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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue March 17, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May20 200317 824.75 832.50 822.00 824.25 +2.50 157,825 312,623 -13,954
Jul20 200317 833.00 840.75 830.25 831.00 +0.50 75,670 182,227 -2,525
Aug20 200317 836.50 845.25 834.00 834.75 -0.50 7,379 17,400 +104
Sep20 200317 839.00 848.25 837.00 837.75 -1.00 5,752 19,523 -84
Nov20 200317 846.25 854.25 842.00 842.75 -2.00 33,363 115,857 -3,517
Jan21 200317 851.25 858.50 845.00 846.00 -3.00 5,728 32,333 -311
Mar21 200317 844.00 851.75 837.00 837.75 -5.00 12,022 82,137 +392
May21 200317 846.00 853.50 838.25 839.00 -5.50 2,909 18,149 +121
Jul21 200317 854.50 861.00 847.25 847.50 -5.75 2,397 13,574 +423
Aug21 200317 850.50 850.50 848.50 848.50 -5.75 80 593 +8
Sep21 200317 850.00 850.00 847.50 847.50 -5.50 44 240 +10
Nov21 200317 855.25 863.00 850.25 850.25 -5.75 1,443 9,669 +148
Jan22 200317 859.00 859.00 859.00 859.00 -5.75 0 41 +0
Mar22 200317 861.25 861.25 861.25 861.25 -5.75 0 32 +0
Total Volume and Open Interest 304,624 804,600 -19,185
Soybean Meal(CBOT)
May20 200317 296.50 299.50 295.60 298.30 +2.00 74,500 184,309 -6,163
Jul20 200317 297.70 299.60 296.20 296.50 -1.00 40,959 89,719 -1,331
Aug20 200317 298.90 300.30 296.50 296.70 -1.80 7,629 17,718 -437
Sep20 200317 299.50 301.20 297.10 297.20 -2.20 5,758 16,773 -70
Oct20 200317 300.60 302.10 297.50 297.70 -2.90 4,115 15,592 +0
Dec20 200317 303.40 305.00 299.80 299.90 -3.50 14,565 62,026 -111
Jan21 200317 303.10 304.60 299.50 299.50 -3.80 1,079 7,245 +354
Mar21 200317 299.70 300.70 295.10 295.50 -3.80 1,341 21,142 +119
May21 200317 298.30 299.70 293.50 294.30 -3.70 725 11,131 +20
Jul21 200317 300.70 302.40 296.50 296.70 -3.60 203 4,871 -16
Total Volume and Open Interest 151,060 435,767 -7,880
Soybean Oil(CBOT)
May20 200317 25.01 25.90 24.97 25.24 +0.25 92,946 179,149 -865
Jul20 200317 25.36 26.22 25.32 25.59 +0.25 43,098 109,798 +1,107
Aug20 200317 25.54 26.40 25.51 25.76 +0.24 6,517 35,090 +351
Sep20 200317 25.79 26.57 25.74 25.94 +0.23 5,849 24,523 +1,219
Oct20 200317 26.16 26.75 25.93 26.12 +0.21 2,887 14,907 +242
Dec20 200317 26.25 27.12 26.24 26.47 +0.22 17,552 66,166 +1,560
Jan21 200317 26.55 27.36 26.55 26.76 +0.21 3,610 9,614 +256
Mar21 200317 26.83 27.62 26.82 27.05 +0.22 3,410 17,409 -112
May21 200317 27.28 27.84 27.10 27.35 +0.24 1,649 10,037 +62
Jul21 200317 27.59 28.16 27.44 27.69 +0.24 1,120 4,491 +12
Total Volume and Open Interest 179,495 475,386 +3,937
Canola(WCE)
Mar20 200313 454.2 454.2 454.2 454.2 +2.6      
May20 200317 448.0 455.4 447.3 453.3 +5.3 10,632 86,826 -2,269
Jul20 200317 455.4 463.0 454.6 460.9 +5.7 7,969 48,663 +1,141
Nov20 200317 461.8 471.7 461.5 470.0 +8.0 3,572 41,527 +299
Jan21 200317 468.5 478.9 468.5 477.4 +8.4 689 3,628 +275
Total Volume and Open Interest 23,060 181,930 -575
Corn(CBOT)
May20 200317 355.25 356.75 342.75 344.00 -10.75 191,029 552,326 -6,644
Jul20 200317 358.75 360.50 348.75 350.00 -8.50 106,710 360,777 +1,359
Sep20 200317 361.00 362.25 353.75 354.75 -6.25 32,055 179,078 -1,447
Dec20 200317 367.00 368.00 361.50 362.50 -4.50 47,847 269,175 -903
Mar21 200317 377.25 378.25 373.00 374.00 -3.75 7,654 25,670 -189
May21 200317 382.50 382.75 378.25 379.00 -3.75 1,053 6,204 +115
Jul21 200317 384.75 385.25 380.75 381.75 -3.00 3,023 26,509 +1,566
Sep21 200317 376.25 377.75 372.75 374.25 -3.00 646 4,543 +40
Dec21 200317 382.00 382.75 378.50 379.00 -2.75 1,194 24,578 +246
Mar22 200317 393.00 394.50 390.75 391.00 -2.00 74 398 +43
Total Volume and Open Interest 391,336 1,450,294 -6,055
Wheat(CBOT)
May20 200317 496.25 506.50 494.50 499.25 +1.25 69,365 179,568 -3,509
Jul20 200317 498.25 507.00 496.00 500.00 +0.50 40,701 111,533 -2,147
Sep20 200317 503.50 512.25 502.25 505.75 +0.25 16,455 62,313 +82
Dec20 200317 515.00 522.00 512.75 516.00 -0.25 9,393 50,297 -1,326
Mar21 200317 524.50 531.25 522.50 525.50 -0.50 1,889 11,830 -70
May21 200317 528.25 533.25 525.75 528.00 -1.25 469 2,239 +136
Total Volume and Open Interest 138,786 423,397 -6,755
Wheat(KCBT)
May20 200317 422.75 438.75 420.25 432.25 +8.50 25,503 128,775 -1,812
Jul20 200317 430.00 444.75 427.50 438.00 +7.00 14,765 70,175 +205
Sep20 200317 440.00 453.25 438.50 446.75 +6.25 6,076 27,473 -865
Dec20 200317 453.00 466.00 451.25 459.75 +5.50 3,019 31,185 -297
Mar21 200317 467.00 478.25 464.25 472.75 +5.50 431 6,047 +23
May21 200317 476.75 487.75 475.50 481.75 +4.50 58 889 +6
Jul21 200317 478.75 491.00 478.50 484.50 +3.25 89 281 +24
Total Volume and Open Interest 49,941 264,849 -2,716
Wheat(MGE)
May20 200317 509.75 519.25 507.00 509.25 -0.50 4,330 40,179 +40,179
Jul20 200317 519.75 528.25 517.00 518.75 -0.75 2,583 16,509 +16,509
Sep20 200317 530.50 538.00 527.00 528.50 -1.25 795 9,510 +9,510
