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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 27, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May20 200327 879.00 888.75 875.25 881.50 +1.25 101,240 262,249 -7,355
Jul20 200327 883.00 893.25 879.75 885.25 +0.50 49,687 178,476 +1,805
Aug20 200327 884.25 893.75 880.75 885.75 unch 5,406 17,697 +704
Sep20 200327 877.25 887.75 875.75 879.00 -1.50 1,727 17,408 -55
Nov20 200327 876.00 887.00 874.50 876.75 -2.25 20,260 109,038 -1,008
Jan21 200327 876.25 886.25 873.25 875.25 -3.25 6,397 36,286 +1,148
Mar21 200327 860.00 869.50 855.00 858.00 -6.00 11,457 91,330 -1
May21 200327 860.00 869.75 853.75 856.75 -7.50 5,981 23,897 +1,480
Jul21 200327 874.00 878.00 861.25 864.75 -8.50 3,003 15,908 +47
Aug21 200327 866.50 877.75 862.50 864.75 -8.75 95 664 -5
Sep21 200327 861.00 861.00 857.75 857.75 -9.00 98 273 -32
Nov21 200327 861.00 868.50 852.50 853.25 -10.50 624 12,590 -78
Jan22 200327 861.50 861.50 861.50 861.50 -10.00 0 51 +0
Mar22 200327 863.75 863.75 863.75 863.75 -9.75 0 32 +0
Total Volume and Open Interest 205,977 766,109 -3,349
Soybean Meal(CBOT)
May20 200327 324.10 328.10 320.70 323.10 +0.20 57,337 144,811 -5,606
Jul20 200327 321.00 324.10 317.70 319.70 -0.60 33,278 90,576 +601
Aug20 200327 315.70 319.00 312.80 314.10 -1.60 7,774 23,017 +531
Sep20 200327 313.40 316.60 310.10 311.20 -2.20 2,954 17,522 -585
Oct20 200327 311.50 315.00 308.30 309.20 -2.80 2,917 14,690 -258
Dec20 200327 311.90 315.60 309.50 309.80 -2.80 11,696 51,979 -400
Jan21 200327 310.30 313.20 306.30 306.60 -3.30 709 6,510 -41
Mar21 200327 302.50 303.30 297.00 297.60 -3.70 3,325 24,546 +676
May21 200327 300.70 301.80 295.10 296.00 -4.60 2,205 14,009 +435
Jul21 200327 303.80 304.70 297.50 298.60 -4.80 1,245 6,695 +187
Total Volume and Open Interest 124,032 401,324 -4,373
Soybean Oil(CBOT)
May20 200327 26.49 26.96 26.33 26.85 +0.35 65,218 151,277 -1,819
Jul20 200327 26.84 27.32 26.69 27.22 +0.36 42,157 106,505 +331
Aug20 200327 27.01 27.48 26.86 27.39 +0.38 6,376 36,577 +1,269
Sep20 200327 27.18 27.63 27.03 27.56 +0.38 4,068 26,945 -7
Oct20 200327 27.34 27.82 27.22 27.71 +0.37 1,653 16,069 +144
Dec20 200327 27.71 28.22 27.56 28.07 +0.34 12,726 60,961 +450
Jan21 200327 27.91 28.35 27.82 28.29 +0.32 2,626 10,098 -69
Mar21 200327 28.18 28.59 28.02 28.48 +0.33 3,473 19,493 +400
May21 200327 28.31 28.84 28.27 28.67 +0.31 1,747 12,344 +234
Jul21 200327 28.54 29.16 28.54 28.94 +0.27 1,200 5,788 -159
Total Volume and Open Interest 141,529 451,950 +859
Canola(WCE)
May20 200327 462.4 464.2 461.0 462.9 +0.1 10,509 61,256 -5,876
Jul20 200327 471.6 473.0 470.0 471.8 +0.2 9,031 52,786 -391
Nov20 200327 480.3 482.5 479.3 481.6 +1.4 3,489 48,531 -408
Jan21 200327 485.3 488.6 484.9 487.9 +1.6 418 4,634 +127
Mar21 200327 492.5 494.4 491.1 493.6 +1.3 234 1,159 +146
Total Volume and Open Interest 23,774 168,927 -6,364
Corn(CBOT)
May20 200327 348.50 350.00 342.50 346.00 -2.75 118,826 474,162 -7,847
Jul20 200327 354.25 355.75 348.50 351.75 -2.50 73,613 365,257 -965
Sep20 200327 359.00 360.50 353.50 356.00 -3.00 18,698 174,396 -1,976
Dec20 200327 367.50 369.00 361.50 364.25 -3.00 28,727 253,449 +778
Mar21 200327 377.50 378.75 371.75 374.00 -3.50 5,686 31,071 +907
May21 200327 382.00 382.75 375.75 378.50 -3.50 914 7,972 +125
Jul21 200327 383.50 384.75 377.50 380.50 -3.50 1,559 32,382 +590
Sep21 200327 377.00 378.25 371.75 373.50 -4.00 241 6,572 +61
Dec21 200327 383.75 384.00 378.00 379.75 -3.25 1,067 27,461 +345
Mar22 200327 395.25 395.75 391.25 392.50 -2.75 109 734 +3
Total Volume and Open Interest 249,451 1,374,735 -7,973
Wheat(CBOT)
May20 200327 569.50 587.00 563.50 571.25 +2.25 97,558 145,711 +2,107
Jul20 200327 558.25 568.00 552.50 557.25 +1.00 66,628 91,984 -2,260
Sep20 200327 555.25 565.75 552.25 556.75 +1.75 37,521 52,314 -2,420
Dec20 200327 563.50 571.25 559.50 563.25 +2.00 19,321 44,453 -289
Mar21 200327 563.00 573.00 562.75 566.25 +2.00 2,678 12,078 +79
May21 200327 565.25 571.00 560.50 563.75 +2.00 542 2,634 +92
Total Volume and Open Interest 224,985 357,254 -2,475
Wheat(KCBT)
May20 200327 487.00 505.00 483.00 486.75 -0.50 31,916 98,904 -609
Jul20 200327 491.00 507.75 487.50 491.50 +0.25 19,819 61,840 +618
Sep20 200327 498.00 514.00 494.75 498.50 +0.50 8,752 23,203 -772
Dec20 200327 507.75 525.00 505.50 509.50 +0.75 4,303 30,126 +135
Mar21 200327 515.25 534.00 515.00 518.00 unch 776 6,387 -321
May21 200327 530.25 539.00 521.25 523.50 unch 210 1,548 -18
Jul21 200327 518.50 533.00 515.25 518.75 -1.50 218 561 +97
Total Volume and Open Interest 66,071 222,688 -828
Wheat(MGE)
May20 200327 530.00 542.50 527.50 537.00 +5.75 6,625 33,581 -420
Jul20 200327 537.00 551.50 536.25 545.50 +5.50 4,928 19,634 +368
