|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Tue March 10, 2020 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar20 |
200310 |
874.25 |
879.50 |
871.50 |
873.00 |
+9.50 |
406 |
376 |
-180 |
May20 |
200310 |
874.50 |
885.00 |
874.50 |
876.25 |
+6.25 |
101,108 |
331,354 |
-6,372 |
Jul20 |
200310 |
883.00 |
893.25 |
883.00 |
884.25 |
+5.25 |
51,463 |
180,610 |
-221 |
Aug20 |
200310 |
887.00 |
895.50 |
886.00 |
886.50 |
+5.00 |
5,797 |
16,102 |
+11 |
Sep20 |
200310 |
889.00 |
895.50 |
886.50 |
887.00 |
+4.75 |
7,258 |
19,319 |
+520 |
Nov20 |
200310 |
890.50 |
899.50 |
890.50 |
891.50 |
+5.25 |
29,964 |
119,949 |
+1,281 |
Jan21 |
200310 |
893.75 |
902.25 |
893.75 |
894.50 |
+5.25 |
9,636 |
30,078 |
+358 |
Mar21 |
200310 |
887.25 |
894.25 |
887.00 |
887.75 |
+6.00 |
12,821 |
74,932 |
+2,768 |
May21 |
200310 |
887.00 |
894.50 |
886.75 |
888.50 |
+7.00 |
3,067 |
15,843 |
+807 |
Jul21 |
200310 |
891.50 |
900.25 |
891.50 |
894.00 |
+7.00 |
1,782 |
10,644 |
+130 |
Aug21 |
200310 |
897.00 |
897.00 |
893.75 |
893.75 |
+7.00 |
66 |
494 |
+33 |
Sep21 |
200310 |
895.00 |
895.00 |
890.75 |
890.75 |
+7.00 |
64 |
218 |
+30 |
Nov21 |
200310 |
887.25 |
897.00 |
887.25 |
891.00 |
+6.50 |
1,570 |
8,359 |
+96 |
Jan22 |
200310 |
898.25 |
898.25 |
898.25 |
898.25 |
+6.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
225,002 |
808,448 |
-739 |
Soybean Meal(CBOT) |
Mar20 |
200310 |
301.00 |
301.00 |
295.90 |
295.90 |
-0.70 |
133 |
476 |
-35 |
May20 |
200310 |
300.80 |
306.60 |
300.80 |
301.90 |
+1.50 |
48,659 |
193,070 |
+2,710 |
Jul20 |
200310 |
305.00 |
310.10 |
305.00 |
306.00 |
+1.30 |
27,439 |
102,181 |
-1,631 |
Aug20 |
200310 |
306.20 |
310.60 |
306.20 |
306.70 |
+1.20 |
5,391 |
17,926 |
+407 |
Sep20 |
200310 |
305.80 |
310.70 |
305.80 |
306.80 |
+0.90 |
3,950 |
17,211 |
+346 |
Oct20 |
200310 |
306.30 |
311.20 |
306.30 |
307.20 |
+0.90 |
3,028 |
16,118 |
+257 |
Dec20 |
200310 |
309.60 |
314.60 |
309.60 |
310.60 |
+1.10 |
12,122 |
62,630 |
+179 |
Jan21 |
200310 |
310.20 |
314.10 |
309.90 |
310.10 |
+1.00 |
2,975 |
6,476 |
-127 |
Mar21 |
200310 |
304.70 |
310.00 |
304.70 |
306.40 |
+1.40 |
3,715 |
18,124 |
+658 |
May21 |
200310 |
305.50 |
308.90 |
304.80 |
305.70 |
+1.50 |
2,913 |
8,990 |
+649 |
Total Volume and Open Interest |
114,697 |
451,391 |
+4,194 |
Soybean Oil(CBOT) |
Mar20 |
200310 |
27.44 |
27.53 |
27.44 |
27.44 |
+0.13 |
113 |
546 |
-100 |
May20 |
200310 |
27.62 |
28.19 |
27.41 |
27.67 |
+0.13 |
61,521 |
191,529 |
-1,116 |
Jul20 |
200310 |
27.99 |
28.56 |
27.77 |
28.02 |
+0.12 |
28,622 |
111,488 |
-3,243 |
Aug20 |
200310 |
28.15 |
28.71 |
27.95 |
28.18 |
+0.10 |
4,563 |
34,339 |
-184 |
Sep20 |
200310 |
28.43 |
28.88 |
28.11 |
28.35 |
+0.10 |
3,080 |
20,467 |
-48 |
Oct20 |
200310 |
28.60 |
29.03 |
28.30 |
28.52 |
+0.11 |
2,136 |
13,003 |
-17 |
Dec20 |
200310 |
28.91 |
29.37 |
28.63 |
28.87 |
+0.12 |
15,819 |
54,597 |
+1,601 |
Jan21 |
200310 |
29.14 |
29.57 |
28.87 |
29.09 |
+0.13 |
1,439 |
8,402 |
+202 |
Mar21 |
200310 |
29.31 |
29.70 |
29.05 |
29.27 |
+0.13 |
3,306 |
16,687 |
+613 |
May21 |
200310 |
29.46 |
29.85 |
29.25 |
29.45 |
+0.15 |
1,698 |
8,326 |
+302 |
Total Volume and Open Interest |
124,911 |
465,091 |
-1,177 |
Canola(WCE) |
Mar20 |
200310 |
460.0 |
461.2 |
460.0 |
461.2 |
+7.4 |
5 |
2 |
-5 |
May20 |
200310 |
455.3 |
462.3 |
455.3 |
460.9 |
+5.6 |
7,163 |
95,608 |
-983 |
Jul20 |
200310 |
465.0 |
470.9 |
464.2 |
469.5 |
+5.8 |
5,745 |
40,436 |
+2,235 |
Nov20 |
200310 |
474.9 |
481.0 |
474.1 |
479.8 |
+6.5 |
1,797 |
39,947 |
-338 |
Jan21 |
200310 |
481.6 |
487.7 |
481.6 |
486.6 |
+6.8 |
444 |
2,820 |
+24 |
Total Volume and Open Interest |
15,424 |
179,861 |
+847 |
Corn(CBOT) |
Mar20 |
200310 |
379.00 |
381.50 |
377.50 |
380.00 |
+5.75 |
1,277 |
1,904 |
-893 |
May20 |
200310 |
374.75 |
379.75 |
374.00 |
377.50 |
+4.75 |
159,898 |
579,172 |
-11,144 |
Jul20 |
200310 |
376.25 |
381.25 |
376.25 |
379.50 |
+4.50 |
90,857 |
371,732 |
-2,809 |
Sep20 |
200310 |
374.50 |
378.25 |
374.50 |
377.00 |
+4.50 |
40,536 |
175,890 |
+523 |
Dec20 |
200310 |
378.00 |
381.50 |
377.75 |
380.50 |
+4.25 |
37,424 |
269,815 |
+365 |
Mar21 |
200310 |
388.50 |
391.75 |
388.00 |
390.75 |
+3.75 |
6,980 |
24,571 |
+729 |
May21 |
200310 |
394.25 |
396.75 |
394.00 |
396.00 |
+3.50 |
1,365 |
5,732 |
+282 |
Jul21 |
200310 |
397.75 |
399.75 |
396.50 |
399.75 |
+3.50 |
2,159 |
22,511 |
-43 |
Sep21 |
200310 |
391.50 |
393.00 |
391.00 |
392.25 |
+2.25 |
1,216 |
3,334 |
+248 |
Dec21 |
200310 |
393.50 |
395.00 |
393.00 |
394.50 |
+2.75 |
3,109 |
22,224 |
-155 |
Total Volume and Open Interest |
344,827 |
1,478,121 |
-12,897 |
Wheat(CBOT) |
Mar20 |
200310 |
524.25 |
526.75 |
519.25 |
526.75 |
+4.50 |
29 |
161 |
-4 |
May20 |
200310 |
520.00 |
525.00 |
514.00 |
522.25 |
+3.50 |
58,506 |
191,361 |
+716 |
Jul20 |
200310 |
517.75 |
524.50 |
514.25 |
521.50 |
+2.75 |
27,840 |
115,064 |
+859 |
Sep20 |
200310 |
526.50 |
530.50 |
520.75 |
527.50 |
+1.75 |
13,078 |
60,492 |
+2,510 |
Dec20 |
200310 |
538.25 |
541.25 |
531.75 |
538.25 |
+1.25 |
8,153 |
49,748 |
+27 |
Mar21 |
200310 |
548.50 |
550.75 |
541.50 |
547.50 |
+0.50 |
1,453 |
11,929 |
+9 |
Total Volume and Open Interest |
109,660 |
435,557 |
+4,190 |
Wheat(KCBT) |
Mar20 |
200310 |
443.25 |
443.25 |
443.25 |
443.25 |
+6.75 |
2 |
17 |
-9 |
May20 |
200310 |
442.75 |
448.00 |
437.75 |
444.75 |
+3.75 |
26,143 |
130,136 |
+783 |
Jul20 |
200310 |
449.75 |
455.50 |
445.50 |
452.00 |
+3.25 |
19,750 |
66,614 |
+148 |
Sep20 |
200310 |
461.00 |
465.50 |
456.00 |
461.75 |
+2.75 |
7,833 |
25,786 |
+2,049 |
Dec20 |
200310 |
475.50 |
478.75 |
469.75 |
475.00 |
+2.50 |
4,954 |
32,170 |
+1,198 |
Mar21 |
200310 |
487.50 |
490.25 |
481.75 |
486.75 |
+2.50 |
334 |
4,846 |
+58 |
May21 |
200310 |
494.00 |
497.00 |
489.25 |
493.75 |
+2.00 |
139 |
619 |
+54 |
Total Volume and Open Interest |
59,170 |
260,482 |
+4,277 |
Wheat(MGE) |
Mar20 |
200310 |
505.25 |
505.25 |
505.25 |
505.25 |
-2.25 |
11 |
12 |
+12 |
May20 |
200310 |
521.75 |
526.00 |
517.25 |
518.75 |
-2.00 |
4,688 |
37,810 |
+37,810 |
Jul20 |
200310 |
532.00 |
536.25 |
527.75 |
529.25 |
-1.50 |
3,255 |
15,009 |
+15,009 |
Sep20 |
200310 |
