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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed March 11, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200311 876.25 878.50 867.75 867.75 -5.25 223 289 -87
May20 200311 876.00 883.75 872.00 873.25 -3.00 149,865 325,662 -5,692
Jul20 200311 884.00 892.00 879.25 880.50 -3.75 63,888 182,180 +1,570
Aug20 200311 887.25 894.00 881.50 882.50 -4.00 5,771 16,384 +282
Sep20 200311 887.00 893.50 881.50 882.75 -4.25 3,739 19,748 +429
Nov20 200311 890.50 898.00 885.25 886.75 -4.75 37,028 118,056 -1,893
Jan21 200311 894.75 900.50 887.75 889.25 -5.25 7,010 30,900 +822
Mar21 200311 887.00 893.50 881.00 882.25 -5.50 11,011 76,049 +1,117
May21 200311 888.00 893.25 881.25 882.50 -6.00 5,778 16,504 +661
Jul21 200311 888.25 898.75 886.50 888.25 -5.75 3,113 11,098 +454
Aug21 200311 888.25 888.25 888.25 888.25 -5.50 91 524 +30
Sep21 200311 885.75 885.75 885.75 885.75 -5.00 9 219 +1
Nov21 200311 887.00 895.00 884.75 887.00 -4.00 1,927 8,932 +573
Jan22 200311 900.00 900.00 894.50 894.50 -3.75 0 30 +0
Total Volume and Open Interest 289,506 806,753 -1,695
Soybean Meal(CBOT)
Mar20 200311 297.20 299.20 295.90 295.90 unch 197 321 -155
May20 200311 301.90 305.40 300.90 301.60 -0.30 78,753 190,864 -2,206
Jul20 200311 306.20 309.80 304.60 305.30 -0.70 39,262 97,647 -4,534
Aug20 200311 307.00 309.60 305.10 305.70 -1.00 8,426 17,415 -511
Sep20 200311 306.80 309.70 305.40 305.90 -0.90 4,958 17,263 +52
Oct20 200311 307.60 309.70 305.60 306.00 -1.20 2,630 16,158 +40
Dec20 200311 310.30 313.00 308.80 309.20 -1.40 16,467 62,332 -298
Jan21 200311 308.60 312.50 308.20 308.60 -1.50 1,376 6,772 +296
Mar21 200311 307.30 308.70 304.20 304.90 -1.50 3,549 18,966 +842
May21 200311 306.40 307.70 303.00 303.80 -1.90 2,357 9,505 +515
Total Volume and Open Interest 160,311 446,188 -5,203
Soybean Oil(CBOT)
Mar20 200311 27.30 27.51 27.30 27.30 -0.14 513 348 -198
May20 200311 27.72 28.04 27.51 27.53 -0.14 103,681 182,639 -8,890
Jul20 200311 28.08 28.39 27.86 27.88 -0.14 53,490 107,216 -4,272
Aug20 200311 28.25 28.54 28.03 28.04 -0.14 14,532 33,280 -1,059
Sep20 200311 28.43 28.72 28.21 28.22 -0.13 8,655 21,294 +827
Oct20 200311 28.63 28.88 28.38 28.39 -0.13 3,528 13,415 +412
Dec20 200311 28.93 29.22 28.70 28.72 -0.15 24,475 57,875 +3,278
Jan21 200311 28.94 29.43 28.94 28.94 -0.15 3,697 8,513 +111
Mar21 200311 29.47 29.59 29.09 29.10 -0.17 6,950 17,655 +968
May21 200311 29.53 29.77 29.26 29.29 -0.16 4,162 8,771 +445
Total Volume and Open Interest 226,728 457,591 -7,500
Canola(WCE)
Mar20 200311 460.1 460.1 460.1 460.1 -1.1 0 2 +0
May20 200311 460.7 464.7 458.8 460.1 -0.8 11,839 96,822 +1,214
Jul20 200311 468.5 472.9 467.0 468.2 -1.3 5,872 41,427 +991
Nov20 200311 478.6 481.8 476.0 477.9 -1.9 3,147 40,380 +433
Jan21 200311 484.5 488.5 482.6 484.5 -2.1 162 2,849 +29
Total Volume and Open Interest 21,131 182,590 +2,729
Corn(CBOT)
Mar20 200311 380.25 380.25 377.00 379.25 -0.75 921 1,326 -578
May20 200311 377.25 377.25 372.25 374.50 -3.00 239,558 578,558 -614
Jul20 200311 379.25 379.25 374.25 376.50 -3.00 116,681 369,760 -1,972
Sep20 200311 376.75 376.75 372.00 373.50 -3.50 40,119 178,352 +2,462
Dec20 200311 380.00 380.25 376.00 377.00 -3.50 49,917 271,615 +1,800
Mar21 200311 390.75 390.75 386.25 387.00 -3.75 7,819 24,900 +329
May21 200311 395.25 395.75 391.00 392.00 -4.00 1,504 5,853 +121
Jul21 200311 397.75 399.00 394.00 395.25 -4.50 1,695 22,822 +311
Sep21 200311 390.50 390.75 386.50 387.75 -4.50 820 3,536 +202
Dec21 200311 393.50 394.00 389.00 390.00 -4.50 3,243 22,781 +557
Total Volume and Open Interest 462,337 1,480,776 +2,655
Wheat(CBOT)
Mar20 200311 527.25 527.50 517.25 517.25 -9.50 122 125 -36
May20 200311 521.75 524.75 511.75 512.75 -9.50 89,038 189,932 -1,429
Jul20 200311 520.75 523.50 512.00 513.25 -8.25 45,826 112,901 -2,163
Sep20 200311 526.75 529.25 519.00 520.00 -7.50 19,594 61,330 +838
Dec20 200311 536.75 540.00 530.50 531.75 -6.50 11,693 49,500 -248
Mar21 200311 547.00 549.25 540.75 541.75 -5.75 1,922 11,881 -48
Total Volume and Open Interest 168,872 432,506 -3,051
Wheat(KCBT)
Mar20 200311 468.75 470.75 434.00 434.00 -9.25 0 17 +0
May20 200311 443.00 447.50 434.25 435.50 -9.25 37,835 131,709 +1,573
Jul20 200311 448.75 454.75 441.75 442.75 -9.25 22,518 69,755 +3,141
Sep20 200311 457.50 464.00 450.75 452.00 -9.75 9,502 26,592 +806
Dec20 200311 474.00 477.25 464.50 465.50 -9.50 4,429 33,140 +970
Mar21 200311 487.00 488.50 476.50 477.50 -9.25 256 4,906 +60
May21 200311 488.50 495.00 484.25 484.75 -9.00 37 616 -3
Total Volume and Open Interest 74,612 267,021 +6,539
Wheat(MGE)
Mar20 200311 503.00 503.00 499.25 499.25 -6.00 0 1 -11
May20 200311 518.75 522.00 511.25 512.00 -6.75 5,399 38,141 +331
Jul20 200311 529.25 531.75 522.50 522.75 -6.50 2,751 15,150 +141
