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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 11, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200211 885.75 889.00 878.00 884.75 +0.50 124,917 321,410 -18,119
May20 200211 898.75 901.25 890.75 897.25 unch 93,525 209,034 +16,648
Jul20 200211 911.00 914.00 903.75 910.25 unch 38,658 154,654 +2,056
Aug20 200211 915.50 918.00 908.50 914.75 unch 4,487 12,742 -426
Sep20 200211 915.25 917.75 909.00 915.00 +0.25 1,282 15,355 +3
Nov20 200211 920.00 922.25 913.75 919.25 unch 18,584 91,965 +720
Jan21 200211 924.25 926.50 919.00 924.00 unch 4,101 19,959 +1,044
Mar21 200211 917.00 920.75 914.25 917.75 +0.25 6,830 37,747 +2,423
May21 200211 919.25 922.75 916.00 919.75 +0.50 1,682 6,965 +636
Jul21 200211 924.50 928.00 921.50 925.00 +0.25 1,030 5,995 +291
Aug21 200211 924.25 924.25 924.25 924.25 unch 45 224 +35
Sep21 200211 921.25 921.25 921.25 921.25 +0.50 16 144 +10
Nov21 200211 920.00 923.75 918.00 921.75 +0.75 997 4,685 +602
Jan22 200211 928.50 928.50 928.50 928.50 +0.25 2 4 +2
Total Volume and Open Interest 296,156 880,900 +5,925
Soybean Meal(CBOT)
Mar20 200211 291.50 293.10 289.20 290.80 -0.60 62,207 185,945 -10,845
May20 200211 297.20 298.60 294.80 296.50 -0.60 52,357 136,865 +4,810
Jul20 200211 302.10 303.50 300.00 301.90 -0.30 20,325 80,606 +1,448
Aug20 200211 303.80 305.10 301.80 303.50 -0.30 3,253 14,922 +38
Sep20 200211 305.00 306.20 303.10 304.80 -0.20 3,767 14,823 +868
Oct20 200211 306.40 306.80 303.90 305.50 -0.20 1,574 12,405 +21
Dec20 200211 309.00 310.00 306.90 308.70 -0.20 7,945 42,726 -219
Jan21 200211 309.40 309.90 307.40 308.90 -0.10 770 3,795 +172
Mar21 200211 306.80 307.40 304.90 306.60 unch 1,659 11,049 +546
May21 200211 306.50 307.90 305.00 306.80 unch 364 2,630 +100
Total Volume and Open Interest 154,517 508,622 -3,082
Soybean Oil(CBOT)
Mar20 200211 30.69 30.95 30.40 30.72 +0.10 83,801 149,277 -12,529
May20 200211 31.08 31.32 30.77 31.08 +0.09 53,340 152,114 +3,949
Jul20 200211 31.45 31.68 31.14 31.46 +0.09 20,652 103,483 +3,021
Aug20 200211 31.61 31.79 31.28 31.58 +0.07 3,799 22,464 +729
Sep20 200211 31.74 31.88 31.41 31.72 +0.09 2,371 14,983 +496
Oct20 200211 31.87 31.97 31.49 31.80 +0.09 1,006 11,073 +67
Dec20 200211 32.09 32.28 31.77 32.09 +0.11 5,113 50,595 -596
Jan21 200211 32.20 32.34 31.85 32.18 +0.12 1,070 6,112 +134
Mar21 200211 32.16 32.43 31.94 32.25 +0.10 1,405 8,336 +446
May21 200211 32.40 32.49 32.01 32.32 +0.10 356 2,296 +92
Total Volume and Open Interest 173,034 522,948 -4,158
Canola(WCE)
Mar20 200211 460.0 461.0 458.1 459.4 -0.4 13,132 69,511 -4,875
May20 200211 469.1 470.2 467.3 468.6 -0.4 9,630 66,078 +2,244
Jul20 200211 477.0 477.0 474.2 475.3 -0.8 2,822 23,192 +563
Nov20 200211 483.8 483.8 480.6 482.2 -0.7 1,272 39,911 +180
Jan21 200211 490.3 490.3 487.8 488.7 -0.7 316 2,400 +4
Total Volume and Open Interest 27,184 202,047 -1,877
Corn(CBOT)
Mar20 200211 381.00 382.00 378.00 379.75 -2.00 256,721 548,847 -48,430
May20 200211 385.75 386.75 382.75 384.25 -2.25 169,386 329,647 +29,259
Jul20 200211 389.25 390.75 386.50 388.25 -2.50 54,814 289,372 +7,694
Sep20 200211 388.00 388.75 385.75 387.50 -1.50 10,965 141,358 +1,568
Dec20 200211 392.75 393.50 390.25 392.00 -1.50 21,802 216,408 +2,512
Mar21 200211 401.75 402.50 399.50 401.25 -1.50 1,647 15,339 +171
May21 200211 406.00 406.25 403.50 405.00 -1.50 429 3,466 +87
Jul21 200211 407.00 408.25 405.50 406.75 -1.50 2,416 14,989 +620
Sep21 200211 399.25 399.25 397.50 398.25 -1.75 74 1,334 -5
Dec21 200211 400.75 401.75 399.00 400.00 -1.00 1,023 14,309 +367
Total Volume and Open Interest 519,281 1,575,730 -6,159
Wheat(CBOT)
Mar20 200211 551.50 551.75 539.00 542.00 -10.00 64,891 190,331 -9,143
May20 200211 551.00 552.25 541.00 544.00 -7.50 40,686 118,736 +6,101
Jul20 200211 552.25 553.75 542.25 544.75 -7.75 18,184 105,460 +252
Sep20 200211 558.50 560.00 548.75 551.25 -7.50 6,771 49,484 +131
Dec20 200211 568.25 569.75 558.75 561.00 -7.25 5,074 45,866 +1,412
Mar21 200211 577.00 578.00 567.75 570.00 -7.00 1,601 10,948 +745
Total Volume and Open Interest 137,423 526,032 -478
Wheat(KCBT)
Mar20 200211 472.25 474.00 465.50 468.25 -4.25 35,183 114,392 -10,420
May20 200211 478.50 480.50 472.00 474.25 -4.25 27,946 77,768 +5,701
Jul20 200211 485.00 487.25 479.25 481.00 -4.25 7,116 62,456 +953
Sep20 200211 493.00 495.00 487.25 488.75 -4.25 3,121 19,910 -1,024
Dec20 200211 505.00 506.25 498.75 500.25 -4.25 1,489 23,017 -9
Mar21 200211 514.50 517.00 509.75 511.25 -4.00 41 3,345 -1
May21 200211 517.00 519.75 515.00 516.00 -2.50 0 313 +0
Total Volume and Open Interest 74,896 301,449 -4,800
Wheat(MGE)
Mar20 200211 533.50 534.75 530.00 531.25 -2.50 4,316 29,166 +29,166