Dec20 200317 543.75 552.25 541.75 542.50 -2.50 476 5,871 +5,871
Mar21 200317 557.75 564.75 556.50 556.75 -2.75 285 2,266 +2,266
May21 200317 570.50 570.50 564.25 564.25 -3.00 51 827 +827
Total Volume and Open Interest 8,520 75,172 -36
Oats(CBOT)
May20 200317 257.00 259.25 251.50 253.50 -6.00 390 2,950 -31
Jul20 200317 259.50 259.50 254.00 255.50 -6.25 71 834 -40
Sep20 200317 254.50 254.50 249.75 249.75 -5.50 6 133 +3
Dec20 200317 253.50 254.00 251.25 251.25 -5.25 0 609 +0
Total Volume and Open Interest 467 4,526 -68
Rough Rice(CBOT)
Mar20 200313 12.86 13.12 12.86 13.12 -0.03 3 36 -45
May20 200317 13.61 14.06 13.58 13.95 +0.34 1,008 8,342 -149
Jul20 200317 13.52 13.85 13.48 13.76 +0.27 88 829 +9
Sep20 200317 11.92 12.05 11.89 11.94 +0.04 75 1,814 +18
Total Volume and Open Interest 1,171 11,029 -153
Live Cattle(CME)
Apr20 200317 94.050 96.350 94.000 96.350 +4.500 42,481 65,681 -9,797
Jun20 200317 87.300 89.750 87.050 89.750 +4.500 40,918 128,157 -18
Aug20 200317 87.330 89.580 86.600 89.580 +4.500 26,646 56,265 -544
Oct20 200317 91.885 94.285 90.635 93.500 +3.715 17,367 39,406 -343
Dec20 200317 96.400 99.000 94.950 97.885 +3.335 12,357 22,983 -301
Feb21 200317 100.800 102.785 99.180 101.635 +2.985 2,518 5,871 +168
Total Volume and Open Interest 143,224 320,609 -10,676
Feeder Cattle(CME)
Mar20 200317 109.680 115.250 109.680 113.550 +5.050 2,230 2,385 -355
Apr20 200317 109.000 114.850 108.650 110.885 +2.785 12,444 10,721 -1,854
May20 200317 111.035 116.730 110.535 111.850 +1.870 13,487 15,570 -274
Aug20 200317 117.580 123.430 116.535 119.330 +2.650 6,991 9,721 -169
Sep20 200317 120.200 124.535 118.230 121.050 +3.265 2,972 2,854 -26
Oct20 200317 121.200 125.180 119.050 122.135 +3.705 1,880 1,595 +157
Nov20 200317 123.000 125.750 120.080 122.900 +3.900 540 487 +7
Total Volume and Open Interest 40,662 43,699 -2,485
Lean Hogs(CME)
Apr20 200317 55.500 58.485 55.500 58.485 +4.500 22,410 53,252 -4,081
May20 200317 58.580 62.700 58.580 62.680 +4.480 414 2,178 -53
Jun20 200317 67.475 71.300 67.285 70.430 +3.630 18,735 82,953 +1,000
Jul20 200317 68.680 72.535 68.680 72.285 +4.250 8,876 29,678 -647
Aug20 200317 69.000 72.230 68.850 72.050 +4.325 7,667 34,173 -718
Oct20 200317 59.400 62.830 59.400 62.285 +3.955 7,702 39,535 -795
Dec20 200317 55.235 58.550 55.235 58.300 +4.250 2,625 20,408 -87
Feb21 200317 59.035 62.735 59.035 62.735 +4.500 339 4,599 -6
Total Volume and Open Interest 68,835 268,996 -5,392
Class III Milk(CME)
Mar20 200317 16.34 16.36 16.32 16.33 -0.03 146 2,939 +42
Apr20 200317 15.86 16.05 15.85 15.99 -0.01 487 2,921 -21
May20 200317 15.60 15.60 15.41 15.47 -0.12 312 2,520 +76
Jun20 200317 15.75 15.75 15.55 15.56 -0.23 320 2,696 +103
Jul20 200317 15.98 16.04 15.90 15.91 -0.21 196 1,399 +91
Aug20 200317 16.21 16.23 16.12 16.15 -0.20 111 1,166 +42
Sep20 200317 16.43 16.44 16.32 16.33 -0.16 145 1,203 +84
Oct20 200317 16.59 16.59 16.42 16.45 -0.17 118 843 +75
Nov20 200317 16.49 16.51 16.39 16.42 -0.27 66 859 +41
Dec20 200317 16.32 16.33 16.22 16.23 -0.22 49 762 +28
Jan21 200317 16.15 16.16 16.11 16.13 -0.21 10 359 +10
Feb21 200317 16.17 16.18 16.13 16.17 -0.17 10 278 +10
Mar21 200317 16.25 16.25 16.22 16.25 -0.14 10 267 +10
Total Volume and Open Interest 1,980 18,607 +591
Cocoa(ICE)
Mar20 200316 2388 2388 2388 2388 -94 0 2 +0
May20 200317 2315 2325 2249 2318 -13 29,735 90,943 -7,445
Jul20 200317 2327 2327 2260 2313 -17 19,060 58,915 -21
Sep20 200317 2336 2336 2262 2299 -37 11,613 53,466 -2,491
Dec20 200317 2289 2299 2238 2267 -35 5,177 47,039 -968
Mar21 200317 2285 2285 2225 2252 -27 4,203 23,587 +737
May21 200317 2270 2276 2218 2244 -27 738 6,850 +12
Total Volume and Open Interest 71,409 286,001 -9,933
Coffee "C"(ICE)
Mar20 200317 104.40 104.40 102.80 102.90 -1.00 62 168 +11
May20 200317 103.95 104.70 101.40 102.60 -1.30 30,747 89,037 -3,523
Jul20 200317 105.95 106.30 103.05 104.00 -1.50 12,379 53,557 -225
Sep20 200317 107.35 107.90 104.75 105.45 -1.60 6,883 40,853 -95
Dec20 200317 109.50 110.15 107.10 107.65 -1.65 3,097 35,563 -42
Mar21 200317 111.55 112.00 109.25 109.60 -1.70 1,220 16,817 +222
Total Volume and Open Interest 55,322 263,880 -3,459
Orange Juice(ICE)
May20 200317 98.95 101.50 98.95 101.00 +2.10 1,384 12,562 -595
Jul20 200317 100.15 102.50 100.10 101.80 +1.70 338 2,523 +256
Sep20 200317 101.70 103.75 101.70 103.10 +1.45 67 842 +9
Nov20 200317 104.45 104.65 104.10 104.10 +0.80 33 368 +12
Jan21 200317 106.15 106.15 105.50 105.50 +0.45 15 302 -2
Mar21 200317 108.00 108.00 107.55 107.55 +0.30 9 171 +2
Total Volume and Open Interest 1,846 16,768 -318
Sugar #11(ICE)
May20 200317 11.15 11.17 10.85 10.89 -0.20 109,465 347,757 -11,068
Jul20 200317 11.15 11.15 10.83 10.86 -0.20 60,244 285,310 -1,542
Oct20 200317 11.33 11.33 11.02 11.04 -0.20 35,935 216,122 -3,319
