MRCI's End of Day Prices

Daily Futures Price Listing Tue May 03, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
May11	110503	1390.25	1394.75	1354.00	1359.25	-31.00	19,328	10,157	-9,666
Jul11	110503	1393.25	1397.50	1355.25	1363.75	-29.25	98,579	265,308	+5,055
Aug11	110503	1394.00	1394.00	1355.50	1363.50	-27.00	4,448	18,167	+142
Sep11	110503	1380.00	1384.50	1348.75	1357.75	-23.25	2,852	16,771	+42
Nov11	110503	1373.75	1378.00	1345.00	1354.25	-19.50	23,029	199,929	-670
Jan12	110503	1384.50	1384.50	1352.50	1361.75	-19.00	783	22,653	+17
Mar12	110503	1374.50	1379.75	1352.75	1361.25	-18.50	672	14,107	-132
Total Volume and Open Interest							151,067	572,959	-4,810
Soybean Meal(CBOT)
May11	110503	358.00	358.60	347.00	349.50	-7.30	9,365	4,658	-1,074
Jul11	110503	362.30	364.10	352.10	354.90	-7.40	47,219	100,072	+2,535
Aug11	110503	364.10	364.50	353.10	356.00	-7.20	4,684	27,912	+26
Sep11	110503	363.10	363.10	352.50	354.90	-7.00	3,170	16,745	-3
Oct11	110503	356.00	356.00	349.20	351.60	-5.90	1,233	14,165	-83
Dec11	110503	358.70	358.90	349.40	352.00	-5.40	6,663	50,954	+45
Jan12	110503	355.80	358.50	350.90	353.20	-5.30	223	3,505	+18
Mar12	110503	356.70	359.80	354.90	354.90	-4.90	277	3,160	-15
Total Volume and Open Interest							73,312	227,707	+1,626
Soybean Oil(CBOT)
May11	110503	58.19	58.19	57.14	57.27	-0.92	9,538	4,362	-4,115
Jul11	110503	58.58	58.63	57.53	57.71	-0.89	69,890	161,394	+1,119
Aug11	110503	58.86	58.86	57.82	57.98	-0.87	6,399	28,017	+1,180
Sep11	110503	59.12	59.12	58.08	58.24	-0.87	5,176	21,651	+807
Oct11	110503	58.69	58.85	58.22	58.37	-0.81	495	14,022	+57
Dec11	110503	59.35	59.35	58.43	58.60	-0.79	11,449	81,184	+941
Jan12	110503	58.71	59.23	58.62	58.78	-0.80	227	4,904	+18
Mar12	110503	59.15	59.15	58.75	58.83	-0.80	624	4,386	+56
Total Volume and Open Interest							103,921	324,812	+88
Canola(WCE)
May11	110503	564.5	566.4	562.1	562.8	-3.2	684	1,080	-569
Jul11	110503	569.0	569.9	560.3	563.7	-5.3	7,236	81,725	+833
Nov11	110503	565.9	566.8	556.6	560.5	-4.7	4,194	74,921	-952
Jan12	110503	565.5	570.0	564.5	568.3	-3.9	158	5,877	-2
Mar12	110503	571.8	571.8	571.8	571.8	-3.9	0	1,157	+0
Total Volume and Open Interest							12,416	167,038	-660
Corn(CBOT)
May11	110503	735.50	738.50	716.00	719.00	-11.75	55,921	28,694	-27,189
Jul11	110503	739.25	743.00	721.25	723.75	-10.75	180,203	693,318	+4,932
Sep11	110503	707.75	713.00	694.25	698.75	-4.75	23,130	160,706	+2,623
Dec11	110503	666.00	672.50	652.75	662.25	+1.00	61,795	446,543	-957
Mar12	110503	675.50	682.25	663.75	673.00	+1.00	7,046	72,691	+387
May12	110503	684.00	688.50	677.00	681.00	+0.75	1,588	15,686	+312
Total Volume and Open Interest							336,903	1,503,973	-18,778
Wheat(CBOT)
May11	110503	764.50	764.50	748.25	760.75	+1.00	4,479	3,817	-2,214
Jul11	110503	794.25	800.00	778.00	793.25	+1.50	50,673	233,649	+2,180
Sep11	110503	839.00	841.50	822.25	834.00	-1.00	13,969	72,089	+1,288
Dec11	110503	882.25	884.75	866.00	876.75	-1.25	16,282	97,544	+97
Mar12	110503	912.75	914.75	900.00	909.75	+0.25	1,311	13,398	-99
Total Volume and Open Interest							89,411	456,851	+2,014
Wheat(KCBT)
May11	110503	883.50	890.50	879.00	889.00	+7.50	7,970	2,053	-3,921
Jul11	110503	893.00	902.25	883.75	898.00	+7.50	16,806	90,607	-996
Sep11	110503	913.25	920.50	903.00	916.25	+6.50	3,793	31,744	+664
Dec11	110503	936.00	943.25	925.75	937.25	+5.25	4,996	37,013	+581
Mar12	110503	952.50	955.50	940.75	953.25	+6.00	344	4,712	+108
Total Volume and Open Interest							34,234	173,625	-3,475
Wheat(MGE)
May11	110503	950.00	950.00	940.00	943.50	-6.50	1,982	1,991	-1,063
Jul11	110503	939.00	944.50	925.75	932.25	-5.25	4,603	21,273	-160
Sep11	110503	938.25	943.00	925.75	934.00	+0.25	1,209	16,390	+108
Dec11	110503	947.25	952.00	934.75	944.50	-0.50	1,018	12,625	+110
Mar12	110503	959.00	961.50	946.00	956.25	+3.00	127	2,543	+23
Total Volume and Open Interest							9,033	57,479	-917
Oats(CBOT)
May11	110503	333.00	335.00	326.00	335.00	+1.00	49	732	-12
Jul11	110503	347.25	348.00	336.25	344.00	+1.00	1,273	9,562	-114
Sep11	110503	352.00	353.75	346.00	352.00	+2.00	13	249	-2
Dec11	110503	361.25	365.25	354.00	362.00	+2.00	275	2,907	-16
