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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 January 21, 2020
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar20 200121 930.00 931.50 915.25 916.00 -13.75 101,998 332,383 -7,324
May20 200121 943.00 944.50 929.00 929.75 -13.25 26,893 145,483 -1,952
Jul20 200121 955.75 957.25 942.50 943.50 -12.00 25,733 126,214 +2,268
Aug20 200121 958.25 959.50 946.75 948.00 -11.25 2,689 10,849 +299
Sep20 200121 958.75 958.75 946.25 947.50 -10.50 4,218 11,626 +1,591
Nov20 200121 961.00 962.75 949.25 951.25 -9.25 16,513 80,003 +2,141
Jan21 200121 964.25 965.75 953.00 955.25 -8.50 3,194 16,354 +433
Mar21 200121 954.00 956.00 944.25 946.50 -7.50 4,600 25,018 +1,450
May21 200121 951.00 951.00 944.25 946.00 -6.75 940 3,646 +222
Jul21 200121 951.75 951.75 947.50 949.75 -6.50 554 4,376 +186
Aug21 200121 944.50 946.50 944.00 946.50 -5.75 22 154 +20
Sep21 200121 935.00 936.00 933.50 934.50 -7.00 42 84 +31
Nov21 200121 936.25 938.00 935.00 935.75 -6.00 244 2,311 +97
Jan22 200121 935.75 935.75 935.75 935.75 -6.00      
Total Volume and Open Interest 187,640 758,511 -538
Soybean Meal(CBOT)
Mar20 200121 301.00 301.30 298.80 299.10 -1.50 47,991 224,778 -738
May20 200121 305.60 306.00 303.50 303.80 -1.40 19,287 102,711 +568
Jul20 200121 310.00 310.40 308.00 308.50 -1.20 12,049 67,311 +989
Aug20 200121 311.60 312.00 309.70 310.20 -1.20 2,493 11,776 +232
Sep20 200121 312.60 313.10 311.00 311.20 -1.30 1,126 11,221 +364
Oct20 200121 313.00 313.50 311.40 311.70 -1.10 3,251 9,050 +72
Dec20 200121 315.70 316.20 314.10 314.50 -0.90 6,139 29,416 +1,052
Jan21 200121 315.00 315.20 314.30 314.30 -1.00 686 2,659 +50
Mar21 200121 311.80 312.60 310.60 310.90 -1.30 885 7,400 +222
May21 200121 309.70 309.70 309.40 309.60 -1.10 412 1,014 +151
Total Volume and Open Interest 94,603 470,004 +3,144
Soybean Oil(CBOT)
Mar20 200121 33.47 33.61 32.59 32.75 -0.60 69,426 231,853 -6,849
May20 200121 33.74 33.92 32.93 33.09 -0.58 27,689 113,500 +1,734
Jul20 200121 34.15 34.26 33.29 33.45 -0.57 15,478 100,593 +544
Aug20 200121 34.32 34.34 33.38 33.54 -0.56 4,023 17,713 +544
Sep20 200121 34.27 34.33 33.47 33.61 -0.55 1,524 11,137 -187
Oct20 200121 34.29 34.34 33.47 33.64 -0.54 2,558 9,895 +159
Dec20 200121 34.49 34.61 33.67 33.84 -0.55 4,312 45,453 +179
Jan21 200121 34.00 34.15 33.85 34.04 -0.51 567 5,767 -6
Mar21 200121 34.70 34.71 33.84 34.05 -0.47 904 4,319 +315
May21 200121 34.58 34.58 33.82 34.05 -0.43 478 1,255 +246
Total Volume and Open Interest 127,107 543,055 -3,275
Canola(WCE)
Jan20 200114 474.5 474.5 474.5 474.5 +0.2      
Mar20 200121 481.0 481.6 476.6 476.8 -4.2 8,698 79,743 +289
May20 200121 489.9 490.2 485.5 485.6 -4.2 5,309 51,416 -1,792
Jul20 200121 494.3 494.3 490.0 490.0 -4.1 1,941 22,511 -76
Nov20 200121 496.7 496.7 493.0 493.3 -3.3 1,390 35,030 +621
Total Volume and Open Interest 17,596 191,775 -956
Corn(CBOT)
Mar20 200121 389.00 389.25 384.25 387.50 -1.75 230,557 745,179 +16,098
May20 200121 395.00 395.25 390.75 393.50 -1.75 52,593 224,164 +3,692
Jul20 200121 400.50 400.75 396.50 399.25 -1.75 44,917 261,888 -787
Sep20 200121 399.50 399.75 396.50 398.75 -1.50 19,627 118,975 -1,062
Dec20 200121 401.75 402.25 399.25 401.50 -1.25 33,452 195,345 +2,204
Mar21 200121 411.25 411.50 409.00 411.25 -1.25 3,632 13,687 +399
May21 200121 414.75 415.25 413.50 415.00 -1.50 292 2,664 +43
Jul21 200121 417.00 417.75 415.75 417.50 -1.50 644 7,332 +82
Sep21 200121 409.00 409.25 409.00 409.25 -1.25 12 907 +2
Dec21 200121 409.00 410.00 408.25 409.50 -0.75 532 10,366 +137
Total Volume and Open Interest 386,322 1,581,057 +20,817
Wheat(CBOT)
Mar20 200121 572.50 582.75 566.75 581.50 +11.00 58,192 216,971 -2,704
May20 200121 573.25 582.25 568.00 581.00 +9.75 21,285 81,455 +1,610
Jul20 200121 572.75 581.25 567.75 580.50 +10.00 14,590 105,379 -998
Sep20 200121 578.00 586.25 573.00 585.50 +9.75 5,198 37,394 +365
Dec20 200121 585.00 594.00 581.00 593.50 +9.75 3,756 32,184 +1,157
Mar21 200121 591.50 600.50 587.50 600.50 +10.25 285 8,432 +15
Total Volume and Open Interest 103,536 486,297 -527
Wheat(KCBT)
Mar20 200121 495.25 500.75 487.75 500.00 +5.75 27,049 135,186 -365
May20 200121 503.00 507.50 494.75 507.25 +5.75 9,267 56,946 +938
Jul20 200121 510.00 515.00 502.50 514.50 +5.25 5,876 54,489 +304
Sep20 200121 518.75 522.50 511.25 522.25 +4.75 1,935 18,389 -67
Dec20 200121 530.00 533.25 522.50 532.75 +4.25 1,609 18,512 +371
Mar21 200121 537.75 543.00 537.75 543.00 +4.00 92 1,823 -9
May21 200121 540.75 543.50 540.75 543.50 +4.00 22 290 -2
Total Volume and Open Interest 45,850 285,871 +1,170
Wheat(MGE)
Mar20 200121 559.50 563.00 556.25 562.25 +2.25 5,597 30,737 +249
May20 200121 567.25 571.50 565.25 570.75 +2.25 2,122 16,016 +316
