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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon March 16, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May20 200316 842.00 854.75 821.00 821.75 -27.00 171,641 326,577 -972
Jul20 200316 850.00 863.25 829.75 830.50 -25.50 80,868 184,752 +1,945
Aug20 200316 855.25 866.50 834.25 835.25 -24.25 10,422 17,296 +524
Sep20 200316 855.50 867.25 837.75 838.75 -21.75 7,322 19,607 -138
Nov20 200316 860.00 871.00 843.75 844.75 -19.75 39,772 119,374 +910
Jan21 200316 866.75 874.25 848.00 849.00 -18.75 11,075 32,644 +965
Mar21 200316 859.50 868.00 842.00 842.75 -19.25 18,778 81,745 +2,140
May21 200316 860.50 868.75 844.25 844.50 -19.25 4,687 18,028 +1,016
Jul21 200316 867.75 874.50 853.00 853.25 -18.25 3,796 13,151 +1,309
Aug21 200316 854.25 854.25 854.25 854.25 -18.00 136 585 +57
Sep21 200316 853.00 853.00 853.00 853.00 -17.50 58 230 +10
Nov21 200316 870.25 874.50 855.50 856.00 -16.50 1,663 9,521 +501
Jan22 200316 867.00 867.00 864.75 864.75 -16.50 18 41 +10
Mar22 200316 867.00 867.00 867.00 867.00 -14.00 12 32 +8
Total Volume and Open Interest 350,304 823,785 +8,105
Soybean Meal(CBOT)
May20 200316 298.60 300.60 296.00 296.30 -3.20 83,259 190,472 -5,448
Jul20 200316 300.00 302.70 297.30 297.50 -3.50 48,440 91,050 -4,470
Aug20 200316 300.00 303.40 298.40 298.50 -2.80 8,601 18,155 +304
Sep20 200316 300.00 304.50 299.40 299.40 -2.40 5,675 16,843 -278
Oct20 200316 301.30 303.70 300.40 300.60 -1.70 2,554 15,592 +8
Dec20 200316 304.40 307.90 303.20 303.40 -2.10 15,689 62,137 -92
Jan21 200316 304.00 306.60 303.30 303.30 -1.70 940 6,891 +50
Mar21 200316 300.10 303.90 299.30 299.30 -1.60 4,005 21,023 +1,526
May21 200316 300.30 302.00 297.90 298.00 -1.90 2,074 11,111 +901
Jul21 200316 302.40 304.00 300.10 300.30 -2.60 1,380 4,887 +233
Total Volume and Open Interest 174,107 443,647 -6,888
Soybean Oil(CBOT)
May20 200316 26.06 26.50 24.91 24.99 -1.38 97,346 180,014 +229
Jul20 200316 26.40 26.87 25.25 25.34 -1.40 51,041 108,691 +4,563
Aug20 200316 26.61 27.05 25.45 25.52 -1.41 8,646 34,739 -556
Sep20 200316 26.75 27.24 25.62 25.71 -1.41 7,439 23,304 +588
Oct20 200316 27.00 27.38 25.82 25.91 -1.39 4,938 14,665 +605
Dec20 200316 27.20 27.74 26.16 26.25 -1.38 23,819 64,606 +2,777
Jan21 200316 27.76 27.89 26.50 26.55 -1.37 4,492 9,358 +582
Mar21 200316 27.96 28.27 26.73 26.83 -1.34 5,454 17,521 -703
May21 200316 28.15 28.33 27.01 27.11 -1.30 2,813 9,975 +598
Jul21 200316 28.48 28.48 27.35 27.45 -1.25 4,321 4,479 +490
Total Volume and Open Interest 212,066 471,449 +9,656
Canola(WCE)
Mar20 200313 454.2 454.2 454.2 454.2 +2.6      
May20 200316 452.9 453.5 444.3 448.0 -5.6 12,984 89,095 -2,584
Jul20 200316 460.4 461.6 452.2 455.2 -6.6 4,926 47,522 +934
Nov20 200316 468.2 469.8 461.2 462.0 -8.5 2,706 41,228 -355
Jan21 200316 475.7 475.7 468.4 469.0 -8.9 171 3,353 +114
Total Volume and Open Interest 20,884 182,505 -1,840
Corn(CBOT)
May20 200316 362.50 367.75 354.00 354.75 -11.00 204,283 558,970 -8,752
Jul20 200316 365.75 370.75 358.00 358.50 -10.00 86,916 359,418 -3,737
Sep20 200316 365.25 369.50 360.50 361.00 -6.75 39,039 180,525 +208
Dec20 200316 370.25 374.75 366.50 367.00 -6.00 48,909 270,078 -977
Mar21 200316 380.25 384.50 377.25 377.75 -5.00 8,535 25,859 +767
May21 200316 385.25 388.25 382.25 382.75 -4.75 1,769 6,089 +207
Jul21 200316 387.50 390.25 384.25 384.75 -5.00 3,807 24,943 +630
Sep21 200316 382.00 383.25 376.50 377.25 -6.00 771 4,503 -17
Dec21 200316 384.50 388.50 381.25 381.75 -5.25 3,097 24,332 +425
Mar22 200316 394.25 395.75 393.00 393.00 -4.50 18 355 +5
Total Volume and Open Interest 397,588 1,456,349 -11,324
Wheat(CBOT)
May20 200316 503.00 507.25 491.75 498.00 -8.00 85,895 183,077 -6,041
Jul20 200316 504.00 508.00 494.25 499.50 -7.50 41,682 113,680 -737
Sep20 200316 510.50 514.00 500.75 505.50 -7.50 21,169 62,231 +1,137
Dec20 200316 521.00 524.50 512.00 516.25 -7.50 12,378 51,623 +253
Mar21 200316 530.75 533.00 521.75 526.00 -7.75 1,838 11,900 +7
May21 200316 533.00 535.50 524.75 529.25 -7.25 588 2,103 +65
Total Volume and Open Interest 164,456 430,152 -4,916
Wheat(KCBT)
May20 200316 429.25 432.00 420.00 423.75 -7.75 28,977 130,587 -1,267
Jul20 200316 435.75 438.75 427.25 431.00 -7.50 19,349 69,970 -176
Sep20 200316 445.00 447.50 437.25 440.50 -7.00 11,182 28,338 +402
Dec20 200316 458.25 459.75 451.00 454.25 -6.75 6,199 31,482 -1,709
Mar21 200316 469.75 470.75 464.25 467.25 -6.00 2,722 6,024 +977
May21 200316 475.25 479.75 474.75 477.25 -4.75 547 883 +253
Jul21 200316 478.50 482.50 477.75 481.25 -4.75 63 257 -5
Total Volume and Open Interest 69,051 267,565 -1,531
Wheat(MGE)
May20 200316 506.00 514.00 503.00 509.75 +1.75 8,234 0 -39,818
Jul20 200316 516.00 523.50 513.50 519.50 +1.25 5,994 0 -16,156
