|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 13, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov06 |
061113 |
658.00 |
658.00 |
644.00 |
646.50 |
-4.75 |
4,637 |
4,044 |
-1,208 |
| Jan07 |
061113 |
670.00 |
670.00 |
655.50 |
657.50 |
-5.00 |
33,038 |
216,795 |
-253 |
| Mar07 |
061113 |
681.00 |
681.50 |
667.50 |
669.25 |
-5.25 |
3,924 |
54,443 |
+719 |
| May07 |
061113 |
689.50 |
689.50 |
675.50 |
677.75 |
-4.00 |
1,232 |
30,441 |
-328 |
| Jul07 |
061113 |
697.00 |
697.50 |
686.00 |
687.00 |
-3.50 |
5,010 |
29,765 |
+1,475 |
| Aug07 |
061113 |
699.00 |
699.00 |
690.00 |
691.00 |
-3.50 |
293 |
1,082 |
-1 |
| Sep07 |
061113 |
692.00 |
692.00 |
692.00 |
692.00 |
-3.00 |
145 |
467 |
+70 |
| Total Volume and Open Interest |
52,044 |
388,822 |
+1,166 |
| Soybean Meal(CBOT) |
| Dec06 |
061113 |
197.50 |
197.70 |
191.60 |
191.80 |
-3.70 |
11,637 |
71,362 |
-2,147 |
| Jan07 |
061113 |
198.50 |
198.70 |
192.90 |
193.10 |
-3.60 |
5,803 |
29,752 |
+578 |
| Mar07 |
061113 |
200.80 |
201.00 |
195.40 |
195.50 |
-3.30 |
2,487 |
31,922 |
-53 |
| May07 |
061113 |
201.80 |
201.80 |
196.50 |
196.60 |
-3.50 |
1,265 |
29,461 |
+82 |
| Jul07 |
061113 |
203.50 |
203.50 |
198.50 |
199.00 |
-2.90 |
1,915 |
31,954 |
+584 |
| Aug07 |
061113 |
205.00 |
205.00 |
200.00 |
200.00 |
-3.10 |
262 |
7,596 |
+95 |
| Sep07 |
061113 |
205.50 |
205.80 |
200.80 |
200.80 |
-3.20 |
26 |
4,846 |
-14 |
| Oct07 |
061113 |
205.50 |
205.50 |
200.50 |
200.80 |
-3.00 |
10 |
3,002 |
+1 |
| Total Volume and Open Interest |
24,329 |
219,183 |
-836 |
| Soybean Oil(CBOT) |
| Dec06 |
061113 |
27.80 |
28.02 |
27.54 |
27.99 |
+0.30 |
9,500 |
52,160 |
-4,375 |
| Jan07 |
061113 |
28.17 |
28.37 |
27.90 |
28.36 |
+0.29 |
11,817 |
96,037 |
+4,266 |
| Mar07 |
061113 |
28.50 |
28.73 |
28.33 |
28.72 |
+0.26 |
5,225 |
33,588 |
+860 |
| May07 |
061113 |
28.90 |
29.02 |
28.57 |
29.02 |
+0.31 |
2,506 |
35,614 |
+665 |
| Jul07 |
061113 |
29.20 |
29.31 |
28.95 |
29.27 |
+0.27 |
2,207 |
23,187 |
+1,147 |
| Aug07 |
061113 |
29.35 |
29.38 |
29.00 |
29.31 |
+0.26 |
127 |
4,319 |
-32 |
| Sep07 |
061113 |
29.45 |
29.48 |
29.36 |
29.36 |
+0.26 |
1 |
2,217 |
+0 |
| Oct07 |
061113 |
29.55 |
29.55 |
29.25 |
29.42 |
+0.25 |
1 |
3,149 |
+1 |
| Total Volume and Open Interest |
32,358 |
272,592 |
+2,598 |
| Canola(WCE) |
| Nov06 |
061110 |
338.9 |
338.9 |
338.9 |
338.9 |
-1.1 |
2 |
77 |
-27 |
| Jan07 |
061110 |
347.3 |
348.4 |
345.3 |
347.1 |
-1.1 |
4,751 |
59,154 |
+62 |
| Mar07 |
061110 |
355.0 |
355.2 |
353.1 |
355.0 |
-1.5 |
425 |
7,750 |
-1 |
| May07 |
061110 |
359.5 |
361.1 |
358.6 |
361.0 |
+0.4 |
15 |
3,521 |
-4 |
| Jul07 |
061110 |
365.0 |
366.1 |
362.6 |
366.1 |
-1.5 |
20 |
8,595 |
+12 |
| Total Volume and Open Interest |
5,476 |
87,329 |
+99 |
| Corn(CBOT) |
| Dec06 |
061113 |
349.50 |
349.75 |
341.50 |
342.50 |
-0.75 |
77,666 |
313,158 |
-29,125 |
| Mar07 |
061113 |
365.50 |
366.00 |
357.50 |
358.50 |
-1.00 |
57,381 |
454,755 |
+25,854 |
| May07 |
061113 |
369.50 |
371.00 |
362.25 |
362.75 |
-2.50 |
3,748 |
72,071 |
+359 |
| Jul07 |
061113 |
374.75 |
375.00 |
366.00 |
367.50 |
-2.50 |
18,014 |
185,372 |
+4,062 |
| Sep07 |
061113 |
360.50 |
361.00 |
352.00 |
352.00 |
-4.00 |
1,188 |
35,572 |
+443 |
| Dec07 |
061113 |
349.00 |
349.00 |
341.00 |
341.50 |
-3.25 |
15,939 |
240,627 |
+1,552 |
| Total Volume and Open Interest |
175,977 |
1,405,728 |
+3,102 |
| Wheat(CBOT) |
| Dec06 |
061113 |
483.00 |
485.00 |
475.00 |
477.00 |
-3.50 |
32,408 |
107,008 |
-20,277 |
| Mar07 |
061113 |
503.00 |
505.00 |
497.00 |
498.75 |
-2.25 |
26,296 |
172,027 |
+12,076 |
| May07 |
061113 |
500.00 |
501.50 |
497.00 |
500.50 |
+3.50 |
523 |
11,006 |
-31 |
| Jul07 |
061113 |
470.00 |
473.00 |
466.00 |
467.00 |
unch |
4,125 |
69,448 |
-256 |
| Sep07 |
061113 |
470.00 |
470.50 |
467.00 |
467.50 |
+0.50 |
12 |
2,812 |
+1 |
| Total Volume and Open Interest |
66,380 |
436,719 |
-8,058 |
| Wheat(KCBT) |
| Dec06 |
061113 |
509.50 |
512.00 |
507.00 |
508.50 |
-0.25 |
12,054 |
39,964 |
-4,802 |
| Mar07 |
061113 |
524.00 |
526.50 |
522.00 |
524.00 |
-0.25 |
9,703 |
47,229 |
+1,555 |
| May07 |
061113 |
521.00 |
522.00 |
517.00 |
520.00 |
+3.00 |
651 |
2,417 |
+41 |
| Jul07 |
061113 |
488.00 |
489.50 |
484.75 |
486.75 |
unch |
3,305 |
26,765 |
-202 |
| Sep07 |