Total Volume and Open Interest							1,624	13,470	-130
Rough Rice(CBOT)
May11	110503	14.85	15.16	14.85	15.15	+0.17	470	1,119	-495
Jul11	110503	15.31	15.48	15.02	15.39	+0.20	1,596	17,138	+106
Sep11	110503	16.10	16.25	15.84	16.17	+0.16	281	4,750	+56
Nov11	110503	16.26	16.52	16.12	16.45	+0.16	147	1,001	+32
Total Volume and Open Interest							2,510	24,509	-295
Live Cattle(CME)
Jun11	110503	111.650	111.850	110.500	110.600	-1.350	24,777	145,371	-1,061
Aug11	110503	114.250	114.285	112.900	113.080	-1.455	10,602	92,205	+995
Oct11	110503	119.100	119.250	117.950	118.050	-1.585	6,650	59,105	+1,511
Dec11	110503	121.100	121.400	120.000	120.200	-1.480	3,208	43,717	+83
Feb12	110503	121.750	121.850	120.330	120.500	-1.680	1,641	11,795	-128
Apr12	110503	122.200	122.430	121.135	121.330	-1.350	237	5,157	+68
Total Volume and Open Interest							47,178	358,462	+863
Feeder Cattle(CME)
May11	110503	131.050	131.050	129.285	129.325	-1.725	1,275	7,036	-95
Aug11	110503	134.880	135.000	133.000	133.050	-1.775	2,033	25,011	-41
Sep11	110503	135.950	136.050	134.075	134.300	-1.900	341	4,654	-27
Oct11	110503	136.300	136.380	134.485	134.535	-2.040	215	3,108	+19
Nov11	110503	136.285	136.285	134.300	134.850	-1.685	124	1,422	+37
Jan12	110503	134.100	134.250	133.250	133.500	-2.100	11	333	+4
Mar12	110503	134.100	134.100	134.100	134.100	unch	7	28	+5
Total Volume and Open Interest							4,006	41,593	-98
Lean Hogs(CME)
May11	110503	94.900	95.230	92.650	92.650	-3.000	1,418	4,157	-250
Jun11	110503	95.080	95.350	92.480	92.480	-3.000	23,630	78,659	+981
Jul11	110503	95.980	95.980	93.480	93.480	-3.000	4,740	30,057	-110
Aug11	110503	97.080	97.285	94.580	94.580	-3.000	5,152	36,055	+533
Oct11	110503	89.035	89.430	86.450	86.450	-3.000	3,481	33,179	+559
Dec11	110503	85.500	85.680	82.950	83.330	-2.420	2,118	27,299	-30
Feb12	110503	86.500	86.680	84.035	84.800	-2.000	230	6,878	-33
Apr12	110503	87.635	87.635	85.350	86.000	-1.600	111	4,077	+7
Total Volume and Open Interest							40,945	222,419	+1,626
Class III Milk(CME)
May11	110503	16.50	16.52	16.43	16.46	-0.01	112	5,405	+23
Jun11	110503	17.40	17.45	17.30	17.38	-0.01	159	4,717	+34
Jul11	110503	17.72	17.84	17.67	17.75	-0.05	99	3,433	+8
Aug11	110503	18.05	18.07	17.90	17.97	-0.07	83	3,284	+8
Sep11	110503	18.10	18.16	18.03	18.10	-0.06	77	3,319	+21
Total Volume and Open Interest							741	30,714	-5,292
Cocoa(ICE)
May11	110503	3304	3307	3268	3271	-82	18	344	-7
Jul11	110503	3263	3290	3211	3271	-20	13,506	76,762	+943
Sep11	110503	3264	3289	3222	3277	-21	1,110	24,325	+26
Dec11	110503	3291	3302	3245	3293	-21	371	23,890	+15
Mar12	110503	3303	3332	3270	3327	-30	222	22,576	-59
May12	110503	3295	3317	3281	3317	-31	213	5,674	-184
Jul12	110503	3302	3314	3302	3314	-32	459	1,504	-31
Total Volume and Open Interest							16,326	159,614	+715
Coffee "C"(ICE)
May11	110503	305.00	306.25	304.00	304.90	+0.35	45	453	-114
Jul11	110503	305.20	308.90	304.00	306.15	+1.05	6,624	71,456	+152
Sep11	110503	308.35	311.40	306.85	308.90	+1.10	1,395	19,871	+358
Dec11	110503	310.00	313.75	309.55	311.60	+1.30	1,126	18,451	+49
Mar12	110503	311.05	313.15	310.05	312.10	+1.05	261	3,965	+83
May12	110503	309.95	311.55	309.25	310.90	+0.50	48	2,234	+7
Total Volume and Open Interest							9,580	118,144	+529
Orange Juice(ICE)
May11	110503	181.25	181.25	178.30	180.55	+2.50	334	808	-315
Jul11	110503	169.60	173.00	169.10	172.90	+3.30	1,125	23,072	+59
Sep11	110503	165.10	168.00	165.05	167.90	+2.20	209	2,066	+89
Nov11	110503	162.30	165.20	162.30	165.20	+2.15	19	1,599	+6
Jan12	110503	163.60	163.60	163.60	163.60	+1.80	18	204	+12
Mar12	110503	163.10	163.10	163.10	163.10	+1.80	0	70	+0
Total Volume and Open Interest							1,705	27,913	-149
Sugar #11(ICE)
Jul11	110503	22.00	22.43	21.67	22.05	+0.18	38,234	276,538	+4,232
Oct11	110503	22.36	22.74	22.13	22.39	+0.07	16,967	131,970	+2,829
Mar12	110503	22.99	23.18	22.69	22.87	-0.02	6,561	67,081	-1,386
May12	110503	22.87	23.00	22.63	22.71	-0.06	3,277	21,698	+337
Jul12	110503	22.68	22.84	22.51	22.63	-0.02	2,020	15,870	+71
Total Volume and Open Interest							69,296	553,345	-12,227
London Cocoa(LCE)
