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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Thu March 12, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200312 871.25 871.25 853.75 855.00 -12.75 380 142 -147
May20 200312 872.50 872.75 852.25 859.50 -13.75 109,558 326,145 +483
Jul20 200312 880.00 880.00 859.00 865.75 -14.75 47,247 182,488 +308
Aug20 200312 880.25 880.50 862.00 868.25 -14.25 5,518 16,983 +599
Sep20 200312 880.25 880.25 862.50 869.00 -13.75 3,227 19,654 -94
Nov20 200312 886.25 886.25 866.00 873.00 -13.75 20,954 118,895 +839
Jan21 200312 888.00 888.00 868.25 875.75 -13.50 4,713 30,878 -22
Mar21 200312 881.50 881.50 860.00 867.75 -14.50 7,108 77,511 +1,462
May21 200312 881.25 881.25 859.75 868.25 -14.25 1,383 16,640 +136
Jul21 200312 889.00 889.00 866.25 874.75 -13.50 2,019 11,523 +425
Aug21 200312 872.75 875.50 871.50 875.50 -12.75 11 530 +6
Sep21 200312 871.50 873.50 870.50 873.50 -12.25 1 220 +1
Nov21 200312 883.75 883.75 868.00 875.50 -11.50 601 8,933 +1
Jan22 200312 890.00 890.00 880.00 884.25 -10.25 0 30 +0
Total Volume and Open Interest 202,720 810,750 +3,997
Soybean Meal(CBOT)
Mar20 200312 295.80 298.60 292.80 298.60 +2.70 155 156 -165
May20 200312 301.40 303.80 297.70 302.80 +1.20 76,781 196,247 +5,383
Jul20 200312 304.70 305.00 301.40 304.20 -1.10 44,107 97,676 +29
Aug20 200312 305.20 305.30 301.70 304.20 -1.50 5,671 17,541 +126
Sep20 200312 305.80 305.80 301.70 304.50 -1.40 3,307 17,311 +48
Oct20 200312 305.90 305.90 302.10 304.70 -1.30 2,271 15,907 -251
Dec20 200312 308.90 309.20 305.20 308.10 -1.10 10,106 61,910 -422
Jan21 200312 307.00 307.90 304.50 307.40 -1.20 551 6,818 +46
Mar21 200312 304.50 304.60 300.00 302.80 -2.10 1,477 19,245 +279
May21 200312 303.50 303.50 298.60 301.70 -2.10 1,074 9,581 +76
Total Volume and Open Interest 146,766 451,780 +5,592
Soybean Oil(CBOT)
Mar20 200312 26.15 26.15 26.15 26.15 -1.15 112 88 -260
May20 200312 27.54 27.60 26.25 26.38 -1.15 70,768 178,952 -3,687
Jul20 200312 27.95 27.95 26.62 26.74 -1.14 30,881 105,916 -1,300
Aug20 200312 28.13 28.13 26.80 26.91 -1.13 5,864 34,000 +720
Sep20 200312 28.20 28.24 26.98 27.10 -1.12 4,041 21,379 +85
Oct20 200312 28.39 28.39 27.16 27.26 -1.13 2,238 13,736 +321
Dec20 200312 28.72 28.75 27.49 27.62 -1.10 13,257 60,274 +2,399
Jan21 200312 28.88 28.88 27.77 27.88 -1.06 1,309 8,634 +121
Mar21 200312 29.05 29.05 27.93 28.12 -0.98 1,736 18,091 +436
May21 200312 29.45 29.45 28.12 28.34 -0.95 1,156 8,845 +74
Total Volume and Open Interest 133,583 457,152 -439
Canola(WCE)
Mar20 200312 451.6 451.6 451.6 451.6 -8.5 4 2 +0
May20 200312 459.4 459.9 450.6 451.0 -9.1 12,623 93,864 -2,958
Jul20 200312 467.6 467.6 458.6 459.3 -8.9 9,187 45,365 +3,938
Nov20 200312 476.0 476.1 467.3 468.6 -9.3 3,094 41,403 +1,023
Jan21 200312 478.1 478.8 474.9 475.3 -9.2 446 3,157 +308
Total Volume and Open Interest 25,702 184,993 +2,403
Corn(CBOT)
Mar20 200312 377.50 377.50 367.00 369.75 -9.50 605 929 -397
May20 200312 373.00 373.00 365.00 365.75 -8.75 141,727 574,128 -4,430
Jul20 200312 375.00 375.25 367.50 368.75 -7.75 71,758 363,820 -5,940
Sep20 200312 372.00 372.25 366.25 367.50 -6.00 23,907 178,331 -21
Dec20 200312 376.00 376.25 370.00 371.75 -5.25 31,518 271,062 -553
Mar21 200312 386.00 386.00 380.50 381.75 -5.25 4,816 25,028 +128
May21 200312 390.50 390.75 385.50 386.50 -5.50 628 5,686 -167
Jul21 200312 394.00 394.00 388.25 389.25 -6.00 1,041 22,924 +102
Sep21 200312 387.00 387.00 381.75 382.00 -5.75 707 3,975 +439
Dec21 200312 390.00 390.00 384.25 385.50 -4.50 825 22,874 +93
Total Volume and Open Interest 277,559 1,470,043 -10,733
Wheat(CBOT)
Mar20 200312 506.75 508.75 506.75 508.25 -9.00 61 85 -40
May20 200312 510.50 510.75 497.25 505.50 -7.25 69,063 192,702 +2,770
Jul20 200312 511.00 511.25 498.75 506.75 -6.50 38,977 113,610 +709
Sep20 200312 516.50 518.00 505.50 513.50 -6.50 16,881 60,026 -1,304
Dec20 200312 529.75 529.75 517.50 525.25 -6.50 10,492 49,159 -341
Mar21 200312 538.25 539.50 528.00 535.50 -6.25 1,436 11,927 +46
Total Volume and Open Interest 137,302 434,399 +1,893
Wheat(KCBT)
Mar20 200312 462.25 462.25 431.25 431.25 -2.75 0 17 +0
May20 200312 436.00 436.25 424.00 432.75 -2.75 28,713 132,626 +917
Jul20 200312 442.25 444.00 431.25 439.75 -3.00 20,427 69,703 -52
Sep20 200312 451.75 453.50 440.75 449.00 -3.00 7,024 27,789 +1,197
Dec20 200312 465.75 465.75 454.75 462.25 -3.25 1,902 33,229 +89
Mar21 200312 475.50 476.50 468.00 474.50 -3.00 256 4,991 +85
May21 200312 480.25 485.00 477.75 483.25 -1.50 16 624 +8
Total Volume and Open Interest 58,338 269,265 +2,244
Wheat(MGE)
Mar20 200312 499.25 503.00 499.25 499.25 unch 0 1 +0
May20 200312 512.25 512.50 503.00 509.00 -3.00 5,571 39,087 +946
Jul20 200312 522.50 523.25 514.25 520.25 -2.50 2,833 15,660 +510
Sep20 200312 532.00 533.75 525.75 530.75 -1.75 1,148 9,072 +402