Sep20 200316 526.50 533.75 524.75 529.75 +1.25 2,891 0 -9,135
Dec20 200316 543.00 548.25 540.50 545.00 +1.25 1,910 0 -5,410
Mar21 200316 556.25 561.00 555.25 559.50 +1.25 895 0 -1,946
May21 200316 565.00 570.50 564.00 567.25 +1.25 614 0 -368
Total Volume and Open Interest 20,547 75,208 +2,369
Oats(CBOT)
May20 200316 267.25 268.75 248.25 259.50 -8.75 372 2,981 -28
Jul20 200316 267.25 267.25 252.50 261.75 -7.75 37 874 +9
Sep20 200316 254.75 255.25 254.25 255.25 -4.50 1 130 +0
Dec20 200316 254.25 256.50 250.50 256.50 -3.50 1 609 -1
Total Volume and Open Interest 411 4,594 -20
Rough Rice(CBOT)
Mar20 200313 12.86 13.12 12.86 13.12 -0.03 3 36 -45
May20 200316 13.35 13.66 13.27 13.61 +0.30 817 8,491 -257
Jul20 200316 13.32 13.53 13.23 13.49 +0.22 53 820 +5
Sep20 200316 11.82 11.95 11.81 11.90 +0.10 29 1,796 +22
Total Volume and Open Interest 901 11,182 -234
Live Cattle(CME)
Apr20 200316 91.080 99.980 91.080 91.850 -3.730 17,200 75,478 -5,052
Jun20 200316 85.250 93.450 85.250 85.250 -4.500 24,790 128,175 +3,127
Aug20 200316 84.680 93.050 84.680 85.080 -4.100 13,162 56,809 +1,368
Oct20 200316 89.385 96.580 89.300 89.785 -4.015 8,827 39,749 +447
Dec20 200316 94.930 100.900 94.200 94.550 -4.150 2,419 23,284 -193
Feb21 200316 97.500 104.900 97.480 98.650 -3.330 461 5,703 -49
Total Volume and Open Interest 67,063 331,285 -351
Feeder Cattle(CME)
Mar20 200316 108.500 116.785 108.500 108.500 -4.500 1,400 2,740 -397
Apr20 200316 108.100 117.100 108.100 108.100 -4.500 3,918 12,575 -385
May20 200316 109.980 118.650 109.980 109.980 -4.500 3,492 15,844 -37
Aug20 200316 116.680 124.830 116.680 116.680 -4.500 1,998 9,890 +33
Sep20 200316 117.785 126.200 117.785 117.785 -4.500 872 2,880 -151
Oct20 200316 118.430 126.650 118.430 118.430 -4.500 264 1,438 -12
Nov20 200316 118.830 125.650 118.750 119.000 -4.250 92 480 +9
Total Volume and Open Interest 12,057 46,184 -931
Lean Hogs(CME)
Apr20 200316 52.300 56.580 52.130 53.985 -2.395 21,340 57,333 -6,368
May20 200316 58.200 59.580 58.200 58.200 -4.500 112 2,231 -14
Jun20 200316 66.800 69.385 66.800 66.800 -4.500 17,709 81,953 +2,011
Jul20 200316 68.430 70.785 68.000 68.035 -4.465 6,839 30,325 +115
Aug20 200316 68.000 70.550 67.535 67.725 -4.310 6,827 34,891 -137
Oct20 200316 59.000 60.735 56.900 58.330 -2.550 11,157 40,330 -739
Dec20 200316 55.350 56.735 53.380 54.050 -2.280 4,254 20,495 -23
Feb21 200316 60.000 60.700 57.880 58.235 -1.765 1,323 4,605 +202
Total Volume and Open Interest 70,323 274,388 -4,668
Class III Milk(CME)
Mar20 200316 16.35 16.37 16.33 16.36 +0.02 280 2,897 -8
Apr20 200316 15.95 16.24 15.85 16.00 +0.10 518 2,942 +52
May20 200316 15.85 15.95 15.52 15.59 -0.19 345 2,444 +27
Jun20 200316 16.02 16.07 15.67 15.79 -0.19 316 2,593 +155
Jul20 200316 16.37 16.40 16.12 16.12 -0.23 180 1,308 +76
Aug20 200316 16.62 16.62 16.35 16.35 -0.21 156 1,124 +96
Sep20 200316 16.72 16.73 16.48 16.49 -0.23 116 1,119 +23
Oct20 200316 16.76 16.76 16.59 16.62 -0.14 228 768 +6
Nov20 200316 16.63 16.69 16.63 16.69 -0.13 105 818 +12
Dec20 200316 16.53 16.53 16.45 16.45 -0.21 101 734 -7
Jan21 200316 16.36 16.36 16.34 16.34 -0.16 21 349 +6
Feb21 200316 16.34 16.34 16.34 16.34 -0.17 1 268 +0
Mar21 200316 16.39 16.39 16.39 16.39 -0.16 14 257 +8
Total Volume and Open Interest 2,380 18,016 +446
Cocoa(ICE)
Mar20 200316 2388 2388 2388 2388 -94 0 2 +0
May20 200316 2405 2408 2320 2331 -94 29,291 98,388 -4,186
Jul20 200316 2405 2405 2323 2330 -88 17,344 58,936 +970
Sep20 200316 2410 2410 2332 2336 -82 9,212 55,957 -1,408
Dec20 200316 2359 2362 2300 2302 -73 3,699 48,007 -1,739
Mar21 200316 2370 2370 2277 2279 -71 1,281 22,850 +168
May21 200316 2325 2325 2268 2271 -67 679 6,838 +139
Total Volume and Open Interest 62,213 295,934 -5,885
Coffee "C"(ICE)
Mar20 200316 107.05 107.05 103.90 103.90 -3.15 100 157 +62
May20 200316 105.85 107.40 103.65 103.90 -2.85 31,441 92,560 -1,893
Jul20 200316 107.65 108.90 105.30 105.50 -2.95 20,093 53,782 -1,505
Sep20 200316 109.55 110.50 106.90 107.05 -3.15 10,583 40,948 +1,085
Dec20 200316 111.50 112.50 109.15 109.30 -3.30 5,316 35,605 +496
Mar21 200316 113.55 114.40 111.15 111.30 -3.30 1,683 16,595 +59
Total Volume and Open Interest 70,522 267,339 -1,452
Orange Juice(ICE)
May20 200316 98.90 99.20 97.70 98.90 +0.20 1,171 13,157 -310
Jul20 200316 100.35 100.35 99.10 100.10 -0.10 278 2,267 +184
Sep20 200316 101.55 101.85 100.85 101.65 -0.30 45 833 -1
Nov20 200316 103.20 103.30 102.15 103.30 -0.75 22 356 +9
Jan21 200316 105.00 105.05 104.35 105.05 -1.10 24 304 -12
Mar21 200316 106.65 107.25 106.65 107.25 -1.10 24 169 +0
Total Volume and Open Interest 1,564 17,086 -130
Sugar #11(ICE)
May20 200316 11.60 11.62 10.95 11.09 -0.61 124,522 358,825 -14,963
