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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 March 02, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200302 883.75 895.00 883.75 890.50 +7.00 67,399 4,599 -20,782
May20 200302 892.25 904.50 890.50 901.00 +8.25 164,165 344,018 -353
Jul20 200302 901.00 913.00 899.75 910.75 +9.25 43,760 173,560 +932
Aug20 200302 903.50 915.25 902.50 913.75 +9.75 8,073 15,544 +158
Sep20 200302 903.25 914.75 902.75 913.75 +9.50 5,800 17,467 +448
Nov20 200302 908.25 918.75 907.00 917.75 +9.50 32,208 104,675 -3,151
Jan21 200302 910.50 921.50 909.75 920.75 +9.75 8,863 29,156 +1,162
Mar21 200302 903.25 915.00 902.75 913.75 +9.75 13,587 55,625 +1,912
May21 200302 907.50 915.00 903.25 914.00 +9.75 2,393 11,468 -284
Jul21 200302 911.50 919.50 908.50 919.00 +9.75 1,614 9,120 +338
Aug21 200302 918.75 918.75 918.75 918.75 +9.75 273 421 +160
Sep21 200302 915.00 915.00 913.25 913.25 +8.75 16 171 +12
Nov21 200302 906.75 914.25 903.75 912.25 +7.75 970 7,085 +496
Jan22 200302 919.75 919.75 919.75 919.75 +7.75 15 30 +9
Total Volume and Open Interest 349,136 773,050 -18,943
Soybean Meal(CBOT)
Mar20 200302 298.50 303.00 298.20 302.20 +3.60 33,759 6,418 -10,856
May20 200302 305.10 310.00 304.80 308.90 +3.30 113,262 218,757 -5,775
Jul20 200302 309.50 314.00 309.10 313.30 +3.20 45,942 104,226 -2,630
Aug20 200302 310.50 314.90 310.20 314.20 +3.10 10,060 17,962 -69
Sep20 200302 311.90 315.30 310.70 314.60 +3.20 3,719 15,843 -393
Oct20 200302 311.90 315.30 310.80 314.90 +3.50 2,209 14,636 -131
Dec20 200302 313.40 318.10 313.30 317.80 +3.80 13,150 56,100 +929
Jan21 200302 314.60 317.30 312.80 317.20 +3.50 1,765 6,289 +498
Mar21 200302 309.50 313.90 309.10 313.80 +3.90 3,036 14,402 +253
May21 200302 308.20 312.60 308.00 312.40 +4.00 1,228 6,247 +563
Total Volume and Open Interest 228,888 467,428 -17,420
Soybean Oil(CBOT)
Mar20 200302 28.36 28.82 28.36 28.57 +0.26 36,240 3,476 -13,929
May20 200302 28.69 29.20 28.59 28.91 +0.23 93,893 191,332 -7,332
Jul20 200302 29.10 29.56 28.97 29.26 +0.22 29,056 113,751 -1,265
Aug20 200302 29.23 29.72 29.14 29.41 +0.21 7,625 31,576 +3
Sep20 200302 29.40 29.89 29.33 29.58 +0.19 3,357 19,574 +66
Oct20 200302 29.55 30.04 29.48 29.73 +0.17 1,874 12,747 -178
Dec20 200302 29.94 30.40 29.83 30.09 +0.19 8,751 56,835 +471
Jan21 200302 30.57 30.59 30.06 30.31 +0.18 1,727 7,317 +183
Mar21 200302 30.28 30.77 30.24 30.49 +0.17 2,375 13,175 +468
May21 200302 30.70 30.97 30.47 30.65 +0.11 1,226 5,300 +665
Total Volume and Open Interest 186,898 459,166 -20,616
Canola(WCE)
Mar20 200302 456.5 459.3 456.5 459.3 +6.5 2,716 498 -1,376
May20 200302 455.9 463.9 455.0 463.0 +6.7 17,560 103,315 +2,222
Jul20 200302 464.5 471.4 463.3 470.6 +6.6 6,710 31,538 +824
Nov20 200302 475.6 481.2 475.5 480.2 +5.0 2,898 39,904 +214
Jan21 200302 482.4 487.7 482.4 486.9 +5.1 134 2,716 +28
Total Volume and Open Interest 30,112 178,990 +1,912
Corn(CBOT)
Mar20 200302 366.50 375.75 366.00 374.75 +8.25 156,142 22,658 -53,933
May20 200302 368.25 376.25 367.25 375.50 +7.25 288,213 633,568 +18,377
Jul20 200302 372.50 379.25 371.25 378.50 +6.00 100,416 366,971 +4,424
Sep20 200302 371.75 377.25 371.25 376.75 +4.25 34,764 165,345 +8,110
Dec20 200302 376.75 381.50 375.50 380.75 +3.75 45,190 253,438 +4,327
Mar21 200302 386.50 390.75 386.25 390.50 +3.00 4,234 22,102 +910
May21 200302 391.75 395.25 391.75 395.25 +2.50 1,514 5,033 +467
Jul21 200302 394.75 397.75 394.50 397.50 +1.75 2,019 19,467 +209
Sep21 200302 390.50 391.00 389.25 391.00 +1.00 884 2,389 +159
Dec21 200302 391.00 393.75 390.00 393.25 +1.50 3,265 19,723 +853
Total Volume and Open Interest 636,788 1,511,836 -16,017
Wheat(CBOT)
Mar20 200302 523.50 526.25 521.50 526.25 -2.75 20,812 2,549 -9,179
May20 200302 520.00 528.50 516.25 523.25 -1.75 72,565 207,397 -344
Jul20 200302 521.25 529.00 517.00 524.25 -2.00 33,186 115,626 +1,999
Sep20 200302 528.75 535.50 523.75 530.50 -2.50 10,652 56,511 +2,087
Dec20 200302 539.00 545.75 534.75 541.25 -2.25 5,918 50,369 +70
Mar21 200302 548.50 554.75 544.25 550.50 -1.75 727 11,766 -12
Total Volume and Open Interest 144,137 450,319 -5,327
Wheat(KCBT)
Mar20 200302 445.50 451.50 439.50 451.00 +5.50 12,305 914 -5,729
May20 200302 451.50 459.75 445.50 457.75 +4.50 28,423 133,551 +1,543
Jul20 200302 457.75 466.00 452.50 464.25 +4.00 12,922 68,588 -274
Sep20 200302 467.50 474.75 461.50 472.75 +3.50 3,488 18,087 +177
Dec20 200302 479.00 487.50 475.00 485.75 +3.00 2,822 30,198 +306
Mar21 200302 491.25 498.75 486.75 497.25 +2.75 143 4,278 +3
May21 200302 495.25 505.00 493.50 503.75 +2.25 50 515 +6
Total Volume and Open Interest 60,186 256,427 -3,981
Wheat(MGE)
Mar20 200302 512.25 512.25 512.25 512.25 +1.00 3,234 0 -2,745
May20 200302 524.00 529.50 521.25 528.25 +0.75 6,599 0 -35,715