Jul20 200121 573.75 577.50 572.00 577.00 +1.75 882 6,939 -80
Sep20 200121 581.75 585.50 579.75 584.75 +1.75 302 5,223 +25
Dec20 200121 592.50 596.00 590.00 595.50 +1.50 78 2,950 +18
Mar21 200121 604.00 608.00 604.00 606.25 +1.25 6 979 +0
Total Volume and Open Interest 8,987 62,855 +528
Oats(CBOT)
Mar20 200121 311.25 315.00 309.25 314.75 +3.00 375 3,894 -172
May20 200121 307.50 309.00 304.75 309.00 +2.25 57 660 +41
Jul20 200121 299.25 301.25 299.25 301.25 +3.50 6 126 -2
Sep20 200121 282.75 282.75 282.25 282.25 +0.25 0 68 +0
Total Volume and Open Interest 438 4,854 -133
Rough Rice(CBOT)
Jan20 200114 12.96 13.05 12.96 13.05 +0.08 2 4 -3
Mar20 200121 13.48 13.59 13.38 13.41 -0.10 605 9,938 -8
May20 200121 13.56 13.60 13.45 13.50 -0.07 54 700 +23
Jul20 200121 13.35 13.35 13.30 13.34 -0.06 16 154 +0
Total Volume and Open Interest 730 11,219 +50
Live Cattle(CME)
Feb20 200121 126.035 126.550 125.850 126.385 +0.035 29,763 74,941 -6,408
Apr20 200121 126.900 127.480 126.730 127.230 -0.020 28,206 154,990 +5,034
Jun20 200121 118.950 119.400 118.800 119.180 -0.020 14,977 102,508 +424
Aug20 200121 116.535 116.785 116.230 116.480 -0.305 8,243 39,483 +1,030
Oct20 200121 118.750 119.000 118.400 118.830 -0.070 2,740 16,347 +97
Dec20 200121 121.550 121.750 121.200 121.650 -0.100 1,136 6,399 +221
Total Volume and Open Interest 85,417 397,823 +509
Feeder Cattle(CME)
Jan20 200121 145.150 145.250 144.630 145.080 -0.270 1,230 2,712 -235
Mar20 200121 144.750 145.185 144.185 144.685 -0.315 5,038 24,255 -343
Apr20 200121 147.650 147.935 147.185 147.550 -0.330 3,524 9,547 -221
May20 200121 149.150 149.550 148.830 149.330 -0.120 2,003 8,452 +217
Aug20 200121 154.880 155.100 154.435 155.000 +0.120 1,310 6,185 +109
Sep20 200121 155.950 156.300 155.580 156.200 +0.250 648 2,130 +189
Oct20 200121 155.900 156.735 155.880 156.580 +0.380 166 652 +55
Total Volume and Open Interest 13,960 54,251 -226
Lean Hogs(CME)
Feb20 200121 67.580 68.000 66.430 67.350 -0.330 15,657 60,323 -3,477
Apr20 200121 74.000 74.650 72.330 73.830 -0.270 19,194 104,992 +3,900
May20 200121 80.080 81.080 79.000 80.350 -0.350 54 1,665 -1
Jun20 200121 87.150 87.535 85.950 86.650 -0.700 7,972 47,278 +386
Jul20 200121 87.950 88.180 86.750 87.500 -0.450 2,841 21,138 +284
Aug20 200121 86.600 87.080 85.700 86.450 -0.350 3,562 30,368 +397
Oct20 200121 74.950 75.230 73.885 75.200 +0.165 2,164 21,385 +381
Dec20 200121 68.850 69.080 68.035 69.050 +0.050 1,553 10,928 +590
Total Volume and Open Interest 53,272 301,031 +2,517
Class III Milk(CME)
Jan20 200121 17.02 17.04 16.99 17.03 +0.02 178 2,766 -172
Feb20 200121 17.45 17.59 17.33 17.54 +0.11 784 2,672 -25
Mar20 200121 17.68 17.78 17.54 17.76 +0.14 162 2,383 +22
Apr20 200121 17.62 17.70 17.54 17.69 +0.18 41 1,650 +14
May20 200121 17.52 17.62 17.50 17.62 +0.14 12 1,464 +8
Jun20 200121 17.63 17.73 17.60 17.73 +0.15 20 1,418 +3
Jul20 200121 17.75 17.85 17.75 17.85 +0.12 12 698 +2
Aug20 200121 17.85 17.98 17.85 17.95 +0.15 2 637 +1
Sep20 200121 17.90 18.05 17.90 18.05 +0.16 3 725 +2
Oct20 200121 17.85 18.07 17.85 18.01 +0.20 23 568 +22
Nov20 200121 17.85 18.03 17.85 17.95 +0.18 21 570 +9
Dec20 200121 17.52 17.82 17.52 17.67 +0.15 32 669 +25
Jan21 200121 17.27 17.27 17.27 17.27 +0.02 20 217 +17
Total Volume and Open Interest 1,337 16,747 -48
Cocoa(ICE)
Mar20 200121 2804 2829 2776 2818 +21 25,399 100,387 +1,382
May20 200121 2819 2846 2796 2836 +19 16,076 60,787 +3,162
Jul20 200121 2816 2837 2795 2827 +14 8,661 48,231 +617
Sep20 200121 2773 2790 2754 2782 +13 6,009 37,627 +2,082
Dec20 200121 2656 2682 2641 2673 +25 4,229 38,896 +1,725
Mar21 200121 2578 2612 2564 2598 +33 1,950 16,066 +407
May21 200121 2541 2585 2526 2567 +33 338 6,296 -7
Total Volume and Open Interest 62,741 310,508 +9,342
Coffee "C"(ICE)
Mar20 200121 111.50 113.25 109.75 111.05 -1.10 16,708 101,800 -1,235
May20 200121 114.10 115.55 112.15 113.35 -1.10 8,124 57,185 -1,574
Jul20 200121 116.45 117.80 114.45 115.65 -1.10 4,315 46,403 +234
Sep20 200121 118.90 119.90 116.55 117.75 -1.10 1,893 32,478 -222
Dec20 200121 121.50 122.20 119.35 120.55 -0.95 1,060 22,588 +82
Mar21 200121 124.00 124.85 122.00 123.15 -0.80 471 8,524 -18
Total Volume and Open Interest 33,152 287,377 -2,609
Orange Juice(ICE)
Mar20 200121 95.85 96.35 95.10 95.80 +0.75 721 15,301 +6
May20 200121 98.55 99.75 98.55 99.35 +0.80 222 2,063 +35
Jul20 200121 102.75 103.45 102.75 103.10 +1.05 88 938 +5
Sep20 200121 106.25 107.00 106.25 106.60 +1.15 61 416 +9
Nov20 200121 110.40 110.50 110.05 110.05 +1.20 45 278 +35
Jan21 200121 113.55 113.65 113.20 113.20 +1.25 5 171 +4
Total Volume and Open Interest 1,142 19,167 +94
Sugar #11(ICE)
Mar20 200121 14.50 14.59 14.40 14.55 +0.10 91,572 395,485 -1,039