541.25 |
545.75 |
537.50 |
538.50 |
-1.75 |
1,097 |
8,586 |
+8,586 |
Dec20 |
200310 |
558.00 |
559.25 |
552.00 |
552.75 |
-1.50 |
312 |
5,317 |
+5,317 |
Mar21 |
200310 |
569.00 |
570.00 |
566.25 |
566.25 |
-2.75 |
31 |
1,552 |
+1,552 |
Total Volume and Open Interest |
9,396 |
68,402 |
+1,578 |
Oats(CBOT) |
Mar20 |
200310 |
268.50 |
268.50 |
268.50 |
268.50 |
+7.50 |
|
|
|
May20 |
200310 |
267.50 |
281.75 |
267.50 |
275.00 |
+7.50 |
302 |
3,208 |
-4 |
Jul20 |
200310 |
272.75 |
281.00 |
271.00 |
275.75 |
+5.00 |
23 |
921 |
-1 |
Sep20 |
200310 |
266.25 |
270.25 |
266.25 |
266.75 |
+3.50 |
0 |
130 |
+0 |
Total Volume and Open Interest |
349 |
4,738 |
+8 |
Rough Rice(CBOT) |
Mar20 |
200310 |
12.81 |
12.85 |
12.81 |
12.85 |
+0.07 |
25 |
71 |
+9 |
May20 |
200310 |
12.76 |
13.00 |
12.71 |
12.85 |
+0.11 |
1,442 |
10,231 |
-312 |
Jul20 |
200310 |
12.78 |
13.03 |
12.77 |
12.89 |
+0.07 |
114 |
816 |
-1 |
Sep20 |
200310 |
11.73 |
11.90 |
11.70 |
11.87 |
+0.14 |
79 |
1,674 |
+47 |
Total Volume and Open Interest |
1,671 |
12,834 |
-252 |
Live Cattle(CME) |
Apr20 |
200310 |
105.000 |
105.850 |
104.800 |
105.450 |
+2.600 |
53,780 |
109,751 |
-10,231 |
Jun20 |
200310 |
99.400 |
100.100 |
99.180 |
99.535 |
+2.435 |
43,928 |
108,153 |
+516 |
Aug20 |
200310 |
100.400 |
101.080 |
99.500 |
99.680 |
+1.600 |
25,250 |
54,474 |
-284 |
Oct20 |
200310 |
105.080 |
106.200 |
104.180 |
104.300 |
+1.100 |
11,797 |
41,291 |
-146 |
Dec20 |
200310 |
109.830 |
110.580 |
109.100 |
109.200 |
+1.620 |
4,901 |
21,316 |
-88 |
Feb21 |
200310 |
112.650 |
113.785 |
112.230 |
112.300 |
+1.515 |
1,008 |
4,528 |
+85 |
Total Volume and Open Interest |
140,888 |
341,470 |
-10,126 |
Feeder Cattle(CME) |
Mar20 |
200310 |
128.200 |
131.300 |
127.135 |
127.750 |
+1.550 |
1,571 |
3,877 |
-317 |
Apr20 |
200310 |
128.400 |
131.500 |
127.285 |
127.950 |
+2.400 |
8,276 |
15,460 |
-624 |
May20 |
200310 |
129.150 |
132.200 |
127.930 |
129.750 |
+3.100 |
6,626 |
14,460 |
+479 |
Aug20 |
200310 |
136.500 |
139.285 |
135.575 |
136.935 |
+2.935 |
2,700 |
9,122 |
+35 |
Sep20 |
200310 |
137.500 |
140.450 |
136.950 |
138.035 |
+2.600 |
962 |
2,905 |
-54 |
Oct20 |
200310 |
138.130 |
141.300 |
137.800 |
138.685 |
+2.485 |
459 |
1,465 |
-7 |
Nov20 |
200310 |
138.700 |
141.600 |
138.380 |
139.000 |
+2.465 |
96 |
461 |
+2 |
Total Volume and Open Interest |
20,724 |
48,053 |
-472 |
Lean Hogs(CME) |
Apr20 |
200310 |
64.635 |
66.000 |
64.500 |
65.000 |
+2.000 |
28,157 |
88,303 |
-8,571 |
May20 |
200310 |
70.830 |
71.700 |
70.830 |
71.000 |
+2.300 |
177 |
2,103 |
+81 |
Jun20 |
200310 |
79.550 |
80.350 |
78.950 |
79.300 |
+1.950 |
21,268 |
67,676 |
+3,019 |
Jul20 |
200310 |
80.500 |
81.300 |
79.800 |
80.000 |
+1.700 |
8,632 |
27,538 |
+377 |
Aug20 |
200310 |
80.000 |
81.100 |
79.150 |
79.350 |
+1.250 |
6,414 |
34,777 |
+411 |
Oct20 |
200310 |
68.730 |
69.980 |
68.225 |
68.400 |
+1.050 |
5,370 |
39,651 |
+725 |
Dec20 |
200310 |
64.000 |
64.975 |
63.235 |
63.830 |
+1.150 |
2,762 |
20,044 |
+176 |
Feb21 |
200310 |
67.885 |
68.430 |
66.930 |
67.385 |
+0.500 |
1,241 |
4,137 |
+134 |
Total Volume and Open Interest |
74,664 |
286,114 |
-3,391 |
Class III Milk(CME) |
Mar20 |
200310 |
16.32 |
16.34 |
16.27 |
16.33 |
+0.03 |
116 |
2,856 |
-19 |
Apr20 |
200310 |
15.83 |
15.95 |
15.81 |
15.85 |
+0.04 |
135 |
2,788 |
+17 |
May20 |
200310 |
16.02 |
16.14 |
15.97 |
15.99 |
+0.03 |
106 |
2,274 |
+43 |
Jun20 |
200310 |
16.29 |
16.41 |
16.18 |
16.24 |
+0.01 |
98 |
2,312 |
+9 |
Jul20 |
200310 |
16.58 |
16.71 |
16.55 |
16.58 |
+0.04 |
26 |
1,143 |
+10 |
Aug20 |
200310 |
16.80 |
16.86 |
16.72 |
16.75 |
+0.05 |
10 |
989 |
-3 |
Sep20 |
200310 |
16.99 |
17.03 |
16.88 |
16.90 |
+0.02 |
6 |
1,089 |
-2 |
Oct20 |
200310 |
17.06 |
17.06 |
16.98 |
17.00 |
+0.07 |
5 |
773 |
+1 |
Nov20 |
200310 |
16.95 |
16.95 |
16.92 |
16.92 |
+0.05 |
4 |
798 |
+0 |
Dec20 |
200310 |
16.80 |
16.85 |
16.78 |
16.78 |
+0.03 |
3 |
715 |
+0 |
Jan21 |
200310 |
16.62 |
16.62 |
16.62 |
16.62 |
+0.04 |
0 |
340 |
+0 |
Feb21 |
200310 |
16.58 |
16.58 |
16.58 |
16.58 |
unch |
0 |
254 |
+0 |
Mar21 |
200310 |
16.62 |
16.62 |
16.62 |
16.62 |
+0.04 |
0 |
249 |
+0 |
Total Volume and Open Interest |
509 |
16,975 |
+56 |
Cocoa(ICE) |
Mar20 |
200310 |
2718 |
2718 |
2718 |
2718 |
+32 |
7 |
6 |
-7 |
May20 |
200310 |
2543 |
2604 |
2535 |
2577 |
+32 |
23,420 |
113,986 |
-3,122 |
Jul20 |
200310 |
2556 |
2596 |
2540 |
2569 |
+20 |
17,540 |
61,233 |
-2,906 |
Sep20 |
200310 |
2560 |
2588 |
2548 |
2566 |
+10 |
8,268 |
56,939 |
+1,211 |
Dec20 |
200310 |
2509 |
2533 |
2494 |
2509 |
+5 |
3,837 |
51,734 |
+452 |
Mar21 |
200310 |
2456 |
2480 |
2444 |
2458 |
-1 |
1,236 |
22,746 |
+284 |
May21 |
200310 |
2446 |
2460 |
2423 |
2437 |
-4 |
242 |
6,880 |
-16 |
Total Volume and Open Interest |
54,846 |
318,166 |
-4,091 |
Coffee "C"(ICE) |
Mar20 |
200310 |
111.30 |
114.45 |
111.30 |
114.25 |
+5.30 |
42 |
704 |
-7 |
May20 |
200310 |
109.20 |
116.15 |
108.55 |
114.35 |
+5.15 |
30,505 |
99,531 |
-632 |
Jul20 |
200310 |
111.35 |
118.05 |
110.60 |
116.15 |
+5.00 |
15,474 |
58,650 |
-1,519 |
Sep20 |
200310 |
113.30 |
119.95 |
112.60 |
118.00 |
+4.90 |
11,231 |
38,002 |
+237 |
Dec20 |
200310 |
115.70 |
122.30 |
115.05 |
120.40 |
+4.85 |
5,476 |
32,942 |
+648 |
Mar21 |
200310 |
117.85 |
124.45 |
117.25 |
122.55 |
+4.80 |
1,974 |
15,680 |
+331 |
Total Volume and Open Interest |
65,661 |
271,470 |
-701 |
Orange Juice(ICE) |
Mar20 |
200310 |
102.65 |
102.65 |
102.65 |
102.65 |
+2.15 |
124 |
125 |
-124 |
May20 |
200310 |
94.80 |
96.65 |
94.15 |
96.20 |
+2.15 |
521 |
13,941 |
-48 |
Jul20 |
200310 |
97.55 |
99.00 |
96.75 |
98.60 |
+2.10 |
157 |
1,810 |
+9 |
Sep20 |
200310 |
100.50 |
101.55 |
100.50 |
101.30 |
+1.95 |
41 |
783 |
-2 |
Nov20 |
200310 |
103.90 |
104.15 |
103.90 |
103.90 |
+1.65 |
19 |
346 |
-5 |
Jan21 |
200310 |
106.70 |
106.70 |
106.20 |
106.30 |
+1.30 |
12 |
317 |
+1 |
Total Volume and Open Interest |
874 |
17,501 |
-169 |
Sugar #11(ICE) |
May20 |
200310 |
12.82 |
12.93 |
12.38 |
12.59 |
-0.02 |
118,853 |
416,949 |
-11,426 |
Jul20 |
200310 |
12.78 |
12.91 |
12.35 |
12.53 |
-0.05 |
83,832 |
269,299 |
+2,304 |
Oct20 |
200310 |
12.97 |
13.13 |
12.54 |