Mar21 200317 11.81 11.82 11.54 11.56 -0.18 12,143 109,208 -2,897
May21 200317 11.70 11.71 11.46 11.48 -0.15 2,971 39,432 +55
Jul21 200317 11.62 11.63 11.40 11.43 -0.12 2,036 40,987 -27
Oct21 200317 11.84 11.84 11.63 11.65 -0.10 1,006 37,864 -28
Mar22 200317 12.30 12.30 12.10 12.13 -0.07 289 15,409 -6
Total Volume and Open Interest 224,370 1,102,563 -18,877
London Cocoa(LCE)
May20 200317 1840 1862 1798 1853 +26 19,483 61,565 +5,450
Jul20 200317 1817 1832 1782 1823 +15 6,924 46,075 -75
Sep20 200317 1792 1807 1764 1795 +10 4,380 42,292 -150
Dec20 200317 1715 1724 1688 1710 +5 5,994 66,420 +1,666
Mar21 200317 1683 1692 1664 1685 +5 2,174 31,269 -306
May21 200317 1673 1678 1659 1678 +6 1,521 12,810 +949
Jul21 200317 1667 1673 1654 1673 +6 388 5,967 +133
Total Volume and Open Interest 52,190 272,119 -3,106
London Sugar(LCE)
May20 200317 342.90 343.20 337.00 338.50 -4.00 6,742 46,528 -1,901
Aug20 200317 334.60 335.50 329.20 330.10 -4.40 6,802 46,052 -133
Oct20 200317 328.70 329.30 323.10 323.80 -4.80 1,332 12,475 +204
Dec20 200317 329.60 330.70 324.80 325.10 -4.20 358 8,129 +134
Mar21 200317 332.00 332.80 327.40 327.60 -4.60 306 5,963 +104
Total Volume and Open Interest 15,827 122,860 -1,355
Cotton(ICE)
May20 200317 58.76 59.67 57.86 57.92 -0.88 31,028 101,436 -1,418
Jul20 200317 59.10 59.98 58.30 58.35 -0.76 17,872 49,035 +347
Oct20 200317 59.33 59.69 59.05 59.05 -0.46 3 39 -1
Dec20 200317 59.96 60.55 59.01 59.10 -0.59 7,779 50,457 +254
Mar21 200317 61.22 61.25 60.00 60.06 -0.57 877 8,545 +0
May21 200317 62.00 62.00 60.92 60.96 -0.49 355 840 +76
Total Volume and Open Interest 58,261 213,981 -613
Lumber(CME)
May20 200317 318.5 318.5 305.3 310.0 -15.0 1,152 1,671 -398
Jul20 200317 323.0 325.0 314.8 319.1 -12.8 201 576 -3
Sep20 200317 322.9 324.4 315.0 318.0 -7.0 107 348 -17
Nov20 200317 320.0 320.0 315.0 319.0 -5.0 14 135 -1
Jan21 200317 322.5 322.5 322.5 322.5 -0.3 8 15 +5
Mar21 200317 321.0 321.0 321.0 321.0 -0.3      
May21 200317 319.5 319.5 319.5 319.5 -0.3      
Total Volume and Open Interest 1,482 2,745  
Crude Oil(NYM)
Apr20 200317 28.69 30.30 26.63 26.95 -1.75 743,129 172,993 -48,609
May20 200317 28.99 30.61 27.06 27.33 -1.67 355,350 446,519 +10,344
Jun20 200317 29.58 31.11 27.76 28.05 -1.50 225,484 270,425 +5,874
Jul20 200317 30.36 31.73 28.64 28.96 -1.26 91,461 148,774 +2,474
Aug20 200317 31.19 32.38 29.55 29.86 -1.04 62,739 84,037 -439
Sep20 200317 31.92 33.07 30.32 30.71 -0.89 78,238 142,792 +10,228
Oct20 200317 33.18 33.71 31.13 31.49 -0.79 31,951 89,342 +3,260
Nov20 200317 33.17 34.37 31.80 32.25 -0.70 20,479 62,603 -3,375
Dec20 200317 33.72 35.01 32.46 32.93 -0.66 114,034 231,158 +4,946
Jan21 200317 34.37 35.54 33.07 33.52 -0.62 12,865 58,839 -2,703
Feb21 200317 35.65 35.98 33.78 34.05 -0.57 5,925 30,669 +108
Mar21 200317 35.46 36.39 34.00 34.53 -0.50 9,803 37,104 -1,565
Apr21 200317 35.71 36.28 34.55 34.97 -0.45 1,974 18,884 -82
May21 200317 36.09 36.65 35.00 35.36 -0.42 1,365 16,739 +45
Jun21 200317 36.45 37.41 35.17 35.73 -0.39 25,779 74,629 -240
Jul21 200317 36.74 37.23 35.19 36.05 -0.36 938 19,141 +359
Total Volume and Open Interest 1,830,954 2,201,888 -18,707
e-miNY Crude Oil(NYM)
Apr20 200317 28.700 30.300 26.625 26.950 -1.750 54,671 3,692 -471
May20 200317 29.000 30.600 27.075 27.325 -1.675 2,619 2,189 -36
Jun20 200317 29.500 31.075 27.775 28.050 -1.500 461 705 -11
Jul20 200317 30.500 31.550 28.800 28.950 -1.275 85 175 +33
Aug20 200317 31.400 31.750 29.650 29.850 -1.050 109 230 +85
Sep20 200317 32.600 32.875 30.550 30.700 -0.900 94 209 +40
Oct20 200317 32.600 33.550 31.450 31.500 -0.775 13 108 -1
Nov20 200317 34.350 34.350 32.250 32.250 -0.700 64 117 -18
Dec20 200317 34.750 35.000 32.550 32.925 -0.675 97 247 -24
Jan21 200317 34.700 35.400 33.300 33.525 -0.625 36 30 -3
Total Volume and Open Interest 58,263 7,817 -406
NY Harbor ULSD(NYM)
Apr20 200317 104.01 108.40 103.09 103.57 -1.09 66,458 65,697 -9,236
May20 200317 104.14 108.76 103.50 103.98 -1.16 42,848 84,119 +17
Jun20 200317 106.70 110.45 104.86 105.29 -1.59 30,377 53,273 -4,517
Jul20 200317 109.37 112.92 107.20 107.62 -1.78 15,215 29,722 -962
Aug20 200317 112.70 115.37 109.50 110.00 -1.91 11,926 17,726 -388
Sep20 200317 116.76 117.94 111.96 112.45 -2.05 8,999 18,142 -520
Oct20 200317 118.26 119.17 114.39 114.70 -2.17 4,887 11,448 -963
Nov20 200317 118.99 121.40 116.44 116.69 -2.30 3,650 11,292 +107
Dec20 200317 121.02 124.22 117.99 118.46 -2.38 13,362 30,432 -750
Jan21 200317 124.52 124.52 119.91 120.19 -2.45 2,000 12,927 +396
Feb21 200317 126.07 126.07 121.27 121.58 -2.52 1,104 5,786 +134
Mar21 200317 125.20 126.02 122.44 122.73 -2.57 1,264 5,882 +216
Apr21 200317 126.70 127.64 123.29 123.46 -2.62 908 3,039 -18
May21 200317 127.00 128.47 124.72 124.72 -2.70 663 1,796 +74