Dec20 200312 546.00 548.50 541.25 545.25 -1.50 330 5,376 +19
Mar21 200312 560.25 562.00 555.75 559.75 -0.75 148 1,631 +35
Total Volume and Open Interest 10,043 70,990 +1,909
Oats(CBOT)
Mar20 200312 268.50 268.50 268.50 268.50 +0.50      
May20 200312 275.00 276.75 267.75 275.00 +0.50 884 2,984 -185
Jul20 200312 271.00 275.25 267.00 275.25 +1.50 103 893 -1
Sep20 200312 263.75 266.00 263.75 266.00 +1.00 18 130 +0
Total Volume and Open Interest 1,054 4,615 -146
Rough Rice(CBOT)
Mar20 200312 13.15 13.15 13.15 13.15 +0.17 66 81 -3
May20 200312 13.00 13.27 12.81 13.15 +0.18 1,305 9,136 -618
Jul20 200312 12.93 13.20 12.82 13.14 +0.14 76 814 -1
Sep20 200312 11.70 11.86 11.70 11.86 unch 86 1,750 +63
Total Volume and Open Interest 1,533 11,823 -559
Live Cattle(CME)
Apr20 200312 100.080 100.080 100.080 100.080 -3.000 47,011 88,388 -12,509
Jun20 200312 94.250 94.850 94.250 94.250 -3.000 51,146 119,340 +7,024
Aug20 200312 93.680 94.250 93.680 93.680 -3.000 27,348 54,229 -462
Oct20 200312 98.300 98.635 98.300 98.300 -3.000 18,460 40,464 -271
Dec20 200312 103.200 103.450 103.200 103.200 -3.000 9,964 22,916 +1,302
Feb21 200312 106.300 106.535 106.300 106.300 -3.000 2,004 5,443 +302
Total Volume and Open Interest 156,254 332,804 -4,624
Feeder Cattle(CME)
Mar20 200312 120.885 120.885 118.830 118.830 -4.500 1,311 3,221 -418
Apr20 200312 119.035 120.635 119.035 119.035 -4.500 9,807 13,655 -1,458
May20 200312 120.750 120.800 120.750 120.750 -4.500 8,807 15,667 +1,005
Aug20 200312 127.930 127.930 127.930 127.930 -4.505 3,333 9,780 +438
Sep20 200312 129.035 129.130 129.035 129.035 -4.500 1,127 2,975 -40
Oct20 200312 130.900 130.900 129.685 129.685 -4.500 681 1,381 -100
Nov20 200312 130.000 130.050 130.000 130.000 -4.500 143 456 +0
Total Volume and Open Interest 25,246 47,462 -563
Lean Hogs(CME)
Apr20 200312 62.485 62.500 60.880 60.880 -3.000 33,014 71,111 -9,215
May20 200312 68.450 68.450 67.200 67.200 -3.000 270 2,221 +57
Jun20 200312 76.080 76.750 75.800 75.800 -3.000 29,439 76,712 +4,304
Jul20 200312 78.350 78.385 77.000 77.000 -3.000 9,063 29,565 +1,316
Aug20 200312 77.500 78.000 76.535 76.535 -3.000 5,955 34,440 -233
Oct20 200312 67.050 67.050 65.350 65.350 -3.000 5,412 40,655 +630
Dec20 200312 62.000 62.450 60.630 60.630 -3.000 2,400 20,076 +379
Feb21 200312 66.035 66.080 64.225 64.250 -2.975 602 4,349 +84
Total Volume and Open Interest 86,344 281,024 -2,644
Class III Milk(CME)
Mar20 200312 16.27 16.32 16.25 16.30 -0.02 100 2,901 +32
Apr20 200312 15.81 15.91 15.62 15.90 +0.07 223 2,862 +11
May20 200312 15.95 15.96 15.68 15.84 -0.09 195 2,359 +42
Jun20 200312 16.16 16.16 15.96 16.09 -0.09 274 2,388 +18
Jul20 200312 16.54 16.54 16.37 16.49 -0.08 37 1,234 -9
Aug20 200312 16.68 16.70 16.58 16.70 -0.03 47 1,024 -3
Sep20 200312 16.88 16.88 16.76 16.85 -0.08 107 1,095 -5
Oct20 200312 16.92 16.93 16.81 16.89 -0.09 7 803 +3
Nov20 200312 16.83 16.87 16.80 16.82 -0.10 7 811 +3
Dec20 200312 16.69 16.69 16.63 16.67 -0.11 8 739 +0
Jan21 200312 16.54 16.54 16.50 16.50 -0.12 2 343 +0
Feb21 200312 16.53 16.53 16.51 16.53 -0.09 1 268 +0
Mar21 200312 16.59 16.59 16.55 16.55 -0.07 7 249 +0
Total Volume and Open Interest 1,015 17,471 +92
Cocoa(ICE)
Mar20 200312 2636 2636 2636 2636 -130 0 5 +0
May20 200312 2575 2581 2492 2495 -130 29,838 104,931 -4,879
Jul20 200312 2570 2571 2488 2490 -126 22,741 57,081 -1,492
Sep20 200312 2572 2572 2491 2492 -116 12,231 57,482 -633
Dec20 200312 2477 2500 2430 2430 -112 3,369 50,307 -1,241
Mar21 200312 2445 2448 2390 2390 -101 1,349 22,642 -137
May21 200312 2434 2434 2374 2375 -95 607 6,746 -285
Total Volume and Open Interest 70,700 303,958 -8,567
Coffee "C"(ICE)
Mar20 200312 109.15 109.15 109.15 109.15 -2.40 92 493 +49
May20 200312 109.55 110.50 107.45 108.85 -3.20 33,419 96,301 -824
Jul20 200312 111.25 112.40 109.25 110.45 -3.45 16,642 56,234 -1,149
Sep20 200312 113.45 114.15 110.95 112.10 -3.60 9,381 39,021 +355
Dec20 200312 115.90 116.50 113.10 114.40 -3.60 4,383 33,523 -96
Mar21 200312 117.25 118.45 115.35 116.40 -3.65 1,712 16,143 -65
Total Volume and Open Interest 68,102 268,806 -804
Orange Juice(ICE)
May20 200312 97.00 97.40 95.70 96.80 -1.10 1,029 13,880 -229
Jul20 200312 98.95 99.30 97.80 98.55 -1.65 136 1,981 +86
Sep20 200312 101.65 101.65 100.00 100.80 -1.85 28 840 +4
Nov20 200312 104.15 104.15 103.20 103.35 -1.90 12 347 -1
Jan21 200312 106.85 106.85 105.80 105.90 -1.90 10 316 -1
Mar21 200312 109.75 109.75 108.55 108.60 -1.80 10 169 -10
Total Volume and Open Interest 1,225 17,658 -151
Sugar #11(ICE)
May20 200312 12.10 12.11 11.53 11.62 -0.64 114,389 385,105 -14,686
Jul20 200312 12.12 12.12 11.53 11.63 -0.62 69,124 275,265 -2,001
Oct20 200312 12.34 12.34 11.73 11.83 -0.61 45,197 216,526 -3,652
Mar21 200312 12.77 12.77 12.15 12.26 -0.59 28,784 109,653 +6,286