Sep20 200311 538.75 539.75 532.25 532.50 -6.00 585 8,670 +84
Dec20 200311 552.75 554.25 546.75 546.75 -6.00 215 5,357 +40
Mar21 200311 563.50 563.50 560.50 560.50 -5.75 97 1,596 +44
Total Volume and Open Interest 9,126 69,081 +679
Oats(CBOT)
Mar20 200311 268.00 268.00 268.00 268.00 -0.50      
May20 200311 274.50 279.00 272.25 274.50 -0.50 790 3,169 -39
Jul20 200311 278.00 278.75 270.75 273.75 -2.00 225 894 -27
Sep20 200311 265.00 265.00 265.00 265.00 -1.75 9 130 +0
Total Volume and Open Interest 1,155 4,761 +23
Rough Rice(CBOT)
Mar20 200311 13.02 13.02 12.98 12.98 +0.13 24 84 +13
May20 200311 12.98 13.10 12.85 12.98 +0.13 1,118 9,754 -477
Jul20 200311 12.98 13.05 12.98 13.00 +0.11 53 815 -1
Sep20 200311 11.87 11.87 11.85 11.86 -0.01 22 1,687 +13
Total Volume and Open Interest 1,217 12,382 -452
Live Cattle(CME)
Apr20 200311 105.230 106.850 102.800 103.080 -2.370 45,155 100,897 -8,854
Jun20 200311 99.400 100.350 97.000 97.250 -2.285 41,643 112,316 +4,163
Aug20 200311 99.450 99.680 96.680 96.680 -3.000 20,085 54,691 +217
Oct20 200311 104.000 104.180 101.300 101.300 -3.000 10,711 40,735 -556
Dec20 200311 109.000 109.135 106.200 106.200 -3.000 8,297 21,614 +298
Feb21 200311 112.080 112.285 109.300 109.300 -3.000 2,698 5,141 +613
Total Volume and Open Interest 129,288 337,428 -4,042
Feeder Cattle(CME)
Mar20 200311 127.500 128.000 123.250 123.330 -4.420 1,869 3,639 -238
Apr20 200311 127.330 127.950 123.450 123.535 -4.415 6,176 15,113 -347
May20 200311 129.300 129.500 125.250 125.250 -4.500 5,891 14,662 +202
Aug20 200311 136.500 136.600 132.435 132.435 -4.500 3,228 9,342 +220
Sep20 200311 137.500 137.580 133.535 133.535 -4.500 1,192 3,015 +110
Oct20 200311 138.485 138.485 134.185 134.185 -4.500 507 1,481 +16
Nov20 200311 137.750 138.150 134.500 134.500 -4.500 104 456 -5
Total Volume and Open Interest 19,008 48,025 -28
Lean Hogs(CME)
Apr20 200311 65.550 66.000 63.800 63.880 -1.120 35,587 80,326 -7,977
May20 200311 71.550 72.000 70.180 70.200 -0.800 237 2,164 +61
Jun20 200311 79.550 80.250 78.550 78.800 -0.500 26,407 72,408 +4,732
Jul20 200311 80.480 81.035 79.750 80.000 unch 11,152 28,249 +711
Aug20 200311 79.980 80.285 79.035 79.535 +0.185 5,942 34,673 -104
Oct20 200311 69.050 69.180 68.035 68.350 -0.050 4,969 40,025 +374
Dec20 200311 64.150 64.350 63.330 63.630 -0.200 2,361 19,697 -347
Feb21 200311 67.830 67.975 67.035 67.225 -0.160 909 4,265 +128
Total Volume and Open Interest 87,741 283,668 -2,446
Class III Milk(CME)
Mar20 200311 16.31 16.34 16.27 16.32 -0.01 254 2,869 +13
Apr20 200311 15.87 15.94 15.78 15.83 -0.02 337 2,851 +63
May20 200311 16.05 16.07 15.92 15.93 -0.06 255 2,317 +43
Jun20 200311 16.26 16.26 16.14 16.18 -0.06 240 2,370 +58
Jul20 200311 16.61 16.63 16.54 16.57 -0.01 150 1,243 +100
Aug20 200311 16.76 16.80 16.73 16.73 -0.02 117 1,027 +38
Sep20 200311 16.93 17.02 16.90 16.93 +0.03 104 1,100 +11
Oct20 200311 16.96 16.98 16.96 16.98 -0.02 49 800 +27
Nov20 200311 16.92 16.93 16.92 16.92 unch 62 808 +10
Dec20 200311 16.78 16.81 16.78 16.78 unch 46 739 +24
Jan21 200311 16.62 16.62 16.62 16.62 unch 8 343 +3
Feb21 200311 16.62 16.62 16.62 16.62 +0.04 24 268 +14
Mar21 200311 16.62 16.62 16.62 16.62 unch 7 249 +0
Total Volume and Open Interest 1,653 17,379 +404
Cocoa(ICE)
Mar20 200311 2800 2800 2766 2766 +48 1 5 -1
May20 200311 2605 2644 2581 2625 +48 25,677 109,810 -4,176
Jul20 200311 2599 2631 2578 2616 +47 19,172 58,573 -2,660
Sep20 200311 2586 2618 2577 2608 +42 10,073 58,115 +1,176
Dec20 200311 2525 2549 2518 2542 +33 4,342 51,548 -186
Mar21 200311 2471 2494 2467 2491 +33 1,368 22,779 +33
May21 200311 2463 2470 2449 2470 +33 435 7,031 +151
Total Volume and Open Interest 61,342 312,525 -5,641
Coffee "C"(ICE)
Mar20 200311 111.55 111.55 111.55 111.55 -2.70 36 444 -260
May20 200311 114.35 116.05 111.40 112.05 -2.30 40,021 97,125 -2,406
Jul20 200311 115.95 117.80 113.20 113.90 -2.25 20,207 57,383 -1,267
Sep20 200311 118.00 119.65 115.20 115.70 -2.30 10,951 38,666 +664
Dec20 200311 120.40 122.05 117.25 118.00 -2.40 6,943 33,619 +677
Mar21 200311 122.10 123.65 119.50 120.05 -2.50 2,920 16,208 +528
Total Volume and Open Interest 83,449 269,610 -1,860
Orange Juice(ICE)
Mar20 200311 104.20 104.20 104.20 104.20 +1.55 0 125 +0
May20 200311 95.75 98.00 95.50 97.90 +1.70 1,334 14,109 +168
Jul20 200311 98.55 100.40 98.10 100.20 +1.60 197 1,895 +85
Sep20 200311 101.50 102.95 101.50 102.65 +1.35 76 836 +53
Nov20 200311 105.25 105.25 105.25 105.25 +1.35 5 348 +2
Jan21 200311 107.80 107.80 107.80 107.80 +1.50 0 317 +0
Total Volume and Open Interest 1,612 17,809 +308
Sugar #11(ICE)
May20 200311 12.59 12.66 12.23 12.26 -0.33 133,224 399,791 -17,158
Jul20 200311 12.58 12.59 12.23 12.25 -0.28 84,506 277,266 +7,967
Oct20 200311 12.72 12.75 12.42 12.44 -0.25 47,989 220,178 +239
Mar21 200311 13.11 13.14 12.84 12.85 -0.24 28,798 103,367 -634
