|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Mon March 09, 2020 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar20 |
200309 |
865.00 |
871.75 |
861.75 |
863.50 |
-19.75 |
291 |
556 |
-180 |
May20 |
200309 |
883.50 |
883.50 |
867.00 |
870.00 |
-21.25 |
98,729 |
337,726 |
-274 |
Jul20 |
200309 |
892.75 |
893.00 |
876.00 |
879.00 |
-21.00 |
45,560 |
180,831 |
+1,064 |
Aug20 |
200309 |
894.50 |
894.75 |
879.00 |
881.50 |
-20.25 |
4,532 |
16,091 |
+586 |
Sep20 |
200309 |
895.50 |
895.50 |
880.25 |
882.25 |
-19.50 |
5,055 |
18,799 |
+927 |
Nov20 |
200309 |
900.00 |
900.00 |
884.00 |
886.25 |
-19.25 |
26,980 |
118,668 |
+2,497 |
Jan21 |
200309 |
902.00 |
902.50 |
887.50 |
889.25 |
-18.75 |
8,731 |
29,720 |
-520 |
Mar21 |
200309 |
895.00 |
895.00 |
880.00 |
881.75 |
-18.25 |
14,517 |
72,164 |
+3,605 |
May21 |
200309 |
894.50 |
894.50 |
879.75 |
881.50 |
-18.00 |
4,067 |
15,036 |
+915 |
Jul21 |
200309 |
900.00 |
900.00 |
885.25 |
887.00 |
-17.50 |
2,022 |
10,514 |
-411 |
Aug21 |
200309 |
893.00 |
893.00 |
886.25 |
886.75 |
-17.50 |
62 |
461 |
+9 |
Sep21 |
200309 |
884.00 |
885.00 |
883.75 |
883.75 |
-16.75 |
17 |
188 |
+8 |
Nov21 |
200309 |
896.00 |
896.00 |
884.00 |
884.50 |
-15.75 |
950 |
8,263 |
+369 |
Jan22 |
200309 |
892.00 |
892.00 |
892.00 |
892.00 |
-15.50 |
0 |
30 |
+0 |
Total Volume and Open Interest |
211,548 |
809,187 |
+8,622 |
Soybean Meal(CBOT) |
Mar20 |
200309 |
302.80 |
302.80 |
293.80 |
296.60 |
-4.70 |
247 |
511 |
-243 |
May20 |
200309 |
303.00 |
303.30 |
296.20 |
300.40 |
-4.70 |
60,476 |
190,360 |
-1,353 |
Jul20 |
200309 |
307.30 |
307.90 |
301.30 |
304.70 |
-4.70 |
34,611 |
103,812 |
+556 |
Aug20 |
200309 |
308.00 |
308.40 |
302.50 |
305.50 |
-4.20 |
7,185 |
17,519 |
+187 |
Sep20 |
200309 |
308.10 |
308.20 |
303.00 |
305.90 |
-3.70 |
5,183 |
16,865 |
-449 |
Oct20 |
200309 |
308.10 |
308.70 |
303.80 |
306.30 |
-3.40 |
2,139 |
15,861 |
+93 |
Dec20 |
200309 |
311.20 |
311.80 |
307.10 |
309.50 |
-3.40 |
11,264 |
62,451 |
+306 |
Jan21 |
200309 |
310.80 |
311.00 |
307.00 |
309.10 |
-3.10 |
1,672 |
6,603 |
-53 |
Mar21 |
200309 |
307.50 |
307.60 |
303.60 |
305.00 |
-3.50 |
3,449 |
17,466 |
+840 |
May21 |
200309 |
306.60 |
307.10 |
302.70 |
304.20 |
-3.30 |
2,080 |
8,341 |
+427 |
Total Volume and Open Interest |
130,272 |
447,197 |
+578 |
Soybean Oil(CBOT) |
Mar20 |
200309 |
27.83 |
27.88 |
26.91 |
27.31 |
-1.17 |
258 |
646 |
-91 |
May20 |
200309 |
28.08 |
28.33 |
27.07 |
27.54 |
-1.21 |
90,731 |
192,645 |
-3,067 |
Jul20 |
200309 |
28.68 |
28.68 |
27.45 |
27.90 |
-1.20 |
62,198 |
114,731 |
-2,489 |
Aug20 |
200309 |
28.78 |
28.82 |
27.62 |
28.08 |
-1.15 |
11,180 |
34,523 |
+856 |
Sep20 |
200309 |
28.98 |
28.99 |
27.81 |
28.25 |
-1.13 |
5,786 |
20,515 |
+116 |
Oct20 |
200309 |
29.05 |
29.14 |
27.97 |
28.41 |
-1.10 |
2,448 |
13,020 |
+89 |
Dec20 |
200309 |
29.40 |
29.46 |
28.31 |
28.75 |
-1.09 |
15,329 |
52,996 |
-981 |
Jan21 |
200309 |
29.59 |
29.65 |
28.55 |
28.96 |
-1.05 |
1,066 |
8,200 |
+169 |
Mar21 |
200309 |
29.78 |
29.78 |
28.73 |
29.14 |
-0.96 |
4,058 |
16,074 |
+1,143 |
May21 |
200309 |
29.94 |
29.94 |
28.90 |
29.30 |
-0.87 |
2,348 |
8,024 |
+905 |
Total Volume and Open Interest |
196,393 |
466,268 |
-3,161 |
Canola(WCE) |
Mar20 |
200309 |
453.8 |
453.8 |
453.8 |
453.8 |
-6.2 |
2 |
7 |
+0 |
May20 |
200309 |
458.1 |
459.4 |
452.2 |
455.3 |
-4.4 |
6,629 |
96,591 |
+57 |
Jul20 |
200309 |
466.5 |
466.5 |
460.6 |
463.7 |
-4.3 |
3,174 |
38,201 |
+1,008 |
Nov20 |
200309 |
476.0 |
476.0 |
469.3 |
473.3 |
-3.4 |
1,005 |
40,285 |
-168 |
Jan21 |
200309 |
480.6 |
480.7 |
476.1 |
479.8 |
-3.5 |
179 |
2,796 |
-59 |
Total Volume and Open Interest |
10,999 |
179,014 |
+848 |
Corn(CBOT) |
Mar20 |
200309 |
372.00 |
377.50 |
368.50 |
374.25 |
-3.00 |
1,830 |
2,797 |
-1,378 |
May20 |
200309 |
370.25 |
375.25 |
366.75 |
372.75 |
-3.25 |
142,139 |
590,316 |
-16,819 |
Jul20 |
200309 |
373.50 |
377.25 |
370.00 |
375.00 |
-4.25 |
83,600 |
374,541 |
+2,029 |
Sep20 |
200309 |
372.00 |
374.75 |
370.00 |
372.50 |
-5.00 |
26,221 |
175,367 |
+600 |
Dec20 |
200309 |
377.00 |
378.50 |
374.00 |
376.25 |
-5.25 |
25,966 |
269,450 |
+1,661 |
Mar21 |
200309 |
387.75 |
388.75 |
385.00 |
387.00 |
-4.75 |
3,906 |
23,842 |
+305 |
May21 |
200309 |
391.75 |
393.75 |
390.50 |
392.50 |
-4.50 |
272 |
5,450 |
+66 |
Jul21 |
200309 |
394.50 |
396.75 |
393.50 |
396.25 |
-3.75 |
983 |
22,554 |
+431 |
Sep21 |
200309 |
389.00 |
390.75 |
387.00 |
390.00 |
-2.50 |
97 |
3,086 |
+41 |
Dec21 |
200309 |
392.25 |
392.75 |
390.00 |
391.75 |
-3.00 |
1,579 |
22,379 |
+667 |
Total Volume and Open Interest |
286,618 |
1,491,018 |
-12,388 |
Wheat(CBOT) |
Mar20 |
200309 |
516.00 |
524.00 |
513.50 |
522.25 |
+1.00 |
109 |
165 |
-97 |
May20 |
200309 |
509.00 |
522.50 |
505.75 |
518.75 |
+3.00 |
61,927 |
190,645 |
+198 |
Jul20 |
200309 |
511.00 |
521.75 |
506.50 |
518.75 |
+2.00 |
33,482 |
114,205 |
+1,931 |
Sep20 |
200309 |
515.75 |
528.25 |
514.00 |
525.75 |
+1.75 |
14,737 |
57,982 |
+2,073 |
Dec20 |
200309 |
529.00 |
539.50 |
525.50 |
537.00 |
+1.75 |
8,946 |
49,721 |
-120 |
Mar21 |
200309 |
538.75 |
549.25 |
535.75 |
547.00 |
+2.00 |
954 |
11,920 |
-62 |
Total Volume and Open Interest |
120,648 |
431,367 |
+3,964 |
Wheat(KCBT) |
Mar20 |
200309 |
436.50 |
436.50 |
436.50 |
436.50 |
-2.75 |
13 |
26 |
-8 |
May20 |
200309 |
441.00 |
446.50 |
433.00 |
441.00 |
-5.25 |
27,062 |
129,353 |
+1,705 |
Jul20 |
200309 |
448.50 |
454.00 |
441.00 |
448.75 |
-4.75 |
18,321 |
66,466 |
+1,224 |
Sep20 |
200309 |
458.25 |
463.75 |
451.50 |
459.00 |
-4.00 |
6,850 |
23,737 |
+2,673 |
Dec20 |
200309 |
470.00 |
477.00 |
465.00 |
472.50 |
-3.50 |
2,948 |
30,972 |
-58 |
Mar21 |
200309 |
480.00 |
488.50 |
477.50 |
484.25 |
-3.50 |
172 |
4,788 |
+68 |
May21 |
200309 |
489.00 |
495.75 |
485.25 |
491.75 |
-3.50 |
34 |
565 |
+12 |
Total Volume and Open Interest |
55,410 |
256,205 |
+5,619 |
Wheat(MGE) |
Mar20 |
200309 |
507.50 |
507.50 |
507.50 |
507.50 |
-1.50 |
2 |
0 |
-24 |
May20 |
200309 |
520.25 |
525.25 |
515.00 |
520.75 |
-4.50 |
6,237 |
0 |
-37,347 |
Jul20 |
200309 |
529.25 |
535.00 |
525.00 |
530.75 |