May20 200121 14.42 14.52 14.34 14.49 +0.09 41,357 248,928 +2,827
Jul20 200121 14.36 14.45 14.30 14.43 +0.07 28,820 172,394 +2,996
Oct20 200121 14.44 14.55 14.40 14.54 +0.08 25,425 136,849 +1,754
Mar21 200121 14.78 14.88 14.72 14.87 +0.07 14,634 77,424 -1,929
May21 200121 14.48 14.55 14.40 14.55 +0.05 2,741 13,750 -127
Jul21 200121 14.20 14.28 14.12 14.26 +0.04 2,846 17,339 +860
Oct21 200121 14.21 14.24 14.14 14.22 +0.02 1,564 18,778 +423
Total Volume and Open Interest 209,541 1,095,681 +5,889
London Cocoa(LCE)
Mar20 200121 1994 2029 1983 2027 +28 15,224 83,046 +3,609
May20 200121 1994 2028 1985 2025 +25 16,256 60,379 -1,629
Jul20 200121 1992 2018 1983 2016 +20 8,951 39,999 -179
Sep20 200121 1951 1977 1942 1974 +18 10,501 37,223 -122
Dec20 200121 1811 1833 1802 1830 +15 8,718 53,295 +181
Mar21 200121 1752 1768 1742 1764 +10 4,751 26,148 +364
May21 200121 1737 1747 1729 1746 +12 591 6,830 -61
Total Volume and Open Interest 65,306 315,077 +2,241
London Sugar(LCE)
Mar20 200121 399.80 403.40 398.50 403.00 +1.50 10,159 34,685 +647
May20 200121 396.50 399.70 394.60 399.50 +0.80 6,834 41,190 +1,562
Aug20 200121 395.80 396.50 392.20 396.40 -0.10 2,087 18,806 +533
Oct20 200121 391.40 393.90 390.40 393.70 -0.10 584 4,893 +140
Dec20 200121 393.90 394.90 390.80 394.90 +0.50 265 3,753 +33
Total Volume and Open Interest 20,142 105,791 +3,050
Cotton(ICE)
Mar20 200121 71.25 71.25 69.12 69.24 -2.01 15,939 122,142 -1,626
May20 200121 72.07 72.07 70.21 70.32 -1.87 5,909 58,302 +685
Jul20 200121 73.66 73.66 71.18 71.27 -1.79 2,800 35,725 +559
Oct20 200121 71.84 71.84 71.45 71.45 -1.47 2 15 +0
Dec20 200121 72.12 72.12 70.50 70.90 -1.47 1,129 31,868 +388
Mar21 200121 72.23 72.23 71.27 71.27 -1.34 212 2,306 +18
Total Volume and Open Interest 26,100 251,730 +109
Lumber(CME)
Mar20 200121 429.6 431.1 424.2 424.7 -5.3 284 2,398 -32
May20 200121 427.0 427.0 420.8 421.7 -4.7 65 564 -11
Jul20 200121 417.3 417.7 417.3 417.4 -2.8 16 231 -1
Sep20 200121 408.7 408.7 408.7 408.7 -2.8 10 71 +7
Nov20 200121 403.7 403.7 403.7 403.7 -2.8 0 5 +0
Jan21 200121 402.2 402.2 402.2 402.2 -2.8      
Mar21 200121 400.7 400.7 400.7 400.7 -2.8      
Total Volume and Open Interest 375 3,269 -37
Crude Oil(NYM)
Feb20 200121 59.17 59.73 57.68 58.34 -0.20 182,871 73,735 -22,788
Mar20 200121 59.35 59.77 57.71 58.38 -0.20 426,333 468,254 +9,958
Apr20 200121 59.32 59.66 57.66 58.34 -0.17 110,908 165,506 +9,796
May20 200121 58.93 59.37 57.49 58.16 -0.14 50,147 130,334 +478
Jun20 200121 58.60 59.05 57.21 57.85 -0.11 69,303 230,577 -1,593
Jul20 200121 58.21 58.48 56.84 57.47 -0.07 19,500 93,921 +261
Aug20 200121 57.81 57.90 56.42 57.05 -0.01 14,158 62,468 +332
Sep20 200121 57.31 57.44 55.97 56.61 +0.02 17,626 102,707 -1,026
Oct20 200121 56.82 56.82 55.55 56.19 +0.05 6,728 68,516 +51
Nov20 200121 55.81 56.59 55.26 55.80 +0.07 5,754 57,167 +897
Dec20 200121 55.85 56.35 54.82 55.44 +0.09 40,645 260,726 +4,413
Jan21 200121 55.36 55.37 54.65 55.10 +0.10 1,788 49,164 +214
Feb21 200121 54.75 54.79 54.75 54.79 +0.12 1,191 28,494 +326
Mar21 200121 54.50 54.50 54.50 54.50 +0.13 1,877 37,789 +238
Apr21 200121 54.25 54.25 54.25 54.25 +0.15 686 16,166 +27
May21 200121 54.04 54.04 54.04 54.04 +0.17 810 15,172 +41
Total Volume and Open Interest 972,325 2,198,622 +3,717
e-miNY Crude Oil(NYM)
Mar20 200121 59.275 59.700 57.700 58.375 -0.200 5,975 2,014 +320
Apr20 200121 59.125 59.625 57.675 58.350 -0.150 175 314 -6
May20 200121 59.000 59.325 58.025 58.150 -0.150 7 315 +1
Jun20 200121 58.575 58.575 57.375 57.850 -0.100 7 149 +1
Jul20 200121 57.475 57.475 57.475 57.475 -0.075 5 27 +1
Aug20 200121 57.800 57.800 56.525 57.050 unch 2 46 -1
Sep20 200121 56.575 56.600 56.575 56.600 unch 0 62 +0
Oct20 200121 56.500 56.500 56.075 56.200 +0.050 3 17 +3
Nov20 200121 55.650 55.800 55.650 55.800 +0.075 2 5 +0
Dec20 200121 56.000 56.000 54.800 55.450 +0.100 30 87 -3
Total Volume and Open Interest 15,326 5,667 -174
NY Harbor ULSD(NYM)
Feb20 200121 187.77 188.59 182.42 182.92 -3.00 91,941 70,205 -12,846
Mar20 200121 188.22 189.06 183.00 183.47 -2.90 108,846 111,291 +2,043
Apr20 200121 187.77 188.58 183.17 183.62 -2.58 63,627 57,155 -4,776
May20 200121 188.49 188.49 183.31 183.75 -2.26 36,926 41,053 -230
Jun20 200121 188.35 188.35 183.46 183.86 -2.06 34,811 42,603 +694
Jul20 200121 188.00 188.00 183.76 184.03 -1.93 8,076 18,480 +277
Aug20 200121 187.38 187.71 183.95 184.21 -1.80 5,265 10,767 +937
Sep20 200121 187.61 187.71 184.06 184.41 -1.70 5,859 11,541 +298
Oct20 200121 188.05 188.05 184.30 184.50 -1.55 1,518 4,614 -128
Nov20 200121 187.34 187.60 184.36 184.54 -1.38 1,590 5,124 +383
Dec20 200121 187.40 187.44 184.21 184.47 -1.21 7,686 22,406 -214
Jan21 200121 186.63 186.92 184.38 184.43 -1.10 803 5,241 +132
