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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri March 20, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May20 200320 845.75 864.75 845.50 862.50 +19.25 131,550 290,322 -8,294
Jul20 200320 848.75 867.00 848.75 864.75 +16.75 73,059 178,013 -1,165
Aug20 200320 853.75 867.50 852.25 865.25 +16.00 9,326 17,864 +442
Sep20 200320 849.00 866.00 849.00 861.75 +14.50 4,778 19,538 -524
Nov20 200320 848.50 866.75 848.50 860.75 +12.25 36,480 111,495 -982
Jan21 200320 849.75 866.75 848.50 860.00 +12.00 7,364 30,718 -343
Mar21 200320 832.00 850.50 832.00 841.25 +9.25 13,710 91,274 +3,548
May21 200320 834.25 852.50 834.25 845.00 +10.75 3,944 19,416 +247
Jul21 200320 843.25 860.75 843.25 854.25 +11.50 2,463 14,376 +654
Aug21 200320 858.50 858.50 855.25 855.25 +11.50 449 602 -9
Sep21 200320 859.25 859.25 854.00 854.00 +11.50 62 251 +10
Nov21 200320 846.50 862.50 846.50 854.00 +8.50 1,897 11,030 +934
Jan22 200320 868.00 868.00 862.00 862.00 +7.75 8 50 +7
Mar22 200320 864.25 864.25 864.25 864.25 +7.75 0 32 +0
Total Volume and Open Interest 285,090 785,185 -5,475
Soybean Meal(CBOT)
May20 200320 315.70 326.60 313.60 325.20 +10.40 72,594 167,922 -6,903
Jul20 200320 306.50 317.00 305.30 314.40 +8.40 48,458 88,696 -71
Aug20 200320 300.90 311.80 300.90 307.30 +6.40 11,354 19,876 +1,594
Sep20 200320 299.30 309.30 299.20 305.20 +6.00 6,423 16,857 +413
Oct20 200320 300.00 308.50 299.40 304.30 +5.70 5,545 14,151 -49
Dec20 200320 300.20 310.10 300.20 305.70 +6.00 20,607 56,034 -3,313
Jan21 200320 298.50 307.90 298.50 303.80 +6.40 2,069 7,665 +152
Mar21 200320 290.50 298.50 290.40 295.40 +5.40 2,567 21,694 +139
May21 200320 289.50 297.60 289.50 294.90 +5.60 1,366 12,576 +289
Jul21 200320 293.50 300.70 293.50 297.60 +5.60 706 5,665 +243
Total Volume and Open Interest 172,940 417,354 -7,083
Soybean Oil(CBOT)
May20 200320 25.76 26.26 25.41 25.64 +0.16 77,356 165,518 -2,754
Jul20 200320 26.15 26.59 25.73 25.94 +0.13 41,234 106,572 -118
Aug20 200320 26.21 26.73 25.90 26.09 +0.12 9,934 33,811 +718
Sep20 200320 26.43 26.90 26.08 26.26 +0.11 7,625 27,237 +712
Oct20 200320 26.64 27.09 26.25 26.46 +0.12 6,685 15,577 +718
Dec20 200320 27.00 27.47 26.63 26.81 +0.11 19,098 64,579 -27
Jan21 200320 27.25 27.74 26.92 27.09 +0.11 2,358 9,913 +217
Mar21 200320 27.55 27.88 27.21 27.33 +0.10 2,829 17,532 +242
May21 200320 27.66 28.27 27.47 27.64 +0.09 1,842 10,957 +235
Jul21 200320 28.11 28.57 27.86 27.99 +0.10 1,585 5,330 +576
Total Volume and Open Interest 172,136 462,320 +858
Canola(WCE)
Mar20 200313 454.2 454.2 454.2 454.2 +2.6      
May20 200320 462.9 466.8 460.0 461.9 -1.0 10,443 80,177 -2,044
Jul20 200320 470.4 474.4 467.4 469.5 -1.0 5,227 49,865 +42
Nov20 200320 478.3 481.8 475.1 477.7 -1.2 4,373 46,733 +1,929
Jan21 200320 484.9 488.6 481.9 484.9 -0.7 159 4,019 +30
Total Volume and Open Interest 20,203 182,131 -43
Corn(CBOT)
May20 200320 346.50 356.75 342.25 343.75 -1.75 255,105 520,668 -12,970
Jul20 200320 351.50 360.75 348.50 349.50 -1.50 175,425 382,124 +13,230
Sep20 200320 357.00 363.50 353.75 354.75 -1.00 61,779 178,107 -3,741
Dec20 200320 363.50 370.00 362.00 363.25 unch 89,706 259,556 -1,457
Mar21 200320 374.00 379.50 372.00 373.25 -0.25 16,121 29,881 +1,856
May21 200320 378.00 383.50 376.25 377.50 -0.25 3,292 7,439 +365
Jul21 200320 379.50 385.00 378.50 379.50 unch 5,115 28,608 +1,231
Sep21 200320 373.00 376.25 372.25 373.50 +1.25 905 5,692 +417
Dec21 200320 379.75 383.50 378.50 379.50 +1.00 3,665 25,472 +139
Mar22 200320 391.00 395.25 391.00 392.00 +1.00 129 663 +60
Total Volume and Open Interest 611,371 1,439,449 -807
Wheat(CBOT)
May20 200320 534.50 547.00 533.00 539.25 +4.25 68,778 152,699 -6,452
Jul20 200320 532.00 542.25 530.75 535.75 +3.25 39,846 101,788 -3,379
Sep20 200320 535.50 543.75 534.00 538.25 +2.75 17,912 57,358 -3,306
Dec20 200320 544.75 550.75 542.50 546.75 +2.50 12,002 47,943 -1,654
Mar21 200320 551.50 557.75 547.50 554.25 +2.75 2,218 11,903 +61
May21 200320 546.50 555.00 541.25 552.25 +5.50 875 2,314 +85
Total Volume and Open Interest 142,507 379,959 -14,419
Wheat(KCBT)
May20 200320 466.00 477.25 464.75 469.00 +3.50 49,112 111,826 -9,329
Jul20 200320 471.00 480.50 468.75 472.50 +3.00 28,076 70,834 +230
Sep20 200320 477.50 487.25 476.25 479.75 +2.25 8,026 25,084 -625
Dec20 200320 490.00 497.50 487.50 490.75 +1.75 4,666 31,355 +821
Mar21 200320 498.25 506.75 497.50 500.25 +1.25 1,239 6,900 +36
May21 200320 505.00 511.25 503.75 505.25 unch 389 1,631 +0
Jul21 200320 497.75 504.00 496.00 499.00 +1.25 14 302 +0
Total Volume and Open Interest 91,522 247,956 -8,867
Wheat(MGE)
May20 200320 519.75 528.00 519.75 521.00 +1.25 11,300 36,823 -920
Jul20 200320 528.25 537.00 528.25 529.75 +1.25 6,125 17,831 +983
