MRCI's End of Day Prices

Daily Futures Price Listing Thu May 05, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
May11	110505	1354.00	1354.00	1309.00	1319.75	-30.75	5,704	5,686	-2,082
Jul11	110505	1352.25	1361.50	1310.00	1321.75	-30.25	89,294	268,348	+916
Aug11	110505	1350.75	1358.00	1308.25	1320.75	-30.00	4,493	18,175	-93
Sep11	110505	1344.00	1349.00	1298.75	1312.75	-30.75	1,884	16,769	-69
Nov11	110505	1338.00	1347.75	1292.00	1306.75	-31.75	20,095	199,421	-1,094
Jan12	110505	1346.00	1352.00	1300.50	1314.75	-31.75	641	22,701	-11
Mar12	110505	1350.00	1350.00	1310.00	1315.75	-30.50	332	14,160	-151
Total Volume and Open Interest							123,090	571,505	-2,514
Soybean Meal(CBOT)
May11	110505	347.00	349.50	339.80	342.70	-4.90	4,255	2,687	-653
Jul11	110505	352.50	355.00	344.20	347.50	-5.00	33,451	99,626	+243
Aug11	110505	353.50	355.90	345.00	348.50	-5.00	3,684	28,507	+756
Sep11	110505	351.90	354.40	343.30	346.70	-5.20	2,311	16,709	+141
Oct11	110505	346.70	346.70	338.30	341.80	-5.60	671	14,303	+143
Dec11	110505	347.70	350.10	338.20	341.70	-5.80	6,437	50,751	-85
Jan12	110505	350.00	350.00	341.80	343.10	-5.70	430	3,647	+54
Mar12	110505	347.00	347.00	342.50	345.10	-5.50	212	3,095	-43
Total Volume and Open Interest							51,899	226,128	+652
Soybean Oil(CBOT)
May11	110505	56.78	56.78	54.65	55.36	-1.40	3,400	2,907	-251
Jul11	110505	57.20	57.58	54.94	55.73	-1.44	52,114	158,852	-2,745
Aug11	110505	57.55	57.80	55.21	56.00	-1.43	4,487	29,066	+716
Sep11	110505	57.83	58.04	55.50	56.27	-1.44	4,920	23,704	+730
Oct11	110505	57.32	57.86	55.63	56.41	-1.45	1,023	14,359	+134
Dec11	110505	58.16	58.50	55.86	56.65	-1.46	14,723	78,251	-3,273
Jan12	110505	58.10	58.28	56.25	56.86	-1.42	283	5,126	+113
Mar12	110505	58.30	58.33	56.33	56.91	-1.42	188	4,437	+6
Total Volume and Open Interest							81,177	321,664	-4,578
Canola(WCE)
May11	110505	540.0	540.0	540.0	540.0	-14.7	551	212	-540
Jul11	110505	561.0	565.9	545.2	552.5	-8.0	6,551	80,293	-277
Nov11	110505	557.0	562.7	540.0	548.9	-8.1	3,583	74,984	+62
Jan12	110505	555.0	558.7	549.6	556.5	-8.4	344	6,137	+232
Mar12	110505	556.8	566.2	551.4	557.5	-10.9	0	1,157	+0
Total Volume and Open Interest							11,052	165,071	-565
Corn(CBOT)
May11	110505	728.25	733.50	699.00	705.00	-21.50	18,933	13,983	-7,565
Jul11	110505	732.00	737.50	701.00	708.75	-20.75	173,908	679,705	-6,132
Sep11	110505	704.00	710.00	677.25	687.75	-15.75	23,836	165,789	+2,083
Dec11	110505	664.00	671.00	640.50	655.75	-9.50	73,374	452,060	+2,624
Mar12	110505	676.00	681.00	654.25	666.50	-9.50	4,916	74,326	+905
May12	110505	682.75	687.75	664.75	674.50	-9.50	1,829	16,380	+646
Total Volume and Open Interest							304,560	1,492,620	-4,084
Wheat(CBOT)
May11	110505	741.00	741.00	718.00	722.50	-18.50	1,722	1,544	-860
Jul11	110505	770.50	780.75	748.50	754.00	-18.00	39,940	234,146	+1,109
Sep11	110505	812.25	822.50	791.25	797.25	-16.50	8,187	72,727	+15
Dec11	110505	853.25	866.25	835.00	841.50	-12.75	8,652	99,713	+839
Mar12	110505	889.00	897.00	868.25	873.25	-15.00	1,509	14,140	+146