061113 |
487.00 |
489.00 |
486.00 |
487.00 |
+1.00 |
1,115 |
3,064 |
+120 |
| Total Volume and Open Interest |
27,255 |
128,805 |
-3,044 |
| Wheat(MGE) |
| Dec06 |
061113 |
498.00 |
500.25 |
493.00 |
494.00 |
-3.25 |
2,954 |
14,528 |
-759 |
| Mar07 |
061113 |
513.75 |
514.00 |
508.00 |
508.50 |
-2.50 |
2,048 |
21,783 |
+527 |
| May07 |
061113 |
515.50 |
515.50 |
513.00 |
515.00 |
+1.00 |
401 |
1,845 |
+15 |
| Jul07 |
061113 |
496.00 |
499.00 |
496.00 |
498.00 |
+1.00 |
532 |
1,141 |
+2 |
| Sep07 |
061113 |
480.00 |
486.00 |
480.00 |
483.75 |
+2.00 |
366 |
3,140 |
-145 |
| Total Volume and Open Interest |
6,736 |
50,262 |
-23 |
| Oats(CBOT) |
| Dec06 |
061113 |
261.00 |
264.50 |
261.00 |
264.50 |
+4.25 |
421 |
7,635 |
-242 |
| Mar07 |
061113 |
272.50 |
274.50 |
272.25 |
274.50 |
+4.00 |
434 |
5,973 |
-51 |
| May07 |
061113 |
276.50 |
277.00 |
275.00 |
277.00 |
+5.00 |
45 |
287 |
+12 |
| Jul07 |
061113 |
273.50 |
278.00 |
273.50 |
278.00 |
+6.00 |
14 |
325 |
+6 |
| Total Volume and Open Interest |
957 |
15,130 |
-257 |
| Rough Rice(CBOT) |
| Nov06 |
061113 |
9.82 |
9.82 |
9.82 |
9.82 |
+0.07 |
11 |
49 |
-11 |
| Jan07 |
061113 |
9.95 |
10.06 |
9.95 |
10.01 |
+0.06 |
303 |
8,532 |
-133 |
| Mar07 |
061113 |
10.28 |
10.34 |
10.27 |
10.27 |
+0.07 |
161 |
3,237 |
+33 |
| May07 |
061113 |
10.45 |
10.50 |
10.45 |
10.50 |
+0.07 |
2 |
1,128 |
+0 |
| Total Volume and Open Interest |
481 |
14,335 |
-114 |
| Live Cattle(CME) |
| Dec06 |
061113 |
85.550 |
86.000 |
85.125 |
85.750 |
+0.050 |
24,499 |
58,301 |
-7,005 |
| Feb07 |
061113 |
88.450 |
88.950 |
88.100 |
88.850 |
+0.100 |
22,619 |
96,170 |
+10,557 |
| Apr07 |
061113 |
89.350 |
90.000 |
89.025 |
89.925 |
+0.450 |
3,304 |
26,678 |
+455 |
| Jun07 |
061113 |
85.750 |
86.250 |
85.400 |
86.175 |
+0.200 |
1,434 |
14,900 |
+367 |
| Aug07 |
061113 |
84.525 |
85.100 |
84.375 |
85.075 |
+0.325 |
1,285 |
7,147 |
+727 |
| Oct07 |
061113 |
86.825 |
87.175 |
86.600 |
87.100 |
+0.075 |
642 |
3,467 |
+241 |
| Total Volume and Open Interest |
53,821 |
208,801 |
+5,347 |
| Feeder Cattle(CME) |
| Nov06 |
061113 |
97.600 |
98.000 |
97.400 |
97.800 |
-1.000 |
589 |
1,840 |
-871 |
| Jan07 |
061113 |
94.700 |
95.700 |
94.300 |
95.425 |
-0.275 |
3,227 |
14,154 |
-296 |
| Mar07 |
061113 |
93.750 |
94.475 |
93.300 |
94.275 |
-0.500 |
1,537 |
3,586 |
-133 |
| Apr07 |
061113 |
94.400 |
95.250 |
93.950 |
95.250 |
+0.150 |
421 |
1,214 |
+114 |
| May07 |
061113 |
94.800 |
95.900 |
94.400 |
95.750 |
+0.450 |
324 |
2,846 |
+139 |
| Aug07 |
061113 |
98.400 |
99.400 |
98.200 |
99.400 |
+0.400 |
89 |
729 |
-24 |
| Sep07 |
061113 |
98.000 |
98.900 |
98.000 |
98.900 |
-0.500 |
16 |
798 |
-5 |
| Total Volume and Open Interest |
6,204 |
25,178 |
-1,075 |
| Lean Hogs(CME) |
| Dec06 |
061113 |
62.400 |
62.450 |
61.100 |
61.225 |
-1.750 |
25,177 |
49,550 |
-9,305 |
| Feb07 |
061113 |
66.200 |
66.300 |
64.850 |
65.000 |
-1.750 |
19,984 |
77,803 |
+6,656 |
| Apr07 |
061113 |
68.000 |
68.050 |
66.800 |
67.100 |
-1.650 |
4,373 |
31,447 |
+1,101 |
| May07 |
061113 |
71.200 |
71.200 |
70.200 |
70.425 |
-1.550 |
211 |
2,678 |
+72 |
| Jun07 |
061113 |
73.650 |
73.650 |
72.350 |
72.850 |
-1.150 |
879 |
16,038 |
+216 |
| Jul07 |
061113 |
71.200 |
71.200 |
70.100 |
70.500 |
-1.000 |
205 |
3,892 |
+106 |
| Aug07 |
061113 |
68.800 |
68.800 |
67.800 |
68.200 |
-1.200 |
451 |
3,538 |
+137 |
| Oct07 |
061113 |
62.300 |
62.300 |
61.600 |
62.150 |
-0.750 |
325 |
2,671 |
-42 |
| Total Volume and Open Interest |
51,751 |
188,435 |
-1,065 |
| Pork Bellies(CME) |
| Feb07 |
061113 |
88.250 |
89.600 |
88.100 |
88.850 |
+0.025 |
356 |
822 |
-10 |
| Mar07 |
061113 |
88.500 |
88.700 |
88.350 |
88.700 |
-0.050 |
2 |
61 |
+0 |
| May07 |
061113 |
91.900 |
92.250 |
90.750 |
90.750 |
unch |
5 |
16 |
+3 |
| Jul07 |
061113 |
91.750 |
93.475 |
91.750 |
93.200 |
+1.450 |
4 |
5 |
+3 |
| Aug07 |
061113 |
93.000 |
93.000 |
93.000 |
93.000 |
+1.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
367 |
905 |
-4 |
| Class III Milk(CME) |
| Nov06 |
061113 |
12.77 |
12.80 |
12.77 |
12.80 |
+0.05 |
91 |
3,448 |
-85 |
| Dec06 |
061113 |
13.87 |
14.00 |
13.82 |
13.91 |
+0.04 |
166 |
3,953 |
+69 |
| Jan07 |
061113 |
14.00 |
14.05 |
13.90 |
13.96 |
-0.06 |
176 |
2,528 |
+42 |
| Feb07 |
061113 |
13.90 |