Total Volume and Open Interest 209,584 384,706 -16,269
RBOB Gasoline(NYM)
Apr20 200317 71.02 78.18 68.78 71.14 +2.15 75,414 66,185 -5,961
May20 200317 72.14 79.08 69.96 71.90 +1.73 69,250 86,757 -254
Jun20 200317 75.01 81.58 72.95 74.49 +1.40 56,109 42,506 +583
Jul20 200317 79.42 84.17 76.17 77.39 +1.20 28,436 29,301 -280
Aug20 200317 79.28 86.27 79.02 80.08 +0.99 20,854 18,084 +75
Sep20 200317 81.94 87.03 81.23 82.24 +0.79 21,123 27,214 -218
Oct20 200317 79.25 81.40 75.00 75.75 +0.68 8,483 17,325 +45
Nov20 200317 79.93 80.82 76.46 77.03 +0.57 5,221 16,646 +66
Dec20 200317 81.81 83.00 77.61 78.34 +0.47 9,162 28,595 +291
Jan21 200317 82.26 83.28 79.52 79.69 +0.46 1,843 4,088 +337
Total Volume and Open Interest 298,907 349,274 -4,686
e-miNY RBOB Gasoline(NYM)
Apr20 200317 71.10 71.14 71.10 71.14 +2.15 0 1 +0
May20 200317 71.90 71.90 71.90 71.90 +1.73      
Jun20 200317 74.49 74.49 74.49 74.49 +1.40      
Jul20 200317 77.39 77.39 77.39 77.39 +1.20      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Apr20 200317 1.797 1.820 1.711 1.729 -0.086 222,420 184,924 -32,227
May20 200317 1.831 1.860 1.752 1.769 -0.084 147,165 333,022 +6,393
Jun20 200317 1.904 1.927 1.837 1.852 -0.065 65,436 90,745 +2,648
Jul20 200317 2.004 2.023 1.945 1.960 -0.051 46,740 116,036 -1,772
Aug20 200317 2.042 2.066 1.997 2.010 -0.042 22,479 59,256 +708
Sep20 200317 2.063 2.090 2.026 2.036 -0.035 22,339 115,780 -486
Oct20 200317 2.115 2.144 2.083 2.093 -0.030 41,095 109,358 -3,487
Nov20 200317 2.272 2.304 2.241 2.265 -0.009 10,224 31,801 +352
Dec20 200317 2.514 2.568 2.500 2.537 +0.012 6,045 35,057 -326
Jan21 200317 2.647 2.690 2.621 2.662 +0.016 17,877 71,799 -736
Feb21 200317 2.610 2.650 2.585 2.625 +0.022 2,970 23,340 -109
Mar21 200317 2.489 2.541 2.471 2.516 +0.027 9,296 39,985 -615
Apr21 200317 2.206 2.265 2.203 2.246 +0.037 12,798 45,002 -344
May21 200317 2.182 2.229 2.175 2.213 +0.034 1,797 13,286 -511
Jun21 200317 2.213 2.266 2.212 2.249 +0.035 598 9,849 +22
Jul21 200317 2.266 2.305 2.254 2.291 +0.036 433 7,530 -1
Total Volume and Open Interest 634,085 1,371,584 -28,820
Brent Crude Oil(ICE)
May20 200317 30.14 31.25 28.50 28.73 -1.32 360,628 290,120 -17,822
Jun20 200317 31.65 32.91 30.17 30.41 -1.28 361,568 438,177 +20,720
Jul20 200317 33.20 34.42 31.70 31.93 -1.23 153,817 287,402 +6,905
Aug20 200317 34.55 35.70 33.01 33.25 -1.15 85,614 133,737 +1,937
Sep20 200317 35.57 36.76 34.11 34.37 -1.05 81,456 154,248 +1,040
Oct20 200317 36.42 37.59 34.97 35.24 -0.96 40,521 107,234 -819
Nov20 200317 37.20 38.31 35.71 36.01 -0.90 28,154 75,954 +507
Dec20 200317 37.95 38.97 36.35 36.69 -0.86 177,646 281,260 -6,609
Jan21 200317 38.47 39.56 36.97 37.30 -0.84 19,767 77,948 +2,551
Feb21 200317 37.87 37.87 37.87 37.87 -0.82 15,825 57,017 -862
Mar21 200317 38.41 38.41 38.41 38.41 -0.80 14,029 45,173 -436
Apr21 200317 38.92 38.92 38.92 38.92 -0.78 5,182 30,996 +477
May21 200317 39.39 39.39 39.39 39.39 -0.76 4,027 25,888 +1,011
Jun21 200317 41.05 41.88 39.41 39.81 -0.74 52,556 96,390 -2,415
Total Volume and Open Interest 1,486,048 2,579,220 +13,399
Gas Oil(ICE)
Apr20 200317 303.25 314.25 294.25 300.00 -6.25 122,581 144,288 -13,421
May20 200317 308.25 318.50 298.50 304.75 -6.25 99,440 134,385 -4,303
Jun20 200317 313.00 324.75 305.75 311.75 -5.50 76,041 121,135 -2,775
Jul20 200317 324.00 333.25 314.75 321.25 -4.75 30,327 54,682 -1,787
Aug20 200317 333.25 341.50 324.00 330.00 -4.50 16,326 39,023 -766
Sep20 200317 340.75 349.75 331.75 338.00 -4.75 17,530 46,333 +284
Oct20 200317 348.25 356.25 338.75 344.75 -4.75 8,562 40,096 -918
Nov20 200317 358.25 360.25 343.50 349.00 -5.25 4,711 25,796 -1,084
Dec20 200317 356.25 364.75 346.50 352.25 -5.75 40,374 80,764 -568
Jan21 200317 364.25 365.75 350.75 356.75 -6.00 3,022 20,791 +348
Total Volume and Open Interest 442,436 867,902 -22,134
Ethanol(CBOT)
Apr20 200317 1.139 1.139 0.944 1.028 -0.040 47 277 -9
May20 200317 1.150 1.150 0.961 1.036 -0.047 18 163 +5
Jun20 200317 1.051 1.051 1.051 1.051 -0.047 25 37 +25
Jul20 200317 1.051 1.051 1.051 1.051 -0.047      
Aug20 200317 1.051 1.051 1.051 1.051 -0.047      
Sep20 200317 1.051 1.051 1.051 1.051 -0.047      
Oct20 200317 1.051 1.051 1.051 1.051 -0.047      
Nov20 200317 1.051 1.051 1.051 1.051 -0.047      
Total Volume and Open Interest 90 477 +21
WTI Crude Oil(ICE)
Apr20 200317 29.13 30.28 26.64 26.95 -1.75 53,988 43,801 -5,670
May20 200317 29.46 30.60 27.10 27.33 -1.67 74,705 86,674 -4,613
Jun20 200317 30.10 31.10 27.77 28.05 -1.50 89,666 96,016 +91
Jul20 200317 30.74 31.68 28.66 28.96 -1.26 35,320 49,592 +1,392
Aug20 200317 31.41 32.30 29.67 29.86 -1.04 18,379 16,230 +2,143
Sep20 200317 32.77 32.95 30.48 30.71 -0.89 16,881 50,634 +1,189
Oct20 200317 33.48 33.55 31.37 31.49 -0.79 2,704 17,789 +282