Total Volume and Open Interest							62,449	460,447	+1,768
Wheat(KCBT)
May11	110505	871.50	871.50	848.00	848.00	-19.75	352	355	-320
Jul11	110505	877.25	884.25	855.00	857.00	-20.75	19,616	89,416	+429
Sep11	110505	895.25	900.00	873.00	875.25	-20.00	2,716	31,017	-70
Dec11	110505	917.00	921.25	896.25	898.50	-17.00	3,640	37,305	-23
Mar12	110505	932.75	932.75	910.75	914.00	-16.00	539	4,999	+171
Total Volume and Open Interest							27,268	170,792	+299
Wheat(MGE)
May11	110505	909.50	909.50	906.00	906.00	-17.00	184	1,263	-170
Jul11	110505	915.25	919.00	890.75	895.50	-19.75	3,162	21,212	-183
Sep11	110505	917.50	920.50	893.75	898.50	-19.50	1,544	16,924	+496
Dec11	110505	926.75	931.50	905.00	908.00	-19.00	965	12,707	+265
Mar12	110505	939.50	940.50	914.75	918.75	-18.50	167	2,568	-18
Total Volume and Open Interest							6,233	57,421	+467
Oats(CBOT)
May11	110505	325.00	337.00	325.00	325.00	-12.00	98	458	-270
Jul11	110505	348.25	353.25	330.00	334.00	-12.00	1,056	9,302	-136
Sep11	110505	338.75	354.00	338.25	342.00	-12.00	39	269	-13
Dec11	110505	364.50	364.50	349.50	352.00	-12.00	338	3,001	+18
Total Volume and Open Interest							1,531	13,050	-401
Rough Rice(CBOT)
May11	110505	14.45	14.45	13.93	13.93	-0.68	230	332	-75
Jul11	110505	14.79	14.89	14.14	14.14	-0.75	1,637	16,831	-254
Sep11	110505	15.55	15.60	14.03	14.96	-0.70	252	4,813	-43
Nov11	110505	15.84	15.90	15.20	15.25	-0.70	87	1,045	+27
Total Volume and Open Interest							2,220	23,542	-335
Live Cattle(CME)
Jun11	110505	110.950	111.150	108.635	109.750	-0.800	33,800	135,372	-7,441
Aug11	110505	113.285	113.430	110.750	111.885	-1.065	19,421	95,523	+1,282
Oct11	110505	118.450	118.480	115.900	117.100	-1.130	8,409	61,515	+1,050
Dec11	110505	119.950	120.480	117.850	118.885	-1.315	3,829	44,278	-60
Feb12	110505	120.400	120.400	118.250	119.180	-1.370	2,366	11,818	-4
Apr12	110505	121.400	121.400	119.080	120.200	-1.050	263	5,186	+13
Total Volume and Open Interest							68,169	354,805	-5,167
Feeder Cattle(CME)
May11	110505	129.185	129.185	127.885	128.630	-0.655	968	6,572	-294
Aug11	110505	133.035	133.285	131.235	131.750	-1.185	3,223	25,305	+280
Sep11	110505	133.450	133.600	132.000	132.800	-1.400	477	4,729	+50
Oct11	110505	134.000	134.000	132.325	133.000	-1.535	440	3,357	+175
Nov11	110505	134.350	134.400	132.380	133.000	-1.500	136	1,481	+47
Jan12	110505	132.650	132.650	131.350	132.400	-0.700	41	376	+21
Mar12	110505	132.800	132.800	132.800	132.800	unch	0	32	+0
Total Volume and Open Interest							5,285	41,853	+279
Lean Hogs(CME)
May11	110505	90.950	91.700	89.650	91.580	+0.980	2,314	2,997	-1,129
Jun11	110505	92.580	93.285	91.350	92.430	+0.280	24,527	74,536	-2,947
Jul11	110505	93.430	93.850	92.035	93.285	+0.400	8,260	31,770	+714
Aug11	110505	94.700	95.300	93.600	94.200	-0.130	6,086	37,360	+132
Oct11	110505	87.000	87.950	86.285	86.930	+0.145	4,277	33,754	-50
Dec11	110505	83.800	84.800	83.450	84.150	+0.365	2,581	27,657	+268
Feb12	110505	85.250	85.980	84.700	85.450	+0.050	1,516	7,193	+216
Apr12	110505	86.400	87.000	86.000	86.800	+0.400	477	4,230	+117