May20 200211 542.75 544.50 540.00 541.00 -2.50 2,489 21,230 +21,230
Jul20 200211 551.25 553.00 548.25 549.50 -2.25 634 8,854 +8,854
Sep20 200211 559.75 560.75 557.00 558.50 -1.75 198 6,553 +6,553
Dec20 200211 571.25 572.00 568.50 570.25 -1.25 59 3,609 +3,609
Mar21 200211 582.00 582.00 578.75 581.50 -1.25 11 1,015 +1,015
Total Volume and Open Interest 7,707 70,465 +1,095
Oats(CBOT)
Mar20 200211 302.00 302.00 298.25 299.25 -2.50 169 3,497 -60
May20 200211 297.75 298.00 296.00 296.50 -1.25 118 1,604 +86
Jul20 200211 289.75 290.00 289.25 289.25 -0.50 2 270 +1
Sep20 200211 272.00 272.00 272.00 272.00 -0.25 0 94 +0
Total Volume and Open Interest 289 5,679 +27
Rough Rice(CBOT)
Mar20 200211 13.75 13.75 13.53 13.60 -0.09 534 8,636 -180
May20 200211 13.90 13.94 13.77 13.84 -0.07 463 3,059 +291
Jul20 200211 13.70 13.73 13.60 13.65 -0.06 160 560 +73
Sep20 200211 12.25 12.25 12.10 12.18 -0.03 207 910 +120
Total Volume and Open Interest 1,365 13,166 +305
Live Cattle(CME)
Feb20 200211 120.200 120.300 119.050 119.080 -1.220 4,785 15,937 -3,956
Apr20 200211 118.550 118.680 117.080 117.180 -1.500 21,769 141,928 -461
Jun20 200211 110.400 110.635 109.050 109.135 -1.315 12,774 91,805 -613
Aug20 200211 109.350 109.480 107.980 108.100 -1.200 9,677 48,842 +1,503
Oct20 200211 112.500 112.800 111.330 111.400 -1.150 4,143 22,295 +928
Dec20 200211 116.930 117.230 115.850 115.900 -1.080 1,449 11,582 +248
Total Volume and Open Interest 54,713 336,739 -2,369
Feeder Cattle(CME)
Mar20 200211 135.650 136.900 134.535 134.685 -1.015 5,847 22,761 -1,188
Apr20 200211 137.550 138.450 136.535 136.735 -0.800 4,715 10,359 +752
May20 200211 139.485 140.185 138.400 138.485 -0.965 2,577 11,530 -58
Aug20 200211 146.850 147.830 145.580 145.700 -1.085 1,370 8,874 -164
Sep20 200211 148.350 149.300 146.935 147.130 -1.220 415 2,707 +28
Oct20 200211 150.035 150.035 147.630 147.785 -1.345 125 1,029 +15
Nov20 200211 149.935 150.130 148.050 148.050 -1.580 27 407 +1
Total Volume and Open Interest 15,078 57,677 -614
Lean Hogs(CME)
Feb20 200211 56.180 56.330 55.600 56.130 -0.070 5,240 16,806 -1,554
Apr20 200211 65.035 65.285 63.800 64.225 -0.855 30,911 117,178 -1,577
May20 200211 73.900 74.250 73.430 73.800 -0.600 105 1,486 -34
Jun20 200211 81.180 81.535 80.580 80.980 -0.270 12,210 50,009 -450
Jul20 200211 82.300 82.730 81.700 82.150 -0.280 6,158 25,189 -92
Aug20 200211 81.580 81.785 80.680 80.980 -0.500 5,859 29,292 -178
Oct20 200211 69.885 70.000 68.800 69.080 -0.670 5,074 29,153 +919
Dec20 200211 64.635 64.635 63.535 63.750 -0.725 997 14,535 +191
Total Volume and Open Interest 66,836 288,109 -2,719
Class III Milk(CME)
Feb20 200211 17.04 17.06 17.02 17.04 unch 205 2,813 +34
Mar20 200211 17.22 17.30 17.14 17.21 -0.08 475 3,196 +6
Apr20 200211 17.36 17.42 17.26 17.34 -0.08 224 2,077 -4
May20 200211 17.32 17.40 17.26 17.35 -0.04 141 1,691 -32
Jun20 200211 17.47 17.57 17.44 17.51 -0.01 38 1,668 +9
Jul20 200211 17.76 17.82 17.71 17.78 -0.01 31 876 +12
Aug20 200211 17.91 17.95 17.84 17.95 +0.06 28 765 +3
Sep20 200211 18.05 18.05 18.03 18.05 +0.12 19 907 +7
Oct20 200211 17.87 17.94 17.85 17.94 +0.04 14 707 +6
Nov20 200211 17.77 17.82 17.77 17.82 +0.03 78 697 +13
Dec20 200211 17.47 17.55 17.47 17.55 +0.08 11 743 +1
Jan21 200211 17.16 17.22 17.16 17.16 unch 22 281 +0
Feb21 200211 17.05 17.08 17.05 17.05 +0.02 1 196 +0
Total Volume and Open Interest 1,423 16,976 +172
Cocoa(ICE)
Mar20 200211 2913 2994 2906 2918 -22 36,858 38,658 -16,762
May20 200211 2871 2922 2869 2876 -2 46,360 123,787 +9,257
Jul20 200211 2880 2932 2879 2884 -4 16,495 77,566 +1,158
Sep20 200211 2843 2893 2843 2850 unch 9,317 47,976 +1,750
Dec20 200211 2737 2794 2737 2752 +8 5,324 45,049 +1,124
Mar21 200211 2667 2713 2667 2676 +10 1,795 19,525 +600
May21 200211 2632 2677 2632 2643 +12 157 6,618 -12
Total Volume and Open Interest 116,440 362,472 -2,821
Coffee "C"(ICE)
Mar20 200211 100.65 101.20 99.50 100.50 +0.20 23,661 76,154 -7,075
May20 200211 102.50 103.15 101.55 102.55 +0.45 25,878 84,826 +2,418
Jul20 200211 104.65 105.25 103.70 104.70 +0.45 11,382 57,839 +21
Sep20 200211 106.55 107.30 105.75 106.70 +0.45 10,445 35,129 -1,394
Dec20 200211 109.60 110.00 108.65 109.50 +0.50 6,986 23,331 +233
Mar21 200211 112.00 112.60 111.30 112.15 +0.50 3,004 12,484 +1,099
Total Volume and Open Interest 82,719 311,286 -4,555
Orange Juice(ICE)
Mar20 200211 98.20 99.50 98.00 99.30 +1.10 1,211 14,378 -351
May20 200211 101.40 102.55 101.25 102.30 +1.05 712 3,886 +511
Jul20 200211 104.60 105.50 104.50 105.20 +0.75 16 1,106 -4
Sep20 200211 108.20 108.30 107.85 108.00 +0.15 8 508 -1
Nov20 200211 111.35 111.45 110.95 110.95 -0.15 3 308 +1
Jan21 200211 114.15 114.15 114.15 114.15 -0.20 0 245 +0
