75 582.75 582.75 -1.75 12 0 -1,013
Total Volume and Open Interest 7,382 69,370 +1,931
Oats(CBOT)
Mar20 200210 303.00 303.50 297.75 301.75 -1.25 302 3,557 +102
May20 200210 297.25 298.75 292.75 297.75 unch 109 1,518 +82
Jul20 200210 290.25 290.25 289.75 289.75 -0.50 7 269 +7
Sep20 200210 273.25 273.25 272.25 272.25 unch 0 94 +0
Total Volume and Open Interest 418 5,652 +191
Rough Rice(CBOT)
Mar20 200210 13.60 13.86 13.57 13.69 +0.08 637 8,816 -445
May20 200210 13.81 13.98 13.80 13.90 +0.10 527 2,768 +483
Jul20 200210 13.66 13.77 13.66 13.70 +0.10 15 487 +6
Sep20 200210 12.19 12.29 12.18 12.20 +0.01 15 790 +14
Total Volume and Open Interest 1,194 12,861 +58
Live Cattle(CME)
Feb20 200210 121.250 121.300 120.250 120.300 -1.030 4,821 19,893 -1,682
Apr20 200210 119.730 119.730 118.480 118.680 -1.120 30,128 142,389 +301
Jun20 200210 111.200 111.200 110.330 110.450 -0.835 14,405 92,418 -1,396
Aug20 200210 109.785 109.785 108.950 109.300 -0.585 8,730 47,339 +867
Oct20 200210 112.730 112.980 112.135 112.550 -0.550 5,005 21,367 +1,277
Dec20 200210 117.430 117.480 116.650 116.980 -0.620 2,137 11,334 +469
Total Volume and Open Interest 65,421 339,108 -107
Feeder Cattle(CME)
Mar20 200210 134.935 135.825 134.380 135.700 +0.500 4,421 23,949 -418
Apr20 200210 137.185 137.700 136.450 137.535 +0.035 2,464 9,607 +269
May20 200210 139.300 139.630 138.580 139.450 -0.130 2,470 11,588 +86
Aug20 200210 147.500 147.950 146.300 146.785 -1.095 1,817 9,038 +306
Sep20 200210 149.150 149.485 147.785 148.350 -1.135 427 2,679 +23
Oct20 200210 150.000 150.150 148.700 149.130 -1.220 148 1,014 +22
Nov20 200210 149.685 150.000 149.000 149.630 -1.220 84 406 +30
Total Volume and Open Interest 11,843 58,291 +326
Lean Hogs(CME)
Feb20 200210 57.000 57.000 55.785 56.200 -0.900 6,806 18,360 -1,836
Apr20 200210 66.035 66.250 64.930 65.080 -1.170 28,582 118,755 -1,619
May20 200210 74.230 74.930 73.850 74.400 -0.450 112 1,520 +11
Jun20 200210 81.500 82.135 80.850 81.250 -0.300 16,347 50,459 -271
Jul20 200210 82.535 82.980 81.785 82.430 -0.020 7,213 25,281 +435
Aug20 200210 81.500 81.980 80.850 81.480 +0.030 5,686 29,470 +578
Oct20 200210 69.385 70.100 69.000 69.750 +0.250 4,731 28,234 +816
Dec20 200210 64.000 64.700 63.735 64.475 +0.295 1,335 14,344 +190
Total Volume and Open Interest 71,038 290,828 -1,686
Class III Milk(CME)
Feb20 200210 17.01 17.12 17.01 17.04 -0.02 187 2,779 -15
Mar20 200210 17.42 17.48 17.23 17.29 -0.13 838 3,190 +40
Apr20 200210 17.54 17.56 17.35 17.42 -0.08 274 2,081 -14
May20 200210 17.46 17.46 17.33 17.39 -0.06 76 1,723 -12
Jun20 200210 17.54 17.55 17.48 17.52 -0.02 71 1,659 -2
Jul20 200210 17.75 17.82 17.73 17.79 +0.03 19 864 +15
Aug20 200210 17.84 17.89 17.84 17.89 +0.05 10 762 -5
Sep20 200210 18.00 18.00 17.91 17.93 +0.02 10 900 +6
Oct20 200210 17.89 17.93 17.89 17.90 -0.01 12 701 +3
Nov20 200210 17.80 17.81 17.77 17.79 +0.02 27 684 +12
Dec20 200210 17.50 17.57 17.47 17.47 unch 3 742 -1
Jan21 200210 17.16 17.20 17.16 17.16 +0.01 3 281 +0
Feb21 200210 17.03 17.03 17.03 17.03 unch 1 196 +0
Total Volume and Open Interest 1,561 16,804 +57
Cocoa(ICE)
Mar20 200210 2901 2947 2890 2940 +40 28,819 55,420 -8,445
May20 200210 2898 2930 2871 2878 -20 42,433 114,530 +13,264
Jul20 200210 2895 2932 2881 2888 -16 16,479 76,408 +3,363
Sep20 200210 2856 2881 2841 2850 -5 7,239 46,226 +141
Dec20 200210 2740 2759 2724 2744 +6 1,842 43,925 +291
Mar21 200210 2666 2674 2640 2666 +9 1,158 18,925 +182
May21 200210 2633 2637 2611 2631 +9 298 6,630 +41
Total Volume and Open Interest 98,727 365,293 +9,098
Coffee "C"(ICE)
Mar20 200210 98.55 100.70 98.05 100.30 +1.95 34,189 83,229 -5,025
May20 200210 100.70 102.60 100.10 102.10 +1.60 35,346 82,408 +2,710
Jul20 200210 103.00 104.75 102.35 104.25 +1.55 14,149 57,818 +53
Sep20 200210 105.15 106.75 104.40 106.25 +1.45 4,502 36,523 +58
Dec20 200210 107.80 109.55 107.25 109.00 +1.40 3,716 23,098 -282
Mar21 200210 110.95 112.15 110.00 111.65 +1.35 2,127 11,385 +399
Total Volume and Open Interest 95,192 315,841 -1,871
Orange Juice(ICE)
Mar20 200210 95.00 98.40 94.60 98.20 +3.35 741 14,729 -476
May20 200210 98.50 101.40 98.10 101.25 +2.90 340 3,375 +150
