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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu February 20, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200220 896.50 898.00 891.25 892.75 -4.50 133,199 188,052 -22,890
May20 200220 904.50 905.50 899.50 901.00 -4.50 98,530 284,177 +8,760
Jul20 200220 913.75 915.25 909.75 911.00 -4.50 37,133 167,540 +1,946
Aug20 200220 917.50 918.25 912.75 913.75 -5.00 4,390 14,036 +304
Sep20 200220 917.75 918.00 912.25 913.50 -5.25 1,540 16,143 +146
Nov20 200220 921.00 922.25 916.00 917.50 -5.50 16,323 97,594 +3,381
Jan21 200220 924.75 925.25 919.00 920.50 -5.75 3,484 24,802 +743
Mar21 200220 917.75 919.00 911.25 913.00 -6.50 5,535 45,991 +1,966
May21 200220 919.50 920.00 911.50 913.50 -7.25 504 8,686 +108
Jul21 200220 923.75 925.00 916.50 918.75 -7.00 466 7,327 +151
Aug21 200220 920.00 920.00 918.00 918.00 -6.75 0 240 +0
Sep21 200220 913.50 913.50 913.50 913.50 -7.00 0 154 +0
Nov21 200220 918.00 918.25 911.00 913.00 -7.75 414 5,672 +216
Jan22 200220 920.25 920.25 920.25 920.25 -7.75 0 21 +0
Total Volume and Open Interest 301,560 860,488 -5,135
Soybean Meal(CBOT)
Mar20 200220 292.70 293.80 290.80 292.90 -0.10 68,514 103,561 -10,641
May20 200220 298.10 299.10 296.20 298.30 -0.20 66,122 193,692 +2,573
Jul20 200220 303.10 304.10 301.20 303.10 -0.40 20,780 94,861 -103
Aug20 200220 304.60 305.40 302.80 304.20 -0.70 2,629 15,766 +18
Sep20 200220 305.60 305.90 303.40 304.80 -0.90 2,184 15,316 +337
Oct20 200220 305.80 306.40 303.70 305.10 -1.10 1,016 12,847 +75
Dec20 200220 308.90 309.40 306.30 308.20 -0.90 5,414 46,042 +922
Jan21 200220 308.00 309.40 306.20 308.00 -1.10 934 4,144 +132
Mar21 200220 305.80 306.60 304.10 304.80 -1.60 1,319 12,618 -44
May21 200220 305.80 306.30 303.80 304.30 -2.40 253 3,954 +134
Total Volume and Open Interest 169,921 506,777 -6,421
Soybean Oil(CBOT)
Mar20 200220 30.22 30.43 30.04 30.12 -0.22 64,626 84,349 -12,916
May20 200220 30.59 30.79 30.39 30.47 -0.23 48,981 185,733 +2,831
Jul20 200220 30.98 31.15 30.77 30.84 -0.24 18,133 115,010 +434
Aug20 200220 31.18 31.30 30.93 30.98 -0.26 6,408 26,470 +1,513
Sep20 200220 31.35 31.46 31.08 31.14 -0.26 2,300 16,476 +129
Oct20 200220 31.29 31.57 31.20 31.26 -0.27 1,008 12,436 +130
Dec20 200220 31.69 31.90 31.49 31.57 -0.28 5,358 52,348 +830
Jan21 200220 31.75 32.01 31.62 31.71 -0.30 1,293 7,033 -41
Mar21 200220 32.04 32.11 31.70 31.79 -0.29 1,280 9,970 +35
May21 200220 32.13 32.18 31.76 31.87 -0.28 179 3,191 +89
Total Volume and Open Interest 149,664 515,651 -6,958
Canola(WCE)
Mar20 200220 458.4 460.3 457.4 459.3 unch 23,845 32,800 -9,897
May20 200220 467.1 468.8 466.0 468.0 +0.1 23,160 82,412 +6,413
Jul20 200220 474.6 475.5 472.3 474.3 -0.3 5,269 27,799 +1,337
Nov20 200220 483.5 484.1 480.9 482.7 -0.7 2,475 40,230 -931
Jan21 200220 489.5 489.5 486.8 488.8 -1.4 514 2,622 +213
Total Volume and Open Interest 55,330 186,859 -2,839
Corn(CBOT)
Mar20 200220 380.75 381.25 378.00 378.50 -2.00 215,110 343,238 -19,509
May20 200220 385.50 385.75 382.25 382.75 -2.50 130,590 499,969 +10,602
Jul20 200220 388.50 389.00 385.25 385.50 -2.75 53,584 329,677 +7,853
Sep20 200220 386.50 387.00 383.50 384.00 -2.50 21,664 146,063 -1,831
Dec20 200220 391.00 391.50 387.75 388.50 -2.25 27,732 229,987 +6,770
Mar21 200220 399.75 400.25 397.00 398.00 -2.00 1,708 17,442 +632
May21 200220 403.75 404.00 401.00 401.00 -3.25 61 4,301 +23
Jul21 200220 406.00 406.00 403.25 403.50 -2.25 801 17,648 +137
Sep21 200220 396.00 396.00 394.25 394.25 -1.75 82 2,024 +25
Dec21 200220 397.50 398.00 395.00 395.50 -1.75 1,263 16,768 +274
Total Volume and Open Interest 452,619 1,607,877 +4,980
Wheat(CBOT)
Mar20 200220 565.25 567.50 558.25 560.00 -5.25 123,526 96,326 -8,806
May20 200220 562.50 564.75 556.50 559.25 -3.25 105,543 187,817 +7,446
Jul20 200220 561.75 563.50 555.75 558.75 -2.50 40,299 116,134 +2,953
Sep20 200220 566.75 569.25 562.00 564.50 -2.50 17,243 49,543 -636
Dec20 200220 576.00 578.25 571.25 574.25 -2.25 12,370 47,411 +1,185
Mar21 200220 585.25 586.25 579.50 582.50 -2.25 1,214 11,056 +4
Total Volume and Open Interest 301,686 513,909 +2,520
Wheat(KCBT)
Mar20 200220 479.25 481.50 472.25 473.75 -6.00 34,409 43,389 -5,613
May20 200220 486.00 488.50 479.25 481.00 -5.75 34,022 124,527 +4,750
Jul20 200220 493.25 495.25 486.50 488.25 -5.50 13,149 70,148 +1,429
Sep20 200220 502.50 503.00 494.50 496.25 -5.50 3,995 16,577 +19
Dec20 200220 512.00 514.50 506.25 507.75 -5.50 3,307 25,743 +969
Mar21 200220 519.00 519.25 517.50 518.75 -5.25 89 3,666 -21
May21 200220 524.50 524.50 523.00 524.25 -5.00 40 393 +7
Total Volume and Open Interest 89,017 284,730 +1,544
Wheat(MGE)
Mar20 200220 534.75 536.00 529.00 529.50 -6.75 7,672 21,165 -1,768
May20 200220 544.75 545.75 539.50 540.00 -6.50 8,019 27,331 +1,080