Sep20 200320 536.50 545.50 536.50 538.25 +1.75 1,753 9,177 -108
Dec20 200320 550.00 557.50 550.00 550.50 +1.50 1,443 6,354 +224
Mar21 200320 569.75 569.75 562.75 563.50 +1.25 1,036 2,791 +374
May21 200320 575.00 575.00 570.00 571.25 +1.75 278 1,020 +84
Total Volume and Open Interest 21,936 74,007 +638
Oats(CBOT)
May20 200320 262.25 268.00 260.75 262.00 +0.75 329 2,781 -11
Jul20 200320 263.25 267.00 261.25 261.75 +0.25 84 797 -41
Sep20 200320 255.00 255.00 255.00 255.00 -2.50 4 120 -1
Dec20 200320 262.00 263.50 257.00 257.00 -1.00 6 621 -2
Total Volume and Open Interest 423 4,319 -55
Rough Rice(CBOT)
Mar20 200313 12.86 13.12 12.86 13.12 -0.03 3 36 -45
May20 200320 14.01 14.02 13.23 13.28 -0.64 1,503 8,337 +371
Jul20 200320 13.84 13.84 13.23 13.23 -0.51 395 1,038 +141
Sep20 200320 11.84 11.84 11.47 11.71 -0.14 389 2,328 +243
Total Volume and Open Interest 2,301 11,760 +762
Live Cattle(CME)
Apr20 200320 99.600 99.600 97.100 98.650 +3.550 38,578 44,919 -6,711
Jun20 200320 91.950 92.535 88.135 89.535 +0.605 63,040 123,454 -1,262
Aug20 200320 93.650 93.930 89.600 90.750 +1.100 36,829 53,657 -1,283
Oct20 200320 94.830 96.885 92.930 94.000 +1.550 24,556 36,832 -1,254
Dec20 200320 98.600 100.385 96.850 98.200 +1.620 15,010 20,000 -1,213
Feb21 200320 102.830 104.400 100.930 102.400 +1.920 4,021 6,959 +491
Total Volume and Open Interest 183,264 288,257 -11,177
Feeder Cattle(CME)
Mar20 200320 119.500 123.830 118.535 120.730 +3.650 1,044 2,095 -197
Apr20 200320 117.500 120.885 116.350 118.830 +4.695 7,518 7,464 -557
May20 200320 116.000 119.680 115.300 118.250 +5.215 8,839 14,776 -98
Aug20 200320 122.100 125.900 121.450 123.800 +4.400 5,607 9,370 -98
Sep20 200320 123.980 127.535 122.730 124.885 +3.835 2,146 2,980 +116
Oct20 200320 124.500 128.380 124.000 126.080 +3.980 958 1,709 +15
Nov20 200320 125.250 129.500 125.000 127.500 +4.570 237 565 +45
Total Volume and Open Interest 26,383 39,355 -769
Lean Hogs(CME)
Apr20 200320 62.750 63.850 61.450 61.580 +0.430 31,379 35,241 -9,269
May20 200320 60.985 62.735 60.700 60.880 +0.880 687 2,057 -147
Jun20 200320 69.535 71.080 67.680 67.950 -1.200 35,041 79,581 -521
Jul20 200320 72.950 74.330 70.150 70.385 -2.065 14,312 30,353 +1,026
Aug20 200320 71.930 73.800 69.430 69.730 -2.200 11,091 32,116 -1,250
Oct20 200320 62.785 63.950 60.285 60.580 -2.205 7,873 39,401 -12
Dec20 200320 58.950 59.700 56.400 56.550 -2.080 2,354 19,808 +63
Feb21 200320 63.285 63.800 60.650 60.750 -2.080 958 4,600 -26
Total Volume and Open Interest 104,457 245,534 -10,117
Class III Milk(CME)
Mar20 200320 16.29 16.29 16.26 16.26 -0.01 68 2,917 -1
Apr20 200320 15.97 16.14 15.93 16.05 +0.04 362 2,914 +46
May20 200320 15.28 15.33 15.15 15.31 +0.11 430 2,510 -51
Jun20 200320 15.43 15.58 15.37 15.52 +0.20 377 2,893 +36
Jul20 200320 15.81 15.95 15.81 15.92 +0.22 202 1,468 +3
Aug20 200320 15.98 16.15 15.98 16.11 +0.25 88 1,203 +30
Sep20 200320 16.10 16.25 16.09 16.21 +0.17 125 1,306 +25
Oct20 200320 16.11 16.25 16.11 16.25 +0.17 141 909 +28
Nov20 200320 16.05 16.15 16.04 16.13 +0.10 110 937 +39
Dec20 200320 15.91 15.96 15.91 15.95 +0.04 252 835 +46
Jan21 200320 15.66 15.69 15.66 15.66 +0.01 64 311 -20
Feb21 200320 15.73 15.76 15.73 15.73 +0.04 59 285 -9
Mar21 200320 15.80 15.80 15.80 15.80 unch 53 276 +4
Total Volume and Open Interest 2,352 19,176 +193
Cocoa(ICE)
May20 200320 2241 2271 2183 2230 +14 27,128 75,654 -8,648
Jul20 200320 2255 2277 2201 2231 +2 20,473 53,859 +542
Sep20 200320 2240 2268 2208 2230 +3 11,052 47,016 -1,793
Dec20 200320 2210 2236 2180 2200 -2 4,661 44,915 -862
Mar21 200320 2205 2226 2164 2182 -9 3,432 28,063 +1,891
May21 200320 2184 2206 2159 2177 -7 975 7,849 +381
Jul21 200320 2178 2199 2156 2172 -6 210 2,525 -28
Total Volume and Open Interest 68,025 262,867 -8,474
Coffee "C"(ICE)
Mar20 200319 114.15 116.65 111.50 116.65 +8.60 13 168 -1
May20 200320 114.00 120.05 114.00 119.70 +7.00 37,651 79,542 -3,028
Jul20 200320 114.40 120.00 114.40 119.75 +6.30 24,860 49,928 -1,929
Sep20 200320 115.45 120.60 115.35 120.10 +5.65 12,686 39,357 -549
Dec20 200320 117.00 121.50 116.50 120.95 +5.25 10,359 36,694 +740
Mar21 200320 118.40 122.70 118.25 122.20 +4.85 4,025 16,984 -233
Total Volume and Open Interest 96,073 251,536 -4,722
Orange Juice(ICE)
May20 200320 99.75 106.10 99.55 105.55 +6.55 1,915 11,091 -531
Jul20 200320 101.00 106.10 100.95 105.60 +5.65 479 2,649 -50
Sep20 200320 102.20 106.75 102.05 106.60 +5.15 177 946 +60
Nov20 200320 104.95 107.35 104.95 107.35 +4.85 95 398 +26
Jan21 200320 107.70 108.60 107.70 108.60 +4.60 47 347 +43
Mar21 200320 109.25 110.15 109.25 110.15 +4.40 1 172 +0
Total Volume and Open Interest 2,714 15,603 -452
Sugar #11(ICE)
May20 200320 10.85 11.19 10.82 10.91 +0.32 82,411 333,892 +940
Jul20 200320 10.78 11.13 10.78 10.83 +0.29 65,624 262,621 -4,385