May21 200312 12.50 12.55 11.97 12.10 -0.52 7,415 38,612 +896
Jul21 200312 12.40 12.41 11.85 11.96 -0.49 5,876 39,239 +463
Oct21 200312 12.52 12.57 12.01 12.10 -0.46 3,729 38,632 +44
Mar22 200312 12.90 12.93 12.41 12.48 -0.45 2,770 15,129 +698
Total Volume and Open Interest 278,600 1,127,748 -11,393
London Cocoa(LCE)
Mar20 200312 1860 1860 1808 1816 -44 2,023 13,633 -1,110
May20 200312 1914 1918 1859 1869 -52 12,911 58,988 -2,015
Jul20 200312 1893 1895 1848 1854 -47 8,759 46,916 -197
Sep20 200312 1869 1873 1830 1837 -39 4,649 42,363 +692
Dec20 200312 1779 1786 1748 1754 -32 4,120 63,854 +634
Mar21 200312 1750 1750 1715 1722 -26 3,756 31,324 +366
May21 200312 1734 1734 1699 1706 -26 1,474 10,611 +576
Total Volume and Open Interest 38,703 278,036 -875
London Sugar(LCE)
May20 200312 355.00 363.90 353.00 354.10 -5.10 9,526 52,000 -2,458
Aug20 200312 350.50 352.40 343.20 344.80 -8.90 5,542 44,805 +515
Oct20 200312 347.80 347.90 338.20 339.70 -10.10 2,147 12,932 +266
Dec20 200312 347.00 347.00 337.50 338.90 -10.20 756 8,106 -42
Mar21 200312 348.00 348.00 338.30 339.70 -10.40 178 5,098 +117
Total Volume and Open Interest 18,407 125,608 -1,478
Cotton(ICE)
May20 200312 61.60 61.60 59.35 59.70 -1.85 19,931 103,885 -848
Jul20 200312 62.18 62.18 60.03 60.35 -1.81 10,568 46,414 +1,006
Oct20 200312 61.00 61.00 60.75 60.75 -1.66 0 41 +0
Dec20 200312 62.38 62.38 60.55 60.84 -1.59 4,998 48,070 -149
Mar21 200312 63.27 63.27 61.55 61.83 -1.49 310 8,437 +60
May21 200312 64.00 64.00 62.48 62.59 -1.41 151 722 +4
Total Volume and Open Interest 36,177 210,796 +164
Lumber(CME)
Mar20 200312 330.0 360.0 330.0 330.1 -43.4 44 52 -30
May20 200312 331.0 331.0 331.0 331.0 -18.0 904 2,044 -70
Jul20 200312 335.0 336.7 335.0 335.0 -18.0 198 575 -6
Sep20 200312 345.0 345.0 338.5 338.5 -18.0 37 389 +9
Nov20 200312 340.0 340.0 336.3 336.3 -18.0 7 125 +0
Jan21 200312 340.0 342.0 340.0 342.0 -10.6 0 2 +0
Mar21 200312 340.5 340.5 340.5 340.5 -10.6      
Total Volume and Open Interest 1,190 3,187 -97
Crude Oil(NYM)
Apr20 200312 33.07 33.63 30.02 31.50 -1.48 1,064,632 300,025 -41,949
May20 200312 33.43 34.05 30.50 31.98 -1.41 415,572 363,108 +43,048
Jun20 200312 33.89 34.52 31.08 32.51 -1.35 242,163 267,409 +6,022
Jul20 200312 34.64 35.07 31.75 33.11 -1.28 85,376 150,520 +7,267
Aug20 200312 35.08 35.51 32.55 33.75 -1.21 45,655 74,529 -4,302
Sep20 200312 35.90 36.20 33.40 34.43 -1.13 72,176 112,744 -3,147
Oct20 200312 36.25 36.38 34.21 35.10 -1.04 32,836 97,799 +1,670
Nov20 200312 36.81 37.31 34.87 35.80 -0.93 22,543 80,173 +2,106
Dec20 200312 37.29 37.87 35.45 36.47 -0.85 133,092 235,113 -3,521
Jan21 200312 37.30 37.73 36.05 37.06 -0.78 8,792 55,513 +1,172
Feb21 200312 38.31 38.31 37.02 37.57 -0.76 3,654 30,242 +164
Mar21 200312 39.07 39.20 36.97 38.01 -0.78 8,333 35,941 +361
Apr21 200312 39.10 39.10 37.91 38.42 -0.81 2,065 19,984 +290
May21 200312 38.01 39.22 38.01 38.80 -0.85 1,817 16,681 -139
Jun21 200312 40.03 40.40 38.26 39.17 -0.88 28,019 69,007 +1,780
Jul21 200312 39.00 39.99 38.99 39.49 -0.92 1,310 17,266 +446
Total Volume and Open Interest 2,228,991 2,220,972 +9,024
e-miNY Crude Oil(NYM)
Apr20 200312 33.100 33.650 30.000 31.500 -1.475 90,532 3,596 -466
May20 200312 33.375 34.000 30.475 31.975 -1.425 2,863 1,925 +82
Jun20 200312 34.250 34.500 31.150 32.500 -1.350 436 661 -1
Jul20 200312 34.000 34.750 31.925 33.100 -1.300 62 144 -6
Aug20 200312 35.300 35.300 32.800 33.750 -1.200 72 140 +8
Sep20 200312 34.400 35.950 33.525 34.425 -1.125 43 112 +7
Oct20 200312 35.000 35.450 34.225 35.100 -1.050 21 55 +3
Nov20 200312 35.000 37.050 35.000 35.800 -0.925 19 85 +1
Dec20 200312 37.600 37.600 35.525 36.475 -0.850 76 237 -4
Jan21 200312 38.000 38.300 36.200 37.050 -0.800 35 21 -6
Total Volume and Open Interest 94,181 7,093 -381
NY Harbor ULSD(NYM)
Apr20 200312 124.26 125.38 111.97 115.98 -7.82 105,074 91,024 -11,491
May20 200312 124.27 125.66 113.06 117.23 -6.94 70,761 76,071 +8,570
Jun20 200312 126.10 126.39 114.89 118.86 -6.08 61,340 53,234 +14
Jul20 200312 127.66 127.88 117.26 121.18 -5.25 29,001 28,340 +90
Aug20 200312 128.14 128.89 119.60 123.45 -4.69 22,028 19,996 +4
Sep20 200312 130.24 130.99 122.05 125.79 -4.36 18,481 18,981 +1,270
Oct20 200312 133.23 133.23 124.46 127.98 -4.15 8,243 10,902 -1,027
Nov20 200312 131.66 131.66 126.89 129.89 -4.12 7,782 10,977 -78
Dec20 200312 135.81 137.13 128.44 131.60 -4.14 23,534 31,597 -1,036
Jan21 200312 135.01 135.01 130.59 133.32 -4.04 4,184 13,339 -454
Feb21 200312 134.00 135.19 131.85 134.70 -3.94 2,218 5,916 -33
Mar21 200312 135.36 136.52 133.26 135.80 -3.82 1,596 5,211 +141
Apr21 200312 138.00 138.00 133.86 136.32 -3.82 452 2,714 +76
May21 200312 141.13 141.13 135.72 137.48 -3.75 353 1,429 +56
Total Volume and Open Interest 362,816 399,686 -2,176
RBOB Gasoline(NYM)