14.02 |
13.85 |
13.93 |
-0.09 |
99 |
2,278 |
+46 |
| Mar07 |
061113 |
13.95 |
14.02 |
13.85 |
13.90 |
-0.12 |
68 |
2,119 |
+30 |
| Total Volume and Open Interest |
1,044 |
27,734 |
+354 |
| Cocoa(NYBOT) |
| Dec06 |
061113 |
1500 |
1508 |
1485 |
1500 |
-9 |
7,712 |
24,448 |
-4,610 |
| Mar07 |
061113 |
1540 |
1547 |
1527 |
1535 |
-13 |
9,769 |
61,457 |
+3,143 |
| May07 |
061113 |
1559 |
1565 |
1543 |
1556 |
-13 |
345 |
14,722 |
+90 |
| Jul07 |
061113 |
1583 |
1585 |
1575 |
1576 |
-13 |
21 |
7,195 |
+0 |
| Sep07 |
061113 |
1598 |
1598 |
1596 |
1596 |
-13 |
122 |
12,172 |
-3 |
| Dec07 |
061113 |
1621 |
1627 |
1621 |
1621 |
-13 |
162 |
10,857 |
+122 |
| Mar08 |
061113 |
1649 |
1649 |
1649 |
1649 |
-13 |
0 |
2,951 |
+0 |
| Total Volume and Open Interest |
18,132 |
137,391 |
-1,258 |
| Coffee "C"(NYBOT) |
| Dec06 |
061113 |
115.50 |
116.70 |
114.50 |
115.15 |
-0.70 |
22,540 |
36,595 |
-9,095 |
| Mar07 |
061113 |
120.10 |
120.90 |
118.80 |
119.45 |
-0.60 |
20,567 |
61,840 |
+8,053 |
| May07 |
061113 |
122.85 |
123.60 |
121.40 |
122.10 |
-0.60 |
1,550 |
7,494 |
-90 |
| Jul07 |
061113 |
124.90 |
125.00 |
124.10 |
124.60 |
-0.55 |
158 |
3,495 |
+47 |
| Sep07 |
061113 |
128.10 |
128.10 |
126.75 |
127.00 |
-0.55 |
91 |
2,629 |
+47 |
| Dec07 |
061113 |
131.00 |
131.00 |
127.95 |
129.75 |
-0.55 |
279 |
2,011 |
+43 |
| Total Volume and Open Interest |
47,288 |
121,809 |
-871 |
| Orange Juice(NYBOT) |
| Jan07 |
061113 |
194.05 |
195.00 |
194.00 |
194.30 |
-0.35 |
1,353 |
20,528 |
-434 |
| Mar07 |
061113 |
194.30 |
195.30 |
194.25 |
194.90 |
-0.45 |
323 |
5,479 |
+114 |
| May07 |
061113 |
193.70 |
193.70 |
193.70 |
193.70 |
-0.45 |
47 |
1,480 |
+37 |
| Jul07 |
061113 |
192.70 |
192.70 |
192.70 |
192.70 |
-0.45 |
0 |
208 |
+0 |
| Sep07 |
061113 |
189.50 |
189.50 |
189.50 |
189.50 |
unch |
13 |
187 |
+0 |
| Total Volume and Open Interest |
1,746 |
28,765 |
-273 |
| Sugar #11(NYBOT) |
| Mar07 |
061113 |
11.95 |
11.98 |
11.65 |
11.67 |
-0.18 |
37,923 |
257,848 |
-3,792 |
| May07 |
061113 |
11.93 |
12.07 |
11.78 |
11.81 |
-0.13 |
9,671 |
71,681 |
+1,342 |
| Jul07 |
061113 |
11.92 |
12.00 |
11.78 |
11.81 |
-0.10 |
7,582 |
66,402 |
+618 |
| Oct07 |
061113 |
12.09 |
12.12 |
11.94 |
11.98 |
-0.08 |
2,853 |
45,337 |
+375 |
| Mar08 |
061113 |
12.42 |
12.49 |
12.35 |
12.35 |
-0.06 |
2,880 |
35,400 |
+1,018 |
| Total Volume and Open Interest |
62,998 |
502,184 |
+355 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061113 |
19.55 |
19.62 |
19.55 |
19.61 |
+0.02 |
618 |
2,082 |
-111 |
| Mar07 |
061113 |
19.62 |
19.65 |
19.60 |
19.60 |
unch |
191 |
2,847 |
+114 |
| May07 |
061113 |
19.65 |
19.65 |
19.65 |
19.65 |
unch |
18 |
2,473 |
-1 |
| Jul07 |
061113 |
19.91 |
19.91 |
19.90 |
19.90 |
-0.01 |
22 |
1,986 |
+7 |
| Total Volume and Open Interest |
901 |
12,327 |
+28 |
| London Cocoa(LCE) |
| Dec06 |
061113 |
843 |
846 |
837 |
843 |
-1 |
3,690 |
75,910 |
-1,242 |
| Mar07 |
061113 |
861 |
866 |
855 |
862 |
unch |
2,531 |
53,433 |
-820 |
| May07 |
061113 |
868 |
876 |
865 |
872 |
+1 |
317 |
22,563 |
-77 |
| Jul07 |
061113 |
878 |
885 |
877 |
883 |
+3 |
10 |
15,621 |
-2 |
| Sep07 |
061113 |
887 |
895 |
887 |
892 |
+3 |
316 |
13,109 |
+116 |
| Dec07 |
061113 |
899 |
904 |
896 |
902 |
+3 |
299 |
13,762 |
+183 |
| Mar08 |
061113 |
915 |
915 |
912 |
912 |
+3 |
0 |
4,247 |
+0 |
| Total Volume and Open Interest |
7,163 |
200,282 |
-1,842 |
| London Coffee(LCE) |
| Nov06 |
061113 |
1560.00 |
1578.00 |
1559.00 |
1563.00 |
-16.00 |
288 |
4,457 |
-293 |
| Jan07 |
061113 |
1585.00 |
1596.00 |
1565.00 |
1584.00 |
-17.00 |
6,969 |
69,312 |
-268 |
| Mar07 |
061113 |
1585.00 |
1600.00 |
1570.00 |
1588.00 |
-12.00 |
2,188 |
34,463 |
+11 |
| May07 |
061113 |
1597.00 |
1605.00 |
1576.00 |
1593.00 |
-9.00 |
791 |
9,617 |
+295 |
| Jul07 |
061113 |
1598.00 |
1604.00 |
1576.00 |
1593.00 |
-8.00 |
505 |
3,578 |
+32 |
| Sep07 |
061113 |
1595.00 |
1596.00 |
1588.00 |
1588.00 |
-7.00 |
440 |
5,350 |
+88 |
| Total Volume and Open Interest |
12,308 |
130,060 |
+118 |
| London Sugar(LCE) |
| Dec06 |
061113 |
412.00 |
430.50 |
412.00 |
416.00 |
+3.40 |
3,727 |
12,056 |
-673 |
| Mar07 |
061113 |
371.70 |
375.50 |
367.10 |
369.00 |
-0.70 |
4,943 |
26,990 |
-932 |
| May07 |
061113 |
368.60 |
372.60 |
365.00 |
365.50 |
-2.20 |