12.69 |
-0.12 |
46,809 |
219,939 |
+8,527 |
Mar21 |
200310 |
13.50 |
13.58 |
12.96 |
13.09 |
-0.19 |
22,331 |
104,001 |
-862 |
May21 |
200310 |
13.25 |
13.25 |
12.74 |
12.85 |
-0.19 |
6,904 |
37,908 |
+964 |
Jul21 |
200310 |
12.99 |
12.99 |
12.59 |
12.67 |
-0.18 |
5,723 |
38,780 |
+467 |
Oct21 |
200310 |
13.07 |
13.07 |
12.69 |
12.75 |
-0.19 |
3,718 |
38,370 |
+123 |
Mar22 |
200310 |
13.39 |
13.39 |
13.05 |
13.09 |
-0.17 |
2,039 |
14,254 |
-625 |
Total Volume and Open Interest |
293,427 |
1,147,715 |
-248 |
London Cocoa(LCE) |
Mar20 |
200310 |
1827 |
1845 |
1812 |
1833 |
+27 |
2,529 |
15,765 |
-1,583 |
May20 |
200310 |
1861 |
1891 |
1856 |
1886 |
+37 |
12,532 |
62,709 |
-3,581 |
Jul20 |
200310 |
1855 |
1872 |
1849 |
1868 |
+26 |
7,787 |
47,576 |
-1,205 |
Sep20 |
200310 |
1827 |
1846 |
1827 |
1842 |
+19 |
4,421 |
41,399 |
+225 |
Dec20 |
200310 |
1756 |
1765 |
1750 |
1762 |
+14 |
5,299 |
62,657 |
+642 |
Mar21 |
200310 |
1720 |
1726 |
1715 |
1726 |
+12 |
3,260 |
31,513 |
+36 |
May21 |
200310 |
1706 |
1712 |
1703 |
1712 |
+9 |
2,012 |
9,992 |
+1,171 |
Total Volume and Open Interest |
39,366 |
281,332 |
-3,774 |
London Sugar(LCE) |
May20 |
200310 |
359.00 |
363.80 |
354.00 |
361.80 |
+6.20 |
7,820 |
56,091 |
-1,100 |
Aug20 |
200310 |
358.00 |
359.80 |
352.30 |
358.20 |
+2.60 |
5,534 |
43,845 |
+84 |
Oct20 |
200310 |
356.10 |
357.20 |
349.50 |
354.40 |
-0.30 |
1,955 |
12,750 |
+17 |
Dec20 |
200310 |
357.00 |
357.70 |
349.70 |
353.70 |
-2.40 |
721 |
8,103 |
-21 |
Mar21 |
200310 |
361.00 |
361.00 |
351.60 |
355.70 |
-3.40 |
377 |
4,803 |
+189 |
Total Volume and Open Interest |
16,529 |
127,810 |
-738 |
Cotton(ICE) |
May20 |
200310 |
62.25 |
62.91 |
61.01 |
61.41 |
+0.20 |
17,203 |
105,315 |
+547 |
Jul20 |
200310 |
61.90 |
63.46 |
61.64 |
62.03 |
+0.12 |
8,434 |
45,796 |
+280 |
Oct20 |
200310 |
62.28 |
62.28 |
62.28 |
62.28 |
+0.12 |
20 |
41 |
-10 |
Dec20 |
200310 |
62.46 |
63.68 |
61.96 |
62.28 |
+0.17 |
4,958 |
47,621 |
+1,327 |
Mar21 |
200310 |
63.86 |
64.46 |
62.86 |
63.15 |
+0.16 |
176 |
8,198 |
+26 |
May21 |
200310 |
64.77 |
64.89 |
63.59 |
63.86 |
+0.19 |
13 |
655 |
+8 |
Total Volume and Open Interest |
30,811 |
210,451 |
+2,184 |
Lumber(CME) |
Mar20 |
200310 |
377.6 |
378.8 |
370.3 |
378.8 |
+8.4 |
88 |
108 |
-73 |
May20 |
200310 |
369.1 |
370.9 |
352.1 |
364.8 |
+8.1 |
721 |
2,205 |
+95 |
Jul20 |
200310 |
368.1 |
368.9 |
356.6 |
366.5 |
+8.1 |
200 |
585 |
-17 |
Sep20 |
200310 |
364.9 |
365.7 |
357.7 |
365.0 |
+11.8 |
92 |
389 |
+9 |
Nov20 |
200310 |
357.0 |
359.9 |
356.8 |
356.8 |
+11.7 |
40 |
126 |
+3 |
Jan21 |
200310 |
355.1 |
355.1 |
355.1 |
355.1 |
+11.7 |
0 |
1 |
+0 |
Mar21 |
200310 |
353.6 |
353.6 |
353.6 |
353.6 |
+11.7 |
|
|
|
Total Volume and Open Interest |
1,141 |
3,414 |
+17 |
Crude Oil(NYM) |
Apr20 |
200310 |
30.37 |
35.02 |
30.20 |
34.36 |
+3.23 |
1,276,180 |
358,981 |
-33,131 |
May20 |
200310 |
30.75 |
35.35 |
30.58 |
34.73 |
+3.26 |
398,333 |
291,960 |
+28,580 |
Jun20 |
200310 |
31.59 |
35.75 |
31.11 |
35.14 |
+3.20 |
295,639 |
245,800 |
+3,884 |
Jul20 |
200310 |
31.86 |
36.16 |
31.68 |
35.58 |
+3.12 |
144,156 |
158,620 |
+4,609 |
Aug20 |
200310 |
32.48 |
36.59 |
32.43 |
36.05 |
+3.01 |
97,951 |
80,637 |
-11,148 |
Sep20 |
200310 |
33.24 |
37.14 |
33.19 |
36.56 |
+2.90 |
97,556 |
119,981 |
+401 |
Oct20 |
200310 |
33.81 |
37.73 |
33.77 |
37.05 |
+2.80 |
45,438 |
98,128 |
-1,111 |
Nov20 |
200310 |
34.46 |
38.31 |
34.35 |
37.56 |
+2.70 |
17,653 |
74,996 |
-1,159 |
Dec20 |
200310 |
34.67 |
38.90 |
34.66 |
38.08 |
+2.61 |
136,916 |
242,853 |
-7,854 |
Jan21 |
200310 |
35.50 |
39.24 |
35.50 |
38.56 |
+2.56 |
8,470 |
53,559 |
+922 |
Feb21 |
200310 |
37.45 |
39.89 |
37.40 |
39.02 |
+2.52 |
4,918 |
28,781 |
-7 |
Mar21 |
200310 |
38.35 |
40.25 |
38.35 |
39.46 |
+2.46 |
11,300 |
36,018 |
-473 |
Apr21 |
200310 |
39.04 |
40.29 |
37.31 |
39.90 |
+2.42 |
5,541 |
18,743 |
-1,059 |
May21 |
200310 |
40.08 |
40.69 |
37.75 |
40.30 |
+2.37 |
6,457 |
16,863 |
-522 |
Jun21 |
200310 |
38.72 |
41.56 |
37.74 |
40.67 |
+2.32 |
41,966 |
71,037 |
-3,342 |
Jul21 |
200310 |
40.50 |
41.41 |
38.63 |
41.01 |
+2.27 |
4,325 |
17,369 |
+397 |
Total Volume and Open Interest |
2,696,734 |
2,214,254 |
-19,061 |
e-miNY Crude Oil(NYM) |
Apr20 |
200310 |
30.300 |
35.000 |
30.175 |
34.350 |
+3.225 |
49,900 |
3,779 |
+232 |
May20 |
200310 |
30.725 |
35.350 |
30.600 |
34.725 |
+3.250 |
2,674 |
1,120 |
+222 |
Jun20 |
200310 |
31.200 |
35.700 |
31.200 |
35.150 |
+3.200 |
458 |
659 |
+90 |
Jul20 |
200310 |
33.000 |
36.200 |
32.200 |
35.575 |
+3.125 |
87 |
80 |
+12 |
Aug20 |
200310 |
33.900 |
36.525 |
33.900 |
36.050 |
+3.000 |
75 |
67 |
-6 |
Sep20 |
200310 |
35.400 |
37.000 |
34.800 |
36.550 |
+2.900 |
53 |
65 |
-3 |
Oct20 |
200310 |
34.300 |
37.250 |
34.300 |
37.050 |
+2.800 |
41 |
53 |
+21 |
Nov20 |
200310 |
37.000 |
38.150 |
36.050 |
37.550 |
+2.700 |
21 |
45 |
-2 |
Dec20 |
200310 |
35.650 |
38.900 |
35.650 |
38.075 |
+2.600 |
143 |
174 |
+19 |
Jan21 |
200310 |
36.300 |
39.400 |
36.300 |
38.550 |
+2.550 |
21 |
13 |
+4 |
Total Volume and Open Interest |
53,486 |
6,158 |
+591 |
NY Harbor ULSD(NYM) |
Apr20 |
200310 |
115.81 |
127.71 |
115.19 |
124.99 |
+8.70 |
93,534 |
110,762 |
-4,480 |
May20 |
200310 |
115.74 |
127.44 |
115.29 |
125.15 |
+8.71 |
60,161 |
68,402 |
-2,768 |
Jun20 |
200310 |
116.28 |
127.99 |
116.02 |
125.92 |
+8.71 |
53,338 |
53,059 |
-2,185 |
Jul20 |
200310 |
117.99 |
129.45 |
117.83 |
127.47 |
+8.56 |
21,179 |
32,811 |
-78 |
Aug20 |
200310 |
121.20 |
131.21 |
121.20 |
129.21 |
+8.38 |
15,474 |
19,038 |
+1,354 |
Sep20 |
200310 |
123.42 |
132.70 |
123.42 |
131.18 |
+8.31 |
11,690 |
18,577 |
+521 |
Oct20 |
200310 |
125.45 |
134.60 |
125.45 |
133.14 |
+8.27 |
6,061 |
12,636 |
-170 |
Nov20 |
200310 |
127.44 |
136.21 |
127.44 |
135.02 |
+8.25 |
5,180 |
10,437 |
+427 |
Dec20 |
200310 |
129.10 |
138.16 |
129.10 |
136.70 |
+8.18 |
25,286 |
32,412 |
-356 |
Jan21 |
200310 |
131.24 |
139.63 |
131.24 |
138.30 |
+8.09 |
5,474 |
13,604 |
+592 |
Feb21 |
200310 |
132.89 |
140.86 |
132.89 |
139.55 |
+7.98 |
2,897 |
5,765 |
-216 |
Mar21 |
200310 |
133.96 |
141.61 |
133.96 |
140.51 |
+7.90 |
2,383 |
4,606 |
+167 |
Apr21 |