-4.25 |
4,488 |
0 |
-13,814 |
Sep20 |
200309 |
538.75 |
544.50 |
534.25 |
540.25 |
-4.00 |
812 |
0 |
-8,208 |
Dec20 |
200309 |
553.00 |
558.25 |
549.00 |
554.25 |
-3.75 |
306 |
0 |
-5,116 |
Mar21 |
200309 |
565.00 |
573.00 |
563.25 |
569.00 |
-2.75 |
6 |
0 |
-1,549 |
Total Volume and Open Interest |
11,851 |
66,824 |
+650 |
Oats(CBOT) |
Mar20 |
200309 |
261.00 |
261.00 |
261.00 |
261.00 |
-0.75 |
|
|
|
May20 |
200309 |
269.00 |
270.75 |
255.25 |
267.50 |
-0.75 |
332 |
3,212 |
-16 |
Jul20 |
200309 |
269.25 |
273.25 |
258.50 |
270.75 |
+1.50 |
11 |
922 |
+6 |
Sep20 |
200309 |
260.50 |
263.25 |
256.00 |
263.25 |
+1.50 |
0 |
130 |
+0 |
Total Volume and Open Interest |
344 |
4,730 |
-9 |
Rough Rice(CBOT) |
Mar20 |
200309 |
12.81 |
12.85 |
12.75 |
12.78 |
-0.10 |
19 |
62 |
-27 |
May20 |
200309 |
12.89 |
12.90 |
12.69 |
12.74 |
-0.17 |
1,836 |
10,543 |
-291 |
Jul20 |
200309 |
12.91 |
12.91 |
12.77 |
12.82 |
-0.14 |
205 |
817 |
+27 |
Sep20 |
200309 |
11.80 |
11.80 |
11.70 |
11.73 |
-0.17 |
103 |
1,627 |
+44 |
Total Volume and Open Interest |
2,168 |
13,086 |
-244 |
Live Cattle(CME) |
Apr20 |
200309 |
102.750 |
105.230 |
102.750 |
102.850 |
-2.900 |
29,790 |
119,982 |
-2,286 |
Jun20 |
200309 |
97.035 |
99.500 |
97.035 |
97.100 |
-2.935 |
22,020 |
107,637 |
+4,240 |
Aug20 |
200309 |
98.080 |
100.500 |
98.080 |
98.080 |
-3.000 |
16,369 |
54,758 |
+2,128 |
Oct20 |
200309 |
103.200 |
105.480 |
103.200 |
103.200 |
-3.000 |
9,543 |
41,437 |
+1,160 |
Dec20 |
200309 |
107.480 |
109.700 |
107.480 |
107.580 |
-2.900 |
4,253 |
21,404 |
+995 |
Feb21 |
200309 |
110.450 |
112.600 |
110.450 |
110.785 |
-2.665 |
813 |
4,443 |
+145 |
Total Volume and Open Interest |
83,030 |
351,596 |
+6,466 |
Feeder Cattle(CME) |
Mar20 |
200309 |
126.200 |
129.800 |
126.200 |
126.200 |
-4.500 |
1,102 |
4,194 |
-440 |
Apr20 |
200309 |
125.550 |
129.235 |
125.550 |
125.550 |
-4.500 |
4,405 |
16,084 |
-299 |
May20 |
200309 |
126.650 |
130.000 |
126.650 |
126.650 |
-4.500 |
3,612 |
13,981 |
+244 |
Aug20 |
200309 |
134.100 |
137.200 |
134.000 |
134.000 |
-4.500 |
1,505 |
9,087 |
+70 |
Sep20 |
200309 |
135.785 |
138.485 |
135.435 |
135.435 |
-4.500 |
620 |
2,959 |
-2 |
Oct20 |
200309 |
136.350 |
139.285 |
136.200 |
136.200 |
-4.500 |
546 |
1,472 |
-30 |
Nov20 |
200309 |
137.830 |
138.985 |
136.535 |
136.535 |
-4.500 |
312 |
459 |
-17 |
Total Volume and Open Interest |
12,318 |
48,525 |
-398 |
Lean Hogs(CME) |
Apr20 |
200309 |
62.930 |
65.225 |
62.930 |
63.000 |
-2.930 |
19,017 |
96,874 |
-3,566 |
May20 |
200309 |
68.385 |
70.535 |
68.385 |
68.700 |
-2.685 |
81 |
2,022 |
+30 |
Jun20 |
200309 |
76.750 |
78.900 |
76.750 |
77.350 |
-2.400 |
11,530 |
64,657 |
+1,892 |
Jul20 |
200309 |
77.950 |
80.035 |
77.950 |
78.300 |
-2.650 |
5,554 |
27,161 |
-133 |
Aug20 |
200309 |
79.000 |
79.885 |
77.800 |
78.100 |
-2.700 |
5,037 |
34,366 |
+334 |
Oct20 |
200309 |
67.350 |
68.730 |
67.250 |
67.350 |
-2.080 |
5,006 |
38,926 |
+1,051 |
Dec20 |
200309 |
63.680 |
64.300 |
62.535 |
62.680 |
-2.070 |
2,280 |
19,868 |
+435 |
Feb21 |
200309 |
66.500 |
67.785 |
66.475 |
66.885 |
-1.250 |
673 |
4,003 |
+133 |
Total Volume and Open Interest |
49,445 |
289,505 |
+277 |
Class III Milk(CME) |
Mar20 |
200309 |
16.37 |
16.37 |
16.26 |
16.30 |
-0.07 |
149 |
2,875 |
+0 |
Apr20 |
200309 |
15.96 |
16.04 |
15.77 |
15.81 |
-0.22 |
206 |
2,771 |
+70 |
May20 |
200309 |
16.28 |
16.28 |
15.91 |
15.96 |
-0.32 |
181 |
2,231 |
+49 |
Jun20 |
200309 |
16.37 |
16.37 |
16.17 |
16.23 |
-0.25 |
157 |
2,303 |
+45 |
Jul20 |
200309 |
16.72 |
16.72 |
16.49 |
16.54 |
-0.19 |
31 |
1,133 |
+1 |
Aug20 |
200309 |
16.75 |
16.77 |
16.66 |
16.70 |
-0.17 |
41 |
992 |
+0 |
Sep20 |
200309 |
16.92 |
16.99 |
16.86 |
16.88 |
-0.20 |
20 |
1,091 |
+0 |
Oct20 |
200309 |
17.02 |
17.02 |
16.93 |
16.93 |
-0.19 |
0 |
772 |
+0 |
Nov20 |
200309 |
17.01 |
17.01 |
16.87 |
16.87 |
-0.20 |
1 |
798 |
+0 |
Dec20 |
200309 |
16.74 |
16.80 |
16.73 |
16.75 |
-0.14 |
2 |
715 |
-2 |
Jan21 |
200309 |
16.59 |
16.59 |
16.56 |
16.58 |
-0.02 |
1 |
340 |
+1 |
Feb21 |
200309 |
16.58 |
16.58 |
16.55 |
16.58 |
unch |
0 |
254 |
+0 |
Mar21 |
200309 |
16.56 |
16.58 |
16.56 |
16.58 |
+0.02 |
0 |
249 |
+0 |
Total Volume and Open Interest |
789 |
16,919 |
+164 |
Cocoa(ICE) |
Mar20 |
200309 |
2687 |
2687 |
2686 |
2686 |
-16 |
0 |
13 |
+0 |
May20 |
200309 |
2536 |
2573 |
2509 |
2545 |
-16 |
19,989 |
117,108 |
-1,348 |
Jul20 |
200309 |
2550 |
2578 |
2519 |
2549 |
-20 |
14,925 |
64,139 |
-2,656 |
Sep20 |
200309 |
2560 |
2585 |
2529 |
2556 |
-20 |
6,952 |
55,728 |
+469 |
Dec20 |
200309 |
2500 |
2525 |
2480 |
2504 |
-11 |
3,049 |
51,282 |
+350 |
Mar21 |
200309 |
2444 |
2477 |
2434 |
2459 |
-2 |
1,397 |
22,462 |
+336 |
May21 |
200309 |
2434 |
2460 |
2419 |
2441 |
+1 |
586 |
6,896 |
-55 |
Total Volume and Open Interest |
47,235 |
322,257 |
-2,750 |
Coffee "C"(ICE) |
Mar20 |
200309 |
103.70 |
109.65 |
103.70 |
108.95 |
+3.35 |
82 |
711 |
-215 |
May20 |
200309 |
102.95 |
110.90 |
102.55 |
109.20 |
+1.80 |
30,433 |
100,163 |
-829 |
Jul20 |
200309 |
105.00 |
112.90 |
104.45 |
111.15 |
+1.85 |
11,262 |
60,169 |
-701 |
Sep20 |
200309 |
107.55 |
114.80 |
106.45 |
113.10 |
+1.85 |
7,369 |
37,765 |
-280 |
Dec20 |
200309 |
110.05 |
117.15 |
108.95 |
115.55 |
+1.80 |
5,513 |
32,294 |
+779 |
Mar21 |
200309 |
114.40 |
119.05 |
111.20 |
117.75 |
+1.75 |
1,949 |
15,349 |
+436 |
Total Volume and Open Interest |
58,736 |
272,171 |
+16 |
Orange Juice(ICE) |
Mar20 |
200309 |
100.50 |
100.50 |
100.50 |
100.50 |
-2.65 |
50 |
249 |
-50 |
May20 |
200309 |
96.50 |
97.45 |
93.90 |
94.05 |
-2.65 |
716 |
13,989 |
+27 |
Jul20 |
200309 |
99.00 |
100.00 |
96.50 |
96.50 |
-2.75 |
96 |
1,801 |
+21 |
Sep20 |
200309 |
102.00 |
102.00 |
99.30 |
99.35 |
-2.85 |
50 |
785 |
+40 |
Nov20 |
200309 |
103.40 |
103.40 |
102.25 |
102.25 |
-2.75 |
5 |
351 |
+0 |
Jan21 |
200309 |
105.00 |
105.00 |
105.00 |
105.00 |
-2.70 |
0 |
316 |
+0 |
Total Volume and Open Interest |
917 |
17,670 |
+38 |
Sugar #11(ICE) |
May20 |
200309 |
12.50 |
12.74 |
12.18 |
12.61 |
-0.41 |
68,492 |
428,375 |
-9,376 |
Jul20 |
200309 |
12.62 |
12.70 |
12.29 |
12.58 |