May21 200311 12.86 12.86 12.61 12.62 -0.23 8,736 37,716 -192
Jul21 200311 12.68 12.68 12.44 12.45 -0.22 7,402 38,776 -4
Oct21 200311 12.76 12.76 12.54 12.56 -0.19 3,706 38,588 +218
Mar22 200311 13.06 13.08 12.90 12.93 -0.16 1,758 14,431 +177
Total Volume and Open Interest 319,063 1,139,141 -8,574
London Cocoa(LCE)
Mar20 200311 1839 1870 1834 1860 +27 1,890 14,743 -1,022
May20 200311 1897 1933 1887 1921 +35 16,873 61,003 -1,706
Jul20 200311 1874 1911 1870 1901 +33 9,054 47,113 -463
Sep20 200311 1848 1885 1845 1876 +34 5,695 41,671 +272
Dec20 200311 1768 1794 1763 1786 +24 4,349 63,220 +563
Mar21 200311 1730 1755 1724 1748 +22 2,004 30,958 -555
May21 200311 1720 1741 1713 1732 +20 1,037 10,035 +43
Total Volume and Open Interest 42,312 278,911 -2,421
London Sugar(LCE)
May20 200311 364.00 364.60 358.80 359.20 -2.60 13,354 54,458 -1,633
Aug20 200311 358.20 359.60 353.10 353.70 -4.50 7,184 44,290 +445
Oct20 200311 354.90 355.40 349.20 349.80 -4.60 2,027 12,666 -84
Dec20 200311 354.40 355.20 348.80 349.10 -4.60 911 8,148 +45
Mar21 200311 355.80 356.80 350.10 350.10 -5.60 510 4,981 +178
Total Volume and Open Interest 24,512 127,086 -724
Cotton(ICE)
May20 200311 61.41 61.94 61.31 61.55 +0.14 30,022 104,733 -582
Jul20 200311 62.03 62.55 61.87 62.16 +0.13 12,805 45,408 -388
Oct20 200311 62.41 62.41 62.41 62.41 +0.13 0 41 +0
Dec20 200311 62.60 62.80 62.18 62.43 +0.15 5,861 48,219 +598
Mar21 200311 63.38 63.39 63.06 63.32 +0.17 611 8,377 +179
May21 200311 64.04 64.04 63.92 64.00 +0.14 94 718 +63
Total Volume and Open Interest 49,849 210,632 +181
Lumber(CME)
Mar20 200311 373.4 382.7 371.0 373.5 -5.3 55 82 -26
May20 200311 355.0 360.7 349.0 349.0 -15.8 350 2,114 -91
Jul20 200311 361.0 364.9 352.8 353.0 -13.5 142 581 -4
Sep20 200311 362.0 364.2 356.5 356.5 -8.5 43 380 -9
Nov20 200311 351.4 360.0 350.4 354.3 -2.5 4 125 -1
Jan21 200311 352.6 352.6 352.6 352.6 -2.5 2 2 +1
Mar21 200311 351.1 351.1 351.1 351.1 -2.5      
Total Volume and Open Interest 596 3,284 -130
Crude Oil(NYM)
Apr20 200311 34.62 36.35 32.56 32.98 -1.38 1,774,383 341,974 -17,007
May20 200311 35.00 36.70 32.97 33.39 -1.34 673,025 320,060 +28,100
Jun20 200311 35.38 37.15 33.49 33.86 -1.28 517,739 261,387 +15,587
Jul20 200311 35.80 37.33 34.05 34.39 -1.19 212,817 143,253 -15,367
Aug20 200311 36.06 38.02 34.69 34.96 -1.09 111,733 78,831 -1,806
Sep20 200311 36.64 38.27 35.18 35.56 -1.00 153,952 115,891 -4,090
Oct20 200311 37.30 39.00 35.73 36.14 -0.91 78,500 96,129 -1,999
Nov20 200311 37.99 39.54 36.46 36.73 -0.83 61,723 78,067 +3,071
Dec20 200311 38.30 40.05 36.80 37.32 -0.76 243,896 238,634 -4,219
Jan21 200311 38.83 40.50 37.33 37.84 -0.72 17,037 54,341 +782
Feb21 200311 39.18 40.30 37.78 38.33 -0.69 8,237 30,078 +1,297
Mar21 200311 39.89 40.73 38.20 38.79 -0.67 15,797 35,580 -438
Apr21 200311 40.83 41.11 39.08 39.23 -0.67 4,169 19,694 +951
May21 200311 40.06 41.54 39.45 39.65 -0.65 2,684 16,820 -43
Jun21 200311 40.96 42.57 39.35 40.05 -0.62 54,154 67,227 -3,810
Jul21 200311 41.50 42.21 40.18 40.41 -0.60 1,225 16,820 -549
Total Volume and Open Interest 4,023,388 2,211,948 -2,306
e-miNY Crude Oil(NYM)
Apr20 200311 34.625 36.325 32.575 32.975 -1.375 180,180 4,062 +283
May20 200311 34.950 36.675 33.000 33.400 -1.325 8,391 1,843 +723
Jun20 200311 35.075 37.000 33.500 33.850 -1.300 1,365 662 +3
Jul20 200311 35.750 37.375 34.200 34.400 -1.175 315 150 +70
Aug20 200311 36.275 38.025 34.900 34.950 -1.100 254 132 +65
Sep20 200311 37.300 38.400 35.550 35.550 -1.000 144 105 +40
Oct20 200311 37.050 38.150 36.150 36.150 -0.900 155 52 -1
Nov20 200311 37.600 38.975 36.725 36.725 -0.825 126 84 +39
Dec20 200311 38.350 40.000 36.850 37.325 -0.750 263 241 +67
Jan21 200311 38.950 40.350 37.300 37.850 -0.700 57 27 +14
Total Volume and Open Interest 191,318 7,474 +1,316
NY Harbor ULSD(NYM)
Apr20 200311 125.90 130.23 122.13 123.80 -1.19 117,153 102,515 -8,247
May20 200311 125.88 130.26 122.22 124.17 -0.98 80,984 67,501 -901
Jun20 200311 125.89 130.83 123.03 124.94 -0.98 64,046 53,220 +161
Jul20 200311 128.01 132.29 124.56 126.43 -1.04 37,323 28,250 -4,561
Aug20 200311 131.60 133.51 126.33 128.14 -1.07 21,662 19,992 +954
Sep20 200311 130.95 135.71 128.27 130.15 -1.03 19,071 17,711 -866
Oct20 200311 132.40 135.98 130.85 132.13 -1.01 8,658 11,929 -707
Nov20 200311 135.64 136.59 132.75 134.01 -1.01 7,045 11,055 +618
Dec20 200311 137.33 140.80 134.03 135.74 -0.96 29,352 32,633 +221
Jan21 200311 138.45 141.90 136.27 137.36 -0.94 4,777 13,793 +189
Feb21 200311 137.68 140.24 137.55 138.64 -0.91 3,191 5,949 +184
Mar21 200311 138.59 141.67 138.59 139.62 -0.89 2,771 5,070 +464
Apr21 200311 139.13 143.31 139.13 140.14 -0.84 1,190 2,638 +206
May21 200311 140.13 143.86 140.13 141.23 -0.67 973 1,373 +177
Total Volume and Open Interest 412,328 401,862 -8,516
RBOB Gasoline(NYM)