Jul20 200210 101.65 104.45 101.65 104.45 +2.70 23 1,110 -9
Sep20 200210 105.20 107.85 105.20 107.85 +2.65 14 509 +3
Nov20 200210 108.65 111.10 108.65 111.10 +2.45 3 307 +0
Jan21 200210 112.10 114.35 112.10 114.35 +2.30 0 245 +0
Total Volume and Open Interest 1,121 20,327 -332
Sugar #11(ICE)
Mar20 200210 14.95 15.10 14.92 15.04 +0.12 82,819 361,918 -1,960
May20 200210 14.69 14.83 14.69 14.74 +0.05 72,812 305,218 +11,958
Jul20 200210 14.60 14.70 14.57 14.64 +0.05 42,086 216,007 +7,084
Oct20 200210 14.54 14.66 14.54 14.63 +0.07 14,266 166,792 +1,992
Mar21 200210 14.74 14.85 14.73 14.84 +0.06 9,006 87,556 +98
May21 200210 14.27 14.36 14.25 14.34 +0.02 3,671 19,258 +1,312
Jul21 200210 13.92 13.94 13.84 13.89 -0.04 2,914 26,404 +1,083
Oct21 200210 13.84 13.86 13.75 13.78 -0.06 1,360 25,823 +422
Total Volume and Open Interest 231,139 1,226,798 +22,506
London Cocoa(LCE)
Mar20 200210 2012 2030 1998 2008 -4 11,465 62,229 -1,972
May20 200210 2041 2064 2030 2040 -5 13,080 70,250 +3,721
Jul20 200210 2046 2066 2033 2044 -2 5,757 42,994 +1,838
Sep20 200210 1996 2020 1993 2003 +4 3,805 40,590 +645
Dec20 200210 1875 1894 1875 1885 +7 2,035 54,166 +34
Mar21 200210 1819 1830 1816 1824 +4 1,649 28,010 +27
May21 200210 1804 1810 1801 1806 +3 639 6,163 -201
Total Volume and Open Interest 38,551 312,540 +4,084
London Sugar(LCE)
Mar20 200210 427.70 433.40 427.70 429.90 +1.80 6,134 30,886 -1,610
May20 200210 417.50 420.40 415.90 417.40 +1.20 8,105 52,575 +1,634
Aug20 200210 408.70 411.60 407.80 410.10 +2.70 5,189 32,345 +2,077
Oct20 200210 401.00 404.50 401.00 403.50 +2.60 588 8,667 +4
Dec20 200210 399.80 403.00 399.80 402.40 +2.90 433 5,543 +165
Total Volume and Open Interest 20,930 133,930 +2,473
Cotton(ICE)
Mar20 200210 67.62 68.36 67.62 68.19 +0.44 25,014 92,138 -1,339
May20 200210 68.03 68.86 68.03 68.74 +0.60 19,856 80,661 +5,519
Jul20 200210 68.98 69.70 68.95 69.54 +0.52 5,234 41,178 +764
Oct20 200210 68.92 68.92 68.74 68.74 +0.37 1 77 -1
Dec20 200210 68.86 69.37 68.79 69.25 +0.39 2,775 32,123 +151
Mar21 200210 69.74 70.20 69.66 70.10 +0.32 525 4,992 +480
Total Volume and Open Interest 53,420 253,015 +5,577
Lumber(CME)
Mar20 200210 440.2 450.9 440.2 446.0 +5.8 358 2,028 +18
May20 200210 442.2 451.8 440.9 447.8 +7.1 125 801 +36
Jul20 200210 439.8 445.5 439.8 444.2 +5.3 9 343 +0
Sep20 200210 434.0 435.8 432.6 435.7 +7.6 0 223 -1
Nov20 200210 418.9 420.4 418.9 420.4 +5.4 0 25 +0
Jan21 200210 418.9 418.9 418.9 418.9 +5.4 0 1 +0
Mar21 200210 417.4 417.4 417.4 417.4 +5.4      
Total Volume and Open Interest 492 3,421 +53
Crude Oil(NYM)
Mar20 200210 50.12 50.49 49.42 49.57 -0.75 750,659 430,469 -11,651
Apr20 200210 50.34 50.72 49.63 49.78 -0.77 146,696 223,371 +23,004
May20 200210 50.61 50.99 49.88 50.03 -0.79 98,627 147,261 -3,252
Jun20 200210 50.74 51.21 50.10 50.25 -0.79 128,213 227,740 +854
Jul20 200210 51.00 51.33 50.32 50.46 -0.76 73,845 115,250 -12,389
Aug20 200210 50.93 51.42 50.48 50.60 -0.71 57,907 84,134 +9,546
Sep20 200210 50.88 51.45 50.53 50.69 -0.64 56,856 111,625 -6,833
Oct20 200210 51.06 51.42 50.60 50.75 -0.56 22,909 78,029 +1,907
Nov20 200210 50.82 51.38 50.61 50.80 -0.48 14,172 60,911 +416
Dec20 200210 50.75 51.41 50.53 50.80 -0.42 76,478 260,473 -3,518
Jan21 200210 50.87 51.18 50.57 50.79 -0.35 8,689 49,993 +317
Feb21 200210 50.59 50.90 50.49 50.75 -0.32 3,467 29,271 +1,495
Mar21 200210 50.48 50.73 50.48 50.73 -0.28 7,836 39,249 -563
Apr21 200210 50.72 50.72 50.72 50.72 -0.25 689 17,529 +297
May21 200210 50.73 50.73 50.73 50.73 -0.22 654 16,782 +120
Jun21 200210 50.55 51.06 50.31 50.75 -0.20 23,415 62,808 -476
Total Volume and Open Interest 1,513,493 2,257,711 -1,576
e-miNY Crude Oil(NYM)
Mar20 200210 50.100 50.500 49.425 49.575 -0.750 31,942 4,445 +268
Apr20 200210 50.150 50.700 49.650 49.775 -0.775 1,165 789 -74
May20 200210 50.500 50.950 49.900 50.025 -0.800 189 276 +16
Jun20 200210 50.500 51.125 50.125 50.250 -0.800 41 424 +2
Jul20 200210 50.650 50.850 50.375 50.450 -0.775 29 61 -1
Aug20 200210 50.975 51.250 50.600 50.600 -0.700 22 72 -3
Sep20 200210 51.175 51.250 50.700 50.700 -0.625 0 65 +0