200310 |
134.46 |
142.79 |
134.46 |
140.98 |
+7.83 |
1,094 |
2,432 |
+188 |
May21 |
200310 |
135.46 |
142.51 |
135.46 |
141.90 |
+7.75 |
581 |
1,196 |
+70 |
Total Volume and Open Interest |
311,783 |
410,378 |
-4,900 |
RBOB Gasoline(NYM) |
Apr20 |
200310 |
112.84 |
123.48 |
111.99 |
115.71 |
+2.02 |
85,241 |
117,762 |
-7,154 |
May20 |
200310 |
111.80 |
123.11 |
111.69 |
116.02 |
+2.33 |
65,240 |
78,066 |
-1,253 |
Jun20 |
200310 |
111.85 |
122.77 |
111.85 |
116.56 |
+2.99 |
36,900 |
43,728 |
-1,645 |
Jul20 |
200310 |
114.28 |
122.61 |
112.05 |
116.97 |
+3.30 |
24,126 |
34,049 |
-1,090 |
Aug20 |
200310 |
116.30 |
121.95 |
114.81 |
117.28 |
+3.78 |
16,959 |
16,665 |
+2,221 |
Sep20 |
200310 |
116.85 |
120.83 |
113.92 |
116.73 |
+4.11 |
12,018 |
27,250 |
+1,532 |
Oct20 |
200310 |
102.25 |
111.10 |
102.25 |
106.85 |
+4.11 |
6,048 |
13,745 |
+1,392 |
Nov20 |
200310 |
109.78 |
109.78 |
103.70 |
105.95 |
+4.06 |
6,854 |
14,507 |
+2,397 |
Dec20 |
200310 |
102.57 |
109.67 |
102.57 |
105.64 |
+4.10 |
11,595 |
26,356 |
+2,873 |
Jan21 |
200310 |
106.49 |
109.50 |
104.10 |
106.42 |
+4.15 |
824 |
3,245 |
-6 |
Total Volume and Open Interest |
268,188 |
382,156 |
+341 |
e-miNY RBOB Gasoline(NYM) |
Apr20 |
200310 |
115.71 |
115.71 |
115.71 |
115.71 |
+2.02 |
0 |
2 |
+0 |
May20 |
200310 |
116.02 |
116.02 |
116.02 |
116.02 |
+2.33 |
|
|
|
Jun20 |
200310 |
116.56 |
116.56 |
116.56 |
116.56 |
+2.99 |
|
|
|
Jul20 |
200310 |
116.97 |
116.97 |
116.97 |
116.97 |
+3.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Apr20 |
200310 |
1.835 |
1.955 |
1.794 |
1.936 |
+0.158 |
213,508 |
374,718 |
-28,750 |
May20 |
200310 |
1.876 |
2.002 |
1.836 |
1.985 |
+0.166 |
131,623 |
252,065 |
+9,073 |
Jun20 |
200310 |
1.955 |
2.068 |
1.913 |
2.055 |
+0.160 |
39,426 |
84,854 |
+1,427 |
Jul20 |
200310 |
2.044 |
2.155 |
2.006 |
2.146 |
+0.159 |
34,718 |
103,997 |
-3,166 |
Aug20 |
200310 |
2.087 |
2.193 |
2.048 |
2.184 |
+0.156 |
18,880 |
49,182 |
+1,536 |
Sep20 |
200310 |
2.098 |
2.202 |
2.060 |
2.194 |
+0.153 |
19,371 |
113,837 |
+3,031 |
Oct20 |
200310 |
2.144 |
2.245 |
2.110 |
2.237 |
+0.149 |
25,588 |
113,614 |
-155 |
Nov20 |
200310 |
2.287 |
2.369 |
2.257 |
2.363 |
+0.129 |
8,178 |
32,149 |
-1,388 |
Dec20 |
200310 |
2.518 |
2.594 |
2.497 |
2.577 |
+0.110 |
5,996 |
34,669 |
-299 |
Jan21 |
200310 |
2.628 |
2.709 |
2.605 |
2.687 |
+0.106 |
9,983 |
65,252 |
+591 |
Feb21 |
200310 |
2.587 |
2.667 |
2.578 |
2.644 |
+0.099 |
3,717 |
22,375 |
+219 |
Mar21 |
200310 |
2.480 |
2.558 |
2.460 |
2.531 |
+0.091 |
8,185 |
36,651 |
+121 |
Apr21 |
200310 |
2.234 |
2.300 |
2.212 |
2.263 |
+0.057 |
6,262 |
40,925 |
+820 |
May21 |
200310 |
2.200 |
2.271 |
2.195 |
2.233 |
+0.047 |
1,192 |
13,758 |
-89 |
Jun21 |
200310 |
2.251 |
2.302 |
2.247 |
2.270 |
+0.041 |
572 |
9,269 |
+51 |
Jul21 |
200310 |
2.300 |
2.346 |
2.291 |
2.314 |
+0.038 |
869 |
7,216 |
+346 |
Total Volume and Open Interest |
531,908 |
1,426,349 |
-14,365 |
Brent Crude Oil(ICE) |
May20 |
200310 |
35.84 |
38.22 |
35.00 |
37.22 |
+2.86 |
636,391 |
455,065 |
-6,265 |
Jun20 |
200310 |
36.63 |
38.99 |
35.79 |
38.09 |
+2.99 |
444,958 |
352,694 |
+7,560 |
Jul20 |
200310 |
36.87 |
39.66 |
36.56 |
38.82 |
+3.04 |
202,053 |
241,827 |
+21,141 |
Aug20 |
200310 |
37.98 |
40.32 |
37.29 |
39.48 |
+3.04 |
147,075 |
126,614 |
-22,333 |
Sep20 |
200310 |
38.56 |
40.93 |
37.96 |
40.09 |
+3.03 |
120,294 |
142,619 |
-2,442 |
Oct20 |
200310 |
39.17 |
41.53 |
38.59 |
40.63 |
+2.97 |
82,381 |
97,485 |
+1,950 |
Nov20 |
200310 |
39.78 |
42.05 |
39.19 |
41.15 |
+2.89 |
39,893 |
73,071 |
+3,118 |
Dec20 |
200310 |
39.94 |
42.61 |
39.75 |
41.63 |
+2.79 |
253,069 |
280,598 |
+10,497 |
Jan21 |
200310 |
40.74 |
43.09 |
40.30 |
42.12 |
+2.71 |
30,555 |
71,605 |
+2,645 |
Feb21 |
200310 |
41.44 |
43.50 |
41.26 |
42.60 |
+2.65 |
19,379 |
50,870 |
-2,669 |
Mar21 |
200310 |
43.33 |
43.96 |
42.28 |
43.08 |
+2.58 |
19,549 |
49,605 |
+4,565 |
Apr21 |
200310 |
43.29 |
43.55 |
42.93 |
43.55 |
+2.50 |
7,151 |
26,677 |
+244 |
May21 |
200310 |
44.02 |
44.05 |
43.40 |
43.98 |
+2.43 |
1,631 |
22,248 |
+30 |
Jun21 |
200310 |
43.68 |
45.44 |
42.94 |
44.39 |
+2.36 |
42,336 |
91,407 |
+359 |
Total Volume and Open Interest |
2,170,328 |
2,527,016 |
+26,994 |
Gas Oil(ICE) |
Mar20 |
200310 |
361.50 |
381.75 |
356.75 |
369.00 |
+9.75 |
74,442 |
74,035 |
-13,543 |
Apr20 |
200310 |
356.25 |
380.25 |
355.00 |
367.25 |
+9.25 |
176,853 |
167,566 |
-6,570 |
May20 |
200310 |
362.00 |
381.75 |
357.25 |
368.50 |
+8.25 |
124,997 |
122,241 |
-2,795 |
Jun20 |
200310 |
366.00 |
384.00 |
360.75 |
371.25 |
+7.75 |
122,251 |
116,002 |
+4,455 |
Jul20 |
200310 |
370.00 |
388.25 |
365.25 |
375.75 |
+7.75 |
35,826 |
49,274 |
+158 |
Aug20 |
200310 |
375.50 |
392.75 |
370.50 |
380.50 |
+7.25 |
19,353 |
37,213 |
+509 |
Sep20 |
200310 |
377.00 |
397.75 |
375.50 |
385.50 |
+7.25 |
25,188 |
40,908 |
+496 |
Oct20 |
200310 |
387.75 |
402.50 |
380.75 |
390.50 |
+7.25 |
17,069 |
36,214 |
+81 |
Nov20 |
200310 |
390.50 |
404.75 |
384.75 |
393.25 |
+7.25 |
12,368 |
22,777 |
+1,586 |
Dec20 |
200310 |
388.00 |
407.00 |
386.00 |
395.50 |
+7.50 |
57,363 |
84,275 |
+2,752 |
Total Volume and Open Interest |
714,506 |
900,588 |
-10,151 |
Ethanol(CBOT) |
Apr20 |
200310 |
1.232 |
1.245 |
1.217 |
1.244 |
+0.034 |
53 |
348 |
-8 |
May20 |
200310 |
1.251 |
1.268 |
1.249 |
1.265 |
+0.034 |
31 |
78 |
+0 |
Jun20 |
200310 |
1.280 |
1.280 |
1.280 |
1.280 |
+0.034 |
1 |
12 |
+0 |
Jul20 |
200310 |
1.280 |
1.280 |
1.280 |
1.280 |
+0.034 |
|
|
|
Aug20 |
200310 |
1.280 |
1.280 |
1.280 |
1.280 |
+0.034 |
|
|
|
Sep20 |
200310 |
1.280 |
1.280 |
1.280 |
1.280 |
+0.034 |
|
|
|
Oct20 |
200310 |
1.280 |
1.280 |
1.280 |
1.280 |
+0.034 |
|
|
|
Nov20 |
200310 |
1.280 |
1.280 |
1.280 |
1.280 |
+0.034 |
|
|
|
Total Volume and Open Interest |
85 |
438 |
-8 |
WTI Crude Oil(ICE) |
Apr20 |
200310 |
32.38 |
35.00 |
31.80 |
34.36 |
+3.23 |
75,786 |
55,297 |
-2,099 |
May20 |
200310 |
32.00 |
35.35 |
32.00 |
34.73 |
+3.26 |
114,769 |
75,121 |
-2,227 |
Jun20 |
200310 |
33.32 |
35.75 |
32.80 |
35.14 |
+3.20 |
111,770 |
90,176 |
+1,490 |
Jul20 |
200310 |
33.85 |
36.17 |
33.43 |
35.58 |
+3.12 |
48,599 |
45,910 |
+4,551 |