Apr20 200311 116.55 120.72 109.67 111.03 -4.68 84,404 107,944 -9,818
May20 200311 117.30 120.94 110.59 112.09 -3.93 69,199 81,728 +3,662
Jun20 200311 118.06 121.53 111.71 113.32 -3.24 49,232 46,461 +2,733
Jul20 200311 117.09 121.93 112.52 114.23 -2.74 29,178 32,337 -1,712
Aug20 200311 117.29 121.69 113.18 114.79 -2.49 18,320 16,125 -540
Sep20 200311 117.08 120.33 112.81 114.49 -2.24 18,142 24,956 -2,294
Oct20 200311 107.30 111.40 103.37 105.18 -1.67 7,826 14,335 +590
Nov20 200311 110.58 110.61 102.92 104.39 -1.56 5,400 14,709 +202
Dec20 200311 106.25 109.90 102.17 104.08 -1.56 11,193 27,119 +763
Jan21 200311 108.30 108.30 103.42 104.78 -1.64 1,101 3,440 +195
Total Volume and Open Interest 296,737 376,876 -5,280
e-miNY RBOB Gasoline(NYM)
Apr20 200311 115.70 115.70 111.03 111.03 -4.68 0 2 +0
May20 200311 112.09 112.09 112.09 112.09 -3.93      
Jun20 200311 113.32 113.32 113.32 113.32 -3.24      
Jul20 200311 114.23 114.23 114.23 114.23 -2.74      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Apr20 200311 1.938 1.998 1.860 1.878 -0.058 291,353 339,774 -34,944
May20 200311 1.979 2.044 1.906 1.921 -0.064 182,922 275,545 +23,480
Jun20 200311 2.047 2.108 1.982 1.995 -0.060 76,275 85,504 +650
Jul20 200311 2.127 2.193 2.076 2.089 -0.057 66,487 108,076 +4,079
Aug20 200311 2.164 2.228 2.115 2.126 -0.058 31,364 53,593 +4,411
Sep20 200311 2.179 2.236 2.126 2.135 -0.059 32,008 114,065 +228
Oct20 200311 2.222 2.278 2.168 2.177 -0.060 58,981 116,086 +2,472
Nov20 200311 2.345 2.400 2.297 2.304 -0.059 14,079 31,510 -639
Dec20 200311 2.555 2.612 2.517 2.521 -0.056 14,515 35,025 +356
Jan21 200311 2.665 2.721 2.629 2.635 -0.052 39,320 67,376 +2,124
Feb21 200311 2.617 2.676 2.586 2.592 -0.052 8,202 23,108 +733
Mar21 200311 2.501 2.564 2.476 2.483 -0.048 22,684 38,509 +1,858
Apr21 200311 2.232 2.277 2.214 2.218 -0.045 21,567 44,546 +3,621
May21 200311 2.212 2.244 2.188 2.192 -0.041 4,025 13,797 +39
Jun21 200311 2.268 2.277 2.225 2.230 -0.040 2,604 9,475 +206
Jul21 200311 2.311 2.316 2.267 2.273 -0.041 1,651 7,670 +454
Total Volume and Open Interest 878,794 1,438,888 +12,539
Brent Crude Oil(ICE)
May20 200311 37.27 39.70 35.35 35.79 -1.43 779,723 412,503 -42,562
Jun20 200311 38.25 40.55 36.79 37.23 -0.86 665,352 370,941 +18,247
Jul20 200311 38.96 41.25 37.80 38.23 -0.59 296,728 249,221 +7,394
Aug20 200311 39.60 41.89 38.65 39.06 -0.42 165,562 122,530 -4,084
Sep20 200311 40.19 42.45 39.31 39.78 -0.31 177,110 139,068 -3,551
Oct20 200311 40.74 42.95 39.94 40.42 -0.21 110,894 97,286 -199
Nov20 200311 41.25 43.39 40.51 41.03 -0.12 64,533 74,443 +1,372
Dec20 200311 41.79 43.87 40.99 41.57 -0.06 342,858 293,218 +12,620
Jan21 200311 42.13 44.24 41.51 42.08 -0.04 27,076 71,259 -346
Feb21 200311 43.82 43.82 42.35 42.57 -0.03 19,083 51,758 +888
Mar21 200311 42.82 43.20 42.68 43.04 -0.04 23,062 47,322 -2,283
Apr21 200311 43.51 43.51 43.51 43.51 -0.04 5,288 27,572 +895
May21 200311 45.18 45.18 43.93 43.93 -0.05 2,587 22,355 +107
Jun21 200311 44.71 46.32 43.68 44.33 -0.06 70,606 92,501 +1,094
Total Volume and Open Interest 2,906,275 2,517,159 -9,857
Gas Oil(ICE)
Mar20 200311 374.00 389.00 367.50 376.00 +7.00 70,336 56,500 -17,535
Apr20 200311 369.75 389.00 364.00 372.50 +5.25 198,049 164,947 -2,619
May20 200311 371.25 390.50 365.75 374.25 +5.75 156,237 122,826 +585
Jun20 200311 372.25 393.25 368.50 377.00 +5.75 144,755 120,285 +4,283
Jul20 200311 379.75 397.75 373.00 381.75 +6.00 39,850 50,306 +1,032
Aug20 200311 384.75 401.00 378.25 386.75 +6.25 22,937 38,447 +1,234
Sep20 200311 389.75 406.75 383.50 392.25 +6.75 26,477 43,184 +2,276
Oct20 200311 394.50 409.00 388.75 397.75 +7.25 15,935 38,307 +2,093
Nov20 200311 397.50 411.25 392.00 401.25 +8.00 11,222 24,061 +1,284
Dec20 200311 399.75 416.75 394.50 403.75 +8.25 84,586 84,845 +570
Total Volume and Open Interest 843,862 903,862 +3,274
Ethanol(CBOT)
Apr20 200311 1.244 1.245 1.222 1.222 -0.022 65 313 -35
May20 200311 1.269 1.270 1.245 1.245 -0.020 16 77 -1
Jun20 200311 1.260 1.260 1.260 1.260 -0.020 0 12 +0
Jul20 200311 1.260 1.260 1.260 1.260 -0.020      
Aug20 200311 1.260 1.260 1.260 1.260 -0.020      
Sep20 200311 1.260 1.260 1.260 1.260 -0.020      
Oct20 200311 1.260 1.260 1.260 1.260 -0.020      
Nov20 200311 1.260 1.260 1.260 1.260 -0.020      
Total Volume and Open Interest 81 402 -36
WTI Crude Oil(ICE)
Apr20 200311 34.04 36.30 32.56 32.98 -1.38 128,881 59,096 +3,799
May20 200311 34.42 36.68 32.99 33.39 -1.34 170,973 80,794 +5,673
Jun20 200311 35.05 37.12 33.49 33.86 -1.28 173,719 95,140 +4,964
Jul20 200311 35.56 37.20 34.07 34.39 -1.19 49,441 43,278 -2,632
Aug20 200311 36.10 37.27 34.69 34.96 -1.09 12,904 16,394 -730
Sep20 200311 37.67 37.67 35.29 35.56 -1.00 21,086 36,338 +1,909
Oct20 200311 37.07 37.07 35.90 36.14 -0.91 4,256 18,106 +479
Nov20 200311 37.54 37.59 36.45 36.73 -0.83 3,052 13,708 +626