1,291 |
9,370 |
+63 |
| Aug07 |
061113 |
367.50 |
367.50 |
360.00 |
360.00 |
-2.50 |
206 |
4,025 |
+65 |
| Oct07 |
061113 |
356.00 |
357.00 |
355.00 |
355.00 |
-2.50 |
100 |
2,133 |
+29 |
| Total Volume and Open Interest |
10,275 |
56,945 |
-1,440 |
| Cotton(NYBOT) |
| Dec06 |
061113 |
48.90 |
49.00 |
47.60 |
47.83 |
-1.26 |
25,821 |
54,085 |
-13,531 |
| Mar07 |
061113 |
52.80 |
52.80 |
51.50 |
51.82 |
-1.31 |
21,531 |
84,843 |
+6,137 |
| May07 |
061113 |
54.00 |
54.05 |
52.92 |
53.03 |
-1.47 |
2,074 |
11,073 |
+253 |
| Jul07 |
061113 |
55.40 |
55.40 |
54.00 |
54.30 |
-1.35 |
498 |
8,248 |
+211 |
| Oct07 |
061113 |
56.10 |
56.10 |
56.10 |
56.10 |
-1.20 |
0 |
104 |
+0 |
| Dec07 |
061113 |
58.40 |
58.40 |
57.15 |
57.30 |
-1.15 |
284 |
12,340 |
+146 |
| Total Volume and Open Interest |
50,241 |
172,172 |
-6,767 |
| Lumber(CME) |
| Nov06 |
061113 |
234.0 |
236.0 |
232.1 |
233.1 |
-0.8 |
167 |
511 |
-110 |
| Jan07 |
061113 |
263.2 |
264.5 |
259.7 |
260.4 |
-2.7 |
344 |
4,701 |
-15 |
| Mar07 |
061113 |
283.9 |
283.9 |
279.6 |
281.7 |
-1.8 |
99 |
675 |
+17 |
| May07 |
061113 |
291.9 |
292.0 |
288.7 |
290.4 |
-1.6 |
9 |
77 |
+0 |
| Total Volume and Open Interest |
619 |
5,978 |
-108 |
| Crude Oil(NYM) |
| Dec06 |
061113 |
58.80 |
59.20 |
58.25 |
58.58 |
-1.01 |
195,450 |
185,037 |
-15,606 |
| Jan07 |
061113 |
60.70 |
61.25 |
60.25 |
60.59 |
-0.95 |
94,185 |
255,930 |
+19,225 |
| Feb07 |
061113 |
62.05 |
62.60 |
61.75 |
62.04 |
-0.84 |
29,474 |
71,575 |
+3,108 |
| Mar07 |
061113 |
62.75 |
63.04 |
62.75 |
63.04 |
-0.79 |
8,798 |
53,504 |
+705 |
| Apr07 |
061113 |
63.65 |
63.78 |
63.65 |
63.78 |
-0.77 |
4,617 |
40,703 |
+852 |
| May07 |
061113 |
64.30 |
64.40 |
64.30 |
64.40 |
-0.74 |
4,935 |
35,628 |
-280 |
| Jun07 |
061113 |
64.65 |
65.20 |
64.60 |
64.91 |
-0.71 |
9,829 |
71,927 |
-957 |
| Jul07 |
061113 |
65.45 |
65.45 |
65.35 |
65.35 |
-0.68 |
2,605 |
18,861 |
-508 |
| Aug07 |
061113 |
65.85 |
65.85 |
65.71 |
65.71 |
-0.66 |
183 |
16,169 |
-15 |
| Sep07 |
061113 |
66.20 |
66.20 |
66.02 |
66.02 |
-0.64 |
2,500 |
21,735 |
+141 |
| Oct07 |
061113 |
66.29 |
66.29 |
66.29 |
66.29 |
-0.62 |
3,829 |
15,157 |
+2,132 |
| Nov07 |
061113 |
66.53 |
66.53 |
66.53 |
66.53 |
-0.59 |
2,035 |
13,728 |
+151 |
| Dec07 |
061113 |
66.55 |
66.90 |
66.50 |
66.74 |
-0.56 |
13,867 |
122,285 |
+2,592 |
| Jan08 |
061113 |
66.90 |
66.90 |
66.90 |
66.90 |
-0.54 |
500 |
14,410 |
+364 |
| Feb08 |
061113 |
67.03 |
67.03 |
67.03 |
67.03 |
-0.52 |
50 |
9,491 |
+0 |
| Mar08 |
061113 |
67.14 |
67.14 |
67.14 |
67.14 |
-0.49 |
150 |
17,563 |
+147 |
| Total Volume and Open Interest |
386,554 |
1,219,170 |
+13,014 |
| Heating Oil(NYM) |
| Dec06 |
061113 |
167.25 |
167.60 |
165.00 |
166.00 |
-3.66 |
27,803 |
56,931 |
-3,843 |
| Jan07 |
061113 |
173.00 |
173.00 |
170.85 |
171.77 |
-3.56 |
17,608 |
62,625 |
+4,525 |
| Feb07 |
061113 |
175.00 |
176.25 |
174.30 |
174.92 |
-3.26 |
4,756 |
25,622 |
+507 |
| Mar07 |
061113 |
176.25 |
177.50 |
175.35 |
176.27 |
-2.86 |
1,714 |
14,879 |
-125 |
| Apr07 |
061113 |
176.25 |
177.25 |
175.50 |
176.37 |
-2.66 |
1,408 |
11,222 |
-158 |
| May07 |
061113 |
176.50 |
178.40 |
176.00 |
176.47 |
-2.46 |
623 |
5,858 |
+311 |
| Jun07 |
061113 |
176.50 |
177.30 |
176.25 |
176.82 |
-2.41 |
1,161 |
20,183 |
-18 |
| Jul07 |
061113 |
178.02 |
178.02 |
178.02 |
178.02 |
-2.31 |
182 |
2,780 |
-74 |
| Aug07 |
061113 |
179.50 |
180.75 |
179.50 |
179.87 |
-2.21 |
297 |
2,903 |
-69 |
| Sep07 |
061113 |
182.00 |
182.80 |
182.00 |
182.22 |
-2.11 |
56 |
4,924 |
-44 |
| Oct07 |
061113 |
185.30 |
185.30 |
184.77 |
184.77 |
-2.06 |
4 |
1,517 |
+4 |
| Nov07 |
061113 |
187.90 |
187.90 |
187.62 |
187.62 |
-2.06 |
54 |
789 |
+24 |
| Total Volume and Open Interest |
55,870 |
222,478 |
+1,044 |
| Unleaded Gas(NYM) |
| Dec06 |
061113 |
154.00 |
154.20 |
152.50 |
153.70 |
-2.57 |
1,723 |
7,604 |
-512 |
| Jan07 |
061113 |
155.50 |
156.00 |
154.50 |
155.70 |
-2.57 |
234 |
4,663 |
+7 |
| Total Volume and Open Interest |
1,957 |
12,267 |
-505 |
| RBOB Gasoline(NYMEX) |
| Dec06 |
061113 |
156.00 |
156.75 |
152.25 |
154.60 |
-1.96 |
21,412 |
35,154 |
-2,769 |
| Jan07 |
061113 |
159.60 |
160.50 |
156.25 |
158.10 |
-2.21 |
11,325 |
36,020 |
+1,943 |
| Feb07 |
061113 |
161.75 |
161.75 |
160.20 |
161.10 |
-2.81 |
1,962 |