Jul20 200220 554.25 554.75 549.00 549.25 -6.00 2,936 11,978 +908
Sep20 200220 563.75 563.75 558.25 558.50 -6.00 420 6,882 +110
Dec20 200220 574.00 574.25 570.50 570.75 -5.25 257 3,794 +75
Mar21 200220 582.50 587.25 582.50 582.50 -5.00 16 1,099 +5
Total Volume and Open Interest 19,320 72,287 +410
Oats(CBOT)
Mar20 200220 304.50 304.50 297.50 298.50 -2.75 792 2,299 -367
May20 200220 302.00 302.75 297.50 299.50 -0.75 603 2,621 +234
Jul20 200220 298.00 298.25 290.75 294.00 +0.25 177 358 +60
Sep20 200220 276.25 276.50 274.00 276.50 -1.50 123 127 +32
Total Volume and Open Interest 1,869 5,742 +47
Rough Rice(CBOT)
Mar20 200220 13.42 13.52 13.38 13.44 +0.01 1,528 4,268 -762
May20 200220 13.64 13.74 13.59 13.65 +0.01 1,369 7,469 +915
Jul20 200220 13.55 13.56 13.52 13.52 -0.02 168 612 -94
Sep20 200220 12.00 12.09 12.00 12.07 unch 42 1,166 +9
Total Volume and Open Interest 3,107 13,516 +68
Live Cattle(CME)
Feb20 200220 121.535 121.535 119.900 120.100 -1.200 1,249 6,459 -848
Apr20 200220 120.785 120.800 118.980 119.150 -1.650 21,692 142,045 +150
Jun20 200220 112.400 112.450 110.785 110.930 -1.370 10,655 91,460 +45
Aug20 200220 111.180 111.180 109.680 109.850 -1.150 6,975 51,987 -449
Oct20 200220 114.450 114.580 113.230 113.500 -0.830 4,457 28,316 +786
Dec20 200220 118.500 118.600 117.400 117.785 -0.695 1,967 13,390 +226
Total Volume and Open Interest 47,744 338,621 +151
Feeder Cattle(CME)
Mar20 200220 140.950 141.330 139.535 140.800 +0.015 4,434 17,357 -388
Apr20 200220 143.130 143.250 141.400 142.535 -0.500 3,026 14,599 +49
May20 200220 144.380 144.535 142.435 143.580 -0.800 2,062 11,825 +408
Aug20 200220 151.785 151.985 149.785 151.050 -0.735 1,362 9,163 +137
Sep20 200220 152.750 153.235 151.100 152.350 -0.730 522 2,689 +47
Oct20 200220 153.750 153.880 151.935 153.080 -0.820 191 1,158 +59
Nov20 200220 153.880 153.880 152.050 153.000 -0.800 47 450 +13
Total Volume and Open Interest 11,649 57,266 +329
Lean Hogs(CME)
Apr20 200220 66.900 67.250 66.100 66.885 -0.695 22,223 120,665 -490
May20 200220 75.500 75.580 74.250 74.480 -0.820 108 1,682 +9
Jun20 200220 82.200 82.750 81.400 81.950 -1.230 8,113 52,826 +781
Jul20 200220 83.300 83.700 82.450 83.080 -0.920 5,040 29,361 +122
Aug20 200220 82.850 82.850 81.800 82.550 -0.700 4,583 30,733 +490
Oct20 200220 71.000 71.135 70.080 70.900 -0.580 4,016 33,275 +207
Dec20 200220 65.930 65.930 64.900 65.750 -0.400 1,580 15,810 +714
Feb21 200220 68.850 69.050 68.225 69.000 -0.250 217 3,628 +70
Total Volume and Open Interest 45,920 289,176 +1,910
Class III Milk(CME)
Feb20 200220 16.98 17.02 16.95 16.95 -0.02 82 2,794 +53
Mar20 200220 16.77 16.85 16.64 16.66 -0.11 472 3,451 +42
Apr20 200220 16.81 16.91 16.70 16.72 -0.13 369 2,244 -18
May20 200220 16.99 17.04 16.85 16.88 -0.15 218 1,789 +8
Jun20 200220 17.26 17.30 17.10 17.12 -0.15 72 1,689 +21
Jul20 200220 17.60 17.60 17.38 17.40 -0.20 47 911 +25
Aug20 200220 17.51 17.56 17.51 17.51 -0.22 58 831 +38
Sep20 200220 17.77 17.79 17.61 17.63 -0.14 48 969 +34
Oct20 200220 17.64 17.71 17.56 17.60 -0.09 37 711 +26
Nov20 200220 17.55 17.55 17.48 17.48 -0.16 77 735 +45
Dec20 200220 17.24 17.28 17.23 17.25 -0.10 31 744 +4
Jan21 200220 17.01 17.01 16.99 17.01 -0.11 9 325 +9
Feb21 200220 16.99 16.99 16.97 16.99 -0.11 9 247 +9
Total Volume and Open Interest 1,565 18,030 +305
Cocoa(ICE)
Mar20 200220 2925 2939 2925 2939 +14 11 703 -3
May20 200220 2847 2878 2821 2860 +13 19,871 136,961 -777
Jul20 200220 2854 2882 2833 2868 +10 9,715 77,679 -1,074
Sep20 200220 2836 2858 2814 2848 +10 5,368 48,585 +614
Dec20 200220 2745 2767 2725 2756 +7 2,225 48,914 -224
Mar21 200220 2676 2700 2662 2690 +5 466 20,763 -24
May21 200220 2640 2660 2640 2660 +7 174 6,885 -8
Total Volume and Open Interest 37,915 344,225 -1,501
Coffee "C"(ICE)
Mar20 200220 107.05 107.05 103.60 103.60 -3.20 14,616 10,596 -6,144
May20 200220 108.85 108.85 104.80 104.95 -4.05 52,072 112,761 +724
Jul20 200220 111.15 111.15 107.00 107.10 -4.05 17,804 64,264 +3,116
Sep20 200220 112.95 112.95 108.95 109.05 -4.05 11,050 36,951 +269
Dec20 200220 115.35 115.50 111.55 111.65 -4.15 7,221 27,958 +2,540
Mar21 200220 117.65 117.75 113.85 113.95 -4.35 1,345 13,874 +414
Total Volume and Open Interest 105,007 289,352 +1,167
Orange Juice(ICE)
Mar20 200220 100.60 100.60 97.60 98.45 -1.95 1,751 8,572 -1,238
May20 200220 102.40 102.40 99.55 100.30 -1.90 1,685 8,652 +1,438
Jul20 200220 104.70 104.70 102.50 103.15 -2.05 102 1,215 +4
Sep20 200220 107.45 107.45 105.70 106.20 -2.10 55 534 +4
Nov20 200220 109.75 109.75 108.85 109.30 -2.05 37 349 +13
Jan21 200220 112.15 112.40 112.05 112.40 -2.05 21 279 +20
Total Volume and Open Interest 3,651 19,660 +241
Sugar #11(ICE)
Mar20 200220 15.61 15.66 15.36 15.40 -0.18 86,791 128,805 -35,311