Oct20 200320 10.90 11.26 10.90 10.96 +0.27 40,539 189,908 -6,569
Mar21 200320 11.35 11.73 11.35 11.47 +0.32 14,569 105,843 -1,268
May21 200320 11.26 11.63 11.26 11.38 +0.32 12,552 48,078 +8,412
Jul21 200320 11.30 11.55 11.30 11.32 +0.32 3,557 40,846 +479
Oct21 200320 11.49 11.71 11.49 11.53 +0.33 2,093 38,990 +311
Mar22 200320 12.14 12.15 11.95 11.98 +0.34 1,489 15,747 +65
Total Volume and Open Interest 224,862 1,048,242 -721
London Cocoa(LCE)
May20 200320 1818 1835 1775 1832 +19 10,674 56,184 -1,621
Jul20 200320 1805 1817 1765 1808 +14 11,923 45,321 +26
Sep20 200320 1783 1798 1752 1787 +10 7,458 43,667 +223
Dec20 200320 1706 1726 1679 1700 -1 4,937 66,467 -37
Mar21 200320 1682 1703 1660 1676 unch 2,253 31,866 +81
May21 200320 1680 1701 1663 1678 +4 915 13,256 +293
Jul21 200320 1685 1698 1662 1680 +9 328 6,927 +263
Total Volume and Open Interest 38,619 269,219 -730
London Sugar(LCE)
May20 200320 345.20 349.20 341.50 344.40 +6.50 6,646 39,342 -1,633
Aug20 200320 332.00 338.80 332.00 334.70 +7.90 6,695 45,939 +468
Oct20 200320 323.50 331.10 323.50 327.30 +8.70 2,227 13,333 +600
Dec20 200320 326.50 332.60 326.50 329.40 +8.40 689 8,226 +42
Mar21 200320 328.80 334.90 328.80 331.40 +7.90 583 6,694 +318
Total Volume and Open Interest 17,218 117,859 -85
Cotton(ICE)
May20 200320 55.32 56.35 53.20 53.68 -1.25 28,005 94,938 -2,235
Jul20 200320 55.02 56.47 53.29 53.74 -1.24 18,509 50,432 -262
Oct20 200320 56.42 56.42 55.09 55.09 -1.16 13 64 +10
Dec20 200320 56.64 57.28 54.62 55.03 -1.07 9,618 50,167 +7
Mar21 200320 57.04 57.97 55.71 56.12 -0.96 1,913 8,599 +180
May21 200320 57.90 58.71 56.71 57.10 -0.92 367 1,169 +187
Total Volume and Open Interest 59,106 209,401 -1,857
Lumber(CME)
May20 200320 325.9 335.4 319.0 322.3 +2.5 434 1,572 +75
Jul20 200320 333.5 342.7 325.6 327.3 -0.1 134 664 +1
Sep20 200320 330.0 330.0 325.0 325.7 +1.7 72 345 -1
Nov20 200320 333.6 333.6 327.5 327.5 +2.0 8 141 +1
Jan21 200320 334.5 334.5 334.5 334.5 +2.0 0 15 +0
Mar21 200320 333.0 333.0 333.0 333.0 +2.0      
May21 200320 331.5 331.5 331.5 331.5 +2.0      
Total Volume and Open Interest 648 2,737 +76
Crude Oil(NYM)
Apr20 200320 24.73 27.89 19.46 22.43 -2.79 309,481 65,171 -17,088
May20 200320 25.59 28.49 22.39 22.63 -3.28 1,001,245 500,095 +15,758
Jun20 200320 26.61 29.46 24.13 24.36 -2.43 387,959 261,655 -7,485
Jul20 200320 27.85 30.65 25.70 25.93 -2.03 172,765 152,350 -2,739
Aug20 200320 28.96 31.71 26.88 27.10 -1.91 101,393 94,550 +445
Sep20 200320 29.74 32.55 27.83 28.02 -1.88 116,931 132,992 -775
Oct20 200320 30.36 33.26 28.69 28.80 -1.85 40,793 90,507 +3,493
Nov20 200320 31.07 33.85 29.36 29.52 -1.81 39,859 63,018 -1,715
Dec20 200320 31.79 34.45 30.00 30.16 -1.76 169,701 215,953 -8,603
Jan21 200320 33.02 34.45 30.57 30.70 -1.72 20,165 58,582 +345
Feb21 200320 34.08 34.91 31.19 31.19 -1.70 6,815 32,011 +627
Mar21 200320 34.01 35.73 31.51 31.65 -1.67 16,875 36,756 +286
Apr21 200320 35.16 35.63 32.07 32.07 -1.66 2,888 18,299 -529
May21 200320 34.50 36.01 32.46 32.46 -1.63 2,075 16,823 -166
Jun21 200320 34.42 36.80 32.67 32.80 -1.60 36,132 79,627 -134
Jul21 200320 33.05 36.54 33.05 33.05 -1.60 1,275 18,574 -85
Total Volume and Open Interest 2,489,038 2,140,367 -14,083
e-miNY Crude Oil(NYM)
May20 200320 25.675 28.500 22.375 22.625 -3.275 30,817 4,360 +1,587
Jun20 200320 26.600 29.450 24.125 24.350 -2.450 1,223 1,085 +312
Jul20 200320 27.700 30.675 25.875 25.925 -2.025 183 219 +50
Aug20 200320 29.700 31.525 27.100 27.100 -1.900 59 240 +6
Sep20 200320 30.025 32.075 28.025 28.025 -1.875 75 181 -12
Oct20 200320 30.900 33.050 28.800 28.800 -1.850 15 101 -1
Nov20 200320 32.050 33.550 29.525 29.525 -1.800 66 62 +3
Dec20 200320 31.800 34.350 30.150 30.150 -1.775 168 193 +26
Jan21 200320 32.550 34.900 30.700 30.700 -1.725 35 85 +15
Feb21 200320 33.100 35.025 31.200 31.200 -1.700 20 15 +1
Total Volume and Open Interest 55,244 8,852 +1,284
NY Harbor ULSD(NYM)
Apr20 200320 104.14 111.20 100.10 100.63 -3.54 71,331 46,893 -11,311
May20 200320 104.81 111.84 100.90 101.39 -3.36 72,447 89,809 +3,018
Jun20 200320 106.36 113.37 102.80 103.28 -3.32 46,932 48,489 -4,441
Jul20 200320 108.66 115.78 105.30 105.74 -3.49 23,157 28,895 +501
Aug20 200320 111.17 118.19 107.72 108.17 -3.61 13,674 18,017 -614
Sep20 200320 113.50 120.61 110.26 110.62 -3.74 11,765 17,650 +220
Oct20 200320 116.10 120.49 112.44 112.75 -3.86 4,230 12,316 +294
Nov20 200320 118.50 122.91 114.19 114.50 -4.00 3,290 11,697 +286
Dec20 200320 120.68 126.08 115.42 115.92 -4.12 18,182 29,561 -1,759
Jan21 200320 121.00 126.62 116.79 117.22 -4.29 3,078 13,608 -35
Feb21 200320 125.10 125.26 117.88 118.20 -4.50 2,148 6,591 +414
Mar21 200320 124.44 124.44 119.01 119.01 -4.69 2,380 6,797 +950
Apr21 200320 124.59 128.43 119.42 119.58 -4.78 694 3,217 +86