5,495 |
-37 |
| Mar07 |
061113 |
164.60 |
164.60 |
164.20 |
164.60 |
-2.91 |
1,198 |
7,229 |
+412 |
| Apr07 |
061113 |
180.00 |
180.00 |
180.00 |
180.00 |
-2.56 |
1,315 |
7,369 |
+507 |
| May07 |
061113 |
182.00 |
182.00 |
182.00 |
182.00 |
-3.36 |
1,032 |
7,473 |
-255 |
| Jun07 |
061113 |
185.91 |
185.91 |
185.91 |
185.91 |
-1.70 |
797 |
4,091 |
+52 |
| Jul07 |
061113 |
187.31 |
187.31 |
187.31 |
187.31 |
-1.70 |
61 |
2,148 |
+30 |
| Aug07 |
061113 |
187.66 |
187.66 |
187.66 |
187.66 |
-1.70 |
510 |
1,886 |
+510 |
| Sep07 |
061113 |
187.01 |
187.01 |
187.01 |
187.01 |
-1.70 |
230 |
5,313 |
+70 |
| Total Volume and Open Interest |
39,892 |
113,165 |
+508 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
| Jan07 |
061113 |
158.26 |
158.26 |
158.26 |
158.26 |
-2.05 |
|
|
|
| Feb07 |
061113 |
161.86 |
161.86 |
161.86 |
161.86 |
-2.05 |
|
|
|
| Mar07 |
061113 |
165.56 |
165.56 |
165.56 |
165.56 |
-1.95 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec06 |
061113 |
7.750 |
8.000 |
7.600 |
7.894 |
+0.100 |
29,994 |
60,455 |
-3,288 |
| Jan07 |
061113 |
8.230 |
8.410 |
8.070 |
8.334 |
+0.020 |
15,228 |
85,469 |
+3,224 |
| Feb07 |
061113 |
8.290 |
8.420 |
8.170 |
8.394 |
+0.020 |
2,739 |
39,644 |
-190 |
| Mar07 |
061113 |
8.100 |
8.300 |
8.080 |
8.249 |
+0.020 |
2,215 |
104,316 |
+454 |
| Apr07 |
061113 |
7.650 |
7.830 |
7.650 |
7.769 |
+0.020 |
1,086 |
93,144 |
+206 |
| May07 |
061113 |
7.630 |
7.732 |
7.630 |
7.732 |
+0.018 |
300 |
30,875 |
+66 |
| Jun07 |
061113 |
7.700 |
7.817 |
7.700 |
7.817 |
+0.018 |
52 |
13,255 |
+15 |
| Jul07 |
061113 |
7.880 |
7.910 |
7.880 |
7.910 |
+0.016 |
10 |
12,277 |
-8 |
| Aug07 |
061113 |
7.910 |
7.968 |
7.800 |
7.968 |
+0.014 |
18 |
13,630 |
+3 |
| Sep07 |
061113 |
7.960 |
8.016 |
7.850 |
8.016 |
+0.012 |
236 |
13,795 |
+161 |
| Oct07 |
061113 |
8.060 |
8.109 |
7.950 |
8.109 |
+0.010 |
20 |
38,303 |
+1 |
| Nov07 |
061113 |
8.510 |
8.650 |
8.500 |
8.584 |
+0.010 |
31 |
22,842 |
-3 |
| Dec07 |
061113 |
8.990 |
9.054 |
8.970 |
9.054 |
+0.010 |
23 |
34,283 |
-8 |
| Jan08 |
061113 |
9.319 |
9.319 |
9.319 |
9.319 |
unch |
91 |
27,315 |
-24 |
| Feb08 |
061113 |
9.324 |
9.324 |
9.324 |
9.324 |
-0.002 |
4 |
15,716 |
-1 |
| Mar08 |
061113 |
9.180 |
9.180 |
9.124 |
9.124 |
-0.005 |
3 |
37,206 |
-1 |
| Total Volume and Open Interest |
52,165 |
905,926 |
+591 |
| Brent Crude Oil(ICE) |
| Dec06 |
061113 |
59.80 |
60.23 |
58.54 |
59.05 |
-0.66 |
53,372 |
55,742 |
-7,741 |
| Jan07 |
061113 |
61.25 |
61.65 |
59.99 |
60.44 |
-0.74 |
67,711 |
153,585 |
-4,514 |
| Feb07 |
061113 |
62.62 |
62.86 |
61.30 |
61.72 |
-0.76 |
36,245 |
108,681 |
+15,291 |
| Mar07 |
061113 |
63.60 |
63.77 |
62.30 |
62.68 |
-0.76 |
8,340 |
37,757 |
-673 |
| Apr07 |
061113 |
64.32 |
64.48 |
63.00 |
63.41 |
-0.74 |
4,890 |
28,052 |
-329 |
| May07 |
061113 |
65.01 |
65.01 |
64.03 |
64.03 |
-0.71 |
2,013 |
18,851 |
-456 |
| Jun07 |
061113 |
65.45 |
65.55 |
64.20 |
64.54 |
-0.66 |
2,191 |
40,508 |
-172 |
| Jul07 |
061113 |
64.97 |
64.97 |
64.97 |
64.97 |
-0.65 |
122 |
11,122 |
+88 |
| Aug07 |
061113 |
65.32 |
65.32 |
65.32 |
65.32 |
-0.63 |
0 |
3,603 |
+100 |
| Sep07 |
061113 |
65.57 |
65.57 |
65.57 |
65.57 |
-0.65 |
0 |
11,427 |
+42 |
| Oct07 |
061113 |
65.83 |
65.83 |
65.83 |
65.83 |
-0.61 |
0 |
8,705 |
+0 |
| Nov07 |
061113 |
66.06 |
66.06 |
66.06 |
66.06 |
-0.59 |
0 |
12,140 |
+170 |
| Dec07 |
061113 |
67.05 |
67.05 |
65.85 |
66.27 |
-0.58 |
3,453 |
44,807 |
-9 |
| Jan08 |
061113 |
66.45 |
66.45 |
66.45 |
66.45 |
-0.58 |
0 |
6,519 |
+0 |
| Total Volume and Open Interest |
179,997 |
596,323 |
+2,392 |
| Gas Oil(ICE) |
| Dec06 |
061113 |
536.00 |
539.00 |
519.75 |
521.75 |
-17.75 |
33,522 |
85,517 |
-1,370 |
| Jan07 |
061113 |
543.00 |
545.00 |
527.25 |
529.25 |
-17.50 |
15,867 |
57,446 |
+3,021 |
| Feb07 |
061113 |
549.25 |
552.00 |
536.00 |
537.25 |
-17.00 |
3,800 |
30,085 |
+1,164 |
| Mar07 |
061113 |
556.00 |
557.50 |
543.00 |
544.25 |
-16.25 |
633 |
16,799 |
-278 |
| Apr07 |
061113 |
554.75 |
554.75 |
550.50 |
550.50 |
-15.25 |
1,011 |
9,653 |
-212 |
| May07 |
061113 |
560.00 |
561.00 |
556.25 |
556.25 |
-14.50 |
510 |
7,316 |
+0 |
| Jun07 |
061113 |
564.00 |
566.50 |
560.50 |
561.75 |
-14.00 |
346 |
24,918 |
+20 |
| Jul07 |
061113 |
569.00 |
569.00 |
567.50 |
567.50 |