May20 200220 15.12 15.14 14.88 14.94 -0.14 81,347 446,440 +6,774
Jul20 200220 14.86 14.93 14.74 14.77 -0.11 30,863 267,622 +3,787
Oct20 200220 14.81 14.85 14.69 14.73 -0.09 22,000 197,993 +2,650
Mar21 200220 14.91 15.00 14.88 14.90 -0.06 9,013 95,138 +1,107
May21 200220 14.40 14.47 14.35 14.38 -0.06 2,183 23,866 +569
Jul21 200220 14.00 14.04 13.91 13.93 -0.05 1,841 33,357 +489
Oct21 200220 13.86 13.96 13.83 13.86 -0.03 1,123 28,657 +627
Total Volume and Open Interest 235,557 1,241,072 -19,224
London Cocoa(LCE)
Mar20 200220 1990 2009 1987 2005 +17 2,716 50,287 -577
May20 200220 2028 2053 2024 2049 +23 10,606 74,110 -1,712
Jul20 200220 2030 2049 2026 2042 +13 5,296 50,249 -955
Sep20 200220 1998 2014 1991 2007 +9 2,639 44,186 +278
Dec20 200220 1884 1900 1876 1891 +7 2,037 57,339 +841
Mar21 200220 1819 1835 1813 1826 +7 754 30,249 +28
May21 200220 1810 1816 1805 1812 +9 258 6,431 +3
Total Volume and Open Interest 24,383 321,035 -2,054
London Sugar(LCE)
May20 200220 422.60 423.90 418.90 419.70 -2.30 6,725 62,504 +1,134
Aug20 200220 415.40 415.90 411.80 412.40 -2.00 3,506 40,770 +363
Oct20 200220 407.60 408.00 404.60 405.30 -1.60 2,347 11,981 +383
Dec20 200220 407.20 407.40 404.40 405.00 -1.70 406 7,570 +14
Mar21 200220 406.40 406.70 403.50 404.40 -1.90 77 3,935 +29
Total Volume and Open Interest 13,165 128,068 +1,989
Cotton(ICE)
Mar20 200220 68.40 68.80 67.73 68.75 +0.27 10,513 13,317 -5,578
May20 200220 69.80 69.81 68.88 69.37 -0.28 30,844 105,345 -1,065
Jul20 200220 70.51 70.59 69.73 70.24 -0.23 9,748 43,736 +1,045
Oct20 200220 69.64 69.64 69.64 69.64 +0.02 2 36 +1
Dec20 200220 70.30 70.35 69.57 70.04 -0.20 3,569 36,750 +579
Mar21 200220 70.83 70.83 70.23 70.70 -0.07 357 5,644 +16
Total Volume and Open Interest 55,199 206,890 -4,976
Lumber(CME)
Mar20 200220 465.0 468.3 460.7 463.0 +2.7 219 1,821 -29
May20 200220 471.8 477.7 469.7 472.9 +3.7 130 1,557 +39
Jul20 200220 462.5 469.0 462.5 467.6 +3.8 6 514 +3
Sep20 200220 453.7 455.0 453.1 453.8 +3.0 2 333 +0
Nov20 200220 429.4 430.4 429.3 429.4 +2.0 0 72 +0
Jan21 200220 427.7 427.7 427.7 427.7 +1.8 0 1 +0
Mar21 200220 426.2 426.2 426.2 426.2 +1.8      
Total Volume and Open Interest 357 4,298 +13
Crude Oil(NYM)
Mar20 200220 53.50 54.50 53.22 53.78 +0.49 221,774 49,517 -35,868
Apr20 200220 53.70 54.66 53.44 53.88 +0.39 723,143 412,482 +21,875
May20 200220 53.88 54.82 53.68 54.06 +0.32 121,470 205,438 -858
Jun20 200220 54.01 54.90 53.83 54.13 +0.23 86,010 215,299 +1,757
Jul20 200220 54.05 54.86 53.89 54.10 +0.15 30,128 131,546 +2,429
Aug20 200220 54.02 54.71 53.74 53.98 +0.08 19,425 85,107 +2,348
Sep20 200220 54.10 54.55 53.70 53.81 +0.03 24,518 114,527 -1,022
Oct20 200220 53.77 54.30 53.53 53.63 unch 8,199 83,445 -735
Nov20 200220 53.78 54.17 53.45 53.48 -0.02 5,364 69,159 +506
Dec20 200220 53.51 54.05 53.08 53.32 -0.04 48,450 257,510 +2,437
Jan21 200220 53.31 53.70 52.97 53.15 -0.05 3,035 54,370 -482
Feb21 200220 53.01 53.60 52.86 52.97 -0.07 2,368 27,920 +212
Mar21 200220 53.00 53.26 52.76 52.82 -0.07 4,251 36,443 -11
Apr21 200220 53.00 53.00 52.62 52.68 -0.08 353 17,907 -80
May21 200220 52.57 52.57 52.51 52.57 -0.07 197 16,692 -2
Jun21 200220 52.62 53.14 52.23 52.48 -0.06 7,378 60,486 +245
Total Volume and Open Interest 1,323,244 2,138,168 -6,832
e-miNY Crude Oil(NYM)
Apr20 200220 53.675 54.700 53.450 53.875 +0.375 12,124 2,881 +1,114
May20 200220 53.900 54.800 53.675 54.050 +0.300 413 527 +184
Jun20 200220 53.975 54.800 53.875 54.125 +0.225 90 450 +37
Jul20 200220 54.050 54.800 53.950 54.100 +0.150 28 24 +4
Aug20 200220 54.050 54.600 53.975 53.975 +0.075 37 77 +2
Sep20 200220 53.975 54.350 53.800 53.800 +0.025 7 64 +1
Oct20 200220 53.625 53.625 53.625 53.625 unch 6 33 +2
Nov20 200220 53.500 54.075 53.475 53.475 -0.025 2 35 -1
Dec20 200220 53.400 54.050 53.100 53.325 -0.025 141 151 +2
Jan21 200220 53.750 53.750 53.150 53.150 -0.050 1 8 +0
Total Volume and Open Interest 29,484 6,679 +903
NY Harbor ULSD(NYM)
Mar20 200220 170.68 171.83 168.73 169.76 -0.92 61,142 56,026 -9,001
Apr20 200220 170.23 171.40 168.26 169.28 -0.93 72,740 113,742 +3,826
May20 200220 169.80 171.08 167.96 168.97 -0.90 35,949 47,906 -54
Jun20 200220 169.78 171.09 167.98 168.98 -0.93 34,079 47,724 +789
Jul20 200220 170.40 171.44 168.35 169.35 -0.96 9,892 24,484 +606
Aug20 200220 170.45 172.04 169.05 170.02 -0.99 7,487 15,754 +693
Sep20 200220 171.67 172.87 169.89 170.86 -1.06 9,240 15,805 +1,590
Oct20 200220 172.65 173.36 171.02 171.66 -1.13 4,739 9,912 +1,420
Nov20 200220 173.24 174.14 172.06 172.41 -1.13 2,031 8,048 +328
Dec20 200220 173.89 174.94 171.97 172.93 -1.14 8,306 27,946 +921
Jan21 200220 174.19 175.29 173.33 173.46 -1.12 1,470 11,240 +414
Feb21 200220 175.00 175.33 173.53 173.60 -1.10 1,184 4,131 +166
Mar21 200220 173.70 174.00 172.99 173.11 -1.13 1,213 2,853 +475
