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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri March 13, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May20 200313 857.75 872.00 845.25 848.75 -10.75 97,027 327,549 +1,404
Jul20 200313 864.25 877.50 851.75 856.00 -9.75 48,979 182,807 +319
Aug20 200313 866.00 879.25 854.25 859.50 -8.75 5,043 16,772 -211
Sep20 200313 865.75 879.75 855.75 860.50 -8.50 2,439 19,745 +91
Nov20 200313 871.00 884.00 860.00 864.50 -8.50 21,910 118,464 -431
Jan21 200313 873.25 886.50 864.00 867.75 -8.00 5,555 31,679 +801
Mar21 200313 866.25 879.75 857.00 862.00 -5.75 7,138 79,605 +2,094
May21 200313 869.00 880.00 859.00 863.75 -4.50 2,975 17,012 +372
Jul21 200313 870.50 885.50 866.25 871.50 -3.25 1,217 11,842 +319
Aug21 200313 874.25 878.25 872.25 872.25 -3.25 18 528 -2
Sep21 200313 873.00 876.00 870.50 870.50 -3.00 9 220 +0
Nov21 200313 874.00 886.00 868.25 872.50 -3.00 480 9,020 +87
Jan22 200313 881.25 890.00 880.00 881.25 -3.00 2 31 +1
Mar22 200313 881.00 881.00 881.00 881.00 -3.00 0 24 +0
Total Volume and Open Interest 193,020 815,680 +4,930
Soybean Meal(CBOT)
May20 200313 302.30 307.10 299.00 299.50 -3.30 53,690 195,920 -327
Jul20 200313 303.30 308.00 300.40 301.00 -3.20 34,162 95,520 -2,156
Aug20 200313 303.80 307.00 300.80 301.30 -2.90 7,812 17,851 +310
Sep20 200313 304.10 306.90 301.30 301.80 -2.70 4,134 17,121 -190
Oct20 200313 304.20 307.00 301.90 302.30 -2.40 2,733 15,584 -323
Dec20 200313 307.00 310.60 305.00 305.50 -2.60 11,216 62,229 +319
Jan21 200313 305.50 310.00 304.70 305.00 -2.40 650 6,841 +23
Mar21 200313 302.50 306.00 300.70 300.90 -1.90 1,317 19,497 +252
May21 200313 304.00 304.80 299.50 299.90 -1.80 1,505 10,210 +629
Jul21 200313 306.70 306.90 302.20 302.90 -0.90 538 4,654 +135
Total Volume and Open Interest 118,050 450,535 -1,245
Soybean Oil(CBOT)
May20 200313 26.35 26.95 25.65 26.37 -0.01 64,210 179,785 +833
Jul20 200313 26.74 27.31 26.02 26.74 unch 34,940 104,128 -1,788
Aug20 200313 26.90 27.47 26.22 26.93 +0.02 7,227 35,295 +1,295
Sep20 200313 27.10 27.66 26.42 27.12 +0.02 5,137 22,716 +1,337
Oct20 200313 27.25 27.83 26.63 27.30 +0.04 2,448 14,060 +324
Dec20 200313 27.65 28.19 26.93 27.63 +0.01 11,618 61,829 +1,555
Jan21 200313 27.88 28.43 27.29 27.92 +0.04 959 8,776 +142
Mar21 200313 28.19 28.60 27.50 28.17 +0.05 2,273 18,224 +133
May21 200313 28.41 28.79 27.80 28.41 +0.07 1,376 9,377 +532
Jul21 200313 28.70 29.05 28.10 28.70 +0.07 524 3,989 +103
Total Volume and Open Interest 131,106 461,793 +4,641
Canola(WCE)
Mar20 200313 454.2 454.2 454.2 454.2 +2.6      
May20 200313 451.0 454.3 450.0 453.6 +2.6 8,339 91,679 -2,185
Jul20 200313 459.8 462.4 458.6 461.8 +2.5 3,876 46,588 +1,223
Nov20 200313 469.1 471.2 468.0 470.5 +1.9 2,187 41,583 +180
Jan21 200313 476.6 478.6 475.3 477.9 +2.6 263 3,239 +82
Total Volume and Open Interest 14,846 184,345 -648
Corn(CBOT)
May20 200313 365.25 371.75 363.50 365.75 unch 115,643 567,722 -6,406
Jul20 200313 368.25 374.50 366.50 368.50 -0.25 56,325 363,155 -665
Sep20 200313 367.25 373.25 366.25 367.75 +0.25 21,215 180,317 +1,986
Dec20 200313 372.00 377.25 370.75 373.00 +1.25 26,711 271,055 -7
Mar21 200313 382.00 387.00 380.75 382.75 +1.00 4,251 25,092 +64
May21 200313 387.25 391.25 385.50 387.50 +1.00 1,204 5,882 +196
Jul21 200313 388.75 393.75 388.50 389.75 +0.50 2,881 24,313 +1,389
Sep21 200313 382.00 385.25 381.75 383.25 +1.25 1,443 4,520 +545
Dec21 200313 386.00 390.50 385.50 387.00 +1.50 2,458 23,907 +1,033
Mar22 200313 398.75 398.75 397.25 397.50 +2.25 9 350 +0
Total Volume and Open Interest 233,110 1,467,673 -2,370
Wheat(CBOT)
May20 200313 505.00 513.75 499.50 506.00 +0.50 58,877 189,118 -3,584
Jul20 200313 504.25 514.25 501.00 507.00 +0.25 31,401 114,417 +807
Sep20 200313 511.00 520.50 508.00 513.00 -0.50 12,393 61,094 +1,068
Dec20 200313 524.00 531.50 519.50 523.75 -1.50 9,345 51,370 +2,211
Mar21 200313 532.75 540.75 530.00 533.75 -1.75 992 11,893 -34
May21 200313 533.50 541.50 532.50 536.50 -1.75 147 2,038 +29
Total Volume and Open Interest 114,610 435,068 +669
Wheat(KCBT)
May20 200313 432.75 440.50 426.75 431.50 -1.25 22,572 131,854 -772
Jul20 200313 438.00 447.25 433.75 438.50 -1.25 16,885 70,146 +443
Sep20 200313 446.75 456.25 442.75 447.50 -1.50 7,220 27,936 +147
Dec20 200313 460.50 468.75 456.75 461.00 -1.25 2,619 33,191 -38
Mar21 200313 471.75 480.25 471.75 473.25 -1.25 323 5,047 +56
May21 200313 480.50 488.25 480.50 482.00 -1.25 38 630 +6
Jul21 200313 485.00 487.00 485.00 486.00 +2.00 2 262 -1
Total Volume and Open Interest 49,678 269,096 -169
Wheat(MGE)
May20 200313 509.75 515.75 505.75 508.00 -1.00 5,756 39,818 +731
Jul20 200313 521.75 526.25 516.00 518.25 -2.00 3,046 16,156 +496