Jul20 200316 11.55 11.58 10.94 11.06 -0.58 70,972 286,852 +7,547
Oct20 200316 11.75 11.75 11.18 11.24 -0.57 42,365 219,441 -1,251
Mar21 200316 12.21 12.21 11.69 11.74 -0.51 24,707 112,105 +1,924
May21 200316 12.06 12.06 11.60 11.63 -0.46 7,084 39,377 +985
Jul21 200316 11.90 11.90 11.53 11.55 -0.41 7,314 41,014 +1,293
Oct21 200316 12.05 12.05 11.74 11.75 -0.34 3,515 37,892 -1,009
Mar22 200316 12.37 12.37 12.19 12.20 -0.27 1,769 15,415 +353
Total Volume and Open Interest 284,659 1,121,440 -4,557
London Cocoa(LCE)
Mar20 200316 1743 1743 1723 1723 -59 1,496 11,709 -570
May20 200316 1841 1844 1812 1827 -29 12,392 56,115 -1,492
Jul20 200316 1830 1831 1795 1808 -34 8,850 46,150 -221
Sep20 200316 1812 1814 1776 1785 -39 4,189 42,442 +1
Dec20 200316 1730 1740 1697 1705 -38 3,200 64,754 +537
Mar21 200316 1724 1724 1671 1680 -34 2,273 31,575 +324
May21 200316 1698 1698 1663 1672 -28 1,653 11,861 +958
Total Volume and Open Interest 34,608 275,225 -193
London Sugar(LCE)
May20 200316 351.50 351.70 342.00 342.50 -12.50 16,678 48,429 -1,253
Aug20 200316 342.50 342.50 333.40 334.50 -10.90 11,208 46,185 +1,736
Oct20 200316 336.70 338.00 327.90 328.60 -11.30 4,919 12,271 -715
Dec20 200316 337.00 338.00 328.70 329.30 -11.00 2,208 7,995 -30
Mar21 200316 340.30 341.00 331.50 332.20 -9.60 1,317 5,859 +581
Total Volume and Open Interest 37,372 124,215 +1,013
Cotton(ICE)
May20 200316 59.40 59.72 58.10 58.80 -1.69 34,718 102,854 -1,402
Jul20 200316 60.00 60.05 58.50 59.11 -1.65 19,374 48,688 +1,601
Oct20 200316 59.45 59.84 59.45 59.51 -1.59 6 40 -1
Dec20 200316 61.00 61.00 59.30 59.69 -1.53 9,745 50,203 +1,234
Mar21 200316 61.01 61.31 60.30 60.63 -1.52 1,071 8,545 +77
May21 200316 61.76 61.84 61.13 61.45 -1.50 254 764 +44
Total Volume and Open Interest 65,883 214,594 +1,809
Lumber(CME)
May20 200316 325.0 325.0 325.0 325.0 -18.0 121 2,069 -43
Jul20 200316 331.9 331.9 331.9 331.9 -18.0 163 579 -26
Sep20 200316 325.0 325.0 325.0 325.0 -18.0 109 365 -11
Nov20 200316 324.0 324.0 324.0 324.0 -18.0 40 136 +9
Jan21 200316 322.8 322.8 322.8 322.8 -18.0 18 10 +8
Mar21 200316 321.3 321.3 321.3 321.3 -18.0      
May21 200316 319.8 319.8 319.8 319.8        
Crude Oil(NYM)
Apr20 200316 33.75 33.75 28.10 28.70 -3.03 1,025,036 221,602 -44,003
May20 200316 32.69 33.52 28.50 29.00 -3.11 506,866 436,175 +44,126
Jun20 200316 33.89 33.89 29.10 29.55 -3.04 326,009 264,551 +2,014
Jul20 200316 34.19 34.45 29.82 30.22 -2.93 165,667 146,300 -3,510
Aug20 200316 33.71 33.80 30.54 30.90 -2.84 105,463 84,476 +5,038
Sep20 200316 35.24 35.24 31.33 31.60 -2.76 150,014 132,564 +19,364
Oct20 200316 34.65 34.67 32.06 32.28 -2.68 98,034 86,082 -14,433
Nov20 200316 35.07 35.32 32.83 32.95 -2.63 78,268 65,978 -16,607
Dec20 200316 37.06 37.06 33.35 33.59 -2.58 226,719 226,212 -9,816
Jan21 200316 36.16 36.30 33.98 34.14 -2.53 43,854 61,542 +5,235
Feb21 200316 36.47 36.77 34.53 34.62 -2.48 15,990 30,561 +355
Mar21 200316 36.53 37.08 34.97 35.03 -2.44 23,632 38,669 +4
Apr21 200316 35.50 35.50 35.42 35.42 -2.42 4,149 18,966 -657
May21 200316 37.03 37.03 35.78 35.78 -2.41 6,074 16,694 -135
Jun21 200316 38.35 38.39 35.99 36.12 -2.40 57,638 74,869 +3,162
Jul21 200316 38.30 38.30 36.41 36.41 -2.41 2,205 18,782 +891
Total Volume and Open Interest 2,940,111 2,220,595 -9,417
e-miNY Crude Oil(NYM)
Apr20 200316 33.050 33.675 28.100 28.700 -3.025 66,277 4,163 +422
May20 200316 33.425 33.950 28.500 29.000 -3.100 2,454 2,225 +194
Jun20 200316 34.000 34.000 29.150 29.550 -3.050 401 716 +48
Jul20 200316 33.675 33.675 29.975 30.225 -2.925 95 142 -4
Aug20 200316 32.850 33.250 30.900 30.900 -2.850 74 145 +0
Sep20 200316 33.500 33.975 31.475 31.600 -2.750 117 169 +55
Oct20 200316 35.000 35.000 32.200 32.275 -2.675 121 109 +60
Nov20 200316 34.600 34.600 32.950 32.950 -2.625 97 135 +52
Dec20 200316 36.000 36.000 33.500 33.600 -2.575 146 271 +44
Jan21 200316 36.200 36.200 34.000 34.150 -2.525 38 33 +10
Total Volume and Open Interest 69,839 8,223 +882
NY Harbor ULSD(NYM)
Apr20 200316 116.47 117.77 102.48 104.66 -9.08 102,085 74,933 -8,139
May20 200316 118.35 118.35 103.31 105.14 -9.43 71,363 84,102 +4,300
Jun20 200316 116.96 116.96 105.29 106.88 -9.26 78,024 57,790 +4,195
Jul20 200316 119.90 119.90 108.01 109.40 -9.04 32,561 30,684 +168
Aug20 200316 121.81 121.81 110.79 111.91 -8.87 26,136 18,114 -1,416
Sep20 200316 120.70 120.70 113.64 114.50 -8.61 19,673 18,662 -848
Oct20 200316 120.89 121.90 116.00 116.87 -8.38 12,213 12,411 +973
Nov20 200316 124.80 124.80 118.31 118.99 -8.19 6,703 11,185 -4
Dec20 200316 130.26 130.26 120.00 120.84 -8.00 28,417 31,182 -689
Jan21 200316 128.23 128.23 122.18 122.64 -7.89 6,533 12,531 -1,058
Feb21 200316 130.00 130.00 124.05 124.10 -7.82 3,881 5,652 -203
Mar21 200316 132.00 132.00 124.90 125.30 -7.73 3,929 5,666 -103