May11	110503	1960	1978	1942	1971	-4	1,345	37,712	-830
Jul11	110503	1976	1994	1958	1984	+3	4,113	57,616	+850
Sep11	110503	1981	2006	1971	1996	+3	1,470	29,898	+480
Dec11	110503	2003	2026	1987	2016	+1	842	30,851	+326
Mar12	110503	2017	2042	2010	2032	+2	407	27,292	+97
May12	110503	2036	2045	2021	2045	+3	227	7,594	-158
Jul12	110503	2051	2051	2051	2051	+2	35	3,975	+21
Total Volume and Open Interest							8,439	205,213	+786
London Sugar(LCE)
Aug11	110503	602.00	610.00	597.50	609.50	-5.60	1,803	23,212	-181
Oct11	110503	590.00	596.90	585.00	595.30	-6.20	1,061	7,442	-495
Dec11	110503	600.00	605.20	592.40	605.10	-2.30	363	2,807	+166
Mar12	110503	600.20	605.30	597.00	603.70	-4.90	77	1,761	-16
May12	110503	587.30	598.70	584.40	598.70	-1.90	24	1,084	+11
Total Volume and Open Interest							3,330	36,981	-513
Cotton(ICE)
May11	110503	177.23	180.23	176.29	179.21	+3.30	55	5,182	-47
Jul11	110503	154.45	158.87	153.46	157.51	+3.06	7,546	71,931	-788
Oct11	110503	143.07	144.39	141.43	141.43	-0.53	61	479	+8
Dec11	110503	128.00	131.39	127.30	128.37	+1.31	4,373	60,163	-337
Mar12	110503	120.40	123.33	119.74	120.77	+0.80	338	8,323	+26
May12	110503	115.70	115.85	114.62	114.62	+0.82	163	2,247	-69
Total Volume and Open Interest							12,844	153,644	-988
Lumber(CME)
May11	110503	241.0	244.0	235.0	239.0	-2.5	337	1,421	-47
Jul11	110503	258.6	265.2	255.7	255.7	-7.8	834	6,196	+126
Sep11	110503	277.1	280.9	274.0	278.0	-6.0	314	1,736	+187
Nov11	110503	280.9	280.9	275.8	278.0	unch	25	426	+8
Total Volume and Open Interest							1,512	9,792	+273
Crude Oil(NYM)
Jun11	110503	112.98	113.22	110.31	111.05	-2.47	201,831	341,620	-10,699
Jul11	110503	113.49	113.68	110.82	111.56	-2.48	48,972	211,987	+5,969
Aug11	110503	113.70	113.91	111.12	111.85	-2.47	21,941	80,317	+1,913
Sep11	110503	114.00	114.05	111.34	111.99	-2.45	22,004	78,913	+720
Oct11	110503	113.20	113.73	111.34	111.99	-2.43	9,551	42,286	+69
Nov11	110503	113.77	113.86	111.39	111.97	-2.41	4,821	37,175	+692
Dec11	110503	113.67	113.97	111.28	111.95	-2.38	26,096	188,821	+1,185
Jan12	110503	113.78	113.78	111.41	111.83	-2.37	1,694	37,261	+108
Feb12	110503	113.48	113.53	111.06	111.67	-2.35	1,100	18,412	+114
Mar12	110503	113.00	113.00	111.47	111.50	-2.32	1,449	30,511	+196
Apr12	110503	112.65	112.97	110.78	111.32	-2.29	876	14,527	-400
May12	110503	112.12	112.58	111.12	111.12	-2.26	1,820	14,546	+546
Jun12	110503	112.68	112.72	110.20	110.90	-2.22	6,981	71,830	+893
Jul12	110503	110.53	110.53	110.53	110.53	-2.20	2,445	19,912	+2,235
Aug12	110503	110.14	110.14	110.14	110.14	-2.19	711	12,656	+605
Sep12	110503	109.81	109.81	109.81	109.81	-2.18	337	13,122	+225
Total Volume and Open Interest							366,674	1,608,194	+5,845
e-miNY Crude Oil(NYM)
May11	110418	109.350	109.350	106.525	107.125	-2.525	9,006	2,887	-244
Jun11	110426	112.125	112.625	111.150	112.200	-0.075	8,000	2,896	+106
Jul11	110503	113.525	113.675	110.925	111.550	-2.500	428	871	+179
Aug11	110503	113.350	113.525	111.225	111.850	-2.475	87	88	+0
Sep11	110503	113.250	113.250	111.375	112.000	-2.450	134	160	+117
Oct11	110503	113.550	113.550	112.000	112.000	-2.425	4	42	-2
Nov11	110503	113.050	113.100	111.975	111.975	-2.400	1	17	+0
Dec11	110503	113.100	113.100	111.875	111.950	-2.375	10	319	+1
Jan12	110503	112.950	112.950	111.825	111.825	-2.375	1	8	+1
Feb12	110503	111.675	111.675	111.675	111.675	-2.350	0	1	+0
Total Volume and Open Interest							7,158	5,228	+229
Heating Oil(NYM)
Jun11	110503	324.00	324.86	316.85	319.08	-6.13	35,513	118,157	+890
Jul11	110503	325.15	326.12	318.55	320.64	-6.05	10,066	48,641	+444
Aug11	110503	326.24	327.05	320.19	322.21	-5.96	4,111	29,485	+585
Sep11	110503	328.55	328.91	321.89	323.91	-5.86	2,701	21,149	+264
Oct11	110503	328.00	329.59	324.35	325.49	-5.75	2,314	10,051	-121
Nov11	110503	330.00	330.83	324.90	327.01	-5.62	1,712	9,937	+324
Dec11	110503	332.62	333.51	326.42	328.51	-5.48	5,502	32,018	+1,304
Jan12	110503	332.55	332.95	329.58	329.95	-5.41	471	11,063	+24
Feb12	110503	332.25	332.85	330.02	330.02	-5.41	307	4,844	+23
Mar12	110503	330.80	332.08	328.76	328.76	-5.28	137	2,931	-35
Apr12	110503	328.26	328.26	326.50	326.50	-5.10	77	1,055	+48