-0.44 |
51,892 |
266,995 |
+7,186 |
Oct20 |
200309 |
12.99 |
12.99 |
12.56 |
12.81 |
-0.42 |
28,084 |
211,412 |
+4,038 |
Mar21 |
200309 |
13.47 |
13.47 |
13.04 |
13.28 |
-0.38 |
14,275 |
104,863 |
-902 |
May21 |
200309 |
13.11 |
13.11 |
12.80 |
13.04 |
-0.28 |
6,844 |
36,944 |
+1,729 |
Jul21 |
200309 |
12.92 |
12.92 |
12.59 |
12.85 |
-0.21 |
4,427 |
38,313 |
+993 |
Oct21 |
200309 |
13.02 |
13.02 |
12.66 |
12.94 |
-0.16 |
2,614 |
38,247 |
+715 |
Mar22 |
200309 |
13.17 |
13.30 |
13.00 |
13.26 |
-0.12 |
391 |
14,879 |
+72 |
Total Volume and Open Interest |
178,191 |
1,147,963 |
+4,718 |
London Cocoa(LCE) |
Mar20 |
200309 |
1837 |
1837 |
1793 |
1806 |
-44 |
3,359 |
17,348 |
-2,221 |
May20 |
200309 |
1860 |
1864 |
1838 |
1849 |
-37 |
11,030 |
66,290 |
-2,276 |
Jul20 |
200309 |
1851 |
1854 |
1833 |
1842 |
-33 |
8,030 |
48,781 |
+84 |
Sep20 |
200309 |
1832 |
1832 |
1812 |
1823 |
-27 |
4,809 |
41,174 |
+289 |
Dec20 |
200309 |
1750 |
1758 |
1734 |
1748 |
-14 |
4,102 |
62,015 |
-4 |
Mar21 |
200309 |
1723 |
1723 |
1700 |
1714 |
-10 |
1,802 |
31,477 |
-308 |
May21 |
200309 |
1700 |
1708 |
1688 |
1703 |
-6 |
1,002 |
8,821 |
+370 |
Total Volume and Open Interest |
34,766 |
285,106 |
-3,927 |
London Sugar(LCE) |
May20 |
200309 |
360.00 |
361.00 |
348.10 |
355.60 |
-14.70 |
4,921 |
57,191 |
-949 |
Aug20 |
200309 |
360.70 |
361.00 |
348.60 |
355.60 |
-12.80 |
3,052 |
43,761 |
+25 |
Oct20 |
200309 |
358.90 |
358.90 |
348.10 |
354.70 |
-10.50 |
1,015 |
12,733 |
-35 |
Dec20 |
200309 |
361.00 |
361.00 |
351.00 |
356.10 |
-9.30 |
781 |
8,124 |
-128 |
Mar21 |
200309 |
363.90 |
363.90 |
355.00 |
359.10 |
-8.70 |
481 |
4,614 |
+208 |
Total Volume and Open Interest |
10,751 |
128,548 |
-762 |
Cotton(ICE) |
Mar20 |
200309 |
61.39 |
61.39 |
61.39 |
61.39 |
-1.58 |
1 |
29 |
-1 |
May20 |
200309 |
62.00 |
62.50 |
60.50 |
61.21 |
-1.58 |
15,836 |
104,768 |
+357 |
Jul20 |
200309 |
62.98 |
63.11 |
61.17 |
61.91 |
-1.60 |
7,554 |
45,516 |
+752 |
Oct20 |
200309 |
62.16 |
62.16 |
62.16 |
62.16 |
-1.85 |
30 |
51 |
-10 |
Dec20 |
200309 |
63.05 |
63.34 |
61.40 |
62.11 |
-1.70 |
3,690 |
46,294 |
+1,783 |
Mar21 |
200309 |
64.01 |
64.13 |
62.31 |
62.99 |
-1.62 |
580 |
8,172 |
-57 |
Total Volume and Open Interest |
27,988 |
208,267 |
+2,839 |
Lumber(CME) |
Mar20 |
200309 |
391.4 |
399.1 |
370.4 |
370.4 |
-30.0 |
95 |
181 |
-75 |
May20 |
200309 |
369.8 |
369.8 |
356.7 |
356.7 |
-27.0 |
410 |
2,110 |
+23 |
Jul20 |
200309 |
367.6 |
368.4 |
358.4 |
358.4 |
-27.0 |
83 |
602 |
+22 |
Sep20 |
200309 |
353.6 |
355.5 |
353.2 |
353.2 |
-27.0 |
1 |
380 |
+0 |
Nov20 |
200309 |
345.1 |
345.1 |
343.1 |
345.1 |
-24.9 |
1 |
123 |
+0 |
Jan21 |
200309 |
341.3 |
343.4 |
341.3 |
343.4 |
-24.9 |
0 |
1 |
+0 |
Mar21 |
200309 |
341.9 |
341.9 |
341.9 |
341.9 |
-24.9 |
|
|
|
Total Volume and Open Interest |
590 |
3,397 |
-30 |
Crude Oil(NYM) |
Apr20 |
200309 |
32.87 |
34.88 |
27.34 |
31.13 |
-10.15 |
704,591 |
392,112 |
-11,278 |
May20 |
200309 |
32.87 |
35.19 |
27.83 |
31.47 |
-10.04 |
164,215 |
263,380 |
+13,850 |
Jun20 |
200309 |
35.59 |
35.59 |
28.57 |
31.94 |
-9.83 |
116,568 |
241,916 |
+2,901 |
Jul20 |
200309 |
37.64 |
37.64 |
29.29 |
32.46 |
-9.58 |
46,896 |
154,011 |
+4,190 |
Aug20 |
200309 |
38.98 |
38.98 |
30.00 |
33.04 |
-9.29 |
23,281 |
91,785 |
-1,750 |
Sep20 |
200309 |
36.90 |
36.91 |
30.59 |
33.66 |
-8.98 |
31,626 |
119,580 |
+4,294 |
Oct20 |
200309 |
39.00 |
39.00 |
31.22 |
34.25 |
-8.67 |
12,915 |
99,239 |
+2,324 |
Nov20 |
200309 |
39.00 |
39.00 |
31.90 |
34.86 |
-8.38 |
6,268 |
76,155 |
+986 |
Dec20 |
200309 |
38.47 |
38.47 |
32.44 |
35.47 |
-8.09 |
59,622 |
250,707 |
+3,340 |
Jan21 |
200309 |
42.82 |
42.82 |
33.09 |
36.00 |
-7.83 |
2,474 |
52,637 |
+471 |
Feb21 |
200309 |
42.24 |
42.24 |
33.61 |
36.50 |
-7.57 |
1,456 |
28,788 |
+6 |
Mar21 |
200309 |
42.42 |
42.52 |
34.15 |
37.00 |
-7.31 |
4,373 |
36,491 |
+535 |
Apr21 |
200309 |
38.20 |
40.01 |
35.15 |
37.48 |
-7.07 |
324 |
19,802 |
+152 |
May21 |
200309 |
44.62 |
44.62 |
35.59 |
37.93 |
-6.86 |
223 |
17,385 |
-4 |
Jun21 |
200309 |
43.99 |
43.99 |
35.58 |
38.35 |
-6.68 |
12,085 |
74,379 |
+1,201 |
Jul21 |
200309 |
38.03 |
41.02 |
36.47 |
38.74 |
-6.47 |
90 |
16,972 |
-34 |
Total Volume and Open Interest |
1,219,703 |
2,233,315 |
+22,069 |
e-miNY Crude Oil(NYM) |
Apr20 |
200309 |
35.550 |
35.550 |
27.325 |
31.125 |
-10.150 |
32,963 |
3,547 |
+67 |
May20 |
200309 |
39.200 |
39.200 |
27.850 |
31.475 |
-10.025 |
781 |
898 |
+1 |
Jun20 |
200309 |
39.550 |
39.550 |
28.600 |
31.950 |
-9.825 |
102 |
569 |
+12 |
Jul20 |
200309 |
34.000 |
35.550 |
29.275 |
32.450 |
-9.600 |
15 |
68 |
+11 |
Aug20 |
200309 |
40.700 |
40.700 |
29.950 |
33.050 |
-9.275 |
26 |
73 |
-2 |
Sep20 |
200309 |
35.050 |
36.800 |
31.300 |
33.650 |
-9.000 |
5 |
68 |
+4 |
Oct20 |
200309 |
40.100 |
40.100 |
31.875 |
34.250 |
-8.675 |
10 |
32 |
+1 |
Nov20 |
200309 |
35.750 |
37.200 |
34.150 |
34.850 |
-8.400 |
3 |
47 |
+1 |
Dec20 |
200309 |
42.675 |
42.675 |
32.625 |
35.475 |
-8.075 |
18 |
155 |
-1 |
Jan21 |
200309 |
37.300 |
38.550 |
33.550 |
36.000 |
-7.825 |
5 |
9 |
-2 |
Total Volume and Open Interest |
33,929 |
5,567 |
+93 |
NY Harbor ULSD(NYM) |
Apr20 |
200309 |
122.80 |
122.97 |
107.99 |
116.29 |
-22.23 |
73,234 |
115,242 |
+203 |
May20 |
200309 |
125.50 |
126.00 |
107.79 |
116.44 |
-21.77 |
54,889 |
71,170 |
+4,276 |
Jun20 |
200309 |
132.00 |
132.00 |
108.52 |
117.21 |
-21.47 |
51,127 |
55,244 |
+66 |
Jul20 |
200309 |
139.29 |
139.29 |
109.98 |
118.91 |
-20.85 |
17,671 |
32,889 |
+442 |
Aug20 |
200309 |
133.34 |
133.34 |
111.81 |
120.83 |
-20.37 |
9,729 |
17,684 |
+223 |
Sep20 |
200309 |
142.19 |
142.19 |
113.95 |
122.87 |
-19.98 |
5,322 |
18,056 |
-178 |
Oct20 |
200309 |
136.05 |
136.05 |
116.42 |
124.87 |
-19.63 |
2,746 |
12,806 |
+16 |
Nov20 |
200309 |
145.74 |
145.74 |
118.54 |
126.77 |
-19.25 |
1,856 |
10,010 |
+482 |
Dec20 |
200309 |
145.93 |
145.93 |
119.62 |
128.52 |
-18.86 |
10,077 |
32,768 |
-424 |
Jan21 |
200309 |
148.58 |
148.58 |
121.45 |
130.21 |
-18.49 |
1,412 |
13,012 |
+44 |
Feb21 |
200309 |
148.13 |
148.13 |
123.11 |
131.57 |
-18.17 |
843 |
5,981 |
-13 |
Mar21 |