Total Volume and Open Interest							50,096	221,571	-2,704
Class III Milk(CME)
May11	110505	16.52	16.59	16.49	16.58	+0.06	74	5,360	+13
Jun11	110505	17.25	17.29	17.00	17.10	-0.19	88	4,714	-20
Jul11	110505	17.60	17.75	17.43	17.60	-0.15	57	3,463	+17
Aug11	110505	17.95	18.00	17.76	17.87	-0.13	33	3,320	+17
Sep11	110505	18.10	18.10	17.95	18.04	-0.06	50	3,362	+26
Total Volume and Open Interest							441	31,075	+148
Cocoa(ICE)
May11	110505	3150	3156	3087	3087	-149	222	119	-216
Jul11	110505	3176	3177	3050	3055	-156	8,614	75,887	-1,549
Sep11	110505	3160	3160	3059	3062	-150	1,248	24,889	+358
Dec11	110505	3164	3171	3079	3084	-144	1,071	23,734	+653
Mar12	110505	3197	3206	3124	3133	-133	501	22,470	-106
May12	110505	3185	3185	3119	3119	-133	30	5,691	+17
Jul12	110505	3115	3115	3115	3115	-132	67	1,533	+29
Total Volume and Open Interest							11,961	158,881	-795
Coffee "C"(ICE)
May11	110505	294.85	294.90	284.15	287.50	-6.25	50	422	-23
Jul11	110505	294.50	295.20	284.10	288.25	-6.25	10,706	71,759	-337
Sep11	110505	296.50	298.00	287.30	291.05	-6.25	3,123	21,151	+1,077
Dec11	110505	300.30	300.55	289.95	293.70	-6.45	1,438	18,807	+150
Mar12	110505	300.95	301.05	290.90	294.60	-6.45	291	4,027	+57
May12	110505	299.70	299.70	289.85	293.30	-6.80	63	2,348	+11
Total Volume and Open Interest							15,773	120,301	+921
Orange Juice(ICE)
May11	110505	179.75	179.75	177.00	177.65	-1.35	158	229	-97
Jul11	110505	172.30	172.30	170.05	171.25	-1.05	975	23,767	+278
Sep11	110505	167.05	167.30	166.25	166.95	-1.40	265	2,318	+121
Nov11	110505	164.55	164.80	164.30	164.30	-1.65	26	1,611	+4
Jan12	110505	163.30	163.30	163.30	163.30	-1.40	0	212	+0
Mar12	110505	163.05	163.05	163.05	163.05	-1.00	0	70	+0
Total Volume and Open Interest							1,424	28,301	+306
Sugar #11(ICE)
Jul11	110505	21.35	21.38	20.50	20.86	-0.49	33,615	279,048	+958
Oct11	110505	21.77	21.77	20.81	21.10	-0.65	18,642	138,850	+4,005
Mar12	110505	22.30	22.31	21.43	21.69	-0.61	7,673	68,790	+26
May12	110505	22.25	22.25	21.44	21.63	-0.61	3,416	23,250	+604
Jul12	110505	22.11	22.12	21.44	21.63	-0.58	1,396	16,888	+453
Total Volume and Open Interest							66,449	568,473	+6,386
London Cocoa(LCE)
May11	110505	1913	1916	1860	1870	-67	3,043	33,202	-435
Jul11	110505	1922	1928	1874	1885	-60	7,587	56,703	-3
Sep11	110505	1938	1943	1892	1901	-55	2,316	29,755	-579
Dec11	110505	1955	1961	1909	1924	-52	1,504	31,394	+146
Mar12	110505	1952	1975	1926	1944	-50	767	27,825	+97
May12	110505	1989	1989	1950	1958	-45	752	6,978	-442
Jul12	110505	1989	1989	1961	1968	-39	0	3,975	+0
Total Volume and Open Interest							15,969	200,107	-1,216
London Sugar(LCE)
Aug11	110505	591.40	591.60	571.90	582.30	-10.40	4,262	24,049	+691
Oct11	110505	579.90	579.90	559.90	567.00	-13.70	1,933	8,126	+266
Dec11	110505	585.00	585.00	570.00	576.10	-13.00	443	3,177	+322
Mar12	110505	580.00	580.00	568.20	572.50	-15.30	259	1,972	+161
May12	110505	579.00	579.00	565.00	568.00	-14.80	149	1,228	+112
Total Volume and Open Interest							7,130	39,428	+1,624
Cotton(ICE)
May11	110505	170.99	170.99	165.20	165.36	-7.83	294	3,045	-290