May12	110503	326.62	326.76	324.57	324.57	-4.97	27	1,128	+8
Total Volume and Open Interest							65,603	308,799	-3,317
Gasoline(NYMEX)
Jun11	110503	332.93	336.15	330.76	332.94	-1.85	40,586	103,366	+2,928
Jul11	110503	328.89	331.00	325.60	327.61	-3.01	19,523	51,530	+2,140
Aug11	110503	324.95	326.37	321.41	323.16	-3.63	10,023	27,354	+59
Sep11	110503	321.70	322.34	317.09	319.17	-4.23	6,477	26,232	+949
Oct11	110503	305.05	306.02	301.60	303.26	-4.66	3,717	22,024	+1,087
Nov11	110503	302.05	302.05	299.12	299.45	-4.81	876	8,432	+92
Dec11	110503	300.10	301.61	296.12	297.67	-4.87	1,703	25,667	+33
Jan12	110503	299.00	299.78	297.61	297.61	-4.87	217	6,106	+23
Feb12	110503	300.99	300.99	298.84	298.84	-4.89	49	2,713	+9
Mar12	110503	300.09	300.09	300.09	300.09	-4.91	51	4,204	+32
Total Volume and Open Interest							83,370	294,177	+2,213
e-miNY RBOB Gasoline(NYM)
Jun11	110503	332.90	332.94	332.90	332.90	-1.90	0	2	+0
Jul11	110503	327.60	327.61	327.60	327.60	-3.00	0	1	+0
Aug11	110503	323.20	323.20	323.16	323.20	-3.60	0	1	+0
Sep11	110503	319.20	319.20	319.17	319.20	-4.20
Total Volume and Open Interest							0	7	+0
Natural Gas(NYM)
Jun11	110503	4.688	4.718	4.658	4.670	-0.023	132,065	158,587	+139
Jul11	110503	4.763	4.786	4.728	4.738	-0.025	37,750	213,276	+2,657
Aug11	110503	4.806	4.830	4.773	4.783	-0.024	15,641	74,509	+982
Sep11	110503	4.811	4.843	4.788	4.801	-0.018	15,620	77,490	+1,139
Oct11	110503	4.847	4.883	4.825	4.838	-0.017	30,022	96,175	+4,679
Nov11	110503	4.983	5.015	4.961	4.975	-0.011	17,720	45,135	+1,753
Dec11	110503	5.179	5.215	5.171	5.185	-0.003	12,941	33,027	+1,766
Jan12	110503	5.305	5.335	5.290	5.304	unch	18,281	86,789	+729
Feb12	110503	5.284	5.305	5.269	5.279	unch	2,313	17,360	+58
Mar12	110503	5.209	5.224	5.189	5.201	unch	7,664	36,485	+1,528
Apr12	110503	5.036	5.047	5.014	5.024	unch	8,478	33,880	+1,282
May12	110503	5.047	5.048	5.025	5.036	unch	1,626	10,596	+556
Jun12	110503	5.058	5.084	5.058	5.070	+0.004	804	6,201	+277
Jul12	110503	5.120	5.121	5.112	5.112	+0.006	648	5,426	+267
Aug12	110503	5.145	5.148	5.127	5.137	+0.006	354	5,882	+189
Sep12	110503	5.151	5.151	5.147	5.147	+0.007	552	5,307	+152
Total Volume and Open Interest							309,033	981,821	+20,840
Brent Crude Oil(ICE)
Jun11	110503	124.30	125.02	121.75	122.45	-2.67	78,855	209,700	-5,981
Jul11	110503	124.47	124.73	121.51	122.22	-2.63	33,213	137,746	-2,351
Aug11	110503	124.29	124.29	121.26	121.97	-2.58	14,520	55,675	+960
Sep11	110503	123.38	123.71	120.86	121.61	-2.55	7,533	44,842	-390
Oct11	110503	122.96	123.31	120.50	121.23	-2.54	4,353	32,243	+118
Nov11	110503	122.56	122.88	120.11	120.85	-2.53	2,682	19,482	+116
Dec11	110503	122.16	122.56	119.72	120.46	-2.52	8,888	97,834	+164
Jan12	110503	121.32	121.54	119.60	120.14	-2.50	584	19,148	+210
Feb12	110503	120.69	120.90	119.28	119.83	-2.47	353	14,921	-100
Mar12	110503	119.50	119.50	119.50	119.50	-2.45	854	30,275	+383
Apr12	110503	119.12	119.15	119.12	119.15	-2.40	90	6,048	+16
May12	110503	118.75	118.75	118.75	118.75	-2.37	36	5,857	+9
Jun12	110503	119.85	120.30	117.83	118.34	-2.33	552	34,835	+201
Jul12	110503	117.90	117.90	117.90	117.90	-2.29	20	2,351	+0
Total Volume and Open Interest							154,215	832,145	-6,727
Gas Oil(ICE)
May11	110503	1027.00	1029.00	1004.50	1019.00	-20.75	19,552	86,699	-6,314
Jun11	110503	1029.75	1031.50	1007.25	1021.75	-20.75	35,754	138,007	+5,407
Jul11	110503	1033.00	1034.00	1010.50	1025.00	-20.50	11,225	60,750	-626
Aug11	110503	1030.25	1034.50	1013.25	1027.75	-20.00	4,207	34,005	+1,514
Sep11	110503	1036.50	1036.50	1017.00	1030.00	-19.75	4,504	48,186	-345
Oct11	110503	1038.50	1038.50	1018.50	1031.50	-20.00	1,810	33,460	-259
Nov11	110503	1037.50	1037.50	1017.50	1031.50	-20.00	340	22,399	-100
Dec11	110503	1034.75	1040.00	1018.25	1032.25	-19.75	2,940	59,692	-299
Jan12	110503	1040.00	1040.00	1022.00	1034.00	-20.00	176	27,079	+17
Feb12	110503	1034.75	1034.75	1021.50	1033.50	-19.75	108	6,591	-53
Total Volume and Open Interest							81,658	604,989	-722
Ethanol(CBOT)
May11	110503	2.610	2.625	2.610	2.620	+0.006	119	291	-44
Jun11	110503	2.619	2.635	2.610	2.618	-0.011	278	1,368	+71