200309 |
150.25 |
150.25 |
130.42 |
132.61 |
-17.90 |
1,369 |
4,439 |
-170 |
Apr21 |
200309 |
149.03 |
149.03 |
126.13 |
133.15 |
-17.49 |
210 |
2,244 |
+29 |
May21 |
200309 |
140.21 |
140.21 |
127.48 |
134.15 |
-17.13 |
111 |
1,126 |
+20 |
Total Volume and Open Interest |
233,795 |
415,278 |
+5,651 |
RBOB Gasoline(NYM) |
Apr20 |
200309 |
123.24 |
123.24 |
105.74 |
113.69 |
-25.21 |
85,300 |
124,916 |
-6,667 |
May20 |
200309 |
114.59 |
125.69 |
105.59 |
113.69 |
-24.42 |
58,505 |
79,319 |
-4,152 |
Jun20 |
200309 |
134.01 |
134.01 |
105.65 |
113.57 |
-23.97 |
34,533 |
45,373 |
-388 |
Jul20 |
200309 |
130.72 |
130.72 |
105.50 |
113.67 |
-23.18 |
19,515 |
35,139 |
+402 |
Aug20 |
200309 |
131.00 |
131.00 |
105.92 |
113.50 |
-22.34 |
8,972 |
14,444 |
+97 |
Sep20 |
200309 |
131.61 |
131.61 |
104.39 |
112.62 |
-21.59 |
9,080 |
25,718 |
+1,528 |
Oct20 |
200309 |
117.72 |
117.72 |
94.15 |
102.74 |
-19.99 |
2,985 |
12,353 |
+621 |
Nov20 |
200309 |
108.35 |
108.35 |
93.40 |
101.89 |
-19.16 |
2,113 |
12,110 |
+736 |
Dec20 |
200309 |
111.64 |
111.64 |
92.36 |
101.54 |
-18.38 |
5,401 |
23,483 |
-288 |
Jan21 |
200309 |
116.21 |
116.21 |
93.31 |
102.27 |
-17.75 |
225 |
3,251 |
+34 |
Total Volume and Open Interest |
227,370 |
381,815 |
-7,854 |
e-miNY RBOB Gasoline(NYM) |
Apr20 |
200309 |
113.69 |
113.69 |
113.69 |
113.69 |
-25.21 |
0 |
2 |
+0 |
May20 |
200309 |
113.69 |
113.69 |
113.69 |
113.69 |
-24.42 |
|
|
|
Jun20 |
200309 |
113.57 |
113.57 |
113.57 |
113.57 |
-23.97 |
|
|
|
Jul20 |
200309 |
113.67 |
113.67 |
113.67 |
113.67 |
-23.18 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr20 |
200309 |
1.678 |
1.830 |
1.610 |
1.778 |
+0.070 |
152,639 |
403,468 |
-9,522 |
May20 |
200309 |
1.720 |
1.874 |
1.657 |
1.819 |
+0.071 |
69,602 |
242,992 |
+7,263 |
Jun20 |
200309 |
1.789 |
1.951 |
1.731 |
1.895 |
+0.079 |
28,355 |
83,427 |
+1,287 |
Jul20 |
200309 |
1.874 |
2.042 |
1.822 |
1.987 |
+0.085 |
24,786 |
107,163 |
+203 |
Aug20 |
200309 |
1.914 |
2.082 |
1.865 |
2.028 |
+0.086 |
14,616 |
47,646 |
+1,917 |
Sep20 |
200309 |
1.936 |
2.094 |
1.876 |
2.041 |
+0.089 |
14,808 |
110,806 |
+1,403 |
Oct20 |
200309 |
1.979 |
2.140 |
1.924 |
2.088 |
+0.092 |
21,923 |
113,769 |
+185 |
Nov20 |
200309 |
2.127 |
2.279 |
2.072 |
2.234 |
+0.096 |
6,359 |
33,537 |
+856 |
Dec20 |
200309 |
2.330 |
2.511 |
2.305 |
2.467 |
+0.108 |
3,240 |
34,968 |
+216 |
Jan21 |
200309 |
2.437 |
2.624 |
2.421 |
2.581 |
+0.110 |
11,309 |
64,661 |
-236 |
Feb21 |
200309 |
2.425 |
2.585 |
2.389 |
2.545 |
+0.108 |
1,752 |
22,156 |
-32 |
Mar21 |
200309 |
2.330 |
2.480 |
2.294 |
2.440 |
+0.099 |
5,279 |
36,530 |
+1,275 |
Apr21 |
200309 |
2.105 |
2.229 |
2.070 |
2.206 |
+0.084 |
5,395 |
40,105 |
+1,484 |
May21 |
200309 |
2.091 |
2.201 |
2.057 |
2.186 |
+0.080 |
813 |
13,847 |
+27 |
Jun21 |
200309 |
2.137 |
2.239 |
2.109 |
2.229 |
+0.076 |
436 |
9,218 |
+30 |
Jul21 |
200309 |
2.195 |
2.284 |
2.165 |
2.276 |
+0.071 |
447 |
6,870 |
+213 |
Total Volume and Open Interest |
364,110 |
1,440,714 |
+6,968 |
Brent Crude Oil(ICE) |
May20 |
200309 |
38.28 |
38.34 |
31.02 |
34.36 |
-10.91 |
361,035 |
461,330 |
+3,583 |
Jun20 |
200309 |
38.90 |
38.90 |
31.74 |
35.10 |
-10.42 |
262,390 |
345,134 |
+9,377 |
Jul20 |
200309 |
40.65 |
40.65 |
32.58 |
35.78 |
-10.02 |
125,692 |
220,686 |
+4,576 |
Aug20 |
200309 |
40.00 |
40.00 |
33.43 |
36.44 |
-9.70 |
54,376 |
148,947 |
+1,091 |
Sep20 |
200309 |
39.47 |
39.88 |
34.10 |
37.06 |
-9.44 |
43,731 |
145,061 |
-967 |
Oct20 |
200309 |
39.84 |
40.40 |
34.77 |
37.66 |
-9.18 |
24,076 |
95,535 |
+271 |
Nov20 |
200309 |
39.88 |
40.91 |
35.42 |
38.26 |
-8.93 |
15,571 |
69,953 |
-661 |
Dec20 |
200309 |
44.56 |
44.56 |
36.02 |
38.84 |
-8.69 |
92,055 |
270,101 |
+3,131 |
Jan21 |
200309 |
47.50 |
47.50 |
36.67 |
39.41 |
-8.45 |
2,868 |
68,960 |
-411 |
Feb21 |
200309 |
39.02 |
40.92 |
37.50 |
39.95 |
-8.23 |
1,894 |
53,539 |
+477 |
Mar21 |
200309 |
39.73 |
42.30 |
39.48 |
40.50 |
-7.98 |
5,372 |
45,040 |
+2,142 |
Apr21 |
200309 |
41.24 |
41.25 |
41.05 |
41.05 |
-7.74 |
2,449 |
26,433 |
-577 |
May21 |
200309 |
43.03 |
43.05 |
41.18 |
41.55 |
-7.50 |
556 |
22,218 |
-43 |
Jun21 |
200309 |
42.25 |
44.09 |
39.49 |
42.03 |
-7.25 |
11,862 |
91,048 |
-235 |
Total Volume and Open Interest |
1,038,690 |
2,500,022 |
+24,788 |
Gas Oil(ICE) |
Mar20 |
200309 |
396.00 |
396.00 |
315.75 |
359.25 |
-54.00 |
74,808 |
87,578 |
-5,085 |
Apr20 |
200309 |
379.00 |
379.00 |
314.50 |
358.00 |
-55.00 |
142,226 |
174,136 |
+2,971 |
May20 |
200309 |
377.50 |
377.50 |
316.50 |
360.25 |
-55.00 |
88,010 |
125,036 |
+7,190 |
Jun20 |
200309 |
381.00 |
381.00 |
317.00 |
363.50 |
-54.75 |
74,828 |
111,547 |
+7,180 |
Jul20 |
200309 |
385.00 |
385.00 |
324.25 |
368.00 |
-53.75 |
27,774 |
49,116 |
+20 |
Aug20 |
200309 |
389.50 |
389.50 |
335.50 |
373.25 |
-52.75 |
15,296 |
36,704 |
-386 |
Sep20 |
200309 |
394.00 |
394.00 |
340.50 |
378.25 |
-52.00 |
11,631 |
40,412 |
-5 |
Oct20 |
200309 |
399.00 |
399.00 |
346.00 |
383.25 |
-51.50 |
5,343 |
36,133 |
+387 |
Nov20 |
200309 |
410.00 |
410.00 |
348.75 |
386.00 |
-50.75 |
2,404 |
21,191 |
-173 |
Dec20 |
200309 |
403.25 |
419.00 |
351.25 |
388.00 |
-50.25 |
21,177 |
81,523 |
+2,852 |
Total Volume and Open Interest |
473,383 |
910,739 |
+15,633 |
Ethanol(CBOT) |
Apr20 |
200309 |
1.240 |
1.240 |
1.180 |
1.210 |
-0.031 |
13 |
356 |
-2 |
May20 |
200309 |
1.234 |
1.251 |
1.208 |
1.231 |
-0.031 |
12 |
78 |
+5 |
Jun20 |
200309 |
1.246 |
1.246 |
1.246 |
1.246 |
-0.031 |
0 |
12 |
+0 |
Jul20 |
200309 |
1.246 |
1.246 |
1.246 |
1.246 |
-0.031 |
|
|
|
Aug20 |
200309 |
1.246 |
1.246 |
1.246 |
1.246 |
-0.031 |
|
|
|
Sep20 |
200309 |
1.246 |
1.246 |
1.246 |
1.246 |
-0.031 |
|
|
|
Oct20 |
200309 |
1.246 |
1.246 |
1.246 |
1.246 |
-0.031 |
|
|
|
Nov20 |
200309 |
1.246 |
1.246 |
1.246 |
1.246 |
-0.031 |
|
|
|
Total Volume and Open Interest |
25 |
446 |
+3 |
WTI Crude Oil(ICE) |
Apr20 |
200309 |
34.50 |
34.89 |
27.35 |
31.13 |
-10.15 |
34,357 |
57,396 |
+375 |
May20 |
200309 |
34.65 |
35.18 |
27.84 |
31.47 |
-10.04 |
59,187 |
77,348 |
+1,946 |
Jun20 |
200309 |
40.40 |
40.40 |
28.59 |
31.94 |
-9.83 |