Jul20 200302 532.50 538.75 530.75 537.50 +0.75 1,759 0 -13,383
Sep20 200302 541.00 548.25 540.50 547.00 +0.75 891 0 -7,515
Dec20 200302 560.00 561.25 554.75 561.25 +0.25 251 0 -4,169
Mar21 200302 572.50 574.50 569.50 574.50 +0.50 80 0 -1,193
Total Volume and Open Interest 12,820 64,681 -125
Oats(CBOT)
Mar20 200302 259.00 259.00 259.00 259.00 -9.75 186 12 -155
May20 200302 272.00 275.00 265.00 265.50 -7.25 1,202 3,436 -46
Jul20 200302 272.75 273.00 267.50 267.50 -4.00 400 830 +270
Sep20 200302 264.75 264.75 262.00 262.00 -2.75 10 138 +1
Total Volume and Open Interest 1,926 4,788 +73
Rough Rice(CBOT)
Mar20 200302 13.56 13.64 13.50 13.50 -0.02 519 667 -190
May20 200302 13.60 13.69 13.52 13.60 unch 1,028 10,869 +311
Jul20 200302 13.43 13.53 13.43 13.48 +0.01 82 746 +32
Sep20 200302 11.96 12.10 11.96 12.03 unch 59 1,329 +40
Total Volume and Open Interest 1,705 13,631 +208
Live Cattle(CME)
Apr20 200302 108.330 110.580 108.285 110.150 +2.570 45,110 135,148 -3,902
Jun20 200302 102.000 104.200 102.000 103.980 +2.780 33,919 99,510 +1,486
Aug20 200302 103.050 104.800 103.050 104.350 +2.065 24,609 54,055 -330
Oct20 200302 108.450 109.800 107.980 109.200 +1.665 16,521 37,468 +2,011
Dec20 200302 113.250 114.480 112.830 113.885 +1.600 10,977 17,945 +1,143
Feb21 200302 116.850 118.000 116.300 117.230 +1.595 2,424 4,182 -3
Total Volume and Open Interest 134,870 350,224 +347
Feeder Cattle(CME)
Mar20 200302 132.900 135.750 132.235 133.735 +2.450 4,108 8,383 -1,059
Apr20 200302 133.785 136.750 133.380 135.050 +2.350 8,008 17,638 -150
May20 200302 134.785 137.435 134.435 135.985 +2.450 6,212 12,577 +37
Aug20 200302 142.750 145.400 142.550 143.785 +2.235 4,604 9,021 -28
Sep20 200302 144.630 147.235 144.350 145.500 +1.965 1,667 3,039 +140
Oct20 200302 146.500 148.285 145.485 146.485 +1.655 855 1,303 +73
Nov20 200302 147.500 148.400 146.000 146.985 +1.335 236 515 -17
Total Volume and Open Interest 25,705 52,541 -992
Lean Hogs(CME)
Apr20 200302 62.550 63.180 62.130 62.800 +0.515 26,608 113,458 -1,726
May20 200302 69.250 69.750 68.680 68.980 -0.055 171 1,929 +57
Jun20 200302 77.500 78.180 76.785 77.035 -0.195 13,093 56,821 +212
Jul20 200302 78.830 79.135 77.850 77.980 -0.320 5,095 28,755 -203
Aug20 200302 78.550 78.930 77.650 77.800 -0.350 5,219 32,876 +94
Oct20 200302 67.550 68.035 67.225 67.550 +0.415 5,293 36,317 +207
Dec20 200302 63.250 64.000 63.180 63.900 +1.000 1,773 16,948 -54
Feb21 200302 67.080 67.930 67.035 67.750 +1.050 321 3,982 -31
Total Volume and Open Interest 57,595 292,499 -1,454
Class III Milk(CME)
Feb20 200302 17.00 17.00 16.98 16.98 unch 34 2,683 -76
Mar20 200302 16.50 16.55 16.29 16.37 +0.06 356 3,101 -12
Apr20 200302 16.30 16.39 16.10 16.28 +0.11 487 2,520 +34
May20 200302 16.40 16.43 16.24 16.38 +0.11 427 2,090 +40
Jun20 200302 16.53 16.62 16.45 16.57 +0.15 299 2,127 +119
Jul20 200302 16.76 16.85 16.76 16.80 +0.10 257 1,036 +20
Aug20 200302 17.01 17.01 17.00 17.00 +0.14 161 985 +58
Sep20 200302 17.15 17.15 17.15 17.15 +0.08 101 1,082 +32
Oct20 200302 17.05 17.23 17.05 17.23 +0.07 73 749 +23
Nov20 200302 16.96 17.16 16.96 17.13 +0.04 39 777 +17
Dec20 200302 16.97 16.97 16.91 16.97 +0.05 64 741 -27
Jan21 200302 16.60 16.60 16.60 16.60 -0.01 27 328 +3
Feb21 200302 16.54 16.56 16.54 16.56 unch 18 247 +0
Total Volume and Open Interest 2,346 19,089 +234
Cocoa(ICE)
Mar20 200302 2748 2748 2748 2748 -12 1 688 -1
May20 200302 2681 2690 2624 2661 -11 18,028 129,624 -2,483
Jul20 200302 2698 2698 2636 2671 -13 11,449 74,788 -774
Sep20 200302 2686 2687 2627 2662 -13 5,429 52,215 +304
Dec20 200302 2611 2611 2552 2586 -12 2,713 50,283 +264
Mar21 200302 2556 2556 2490 2523 -9 913 21,073 -247
May21 200302 2491 2505 2465 2496 -7 103 6,846 +12
Total Volume and Open Interest 38,789 339,762 -2,896
Coffee "C"(ICE)
Mar20 200302 112.75 114.65 112.75 114.65 +4.55 412 1,209 +220
May20 200302 112.25 117.80 111.35 115.60 +4.25 35,996 112,005 -1,509
Jul20 200302 113.80 119.70 113.25 117.50 +4.25 18,284 66,181 -382
Sep20 200302 115.75 121.45 115.05 119.30 +4.30 10,040 36,070 -1,084
Dec20 200302 117.95 123.65 117.35 121.60 +4.25 4,838 30,361 +27
Mar21 200302 120.25 125.50 119.50 123.75 +4.30 2,721 14,923 -168
Total Volume and Open Interest 74,354 284,409 -2,751
Orange Juice(ICE)
Mar20 200302 105.70 105.70 105.70 105.70 +3.85 992 734 -870
May20 200302 96.00 99.50 96.00 99.40 +3.45 1,918 14,145 +564
Jul20 200302 99.00 102.10 99.00 101.95 +3.15 422 1,693 +272
Sep20 200302 102.90 105.10 102.85 104.90 +3.10 79 574 +12
Nov20 200302 107.90 108.05 107.80 107.80 +3.10 43 345 +0
Jan21 200302 110.75 111.05 110.60 110.60 +3.00 42 321 -5
Total Volume and Open Interest 3,532 17,956 +3
Sugar #11(ICE)
May20 200302 14.25 14.40 13.77 13.81 -0.33 117,268 468,453 -3,295
Jul20 200302 14.15 14.30 13.77 13.81 -0.25 60,040 272,968 -629
Oct20 200302 14.20 14.35 13.88 13.96 -0.16 30,977 204,955 +1,313