Sep20 200327 545.75 559.25 545.75 553.75 +5.50 2,144 10,406 +143
Dec20 200327 558.25 569.25 558.25 563.75 +5.25 979 7,483 +277
Mar21 200327 570.75 579.00 569.50 574.50 +4.50 136 3,085 +61
May21 200327 578.25 581.75 578.25 581.75 +6.25 45 1,023 +0
Total Volume and Open Interest 14,867 75,263 +439
Oats(CBOT)
May20 200327 262.00 269.75 260.25 265.50 +4.50 427 2,459 -16
Jul20 200327 259.25 267.25 258.00 263.50 +3.75 124 812 +25
Sep20 200327 257.75 257.75 257.00 257.75 +2.75 2 116 -1
Dec20 200327 256.00 256.00 253.50 253.50 unch 70 706 +64
Total Volume and Open Interest 623 4,093 +72
Rough Rice(CBOT)
May20 200327 13.73 14.09 13.73 13.97 +0.20 474 7,680 +8
Jul20 200327 13.76 14.02 13.76 13.91 +0.18 95 1,135 +29
Sep20 200327 11.98 12.07 11.95 12.03 +0.01 137 2,426 +97
Nov20 200327 12.02 12.02 11.98 11.98 +0.05 0 57 +0
Total Volume and Open Interest 706 11,298 +134
Live Cattle(CME)
Apr20 200327 103.330 104.100 100.950 100.950 -4.500 25,837 30,447 -5,897
Jun20 200327 92.080 92.750 89.050 89.430 -4.120 51,251 119,866 -446
Aug20 200327 93.285 93.980 90.180 90.450 -4.030 26,141 51,343 -1,903
Oct20 200327 97.035 97.800 94.135 94.330 -3.705 17,471 33,722 -1,241
Dec20 200327 100.785 101.700 98.035 98.330 -3.650 11,396 19,479 -645
Feb21 200327 104.700 105.480 102.285 102.635 -3.545 3,613 7,768 -7
Total Volume and Open Interest 136,733 265,546 -9,994
Feeder Cattle(CME)
Apr20 200327 123.000 123.330 120.600 120.600 -4.500 3,925 4,771 -1,018
May20 200327 123.430 123.650 120.930 120.930 -4.500 8,375 14,022 -198
Aug20 200327 129.785 129.785 127.100 127.100 -4.500 5,109 8,485 -270
Sep20 200327 130.000 130.150 127.580 127.580 -4.495 2,568 2,769 -257
Oct20 200327 130.950 131.035 128.535 128.535 -4.500 1,206 2,074 +131
Nov20 200327 132.200 132.200 128.800 128.800 -4.500 637 804 -5
Jan21 200327 132.000 132.000 128.250 128.250 -4.500 266 664 +85
Total Volume and Open Interest 23,030 35,223 -1,701
Lean Hogs(CME)
Apr20 200327 62.235 62.235 58.400 58.450 -4.450 7,152 24,086 -2,164
May20 200327 61.200 61.200 57.630 57.630 -4.500 78 2,066 +1
Jun20 200327 67.550 67.550 64.250 64.250 -4.500 14,643 74,843 -1,036
Jul20 200327 69.900 69.900 66.100 66.800 -3.800 6,647 32,044 +577
Aug20 200327 68.830 68.950 65.285 66.135 -3.315 3,495 30,469 +203
Oct20 200327 59.035 59.235 56.100 56.350 -2.550 3,168 37,588 -351
Dec20 200327 55.150 55.650 52.450 52.830 -2.370 1,305 19,393 -110
Feb21 200327 60.130 60.400 57.400 57.785 -2.315 308 4,783 +16
Total Volume and Open Interest 36,833 227,602 -2,879
Class III Milk(CME)
Mar20 200327 16.25 16.26 16.22 16.23 unch 117 2,843 -45
Apr20 200327 15.65 15.72 15.27 15.32 -0.38 200 2,709 +22
May20 200327 14.56 14.56 13.81 13.87 -0.69 347 2,918 +107
Jun20 200327 14.68 14.72 13.98 14.00 -0.73 239 3,197 +104
Jul20 200327 15.39 15.39 14.69 14.76 -0.68 139 1,568 +72
Aug20 200327 15.74 15.74 15.06 15.23 -0.58 52 1,217 -11
Sep20 200327 15.95 15.95 15.30 15.37 -0.60 157 1,204 -94
Oct20 200327 16.02 16.02 15.40 15.44 -0.52 39 975 +10
Nov20 200327 15.82 15.82 15.25 15.35 -0.51 30 959 +0
Dec20 200327 15.60 15.62 15.02 15.24 -0.36 22 871 +1
Jan21 200327 15.50 15.50 14.99 14.99 -0.51 0 303 +0
Feb21 200327 15.17 15.17 15.16 15.16 -0.44 0 277 +0
Mar21 200327 15.59 15.59 15.34 15.34 -0.35 0 268 +0
Total Volume and Open Interest 1,342 19,721 +166
Cocoa(ICE)
May20 200327 2252 2268 2229 2257 +2 14,594 61,780 -1,564
Jul20 200327 2265 2278 2242 2269 +7 11,885 53,005 +41
Sep20 200327 2257 2280 2249 2275 +14 5,545 39,710 -1,270
Dec20 200327 2242 2266 2236 2260 +17 2,377 44,101 -407
Mar21 200327 2226 2251 2222 2240 +13 916 27,375 -237
May21 200327 2222 2242 2222 2236 +12 285 8,007 -108
Jul21 200327 2221 2239 2221 2233 +12 129 2,720 +29
Total Volume and Open Interest 35,833 239,683 -3,529
Coffee "C"(ICE)
May20 200327 123.35 123.35 115.65 115.85 -8.80 25,571 67,819 -2,238
Jul20 200327 123.15 123.25 116.50 116.75 -7.40 18,601 48,220 -647
Sep20 200327 124.05 124.05 117.15 117.25 -7.35 9,651 40,545 -3
Dec20 200327 124.60 124.85 118.15 118.30 -6.85 6,931 37,939 -1,302
Mar21 200327 125.45 126.45 119.60 119.75 -6.65 2,777 17,108 +186
May21 200327 126.55 127.55 120.80 120.80 -6.70 936 8,879 +265
Total Volume and Open Interest 66,503 242,451 -3,417
Orange Juice(ICE)
May20 200327 121.50 121.70 116.70 118.20 -3.45 2,378 8,172 -638
Jul20 200327 118.75 119.35 116.50 117.65 -0.30 741 3,660 +136
Sep20 200327 117.90 118.90 116.90 117.65 +0.20 145 1,306 +57
Nov20 200327 118.50 119.80 116.40 118.20 +0.05 11 444 +6
Jan21 200327 119.10 119.10 119.10 119.10 unch 3 343 -3
Mar21 200327 120.10 120.10 120.10 120.10 -0.10 0 172 +0
Total Volume and Open Interest 3,278 14,097 -442
Sugar #11(ICE)
May20 200327 11.33 11.45 11.06 11.10 -0.23 66,503 305,575 -11,703