Jul11	110503	2.630	2.645	2.613	2.627	-0.011	183	1,097	+28
Aug11	110503	2.602	2.650	2.601	2.619	-0.015	127	879	-6
Sep11	110503	2.590	2.624	2.580	2.583	-0.010	50	1,003	+21
Oct11	110503	2.500	2.510	2.480	2.487	+0.005	88	911	-19
Nov11	110503	2.472	2.472	2.425	2.427	-0.003	8	631	+0
Dec11	110503	2.460	2.460	2.416	2.421	-0.002	20	937	+9
Total Volume and Open Interest							898	7,748	+81
WTI Crude Oil(ICE
Jun11	110503	112.95	113.19	110.29	111.05	-2.47	41,017	92,359	-54
Jul11	110503	113.46	113.68	110.80	111.56	-2.48	9,759	72,437	-180
Aug11	110503	113.71	113.77	111.19	111.85	-2.47	6,049	31,268	+293
Sep11	110503	113.64	113.73	111.42	111.99	-2.45	5,548	31,926	+585
Oct11	110503	113.63	113.63	111.80	111.99	-2.43	2,763	19,661	-181
Nov11	110503	113.54	113.55	111.81	111.97	-2.41	2,149	16,669	+497
Dec11	110503	113.87	113.87	111.24	111.95	-2.38	6,515	88,133	-25
Jan12	110503	113.11	113.34	111.77	111.83	-2.37	280	12,352	+13
Feb12	110503	113.12	113.12	111.67	111.67	-2.35	270	3,381	+20
Mar12	110503	111.50	111.50	111.50	111.50	-2.32	274	10,927	+36
Apr12	110503	111.32	111.32	111.32	111.32	-2.29	150	3,533	-9
May12	110503	111.12	111.12	111.12	111.12	-2.26	114	2,123	+13
Jun12	110503	111.91	112.36	110.48	110.90	-2.22	373	26,373	-38
Jul12	110503	110.53	110.53	110.53	110.53	-2.20	26	1,477	+16
Aug12	110503	110.14	110.14	110.14	110.14	-2.19	17	891	-2
Sep12	110503	109.81	109.81	109.81	109.81	-2.18	7	4,124	+0
Total Volume and Open Interest							76,908	519,149	+470
US Dollar Index(ICE)
Jun11	110503	73.310	73.490	73.010	73.315	+0.175	18,419	48,635	-1,564
Sep11	110503	73.720	73.845	73.500	73.745	+0.185	86	729	+17
Dec11	110503	74.210	74.210	74.210	74.210	+0.185	0	2	+0
Total Volume and Open Interest							18,505	49,367	-1,547
Australian Dollar(CME)
Jun11	110503	108.82	108.96	107.83	107.85	-1.17	78,636	140,706	+2,025
Sep11	110503	107.34	107.65	106.50	106.50	-1.15	268	923	+98
Dec11	110503	105.85	106.38	105.22	105.22	-1.16	0	59	+0
Total Volume and Open Interest							78,904	141,688	+2,123
British Pound(CME)
Jun11	110503	166.38	166.73	164.53	164.58	-2.15	66,179	120,145	+1,420
Sep11	110503	165.83	166.49	164.34	164.34	-2.15	18	499	-10
Dec11	110503	164.42	164.42	164.09	164.09	-2.13	2	36	+0
Total Volume and Open Interest							66,199	120,685	+1,410
Canadian Dollar(CME)
Jun11	110503	105.07	105.61	104.69	104.74	-0.47	75,038	133,240	-1,004
Sep11	110503	104.75	105.31	104.45	104.48	-0.47	205	3,195	+37
Dec11	110503	104.56	104.95	104.17	104.20	-0.44	83	2,466	-14
Mar12	110503	104.52	104.52	103.85	103.85	-0.46	11	269	+11
Total Volume and Open Interest							75,338	139,207	-969
Japanese Yen(CME)
Jun11	110503	123.08	123.95	123.04	123.61	+0.51	65,439	100,086	-3,504
Sep11	110503	123.23	124.00	123.18	123.69	+0.51	53	1,642	+6
Dec11	110503	123.80	124.00	123.30	123.81	+0.51	5	170	+1
Total Volume and Open Interest							65,497	101,905	-3,497
Swiss Franc(CME)
Jun11	110503	115.64	116.36	115.30	116.09	+0.36	43,875	71,715	-1,334
Sep11	110503	115.65	116.33	115.41	116.13	+0.35	78	154	-9
Dec11	110503	116.15	116.15	115.78	116.15	+0.37	3	17	+2
Total Volume and Open Interest							43,956	71,887	-1,341
EuroFX(CME)
Jun11	110503	148.09	148.74	147.38	148.03	-0.27	178,997	246,046	+1,046
Sep11	110503	147.60	148.23	146.94	147.55	-0.28	793	3,460	+145
Dec11	110503	146.95	147.35	146.74	147.06	-0.29	8	89	+3
Total Volume and Open Interest							179,800	249,973	+1,196
Mexican Peso(CME)
May11	110503	862.2	867.8	862.2	862.2	-5.5
Jun11	110503	863.8	865.8	859.0	860.2	-5.5	18,845	164,670	-2,837
Total Volume and Open Interest							18,915	164,876	-2,767
30-Year T-Bonds(CBOT)
Jun11	110503	122~300	123~050	122~280	123~030	+0~160
Sep11	110503	121~080	121~230	121~050	121~210	+0~160	429	4,427	+212
Dec11	110503	120~060	120~060	119~220	120~060	+0~160	0	31	+0
Total Volume and Open Interest							208,488	590,688	-453
10-Year T-Notes(CBOT)
Jun11	110503	121~075	121~165	121~065	121~140	+0~065	681,129	1,640,531	-13,810
Sep11	110503	119~290	120~015	119~250	120~000	+0~070	2,069	12,419	+1,092
Dec11	110503	119~000	119~000	118~250	119~000	+0~070	0	4	+0