Total Volume and Open Interest 1,950 20,483 +156
Sugar #11(ICE)
Mar20 200211 15.00 15.46 14.99 15.41 +0.37 93,686 342,487 -19,431
May20 200211 14.76 15.10 14.71 15.04 +0.30 85,202 316,177 +10,959
Jul20 200211 14.64 14.96 14.61 14.91 +0.27 48,879 227,709 +11,702
Oct20 200211 14.60 14.88 14.59 14.84 +0.21 20,821 169,697 +2,905
Mar21 200211 14.80 15.03 14.80 15.01 +0.17 10,043 87,454 -102
May21 200211 14.30 14.44 14.28 14.42 +0.08 2,992 19,859 +601
Jul21 200211 13.87 13.93 13.79 13.90 +0.01 2,682 26,602 +198
Oct21 200211 13.75 13.80 13.66 13.74 -0.04 1,713 25,768 -55
Total Volume and Open Interest 268,055 1,233,986 +7,188
London Cocoa(LCE)
Mar20 200211 2001 2044 1999 2003 -5 9,053 57,288 -4,941
May20 200211 2038 2070 2029 2035 -5 14,438 72,702 +2,452
Jul20 200211 2036 2069 2033 2040 -4 8,314 44,987 +1,993
Sep20 200211 1995 2024 1992 1998 -5 3,726 41,331 +741
Dec20 200211 1875 1906 1875 1882 -3 3,229 54,326 +160
Mar21 200211 1818 1840 1811 1817 -7 2,139 28,243 +233
May21 200211 1818 1819 1800 1800 -6 225 6,213 +50
Total Volume and Open Interest 41,162 313,230 +690
London Sugar(LCE)
Mar20 200211 430.40 437.90 429.20 437.00 +7.10 10,942 29,469 -1,417
May20 200211 417.40 424.00 417.10 422.50 +5.10 17,251 55,316 +2,741
Aug20 200211 410.00 415.90 409.90 414.40 +4.30 5,692 34,724 +2,379
Oct20 200211 403.60 408.50 403.40 407.10 +3.60 930 8,936 +269
Dec20 200211 402.70 407.00 401.90 405.50 +3.10 346 5,601 +58
Total Volume and Open Interest 35,998 138,462 +4,532
Cotton(ICE)
Mar20 200211 68.00 68.55 67.89 68.23 +0.04 27,935 75,878 -16,260
May20 200211 68.86 69.12 68.45 68.74 unch 23,913 83,712 +3,051
Jul20 200211 69.37 69.91 69.22 69.56 +0.02 6,879 40,413 -765
Oct20 200211 68.76 68.76 68.76 68.76 +0.02 0 77 +0
Dec20 200211 69.30 69.65 69.01 69.31 +0.06 3,597 32,470 +347
Mar21 200211 70.10 70.42 69.80 70.07 -0.03 760 5,578 +586
Total Volume and Open Interest 63,262 240,086 -12,929
Lumber(CME)
Mar20 200211 445.1 454.0 442.5 451.4 +5.4 497 2,113 +85
May20 200211 449.1 457.8 445.7 454.9 +7.1 189 831 +30
Jul20 200211 444.4 450.0 443.9 449.7 +5.5 62 365 +22
Sep20 200211 435.7 440.0 435.7 439.7 +4.0 43 241 +18
Nov20 200211 419.0 421.4 419.0 421.4 +1.0 8 32 +7
Jan21 200211 419.9 419.9 419.9 419.9 +1.0 0 1 +0
Mar21 200211 418.4 418.4 418.4 418.4 +1.0      
Total Volume and Open Interest 799 3,583 +162
Crude Oil(NYM)
Mar20 200211 49.61 50.69 49.58 49.94 +0.37 768,345 379,169 -51,300
Apr20 200211 49.78 50.86 49.78 50.17 +0.39 230,882 252,644 +29,273
May20 200211 50.08 51.08 50.07 50.45 +0.42 112,979 153,631 +6,370
Jun20 200211 50.34 51.26 50.34 50.68 +0.43 95,167 222,688 -5,052
Jul20 200211 50.55 51.40 50.55 50.88 +0.42 69,645 113,144 -2,106
Aug20 200211 50.69 51.48 50.69 51.01 +0.41 39,067 83,853 -281
Sep20 200211 50.85 51.52 50.85 51.07 +0.38 32,954 112,380 +755
Oct20 200211 50.93 51.54 50.92 51.11 +0.36 25,263 74,197 -3,832
Nov20 200211 50.99 51.54 50.95 51.14 +0.34 17,196 60,303 -608
Dec20 200211 50.96 51.55 50.89 51.11 +0.31 61,167 260,780 +307
Jan21 200211 50.97 51.38 50.87 51.06 +0.27 6,395 50,996 +1,003
Feb21 200211 51.13 51.31 50.86 51.00 +0.25 2,478 28,439 -832
Mar21 200211 50.95 50.95 50.95 50.95 +0.22 10,589 38,364 -885
Apr21 200211 50.91 50.91 50.91 50.91 +0.19 408 17,554 +25
May21 200211 50.88 50.88 50.88 50.88 +0.15 195 16,788 +6
Jun21 200211 50.90 51.31 50.70 50.87 +0.12 16,353 62,753 -55
Total Volume and Open Interest 1,521,504 2,228,359 -29,352
e-miNY Crude Oil(NYM)
Mar20 200211 49.650 50.700 49.600 49.950 +0.375 28,915 4,402 -43
Apr20 200211 49.950 50.875 49.925 50.175 +0.400 825 839 +50
May20 200211 50.200 51.050 50.200 50.450 +0.425 67 289 +13
Jun20 200211 50.675 51.175 50.400 50.675 +0.425 39 434 +10
Jul20 200211 50.950 51.400 50.725 50.875 +0.425 4 60 -1
Aug20 200211 50.800 51.500 50.800 51.000 +0.400 12 71 -1
Sep20 200211 50.900 51.075 50.900 51.075 +0.375 0 65 +0
Oct20 200211 51.225 51.450 50.950 51.100 +0.350 1 29 -1
Nov20 200211 51.150 51.150 51.150 51.150 +0.350 0 34 +0
Dec20 200211 50.950 51.550 50.925 51.100 +0.300 83 155 -3
Total Volume and Open Interest 29,947 6,469 +24
NY Harbor ULSD(NYM)
Mar20 200211 161.11 164.25 161.03 162.67 +1.42 82,090 116,061 -9,331
Apr20 200211 160.64 164.00 160.64 162.36 +1.43 62,188 69,582 +2,440
May20 200211 160.91 163.91 160.90 162.28 +1.42 37,819 45,503 +2,100
Jun20 200211 161.26 164.22 161.26 162.56 +1.34 39,552 47,131 -1,573
Jul20 200211 163.93 164.84 162.69 163.17 +1.25 12,384 21,881 +706
Aug20 200211 164.23 165.62 163.47 163.95 +1.19 6,477 14,519 -256
Sep20 200211 164.05 166.53 164.05 164.89 +1.14 5,670 11,713 +395
Oct20 200211 165.61 167.34 165.29 165.82 +1.12 3,534 7,127 +316
Nov20 200211 166.52 167.70 166.40 166.63 +1.10 2,522 7,657 +8