Oct20 200210 51.050 51.050 50.550 50.750 -0.550 9 30 -1
Nov20 200210 50.800 50.800 50.800 50.800 -0.475 4 34 +1
Dec20 200210 50.950 51.400 50.600 50.800 -0.425 167 158 +2
Total Volume and Open Interest 33,571 6,445 +209
NY Harbor ULSD(NYM)
Mar20 200210 164.00 165.28 161.00 161.25 -3.08 67,663 125,392 -3,295
Apr20 200210 163.61 164.89 160.68 160.93 -3.00 44,461 67,142 +2,167
May20 200210 163.87 164.88 160.62 160.86 -3.02 21,459 43,403 -63
Jun20 200210 164.22 165.14 160.97 161.22 -2.98 26,411 48,704 -825
Jul20 200210 163.60 165.59 161.70 161.92 -2.88 7,331 21,175 -196
Aug20 200210 165.00 166.38 162.58 162.76 -2.79 3,523 14,775 +79
Sep20 200210 165.80 167.21 163.54 163.75 -2.68 4,401 11,318 +186
Oct20 200210 166.40 166.78 164.50 164.70 -2.59 2,300 6,811 +37
Nov20 200210 166.90 167.53 165.41 165.53 -2.52 1,439 7,649 +9
Dec20 200210 168.90 169.31 165.95 166.19 -2.42 9,240 24,009 +229
Jan21 200210 168.45 168.45 166.64 166.84 -2.35 1,422 9,181 +291
Feb21 200210 167.96 168.25 166.98 167.14 -2.31 638 3,141 +119
Mar21 200210 167.30 168.40 166.88 166.94 -2.22 244 2,114 -58
Apr21 200210 166.33 166.33 166.26 166.26 -2.10 139 1,089 +56
Total Volume and Open Interest 192,266 408,341 -804
RBOB Gasoline(NYM)
Mar20 200210 152.09 155.34 149.75 152.13 -0.26 73,453 129,281 -5,557
Apr20 200210 166.25 169.48 165.35 166.47 -1.29 51,448 68,186 +943
May20 200210 167.64 169.15 165.51 166.27 -1.70 18,381 56,666 +1,449
Jun20 200210 165.94 167.84 164.53 165.22 -1.82 21,391 38,440 +1,235
Jul20 200210 165.17 166.07 163.06 163.67 -1.85 7,471 21,923 +561
Aug20 200210 162.10 163.46 160.65 161.30 -1.94 3,871 9,777 +426
Sep20 200210 158.60 160.22 157.52 158.15 -2.00 5,993 14,640 -58
Oct20 200210 145.50 146.75 144.26 144.80 -1.95 1,899 7,289 -25
Nov20 200210 142.19 143.35 141.65 141.79 -1.77 1,767 3,969 +334
Dec20 200210 140.39 141.54 139.22 139.60 -1.65 3,441 22,338 -33
Total Volume and Open Interest 189,712 376,437 -719
e-miNY RBOB Gasoline(NYM)
Mar20 200210 152.13 152.13 152.13 152.13 -0.26 0 2 +0
Apr20 200210 166.47 166.47 166.47 166.47 -1.29      
May20 200210 166.27 166.27 166.27 166.27 -1.70      
Jun20 200210 165.22 165.22 165.22 165.22 -1.82      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Mar20 200210 1.813 1.813 1.759 1.766 -0.092 186,209 551,938 -12,785
Apr20 200210 1.850 1.851 1.796 1.804 -0.088 104,502 232,435 +9,869
May20 200210 1.916 1.916 1.863 1.869 -0.082 51,676 169,412 +2,307
Jun20 200210 1.982 1.982 1.931 1.937 -0.078 28,379 65,982 -2,116
Jul20 200210 2.050 2.050 2.006 2.014 -0.071 18,807 76,010 +729
Aug20 200210 2.087 2.087 2.041 2.050 -0.067 13,947 36,842 -25
Sep20 200210 2.084 2.085 2.042 2.054 -0.061 15,473 65,497 +2,760
Oct20 200210 2.115 2.115 2.076 2.089 -0.060 33,286 89,188 -2,138
Nov20 200210 2.230 2.236 2.210 2.224 -0.040 5,818 26,260 -154
Dec20 200210 2.431 2.445 2.423 2.444 -0.018 4,397 30,209 +737
Jan21 200210 2.538 2.559 2.537 2.558 -0.016 17,037 47,912 -1,392
Feb21 200210 2.511 2.528 2.506 2.527 -0.014 3,856 17,083 +1,300
Mar21 200210 2.419 2.438 2.417 2.438 -0.013 9,044 27,834 +358
Apr21 200210 2.186 2.205 2.186 2.205 -0.010 7,563 28,338 +1,574
May21 200210 2.179 2.185 2.172 2.185 -0.011 1,092 10,234 -80
Jun21 200210 2.220 2.225 2.213 2.225 -0.010 828 7,667 +25
Total Volume and Open Interest 511,032 1,539,930 +3,949
Brent Crude Oil(ICE)
Apr20 200210 54.20 54.71 53.11 53.27 -1.20 379,871 409,084 -20,733
May20 200210 54.70 55.03 53.42 53.57 -1.23 217,115 266,844 +3,195
Jun20 200210 55.07 55.37 53.81 53.95 -1.21 227,622 287,603 -3,996
Jul20 200210 54.99 55.48 53.99 54.12 -1.14 111,488 181,831 +12,340
Aug20 200210 54.86 55.58 54.19 54.34 -1.03 73,721 139,962 +10,906
Sep20 200210 55.15 55.62 54.35 54.51 -0.91 59,470 141,352 -2,145
Oct20 200210 55.19 55.60 54.43 54.59 -0.81 15,436 91,924 -1,263
Nov20 200210 54.97 55.54 54.50 54.66 -0.72 16,781 66,008 +1,941
Dec20 200210 55.23 55.50 54.48 54.67 -0.65 124,178 288,688 +10,730
Jan21 200210 54.62 54.79 54.62 54.70 -0.58 10,217 59,468 +1,513
Feb21 200210 55.04 55.27 54.26 54.72 -0.54 7,866 45,129 +1,250
Mar21 200210 54.28 54.76 54.21 54.76 -0.50 8,424 43,855 +2,831
Apr21 200210 54.87 54.87 54.38 54.81 -0.47 1,135 22,223 +376