Aug20 |
200310 |
34.42 |
36.56 |
34.01 |
36.05 |
+3.01 |
19,975 |
17,124 |
-1,246 |
Sep20 |
200310 |
35.01 |
37.05 |
34.78 |
36.56 |
+2.90 |
23,892 |
34,429 |
+2,589 |
Oct20 |
200310 |
35.57 |
37.32 |
35.48 |
37.05 |
+2.80 |
4,730 |
17,627 |
-96 |
Nov20 |
200310 |
36.03 |
38.17 |
36.03 |
37.56 |
+2.70 |
3,536 |
13,082 |
-506 |
Dec20 |
200310 |
36.92 |
38.84 |
36.65 |
38.08 |
+2.61 |
41,412 |
94,786 |
-1,052 |
Jan21 |
200310 |
38.30 |
38.56 |
38.20 |
38.56 |
+2.56 |
537 |
6,647 |
+66 |
Feb21 |
200310 |
39.00 |
39.02 |
38.20 |
39.02 |
+2.52 |
1,068 |
5,096 |
+710 |
Mar21 |
200310 |
39.46 |
39.46 |
39.46 |
39.46 |
+2.46 |
1,454 |
6,095 |
-49 |
Apr21 |
200310 |
39.90 |
39.90 |
39.90 |
39.90 |
+2.42 |
303 |
4,178 |
+144 |
May21 |
200310 |
40.30 |
40.30 |
40.30 |
40.30 |
+2.37 |
309 |
3,661 |
-83 |
Jun21 |
200310 |
41.41 |
41.41 |
40.60 |
40.67 |
+2.32 |
8,588 |
27,634 |
+879 |
Jul21 |
200310 |
41.01 |
41.01 |
41.01 |
41.01 |
+2.27 |
451 |
5,032 |
-27 |
Total Volume and Open Interest |
468,933 |
627,263 |
+4,485 |
US Dollar Index(ICE) |
Mar20 |
200310 |
95.375 |
96.580 |
95.180 |
96.390 |
+1.520 |
42,506 |
37,901 |
+96 |
Jun20 |
200310 |
95.225 |
96.465 |
95.060 |
96.280 |
+1.535 |
3,483 |
2,815 |
+460 |
Sep20 |
200310 |
95.670 |
96.165 |
95.670 |
96.165 |
+1.495 |
38 |
220 |
+27 |
Total Volume and Open Interest |
46,061 |
41,137 |
+575 |
Australian Dollar(CME) |
Mar20 |
200310 |
65.89 |
66.14 |
64.63 |
64.90 |
-1.11 |
134,421 |
207,814 |
-6,585 |
Jun20 |
200310 |
65.87 |
66.07 |
64.60 |
64.88 |
-1.07 |
16,584 |
17,492 |
+1,988 |
Sep20 |
200310 |
65.41 |
65.65 |
64.68 |
64.82 |
-1.07 |
50 |
354 |
-27 |
Total Volume and Open Interest |
151,727 |
227,872 |
-4,688 |
British Pound(CME) |
Mar20 |
200310 |
131.17 |
131.18 |
128.84 |
129.16 |
-1.98 |
155,863 |
164,469 |
-15,556 |
Jun20 |
200310 |
131.01 |
131.28 |
128.93 |
129.24 |
-2.01 |
26,805 |
35,225 |
+4,272 |
Sep20 |
200310 |
130.50 |
130.78 |
129.00 |
129.27 |
-2.01 |
369 |
1,435 |
+93 |
Total Volume and Open Interest |
184,738 |
203,841 |
-11,524 |
Canadian Dollar(CME) |
Mar20 |
200310 |
72.99 |
73.47 |
72.48 |
72.78 |
-0.60 |
102,168 |
144,627 |
+1,777 |
Jun20 |
200310 |
72.97 |
73.46 |
72.47 |
72.76 |
-0.60 |
9,440 |
24,434 |
+3,508 |
Sep20 |
200310 |
73.16 |
73.42 |
72.50 |
72.76 |
-0.58 |
71 |
1,690 |
-4 |
Dec20 |
200310 |
73.05 |
73.06 |
72.50 |
72.74 |
-0.59 |
7 |
1,760 |
+5 |
Total Volume and Open Interest |
112,013 |
175,025 |
+5,352 |
Japanese Yen(CME) |
Mar20 |
200310 |
97.83 |
98.07 |
94.45 |
95.19 |
-2.77 |
337,843 |
158,619 |
-10,598 |
Jun20 |
200310 |
98.20 |
98.39 |
94.76 |
95.50 |
-2.83 |
27,980 |
22,287 |
+6,001 |
Sep20 |
200310 |
98.23 |
98.23 |
95.10 |
95.75 |
-2.85 |
19 |
350 |
+7 |
Total Volume and Open Interest |
366,644 |
182,609 |
-4,633 |
Swiss Franc(CME) |
Mar20 |
200310 |
108.11 |
108.14 |
106.30 |
106.61 |
-1.68 |
87,511 |
44,431 |
-2,567 |
Jun20 |
200310 |
108.61 |
108.63 |
106.77 |
107.07 |
-1.72 |
5,406 |
6,037 |
+1,267 |
Sep20 |
200310 |
108.35 |
108.35 |
107.45 |
107.50 |
-1.75 |
1 |
67 |
+1 |
Total Volume and Open Interest |
92,918 |
50,545 |
-1,299 |
EuroFX(CME) |
Mar20 |
200310 |
114.53 |
114.63 |
112.79 |
113.00 |
-1.66 |
424,461 |
579,548 |
-1,525 |
Jun20 |
200310 |
114.93 |
115.04 |
113.19 |
113.40 |
-1.69 |
59,052 |
93,577 |
+19,275 |
Sep20 |
200310 |
114.78 |
114.87 |
113.58 |
113.72 |
-1.70 |
508 |
2,540 |
+43 |
Total Volume and Open Interest |
485,668 |
681,624 |
+17,998 |
Mexican Peso(CME) |
Mar20 |
200310 |
478.25 |
491.63 |
473.25 |
479.63 |
+8.75 |
163,063 |
201,476 |
-20,231 |
Apr20 |
200310 |
478.00 |
488.38 |
472.00 |
477.38 |
+8.63 |
4 |
14 |
+4 |
Total Volume and Open Interest |
178,611 |
221,722 |
-11,644 |
Brazilian Real(CME) |
Apr20 |
200310 |
211.20 |
215.40 |
211.20 |
213.50 |
+2.50 |
7,304 |
52,019 |
-156 |
May20 |
200310 |
213.95 |
215.00 |
212.80 |
213.20 |
+2.65 |
113 |
181 |
+41 |
Jun20 |
200310 |
211.95 |
214.40 |
211.95 |
212.80 |
+2.65 |
428 |
2,900 |
+82 |
Jul20 |
200310 |
212.40 |
214.05 |
212.40 |
212.40 |
+2.55 |
|
|
|
Total Volume and Open Interest |
7,845 |
55,220 |
-33 |
30-Year T-Bonds(CBOT) |
Mar20 |
200310 |
181~220 |
186~030 |
179~110 |
180~300 |
-6~000 |
3,907 |
12,600 |
-2,669 |
Jun20 |
200310 |
184~020 |
186~130 |
177~250 |
179~190 |
-6~000 |
964,566 |
1,207,309 |
-4,204 |
Sep20 |
200310 |
178~000 |
181~090 |
175~300 |
177~090 |
-6~000 |
143 |
219 |
+43 |
Total Volume and Open Interest |
968,616 |
1,220,128 |
-6,830 |
10-Year T-Notes(CBOT) |
Mar20 |
200310 |
137~250 |
138~255 |
137~000 |
137~175 |
-1~240 |
12,490 |
25,290 |
-1,044 |
Jun20 |
200310 |
138~305 |
139~135 |
137~020 |
137~200 |
-1~265 |
3,639,991 |
3,848,742 |
+27,429 |
Sep20 |
200310 |
137~065 |
137~065 |
137~065 |
137~065 |
-1~265 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,652,481 |
3,874,034 |
+26,385 |
5-Year T-Notes(CBOT) |
Mar20 |
200310 |
124~000 |
124~074 |
123~072 |
123~202 |
-0~290 |
5,956 |
49,599 |
-2,609 |
Jun20 |
200310 |
124~304 |
125~064 |
123~272 |
124~094 |
-0~310 |
2,375,606 |
4,442,935 |
-68,800 |
Sep20 |
200310 |
124~094 |
124~094 |
124~094 |
124~094 |
-0~310 |
|
|
|
Total Volume and Open Interest |
2,381,562 |
4,492,534 |
-71,409 |
2 Year T-Notes(CBOT) |
Mar20 |
200310 |
109~261 |
109~300 |
109~196 |
109~232 |
-0~063 |
7,861 |
60,211 |
-2,823 |
Jun20 |
200310 |
110~023 |
110~071 |
109~252 |
109~296 |
-0~090 |
1,632,597 |
3,262,092 |
+62,111 |
Sep20 |
200310 |
109~296 |
109~296 |
109~296 |
109~296 |
-0~090 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,640,458 |
3,322,305 |
+59,288 |
Eurodollars(CME) |
Mar20 |
200310 |
99.268 |
99.285 |
99.162 |
99.213 |
-0.035 |
948,906 |
1,458,158 |
-32,551 |
Jun20 |
200310 |
99.575 |
99.590 |
99.480 |
99.525 |
-0.030 |
1,139,295 |
1,600,844 |
-3,603 |
Sep20 |
200310 |
99.600 |
99.630 |
99.510 |
99.555 |
-0.035 |
851,989 |
1,388,806 |
+3,028 |
Dec20 |
200310 |
99.580 |
99.610 |
99.470 |
99.525 |
-0.045 |
784,376 |
1,225,872 |
-5,848 |
Mar21 |
200310 |
99.605 |
99.645 |
99.495 |
99.555 |
-0.050 |
761,087 |
1,019,678 |
-13,043 |
Jun21 |
200310 |
99.575 |
99.610 |
99.445 |
99.510 |
-0.065 |
635,545 |
900,257 |
-611 |
Sep21 |
200310 |