Mar21 200302 14.49 14.61 14.23 14.37 -0.06 16,903 102,986 +612
May21 200302 14.01 14.12 13.81 13.99 +0.02 5,786 28,845 +707
Jul21 200302 13.70 13.71 13.50 13.68 +0.09 4,340 36,904 +585
Oct21 200302 13.58 13.69 13.46 13.67 +0.14 2,880 33,848 +1,334
Mar22 200302 13.80 13.88 13.67 13.87 +0.17 1,321 14,680 +629
Total Volume and Open Interest 256,254 1,190,227 -8,672
London Cocoa(LCE)
Mar20 200302 1934 1944 1895 1914 -12 3,733 42,504 -1,274
May20 200302 1965 1976 1931 1957 +2 8,415 73,633 -1,126
Jul20 200302 1959 1972 1922 1947 -5 5,060 50,535 +431
Sep20 200302 1935 1942 1887 1915 -7 2,058 42,721 -4
Dec20 200302 1839 1847 1793 1821 -6 1,977 59,668 +813
Mar21 200302 1775 1777 1746 1774 -1 954 30,961 +249
May21 200302 1764 1764 1736 1759 -3 131 7,040 +8
Total Volume and Open Interest 22,403 315,301 -892
London Sugar(LCE)
May20 200302 400.00 405.00 391.00 391.90 -4.70 7,391 60,770 -713
Aug20 200302 393.50 395.80 384.70 386.00 -4.70 7,433 42,984 +1,230
Oct20 200302 389.90 390.20 379.60 381.90 -4.00 2,244 12,504 +188
Dec20 200302 389.20 389.20 379.80 381.40 -3.90 1,018 8,608 +454
Mar21 200302 386.80 386.80 379.30 381.80 -2.90 136 4,098 +93
Total Volume and Open Interest 18,442 130,726 +1,377
Cotton(ICE)
Mar20 200302 62.98 63.48 62.98 63.48 +1.89 8 72 -29
May20 200302 62.45 64.24 61.70 63.38 +1.89 37,201 106,327 +1,079
Jul20 200302 62.22 64.80 62.22 64.06 +1.79 18,048 44,416 +1,437
Oct20 200302 64.00 64.00 64.00 64.00 +2.03 1 81 +1
Dec20 200302 63.00 65.07 62.65 64.30 +1.86 9,628 36,689 -1,503
Mar21 200302 63.59 65.72 63.59 65.23 +1.95 1,370 6,542 +392
Total Volume and Open Interest 66,720 197,051 +1,324
Lumber(CME)
Mar20 200302 402.9 416.1 397.7 415.6 +16.2 387 539 -179
May20 200302 407.9 426.0 405.7 423.0 +12.1 742 2,462 -79
Jul20 200302 411.2 427.4 407.3 426.7 +15.8 131 612 -13
Sep20 200302 405.5 416.4 405.5 411.4 +6.9 31 382 -2
Nov20 200302 394.5 394.5 394.0 394.5 +5.5 6 122 +0
Jan21 200302 392.8 392.8 392.8 392.8 +5.5 0 1 +0
Mar21 200302 391.3 391.3 391.3 391.3 +5.5      
Total Volume and Open Interest 1,297 4,118 -273
Crude Oil(NYM)
Apr20 200302 43.70 47.56 43.32 46.75 +1.99 1,011,915 427,227 +8,978
May20 200302 43.93 47.71 43.40 46.92 +1.98 195,821 229,905 -175
Jun20 200302 44.00 47.81 43.84 47.05 +1.95 169,110 231,871 +4,637
Jul20 200302 44.34 47.85 43.94 47.14 +1.91 89,890 146,733 +4,843
Aug20 200302 44.41 47.92 44.22 47.20 +1.85 49,880 92,887 -759
Sep20 200302 44.57 47.91 44.38 47.25 +1.79 58,572 115,246 +1,097
Oct20 200302 44.57 47.97 44.40 47.31 +1.73 32,432 88,823 -857
Nov20 200302 45.00 48.04 44.69 47.40 +1.67 16,331 76,915 +2,544
Dec20 200302 45.45 48.14 44.76 47.49 +1.60 106,538 259,751 -560
Jan21 200302 46.00 48.04 45.00 47.55 +1.55 7,099 53,314 +636
Feb21 200302 46.27 48.12 46.27 47.59 +1.50 3,536 28,860 -37
Mar21 200302 46.98 48.25 46.37 47.63 +1.46 7,533 35,824 -156
Apr21 200302 47.35 48.19 45.86 47.70 +1.43 2,215 18,853 -852
May21 200302 47.24 48.26 45.92 47.76 +1.40 1,481 17,058 +246
Jun21 200302 45.57 48.41 45.57 47.82 +1.36 27,059 72,221 +2,532
Jul21 200302 47.87 48.36 46.09 47.85 +1.32 792 16,901 -53
Total Volume and Open Interest 1,829,637 2,208,234 +24,701
e-miNY Crude Oil(NYM)
Apr20 200302 44.150 47.550 43.050 46.750 +2.000 44,060 3,601 -98
May20 200302 44.350 47.725 43.200 46.925 +1.975 2,272 817 +208
Jun20 200302 45.250 47.775 43.800 47.050 +1.950 141 544 +18
Jul20 200302 44.800 47.750 44.500 47.150 +1.925 24 35 +2
Aug20 200302 44.675 47.550 44.650 47.200 +1.850 14 71 -1
Sep20 200302 47.725 47.850 45.325 47.250 +1.800 17 69 +5
Oct20 200302 44.500 47.700 44.500 47.300 +1.725 21 35 +0
Nov20 200302 44.875 47.800 44.650 47.400 +1.675 9 42 -2
Dec20 200302 45.050 48.075 44.900 47.500 +1.600 58 180 +17
Jan21 200302 45.525 47.925 45.525 47.550 +1.550 2 9 +0
Total Volume and Open Interest 46,625 5,496 +152
NY Harbor ULSD(NYM)
Apr20 200302 145.95 155.09 144.35 152.87 +5.14 105,598 126,127 -203
May20 200302 146.19 154.42 144.36 152.23 +4.98 44,610 54,371 -2,527
Jun20 200302 145.12 154.29 144.50 152.13 +4.83 47,782 52,938 -1,393
Jul20 200302 145.35 154.68 145.35 152.57 +4.77 22,100 30,167 -530
Aug20 200302 146.89 155.61 146.76 153.60 +4.76 13,369 17,516 -355
Sep20 200302 149.00 156.92 148.18 154.90 +4.76 11,881 16,366 -843
Oct20 200302 150.00 157.93 149.71 156.13 +4.77 8,241 12,190 -197
Nov20 200302 152.00 158.96 150.76 157.18 +4.77 6,096 9,188 -230
Dec20 200302 152.00 159.89 151.00 158.01 +4.72 18,759 32,978 +925
Jan21 200302 154.45 160.68 154.45 158.82 +4.63 3,196 12,650 +382
Feb21 200302 154.00 161.13 153.79 159.31 +4.53 2,190 5,761 +95
Mar21 200302 154.00 161.41 153.43 159.47 +4.47 1,273 4,073 -113
Apr21 200302 155.41 161.11 155.07 159.14 +4.39 835 1,957 -196
May21 200302 157.21 161.31 155.90 159.36 +4.28 358 966 +32
Total Volume and Open Interest 308,521 401,720 -12,273