Dec20 200311 38.11 39.58 36.84 37.32 -0.76 51,302 94,444 -342
Jan21 200311 37.84 37.84 37.84 37.84 -0.72 530 6,629 -18
Feb21 200311 38.33 38.33 38.33 38.33 -0.69 492 5,024 -72
Mar21 200311 38.98 39.01 38.79 38.79 -0.67 1,126 6,105 +10
Apr21 200311 39.23 39.23 39.23 39.23 -0.67 360 4,204 +26
May21 200311 39.65 39.65 39.65 39.65 -0.65 534 3,773 +112
Jun21 200311 40.77 40.77 39.81 40.05 -0.62 7,976 27,823 +189
Jul21 200311 40.41 40.41 40.41 40.41 -0.60 176 5,132 +100
Total Volume and Open Interest 646,365 642,850 +15,587
US Dollar Index(ICE)
Mar20 200311 96.285 96.610 95.900 96.493 +0.103 102,134 35,587 -2,314
Jun20 200311 96.210 96.535 95.810 96.442 +0.162 14,934 8,914 +6,099
Sep20 200311 96.200 96.348 96.200 96.348 +0.183 50 225 +5
Total Volume and Open Interest 117,125 44,927 +3,790
Australian Dollar(CME)
Mar20 200311 64.97 65.41 64.83 64.97 +0.07 212,698 187,856 -19,958
Jun20 200311 65.05 65.37 64.79 64.92 +0.04 19,092 22,522 +5,030
Sep20 200311 65.30 65.30 64.77 64.86 +0.04 92 324 -30
Total Volume and Open Interest 232,033 212,883 -14,989
British Pound(CME)
Mar20 200311 128.94 129.79 128.06 128.42 -0.74 215,086 154,168 -10,301
Jun20 200311 128.90 129.89 128.18 128.53 -0.71 33,083 48,257 +13,032
Sep20 200311 129.41 129.88 128.36 128.56 -0.71 234 1,525 +90
Total Volume and Open Interest 248,629 206,652 +2,811
Canadian Dollar(CME)
Mar20 200311 72.87 73.09 72.49 72.62 -0.16 211,633 136,967 -7,660
Jun20 200311 72.78 73.06 72.47 72.61 -0.15 20,544 30,582 +6,148
Sep20 200311 72.84 73.04 72.50 72.61 -0.15 128 1,690 +0
Dec20 200311 72.71 72.85 72.49 72.60 -0.14 106 1,797 +37
Total Volume and Open Interest 232,777 173,584 -1,441
Japanese Yen(CME)
Mar20 200311 95.04 96.09 94.90 95.66 +0.47 366,126 142,626 -15,993
Jun20 200311 95.31 96.40 95.19 95.96 +0.46 29,210 29,412 +7,125
Sep20 200311 95.97 96.57 95.59 96.20 +0.45 37 357 +7
Total Volume and Open Interest 396,598 173,928 -8,681
Swiss Franc(CME)
Mar20 200311 106.46 107.28 106.40 106.61 unch 68,345 41,156 -3,275
Jun20 200311 106.71 107.72 106.71 107.08 +0.01 4,021 7,045 +1,008
Sep20 200311 107.46 108.01 107.46 107.46 -0.04 21 87 +20
Total Volume and Open Interest 72,387 48,298 -2,247
EuroFX(CME)
Mar20 200311 112.94 113.70 112.61 112.84 -0.16 424,629 554,652 -24,896
Jun20 200311 113.32 114.08 113.00 113.24 -0.16 73,839 128,891 +35,314
Sep20 200311 113.78 114.35 113.35 113.55 -0.17 494 2,575 +35
Total Volume and Open Interest 499,928 692,342 +10,718
Mexican Peso(CME)
Mar20 200311 480.63 481.13 464.75 467.63 -12.00 193,351 177,046 -24,430
Apr20 200311 477.75 478.25 463.00 465.38 -12.00 29 26 +12
Total Volume and Open Interest 231,783 227,618 +5,896
Brazilian Real(CME)
Apr20 200311 214.50 214.55 206.75 210.45 -3.05 12,313 51,717 -302
May20 200311 213.95 214.15 206.50 210.05 -3.15 47 180 -1
Jun20 200311 213.50 213.50 208.30 209.65 -3.15 366 2,546 -354
Jul20 200311 209.30 213.25 209.00 209.30 -3.10      
Total Volume and Open Interest 12,726 54,563 -657
30-Year T-Bonds(CBOT)
Mar20 200311 182~000 182~280 179~300 181~230 +0~250 962 12,090 -510
Jun20 200311 178~270 182~190 178~170 180~170 +0~300 747,271 1,231,969 +24,660
Sep20 200311 177~020 179~080 176~200 178~070 +0~300 347 134 -85
Total Volume and Open Interest 748,580 1,244,193 +24,065
10-Year T-Notes(CBOT)
Mar20 200311 137~200 138~120 136~105 137~045 -0~130 6,044 25,591 +301
Jun20 200311 137~100 138~190 137~005 137~125 -0~075 3,146,032 3,797,816 -50,926
Sep20 200311 136~310 136~310 136~310 136~310 -0~075 1 2 +0
Total Volume and Open Interest 3,152,077 3,823,409 -50,625
5-Year T-Notes(CBOT)
Mar20 200311 123~266 123~302 123~084 123~146 -0~054 1,359 48,876 -723
Jun20 200311 124~004 124~242 123~314 124~100 +0~004 2,094,768 4,376,451 -66,484
Sep20 200311 124~100 124~100 124~100 124~100 +0~004      
Total Volume and Open Interest 2,096,127 4,425,327 -67,207
2 Year T-Notes(CBOT)
Mar20 200311 109~261 109~267 109~195 109~244 +0~012 165 60,144 -67
Jun20 200311 109~266 110~065 109~263 110~017 +0~041 1,225,888 3,280,436 +18,344
Sep20 200311 110~017 110~017 110~017 110~017 +0~041 0 2 +0
Total Volume and Open Interest 1,226,053 3,340,582 +18,277
Eurodollars(CME)
Mar20 200311 99.177 99.293 99.177 99.257 +0.045 508,154 1,484,100 +25,942
Jun20 200311 99.490 99.620 99.485 99.575 +0.050 907,475 1,647,704 +46,860
Sep20 200311 99.515 99.655 99.505 99.610 +0.055 828,746 1,503,537 +114,731
Dec20 200311 99.480 99.620 99.475 99.570 +0.045 567,646 1,213,994 -11,878
Mar21 200311 99.510 99.655 99.505 99.600 +0.045 517,205 1,021,797 +2,119
Jun21 200311 99.455 99.610 99.450 99.550 +0.040 466,031 896,496 -3,761
Sep21 200311 99.435 99.575 99.420 99.515 +0.035 368,325 736,549 -17,483
Dec21 200311 99.370 99.520 99.370 99.460 +0.025 378,686 737,153 -13,517
Mar22 200311 99.335 99.480 99.330 99.415 +0.015 298,766 527,413 -1,881