Total Volume and Open Interest							683,198	1,652,954	-12,718
5-Year T-Notes(CBOT)
Jun11	110503	118~074	118~076	118~074	118~076	+0~013
Sep11	110503	117~042	117~047	117~032	117~047	+0~013	3,130	6,915	+1,255
Dec11	110503	116~071	116~071	116~058	116~071	+0~013
Total Volume and Open Interest							426,094	1,452,755	-7,388
2 Year T-Notes(CBOT)
Jun11	110503	109~075	109~078	109~072	109~078	+0~003	234,086	1,073,986	+1,535
Sep11	110503	109~019	109~019	109~017	109~019	+0~002	166	10,421	+83
Dec11	110503	108~085	108~085	108~083	108~085	+0~002	0	20	+0
Total Volume and Open Interest							234,252	1,084,427	+1,618
Eurodollars(CME)
Jun11	110503	99.715	99.720	99.710	99.715	+0.010	64,795	1,034,747	+1,154
Sep11	110503	99.655	99.660	99.650	99.655	+0.005	140,688	1,442,313	+4,836
Dec11	110503	99.555	99.560	99.545	99.550	-0.005	178,815	1,639,025	-7,421
Mar12	110503	99.395	99.410	99.385	99.395	unch	220,682	1,540,494	+4,012
Jun12	110503	99.145	99.170	99.135	99.150	unch	236,244	1,241,812	+14,409
Sep12	110503	98.840	98.865	98.820	98.845	+0.005	210,106	688,985	+10,639
Dec12	110503	98.520	98.555	98.500	98.530	+0.005	175,736	553,704	-2,877
Mar13	110503	98.240	98.280	98.225	98.255	+0.005	135,551	365,690	+12,145
Jun13	110503	97.975	98.020	97.960	97.990	+0.005	95,990	274,893	+315
Sep13	110503	97.715	97.760	97.700	97.730	+0.005	80,548	255,247	+1,963
Dec13	110503	97.460	97.495	97.440	97.470	+0.010	56,218	195,818	+3,555
Mar14	110503	97.245	97.270	97.215	97.245	+0.015	48,163	183,000	+2,079
Jun14	110503	97.005	97.040	96.990	97.020	+0.020	14,720	106,830	-124
Sep14	110503	96.790	96.820	96.770	96.800	+0.025	10,110	62,388	+208
Dec14	110503	96.565	96.595	96.545	96.580	+0.030	8,268	74,627	+303
Mar15	110503	96.380	96.410	96.355	96.395	+0.040	9,254	53,428	-761
Jun15	110503	4.425	4.470	4.415	4.460	+0.045	5,494	40,124	-128
Sep15	110503	4.255	4.300	4.250	4.290	+0.050	5,752	37,132	-1,048
Total Volume and Open Interest							1,711,423	9,995,835	+48,342
30 Day Federal Funds(CBOT)
May11	110503	99.902	99.905	99.900	99.902	+0.002	972	83,533	+499
Jun11	110503	99.895	99.900	99.890	99.895	+0.005	1,145	57,913	-366
Jul11	110503	99.880	99.890	99.875	99.880	+0.005	2,080	48,066	+608
Aug11	110503	99.860	99.870	99.855	99.865	+0.010	1,874	44,055	+573
Sep11	110503	99.850	99.860	99.845	99.855	+0.010	2,718	35,642	+543
Oct11	110503	99.840	99.845	99.835	99.840	+0.005	1,485	47,096	+84
Total Volume and Open Interest							42,245	722,506	+9,166
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110503	99.675	99.675	99.675	99.675	unch	0	750	+0
Sep11	110503	99.673	99.673	99.673	99.673	unch
Dec11	110503	99.670	99.670	99.670	99.670	unch	0	75	+0
Mar12	110503	99.658	99.658	99.658	99.658	unch
Jun12	110503	99.685	99.685	99.685	99.685	unch
Sep12	110503	99.615	99.615	99.615	99.615	unch
Dec12	110503	99.575	99.575	99.575	99.575	unch
Mar13	110503	99.575	99.575	99.575	99.575	unch
Jun13	110503	99.530	99.530	99.530	99.530	unch
Sep13	110503	99.390	99.390	99.390	99.390	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Jun11	110503	99.68	99.68	99.68	99.68	unch	0	5,401	-1
Sep11	110503	99.67	99.67	99.67	99.67	unch	0	1,533	+0
Dec11	110503	99.67	99.67	99.67	99.67	unch	0	1,944	+0
Mar12	110503	99.66	99.66	99.66	99.66	unch	0	3,672	+0
Jun12	110503	99.68	99.68	99.68	99.68	unch	0	1,254	+0
Sep12	110503	99.61	99.61	99.61	99.61	unch	0	411	+0
Dec12	110503	99.57	99.57	99.57	99.57	unch	0	24	+0
Mar13	110503	99.57	99.57	99.57	99.57	unch	0	1	+0
Total Volume and Open Interest							0	14,240	-1
Japanese Gov't Bonds(SGX)
Jun11	110428	139.83	140.80	139.76	140.07	+0.15	1,654	13,254	+739
Sep11	110502	139.29	139.29	139.29	139.29	+0.12	0	1	+0
Dec11	110502	137.20	137.20	137.20	137.20	+0.12
Total Volume and Open Interest							3,128	14,115	+860
Euro-Bund(EUREX)
Jun11	110503	122.96	122.96	122.55	122.64	+0.65	477,177	878,075	-19,791
Sep11	110503	122.65	122.65	122.25	122.29	-0.19	315	12,298	+240
Dec11	110503	121.54	121.54	121.54	121.54	-0.18
Total Volume and Open Interest							371,839	916,490	-2,103
Euro-Bobl(EUREX)
Jun11	110426	115.12	115.24	115.00	115.18	+0.43	574,118	781,605	-8,826
Sep11	110503	114.40	114.40	114.24	114.24	-0.21	415	20,091	+0