Apr20 200312 110.68 111.71 85.36 89.75 -21.28 92,862 96,173 -11,771
May20 200312 111.81 112.47 87.89 91.90 -20.19 80,249 85,141 +3,413
Jun20 200312 112.11 113.56 91.19 94.97 -18.35 55,941 43,807 -2,654
Jul20 200312 113.23 113.94 93.81 97.48 -16.75 35,003 32,955 +618
Aug20 200312 113.16 114.23 96.14 99.58 -15.21 25,124 18,661 +2,536
Sep20 200312 114.20 114.20 97.59 101.18 -13.31 22,815 26,909 +1,953
Oct20 200312 101.90 101.90 90.45 93.86 -11.32 9,712 14,563 +228
Nov20 200312 103.56 103.66 91.09 94.15 -10.24 4,686 15,036 +327
Dec20 200312 103.50 103.50 91.76 94.69 -9.39 9,318 28,119 +1,000
Jan21 200312 98.58 100.88 93.34 95.72 -9.06 1,631 3,518 +78
Total Volume and Open Interest 339,750 373,546 -3,330
e-miNY RBOB Gasoline(NYM)
Apr20 200312 89.75 89.75 89.75 89.75 -21.28 0 2 +0
May20 200312 91.90 91.90 91.90 91.90 -20.19      
Jun20 200312 94.97 94.97 94.97 94.97 -18.35      
Jul20 200312 97.48 97.48 97.48 97.48 -16.75      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Apr20 200312 1.883 1.883 1.750 1.841 -0.037 350,204 300,396 -39,378
May20 200312 1.923 1.924 1.801 1.885 -0.036 216,858 294,780 +19,235
Jun20 200312 1.995 1.999 1.882 1.965 -0.030 96,949 86,893 +1,389
Jul20 200312 2.089 2.097 1.980 2.065 -0.024 75,306 112,801 +4,725
Aug20 200312 2.124 2.136 2.020 2.103 -0.023 35,573 54,476 +883
Sep20 200312 2.130 2.148 2.031 2.116 -0.019 52,378 114,864 +799
Oct20 200312 2.169 2.193 2.078 2.162 -0.015 70,411 116,913 +827
Nov20 200312 2.297 2.323 2.218 2.298 -0.006 17,411 32,385 +875
Dec20 200312 2.517 2.543 2.455 2.522 +0.001 10,534 34,720 -305
Jan21 200312 2.627 2.658 2.571 2.637 +0.002 35,015 68,693 +1,317
Feb21 200312 2.583 2.612 2.540 2.593 +0.001 8,725 23,459 +351
Mar21 200312 2.447 2.501 2.430 2.480 -0.003 24,106 39,472 +963
Apr21 200312 2.201 2.219 2.171 2.204 -0.014 20,624 44,155 -391
May21 200312 2.169 2.188 2.158 2.179 -0.013 3,758 14,388 +591
Jun21 200312 2.195 2.225 2.193 2.216 -0.014 2,011 9,628 +153
Jul21 200312 2.240 2.271 2.236 2.259 -0.014 1,790 7,480 -190
Total Volume and Open Interest 1,039,442 1,435,331 -3,557
Brent Crude Oil(ICE)
May20 200312 35.99 36.46 32.50 33.22 -2.57 551,292 374,646 -37,857
Jun20 200312 37.49 37.80 34.27 35.20 -2.03 423,678 380,446 +9,505
Jul20 200312 38.51 38.73 35.67 36.67 -1.56 181,250 255,477 +6,256
Aug20 200312 39.30 39.48 36.85 37.84 -1.22 116,483 130,948 +8,418
Sep20 200312 39.89 40.16 37.75 38.79 -0.99 106,983 136,953 -2,115
Oct20 200312 40.59 40.75 38.47 39.54 -0.88 50,273 97,278 -8
Nov20 200312 41.16 41.31 39.14 40.19 -0.84 36,122 75,535 +1,092
Dec20 200312 41.55 41.82 39.73 40.76 -0.81 232,227 298,684 +5,466
Jan21 200312 42.16 42.23 40.30 41.30 -0.78 15,558 73,057 +1,798
Feb21 200312 42.29 42.29 41.80 41.80 -0.77 12,505 53,066 +1,308
Mar21 200312 42.64 42.64 42.29 42.29 -0.75 22,540 44,819 -2,503
Apr21 200312 43.08 43.08 42.76 42.76 -0.75 8,056 29,030 +1,458
May21 200312 43.19 43.19 43.19 43.19 -0.74 3,043 22,952 +597
Jun21 200312 44.15 44.57 42.63 43.59 -0.74 54,329 96,841 +4,340
Total Volume and Open Interest 1,916,252 2,516,944 -215
Gas Oil(ICE)
Apr20 200312 369.00 371.75 333.75 337.25 -35.25 170,652 161,538 -3,409
May20 200312 371.00 373.75 337.25 340.75 -33.50 117,843 127,384 +4,558
Jun20 200312 373.75 376.50 343.00 346.00 -31.00 99,870 123,757 +3,472
Jul20 200312 379.00 379.75 350.75 353.50 -28.25 28,094 53,025 +2,719
Aug20 200312 383.50 386.00 358.50 360.75 -26.00 14,884 38,144 -303
Sep20 200312 389.75 389.75 365.25 368.00 -24.25 17,268 43,978 +794
Oct20 200312 389.75 389.75 371.75 374.25 -23.50 9,439 40,083 +1,776
Nov20 200312 393.50 393.50 375.50 378.50 -22.75 6,266 24,995 +934
Dec20 200312 401.25 402.75 379.00 381.75 -22.00 48,543 86,409 +1,564
Jan21 200312 393.00 394.25 383.75 386.25 -21.50 4,623 18,478 -523
Total Volume and Open Interest 614,309 900,490 -3,372
Ethanol(CBOT)
Apr20 200312 1.190 1.190 1.160 1.181 -0.041 97 300 -13
May20 200312 1.207 1.207 1.194 1.204 -0.041 8 81 +4
Jun20 200312 1.219 1.219 1.219 1.219 -0.041 0 12 +0
Jul20 200312 1.219 1.219 1.219 1.219 -0.041      
Aug20 200312 1.219 1.219 1.219 1.219 -0.041      
Sep20 200312 1.219 1.219 1.219 1.219 -0.041      
Oct20 200312 1.219 1.219 1.219 1.219 -0.041      
Nov20 200312 1.219 1.219 1.219 1.219 -0.041      
Total Volume and Open Interest 105 393 -9
WTI Crude Oil(ICE)
Apr20 200312 33.15 33.47 30.02 31.50 -1.48 66,011 56,425 -2,671
May20 200312 33.57 33.88 30.51 31.98 -1.41 96,018 84,246 +3,452
Jun20 200312 34.12 34.35 31.10 32.51 -1.35 103,697 94,795 -345
Jul20 200312 34.67 34.82 31.80 33.11 -1.28 32,413 43,303 +25
Aug20 200312 35.14 35.14 32.59 33.75 -1.21 13,845 12,909 -3,485
Sep20 200312 35.72 35.72 33.57 34.43 -1.13 18,331 38,675 +2,337
Oct20 200312 34.81 35.55 34.57 35.10 -1.04 2,361 18,006 -100
Nov20 200312 35.83 35.88 35.22 35.80 -0.93 1,458 13,421 -287