May21 200320 121.50 129.34 120.68 120.68 -4.90 587 1,896 +42
Total Volume and Open Interest 279,170 370,907 -11,910
RBOB Gasoline(NYM)
Apr20 200320 68.50 74.99 60.10 60.54 -7.96 41,528 56,804 -5,788
May20 200320 68.54 76.15 62.33 62.81 -6.51 71,699 100,841 +4,882
Jun20 200320 71.62 78.80 65.95 66.36 -5.69 46,704 43,754 -2,086
Jul20 200320 73.51 81.75 69.35 69.73 -5.26 23,314 28,669 -1,217
Aug20 200320 76.91 84.55 72.43 72.81 -5.08 12,097 18,208 -168
Sep20 200320 79.03 86.31 74.87 75.20 -4.96 15,627 29,072 -1,035
Oct20 200320 73.15 80.11 69.51 69.67 -4.50 8,355 17,752 -28
Nov20 200320 74.02 78.17 70.65 71.10 -4.50 6,267 17,723 +376
Dec20 200320 76.90 83.40 72.28 72.69 -4.47 9,074 29,716 +1,614
Jan21 200320 81.05 81.88 74.28 74.28 -4.51 2,152 3,597 -399
Total Volume and Open Interest 241,809 364,106 -2,390
e-miNY RBOB Gasoline(NYM)
Apr20 200320 60.54 60.54 60.54 60.54 -7.96 1 1 +1
May20 200320 69.30 70.00 62.81 62.81 -6.51      
Jun20 200320 66.36 66.36 66.36 66.36 -5.69      
Jul20 200320 69.73 69.73 69.73 69.73 -5.26      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Apr20 200320 1.647 1.700 1.574 1.604 -0.050 216,851 130,558 -8,480
May20 200320 1.723 1.772 1.646 1.675 -0.051 197,872 334,970 -230
Jun20 200320 1.821 1.872 1.741 1.765 -0.056 54,803 90,934 +1,601
Jul20 200320 1.926 1.984 1.859 1.877 -0.060 59,117 110,922 +986
Aug20 200320 1.979 2.034 1.911 1.927 -0.061 31,697 57,937 -131
Sep20 200320 2.017 2.067 1.943 1.957 -0.064 37,312 106,109 -5,473
Oct20 200320 2.085 2.131 2.011 2.025 -0.060 67,828 104,317 -1,069
Nov20 200320 2.262 2.307 2.213 2.226 -0.042 19,477 31,952 +1,019
Dec20 200320 2.525 2.565 2.489 2.509 -0.019 14,379 35,244 +548
Jan21 200320 2.646 2.683 2.610 2.630 -0.013 49,144 69,332 -3,169
Feb21 200320 2.612 2.651 2.586 2.602 -0.009 13,655 25,580 +797
Mar21 200320 2.501 2.545 2.484 2.501 -0.003 24,031 43,553 +1,658
Apr21 200320 2.249 2.290 2.242 2.254 +0.003 23,304 52,207 +3,475
May21 200320 2.213 2.255 2.212 2.220 +0.001 4,947 12,806 -175
Jun21 200320 2.278 2.289 2.249 2.259 +0.001 3,251 10,506 +689
Jul21 200320 2.300 2.330 2.293 2.303 +0.002 1,858 8,173 +129
Total Volume and Open Interest 830,006 1,314,372 -5,459
Brent Crude Oil(ICE)
May20 200320 28.10 30.94 26.81 26.98 -1.49 348,397 242,476 -20,749
Jun20 200320 30.60 32.87 28.82 29.00 -1.30 397,461 467,132 +17,184
Jul20 200320 32.08 34.45 30.47 30.63 -1.18 171,343 295,772 +5,197
Aug20 200320 33.43 35.81 31.83 31.98 -1.12 103,838 138,705 +2,091
Sep20 200320 34.57 36.92 32.92 33.08 -1.12 108,987 170,409 +8,026
Oct20 200320 35.43 37.73 33.72 33.87 -1.15 38,995 108,993 +4,671
Nov20 200320 36.15 38.34 34.37 34.53 -1.18 24,940 78,743 +3,343
Dec20 200320 36.75 38.91 34.91 35.09 -1.21 190,911 282,373 +5,305
Jan21 200320 37.26 39.36 35.41 35.57 -1.27 10,197 81,020 -109
Feb21 200320 38.17 38.17 36.00 36.00 -1.31 6,643 59,602 +81
Mar21 200320 38.47 38.60 36.43 36.43 -1.33 17,405 48,160 +1,960
Apr21 200320 36.81 36.81 36.81 36.81 -1.34 2,460 31,661 +374
May21 200320 37.15 37.15 37.15 37.15 -1.34 1,924 26,857 +394
Jun21 200320 39.17 41.25 37.32 37.47 -1.31 44,282 106,431 +2,114
Total Volume and Open Interest 1,554,102 2,632,322 +37,338
Gas Oil(ICE)
Apr20 200320 300.00 323.75 292.75 301.00 +13.25 86,849 131,895 -4,819
May20 200320 304.00 327.25 296.00 303.75 +12.00 95,236 139,487 +3,997
Jun20 200320 314.00 333.25 302.75 310.00 +11.00 71,290 111,616 -3,958
Jul20 200320 321.00 340.75 310.25 317.75 +9.50 24,223 54,356 +426
Aug20 200320 328.75 348.50 317.75 325.25 +8.50 14,316 40,146 +86
Sep20 200320 335.75 355.75 324.75 332.50 +7.50 16,795 45,839 -1,191
Oct20 200320 342.25 361.25 331.25 338.50 +7.00 11,316 38,395 -1,737
Nov20 200320 346.25 365.00 335.50 342.50 +6.25 6,734 25,898 +239
Dec20 200320 350.50 369.25 337.50 345.00 +5.25 35,588 83,304 +2,234
Jan21 200320 354.75 373.00 344.75 348.75 +4.50 6,067 21,787 +414
Total Volume and Open Interest 394,638 856,934 -3,590
Ethanol(CBOT)
Apr20 200320 1.024 1.028 0.975 0.982 -0.035 73 149 -33
May20 200320 1.062 1.070 0.992 1.004 -0.038 135 226 -9
Jun20 200320 1.014 1.019 1.014 1.019 -0.038 0 37 +0
Jul20 200320 1.019 1.019 1.019 1.019 -0.038 4 4 +4
Aug20 200320 1.019 1.019 1.019 1.019 -0.038      
Sep20 200320 1.019 1.019 1.019 1.019 -0.038      
Oct20 200320 1.019 1.019 1.019 1.019 -0.038      
Nov20 200320 1.019 1.019 1.019 1.019 -0.038      
Total Volume and Open Interest 212 416 -38
WTI Crude Oil(ICE)
May20 200320 26.40 28.44 22.41 22.63 -3.28 124,613 92,593 +8,534
Jun20 200320 27.53 29.38 24.14 24.36 -2.43 134,863 101,719 +2,206
Jul20 200320 28.74 30.63 25.75 25.93 -2.03 66,866 52,659 +1,123
Aug20 200320 29.72 31.51 27.03 27.10 -1.91 29,315 19,440 +1,273
Sep20 200320 30.60 32.41 27.94 28.02 -1.88 36,881 57,101 +4,151
Oct20 200320 31.89 32.95 28.75 28.80 -1.85 6,055 18,128 +635