Apr21 200316 130.00 130.00 126.00 126.08 -7.52 2,091 3,057 +267
May21 200316 133.00 133.00 127.20 127.42 -7.37 779 1,722 +172
Total Volume and Open Interest 403,334 400,975 +96
RBOB Gasoline(NYM)
Apr20 200316 91.50 91.82 67.78 68.99 -20.93 107,453 72,146 -14,290
May20 200316 93.23 93.23 69.40 70.17 -21.18 101,382 87,011 -2,968
Jun20 200316 95.97 95.97 72.52 73.09 -20.71 77,996 41,923 +931
Jul20 200316 95.80 95.80 75.47 76.19 -19.81 53,175 29,581 -3,441
Aug20 200316 95.45 95.45 78.45 79.09 -18.76 41,694 18,009 -1,077
Sep20 200316 97.38 97.40 80.82 81.45 -17.82 34,744 27,432 -1,623
Oct20 200316 90.00 90.00 74.21 75.07 -16.49 17,969 17,280 +1,035
Nov20 200316 88.00 88.60 75.67 76.46 -15.46 12,056 16,580 +994
Dec20 200316 92.50 92.50 77.02 77.87 -14.71 20,148 28,304 -600
Jan21 200316 84.00 84.00 79.23 79.23 -14.38 3,747 3,751 +238
Total Volume and Open Interest 477,382 353,960 -18,237
e-miNY RBOB Gasoline(NYM)
Apr20 200316 69.00 69.00 68.99 69.00 -20.90 1 1 +0
May20 200316 70.20 70.20 70.17 70.20 -21.20      
Jun20 200316 73.10 73.10 73.09 73.10 -20.70      
Jul20 200316 76.20 76.20 76.19 76.20 -19.80      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Apr20 200316 1.854 1.854 1.778 1.815 -0.054 280,154 217,151 -34,942
May20 200316 1.891 1.891 1.814 1.853 -0.048 178,996 326,629 +15,704
Jun20 200316 1.948 1.948 1.877 1.917 -0.051 70,149 88,097 +696
Jul20 200316 2.061 2.061 1.976 2.011 -0.054 64,672 117,808 +2,184
Aug20 200316 2.069 2.081 2.017 2.052 -0.049 28,812 58,548 +2,172
Sep20 200316 2.097 2.098 2.036 2.071 -0.044 29,383 116,266 +655
Oct20 200316 2.125 2.147 2.085 2.123 -0.040 45,715 112,845 -3,831
Nov20 200316 2.264 2.294 2.233 2.274 -0.028 15,517 31,449 +131
Dec20 200316 2.508 2.544 2.476 2.525 -0.011 9,082 35,383 -217
Jan21 200316 2.629 2.666 2.591 2.646 -0.006 22,460 72,535 +2,129
Feb21 200316 2.578 2.622 2.552 2.603 -0.005 4,082 23,449 +566
Mar21 200316 2.472 2.505 2.449 2.489 -0.003 11,604 40,600 +516
Apr21 200316 2.196 2.218 2.176 2.209 -0.002 14,001 45,346 +655
May21 200316 2.153 2.185 2.153 2.179 -0.003 2,435 13,797 -340
Jun21 200316 2.191 2.214 2.186 2.214 -0.004 756 9,827 +96
Jul21 200316 2.234 2.257 2.225 2.255 -0.006 639 7,531 +0
Total Volume and Open Interest 785,971 1,400,404 -11,205
Brent Crude Oil(ICE)
May20 200316 35.82 35.84 29.45 30.05 -3.80 472,738 307,942 -27,299
Jun20 200316 36.00 36.97 31.21 31.69 -3.75 510,873 417,457 +6,438
Jul20 200316 37.90 38.19 32.70 33.16 -3.61 240,867 280,497 +13,228
Aug20 200316 38.19 38.19 34.00 34.40 -3.45 157,047 131,800 -5,400
Sep20 200316 39.91 39.91 35.07 35.42 -3.29 198,201 153,208 +6,780
Oct20 200316 40.61 40.61 35.92 36.20 -3.18 99,629 108,053 +4,357
Nov20 200316 41.25 41.25 36.66 36.91 -3.06 61,296 75,447 +573
Dec20 200316 41.77 41.99 37.29 37.55 -2.93 298,574 287,869 -1,348
Jan21 200316 39.99 40.80 37.91 38.14 -2.82 27,357 75,397 +1,828
Feb21 200316 40.03 40.03 38.69 38.69 -2.73 15,772 57,879 +2,413
Mar21 200316 41.12 41.41 39.21 39.21 -2.64 19,309 45,609 -106
Apr21 200316 40.29 40.59 39.70 39.70 -2.57 5,494 30,519 +507
May21 200316 41.10 41.18 40.15 40.15 -2.52 4,730 24,877 +877
Jun21 200316 44.00 44.00 40.38 40.55 -2.48 88,253 98,805 +2,833
Total Volume and Open Interest 2,352,753 2,565,821 +21,481
Gas Oil(ICE)
Apr20 200316 351.25 351.25 299.25 306.25 -30.25 163,573 157,709 -16,801
May20 200316 351.50 352.00 303.00 311.00 -28.50 144,146 138,688 +4,385
Jun20 200316 354.75 357.25 309.25 317.25 -27.25 122,659 123,910 -1,943
Jul20 200316 364.75 364.75 318.25 326.00 -26.00 38,962 56,469 +1,077
Aug20 200316 372.00 372.00 327.00 334.50 -25.00 25,289 39,789 +2,186
Sep20 200316 359.50 360.50 335.25 342.75 -24.00 30,328 46,049 +1,678
Oct20 200316 365.25 366.00 342.50 349.50 -23.25 18,442 41,014 +770
Nov20 200316 369.00 370.00 347.50 354.25 -22.25 11,512 26,880 +1,164
Dec20 200316 387.50 387.50 351.75 358.00 -21.50 58,438 81,332 -2,477
Jan21 200316 389.75 389.75 357.25 362.75 -21.00 6,270 20,443 +551
Total Volume and Open Interest 655,710 890,036 -16,254
Ethanol(CBOT)
Apr20 200316 1.141 1.141 1.030 1.068 -0.124 42 286 -3
May20 200316 1.090 1.090 1.082 1.083 -0.128 5 158 +1
Jun20 200316 1.104 1.104 1.090 1.098 -0.128 0 12 +0
Jul20 200316 1.098 1.098 1.098 1.098 -0.128      
Aug20 200316 1.098 1.098 1.098 1.098 -0.128      
Sep20 200316 1.098 1.098 1.098 1.098 -0.128      
Oct20 200316 1.098 1.098 1.098 1.098 -0.128      
Nov20 200316 1.098 1.098 1.098 1.098 -0.128      
Total Volume and Open Interest 47 456 -2
WTI Crude Oil(ICE)
Apr20 200316 33.40 33.40 28.12 28.70 -3.03 83,509 49,471 -5,049
May20 200316 33.70 33.70 28.50 29.00 -3.11 100,696 91,287 +1,012
Jun20 200316 33.22 34.06 29.12 29.55 -3.04 150,794 95,925 -2,175
Jul20 200316 33.28 33.47 29.83 30.22 -2.93 56,204 48,200 +2,158