May21 200210 54.83 54.83 54.83 54.83 -0.43 1,220 17,228 +766
Total Volume and Open Interest 1,334,068 2,503,789 +18,209
Gas Oil(ICE)
Feb20 200210 500.00 503.50 489.50 492.50 -12.75 44,086 58,709 -6,996
Mar20 200210 501.00 504.00 490.50 493.25 -12.75 133,574 199,764 -5,099
Apr20 200210 497.75 502.75 489.50 492.25 -12.25 98,663 120,893 +8,718
May20 200210 497.75 501.00 488.50 491.50 -12.00 40,617 87,182 +2,347
Jun20 200210 497.75 501.00 488.50 491.50 -11.50 58,723 109,536 -1,386
Jul20 200210 498.75 502.00 490.75 493.50 -11.25 11,927 47,016 +1,334
Aug20 200210 498.00 504.25 493.50 495.75 -11.00 6,410 29,113 +1,189
Sep20 200210 501.00 504.75 495.75 498.00 -10.75 7,521 34,760 +486
Oct20 200210 503.25 508.25 498.25 500.25 -10.50 3,791 28,376 -267
Nov20 200210 503.25 508.25 498.50 500.50 -10.00 2,065 15,769 +299
Total Volume and Open Interest 460,818 912,675 -451
Ethanol(CBOT)
Mar20 200210 1.342 1.350 1.334 1.338 -0.002 44 348 -8
Apr20 200210 1.363 1.365 1.357 1.365 +0.005 22 126 +8
May20 200210 1.380 1.380 1.380 1.380 +0.005 19 24 +14
Jun20 200210 1.380 1.380 1.380 1.380 +0.005      
Jul20 200210 1.380 1.380 1.380 1.380 +0.005      
Aug20 200210 1.380 1.380 1.380 1.380 +0.005      
Sep20 200210 1.380 1.380 1.380 1.380 +0.005      
Oct20 200210 1.380 1.380 1.380 1.380 +0.005      
Total Volume and Open Interest 85 498 +14
WTI Crude Oil(ICE)
Mar20 200210 50.07 50.47 49.42 49.57 -0.75 34,689 74,017 -2,532
Apr20 200210 50.30 50.71 49.64 49.78 -0.77 63,178 74,717 +2,767
May20 200210 50.43 51.00 49.89 50.03 -0.79 39,596 54,761 +1,744
Jun20 200210 50.65 51.17 50.12 50.25 -0.79 42,233 86,572 +1,373
Jul20 200210 50.81 51.34 50.32 50.46 -0.76 15,560 23,396 -304
Aug20 200210 51.19 51.35 50.50 50.60 -0.71 12,397 14,597 -546
Sep20 200210 51.18 51.32 50.55 50.69 -0.64 9,414 29,207 +512
Oct20 200210 50.77 51.15 50.75 50.75 -0.56 2,413 14,783 +1,004
Nov20 200210 50.82 50.82 50.79 50.80 -0.48 885 11,069 +237
Dec20 200210 51.34 51.34 50.63 50.80 -0.42 11,619 93,113 +751
Jan21 200210 50.79 50.79 50.79 50.79 -0.35 304 6,403 +63
Feb21 200210 50.75 50.75 50.75 50.75 -0.32 175 4,385 -24
Mar21 200210 50.73 50.73 50.73 50.73 -0.28 311 6,419 +69
Apr21 200210 50.72 50.72 50.72 50.72 -0.25 269 3,068 +166
May21 200210 50.73 50.73 50.73 50.73 -0.22 406 2,895 +99
Jun21 200210 50.77 50.77 50.75 50.75 -0.20 3,090 24,956 +121
Total Volume and Open Interest 241,169 641,072 +5,692
US Dollar Index(ICE)
Mar20 200210 98.570 98.770 98.490 98.715 +0.145 14,236 44,934 +3,339
Jun20 200210 98.170 98.400 98.130 98.345 +0.145 94 988 +29
Sep20 200210 98.000 98.000 97.985 97.985 +0.145 2 125 +0
Total Volume and Open Interest 14,332 46,053 +3,368
Australian Dollar(CME)
Mar20 200210 66.78 67.11 66.71 66.83 +0.02 95,137 173,073 -2,013
Jun20 200210 66.87 67.21 66.82 66.93 +0.02 506 960 +9
Sep20 200210 67.04 67.25 67.04 67.04 +0.02 0 75 +0
Total Volume and Open Interest 101,143 177,712 -2,712
British Pound(CME)
Mar20 200210 129.00 129.58 128.85 129.28 +0.29 89,454 201,227 +2,169
Jun20 200210 129.31 129.88 129.16 129.59 +0.30 385 3,250 -142
Sep20 200210 130.11 130.11 129.55 129.87 +0.29 0 30 +0
Total Volume and Open Interest 91,258 208,117 +1,009
Canadian Dollar(CME)
Mar20 200210 75.14 75.25 75.02 75.09 -0.09 72,515 163,481 -3,053
Jun20 200210 75.12 75.23 75.02 75.08 -0.09 371 4,842 +61
Sep20 200210 75.20 75.21 75.01 75.07 -0.09 84 824 +12
Dec20 200210 75.15 75.15 75.00 75.06 -0.08 53 1,202 +4
Total Volume and Open Interest 73,211 172,602 -3,012
Japanese Yen(CME)
Mar20 200210 91.32 91.44 91.17 91.33 +0.03 123,967 191,056 +3,973
Jun20 200210 91.74 91.88 91.62 91.77 +0.03 212 1,686 +84
Sep20 200210 92.21 92.28 92.13 92.21 +0.03 0 6 +0
Total Volume and Open Interest 124,471 195,432 +3,889
Swiss Franc(CME)
Mar20 200210 102.57 102.66 102.45 102.59 +0.01 20,715 52,371 +157
Jun20 200210 103.20 103.29 103.10 103.22 +0.01 5 87 -1
Sep20 200210 104.00 104.00 103.78 103.82 unch 0 13 +0
Total Volume and Open Interest 20,720 52,471 +156
EuroFX(CME)
Mar20 200210 109.68 109.81 109.31 109.38 -0.32 177,799 593,382 +5,605
Jun20 200210 110.29 110.40 109.91 109.97 -0.33 1,979 9,377 +810