Dec20 200211 166.36 168.73 166.36 167.27 +1.08 10,909 25,322 +1,313
Jan21 200211 168.57 169.07 167.70 167.91 +1.07 2,225 9,866 +685
Feb21 200211 168.50 169.09 167.89 168.17 +1.03 1,063 3,309 +168
Mar21 200211 169.95 169.95 167.90 167.90 +0.96 254 2,210 +96
Apr21 200211 169.10 169.10 167.12 167.12 +0.86 116 1,152 +63
Total Volume and Open Interest 267,797 405,458 -2,883
RBOB Gasoline(NYM)
Mar20 200211 152.29 154.24 150.86 151.42 -0.71 139,485 125,599 -3,682
Apr20 200211 166.42 168.58 165.95 166.47 unch 124,978 71,204 +3,018
May20 200211 166.14 168.35 166.03 166.49 +0.22 44,149 57,701 +1,035
Jun20 200211 165.18 167.29 165.03 165.52 +0.30 35,883 38,033 -407
Jul20 200211 164.99 165.70 163.65 164.05 +0.38 13,125 23,333 +1,410
Aug20 200211 162.63 163.33 161.40 161.77 +0.47 8,939 11,050 +1,273
Sep20 200211 159.52 160.26 158.33 158.65 +0.50 11,512 15,063 +423
Oct20 200211 145.50 146.75 145.17 145.31 +0.51 3,710 7,509 +220
Nov20 200211 142.98 143.50 142.16 142.23 +0.44 3,504 4,479 +510
Dec20 200211 140.41 141.73 139.73 140.05 +0.45 4,357 21,837 -501
Total Volume and Open Interest 390,203 379,796 +3,359
e-miNY RBOB Gasoline(NYM)
Mar20 200211 151.42 151.42 151.42 151.42 -0.71 0 2 +0
Apr20 200211 166.47 166.47 166.47 166.47 unch      
May20 200211 166.49 166.49 166.49 166.49 +0.22      
Jun20 200211 165.52 165.52 165.52 165.52 +0.30      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Mar20 200211 1.768 1.800 1.753 1.788 +0.022 272,131 484,786 -67,152
Apr20 200211 1.804 1.833 1.788 1.823 +0.019 198,637 255,215 +22,780
May20 200211 1.871 1.888 1.851 1.882 +0.013 98,593 170,311 +899
Jun20 200211 1.937 1.956 1.921 1.952 +0.015 33,876 62,588 -3,394
Jul20 200211 2.013 2.035 1.999 2.031 +0.017 31,740 76,933 +923
Aug20 200211 2.047 2.072 2.033 2.068 +0.018 18,044 36,751 -91
Sep20 200211 2.051 2.075 2.037 2.071 +0.017 28,287 69,259 +3,762
Oct20 200211 2.084 2.111 2.071 2.108 +0.019 32,159 87,706 -1,482
Nov20 200211 2.218 2.245 2.213 2.242 +0.018 5,185 26,293 +33
Dec20 200211 2.442 2.464 2.435 2.463 +0.019 3,965 30,480 +271
Jan21 200211 2.556 2.580 2.549 2.578 +0.020 15,035 48,851 +939
Feb21 200211 2.524 2.545 2.518 2.545 +0.018 3,699 17,532 +449
Mar21 200211 2.434 2.454 2.428 2.454 +0.016 7,042 26,862 -972
Apr21 200211 2.202 2.218 2.195 2.218 +0.013 3,444 28,344 +6
May21 200211 2.185 2.198 2.178 2.198 +0.013 996 10,731 +497
Jun21 200211 2.217 2.238 2.217 2.238 +0.013 250 7,590 -77
Total Volume and Open Interest 756,645 1,498,397 -41,533
Brent Crude Oil(ICE)
Apr20 200211 53.62 54.69 53.60 54.01 +0.74 270,802 384,964 -24,120
May20 200211 53.79 54.89 53.79 54.21 +0.64 144,648 272,390 +5,546
Jun20 200211 54.26 55.15 54.26 54.50 +0.55 159,132 285,857 -1,746
Jul20 200211 54.42 55.25 54.42 54.62 +0.50 63,793 176,955 -4,876
Aug20 200211 54.63 55.41 54.63 54.80 +0.46 46,746 142,498 +2,536
Sep20 200211 54.79 55.54 54.78 54.93 +0.42 44,023 142,577 +1,225
Oct20 200211 54.86 55.58 54.84 54.97 +0.38 17,509 91,883 -41
Nov20 200211 54.92 55.59 54.87 55.00 +0.34 11,580 69,697 +3,689
Dec20 200211 54.92 55.55 54.82 54.97 +0.30 81,589 291,037 +2,349
Jan21 200211 55.42 55.42 54.93 54.96 +0.26 4,275 59,645 +177
Feb21 200211 55.23 55.32 54.47 54.95 +0.23 4,984 45,232 +103
Mar21 200211 55.91 55.91 54.42 54.95 +0.19 7,928 45,850 +1,995
Apr21 200211 54.46 54.97 54.46 54.97 +0.16 1,472 22,556 +333
May21 200211 54.97 54.97 54.97 54.97 +0.14 1,455 18,150 +922
Total Volume and Open Interest 905,715 2,495,797 -7,992
Gas Oil(ICE)
Feb20 200211 491.75 500.00 491.75 494.25 +1.75 42,104 43,571 -15,138
Mar20 200211 492.75 501.25 492.75 495.25 +2.00 129,652 187,063 -12,701
Apr20 200211 491.00 500.25 491.00 494.25 +2.00 99,027 124,411 +3,518
May20 200211 491.25 499.25 491.25 493.50 +2.00 40,309 92,619 +5,437
Jun20 200211 491.50 499.25 491.50 493.50 +2.00 50,265 111,009 +1,473
Jul20 200211 493.75 501.00 493.75 495.25 +1.75 10,626 48,143 +1,127
Aug20 200211 496.50 503.50 496.50 497.50 +1.75 4,347 30,086 +973
Sep20 200211 499.50 505.00 499.25 499.50 +1.50 4,946 34,738 -22
Oct20 200211 502.00 507.25 501.25 501.75 +1.50 3,059 29,198 +822
Nov20 200211 504.25 507.25 501.25 501.75 +1.25 1,429 15,744 -25
Total Volume and Open Interest 405,843 898,253 -14,422
Ethanol(CBOT)
Mar20 200211 1.337 1.340 1.329 1.340 +0.002 84 315 -33
Apr20 200211 1.361 1.363 1.357 1.363 -0.002 48 161 +35
May20 200211 1.378 1.378 1.378 1.378 -0.002 0 24 +0
Jun20 200211 1.378 1.378 1.378 1.378 -0.002      
Jul20 200211 1.378 1.378 1.378 1.378 -0.002      
Aug20 200211 1.378 1.378 1.378 1.378 -0.002      
Sep20 200211 1.378 1.378 1.378 1.378 -0.002      
Oct20 200211 1.378 1.378 1.378 1.378 -0.002      
Total Volume and Open Interest 132 500 +2
WTI Crude Oil(ICE)