Sep20 200313 531.00 536.00 526.75 528.50 -2.25 883 9,135 +63
Dec20 200313 544.25 550.75 542.00 543.75 -1.50 877 5,410 +34
Mar21 200313 559.50 564.50 558.00 558.25 -1.50 583 1,946 +315
May21 200313 566.50 566.50 566.00 566.00 -0.75 310 368 +211
Total Volume and Open Interest 11,456 72,839 +1,849
Oats(CBOT)
May20 200313 275.00 278.75 267.00 268.25 -6.75 332 3,009 +25
Jul20 200313 275.00 279.00 269.50 269.50 -5.75 77 865 -28
Sep20 200313 265.50 267.75 259.75 259.75 -6.25 0 130 +0
Dec20 200313 260.00 260.00 260.00 260.00 -4.75 2 610 +2
Total Volume and Open Interest 411 4,614 -1
Rough Rice(CBOT)
Mar20 200313 12.86 13.12 12.86 13.12 -0.03 3 36 -45
May20 200313 13.15 13.42 13.06 13.32 +0.16 962 8,748 -388
Jul20 200313 13.18 13.32 13.08 13.27 +0.14 10 815 +1
Sep20 200313 11.85 11.85 11.77 11.80 -0.06 25 1,774 +24
Total Volume and Open Interest 1,001 11,416 -407
Live Cattle(CME)
Apr20 200313 102.385 103.035 95.580 95.580 -4.500 44,762 80,530 -7,858
Jun20 200313 96.850 97.785 89.750 89.750 -4.500 44,551 125,048 +5,708
Aug20 200313 96.000 96.885 89.180 89.180 -4.500 22,896 55,441 +1,212
Oct20 200313 100.680 100.800 93.800 93.800 -4.500 16,689 39,302 -1,162
Dec20 200313 104.950 105.680 98.700 98.700 -4.500 8,479 23,477 +561
Feb21 200313 110.300 110.300 101.800 101.980 -4.320 1,776 5,752 +309
Total Volume and Open Interest 139,550 331,636 -1,168
Feeder Cattle(CME)
Mar20 200313 122.500 123.950 112.080 113.000 -5.830 1,216 3,137 -84
Apr20 200313 123.100 124.430 112.285 112.600 -6.435 6,355 12,960 -695
May20 200313 124.000 125.535 114.000 114.480 -6.270 6,791 15,881 +214
Aug20 200313 129.630 131.935 121.180 121.180 -6.750 3,658 9,857 +77
Sep20 200313 131.535 132.600 122.285 122.285 -6.750 1,216 3,031 +56
Oct20 200313 131.380 133.450 122.930 122.930 -6.755 595 1,450 +69
Nov20 200313 131.700 134.000 123.250 123.250 -6.750 126 471 +15
Total Volume and Open Interest 19,974 47,115 -347
Lean Hogs(CME)
Apr20 200313 62.830 62.850 56.380 56.380 -4.500 25,775 63,701 -7,410
May20 200313 68.385 68.500 62.700 62.700 -4.500 115 2,245 +24
Jun20 200313 77.000 77.200 71.300 71.300 -4.500 20,634 79,942 +3,230
Jul20 200313 78.450 78.450 72.500 72.500 -4.500 7,130 30,210 +645
Aug20 200313 77.730 77.730 72.035 72.035 -4.500 5,497 35,028 +588
Oct20 200313 66.400 66.930 60.850 60.880 -4.470 3,976 41,069 +414
Dec20 200313 62.000 62.080 56.130 56.330 -4.300 1,608 20,518 +442
Feb21 200313 65.225 65.635 59.830 60.000 -4.250 232 4,403 +54
Total Volume and Open Interest 65,060 279,056 -1,968
Class III Milk(CME)
Mar20 200313 16.29 16.39 16.29 16.34 +0.04 92 2,905 +4
Apr20 200313 15.80 15.95 15.72 15.90 unch 238 2,890 +28
May20 200313 15.84 15.84 15.65 15.78 -0.06 198 2,417 +58
Jun20 200313 16.05 16.05 15.88 15.98 -0.11 114 2,438 +50
Jul20 200313 16.42 16.44 16.28 16.35 -0.14 30 1,232 -2
Aug20 200313 16.65 16.65 16.47 16.56 -0.14 13 1,028 +4
Sep20 200313 16.71 16.73 16.60 16.72 -0.13 7 1,096 +1
Oct20 200313 16.83 16.83 16.73 16.76 -0.13 82 762 -41
Nov20 200313 16.85 16.86 16.74 16.82 unch 7 806 -5
Dec20 200313 16.67 16.67 16.60 16.66 -0.01 7 741 +2
Jan21 200313 16.50 16.54 16.50 16.50 unch 0 343 +0
Feb21 200313 16.51 16.51 16.51 16.51 -0.02 1 268 +0
Mar21 200313 16.55 16.59 16.55 16.55 unch 0 249 +0
Total Volume and Open Interest 789 17,570 +99
Cocoa(ICE)
Mar20 200313 2676 2676 2482 2482 -154 3 2 -3
May20 200313 2500 2510 2423 2425 -70 22,809 102,574 -2,357
Jul20 200313 2510 2510 2416 2418 -72 13,079 57,966 +885
Sep20 200313 2496 2504 2414 2418 -74 8,934 57,365 -117
Dec20 200313 2444 2444 2369 2375 -55 2,835 49,746 -561
Mar21 200313 2399 2400 2343 2350 -40 560 22,682 +40
May21 200313 2385 2385 2330 2338 -37 158 6,699 -47
Total Volume and Open Interest 48,484 301,819 -2,139
Coffee "C"(ICE)
Mar20 200313 111.15 111.35 107.05 107.05 -2.10 12 95 -398
May20 200313 110.20 112.80 106.30 106.75 -2.10 23,616 94,453 -1,848
Jul20 200313 112.05 114.30 107.85 108.45 -2.00 11,568 55,287 -947
Sep20 200313 113.55 115.90 109.60 110.20 -1.90 9,080 39,863 +842
Dec20 200313 115.45 118.20 111.95 112.60 -1.80 5,337 35,109 +1,586
Mar21 200313 117.40 119.50 113.95 114.60 -1.80 2,027 16,536 +393
Total Volume and Open Interest 53,400 268,791 -15
Orange Juice(ICE)
May20 200313 96.75 98.95 96.65 98.70 +1.90 1,152 13,467 -413
Jul20 200313 98.50 100.50 98.45 100.20 +1.65 184 2,083 +102
Sep20 200313 100.80 102.10 100.80 101.95 +1.15 55 834 -6
Nov20 200313 103.70 104.05 103.30 104.05 +0.70 0 347 +0
Jan21 200313 106.15 106.15 106.15 106.15 +0.25 0 316 +0
Mar21 200313 108.35 108.35 108.35 108.35 -0.25 0 169 +0
Total Volume and Open Interest 1,391 17,216 -442
Sugar #11(ICE)
May20 200313 11.80 12.10 11.66 11.70 +0.08 79,168 373,788 -11,317
Jul20 200313 11.80 12.04 11.61 11.64 +0.01 52,668 279,305 +4,040