50,379 |
88,686 |
+1,317 |
Jul20 |
200309 |
39.39 |
39.39 |
29.39 |
32.46 |
-9.58 |
23,964 |
41,359 |
+842 |
Aug20 |
200309 |
39.71 |
39.71 |
30.03 |
33.04 |
-9.29 |
6,812 |
18,370 |
+696 |
Sep20 |
200309 |
39.80 |
40.72 |
31.14 |
33.66 |
-8.98 |
6,396 |
31,840 |
+204 |
Oct20 |
200309 |
36.46 |
37.16 |
32.01 |
34.25 |
-8.67 |
2,235 |
17,723 |
+1,126 |
Nov20 |
200309 |
37.02 |
37.67 |
32.86 |
34.86 |
-8.38 |
1,858 |
13,588 |
-178 |
Dec20 |
200309 |
39.30 |
40.22 |
32.52 |
35.47 |
-8.09 |
19,673 |
95,838 |
+1,049 |
Jan21 |
200309 |
36.24 |
36.24 |
36.00 |
36.00 |
-7.83 |
168 |
6,581 |
-28 |
Feb21 |
200309 |
37.00 |
37.00 |
36.33 |
36.50 |
-7.57 |
279 |
4,386 |
-9 |
Mar21 |
200309 |
37.00 |
37.00 |
37.00 |
37.00 |
-7.31 |
380 |
6,144 |
-23 |
Apr21 |
200309 |
37.48 |
37.48 |
37.48 |
37.48 |
-7.07 |
33 |
4,034 |
+0 |
May21 |
200309 |
37.93 |
37.93 |
37.93 |
37.93 |
-6.86 |
41 |
3,744 |
+26 |
Jun21 |
200309 |
40.10 |
40.39 |
37.81 |
38.35 |
-6.68 |
2,599 |
26,755 |
+342 |
Jul21 |
200309 |
38.74 |
38.74 |
38.74 |
38.74 |
-6.47 |
13 |
5,059 |
+2 |
Total Volume and Open Interest |
212,820 |
622,778 |
+8,229 |
US Dollar Index(ICE) |
Mar20 |
200309 |
95.720 |
95.780 |
94.610 |
94.870 |
-1.065 |
24,401 |
37,805 |
+1,080 |
Jun20 |
200309 |
95.650 |
95.685 |
94.530 |
94.745 |
-1.040 |
975 |
2,355 |
+110 |
Sep20 |
200309 |
94.900 |
95.200 |
94.670 |
94.670 |
-1.013 |
33 |
193 |
+33 |
Total Volume and Open Interest |
25,413 |
40,562 |
+1,225 |
Australian Dollar(CME) |
Mar20 |
200309 |
65.94 |
66.86 |
63.12 |
66.01 |
-0.39 |
117,597 |
214,399 |
+7,350 |
Jun20 |
200309 |
66.00 |
66.80 |
63.08 |
65.95 |
-0.44 |
6,108 |
15,504 |
+1,661 |
Sep20 |
200309 |
66.20 |
66.60 |
63.12 |
65.89 |
-0.48 |
68 |
381 |
+50 |
Total Volume and Open Interest |
124,476 |
232,560 |
+9,200 |
British Pound(CME) |
Mar20 |
200309 |
130.80 |
132.03 |
130.36 |
131.14 |
+0.96 |
116,660 |
180,025 |
-7,452 |
Jun20 |
200309 |
130.86 |
132.12 |
130.47 |
131.25 |
+0.95 |
26,394 |
30,953 |
+9,609 |
Sep20 |
200309 |
130.80 |
132.11 |
130.57 |
131.28 |
+0.90 |
130 |
1,342 |
+13 |
Total Volume and Open Interest |
143,852 |
215,365 |
+2,224 |
Canadian Dollar(CME) |
Mar20 |
200309 |
73.66 |
73.98 |
72.68 |
73.38 |
-1.10 |
92,753 |
142,850 |
+4,884 |
Jun20 |
200309 |
73.93 |
73.96 |
72.65 |
73.36 |
-1.10 |
23,422 |
20,926 |
+5,724 |
Sep20 |
200309 |
73.97 |
73.97 |
72.66 |
73.34 |
-1.09 |
422 |
1,694 |
+145 |
Dec20 |
200309 |
74.07 |
74.07 |
72.95 |
73.33 |
-1.06 |
66 |
1,755 |
+57 |
Total Volume and Open Interest |
117,288 |
169,673 |
+10,658 |
Japanese Yen(CME) |
Mar20 |
200309 |
95.77 |
98.87 |
95.65 |
97.96 |
+2.86 |
228,196 |
169,217 |
-7,142 |
Jun20 |
200309 |
96.15 |
99.21 |
96.00 |
98.33 |
+2.90 |
16,723 |
16,286 |
+5,382 |
Sep20 |
200309 |
96.57 |
99.39 |
96.44 |
98.60 |
+2.88 |
32 |
343 |
+23 |
Total Volume and Open Interest |
245,336 |
187,242 |
-1,743 |
Swiss Franc(CME) |
Mar20 |
200309 |
107.28 |
108.95 |
107.20 |
108.29 |
+1.47 |
50,609 |
46,998 |
-986 |
Jun20 |
200309 |
107.78 |
109.43 |
107.72 |
108.79 |
+1.47 |
1,158 |
4,770 |
+121 |
Sep20 |
200309 |
109.26 |
109.72 |
108.45 |
109.25 |
+1.47 |
16 |
66 |
+13 |
Total Volume and Open Interest |
51,790 |
51,844 |
-850 |
EuroFX(CME) |
Mar20 |
200309 |
113.49 |
115.02 |
113.44 |
114.66 |
+1.44 |
336,945 |
581,073 |
+12,993 |
Jun20 |
200309 |
113.92 |
115.45 |
113.82 |
115.09 |
+1.45 |
43,983 |
74,302 |
+15,941 |
Sep20 |
200309 |
114.29 |
115.72 |
114.28 |
115.42 |
+1.43 |
349 |
2,497 |
-68 |
Total Volume and Open Interest |
383,870 |
663,626 |
+29,375 |
Mexican Peso(CME) |
Mar20 |
200309 |
487.00 |
487.00 |
450.25 |
470.88 |
-24.25 |
112,854 |
221,707 |
-7,444 |
Apr20 |
200309 |
482.50 |
482.50 |
452.00 |
468.75 |
-24.13 |
1 |
10 |
-1 |
Total Volume and Open Interest |
120,710 |
233,366 |
-1,695 |
Brazilian Real(CME) |
Apr20 |
200309 |
214.50 |
215.55 |
208.15 |
211.00 |
-4.55 |
12,141 |
52,175 |
+365 |
May20 |
200309 |
215.60 |
215.60 |
207.55 |
210.55 |
-4.65 |
127 |
140 |
+7 |
Jun20 |
200309 |
208.50 |
211.05 |
206.40 |
210.15 |
-4.70 |
123 |
2,818 |
-11 |
Jul20 |
200309 |
209.85 |
209.85 |
207.95 |
209.85 |
-4.60 |
|
|
|
Total Volume and Open Interest |
12,391 |
55,253 |
+361 |
30-Year T-Bonds(CBOT) |
Mar20 |
200309 |
182~210 |
193~060 |
182~210 |
186~300 |
+5~310 |
8,948 |
15,269 |
-7,184 |
Jun20 |
200309 |
180~170 |
191~220 |
180~170 |
185~190 |
+5~290 |
560,425 |
1,211,513 |
+7,607 |
Sep20 |
200309 |
183~090 |
190~070 |
183~090 |
183~090 |
+4~250 |
31 |
176 |
-12 |
Total Volume and Open Interest |
569,404 |
1,226,958 |
+411 |
10-Year T-Notes(CBOT) |
Mar20 |
200309 |
138~175 |
140~235 |
138~160 |
139~095 |
+1~080 |
22,117 |
26,334 |
-8,549 |
Jun20 |
200309 |
138~160 |
140~240 |
138~150 |
139~145 |
+1~170 |
2,438,978 |
3,821,313 |
-18,433 |
Sep20 |
200309 |
139~010 |
139~010 |
139~010 |
139~010 |
+1~170 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,461,095 |
3,847,649 |
-26,982 |
5-Year T-Notes(CBOT) |
Mar20 |
200309 |
124~092 |
125~070 |
124~092 |
124~172 |
+0~180 |
41,870 |
52,208 |
-14,415 |
Jun20 |
200309 |
124~244 |
125~286 |
124~242 |
125~084 |
+0~254 |
1,682,417 |
4,511,735 |
+21,065 |
Sep20 |
200309 |
125~084 |
125~084 |
125~084 |
125~084 |
+0~254 |
|
|
|
Total Volume and Open Interest |
1,724,287 |
4,563,943 |
+6,650 |
2 Year T-Notes(CBOT) |
Mar20 |
200309 |
110~023 |
110~030 |
109~251 |
109~295 |
+0~082 |
20,979 |
63,034 |
-15,022 |
Jun20 |
200309 |
109~293 |
110~107 |
109~293 |
110~066 |
+0~117 |
1,116,334 |
3,199,981 |
+30,231 |
Sep20 |
200309 |
110~066 |
110~066 |
110~066 |
110~066 |
+0~117 |
1 |
2 |
+0 |
Total Volume and Open Interest |
1,137,314 |
3,263,017 |
+15,209 |
Eurodollars(CME) |
Mar20 |
200309 |
99.090 |
99.310 |
99.090 |
99.247 |
+0.182 |
710,843 |
1,490,709 |
-65,668 |
Jun20 |
200309 |
99.420 |
99.585 |
99.415 |
99.555 |
+0.175 |
953,803 |
1,604,447 |
-14,391 |
Sep20 |
200309 |
99.515 |
99.620 |
99.505 |
99.590 |
+0.120 |
854,770 |
1,385,778 |
+34,554 |
Dec20 |
200309 |
99.485 |
99.615 |
99.485 |
99.570 |
+0.135 |
562,771 |
1,231,720 |
+322 |
Mar21 |
200309 |
99.520 |
99.655 |
99.520 |
99.605 |