Feb21 200121 186.15 186.15 183.93 183.93 -1.02 138 1,210 +27
Mar21 200121 184.85 184.85 182.85 182.85 -0.97 50 972 +12
Total Volume and Open Interest 367,903 414,806 -12,973
RBOB Gasoline(NYM)
Feb20 200121 165.24 167.11 161.23 163.65 -0.41 60,548 79,592 -8,286
Mar20 200121 166.66 168.80 162.65 165.09 -0.40 56,612 133,967 +8,747
Apr20 200121 186.52 186.74 181.50 183.75 -0.39 26,536 66,454 +3,106
May20 200121 186.99 187.04 182.07 184.20 -0.36 13,542 41,935 +488
Jun20 200121 186.00 186.00 181.21 183.28 -0.34 10,898 37,250 -233
Jul20 200121 183.01 183.35 179.55 181.43 -0.33 2,355 21,274 +21
Aug20 200121 179.87 180.15 177.03 178.75 -0.29 1,728 5,457 +268
Sep20 200121 176.36 176.45 173.50 175.23 -0.23 2,589 11,488 +98
Oct20 200121 160.10 161.24 160.10 161.24 -0.09 1,109 4,959 +81
Nov20 200121 156.00 157.26 156.00 157.26 +0.18 958 2,071 -20
Total Volume and Open Interest 178,430 427,272 +4,337
e-miNY RBOB Gasoline(NYM)
Feb20 200121 164.10 164.10 163.70 163.70 -0.36 0 1 +0
Mar20 200121 165.10 165.10 165.09 165.10 -0.39      
Apr20 200121 183.80 183.80 183.75 183.80 -0.34      
May20 200121 184.20 184.20 184.20 184.20 -0.36      
Total Volume and Open Interest 0 1 +0
Natural Gas(NYM)
Feb20 200121 1.970 1.970 1.830 1.895 -0.108 206,418 176,427 -9,850
Mar20 200121 1.963 1.963 1.826 1.889 -0.096 167,464 514,178 +14,847
Apr20 200121 1.981 1.993 1.856 1.930 -0.081 71,031 168,978 +1,581
May20 200121 2.050 2.050 1.935 1.989 -0.077 32,422 132,117 +1,159
Jun20 200121 2.123 2.123 2.013 2.064 -0.073 15,113 69,478 +1,048
Jul20 200121 2.185 2.185 2.085 2.141 -0.068 17,366 59,962 +1,523
Aug20 200121 2.220 2.220 2.116 2.169 -0.064 8,644 33,389 +1,179
Sep20 200121 2.204 2.204 2.140 2.165 -0.064 7,199 35,946 -153
Oct20 200121 2.250 2.250 2.156 2.201 -0.060 27,468 101,484 +3,280
Nov20 200121 2.350 2.350 2.280 2.312 -0.046 6,589 25,663 +625
Dec20 200121 2.531 2.531 2.486 2.513 -0.036 3,834 27,721 +288
Jan21 200121 2.650 2.650 2.599 2.619 -0.037 12,295 39,876 +2,631
Feb21 200121 2.600 2.601 2.567 2.585 -0.036 1,765 13,908 +126
Mar21 200121 2.496 2.497 2.470 2.491 -0.025 7,917 16,988 +668
Apr21 200121 2.273 2.276 2.243 2.272 -0.010 6,831 24,089 +1,215
May21 200121 2.257 2.257 2.229 2.251 -0.008 1,505 9,258 -3
Total Volume and Open Interest 597,677 1,506,716 +21,602
Brent Crude Oil(ICE)
Mar20 200121 65.26 65.35 64.06 64.59 -0.61 238,639 359,853 -30,316
Apr20 200121 64.45 64.48 63.25 63.83 -0.51 188,123 410,349 +32,954
May20 200121 63.68 63.71 62.55 63.13 -0.47 90,273 192,258 +8,187
Jun20 200121 62.93 63.00 61.90 62.47 -0.43 100,494 304,258 -1,987
Jul20 200121 62.13 62.15 61.23 61.80 -0.40 27,102 153,880 -1,493
Aug20 200121 61.69 61.69 60.69 61.27 -0.37 16,509 118,359 -601
Sep20 200121 61.25 61.25 60.27 60.88 -0.31 15,669 134,627 +1,594
Oct20 200121 60.79 60.79 59.88 60.48 -0.27 4,598 91,183 +670
Nov20 200121 60.31 60.43 59.55 60.17 -0.22 2,813 54,426 +590
Dec20 200121 60.11 60.14 59.25 59.88 -0.17 40,004 254,125 -1,259
Jan21 200121 59.35 59.62 59.35 59.62 -0.13 709 44,477 +40
Feb21 200121 59.19 59.40 59.19 59.40 -0.09 1,139 39,395 +36
Mar21 200121 59.15 59.21 59.15 59.21 -0.05 1,674 29,697 +181
Apr21 200121 58.99 59.03 58.99 59.03 -0.01 543 15,859 +59
Total Volume and Open Interest 751,062 2,598,944 +12,343
Gas Oil(ICE)
Feb20 200121 576.25 577.50 565.00 569.00 -7.75 109,170 162,790 -17,400
Mar20 200121 578.00 578.25 566.00 570.50 -7.25 142,767 162,628 -3,519
Apr20 200121 577.00 577.00 565.50 569.25 -7.25 81,765 111,710 +5,644
May20 200121 574.00 574.50 563.25 567.00 -6.75 39,891 75,232 -2,736
Jun20 200121 571.25 571.75 561.50 564.50 -6.75 65,240 114,361 -3,307
Jul20 200121 570.25 570.25 560.50 563.50 -6.25 12,022 38,354 +610
Aug20 200121 567.00 567.00 560.00 562.75 -6.00 5,802 25,416 -245
Sep20 200121 566.50 566.50 559.50 562.25 -5.75 4,672 25,459 +610
Oct20 200121 566.00 566.00 560.25 562.00 -5.50 2,738 20,521 +356
Nov20 200121 563.50 563.50 558.00 559.75 -5.00 1,634 14,733 -323
Total Volume and Open Interest 493,751 893,927 -17,998
Ethanol(CBOT)
Feb20 200121 1.359 1.377 1.338 1.341 -0.008 103 330 -31
Mar20 200121 1.390 1.402 1.361 1.364 -0.012 99 331 +12
Apr20 200121 1.420 1.420 1.387 1.387 -0.014 1 37 +1
May20 200121 1.403 1.403 1.403 1.403 -0.014 1 10 +1
Jun20 200121 1.403 1.403 1.403 1.403 -0.014      
Jul20 200121 1.403 1.403 1.403 1.403 -0.014      
Aug20 200121 1.403 1.403 1.403 1.403 -0.014      
Sep20 200121 1.403 1.403 1.403 1.403 -0.014      
Total Volume and Open Interest 204 708 -17
WTI Crude Oil(ICE)
Mar20 200121 58.78 58.83 57.72 58.38 -0.38 40,986 97,609 +2,191
Apr20 200121 58.77 58.77 57.67 58.34 -0.35 30,569 55,573 +736
May20 200121 58.46 58.54 57.52 58.16 -0.34 18,541 33,082 +2,027
Jun20 200121 58.12 58.18 57.23 57.85 -0.33 19,962 78,430 +909