Apr21 200220 173.35 174.00 172.07 172.15 -1.16 245 2,100 +29
Total Volume and Open Interest 250,794 409,801 +2,139
RBOB Gasoline(NYM)
Mar20 200220 167.17 168.79 165.44 166.97 +0.64 62,358 62,121 -12,245
Apr20 200220 179.13 180.33 177.11 178.45 +0.26 99,334 126,906 +3,681
May20 200220 177.94 179.46 176.15 177.50 +0.03 37,920 64,650 +2,883
Jun20 200220 176.36 177.80 174.64 175.84 -0.06 22,353 43,881 +1,995
Jul20 200220 174.16 175.81 172.54 173.85 -0.14 6,712 30,558 +194
Aug20 200220 171.23 172.98 170.25 171.23 -0.18 3,891 13,206 +475
Sep20 200220 168.00 169.76 167.23 167.92 -0.24 7,716 18,648 +498
Oct20 200220 154.77 155.75 153.20 154.24 -0.14 1,412 8,105 +8
Nov20 200220 151.54 152.08 150.14 150.72 -0.13 778 5,744 +50
Dec20 200220 149.25 149.78 147.47 148.26 -0.11 1,555 21,104 -36
Total Volume and Open Interest 244,600 400,089 -2,354
e-miNY RBOB Gasoline(NYM)
Mar20 200220 166.97 166.97 166.97 166.97 +0.64 1 1 -1
Apr20 200220 178.45 178.45 178.45 178.45 +0.26      
May20 200220 177.50 177.50 177.50 177.50 +0.03      
Jun20 200220 175.84 175.84 175.84 175.84 -0.06      
Total Volume and Open Interest 1 1 -1
Natural Gas(NYM)
Mar20 200220 1.967 2.025 1.907 1.920 -0.035 322,723 139,246 -44,787
Apr20 200220 1.973 2.024 1.919 1.931 -0.040 269,465 429,523 +25,184
May20 200220 2.011 2.060 1.962 1.974 -0.034 101,897 210,226 +5,496
Jun20 200220 2.057 2.104 2.014 2.025 -0.033 57,111 67,321 +3,698
Jul20 200220 2.116 2.156 2.078 2.089 -0.029 53,868 94,663 -2,960
Aug20 200220 2.143 2.181 2.107 2.119 -0.027 25,509 36,236 -941
Sep20 200220 2.142 2.179 2.111 2.121 -0.027 21,358 94,273 +3,095
Oct20 200220 2.174 2.214 2.146 2.157 -0.026 38,028 97,930 +2,612
Nov20 200220 2.287 2.316 2.261 2.271 -0.025 6,671 28,579 +197
Dec20 200220 2.483 2.502 2.456 2.465 -0.028 5,337 31,105 +354
Jan21 200220 2.605 2.611 2.566 2.575 -0.031 16,378 53,987 +146
Feb21 200220 2.565 2.575 2.531 2.541 -0.029 3,358 19,075 -246
Mar21 200220 2.463 2.470 2.434 2.444 -0.024 6,818 31,485 +96
Apr21 200220 2.215 2.216 2.190 2.201 -0.015 5,311 31,318 -11
May21 200220 2.191 2.193 2.170 2.181 -0.014 1,295 11,975 +589
Jun21 200220 2.226 2.226 2.205 2.216 -0.014 783 8,322 +45
Total Volume and Open Interest 938,751 1,448,022 -6,694
Brent Crude Oil(ICE)
Apr20 200220 59.31 60.00 58.90 59.31 +0.19 249,196 246,635 -19,057
May20 200220 58.89 59.56 58.47 58.80 +0.08 198,320 426,799 +26,553
Jun20 200220 58.75 59.34 58.29 58.57 -0.01 169,378 327,460 +15,570
Jul20 200220 58.47 59.05 57.98 58.27 -0.08 64,912 182,610 +2,298
Aug20 200220 58.31 58.88 57.82 58.10 -0.14 44,897 148,310 -792
Sep20 200220 58.20 58.75 57.70 57.98 -0.16 55,847 150,297 -9,992
Oct20 200220 58.07 58.61 57.58 57.86 -0.16 27,742 93,018 -4,806
Nov20 200220 57.96 58.47 57.48 57.74 -0.14 15,657 69,573 -583
Dec20 200220 57.76 58.31 57.32 57.61 -0.12 75,217 283,822 -860
Jan21 200220 57.25 57.97 57.25 57.50 -0.11 2,666 63,497 +49
Feb21 200220 57.88 57.88 57.41 57.41 -0.10 2,172 43,567 -61
Mar21 200220 57.87 57.87 57.33 57.33 -0.10 5,098 41,449 -441
Apr21 200220 57.36 57.82 57.25 57.25 -0.11 2,256 25,133 +1,022
May21 200220 57.15 57.15 57.15 57.15 -0.11 640 20,792 -10
Total Volume and Open Interest 953,317 2,581,506 +13,169
Gas Oil(ICE)
Mar20 200220 518.75 523.75 513.25 519.00 +2.00 102,278 173,023 -8,205
Apr20 200220 517.75 522.00 511.50 517.25 +1.50 96,632 154,494 -623
May20 200220 517.00 520.75 510.50 516.25 +1.50 51,625 111,055 +6,036
Jun20 200220 516.25 519.75 509.50 515.50 +1.25 52,636 103,247 +2,428
Jul20 200220 517.75 520.75 510.25 516.25 +1.00 14,051 52,528 +280
Aug20 200220 520.50 521.75 513.25 517.75 +0.75 6,895 31,362 -254
Sep20 200220 521.00 523.50 513.75 519.50 +0.50 6,860 36,244 -757
Oct20 200220 523.50 525.25 517.00 521.50 +0.50 3,617 31,304 -603
Nov20 200220 521.00 525.00 515.50 521.25 +0.25 2,456 17,648 +864
Dec20 200220 521.75 524.50 515.00 520.50 +0.25 19,155 68,947 +1,587
Total Volume and Open Interest 364,950 907,752 +1,889
Ethanol(CBOT)
Mar20 200220 1.358 1.358 1.334 1.334 -0.024 139 190 -73
Apr20 200220 1.362 1.362 1.350 1.350 -0.024 141 267 +19
May20 200220 1.367 1.367 1.367 1.367 -0.022 0 41 +0
Jun20 200220 1.367 1.367 1.367 1.367 -0.022      
Jul20 200220 1.367 1.367 1.367 1.367 -0.022      
Aug20 200220 1.367 1.367 1.367 1.367 -0.022      
Sep20 200220 1.367 1.367 1.367 1.367 -0.022      
Oct20 200220 1.367 1.367 1.367 1.367 -0.022      
Total Volume and Open Interest 280 498 -54
WTI Crude Oil(ICE)
Apr20 200220 53.68 54.63 53.45 53.88 +0.39 55,207 78,661 +591
May20 200220 53.94 54.80 53.70 54.06 +0.32 39,660 56,442 +713
Jun20 200220 54.07 54.87 53.85 54.13 +0.23 34,860 83,722 -1,918
Jul20 200220 54.10 54.82 53.91 54.10 +0.15 9,919 25,833 +894
Aug20 200220 54.26 54.70 53.90 53.98 +0.08 7,613 18,960 +2,046
Sep20 200220 54.09 54.52 53.69 53.81 +0.03 6,126 31,213 -658