99.540 |
99.600 |
99.410 |
99.480 |
-0.085 |
474,287 |
754,032 |
-12,714 |
Dec21 |
200310 |
99.500 |
99.560 |
99.360 |
99.435 |
-0.095 |
461,366 |
750,670 |
+1,002 |
Mar22 |
200310 |
99.495 |
99.530 |
99.325 |
99.400 |
-0.110 |
292,430 |
529,294 |
-2,417 |
Jun22 |
200310 |
99.445 |
99.495 |
99.280 |
99.350 |
-0.125 |
282,966 |
406,709 |
+15,843 |
Sep22 |
200310 |
99.415 |
99.465 |
99.240 |
99.310 |
-0.140 |
235,264 |
339,728 |
+11,112 |
Dec22 |
200310 |
99.390 |
99.425 |
99.190 |
99.260 |
-0.150 |
243,710 |
288,875 |
-1,767 |
Mar23 |
200310 |
99.360 |
99.415 |
99.175 |
99.240 |
-0.165 |
201,708 |
360,269 |
-7,359 |
Jun23 |
200310 |
99.355 |
99.405 |
99.160 |
99.225 |
-0.170 |
152,050 |
163,097 |
-642 |
Sep23 |
200310 |
99.350 |
99.400 |
99.145 |
99.205 |
-0.180 |
118,200 |
114,234 |
+1,189 |
Dec23 |
200310 |
99.345 |
99.380 |
99.120 |
99.175 |
-0.190 |
126,973 |
103,594 |
-1,955 |
Mar24 |
200310 |
99.335 |
99.375 |
99.115 |
99.170 |
-0.195 |
95,178 |
115,220 |
-576 |
Jun24 |
200310 |
99.325 |
99.370 |
99.095 |
99.150 |
-0.205 |
76,498 |
65,518 |
-4,063 |
Total Volume and Open Interest |
8,115,430 |
11,918,234 |
-59,128 |
Ultra T-Bond(CBOT) |
Mar20 |
200310 |
224~30 |
228~28 |
216~05 |
220~02 |
-11~17 |
936 |
5,115 |
-3,135 |
Jun20 |
200310 |
234~04 |
235~19 |
217~16 |
221~11 |
-13~08 |
405,575 |
1,152,882 |
-1,317 |
Sep20 |
200310 |
221~11 |
221~11 |
221~11 |
221~11 |
-13~08 |
|
|
|
Total Volume and Open Interest |
406,511 |
1,157,997 |
-4,452 |
Ultra 10-Yr T-Note(CBOT) |
Mar20 |
200310 |
156~240 |
157~280 |
154~270 |
155~105 |
-3~175 |
2,436 |
2,192 |
-1,593 |
Jun20 |
200310 |
158~000 |
158~265 |
154~120 |
155~045 |
-3~195 |
572,400 |
905,398 |
+3,342 |
Sep20 |
200310 |
155~045 |
155~045 |
155~045 |
155~045 |
-3~195 |
|
|
|
Total Volume and Open Interest |
574,836 |
907,590 |
+1,749 |
30 Day Federal Funds(CBOT) |
Mar20 |
200310 |
99.250 |
99.270 |
99.132 |
99.168 |
-0.082 |
85,315 |
263,832 |
+10,825 |
Apr20 |
200310 |
99.730 |
99.740 |
99.550 |
99.590 |
-0.105 |
229,456 |
388,563 |
-1,698 |
May20 |
200310 |
99.820 |
99.840 |
99.695 |
99.750 |
-0.055 |
195,015 |
291,615 |
+6,293 |
Jun20 |
200310 |
99.860 |
99.875 |
99.745 |
99.785 |
-0.065 |
61,695 |
164,053 |
-4,412 |
Jul20 |
200310 |
99.890 |
99.900 |
99.765 |
99.815 |
-0.070 |
153,572 |
201,573 |
-8,299 |
Aug20 |
200310 |
99.900 |
99.915 |
99.780 |
99.830 |
-0.065 |
76,868 |
114,343 |
+4,006 |
Total Volume and Open Interest |
1,128,616 |
1,882,868 |
+18,500 |
Japanese Govt Bonds(SGX) |
Jun20 |
200310 |
155.78 |
156.18 |
154.45 |
154.71 |
-1.11 |
2,337 |
2,617 |
+2,095 |
Sep20 |
200310 |
154.71 |
154.71 |
154.71 |
154.71 |
-1.11 |
|
|
|
Dec20 |
200310 |
154.71 |
154.71 |
154.71 |
154.71 |
-1.11 |
|
|
|
Total Volume and Open Interest |
5,281 |
17,527 |
+1,086 |
Euro-Buxl(EUREX) |
Jun20 |
200310 |
231.12 |
233.44 |
224.68 |
232.18 |
+0.14 |
100,787 |
263,998 |
+5,267 |
Sep20 |
200310 |
234.66 |
238.50 |
234.66 |
238.18 |
+1.14 |
0 |
3 |
+0 |
Dec20 |
200310 |
238.18 |
238.18 |
238.18 |
238.18 |
+1.14 |
|
|
|
Total Volume and Open Interest |
103,717 |
264,001 |
|
Euro-Bund(EUREX) |
Jun20 |
200310 |
177.55 |
177.88 |
175.41 |
177.59 |
-0.64 |
1,064,217 |
1,680,935 |
+7,680 |
Sep20 |
200310 |
180.45 |
181.55 |
180.04 |
181.01 |
-0.64 |
32 |
273 |
+27 |
Dec20 |
200310 |
181.01 |
181.01 |
181.01 |
181.01 |
-0.64 |
|
|
|
Total Volume and Open Interest |
1,077,003 |
1,681,208 |
|
Euro-Bobl(EUREX) |
Jun20 |
200310 |
136.96 |
137.24 |
136.63 |
137.13 |
-0.25 |
620,714 |
1,162,356 |
+25,359 |
Sep20 |
200310 |
136.73 |
136.73 |
136.73 |
136.73 |
-0.25 |
0 |
329 |
+0 |
Dec20 |
200310 |
136.73 |
136.73 |
136.73 |
136.73 |
-0.25 |
|
|
|
Total Volume and Open Interest |
630,008 |
1,162,685 |
|
Euro-Schatz(EUREX) |
Jun20 |
200310 |
112.63 |
112.78 |
112.57 |
112.72 |
-0.10 |
614,667 |
1,619,987 |
+131,697 |
Sep20 |
200310 |
112.77 |
112.77 |
112.77 |
112.77 |
-0.10 |
0 |
65 |
+0 |
Dec20 |
200310 |
112.77 |
112.77 |
112.77 |
112.77 |
-0.10 |
|
|
|
Total Volume and Open Interest |
628,767 |
1,620,052 |
|
3-Mth Euribor(EUREX) |
Mar20 |
200310 |
100.500 |
100.500 |
100.495 |
100.495 |
-0.010 |
0 |
1,562 |
+0 |
Jun20 |
200310 |
100.510 |
100.510 |
100.510 |
100.510 |
-0.015 |
0 |
1,061 |
+0 |
Sep20 |
200310 |
100.570 |
100.570 |
100.570 |
100.570 |
-0.010 |
0 |
779 |
+0 |
Total Volume and Open Interest |
0 |
5,796 |
+0 |
Long Gilt(LIFFE) |
Mar20 |
200310 |
137~28 |
138~27 |
137~28 |
138~27 |
-0~24 |
656 |
9,333 |
-56 |
Jun20 |
200310 |
137~26 |
138~07 |
136~16 |
137~30 |
-0~22 |
341,848 |
612,711 |
-9,475 |
Total Volume and Open Interest |
342,504 |
622,044 |
-9,531 |
3-Mth Short Sterling(LIFFE) |
Mar20 |
200310 |
99.50 |
99.52 |
99.49 |
99.51 |
-0.01 |
171,440 |
685,199 |
-7,638 |
Jun20 |
200310 |
99.57 |
99.60 |
99.55 |
99.58 |
-0.00 |
234,000 |
816,000 |
+25,006 |
Sep20 |
200310 |
99.58 |
99.61 |
99.57 |
99.60 |
-0.00 |
163,877 |
562,922 |
-15,221 |
Dec20 |
200310 |
99.60 |
99.61 |
99.56 |
99.60 |
-0.01 |
189,583 |
646,871 |
-9,253 |
Mar21 |
200310 |
99.61 |
99.62 |
99.57 |
99.61 |
-0.01 |
117,940 |
404,090 |
-1,696 |
Jun21 |
200310 |
99.61 |
99.63 |
99.57 |
99.61 |
-0.02 |
139,192 |
330,344 |
-11,731 |
Total Volume and Open Interest |
1,923,698 |
4,652,087 |
-41,098 |
3-Mth Euribor(LIFFE) |
Mar20 |
200310 |
100.510 |
100.510 |
100.475 |
100.490 |
-0.010 |
118,771 |
576,236 |
-5,894 |
Jun20 |
200310 |
100.530 |
100.530 |
100.500 |
100.515 |
-0.015 |
199,884 |
423,543 |
-14,297 |
Sep20 |
200310 |
100.560 |
100.575 |
100.540 |
100.570 |
-0.010 |
138,497 |
462,028 |
+777 |
Total Volume and Open Interest |
1,496,448 |
4,213,166 |
-1,748 |
3-Mth Aus T-Bills(SFE) |
Mar20 |
200310 |
99.32 |
99.36 |
99.31 |
99.36 |
+0.04 |
21,342 |
67,783 |
-10,766 |
Jun20 |
200310 |
99.45 |
99.48 |
99.44 |
99.46 |
unch |
55,610 |
179,046 |
+1,599 |
Sep20 |
200310 |
99.50 |
99.53 |
99.47 |
99.51 |
+0.01 |
82,057 |
190,104 |
+8,061 |
Dec20 |
200310 |
99.50 |
99.53 |
99.47 |
99.50 |
unch |
52,631 |
168,444 |
+15,362 |
Mar21 |
200310 |
99.51 |
99.54 |
99.47 |
99.50 |
-0.02 |
16,473 |
145,924 |
+3,781 |
Jun21 |
200310 |
99.50 |
99.53 |
99.45 |
99.47 |
-0.04 |
9,423 |
88,871 |
+928 |