RBOB Gasoline(NYM)
Apr20 200302 147.09 155.73 144.11 153.96 +5.68 100,627 140,061 -883
May20 200302 146.00 154.62 143.39 153.00 +5.29 57,478 74,507 -2,248
Jun20 200302 144.05 153.52 143.26 152.04 +5.09 44,721 43,496 -1,981
Jul20 200302 142.35 152.17 142.35 150.82 +4.99 21,780 33,683 -899
Aug20 200302 141.28 150.60 140.53 149.24 +5.03 17,406 12,854 -1,265
Sep20 200302 144.02 148.45 139.28 147.22 +5.19 18,419 20,579 -1,062
Oct20 200302 129.75 136.50 128.00 135.38 +5.06 6,883 11,005 +366
Nov20 200302 126.00 134.16 126.00 133.22 +5.12 3,894 8,576 +1,041
Dec20 200302 124.50 132.78 124.32 131.79 +5.20 7,344 23,233 +1,960
Jan21 200302 128.15 132.08 127.59 131.65 +5.32 707 3,385 +168
Total Volume and Open Interest 300,988 379,929 -12,970
e-miNY RBOB Gasoline(NYM)
Apr20 200302 154.00 154.00 153.96 153.96 +5.68      
May20 200302 153.00 153.00 153.00 153.00 +5.29      
Jun20 200302 152.04 152.04 152.04 152.04 +5.09      
Jul20 200302 150.82 150.82 150.82 150.82 +4.99      
Total Volume and Open Interest 1    
Natural Gas(NYM)
Apr20 200302 1.695 1.765 1.680 1.756 +0.072 276,100 468,927 +8,025
May20 200302 1.739 1.806 1.729 1.797 +0.065 104,117 222,375 +4,005
Jun20 200302 1.800 1.872 1.798 1.858 +0.059 48,455 78,316 +1,211
Jul20 200302 1.885 1.951 1.882 1.935 +0.054 41,834 110,215 +6,799
Aug20 200302 1.922 1.985 1.920 1.969 +0.051 25,871 41,609 +2,718
Sep20 200302 1.939 1.991 1.929 1.974 +0.048 22,273 101,093 +1,840
Oct20 200302 1.976 2.037 1.975 2.022 +0.049 40,968 108,112 -3,034
Nov20 200302 2.119 2.172 2.118 2.154 +0.041 7,553 30,463 +807
Dec20 200302 2.357 2.401 2.357 2.379 +0.031 7,476 33,682 +473
Jan21 200302 2.470 2.513 2.470 2.495 +0.033 23,295 59,365 +670
Feb21 200302 2.437 2.478 2.437 2.463 +0.032 6,043 21,159 +1,075
Mar21 200302 2.344 2.380 2.344 2.370 +0.032 9,193 32,942 +1,045
Apr21 200302 2.134 2.157 2.130 2.153 +0.025 10,067 35,663 +1,028
May21 200302 2.139 2.142 2.128 2.140 +0.025 2,275 12,975 +357
Jun21 200302 2.190 2.190 2.175 2.187 +0.024 1,138 9,268 -6
Jul21 200302 2.238 2.238 2.226 2.237 +0.023 868 6,331 +113
Total Volume and Open Interest 633,376 1,434,031 +28,447
Brent Crude Oil(ICE)
May20 200302 48.95 53.20 48.40 51.90 +2.23 506,258 504,899 +12,156
Jun20 200302 48.59 53.00 48.33 51.75 +2.16 273,420 340,728 -3,579
Jul20 200302 48.90 52.85 48.37 51.65 +2.07 101,922 204,785 +1,244
Aug20 200302 49.05 52.79 48.53 51.66 +1.96 55,822 147,062 -1,222
Sep20 200302 49.01 52.81 48.69 51.70 +1.85 65,125 134,106 -3,237
Oct20 200302 49.33 52.44 48.82 51.75 +1.77 33,289 89,872 -398
Nov20 200302 49.47 52.49 48.97 51.83 +1.69 20,651 70,150 -765
Dec20 200302 49.60 53.01 49.13 51.89 +1.61 170,257 267,841 -3,221
Jan21 200302 49.50 52.60 49.27 51.96 +1.55 13,965 70,544 +1,450
Feb21 200302 52.05 52.05 52.05 52.05 +1.50 5,910 49,829 -266
Mar21 200302 52.07 52.60 51.63 52.16 +1.45 10,012 40,998 -137
Apr21 200302 51.27 52.69 51.27 52.27 +1.41 1,950 27,321 -717
May21 200302 51.21 52.86 51.21 52.35 +1.38 719 21,930 +11
Jun21 200302 50.60 53.38 50.17 52.41 +1.36 29,979 88,178 -581
Total Volume and Open Interest 1,502,164 2,552,794 -29,693
Gas Oil(ICE)
Mar20 200302 437.00 469.00 437.00 454.50 +13.50 113,670 135,457 -17,250
Apr20 200302 433.50 466.50 433.50 453.00 +13.50 179,775 161,725 -9,390
May20 200302 438.25 466.25 435.50 453.25 +13.50 112,496 113,492 -11,139
Jun20 200302 438.75 465.25 436.00 453.50 +13.00 139,325 94,271 -8,309
Jul20 200302 438.25 467.50 438.00 455.25 +12.75 29,476 49,468 -2,831
Aug20 200302 441.00 470.25 441.00 457.75 +12.25 17,116 35,645 +741
Sep20 200302 450.50 473.25 444.25 460.75 +12.00 19,885 38,341 +129
Oct20 200302 453.75 476.50 452.50 464.25 +11.75 17,119 33,011 -1,858
Nov20 200302 450.00 477.25 450.00 465.50 +11.50 11,198 19,477 +666
Dec20 200302 450.75 477.50 449.75 466.25 +11.25 66,308 79,988 +1,986
Total Volume and Open Interest 749,475 901,901 -41,783
Ethanol(CBOT)
Mar20 200302 1.254 1.254 1.254 1.254 unch 12 30 -7
Apr20 200302 1.271 1.303 1.271 1.284 +0.013 113 348 -14
May20 200302 1.298 1.312 1.298 1.303 +0.014 12 70 +1
Jun20 200302 1.305 1.305 1.303 1.303 +0.014      
Jul20 200302 1.303 1.303 1.303 1.303 +0.014      
Aug20 200302 1.303 1.303 1.303 1.303 +0.014      
Sep20 200302 1.303 1.303 1.303 1.303 +0.014      
Oct20 200302 1.303 1.303 1.303 1.303 +0.014      
Total Volume and Open Interest 137 448 -20
WTI Crude Oil(ICE)
Apr20 200302 43.85 47.90 43.45 46.75 +1.99 64,884 68,425 +3,017
May20 200302 43.92 48.07 43.75 46.92 +1.98 78,410 79,236 +6,849
Jun20 200302 44.05 47.93 43.91 47.05 +1.95 72,852 95,407 +782
Jul20 200302 44.70 48.00 44.70 47.14 +1.91 30,610 35,790 +786
Aug20 200302 45.12 47.91 44.98 47.20 +1.85 17,249 17,459 +1,646
Sep20 200302 46.89 47.78 46.04 47.25 +1.79 12,900 34,051 -896
Oct20 200302 46.99 47.97 46.09 47.31 +1.73 3,165 15,555 -99