Aug20 200316 33.37 33.54 30.61 30.90 -2.84 26,017 14,087 +1,438
Sep20 200316 33.02 33.92 31.39 31.60 -2.76 39,423 49,445 +7,429
Oct20 200316 33.91 34.77 32.19 32.28 -2.68 7,461 17,507 -390
Nov20 200316 34.61 34.61 32.94 32.95 -2.63 4,969 12,821 -482
Dec20 200316 35.30 35.95 33.50 33.59 -2.58 58,775 97,795 -802
Jan21 200316 34.14 34.14 34.14 34.14 -2.53 2,030 6,848 +154
Feb21 200316 34.62 34.62 34.62 34.62 -2.48 1,854 5,348 +441
Mar21 200316 35.03 35.03 35.03 35.03 -2.44 2,509 6,117 +95
Apr21 200316 35.42 35.42 35.42 35.42 -2.42 1,141 4,266 -55
May21 200316 35.78 35.78 35.78 35.78 -2.41 1,022 4,177 +434
Jun21 200316 37.06 37.06 36.12 36.12 -2.40 12,841 30,102 +1,155
Jul21 200316 36.41 36.41 36.41 36.41 -2.41 756 5,286 +159
Total Volume and Open Interest 571,960 674,348 +10,219
US Dollar Index(ICE)
Mar20 200316 97.985 98.470 97.555 98.240 -0.525 44,986 26,088 -4,317
Jun20 200316 98.450 98.685 97.580 98.152 -0.753 52,406 15,121 +2,426
Sep20 200316 98.200 98.200 97.785 98.183 -0.637 98 236 -5
Total Volume and Open Interest 97,543 41,643 -1,899
Australian Dollar(CME)
Mar20 200316 62.73 62.74 60.90 61.25 -0.23 170,531 75,675 -23,365
Jun20 200316 62.72 62.74 60.78 61.23 -0.22 91,048 147,647 +36,308
Sep20 200316 61.41 61.52 60.85 61.20 -0.19 192 507 -1
Total Volume and Open Interest 262,497 225,846 +12,584
British Pound(CME)
Mar20 200316 124.04 124.38 122.24 122.34 -0.72 200,673 73,387 -27,206
Jun20 200316 124.22 124.50 122.25 122.59 -0.71 124,734 148,471 +29,072
Sep20 200316 123.78 123.78 122.40 122.62 -0.73 32 1,506 -8
Total Volume and Open Interest 326,420 227,372 +2,110
Canadian Dollar(CME)
Mar20 200316 72.70 72.87 71.33 71.49 -0.29 148,010 81,725 -19,112
Jun20 200316 72.58 72.85 71.39 71.55 -0.25 91,143 104,625 +35,057
Sep20 200316 72.75 72.75 71.42 71.59 -0.24 295 2,439 +39
Dec20 200316 72.40 72.40 71.51 71.63 -0.22 81 1,818 +17
Total Volume and Open Interest 240,333 193,574 +16,401
Japanese Yen(CME)
Mar20 200316 93.30 95.10 93.10 94.21 +1.75 265,036 52,678 -32,178
Jun20 200316 94.14 95.55 93.41 94.80 +1.79 129,001 110,376 +29,960
Sep20 200316 94.37 95.72 94.36 95.07 +1.76 216 740 +105
Total Volume and Open Interest 394,956 165,700 -2,102
Swiss Franc(CME)
Mar20 200316 105.77 106.44 105.03 105.64 +0.96 56,015 20,020 -9,836
Jun20 200316 106.09 106.98 105.51 106.34 +1.07 37,149 32,056 +9,041
Sep20 200316 106.85 106.89 106.75 106.75 +1.06 25 89 -8
Total Volume and Open Interest 93,189 52,175 -803
EuroFX(CME)
Mar20 200316 111.72 112.32 110.94 111.36 +0.63 524,008 213,579 -86,308
Jun20 200316 112.14 112.78 111.28 112.27 +1.02 322,831 507,035 +111,853
Sep20 200316 111.90 113.04 111.63 112.57 +1.00 420 2,510 +8
Total Volume and Open Interest 848,211 729,583 +25,578
Mexican Peso(CME)
Mar20 200316 458.00 458.75 436.00 438.38 -16.38 133,285 98,094 -26,951
Apr20 200316 441.25 443.63 433.63 436.38 -16.50 60 60 +17
Total Volume and Open Interest 216,186 221,495 -3,101
Brazilian Real(CME)
Apr20 200316 210.10 210.10 197.45 199.10 -6.85 19,097 48,326 -56
May20 200316 207.30 207.30 197.10 198.80 -6.80 115 180 -15
Jun20 200316 203.40 203.70 197.50 198.65 -6.70 30 1,760 -5
Jul20 200316 198.10 198.10 198.10 198.10 -6.80 5 4 +4
Total Volume and Open Interest 19,247 50,390 -72
30-Year T-Bonds(CBOT)
Mar20 200316 180~100 182~110 179~310 182~110 +4~130 1,661 8,054 -1,216
Jun20 200316 179~180 182~210 177~280 181~020 +4~130 459,051 1,230,611 +1,326
Sep20 200316 178~010 179~240 178~010 178~200 +4~090 16 134 +0
Total Volume and Open Interest 460,728 1,238,799 +110
10-Year T-Notes(CBOT)
Mar20 200316 136~210 138~120 136~210 138~020 +2~085 2,227 22,027 -1,031
Jun20 200316 138~085 138~305 136~200 137~310 +1~220 2,616,395 3,782,559 +24,597
Sep20 200316 137~175 137~175 137~175 137~175 +1~220 0 2 +0
Total Volume and Open Interest 2,618,622 3,804,588 +23,566
5-Year T-Notes(CBOT)
Mar20 200316 124~040 124~050 123~286 124~050 +0~310 3,106 38,707 -1,718
Jun20 200316 125~220 125~222 124~184 124~260 +0~200 1,846,743 4,378,123 -15,867
Sep20 200316 124~260 124~260 124~260 124~260 +0~200      
Total Volume and Open Interest 1,849,849 4,416,830 -17,585
2 Year T-Notes(CBOT)
Mar20 200316 110~015 110~015 109~284 109~284 +0~047 633 58,933 -323
Jun20 200316 110~190 110~190 110~032 110~040 -0~011 1,012,119 3,332,651 +8,192
Sep20 200316 110~040 110~040 110~040 110~040 -0~011 0 2 +0
Total Volume and Open Interest 1,012,752 3,391,586 +7,869
Eurodollars(CME)
Mar20 200316 99.360 99.360 99.110 99.110 +0.045 615,994 1,505,959 +64,621
Jun20 200316 99.660 99.765 99.550 99.615 +0.115 848,205 1,702,404 +503
Sep20 200316 99.730 99.815 99.655 99.675 +0.055 610,023 1,366,186 -22,494
Dec20 200316 99.695 99.785 99.625 99.630 +0.040 530,091 1,135,622 -12,513