Jul20 200327 11.25 11.36 11.01 11.05 -0.17 55,378 247,654 -3,701
Oct20 200327 11.35 11.50 11.19 11.23 -0.12 27,908 173,512 -9,107
Mar21 200327 11.84 11.97 11.70 11.73 -0.07 10,374 104,063 -1,050
May21 200327 11.67 11.78 11.54 11.58 -0.03 5,242 49,394 +1,825
Jul21 200327 11.54 11.66 11.42 11.46 -0.02 2,598 41,164 +311
Oct21 200327 11.70 11.82 11.57 11.64 unch 1,744 39,486 +274
Mar22 200327 12.06 12.12 12.01 12.06 +0.01 422 16,711 +26
Total Volume and Open Interest 170,479 991,043 -22,975
London Cocoa(LCE)
May20 200327 1809 1809 1780 1785 -24 3,733 49,700 -774
Jul20 200327 1795 1800 1770 1771 -26 4,633 42,685 -290
Sep20 200327 1771 1778 1750 1752 -19 3,752 43,651 +163
Dec20 200327 1681 1690 1669 1670 -18 3,411 63,964 -179
Mar21 200327 1658 1674 1648 1649 -14 1,355 31,878 -132
May21 200327 1665 1670 1650 1653 -14 311 15,057 +13
Jul21 200327 1667 1670 1654 1654 -13 173 7,413 +125
Total Volume and Open Interest 17,421 260,584 -1,045
London Sugar(LCE)
May20 200327 349.30 361.40 348.60 350.70 +0.30 7,105 31,561 -626
Aug20 200327 338.70 342.70 336.90 339.00 +0.30 4,225 44,216 -362
Oct20 200327 332.90 336.50 332.10 333.30 -0.40 1,920 15,020 +324
Dec20 200327 334.90 338.20 334.10 334.80 -1.40 312 8,806 -41
Mar21 200327 335.50 338.90 335.20 335.80 -1.90 302 7,201 +147
Total Volume and Open Interest 14,057 111,583 -477
Cotton(ICE)
May20 200327 52.78 53.32 51.15 51.33 -1.45 15,522 79,435 -2,307
Jul20 200327 52.93 53.30 51.11 51.28 -1.55 10,834 48,938 +133
Oct20 200327 53.86 53.86 53.34 53.34 -1.37 10 101 -1
Dec20 200327 54.72 55.06 53.38 53.49 -1.12 3,284 48,964 -376
Mar21 200327 55.95 56.07 54.50 54.59 -1.10 543 9,339 -152
May21 200327 56.77 56.77 55.56 55.61 -1.08 146 1,707 +23
Total Volume and Open Interest 30,678 193,189 -2,493
Lumber(CME)
May20 200327 312.4 317.7 308.0 311.3 -9.5 214 1,498 -22
Jul20 200327 324.4 330.3 318.8 322.1 -9.9 125 687 -8
Sep20 200327 320.0 328.9 318.9 319.9 -8.3 34 382 +10
Nov20 200327 323.9 330.5 323.1 323.7 -5.1 12 153 +4
Jan21 200327 330.7 330.7 330.7 330.7 -5.1 0 15 +0
Mar21 200327 329.2 329.2 329.2 329.2 -5.1      
May21 200327 327.7 327.7 327.7 327.7 -5.1      
Total Volume and Open Interest 385 2,735 -16
Crude Oil(NYM)
May20 200327 23.29 23.44 20.88 21.51 -1.09 618,725 550,318 +7,433
Jun20 200327 26.23 26.43 24.59 25.15 -0.56 183,305 267,525 +2,664
Jul20 200327 28.71 28.88 27.53 28.13 -0.14 93,468 177,808 +4,190
Aug20 200327 30.16 30.50 29.43 30.05 +0.20 47,368 89,767 -1,927
Sep20 200327 31.32 31.69 30.62 31.30 +0.43 53,558 123,485 -1,666
Oct20 200327 31.78 32.50 31.52 32.14 +0.52 22,727 89,730 +95
Nov20 200327 32.75 33.19 32.19 32.85 +0.59 13,138 65,921 +755
Dec20 200327 33.21 33.92 32.77 33.45 +0.66 71,676 216,492 +2,236
Jan21 200327 33.38 34.36 33.28 33.94 +0.71 6,962 62,575 +2,344
Feb21 200327 34.13 34.50 33.66 34.38 +0.74 3,437 32,474 +186
Mar21 200327 34.35 34.96 34.08 34.80 +0.76 6,201 37,419 +623
Apr21 200327 34.90 35.23 34.54 35.19 +0.77 1,182 18,633 -14
May21 200327 35.36 35.59 34.66 35.56 +0.75 1,276 18,167 +409
Jun21 200327 35.55 36.25 35.12 35.88 +0.75 12,319 81,693 +468
Jul21 200327 35.74 36.18 35.74 36.14 +0.74 717 18,926 -155
Aug21 200327 36.40 36.40 36.40 36.40 +0.72 292 10,541 -85
Total Volume and Open Interest 1,166,612 2,161,270 +19,986
e-miNY Crude Oil(NYM)
May20 200327 23.300 23.400 20.875 21.500 -1.100 49,383 4,570 -195
Jun20 200327 26.400 26.400 24.600 25.150 -0.550 2,278 1,503 +55
Jul20 200327 28.800 28.875 27.600 28.125 -0.150 203 417 +7
Aug20 200327 30.250 30.250 29.500 30.050 +0.200 79 212 +9
Sep20 200327 31.275 31.400 30.775 31.300 +0.425 58 207 -3
Oct20 200327 32.200 32.250 31.700 32.150 +0.525 27 97 -5
Nov20 200327 32.800 32.850 32.200 32.850 +0.600 9 46 +0
Dec20 200327 33.150 33.525 32.750 33.450 +0.650 31 170 -2
Jan21 200327 33.700 34.400 33.350 33.950 +0.725 16 59 +0
Feb21 200327 34.100 34.450 33.900 34.375 +0.725 12 44 +1
Total Volume and Open Interest 52,100 7,437 -134
NY Harbor ULSD(NYM)
Apr20 200327 107.82 107.82 104.61 106.85 +1.82 17,136 19,678 -3,890
May20 200327 107.05 107.79 104.53 106.85 +1.80 61,863 89,143 -937
Jun20 200327 108.29 109.00 105.82 108.23 +1.70 34,339 43,996 -236
Jul20 200327 110.66 111.02 107.85 110.25 +1.74 13,977 27,596 +247
Aug20 200327 113.05 113.49 110.28 112.85 +1.91 8,237 19,154 +757
Sep20 200327 115.50 116.19 112.96 115.60 +2.01 10,590 17,747 +260
Oct20 200327 117.89 118.47 115.67 117.99 +2.01 3,572 12,620 +180
Nov20 200327 119.09 120.37 117.99 119.91 +1.96 2,874 11,569 -665
Dec20 200327 121.22 121.91 118.80 121.31 +1.90 11,184 30,969 -73
Jan21 200327 121.65 123.00 120.70 122.62 +1.92 1,533 15,010 -66
Feb21 200327 122.57 123.68 121.52 123.68 +1.95 819 6,775 -101
Mar21 200327 123.33 124.82 122.75 124.63 +2.03 1,192 7,308 +41