Jun22 200311 99.300 99.425 99.280 99.360 +0.010 215,177 398,743 -7,966
Sep22 200311 99.260 99.385 99.245 99.320 +0.010 221,998 339,865 +137
Dec22 200311 99.200 99.335 99.190 99.270 +0.010 210,687 288,467 -408
Mar23 200311 99.195 99.310 99.175 99.240 unch 195,670 370,901 +10,632
Jun23 200311 99.170 99.300 99.150 99.215 -0.010 169,926 174,651 +11,554
Sep23 200311 99.165 99.290 99.120 99.190 -0.015 143,769 127,518 +13,284
Dec23 200311 99.140 99.270 99.080 99.155 -0.020 120,248 108,764 +5,170
Mar24 200311 99.135 99.270 99.060 99.140 -0.030 100,458 111,031 -4,189
Jun24 200311 99.125 99.260 99.025 99.115 -0.035 73,129 66,073 +555
Total Volume and Open Interest 6,546,926 12,090,001 +171,767
Ultra T-Bond(CBOT)
Mar20 200311 220~02 221~12 215~05 219~03 -0~31 598 4,717 -398
Jun20 200311 220~24 225~25 215~12 220~12 -0~31 271,965 1,146,605 -6,277
Sep20 200311 220~12 220~12 220~12 220~12 -0~31      
Total Volume and Open Interest 272,563 1,151,322 -6,675
Ultra 10-Yr T-Note(CBOT)
Mar20 200311 154~190 156~000 154~190 154~190 -0~235 600 2,094 -98
Jun20 200311 154~215 156~285 153~265 154~235 -0~130 627,122 903,542 -1,856
Sep20 200311 154~235 154~235 154~235 154~235 -0~130      
Total Volume and Open Interest 627,722 905,636 -1,954
30 Day Federal Funds(CBOT)
Mar20 200311 99.145 99.293 99.145 99.260 +0.092 69,616 274,438 +10,606
Apr20 200311 99.565 99.760 99.565 99.705 +0.115 153,432 385,805 -2,758
May20 200311 99.720 99.845 99.720 99.810 +0.060 151,585 309,191 +17,576
Jun20 200311 99.760 99.870 99.760 99.845 +0.060 52,095 167,197 +3,144
Jul20 200311 99.780 99.895 99.775 99.875 +0.060 114,613 217,665 +16,092
Aug20 200311 99.790 99.900 99.790 99.885 +0.055 83,796 123,441 +9,098
Total Volume and Open Interest 906,084 1,941,219 +58,351
Japanese Govt Bonds(SGX)
Jun20 200311 154.49 154.97 154.16 154.70 -0.01 4,012 5,865 +3,248
Sep20 200311 154.70 154.70 154.70 154.70 -0.01      
Dec20 200311 154.70 154.70 154.70 154.70 -0.01      
Total Volume and Open Interest 8,991 16,783 -744
Euro-Buxl(EUREX)
Jun20 200311 230.46 233.60 228.66 231.38 -0.80 80,214 264,146 +148
Sep20 200311 240.32 240.88 237.76 240.88 +2.70 0 3 +0
Dec20 200311 233.38 233.38 233.38 233.38 -4.80      
Total Volume and Open Interest 80,214 264,149 +148
Euro-Bund(EUREX)
Jun20 200311 177.07 177.91 176.55 176.77 -0.82 994,789 1,713,825 +32,890
Sep20 200311 181.22 181.22 180.30 180.41 -0.60 35 273 +0
Dec20 200311 177.82 177.82 177.82 177.82 -3.19      
Total Volume and Open Interest 994,824 1,714,098 +32,890
Euro-Bobl(EUREX)
Jun20 200311 136.93 137.29 136.83 136.93 -0.20 503,070 1,175,297 +12,941
Sep20 200311 136.53 136.53 136.53 136.53 -0.20 0 329 +0
Dec20 200311 136.86 136.86 136.86 136.86 +0.13      
Total Volume and Open Interest 503,070 1,175,626 +12,941
Euro-Schatz(EUREX)
Jun20 200311 112.71 112.81 112.65 112.72 unch 549,581 1,604,070 -15,917
Sep20 200311 112.77 112.77 112.77 112.77 unch 0 65 +0
Dec20 200311 113.72 113.72 113.72 113.72 +0.95      
Total Volume and Open Interest 549,581 1,604,135 -15,917
3-Mth Euribor(EUREX)
Mar20 200311 100.510 100.510 100.510 100.510 +0.015 0 1,562 +0
Jun20 200311 100.540 100.540 100.540 100.540 +0.030 0 1,061 +0
Sep20 200311 100.595 100.595 100.595 100.595 +0.025 0 779 +0
Total Volume and Open Interest 0 5,796 +0
Long Gilt(LIFFE)
Mar20 200311 138~06 138~14 137~27 138~02 -0~24 169 9,328 -5
Jun20 200311 137~17 137~20 136~26 137~05 -0~25 327,037 605,214 -7,497
Total Volume and Open Interest 327,206 614,542 -7,502
3-Mth Short Sterling(LIFFE)
Mar20 200311 99.69 99.70 99.66 99.67 +0.15 98,474 700,214 +15,015
Jun20 200311 99.71 99.71 99.68 99.69 +0.11 139,986 814,209 -1,791
Sep20 200311 99.69 99.71 99.67 99.70 +0.10 131,998 570,961 +8,039
Dec20 200311 99.68 99.70 99.65 99.67 +0.07 147,805 609,535 -37,336
Mar21 200311 99.69 99.69 99.64 99.66 +0.06 87,837 401,763 -2,327
Jun21 200311 99.69 99.69 99.63 99.64 +0.04 71,839 329,061 -1,283
Total Volume and Open Interest 1,249,957 4,592,409 -59,678
3-Mth Euribor(LIFFE)
Mar20 200311 100.480 100.535 100.480 100.505 +0.015 79,949 576,214 -22
Jun20 200311 100.505 100.560 100.505 100.540 +0.025 132,453 437,427 +13,884
Sep20 200311 100.550 100.600 100.550 100.595 +0.025 143,741 454,637 -7,391
Total Volume and Open Interest 1,330,466 4,213,775 +609
3-Mth Aus T-Bills(SFE)
Mar20 200311 99.35 99.60 99.35 99.47 +0.11 16,262 53,563 -14,220
Jun20 200311 99.45 99.47 99.43 99.46 unch 47,707 178,538 -508
Sep20 200311 99.50 99.53 99.47 99.52 +0.01 53,500 187,956 -2,148
Dec20 200311 99.50 99.54 99.45 99.53 +0.03 45,277 173,613 +5,169
Mar21 200311 99.50 99.55 99.44 99.53 +0.03 24,694 144,561 -1,363
Jun21 200311 99.47 99.52 99.41 99.51 +0.04 15,557 91,143 +2,272
Sep21 200311 99.45 99.51 99.39 99.50 +0.05 10,762 69,049 +3,475
Dec21 200311 99.40 99.47 99.36 99.46 +0.04 7,894 45,581 +948