Jul20 200121 57.71 57.80 56.86 57.47 -0.30 5,783 18,786 +435
Aug20 200121 57.24 57.26 56.46 57.05 -0.25 1,348 11,987 +13
Sep20 200121 56.44 56.90 55.98 56.61 -0.21 3,129 24,968 +350
Oct20 200121 56.03 56.46 55.97 56.19 -0.17 987 12,445 +472
Nov20 200121 55.54 56.06 55.38 55.80 -0.16 713 9,000 -318
Dec20 200121 55.24 55.69 54.85 55.44 -0.14 7,992 88,997 +452
Jan21 200121 55.10 55.10 55.10 55.10 -0.12 99 5,994 -9
Feb21 200121 54.79 54.79 54.79 54.79 -0.10 18 4,577 -10
Mar21 200121 54.50 54.50 54.50 54.50 -0.09 37 5,386 +1
Apr21 200121 54.15 54.25 54.15 54.25 -0.06 33 2,703 +22
May21 200121 54.04 54.04 54.04 54.04 -0.04 52 2,792 -43
Jun21 200121 53.90 54.02 53.85 53.85 -0.02 786 25,374 -30
Total Volume and Open Interest 133,055 580,632 -11,922
US Dollar Index(ICE)
Mar20 200121 97.385 97.420 97.150 97.295 -0.065 12,417 35,054 +178
Jun20 200121 96.975 96.980 96.780 96.908 -0.073 14 950 +3
Sep20 200121 96.543 96.543 96.543 96.543 -0.087 0 115 +0
Total Volume and Open Interest 12,431 36,122 +181
Australian Dollar(CME)
Mar20 200121 68.85 68.98 68.51 68.54 -0.33 76,664 138,913 +87
Jun20 200121 68.90 69.03 68.70 68.70 -0.33 190 555 +130
Sep20 200121 68.88 68.88 68.85 68.85 -0.33 0 31 +0
Total Volume and Open Interest 77,103 142,190 +137
British Pound(CME)
Mar20 200121 130.24 131.05 129.84 130.72 +0.32 71,759 190,738 -217
Jun20 200121 130.52 131.31 130.31 131.10 +0.31 356 1,850 +101
Sep20 200121 131.46 131.46 131.46 131.46 +0.30 0 29 +0
Total Volume and Open Interest 72,543 197,409 -135
Canadian Dollar(CME)
Mar20 200121 76.54 76.66 76.45 76.51 -0.04 41,491 179,916 -1,236
Jun20 200121 76.55 76.65 76.47 76.51 -0.04 152 3,330 +15
Sep20 200121 76.58 76.59 76.43 76.50 -0.05 0 645 +0
Dec20 200121 76.61 76.61 76.49 76.49 -0.04 10 1,109 +7
Total Volume and Open Interest 41,727 187,595 -1,214
Japanese Yen(CME)
Mar20 200121 91.08 91.37 90.99 91.35 +0.29 89,307 193,495 +7,319
Jun20 200121 91.49 91.81 91.49 91.81 +0.28 55 916 +34
Sep20 200121 92.26 92.26 92.26 92.26 +0.28 0 5 +0
Total Volume and Open Interest 89,495 196,019 +7,347
Swiss Franc(CME)
Mar20 200121 103.71 103.90 103.49 103.69 -0.05 29,931 51,547 +842
Jun20 200121 104.25 104.35 104.25 104.35 -0.06 19 73 +3
Sep20 200121 105.01 105.01 105.01 105.01 -0.06 0 3 +0
Total Volume and Open Interest 29,950 51,623 +845
EuroFX(CME)
Mar20 200121 111.29 111.56 111.15 111.33 unch 147,897 557,346 -2,616
Jun20 200121 111.97 112.18 111.79 111.95 -0.01 740 7,862 +183
Sep20 200121 112.52 112.56 112.52 112.56 -0.01 95 873 +22
Total Volume and Open Interest 148,965 573,415 -2,429
Mexican Peso(CME)
Feb20 200121 530.75 530.75 530.75 530.75 -2.00 2 14 +0
Mar20 200121 531.38 531.75 527.75 528.38 -2.00 28,514 295,446 +1,284
Total Volume and Open Interest 28,516 295,552 +1,284
Brazilian Real(CME)
Feb20 200121 239.95 240.90 236.70 238.15 -1.80 6,882 33,718 +380
Mar20 200121 240.30 240.30 236.90 237.85 -1.80 1,262 3,993 +365
Apr20 200121 239.15 239.15 236.65 237.45 -1.90 4 34 +1
May20 200121 237.10 237.10 237.10 237.10 -1.90      
Total Volume and Open Interest 8,148 37,745 +746
30-Year T-Bonds(CBOT)
Mar20 200121 157~150 158~230 157~090 158~190 +1~100 234,445 1,040,172 +3,614
Jun20 200121 156~180 157~240 156~140 157~210 +1~100 377 2,753 +199
Sep20 200121 156~200 156~200 156~200 156~200 +1~100 0 1 +0
Total Volume and Open Interest 234,822 1,042,926 +3,813
10-Year T-Notes(CBOT)
Mar20 200121 129~040 129~195 129~035 129~185 +0~170 1,373,300 3,653,275 -8,636
Jun20 200121 128~300 129~135 128~300 129~130 +0~175 2,090 40,571 +1,488
Sep20 200121 128~315 128~315 128~315 128~315 +0~175      
Total Volume and Open Interest 1,375,390 3,693,846 -7,148
5-Year T-Notes(CBOT)
Mar20 200121 118~282 119~044 118~276 119~036 +0~092 650,279 4,230,540 -19,727
Jun20 200121 119~064 119~142 119~050 119~134 +0~096 6,593 39,868 +3,146
Sep20 200121 119~134 119~134 119~134 119~134 +0~096      
Total Volume and Open Interest 656,872 4,270,408 -16,581
2 Year T-Notes(CBOT)
Mar20 200121 107~236 107~261 107~234 107~256 +0~024 339,830 3,569,910 +8,010
Jun20 200121 107~294 107~302 107~294 107~302 +0~027 1,511 40,453 +1,364
Sep20 200121 107~302 107~302 107~302 107~302 +0~027      
Total Volume and Open Interest 341,341 3,610,363 +9,374
Eurodollars(CME)
Mar20 200121 98.260 98.275 98.255 98.270 +0.015 139,641 1,536,193 +15,891
Jun20 200121 98.320 98.345 98.320 98.340 +0.025 154,794 1,278,184 +5,601
Sep20 200121 98.400 98.430 98.390 98.420 +0.035 141,494 1,074,922 +13,962
Dec20 200121 98.410 98.450 98.405 98.440 +0.045 156,931 1,214,389 +15,739
Mar21 200121 98.480 98.525 98.475 98.520 +0.055 131,187 960,993 +3,094
Jun21 200121 98.485 98.535 98.485 98.530 +0.060 90,765 979,944 +243
Sep21 200121 98.485 98.545 98.485 98.535 +0.065 131,339 745,815 +14,915