Nov20 200317 34.23 34.23 31.97 32.25 -0.70 1,448 13,068 +247
Dec20 200317 34.02 34.99 32.52 32.93 -0.66 31,091 99,008 +1,213
Jan21 200317 33.52 33.52 33.52 33.52 -0.62 612 6,651 -197
Feb21 200317 34.05 34.05 34.05 34.05 -0.57 440 5,152 -196
Mar21 200317 34.53 34.53 34.53 34.53 -0.50 479 6,164 +47
Apr21 200317 34.97 34.97 34.97 34.97 -0.45 77 4,272 +6
May21 200317 35.36 35.36 35.36 35.36 -0.42 138 4,228 +51
Jun21 200317 36.56 36.77 35.50 35.73 -0.39 7,096 30,143 +41
Jul21 200317 36.05 36.05 36.05 36.05 -0.36 90 5,264 -22
Total Volume and Open Interest 345,053 673,047 -1,301
US Dollar Index(ICE)
Jun20 200317 98.225 100.075 98.105 99.805 +1.653 64,170 23,037 +7,916
Sep20 200317 98.530 99.960 98.485 99.720 +1.537 278 461 +225
Dec20 200317 99.725 99.740 99.430 99.740 +1.537 0 198 +0
Total Volume and Open Interest 81,645 44,360 +2,717
Australian Dollar(CME)
Mar20 200316 62.73 62.74 60.87 61.25 -0.23 170,531 75,675 -23,365
Jun20 200317 61.06 61.47 59.58 59.94 -1.29 169,423 147,551 -96
Sep20 200317 61.15 61.38 59.59 59.91 -1.29 375 521 +14
Total Volume and Open Interest 206,940 213,638 -12,208
British Pound(CME)
Mar20 200316 124.04 124.38 122.24 122.34 -0.72 200,673 73,387 -27,206
Jun20 200317 122.91 123.01 120.26 121.22 -1.37 171,379 169,638 +21,167
Sep20 200317 122.73 123.00 120.33 121.28 -1.34 134 1,548 +42
Total Volume and Open Interest 217,623 234,899 +7,527
Canadian Dollar(CME)
Mar20 200317 71.44 71.60 70.76 70.97 -0.52 44,699 64,689 -17,036
Jun20 200317 71.39 71.67 70.10 70.38 -1.17 135,231 118,952 +14,327
Sep20 200317 71.43 71.71 70.20 70.44 -1.15 299 2,567 +128
Dec20 200317 71.98 71.98 70.32 70.48 -1.15 80 1,793 -25
Total Volume and Open Interest 180,388 190,963 -2,611
Japanese Yen(CME)
Mar20 200316 93.30 95.10 92.98 94.21 +1.75 265,036 52,678 -32,178
Jun20 200317 95.11 95.11 93.16 93.17 -1.63 193,115 128,166 +17,790
Sep20 200317 94.98 95.26 93.41 93.41 -1.66 232 731 -9
Total Volume and Open Interest 257,509 169,577 +3,877
Swiss Franc(CME)
Mar20 200316 105.77 106.46 105.00 105.64 +0.96 56,015 20,020 -9,836
Jun20 200317 106.60 106.62 104.37 104.67 -1.67 41,076 35,262 +3,206
Sep20 200317 106.00 106.00 104.94 105.09 -1.66 6 85 -4
Total Volume and Open Interest 50,843 50,516 -1,659
EuroFX(CME)
Mar20 200316 111.72 112.36 110.93 111.36 +0.63 524,008 213,579 -86,308
Jun20 200317 112.44 112.44 110.05 110.50 -1.77 315,747 578,855 +71,820
Sep20 200317 112.60 112.71 110.35 110.79 -1.78 529 2,665 +155
Total Volume and Open Interest 467,544 764,443 +34,860
Mexican Peso(CME)
Mar20 200316 458.00 458.75 436.00 438.38 -16.38 133,285 98,094 -26,951
Apr20 200317 435.38 442.25 429.75 432.38 -4.00 37 62 +2
Total Volume and Open Interest 91,241 119,026 -102,469
Brazilian Real(CME)
Apr20 200317 200.05 204.50 196.45 200.50 +1.40 13,117 47,245 -1,081
May20 200317 200.00 203.60 196.15 200.15 +1.35 117 200 +20
Jun20 200317 197.40 202.90 196.20 199.80 +1.15 7 1,763 +3
Jul20 200317 199.50 199.50 195.65 199.50 +1.40 0 4 +0
Total Volume and Open Interest 13,241 49,332 -1,058
30-Year T-Bonds(CBOT)
Mar20 200317 181~010 181~080 172~220 175~000 -7~110 1,472 6,813 -1,241
Jun20 200317 181~100 181~190 171~010 173~200 -7~140 437,622 1,203,844 -26,767
Sep20 200317 176~280 176~280 169~050 171~060 -7~140 10 130 -4
Total Volume and Open Interest 439,104 1,210,787 -28,012
10-Year T-Notes(CBOT)
Mar20 200317 140~000 140~005 135~130 136~020 -2~000 805 10,266 -11,761
Jun20 200317 138~025 138~040 135~030 135~285 -2~025 2,297,625 3,693,105 -89,454
Sep20 200317 135~165 135~165 135~165 135~165 -2~010 0 2 +0
Total Volume and Open Interest 2,298,430 3,703,373 -101,215
5-Year T-Notes(CBOT)
Mar20 200317 124~012 124~030 123~022 123~124 -0~244 9,319 27,321 -11,386
Jun20 200317 124~270 124~286 123~146 123~306 -0~272 1,661,774 4,355,699 -22,424
Sep20 200317 123~306 123~306 123~306 123~306 -0~272      
Total Volume and Open Interest 1,671,093 4,383,020 -33,810
2 Year T-Notes(CBOT)
Mar20 200317 109~257 109~257 109~206 109~211 -0~073 5,313 55,510 -3,423
Jun20 200317 110~040 110~044 109~244 109~270 -0~090 929,881 3,299,797 -32,854
Sep20 200317 109~270 109~270 109~270 109~270 -0~090 1 2 +0
Total Volume and Open Interest 935,195 3,355,309 -36,277
Eurodollars(CME)
Jun20 200317 99.615 99.660 99.505 99.530 -0.085 656,828 1,693,440 -8,964
Sep20 200317 99.680 99.710 99.580 99.615 -0.060 407,073 1,343,322 -22,864
Dec20 200317 99.635 99.655 99.520 99.570 -0.060 360,017 1,140,231 +4,609
Mar21 200317 99.665 99.700 99.535 99.595 -0.060 390,916 835,737 -157,152
Jun21 200317 99.630 99.655 99.475 99.550 -0.065 395,337 852,485 -30,613
Sep21 200317 99.605 99.630 99.435 99.520 -0.070 321,968 694,817 -13,097
Dec21 200317 99.545 99.575 99.365 99.460 -0.070 380,589 673,817 -34,993
Mar22 200317 99.505 99.530 99.315 99.420 -0.070 255,671 490,571 -54,971