Dec20 200312 37.44 37.44 35.50 36.47 -0.85 37,069 94,416 -28
Jan21 200312 37.06 37.06 37.06 37.06 -0.78 528 6,640 +11
Feb21 200312 37.57 37.57 37.57 37.57 -0.76 498 4,928 -96
Mar21 200312 38.01 38.01 38.01 38.01 -0.78 776 6,145 +40
Apr21 200312 38.42 38.42 38.42 38.42 -0.81 181 4,310 +106
May21 200312 38.80 38.80 38.80 38.80 -0.85 160 3,739 -34
Jun21 200312 39.12 39.39 38.79 39.17 -0.88 4,816 28,186 +363
Jul21 200312 39.49 39.49 39.49 39.49 -0.92 66 5,141 +9
Total Volume and Open Interest 392,819 644,300 +1,450
US Dollar Index(ICE)
Mar20 200312 96.620 98.335 96.055 97.465 +0.972 64,639 34,685 -902
Jun20 200312 96.545 98.400 96.015 97.655 +1.213 10,294 9,822 +908
Sep20 200312 96.315 98.260 96.315 97.635 +1.287 72 243 +18
Total Volume and Open Interest 75,005 44,951 +24
Australian Dollar(CME)
Mar20 200312 64.85 64.92 62.14 63.23 -1.74 144,940 168,506 -19,350
Jun20 200312 64.81 64.89 62.09 63.19 -1.73 38,041 40,187 +17,665
Sep20 200312 64.43 64.43 62.16 63.13 -1.73 16 330 +6
Total Volume and Open Interest 184,095 211,243 -1,640
British Pound(CME)
Mar20 200312 128.23 128.49 124.90 125.82 -2.60 164,765 134,760 -19,408
Jun20 200312 128.36 128.61 125.12 125.91 -2.62 50,303 74,630 +26,373
Sep20 200312 128.50 128.59 125.34 125.96 -2.60 65 1,512 -13
Total Volume and Open Interest 216,311 214,185 +7,533
Canadian Dollar(CME)
Mar20 200312 72.56 72.94 71.61 72.22 -0.40 154,542 122,834 -14,133
Jun20 200312 72.53 72.94 71.60 72.22 -0.39 47,944 46,189 +15,607
Sep20 200312 72.52 72.88 71.66 72.23 -0.38 211 1,794 +104
Dec20 200312 72.35 72.76 71.94 72.25 -0.35 191 1,768 -29
Total Volume and Open Interest 204,121 175,226 +1,642
Japanese Yen(CME)
Mar20 200312 95.74 97.03 94.25 95.07 -0.59 282,529 117,071 -25,555
Jun20 200312 96.04 97.33 94.63 95.38 -0.58 51,590 39,653 +10,241
Sep20 200312 97.10 97.47 94.98 95.72 -0.48 305 636 +279
Total Volume and Open Interest 336,277 159,128 -14,800
Swiss Franc(CME)
Mar20 200312 106.52 107.30 104.71 105.76 -0.85 52,477 39,089 -2,067
Jun20 200312 106.99 107.76 105.29 106.25 -0.83 9,026 11,278 +4,233
Sep20 200312 106.00 108.02 106.00 106.63 -0.83 21 97 +10
Total Volume and Open Interest 61,524 50,474 +2,176
EuroFX(CME)
Mar20 200312 112.66 113.36 110.56 111.78 -1.06 466,261 473,158 -81,494
Jun20 200312 113.06 113.75 111.06 112.16 -1.08 152,792 177,084 +48,193
Sep20 200312 113.33 114.03 111.35 112.45 -1.10 252 2,483 -92
Total Volume and Open Interest 621,312 659,151 -33,191
Mexican Peso(CME)
Mar20 200312 466.75 468.25 434.75 462.13 -5.50 121,053 153,103 -23,943
Apr20 200312 457.63 463.38 434.25 460.00 -5.38 54 43 +17
Total Volume and Open Interest 159,641 224,550 -3,068
Brazilian Real(CME)
Apr20 200312 209.30 211.60 198.55 207.60 -2.85 4,981 51,436 -281
May20 200312 206.50 210.95 198.30 207.25 -2.80 31 181 +1
Jun20 200312 205.35 210.05 198.45 206.85 -2.80 1,127 1,645 -901
Jul20 200312 207.65 210.05 200.90 206.35 -2.95      
Total Volume and Open Interest 6,139 53,382 -1,181
30-Year T-Bonds(CBOT)
Mar20 200312 184~050 184~240 178~100 180~080 -1~150 2,469 9,819 -2,271
Jun20 200312 179~000 184~070 176~260 179~000 -1~170 681,267 1,218,496 -13,473
Sep20 200312 178~230 180~280 174~050 176~220 -1~170 20 134 +0
Total Volume and Open Interest 683,756 1,228,449 -15,744
10-Year T-Notes(CBOT)
Mar20 200312 138~150 138~285 136~235 136~285 -0~080 4,485 25,580 -11
Jun20 200312 137~075 139~070 136~240 137~080 -0~045 3,051,818 3,739,511 -58,305
Sep20 200312 136~265 136~265 136~265 136~265 -0~045 0 2 +0
Total Volume and Open Interest 3,056,303 3,765,093 -58,316
5-Year T-Notes(CBOT)
Mar20 200312 124~000 124~034 123~194 123~206 +0~060 6,114 45,939 -2,937
Jun20 200312 124~084 125~094 124~004 124~156 +0~056 2,065,903 4,396,020 +19,569
Sep20 200312 124~156 124~156 124~156 124~156 +0~056      
Total Volume and Open Interest 2,072,017 4,441,959 +16,632
2 Year T-Notes(CBOT)
Mar20 200312 109~250 109~250 109~250 109~250 +0~004 2,043 59,870 -274
Jun20 200312 110~020 110~117 110~001 110~044 +0~025 1,168,139 3,272,462 -7,974
Sep20 200312 110~044 110~044 110~044 110~044 +0~025 0 2 +0
Total Volume and Open Interest 1,170,182 3,332,334 -8,248
Eurodollars(CME)
Mar20 200312 99.262 99.390 99.200 99.228 -0.030 400,818 1,498,746 +14,646
Jun20 200312 99.570 99.630 99.480 99.535 -0.040 508,650 1,685,450 +37,746
Sep20 200312 99.610 99.685 99.590 99.610 unch 581,197 1,400,277 -103,260
Dec20 200312 99.570 99.655 99.550 99.595 +0.025 501,203 1,207,592 -6,402
Mar21 200312 99.595 99.685 99.575 99.625 +0.025 475,056 1,010,957 -10,840
Jun21 200312 99.540 99.665 99.525 99.580 +0.030 413,678 883,783 -12,713
Sep21 200312 99.495 99.645 99.485 99.550 +0.035 300,362 733,518 -3,031
Dec21 200312 99.440 99.600 99.425 99.485 +0.025 373,387 715,405 -21,748
Mar22 200312 99.385 99.565 99.370 99.440 +0.025 233,518 540,155 +12,742
Jun22 200312 99.320 99.520 99.315 99.385 +0.025 236,368 400,043 +1,300