Nov20 200302 47.17 48.04 46.28 47.40 +1.67 1,340 13,657 -109
Dec20 200302 47.20 48.13 46.22 47.49 +1.60 22,993 100,022 -1,111
Jan21 200302 47.55 47.55 47.55 47.55 +1.55 309 7,100 +113
Feb21 200302 47.59 47.59 47.59 47.59 +1.50 399 4,403 -68
Mar21 200302 47.63 47.63 47.63 47.63 +1.46 603 6,271 -113
Apr21 200302 47.70 47.70 47.70 47.70 +1.43 138 3,810 -19
May21 200302 47.76 47.76 47.76 47.76 +1.40 135 3,367 +37
Jun21 200302 47.15 48.34 47.15 47.82 +1.36 4,426 27,587 +410
Jul21 200302 47.85 47.85 47.85 47.85 +1.32 35 5,023 +17
Total Volume and Open Interest 320,399 637,785 +11,061
US Dollar Index(ICE)
Mar20 200302 97.985 98.045 97.135 97.320 -0.760 28,474 44,415 -1,122
Jun20 200302 97.545 97.710 96.870 97.045 -0.740 478 1,371 +2
Sep20 200302 97.150 97.150 96.810 96.810 -0.715 12 151 +10
Total Volume and Open Interest 29,024 46,063 -1,053
Australian Dollar(CME)
Mar20 200302 64.88 65.71 64.86 65.34 +0.10 127,393 212,554 +4,973
Jun20 200302 64.97 65.81 64.90 65.44 +0.10 4,639 10,880 +1,639
Sep20 200302 65.61 65.83 65.20 65.51 +0.08 24 130 -7
Total Volume and Open Interest 133,795 226,467 +6,647
British Pound(CME)
Mar20 200302 127.97 128.56 127.45 127.81 -0.17 124,685 206,023 +3,932
Jun20 200302 128.32 128.80 127.70 128.05 -0.18 5,346 7,010 +655
Sep20 200302 128.55 128.99 127.89 128.21 -0.23 69 1,197 +15
Total Volume and Open Interest 132,585 215,900 +4,495
Canadian Dollar(CME)
Mar20 200302 74.38 75.11 74.38 74.88 +0.26 120,649 157,207 -349
Jun20 200302 74.39 75.09 74.39 74.87 +0.26 4,497 9,113 +600
Sep20 200302 74.75 75.02 74.66 74.84 +0.26 495 1,302 +301
Dec20 200302 74.80 74.80 74.80 74.80 +0.26 9 1,582 +5
Total Volume and Open Interest 128,140 171,260 +509
Japanese Yen(CME)
Mar20 200302 93.33 93.34 92.17 92.79 -0.03 296,879 210,249 -1,225
Jun20 200302 93.64 93.72 92.56 93.17 -0.06 7,128 5,697 -556
Sep20 200302 93.55 93.88 92.90 93.51 -0.09 12 296 +2
Total Volume and Open Interest 305,853 217,841 -1,467
Swiss Franc(CME)
Mar20 200302 103.91 104.88 103.68 104.57 +0.90 49,873 55,568 -356
Jun20 200302 104.54 105.46 104.28 105.15 +0.88 1,461 774 +475
Sep20 200302 105.67 105.79 105.67 105.67 +0.83 13 53 +12
Total Volume and Open Interest 51,347 56,397 +131
EuroFX(CME)
Mar20 200302 110.64 111.95 110.47 111.73 +1.33 369,600 594,290 +5,099
Jun20 200302 111.17 112.47 111.02 112.26 +1.32 21,528 25,075 +3,181
Sep20 200302 111.67 112.90 111.53 112.72 +1.30 967 2,008 +218
Total Volume and Open Interest 395,193 625,933 +9,087
Mexican Peso(CME)
Mar20 200302 501.25 514.75 501.13 511.25 +5.88 109,588 260,968 -7,787
Apr20 200302 501.00 512.00 500.63 509.00 +5.75 15 22 +6
Total Volume and Open Interest 111,944 264,432 -7,880
Brazilian Real(CME)
Apr20 200302 221.60 224.05 220.65 222.95 +1.55 8,441 51,561 +1,709
May20 200302 222.10 223.70 221.30 222.65 +1.45 36 24 +17
Jun20 200302 221.55 222.65 221.05 222.35 +1.50 431 2,996 +96
Jul20 200302 221.90 222.00 221.90 221.90 +1.45      
Total Volume and Open Interest 19,290 73,743 -93
30-Year T-Bonds(CBOT)
Mar20 200302 171~230 173~130 170~170 172~070 +0~270 613,226 81,447 -194,779
Jun20 200302 170~200 172~090 169~120 171~030 +0~270 713,997 1,184,127 +27,581
Sep20 200302 170~000 172~140 170~000 171~230 +2~180 9 8 +8
Total Volume and Open Interest 1,327,232 1,265,582 -167,190
10-Year T-Notes(CBOT)
Mar20 200302 135~010 135~270 134~185 135~085 +0~135 2,733,280 121,061 -342,510
Jun20 200302 134~310 135~245 134~140 135~035 +0~115 3,301,810 3,822,639 +224,747
Sep20 200302 134~220 134~220 134~220 134~220 +0~115 0 2 +0
Total Volume and Open Interest 6,035,090 3,943,702 -117,763
5-Year T-Notes(CBOT)
Mar20 200302 122~180 122~304 122~026 122~164 +0~076 1,386,691 211,731 -346,084
Jun20 200302 122~280 123~140 122~174 122~314 +0~074 2,067,375 4,418,260 +180,081
Sep20 200302 122~314 122~314 122~314 122~314 +0~074      
Total Volume and Open Interest 3,454,066 4,629,991 -166,003
2 Year T-Notes(CBOT)
Mar20 200302 109~007 109~081 108~277 109~014 +0~036 812,460 150,949 -256,815
Jun20 200302 109~055 109~154 109~022 109~081 +0~027 1,340,620 3,243,111 +174,461
Sep20 200302 109~081 109~081 109~081 109~081 +0~027 0 1 +0
Total Volume and Open Interest 2,153,080 3,394,061 -82,354
Eurodollars(CME)
Mar20 200302 98.665 98.842 98.665 98.770 +0.130 969,585 1,560,502 +13,313
Jun20 200302 99.045 99.185 98.970 99.070 +0.105 1,485,059 1,590,400 +16,727
Sep20 200302 99.150 99.300 99.055 99.165 +0.080 1,029,399 1,301,726 +22,039
Dec20 200302 99.125 99.275 99.040 99.150 +0.055 986,727 1,273,251 -20,240
Mar21 200302 99.240 99.370 99.120 99.225 +0.020 895,421 1,041,027 -18,222
Jun21 200302 99.260 99.370 99.120 99.225 +0.005 625,913 963,894 -19,984
Sep21 200302 99.260 99.365 99.120 99.220 -0.005 517,320 791,638 -22,898
Dec21 200302 99.220 99.320 99.085 99.185 -0.015 555,341 733,719 +12,997
Mar22 200302 99.205 99.295 99.075 99.170 -0.005 320,919 521,614 +1,652