Mar20 200211 49.92 50.69 49.73 49.94 +0.37 38,688 68,500 -5,517
Apr20 200211 50.13 50.86 49.96 50.17 +0.39 45,200 75,711 +994
May20 200211 50.50 51.08 50.25 50.45 +0.42 30,104 54,858 +97
Jun20 200211 50.74 51.26 50.57 50.68 +0.43 28,024 85,057 -1,515
Jul20 200211 50.95 51.36 50.72 50.88 +0.42 11,023 23,171 -225
Aug20 200211 51.10 51.50 50.84 51.01 +0.41 7,628 14,073 -524
Sep20 200211 51.17 51.54 50.90 51.07 +0.38 5,232 29,694 +487
Oct20 200211 51.39 51.39 51.10 51.11 +0.36 2,762 14,230 -553
Nov20 200211 51.41 51.41 51.14 51.14 +0.34 1,164 11,060 -9
Dec20 200211 51.27 51.52 51.06 51.11 +0.31 8,615 93,757 +644
Jan21 200211 51.06 51.06 51.06 51.06 +0.27 649 6,783 +380
Feb21 200211 51.00 51.00 51.00 51.00 +0.25 392 4,291 -94
Mar21 200211 50.95 50.95 50.95 50.95 +0.22 624 6,467 +48
Apr21 200211 50.91 50.91 50.91 50.91 +0.19 61 3,047 -21
May21 200211 50.88 50.88 50.88 50.88 +0.15 32 2,885 -10
Jun21 200211 50.85 50.98 50.85 50.87 +0.12 2,813 25,239 +283
Total Volume and Open Interest 186,962 635,766 -5,306
US Dollar Index(ICE)
Mar20 200211 98.750 98.855 98.585 98.595 -0.120 13,512 45,756 +822
Jun20 200211 98.370 98.415 98.228 98.228 -0.118 371 1,075 +87
Sep20 200211 97.872 97.872 97.872 97.872 -0.113 1 126 +1
Total Volume and Open Interest 13,884 46,963 +910
Australian Dollar(CME)
Mar20 200211 66.88 67.41 66.85 67.19 +0.36 106,829 169,095 -3,978
Jun20 200211 67.18 67.51 67.12 67.30 +0.37 169 977 +17
Sep20 200211 67.48 67.56 67.40 67.40 +0.36 5 78 +3
Total Volume and Open Interest 108,541 173,368 -4,344
British Pound(CME)
Mar20 200211 129.26 129.80 129.05 129.75 +0.47 93,990 203,493 +2,266
Jun20 200211 129.55 130.10 129.38 130.06 +0.47 482 3,375 +125
Sep20 200211 130.35 130.35 129.71 130.35 +0.48 0 30 +0
Total Volume and Open Interest 96,893 210,620 +2,503
Canadian Dollar(CME)
Mar20 200211 75.08 75.32 75.07 75.23 +0.14 82,816 159,068 -4,413
Jun20 200211 75.08 75.31 75.07 75.23 +0.15 580 4,790 -52
Sep20 200211 75.16 75.28 75.13 75.22 +0.15 151 842 +18
Dec20 200211 75.23 75.29 75.10 75.20 +0.14 100 1,228 +26
Total Volume and Open Interest 84,160 168,085 -4,517
Japanese Yen(CME)
Mar20 200211 91.26 91.31 91.09 91.28 -0.05 154,656 189,522 -1,534
Jun20 200211 91.71 91.75 91.56 91.73 -0.04 188 1,691 +5
Sep20 200211 92.16 92.16 92.06 92.16 -0.05 0 6 +0
Total Volume and Open Interest 155,327 193,662 -1,770
Swiss Franc(CME)
Mar20 200211 102.56 102.80 102.37 102.75 +0.16 27,752 52,656 +285
Jun20 200211 103.20 103.42 103.03 103.39 +0.17 20 91 +4
Sep20 200211 104.00 104.00 103.77 104.00 +0.18 0 13 +0
Total Volume and Open Interest 27,773 52,761 +290
EuroFX(CME)
Mar20 200211 109.34 109.48 109.14 109.45 +0.07 191,000 593,689 +307
Jun20 200211 109.95 110.07 109.74 110.05 +0.08 1,346 9,654 +277
Sep20 200211 110.54 110.62 110.33 110.62 +0.09 9 864 -2
Total Volume and Open Interest 192,921 609,234 +574
Mexican Peso(CME)
Feb20 200211 535.50 535.50 535.50 535.50 +1.38 0 10 +0
Mar20 200211 531.75 533.75 531.63 533.25 +1.50 62,566 299,315 -7,277
Total Volume and Open Interest 62,568 301,556 -7,276
Brazilian Real(CME)
Mar20 200211 231.35 232.40 230.05 230.25 -0.70 6,698 47,313 +711
Apr20 200211 231.85 232.00 229.90 229.90 -0.70 69 322 +19
May20 200211 229.70 230.80 229.70 229.70 -0.70      
Jun20 200211 229.40 230.80 229.40 229.40 -0.70      
Total Volume and Open Interest 6,767 47,755 +730
30-Year T-Bonds(CBOT)
Mar20 200211 162~210 162~250 162~050 162~150 -0~220 351,194 1,147,368 -3,176
Jun20 200211 161~220 161~260 161~070 161~160 -0~220 6,909 86,126 +2,207
Sep20 200211 160~150 160~150 160~150 160~150 -0~220 0 1 +0
Total Volume and Open Interest 358,103 1,233,495 -969
10-Year T-Notes(CBOT)
Mar20 200211 131~040 131~060 130~280 131~000 -0~115 2,331,670 3,917,498 +673
Jun20 200211 131~005 131~015 130~240 130~280 -0~115 25,524 183,872 -237
Sep20 200211 130~145 130~145 130~145 130~145 -0~115      
Total Volume and Open Interest 2,357,194 4,101,370 +436
5-Year T-Notes(CBOT)
Mar20 200211 119~304 119~316 119~260 119~282 -0~064 946,509 4,305,133 +6,177
Jun20 200211 120~120 120~120 120~062 120~084 -0~070 42,153 266,633 +23,053
Sep20 200211 120~084 120~084 120~084 120~084 -0~070      
Total Volume and Open Interest 988,662 4,571,766 +29,230
2 Year T-Notes(CBOT)
Mar20 200211 108~007 108~013 107~312 108~000 -0~022 637,261 3,596,785 +3,034
Jun20 200211 108~062 108~063 108~050 108~056 -0~024 42,617 364,170 +29,411
Sep20 200211 108~056 108~056 108~056 108~056 -0~024      
Total Volume and Open Interest 679,878 3,960,955 +32,445
Eurodollars(CME)
Mar20 200211 98.365 98.365 98.340 98.340 -0.025 280,184 1,630,309 +10,471
Jun20 200211 98.475 98.475 98.445 98.450 -0.035 414,297 1,471,910 +21,384
Sep20 200211 98.560 98.565 98.535 98.545 -0.035 521,800 1,197,806 +24,454