Dec21 200121 98.450 98.505 98.450 98.500 +0.065 86,834 658,079 +498
Mar22 200121 98.460 98.515 98.460 98.510 +0.065 58,759 429,749 -3,313
Jun22 200121 98.445 98.495 98.440 98.495 +0.070 48,669 302,230 -1,297
Sep22 200121 98.425 98.475 98.420 98.475 +0.070 56,975 250,408 +738
Dec22 200121 98.385 98.440 98.380 98.435 +0.065 62,834 241,043 +10,011
Mar23 200121 98.380 98.430 98.375 98.430 +0.070 30,820 274,466 -2,695
Jun23 200121 98.360 98.410 98.350 98.410 +0.070 21,908 124,014 +811
Sep23 200121 98.335 98.390 98.330 98.390 +0.070 23,547 113,202 -1,387
Dec23 200121 98.305 98.360 98.295 98.355 +0.065 24,825 101,143 +561
Mar24 200121 98.285 98.340 98.285 98.335 +0.065 14,861 91,812 -1,061
Jun24 200121 98.255 98.310 98.250 98.305 +0.065 11,598 46,630 -603
Total Volume and Open Interest 1,486,408 10,887,042 +101,349
Ultra T-Bond(CBOT)
Mar20 200121 184~06 186~08 183~28 186~00 +2~06 106,236 1,257,656 +2,079
Jun20 200121 186~11 186~23 186~04 186~23 +2~07 45 403 +41
Sep20 200121 186~23 186~23 186~23 186~23 +2~07      
Total Volume and Open Interest 106,281 1,258,059 +2,120
Ultra 10-Yr T-Note(CBOT)
Mar20 200121 141~260 142~175 141~230 142~155 +0~260 157,418 927,725 -474
Jun20 200121 142~055 142~055 142~055 142~055 +0~255      
Sep20 200121 142~055 142~055 142~055 142~055 +0~255      
Total Volume and Open Interest 157,418 927,725 -474
30 Day Federal Funds(CBOT)
Jan20 200121 98.455 98.455 98.450 98.455 +0.003 20,131 418,596 -10,245
Feb20 200121 98.420 98.425 98.415 98.425 +0.005 28,992 459,738 -2,510
Mar20 200121 98.420 98.425 98.415 98.425 +0.005 9,133 142,674 -847
Apr20 200121 98.420 98.435 98.420 98.430 +0.010 22,225 244,862 +2,321
May20 200121 98.440 98.450 98.435 98.450 +0.015 9,187 157,762 -844
Jun20 200121 98.460 98.475 98.460 98.475 +0.020 5,814 55,227 +1,599
Total Volume and Open Interest 142,763 1,862,485 -2,503
Japanese Govt Bonds(SGX)
Mar20 200120 152.05 152.10 151.95 151.98 +0.05 980 13,359 +11
Jun20 200120 151.98 151.98 151.98 151.98 +0.05      
Sep20 200120 151.98 151.98 151.98 151.98 +0.05      
Total Volume and Open Interest 980 13,359 +11
Euro-Buxl(EUREX)
Mar20 200121 201.08 202.90 200.80 202.72 +1.80 43,118 247,680 -2,197
Jun20 200121 201.16 201.16 201.16 201.16 +1.80 0 5,667 -32
Sep20 200121 201.72 201.72 201.72 201.72 +1.80      
Total Volume and Open Interest 43,118 253,347 -2,229
Euro-Bund(EUREX)
Mar20 200121 171.75 172.27 171.55 172.21 +0.54 484,597 1,543,161 -78,246
Jun20 200121 169.11 169.49 168.88 169.49 +0.53 8,878 17,015 +7,828
Sep20 200121 172.11 172.11 172.11 172.11 +0.54 0 2 +0
Total Volume and Open Interest 493,475 1,560,178 -70,418
Euro-Bobl(EUREX)
Mar20 200121 133.93 134.06 133.85 134.04 +0.13 261,513 1,139,573 -19,800
Jun20 200121 134.02 134.21 134.02 134.21 +0.14 50 174 +50
Sep20 200121 133.93 133.93 133.93 133.93 +0.13 0 324 +0
Total Volume and Open Interest 261,563 1,140,071 -19,750
Euro-Schatz(EUREX)
Mar20 200121 111.90 111.91 111.88 111.90 +0.00 153,831 1,535,369 -34,519
Jun20 200121 111.88 111.88 111.88 111.88 +0.00 120 120 +116
Sep20 200121 111.90 111.90 111.90 111.90 +0.00      
Total Volume and Open Interest 153,951 1,535,489 -34,403
3-Mth Euribor(EUREX)
Mar20 200121 100.390 100.390 100.390 100.390 -0.005 0 1,619 +0
Jun20 200121 100.390 100.390 100.390 100.390 -0.005 0 553 +0
Sep20 200121 100.385 100.385 100.385 100.385 unch 0 570 +0
Total Volume and Open Interest 0 4,913 +0
Long Gilt(LIFFE)
Mar20 200121 133~12 133~21 133~01 133~18 +0~08 203,609 647,379 -3,011
Jun20 200121 132~26 132~26 132~26 132~26 +0~08      
Total Volume and Open Interest 203,609 647,379 -3,011
3-Mth Short Sterling(LIFFE)
Mar20 200121 99.40 99.41 99.39 99.39 -0.01 160,930 637,893 +1,226
Jun20 200121 99.46 99.48 99.44 99.46 -0.00 94,742 691,111 +9,408
Sep20 200121 99.50 99.51 99.47 99.49 -0.00 84,421 569,186 +10,162
Dec20 200121 99.48 99.50 99.46 99.47 -0.01 79,509 644,147 -441
Mar21 200121 99.49 99.50 99.46 99.49 -0.00 87,281 347,386 +5,680
Jun21 200121 99.47 99.49 99.45 99.47 -0.00 69,896 278,603 +5,359
Total Volume and Open Interest 966,641 4,147,144 +60,326
3-Mth Euribor(LIFFE)
Mar20 200121 100.390 100.395 100.390 100.390 unch 18,172 426,408 +832
Jun20 200121 100.390 100.390 100.385 100.385 unch 13,308 443,921 +600
Sep20 200121 100.385 100.390 100.380 100.380 -0.005 15,604 509,072 +2,433
Total Volume and Open Interest 297,424 3,938,278 +17,874
3-Mth Aus T-Bills(SFE)
Mar20 200121 99.18 99.19 99.17 99.19 +0.01 26,200 176,342 +10,483
Jun20 200121 99.25 99.26 99.24 99.26 +0.01 5,430 203,794 +79
Sep20 200121 99.31 99.32 99.30 99.32 +0.01 7,298 226,058 +2,396
Dec20 200121 99.29 99.30 99.27 99.30 +0.01 4,742 171,502 +215
Mar21 200121 99.29 99.30 99.27 99.30 +0.01 6,899 133,435 +944
Jun21 200121 99.25 99.27 99.24 99.27 +0.01 4,210 86,385 +882