Oct20 200220 53.67 54.19 53.63 53.63 unch 2,175 14,778 -128
Nov20 200220 53.53 54.01 53.48 53.48 -0.02 856 10,915 +27
Dec20 200220 53.36 53.95 53.18 53.32 -0.04 10,168 95,666 +406
Jan21 200220 53.39 53.39 53.15 53.15 -0.05 93 7,869 -29
Feb21 200220 52.97 52.97 52.97 52.97 -0.07 179 4,374 +41
Mar21 200220 52.82 52.82 52.82 52.82 -0.07 212 6,344 -23
Apr21 200220 52.68 52.68 52.68 52.68 -0.08 53 3,667 -9
May21 200220 52.57 52.57 52.57 52.57 -0.07 34 3,340 +27
Jun21 200220 52.69 52.89 52.48 52.48 -0.06 1,226 25,258 +44
Jul21 200220 52.35 52.35 52.35 52.35 -0.06 2 5,010 +1
Total Volume and Open Interest 192,694 608,437 -6,246
US Dollar Index(ICE)
Mar20 200220 99.470 99.815 99.445 99.775 +0.177 13,756 47,109 -386
Jun20 200220 99.175 99.440 99.175 99.405 +0.177 120 1,213 +40
Sep20 200220 99.000 99.050 98.900 99.050 +0.178 0 126 +0
Total Volume and Open Interest 13,879 48,471 -344
Australian Dollar(CME)
Mar20 200220 66.78 66.99 66.13 66.17 -0.59 125,741 178,662 +4,794
Jun20 200220 66.91 67.07 66.26 66.29 -0.58 2,643 3,670 +1,716
Sep20 200220 66.66 67.11 66.38 66.40 -0.58 16 94 -1
Total Volume and Open Interest 135,646 187,455 +9,898
British Pound(CME)
Mar20 200220 129.29 129.37 128.57 128.89 -0.40 140,102 210,795 +2,492
Jun20 200220 129.67 129.67 128.88 129.20 -0.40 677 3,562 +42
Sep20 200220 129.47 129.47 129.28 129.47 -0.41 2 1,154 -2
Total Volume and Open Interest 144,162 216,933 +1,098
Canadian Dollar(CME)
Mar20 200220 75.63 75.69 75.36 75.40 -0.20 92,174 155,193 +520
Jun20 200220 75.66 75.69 75.37 75.40 -0.20 973 5,304 +204
Sep20 200220 75.42 75.67 75.39 75.39 -0.21 3 890 +3
Dec20 200220 75.40 75.50 75.38 75.38 -0.21 26 1,308 +10
Total Volume and Open Interest 94,076 163,320 -685
Japanese Yen(CME)
Mar20 200220 90.03 90.10 89.21 89.35 -0.40 168,456 200,316 +5,594
Jun20 200220 90.46 90.55 89.66 89.79 -0.41 403 1,882 +26
Sep20 200220 90.31 90.90 90.15 90.22 -0.41 61 247 +56
Total Volume and Open Interest 170,578 203,631 +5,461
Swiss Franc(CME)
Mar20 200220 101.81 102.04 101.70 101.78 +0.02 36,627 52,347 +1,870
Jun20 200220 102.53 102.68 102.35 102.42 +0.02 22 131 +5
Sep20 200220 103.00 103.15 103.00 103.05 +0.02 28 41 +28
Total Volume and Open Interest 36,677 52,520 +1,903
EuroFX(CME)
Mar20 200220 108.22 108.37 107.93 108.05 -0.09 313,856 600,965 -2,816
Jun20 200220 108.84 108.96 108.53 108.64 -0.09 2,358 11,762 +491
Sep20 200220 109.25 109.52 109.13 109.21 -0.10 197 1,325 +21
Total Volume and Open Interest 318,858 617,487 -1,905
Mexican Peso(CME)
Mar20 200220 536.50 537.13 528.50 529.38 -7.38 55,562 298,511 -5,344
Apr20 200220 527.25 527.25 526.75 527.25 -7.38 0 25 +0
Total Volume and Open Interest 55,635 301,797 -5,324
Brazilian Real(CME)
Mar20 200220 228.75 229.40 227.30 227.50 -1.30 6,810 51,463 -729
Apr20 200220 228.10 228.85 226.95 227.15 -1.30 134 720 +80
May20 200220 226.90 228.45 226.90 226.90 -1.35      
Jun20 200220 226.70 228.40 226.50 226.65 -1.25 0 4 +0
Total Volume and Open Interest 6,944 52,307 -649
30-Year T-Bonds(CBOT)
Mar20 200220 163~010 164~080 162~200 163~300 +0~310 399,309 1,142,502 +2,431
Jun20 200220 161~310 163~090 161~220 163~000 +0~310 39,400 158,919 +31,231
Sep20 200220 161~040 161~310 161~040 161~310 +0~310 0 1 +0
Total Volume and Open Interest 438,709 1,301,422 +33,662
10-Year T-Notes(CBOT)
Mar20 200220 131~030 131~190 130~300 131~140 +0~115 1,883,347 3,989,340 -16,182
Jun20 200220 130~305 131~150 130~265 131~105 +0~120 97,136 295,158 +44,135
Sep20 200220 130~290 130~290 130~290 130~290 +0~120      
Total Volume and Open Interest 1,980,483 4,284,498 +27,953
5-Year T-Notes(CBOT)
Mar20 200220 119~276 120~044 119~250 120~014 +0~060 953,836 4,279,507 -28,382
Jun20 200220 120~074 120~176 120~054 120~146 +0~064 164,573 489,900 +69,786
Sep20 200220 120~146 120~146 120~146 120~146 +0~064      
Total Volume and Open Interest 1,118,409 4,769,407 +41,404
2 Year T-Notes(CBOT)
Mar20 200220 107~312 108~016 107~302 108~007 +0~020 550,653 3,420,746 -66,325
Jun20 200220 108~045 108~076 108~037 108~067 +0~022 97,939 534,482 +49,935
Sep20 200220 108~067 108~067 108~067 108~067 +0~022      
Total Volume and Open Interest 648,592 3,955,228 -16,390
Eurodollars(CME)
Mar20 200220 98.332 98.353 98.327 98.348 +0.015 327,225 1,532,858 +17,829
Jun20 200220 98.455 98.495 98.445 98.485 +0.030 330,069 1,504,918 +32,475
Sep20 200220 98.535 98.590 98.520 98.570 +0.035 237,858 1,233,302 -4,744
Dec20 200220 98.575 98.630 98.555 98.610 +0.035 277,660 1,250,216 +6,426
Mar21 200220 98.675 98.735 98.655 98.715 +0.040 219,762 1,003,207 -32,397
Jun21 200220 98.700 98.765 98.680 98.745 +0.045 170,078 1,010,631 -2,632
Sep21 200220 98.725 98.790 98.700 98.765 +0.050 132,004 803,970 -10,695
Dec21 200220 98.705 98.775 98.680 98.750 +0.050 145,416 730,333 +9,175