Apr21 200327 124.49 126.01 123.95 125.39 +2.10 507 3,762 +140
May21 200327 125.01 126.62 124.78 126.62 +2.17 453 2,060 +23
Total Volume and Open Interest 172,590 347,657 -4,510
RBOB Gasoline(NYM)
Apr20 200327 57.13 59.94 49.86 57.37 +2.99 25,254 18,210 -8,855
May20 200327 61.97 63.58 54.88 61.36 +1.56 78,417 114,595 +191
Jun20 200327 66.88 68.63 60.13 66.42 +2.06 42,245 48,136 -657
Jul20 200327 71.54 73.58 65.27 71.26 +2.29 27,816 30,300 +230
Aug20 200327 75.63 77.60 70.00 75.48 +2.24 15,800 18,911 -336
Sep20 200327 77.94 80.55 73.95 78.71 +2.03 14,730 30,480 -477
Oct20 200327 72.90 74.58 69.00 73.61 +1.96 6,843 17,655 -227
Nov20 200327 73.89 75.67 71.32 75.15 +1.67 5,158 16,671 -134
Dec20 200327 75.74 79.40 73.19 76.93 +1.33 8,740 35,391 +1,007
Jan21 200327 76.78 81.91 76.78 78.78 +1.21 1,071 5,074 +56
Total Volume and Open Interest 229,365 362,248 -9,040
e-miNY RBOB Gasoline(NYM)
Apr20 200327 57.37 57.37 57.37 57.37 +2.99 0 1 +0
May20 200327 61.36 61.36 61.36 61.36 +1.56      
Jun20 200327 66.42 66.42 66.42 66.42 +2.06      
Jul20 200327 71.26 71.26 71.26 71.26 +2.29      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Apr20 200327 1.640 1.650 1.597 1.634 -0.003 42,555 21,946 -5,645
May20 200327 1.699 1.710 1.648 1.671 -0.018 96,076 343,325 -3,334
Jun20 200327 1.809 1.817 1.764 1.775 -0.027 33,936 90,640 +650
Jul20 200327 1.941 1.950 1.890 1.907 -0.033 36,611 115,338 +1,438
Aug20 200327 1.989 2.001 1.945 1.957 -0.032 18,389 55,813 -71
Sep20 200327 2.015 2.024 1.970 1.981 -0.028 20,811 97,790 -1,330
Oct20 200327 2.088 2.088 2.038 2.047 -0.024 21,387 102,698 +1,064
Nov20 200327 2.298 2.304 2.265 2.275 -0.014 5,899 32,919 +936
Dec20 200327 2.592 2.597 2.570 2.576 -0.004 5,301 35,803 -480
Jan21 200327 2.709 2.712 2.686 2.696 +0.002 14,448 69,600 -2,018
Feb21 200327 2.681 2.682 2.658 2.666 +0.001 4,231 26,563 +322
Mar21 200327 2.580 2.583 2.558 2.565 +0.002 8,414 43,122 +751
Apr21 200327 2.336 2.340 2.312 2.322 +0.012 7,192 52,425 -64
May21 200327 2.284 2.304 2.282 2.293 +0.015 2,030 12,967 -162
Jun21 200327 2.324 2.348 2.324 2.337 +0.019 1,409 10,427 -98
Jul21 200327 2.392 2.394 2.370 2.384 +0.023 869 8,395 -109
Total Volume and Open Interest 327,636 1,215,247 -6,602
Brent Crude Oil(ICE)
May20 200327 26.68 27.00 24.13 24.93 -1.41 154,936 149,118 -13,100
Jun20 200327 29.06 29.33 27.18 27.95 -0.70 331,288 514,426 -8,348
Jul20 200327 31.65 31.91 30.25 30.91 -0.38 182,210 296,417 -1,108
Aug20 200327 33.78 34.03 32.63 33.29 -0.08 107,520 125,767 +1,411
Sep20 200327 35.19 35.46 34.27 34.91 +0.12 88,106 177,469 +3,870
Oct20 200327 36.15 36.49 35.40 36.03 +0.28 43,279 110,018 -975
Nov20 200327 36.85 37.20 36.20 36.80 +0.36 27,012 94,686 +4,009
Dec20 200327 37.41 37.85 36.82 37.41 +0.42 122,422 305,508 +11,923
Jan21 200327 37.83 38.15 37.33 37.88 +0.44 12,074 83,553 +2,522
Feb21 200327 38.27 38.31 38.27 38.31 +0.45 7,268 66,020 +1,319
Mar21 200327 39.25 39.25 38.76 38.76 +0.47 12,857 47,984 +673
Apr21 200327 39.30 39.30 39.12 39.12 +0.48 4,599 35,198 +3,106
May21 200327 39.46 39.46 39.46 39.46 +0.47 2,363 27,507 -321
Jun21 200327 39.76 40.05 39.25 39.78 +0.47 29,517 111,115 -1,026
Total Volume and Open Interest 1,180,872 2,653,977 +7,622
Gas Oil(ICE)
Apr20 200327 303.50 310.25 296.50 300.25 -3.50 40,630 121,518 -114
May20 200327 306.75 311.75 298.50 301.75 -4.75 71,033 150,141 +669
Jun20 200327 313.00 317.50 305.50 308.25 -5.25 54,710 110,531 -1,229
Jul20 200327 321.50 325.50 314.00 316.50 -5.50 13,161 57,627 +1,105
Aug20 200327 330.25 334.25 322.75 325.25 -5.00 9,271 43,025 -25
Sep20 200327 339.00 342.75 331.50 333.50 -4.75 14,192 48,460 -277
Oct20 200327 343.75 349.25 338.75 340.25 -4.50 7,658 38,686 +184
Nov20 200327 350.50 353.50 342.50 344.75 -4.75 4,342 28,318 +615
Dec20 200327 353.25 356.50 345.50 347.50 -4.75 26,083 83,645 +153
Jan21 200327 353.75 358.75 351.25 351.50 -4.50 2,402 22,612 -3
Total Volume and Open Interest 255,592 869,074 +937
Ethanol(CBOT)
Apr20 200327 0.925 0.939 0.925 0.939 -0.031 14 95 -1
May20 200327 0.972 1.008 0.963 0.986 -0.009 79 348 +31
Jun20 200327 1.012 1.051 1.007 1.027 +0.010 51 48 +11
Jul20 200327 1.030 1.030 1.030 1.030 +0.010 0 4 +0
Aug20 200327 1.030 1.030 1.030 1.030 +0.010      
Sep20 200327 1.030 1.030 1.030 1.030 +0.010      
Oct20 200327 1.030 1.030 1.030 1.030 +0.010      
Nov20 200327 1.030 1.030 1.030 1.030 +0.010      
Total Volume and Open Interest 144 496 +41
WTI Crude Oil(ICE)
May20 200327 23.14 23.34 20.88 21.51 -1.09 45,835 83,794 -867
Jun20 200327 26.08 26.27 24.62 25.15 -0.56 61,548 115,906 +5,672
Jul20 200327 28.50 28.73 27.57 28.13 -0.14 46,538 57,358 -1,559
Aug20 200327 30.21 30.26 29.50 30.05 +0.20 20,771 24,306 +1,227
Sep20 200327 31.17 31.69 30.64 31.30 +0.43 17,271 54,769 -297