Dec20 200211 98.610 98.615 98.575 98.590 -0.040 599,535 1,208,034 -6,613
Mar21 200211 98.700 98.710 98.670 98.685 -0.040 382,904 999,143 +7,018
Jun21 200211 98.735 98.740 98.700 98.715 -0.040 222,866 1,022,050 -912
Sep21 200211 98.750 98.755 98.715 98.735 -0.040 290,809 837,127 -3,708
Dec21 200211 98.730 98.740 98.695 98.715 -0.040 299,522 733,342 -3,129
Mar22 200211 98.735 98.740 98.700 98.715 -0.040 155,564 464,035 +12,536
Jun22 200211 98.715 98.720 98.680 98.700 -0.040 100,794 330,009 +7,378
Sep22 200211 98.695 98.700 98.660 98.680 -0.040 100,652 253,123 -2,588
Dec22 200211 98.665 98.670 98.630 98.645 -0.040 100,573 263,374 +7,936
Mar23 200211 98.650 98.655 98.620 98.635 -0.040 57,194 280,465 -1,442
Jun23 200211 98.630 98.635 98.600 98.615 -0.040 38,529 139,323 +1,031
Sep23 200211 98.610 98.615 98.580 98.595 -0.040 34,986 122,647 -1,982
Dec23 200211 98.580 98.585 98.545 98.565 -0.035 32,064 107,749 -462
Mar24 200211 98.560 98.565 98.530 98.550 -0.035 18,825 95,400 +319
Jun24 200211 98.530 98.540 98.500 98.520 -0.035 19,537 50,012 -648
Total Volume and Open Interest 3,749,931 11,751,383 +68,989
Ultra T-Bond(CBOT)
Mar20 200211 192~26 193~05 191~31 192~20 -1~01 153,176 1,155,657 -2,233
Jun20 200211 193~12 193~30 192~25 193~13 -1~01 11,946 70,199 +10,238
Sep20 200211 193~13 193~13 193~13 193~13 -1~01      
Total Volume and Open Interest 165,122 1,225,856 +8,005
Ultra 10-Yr T-Note(CBOT)
Mar20 200211 145~000 145~010 144~190 144~250 -0~165 215,277 932,297 +7,880
Jun20 200211 144~155 144~220 144~085 144~150 -0~165 1,627 2,152 +1,438
Sep20 200211 144~150 144~150 144~150 144~150 -0~165      
Total Volume and Open Interest 216,904 934,449 +9,318
30 Day Federal Funds(CBOT)
Feb20 200211 98.418 98.418 98.415 98.415 unch 9,752 379,304 -1,294
Mar20 200211 98.430 98.430 98.425 98.425 -0.005 13,098 214,817 +627
Apr20 200211 98.440 98.440 98.430 98.435 -0.015 80,463 307,360 +17,162
May20 200211 98.500 98.500 98.480 98.480 -0.025 90,648 226,249 +16,911
Jun20 200211 98.540 98.540 98.510 98.520 -0.030 22,990 80,656 +6,006
Jul20 200211 98.565 98.565 98.540 98.545 -0.035 45,238 99,594 +1,638
Total Volume and Open Interest 436,575 1,717,191 +51,228
Japanese Govt Bonds(SGX)
Mar20 200211 152.82 152.92 152.79 152.81 -0.01 810 15,293 +55
Jun20 200211 152.81 152.81 152.81 152.81 -0.01      
Sep20 200211 152.81 152.81 152.81 152.81 -0.01      
Total Volume and Open Interest 810 15,293 +55
Euro-Buxl(EUREX)
Mar20 200211 208.68 208.68 207.34 207.66 -1.12 67,997 268,463 +288
Jun20 200211 206.08 206.08 206.08 206.08 -1.12 72 15,530 -358
Sep20 200211 209.66 209.66 209.66 209.66 -0.12      
Total Volume and Open Interest 68,069 283,993 -70
Euro-Bund(EUREX)
Mar20 200211 174.48 174.55 174.13 174.26 -0.31 725,074 1,597,287 -47,361
Jun20 200211 171.60 171.62 171.42 171.51 -0.32 1,177 35,597 +932
Sep20 200211 173.76 173.76 173.76 173.76 -0.31 0 38 +0
Total Volume and Open Interest 726,251 1,632,922 -46,429
Euro-Bobl(EUREX)
Mar20 200211 134.70 134.77 134.60 134.65 -0.07 365,766 1,195,647 -33,910
Jun20 200211 135.00 135.01 134.89 134.89 -0.07 406 7,772 +304
Sep20 200211 134.54 134.54 134.54 134.54 -0.07 0 324 +0
Total Volume and Open Interest 366,172 1,203,743 -33,606
Euro-Schatz(EUREX)
Mar20 200211 112.01 112.04 112.00 112.01 -0.01 233,191 1,550,791 -113,966
Jun20 200211 112.02 112.02 112.02 112.02 -0.01 4 254 +4
Sep20 200211 112.01 112.01 112.01 112.01 -0.01      
Total Volume and Open Interest 233,195 1,551,045 -113,962
3-Mth Euribor(EUREX)
Mar20 200211 100.415 100.415 100.415 100.415 +0.010 0 1,579 +0
Jun20 200211 100.435 100.435 100.435 100.435 +0.010 0 736 +0
Sep20 200211 100.445 100.445 100.445 100.445 +0.005 0 575 +0
Total Volume and Open Interest 0 5,118 +0
Long Gilt(LIFFE)
Mar20 200211 134~06 134~17 133~31 134~11 -0~04 200,428 649,695 -3,302
Jun20 200211 133~14 133~18 133~14 133~18 -0~05      
Total Volume and Open Interest 200,428 649,695 -3,302
3-Mth Short Sterling(LIFFE)
Mar20 200211 99.28 99.28 99.26 99.27 -0.01 62,745 693,307 +10,896
Jun20 200211 99.36 99.36 99.33 99.34 -0.02 69,578 680,557 -7,610
Sep20 200211 99.40 99.40 99.39 99.39 -0.02 74,222 599,360 +18,624
Dec20 200211 99.42 99.42 99.39 99.40 -0.01 81,455 696,423 +2,946
Mar21 200211 99.43 99.43 99.40 99.42 -0.01 47,062 396,994 +4,383
Jun21 200211 99.43 99.43 99.40 99.42 -0.01 38,129 308,870 +5,993
Total Volume and Open Interest 587,990 4,631,478 +40,646
3-Mth Euribor(LIFFE)
Mar20 200211 100.410 100.420 100.405 100.415 +0.005 23,520 549,157 -4,264
Jun20 200211 100.420 100.445 100.420 100.435 +0.010 57,286 406,141 -127
Sep20 200211 100.435 100.460 100.430 100.445 +0.010 48,176 517,448 -1,421
Total Volume and Open Interest 684,505 4,025,617 -25,414