Dec11	110503	114.47	114.47	114.47	114.47	-0.21
Total Volume and Open Interest							208,140	816,535	-17,588
3-Mth Euribor(EUREX)
Jun11	110503	98.430	98.440	98.430	98.430	unch	330	6,341	-322
Sep11	110503	98.165	98.170	98.135	98.135	-0.030	0	2,665	+0
Dec11	110503	97.945	97.945	97.890	97.890	-0.045	2	1,101	+0
Total Volume and Open Interest							333	12,525	-321
Long Gilt(LIFFE)
Jun11	110428	118~22	119~08	118~20	119~05	+0~25	66,199	329,696	-26,275
Sep11	110503	118~18	118~18	118~18	118~18	+0~21	0	10	+0
Total Volume and Open Interest							128,847	372,783	+43,077
3-Mth Short Sterling(LIFFE)
Jun11	110503	99.18	99.18	99.15	99.16	+0.01	75,731	511,947	+19,617
Sep11	110503	99.06	99.08	99.04	99.07	+0.04	125,760	474,514	+21,436
Dec11	110503	98.87	98.92	98.87	98.92	+0.08	143,292	493,285	+48,202
Mar12	110503	98.67	98.76	98.66	98.75	+0.12	138,102	447,616	+52,191
Jun12	110503	98.43	98.54	98.41	98.53	+0.15	117,026	343,909	+28,929
Sep12	110503	98.16	98.30	98.14	98.29	+0.18	78,518	220,458	+26,121
Total Volume and Open Interest							807,835	2,919,476	+232,757
3-Mth Euribor(LIFFE)
Jun11	110503	98.430	98.450	98.425	98.430	unch	29,589	703,503	-57,656
Sep11	110503	98.165	98.185	98.125	98.135	-0.030	44,755	670,401	-34,103
Dec11	110503	97.940	97.955	97.875	97.890	-0.050	37,372	623,760	-43,927
Total Volume and Open Interest							226,889	3,613,762	-294,982
3-Mth Aus T-Bills(SFE)
Jun11	110503	94.99	95.03	94.97	95.02	+0.03	22,625	161,981	+8,007
Sep11	110503	94.90	94.95	94.89	94.93	+0.02	35,710	212,259	-6,263
Dec11	110503	94.82	94.88	94.80	94.85	+0.02	20,468	145,802	+835
Mar12	110503	94.72	94.80	94.70	94.76	+0.03	8,374	77,675	+2,236
Jun12	110503	94.64	94.72	94.63	94.67	+0.02	842	47,931	+408
Sep12	110503	94.56	94.64	94.55	94.60	+0.04	886	47,746	+210
Dec12	110503	94.49	94.59	94.49	94.54	+0.05	1,251	20,185	+670
Mar13	110503	94.45	94.54	94.45	94.50	+0.05	526	11,645	+525
Jun13	110503	94.49	94.49	94.45	94.45	+0.06	0	1,050	+0
Sep13	110503	94.44	94.44	94.39	94.39	+0.06	0	900	-1
Total Volume and Open Interest							90,682	728,031	+6,627
10-Year Aus T-Bonds(SFE)
Jun11	110503	94.55	94.62	94.54	94.59	+0.04	31,425	366,783	-860
Sep11	110503	94.59	94.59	94.59	94.59	+0.04
Total Volume and Open Interest							31,425	366,783	-860
3-Year Aus T-Bonds(SFE)
Jun11	110503	94.87	94.94	94.84	94.91	+0.02	136,112	548,931	-56,002
Sep11	110503	94.91	94.91	94.91	94.91	+0.04
Total Volume and Open Interest							103,633	564,441	+15,510
Gold(CMX)
Jun11	110503	1545.2	1551.4	1516.2	1540.4	-16.7	157,177	348,583	+468
Aug11	110503	1543.5	1552.0	1517.4	1541.7	-16.7	6,238	71,160	+1,615
Oct11	110503	1535.0	1550.8	1523.4	1542.9	-16.7	164	6,196	-22
Dec11	110503	1549.6	1554.5	1523.5	1544.0	-16.7	2,690	38,654	+808
Feb12	110503	1550.7	1553.4	1532.7	1545.4	-16.8	63	7,055	-4
Apr12	110503	1554.0	1555.0	1546.0	1547.0	-16.8	39	5,175	+13
Jun12	110503	1553.8	1553.8	1545.0	1548.8	-16.8	110	8,844	+95
Aug12	110503	1551.0	1551.0	1551.0	1551.0	-16.7	111	3,094	+111
Oct12	110503	1553.7	1553.7	1553.7	1553.7	-16.7	0	3,272	+0
Dec12	110503	1559.9	1561.3	1545.8	1557.2	-16.8	254	12,182	+107
Feb13	110503	1561.2	1561.2	1561.2	1561.2	-16.9	0	111	+0
Total Volume and Open Interest							171,180	531,882	-754
Silver(CMX)
May11	110503	4389.5	4542.5	4084.5	4257.6	-350.2	3,975	1,518	-648
Jul11	110503	4403.0	4560.0	4060.0	4258.5	-349.9	95,219	80,420	+2,370
Sep11	110503	4391.5	4543.5	4075.0	4259.7	-350.0	1,598	10,398	+201
Dec11	110503	4387.0	4555.0	4075.0	4260.0	-350.1	2,381	18,078	+518
Mar12	110503	4369.5	4385.5	4072.5	4255.2	-350.7	169	2,127	-7
May12	110503	4310.0	4310.0	4138.0	4250.2	-351.5	34	820	-2
Jul12	110503	4479.5	4521.5	4172.0	4245.4	-352.5	79	1,650	+40
Total Volume and Open Interest							107,614	132,200	+2,488
Platinum(NYMEX)
Jul11	110503	1861.3	1872.0	1847.8	1860.5	-15.2	4,762	36,973	+493
Oct11	110503	1862.0	1868.0	1852.0	1864.3	-15.1	73	1,427	+44
Jan12	110503	1867.6	1878.3	1858.5	1866.3	-15.1	5	29	+3
Apr12	110503	1868.3	1868.3	1868.3	1868.3	-15.1	1	21	-1
Total Volume and Open Interest							4,842	38,463	+529
Palladium(NYMEX)
Jun11	110503	773.70	791.50	763.10	782.40	-1.70	4,327	19,300	-416