Mar22 200220 98.710 98.775 98.690 98.755 +0.050 85,815 493,317 +2,373
Jun22 200220 98.695 98.760 98.675 98.740 +0.050 68,009 344,305 +100
Sep22 200220 98.680 98.750 98.660 98.725 +0.050 57,486 259,635 +212
Dec22 200220 98.655 98.720 98.630 98.695 +0.050 63,720 272,396 +2,894
Mar23 200220 98.645 98.715 98.625 98.690 +0.050 34,026 278,689 -7,278
Jun23 200220 98.630 98.700 98.610 98.675 +0.050 31,349 138,550 +4,516
Sep23 200220 98.605 98.680 98.595 98.660 +0.050 25,567 125,002 +1,380
Dec23 200220 98.585 98.655 98.565 98.630 +0.050 21,929 109,037 +126
Mar24 200220 98.560 98.640 98.555 98.615 +0.050 17,385 98,783 -491
Jun24 200220 98.550 98.615 98.530 98.595 +0.055 17,454 47,578 -340
Total Volume and Open Interest 2,346,224 11,545,299 +28,252
Ultra T-Bond(CBOT)
Mar20 200220 193~30 196~02 193~11 195~13 +1~19 166,612 1,094,148 -19,634
Jun20 200220 194~17 196~26 194~03 196~05 +1~20 35,190 176,918 +28,792
Sep20 200220 196~05 196~05 196~05 196~05 +1~20      
Total Volume and Open Interest 201,802 1,271,066 +9,158
Ultra 10-Yr T-Note(CBOT)
Mar20 200220 145~005 145~250 144~250 145~180 +0~185 181,119 938,397 -9,949
Jun20 200220 144~215 145~165 144~165 145~090 +0~185 9,298 17,980 +3,295
Sep20 200220 145~090 145~090 145~090 145~090 +0~185      
Total Volume and Open Interest 190,417 956,377 -6,654
30 Day Federal Funds(CBOT)
Feb20 200220 98.418 98.418 98.415 98.415 -0.003 33,313 373,503 -8,005
Mar20 200220 98.430 98.430 98.420 98.425 unch 18,538 204,291 -6,120
Apr20 200220 98.430 98.440 98.425 98.430 unch 56,660 346,806 +15,096
May20 200220 98.475 98.495 98.470 98.485 +0.010 52,549 257,661 +3,134
Jun20 200220 98.520 98.550 98.515 98.535 +0.015 26,952 90,343 +6,707
Jul20 200220 98.550 98.585 98.540 98.570 +0.025 36,165 135,228 +2,961
Total Volume and Open Interest 316,919 1,894,579 +33,471
Japanese Govt Bonds(SGX)
Mar20 200220 152.74 152.78 152.57 152.65 -0.10 825 15,150 +43
Jun20 200220 152.70 152.70 152.66 152.66 -0.10      
Sep20 200220 152.66 152.66 152.66 152.66 -0.10      
Total Volume and Open Interest 825 15,150 +43
Euro-Buxl(EUREX)
Mar20 200220 209.34 211.62 209.08 211.14 +1.78 68,118 266,294 +10,612
Jun20 200220 208.32 209.80 208.32 209.56 +1.78 1,053 17,594 +1,053
Sep20 200220 213.14 213.14 213.14 213.14 +1.78      
Total Volume and Open Interest 69,171 283,888 +11,665
Euro-Bund(EUREX)
Mar20 200220 174.55 175.12 174.51 174.96 +0.30 761,810 1,602,610 +140,125
Jun20 200220 171.82 172.35 171.77 172.21 +0.30 8,664 62,320 -2,048
Sep20 200220 174.46 174.46 174.46 174.46 +0.30 0 38 +0
Total Volume and Open Interest 770,474 1,664,968 +138,077
Euro-Bobl(EUREX)
Mar20 200220 134.71 134.84 134.71 134.78 +0.03 459,128 1,228,908 +79,121
Jun20 200220 135.01 135.09 134.98 135.03 +0.03 7,839 33,844 +7,085
Sep20 200220 134.67 134.67 134.67 134.67 +0.03 0 324 +0
Total Volume and Open Interest 466,967 1,263,076 +86,206
Euro-Schatz(EUREX)
Mar20 200220 112.03 112.04 112.02 112.03 unch 286,546 1,593,907 +87,754
Jun20 200220 112.04 112.05 112.04 112.04 unch 7,939 13,742 +7,278
Sep20 200220 112.03 112.03 112.03 112.03 unch      
Total Volume and Open Interest 294,485 1,607,649 +95,032
3-Mth Euribor(EUREX)
Mar20 200220 100.415 100.415 100.415 100.415 unch 0 1,579 +0
Jun20 200220 100.435 100.435 100.435 100.435 unch 0 740 +0
Sep20 200220 100.450 100.450 100.445 100.445 unch 0 609 +0
Total Volume and Open Interest 0 5,160 +0
Long Gilt(LIFFE)
Mar20 200220 134~02 134~10 133~29 134~06 +0~09 196,158 656,265 -1,514
Jun20 200220 133~09 133~16 133~05 133~14 +0~10 410 9,542 +178
Total Volume and Open Interest 196,568 665,807 -1,336
3-Mth Short Sterling(LIFFE)
Mar20 200220 99.26 99.28 99.26 99.27 unch 104,786 666,582 +352
Jun20 200220 99.33 99.34 99.32 99.33 +0.00 74,525 670,074 -15,859
Sep20 200220 99.37 99.39 99.36 99.38 +0.00 42,397 586,769 -1,418
Dec20 200220 99.38 99.39 99.37 99.38 +0.00 44,132 680,838 -2,660
Mar21 200220 99.39 99.41 99.39 99.40 +0.01 50,815 419,122 -996
Jun21 200220 99.39 99.41 99.39 99.40 +0.01 44,046 309,660 -3,562
Total Volume and Open Interest 568,541 4,624,604 -16,641
3-Mth Euribor(LIFFE)
Mar20 200220 100.410 100.415 100.410 100.415 unch 38,073 544,871 +4,251
Jun20 200220 100.430 100.435 100.430 100.435 unch 47,366 385,663 -2,779
Sep20 200220 100.450 100.455 100.445 100.450 unch 30,491 492,833 +574
Total Volume and Open Interest 564,683 4,016,572 +15,152
3-Mth Aus T-Bills(SFE)
Mar20 200220 99.10 99.12 99.09 99.12 +0.02 47,100 170,539 -7,102
Jun20 200220 99.20 99.24 99.18 99.23 +0.03 31,645 186,562 -2,307
Sep20 200220 99.31 99.35 99.29 99.34 +0.02 20,716 195,979 +1,562
Dec20 200220 99.31 99.35 99.30 99.34 +0.02 14,168 161,874 +63
Mar21 200220 99.33 99.37 99.31 99.35 +0.02 11,464 137,335 +714
Jun21 200220 99.31 99.36 99.30 99.35 +0.03 6,770 84,624 +101