Jul11	110505	151.50	151.50	144.51	146.86	-4.65	8,275	70,342	-1,491
Oct11	110505	137.01	137.01	135.00	135.37	-3.22	62	457	-23
Dec11	110505	125.59	125.59	121.20	122.08	-3.51	3,268	59,576	-808
Mar12	110505	116.00	116.40	114.37	114.80	-3.63	238	8,384	-26
May12	110505	109.50	109.50	108.96	109.05	-3.28	52	2,214	-10
Total Volume and Open Interest							12,284	149,384	-2,593
Lumber(CME)
May11	110505	227.3	235.1	227.3	231.0	+1.5	131	879	-143
Jul11	110505	249.1	256.3	246.8	248.5	-0.1	415	6,783	+149
Sep11	110505	267.2	274.6	265.1	270.5	+0.9	93	1,850	+29
Nov11	110505	269.3	273.1	269.0	269.3	unch	46	475	+40
Total Volume and Open Interest							685	10,000	+75
Crude Oil(NYM)
Jun11	110505	108.78	109.38	98.25	99.80	-9.44	300,333	328,010	-12,952
Jul11	110505	109.32	109.85	98.77	100.34	-9.39	65,723	230,191	+8,090
Aug11	110505	109.41	110.10	99.12	100.64	-9.36	29,124	83,285	+1,216
Sep11	110505	109.71	110.27	99.35	100.85	-9.32	23,888	84,786	+3,447
Oct11	110505	109.50	109.94	99.48	100.92	-9.29	9,822	41,157	-881
Nov11	110505	109.88	109.93	99.48	100.96	-9.28	4,753	37,259	-72
Dec11	110505	109.90	110.42	99.43	101.00	-9.26	37,835	188,158	-1,130
Jan12	110505	108.59	108.59	99.41	100.93	-9.25	2,848	37,296	+166
Feb12	110505	109.68	109.71	99.30	100.81	-9.25	2,661	18,246	-153
Mar12	110505	107.21	107.30	99.87	100.69	-9.25	3,087	30,292	-221
Apr12	110505	108.50	108.50	100.57	100.57	-9.23	2,101	14,989	+397
May12	110505	105.84	105.84	98.91	100.42	-9.22	2,427	15,026	+485
Jun12	110505	108.94	108.94	98.86	100.27	-9.20	9,068	71,718	-1,284
Jul12	110505	102.95	102.95	99.98	99.98	-9.16	667	20,642	+182
Aug12	110505	99.67	99.67	99.67	99.67	-9.12	612	13,216	+151
Sep12	110505	99.41	99.41	99.41	99.41	-9.08	373	13,071	+106
Total Volume and Open Interest							529,239	1,624,328	-1,079
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	110505	109.425	109.900	98.800	100.350	-9.375	511	839	+20
Aug11	110505	109.375	109.375	99.100	100.650	-9.350	132	125	+17
Sep11	110505	109.375	109.375	100.000	100.850	-9.325	24	140	+6
Oct11	110505	106.100	106.100	100.925	100.925	-9.275	2	40	-2
Nov11	110505	100.950	100.950	100.950	100.950	-9.300	2	16	-1
Dec11	110505	110.000	110.000	100.250	101.000	-9.250	15	317	-1
Jan12	110505	100.925	100.925	100.925	100.925	-9.250	1	7	-1
Feb12	110505	109.825	109.825	100.800	100.800	-9.250	6	6	+5
Total Volume and Open Interest							12,197	5,094	-353
Heating Oil(NYM)
Jun11	110505	314.01	317.00	285.23	288.69	-25.61	55,052	117,614	-1,466
Jul11	110505	315.00	318.25	286.88	290.20	-25.61	17,614	47,568	-1,900
Aug11	110505	317.33	318.25	288.95	291.69	-25.64	11,503	30,208	-61
Sep11	110505	318.00	320.12	290.38	293.45	-25.62	7,157	21,924	+745
Oct11	110505	319.00	319.00	292.05	295.13	-25.58	3,174	10,122	+35
Nov11	110505	318.34	318.34	294.35	296.76	-25.57	2,214	10,426	+40
Dec11	110505	323.20	324.96	295.34	298.35	-25.54	15,883	33,879	+516
Jan12	110505	322.00	322.00	297.32	299.90	-25.53	775	11,379	+100
Feb12	110505	315.00	316.32	297.20	300.15	-25.44	627	4,951	+105
Mar12	110505	314.89	314.89	296.97	299.12	-25.35	470	3,154	+49