Sep11	110503	775.40	792.25	769.50	784.00	-1.75	170	1,553	+111
Dec11	110503	778.65	784.55	772.70	784.55	-2.35	3	349	-1
Total Volume and Open Interest							4,500	21,209	-308
Copper(CMX)
May11	110503	415.50	425.05	415.45	424.00	+5.75	2,015	5,547	-1,125
Jul11	110503	417.50	426.70	415.80	425.30	+5.70	24,287	81,889	-233
Sep11	110503	419.15	428.15	418.20	426.95	+5.65	767	23,077	+180
Dec11	110503	420.65	429.30	420.65	428.55	+5.65	305	8,612	-155
Mar12	110503	427.30	430.15	427.30	429.45	+5.65	96	2,545	+20
Total Volume and Open Interest							28,133	128,402	-1,222
DJIA Index(CBOT)
Jun11	110503	12761	12781	12700	12749	-15	1,528	21,724	-1,155
Sep11	110503	12675	12680	12675	12680	-15	6	13	+4
Dec11	110503	12600	12613	12600	12613	-15	0	1	+0
Mar12	110503	12555	12570	12555	12555	-15
Total Volume and Open Interest							1,534	21,738	-1,151
S & P 500(CME)
Jun11	110503	1357.50	1358.30	1346.00	1352.10	-5.60	15,527	314,820	-943
Sep11	110503	1346.80	1346.80	1342.40	1346.80	-5.60	13	6,131	-3
Dec11	110503	1341.40	1341.40	1337.00	1341.40	-5.60	182	3,941	+7
Mar12	110503	1336.80	1336.80	1332.40	1336.80	-5.60
Total Volume and Open Interest							15,722	324,897	-939
S & P 500 E-Mini(Globex)
Jun11	110503	1351.75	1351.75	1350.75	1350.75	-7.50
Sep11	110503	1352.00	1352.00	1341.50	1346.75	-5.75	810	17,482	-22
Total Volume and Open Interest							1,273,311	2,762,894	-851
NASDAQ 100(CME)
Jun11	110503	2400.80	2402.50	2374.00	2389.80	-11.70	1,364	23,025	+522
Sep11	110503	2385.80	2386.00	2378.00	2385.80	-11.50	1	53	+1
Dec11	110503	2382.30	2383.80	2382.30	2382.30	-11.50	0	2	+0
Total Volume and Open Interest							1,365	23,080	+523
NASDAQ 100 E-Mini(Globex)
Jun11	110503	2402.80	2403.00	2374.00	2389.80	-11.70	164,125	391,368	+7,941
Sep11	110503	2395.30	2397.00	2369.80	2385.80	-11.50	36	1,169	+0
Total Volume and Open Interest							164,161	392,554	+7,941
S & P Midcap 400(CME)
Jun11	110503	997.90	998.00	997.90	997.90	-9.60	224	1,989	-128
Sep11	110503	995.70	995.80	995.70	995.70	-9.60
Dec11	110503	994.10	994.20	994.10	994.10	-9.60
Total Volume and Open Interest							224	1,989	-128
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11	110503	9940	9940	9940	9940	-50
Sep11	110503	10020	10020	9970	9970	-50	0	19	+0
Total Volume and Open Interest							4,813	55,585	+395
Nikkei 225(SGX)
Jun11	110502	9940	10045	9880	10030	+170	88,894	231,350	+377
Sep11	110502	9950	10030	9950	10030	+170	25	1,403	+35
Dec11	110502	9975	9975	9975	9975	+170	0	6,259	+0
Total Volume and Open Interest							89,012	244,871	+542
CAC 40(EURONEXT)
May11	110503	4046.0	4053.5	4015.0	4043.5	-9.5	59,351	308,026	-12,383
Jun11	110503	4005.0	4008.0	3979.0	4000.5	-10.0	618	27,207	+171
Jul11	110503	3998.5	3998.5	3998.5	3998.5	-10.0
Total Volume and Open Interest							59,969	335,234	-12,212
Hang Seng Index(HKFE)
May11	110503	23600	23790	23390	23394	-91	85,827	95,472	+8,265
Jun11	110503	23435	23640	23253	23253	-85	530	7,292	-13
Total Volume and Open Interest							105,240	117,518	-9,200
DAX(EUREX)
Jun11	110503	7525.0	7545.5	7469.5	7520.0	-35.0	68,261	176,629	-1,182
Sep11	110503	7553.0	7562.5	7502.0	7546.5	-36.0	136	5,881	-26
Dec11	110503	7588.0	7588.0	7542.5	7579.5	-34.5	24	724	+7
Total Volume and Open Interest							68,421	183,234	-1,201
FT-SE 100(EURONEXT)
Jun11	110503	6050.50	6095.00	5992.00	6043.50	+10.50	78,942	665,460	+4,657
Sep11	110503	6030.00	6030.00	5961.00	6008.00	+10.00	33	570	+14
Dec11	110503	5979.00	5986.50	5979.00	5986.50	+9.00	0	165	+0
Total Volume and Open Interest							78,975	666,195	+4,671
SPI 200(SFE)
Jun11	110503	4814.0	4820.0	4769.0	4784.0	-35.0	46,225	188,478	+3,608
Sep11	110503	4766.0	4782.0	4766.0	4772.0	-36.0	46	3,686	+17
Dec11	110503	4794.0	4794.0	4794.0	4794.0	-37.0	0	2,595	+0
Total Volume and Open Interest							46,633	196,438	+3,705
GSCI(CME)
May11	110503	92.64	95.14	83.84	85.64	-11.00	54	11,916	-16
Jun11	110503	94.14	96.64	85.64	87.29	-10.85	2	0	+0
Jul11	110503	85.14	96.19	83.64	85.14	-11.00
Total Volume and Open Interest							56	11,916	-16
Reuters CCI(ICE)
Jun11	110503	365.40	365.40	365.40	365.40	-3.50
Total Volume and Open Interest