Jun22 200302 99.175 99.260 99.045 99.140 -0.005 276,681 360,225 -4,686
Sep22 200302 99.155 99.230 99.025 99.110 -0.005 229,814 266,346 +2,324
Dec22 200302 99.110 99.190 98.985 99.070 -0.005 250,330 306,853 +1,596
Mar23 200302 99.080 99.160 98.970 99.050 unch 140,506 312,943 +6,244
Jun23 200302 99.025 99.130 98.945 99.025 unch 150,425 144,278 +5,922
Sep23 200302 99.030 99.100 98.920 98.995 unch 117,913 120,224 -320
Dec23 200302 99.020 99.065 98.885 98.960 unch 116,941 100,354 +2,658
Mar24 200302 98.980 99.035 98.870 98.940 unch 68,670 111,593 +2,070
Jun24 200302 98.960 99.005 98.840 98.915 +0.005 71,024 65,716 -6,227
Total Volume and Open Interest 9,063,001 11,894,269 -16,456
Ultra T-Bond(CBOT)
Mar20 200302 208~04 209~26 204~06 207~08 +0~22 283,049 41,532 -105,185
Jun20 200302 208~10 210~26 204~30 208~05 +0~21 364,113 1,159,032 +31,802
Sep20 200302 208~05 208~05 208~05 208~05 +0~21      
Total Volume and Open Interest 647,162 1,200,564 -73,383
Ultra 10-Yr T-Note(CBOT)
Mar20 200302 150~265 151~260 150~035 151~045 +0~225 303,726 35,640 -78,194
Jun20 200302 150~135 151~200 149~250 150~275 +0~205 419,956 887,920 +57,152
Sep20 200302 150~275 150~275 150~275 150~275 +0~205      
Total Volume and Open Interest 723,682 923,560 -21,042
30 Day Federal Funds(CBOT)
Mar20 200302 98.665 98.795 98.665 98.715 +0.080 180,462 219,088 +22,134
Apr20 200302 98.835 99.010 98.820 98.910 +0.120 439,464 402,133 +8,652
May20 200302 99.020 99.175 98.995 99.085 +0.115 295,777 283,374 -30,470
Jun20 200302 99.110 99.280 99.070 99.170 +0.105 73,763 141,185 +4,279
Jul20 200302 99.210 99.355 99.135 99.250 +0.120 155,065 156,557 -2,156
Aug20 200302 99.250 99.430 99.200 99.310 +0.095 84,489 108,375 +417
Total Volume and Open Interest 1,505,084 2,075,140 -10,523
Japanese Govt Bonds(SGX)
Mar20 200302 154.18 154.37 153.66 153.77 +0.10 1,639 15,322 +160
Jun20 200302 154.25 154.25 153.80 153.80 +0.14 10 362 +10
Sep20 200302 153.80 153.80 153.80 153.80 +0.14      
Total Volume and Open Interest 1,649 15,684 +170
Euro-Buxl(EUREX)
Mar20 200302 220.92 222.80 218.16 221.08 +1.30 105,010 268,646 -15,535
Jun20 200302 219.20 221.10 216.74 219.46 +1.30 9,814 44,911 +1,029
Sep20 200302 224.08 224.08 224.08 224.08 +1.30 3 3 +3
Total Volume and Open Interest 114,827 313,560 -14,503
Euro-Bund(EUREX)
Mar20 200302 177.82 178.38 177.00 177.83 +0.37 1,342,659 1,727,157 +26,114
Jun20 200302 175.09 175.59 174.23 175.03 +0.34 186,951 358,574 +118,848
Sep20 200302 177.60 178.39 177.60 177.89 +0.37 10 85 +10
Total Volume and Open Interest 1,529,620 2,085,816 +144,972
Euro-Bobl(EUREX)
Mar20 200302 135.75 136.01 135.56 135.87 +0.21 729,418 1,234,484 -32,511
Jun20 200302 136.10 136.35 135.92 136.20 +0.20 108,503 153,574 +44,201
Sep20 200302 135.76 135.76 135.76 135.76 +0.21 0 324 +0
Total Volume and Open Interest 837,921 1,388,382 +11,690
Euro-Schatz(EUREX)
Mar20 200302 112.36 112.40 112.31 112.40 +0.08 764,084 1,519,628 +4,714
Jun20 200302 112.43 112.46 112.36 112.44 +0.08 267,476 347,837 +58,077
Sep20 200302 112.40 112.40 112.40 112.40 +0.08      
Total Volume and Open Interest 1,031,560 1,867,465 +62,791
3-Mth Euribor(EUREX)
Mar20 200302 100.495 100.495 100.495 100.495 +0.035 1 1,479 -1
Jun20 200302 100.540 100.545 100.525 100.545 +0.045 300 940 +100
Sep20 200302 100.550 100.570 100.550 100.570 +0.045 139 724 +131
Total Volume and Open Interest 550 5,477 +230
Long Gilt(LIFFE)
Mar20 200302 136~04 137~02 136~04 136~17 +0~12 29,395 58,013 -16,164
Jun20 200302 135~05 136~11 135~03 135~23 +0~11 304,303 621,448 +1,178
Total Volume and Open Interest 333,698 679,461 -14,986
3-Mth Short Sterling(LIFFE)
Mar20 200302 99.42 99.46 99.42 99.44 +0.06 279,743 729,821 +44,231
Jun20 200302 99.52 99.57 99.50 99.54 +0.06 220,242 733,122 +8,843
Sep20 200302 99.57 99.61 99.54 99.58 +0.04 132,068 564,170 -14,073
Dec20 200302 99.57 99.62 99.55 99.59 +0.04 113,119 658,332 -11,687
Mar21 200302 99.59 99.64 99.57 99.61 +0.03 77,015 428,256 +3,120
Jun21 200302 99.57 99.64 99.57 99.61 +0.04 63,650 333,896 +4,039
Total Volume and Open Interest 1,296,707 4,688,730 +35,072
3-Mth Euribor(LIFFE)
Mar20 200302 100.485 100.500 100.465 100.495 +0.040 161,134 558,964 +15,612
Jun20 200302 100.540 100.550 100.505 100.545 +0.045 171,200 376,924 +2,428
Sep20 200302 100.545 100.575 100.525 100.570 +0.050 169,617 474,569 -11,554
Total Volume and Open Interest 2,082,308 4,104,576 +56,922
3-Mth Aus T-Bills(SFE)
Mar20 200302 99.20 99.49 99.20 99.41 +0.20 29,333 114,503 -2,762
Jun20 200302 99.37 99.60 99.37 99.50 +0.12 44,011 186,054 -12,190
Sep20 200302 99.48 99.64 99.47 99.54 +0.06 40,822 206,053 +8,513
Dec20 200302 99.49 99.64 99.48 99.53 +0.03 24,015 157,558 +1,774
Mar21 200302 99.51 99.66 99.50 99.53 +0.02 9,309 136,462 +740
Jun21 200302 99.50 99.62 99.49 99.51 +0.01 7,697 83,998 +877