Oct20 200313 11.98 12.22 11.77 11.81 -0.02 24,937 220,692 +4,166
Mar21 200313 12.43 12.63 12.21 12.25 -0.01 13,983 110,181 +528
May21 200313 12.30 12.44 12.04 12.09 -0.01 3,661 38,392 -220
Jul21 200313 12.15 12.28 11.91 11.96 unch 2,399 39,721 +482
Oct21 200313 12.30 12.41 12.05 12.09 -0.01 1,698 38,901 +269
Mar22 200313 12.54 12.69 12.42 12.47 -0.01 892 15,062 -67
Total Volume and Open Interest 180,526 1,125,997 -1,751
London Cocoa(LCE)
Mar20 200313 1807 1807 1778 1782 -34 1,961 12,279 -1,354
May20 200313 1880 1885 1841 1856 -13 12,826 57,607 -1,381
Jul20 200313 1857 1869 1830 1842 -12 8,384 46,371 -545
Sep20 200313 1837 1851 1815 1824 -13 4,245 42,441 +78
Dec20 200313 1770 1770 1732 1743 -11 2,594 64,217 +363
Mar21 200313 1724 1738 1701 1714 -8 2,674 31,251 -73
May21 200313 1723 1723 1690 1700 -6 864 10,903 +292
Total Volume and Open Interest 33,570 275,418 -2,618
London Sugar(LCE)
May20 200313 360.40 363.30 354.00 355.00 +0.90 8,273 49,682 -2,318
Aug20 200313 347.00 353.50 344.30 345.40 +0.60 5,518 44,449 -356
Oct20 200313 342.50 348.40 339.20 339.90 +0.20 1,394 12,986 +54
Dec20 200313 341.10 347.80 339.70 340.30 +1.40 361 8,025 -81
Mar21 200313 342.40 347.60 340.30 341.80 +2.10 279 5,278 +180
Total Volume and Open Interest 16,096 123,202 -2,406
Cotton(ICE)
May20 200313 59.35 61.91 58.57 60.49 +0.79 14,480 104,256 +371
Jul20 200313 60.53 62.26 59.24 60.76 +0.41 8,837 47,087 +673
Oct20 200313 60.17 61.53 60.17 61.10 +0.35 0 41 +0
Dec20 200313 60.55 62.60 60.00 61.22 +0.38 3,529 48,969 +899
Mar21 200313 61.50 63.38 61.00 62.15 +0.32 59 8,468 +31
May21 200313 62.29 64.02 61.81 62.95 +0.36 23 720 -2
Total Volume and Open Interest 26,963 212,785 +1,989
Lumber(CME)
Mar20 200313 343.0 350.0 335.0 350.0 +19.9 37 24 -28
May20 200313 331.0 344.2 317.1 343.0 +12.0 507 2,112 +68
Jul20 200313 336.7 352.6 320.0 349.9 +14.9 289 605 +30
Sep20 200313 345.0 349.0 323.7 343.0 +4.5 120 376 -13
Nov20 200313 331.7 342.0 328.4 342.0 +5.7 41 127 +2
Jan21 200313 342.0 342.0 340.0 340.8 -1.2 0 2 +0
Mar21 200313 339.3 339.3 339.3 339.3 -1.2      
Total Volume and Open Interest 994 3,246 +59
Crude Oil(NYM)
Apr20 200313 30.77 33.87 30.33 31.73 +0.23 874,646 265,605 -34,420
May20 200313 31.35 34.38 30.80 32.11 +0.13 321,921 392,049 +28,941
Jun20 200313 31.80 34.74 31.37 32.59 +0.08 202,336 262,537 -4,872
Jul20 200313 32.85 35.23 32.07 33.15 +0.04 79,943 149,810 -710
Aug20 200313 33.29 35.84 32.75 33.74 -0.01 44,792 79,438 +4,909
Sep20 200313 34.10 36.45 33.37 34.36 -0.07 67,369 113,200 +456
Oct20 200313 34.82 37.05 34.30 34.96 -0.14 35,381 100,515 +2,716
Nov20 200313 34.88 37.62 34.88 35.58 -0.22 26,104 82,585 +2,412
Dec20 200313 35.91 38.23 35.57 36.17 -0.30 131,716 236,028 +915
Jan21 200313 36.50 38.66 36.44 36.67 -0.39 11,412 56,307 +794
Feb21 200313 37.55 39.06 36.93 37.10 -0.47 4,103 30,206 -36
Mar21 200313 37.49 39.40 37.46 37.47 -0.54 12,066 38,665 +2,724
Apr21 200313 39.27 39.27 37.84 37.84 -0.58 1,384 19,623 -361
May21 200313 39.36 39.36 38.19 38.19 -0.61 1,025 16,829 +148
Jun21 200313 38.99 40.35 38.45 38.52 -0.65 34,421 71,707 +2,700
Jul21 200313 38.82 39.73 38.82 38.82 -0.67 1,325 17,891 +625
Total Volume and Open Interest 1,910,504 2,230,012 +9,040
e-miNY Crude Oil(NYM)
Apr20 200313 30.875 33.850 30.325 31.725 +0.225 56,402 3,741 +145
May20 200313 31.425 34.250 30.875 32.100 +0.125 3,199 2,031 +106
Jun20 200313 31.550 34.700 31.500 32.600 +0.100 356 668 +7
Jul20 200313 32.975 35.075 32.200 33.150 +0.050 70 146 +2
Aug20 200313 33.025 35.200 33.000 33.750 unch 25 145 +5
Sep20 200313 34.125 36.450 33.275 34.350 -0.075 17 114 +2
Oct20 200313 34.400 36.000 34.400 34.950 -0.150 15 49 -6
Nov20 200313 35.250 36.625 35.250 35.575 -0.225 11 83 -2
Dec20 200313 36.050 38.225 36.000 36.175 -0.300 65 227 -10
Jan21 200313 36.200 38.700 36.200 36.675 -0.375 20 23 +2
Total Volume and Open Interest 60,195 7,341 +248
NY Harbor ULSD(NYM)
Apr20 200313 113.80 120.81 112.54 113.74 -2.24 88,426 83,072 -7,952
May20 200313 115.34 121.68 113.80 114.57 -2.66 60,060 79,802 +3,731
Jun20 200313 116.88 123.05 115.35 116.14 -2.72 40,225 53,595 +361
Jul20 200313 118.93 125.08 117.66 118.44 -2.74 17,884 30,516 +2,176
Aug20 200313 122.54 127.21 120.13 120.78 -2.67 13,001 19,530 -466
Sep20 200313 123.40 129.48 122.39 123.11 -2.68 8,894 19,510 +529
Oct20 200313 126.01 130.90 124.70 125.25 -2.73 4,969 11,438 +536
Nov20 200313 131.37 132.53 126.56 127.18 -2.71 2,741 11,189 +212
Dec20 200313 129.67 135.10 128.26 128.84 -2.76 14,366 31,871 +274
Jan21 200313 130.79 136.70 130.03 130.53 -2.79 3,560 13,589 +250
Feb21 200313 137.18 137.31 131.90 131.92 -2.78 1,779 5,855 -61
Mar21 200313 138.80 138.84 132.80 133.03 -2.77 2,666 5,769 +558
Apr21 200313 138.50 138.50 133.60 133.60 -2.72 514 2,790 +76