Mar21 200316 99.705 99.795 99.650 99.655 +0.050 567,199 992,889 +9,072
Jun21 200316 99.645 99.700 99.605 99.615 +0.080 478,175 883,098 -5,591
Sep21 200316 99.570 99.655 99.555 99.590 +0.100 415,129 707,914 -2,139
Dec21 200316 99.595 99.600 99.480 99.530 +0.120 340,058 708,810 -6,258
Mar22 200316 99.460 99.555 99.415 99.490 +0.140 261,901 545,542 +7,724
Jun22 200316 99.345 99.495 99.345 99.430 +0.155 225,567 423,595 +5,483
Sep22 200316 99.285 99.450 99.255 99.380 +0.165 199,237 345,237 +4,751
Dec22 200316 99.235 99.400 99.210 99.320 +0.170 253,885 258,352 -10,135
Mar23 200316 99.135 99.370 99.135 99.290 +0.180 194,092 371,288 +5,735
Jun23 200316 99.100 99.340 99.100 99.255 +0.180 139,298 172,816 -1,556
Sep23 200316 99.115 99.315 99.115 99.225 +0.185 128,752 126,916 +6,449
Dec23 200316 99.145 99.275 99.105 99.185 +0.190 119,893 115,756 +7,453
Mar24 200316 99.030 99.260 99.030 99.165 +0.200 89,880 111,795 +2,243
Jun24 200316 99.115 99.230 99.040 99.140 +0.215 71,557 62,294 -1,471
Total Volume and Open Interest 6,387,033 11,873,685 +71,379
Ultra T-Bond(CBOT)
Mar20 200316 221~20 221~20 221~20 221~20 +10~23 713 3,861 -67
Jun20 200316 215~14 225~13 214~13 223~06 +10~24 238,905 1,145,311 +7,556
Sep20 200316 223~06 223~06 223~06 223~06 +10~24      
Total Volume and Open Interest 239,618 1,149,172 +7,489
Ultra 10-Yr T-Note(CBOT)
Mar20 200316 155~110 156~000 155~110 155~170 +2~290 224 1,386 -10
Jun20 200316 153~165 156~225 152~100 155~190 +2~290 421,587 880,025 +4,960
Sep20 200316 155~190 155~190 155~190 155~190 +2~290      
Total Volume and Open Interest 421,811 881,411 +4,950
30 Day Federal Funds(CBOT)
Mar20 200316 99.390 99.390 99.323 99.345 +0.065 79,005 266,790 -6,787
Apr20 200316 99.930 99.935 99.870 99.895 +0.055 269,947 390,926 -2,190
May20 200316 99.935 99.935 99.885 99.895 +0.025 210,318 305,161 -14,234
Jun20 200316 99.920 99.925 99.895 99.910 +0.030 77,026 170,018 -182
Jul20 200316 99.930 99.940 99.900 99.920 +0.030 149,265 221,267 -6,012
Aug20 200316 99.925 99.945 99.905 99.920 +0.020 81,667 133,748 +3,955
Total Volume and Open Interest 1,131,298 1,946,067 -46,860
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 200316 221.84 224.24 217.20 217.70 -4.76 82,002 243,616 -14,011
Sep20 200316 227.20 227.20 227.20 227.20 -4.76 0 15 -10
Dec20 200316 219.70 219.70 219.70 219.70 -4.76      
Total Volume and Open Interest 82,002 243,631 -14,021
Euro-Bund(EUREX)
Jun20 200316 174.60 175.25 171.97 172.17 -2.00 1,009,816 1,632,306 -5,693
Sep20 200316 177.93 178.65 175.50 175.59 -2.05 20 260 +13
Dec20 200316 173.22 173.22 173.22 173.22 -2.00      
Total Volume and Open Interest 1,009,836 1,632,566 -5,680
Euro-Bobl(EUREX)
Jun20 200316 136.18 136.39 135.37 135.45 -0.58 532,134 1,161,101 +14,984
Sep20 200316 135.05 135.05 135.05 135.05 -0.58 0 329 +0
Dec20 200316 135.38 135.38 135.38 135.38 -0.58      
Total Volume and Open Interest 532,134 1,161,430 +14,984
Euro-Schatz(EUREX)
Jun20 200316 112.65 112.70 112.54 112.57 -0.07 510,835 1,467,235 +54,862
Sep20 200316 112.62 112.62 112.62 112.62 -0.07 0 65 +0
Dec20 200316 113.57 113.57 113.57 113.57 -0.07      
Total Volume and Open Interest 510,835 1,467,300 +54,862
3-Mth Euribor(EUREX)
Mar20 200316 100.410 100.410 100.410 100.410 -0.010 0 1,586 +0
Jun20 200316 100.435 100.435 100.430 100.435 +0.010 300 1,257 +196
Sep20 200316 100.480 100.480 100.460 100.460 -0.005 0 779 +0
Total Volume and Open Interest 300 6,016 +196
Long Gilt(LIFFE)
Mar20 200316 137~00 137~06 135~29 135~29 -0~28 215 9,239 +0
Jun20 200316 135~17 136~11 134~29 135~01 -0~28 284,611 562,589 -15,190
Total Volume and Open Interest 284,826 571,828 -15,190
3-Mth Short Sterling(LIFFE)
Mar20 200316 99.48 99.52 99.47 99.50 +0.03 219,708 703,658 -23,984
Jun20 200316 99.57 99.63 99.57 99.61 +0.04 231,624 796,873 +9,966
Sep20 200316 99.64 99.65 99.61 99.64 +0.05 186,749 557,902 +10,872
Dec20 200316 99.58 99.63 99.58 99.62 +0.05 143,781 576,056 -29,425
Mar21 200316 99.57 99.63 99.57 99.61 +0.06 143,887 409,455 -3,622
Jun21 200316 99.55 99.61 99.54 99.58 +0.06 138,512 344,080 +21,750
Total Volume and Open Interest 1,891,272 4,515,034 -46,587
3-Mth Euribor(LIFFE)
Mar20 200316 100.425 100.435 100.410 100.410 -0.010 258,554 520,929 -44,052
Jun20 200316 100.420 100.450 100.420 100.430 +0.005 244,832 483,240 -21,276
Sep20 200316 100.460 100.495 100.455 100.460 -0.005 150,740 434,967 -1,123
Total Volume and Open Interest 1,854,987 4,061,889 -142,050
3-Mth Aus T-Bills(SFE)
Mar20 200312 99.46 99.65 99.41 99.47 unch 19,323 34,986 -18,577
Jun20 200316 99.38 99.54 99.32 99.50 +0.11 48,453 162,803 -70
Sep20 200316 99.44 99.58 99.39 99.50 +0.05 32,415 173,685 +2,820
Dec20 200316 99.44 99.59 99.39 99.49 +0.04 20,257 165,815 -6,419
Mar21 200316 99.43 99.56 99.37 99.49 +0.05 20,058 138,357 -3,245