3-Mth Aus T-Bills(SFE)
Mar20 200211 99.06 99.07 99.05 99.06 -0.01 30,090 190,754 -2,096
Jun20 200211 99.21 99.23 99.19 99.21 -0.01 59,673 195,942 -8,589
Sep20 200211 99.31 99.34 99.29 99.31 -0.01 27,606 205,057 -8,632
Dec20 200211 99.32 99.36 99.30 99.31 -0.02 20,833 173,918 -2,477
Mar21 200211 99.34 99.37 99.31 99.33 -0.02 18,505 139,025 -3,452
Jun21 200211 99.34 99.37 99.31 99.33 -0.02 5,228 85,652 +75
Sep21 200211 99.33 99.36 99.31 99.31 -0.03 6,277 62,798 +2,121
Dec21 200211 99.30 99.33 99.28 99.29 -0.02 3,446 37,916 +1,121
Mar22 200211 99.29 99.29 99.27 99.28 -0.02 184 2,225 +84
Jun22 200211 99.28 99.28 99.24 99.24 -0.02 0 1,448 +0
Total Volume and Open Interest 171,842 1,095,673 -21,845
10-Year Aus T-Bonds(SFE)
Mar20 200211 98.98 99.02 98.96 98.97 -0.01 148,617 1,264,686 +2,201
Jun20 200211 98.97 98.97 98.97 98.97 -0.01 0 3 +0
Total Volume and Open Interest 148,617 1,264,689 +2,201
3-Year Aus T-Bonds(SFE)
Mar20 200211 99.29 99.33 99.28 99.29 -0.01 229,998 1,189,487 -9,896
Jun20 200211 99.29 99.29 99.29 99.29 -0.01 0 10 +0
Total Volume and Open Interest 229,998 1,189,497 -9,896
Gold(CMX)
Feb20 200211 1570.9 1571.8 1561.9 1565.6 -9.1 431 1,729 -333
Apr20 200211 1575.5 1577.5 1565.2 1570.1 -9.4 286,422 479,129 +2,157
Jun20 200211 1581.6 1583.1 1570.9 1575.9 -9.5 5,771 88,002 +971
Aug20 200211 1582.7 1587.9 1578.0 1581.2 -9.5 3,675 32,011 -698
Oct20 200211 1590.3 1592.0 1582.2 1586.2 -9.6 369 9,587 +222
Dec20 200211 1597.3 1597.9 1587.1 1591.1 -9.6 843 31,635 +79
Feb21 200211 1597.7 1601.4 1592.4 1596.1 -9.3 86 5,979 +30
Apr21 200211 1606.7 1606.9 1600.5 1600.5 -9.4 1 687 +0
Jun21 200211 1609.8 1609.8 1604.6 1604.6 -9.4 0 2,003 +0
Aug21 200211 1608.8 1608.8 1608.8 1608.8 -9.4 0 3 +0
Oct21 200211 1612.7 1612.7 1612.7 1612.7 -9.4      
Dec21 200211 1617.0 1617.0 1614.3 1616.7 -9.4 4 808 +1
Total Volume and Open Interest 298,626 654,637 +2,380
Silver(CMX)
Mar20 200211 1775.5 1780.0 1755.0 1759.7 -18.8 68,871 142,207 -5,001
May20 200211 1783.5 1788.0 1763.0 1767.7 -19.1 13,704 45,296 +4,899
Jul20 200211 1792.0 1794.5 1770.5 1775.1 -19.2 2,853 19,629 -45
Sep20 200211 1797.5 1797.5 1777.5 1781.6 -19.4 1,568 7,825 -364
Dec20 200211 1806.5 1810.0 1788.0 1790.9 -19.4 1,276 8,598 -615
Mar21 200211 1800.0 1800.0 1799.9 1799.9 -19.4 0 85 +0
May21 200211 1805.7 1805.7 1805.7 1805.7 -19.4 0 23 +0
Total Volume and Open Interest 88,322 223,902 -1,117
Platinum(NYMEX)
Apr20 200211 966.7 977.0 962.6 973.5 +6.6 16,394 93,751 -903
Jul20 200211 972.5 982.1 969.5 978.7 +6.6 455 6,109 +197
Oct20 200211 981.5 984.0 978.0 984.0 +6.8 21 497 +3
Jan21 200211 990.2 990.2 990.2 990.2 +6.7 4 155 +1
Total Volume and Open Interest 16,917 100,539 -700
Palladium(NYMEX)
Mar20 200211 2254.80 2272.10 2215.00 2265.70 +15.90 4,889 14,831 -705
Jun20 200211 2260.00 2268.80 2212.00 2262.20 +15.70 927 5,700 +22
Sep20 200211 2215.30 2249.60 2214.00 2249.60 +15.70 29 1,163 +9
Total Volume and Open Interest 5,845 22,125 -674
Copper(CMX)
Mar20 200211 255.60 260.75 255.55 258.30 +3.25 99,558 123,484 -8,437
May20 200211 256.30 261.50 256.30 259.10 +3.30 26,886 72,749 +3,984
Jul20 200211 259.00 262.30 258.25 259.90 +3.30 9,348 30,332 -629
Sep20 200211 260.60 263.00 259.00 260.70 +3.30 6,110 17,023 +1,581
Dec20 200211 261.55 263.20 260.15 261.80 +3.30 3,845 14,482 +1,271
Total Volume and Open Interest 146,701 269,394 -1,963
E-mini DJIA Index(CBOT)
Mar20 200211 29237 29395 29162 29229 -16 228,295 101,025 -3,604
Jun20 200211 29195 29358 29143 29202 -14 167 271 +1
Sep20 200211 29169 29289 29150 29169 -14 0 3 +0
Dec20 200211 29126 29175 29126 29126 -14 0 1 +0
Total Volume and Open Interest 228,462 101,300 -3,603
S & P 500(CME)
Mar20 200211 3352.00 3374.00 3350.00 3357.50 +4.50 2,528 39,147 +1,622
Jun20 200211 3357.75 3357.75 3357.75 3357.75 +4.75 13 42 +13
Sep20 200211 3357.50 3357.50 3357.50 3357.50 +5.00      
Dec20 200211 3358.75 3358.75 3358.75 3358.75 +4.50      
Total Volume and Open Interest 2,541 39,263 +1,635
S & P 500 E-Mini(CME)
Mar20 200211 3351.00 3374.50 3349.25 3357.50 +4.50 1,698,940 2,694,926 -8,642
Jun20 200211 3351.50 3374.25 3349.50 3357.75 +4.75 5,312 59,357 +2,747
Sep20 200211 3350.00 3373.75 3349.00 3357.50 +5.00 220 492 +141
Dec20 200211 3358.75 3359.50 3358.75 3358.75 +4.50 0 2,236 +0
Total Volume and Open Interest 1,704,472 2,757,020 -5,754
NASDAQ 100 E-Mini(CME)
Mar20 200211 9525.00 9609.50 9501.25 9527.25 -0.25 592,695 201,930 -3,007
Jun20 200211 9545.00 9627.75 9522.75 9546.75 +0.75 451 1,257 -2
Sep20 200211 9583.75 9637.50 9542.00 9567.00 +0.75 1 43 +0
Total Volume and Open Interest 593,147 203,234 -3,009
S&P Midcap 400(CME) e-Mini
Mar20 200211 2061.30 2085.50 2060.90 2076.70 +16.30 14,158 78,364 +136