Sep21 200220 99.31 99.35 99.29 99.34 +0.03 4,678 62,341 -266
Dec21 200220 99.28 99.34 99.27 99.31 +0.02 2,347 38,972 +745
Mar22 200220 99.31 99.31 99.31 99.31 +0.03 147 1,916 -130
Jun22 200220 99.31 99.31 99.29 99.29 +0.03 33 1,485 -33
Total Volume and Open Interest 139,068 1,042,839 -6,653
10-Year Aus T-Bonds(SFE)
Mar20 200220 98.97 99.02 98.95 99.00 +0.03 165,457 1,276,981 +16,372
Jun20 200220 98.98 99.00 98.98 99.00 +0.03 297 1,005 +297
Total Volume and Open Interest 165,754 1,277,986 +16,669
3-Year Aus T-Bonds(SFE)
Mar20 200220 99.28 99.34 99.26 99.32 +0.04 165,075 1,175,206 +20,141
Jun20 200220 99.35 99.35 99.35 99.35 +0.04 0 10 +0
Total Volume and Open Interest 165,075 1,175,216 +20,141
Gold(CMX)
Feb20 200220 1606.5 1621.0 1603.0 1616.6 +9.1 310 542 -157
Apr20 200220 1615.0 1626.5 1606.6 1620.5 +8.7 414,235 527,902 +19,845
Jun20 200220 1620.0 1632.0 1612.6 1626.2 +8.7 17,652 98,323 +4,598
Aug20 200220 1625.0 1636.5 1618.2 1631.5 +8.8 1,260 30,728 +774
Oct20 200220 1629.0 1641.1 1629.0 1636.2 +8.8 561 9,812 +133
Dec20 200220 1634.0 1645.5 1627.7 1640.8 +8.6 1,620 32,872 +928
Feb21 200220 1636.9 1648.5 1636.8 1645.6 +8.6 1,007 8,436 +482
Apr21 200220 1641.4 1651.9 1641.4 1649.8 +8.6 70 707 +21
Jun21 200220 1653.6 1653.6 1653.6 1653.6 +8.5 57 2,129 +50
Aug21 200220 1658.0 1658.0 1658.0 1658.0 +8.5 0 3 +0
Oct21 200220 1661.9 1661.9 1661.9 1661.9 +8.5      
Dec21 200220 1665.9 1665.9 1665.9 1665.9 +8.5 128 1,012 +106
Total Volume and Open Interest 439,596 715,317 +26,921
Silver(CMX)
Mar20 200220 1842.5 1844.0 1820.5 1831.9 +0.8 129,962 109,213 -2,125
May20 200220 1849.5 1851.5 1828.5 1840.4 +0.9 29,479 86,480 +5,402
Jul20 200220 1856.0 1857.0 1838.0 1847.7 +0.9 3,163 22,755 +655
Sep20 200220 1860.0 1862.5 1843.0 1854.3 +0.9 1,230 7,387 +169
Dec20 200220 1871.0 1872.0 1852.0 1863.7 +0.9 3,660 11,455 +2,494
Mar21 200220 1872.7 1872.7 1872.7 1872.7 +0.9 106 185 +100
May21 200220 1878.5 1884.5 1876.0 1878.5 +0.9 0 23 +0
Total Volume and Open Interest 168,158 238,077 +6,980
Platinum(NYMEX)
Apr20 200220 1010.0 1014.0 974.4 979.0 -25.5 24,359 94,285 +1,499
Jul20 200220 1018.3 1018.3 979.6 984.4 -25.2 452 7,318 +106
Oct20 200220 1007.0 1008.5 986.0 989.9 -25.1 12 615 -1
Jan21 200220 995.5 995.5 995.5 995.5 -25.4 0 155 +0
Total Volume and Open Interest 24,824 102,384 +1,603
Palladium(NYMEX)
Mar20 200220 2608.30 2674.20 2545.60 2573.90 +2.70 7,930 11,321 -1,086
Jun20 200220 2603.80 2668.60 2542.70 2569.90 +3.10 2,440 8,215 +743
Sep20 200220 2613.30 2621.30 2541.60 2558.50 +2.00 228 1,526 +147
Total Volume and Open Interest 10,602 21,492 -196
Copper(CMX)
Mar20 200220 260.60 262.35 257.75 258.80 -1.80 117,371 80,360 -7,849
May20 200220 261.55 263.15 258.60 259.60 -1.80 40,525 110,164 +7,727
Jul20 200220 262.50 263.25 259.20 260.20 -1.85 8,071 33,191 +684
Sep20 200220 261.85 263.05 259.95 260.95 -1.80 3,596 22,572 +83
Dec20 200220 263.40 264.25 261.10 262.05 -1.75 1,104 18,294 +360
Total Volume and Open Interest 171,679 275,462 +855
E-mini DJIA Index(CBOT)
Mar20 200220 29366 29434 28931 29171 -166 268,667 103,041 -1,342
Jun20 200220 29345 29402 28902 29142 -169 381 423 +7
Sep20 200220 29209 29334 28888 29098 -159 5 6 +2
Dec20 200220 29101 29101 28956 29055 -156 0 1 +0
Total Volume and Open Interest 269,053 103,471 -1,333
S & P 500(CME)
Mar20 200220 3395.00 3396.75 3340.00 3369.25 -18.00 2,447 39,194 +550
Jun20 200220 3369.75 3369.75 3369.75 3369.75 -18.25 12 179 +37
Sep20 200220 3369.25 3369.25 3369.25 3369.25 -18.25      
Dec20 200220 3371.50 3371.50 3371.50 3371.50 -17.00      
Total Volume and Open Interest 2,459 39,447 +587
S & P 500 E-Mini(CME)
Mar20 200220 3391.75 3397.50 3339.25 3369.25 -18.00 1,735,931 2,763,914 +31,699
Jun20 200220 3391.50 3397.75 3340.00 3369.75 -18.25 7,286 72,401 +1,000
Sep20 200220 3390.75 3396.50 3340.00 3369.25 -18.25 230 787 +62
Dec20 200220 3355.00 3371.50 3353.25 3371.50 -17.00 0 2,236 +0
Total Volume and Open Interest 1,743,447 2,839,347 +32,761
NASDAQ 100 E-Mini(CME)
Mar20 200220 9744.75 9763.00 9517.00 9624.25 -109.25 668,505 206,785 +6,961
Jun20 200220 9767.25 9782.75 9538.75 9644.75 -109.50 1,276 1,488 +132
Sep20 200220 9736.00 9791.50 9568.25 9665.75 -106.50 14 44 -1
Total Volume and Open Interest 669,795 208,321 +7,092
S&P Midcap 400(CME) e-Mini
Mar20 200220 2100.90 2109.10 2081.30 2105.80 +7.80 13,063 78,726 +561
Jun20 200220 2111.80 2111.80 2090.70 2111.80 +7.30 0 59 +0
Sep20 200220 2115.90 2115.90 2115.90 2115.90 +7.30      
Total Volume and Open Interest 13,063 78,785 +561
Volatility Index(CBOE)
Feb20 200219 15.00 15.00 14.45 14.51 -0.37 6,641 52,186 -12,060
Mar20 200220 15.35 16.60 15.25 16.08 +0.70 120,024 232,971 +13,391
Apr20 200220 16.25 17.07 16.10 16.83 +0.50 34,908 63,149 +1,881
May20 200220 16.45 17.08 16.40 16.83 +0.31 15,664 31,876 +2,914