Sep21 |
200310 |
99.50 |
99.52 |
99.45 |
99.45 |
-0.05 |
6,007 |
65,574 |
+879 |
Dec21 |
200310 |
99.48 |
99.50 |
99.42 |
99.42 |
-0.06 |
5,473 |
44,633 |
+437 |
Mar22 |
200310 |
99.47 |
99.49 |
99.39 |
99.39 |
-0.07 |
2,087 |
7,451 |
+970 |
Jun22 |
200310 |
99.47 |
99.47 |
99.38 |
99.38 |
-0.06 |
71 |
1,810 |
-11 |
Total Volume and Open Interest |
251,187 |
961,035 |
+21,250 |
10-Year Aus T-Bonds(SFE) |
Mar20 |
200310 |
99.39 |
99.48 |
99.20 |
99.21 |
-0.19 |
240,563 |
1,346,362 |
+10,043 |
Jun20 |
200310 |
99.39 |
99.49 |
99.21 |
99.22 |
-0.18 |
3,378 |
20,241 |
+1,805 |
Total Volume and Open Interest |
243,941 |
1,366,603 |
+11,848 |
3-Year Aus T-Bonds(SFE) |
Mar20 |
200310 |
99.61 |
99.68 |
99.51 |
99.51 |
-0.11 |
366,873 |
1,301,169 |
+33,404 |
Jun20 |
200310 |
99.67 |
99.72 |
99.54 |
99.55 |
-0.11 |
14,257 |
15,817 |
+8,970 |
Total Volume and Open Interest |
381,130 |
1,316,986 |
+42,374 |
Gold(CMX) |
Apr20 |
200310 |
1679.6 |
1681.3 |
1641.1 |
1660.3 |
-15.4 |
659,625 |
417,149 |
-29,376 |
Jun20 |
200310 |
1683.4 |
1683.5 |
1644.5 |
1663.3 |
-15.3 |
71,196 |
143,054 |
+325 |
Aug20 |
200310 |
1685.3 |
1686.1 |
1652.0 |
1665.8 |
-15.2 |
12,598 |
39,502 |
+4,453 |
Oct20 |
200310 |
1664.8 |
1671.4 |
1656.0 |
1667.3 |
-15.5 |
1,850 |
10,929 |
-281 |
Dec20 |
200310 |
1675.0 |
1679.3 |
1651.5 |
1669.0 |
-15.1 |
4,495 |
35,838 |
+919 |
Feb21 |
200310 |
1666.4 |
1676.3 |
1658.3 |
1670.8 |
-14.8 |
546 |
11,769 |
-19 |
Apr21 |
200310 |
1675.9 |
1675.9 |
1662.1 |
1672.4 |
-14.9 |
68 |
2,012 |
+32 |
Jun21 |
200310 |
1676.4 |
1676.4 |
1666.0 |
1674.0 |
-14.9 |
40 |
2,549 |
-2 |
Aug21 |
200310 |
1676.6 |
1676.6 |
1676.6 |
1676.6 |
-14.9 |
0 |
49 |
+0 |
Oct21 |
200310 |
1679.4 |
1679.4 |
1679.4 |
1679.4 |
-14.9 |
0 |
6 |
+0 |
Dec21 |
200310 |
1688.0 |
1688.0 |
1670.6 |
1680.5 |
-14.6 |
24 |
1,581 |
+0 |
Total Volume and Open Interest |
751,024 |
664,722 |
-23,959 |
Silver(CMX) |
Mar20 |
200310 |
1685.0 |
1714.5 |
1676.5 |
1690.6 |
-9.5 |
52 |
749 |
-21 |
May20 |
200310 |
1702.0 |
1720.0 |
1679.0 |
1695.5 |
-9.9 |
94,548 |
138,752 |
-2,923 |
Jul20 |
200310 |
1701.5 |
1724.5 |
1684.0 |
1699.8 |
-9.6 |
5,577 |
31,928 |
+250 |
Sep20 |
200310 |
1706.0 |
1723.5 |
1689.5 |
1704.4 |
-9.4 |
2,490 |
10,376 |
+578 |
Dec20 |
200310 |
1710.0 |
1729.5 |
1693.5 |
1708.9 |
-9.7 |
915 |
11,409 |
+106 |
Mar21 |
200310 |
1705.5 |
1712.5 |
1702.0 |
1712.5 |
-10.1 |
168 |
1,323 |
+22 |
May21 |
200310 |
1715.1 |
1715.1 |
1711.0 |
1715.1 |
-10.1 |
2 |
39 |
+2 |
Total Volume and Open Interest |
104,864 |
195,358 |
-2,012 |
Platinum(NYMEX) |
Apr20 |
200310 |
863.4 |
892.0 |
862.1 |
869.4 |
+6.6 |
41,989 |
54,622 |
-4,255 |
Jul20 |
200310 |
866.6 |
894.8 |
866.5 |
872.0 |
+6.5 |
4,655 |
23,268 |
+2,456 |
Oct20 |
200310 |
883.8 |
894.9 |
873.0 |
873.9 |
+6.1 |
64 |
1,092 |
+10 |
Jan21 |
200310 |
877.2 |
877.3 |
875.0 |
875.8 |
+4.9 |
5 |
137 |
+3 |
Total Volume and Open Interest |
46,719 |
79,124 |
-1,791 |
Palladium(NYMEX) |
Mar20 |
200310 |
2380.00 |
2380.00 |
2347.50 |
2347.50 |
-75.90 |
4 |
25 |
+1 |
Jun20 |
200310 |
2388.00 |
2431.30 |
2306.40 |
2317.40 |
-88.30 |
5,222 |
11,109 |
-246 |
Sep20 |
200310 |
2368.50 |
2415.80 |
2295.40 |
2304.30 |
-86.60 |
151 |
1,202 |
+25 |
Total Volume and Open Interest |
5,377 |
12,769 |
-220 |
Copper(CMX) |
Mar20 |
200310 |
249.85 |
256.30 |
249.85 |
253.40 |
+1.00 |
638 |
3,181 |
-276 |
May20 |
200310 |
248.70 |
256.55 |
248.20 |
252.15 |
+1.10 |
99,174 |
140,079 |
-1,127 |
Jul20 |
200310 |
248.90 |
256.50 |
248.90 |
252.40 |
+1.20 |
23,869 |
38,704 |
-2,682 |
Sep20 |
200310 |
249.30 |
256.95 |
249.20 |
252.85 |
+1.10 |
10,921 |
26,788 |
-98 |
Dec20 |
200310 |
250.00 |
257.00 |
250.00 |
253.80 |
+1.10 |
3,668 |
17,125 |
-362 |
Total Volume and Open Interest |
139,490 |
238,151 |
-4,552 |
E-mini DJIA Index(CBOT) |
Mar20 |
200310 |
23727 |
25020 |
23424 |
24849 |
+972 |
581,213 |
84,205 |
-2,639 |
Jun20 |
200310 |
23500 |
24877 |
23290 |
24724 |
+985 |
4,792 |
5,083 |
+2,167 |
Sep20 |
200310 |
24300 |
24755 |
23246 |
24593 |
+929 |
13 |
74 |
-1 |
Dec20 |
200310 |
24401 |
24539 |
24401 |
24401 |
+947 |
0 |
4 |
+0 |
Total Volume and Open Interest |
586,018 |
89,366 |
-473 |
S & P 500(CME) |
Mar20 |
200310 |
2717.50 |
2883.00 |
2695.50 |
2865.75 |
+118.00 |
6,665 |
83,024 |
+4,156 |
Jun20 |
200310 |
2870.00 |
2870.00 |
2854.25 |
2854.25 |
+119.00 |
2 |
174 |
+0 |
Sep20 |
200310 |
2843.25 |
2843.25 |
2843.25 |
2843.25 |
+120.00 |
0 |
11 |
+0 |
Dec20 |
200310 |
2845.75 |
2845.75 |
2845.75 |
2845.75 |
+110.00 |
|
|
|
Total Volume and Open Interest |
6,667 |
83,283 |
+4,156 |
S & P 500 E-Mini(CME) |
Mar20 |
200310 |
2733.00 |
2884.75 |
2695.25 |
2865.75 |
+118.00 |
3,163,400 |
2,992,661 |
+129,312 |
Jun20 |
200310 |
2721.25 |
2873.00 |
2683.25 |
2854.25 |
+119.00 |
124,994 |
213,911 |
+25,817 |
Sep20 |
200310 |
2695.50 |
2860.25 |
2675.00 |
2843.25 |
+120.00 |
1,848 |
3,855 |
+35 |
Dec20 |
200310 |
2814.75 |
2845.75 |
2691.75 |
2845.75 |
+110.00 |
119 |
2,573 |
+112 |
Total Volume and Open Interest |
3,290,361 |
3,213,065 |
+155,276 |
NASDAQ 100 E-Mini(CME) |
Mar20 |
200310 |
7893.75 |
8378.75 |
7814.25 |
8331.50 |
+380.00 |
1,097,279 |
202,419 |
+3,490 |
Jun20 |
200310 |
7871.00 |
8366.50 |
7805.00 |
8320.25 |
+381.75 |
6,629 |
14,858 |
+1,372 |
Sep20 |
200310 |
7812.25 |
8344.50 |
7803.00 |
8308.50 |
+381.00 |
12 |
206 |
+2 |
Total Volume and Open Interest |
1,103,928 |
217,502 |
+4,869 |
S&P Midcap 400(CME) e-Mini |
Mar20 |
200310 |
1621.80 |
1709.90 |
1604.60 |
1691.90 |
+63.60 |
31,371 |
73,025 |
+1,216 |
Jun20 |
200310 |
1617.80 |
1699.20 |
1599.20 |
1682.90 |
+62.40 |
143 |
232 |
+109 |
Sep20 |
200310 |
1701.90 |
1701.90 |
1701.90 |
1701.90 |
+63.60 |
|
|
|
Total Volume and Open Interest |
31,514 |
73,257 |
+1,325 |
Volatility Index(CBOE) |
Mar20 |
200310 |
45.80 |
47.65 |
37.25 |
41.83 |
-2.55 |
232,709 |
145,767 |
-9,144 |
Apr20 |
200310 |
37.30 |
38.15 |
30.85 |
34.78 |
-1.45 |
182,908 |
163,972 |
+12,611 |
May20 |
200310 |
30.95 |
31.45 |
26.55 |
29.53 |
-0.55 |
76,427 |
55,815 |
+3,111 |
Jun20 |
200310 |
28.45 |
28.65 |
25.00 |
27.23 |
-0.55 |
32,269 |
28,669 |
+139 |