Sep22 200312 99.275 99.485 99.265 99.340 +0.020 197,731 338,007 -1,858
Dec22 200312 99.225 99.435 99.205 99.280 +0.010 207,375 288,047 -420
Mar23 200312 99.190 99.415 99.165 99.245 +0.005 196,931 374,583 +3,682
Jun23 200312 99.150 99.390 99.135 99.215 unch 117,697 171,415 -3,236
Sep23 200312 99.125 99.365 99.100 99.180 -0.010 110,565 122,239 -5,279
Dec23 200312 99.080 99.335 99.060 99.130 -0.025 107,269 107,352 -1,412
Mar24 200312 99.060 99.320 99.040 99.100 -0.040 84,908 109,062 -1,969
Jun24 200312 99.020 99.300 99.005 99.060 -0.055 68,932 67,154 +1,081
Total Volume and Open Interest 5,320,939 11,990,804 -99,197
Ultra T-Bond(CBOT)
Mar20 200312 222~00 222~00 212~16 216~12 -2~23 1,715 4,113 -604
Jun20 200312 217~12 227~09 212~10 217~17 -2~27 250,675 1,135,651 -10,954
Sep20 200312 217~17 217~17 217~17 217~17 -2~27      
Total Volume and Open Interest 252,390 1,139,764 -11,558
Ultra 10-Yr T-Note(CBOT)
Mar20 200312 154~015 155~080 154~015 154~015 -0~175 234 1,891 -203
Jun20 200312 153~300 157~105 153~100 154~035 -0~200 511,381 885,624 -17,918
Sep20 200312 154~035 154~035 154~035 154~035 -0~200      
Total Volume and Open Interest 511,615 887,515 -18,121
30 Day Federal Funds(CBOT)
Mar20 200312 99.250 99.405 99.225 99.290 +0.030 107,977 263,713 -10,725
Apr20 200312 99.740 99.870 99.730 99.840 +0.135 205,558 359,004 -26,801
May20 200312 99.850 99.900 99.795 99.870 +0.060 127,557 316,448 +7,257
Jun20 200312 99.870 99.925 99.825 99.885 +0.040 32,098 167,824 +627
Jul20 200312 99.890 99.945 99.850 99.900 +0.025 71,537 222,606 +4,941
Aug20 200312 99.900 99.950 99.860 99.905 +0.020 51,292 119,065 -4,376
Total Volume and Open Interest 803,857 1,916,950 -24,269
Japanese Govt Bonds(SGX)
Jun20 200312 154.74 155.00 154.14 154.48 -0.22 7,762 11,536 +5,671
Sep20 200312 154.48 154.48 154.48 154.48 -0.22      
Dec20 200312 154.48 154.48 154.48 154.48 -0.22      
Total Volume and Open Interest 16,064 19,748 +2,965
Euro-Buxl(EUREX)
Jun20 200312 230.46 235.10 226.90 229.74 -1.64 76,590 259,991 -4,155
Sep20 200312 239.24 239.24 239.24 239.24 -1.64 2 5 +2
Dec20 200312 231.74 231.74 231.74 231.74 -1.64      
Total Volume and Open Interest 76,592 259,996 -4,153
Euro-Bund(EUREX)
Jun20 200312 176.81 177.64 175.90 176.50 -0.27 1,282,692 1,782,201 +68,376
Sep20 200312 181.16 181.16 179.72 180.11 -0.30 5 252 -21
Dec20 200312 177.55 177.55 177.55 177.55 -0.27      
Total Volume and Open Interest 1,282,697 1,782,453 +68,355
Euro-Bobl(EUREX)
Jun20 200312 136.94 137.25 136.32 136.68 -0.25 588,766 1,178,093 +2,796
Sep20 200312 136.28 136.28 136.28 136.28 -0.25 0 329 +0
Dec20 200312 136.61 136.61 136.61 136.61 -0.25      
Total Volume and Open Interest 588,766 1,178,422 +2,796
Euro-Schatz(EUREX)
Jun20 200312 112.70 112.86 112.61 112.71 -0.01 514,359 1,550,288 -53,782
Sep20 200312 112.75 112.75 112.75 112.75 -0.01 0 65 +0
Dec20 200312 113.71 113.71 113.71 113.71 -0.01      
Total Volume and Open Interest 514,359 1,550,353 -53,782
3-Mth Euribor(EUREX)
Mar20 200312 100.435 100.435 100.435 100.435 -0.075 100 1,662 +100
Jun20 200312 100.450 100.450 100.445 100.445 -0.095 0 1,061 +0
Sep20 200312 100.510 100.510 100.510 100.510 -0.085 0 779 +0
Total Volume and Open Interest 160 5,896 +100
Long Gilt(LIFFE)
Mar20 200312 139~02 139~02 138~05 138~05 +0~03 457 9,239 -89
Jun20 200312 137~14 138~05 136~32 137~09 +0~03 446,071 623,275 +18,061
Total Volume and Open Interest 446,528 632,514 +17,972
3-Mth Short Sterling(LIFFE)
Mar20 200312 99.68 99.68 99.53 99.54 -0.12 77,456 692,343 -7,871
Jun20 200312 99.69 99.71 99.57 99.58 -0.11 103,116 812,767 -1,442
Sep20 200312 99.71 99.72 99.61 99.61 -0.09 64,598 574,709 +3,748
Dec20 200312 99.68 99.68 99.57 99.58 -0.08 71,363 609,792 +257
Mar21 200312 99.68 99.68 99.57 99.58 -0.08 57,554 403,959 +2,196
Jun21 200312 99.64 99.67 99.55 99.57 -0.08 88,523 316,859 -12,202
Total Volume and Open Interest 888,512 4,562,575 -29,834
3-Mth Euribor(LIFFE)
Mar20 200312 100.520 100.550 100.400 100.430 -0.075 84,165 577,358 +1,144
Jun20 200312 100.550 100.575 100.440 100.450 -0.090 181,650 466,853 +29,426
Sep20 200312 100.595 100.625 100.495 100.505 -0.090 100,670 442,238 -12,399
Total Volume and Open Interest 1,384,692 4,195,015 -18,760
3-Mth Aus T-Bills(SFE)
Mar20 200312 99.46 99.65 99.41 99.47 unch 19,323 34,986 -18,577
Jun20 200312 99.45 99.50 99.43 99.47 +0.01 32,427 167,868 -10,670
Sep20 200312 99.51 99.56 99.50 99.53 +0.01 35,285 177,446 -10,510
Dec20 200312 99.51 99.56 99.49 99.53 unch 25,077 171,433 -2,180
Mar21 200312 99.52 99.57 99.49 99.53 unch 16,791 142,176 -2,385
Jun21 200312 99.49 99.54 99.47 99.51 unch 12,958 87,991 -3,152
Sep21 200312 99.48 99.52 99.43 99.48 -0.02 11,948 69,153 +104
Dec21 200312 99.44 99.48 99.40 99.44 -0.02 9,730 46,889 +1,308
