|
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. |
|
|