Jun22 200317 99.440 99.470 99.245 99.355 -0.075 209,040 440,049 +16,454
Sep22 200317 99.405 99.420 99.185 99.305 -0.075 212,251 343,475 -1,762
Dec22 200317 99.350 99.360 99.125 99.240 -0.080 240,047 265,985 +7,633
Mar23 200317 99.315 99.330 99.090 99.210 -0.080 176,778 327,410 -43,878
Jun23 200317 99.285 99.300 99.055 99.175 -0.080 127,502 172,640 -176
Sep23 200317 99.260 99.270 99.020 99.135 -0.090 125,809 121,278 -5,638
Dec23 200317 99.220 99.235 98.970 99.085 -0.100 121,756 116,490 +734
Mar24 200317 99.200 99.210 98.945 99.055 -0.110 94,374 108,928 -2,867
Jun24 200317 99.175 99.185 98.905 99.015 -0.125 73,609 60,697 -1,597
Sep24 200317 99.150 99.155 98.865 98.965 -0.140 76,573 57,899 +464
Total Volume and Open Interest 5,571,673 11,496,613 -377,072
Ultra T-Bond(CBOT)
Mar20 200317 209~20 209~20 209~20 209~20 -12~00 1 3,860 -1
Jun20 200317 224~00 224~20 204~14 211~06 -12~00 207,088 1,117,194 -28,117
Sep20 200317 211~06 211~06 210~28 211~06 -12~00      
Total Volume and Open Interest 207,089 1,121,054 -28,118
Ultra 10-Yr T-Note(CBOT)
Mar20 200317 156~000 156~000 151~120 152~200 -2~290 2 913 -473
Jun20 200317 155~310 155~310 150~195 151~260 -3~250 364,275 878,025 -2,000
Sep20 200317 151~260 151~260 151~260 151~260 -3~250      
Total Volume and Open Interest 364,277 878,938 -2,473
30 Day Federal Funds(CBOT)
Mar20 200317 99.355 99.360 99.300 99.327 -0.018 47,343 259,674 -7,116
Apr20 200317 99.895 99.900 99.870 99.880 -0.015 129,263 399,649 +8,723
May20 200317 99.890 99.900 99.865 99.875 -0.020 88,568 296,226 -8,935
Jun20 200317 99.900 99.905 99.870 99.880 -0.030 36,607 163,266 -6,752
Jul20 200317 99.905 99.920 99.870 99.880 -0.040 99,335 214,978 -6,289
Aug20 200317 99.915 99.925 99.870 99.875 -0.045 44,125 134,287 +539
Total Volume and Open Interest 616,044 1,928,109 -17,958
Japanese Govt Bonds(SGX)
Jun20 200317 152.94 153.00 152.12 152.32 -0.70 1,113 15,267 +361
Sep20 200317 152.32 152.32 152.32 152.32 -0.70      
Dec20 200317 152.32 152.32 152.32 152.32 -0.70      
Total Volume and Open Interest 1,113 15,267 -4,896
Euro-Buxl(EUREX)
Jun20 200317 218.46 219.76 214.58 218.20 +0.50 71,986 228,164 -15,452
Sep20 200317 227.68 227.68 227.68 227.68 +0.48 1 16 +1
Dec20 200317 220.20 220.20 220.20 220.20 +0.50      
Total Volume and Open Interest 71,987 228,180 -15,451
Euro-Bund(EUREX)
Jun20 200317 172.00 172.47 170.90 171.93 -0.24 1,007,324 1,713,440 +81,134
Sep20 200317 175.58 175.58 174.35 174.91 -0.68 10 243 -17
Dec20 200317 172.98 172.98 172.98 172.98 -0.24      
Total Volume and Open Interest 1,007,334 1,713,683 +81,117
Euro-Bobl(EUREX)
Jun20 200317 135.34 135.41 135.02 135.23 -0.22 538,618 1,198,327 +37,226
Sep20 200317 134.83 134.83 134.83 134.83 -0.22 0 329 +0
Dec20 200317 135.16 135.16 135.16 135.16 -0.22      
Total Volume and Open Interest 538,618 1,198,656 +37,226
Euro-Schatz(EUREX)
Jun20 200317 112.51 112.58 112.43 112.49 -0.08 408,444 1,411,060 -56,175
Sep20 200317 112.54 112.54 112.54 112.54 -0.08 0 65 +0
Dec20 200317 113.49 113.49 113.49 113.49 -0.08      
Total Volume and Open Interest 408,444 1,411,125 -56,175
3-Mth Euribor(EUREX)
Mar20 200316 100.410 100.410 100.410 100.410 -0.010 0 1,586 +0
Jun20 200317 100.430 100.430 100.430 100.430 -0.005 100 1,167 -90
Sep20 200317 100.460 100.460 100.460 100.460 unch 210 988 +209
Total Volume and Open Interest 1,009 6,153 +137
Long Gilt(LIFFE)
Mar20 200317 135~12 135~21 135~03 135~03 -0~27 103 9,239 +0
Jun20 200317 135~00 135~01 133~15 134~06 -0~27 315,678 562,056 -533
Total Volume and Open Interest 315,781 571,295 -533
3-Mth Short Sterling(LIFFE)
Mar20 200317 99.50 99.51 99.46 99.48 -0.02 116,107 675,893 -27,765
Jun20 200317 99.60 99.64 99.58 99.60 -0.01 142,746 783,357 -13,516
Sep20 200317 99.63 99.67 99.61 99.63 -0.01 136,214 576,735 +18,833
Dec20 200317 99.61 99.64 99.59 99.61 -0.01 88,492 552,720 -23,336
Mar21 200317 99.60 99.63 99.57 99.59 -0.03 149,430 425,788 +16,333
Jun21 200317 99.57 99.60 99.54 99.56 -0.03 109,958 334,345 -9,735
Total Volume and Open Interest 1,300,050 4,424,178 -90,856
3-Mth Euribor(LIFFE)
Jun20 200317 100.430 100.440 100.425 100.430 unch 218,256 512,277 +29,037
Sep20 200317 100.465 100.475 100.455 100.460 unch 144,733 435,658 +691
Dec20 200317 100.480 100.485 100.465 100.470 unch 184,243 469,043 -3,646
Total Volume and Open Interest 1,776,959 4,000,263 -61,626
3-Mth Aus T-Bills(SFE)
Mar20 200312 99.46 99.65 99.41 99.47 unch 19,323 34,986 -18,577
Jun20 200317 99.49 99.52 99.48 99.51 +0.01 43,452 162,430 -373
Sep20 200317 99.50 99.53 99.49 99.51 +0.01 25,614 168,557 -5,128
Dec20 200317 99.48 99.52 99.46 99.48 -0.01 20,353 163,012 -2,803
Mar21 200317 99.49 99.51 99.45 99.48 -0.01 12,775 135,541 -2,816
Jun21 200317 99.43 99.46 99.40 99.43 -0.01 10,298 85,764 -3,841
Sep21 200317 99.39 99.41 99.35 99.38 -0.02 7,035 71,414 +66