Jun21 200316 99.39 99.53 99.34 99.44 +0.04 12,350 89,605 +1,693
Sep21 200316 99.35 99.48 99.29 99.40 +0.05 6,457 71,348 +379
Dec21 200316 99.31 99.41 99.23 99.34 +0.05 4,313 50,586 +38
Mar22 200316 99.24 99.36 99.16 99.28 +0.04 5,781 15,316 +2,505
Jun22 200316 99.22 99.22 99.22 99.22 +0.03 68 2,266 -49
Total Volume and Open Interest 151,203 871,665 -22,347
10-Year Aus T-Bonds(SFE)
Mar20 200316 99.04 99.15 98.87 99.08 +0.04 719,147 772,168 -388,595
Jun20 200316 99.04 99.21 98.88 99.11 +0.06 670,130 1,166,424 +333,709
Total Volume and Open Interest 1,389,277 1,938,592 -54,886
3-Year Aus T-Bonds(SFE)
Mar20 200316 99.46 99.59 99.30 99.54 +0.08 561,686 815,434 -262,011
Jun20 200316 99.50 99.67 99.44 99.57 +0.05 441,321 922,130 +329,163
Total Volume and Open Interest 1,003,007 1,737,564 +67,152
Gold(CMX)
Apr20 200316 1563.8 1574.8 1450.9 1486.5 -30.2 605,721 288,687 -45,825
Jun20 200316 1564.8 1576.0 1453.0 1488.6 -30.9 94,802 195,317 +16,383
Aug20 200316 1555.0 1576.1 1454.8 1490.8 -31.0 16,678 44,695 -3,531
Oct20 200316 1570.4 1576.7 1457.1 1492.4 -31.0 1,253 12,197 +29
Dec20 200316 1573.0 1578.6 1458.8 1493.8 -31.1 3,048 36,359 -298
Feb21 200316 1548.7 1553.0 1461.7 1495.5 -31.2 845 11,870 -34
Apr21 200316 1467.1 1496.8 1467.0 1496.8 -31.4 9 2,142 +0
Jun21 200316 1550.7 1550.7 1464.2 1498.2 -31.6 35 2,580 +1
Aug21 200316 1485.0 1503.0 1485.0 1500.0 -32.2 0 49 +0
Oct21 200316 1502.1 1502.1 1502.1 1502.1 -32.6 0 6 +0
Dec21 200316 1557.9 1557.9 1460.3 1502.9 -32.6 66 1,632 +0
Total Volume and Open Interest 723,848 596,340 -33,258
Silver(CMX)
Mar20 200316 1488.5 1488.5 1185.0 1277.2 -168.4 51 538 -97
May20 200316 1510.0 1524.5 1177.0 1281.6 -168.4 147,255 122,550 -2,224
Jul20 200316 1511.0 1515.0 1180.0 1284.5 -168.9 6,005 31,869 -547
Sep20 200316 1509.0 1509.0 1220.5 1287.1 -169.3 1,966 11,613 +686
Dec20 200316 1504.0 1515.0 1186.5 1290.2 -170.0 1,694 12,074 -231
Mar21 200316 1512.5 1512.5 1278.0 1293.2 -170.0 440 1,404 +20
May21 200316 1330.5 1330.5 1295.8 1295.8 -170.0 2 47 +0
Total Volume and Open Interest 158,298 180,832 -2,408
Platinum(NYMEX)
Apr20 200316 769.4 775.0 562.0 657.7 -86.2 47,661 44,791 -2,376
Jul20 200316 772.4 772.4 556.0 659.1 -85.7 6,668 28,647 +809
Oct20 200316 768.2 771.3 561.3 661.9 -85.7 366 1,179 +40
Jan21 200316 747.6 772.4 597.0 666.3 -84.0 79 144 -3
Total Volume and Open Interest 54,861 74,798 -1,502
Palladium(NYMEX)
Mar20 200316 1544.20 1544.20 1544.20 1544.20 +5.00 10 14 -7
Jun20 200316 1581.60 1759.30 1355.10 1514.10 +5.00 10,857 9,968 -497
Sep20 200316 1590.20 1708.00 1356.00 1506.80 +8.30 189 1,182 -29
Total Volume and Open Interest 11,062 11,601 -529
Copper(CMX)
Mar20 200316 245.50 246.00 236.40 239.85 -7.55 985 2,538 -100
May20 200316 251.00 251.55 233.50 239.25 -7.15 116,117 126,438 -2,200
Jul20 200316 251.00 251.60 234.00 239.55 -7.15 11,575 43,398 +1,018
Sep20 200316 250.95 251.15 234.65 240.20 -7.00 5,166 23,661 -823
Dec20 200316 251.80 251.80 236.00 241.20 -6.80 1,340 16,449 +3
Total Volume and Open Interest 136,162 224,788 -1,968
E-mini DJIA Index(CBOT)
Mar20 200316 22867 22899 20062 20399 -2589 465,613 73,977 -3,275
Jun20 200316 22705 22708 19975 20261 -2578 24,896 13,756 +5,244
Sep20 200316 22018 22018 19967 20126 -2601 41 79 -4
Dec20 200316 19964 19964 19964 19964 -2612 0 4 +0
Total Volume and Open Interest 490,550 87,816 +1,965
S & P 500(CME)
Mar20 200313 2614.00 2703.00 2490.00 2696.00 +227.00 12,662 102,626 +7,168
Jun20 200316 2603.75 2627.50 2385.25 2405.25 -278.75 3,997 2,230 +2,026
Sep20 200316 2393.50 2393.50 2393.50 2393.50 -279.00 0 11 +0
Dec20 200316 2381.50 2381.50 2381.50 2381.50 -286.75      
Total Volume and Open Interest 17,985 109,498 +6,583
S & P 500 E-Mini(CME)
Mar20 200316 2673.75 2675.00 2360.25 2416.25 -279.75 4,366,577 3,112,678 -78,039
Jun20 200316 2631.50 2652.00 2350.00 2405.25 -278.75 1,434,076 689,460 +336,555
Sep20 200316 2648.25 2648.25 2337.00 2393.50 -279.00 3,246 4,066 +547
Dec20 200316 2400.00 2497.25 2381.50 2381.50 -286.75 18 2,580 +4
Total Volume and Open Interest 5,803,917 3,808,849 +259,067
NASDAQ 100 E-Mini(CME)
Mar20 200316 7903.00 7905.25 6927.00 7057.50 -858.25 876,291 209,244 +7,790
Jun20 200316 7919.75 7920.00 6906.00 7040.50 -860.25 67,573 38,014 +15,399
Sep20 200316 7610.25 7610.25 6963.00 7086.25 -805.25 174 226 +65
Total Volume and Open Interest 944,038 247,504 +23,254
S&P Midcap 400(CME) e-Mini
Mar20 200316 1489.90 1489.90 1282.30 1297.20 -249.50 53,398 77,354 -1,452
Jun20 200316 1461.60 1461.60 1270.20 1288.10 -250.80 23,138 11,438 +10,694
Sep20 200316 1307.20 1307.20 1307.20 1307.20 -239.30      
Total Volume and Open Interest 76,536 88,792 +9,242
Volatility Index(CBOE)
Mar20 200316 54.00 76.25 54.00 72.63 +19.20 136,735 96,501 -20,278