Jun20 200211 2082.40 2084.40 2082.40 2082.40 +16.40 1 58 +0
Sep20 200211 2086.50 2086.50 2086.50 2086.50 +16.50      
Total Volume and Open Interest 14,159 78,422 +136
Volatility Index(CBOE)
Feb20 200211 15.65 15.80 15.15 15.63 unch 81,620 115,805 -9,861
Mar20 200211 16.00 16.07 15.65 15.93 -0.05 72,841 180,584 +7,496
Apr20 200211 16.55 16.60 16.20 16.48 unch 19,014 56,984 +1,920
May20 200211 16.55 16.60 16.30 16.58 +0.06 6,371 26,843 -192
Total Volume and Open Interest 189,552 433,889 +1,409
S & P 600(CME)
Mar20 200211 1013.10 1013.10 1013.10 1013.10 +7.50      
Jun20 200211 1013.80 1013.80 1013.80 1013.80 +7.60      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200211 1668.40 1688.50 1667.50 1678.40 +9.40 157,058 490,536 +254
Jun20 200211 1668.30 1689.00 1668.30 1679.80 +9.40 29 690 +7
Sep20 200211 1683.30 1683.30 1683.30 1683.30 +8.90      
Total Volume and Open Interest 157,087 491,226 +261
Nikkei 225(CME)
Mar20 200211 23700 24020 23685 23895 +195 8,833 18,143 -60
Jun20 200211 23725 23860 23550 23750 +185 311 339 +304
Total Volume and Open Interest 9,144 18,482 +244
Nikkei 225(SGX)
Mar20 200211 23670 23915 23555 23875 +210 108,734 171,715 -2,423
Jun20 200211 23405 23705 23405 23705 +210 119 5,245 +38
Sep20 200211 23665 23665 23665 23665 +210 0 10 +0
Total Volume and Open Interest 108,853 210,218 +4,386
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 200211 23685 24010 23670 23885 +200 43,420 52,350 -2,516
Jun20 200211 23680 23805 23680 23700 +200 320 338 +305
Sep20 200211 23635 23635 23635 23635 +200      
Total Volume and Open Interest 43,740 52,713 -2,211
Nikkei 225(CME) e-Mini Yen
Mar20 200211 23890 23980 23890 23890 +200 0 1 +0
Jun20 200211 23700 23700 23700 23700 +200      
Sep20 200211 23640 23640 23640 23640 +200      
Total Volume and Open Interest 0 1 +0
CAC 40(EURONEXT)
Feb20 200211 6066.0 6066.0 6031.0 6054.0 +39.0 59,871 324,828 -4,981
Mar20 200211 6054.5 6059.5 6033.0 6051.0 +38.5 267 17,460 -127
Apr20 200211 6038.5 6038.5 6038.5 6038.5 +38.5      
Total Volume and Open Interest 60,138 408,300 -5,108
Hang Seng Index(HKFE)
Feb20 200211 27120 27622 27042 27565 +471 169,522 103,547 -2,468
Mar20 200211 27110 27615 27049 27561 +470 2,618 14,475 -4
Total Volume and Open Interest 172,486 126,247 -2,351
DAX(EUREX)
Mar20 200211 13530.5 13664.5 13525.5 13642.0 +160.0 91,068 104,579 -2,371
Jun20 200211 13552.5 13666.5 13552.5 13659.5 +159.0 209 1,560 +151
Sep20 200211 13621.5 13643.0 13600.5 13643.0 +159.5 3 102 +3
Total Volume and Open Interest 91,280 106,241 -2,217
Mini-DAX(EUREX)
Mar20 200211 13525.0 13664.0 13521.0 13642.0 +160.0 59,055 14,162 +28
Jun20 200211 13554.0 13681.0 13554.0 13659.5 +159.0 77 998 +7
Sep20 200211 13615.0 13655.0 13580.0 13643.0 +159.5 34 49 +28
Total Volume and Open Interest 59,166 15,209 +63
DJ EuroSTOXX 50(EUREX)
Mar20 200211 3803 3828 3801 3825 +36 1,080,068 3,568,590 +14,960
Jun20 200211 3733 3743 3727 3742 +36 254 98,661 -1,404
Sep20 200211 3703 3729 3703 3729 +36 2 3,041 +1
Total Volume and Open Interest 1,080,324 3,757,334 +13,557
Swiss Market Index(EUREX)
Mar20 200211 11022 11027 10970 11016 +68 37,438 187,564 -1,490
Jun20 200211 10832 10844 10832 10838 +68 146 13,518 +142
Sep20 200211 10796 10816 10794 10806 +68 2 88 +1
Total Volume and Open Interest 37,586 201,170 -1,347
FT-SE 100(EURONEXT)
Mar20 200211 7417.00 7465.00 7411.50 7444.50 +62.00 80,912 716,295 +5,870
Jun20 200211 7320.00 7366.00 7320.00 7363.00 +62.00 10 659 -1
Sep20 200211 7289.50 7289.50 7289.50 7289.50 +61.50 0 8 +0
Total Volume and Open Interest 80,922 717,012 +5,869
SPI 200(SFE)
Mar20 200211 6947.0 7008.0 6929.0 6990.0 +45.0 45,818 417,096 +172
Jun20 200211 6971.0 6971.0 6971.0 6971.0 +45.0 0 6,810 +0
Sep20 200211 6885.0 6885.0 6885.0 6885.0 +45.0      
Total Volume and Open Interest 45,866 425,205 +212
FTSE MIB(ISE)
Mar20 200211 24605.00 24750.00 24520.00 24674.00 +174.00 20,383 130,138 -1,530
Jun20 200211 24000.00 24150.00 23935.00 24077.00 +174.00 81 2,185 +10
Sep20 200211 23917.00 23917.00 23917.00 23917.00 +174.00 0 25 +0
Total Volume and Open Interest 20,464 132,348 -1,520
KOSPI 200(KFE)
Mar20 200211 294.40 301.45 293.55 299.80 +3.00 58,037 309,585 -12,417
Jun20 200211 296.25 301.70 295.75 300.10 +3.45 149 17,393 +64
Sep20 200211 294.80 301.00 294.80 299.95 +8.45 0 1,546 +0
Total Volume and Open Interest 58,186 366,024 -12,151
GSCI(CME)
Feb20 200211 384.40 385.30 382.60 383.20 +1.90 1,910 7,087 -1,887
Mar20 200211 387.65 388.55 385.65 386.30 +1.85 1,907 1,921 +1,906
Apr20 200211 385.60 385.60 385.60 385.60 +1.85      
Total Volume and Open Interest 3,817 9,008 +19
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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