Sep20 200210 110.87 110.95 110.52 110.53 -0.34 36 866 -17
Total Volume and Open Interest 181,048 608,660 +6,281
Mexican Peso(CME)
Feb20 200210 533.38 534.13 531.00 534.13 +2.75 0 10 +0
Mar20 200210 529.75 532.13 528.38 531.75 +2.63 52,828 306,592 -5,745
Total Volume and Open Interest 52,856 308,832 -5,743
Brazilian Real(CME)
Mar20 200210 230.15 231.85 230.10 230.95 -0.55 8,681 46,602 +315
Apr20 200210 231.30 231.45 230.45 230.60 -0.55 27 303 +15
May20 200210 230.40 230.40 230.40 230.40 -0.50      
Jun20 200210 230.10 230.10 229.95 230.10 -0.50      
Total Volume and Open Interest 8,708 47,025 +330
30-Year T-Bonds(CBOT)
Mar20 200210 162~210 163~090 162~070 163~050 +0~180 359,839 1,150,544 +6,584
Jun20 200210 161~200 162~090 161~090 162~060 +0~170 24,049 83,919 +19,416
Sep20 200210 161~050 161~050 161~050 161~050 +0~170 0 1 +0
Total Volume and Open Interest 383,888 1,234,464 +26,000
10-Year T-Notes(CBOT)
Mar20 200210 131~030 131~125 130~285 131~115 +0~090 1,858,725 3,916,825 -5
Jun20 200210 130~315 131~085 130~245 131~075 +0~090 28,942 184,109 +12,715
Sep20 200210 130~260 130~260 130~260 130~260 +0~090      
Total Volume and Open Interest 1,887,667 4,100,934 +12,710
5-Year T-Notes(CBOT)
Mar20 200210 119~300 120~036 119~262 120~026 +0~052 798,129 4,298,956 -50,706
Jun20 200210 120~140 120~162 120~066 120~154 +0~056 45,961 243,580 +9,678
Sep20 200210 120~154 120~154 120~154 120~154 +0~056      
Total Volume and Open Interest 844,090 4,542,536 -41,028
2 Year T-Notes(CBOT)
Mar20 200210 108~007 108~026 107~317 108~022 +0~013 473,160 3,593,751 -16,505
Jun20 200210 108~081 108~086 108~064 108~082 +0~015 48,070 334,759 +41,736
Sep20 200210 108~082 108~082 108~082 108~082 +0~015      
Total Volume and Open Interest 521,230 3,928,510 +25,231
Eurodollars(CME)
Mar20 200210 98.345 98.375 98.340 98.365 +0.020 150,549 1,619,838 -5,539
Jun20 200210 98.455 98.490 98.445 98.485 +0.035 208,697 1,450,526 -8,149
Sep20 200210 98.555 98.585 98.535 98.580 +0.035 201,671 1,173,352 -5,080
Dec20 200210 98.595 98.640 98.575 98.630 +0.040 199,664 1,214,647 -107
Mar21 200210 98.695 98.735 98.665 98.725 +0.040 166,535 992,125 -9,204
Jun21 200210 98.720 98.760 98.690 98.755 +0.045 123,408 1,022,962 -3,258
Sep21 200210 98.740 98.775 98.710 98.775 +0.045 128,519 840,835 -16,768
Dec21 200210 98.720 98.760 98.685 98.755 +0.050 113,027 736,471 -4,788
Mar22 200210 98.720 98.760 98.690 98.755 +0.045 85,017 451,499 -10,938
Jun22 200210 98.705 98.745 98.670 98.740 +0.045 58,314 322,631 +3,175
Sep22 200210 98.685 98.725 98.655 98.720 +0.045 46,878 255,711 -1,149
Dec22 200210 98.645 98.695 98.615 98.685 +0.045 56,206 255,438 -724
Mar23 200210 98.635 98.680 98.610 98.675 +0.045 28,440 281,907 +832
Jun23 200210 98.615 98.660 98.590 98.655 +0.045 24,288 138,292 -376
Sep23 200210 98.590 98.640 98.570 98.635 +0.045 17,715 124,629 -462
Dec23 200210 98.565 98.605 98.540 98.600 +0.040 21,635 108,211 +350
Mar24 200210 98.550 98.590 98.520 98.585 +0.040 11,711 95,081 +244
Jun24 200210 98.525 98.560 98.495 98.555 +0.040 13,337 50,660 +1,156
Total Volume and Open Interest 1,721,130 11,682,394 -63,010
Ultra T-Bond(CBOT)
Mar20 200210 192~29 193~28 192~08 193~21 +0~24 168,491 1,157,890 -8,028
Jun20 200210 193~26 194~21 193~01 194~14 +0~24 19,926 59,961 +14,984
Sep20 200210 194~14 194~14 194~14 194~14 +0~24      
Total Volume and Open Interest 188,417 1,217,851 +6,956
Ultra 10-Yr T-Note(CBOT)
Mar20 200210 144~295 145~115 144~205 145~095 +0~120 156,551 924,417 -9,017
Jun20 200210 144~215 145~015 144~120 144~315 +0~120 100 714 +98
Sep20 200210 144~315 144~315 144~315 144~315 +0~120      
Total Volume and Open Interest 156,651 925,131 -8,919
30 Day Federal Funds(CBOT)
Feb20 200210 98.412 98.418 98.410 98.415 +0.003 15,664 380,598 -7,170
Mar20 200210 98.425 98.435 98.420 98.430 +0.005 30,509 214,190 +7,795
Apr20 200210 98.440 98.455 98.435 98.450 +0.010 48,318 290,198 -9,547
May20 200210 98.490 98.510 98.485 98.505 +0.010 74,259 209,338 +8,721
Jun20 200210 98.525 98.555 98.525 98.550 +0.020 13,572 74,650 +2,000
Jul20 200210 98.550 98.585 98.545 98.580 +0.025 32,912 97,956 +2,723
Total Volume and Open Interest 262,352 1,665,963 +2,974