Oct20 200327 31.79 32.24 31.54 32.14 +0.52 4,870 17,534 -318
Nov20 200327 32.57 32.95 32.25 32.85 +0.59 2,431 15,471 +238
Dec20 200327 33.16 33.67 32.78 33.45 +0.66 21,839 103,765 -652
Jan21 200327 33.72 34.01 33.40 33.94 +0.71 372 6,201 -134
Feb21 200327 34.38 34.38 34.38 34.38 +0.74 111 4,790 -51
Mar21 200327 34.80 34.80 34.80 34.80 +0.76 465 6,730 +179
Apr21 200327 35.19 35.19 35.19 35.19 +0.77 154 4,319 +46
May21 200327 35.56 35.56 35.56 35.56 +0.75 190 4,869 +87
Jun21 200327 35.58 35.88 35.35 35.88 +0.75 2,818 35,227 -91
Jul21 200327 36.14 36.14 36.14 36.14 +0.74 62 5,156 +0
Aug21 200327 36.40 36.40 36.40 36.40 +0.72 30 5,551 +1
Total Volume and Open Interest 233,463 684,390 +2,787
US Dollar Index(ICE)
Jun20 200327 99.430 100.020 98.345 98.537 -0.915 13,894 27,811 +248
Sep20 200327 99.485 99.960 98.390 98.525 -0.942 31 574 -2
Dec20 200327 99.000 99.000 98.495 98.495 -1.032 3 197 -2
Total Volume and Open Interest 13,928 28,582 +244
Australian Dollar(CME)
Jun20 200327 60.47 62.02 60.24 61.93 +1.11 104,640 131,771 -1,118
Sep20 200327 60.50 61.94 60.30 61.93 +1.10 201 741 +96
Dec20 200327 60.88 61.92 60.33 61.92 +1.12 0 147 +0
Total Volume and Open Interest 104,889 134,080 -1,017
British Pound(CME)
Jun20 200327 121.80 125.06 121.50 125.00 +3.32 107,092 173,198 -446
Sep20 200327 122.77 125.07 121.68 125.07 +3.31 10 1,822 -4
Dec20 200327 125.11 125.11 121.78 125.11 +3.30 8 162 +0
Total Volume and Open Interest 107,463 179,141 -411
Canadian Dollar(CME)
Jun20 200327 71.27 71.89 70.69 71.77 +0.44 79,475 115,098 -1,017
Sep20 200327 71.33 71.94 70.80 71.80 +0.43 209 3,025 +42
Dec20 200327 71.25 71.90 70.85 71.83 +0.43 621 2,454 +291
Mar21 200327 71.01 71.99 70.94 71.85 +0.42 0 130 +0
Total Volume and Open Interest 80,378 123,528 -698
Japanese Yen(CME)
Jun20 200327 91.71 93.31 91.67 93.20 +1.27 117,640 125,824 +2,294
Sep20 200327 92.60 93.50 92.08 93.50 +1.26 172 813 +35
Dec20 200327 93.76 93.76 92.32 93.76 +1.26 7 33 -2
Total Volume and Open Interest 118,103 127,989 +2,395
Swiss Franc(CME)
Jun20 200327 104.22 105.61 103.99 105.34 +1.02 32,204 31,203 +509
Sep20 200327 105.72 105.95 104.48 105.72 +1.03 4 60 -1
Dec20 200327 106.06 106.06 104.92 106.06 +1.06 1 12 +1
Total Volume and Open Interest 32,209 31,276 +509
EuroFX(CME)
Jun20 200327 110.70 111.88 109.91 111.57 +0.77 171,720 548,213 -9,845
Sep20 200327 111.14 112.19 110.26 111.90 +0.78 432 3,646 -33
Dec20 200327 111.73 112.43 110.53 112.18 +0.79 0 2,047 +0
Total Volume and Open Interest 172,443 561,138 -9,948
Mexican Peso(CME)
Apr20 200327 427.63 429.63 422.75 427.75 -2.38 51 54 +3
May20 200327 427.00 427.25 421.38 425.63 -2.25 4 757 +2
Total Volume and Open Interest 51,249 108,659 -1,664
Brazilian Real(CME)
Apr20 200327 198.65 198.65 195.10 197.50 -2.70 8,671 40,214 -3,931
May20 200327 198.35 198.80 194.85 197.10 -2.70 2,732 5,342 +1,820
Jun20 200327 196.95 197.45 194.90 196.80 -2.60 15 1,554 +1
Jul20 200327 196.35 196.35 194.70 196.35 -2.60 0 34 +0
Total Volume and Open Interest 11,418 47,264 -2,110
30-Year T-Bonds(CBOT)
Jun20 200327 177~170 180~310 177~090 179~020 +0~300 213,412 1,063,475 -18,004
Sep20 200327 178~050 179~090 176~060 177~180 +0~300 31 130 +1
Dec20 200327 177~180 177~180 177~180 177~180 +0~300      
Total Volume and Open Interest 213,443 1,063,605 -18,003
10-Year T-Notes(CBOT)
Jun20 200327 137~125 138~240 137~110 138~085 +0~170 1,308,534 3,419,751 +5,300
Sep20 200327 138~000 138~220 137~285 137~285 +0~170 10 4 +1
Dec20 200327 137~285 137~285 137~285 137~285 +0~170      
Total Volume and Open Interest 1,308,544 3,419,755 +5,301
5-Year T-Notes(CBOT)
Mar20 200327 124~216 124~240 124~216 124~216 +0~026 278 6,296 -155
Jun20 200327 124~236 125~114 124~234 125~056 +0~062 922,139 4,010,545 +1,479
Sep20 200327 125~056 125~056 125~056 125~056 +0~062      
Total Volume and Open Interest 922,417 4,016,841 +1,324
2 Year T-Notes(CBOT)
Mar20 200327 110~015 110~054 110~015 110~053 +0~014 14,355 33,251 -992
Jun20 200327 110~045 110~064 110~041 110~056 -0~004 413,209 3,055,214 +6,336
Sep20 200327 110~066 110~066 110~066 110~066 -0~004 0 2 +0
Total Volume and Open Interest 427,564 3,088,467 +5,344
Eurodollars(CME)
Jun20 200327 99.430 99.445 99.380 99.380 -0.045 396,803 1,592,457 +17,288
Sep20 200327 99.630 99.640 99.595 99.595 -0.035 266,327 1,452,875 +17,587
Dec20 200327 99.645 99.655 99.625 99.630 -0.015 272,087 1,095,653 -9,525
Mar21 200327 99.690 99.715 99.675 99.690 unch 204,829 843,488 -3,088
Jun21 200327 99.680 99.715 99.670 99.690 +0.010 170,841 803,592 +894
Sep21 200327 99.665 99.710 99.655 99.685 +0.015 140,548 688,122 +1,186
Dec21 200327 99.625 99.685 99.620 99.665 +0.025 153,351 725,764 +7,750
Mar22 200327 99.590 99.670 99.590 99.645 +0.030 95,132 542,596 -3,385