Nov20 200320 31.78 32.48 29.41 29.52 -1.81 5,984 13,986 -806
Dec20 200320 32.54 34.34 30.05 30.16 -1.76 51,865 102,394 +1,713
Jan21 200320 31.42 31.42 30.70 30.70 -1.72 1,497 6,286 -64
Feb21 200320 31.19 31.19 31.19 31.19 -1.70 1,063 4,971 +42
Mar21 200320 31.65 31.65 31.65 31.65 -1.67 1,474 6,429 +20
Apr21 200320 32.07 32.07 32.07 32.07 -1.66 710 4,386 -12
May21 200320 32.46 32.46 32.46 32.46 -1.63 837 4,382 +110
Jun21 200320 36.33 36.40 32.80 32.80 -1.60 9,615 34,833 +2,478
Jul21 200320 33.05 33.05 33.05 33.05 -1.60 220 5,159 -27
Aug21 200320 33.29 33.29 33.29 33.29 -1.59 65 5,530 +15
Total Volume and Open Interest 525,888 689,864 +19,980
US Dollar Index(ICE)
Jun20 200320 103.780 103.825 101.905 103.503 -0.103 26,162 25,365 +783
Sep20 200320 103.630 103.665 102.500 103.582 -0.198 97 550 +10
Dec20 200320 103.500 103.500 103.500 103.500 -0.300 12 199 -1
Total Volume and Open Interest 26,271 26,114 +792
Australian Dollar(CME)
Jun20 200320 57.39 59.87 56.67 58.05 +0.24 106,439 151,940 +4,233
Sep20 200320 57.56 59.88 56.79 58.05 +0.23 162 580 -2
Dec20 200320 58.02 59.72 56.90 58.02 +0.22 1 148 +1
Total Volume and Open Interest 106,918 154,072 +4,194
British Pound(CME)
Jun20 200320 115.00 119.52 114.38 115.87 +0.25 163,160 175,776 -558
Sep20 200320 114.50 119.50 114.50 115.95 +0.26 241 1,737 -29
Dec20 200320 118.16 118.90 114.71 116.00 +0.23 3 88 +0
Total Volume and Open Interest 163,868 181,431 -678
Canadian Dollar(CME)
Jun20 200320 69.00 70.71 68.83 69.33 +0.36 100,958 119,176 +1,539
Sep20 200320 69.60 70.76 68.94 69.39 +0.36 466 2,596 +3
Dec20 200320 69.25 70.80 69.02 69.40 +0.33 162 1,914 +16
Mar21 200320 69.83 70.76 69.42 69.42 +0.31 2 120 +0
Total Volume and Open Interest 101,658 126,634 +1,579
Japanese Yen(CME)
Jun20 200320 90.63 91.88 90.08 90.36 -0.57 135,452 120,765 -2,441
Sep20 200320 90.74 92.04 90.35 90.59 -0.59 77 824 +56
Dec20 200320 91.74 92.24 90.63 90.82 -0.57 0 32 +0
Total Volume and Open Interest 135,728 123,329 -2,440
Swiss Franc(CME)
Jun20 200320 101.75 103.09 101.44 101.53 -0.38 35,677 34,200 -957
Sep20 200320 102.32 103.51 101.93 101.93 -0.40 0 87 +0
Dec20 200320 102.18 103.49 102.18 102.18 -0.47 1 11 +1
Total Volume and Open Interest 35,678 34,298 -956
EuroFX(CME)
Jun20 200320 107.14 108.72 106.75 106.92 -0.27 237,544 570,980 -7,492
Sep20 200320 107.50 109.04 107.09 107.23 -0.31 1,069 3,405 +388
Dec20 200320 108.38 109.29 107.39 107.49 -0.32 418 1,932 +210
Total Volume and Open Interest 239,662 581,273 -6,843
Mexican Peso(CME)
Apr20 200320 414.25 423.25 406.25 410.88 +2.38 16 50 +4
May20 200320 408.75 421.00 404.25 408.75 +2.25 1 755 -1
Total Volume and Open Interest 61,562 121,868 -96
Brazilian Real(CME)
Apr20 200320 195.15 203.00 195.15 199.05 +3.00 11,844 47,815 +630
May20 200320 194.35 202.40 194.35 198.85 +3.15 447 1,964 +274
Jun20 200320 201.30 201.35 197.05 198.55 +3.30 88 1,776 +3
Jul20 200320 198.85 198.95 198.85 198.85 +3.85 1 5 +1
Total Volume and Open Interest 12,380 51,680 +908
30-Year T-Bonds(CBOT)
Mar20 200320 190~000 200~000 177~100 177~100 +4~200 202 4,493 -110
Jun20 200320 172~010 178~010 171~230 175~310 +3~110 375,440 1,151,083 -18,663
Sep20 200320 173~000 174~160 173~000 173~170 +3~110 16 129 -1
Total Volume and Open Interest 375,658 1,155,705 -18,774
10-Year T-Notes(CBOT)
Mar20 200320 136~110 136~160 136~000 136~160 +1~060 6,960 3,126 -2,726
Jun20 200320 134~300 137~145 134~220 136~235 +1~165 2,077,161 3,562,047 -91,131
Sep20 200320 136~115 136~115 136~115 136~115 +1~165 1 3 +0
Total Volume and Open Interest 2,084,121 3,565,176 -93,857
5-Year T-Notes(CBOT)
Mar20 200320 123~126 124~082 123~126 124~002 +0~222 4,170 18,896 -2,851
Jun20 200320 123~282 125~020 123~264 124~244 +0~224 1,524,140 4,352,276 +18,212
Sep20 200320 124~244 124~244 124~244 124~244 +0~224      
Total Volume and Open Interest 1,528,310 4,371,172 +15,361
2 Year T-Notes(CBOT)
Mar20 200320 109~226 109~302 109~226 109~290 +0~036 2,264 47,818 -1,518
Jun20 200320 110~007 110~070 109~315 110~040 +0~022 799,171 3,155,213 -18,447
Sep20 200320 110~040 110~040 110~040 110~040 +0~022 0 2 +0
Total Volume and Open Interest 801,435 3,203,033 -19,965
Eurodollars(CME)
Jun20 200320 99.325 99.510 99.305 99.455 +0.105 622,060 1,663,416 -12,279
Sep20 200320 99.520 99.650 99.505 99.605 +0.075 350,007 1,396,020 -10,712
Dec20 200320 99.495 99.630 99.490 99.590 +0.080 371,757 1,097,485 -31,122
Mar21 200320 99.530 99.660 99.515 99.630 +0.095 298,923 842,949 -3,692
Jun21 200320 99.500 99.645 99.480 99.610 +0.105 304,555 820,106 -11,264
Sep21 200320 99.485 99.640 99.465 99.605 +0.115 232,586 636,897 -9,163
Dec21 200320 99.445 99.615 99.425 99.580 +0.130 213,737 695,916 +8,031
Mar22 200320 99.415 99.595 99.395 99.565 +0.140 211,010 528,852 +20,765