Mar22 200311 99.40 99.45 99.37 99.44 +0.05 3,107 8,458 +1,007
Jun22 200311 99.42 99.42 99.41 99.42 +0.04 136 1,836 +26
Total Volume and Open Interest 225,393 956,182 -4,853
10-Year Aus T-Bonds(SFE)
Mar20 200311 99.24 99.35 99.20 99.33 +0.12 277,135 1,338,444 -7,918
Jun20 200311 99.25 99.36 99.21 99.34 +0.12 11,657 30,930 +10,689
Total Volume and Open Interest 288,792 1,369,374 +2,771
3-Year Aus T-Bonds(SFE)
Mar20 200311 99.53 99.61 99.49 99.61 +0.09 392,102 1,232,802 -68,367
Jun20 200311 99.56 99.65 99.53 99.64 +0.09 85,215 89,061 +73,244
Total Volume and Open Interest 477,317 1,321,863 +4,877
Gold(CMX)
Apr20 200311 1649.3 1671.8 1632.4 1642.3 -18.0 504,155 389,702 -27,447
Jun20 200311 1652.4 1674.7 1635.7 1645.4 -17.9 54,569 151,828 +8,774
Aug20 200311 1659.3 1677.0 1639.0 1647.8 -18.0 6,404 39,701 +199
Oct20 200311 1668.7 1678.4 1642.0 1649.4 -17.9 988 11,287 +358
Dec20 200311 1657.9 1677.6 1641.7 1650.8 -18.2 3,542 35,376 -462
Feb21 200311 1668.3 1670.7 1650.0 1652.5 -18.3 673 11,931 +162
Apr21 200311 1670.0 1670.0 1653.1 1654.1 -18.3 127 2,000 -12
Jun21 200311 1676.8 1676.8 1655.7 1655.7 -18.3 56 2,570 +21
Aug21 200311 1658.3 1658.3 1658.3 1658.3 -18.3 0 49 +0
Oct21 200311 1661.1 1661.1 1661.1 1661.1 -18.3 0 6 +0
Dec21 200311 1656.1 1662.2 1656.1 1662.2 -18.3 125 1,638 +57
Total Volume and Open Interest 571,248 646,401 -18,321
Silver(CMX)
Mar20 200311 1685.5 1686.0 1664.0 1672.9 -17.7 46 639 -110
May20 200311 1687.5 1711.0 1666.0 1677.6 -17.9 128,269 131,533 -7,219
Jul20 200311 1694.5 1714.5 1671.0 1681.8 -18.0 10,093 33,301 +1,373
Sep20 200311 1718.0 1718.0 1675.5 1686.3 -18.1 2,330 10,233 -143
Dec20 200311 1712.5 1722.0 1680.0 1690.6 -18.3 1,253 11,764 +355
Mar21 200311 1704.5 1704.5 1693.0 1694.2 -18.3 267 1,358 +35
May21 200311 1694.5 1696.8 1690.5 1696.8 -18.3 16 47 +8
Total Volume and Open Interest 143,533 189,734 -5,624
Platinum(NYMEX)
Apr20 200311 872.0 886.6 862.9 868.2 -1.2 30,313 51,097 -3,525
Jul20 200311 875.1 888.1 865.2 870.7 -1.3 3,735 24,787 +1,519
Oct20 200311 882.0 887.0 868.0 873.0 -0.9 135 1,109 +17
Jan21 200311 880.0 880.0 873.0 874.1 -1.7 30 146 +9
Total Volume and Open Interest 34,220 77,144 -1,980
Palladium(NYMEX)
Mar20 200311 2350.00 2350.00 2259.40 2259.40 -88.10 2 23 -2
Jun20 200311 2338.40 2339.90 2210.30 2229.30 -88.10 4,152 10,818 -291
Sep20 200311 2312.90 2312.90 2199.90 2217.30 -87.00 143 1,212 +10
Total Volume and Open Interest 4,300 12,486 -283
Copper(CMX)
Mar20 200311 255.00 255.00 248.80 251.20 -2.20 816 3,061 -120
May20 200311 254.10 254.20 247.25 250.20 -1.95 120,968 133,481 -6,598
Jul20 200311 254.25 254.30 247.50 250.35 -2.05 13,126 39,624 +920
Sep20 200311 254.20 254.20 248.00 250.70 -2.15 6,223 26,191 -597
Dec20 200311 255.10 255.10 249.00 251.55 -2.25 1,675 17,073 -52
Total Volume and Open Interest 143,731 231,636 -6,515
E-mini DJIA Index(CBOT)
Mar20 200311 24838 24890 23300 23575 -1274 335,681 82,379 -1,826
Jun20 200311 24716 24725 23173 23441 -1283 2,642 5,295 +212
Sep20 200311 24361 24439 23107 23301 -1292 28 77 +3
Dec20 200311 23161 24409 23161 23161 -1240 0 4 +0
Total Volume and Open Interest 338,351 87,755 -1,611
S & P 500(CME)
Mar20 200311 2866.50 2868.75 2704.00 2740.25 -125.50 14,564 91,480 +8,456
Jun20 200311 2786.00 2792.50 2729.00 2729.00 -125.25 3 180 +6
Sep20 200311 2717.50 2717.50 2717.50 2717.50 -125.75 0 11 +0
Dec20 200311 2701.25 2701.25 2701.25 2701.25 -144.50      
Total Volume and Open Interest 14,567 91,745 +8,462
S & P 500 E-Mini(CME)
Mar20 200311 2859.50 2869.50 2702.75 2740.25 -125.50 2,672,753 3,172,786 +180,125
Jun20 200311 2849.75 2858.00 2691.25 2729.00 -125.25 160,999 263,323 +49,412
Sep20 200311 2839.50 2844.25 2680.00 2717.50 -125.75 1,042 3,569 -286
Dec20 200311 2790.00 2790.00 2694.00 2701.25 -144.50 3 2,573 +0
Total Volume and Open Interest 2,834,797 3,442,316 +229,251
NASDAQ 100 E-Mini(CME)
Mar20 200311 8317.00 8334.25 7892.75 8003.50 -328.00 560,913 206,542 +4,123
Jun20 200311 8300.00 8325.50 7883.75 7992.00 -328.25 10,438 16,872 +2,014
Sep20 200311 8191.50 8224.50 7877.50 7975.50 -333.00 70 207 +1
Total Volume and Open Interest 571,421 223,640 +6,138
S&P Midcap 400(CME) e-Mini
Mar20 200311 1682.80 1687.40 1559.60 1576.90 -115.00 29,181 75,602 +2,577
Jun20 200311 1647.20 1655.50 1568.20 1570.40 -112.50 38 252 +20
Sep20 200311 1586.90 1586.90 1586.90 1586.90 -115.00      
Total Volume and Open Interest 29,219 75,854 +2,597
Volatility Index(CBOE)
Mar20 200311 42.05 48.80 41.95 46.35 +4.52 174,433 134,442 -11,325
Apr20 200311 34.80 39.90 34.70 38.58 +3.80 136,413 177,993 +14,021
May20 200311 29.60 33.14 29.50 32.23 +2.70 51,780 52,497 -3,318
Jun20 200311 27.30 29.92 27.30 29.28 +2.05 18,365 28,336 -333
Total Volume and Open Interest 405,038 458,835 -1,422
S & P 600(CME)
Mar20 200311 757.50 757.50 757.50 757.50 -48.40      