Sep21 200302 99.49 99.68 99.48 99.50 unch 6,868 64,366 +256
Dec21 200302 99.47 99.60 99.46 99.48 unch 5,424 42,014 -222
Mar22 200302 99.45 99.55 99.43 99.45 -0.01 980 2,759 +132
Jun22 200302 99.47 99.53 99.43 99.43 -0.02 400 1,816 +0
Total Volume and Open Interest 168,879 996,881 -2,862
10-Year Aus T-Bonds(SFE)
Mar20 200302 99.18 99.33 99.18 99.20 +0.01 320,876 1,349,972 +18,564
Jun20 200302 99.20 99.32 99.20 99.20 +0.01 71 3,260 -230
Total Volume and Open Interest 320,947 1,353,232 +18,334
3-Year Aus T-Bonds(SFE)
Mar20 200302 99.50 99.67 99.49 99.54 +0.05 270,158 1,247,903 -5,719
Jun20 200302 99.53 99.68 99.53 99.58 +0.04 1,802 1,838 +1,801
Total Volume and Open Interest 271,960 1,249,741 -3,918
Gold(CMX)
Apr20 200302 1592.8 1612.1 1576.3 1594.8 +28.1 573,289 506,861 -7,783
Jun20 200302 1598.4 1616.5 1581.2 1599.5 +27.7 22,883 118,375 +1,770
Aug20 200302 1601.1 1620.5 1590.7 1603.7 +27.4 8,237 33,370 +1,028
Oct20 200302 1603.3 1618.6 1603.3 1606.9 +27.0 857 10,916 -488
Dec20 200302 1609.1 1626.0 1593.9 1609.7 +26.1 3,961 34,644 +663
Feb21 200302 1622.8 1624.2 1611.3 1612.8 +25.8 529 11,401 +351
Apr21 200302 1602.5 1624.3 1600.2 1614.8 +25.1 129 1,793 +62
Jun21 200302 1616.7 1616.7 1616.7 1616.7 +24.1 120 2,292 +29
Aug21 200302 1620.6 1620.6 1620.6 1620.6 +24.0 5 49 +5
Oct21 200302 1624.5 1624.5 1624.5 1624.5 +24.0      
Dec21 200302 1623.4 1640.3 1623.4 1626.2 +21.7 447 1,582 +202
Total Volume and Open Interest 611,166 722,120 -4,276
Silver(CMX)
Mar20 200302 1649.5 1697.5 1639.0 1667.9 +29.2 13,497 4,151 -6,534
May20 200302 1650.0 1706.0 1644.5 1673.9 +28.2 122,376 160,275 -2,046
Jul20 200302 1655.5 1712.0 1654.5 1680.4 +27.9 4,563 31,529 +73
Sep20 200302 1671.0 1714.5 1671.0 1686.0 +27.9 673 8,968 -119
Dec20 200302 1670.0 1722.0 1669.0 1692.8 +27.3 647 11,831 -82
Mar21 200302 1699.5 1701.0 1699.5 1700.2 +24.9 18 348 +0
May21 200302 1706.0 1706.0 1706.0 1706.0 +24.9 1 54 -1
Total Volume and Open Interest 143,479 218,370 -8,620
Platinum(NYMEX)
Apr20 200302 858.0 885.4 851.0 859.4 -5.3 30,918 76,724 -2,901
Jul20 200302 859.8 890.0 857.2 864.2 -5.7 2,473 14,231 +1,457
Oct20 200302 861.0 892.6 861.0 868.8 -5.7 57 872 +27
Jan21 200302 877.1 877.1 871.8 872.2 -6.1 3 111 +0
Total Volume and Open Interest 33,451 91,949 -1,421
Palladium(NYMEX)
Mar20 200302 2535.00 2535.00 2445.40 2445.40 -63.40 534 107 -360
Jun20 200302 2482.00 2576.90 2391.00 2427.70 -63.40 4,366 13,021 +263
Sep20 200302 2488.10 2564.60 2394.90 2416.30 -61.10 67 1,392 -2
Total Volume and Open Interest 4,969 14,953 -99
Copper(CMX)
Mar20 200302 253.60 261.85 251.45 260.10 +5.50 14,714 5,758 -5,673
May20 200302 252.20 261.30 250.10 259.50 +5.50 110,451 150,030 +2,615
Jul20 200302 253.25 261.70 250.95 259.90 +5.45 8,025 42,163 +331
Sep20 200302 255.00 262.10 255.00 260.45 +5.45 5,897 24,608 +179
Dec20 200302 252.55 262.45 252.55 261.35 +5.45 2,853 18,175 -283
Total Volume and Open Interest 143,520 252,760 -2,504
E-mini DJIA Index(CBOT)
Mar20 200302 25196 26711 24851 26468 +1104 689,083 98,098 -693
Jun20 200302 25310 26621 24744 26383 +1097 2,108 1,234 +257
Sep20 200302 25399 26517 24914 26221 +942 67 51 +9
Dec20 200302 26150 26150 26150 26150 +909 0 4 +0
Total Volume and Open Interest 691,258 99,387 -427
S & P 500(CME)
Mar20 200302 2905.00 3091.00 2890.00 3065.00 +114.00 9,185 53,410 +3,556
Jun20 200302 2955.00 3060.00 2955.00 3059.50 +114.00 7 163 +1
Sep20 200302 3054.00 3054.00 3054.00 3054.00 +115.25      
Dec20 200302 3047.75 3047.75 3047.75 3047.75 +114.25      
Total Volume and Open Interest 9,192 53,647 +3,556
S & P 500 E-Mini(CME)
Mar20 200302 2900.00 3093.25 2889.25 3065.00 +114.00 4,734,434 2,864,642 +102,303
Jun20 200302 2923.25 3087.50 2884.25 3059.50 +114.00 70,961 92,012 -2,678
Sep20 200302 2881.00 3081.00 2881.00 3054.00 +115.25 779 1,091 +142
Dec20 200302 2942.00 3049.25 2905.25 3047.75 +114.25 21 2,257 +0
Total Volume and Open Interest 4,806,209 2,960,029 +99,777
NASDAQ 100 E-Mini(CME)
Mar20 200302 8349.25 8883.25 8224.25 8791.25 +337.25 1,580,041 216,791 +13,682
Jun20 200302 8408.25 8886.50 8250.50 8797.25 +337.00 6,576 4,134 +311
Sep20 200302 8350.00 8876.25 8324.50 8799.25 +344.75 63 114 +23
Total Volume and Open Interest 1,586,687 221,046 +14,019
S&P Midcap 400(CME) e-Mini
Mar20 200302 1799.90 1875.30 1782.10 1873.80 +61.60 35,635 74,557 -451
Jun20 200302 1875.20 1875.20 1787.70 1875.20 +63.10 3 65 -1
Sep20 200302 1882.10 1882.10 1882.10 1882.10 +59.40      
Total Volume and Open Interest 35,638 74,622 -452
Volatility Index(CBOE)
Mar20 200302 29.05 30.20 24.80 26.28 -0.05 362,768 202,794 +9,911
Apr20 200302 24.35 25.25 22.05 23.33 +0.30 189,275 112,875 +11,380
May20 200302 21.40 22.68 20.45 21.28 unch 71,995 48,755 +11,801
Jun20 200302 20.70 21.39 19.64 20.33 -0.05 25,475 26,233 +1,754