Total Volume and Open Interest 277,022 400,020 -28,301
S & P 600(CME)
Mar20 200220 1021.30 1021.30 1021.30 1021.30 +4.70      
Jun20 200220 1022.00 1022.00 1022.00 1022.00 +4.70      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200220 1694.60 1698.90 1673.60 1694.40 +1.00 135,075 485,839 +320
Jun20 200220 1694.70 1699.50 1674.50 1695.70 +0.90 82 742 +7
Sep20 200220 1700.00 1700.00 1700.00 1700.00 +0.60      
Total Volume and Open Interest 135,157 486,581 +327
Nikkei 225(CME)
Mar20 200220 23595 23800 23330 23530 -60 14,442 19,011 -300
Jun20 200220 23455 23635 23185 23380 -60 58 663 +45
Total Volume and Open Interest 14,500 19,674 -255
Nikkei 225(SGX)
Mar20 200220 23380 23790 23340 23520 +140 83,095 187,844 +891
Jun20 200220 23200 23595 23200 23345 +140 52 5,507 +21
Sep20 200220 23305 23305 23305 23305 +135 0 10 +0
Total Volume and Open Interest 83,147 227,518 +912
Nikkei 225 Mini(JPX)
Mar20 200220 23395 23790 23340 23510 +140 819,751 483,291 +2,244
Jun20 200220 23200 23600 23155 23320 +130 27,176 20,273 +989
Sep20 200220 23150 23535 23100 23260 +140 396 1,289 -21
Total Volume and Open Interest 866,796 520,330 +3,816
Nikkei 225(JPX)
Mar20 200220 23390 23800 23340 23510 +140 61,915 256,984 +2,159
Jun20 200220 23210 23600 23150 23320 +130 998 22,319 +207
Sep20 200220 23080 23500 23080 23260 +140 4 3,474 -1
Total Volume and Open Interest 62,932 368,083 +3,766
Nikkei 225(CME) Yen
Mar20 200220 23600 23790 23320 23525 -60 64,581 57,311 +830
Jun20 200220 23460 23575 23140 23340 -60 29 630 +10
Sep20 200220 23280 23280 23280 23280 -60      
Total Volume and Open Interest 64,610 57,941 +840
Nikkei 225(CME) e-Mini Yen
Mar20 200220 23530 23610 23340 23530 -60 2 3 +2
Jun20 200220 23340 23340 23340 23340 -60      
Sep20 200220 23280 23280 23280 23280 -60      
Total Volume and Open Interest 2 3 +2
CAC 40(EURONEXT)
Feb20 200220 6100.0 6110.5 6056.0 6061.5 -48.5 261,837 354,777 +13,559
Mar20 200220 6098.5 6107.5 6053.0 6058.0 -49.0 204,883 219,624 +141,322
Apr20 200220 6091.5 6091.5 6045.5 6045.5 -49.0      
Total Volume and Open Interest 466,720 640,413 +154,881
Hang Seng Index(HKFE)
Feb20 200220 27589 27721 27262 27420 -145 145,681 106,003 -1,442
Mar20 200220 27586 27711 27259 27414 -160 2,719 16,458 +914
Total Volume and Open Interest 149,155 131,659 -470
DAX(EUREX)
Mar20 200220 13801.5 13824.0 13638.5 13707.5 -73.0 111,382 116,398 +13,319
Jun20 200220 13825.0 13825.0 13665.0 13725.5 -73.0 596 2,012 +383
Sep20 200220 13708.5 13708.5 13708.5 13708.5 -72.5 8 167 +3
Total Volume and Open Interest 111,986 118,577 +13,705
Mini-DAX(EUREX)
Mar20 200220 13795.0 13823.0 13640.0 13707.5 -73.0 68,232 16,452 +2,675
Jun20 200220 13838.0 13838.0 13673.0 13725.5 -73.0 171 1,003 -25
Sep20 200220 13740.0 13771.0 13654.0 13708.5 -72.5 47 94 +36
Total Volume and Open Interest 68,450 17,549 +2,686
DJ EuroSTOXX 50(EUREX)
Mar20 200220 3863 3868 3815 3835 -24 1,106,662 3,630,817 +109,178
Jun20 200220 3786 3786 3738 3753 -24 139,086 205,868 +75,891
Sep20 200220 3758 3759 3721 3740 -24 7 3,048 +4
Total Volume and Open Interest 1,245,755 3,926,775 +185,073
Swiss Market Index(EUREX)
Mar20 200220 11176 11193 11034 11101 -71 40,800 185,685 +1,462
Jun20 200220 11006 11006 10887 10927 -71 1,237 14,969 +388
Sep20 200220 10926 10926 10889 10889 -71 11 102 -2
Total Volume and Open Interest 42,048 200,756 +1,848
FT-SE 100(EURONEXT)
Mar20 200220 7434.00 7439.50 7380.50 7405.00 -1.00 100,720 742,729 +4,170
Jun20 200220 7349.00 7349.00 7312.50 7325.00 -1.50 5 663 +2
Sep20 200220 7251.50 7251.50 7251.50 7251.50 -1.50 0 15 +0
Total Volume and Open Interest 100,725 743,457 +4,172
SPI 200(SFE)
Mar20 200220 7082.0 7148.0 7066.0 7110.0 +22.0 47,184 421,167 -1,439
Jun20 200220 7072.0 7121.0 7072.0 7090.0 +22.0 1,796 8,640 +1,789
Sep20 200220 7008.0 7008.0 7008.0 7008.0 +23.0      
Total Volume and Open Interest 50,522 432,978 +1,437
FTSE MIB(ISE)
Mar20 200220 25415.00 25455.00 25020.00 25075.00 -390.00 24,755 130,265 +5,088
Jun20 200220 24505.00 24840.00 24445.00 24473.00 -390.00 102 2,783 +62
Sep20 200220 24415.00 24560.00 24290.00 24316.00 -390.00 10 38 +8
Total Volume and Open Interest 24,867 133,086 +5,158
KOSPI 200(KFE)
Mar20 200220 300.60 301.30 295.05 297.40 -1.35 271,313 309,984 +6,288
Jun20 200220 300.75 301.45 295.35 297.75 -1.15 2,158 19,429 +880
Sep20 200220 297.20 297.20 297.20 297.20 -0.40 19 1,561 +14
Total Volume and Open Interest 273,502 368,487 +7,182
GSCI(CME)
Mar20 200220 404.35 406.05 402.50 403.75 +0.10 101 8,997 +76
Apr20 200220 403.05 403.05 403.05 403.05 +0.10      
May20 200220 406.35 406.35 406.35 406.35 +0.10      
Total Volume and Open Interest 101 8,997 -48
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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