Jun20 200311 758.00 758.00 758.00 758.00 -48.40      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200311 1337.50 1340.70 1244.70 1262.70 -77.20 227,362 493,237 +12,068
Jun20 200311 1333.50 1333.70 1240.90 1258.70 -76.70 2,161 8,863 +938
Sep20 200311 1254.20 1254.20 1254.20 1254.20 -78.60 0 11 +0
Total Volume and Open Interest 229,523 502,111 +13,006
Nikkei 225(CME)
Mar20 200311 19965 19985 18935 19160 -820 35,609 12,205 -3,424
Jun20 200311 19930 19950 18905 19130 -785 7,295 3,799 +1,552
Total Volume and Open Interest 42,904 16,004 -1,872
Nikkei 225(SGX)
Mar20 200311 19875 20195 19020 19400 -465 254,654 205,124 -766
Jun20 200311 19685 19990 18825 19205 -455 34,326 21,131 +12,150
Sep20 200311 19185 19185 19185 19185 -470 0 11 +0
Total Volume and Open Interest 290,513 262,799 +12,472
Nikkei 225 Mini(JPX)
Mar20 200311 19655 20195 19020 19370 -440 2,667,512 586,796 +56,656
Jun20 200311 19460 19995 18820 19170 -400 556,967 99,449 +42,228
Sep20 200311 19415 19960 18785 19120 -440 2,384 3,291 +144
Total Volume and Open Interest 3,303,327 848,228 +118,793
Nikkei 225(JPX)
Mar20 200311 19650 20190 19020 19370 -440 220,887 295,896 -1,897
Jun20 200311 19460 20000 18830 19170 -400 68,769 103,067 +27,078
Sep20 200311 19480 19920 18910 19120 -440 62 3,945 +654
Total Volume and Open Interest 289,987 496,666 +28,047
Nikkei 225(CME) Yen
Mar20 200311 19985 19995 18930 19165 -810 150,797 54,122 -852
Jun20 200311 19800 19820 18735 18970 -805 10,036 6,531 +4,540
Sep20 200311 18920 18920 18920 18920 -885      
Total Volume and Open Interest 160,833 60,653 +3,688
Nikkei 225(CME) e-Mini Yen
Mar20 200311 19170 19170 19170 19170 -810 0 3 +0
Jun20 200311 18970 18970 18970 18970 -810      
Sep20 200311 18920 18920 18920 18920 -890      
Total Volume and Open Interest 0 3 +0
CAC 40(EURONEXT)
Mar20 200311 4639.5 4766.0 4506.5 4607.5 -26.5 271,783 368,596 -2,148
Apr20 200311 4631.0 4750.0 4499.0 4595.0 -25.5 16,134 14,310 -1,730
May20 200311 4524.5 4524.5 4524.5 4524.5 -24.5      
Jun20 200311 4509.5 4613.0 4472.5 4472.5 -21.0 592 3,599 +584
Total Volume and Open Interest 288,509 453,512 -3,294
Hang Seng Index(HKFE)
Mar20 200311 25477 25743 25085 25129 -320 232,314 124,483 +6,621
Apr20 200311 25525 25740 25093 25135 -311 2,068 2,417 +656
Total Volume and Open Interest 236,027 137,910 +7,533
DAX(EUREX)
Mar20 200311 10702.5 10757.5 10205.5 10407.0 -99.5 172,270 130,895 +6,096
Jun20 200311 10700.0 10729.0 10210.5 10410.5 -101.0 2,218 5,219 +801
Sep20 200311 10660.0 10660.0 10243.0 10387.5 -102.5 22 248 -5
Total Volume and Open Interest 174,510 136,362 +6,892
Mini-DAX(EUREX)
Mar20 200311 10710.0 10757.0 10202.0 10407.0 -99.5 116,290 27,284 +3,229
Jun20 200311 10703.0 10758.0 10211.0 10410.5 -101.0 1,107 1,211 +157
Sep20 200311 10560.0 10659.0 10210.0 10387.5 -102.5 29 266 +3
Total Volume and Open Interest 117,426 28,761 +3,389
DJ EuroSTOXX 50(EUREX)
Mar20 200311 2982 2998 2830 2894 -20 4,117,301 5,396,013 +749,525
Jun20 200311 2900 2921 2758 2821 -16 755,944 1,021,680 +308,776
Sep20 200311 2863 2863 2785 2805 -18 82 25,646 +15
Total Volume and Open Interest 4,873,327 6,541,308 +1,058,316
Swiss Market Index(EUREX)
Mar20 200311 9137 9334 8923 9133 -81 140,140 261,667 +8,730
Jun20 200311 8961 9147 8742 8940 -88 4,714 43,749 +3,670
Sep20 200311 8971 8971 8901 8901 -83 779 955 +757
Total Volume and Open Interest 145,633 306,371 +13,157
FT-SE 100(EURONEXT)
Mar20 200311 6040.00 6101.50 5767.00 5859.50 -122.50 334,666 753,793 +17,681
Jun20 200311 5973.00 6001.50 5679.00 5767.50 -126.00 2,194 6,949 +1,799
Sep20 200311 5859.50 5859.50 5691.00 5691.00 -127.50 15 34 +6
Total Volume and Open Interest 336,875 760,826 +19,486
SPI 200(SFE)
Mar20 200311 5968.0 6035.0 5705.0 5728.0 -237.0 150,284 430,574 +13,871
Jun20 200311 5936.0 5998.0 5679.0 5698.0 -237.0 4,175 24,033 +3,823
Sep20 200311 5701.0 5701.0 5614.0 5614.0 -237.0 9 30 -1
Total Volume and Open Interest 154,535 455,525 +17,692
FTSE MIB(ISE)
Mar20 200311 17815.00 18400.00 17445.00 17887.00 +4.00 81,810 133,941 +3,735
Jun20 200311 17100.00 17865.00 16950.00 17382.00 +29.00 1,760 5,791 +885
Sep20 200311 17145.00 17240.00 17145.00 17192.00 +16.00 5 62 +3
Total Volume and Open Interest 83,575 139,794 +4,623
KOSPI 200(KFE)
Mar20 200311 263.50 264.90 255.70 256.90 -8.10 432,839 281,439 -38,178
Jun20 200311 263.30 264.60 255.20 256.35 -8.25 25,703 132,430 +67,595
Sep20 200311 265.00 265.00 255.00 255.80 -8.70 52 2,309 -14
Total Volume and Open Interest 458,616 457,445 +29,415
GSCI(CME)
Mar20 200311 308.20 309.80 308.20 309.80 -7.50 1,520 5,468 -1,443
Apr20 200311 317.35 318.35 312.80 313.95 -6.60 1,420 2,858 +1,396
May20 200311 315.45 315.45 315.45 315.45 -6.60      
Total Volume and Open Interest 2,940 8,326 -47
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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