May21 200313 137.35 137.35 134.79 134.79 -2.69 456 1,550 +121
Total Volume and Open Interest 263,936 400,879 +1,193
RBOB Gasoline(NYM)
Apr20 200313 89.75 101.95 87.49 89.92 +0.17 82,506 86,436 -9,737
May20 200313 92.29 102.68 89.39 91.35 -0.55 75,828 89,979 +4,838
Jun20 200313 95.05 104.49 92.14 93.80 -1.17 53,384 40,992 -2,815
Jul20 200313 96.10 106.07 94.51 96.00 -1.48 27,357 33,022 +67
Aug20 200313 97.09 107.32 96.50 97.85 -1.73 19,140 19,086 +425
Sep20 200313 99.98 108.52 98.24 99.27 -1.91 18,667 29,055 +2,146
Oct20 200313 92.90 100.16 90.68 91.56 -2.30 7,389 16,245 +1,682
Nov20 200313 95.35 100.04 91.11 91.92 -2.23 5,591 15,586 +550
Dec20 200313 94.52 100.79 91.75 92.58 -2.11 7,270 28,904 +785
Jan21 200313 100.94 101.46 92.89 93.61 -2.11 1,190 3,513 -5
Total Volume and Open Interest 300,689 372,197 -1,349
e-miNY RBOB Gasoline(NYM)
Apr20 200313 89.90 89.90 89.90 89.90 +0.15 1 1 -1
May20 200313 91.40 91.40 91.35 91.40 -0.50      
Jun20 200313 93.80 93.80 93.80 93.80 -1.17      
Jul20 200313 96.00 96.00 96.00 96.00 -1.48      
Total Volume and Open Interest 1 1 -1
Natural Gas(NYM)
Apr20 200313 1.810 1.951 1.795 1.869 +0.028 318,547 252,093 -48,303
May20 200313 1.851 1.986 1.836 1.901 +0.016 206,899 310,925 +16,145
Jun20 200313 1.933 2.051 1.917 1.968 +0.003 67,294 87,401 +508
Jul20 200313 2.039 2.145 2.021 2.065 unch 63,650 115,624 +2,823
Aug20 200313 2.077 2.183 2.062 2.101 -0.002 30,613 56,376 +1,900
Sep20 200313 2.093 2.196 2.076 2.115 -0.001 32,975 115,611 +747
Oct20 200313 2.125 2.242 2.121 2.163 +0.001 54,284 116,676 -237
Nov20 200313 2.263 2.370 2.262 2.302 +0.004 18,540 31,318 -1,067
Dec20 200313 2.492 2.587 2.492 2.536 +0.014 15,043 35,600 +880
Jan21 200313 2.622 2.702 2.621 2.652 +0.015 32,944 70,406 +1,713
Feb21 200313 2.582 2.654 2.582 2.608 +0.015 8,739 22,883 -576
Mar21 200313 2.508 2.533 2.476 2.492 +0.012 19,382 40,084 +612
Apr21 200313 2.205 2.242 2.198 2.211 +0.007 19,389 44,691 +536
May21 200313 2.198 2.206 2.165 2.182 +0.003 6,937 14,137 -251
Jun21 200313 2.234 2.242 2.199 2.218 +0.002 2,360 9,731 +103
Jul21 200313 2.273 2.281 2.238 2.261 +0.002 1,380 7,531 +51
Total Volume and Open Interest 907,870 1,411,609 -23,722
Brent Crude Oil(ICE)
May20 200313 32.85 36.15 32.50 33.85 +0.63 471,772 335,241 -39,405
Jun20 200313 34.56 37.41 34.31 35.44 +0.24 453,481 411,019 +30,573
Jul20 200313 35.95 38.70 35.70 36.77 +0.10 237,749 267,269 +11,792
Aug20 200313 37.13 39.72 36.85 37.85 +0.01 142,922 137,200 +6,252
Sep20 200313 38.03 40.53 37.79 38.71 -0.08 134,608 146,428 +9,475
Oct20 200313 38.85 41.18 38.57 39.38 -0.16 72,050 103,696 +6,418
Nov20 200313 39.54 41.75 39.25 39.97 -0.22 48,330 74,874 -661
Dec20 200313 40.12 42.23 39.81 40.48 -0.28 240,577 289,217 -9,467
Jan21 200313 40.90 42.63 40.43 40.96 -0.34 15,340 73,569 +512
Feb21 200313 41.32 41.42 41.31 41.42 -0.38 12,439 55,466 +2,400
Mar21 200313 41.85 41.85 41.85 41.85 -0.44 12,976 45,715 +896
Apr21 200313 42.27 42.27 42.27 42.27 -0.49 3,488 30,012 +982
May21 200313 42.67 42.67 42.67 42.67 -0.52 3,023 24,000 +1,048
Jun21 200313 43.11 44.52 42.71 43.03 -0.56 58,150 95,972 -869
Total Volume and Open Interest 1,998,170 2,544,340 +27,396
Gas Oil(ICE)
Apr20 200313 337.75 357.75 334.00 336.50 -0.75 151,602 174,510 +12,972
May20 200313 341.25 360.25 337.25 339.50 -1.25 98,360 134,303 +6,919
Jun20 200313 345.25 364.50 342.50 344.50 -1.50 79,828 125,853 +2,096
Jul20 200313 355.50 371.50 350.00 352.00 -1.50 24,304 55,392 +2,367
Aug20 200313 363.00 378.75 357.75 359.50 -1.25 15,272 37,603 -541
Sep20 200313 373.00 385.25 364.75 366.75 -1.25 20,030 44,371 +393
Oct20 200313 375.50 390.25 371.00 372.75 -1.50 11,587 40,244 +161
Nov20 200313 380.25 394.00 375.00 376.50 -2.00 8,446 25,716 +721
Dec20 200313 382.75 397.50 377.75 379.50 -2.25 46,497 83,809 -2,600
Jan21 200313 388.25 399.25 382.50 383.75 -2.50 5,093 19,892 +1,414
Total Volume and Open Interest 533,002 906,290 +5,800
Ethanol(CBOT)
Apr20 200313 1.181 1.195 1.181 1.192 +0.011 99 289 -11
May20 200313 1.216 1.216 1.203 1.211 +0.007 104 157 +76
Jun20 200313 1.213 1.226 1.213 1.226 +0.007 0 12 +0
Jul20 200313 1.226 1.226 1.226 1.226 +0.007      
Aug20 200313 1.226 1.226 1.226 1.226 +0.007      
Sep20 200313 1.226 1.226 1.226 1.226 +0.007      
Oct20 200313 1.226 1.226 1.226 1.226 +0.007      
Nov20 200313 1.226 1.226 1.226 1.226 +0.007      
Total Volume and Open Interest 203 458 +65
WTI Crude Oil(ICE)
Apr20 200313 31.05 33.99 30.66 31.73 +0.23 55,339 54,520 -1,905
May20 200313 31.56 34.37 31.08 32.11 +0.13 74,032 90,275 +6,029
Jun20 200313 32.06 34.77 31.60 32.59 +0.08 88,963 98,100 +3,305
Jul20 200313 32.70 35.27 32.29 33.15 +0.04 35,765 46,042 +2,739
Aug20 200313 33.69 35.87 33.05 33.74 -0.01 12,428 12,649 -260