Sep21 200121 99.22 99.24 99.21 99.24 +0.02 1,699 55,249 +558
Dec21 200121 99.18 99.20 99.17 99.20 +0.02 1,001 37,200 +165
Mar22 200121 99.16 99.17 99.15 99.17 +0.01 206 2,384 +160
Jun22 200121 99.15 99.15 99.15 99.15 +0.02 23 1,353 +0
Total Volume and Open Interest 57,708 1,094,466 +15,882
10-Year Aus T-Bonds(SFE)
Mar20 200121 98.81 98.83 98.79 98.83 +0.02 131,866 1,214,233 +5,444
Jun20 200121 98.83 98.83 98.83 98.83 +0.02      
Total Volume and Open Interest 131,866 1,214,233 +5,444
3-Year Aus T-Bonds(SFE)
Mar20 200121 99.25 99.26 99.23 99.26 +0.01 164,116 1,184,257 +43,266
Jun20 200121 99.26 99.26 99.26 99.26 +0.01 0 10 +0
Total Volume and Open Interest 164,116 1,184,267 +43,266
Gold(CMX)
Feb20 200121 1557.3 1568.8 1546.0 1557.9 -2.4 260,054 390,823 -14,476
Apr20 200121 1564.2 1574.8 1552.1 1564.1 -2.4 32,579 271,312 +7,079
Jun20 200121 1570.4 1580.7 1557.8 1569.9 -2.4 4,728 72,786 +1,090
Aug20 200121 1574.8 1583.7 1563.7 1575.1 -2.4 1,645 22,557 +170
Oct20 200121 1575.6 1580.0 1573.9 1580.0 -2.5 241 7,524 -38
Dec20 200121 1584.0 1593.8 1573.6 1584.7 -2.5 1,859 19,455 +180
Feb21 200121 1593.0 1596.3 1580.0 1589.3 -2.4 11 4,618 -4
Apr21 200121 1594.8 1594.8 1593.1 1593.1 -2.4 29 556 +25
Jun21 200121 1596.8 1596.8 1596.8 1596.8 -2.4 0 1,848 +0
Aug21 200121 1595.0 1601.0 1595.0 1601.0 -2.4 0 1 +0
Oct21 200121 1604.9 1604.9 1604.9 1604.9 -2.4      
Dec21 200121 1610.5 1610.5 1605.5 1608.9 -2.4 1 811 -1
Total Volume and Open Interest 301,529 793,585 -5,956
Silver(CMX)
Mar20 200121 1804.0 1815.5 1762.0 1780.8 -26.5 58,310 176,765 -1,374
May20 200121 1814.5 1823.5 1771.0 1789.2 -26.6 1,587 24,835 +287
Jul20 200121 1822.0 1830.0 1778.5 1797.0 -26.6 222 18,060 -50
Sep20 200121 1831.5 1836.5 1788.5 1804.4 -26.7 66 7,758 +2
Dec20 200121 1842.5 1842.5 1797.5 1814.1 -27.1 85 7,339 +43
Mar21 200121 1822.9 1822.9 1822.9 1822.9 -27.1 0 10 +0
May21 200121 1828.3 1828.3 1828.3 1828.3 -27.1 0 23 +0
Total Volume and Open Interest 60,393 235,420 -1,054
Platinum(NYMEX)
Jan20 200121 1002.0 1002.0 1002.0 1002.0 -17.4 62 14 +7
Apr20 200121 1027.0 1034.9 993.1 1007.5 -17.3 36,564 102,512 -1,055
Jul20 200121 1032.7 1038.3 999.0 1012.9 -17.3 918 4,463 +151
Oct20 200121 1043.6 1043.6 1007.0 1019.2 -17.2 32 408 +24
Total Volume and Open Interest 37,621 107,609 -874
Palladium(NYMEX)
Mar20 200121 2246.50 2312.50 2201.10 2232.70 +7.80 9,758 21,012 -164
Jun20 200121 2246.40 2303.30 2197.40 2223.90 +8.50 945 4,132 +286
Sep20 200121 2230.20 2280.80 2181.00 2207.70 +8.30 97 694 +66
Total Volume and Open Interest 10,918 26,195 +248
Copper(CMX)
Mar20 200121 284.70 286.10 279.00 279.35 -5.20 73,552 170,505 +639
May20 200121 285.70 286.80 279.90 280.25 -5.15 14,503 54,154 +2,202
Jul20 200121 286.65 286.65 280.70 280.90 -5.10 7,194 29,922 +663
Sep20 200121 286.45 286.45 281.20 281.50 -5.00 4,171 13,786 +414
Dec20 200121 286.95 286.95 281.75 282.20 -4.90 2,669 7,258 +762
Total Volume and Open Interest 102,966 287,029 +4,426
E-mini DJIA Index(CBOT)
Mar20 200121 29280 29318 29108 29179 -100 152,873 106,866 +3,230
Jun20 200121 29274 29278 29095 29153 -101 72 152 +25
Sep20 200121 29105 29105 29105 29105 -96 0 5 +0
Dec20 200121 29062 29062 29062 29062 -95      
Total Volume and Open Interest 152,945 107,023 +3,255
S & P 500(CME)
Mar20 200121 47.40 49.30 35.20 42.70 -5.40 1,767 30,390 +879
Jun20 200121 43.30 43.30 43.30 43.30 -5.40 0 31 -2
Sep20 200121 43.40 43.40 43.40 43.40 -5.80      
Dec20 200121 43.70 43.70 43.70 43.70 -5.80      
Total Volume and Open Interest 1,767 30,495 +877
S & P 500 E-Mini(CME)
Mar20 200121 3325.00 3329.75 3307.25 3319.50 -5.50 1,335,246 2,716,639 +20,699
Jun20 200121 3325.25 3330.00 3308.00 3320.00 -5.50 3,458 37,523 +2,476
Sep20 200121 3313.50 3322.00 3313.50 3320.25 -5.75 3 355 +2
Dec20 200121 3320.50 3320.50 3320.50 3320.50 -5.75 2 2,236 +0
Total Volume and Open Interest 1,338,709 2,756,760 +23,177
NASDAQ 100 E-Mini(CME)
Mar20 200121 9174.00 9199.75 9114.75 9169.75 -4.75 397,881 219,136 +1,439
Jun20 200121 9199.00 9216.75 9139.75 9189.00 -5.25 174 950 -32
Sep20 200121 9175.00 9212.00 9175.00 9212.00 -5.00 2 19 +1
Total Volume and Open Interest 398,059 220,109 +1,410
S&P Midcap 400(CME) e-Mini
Mar20 200121 2093.80 2098.30 2080.40 2084.20 -12.20 18,737 78,721 +64
Jun20 200121 2089.90 2089.90 2089.40 2089.90 -12.50 0 57 +0
Sep20 200121 2093.90 2093.90 2093.90 2093.90 -12.60      
Total Volume and Open Interest 18,737 78,778 +64
Volatility Index(CBOE)
Jan20 200121 12.35 13.10 12.30 12.93 +0.40 66,287 61,784 -12,137
Feb20 200121 14.90 15.40 14.70 15.08 +0.15 64,562 250,499 +13,049
Mar20 200121 15.35 15.65 15.24 15.53 +0.15 22,667 64,586 +2,615
Apr20 200121 16.02 16.29 15.90 16.02 unch 11,497 37,135 -242