+0.115 |
532,691 |
1,032,721 |
+25,055 |
Jun21 |
200309 |
99.510 |
99.640 |
99.500 |
99.575 |
+0.110 |
436,272 |
900,868 |
-14,382 |
Sep21 |
200309 |
99.495 |
99.625 |
99.480 |
99.565 |
+0.115 |
429,136 |
766,746 |
-5,804 |
Dec21 |
200309 |
99.460 |
99.600 |
99.445 |
99.530 |
+0.115 |
319,607 |
749,668 |
+1,318 |
Mar22 |
200309 |
99.430 |
99.580 |
99.420 |
99.510 |
+0.115 |
206,613 |
531,711 |
+1,486 |
Jun22 |
200309 |
99.405 |
99.550 |
99.380 |
99.475 |
+0.115 |
187,971 |
390,866 |
+12,903 |
Sep22 |
200309 |
99.375 |
99.535 |
99.355 |
99.450 |
+0.115 |
155,742 |
328,616 |
+4,439 |
Dec22 |
200309 |
99.325 |
99.500 |
99.315 |
99.410 |
+0.115 |
135,152 |
290,642 |
+695 |
Mar23 |
200309 |
99.330 |
99.500 |
99.300 |
99.405 |
+0.125 |
102,670 |
367,628 |
+16,910 |
Jun23 |
200309 |
99.305 |
99.500 |
99.280 |
99.395 |
+0.130 |
98,615 |
163,739 |
+16,805 |
Sep23 |
200309 |
99.300 |
99.495 |
99.260 |
99.385 |
+0.140 |
72,973 |
113,045 |
+2,863 |
Dec23 |
200309 |
99.270 |
99.480 |
99.235 |
99.365 |
+0.145 |
67,689 |
105,549 |
+962 |
Mar24 |
200309 |
99.260 |
99.485 |
99.230 |
99.365 |
+0.145 |
44,102 |
115,796 |
+1,091 |
Jun24 |
200309 |
99.265 |
99.485 |
99.220 |
99.355 |
+0.145 |
38,900 |
69,581 |
-77 |
Total Volume and Open Interest |
6,050,292 |
11,977,362 |
+19,218 |
Ultra T-Bond(CBOT) |
Mar20 |
200309 |
231~17 |
247~04 |
227~13 |
231~19 |
+7~15 |
12,731 |
8,250 |
-4,529 |
Jun20 |
200309 |
228~05 |
249~00 |
228~05 |
234~19 |
+9~13 |
254,333 |
1,154,199 |
+243 |
Sep20 |
200309 |
234~19 |
234~19 |
234~19 |
234~19 |
+9~13 |
|
|
|
Total Volume and Open Interest |
267,064 |
1,162,449 |
-4,286 |
Ultra 10-Yr T-Note(CBOT) |
Mar20 |
200309 |
159~050 |
161~245 |
157~255 |
158~280 |
+2~195 |
5,159 |
3,785 |
-3,094 |
Jun20 |
200309 |
156~215 |
161~170 |
156~215 |
158~240 |
+2~275 |
308,233 |
902,056 |
+3,061 |
Sep20 |
200309 |
158~240 |
158~240 |
158~240 |
158~240 |
+2~275 |
|
|
|
Total Volume and Open Interest |
313,392 |
905,841 |
-33 |
30 Day Federal Funds(CBOT) |
Mar20 |
200309 |
99.135 |
99.440 |
99.135 |
99.250 |
+0.128 |
87,519 |
253,007 |
+1,974 |
Apr20 |
200309 |
99.580 |
99.790 |
99.565 |
99.695 |
+0.205 |
241,151 |
390,261 |
+26,635 |
May20 |
200309 |
99.675 |
99.865 |
99.675 |
99.805 |
+0.190 |
176,407 |
285,322 |
+16,594 |
Jun20 |
200309 |
99.725 |
99.890 |
99.715 |
99.850 |
+0.175 |
50,853 |
168,465 |
+9,359 |
Jul20 |
200309 |
99.755 |
99.920 |
99.755 |
99.885 |
+0.160 |
130,637 |
209,872 |
+5,181 |
Aug20 |
200309 |
99.800 |
99.935 |
99.800 |
99.895 |
+0.145 |
84,356 |
110,337 |
+5,847 |
Total Volume and Open Interest |
1,083,295 |
1,864,368 |
+102,411 |
Japanese Govt Bonds(SGX) |
Mar20 |
200309 |
154.90 |
155.86 |
154.80 |
155.63 |
+1.62 |
848 |
15,919 |
-303 |
Jun20 |
200309 |
155.30 |
155.98 |
154.89 |
155.82 |
+1.79 |
57 |
522 |
+25 |
Sep20 |
200309 |
155.82 |
155.82 |
155.82 |
155.82 |
+1.79 |
|
|
|
Total Volume and Open Interest |
905 |
16,441 |
-278 |
Euro-Buxl(EUREX) |
Jun20 |
200309 |
227.38 |
240.34 |
227.26 |
232.04 |
+6.88 |
87,227 |
258,731 |
-3,958 |
Sep20 |
200309 |
237.04 |
237.04 |
237.04 |
237.04 |
+6.88 |
0 |
3 |
+0 |
Dec20 |
200309 |
237.04 |
237.04 |
237.04 |
237.04 |
|
|
|
|
Euro-Bund(EUREX) |
Jun20 |
200309 |
177.21 |
179.31 |
177.05 |
178.23 |
+1.71 |
1,019,517 |
1,673,255 |
+137,041 |
Sep20 |
200309 |
181.24 |
182.09 |
181.20 |
181.65 |
+1.71 |
63 |
246 |
+61 |
Dec20 |
200309 |
181.65 |
181.65 |
181.65 |
181.65 |
|
|
|
|
Euro-Bobl(EUREX) |
Jun20 |
200309 |
136.90 |
137.71 |
136.77 |
137.38 |
+0.76 |
566,844 |
1,136,997 |
+32,175 |
Sep20 |
200309 |
136.98 |
136.98 |
136.98 |
136.98 |
+0.89 |
0 |
329 |
+0 |
Dec20 |
200309 |
136.98 |
136.98 |
136.98 |
136.98 |
|
|
|
|
Euro-Schatz(EUREX) |
Jun20 |
200309 |
112.57 |
112.90 |
112.55 |
112.82 |
+0.29 |
482,172 |
1,488,290 |
+76,761 |
Sep20 |
200309 |
112.86 |
112.86 |
112.86 |
112.86 |
+0.29 |
65 |
65 |
+65 |
Dec20 |
200309 |
112.86 |
112.86 |
112.86 |
112.86 |
|
|
|
|
3-Mth Euribor(EUREX) |
Mar20 |
200309 |
100.505 |
100.505 |
100.505 |
100.505 |
+0.015 |
0 |
1,562 |
+0 |
Jun20 |
200309 |
100.525 |
100.525 |
100.525 |
100.525 |
+0.015 |
6 |
1,061 |
-6 |
Sep20 |
200309 |
100.580 |
100.580 |
100.580 |
100.580 |
+0.030 |
0 |
779 |
+0 |
Total Volume and Open Interest |
12 |
5,796 |
-12 |
Long Gilt(LIFFE) |
Mar20 |
200309 |
140~09 |
140~10 |
139~19 |
139~19 |
+0~18 |
1,042 |
9,389 |
-41 |
Jun20 |
200309 |
138~28 |
139~27 |
138~15 |
138~20 |
+0~18 |
242,936 |
622,186 |
+5,172 |
Total Volume and Open Interest |
243,978 |
631,575 |
+5,131 |
3-Mth Short Sterling(LIFFE) |
Mar20 |
200309 |
99.53 |
99.57 |
99.50 |
99.52 |
+0.05 |
270,018 |
692,837 |
-14,619 |
Jun20 |
200309 |
99.61 |
99.64 |
99.57 |
99.58 |
+0.02 |
199,776 |
790,994 |
+10,907 |
Sep20 |
200309 |
99.66 |
99.67 |
99.58 |
99.60 |
+0.00 |
93,557 |
578,143 |
-4,027 |
Dec20 |
200309 |
99.66 |
99.66 |
99.58 |
99.61 |
+0.01 |
88,427 |
656,124 |
-1,761 |
Mar21 |
200309 |
99.68 |
99.68 |
99.61 |
99.62 |
unch |
83,406 |
405,786 |
+6,983 |
Jun21 |
200309 |
99.68 |
99.69 |
99.61 |
99.63 |
unch |
79,906 |
342,075 |
+7,794 |
Total Volume and Open Interest |
1,242,119 |
4,693,185 |
+7,976 |
3-Mth Euribor(LIFFE) |
Mar20 |
200309 |
100.490 |
100.515 |
100.475 |
100.500 |
+0.015 |
120,320 |
582,130 |
-2,117 |
Jun20 |
200309 |
100.510 |
100.560 |
100.480 |
100.530 |
+0.025 |
151,591 |
437,840 |
+8,195 |
Sep20 |
200309 |
100.545 |
100.615 |
100.525 |
100.580 |
+0.035 |
109,651 |
461,251 |
-12,740 |
Total Volume and Open Interest |
1,209,161 |
4,214,914 |
+11,027 |
3-Mth Aus T-Bills(SFE) |
Mar20 |
200309 |
99.33 |
99.37 |
99.29 |
99.32 |
-0.02 |
20,038 |
78,549 |
-4,382 |
Jun20 |
200309 |
99.48 |
99.50 |
99.38 |
99.46 |
-0.03 |
20,481 |
177,447 |
-8,012 |
Sep20 |
200309 |
99.52 |
99.53 |
99.43 |
99.50 |
-0.04 |
24,770 |
182,043 |
-5,844 |
Dec20 |
200309 |
99.54 |
99.54 |
99.46 |
99.50 |
-0.05 |
15,725 |
153,082 |
-2,617 |
Mar21 |
200309 |
99.56 |
99.57 |
99.50 |
99.52 |
-0.06 |
13,371 |
142,143 |
+1,259 |
Jun21 |
200309 |
99.55 |
99.56 |
99.49 |
99.51 |
-0.05 |
6,497 |
87,943 |
-628 |
Sep21 |
200309 |
99.54 |
99.56 |
99.50 |
99.50 |
-0.06 |