Sep20 200313 34.38 36.42 33.72 34.36 -0.07 19,008 42,016 +3,341
Oct20 200313 35.75 36.56 34.83 34.96 -0.14 3,427 17,897 -109
Nov20 200313 36.72 37.63 35.58 35.58 -0.22 1,100 13,303 -118
Dec20 200313 36.20 38.20 35.90 36.17 -0.30 46,875 98,597 +4,181
Jan21 200313 36.67 36.67 36.67 36.67 -0.39 524 6,694 +54
Feb21 200313 37.10 37.10 37.10 37.10 -0.47 492 4,907 -21
Mar21 200313 37.47 37.47 37.47 37.47 -0.54 766 6,022 -123
Apr21 200313 37.84 37.84 37.84 37.84 -0.58 136 4,321 +11
May21 200313 38.19 38.19 38.19 38.19 -0.61 153 3,743 +4
Jun21 200313 39.06 39.87 38.52 38.52 -0.65 5,210 28,947 +761
Jul21 200313 38.82 38.82 38.82 38.82 -0.67 144 5,127 -14
Total Volume and Open Interest 360,249 664,129 +19,829
US Dollar Index(ICE)
Mar20 200313 97.495 98.845 97.335 98.765 +1.300 37,225 30,405 -4,280
Jun20 200313 97.595 99.070 97.385 98.905 +1.250 10,276 12,695 +2,873
Sep20 200313 97.595 98.825 97.595 98.820 +1.185 2 241 -2
Total Volume and Open Interest 47,505 43,542 -1,409
Australian Dollar(CME)
Mar20 200313 63.00 63.27 61.26 61.48 -1.75 189,863 99,040 -69,466
Jun20 200313 62.97 63.21 61.23 61.45 -1.74 119,970 111,339 +71,152
Sep20 200313 62.91 63.08 61.10 61.39 -1.74 445 508 +178
Total Volume and Open Interest 312,426 213,262 +2,019
British Pound(CME)
Mar20 200313 125.73 126.25 122.59 123.06 -2.76 191,799 100,593 -34,167
Jun20 200313 125.88 126.44 122.77 123.30 -2.61 84,514 119,399 +44,769
Sep20 200313 126.07 126.22 122.85 123.35 -2.61 14 1,514 +2
Total Volume and Open Interest 277,509 225,262 +11,077
Canadian Dollar(CME)
Mar20 200313 71.83 72.56 71.44 71.78 -0.44 120,761 100,837 -21,997
Jun20 200313 71.85 72.55 71.46 71.80 -0.42 54,879 69,568 +23,379
Sep20 200313 72.06 72.32 71.54 71.83 -0.40 761 2,400 +606
Dec20 200313 72.45 72.47 71.40 71.85 -0.40 56 1,801 +33
Total Volume and Open Interest 177,467 177,173 +1,947
Japanese Yen(CME)
Mar20 200313 95.42 95.70 92.16 92.46 -2.61 241,170 84,856 -32,215
Jun20 200313 95.71 96.03 92.68 93.01 -2.37 94,951 80,416 +40,763
Sep20 200313 94.76 94.76 93.20 93.31 -2.41 11 635 -1
Total Volume and Open Interest 337,903 167,802 +8,674
Swiss Franc(CME)
Mar20 200313 105.86 106.11 104.53 104.68 -1.08 42,618 29,856 -9,233
Jun20 200313 106.31 106.61 105.10 105.27 -0.98 22,109 23,015 +11,737
Sep20 200313 105.54 105.69 105.54 105.69 -0.94 0 97 +0
Total Volume and Open Interest 64,727 52,978 +2,504
EuroFX(CME)
Mar20 200313 111.69 112.23 110.55 110.73 -1.05 493,256 299,887 -173,271
Jun20 200313 112.07 112.64 111.10 111.25 -0.91 315,574 395,182 +218,098
Sep20 200313 112.50 112.87 111.42 111.57 -0.88 282 2,502 +19
Total Volume and Open Interest 810,058 704,005 +44,854
Mexican Peso(CME)
Mar20 200313 457.13 467.38 451.13 454.75 -7.38 114,315 125,045 -28,058
Apr20 200313 452.75 465.63 452.75 452.88 -7.13 9 43 +0
Total Volume and Open Interest 158,653 224,596 +46
Brazilian Real(CME)
Apr20 200313 207.75 215.15 204.90 205.95 -1.65 9,010 48,382 -3,054
May20 200313 211.25 213.15 205.50 205.60 -1.65 41 195 +14
Jun20 200313 206.55 212.90 205.35 205.35 -1.50 128 1,765 +120
Jul20 200313 204.90 208.40 204.90 204.90 -1.45      
Total Volume and Open Interest 9,179 50,462 -2,920
30-Year T-Bonds(CBOT)
Mar20 200313 174~110 179~040 174~110 177~300 -2~100 620 9,270 -549
Jun20 200313 179~270 180~230 172~050 176~210 -2~110 473,196 1,229,285 +10,789
Sep20 200313 175~300 175~300 171~270 174~110 -2~110 3 134 +0
Total Volume and Open Interest 473,819 1,238,689 +10,240
10-Year T-Notes(CBOT)
Mar20 200313 136~040 137~040 135~250 135~255 -1~030 5,095 23,058 -2,522
Jun20 200313 138~035 138~160 135~255 136~090 -0~310 2,719,666 3,757,962 +18,451
Sep20 200313 135~275 135~275 135~275 135~275 -0~310 0 2 +0
Total Volume and Open Interest 2,724,761 3,781,022 +15,929
5-Year T-Notes(CBOT)
Mar20 200313 123~084 123~164 123~060 123~060 -0~146 8,642 40,425 -5,514
Jun20 200313 124~274 125~024 123~312 124~060 -0~096 1,855,248 4,393,990 -2,030
Sep20 200313 124~060 124~060 124~060 124~060 -0~096      
Total Volume and Open Interest 1,863,890 4,434,415 -7,544
2 Year T-Notes(CBOT)
Mar20 200313 109~235 109~235 109~235 109~235 -0~013 23 59,256 -614
Jun20 200313 110~073 110~094 110~033 110~051 +0~005 1,121,840 3,324,459 +51,997
Sep20 200313 110~100 110~100 110~051 110~051 +0~005 0 2 +0
Total Volume and Open Interest 1,121,863 3,383,717 +51,383
Eurodollars(CME)
Mar20 200313 99.200 99.217 99.040 99.065 -0.162 510,531 1,441,338 -57,408
Jun20 200313 99.510 99.525 99.415 99.500 -0.035 639,036 1,701,901 +16,451
Sep20 200313 99.610 99.650 99.560 99.620 +0.010 479,550 1,388,680 -11,597
Dec20 200313 99.600 99.640 99.540 99.590 -0.005 519,933 1,148,135 -59,457
Mar21 200313 99.645 99.685 99.565 99.605 -0.020 511,530 983,817 -27,140