Jun22 200327 99.530 99.625 99.530 99.600 +0.040 87,655 459,626 +8,900
Sep22 200327 99.480 99.590 99.480 99.560 +0.045 74,548 324,178 +2,458
Dec22 200327 99.425 99.540 99.425 99.505 +0.045 89,967 264,490 +4,261
Mar23 200327 99.385 99.510 99.385 99.475 +0.050 68,108 297,395 +225
Jun23 200327 99.365 99.485 99.355 99.445 +0.050 36,400 172,556 -4,008
Sep23 200327 99.330 99.460 99.320 99.415 +0.050 35,207 126,822 +100
Dec23 200327 99.295 99.425 99.280 99.375 +0.050 42,093 121,043 -1,554
Mar24 200327 99.275 99.405 99.260 99.350 +0.050 37,198 112,514 +3,772
Jun24 200327 99.235 99.370 99.225 99.315 +0.050 19,966 67,377 +228
Sep24 200327 99.205 99.335 99.190 99.275 +0.050 26,638 66,483 +1,181
Total Volume and Open Interest 2,475,248 10,522,767 +51,774
Ultra T-Bond(CBOT)
Mar20 200320 208~00 210~21 208~00 210~21 +8~06 336 1,261 -336
Jun20 200327 218~23 227~01 218~11 222~30 +2~19 172,480 1,055,235 -16,770
Sep20 200327 222~30 222~30 219~29 222~30 +2~19      
Total Volume and Open Interest 172,480 1,055,235 -16,770
Ultra 10-Yr T-Note(CBOT)
Mar20 200320 152~255 152~255 152~255 152~255 +2~060 96 868 +0
Jun20 200327 153~275 156~100 153~260 155~095 +0~295 186,555 812,316 -841
Sep20 200327 155~095 155~095 155~095 155~095 +0~295      
Total Volume and Open Interest 186,555 812,316 -841
30 Day Federal Funds(CBOT)
Mar20 200327 99.348 99.350 99.348 99.348 +0.003 2,913 236,563 -1,848
Apr20 200327 99.920 99.930 99.915 99.925 +0.015 41,644 273,061 -11,165
May20 200327 99.915 99.935 99.915 99.930 +0.015 46,936 229,936 +6,574
Jun20 200327 99.930 99.950 99.930 99.940 +0.010 7,629 141,930 +2,426
Jul20 200327 99.935 99.950 99.935 99.945 +0.005 41,960 200,591 +20,251
Aug20 200327 99.940 99.950 99.935 99.945 +0.005 14,366 118,384 +1,033
Total Volume and Open Interest 242,576 1,722,026 +35,101
Japanese Govt Bonds(SGX)
Jun20 200326 151.76 152.71 151.63 152.64 +1.01 1,388 12,622 -189
Sep20 200326 152.64 152.64 152.64 152.64 +1.01      
Dec20 200326 152.64 152.64 152.64 152.64 +1.01      
Total Volume and Open Interest 1,388 12,622 -189
Euro-Buxl(EUREX)
Jun20 200327 206.36 214.04 206.34 212.18 +5.04 35,324 190,618 +1,065
Sep20 200327 221.66 221.66 221.66 221.66 +5.04 0 14 +0
Dec20 200327 214.18 214.18 214.18 214.18 +5.04      
Total Volume and Open Interest 35,324 190,632 +1,065
Euro-Bund(EUREX)
Jun20 200327 170.95 173.07 170.90 172.56 +1.49 464,922 1,235,247 -10,351
Sep20 200327 175.04 175.95 174.72 175.62 +1.65 11 217 -44
Dec20 200327 173.61 173.61 173.61 173.61 +1.49      
Total Volume and Open Interest 464,933 1,235,464 -10,395
Euro-Bobl(EUREX)
Jun20 200327 134.69 135.36 134.59 135.18 +0.54 296,619 1,022,015 +21,090
Sep20 200327 134.78 134.78 134.78 134.78 +0.54 0 329 +0
Dec20 200327 135.11 135.11 135.11 135.11 +0.54      
Total Volume and Open Interest 296,619 1,022,344 +21,090
Euro-Schatz(EUREX)
Jun20 200327 112.08 112.22 112.06 112.18 +0.14 186,848 1,057,736 -19,591
Sep20 200327 112.18 112.18 112.18 112.18 +0.14 0 65 +0
Dec20 200327 113.18 113.18 113.18 113.18 +0.14      
Total Volume and Open Interest 186,848 1,057,801 -19,591
3-Mth Euribor(EUREX)
Mar20 200316 100.410 100.410 100.410 100.410 -0.010 0 1,586 +0
Jun20 200327 100.365 100.365 100.365 100.365 unch 300 1,883 +267
Sep20 200327 100.400 100.405 100.400 100.405 +0.015 0 1,088 +0
Total Volume and Open Interest 300 5,577 +267
Long Gilt(LIFFE)
Mar20 200327 136~29 136~29 136~29 136~29 +0~04 10 8,521 -6
Jun20 200327 136~05 136~23 135~25 136~09 +0~12 180,474 421,606 -3,399
Total Volume and Open Interest 180,484 430,127 -3,405
3-Mth Short Sterling(LIFFE)
Jun20 200327 99.59 99.60 99.55 99.56 -0.03 58,957 650,476 -29,270
Sep20 200327 99.68 99.69 99.66 99.67 -0.03 56,661 495,166 -8,087
Dec20 200327 99.69 99.69 99.66 99.67 -0.02 47,653 451,974 -2,668
Mar21 200327 99.72 99.72 99.69 99.71 -0.01 43,896 443,367 +7,232
Jun21 200327 99.69 99.69 99.67 99.68 -0.01 47,143 320,341 -6,810
Sep21 200327 99.67 99.67 99.64 99.65 -0.01 35,232 230,167 -4,806
Total Volume and Open Interest 454,124 3,373,704 -49,007
3-Mth Euribor(LIFFE)
Jun20 200327 100.360 100.380 100.355 100.360 unch 91,211 460,532 -16,206
Sep20 200327 100.390 100.410 100.385 100.405 +0.015 66,149 396,253 +531
Dec20 200327 100.390 100.425 100.390 100.420 +0.025 107,768 385,124 -14,552
Total Volume and Open Interest 707,075 3,196,746 -10,024
3-Mth Aus T-Bills(SFE)
Jun20 200327 99.59 99.62 99.59 99.62 +0.02 8,249 167,807 -901
Sep20 200327 99.60 99.64 99.60 99.64 +0.03 15,705 155,266 -10,154
Dec20 200327 99.60 99.65 99.59 99.65 +0.04 10,246 168,111 -6,113
Mar21 200327 99.61 99.65 99.60 99.65 +0.04 11,640 131,903 -5,441
Jun21 200327 99.60 99.65 99.59 99.65 +0.04 4,636 80,006 -835
Sep21 200327 99.60 99.64 99.60 99.64 +0.04 10,394 64,572 -362