6,366 |
64,695 |
+1,127 |
Dec21 |
200309 |
99.51 |
99.53 |
99.47 |
99.48 |
-0.05 |
6,641 |
44,196 |
+1,105 |
Mar22 |
200309 |
99.50 |
99.50 |
99.46 |
99.46 |
-0.05 |
812 |
6,481 |
+230 |
Jun22 |
200309 |
99.46 |
99.46 |
99.44 |
99.44 |
-0.05 |
150 |
1,821 |
+0 |
Total Volume and Open Interest |
114,951 |
939,785 |
-17,763 |
10-Year Aus T-Bonds(SFE) |
Mar20 |
200309 |
99.32 |
99.46 |
99.29 |
99.40 |
+0.07 |
233,284 |
1,336,319 |
+4,419 |
Jun20 |
200309 |
99.32 |
99.46 |
99.30 |
99.40 |
+0.07 |
4,062 |
18,436 |
+3,315 |
Total Volume and Open Interest |
237,346 |
1,354,755 |
+7,734 |
3-Year Aus T-Bonds(SFE) |
Mar20 |
200309 |
99.62 |
99.68 |
99.58 |
99.62 |
-0.01 |
340,135 |
1,267,765 |
-11,093 |
Jun20 |
200309 |
99.65 |
99.75 |
99.64 |
99.67 |
-0.00 |
2,281 |
6,847 |
+1,931 |
Total Volume and Open Interest |
342,416 |
1,274,612 |
-9,162 |
Gold(CMX) |
Apr20 |
200309 |
1692.6 |
1704.3 |
1658.0 |
1675.7 |
+3.3 |
362,995 |
446,525 |
+942 |
Jun20 |
200309 |
1694.5 |
1707.8 |
1660.8 |
1678.6 |
+2.5 |
27,670 |
142,729 |
+9,674 |
Aug20 |
200309 |
1701.4 |
1708.0 |
1665.0 |
1681.0 |
+1.7 |
4,707 |
35,049 |
+198 |
Oct20 |
200309 |
1702.6 |
1711.3 |
1670.0 |
1682.8 |
+1.5 |
594 |
11,210 |
-370 |
Dec20 |
200309 |
1700.0 |
1712.1 |
1666.8 |
1684.1 |
+1.1 |
2,365 |
34,919 |
+1,056 |
Feb21 |
200309 |
1697.0 |
1713.8 |
1679.3 |
1685.6 |
+0.5 |
421 |
11,788 |
+157 |
Apr21 |
200309 |
1709.9 |
1710.1 |
1672.9 |
1687.3 |
+0.3 |
178 |
1,980 |
+3 |
Jun21 |
200309 |
1709.3 |
1709.3 |
1688.9 |
1688.9 |
+0.3 |
56 |
2,551 |
+53 |
Aug21 |
200309 |
1691.5 |
1691.5 |
1691.5 |
1691.5 |
-0.1 |
0 |
49 |
+0 |
Oct21 |
200309 |
1694.3 |
1694.3 |
1694.3 |
1694.3 |
-0.7 |
0 |
6 |
+0 |
Dec21 |
200309 |
1694.0 |
1701.3 |
1680.0 |
1695.1 |
-0.7 |
59 |
1,581 |
-36 |
Total Volume and Open Interest |
399,393 |
688,681 |
+11,405 |
Silver(CMX) |
Mar20 |
200309 |
1743.5 |
1743.5 |
1657.0 |
1700.1 |
-21.3 |
66 |
770 |
-25 |
May20 |
200309 |
1749.0 |
1761.5 |
1655.0 |
1705.4 |
-20.9 |
53,480 |
141,675 |
+1,510 |
Jul20 |
200309 |
1750.5 |
1764.5 |
1659.5 |
1709.4 |
-22.1 |
2,996 |
31,678 |
+177 |
Sep20 |
200309 |
1747.5 |
1765.0 |
1672.0 |
1713.8 |
-22.6 |
818 |
9,798 |
+149 |
Dec20 |
200309 |
1767.5 |
1775.0 |
1672.0 |
1718.6 |
-23.0 |
547 |
11,303 |
+35 |
Mar21 |
200309 |
1706.0 |
1722.6 |
1705.5 |
1722.6 |
-24.3 |
383 |
1,301 |
+281 |
May21 |
200309 |
1725.2 |
1725.2 |
1725.2 |
1725.2 |
-25.3 |
0 |
37 |
+0 |
Total Volume and Open Interest |
58,638 |
197,370 |
+2,172 |
Platinum(NYMEX) |
Apr20 |
200309 |
904.6 |
916.1 |
860.9 |
862.8 |
-33.6 |
20,911 |
58,877 |
-1,848 |
Jul20 |
200309 |
910.0 |
919.0 |
863.0 |
865.5 |
-34.8 |
1,959 |
20,812 |
+1,180 |
Oct20 |
200309 |
907.0 |
907.0 |
867.3 |
867.8 |
-34.4 |
58 |
1,082 |
+18 |
Jan21 |
200309 |
894.7 |
897.3 |
870.9 |
870.9 |
-33.5 |
24 |
134 |
+19 |
Total Volume and Open Interest |
22,953 |
80,915 |
-630 |
Palladium(NYMEX) |
Mar20 |
200309 |
2420.00 |
2423.40 |
2390.00 |
2423.40 |
-33.50 |
1 |
24 |
-1 |
Jun20 |
200309 |
2469.90 |
2478.10 |
2250.00 |
2405.70 |
-33.50 |
2,494 |
11,355 |
+77 |
Sep20 |
200309 |
2390.70 |
2393.60 |
2237.60 |
2390.90 |
-35.40 |
71 |
1,177 |
+2 |
Total Volume and Open Interest |
2,568 |
12,989 |
+77 |
Copper(CMX) |
Mar20 |
200309 |
254.20 |
254.20 |
247.95 |
252.40 |
-4.90 |
491 |
3,457 |
-182 |
May20 |
200309 |
253.50 |
253.50 |
245.65 |
251.05 |
-5.00 |
62,318 |
141,206 |
-836 |
Jul20 |
200309 |
254.00 |
254.00 |
245.80 |
251.20 |
-4.85 |
6,165 |
41,386 |
-745 |
Sep20 |
200309 |
254.50 |
254.50 |
246.45 |
251.75 |
-4.85 |
3,728 |
26,886 |
+1,215 |
Dec20 |
200309 |
255.00 |
255.00 |
247.20 |
252.70 |
-4.80 |
1,996 |
17,487 |
-299 |
Total Volume and Open Interest |
75,449 |
242,703 |
-901 |
E-mini DJIA Index(CBOT) |
Mar20 |
200309 |
25356 |
25356 |
23549 |
23877 |
-1912 |
461,258 |
86,844 |
-3,490 |
Jun20 |
200309 |
25088 |
25088 |
23399 |
23739 |
-1928 |
2,638 |
2,916 |
+832 |
Sep20 |
200309 |
24458 |
24509 |
23465 |
23664 |
-1932 |
21 |
75 |
+4 |
Dec20 |
200309 |
23454 |
23454 |
23454 |
23454 |
-2040 |
0 |
4 |
+0 |
Total Volume and Open Interest |
463,917 |
89,839 |
-2,654 |
S & P 500(CME) |
Mar20 |
200309 |
2878.50 |
2881.50 |
2725.00 |
2747.75 |
-216.25 |
6,731 |
78,868 |
+4,817 |
Jun20 |
200309 |
2742.00 |
2742.00 |
2735.25 |
2735.25 |
-218.50 |
1 |
174 |
-1 |
Sep20 |
200309 |
2723.25 |
2723.25 |
2723.25 |
2723.25 |
-220.25 |
0 |
11 |
+0 |
Dec20 |
200309 |
2735.75 |
2735.75 |
2735.75 |
2735.75 |
-207.50 |
|
|
|
Total Volume and Open Interest |
6,732 |
79,127 |
+4,816 |
S & P 500 E-Mini(CME) |
Mar20 |
200309 |
2916.00 |
2916.00 |
2715.00 |
2747.75 |
-216.25 |
2,807,262 |
2,863,349 |
+7,040 |
Jun20 |
200309 |
2901.25 |
2907.25 |
2698.00 |
2735.25 |
-218.50 |
121,737 |
188,094 |
+28,204 |
Sep20 |
200309 |
2919.75 |
2919.75 |
2693.25 |
2723.25 |
-220.25 |
1,609 |
3,820 |
+239 |
Dec20 |
200309 |
2805.00 |
2805.00 |
2735.75 |
2735.75 |
-207.50 |
0 |
2,461 |
+0 |
Total Volume and Open Interest |
2,930,610 |
3,057,789 |
+35,483 |
NASDAQ 100 E-Mini(CME) |
Mar20 |
200309 |
8369.00 |
8375.00 |
7819.00 |
7951.50 |
-551.75 |
954,104 |
198,929 |
-5,765 |
Jun20 |
200309 |
8393.25 |
8393.25 |
7809.75 |
7938.50 |
-556.50 |
7,434 |
13,486 |
+2,545 |
Sep20 |
200309 |
8271.00 |
8271.00 |
7841.25 |
7927.50 |
-563.75 |
22 |
204 |
+5 |
Total Volume and Open Interest |
961,560 |
212,633 |
-3,215 |
S&P Midcap 400(CME) e-Mini |
Mar20 |
200309 |
1775.50 |
1775.50 |
1618.80 |
1628.30 |
-167.40 |
32,552 |
71,809 |
+351 |
Jun20 |
200309 |
1727.00 |
1727.00 |
1612.60 |
1620.50 |
-169.60 |
58 |
123 |
+57 |
Sep20 |
200309 |
1638.30 |
1638.30 |
1638.30 |
1638.30 |
-166.30 |
|
|
|
Total Volume and Open Interest |
32,610 |
71,932 |
+408 |
Volatility Index(CBOE) |
Mar20 |
200309 |
38.90 |
53.15 |
38.75 |
44.38 |
+8.60 |
194,296 |
154,911 |
-3,609 |
Apr20 |
200309 |
32.30 |
41.96 |
32.07 |
36.23 |
+5.90 |
131,577 |
151,361 |
+16,397 |
May20 |
200309 |
27.62 |
34.25 |
27.37 |
30.08 |
+3.80 |
45,757 |
52,704 |
+2,128 |
Jun20 |
200309 |
26.55 |
30.75 |
26.05 |
27.78 |
+3.10 |
20,579 |
28,530 |
+1,083 |
Total Volume and Open Interest |
414,960 |
455,269 |