-13.50 |
0 |
3,090 |
+0 |
| Aug07 |
061113 |
573.00 |
573.00 |
573.00 |
573.00 |
-12.75 |
0 |
721 |
+0 |
| Sep07 |
061113 |
578.75 |
578.75 |
578.25 |
578.25 |
-12.25 |
0 |
6,540 |
+0 |
| Total Volume and Open Interest |
61,500 |
281,834 |
-7,120 |
| US Dollar Index(NYBOT) |
| Dec06 |
061113 |
84.84 |
85.28 |
84.72 |
85.19 |
+0.31 |
4,663 |
33,024 |
+980 |
| Mar07 |
061113 |
84.47 |
85.00 |
84.47 |
84.88 |
+0.31 |
44 |
2,103 |
+15 |
| Jun07 |
061113 |
84.59 |
84.59 |
84.59 |
84.59 |
+0.31 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
4,715 |
35,160 |
+999 |
| Australian Dollar(CME) |
| Dec06 |
061113 |
76.32 |
76.32 |
76.09 |
76.19 |
-0.44 |
1,266 |
107,104 |
-3,714 |
| Mar07 |
061113 |
76.00 |
76.00 |
76.00 |
76.00 |
-0.44 |
3 |
954 |
-19 |
| Jun07 |
061113 |
75.86 |
75.86 |
75.86 |
75.86 |
-0.44 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
1,269 |
108,173 |
-3,733 |
| British Pound(CME) |
| Dec06 |
061113 |
190.48 |
190.48 |
190.05 |
190.15 |
-1.02 |
3,658 |
157,427 |
+7,495 |
| Mar07 |
061113 |
190.45 |
190.45 |
190.23 |
190.23 |
-1.02 |
11 |
746 |
+48 |
| Jun07 |
061113 |
190.17 |
190.17 |
190.17 |
190.17 |
-1.02 |
1 |
23 |
+1 |
| Total Volume and Open Interest |
3,670 |
158,197 |
+7,544 |
| Canadian Dollar(CME) |
| Dec06 |
061113 |
88.06 |
88.14 |
87.80 |
87.93 |
-0.55 |
7,334 |
101,132 |
-1,514 |
| Mar07 |
061113 |
88.32 |
88.34 |
88.18 |
88.18 |
-0.55 |
6 |
2,356 |
+58 |
| Jun07 |
061113 |
88.50 |
88.50 |
88.45 |
88.45 |
-0.55 |
5 |
397 |
+1 |
| Sep07 |
061113 |
88.72 |
88.72 |
88.72 |
88.72 |
-0.55 |
5 |
229 |
+2 |
| Total Volume and Open Interest |
7,350 |
104,159 |
-1,453 |
| Japanese Yen(CME) |
| Dec06 |
061113 |
85.27 |
85.27 |
84.98 |
85.08 |
-0.36 |
5,512 |
210,892 |
-4,665 |
| Mar07 |
061113 |
86.13 |
86.13 |
86.13 |
86.13 |
-0.36 |
21 |
19,079 |
+80 |
| Jun07 |
061113 |
87.13 |
87.13 |
87.13 |
87.13 |
-0.36 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
5,533 |
230,139 |
-4,585 |
| Swiss Franc(CME) |
| Dec06 |
061113 |
80.85 |
80.85 |
80.53 |
80.62 |
-0.27 |
3,351 |
88,514 |
-9,080 |
| Mar07 |
061113 |
81.31 |
81.31 |
81.31 |
81.31 |
-0.27 |
19 |
381 |
+36 |
| Jun07 |
061113 |
81.94 |
81.94 |
81.94 |
81.94 |
-0.27 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
3,384 |
89,022 |
-9,044 |
| EuroFX(CME) |
| Dec06 |
061113 |
128.62 |
128.63 |
128.19 |
128.33 |
-0.37 |
4,665 |
166,834 |
-9,674 |
| Mar07 |
061113 |
129.07 |
129.07 |
128.86 |
128.86 |
-0.36 |
26 |
4,693 |
-151 |
| Jun07 |
061113 |
129.29 |
129.29 |
129.29 |
129.29 |
-0.36 |
0 |
104 |
+4 |
| Total Volume and Open Interest |
4,695 |
171,773 |
-9,821 |
| Mexican Peso(CME) |
| Nov06 |
061113 |
9145.0 |
9145.0 |
9145.0 |
9145.0 |
-5.0 |
24 |
0 |
-20 |
| Dec06 |
061113 |
9130.0 |
9180.0 |
9115.0 |
9170.0 |
+30.0 |
1,652 |
74,282 |
-4,626 |
| Total Volume and Open Interest |
1,676 |
76,322 |
-4,641 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061113 |
112~30 |
113~06 |
112~14 |
112~26 |
-0~05 |
240,834 |
763,240 |
+7,160 |
| Mar07 |
061113 |
112~27 |
113~02 |
112~10 |
112~25 |
-0~05 |
5,315 |
18,171 |
+2,175 |
| Jun07 |
061113 |
112~24 |
112~24 |
112~24 |
112~24 |
-0~05 |
1 |
20 |
-1 |
| Total Volume and Open Interest |
246,150 |
781,437 |
+9,334 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061113 |
108~085 |
108~140 |
107~300 |
108~050 |
-0~040 |
679,538 |
2,255,503 |
+453 |
| Mar07 |
061113 |
108~140 |
108~160 |
108~015 |
108~080 |
-0~040 |
32,789 |
118,784 |
+14,849 |
| Total Volume and Open Interest |
712,347 |
2,376,692 |
+15,282 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061113 |
105~185 |
105~185 |
105~110 |
105~150 |
-0~035 |
264,893 |
0 |
+0 |
| Mar07 |
061113 |
105~220 |
105~220 |
105~170 |
105~190 |
-0~040 |
8,267 |
0 |
+0 |
| Total Volume and Open Interest |
273,160 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec06 |
061113 |
102~014 |
102~014 |
102~001 |
102~008 |
-0~008 |
2,834 |
652,640 |
-495 |
| Mar07 |
061113 |
102~032 |
102~032 |
102~032 |
102~032 |
-0~008 |
0 |
10,991 |
+4,801 |
| Total Volume and Open Interest |
2,834 |
663,631 |
+4,306 |
| Eurodollars(CME) |
| Dec06 |
061113 |
94.622 |
94.622 |
94.618 |
94.620 |
unch |
17,371 |
1,295,988 |
-27,373 |
| Mar07 |
061113 |
94.750 |
94.750 |
94.710 |
94.725 |