Total Volume and Open Interest 675,508 451,642 +36,288
S & P 600(CME)
Mar20 200302 907.80 907.80 907.80 907.80 +23.30      
Jun20 200302 908.40 908.40 908.40 908.40 +23.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200302 1454.50 1520.10 1446.40 1500.80 +25.90 369,979 479,051 +6,426
Jun20 200302 1448.00 1518.70 1448.00 1499.60 +26.10 676 1,842 +162
Sep20 200302 1498.60 1498.60 1498.60 1498.60 +18.80      
Total Volume and Open Interest 370,655 480,893 +6,588
Nikkei 225(CME)
Mar20 200302 20715 21610 20520 21435 +405 47,837 16,628 -1,283
Jun20 200302 20850 21450 20535 21305 +415 278 1,199 +55
Total Volume and Open Interest 48,115 17,827 -1,228
Nikkei 225(SGX)
Mar20 200302 21010 21595 20460 21230 +250 247,597 204,616 -399
Jun20 200302 20840 21280 20300 21055 +250 2,252 6,678 +682
Sep20 200302 21015 21015 21015 21015 -630 0 10 +0
Total Volume and Open Interest 260,354 245,357 +135
Nikkei 225 Mini(JPX)
Mar20 200302 21175 21595 20455 21170 +90 2,902,825 459,720 +8,001
Jun20 200302 20980 21400 20265 20980 -680 209,965 32,781 +8,172
Sep20 200302 20915 21340 20220 20920 -680 1,840 1,895 +386
Total Volume and Open Interest 3,185,567 503,212 -31,010
Nikkei 225(JPX)
Mar20 200302 21180 21590 20460 21170 +90 208,209 273,354 +8,051
Jun20 200302 20980 21390 20270 20980 +240 5,958 37,201 +5,332
Sep20 200302 20810 21320 20240 20920 +90 11 3,213 -1
Total Volume and Open Interest 214,232 400,875 +13,620
Nikkei 225(CME) Yen
Mar20 200302 20670 21590 20505 21425 +410 150,951 48,267 -5,840
Jun20 200302 20505 21375 20490 21225 +405 188 1,238 +53
Sep20 200302 21215 21215 21215 21215 +290      
Total Volume and Open Interest 151,139 49,505 -5,787
Nikkei 225(CME) e-Mini Yen
Mar20 200302 21430 21430 20780 21430 +410 1 3 -1
Jun20 200302 21230 21230 21230 21230 +410      
Sep20 200302 21220 21220 21220 21220 +290      
Total Volume and Open Interest 1 3 -1
CAC 40(EURONEXT)
Mar20 200302 5361.0 5438.0 5190.0 5330.5 +24.0 241,898 363,804 -4,195
Apr20 200302 5407.0 5407.0 5172.0 5317.5 +23.5 38 5,331 -5
May20 200302 5244.0 5244.0 5244.0 5244.0 +24.5      
Jun20 200302 5255.0 5255.0 5185.5 5185.5 +32.0 1 3,005 +0
Total Volume and Open Interest 241,937 439,147 -4,200
Hang Seng Index(HKFE)
Mar20 200302 26127 26357 25582 26299 +129 207,275 104,419 +5,402
Apr20 200302 25950 26380 25625 26306 +120      
Total Volume and Open Interest 258,343 129,660  
DAX(EUREX)
Mar20 200302 11744.5 12213.0 11617.0 11864.0 +45.0 249,000 137,997 -513
Jun20 200302 11943.5 12219.0 11634.0 11878.0 +43.5 1,498 2,975 +435
Sep20 200302 12094.0 12200.0 11850.0 11858.0 +41.5 56 212 +25
Total Volume and Open Interest 250,554 141,184 -53
Mini-DAX(EUREX)
Mar20 200302 11765.0 12209.0 11617.0 11864.0 +45.0 220,447 24,418 +509
Jun20 200302 11810.0 12216.0 11632.0 11878.0 +43.5 937 1,349 +259
Sep20 200302 12039.0 12200.0 11709.0 11858.0 +41.5 80 191 +23
Total Volume and Open Interest 221,464 25,958 +791
DJ EuroSTOXX 50(EUREX)
Mar20 200302 3291 3413 3253 3339 +25 3,273,836 4,425,146 +67,075
Jun20 200302 3215 3329 3172 3256 +25 101,352 304,099 +95,003
Sep20 200302 3231 3243 3231 3243 +25 6,014 16,064 +6,011
Total Volume and Open Interest 3,381,202 4,832,351 +168,089
Swiss Market Index(EUREX)
Mar20 200302 9884 10054 9702 9853 +136 145,002 221,511 +9,938
Jun20 200302 9711 9837 9530 9672 +136 374 20,607 +81
Sep20 200302 9689 9769 9526 9637 +141 154 173 +76
Total Volume and Open Interest 145,530 242,291 +10,095
FT-SE 100(EURONEXT)
Mar20 200302 6554.00 6748.00 6470.00 6632.00 +103.50 274,636 728,066 -181
Jun20 200302 6465.50 6636.50 6386.00 6547.50 +108.00 35 639 +5
Sep20 200302 6472.00 6472.00 6472.00 6472.00 +106.50 0 20 +0
Total Volume and Open Interest 274,671 728,775 -176
SPI 200(SFE)
Mar20 200302 6355.0 6406.0 6210.0 6344.0 -30.0 110,029 420,017 -4,917
Jun20 200302 6366.0 6366.0 6206.0 6317.0 -34.0 668 10,113 +641
Sep20 200302 6231.0 6234.0 6231.0 6234.0 -38.0 0 29 +0
Total Volume and Open Interest 110,740 430,529 -4,238
FTSE MIB(ISE)
Mar20 200302 22290.00 22400.00 21035.00 21673.00 -353.00 79,956 134,110 -3,316
Jun20 200302 21670.00 21790.00 20480.00 21073.00 -361.00 744 3,881 +502
Sep20 200302 21200.00 21200.00 20913.00 20913.00 -364.00 0 47 +0
Total Volume and Open Interest 80,700 138,038 -2,814
KOSPI 200(KFE)
Mar20 200302 269.50 272.45 266.05 270.90 +3.05 519,336 332,634 +6,512
Jun20 200302 269.45 272.50 266.10 271.10 +3.35 4,648 30,424 +2,727
Sep20 200302 267.85 271.60 267.85 269.85 +1.90 7 2,126 +2
Total Volume and Open Interest 524,030 405,505 +10,366
GSCI(CME)
Mar20 200302 362.00 371.55 361.10 369.45 +10.60 57 8,946 -46
Apr20 200302 369.00 369.80 369.00 369.00 +10.65      
May20 200302 372.30 372.30 372.30 372.30 +10.65      
Total Volume and Open Interest 57 8,946 -46
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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