Jun22 200320 99.340 99.550 99.330 99.520 +0.155 141,446 452,034 +2,425
Sep22 200320 99.325 99.515 99.280 99.485 +0.170 137,291 319,344 -1,781
Dec22 200320 99.265 99.465 99.220 99.435 +0.180 145,792 247,542 -3,566
Mar23 200320 99.230 99.440 99.190 99.410 +0.185 158,543 294,254 +21,703
Jun23 200320 99.175 99.415 99.150 99.385 +0.200 104,984 188,352 +7,177
Sep23 200320 99.165 99.390 99.115 99.360 +0.210 78,007 122,964 -253
Dec23 200320 99.120 99.355 99.075 99.320 +0.215 89,941 119,893 -4,393
Mar24 200320 99.100 99.335 99.040 99.295 +0.220 89,713 109,769 +2,323
Jun24 200320 99.030 99.305 99.005 99.260 +0.225 51,966 66,783 +4,682
Sep24 200320 98.985 99.265 98.955 99.220 +0.235 49,919 65,004 -1,054
Total Volume and Open Interest 4,059,755 10,297,173 +8,154
Ultra T-Bond(CBOT)
Mar20 200320 208~00 210~21 208~00 210~21 +8~06 336 1,261 -336
Jun20 200320 202~09 216~01 201~25 211~07 +7~06 243,198 1,112,362 -6,163
Sep20 200320 211~07 211~07 211~07 211~07 +7~06      
Total Volume and Open Interest 243,198 1,113,623 -6,499
Ultra 10-Yr T-Note(CBOT)
Mar20 200320 152~255 152~255 152~255 152~255 +2~060 96 868 +0
Jun20 200320 149~305 154~045 149~265 152~300 +2~180 316,880 864,402 +3,124
Sep20 200320 152~300 152~300 152~300 152~300 +2~180      
Total Volume and Open Interest 316,976 865,270 +3,124
30 Day Federal Funds(CBOT)
Mar20 200320 99.308 99.330 99.300 99.325 +0.022 27,386 258,173 -378
Apr20 200320 99.855 99.895 99.850 99.890 +0.030 67,199 341,670 -10,635
May20 200320 99.870 99.900 99.860 99.890 +0.015 66,694 236,319 -13,701
Jun20 200320 99.885 99.900 99.865 99.895 +0.005 27,437 148,719 -3,548
Jul20 200320 99.890 99.915 99.875 99.905 +0.010 57,932 184,242 -12,283
Aug20 200320 99.905 99.925 99.885 99.915 +0.005 27,428 119,283 -4,542
Total Volume and Open Interest 431,251 1,752,926 -51,800
Japanese Govt Bonds(SGX)
Jun20 200319 151.10 151.91 150.59 151.24 +0.03 1,240 14,431 -713
Sep20 200319 151.24 151.24 151.24 151.24 +0.03      
Dec20 200319 151.24 151.24 151.24 151.24 +0.03      
Total Volume and Open Interest 1,240 14,431 -713
Euro-Buxl(EUREX)
Jun20 200320 206.82 212.46 206.82 211.60 +7.20 59,843 210,024 +5,697
Sep20 200320 221.08 221.08 221.08 221.08 +7.20 0 14 +0
Dec20 200320 213.60 213.60 213.60 213.60 +7.20      
Total Volume and Open Interest 59,843 210,038 +5,697
Euro-Bund(EUREX)
Jun20 200320 168.53 170.84 168.52 170.42 +2.48 879,198 1,500,971 +22,672
Sep20 200320 172.65 173.32 172.65 173.32 +2.48 35 226 -6
Dec20 200320 171.47 171.47 171.47 171.47 +2.48      
Total Volume and Open Interest 879,233 1,501,197 +22,666
Euro-Bobl(EUREX)
Jun20 200320 133.53 134.50 133.50 134.24 +0.82 481,783 1,169,134 +53,796
Sep20 200320 133.84 133.84 133.84 133.84 +0.82 0 329 +0
Dec20 200320 134.17 134.17 134.17 134.17 +0.82      
Total Volume and Open Interest 481,783 1,169,463 +53,796
Euro-Schatz(EUREX)
Jun20 200320 112.00 112.19 111.96 112.10 +0.06 374,619 1,293,098 -25,053
Sep20 200320 112.10 112.10 112.10 112.10 +0.06 0 65 +0
Dec20 200320 113.10 113.10 113.10 113.10 +0.06      
Total Volume and Open Interest 374,619 1,293,163 -25,053
3-Mth Euribor(EUREX)
Mar20 200316 100.410 100.410 100.410 100.410 -0.010 0 1,586 +0
Jun20 200320 100.350 100.370 100.350 100.370 +0.005 200 1,467 +200
Sep20 200320 100.395 100.395 100.395 100.395 +0.020 107 1,090 +103
Total Volume and Open Interest 394 4,969 +303
Long Gilt(LIFFE)
Mar20 200320 134~27 134~27 134~27 134~27 +3~07 380 9,177 -6
Jun20 200320 131~26 134~21 131~26 133~29 +3~06 282,492 516,434 -18,100
Total Volume and Open Interest 282,872 525,611 -18,106
3-Mth Short Sterling(LIFFE)
Jun20 200320 99.39 99.60 99.39 99.57 +0.21 160,097 768,757 -1,977
Sep20 200320 99.48 99.68 99.48 99.65 +0.15 104,446 533,530 -7,021
Dec20 200320 99.54 99.66 99.54 99.64 +0.11 116,369 504,744 -10,410
Mar21 200320 99.56 99.67 99.55 99.64 +0.10 109,173 429,795 +2,830
Jun21 200320 99.54 99.62 99.51 99.60 +0.10 85,399 326,314 -3,417
Sep21 200320 99.49 99.61 99.49 99.58 +0.10 81,561 236,588 +1,235
Total Volume and Open Interest 1,267,767 3,649,198 -612,998
3-Mth Euribor(LIFFE)
Jun20 200320 100.360 100.395 100.325 100.375 +0.010 110,286 500,430 -7,300
Sep20 200320 100.370 100.415 100.355 100.395 +0.020 98,377 421,936 -7,906
Dec20 200320 100.380 100.415 100.360 100.400 +0.020 112,780 415,667 -16,913
Total Volume and Open Interest 1,325,143 3,305,534 -95,157
3-Mth Aus T-Bills(SFE)
Jun20 200320 99.54 99.58 99.50 99.56 unch 27,381 166,893 +1,635
Sep20 200320 99.59 99.62 99.56 99.57 -0.03 13,766 167,830 +11
Dec20 200320 99.58 99.62 99.52 99.56 -0.04 17,504 171,605 +3,388
Mar21 200320 99.54 99.63 99.50 99.56 -0.02 10,898 140,174 +1,478
Jun21 200320 99.50 99.59 99.50 99.54 +0.01 5,733 83,738 -2,121
Sep21 200320 99.47 99.56 99.47 99.52 +0.03 4,842 68,570 -7
Dec21 200320 99.43 99.51 99.43 99.49 +0.05 3,386 47,380 -708