Jun21 200313 99.600 99.655 99.495 99.535 -0.045 392,443 888,689 +4,906
Sep21 200313 99.575 99.630 99.450 99.490 -0.060 298,794 710,053 -23,465
Dec21 200313 99.555 99.580 99.365 99.410 -0.075 325,952 715,068 -337
Mar22 200313 99.480 99.535 99.295 99.350 -0.090 274,539 537,818 -2,337
Jun22 200313 99.440 99.485 99.220 99.275 -0.110 262,203 418,112 +18,069
Sep22 200313 99.390 99.450 99.155 99.215 -0.125 191,777 340,486 +2,479
Dec22 200313 99.340 99.400 99.080 99.150 -0.130 286,029 268,487 -19,560
Mar23 200313 99.315 99.380 99.040 99.110 -0.135 219,537 365,553 -9,030
Jun23 200313 99.280 99.355 98.995 99.075 -0.140 128,574 174,372 +2,957
Sep23 200313 99.280 99.330 98.955 99.040 -0.140 101,034 120,467 -1,772
Dec23 200313 99.245 99.295 98.905 98.995 -0.135 117,081 108,303 +951
Mar24 200313 99.220 99.275 98.870 98.965 -0.135 76,743 109,552 +490
Jun24 200313 99.195 99.245 98.825 98.925 -0.135 62,935 63,765 -3,389
Total Volume and Open Interest 5,679,092 11,802,306 -188,498
Ultra T-Bond(CBOT)
Mar20 200313 210~29 222~00 210~29 210~29 -5~15 188 3,928 -185
Jun20 200313 215~25 218~05 204~12 212~14 -5~03 245,345 1,137,755 +2,104
Sep20 200313 212~14 212~14 212~14 212~14 -5~03      
Total Volume and Open Interest 245,533 1,141,683 +1,919
Ultra 10-Yr T-Note(CBOT)
Mar20 200313 152~200 152~200 152~200 152~200 -1~135 766 1,396 -495
Jun20 200313 155~060 156~030 151~195 152~220 -1~135 426,626 875,065 -10,559
Sep20 200313 152~220 152~220 152~220 152~220 -1~135      
Total Volume and Open Interest 427,392 876,461 -11,054
30 Day Federal Funds(CBOT)
Mar20 200313 99.305 99.325 99.235 99.280 -0.010 85,511 273,577 +9,864
Apr20 200313 99.850 99.870 99.805 99.840 unch 186,217 393,116 +34,112
May20 200313 99.875 99.885 99.840 99.870 unch 141,250 319,395 +2,947
Jun20 200313 99.895 99.905 99.860 99.880 -0.005 47,302 170,200 +2,376
Jul20 200313 99.910 99.925 99.870 99.890 -0.010 90,314 227,279 +4,673
Aug20 200313 99.920 99.935 99.870 99.900 -0.005 66,572 129,793 +10,728
Total Volume and Open Interest 818,792 1,992,927 +75,977
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 200313 228.20 229.54 218.94 222.46 -7.28 93,535 257,627 -2,364
Sep20 200313 236.82 236.82 231.96 231.96 -7.28 20 25 +20
Dec20 200313 224.46 224.46 224.46 224.46 -7.28      
Total Volume and Open Interest 93,555 257,652 -2,344
Euro-Bund(EUREX)
Jun20 200313 176.32 176.57 173.15 174.17 -2.33 1,012,794 1,637,999 -144,202
Sep20 200313 178.55 178.55 176.53 177.64 -2.47 4 247 -5
Dec20 200313 175.22 175.22 175.22 175.22 -2.33      
Total Volume and Open Interest 1,012,798 1,638,246 -144,207
Euro-Bobl(EUREX)
Jun20 200313 136.53 136.58 135.74 136.03 -0.65 482,695 1,146,117 -31,976
Sep20 200313 135.63 135.63 135.63 135.63 -0.65 0 329 +0
Dec20 200313 135.96 135.96 135.96 135.96 -0.65      
Total Volume and Open Interest 482,695 1,146,446 -31,976
Euro-Schatz(EUREX)
Jun20 200313 112.67 112.75 112.52 112.64 -0.06 424,367 1,412,373 -137,915
Sep20 200313 112.69 112.69 112.69 112.69 -0.06 0 65 +0
Dec20 200313 113.64 113.64 113.64 113.64 -0.06      
Total Volume and Open Interest 424,367 1,412,438 -137,915
3-Mth Euribor(EUREX)
Mar20 200313 100.420 100.420 100.420 100.420 -0.015 0 1,586 -76
Jun20 200313 100.430 100.430 100.425 100.425 -0.020 100 1,061 +0
Sep20 200313 100.490 100.490 100.460 100.465 -0.045 0 779 +0
Total Volume and Open Interest 270 5,820 -76
Long Gilt(LIFFE)
Mar20 200313 137~16 137~16 136~26 136~26 -1~12 636 9,239 +0
Jun20 200313 136~25 136~32 135~01 135~28 -1~12 392,045 577,779 -45,496
Total Volume and Open Interest 392,681 587,018 -45,496
3-Mth Short Sterling(LIFFE)
Mar20 200313 99.57 99.57 99.43 99.47 -0.07 176,862 727,642 +35,299
Jun20 200313 99.59 99.60 99.53 99.57 -0.02 275,337 786,907 -25,860
Sep20 200313 99.62 99.62 99.57 99.59 -0.02 200,641 547,030 -27,679
Dec20 200313 99.58 99.58 99.54 99.57 -0.01 110,559 605,481 -4,311
Mar21 200313 99.57 99.57 99.53 99.56 -0.03 124,076 413,077 +9,118
Jun21 200313 99.55 99.56 99.51 99.53 -0.04 112,009 322,330 +5,471
Total Volume and Open Interest 1,699,793 4,561,621 -954
3-Mth Euribor(LIFFE)
Mar20 200313 100.435 100.440 100.410 100.420 -0.010 158,168 564,981 -12,377
Jun20 200313 100.455 100.460 100.390 100.425 -0.025 172,507 504,516 +37,663
Sep20 200313 100.515 100.520 100.445 100.465 -0.040 138,174 436,090 -6,148
Total Volume and Open Interest 1,340,982 4,203,939 +8,924
3-Mth Aus T-Bills(SFE)
Mar20 200312 99.46 99.65 99.41 99.47 unch 19,323 34,986 -18,577
Jun20 200313 99.46 99.50 99.37 99.39 -0.08 26,069 162,873 -4,995
Sep20 200313 99.52 99.54 99.44 99.45 -0.08 25,924 170,865 -6,581
Dec20 200313 99.52 99.53 99.44 99.45 -0.08 21,931 172,234 +801
Mar21 200313 99.52 99.54 99.42 99.44 -0.09 15,956 141,602 -574
Jun21 200313 99.50 99.52 99.37 99.40 -0.11 10,477 87,912 -79