+15,835 |
S & P 600(CME) |
Mar20 |
200309 |
783.40 |
783.40 |
783.40 |
783.40 |
-83.50 |
|
|
|
Jun20 |
200309 |
783.90 |
783.90 |
783.90 |
783.90 |
-83.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(CME) |
Mar20 |
200309 |
1419.80 |
1419.80 |
1301.20 |
1314.00 |
-130.60 |
231,363 |
469,953 |
+9,761 |
Jun20 |
200309 |
1422.10 |
1422.10 |
1297.10 |
1309.30 |
-131.40 |
3,052 |
7,163 |
+2,051 |
Sep20 |
200309 |
1305.30 |
1305.30 |
1305.30 |
1305.30 |
-143.40 |
0 |
11 |
+0 |
Total Volume and Open Interest |
234,415 |
477,127 |
+11,812 |
Nikkei 225(CME) |
Mar20 |
200309 |
20150 |
20150 |
18520 |
18890 |
-1550 |
16,150 |
15,650 |
-173 |
Jun20 |
200309 |
20080 |
20080 |
18505 |
18810 |
-1520 |
1,135 |
1,066 |
+108 |
Total Volume and Open Interest |
17,285 |
16,716 |
-65 |
Nikkei 225(SGX) |
Mar20 |
200309 |
20700 |
20795 |
19395 |
19450 |
-1855 |
208,531 |
200,615 |
-2,749 |
Jun20 |
200309 |
20595 |
20595 |
19200 |
19215 |
-1915 |
1,510 |
6,935 |
+144 |
Sep20 |
200309 |
19235 |
19235 |
19235 |
19235 |
-1855 |
1 |
11 |
+1 |
Total Volume and Open Interest |
210,835 |
243,005 |
-2,109 |
Nikkei 225 Mini(JPX) |
Mar20 |
200309 |
20675 |
20750 |
19410 |
19410 |
-1300 |
1,499,324 |
499,055 |
+4,082 |
Jun20 |
200309 |
20485 |
20555 |
19220 |
19240 |
-1930 |
240,150 |
46,897 |
+1,033 |
Sep20 |
200309 |
20420 |
20470 |
19160 |
19160 |
-1950 |
1,118 |
2,641 |
+48 |
Total Volume and Open Interest |
2,825,720 |
642,265 |
+15,847 |
Nikkei 225(JPX) |
Mar20 |
200309 |
20670 |
20740 |
19410 |
19410 |
-1300 |
112,247 |
296,563 |
+4,172 |
Jun20 |
200309 |
20490 |
20550 |
19220 |
19240 |
-1280 |
11,501 |
67,898 |
+15,841 |
Sep20 |
200309 |
20300 |
20300 |
19160 |
19160 |
-1300 |
26 |
3,291 |
+6 |
Total Volume and Open Interest |
123,813 |
459,885 |
+21,200 |
Nikkei 225(CME) Yen |
Mar20 |
200309 |
20110 |
20110 |
18505 |
18875 |
-1555 |
66,428 |
51,713 |
+1,515 |
Jun20 |
200309 |
19925 |
19925 |
18315 |
18680 |
-1560 |
1,917 |
1,769 |
+525 |
Sep20 |
200309 |
18740 |
18740 |
18740 |
18740 |
-1500 |
|
|
|
Total Volume and Open Interest |
68,345 |
53,482 |
+2,040 |
Nikkei 225(CME) e-Mini Yen |
Mar20 |
200309 |
18880 |
18880 |
18880 |
18880 |
-1550 |
0 |
3 |
+0 |
Jun20 |
200309 |
18680 |
18680 |
18680 |
18680 |
-1560 |
|
|
|
Sep20 |
200309 |
18740 |
18740 |
18740 |
18740 |
-1500 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
CAC 40(EURONEXT) |
Mar20 |
200309 |
4791.0 |
4865.0 |
4566.5 |
4705.5 |
-432.5 |
156,388 |
360,817 |
+360,817 |
Apr20 |
200309 |
4732.0 |
4828.5 |
4576.5 |
4692.0 |
-432.5 |
72 |
15,631 |
+15,631 |
May20 |
200309 |
4617.5 |
4617.5 |
4617.5 |
4617.5 |
-432.5 |
|
|
|
Jun20 |
200309 |
4619.0 |
4645.5 |
4560.5 |
4560.5 |
-432.5 |
0 |
3,014 |
+3,014 |
Total Volume and Open Interest |
159,460 |
449,469 |
+4,030 |
Hang Seng Index(HKFE) |
Mar20 |
200309 |
26007 |
26014 |
24814 |
24850 |
-1160 |
206,953 |
108,057 |
-1,915 |
Apr20 |
200309 |
26018 |
26018 |
24820 |
24841 |
-1185 |
1,649 |
1,333 |
+373 |
Total Volume and Open Interest |
209,777 |
120,512 |
-1,184 |
DAX(EUREX) |
Mar20 |
200309 |
11046.0 |
11092.0 |
10350.0 |
10685.5 |
-859.5 |
180,676 |
118,076 |
+4,816 |
Jun20 |
200309 |
11095.0 |
11096.5 |
10355.5 |
10690.5 |
-867.0 |
1,284 |
4,125 |
+811 |
Sep20 |
200309 |
11048.5 |
11048.5 |
10667.5 |
10667.5 |
-867.0 |
49 |
250 |
+6 |
Total Volume and Open Interest |
182,009 |
122,451 |
+5,633 |
Mini-DAX(EUREX) |
Mar20 |
200309 |
11077.0 |
11092.0 |
10337.0 |
10685.5 |
-859.5 |
140,038 |
23,353 |
+1,907 |
Jun20 |
200309 |
10905.0 |
11095.0 |
10346.0 |
10690.5 |
-867.0 |
545 |
898 |
+38 |
Sep20 |
200309 |
10890.0 |
10915.0 |
10367.0 |
10667.5 |
-867.0 |
39 |
251 |
+7 |
Total Volume and Open Interest |
140,622 |
24,502 |
+1,952 |
DJ EuroSTOXX 50(EUREX) |
Mar20 |
200309 |
3096 |
3104 |
2869 |
2975 |
-258 |
2,285,102 |
4,385,670 |
+25,996 |
Jun20 |
200309 |
3058 |
3058 |
2793 |
2898 |
-254 |
313,619 |
627,843 |
-4,410 |
Sep20 |
200309 |
3001 |
3001 |
2797 |
2882 |
-255 |
5,016 |
22,463 |
+5,003 |
Total Volume and Open Interest |
2,603,737 |
5,133,945 |
+26,589 |
Swiss Market Index(EUREX) |
Mar20 |
200309 |
9223 |
9426 |
8835 |
9196 |
-488 |
91,255 |
237,387 |
+4,747 |
Jun20 |
200309 |
9036 |
9215 |
8654 |
9007 |
-485 |
1,902 |
33,355 |
+884 |
Sep20 |
200309 |
9012 |
9073 |
8810 |
8960 |
-488 |
109 |
211 |
-5 |
Total Volume and Open Interest |
93,266 |
270,953 |
+5,626 |
FT-SE 100(EURONEXT) |
Mar20 |
200309 |
6281.50 |
6282.00 |
5803.50 |
5990.50 |
-473.00 |
169,128 |
730,789 |
+1,843 |
Jun20 |
200309 |
6112.00 |
6112.00 |
5725.00 |
5906.00 |
-469.50 |
466 |
4,403 |
+116 |
Sep20 |
200309 |
5755.50 |
5871.00 |
5710.00 |
5831.00 |
-467.50 |
0 |
28 |
+0 |
Total Volume and Open Interest |
169,594 |
735,270 |
+1,959 |
SPI 200(SFE) |
Mar20 |
200309 |
6220.0 |
6230.0 |
5690.0 |
5705.0 |
-501.0 |
81,790 |
417,216 |
-3,765 |
Jun20 |
200309 |
6096.0 |
6096.0 |
5665.0 |
5677.0 |
-501.0 |
66 |
12,136 |
+41 |
Sep20 |
200309 |
5771.0 |
5771.0 |
5593.0 |
5593.0 |
-501.0 |
0 |
30 |
+0 |
Total Volume and Open Interest |
81,857 |
429,998 |
-3,724 |
FTSE MIB(ISE) |
Mar20 |
200309 |
19070.00 |
19120.00 |
17760.00 |
18542.00 |
-2302.00 |
52,117 |
126,085 |
-405 |
Jun20 |
200309 |
17350.00 |
18500.00 |
17305.00 |
18000.00 |
-2257.00 |
1,093 |
4,950 |
-83 |
Sep20 |
200309 |
18085.00 |
18250.00 |
17823.00 |
17823.00 |
-2264.00 |
1 |
55 |
+1 |
Total Volume and Open Interest |
53,211 |
131,090 |
-487 |
KOSPI 200(KFE) |
Mar20 |
200309 |
265.40 |
267.35 |
261.25 |
262.35 |
-11.85 |
384,310 |
325,166 |
+1,780 |
Jun20 |
200309 |
265.75 |
267.35 |
261.15 |
262.00 |
-12.30 |
5,524 |
51,552 |
+2,926 |
Sep20 |
200309 |
265.00 |
267.05 |
262.00 |
262.30 |
-12.10 |
34 |
2,322 |
+13 |
Total Volume and Open Interest |
389,879 |
420,295 |
+4,721 |
GSCI(CME) |
Mar20 |
200309 |
303.30 |
315.10 |
301.95 |
305.25 |
-41.55 |
53 |
8,695 |
-30 |
Apr20 |
200309 |
308.55 |
309.25 |
307.40 |
308.55 |
-40.40 |
24 |
16 |
+16 |
May20 |
200309 |
310.05 |
310.05 |
310.05 |
310.05 |
-41.55 |
|
|
|
Total Volume and Open Interest |
77 |
8,711 |
-14 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|