Apr20 200316 43.55 63.00 43.55 59.15 +15.25 178,140 206,210 +20,641
May20 200316 34.50 47.78 34.50 44.88 +10.35 56,665 48,663 -7,455
Jun20 200316 32.00 40.75 31.90 38.95 +8.30 29,622 30,878 +2,231
Total Volume and Open Interest 430,238 446,583 -7,294
S & P 600(CME)
Mar20 200316 628.40 628.40 628.40 628.40 -93.60      
Jun20 200316 628.80 628.80 628.80 628.80 -93.60      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200316 1174.70 1188.60 972.90 1032.40 -166.30 410,718 505,780 +6,072
Jun20 200316 1170.00 1183.40 966.90 1026.50 -167.70 111,693 75,282 +58,328
Sep20 200316 1038.40 1038.40 1038.40 1038.40 -154.50 0 11 +0
Total Volume and Open Interest 522,411 581,073 +64,400
Nikkei 225(CME)
Jun20 200316 18240 18240 16060 16465 -1755 21,661 11,188 +1,496
Sep20 200316 16595 16595 16595 16595 -1630      
Total Volume and Open Interest 21,661 11,188 -9,964
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 200316 17250 17595 16650 16840 +50 1,630,421 574,444 +363,885
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 200316 17250 17590 16650 16840 +50 165,726 300,342 +43,090
Sep20 200316 17210 17530 16680 16780 -30 388 4,521 +746
Dec20 200316 17120 17360 16600 16660 +60 29 49,775 +1,039
Total Volume and Open Interest 268,333 577,776 -32,424
Nikkei 225(CME) Yen
Jun20 200316 18025 18025 15860 16220 -1710 163,717 38,632 +13,500
Sep20 200316 17385 17495 15840 16160 -1715      
Dec20 200316 16275 16275 16275 16275 -1570      
Total Volume and Open Interest 163,717 38,632 -22,560
Nikkei 225(CME) e-Mini Yen
Mar20 200312 17060 17060 17060 17060 -2110 0 3 +0
Jun20 200316 16220 16220 16220 16220 -1710      
Sep20 200316 16160 16160 16160 16160 -1720      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Mar20 200316 3904.5 3958.5 3624.0 3874.5 -234.5 427,925 395,590 +38,781
Apr20 200316 3895.0 3947.0 3620.5 3869.5 -228.5 22,091 28,126 +11,716
May20 200316 3817.5 3817.5 3817.5 3817.5 -214.5      
Jun20 200316 3725.0 3872.0 3577.0 3809.5 -172.5 93 3,577 -124
Total Volume and Open Interest 450,109 496,300 +50,373
Hang Seng Index(HKFE)
Mar20 200316 23850 24749 22666 22724 -1151 222,430 121,433 +5,900
Apr20 200316 23841 24733 22654 22705 -1165 3,477 5,516 +1,357
Total Volume and Open Interest 227,322 138,885 +7,340
DAX(EUREX)
Mar20 200316 9117.5 9117.5 8226.5 8719.0 -456.0 209,792 138,443 +15,926
Jun20 200316 9100.0 9100.0 8210.0 8703.5 -467.0 6,923 10,376 +4,077
Sep20 200316 8565.5 8888.0 8251.0 8675.0 -466.0 57 284 +29
Total Volume and Open Interest 216,772 149,103 +20,032
Mini-DAX(EUREX)
Mar20 200316 9059.0 9083.0 8232.0 8719.0 -456.0 120,460 29,436 +2,548
Jun20 200316 9072.0 9072.0 8218.0 8703.5 -467.0 2,192 2,035 +492
Sep20 200316 8670.0 8715.0 8367.0 8675.0 -466.0 56 292 +21
Total Volume and Open Interest 122,708 31,763 +3,061
DJ EuroSTOXX 50(EUREX)
Mar20 200316 2537 2537 2271 2419 -132 5,188,383 5,826,580 +780,461
Jun20 200316 2450 2490 2226 2371 -126 1,029,065 1,441,619 +565,725
Sep20 200316 2330 2410 2213 2349 -121 13,231 53,255 +9,584
Total Volume and Open Interest 6,234,479 7,458,109 +1,358,727
Swiss Market Index(EUREX)
Mar20 200316 8036 8304 7593 8167 -116 191,951 277,195 +22,964
Jun20 200316 7816 8118 7413 7993 -101 22,474 60,460 +8,303
Sep20 200316 7683 7945 7420 7945 -87 231 1,097 +110
Total Volume and Open Interest 214,656 338,752 +31,377
FT-SE 100(EURONEXT)
Mar20 200316 5280.00 5333.50 4834.00 5116.50 -216.50 414,568 750,660 +5,883
Jun20 200316 5155.00 5299.00 4794.00 5088.00 -207.50 62,985 58,975 +48,625
Sep20 200316 5040.00 5040.00 4845.50 4995.50 -216.00 25 49 +3
Total Volume and Open Interest 477,580 809,736 +54,513
SPI 200(SFE)
Mar20 200316 5559.0 5675.0 4986.0 5048.0 -546.0 161,377 431,714 +657
Jun20 200316 5519.0 5642.0 4968.0 5021.0 -543.0 6,164 32,246 +5,195
Sep20 200316 4937.0 4937.0 4937.0 4937.0 -543.0 0 29 +0
Total Volume and Open Interest 168,285 466,381 +6,474
FTSE MIB(ISE)
Mar20 200316 15180.00 15530.00 14045.00 15009.00 -880.00 99,145 142,327 +5,754
Jun20 200316 14550.00 15350.00 13850.00 14662.00 -800.00 2,683 8,105 +1,307
Sep20 200316 14530.00 14610.00 14380.00 14380.00 -870.00 1 76 +0
Total Volume and Open Interest 101,829 150,508 +7,061
KOSPI 200(KFE)
Jun20 200316 243.55 252.05 229.55 229.55 -11.00 334,783 304,437 +51,830
Sep20 200316 240.40 251.30 229.10 229.10 -11.25 92 3,018 +697
Dec20 200316 253.50 277.95 253.50 277.95 +11.25 39 28,867 +2,006
Total Volume and Open Interest 770,972 474,629 +12,997
GSCI(CME)
Apr20 200316 282.20 282.45 277.50 279.05 -19.45 1,142 7,598 +780
May20 200316 280.55 280.55 280.55 280.55 -19.45      
Jun20 200316 284.50 284.50 284.50 284.50        
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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