Dec21 200327 99.58 99.63 99.57 99.63 +0.04 8,032 48,033 +2,617
Mar22 200327 99.57 99.62 99.57 99.62 +0.04 2,202 23,481 -1,328
Jun22 200327 99.58 99.58 99.58 99.58 +0.04 47 2,282 -14
Sep22 200327 99.55 99.55 99.55 99.55 +0.04 2 610 +0
Total Volume and Open Interest 71,153 843,444 -22,531
10-Year Aus T-Bonds(SFE)
Jun20 200327 99.09 99.13 99.05 99.10 +0.01 158,710 1,196,774 -19,050
Sep20 200327 99.10 99.10 99.10 99.10 +0.01      
Total Volume and Open Interest 158,710 1,196,774 -19,050
3-Year Aus T-Bonds(SFE)
Jun20 200327 99.71 99.71 99.69 99.71 +0.00 152,557 966,459 -47,932
Sep20 200327 99.71 99.71 99.71 99.71 +0.00      
Total Volume and Open Interest 152,557 966,459 -47,932
Gold(CMX)
Apr20 200327 1640.4 1647.2 1611.4 1625.0 -26.2 254,189 107,953 -43,986
Jun20 200327 1653.4 1661.0 1630.7 1654.1 -6.2 107,991 314,527 +37,466
Aug20 200327 1656.2 1660.3 1631.5 1654.6 -5.9 9,884 52,334 +1,358
Oct20 200327 1657.0 1657.0 1633.8 1654.9 -6.5 2,261 10,572 -580
Dec20 200327 1653.6 1659.3 1631.9 1655.0 -7.0 5,339 37,596 +954
Feb21 200327 1642.5 1659.0 1638.5 1656.4 -7.1 291 11,087 -100
Apr21 200327 1647.1 1657.7 1647.1 1657.7 -7.3 57 2,235 +15
Jun21 200327 1640.0 1659.1 1640.0 1659.1 -7.3 13 2,514 +2
Aug21 200327 1661.0 1661.0 1661.0 1661.0 -7.3 0 70 +0
Oct21 200327 1663.1 1663.1 1662.8 1663.1 -7.3 0 11 +0
Dec21 200327 1660.0 1663.6 1651.5 1663.6 -7.3 3 1,696 +0
Total Volume and Open Interest 381,609 542,462 -4,872
Silver(CMX)
Mar20 200327 1433.5 1449.8 1433.5 1449.8 -14.2 262 162 +56
May20 200327 1466.0 1484.0 1434.5 1453.4 -14.2 78,769 90,943 -3,177
Jul20 200327 1463.0 1480.0 1436.5 1458.3 -10.2 7,290 31,786 -708
Sep20 200327 1461.0 1478.0 1447.5 1461.8 -8.8 3,963 9,901 -906
Dec20 200327 1455.0 1486.5 1450.0 1465.0 -8.4 1,868 10,542 +30
Mar21 200327 1467.4 1467.4 1467.4 1467.4 -7.5 224 1,808 +151
May21 200327 1470.0 1470.0 1470.0 1470.0 -7.5 1 56 +0
Total Volume and Open Interest 93,275 146,036 -4,664
Platinum(NYMEX)
Apr20 200327 738.0 756.2 727.2 740.3 +3.2 23,788 9,253 -6,931
Jul20 200327 739.5 755.4 728.5 741.6 +4.5 15,097 46,786 +2,947
Oct20 200327 743.7 754.0 731.7 742.0 +4.0 2,606 3,611 +966
Jan21 200327 749.8 749.8 734.9 742.5 +4.2 122 713 -18
Total Volume and Open Interest 41,679 60,524 -3,047
Palladium(NYMEX)
Jun20 200327 2239.50 2270.00 2100.00 2196.80 -29.30 3,150 7,026 -186
Sep20 200327 2210.00 2256.90 2117.50 2184.50 -29.80 48 589 -1
Dec20 200327 2200.90 2209.40 2115.00 2170.80 -29.60 6 438 +3
Total Volume and Open Interest 3,204 8,053 -184
Copper(CMX)
Mar20 200327 219.00 219.70 219.00 219.70 -1.10 719 582 -239
May20 200327 218.45 220.35 215.80 217.20 -0.60 74,583 90,889 -3,389
Jul20 200327 218.80 220.80 216.20 217.65 -0.65 10,144 38,604 +1,165
Sep20 200327 219.40 220.60 217.25 218.10 -0.70 2,241 21,829 -205
Dec20 200327 221.10 222.25 217.60 218.95 -0.80 859 15,722 +124
Total Volume and Open Interest 89,436 181,229 -2,486
E-mini DJIA Index(CBOT)
Jun20 200327 22520 22545 21316 21437 -911 334,528 49,929 -108
Sep20 200327 22326 22442 21254 21371 -900 528 131 +13
Dec20 200327 21974 22297 21246 21246 -900 0 6 +0
Mar21 200327 21013 21013 21013 21013 -945      
Total Volume and Open Interest 335,056 50,066 -95
S & P 500(CME)
Jun20 200327 2619.50 2632.00 2516.00 2524.00 -84.00 17,046 45,741 +14,548
Sep20 200327 2518.25 2518.25 2518.25 2518.25 -83.50 0 11 +0
Dec20 200327 2513.75 2513.75 2513.75 2513.75 -83.25      
Mar21 200327 2502.00 2502.00 2502.00 2502.00 -84.25      
Total Volume and Open Interest 17,046 45,826 +14,548
S & P 500 E-Mini(CME)
Jun20 200327 2627.75 2634.50 2505.25 2524.00 -84.00 3,037,767 3,330,884 +24,668
Sep20 200327 2618.50 2626.75 2499.75 2518.25 -83.50 12,470 10,308 -485
Dec20 200327 2603.00 2622.00 2497.50 2513.75 -83.25 1,609 3,201 +117
Mar21 200327 2502.00 2593.50 2502.00 2502.00 -84.25 0 68 +0
Total Volume and Open Interest 3,051,846 3,344,461 +24,300
NASDAQ 100 E-Mini(CME)
Jun20 200327 7882.75 7893.25 7551.25 7568.50 -275.50 656,698 194,093 -5,082
Sep20 200327 7882.00 7889.00 7555.50 7568.75 -276.25 1,748 643 -19
Dec20 200327 7705.50 7862.75 7550.00 7550.00 -279.25 0 15 +0
Total Volume and Open Interest 658,447 194,753 -5,102
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 200327 1459.40 1463.40 1387.10 1412.40 -47.30 16,564 81,213 -971
Sep20 200327 1422.40 1422.40 1402.40 1422.40 -47.30      
Total Volume and Open Interest 16,564 81,213 -971
Volatility Index(CBOE)
Mar20 200318 70.55 82.00 69.76 69.76 +0.93 62,226 75,724 -11,986
Apr20 200327 46.35 53.65 45.65 53.43 +7.55 73,552 94,135 -50,730
May20 200327 39.65 44.90 39.35 44.83 +5.18 57,027 61,764 -26,168
Jun20 200327 35.59 39.55 35.30 39.45 +3.92 20,018 27,955 -5,891
Total Volume and Open Interest 179,265 245,403 -97,664
S & P 600(CME)