Japanese Govt Bonds(SGX)
Mar20 200210 152.66 152.88 152.57 152.82 +0.40 1,291 15,238 +32
Jun20 200210 152.82 152.82 152.82 152.82 +0.40      
Sep20 200210 152.82 152.82 152.82 152.82 +0.40      
Total Volume and Open Interest 1,291 15,238 +32
Euro-Buxl(EUREX)
Mar20 200210 208.12 209.12 207.04 208.78 +1.08 70,140 268,175 -4,647
Jun20 200210 207.20 207.20 207.20 207.20 +1.08 4,300 15,888 +2,159
Sep20 200210 209.78 209.78 209.78 209.78 +1.08      
Total Volume and Open Interest 74,440 284,063 -2,488
Euro-Bund(EUREX)
Mar20 200210 174.33 174.69 174.01 174.57 +0.39 762,856 1,644,648 -48,540
Jun20 200210 171.49 171.93 171.35 171.83 +0.39 3,486 34,665 +1,657
Sep20 200210 174.07 174.07 174.07 174.07 +0.39 1 38 +1
Total Volume and Open Interest 766,343 1,679,351 -46,882
Euro-Bobl(EUREX)
Mar20 200210 134.67 134.76 134.60 134.72 +0.08 430,204 1,229,557 -17,718
Jun20 200210 134.95 134.96 134.93 134.96 +0.09 610 7,468 +202
Sep20 200210 134.61 134.61 134.61 134.61 +0.08 0 324 +0
Total Volume and Open Interest 430,814 1,237,349 -17,516
Euro-Schatz(EUREX)
Mar20 200210 112.03 112.03 112.00 112.02 unch 456,023 1,664,757 +118,477
Jun20 200210 112.03 112.03 112.03 112.03 unch 0 250 +0
Sep20 200210 112.02 112.02 112.02 112.02 unch      
Total Volume and Open Interest 456,023 1,665,007 +118,477
3-Mth Euribor(EUREX)
Mar20 200210 100.405 100.405 100.405 100.405 -0.005 0 1,579 +0
Jun20 200210 100.430 100.430 100.425 100.425 unch 0 736 +0
Sep20 200210 100.440 100.440 100.440 100.440 +0.005 0 575 +0
Total Volume and Open Interest 0 5,118 +0
Long Gilt(LIFFE)
Mar20 200210 134~09 134~19 134~05 134~15 +0~05 186,650 652,997 +6,206
Jun20 200210 133~22 133~22 133~22 133~22 +0~05      
Total Volume and Open Interest 186,650 652,997 +6,206
3-Mth Short Sterling(LIFFE)
Mar20 200210 99.28 99.29 99.27 99.28 -0.00 93,702 682,411 +3,964
Jun20 200210 99.35 99.36 99.35 99.36 unch 45,391 688,167 -3,005
Sep20 200210 99.39 99.42 99.39 99.41 +0.01 63,878 580,736 +2,852
Dec20 200210 99.41 99.43 99.40 99.42 +0.01 45,802 693,477 -5,066
Mar21 200210 99.42 99.44 99.42 99.43 +0.00 35,878 392,611 +2,409
Jun21 200210 99.42 99.44 99.41 99.43 +0.01 42,149 302,877 +1,421
Total Volume and Open Interest 604,685 4,590,832 +20,746
3-Mth Euribor(LIFFE)
Mar20 200210 100.405 100.410 100.405 100.410 +0.005 19,631 553,421 -1,918
Jun20 200210 100.420 100.425 100.415 100.425 +0.005 20,112 406,268 -2,814
Sep20 200210 100.435 100.440 100.430 100.435 unch 32,238 518,869 -1,438
Total Volume and Open Interest 542,449 4,051,031 +1,001
3-Mth Aus T-Bills(SFE)
Mar20 200210 99.05 99.08 99.05 99.07 +0.01 78,494 192,850 +26,763
Jun20 200210 99.20 99.24 99.20 99.22 +0.02 48,299 204,531 +2,174
Sep20 200210 99.30 99.34 99.30 99.32 +0.02 42,050 213,689 -954
Dec20 200210 99.31 99.35 99.31 99.33 +0.02 23,945 176,395 +710
Mar21 200210 99.33 99.38 99.32 99.35 +0.02 15,893 142,477 +1,132
Jun21 200210 99.32 99.37 99.32 99.35 +0.03 8,322 85,577 +840
Sep21 200210 99.31 99.36 99.31 99.34 +0.03 5,728 60,677 -2,713
Dec21 200210 99.28 99.34 99.28 99.31 +0.03 3,367 36,795 +132
Mar22 200210 99.27 99.32 99.27 99.30 +0.03 267 2,141 +0
Jun22 200210 99.26 99.26 99.26 99.26 +0.03 7 1,448 +7
Total Volume and Open Interest 226,513 1,117,518 +28,091
10-Year Aus T-Bonds(SFE)
Mar20 200210 98.94 99.03 98.93 98.98 +0.03 219,518 1,262,485 -19,599
Jun20 200210 98.98 98.98 98.98 98.98 +0.03 3 3 +3
Total Volume and Open Interest 219,521 1,262,488 -19,596
3-Year Aus T-Bonds(SFE)
Mar20 200210 99.28 99.35 99.27 99.30 +0.02 288,367 1,199,383 -31,539
Jun20 200210 99.30 99.30 99.30 99.30 +0.02 0 10 +0
Total Volume and Open Interest 288,367 1,199,393 -31,539
Gold(CMX)
Feb20 200210 1569.3 1575.4 1568.6 1574.7 +6.1 110 2,062 -321
Apr20 200210 1575.8 1580.5 1571.5 1579.5 +6.1 229,003 476,972 +626
Jun20 200210 1581.6 1586.3 1577.6 1585.4 +6.2 3,202 87,031 +86
Aug20 200210 1585.7 1591.6 1583.9 1590.7 +6.0 2,576 32,709 +818
Oct20 200210 1590.1 1595.8 1588.0 1595.8 +5.9 712 9,365 +645
Dec20 200210 1599.5 1601.5 1594.2 1600.7 +5.7 1,307 31,556 -104
Feb21 200210 1601.2 1605.8 1601.2 1605.4 +5.4 302 5,949 +73
Apr21 200210 1606.7 1609.9 1606.7 1609.9 +5.4 69 687 +62