Mar22 200320 99.41 99.48 99.37 99.45 +0.06 1,955 19,964 +273
Jun22 200320 99.38 99.43 99.38 99.41 +0.07 5 2,259 +0
Sep22 200320 99.38 99.38 99.38 99.38 +0.07 0 610 -2
Total Volume and Open Interest 85,470 870,396 +3,942
10-Year Aus T-Bonds(SFE)
Jun20 200320 98.58 98.98 98.57 98.87 +0.35 188,406 1,210,758 +17,543
Sep20 200320 98.87 98.87 98.87 98.87 +0.35      
Total Volume and Open Interest 188,406 1,210,758 +17,543
3-Year Aus T-Bonds(SFE)
Jun20 200320 99.68 99.74 99.64 99.69 +0.03 213,397 1,047,243 +43,434
Sep20 200320 99.69 99.69 99.69 99.69 +0.03      
Total Volume and Open Interest 213,397 1,047,243 +43,434
Gold(CMX)
Apr20 200320 1471.6 1519.4 1457.5 1484.6 +5.3 435,187 227,425 -8,258
Jun20 200320 1474.7 1522.5 1460.9 1488.1 +5.8 73,216 225,850 -517
Aug20 200320 1466.3 1525.4 1465.0 1491.2 +6.1 6,371 46,242 +650
Oct20 200320 1491.4 1524.0 1491.4 1493.3 +6.0 599 12,107 +110
Dec20 200320 1468.0 1530.0 1468.0 1495.1 +5.7 2,490 35,679 -275
Feb21 200320 1523.7 1527.2 1496.3 1496.5 +4.8 552 11,509 -218
Apr21 200320 1515.8 1515.8 1498.1 1498.1 +4.5 319 2,211 +102
Jun21 200320 1499.5 1499.5 1499.5 1499.5 +4.2 9 2,396 +0
Aug21 200320 1501.4 1501.4 1501.4 1501.4 +4.2 0 50 +0
Oct21 200320 1503.5 1503.5 1503.5 1503.5 +4.2 0 6 +0
Dec21 200320 1524.8 1524.8 1504.0 1504.0 +3.9 46 1,583 +0
Total Volume and Open Interest 519,717 565,562 -8,363
Silver(CMX)
Mar20 200320 1208.0 1286.0 1208.0 1234.9 +25.2 184 286 -33
May20 200320 1212.5 1309.5 1200.5 1238.5 +25.1 122,769 104,613 -3,245
Jul20 200320 1211.0 1314.0 1207.5 1242.5 +25.1 8,803 32,755 +169
Sep20 200320 1224.5 1314.0 1224.5 1245.5 +25.2 1,092 11,483 +40
Dec20 200320 1221.0 1317.5 1215.0 1248.8 +25.1 1,938 12,735 +453
Mar21 200320 1275.0 1275.0 1246.0 1249.7 +23.8 53 1,485 +7
May21 200320 1262.5 1262.5 1252.3 1252.3 +23.8 0 47 +0
Total Volume and Open Interest 135,527 164,039 -2,643
Platinum(NYMEX)
Apr20 200320 590.9 639.9 589.0 622.5 +25.7 32,735 30,483 -3,184
Jul20 200320 590.7 640.0 588.6 623.4 +26.3 6,411 32,533 +1,888
Oct20 200320 596.0 640.5 596.0 624.8 +26.1 172 1,399 +43
Jan21 200320 612.5 625.2 612.5 625.2 +25.3 80 515 +7
Total Volume and Open Interest 39,466 65,039 -1,236
Palladium(NYMEX)
Mar20 200320 1570.30 1570.30 1570.30 1570.30 +10.80 0 10 +0
Jun20 200320 1526.60 1624.90 1463.00 1540.20 +10.80 2,403 8,258 -94
Sep20 200320 1540.20 1589.40 1478.50 1531.60 +11.40 215 599 -164
Total Volume and Open Interest 2,619 9,298 -258
Copper(CMX)
Mar20 200320 216.20 224.10 212.00 219.05 -0.95 480 1,613 -164
May20 200320 214.85 223.65 209.30 217.15 -1.40 105,933 116,915 -2,699
Jul20 200320 215.00 223.65 209.60 217.15 -1.65 8,739 42,187 -476
Sep20 200320 213.00 224.10 211.60 217.50 -1.80 4,219 22,820 -435
Dec20 200320 215.00 224.80 211.65 218.35 -1.90 1,712 15,894 +283
Total Volume and Open Interest 122,512 212,398 -3,444
E-mini DJIA Index(CBOT)
Jun20 200320 19583 20882 18825 19040 -835 228,929 53,639 +3,904
Sep20 200320 19700 20805 18750 18946 -791 61 91 +1
Dec20 200320 18800 20100 18716 18793 -813 0 4 +0
Mar21 200320 18667 18667 18667 18667 -823      
Total Volume and Open Interest 316,318 79,850  
S & P 500(CME)
Jun20 200320 2348.00 2498.50 2260.75 2288.50 -100.50 463 5,980 +269
Sep20 200320 2280.00 2280.00 2280.00 2280.00 -99.50 0 11 +0
Dec20 200320 2274.25 2274.25 2274.25 2274.25 -96.25      
Mar21 200320 2271.75 2271.75 2271.75 2271.75 -89.50      
Total Volume and Open Interest 5,763 114,122 +218
S & P 500 E-Mini(CME)
Jun20 200320 2351.00 2499.00 2260.00 2288.50 -100.50 3,255,696 3,233,933 +277,991
Sep20 200320 2339.25 2488.75 2252.00 2280.00 -99.50 3,058 6,906 +416
Dec20 200320 2412.50 2426.75 2245.25 2274.25 -96.25 2 2,581 +1
Mar21 200320 2360.00 2401.75 2271.75 2271.75 -89.50 1 69 -1
Total Volume and Open Interest 4,235,293 4,628,490 +74,326
NASDAQ 100 E-Mini(CME)
Jun20 200320 7177.00 7629.00 6891.00 6969.00 -304.50 512,012 196,133 +31,303
Sep20 200320 7199.00 7627.00 6889.50 6964.50 -305.00 83 587 -4
Dec20 200320 6948.75 7568.00 6890.00 6948.75 -303.50 0 15 +0
Total Volume and Open Interest 668,378 298,329 +2,058
S&P Midcap 400(CME) e-Mini
Mar20 200320 1291.80 1362.50 1281.00 1328.70 +11.70 12,148 12,267 -4,099
Jun20 200320 1282.70 1366.10 1230.60 1251.50 -54.40 26,291 80,321 +6,535
Sep20 200320 1264.70 1264.70 1264.70 1264.70 -58.60      
Total Volume and Open Interest 38,439 92,588 +2,436
Volatility Index(CBOE)
Mar20 200318 70.55 82.00 69.76 69.76 +0.93 62,226 75,724 -11,986
Apr20 200320 68.00 68.95 53.05 61.53 -4.77 163,031 0 -229,347
May20 200320 58.85 60.80 48.30 56.63 -2.35 71,624 0 -48,259
Jun20 200320 51.30 52.12 42.80 49.73 -0.67 33,063 0 -26,925
Total Volume and Open Interest 298,877 347,779 -21,636
S & P 600(CME)
Mar20 200320 640.70 640.70 640.70 640.70 +6.50      