Dec21 200317 99.35 99.35 99.30 99.32 -0.02 4,511 49,610 -976
Mar22 200317 99.28 99.29 99.25 99.26 -0.02 5,551 17,078 +1,762
Jun22 200317 99.20 99.23 99.19 99.19 -0.03 58 2,267 +1
Total Volume and Open Interest 129,659 857,565 -14,100
10-Year Aus T-Bonds(SFE)
Jun20 200317 99.09 99.11 98.98 98.99 -0.12 334,602 1,293,642 +127,218
Sep20 200317 98.99 98.99 98.99 98.99        
3-Year Aus T-Bonds(SFE)
Jun20 200317 99.57 99.60 99.54 99.57 -0.01 418,323 1,047,066 +124,936
Sep20 200317 99.57 99.57 99.57 99.57        
Gold(CMX)
Apr20 200317 1512.8 1554.3 1465.6 1525.8 +39.3 551,049 269,794 -18,893
Jun20 200317 1505.8 1556.4 1468.6 1528.1 +39.5 75,399 200,018 +4,701
Aug20 200317 1515.3 1555.7 1473.6 1530.4 +39.6 4,359 44,706 +11
Oct20 200317 1511.4 1556.2 1479.0 1532.4 +40.0 871 12,367 +170
Dec20 200317 1504.5 1561.5 1475.9 1534.1 +40.3 2,505 36,114 -245
Feb21 200317 1505.0 1550.0 1483.2 1536.3 +40.8 379 11,891 +21
Apr21 200317 1537.9 1537.9 1537.9 1537.9 +41.1 97 2,140 -2
Jun21 200317 1499.0 1561.3 1499.0 1539.3 +41.1 60 2,613 +33
Aug21 200317 1541.1 1541.1 1541.1 1541.1 +41.1 0 49 +0
Oct21 200317 1543.2 1543.2 1543.2 1543.2 +41.1 0 6 +0
Dec21 200317 1518.2 1563.9 1518.1 1544.0 +41.1 12 1,632 +0
Total Volume and Open Interest 635,732 582,100 -14,240
Silver(CMX)
Mar20 200317 1255.0 1294.0 1241.5 1246.9 -30.3 506 660 +122
May20 200317 1286.0 1323.0 1211.0 1249.5 -32.1 162,452 114,208 -8,342
Jul20 200317 1291.0 1325.0 1215.0 1252.7 -31.8 7,256 32,057 +188
Sep20 200317 1307.5 1324.5 1224.0 1255.4 -31.7 2,190 10,813 -800
Dec20 200317 1297.0 1330.0 1220.0 1258.4 -31.8 1,617 11,717 -357
Mar21 200317 1242.0 1316.0 1242.0 1261.4 -31.8 58 1,418 +14
May21 200317 1264.0 1264.0 1264.0 1264.0 -31.8 4 47 +0
Total Volume and Open Interest 174,790 171,588 -9,244
Platinum(NYMEX)
Apr20 200317 666.0 718.4 600.0 665.3 +7.6 40,381 42,382 -2,409
Jul20 200317 663.4 718.6 600.8 665.7 +6.6 3,716 28,776 +129
Oct20 200317 668.8 715.4 617.5 666.7 +4.8 322 1,242 +63
Jan21 200317 660.0 696.5 660.0 667.1 +0.8 99 160 +16
Total Volume and Open Interest 44,590 72,605 -2,193
Palladium(NYMEX)
Mar20 200317 1539.70 1539.70 1539.70 1539.70 -4.50 0 12 -2
Jun20 200317 1460.00 1652.00 1369.90 1509.60 -4.50 6,212 9,275 -693
Sep20 200317 1496.60 1552.00 1378.20 1501.40 -5.40 208 1,045 -137
Total Volume and Open Interest 6,421 10,769 -832
Copper(CMX)
Mar20 200317 241.70 241.70 230.90 231.55 -8.30 803 2,284 -254
May20 200317 238.60 242.55 230.20 231.35 -7.90 124,913 122,148 -4,290
Jul20 200317 239.25 242.80 230.65 231.75 -7.80 8,479 43,382 -16
Sep20 200317 239.30 242.60 231.25 232.30 -7.90 2,490 23,061 -600
Dec20 200317 241.50 243.60 232.40 233.30 -7.90 1,680 16,129 -320
Total Volume and Open Interest 139,177 219,274 -5,514
E-mini DJIA Index(CBOT)
Mar20 200317 20381 21380 19872 20966 +567 232,403 60,500 -13,477
Jun20 200317 20252 21248 19736 20860 +599 230,212 31,188 +17,432
Sep20 200317 20338 21031 19713 20719 +593 20 82 +3
Dec20 200317 20581 20581 20581 20581 +617 0 4 +0
Total Volume and Open Interest 462,635 91,774 +3,958
S & P 500(CME)
Mar20 200317 2495.50 2495.50 2495.50 2495.50 +79.25 14,074 107,994 +811
Jun20 200317 2420.75 2497.50 2372.50 2485.50 +80.25 5,690 5,743 +3,513
Sep20 200317 2474.25 2474.25 2474.25 2474.25 +80.75 0 11 +0
Dec20 200317 2465.00 2465.00 2465.00 2465.00 +83.50      
Total Volume and Open Interest 19,764 113,822 +4,324
S & P 500 E-Mini(CME)
Mar20 200317 2417.25 2554.50 2365.00 2495.50 +79.25 3,423,449 2,691,609 -421,069
Jun20 200317 2407.00 2542.75 2352.00 2485.50 +80.25 3,233,288 1,426,136 +736,676
Sep20 200317 2394.25 2530.25 2341.50 2474.25 +80.75 2,863 4,261 +195
Dec20 200317 2437.00 2489.00 2373.25 2465.00 +83.50 8 2,580 +0
Total Volume and Open Interest 6,659,624 4,124,655 +315,806
NASDAQ 100 E-Mini(CME)
Mar20 200317 7053.00 7552.25 6948.75 7405.25 +347.75 584,274 183,867 -25,377
Jun20 200317 7036.25 7537.00 6931.25 7392.25 +351.75 440,335 75,609 +37,595
Sep20 200317 7125.00 7550.00 6987.00 7378.25 +292.00 60 235 +9
Total Volume and Open Interest 1,024,672 259,732 +12,228
S&P Midcap 400(CME) e-Mini
Mar20 200317 1345.80 1414.00 1309.00 1405.70 +108.50 51,105 51,360 -25,994
Jun20 200317 1330.90 1408.10 1298.50 1399.20 +111.10 53,296 40,313 +28,875
Sep20 200317 1406.80 1406.80 1406.80 1406.80 +99.60      
Total Volume and Open Interest 104,401 91,673 +2,881
Volatility Index(CBOE)
Mar20 200317 72.50 79.05 64.90 68.83 -3.80 101,090 87,710 -8,791
Apr20 200317 59.15 63.10 50.00 61.43 +2.28 158,225 203,625 -2,585
May20 200317 44.85 48.85 39.80 48.70 +3.82 42,708 46,832 -1,831
Jun20 200317 38.99 42.10 35.20 42.08 +3.13 25,123 29,866 -1,012
Total Volume and Open Interest 351,523 431,527 -15,056
S & P 600(CME)
Mar20 200317 667.40 667.40 667.40 667.40 +39.00      