Mar20 200320 640.70 640.70 640.70 640.70 +6.50      
Jun20 200327 669.80 669.80 669.80 669.80 -30.50      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Jun20 200327 1176.40 1176.90 1111.80 1120.30 -46.40 211,762 536,350 -1,864
Sep20 200327 1130.80 1172.20 1112.90 1117.60 -45.90 24 19 +7
Dec20 200327 1111.50 1111.50 1111.50 1111.50 -47.40      
Total Volume and Open Interest 211,786 536,369 -1,857
Nikkei 225(CME)
Jun20 200327 19450 19575 18840 18880 -595 7,968 11,485 -342
Sep20 200327 19000 19610 18985 19000 -535 0 5 +0
Total Volume and Open Interest 7,968 11,490 -342
Nikkei 225(SGX)
Jun20 200327 18405 19205 18220 19080 +605 170,531 121,508 -2,189
Sep20 200327 18865 19115 18810 19040 +605 100 1,180 +11
Dec20 200326 18295 18295 18295 18295 -730 1,340 12,593 +402
Total Volume and Open Interest 196,593 165,615 +5,537
Nikkei 225 Mini(JPX)
Jun20 200327 19145 19205 18630 19080 +720 1,891,791 348,643 -381
Sep20 200326 19215 19370 18200 18370 -790 28,204 8,031 +802
Dec20 200326 19030 19280 18200 18240 -880 877 3,122 -106
Total Volume and Open Interest 2,488,728 588,297 -13,645
Nikkei 225(JPX)
Jun20 200327 19150 19210 18630 19080 +720 151,653 300,794 -8,421
Sep20 200327 19100 19130 18610 19010 +640 971 10,513 +164
Dec20 200327 19010 19010 18960 18960 +720 11 55,606 +2,943
Total Volume and Open Interest 152,645 421,491 -5,041
Nikkei 225(CME) Yen
Jun20 200327 19120 19205 18500 18560 -545 115,912 35,632 -3,225
Sep20 200327 18515 19135 18480 18515 -545 16 78 +0
Dec20 200327 18745 18745 18745 18745 -280      
Total Volume and Open Interest 115,928 35,710 -3,225
Nikkei 225(CME) e-Mini Yen
Mar20 200312 17060 17060 17060 17060 -2110 0 3 +0
Jun20 200327 18560 18560 18560 18560 -550      
Sep20 200327 18520 18520 18520 18520 -540      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Apr20 200327 4500.5 4504.0 4278.0 4343.5 -193.5 100,638 243,985 -3,650
May20 200327 4397.0 4428.5 4250.0 4308.0 -185.5 28 35 +22
Jun20 200327 4384.0 4384.0 4241.5 4275.0 -192.0 173 6,939 +41
Total Volume and Open Interest 100,839 319,966 -3,587
Hang Seng Index(HKFE)
Mar20 200327 23128 24048 23128 23503 +328 235,665 95,440 -14,178
Apr20 200327 23115 24030 23115 23497 +335 42,697 44,892 +19,441
Total Volume and Open Interest 281,046 155,164 +4,490
DAX(EUREX)
Jun20 200327 10045.5 10045.5 9504.5 9580.0 -369.5 157,850 112,296 -4,741
Sep20 200327 9900.0 9900.0 9500.0 9561.0 -366.0 98 566 +12
Dec20 200327 9600.0 9627.0 9500.5 9542.0 -373.5 28 34 +28
Total Volume and Open Interest 157,976 112,896 -4,701
Mini-DAX(EUREX)
Mar20 200320 8548.0 9188.0 8525.0 9006.5 +379.0 104,219 20,358 -8,042
Jun20 200327 10040.0 10041.0 9507.0 9580.0 -369.5 90,669 15,975 +1,365
Sep20 200327 9802.0 9875.0 9495.0 9561.0 -366.0 199 538 +50
Total Volume and Open Interest 90,880 16,529 +1,423
DJ EuroSTOXX 50(EUREX)
Mar20 200320 2410 2630 2410 2585 +131 2,809,919 3,305,072 -1,865,903
Jun20 200327 2798 2798 2629 2654 -118 2,255,686 5,032,974 -38,278
Sep20 200327 2720 2732 2632 2645 -118 2,620 108,817 +154
Total Volume and Open Interest 2,267,212 5,312,611 -45,720
Swiss Market Index(EUREX)
Mar20 200320 9050 9200 9028 9149 +441 126,349 223,877 -34,439
Jun20 200327 8972 8972 8671 8812 -101 69,123 222,057 -3,647
Sep20 200327 8878 8878 8662 8776 -101 81 1,331 -1
Total Volume and Open Interest 69,242 223,454 -3,616
FT-SE 100(EURONEXT)
Jun20 200327 5700.00 5722.50 5372.50 5466.00 -277.50 196,402 710,523 +5,243
Sep20 200327 5558.00 5558.00 5423.00 5423.00 -278.50 82 908 +15
Dec20 200327 5552.00 5552.00 5417.50 5417.50 -278.00 19 2,071 +5
Total Volume and Open Interest 196,503 713,502 +5,263
SPI 200(SFE)
Jun20 200327 5096.0 5325.0 4780.0 4828.0 -290.0 100,920 410,594 +7,193
Sep20 200327 4759.0 4759.0 4759.0 4759.0 -290.0 33 96 +16
Dec20 200327 4734.0 4734.0 4734.0 4734.0 -290.0 130 570 +130
Total Volume and Open Interest 101,194 413,239 +7,311
FTSE MIB(ISE)
Jun20 200327 17095.00 17095.00 16300.00 16553.00 -528.00 32,849 64,309 -2,942
Sep20 200327 16335.00 16840.00 16335.00 16431.00 -523.00 32 260 +16
Dec20 200327 16346.00 16346.00 16346.00 16346.00 -563.00      
Total Volume and Open Interest 32,881 64,569 -2,926
KOSPI 200(KFE)
Jun20 200327 238.50 238.55 225.15 233.40 +5.80 776,978 343,661 -8,740
Sep20 200327 237.00 237.45 225.00 232.75 +5.80 456 5,058 -33
Dec20 200327 235.20 235.20 228.20 232.00 +3.80 26 41,068 +2,047
Total Volume and Open Interest 777,469 406,097 -7,056
GSCI(CME)
Apr20 200327 258.00 268.40 258.00 268.00 -3.30 140 7,470 +24
May20 200327 273.30 277.25 273.30 273.30 +0.50      
Jun20 200327 277.25 277.25 277.25 277.25 +0.50      
Total Volume and Open Interest 140 7,470 +24
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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