Mar22 200312 99.41 99.47 99.39 99.41 -0.03 3,329 10,362 +1,904
Jun22 200312 99.36 99.39 99.36 99.38 -0.04 405 2,200 +364
Total Volume and Open Interest 167,273 912,388 -43,794
10-Year Aus T-Bonds(SFE)
Mar20 200312 99.29 99.35 99.21 99.25 -0.08 531,493 1,257,017 -81,427
Jun20 200312 99.30 99.36 99.22 99.26 -0.08 346,515 318,431 +287,501
Total Volume and Open Interest 878,008 1,575,448 +206,074
3-Year Aus T-Bonds(SFE)
Mar20 200312 99.59 99.64 99.55 99.61 +0.00 434,340 1,184,915 -47,887
Jun20 200312 99.62 99.67 99.58 99.64 unch 197,228 272,294 +183,233
Total Volume and Open Interest 631,568 1,457,209 +135,346
Gold(CMX)
Apr20 200312 1633.1 1651.0 1560.4 1590.3 -52.0 385,479 362,081 -27,621
Jun20 200312 1638.7 1654.0 1563.4 1593.2 -52.2 52,236 163,242 +11,414
Aug20 200312 1640.9 1655.1 1569.6 1595.5 -52.3 5,632 41,868 +2,167
Oct20 200312 1645.1 1650.3 1570.0 1597.3 -52.1 1,196 11,658 +371
Dec20 200312 1648.6 1655.2 1568.7 1598.8 -52.0 3,673 35,572 +196
Feb21 200312 1647.2 1647.3 1578.0 1600.7 -51.8 180 11,922 -9
Apr21 200312 1654.3 1654.3 1581.5 1602.3 -51.8 191 2,128 +128
Jun21 200312 1619.6 1619.6 1581.2 1603.9 -51.8 93 2,582 +12
Aug21 200312 1606.5 1606.5 1606.5 1606.5 -51.8 0 49 +0
Oct21 200312 1609.3 1609.3 1609.3 1609.3 -51.8 0 6 +0
Dec21 200312 1651.0 1654.4 1591.4 1610.4 -51.8 39 1,636 -2
Total Volume and Open Interest 449,448 633,470 -12,931
Silver(CMX)
Mar20 200312 1643.0 1661.5 1560.0 1596.1 -76.8 97 563 -76
May20 200312 1672.0 1691.0 1550.5 1600.5 -77.1 76,903 128,603 -2,930
Jul20 200312 1678.0 1694.5 1553.5 1604.1 -77.7 4,975 32,971 -330
Sep20 200312 1694.5 1694.5 1559.0 1608.6 -77.7 2,101 10,495 +262
Dec20 200312 1695.0 1700.5 1563.5 1612.7 -77.9 1,460 12,208 +444
Mar21 200312 1690.0 1690.0 1581.0 1615.8 -78.4 150 1,377 +19
May21 200312 1618.4 1618.4 1618.4 1618.4 -78.4 0 47 +0
Total Volume and Open Interest 86,386 187,060 -2,674
Platinum(NYMEX)
Apr20 200312 863.5 868.8 750.2 781.8 -86.4 21,800 49,296 -1,801
Jul20 200312 867.1 870.9 751.4 783.2 -87.5 3,775 25,443 +656
Oct20 200312 867.0 870.4 757.0 786.3 -86.7 90 1,129 +20
Jan21 200312 862.0 862.0 764.4 790.0 -84.1 38 144 -2
Total Volume and Open Interest 25,711 76,017 -1,127
Palladium(NYMEX)
Mar20 200312 2220.00 2220.00 1625.00 1945.00 -314.40 1 22 -1
Jun20 200312 2215.30 2224.00 1560.00 1914.90 -314.40 2,912 10,517 -301
Sep20 200312 2200.70 2205.70 1620.00 1902.50 -314.80 133 1,238 +26
Total Volume and Open Interest 3,050 12,210 -276
Copper(CMX)
Mar20 200312 249.10 249.10 243.90 248.10 -3.10 685 2,861 -200
May20 200312 247.75 248.45 242.80 247.25 -2.95 93,797 128,470 -5,011
Jul20 200312 248.30 249.00 243.15 247.50 -2.85 10,001 41,104 +1,480
Sep20 200312 248.70 248.90 243.75 247.95 -2.75 4,334 25,852 -339
Dec20 200312 248.65 249.50 244.55 248.80 -2.75 1,731 16,822 -251
Total Volume and Open Interest 111,576 227,198 -4,438
E-mini DJIA Index(CBOT)
Mar20 200312 23565 23851 20875 21085 -2490 523,496 79,965 -2,414
Jun20 200312 23415 23719 20706 20944 -2497 5,149 5,436 +141
Sep20 200312 23321 23547 20675 20808 -2493 23 80 +3
Dec20 200312 20691 23375 20691 20691 -2470 0 4 +0
Total Volume and Open Interest 528,668 85,485 -2,270
S & P 500(CME)
Mar20 200312 2746.50 2773.00 2459.00 2469.00 -271.25 7,823 95,458 +3,978
Jun20 200312 2553.00 2620.00 2442.00 2456.00 -273.00 14 193 +13
Sep20 200312 2445.00 2445.00 2445.00 2445.00 -272.50 0 11 +0
Dec20 200312 2439.00 2439.00 2439.00 2439.00 -262.25      
Total Volume and Open Interest 7,837 95,736 +3,991
S & P 500 E-Mini(CME)
Mar20 200312 2738.00 2774.00 2442.50 2469.00 -271.25 3,423,140 3,133,378 -39,408
Jun20 200312 2727.00 2762.00 2429.75 2456.00 -273.00 195,661 299,064 +35,741
Sep20 200312 2733.75 2748.00 2420.00 2445.00 -272.50 960 3,482 -87
Dec20 200312 2599.75 2716.50 2433.00 2439.00 -262.25 13 2,577 +4
Total Volume and Open Interest 3,619,776 3,438,566 -3,750
NASDAQ 100 E-Mini(CME)
Mar20 200312 7998.75 8108.00 7128.50 7215.25 -788.25 982,070 200,427 -6,115
Jun20 200312 7987.75 8095.00 7117.00 7201.75 -790.25 25,043 19,556 +2,684
Sep20 200312 8061.50 8070.75 7120.00 7188.00 -787.50 178 155 -52
Total Volume and Open Interest 1,007,293 220,158 -3,482
S&P Midcap 400(CME) e-Mini
Mar20 200312 1581.50 1599.30 1396.70 1412.20 -164.70 40,134 76,123 +521
Jun20 200312 1586.00 1591.40 1389.30 1404.40 -166.00 25 264 +12
Sep20 200312 1422.20 1422.20 1422.20 1422.20 -164.70      
Total Volume and Open Interest 40,159 76,387 +533
Volatility Index(CBOE)
Mar20 200312 48.10 60.45 45.28 58.30 +11.95 135,469 123,831 -10,611
Apr20 200312 38.80 49.60 37.92 45.83 +7.25 118,098 177,065 -928
May20 200312 32.20 38.47 31.77 36.58 +4.35 40,825 54,694 +2,197
Jun20 200312 29.25 33.45 28.80 33.03 +3.75 14,181 28,539 +203
Total Volume and Open Interest 327,591 451,635 -7,200
S & P 600(CME)
Mar20 200312 671.30 671.30 671.30 671.30 -86.20      