Jun21 200210 1614.0 1614.0 1614.0 1614.0 +5.4 39 2,003 +20
Aug21 200210 1618.2 1618.2 1618.2 1618.2 +5.4 0 3 +0
Oct21 200210 1622.1 1622.1 1622.1 1622.1 +5.4      
Dec21 200210 1626.1 1626.1 1626.1 1626.1 +5.4 0 807 +0
Total Volume and Open Interest 238,802 652,257 +1,865
Silver(CMX)
Mar20 200210 1770.5 1782.5 1766.5 1778.5 +9.3 60,509 147,208 -197
May20 200210 1775.5 1791.0 1774.5 1786.8 +9.5 3,584 40,397 +983
Jul20 200210 1785.5 1797.5 1782.5 1794.3 +9.5 1,009 19,674 +374
Sep20 200210 1801.5 1804.5 1793.5 1801.0 +9.3 478 8,189 +66
Dec20 200210 1801.0 1813.0 1800.5 1810.3 +9.2 593 9,213 +297
Mar21 200210 1819.3 1819.3 1819.3 1819.3 +9.2 4 85 +2
May21 200210 1825.1 1825.1 1825.1 1825.1 +9.2 0 23 +0
Total Volume and Open Interest 66,251 225,019 +1,546
Platinum(NYMEX)
Apr20 200210 970.3 978.1 956.3 966.9 -2.3 19,205 94,654 -991
Jul20 200210 975.2 982.1 962.1 972.1 -2.2 313 5,912 +59
Oct20 200210 973.0 977.2 968.0 977.2 -2.2 16 494 +13
Jan21 200210 983.5 983.5 983.5 983.5 -2.3 0 154 +0
Total Volume and Open Interest 19,539 101,239 -919
Palladium(NYMEX)
Mar20 200210 2206.00 2278.70 2206.00 2249.80 +39.60 5,510 15,536 -299
Jun20 200210 2223.90 2273.40 2218.60 2246.50 +39.70 656 5,678 +102
Sep20 200210 2202.50 2260.00 2202.50 2233.90 +39.90 21 1,154 +10
Total Volume and Open Interest 6,187 22,799 -187
Copper(CMX)
Mar20 200210 255.00 257.60 254.00 255.05 -0.25 99,305 131,921 -942
May20 200210 255.60 258.40 254.75 255.80 -0.30 16,556 68,765 +2,841
Jul20 200210 257.05 259.25 255.85 256.60 -0.35 7,085 30,961 +1,633
Sep20 200210 258.95 259.55 256.55 257.40 -0.30 3,134 15,442 -22
Dec20 200210 259.75 260.65 257.80 258.50 -0.30 1,657 13,211 +686
Total Volume and Open Interest 129,203 271,357 +4,112
E-mini DJIA Index(CBOT)
Mar20 200210 29021 29250 28850 29245 +201 238,290 104,629 -2,668
Jun20 200210 29050 29221 28830 29216 +197 272 270 +11
Sep20 200210 28914 29183 28845 29183 +192 1 3 +0
Dec20 200210 29140 29140 28888 29140 +192 0 1 +0
Total Volume and Open Interest 238,563 104,903 -2,657
S & P 500(CME)
Mar20 200210 3321.00 3353.00 3304.00 3353.00 +27.50 1,640 37,525 +1,064
Jun20 200210 3316.00 3353.00 3316.00 3353.00 +27.50 0 29 +0
Sep20 200210 3352.50 3352.50 3352.50 3352.50 +26.50      
Dec20 200210 3354.25 3354.25 3354.25 3354.25 +26.25      
Total Volume and Open Interest 1,640 37,628 +1,064
S & P 500 E-Mini(CME)
Mar20 200210 3322.25 3353.50 3303.50 3353.00 +27.50 1,462,323 2,703,568 +18,106
Jun20 200210 3322.00 3353.25 3304.00 3353.00 +27.50 4,015 56,610 +32
Sep20 200210 3314.50 3352.50 3305.50 3352.50 +26.50 11 351 +0
Dec20 200210 3354.25 3354.25 3311.75 3354.25 +26.25 1 2,236 +0
Total Volume and Open Interest 1,466,350 2,762,774 +18,138
NASDAQ 100 E-Mini(CME)
Mar20 200210 9401.50 9531.50 9330.75 9527.50 +118.00 545,054 204,937 -499
Jun20 200210 9415.50 9548.25 9351.00 9546.00 +117.50 430 1,259 -17
Sep20 200210 9566.25 9566.25 9381.25 9566.25 +116.25 3 43 +0
Total Volume and Open Interest 545,487 206,243 -516
S&P Midcap 400(CME) e-Mini
Mar20 200210 2047.50 2063.10 2036.60 2060.40 +11.00 11,871 78,228 +331
Jun20 200210 2047.70 2066.00 2046.20 2066.00 +10.70 0 58 +0
Sep20 200210 2070.00 2070.00 2070.00 2070.00 +10.70      
Total Volume and Open Interest 11,871 78,286 +331
Volatility Index(CBOE)
Feb20 200210 16.15 16.75 15.60 15.63 -0.39 74,134 125,666 -13,457
Mar20 200210 16.25 16.62 15.85 15.98 -0.25 67,425 173,088 +15,623
Apr20 200210 16.70 16.98 16.40 16.48 -0.25 15,046 55,064 +1,715
May20 200210 16.70 16.88 16.42 16.52 -0.16 5,746 27,035 +1,272
Total Volume and Open Interest 170,719 432,480 +7,730
S & P 600(CME)
Mar20 200210 1005.60 1005.60 1005.60 1005.60 +3.40      
Jun20 200210 1006.20 1006.20 1006.20 1006.20 +3.40      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200210 1656.30 1669.60 1646.40 1669.00 +10.80 116,240 490,282 +761
Jun20 200210 1659.00 1670.40 1648.70 1670.40 +10.80 46 683 +7
Sep20 200210 1674.40 1674.40 1674.40 1674.40 +11.10      
Total Volume and Open Interest 116,286 490,965 +768
Nikkei 225(CME)
Mar20 200210 23680 23810 23535 23700 +20 8,561 18,203 +892
Jun20 200210 23575 23650 23400 23565 +35 3 35 -2