Total Volume and Open Interest 173,658 478,563 +3,133
S & P 600(CME)
Mar20 200121 1030.40 1030.40 1030.40 1030.40 -9.20      
Jun20 200121 1031.00 1031.00 1031.00 1031.00 -9.30      
Total Volume and Open Interest      
Russell 2000 Mini(CME)
Mar20 200121 1698.90 1703.30 1683.20 1685.90 -14.00 179,261 508,073 +4,197
Jun20 200121 1695.30 1697.80 1687.00 1687.70 -14.00 61 584 -28
Sep20 200121 1691.30 1691.30 1691.30 1691.30 -12.90      
Total Volume and Open Interest 179,322 508,657 +4,169
Nikkei 225(CME)
Mar20 200121 24085 24095 23760 23770 -280 4,624 20,719 +161
Jun20 200121 23785 23790 23645 23645 -255 1 8 +0
Total Volume and Open Interest 4,625 20,727 +161
Nikkei 225(SGX)
Mar20 200120 24040 24080 23995 24065 +25 57,306 183,640 +826
Jun20 200120 23895 23895 23895 23895 +20 4 4,539 +2
Sep20 200120 23855 23855 23855 23855 +125 0 10 +0
Total Volume and Open Interest 82,431 218,808 -1,311
Nikkei 225 Mini(JPX)
Mar20 200120 24030 24085 23990 24080 +140 867,981 376,099 +8,671
Jun20 200120 23855 23900 23810 23880 +130 15,375 9,298 +412
Sep20 200120 23810 23830 23760 23830 +140 99 967 -16
Total Volume and Open Interest 922,893 425,146 +10,614
Nikkei 225(JPX)
Mar20 200120 24030 24090 24000 24080 +140 64,234 242,872 -4,759
Jun20 200120 23850 23890 23820 23880 +130 501 18,824 +433
Sep20 200120 23830 23830 23830 23830 +140 0 2,780 +0
Total Volume and Open Interest 64,771 338,798 -4,293
Nikkei 225(CME) Yen
Mar20 200121 24070 24085 23750 23755 -280 21,331 59,723 +1,652
Jun20 200121 23870 23870 23575 23575 -280 0 5 +0
Sep20 200121 23505 23505 23505 23505 -250      
Total Volume and Open Interest 21,331 59,728 +1,652
Nikkei 225(CME) e-Mini Yen
Mar20 200121 23760 23760 23755 23760 -280      
Jun20 200121 23580 23580 23575 23580 -280      
Sep20 200121 23510 23510 23505 23510 -250      
Total Volume and Open Interest      
CAC 40(EURONEXT)
Feb20 200121 6044.0 6048.5 5986.5 6042.0 -32.0 91,222 311,645 +21,005
Mar20 200121 6039.0 6044.0 5997.5 6039.5 -32.0 383 16,376 +34
Apr20 200121 6020.5 6020.5 6020.5 6020.5 -32.0      
Total Volume and Open Interest 91,605 394,030  
Hang Seng Index(HKFE)
Jan20 200121 28678 28755 27843 27901 -794 163,870 108,332 +115
Feb20 200121 28650 28730 27815 27876 -804 1,413 6,150 +588
Mar20 200121 28689 28742 27844 27890 -800 333 12,090 -64
Total Volume and Open Interest 167,422 132,994 +456
DAX(EUREX)
Mar20 200121 13565.5 13570.5 13433.5 13546.5 +2.5 90,864 107,616 +1,124
Jun20 200121 13485.0 13565.0 13475.0 13565.0 +2.5 39 1,002 -8
Sep20 200121 13551.0 13551.0 13551.0 13551.0 +2.5 0 74 -10
Total Volume and Open Interest 90,903 108,692 +1,106
Mini-DAX(EUREX)
Mar20 200121 13556.0 13568.0 13433.0 13546.5 +2.5 47,138 12,703 -299
Jun20 200121 13540.0 13582.0 13459.0 13565.0 +2.5 28 1,010 -4
Sep20 200121 13551.0 13551.0 13551.0 13551.0 +2.5 0 10 +1
Total Volume and Open Interest 47,166 13,723 -302
DJ EuroSTOXX 50(EUREX)
Mar20 200121 3792 3795 3751 3778 -12 1,042,691 3,442,638 +40,797
Jun20 200121 3711 3711 3672 3696 -12 606 67,435 +167
Sep20 200121 3682 3682 3682 3682 -12 3 48 +3
Total Volume and Open Interest 1,043,300 3,597,163 +40,967
Swiss Market Index(EUREX)
Mar20 200121 10712 10799 10675 10777 +22 53,979 185,890 +8,152
Jun20 200121 10525 10600 10525 10600 +23 452 12,173 +181
Sep20 200121 10568 10568 10568 10568 +24 10 87 +10
Total Volume and Open Interest 54,441 198,150 +8,343
FT-SE 100(EURONEXT)
Mar20 200121 7594.00 7594.00 7484.50 7544.50 -41.50 95,076 709,792 +6,877
Jun20 200121 7461.00 7461.00 7461.00 7461.00 -41.50 11 365 +10
Sep20 200121 7391.00 7391.00 7391.00 7391.00 -41.50 1 4 +1
Total Volume and Open Interest 95,090 710,166 +6,889
SPI 200(SFE)
Mar20 200121 7024.0 7035.0 6979.0 7008.0 -18.0 42,557 394,284 +7,940
Jun20 200121 6986.0 6986.0 6986.0 6986.0 -18.0 0 5,141 +0
Sep20 200121 6900.0 6900.0 6900.0 6900.0 -18.0      
Total Volume and Open Interest 42,558 400,461 +4,443
FTSE MIB(ISE)
Mar20 200121 23790.00 23885.00 23620.00 23835.00 -142.00 20,916 134,648 +1,140
Jun20 200121 23220.00 23260.00 23025.00 23233.00 -142.00 74 973 +48
Sep20 200121 23076.00 23076.00 23076.00 23076.00 -142.00 0 23 +0
Total Volume and Open Interest 20,990 135,644 +1,188
KOSPI 200(KFE)
Mar20 200121 305.95 306.45 302.00 302.00 -4.35 211,247 304,225 -1,166
Jun20 200121 305.70 308.35 302.35 302.35 -3.85 2,003 13,739 -2
Sep20 200121 302.50 302.50 302.50 302.50 -4.05 4 299 +2
Total Volume and Open Interest 214,422 355,317 -2,064
GSCI(CME)
Feb20 200121 425.25 425.85 425.25 425.60 -0.95 41 8,961 +41
Mar20 200121 427.95 427.95 427.95 427.95 -0.95      
Apr20 200121 427.25 427.25 427.25 427.25 -0.95      
Total Volume and Open Interest 41 8,961 -984
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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