Sep21 200313 99.47 99.49 99.33 99.35 -0.13 7,633 70,969 +1,816
Dec21 200313 99.43 99.45 99.26 99.29 -0.15 7,369 50,548 +3,659
Mar22 200313 99.40 99.42 99.21 99.24 -0.17 4,091 12,811 +2,449
Jun22 200313 99.34 99.34 99.15 99.19 -0.19 675 2,315 +115
Total Volume and Open Interest 132,860 894,012 -18,376
10-Year Aus T-Bonds(SFE)
Mar20 200313 99.25 99.32 98.93 99.04 -0.21 914,977 1,160,763 -96,254
Jun20 200313 99.26 99.34 98.94 99.05 -0.21 744,511 832,715 +514,284
Total Volume and Open Interest 1,659,488 1,993,478 +418,030
3-Year Aus T-Bonds(SFE)
Mar20 200313 99.61 99.64 99.42 99.46 -0.15 625,960 1,077,445 -107,470
Jun20 200313 99.64 99.68 99.44 99.53 -0.12 447,315 592,967 +320,673
Total Volume and Open Interest 1,073,275 1,670,412 +213,203
Gold(CMX)
Apr20 200313 1582.7 1597.9 1504.0 1516.7 -73.6 404,351 334,512 -27,569
Jun20 200313 1581.0 1600.4 1507.0 1519.5 -73.7 85,842 178,934 +15,692
Aug20 200313 1578.9 1599.9 1510.3 1521.8 -73.7 15,585 48,226 +6,358
Oct20 200313 1580.6 1598.4 1516.9 1523.4 -73.9 990 12,168 +510
Dec20 200313 1592.6 1604.2 1514.3 1524.9 -73.9 4,197 36,657 +1,085
Feb21 200313 1586.3 1600.4 1521.9 1526.7 -74.0 588 11,904 -18
Apr21 200313 1573.5 1591.0 1528.2 1528.2 -74.1 29 2,142 +14
Jun21 200313 1531.0 1531.0 1529.8 1529.8 -74.1 3 2,579 -3
Aug21 200313 1532.2 1532.2 1532.2 1532.2 -74.3 0 49 +0
Oct21 200313 1534.7 1534.7 1534.7 1534.7 -74.6 0 6 +0
Dec21 200313 1597.8 1603.4 1524.5 1535.5 -74.9 20 1,632 -4
Total Volume and Open Interest 511,898 629,598 -3,872
Silver(CMX)
Mar20 200313 1575.5 1576.5 1442.5 1445.6 -150.5 152 635 +72
May20 200313 1582.5 1589.0 1442.5 1450.0 -150.5 56,845 124,774 -3,829
Jul20 200313 1583.0 1589.0 1446.0 1453.4 -150.7 3,495 32,416 -555
Sep20 200313 1555.0 1592.0 1453.0 1456.4 -152.2 1,709 10,927 +432
Dec20 200313 1588.5 1596.0 1456.5 1460.2 -152.5 768 12,305 +97
Mar21 200313 1593.0 1593.0 1463.2 1463.2 -152.6 32 1,384 +7
May21 200313 1465.8 1465.8 1465.8 1465.8 -152.6 17 47 +0
Total Volume and Open Interest 63,466 183,240 -3,820
Platinum(NYMEX)
Apr20 200313 768.4 818.1 736.8 743.9 -37.9 19,638 47,167 -2,129
Jul20 200313 772.3 819.1 738.0 744.8 -38.4 4,873 27,838 +2,395
Oct20 200313 792.1 822.0 741.6 747.6 -38.7 59 1,139 +10
Jan21 200313 781.6 813.1 750.0 750.3 -39.7 10 147 +3
Total Volume and Open Interest 24,586 76,300 +283
Palladium(NYMEX)
Mar20 200313 1539.20 2220.00 1539.20 1539.20 -405.80 2 21 -1
Jun20 200313 1787.60 1951.30 1464.10 1509.10 -405.80 3,397 10,465 -52
Sep20 200313 1786.70 1925.80 1498.50 1498.50 -404.00 97 1,211 -27
Total Volume and Open Interest 3,496 12,130 -80
Copper(CMX)
Mar20 200313 245.50 253.45 243.00 247.40 -0.70 654 2,638 -223
May20 200313 244.30 253.20 240.15 246.40 -0.85 74,673 128,638 +168
Jul20 200313 244.25 253.05 240.50 246.70 -0.80 7,124 42,380 +1,276
Sep20 200313 244.00 253.30 241.30 247.20 -0.75 5,453 24,484 -1,368
Dec20 200313 245.25 254.45 242.10 248.00 -0.80 1,440 16,446 -376
Total Volume and Open Interest 89,815 226,756 -442
E-mini DJIA Index(CBOT)
Mar20 200313 20769 23147 20388 22988 +1903 495,349 77,252 -2,713
Jun20 200313 20678 23022 20230 22839 +1895 8,193 8,512 +3,076
Sep20 200313 20574 22727 20168 22727 +1919 13 83 +3
Dec20 200313 22576 22576 22576 22576 +1885 0 4 +0
Total Volume and Open Interest 503,555 85,851 +366
S & P 500(CME)
Mar20 200313 2614.00 2703.00 2490.00 2696.00 +227.00 12,662 102,626 +7,168
Jun20 200313 2477.00 2684.00 2383.25 2684.00 +228.00 43 204 +11
Sep20 200313 2672.50 2672.50 2672.50 2672.50 +227.50 0 11 +0
Dec20 200313 2668.25 2668.25 2668.25 2668.25 +229.25      
Total Volume and Open Interest 12,705 102,915 +7,179
S & P 500 E-Mini(CME)
Mar20 200313 2429.50 2707.75 2393.50 2696.00 +227.00 2,992,894 3,190,717 +57,339
Jun20 200313 2417.00 2697.25 2380.00 2684.00 +228.00 208,617 352,905 +53,841
Sep20 200313 2426.00 2680.50 2370.25 2672.50 +227.50 494 3,519 +37
Dec20 200313 2400.00 2668.25 2400.00 2668.25 +229.25 8 2,576 -1
Total Volume and Open Interest 3,202,014 3,549,782 +111,216
NASDAQ 100 E-Mini(CME)
Mar20 200313 7100.00 7978.00 6942.50 7915.75 +700.50 990,236 201,454 +1,027
Jun20 200313 7092.75 7961.00 6925.25 7900.75 +699.00 19,033 22,615 +3,059
Sep20 200313 7118.00 7891.50 6967.25 7891.50 +703.50 49 161 +6
Total Volume and Open Interest 1,009,320 224,250 +4,092
S&P Midcap 400(CME) e-Mini
Mar20 200313 1408.20 1577.10 1365.10 1546.70 +134.50 46,823 78,806 +2,683
Jun20 200313 1401.50 1566.00 1369.00 1538.90 +134.50 611 744 +480
Sep20 200313 1546.50 1546.50 1546.50 1546.50 +124.30      
Total Volume and Open Interest 47,434 79,550 +3,163
Volatility Index(CBOE)
Mar20 200313 60.40 65.00 50.90 53.43 -4.87 124,024 116,779 -7,052
Apr20 200313 49.10 51.00 40.00 43.90 -1.93 119,508 185,569 +8,504