-0.025 |
21,288 |
1,419,685 |
-2,040 |
| Jun07 |
061113 |
94.910 |
94.910 |
94.855 |
94.885 |
-0.035 |
12,582 |
1,227,730 |
+14,444 |
| Sep07 |
061113 |
95.095 |
95.095 |
95.035 |
95.070 |
-0.030 |
9,698 |
1,198,634 |
+11,598 |
| Dec07 |
061113 |
95.225 |
95.225 |
95.160 |
95.200 |
-0.025 |
13,635 |
1,242,968 |
-22,555 |
| Mar08 |
061113 |
95.265 |
95.265 |
95.205 |
95.245 |
-0.025 |
23,398 |
847,869 |
+17,538 |
| Jun08 |
061113 |
95.260 |
95.260 |
95.205 |
95.240 |
-0.025 |
7,437 |
589,507 |
+3,425 |
| Sep08 |
061113 |
95.260 |
95.260 |
95.200 |
95.230 |
-0.020 |
5,301 |
489,754 |
-410 |
| Dec08 |
061113 |
95.230 |
95.230 |
95.170 |
95.205 |
-0.020 |
3,971 |
375,050 |
+4,655 |
| Mar09 |
061113 |
95.180 |
95.185 |
95.150 |
95.180 |
-0.020 |
9,272 |
366,447 |
+6,298 |
| Jun09 |
061113 |
95.160 |
95.160 |
95.120 |
95.145 |
-0.020 |
5,850 |
230,200 |
+1,713 |
| Sep09 |
061113 |
95.140 |
95.140 |
95.095 |
95.115 |
-0.020 |
3,778 |
159,016 |
-87 |
| Dec09 |
061113 |
95.080 |
95.080 |
95.055 |
95.075 |
-0.020 |
4,322 |
127,909 |
-742 |
| Mar10 |
061113 |
95.055 |
95.055 |
95.030 |
95.050 |
-0.020 |
3,807 |
123,800 |
-144 |
| Jun10 |
061113 |
95.025 |
95.025 |
95.000 |
95.020 |
-0.020 |
3,370 |
106,319 |
+1,743 |
| Sep10 |
061113 |
95.015 |
95.015 |
94.970 |
94.990 |
-0.020 |
3,583 |
96,889 |
-401 |
| Dec10 |
061113 |
94.955 |
94.955 |
94.920 |
94.950 |
-0.020 |
3,573 |
107,840 |
-667 |
| Mar11 |
061113 |
94.940 |
94.940 |
94.905 |
94.935 |
-0.020 |
2,335 |
56,931 |
-131 |
| Total Volume and Open Interest |
164,055 |
10,292,168 |
+7,946 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061113 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
2,389 |
19,686 |
-65 |
| Mar07 |
061113 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
938 |
14,862 |
-153 |
| Jun07 |
061113 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
932 |
9,158 |
+29 |
| Sep07 |
061113 |
99.12 |
99.12 |
99.11 |
99.11 |
+0.01 |
127 |
2,767 |
-147 |
| Dec07 |
061113 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
37 |
6,991 |
+18 |
| Mar08 |
061113 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.02 |
0 |
3,544 |
+0 |
| Jun08 |
061113 |
98.81 |
98.81 |
98.81 |
98.81 |
unch |
0 |
269 |
+0 |
| Sep08 |
061113 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.03 |
0 |
1 |
+0 |
| Dec08 |
061113 |
98.68 |
98.68 |
98.68 |
98.68 |
+0.02 |
0 |
6 |
+0 |
| Mar09 |
061113 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
4,423 |
57,284 |
-318 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061113 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.02 |
4,946 |
83,028 |
+1,421 |
| Mar07 |
061113 |
99.32 |
99.33 |
99.32 |
99.32 |
+0.02 |
2,895 |
79,072 |
+1,477 |
| Jun07 |
061113 |
99.20 |
99.23 |
99.20 |
99.22 |
+0.03 |
1,060 |
39,331 |
+321 |
| Sep07 |
061113 |
99.11 |
99.12 |
99.11 |
99.12 |
+0.03 |
1,299 |
30,914 |
+336 |
| Dec07 |
061113 |
99.01 |
99.04 |
99.01 |
99.02 |
+0.02 |
1,314 |
49,671 |
+313 |
| Mar08 |
061113 |
98.94 |
98.94 |
98.93 |
98.93 |
+0.03 |
2 |
28,705 |
+1 |
| Jun08 |
061113 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.02 |
2 |
8,197 |
+0 |
| Sep08 |
061113 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.02 |
6 |
1,652 |
+6 |
| Total Volume and Open Interest |
11,530 |
322,118 |
+3,881 |
| German Euro-Bund(EUREX) |
| Dec06 |
061113 |
118.03 |
118.31 |
117.79 |
117.90 |
-0.19 |
966,788 |
1,586,893 |
+32,016 |
| Mar07 |
061113 |
118.28 |
118.51 |
118.01 |
118.11 |
-0.19 |
7,687 |
36,410 |
+7,236 |
| Jun07 |
061113 |
117.45 |
117.56 |
117.45 |
117.56 |
-0.23 |
250 |
3 |
+0 |
| Total Volume and Open Interest |
974,725 |
1,623,306 |
+39,252 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061113 |
110.00 |
110.16 |
109.95 |
109.95 |
-0.09 |
4,002 |
24,312 |
+3,401 |
| Jun07 |
061113 |
109.28 |
109.28 |
109.28 |
109.28 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
512,738 |
993,979 |
+8,472 |
| Long Gilt(LIFFE) |
| Dec06 |
061113 |
110~01 |
110~04 |
109~19 |
109~21 |
-0~09 |
55,819 |
286,621 |
-3,660 |
| Mar07 |
061113 |
109~19 |
109~19 |
109~19 |
109~19 |
-0~09 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
55,819 |
286,650 |
-3,660 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061113 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.01 |