Total Volume and Open Interest |
559,195 |
460,257 |
+4,988 |
S & P 600(CME) |
Mar20 |
200310 |
805.90 |
805.90 |
805.90 |
805.90 |
+22.50 |
|
|
|
Jun20 |
200310 |
806.40 |
806.40 |
806.40 |
806.40 |
+22.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Russell 2000 Mini(CME) |
Mar20 |
200310 |
1303.00 |
1373.80 |
1283.70 |
1339.90 |
+25.90 |
274,992 |
481,169 |
+11,216 |
Jun20 |
200310 |
1289.50 |
1369.00 |
1279.70 |
1335.40 |
+26.10 |
1,548 |
7,925 |
+762 |
Sep20 |
200310 |
1332.80 |
1332.80 |
1332.80 |
1332.80 |
+27.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
276,540 |
489,105 |
+11,978 |
Nikkei 225(CME) |
Mar20 |
200310 |
18860 |
20190 |
18605 |
19980 |
+1090 |
30,230 |
15,629 |
-21 |
Jun20 |
200310 |
18790 |
20080 |
18560 |
19915 |
+1105 |
4,075 |
2,247 |
+1,181 |
Total Volume and Open Interest |
34,305 |
17,876 |
+1,160 |
Nikkei 225(SGX) |
Mar20 |
200310 |
19380 |
19970 |
18500 |
19865 |
+415 |
164,445 |
205,890 |
+5,275 |
Jun20 |
200310 |
19180 |
19770 |
18310 |
19660 |
+445 |
8,779 |
8,981 |
+2,046 |
Sep20 |
200310 |
18850 |
19655 |
18850 |
19655 |
+420 |
0 |
11 |
+0 |
Total Volume and Open Interest |
173,226 |
250,327 |
+7,322 |
Nikkei 225 Mini(JPX) |
Mar20 |
200310 |
19085 |
19970 |
18500 |
19810 |
+400 |
1,741,054 |
530,140 |
+31,085 |
Jun20 |
200310 |
18885 |
19775 |
18310 |
19570 |
+330 |
230,475 |
57,221 |
+10,324 |
Sep20 |
200310 |
18900 |
19710 |
18250 |
19560 |
+400 |
1,069 |
3,147 |
+506 |
Total Volume and Open Interest |
2,012,179 |
729,435 |
+87,170 |
Nikkei 225(JPX) |
Mar20 |
200310 |
19080 |
19970 |
18500 |
19810 |
+400 |
135,056 |
297,793 |
+1,230 |
Jun20 |
200310 |
18890 |
19770 |
18310 |
19570 |
+330 |
23,795 |
75,989 |
+8,091 |
Sep20 |
200310 |
19160 |
19710 |
18280 |
19560 |
+400 |
31 |
3,291 |
+0 |
Total Volume and Open Interest |
158,939 |
468,619 |
+8,734 |
Nikkei 225(CME) Yen |
Mar20 |
200310 |
18850 |
20190 |
18595 |
19975 |
+1100 |
115,602 |
54,974 |
+3,261 |
Jun20 |
200310 |
18640 |
19990 |
18425 |
19775 |
+1095 |
2,698 |
1,991 |
+222 |
Sep20 |
200310 |
19805 |
19805 |
19805 |
19805 |
+1065 |
|
|
|
Total Volume and Open Interest |
118,300 |
56,965 |
+3,483 |
Nikkei 225(CME) e-Mini Yen |
Mar20 |
200310 |
19980 |
19980 |
19980 |
19980 |
+1100 |
0 |
3 |
+0 |
Jun20 |
200310 |
19780 |
19780 |
19780 |
19780 |
+1100 |
|
|
|
Sep20 |
200310 |
19810 |
19810 |
19810 |
19810 |
+1070 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
CAC 40(EURONEXT) |
Mar20 |
200310 |
4834.5 |
4923.0 |
4609.0 |
4634.0 |
-71.5 |
213,793 |
370,744 |
+9,927 |
Apr20 |
200310 |
4811.0 |
4907.0 |
4600.0 |
4620.5 |
-71.5 |
569 |
16,040 |
+409 |
May20 |
200310 |
4549.0 |
4549.0 |
4549.0 |
4549.0 |
-68.5 |
|
|
|
Jun20 |
200310 |
4682.0 |
4686.0 |
4493.5 |
4493.5 |
-67.0 |
1 |
3,015 |
+1 |
Total Volume and Open Interest |
214,363 |
456,806 |
+7,337 |
Hang Seng Index(HKFE) |
Mar20 |
200310 |
24990 |
25564 |
24360 |
25449 |
+599 |
198,600 |
117,862 |
+9,805 |
Apr20 |
200310 |
25050 |
25555 |
24365 |
25446 |
+605 |
1,058 |
1,761 |
+428 |
Total Volume and Open Interest |
201,452 |
130,377 |
+9,865 |
DAX(EUREX) |
Mar20 |
200310 |
10530.0 |
11031.0 |
10414.5 |
10506.5 |
-179.0 |
212,677 |
124,799 |
+6,723 |
Jun20 |
200310 |
10599.5 |
11026.5 |
10425.0 |
10511.5 |
-179.0 |
881 |
4,418 |
+293 |
Sep20 |
200310 |
10675.5 |
10934.0 |
10490.0 |
10490.0 |
-177.5 |
36 |
253 |
+3 |
Total Volume and Open Interest |
213,594 |
129,470 |
+7,019 |
Mini-DAX(EUREX) |
Mar20 |
200310 |
10483.0 |
11032.0 |
10413.0 |
10506.5 |
-179.0 |
183,815 |
24,055 |
+702 |
Jun20 |
200310 |
10500.0 |
11025.0 |
10427.0 |
10511.5 |
-179.0 |
718 |
1,054 |
+156 |
Sep20 |
200310 |
10883.0 |
10990.0 |
10400.0 |
10490.0 |
-177.5 |
31 |
263 |
+12 |
Total Volume and Open Interest |
184,564 |
25,372 |
+870 |
DJ EuroSTOXX 50(EUREX) |
Mar20 |
200310 |
2926 |
3088 |
2891 |
2914 |
-61 |
3,340,964 |
4,646,488 |
+260,818 |
Jun20 |
200310 |
2855 |
3009 |
2819 |
2837 |
-61 |
356,659 |
712,904 |
+85,061 |
Sep20 |
200310 |
2910 |
2977 |
2822 |
2823 |
-59 |
3,181 |
25,631 |
+3,168 |
Total Volume and Open Interest |
3,700,804 |
5,482,992 |
+349,047 |
Swiss Market Index(EUREX) |
Mar20 |
200310 |
9335 |
9534 |
9091 |
9214 |
+18 |
149,779 |
252,937 |
+15,550 |
Jun20 |
200310 |
9173 |
9343 |
8917 |
9028 |
+21 |
9,556 |
40,079 |
+6,724 |
Sep20 |
200310 |
9207 |
9207 |
8984 |
8984 |
+24 |
1 |
198 |
-13 |
Total Volume and Open Interest |
159,336 |
293,214 |
+22,261 |
FT-SE 100(EURONEXT) |
Mar20 |
200310 |
6011.00 |
6224.00 |
5919.00 |
5982.00 |
-8.50 |
207,937 |
736,112 |
+5,323 |
Jun20 |
200310 |
5959.50 |
6128.00 |
5842.50 |
5893.50 |
-12.50 |
1,736 |
5,150 |
+747 |
Sep20 |
200310 |
6020.00 |
6038.00 |
5818.50 |
5818.50 |
-12.50 |
0 |
28 |
+0 |
Total Volume and Open Interest |
209,673 |
741,340 |
+6,070 |
SPI 200(SFE) |
Mar20 |
200310 |
5716.0 |
5991.0 |
5345.0 |
5965.0 |
+260.0 |
99,229 |
416,703 |
-513 |
Jun20 |
200310 |
5702.0 |
5935.0 |
5354.0 |
5935.0 |
+258.0 |
8,592 |
20,210 |
+8,074 |
Sep20 |
200310 |
5851.0 |
5851.0 |
5851.0 |
5851.0 |
+258.0 |
1 |
31 |
+1 |
Total Volume and Open Interest |
108,153 |
437,833 |
+7,835 |
FTSE MIB(ISE) |
Mar20 |
200310 |
18455.00 |
19165.00 |
17710.00 |
17883.00 |
-659.00 |
62,406 |
130,206 |
+4,121 |
Jun20 |
200310 |
17890.00 |
18610.00 |
17230.00 |
17353.00 |
-647.00 |
850 |
4,906 |
-44 |
Sep20 |
200310 |
18370.00 |
18400.00 |
17176.00 |
17176.00 |
-647.00 |
4 |
59 |
+4 |
Total Volume and Open Interest |
63,260 |
135,171 |
+4,081 |
KOSPI 200(KFE) |
Mar20 |
200310 |
262.35 |
265.50 |
260.85 |
265.00 |
+2.65 |
344,342 |
319,617 |
-5,549 |
Jun20 |
200310 |
262.30 |
265.30 |
260.80 |
264.60 |
+2.60 |
11,686 |
64,835 |
+13,283 |
Sep20 |
200310 |
262.40 |
264.50 |
260.95 |
264.50 |
+2.20 |
15 |
2,323 |
+1 |
Total Volume and Open Interest |
356,049 |
428,030 |
+7,735 |
GSCI(CME) |
Mar20 |
200310 |
315.15 |
319.65 |
312.20 |
317.30 |
+12.05 |
1,872 |
6,911 |
-1,784 |
Apr20 |
200310 |
319.30 |
322.75 |
315.00 |
320.55 |
+12.00 |
1,508 |
1,462 |
+1,446 |
May20 |
200310 |
322.05 |
322.05 |
322.05 |
322.05 |
+12.00 |
|
|
|
Total Volume and Open Interest |
3,380 |
8,373 |
-338 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|