May20 200313 38.15 39.05 33.23 34.53 -2.05 37,902 56,118 +1,424
Jun20 200313 33.85 34.10 30.25 30.65 -2.38 18,395 28,647 +108
Total Volume and Open Interest 321,172 453,877 +2,242
S & P 600(CME)
Mar20 200313 722.00 722.00 722.00 722.00 +50.70      
Jun20 200313 722.40 722.40 722.40 722.40 +50.70      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200313 1088.90 1217.30 1070.50 1198.70 +88.80 310,346 499,708 +7,319
Jun20 200313 1085.00 1211.60 1056.60 1194.20 +88.70 10,995 16,954 +6,611
Sep20 200313 1105.00 1192.90 1105.00 1192.90 +82.70 0 11 +0
Total Volume and Open Interest 321,341 516,673 +13,930
Nikkei 225(CME)
Jun20 200313 17085 18610 16780 18220 +1065 11,324 9,692 +2,661
Sep20 200313 18225 18225 18225 18225 +1025      
Total Volume and Open Interest 30,417 21,152 +1,867
Nikkei 225(SGX)
Jun20 200313 18130 18220 16480 16700 -1390 79,689 89,302 +14,377
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 200313 16640 17965 16475 16790 -1350 702,937 210,559 +41,239
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 200313 16620 17960 16480 16790 -1350 119,848 257,252 +77,796
Sep20 200313 16590 17890 16450 16810 -1310 85 3,775 -13
Dec20 200313 16850 17464 16430 16600 -1360 25 48,736 +3,977
Total Volume and Open Interest 365,679 610,200 +91,388
Nikkei 225(CME) Yen
Jun20 200313 16605 18235 16470 17930 +1075 35,282 25,132 +7,071
Sep20 200313 17690 17875 17050 17875 +1070      
Dec20 200313 17845 17845 17845 17845 +1025      
Total Volume and Open Interest 121,839 61,192 +3,649
Nikkei 225(CME) e-Mini Yen
Mar20 200312 17060 17060 17060 17060 -2110 0 3 +0
Jun20 200313 17930 17930 17930 17930 +1070      
Sep20 200313 17880 17880 17875 17880 +1070      
Total Volume and Open Interest 0 3 +0
CAC 40(EURONEXT)
Mar20 200313 4060.0 4431.5 4028.0 4109.0 +72.0 254,710 356,809 -26,974
Apr20 200313 4044.0 4418.0 4022.0 4098.0 +73.5 4,790 16,410 +1,786
May20 200313 4032.0 4032.0 4032.0 4032.0 +78.0      
Jun20 200313 3929.5 4024.5 3900.0 3982.0 +76.5 280 3,701 +285
Total Volume and Open Interest 261,780 445,927 -22,903
Hang Seng Index(HKFE)
Mar20 200313 24032 24175 22116 23875 -200 217,555 115,533 -2,397
Apr20 200313 23999 24152 22123 23870 -197 1,474 4,159 +329
Total Volume and Open Interest 220,791 131,545 -1,576
DAX(EUREX)
Mar20 200313 9051.5 9990.5 8809.5 9175.0 -78.0 149,493 122,517 -12,650
Jun20 200313 9071.5 9987.0 8834.0 9170.5 -78.5 1,870 6,299 +695
Sep20 200313 8850.0 9760.0 8850.0 9141.0 -84.0 47 255 +5
Total Volume and Open Interest 151,410 129,071 -11,950
Mini-DAX(EUREX)
Mar20 200313 9020.0 9990.0 8805.0 9175.0 -78.0 159,785 26,888 -214
Jun20 200313 9088.0 9989.0 8798.0 9170.5 -78.5 1,527 1,543 +343
Sep20 200313 8970.0 9843.0 8820.0 9141.0 -84.0 30 271 +5
Total Volume and Open Interest 161,342 28,702 +134
DJ EuroSTOXX 50(EUREX)
Mar20 200313 2506 2786 2439 2551 -16 2,872,846 5,046,119 -138,050
Jun20 200313 2444 2722 2369 2497 -5 266,432 875,894 +10,658
Sep20 200313 2506 2675 2441 2470 -8 23,013 43,671 +17,999
Total Volume and Open Interest 3,206,325 6,099,382 -73,664
Swiss Market Index(EUREX)
Mar20 200313 8224 8997 8190 8283 +140 128,669 254,231 -12,949
Jun20 200313 8005 8798 7996 8094 +150 4,581 52,157 +2,847
Sep20 200313 8030 8600 7965 8032 +130 47 987 +6
Total Volume and Open Interest 133,297 307,375 -10,096
FT-SE 100(EURONEXT)
Mar20 200313 5322.50 5697.50 5203.50 5333.00 +35.50 256,932 744,777 -1,579
Jun20 200313 5140.00 5650.00 5140.00 5295.50 +85.50 4,471 10,350 +2,897
Sep20 200313 5446.00 5446.50 5184.00 5211.50 +74.00 1 46 +0
Total Volume and Open Interest 261,405 755,223 +1,317
SPI 200(SFE)
Mar20 200313 5271.0 5622.0 4810.0 5594.0 +319.0 161,210 431,057 -8,784
Jun20 200313 5257.0 5588.0 4786.0 5564.0 +320.0 3,185 27,051 +2,151
Sep20 200313 5449.0 5480.0 5449.0 5480.0 +320.0 1 29 +0
Total Volume and Open Interest 164,698 459,907 -6,338
FTSE MIB(ISE)
Mar20 200313 15260.00 17705.00 15035.00 15889.00 +784.00 86,993 136,573 -4,351
Jun20 200313 15275.00 17185.00 14735.00 15462.00 +939.00 997 6,798 +502
Sep20 200313 15450.00 15500.00 14750.00 15250.00 +919.00 6 76 +6
Total Volume and Open Interest 87,996 143,447 -3,843
KOSPI 200(KFE)
Jun20 200313 254.50 254.90 225.00 240.55 -3.25 69,153 252,607 +67,522
Sep20 200313 245.85 245.85 227.50 240.35 -6.95 65 2,321 +14
Dec20 200313 244.00 266.70 227.25 266.70 +19.70 2 26,861 +466
Total Volume and Open Interest 559,441 461,632 +13,257
GSCI(CME)
Mar20 200313 293.95 295.25 293.95 293.95 -0.95 1,602 1,512 -1,395
Apr20 200313 306.05 306.60 298.25 298.50 -1.85 1,667 6,818 +1,468
May20 200313 300.00 300.00 300.00 300.00 -1.85      
Total Volume and Open Interest 3,269 8,330 +73
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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