14,892 |
402,710 |
-264 |
| Mar07 |
061113 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.02 |
67,704 |
447,658 |
-13,497 |
| Jun07 |
061113 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.04 |
62,863 |
442,233 |
-2,275 |
| Total Volume and Open Interest |
259,883 |
2,283,960 |
-12,365 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061113 |
96.275 |
96.285 |
96.270 |
96.280 |
+0.010 |
87,907 |
751,671 |
+7,931 |
| Mar07 |
061113 |
96.130 |
96.150 |
96.120 |
96.125 |
unch |
152,456 |
792,755 |
+8,343 |
| Jun07 |
061113 |
96.095 |
96.130 |
96.080 |
96.085 |
-0.010 |
153,283 |
663,981 |
-3,273 |
| Total Volume and Open Interest |
760,418 |
3,913,379 |
+25,833 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061113 |
93.60 |
93.61 |
93.59 |
93.61 |
+0.01 |
10,766 |
139,426 |
-3,226 |
| Mar07 |
061113 |
93.55 |
93.57 |
93.53 |
93.57 |
+0.03 |
23,405 |
311,486 |
-33,663 |
| Jun07 |
061113 |
93.57 |
93.59 |
93.56 |
93.59 |
+0.03 |
17,997 |
141,917 |
-2,770 |
| Sep07 |
061113 |
93.62 |
93.66 |
93.62 |
93.65 |
+0.03 |
5,425 |
61,405 |
+699 |
| Dec07 |
061113 |
93.68 |
93.71 |
93.67 |
93.70 |
+0.03 |
4,024 |
37,633 |
+1,545 |
| Mar08 |
061113 |
93.72 |
93.74 |
93.72 |
93.73 |
+0.03 |
2,681 |
21,319 |
+1,049 |
| Jun08 |
061113 |
93.75 |
93.77 |
93.73 |
93.76 |
+0.03 |
1,802 |
16,337 |
+686 |
| Sep08 |
061113 |
93.76 |
93.79 |
93.75 |
93.79 |
+0.04 |
1,701 |
10,512 |
+398 |
| Dec08 |
061113 |
93.80 |
93.82 |
93.78 |
93.81 |
+0.04 |
1,402 |
5,748 |
+50 |
| Mar09 |
061113 |
93.82 |
93.82 |
93.82 |
93.82 |
+0.04 |
105 |
1,380 |
+100 |
| Total Volume and Open Interest |
69,408 |
748,972 |
-35,114 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061113 |
94.41 |
94.43 |
94.40 |
94.43 |
+0.06 |
30,943 |
475,893 |
-8,949 |
| Mar07 |
061113 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
30,943 |
475,893 |
-8,949 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061113 |
94.14 |
94.17 |
94.13 |
94.17 |
+0.04 |
105,175 |
664,597 |
-126,618 |
| Mar07 |
061113 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
105,175 |
664,597 |
-126,618 |
| Gold(CMX) |
| Dec06 |
061113 |
623.5 |
627.3 |
621.5 |
625.8 |
-4.3 |
47,547 |
166,375 |
-7,210 |
| Feb07 |
061113 |
630.5 |
634.0 |
628.0 |
632.1 |
-4.3 |
18,134 |
71,978 |
+12,078 |
| Apr07 |
061113 |
637.0 |
639.2 |
635.0 |
638.3 |
-4.3 |
1,852 |
15,604 |
+613 |
| Jun07 |
061113 |
643.0 |
646.5 |
641.5 |
644.4 |
-4.4 |
371 |
19,725 |
-24 |
| Aug07 |
061113 |
654.8 |
654.8 |
650.3 |
650.3 |
-4.5 |
4 |
1,913 |
+2 |
| Oct07 |
061113 |
656.1 |
656.1 |
656.1 |
656.1 |
-4.5 |
103 |
12,953 |
-23 |
| Dec07 |
061113 |
661.0 |
663.0 |
661.0 |
661.9 |
-4.5 |
911 |
32,032 |
+591 |
| Feb08 |
061113 |
667.6 |
667.6 |
667.6 |
667.6 |
-4.5 |
0 |
2,375 |
+0 |
| Apr08 |
061113 |
17.8 |
17.8 |
17.8 |
17.8 |
-4.5 |
0 |
1,489 |
+0 |
| Jun08 |
061113 |
678.9 |
678.9 |
678.9 |
678.9 |
-4.5 |
0 |
3,470 |
+0 |
| Aug08 |
061113 |
684.6 |
684.6 |
684.6 |
684.6 |
-4.5 |
0 |
220 |
+0 |
| Total Volume and Open Interest |
68,922 |
349,283 |
+6,027 |
| Silver(CMX) |
| Dec06 |
061113 |
1279.0 |
1294.5 |
1271.5 |
1288.5 |
-23.0 |
14,337 |
62,523 |
+174 |
| Mar07 |
061113 |
1290.0 |
1313.0 |
1290.0 |
1306.5 |
-23.0 |
2,123 |
27,441 |
+484 |
| May07 |
061113 |
1320.0 |
1320.0 |
1317.5 |
1317.5 |
-23.0 |
201 |
3,776 |
-24 |
| Jul07 |
061113 |
1319.0 |
1350.0 |
1319.0 |
1328.3 |
-22.8 |
707 |
8,851 |
+298 |
| Sep07 |
061113 |
1338.1 |
1338.1 |
1338.1 |
1338.1 |
-22.4 |
4 |
2,254 |
+0 |
| Dec07 |
061113 |
1345.0 |
1355.0 |
1340.0 |
1347.5 |
-22.0 |
776 |
6,740 |
+502 |
| Mar08 |
061113 |
43.1 |
43.1 |
43.1 |
43.1 |
-22.0 |
0 |
105 |
+0 |
| Total Volume and Open Interest |
18,217 |
116,744 |
+1,456 |
| Platinum(NYM) |
| Jan07 |
061113 |
1188.0 |
1204.5 |
1182.0 |
1203.9 |
-5.7 |
1,766 |
8,591 |
-68 |
| Apr07 |
061113 |
1199.9 |
1199.9 |
1199.9 |
1199.9 |
-5.7 |
13 |
44 |
-1 |
| Jul07 |
061113 |
549.5 |
549.5 |
549.5 |
549.5 |
-5.7 |
0 |
7 |
+0 |
| Oct07 |
061113 |
1209.9 |
1209.9 |
1209.9 |
1209.9 |
-5.7 |
|
|
|
| Total Volume and Open Interest |
1,779 |
8,642 |
-69 |
| Palladium(NYME) |
| Dec06 |
061113 |
317.00 |
328.00 |
317.00 |
326.75 |
-3.95 |
1,480 |
10,179 |
-357 |
| Mar07 |
061113 |
327.00 |
331.75 |
325.00 |
| |