Jun20 200312 671.70 671.70 671.70 671.70 -86.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200312 1262.10 1276.00 1095.80 1109.90 -152.80 344,366 492,389 -848
Jun20 200312 1257.00 1271.00 1091.90 1105.50 -153.20 4,519 10,343 +1,480
Sep20 200312 1110.20 1110.20 1110.20 1110.20 -144.00 0 11 +0
Total Volume and Open Interest 348,885 502,743 +632
Nikkei 225(CME)
Mar20 200312 19135 19350 16835 17060 -2100 34,438 12,254 +49
Jun20 200312 19075 19315 16980 17155 -1975 11,223 7,031 +3,232
Total Volume and Open Interest 45,661 19,285 +3,281
Nikkei 225(SGX)
Jun20 200312 19135 19470 18075 18090 -1115 119,126 74,925 +53,794
Sep20 200312 18090 18090 18090 18090 -1095 1 12 +1
Dec20 200312 17915 17915 17915 17915 -1110 0 11,819 +0
Total Volume and Open Interest 434,742 326,198 +63,399
Nikkei 225 Mini(JPX)
Jun20 200312 19180 19470 18130 18140 -1030 676,489 169,320 +69,871
Sep20 200312 19125 19410 18085 18120 -1000 2,730 3,751 +460
Dec20 200312 19020 19230 17940 17960 -990 2,102 3,718 +408
Total Volume and Open Interest 3,554,405 937,060 +88,832
Nikkei 225(JPX)
Jun20 200312 19180 19470 18130 18140 -1030 132,640 179,456 +76,389
Sep20 200312 19260 19380 18120 18120 -1000 149 3,788 -157
Dec20 200312 19190 19190 17960 17960 -990 64 44,759 +1,026
Total Volume and Open Interest 407,332 518,812 +22,146
Nikkei 225(CME) Yen
Jun20 200312 18895 19135 16590 16855 -2115 37,778 18,061 +11,530
Sep20 200312 16805 16805 16805 16805 -2115      
Dec20 200312 16820 16820 16820 16820 -2085      
Total Volume and Open Interest 195,164 57,543 -3,110
Nikkei 225(CME) e-Mini Yen
Mar20 200312 17060 17060 17060 17060 -2110 0 3 +0
Jun20 200312 16860 16860 16860 16860 -2110      
Sep20 200312 16810 16810 16810 16810 -2110      
Total Volume and Open Interest 0 3 +0
CAC 40(EURONEXT)
Mar20 200312 4321.0 4389.5 3935.0 4037.0 -570.5 292,692 383,783 +15,187
Apr20 200312 4303.0 4370.0 3944.5 4024.5 -570.5 324 14,624 +314
May20 200312 3954.0 3954.0 3954.0 3954.0 -570.5      
Jun20 200312 4211.0 4214.5 3905.5 3905.5 -567.0 16 3,416 -183
Total Volume and Open Interest 293,032 468,830 +15,318
Hang Seng Index(HKFE)
Mar20 200312 25170 25330 24001 24075 -1054 249,798 117,930 -6,553
Apr20 200312 25245 25245 24000 24067 -1068 3,842 3,830 +1,413
Total Volume and Open Interest 256,472 133,121 -4,789
DAX(EUREX)
Mar20 200312 10282.5 10282.5 8967.0 9253.0 -1154.0 174,845 135,167 +4,272
Jun20 200312 10217.0 10275.0 9006.0 9249.0 -1161.5 2,266 5,604 +385
Sep20 200312 9690.5 9690.5 9112.5 9225.0 -1162.5 32 250 +2
Total Volume and Open Interest 177,143 141,021 +4,659
Mini-DAX(EUREX)
Mar20 200312 10294.0 10294.0 8970.0 9253.0 -1154.0 161,120 27,102 -182
Jun20 200312 10287.0 10287.0 8990.0 9249.0 -1161.5 935 1,200 -11
Sep20 200312 10255.0 10255.0 8933.0 9225.0 -1162.5 64 266 +0
Total Volume and Open Interest 162,119 28,568 -193
DJ EuroSTOXX 50(EUREX)
Mar20 200312 2850 2852 2481 2567 -327 3,442,142 5,184,169 -211,844
Jun20 200312 2775 2779 2417 2502 -319 238,857 865,236 -156,444
Sep20 200312 2700 2700 2435 2478 -327 64 25,672 +26
Total Volume and Open Interest 3,683,273 6,173,046 -368,262
Swiss Market Index(EUREX)
Mar20 200312 8570 8727 8021 8143 -990 152,664 267,180 +5,513
Jun20 200312 8226 8525 7814 7944 -996 7,405 49,310 +5,561
Sep20 200312 8330 8330 7902 7902 -999 31 981 +26
Total Volume and Open Interest 160,100 317,471 +11,100
FT-SE 100(EURONEXT)
Mar20 200312 5795.00 5816.00 5197.50 5297.50 -562.00 331,898 746,356 -7,437
Jun20 200312 5530.00 5553.00 5109.50 5210.00 -557.50 1,567 7,453 +504
Sep20 200312 5450.00 5450.00 5137.50 5137.50 -553.50 26 46 +12
Total Volume and Open Interest 333,493 753,906 -6,920
SPI 200(SFE)
Mar20 200312 5726.0 5756.0 5251.0 5275.0 -453.0 188,250 439,841 +9,267
Jun20 200312 5686.0 5696.0 5223.0 5244.0 -454.0 1,503 24,900 +867
Sep20 200312 5160.0 5160.0 5160.0 5160.0 -454.0 1 29 -1
Total Volume and Open Interest 190,399 466,245 +10,720
FTSE MIB(ISE)
Mar20 200312 16850.00 17155.00 14750.00 15105.00 -2782.00 97,913 140,924 +6,983
Jun20 200312 14335.00 16625.00 14295.00 14523.00 -2859.00 1,039 6,296 +505
Sep20 200312 15470.00 15470.00 14331.00 14331.00 -2861.00 9 70 +8
Total Volume and Open Interest 98,961 147,290 +7,496
KOSPI 200(KFE)
Mar20 200312 254.60 255.30 243.35 245.60 -11.30 450,119 219,239 -62,200
Jun20 200312 254.50 254.90 243.00 243.80 -12.55 42,506 185,085 +52,655
Sep20 200312 253.00 253.80 243.10 247.30 -8.50 35 2,307 -2
Total Volume and Open Interest 492,698 448,375 -9,070
GSCI(CME)
Mar20 200312 295.00 298.75 291.90 294.90 -14.90 2,585 2,907 -2,561
Apr20 200312 300.45 304.55 297.40 300.35 -13.60 2,583 5,350 +2,492
May20 200312 301.85 301.85 301.85 301.85 -13.60      
Total Volume and Open Interest 5,168 8,257 -69
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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