Jun20 200320 606.30 606.30 606.30 606.30 -28.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200320 1033.30 1101.90 1017.50 1069.25 +21.15 98,721 102,377 -59,577
Jun20 200320 1025.50 1093.60 994.20 1015.90 -23.90 277,666 527,169 +68,805
Sep20 200320 1010.90 1075.00 994.40 1010.90 -25.10 0 12 +0
Total Volume and Open Interest 376,387 629,558 +9,228
Nikkei 225(CME)
Jun20 200320 17330 18220 17160 17365 -35 15,084 11,207 -154
Sep20 200320 17400 18160 17400 17400 -20      
Total Volume and Open Interest 15,084 11,207 -154
Nikkei 225(SGX)
Jun20 200320 16730 17340 16400 17210 +595 205,518 126,087 -4,993
Sep20 200320 16730 17165 16700 17165 +595 1,188 1,160 +1,033
Dec20 200319 16420 16420 16420 16420 +275 2 12,191 +2
Total Volume and Open Interest 218,910 171,219 +1,107
Nikkei 225 Mini(JPX)
Jun20 200319 16820 17015 16055 16550 +40 2,868,612 1,177,505 +718,458
Sep20 200318 16800 17270 16170 16480 -140 79,188 17,381 +9,558
Dec20 200318 16700 17130 16085 16350 -150 1,449 3,293 -676
Total Volume and Open Interest 3,243,091 744,732 -841,465
Nikkei 225(JPX)
Jun20 200319 16820 17030 16060 16550 +40 217,322 307,704 +3,903
Sep20 200319 16790 16960 16010 16460 -20 1,864 8,472 +3,193
Dec20 200319 16280 16400 16060 16400 +50 48 51,244 -90
Total Volume and Open Interest 219,279 418,835 +7,326
Nikkei 225(CME) Yen
Jun20 200320 16945 17845 16765 17030 +35 91,091 40,479 -482
Sep20 200320 16980 17760 16740 16980 +40 0 80 +0
Dec20 200320 16985 16985 16985 16985 +35      
Total Volume and Open Interest 91,091 40,559 -482
Nikkei 225(CME) e-Mini Yen
Mar20 200312 17060 17060 17060 17060 -2110 0 3 +0
Jun20 200320 17030 17030 17030 17030 +30      
Sep20 200320 16980 16980 16980 16980 +40      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Mar20 200320 3970.5 4117.0 3963.5 4067.0 +213.0 216,281 176,938 -182,808
Apr20 200320 3966.5 4107.5 3870.0 4025.0 +187.0 84,831 241,123 +38,241
May20 200320 3965.5 3965.5 3965.5 3965.5 +187.0      
Jun20 200320 3891.0 3979.0 3891.0 3915.0 +187.0 60 6,719 +165
Total Volume and Open Interest 301,172 493,787 -144,402
Hang Seng Index(HKFE)
Mar20 200320 21765 23105 21492 23057 +1216 229,458 120,991 +3,448
Apr20 200320 21920 23077 21476 23055 +1230 4,828 12,058 +1,713
Total Volume and Open Interest 238,165 147,438 +7,060
DAX(EUREX)
Mar20 200320 8500.0 9188.5 8500.0 9006.5 +379.0 148,690 89,219 -17,254
Jun20 200320 8486.5 9175.5 8480.5 8832.5 +223.0 50,194 85,601 +24,268
Sep20 200320 8888.5 9044.0 8813.5 8813.5 +232.0 27 406 -12
Total Volume and Open Interest 198,911 175,226 +7,002
Mini-DAX(EUREX)
Mar20 200320 8548.0 9188.0 8525.0 9006.5 +379.0 104,219 20,358 -8,042
Jun20 200320 8491.0 9177.0 8486.0 8832.5 +223.0 4,516 4,318 -962
Sep20 200320 8625.0 9118.0 8625.0 8813.5 +232.0 26 278 -7
Total Volume and Open Interest 108,761 24,954 -9,011
DJ EuroSTOXX 50(EUREX)
Mar20 200320 2410 2630 2410 2585 +131 2,809,919 3,305,072 -1,865,903
Jun20 200320 2350 2561 2345 2459 +78 1,995,447 4,958,310 +460,216
Sep20 200320 2429 2515 2368 2443 +77 27,325 82,908 +19,548
Total Volume and Open Interest 4,833,192 8,494,988 -1,385,639
Swiss Market Index(EUREX)
Mar20 200320 9050 9200 9028 9149 +441 126,349 223,877 -34,439
Jun20 200320 8811 9035 8170 8503 -23 80,084 215,851 +7,041
Sep20 200320 8899 8934 8183 8460 -18 45 1,247 +5
Total Volume and Open Interest 206,478 440,975 -27,393
FT-SE 100(EURONEXT)
Mar20 200320 5205.50 5414.50 5203.00 5315.00 +146.50 310,846 311,475 -104,683
Jun20 200320 5106.00 5370.00 4952.00 5097.00 -29.50 193,081 686,269 +97,093
Sep20 200320 5131.00 5250.00 5034.00 5034.00 -23.50 113 659 +93
Total Volume and Open Interest 504,181 1,000,278 -7,377
SPI 200(SFE)
Jun20 200320 4832.0 5053.0 4713.0 4795.0 -30.0 162,491 393,845 +53,750
Sep20 200320 4707.0 4707.0 4707.0 4707.0 -30.0 15 43 +14
Dec20 200320 4682.0 4682.0 4682.0 4682.0 -30.0 0 248 +0
Total Volume and Open Interest 281,919 675,705 -31,205
FTSE MIB(ISE)
Mar20 200320 15885.00 16100.00 15630.00 15642.00 +196.00 50,640 105,070 -36,566
Jun20 200320 15800.00 15870.00 14995.00 15362.00 +203.00 20,509 62,280 +4,007
Sep20 200320 15300.00 15605.00 15070.00 15070.00 +186.00 22 217 +14
Total Volume and Open Interest 71,171 167,567 -32,545
KOSPI 200(KFE)
Jun20 200320 201.05 215.55 199.25 215.55 +18.05 599,934 335,265 +2,649
Sep20 200320 219.25 219.55 194.25 214.55 +17.65 424 4,190 +100
Dec20 200320 210.35 212.20 195.90 212.20 +12.95 16 32,286 -196
Total Volume and Open Interest 600,381 387,090 +2,550
GSCI(CME)
Apr20 200320 271.50 280.95 264.25 267.85 +0.35 170 7,624 -27
May20 200320 269.35 269.35 269.35 269.35 +0.35      
Jun20 200320 273.30 273.30 273.30 273.30 +0.35      
Total Volume and Open Interest 170 7,624 -27
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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