Total Volume and Open Interest 8,564 18,238 +890
Nikkei 225(SGX)
Mar20 200210 23875 23900 23525 23665 -215 145,079 174,138 +6,605
Jun20 200210 23535 23565 23495 23495 -210 340 5,207 +122
Sep20 200210 23455 23455 23455 23455 -265 0 10 +0
Total Volume and Open Interest 109,300 205,832 -1,467
Nikkei 225 Mini(JPX)
Mar20 200210 23840 23860 23590 23640 -310 1,271,760 454,654 -6,437
Jun20 200210 23660 23700 23400 23460 -300 34,360 15,334 -752
Sep20 200210 23565 23610 23350 23390 -310 383 1,065 +65
Total Volume and Open Interest 1,376,999 545,323 -10,992
Nikkei 225(JPX)
Mar20 200210 23840 23860 23600 23640 -310 80,860 249,052 -3,738
Jun20 200210 23650 23650 23410 23460 -300 1,575 19,369 +385
Sep20 200210 23390 23390 23390 23390 -310 4 3,479 -1
Total Volume and Open Interest 82,486 354,755 -2,001
Nikkei 225(CME) Yen
Mar20 200210 23665 23795 23525 23685 +20 49,602 54,866 +3,571
Jun20 200210 23475 23605 23355 23500 +20 8 33 -1
Sep20 200210 23435 23435 23435 23435 +20      
Total Volume and Open Interest 49,610 54,924 +3,570
Nikkei 225(CME) e-Mini Yen
Mar20 200210 23690 23690 23570 23690 +20 0 1 +0
Jun20 200210 23500 23500 23500 23500 +20      
Sep20 200210 23440 23440 23440 23440 +20      
Total Volume and Open Interest 0 1 +0
CAC 40(EURONEXT)
Feb20 200210 6024.0 6033.0 5992.5 6015.0 -13.5 71,681 329,809 -1,328
Mar20 200210 6012.5 6028.0 5993.0 6012.5 -13.0 353 17,587 +104
Apr20 200210 6000.0 6000.0 6000.0 6000.0 -13.5      
Total Volume and Open Interest 72,034 413,408 -1,224
Hang Seng Index(HKFE)
Feb20 200210 27266 27291 26905 27094 -180 240,177 106,015 -849
Mar20 200210 27268 27271 26914 27091 -183 3,677 14,479 +258
Total Volume and Open Interest 244,379 128,598 -679
DAX(EUREX)
Mar20 200210 13428.5 13522.5 13421.0 13482.0 -31.5 88,290 106,950 -8,735
Jun20 200210 13503.5 13541.0 13468.5 13500.5 -31.5 90 1,409 -16
Sep20 200210 13483.5 13483.5 13483.5 13483.5 -31.5 0 99 -2
Total Volume and Open Interest 88,380 108,458 -8,753
Mini-DAX(EUREX)
Mar20 200210 13434.0 13524.0 13425.0 13482.0 -31.5 58,171 14,134 -2,751
Jun20 200210 13504.0 13544.0 13460.0 13500.5 -31.5 88 991 -5
Sep20 200210 13449.0 13483.5 13449.0 13483.5 -31.5 5 21 -2
Total Volume and Open Interest 58,264 15,146 -2,758
DJ EuroSTOXX 50(EUREX)
Mar20 200210 3772 3801 3771 3789 -4 1,152,667 3,553,630 -19,856
Jun20 200210 3690 3717 3690 3706 -4 8,289 100,065 -916
Sep20 200210 3684 3701 3684 3693 -4 0 3,040 +0
Total Volume and Open Interest 1,160,956 3,743,777 -20,772
Swiss Market Index(EUREX)
Mar20 200210 10922 10982 10873 10948 +48 41,483 189,054 -3,309
Jun20 200210 10733 10793 10733 10770 +48 8 13,376 +2
Sep20 200210 10738 10738 10738 10738 +48 1 87 +0
Total Volume and Open Interest 41,492 202,517 -3,307
FT-SE 100(EURONEXT)
Mar20 200210 7379.50 7402.50 7361.00 7382.50 -19.00 83,098 710,425 +4,661
Jun20 200210 7301.00 7310.50 7301.00 7301.00 -19.00 2 660 +0
Sep20 200210 7228.00 7228.00 7228.00 7228.00 -20.00 0 8 +0
Total Volume and Open Interest 83,100 711,143 +4,661
SPI 200(SFE)
Mar20 200210 6957.0 6998.0 6914.0 6945.0 -10.0 51,729 416,924 +4,314
Jun20 200210 6904.0 6926.0 6904.0 6926.0 -9.0 125 6,810 +18
Sep20 200210 6840.0 6840.0 6840.0 6840.0 -9.0      
Total Volume and Open Interest 51,895 424,993 +4,282
FTSE MIB(ISE)
Mar20 200210 24410.00 24570.00 24370.00 24500.00 +38.00 23,644 131,668 -1,795
Jun20 200210 23850.00 23960.00 23785.00 23903.00 +41.00 73 2,175 +36
Sep20 200210 23743.00 23743.00 23743.00 23743.00 +41.00 1 25 +1
Total Volume and Open Interest 23,718 133,868 -1,758
KOSPI 200(KFE)
Mar20 200210 299.90 300.15 295.40 296.80 -1.20 439,827 322,002 +15,237
Jun20 200210 300.20 300.30 293.80 296.65 -1.55 1,530 17,329 +52
Sep20 200210 298.00 298.70 291.50 291.50 -6.60 1,205 1,546 +1,201
Total Volume and Open Interest 443,266 378,175 +16,376
GSCI(CME)
Feb20 200210 381.50 381.90 380.40 381.30 -3.75 4 8,974 -3
Mar20 200210 384.45 384.45 384.05 384.45 -3.60 15 15 +15
Apr20 200210 383.75 383.75 383.75 383.75 -3.60      
Total Volume and Open Interest 19 8,989 +12
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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