Jun20 200317 667.90 667.90 667.90 667.90 +39.10      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200317 1032.00 1107.50 1006.40 1090.60 +58.20 313,230 407,359 -98,421
Jun20 200317 1027.30 1102.10 999.90 1085.60 +59.10 303,311 189,289 +114,007
Sep20 200317 1080.60 1080.60 1080.60 1080.60 +42.20 1 12 +1
Total Volume and Open Interest 616,542 596,660 +15,587
Nikkei 225(CME)
Jun20 200317 16510 17570 16400 17330 +865 10,020 11,263 +75
Sep20 200317 17390 17565 17390 17390 +795      
Total Volume and Open Interest 10,020 11,263 +75
Nikkei 225(SGX)
Jun20 200317 16910 17350 15860 16740 -205 334,299 126,768 +20,682
Sep20 200317 16875 16885 15960 16700 -205 1 20 +8
Dec20 200317 16510 16545 16510 16545 -205 518 12,189 +370
Total Volume and Open Interest 335,085 164,832 -114,758
Nikkei 225 Mini(JPX)
Jun20 200317 16775 17350 15860 16670 -170 3,911,095 1,336,949 +762,505
Sep20 200317 16715 17300 15815 16620 -160 32,004 7,823 +4,333
Dec20 200317 16585 17150 15675 16500 -160 2,159 3,969 +724
Total Volume and Open Interest 4,273,007 1,586,197 +5,879
Nikkei 225(JPX)
Jun20 200317 16770 17350 15860 16670 -170 306,278 359,701 +59,359
Sep20 200317 16710 17300 15850 16620 -160 2,301 5,710 +1,189
Dec20 200317 16220 16930 15730 16500 -160 59 48,948 -827
Total Volume and Open Interest 308,897 466,003 -111,773
Nikkei 225(CME) Yen
Jun20 200317 16205 17345 16070 17105 +885 127,397 39,086 +454
Sep20 200317 17100 17290 16120 17050 +890 31 10 +10
Dec20 200317 17085 17085 17085 17085 +810      
Total Volume and Open Interest 127,428 39,096 +464
Nikkei 225(CME) e-Mini Yen
Mar20 200312 17060 17060 17060 17060 -2110 0 3 +0
Jun20 200317 17110 17110 17110 17110 +890      
Sep20 200317 17050 17050 17050 17050 +890      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Mar20 200317 3962.5 4076.0 3750.5 3988.0 +113.5 353,683 369,822 -25,768
Apr20 200317 3954.5 4069.5 3744.5 3974.5 +105.0 13,219 38,487 +10,361
May20 200317 3923.0 3923.0 3923.0 3923.0 +105.5      
Jun20 200317 3936.0 3981.0 3680.0 3876.0 +66.5 216 3,696 +119
Total Volume and Open Interest 367,118 481,012 -15,288
Hang Seng Index(HKFE)
Mar20 200317 22686 23390 21588 23019 +295 259,184 117,657 -3,776
Apr20 200317 22473 23371 21567 23002 +297 4,562 6,645 +1,129
Total Volume and Open Interest 265,199 135,932 -2,953
DAX(EUREX)
Mar20 200317 8740.0 9165.0 8416.0 8904.5 +185.5 188,971 140,544 +2,101
Jun20 200317 8718.0 9132.0 8416.0 8888.0 +184.5 18,972 20,725 +10,349
Sep20 200317 8982.0 8982.0 8522.5 8858.5 +183.5 56 267 -17
Total Volume and Open Interest 207,999 161,536 +12,433
Mini-DAX(EUREX)
Mar20 200317 8710.0 9170.0 8415.0 8904.5 +185.5 121,863 29,452 +16
Jun20 200317 8680.0 9146.0 8408.0 8888.0 +184.5 2,215 2,340 +305
Sep20 200317 8626.0 8861.0 8588.0 8858.5 +183.5 35 283 -9
Total Volume and Open Interest 124,113 32,075 +312
DJ EuroSTOXX 50(EUREX)
Mar20 200317 2429 2558 2349 2518 +99 4,968,182 6,088,065 +261,485
Jun20 200317 2384 2513 2298 2445 +74 1,391,527 2,145,574 +703,955
Sep20 200317 2420 2453 2285 2431 +82 6,202 53,327 +72
Total Volume and Open Interest 6,365,911 8,423,621 +965,512
Swiss Market Index(EUREX)
Mar20 200317 8283 8612 7882 8465 +298 173,137 285,240 +8,045
Jun20 200317 8089 8431 7700 8282 +289 38,874 74,555 +14,095
Sep20 200317 7830 8249 7830 8249 +304 133 1,138 +41
Total Volume and Open Interest 212,144 360,933 +22,181
FT-SE 100(EURONEXT)
Mar20 200317 5156.50 5373.50 4979.50 5282.50 +166.00 350,714 692,281 -58,379
Jun20 200317 5125.00 5353.00 4958.00 5260.50 +172.50 93,579 105,936 +46,961
Sep20 200317 4940.00 5173.50 4940.00 5173.50 +178.00 90 74 +25
Total Volume and Open Interest 444,409 798,351 -11,385
SPI 200(SFE)
Mar20 200317 5050.0 5318.0 4780.0 5286.0 +238.0 215,147 457,998 +26,284
Jun20 200317 5030.0 5305.0 4758.0 5275.0 +254.0 22,544 48,057 +15,811
Sep20 200317 5191.0 5191.0 5191.0 5191.0 +254.0 1 30 +1
Total Volume and Open Interest 237,861 508,489 +42,108
FTSE MIB(ISE)
Mar20 200317 15455.00 15850.00 14575.00 15361.00 +352.00 113,940 150,605 +8,278
Jun20 200317 15080.00 15495.00 14450.00 15074.00 +412.00 10,052 15,424 +7,319
Sep20 200317 14520.00 14772.00 14520.00 14772.00 +392.00 9 85 +9
Total Volume and Open Interest 124,001 166,114 +15,606
KOSPI 200(KFE)
Jun20 200317 220.00 233.70 219.60 224.40 -5.15 728,696 312,430 +7,993
Sep20 200317 219.50 232.70 219.50 224.95 -4.15 419 3,887 +869
Dec20 200317 229.65 229.65 224.05 225.70 -3.95 50 30,278 +1,411
Total Volume and Open Interest 729,192 361,942 -112,687
GSCI(CME)
Apr20 200317 279.45 283.65 273.95 276.00 -3.05 484 7,809 +211
May20 200317 277.50 277.50 277.50 277.50 -3.05      
Jun20 200317 281.45 281.45 281.45 281.45 -3.05      
Total Volume and Open Interest 793 8,236  
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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