Apr12	110505	305.30	305.30	294.60	297.12	-25.22	442	1,228	+170
May12	110505	301.10	303.96	295.41	295.41	-25.13	290	1,170	+32
Total Volume and Open Interest							122,168	314,173	+139
Gasoline(NYMEX)
Jun11	110505	331.50	333.50	306.00	309.54	-22.71	61,521	104,288	+596
Jul11	110505	324.53	326.70	298.89	302.28	-23.52	32,676	53,771	-453
Aug11	110505	316.31	316.70	293.21	296.86	-23.91	20,091	28,219	-325
Sep11	110505	316.03	316.71	288.94	292.56	-24.03	12,310	27,226	+552
Oct11	110505	299.20	299.91	272.55	276.24	-24.10	5,192	22,595	+635
Nov11	110505	288.31	288.56	268.67	272.44	-24.09	1,812	8,499	-246
Dec11	110505	293.84	294.86	267.25	270.87	-24.01	2,973	26,509	+607
Jan12	110505	284.29	285.32	267.29	270.84	-23.96	321	6,431	+16
Feb12	110505	272.09	272.09	272.09	272.09	-23.93	117	2,778	-21
Mar12	110505	273.34	273.34	273.34	273.34	-23.91	69	4,367	+58
Total Volume and Open Interest							137,199	301,213	+1,406
e-miNY RBOB Gasoline(NYM)
Jun11	110505	309.50	309.54	309.50	309.50	-22.80	0	2	+0
Jul11	110505	302.30	302.30	302.28	302.30	-23.50	0	1	+0
Aug11	110505	296.90	296.90	296.86	296.90	-23.90	0	1	+0
Sep11	110505	292.60	292.60	292.56	292.60	-24.00
Total Volume and Open Interest							0	7	+0
Natural Gas(NYM)
Jun11	110505	4.565	4.572	4.205	4.261	-0.316	84,226	160,827	+1,633
Jul11	110505	4.633	4.638	4.276	4.331	-0.313	31,326	212,737	-1,798
Aug11	110505	4.667	4.678	4.323	4.376	-0.311	28,941	70,597	-3,276
Sep11	110505	4.681	4.699	4.343	4.396	-0.310	25,328	88,104	+7,577
Oct11	110505	4.729	4.736	4.388	4.438	-0.307	16,507	100,852	+3,325
Nov11	110505	4.855	4.862	4.581	4.594	-0.286	10,713	46,604	+913
Dec11	110505	5.075	5.075	4.788	4.815	-0.277	5,111	36,671	+593
Jan12	110505	5.194	5.207	4.921	4.935	-0.277	7,781	85,942	-126
Feb12	110505	5.170	5.183	4.908	4.919	-0.270	788	17,325	+68
Mar12	110505	5.110	5.110	4.830	4.852	-0.260	4,327	37,924	+253
Apr12	110505	4.925	4.932	4.680	4.723	-0.237	3,986	34,525	+704
May12	110505	4.937	4.937	4.732	4.743	-0.229	1,384	10,424	-472
Jun12	110505	4.988	4.988	4.766	4.781	-0.224	833	6,946	+562
Jul12	110505	4.992	4.992	4.824	4.826	-0.220	102	5,431	-9
Aug12	110505	5.047	5.047	4.830	4.855	-0.216	167	5,992	+108
Sep12	110505	4.954	4.954	4.830	4.867	-0.214	216	5,475	+171
Total Volume and Open Interest							223,787	1,003,421	+10,987
Brent Crude Oil(ICE)
Jun11	110505	120.50	121.96	109.02	110.80	-10.39	194,417	183,325	-20,157
Jul11	110505	120.40	121.66	108.80	110.57	-10.39	98,946	147,725	+10,079
Aug11	110505	120.25	121.31	108.57	110.32	-10.37	42,738	68,220	+7,595
Sep11	110505	120.45	120.80	108.34	109.97	-10.35	19,625	45,302	+218
Oct11	110505	120.04	120.39	107.96	109.62	-10.31	7,222	32,458	+275
Nov11	110505	119.54	119.98	107.66	109.31	-10.23	4,524	19,991	+649
Dec11	110505	118.73	119.71	107.23	109.00	-10.15	30,562	99,296	+1,210
Jan12	110505	118.65	118.65	106.95	108.73	-10.10	3,409	18,897	+226
Feb12	110505	115.71	117.53	106.67	108.46	-10.06	2,234	15,287	+843
Mar12	110505	110.90	110.90	108.17	108.17	-10.02	2,716	30,616	+257
Apr12	110505	107.95	107.95	107.87	107.87	-9.98	1,144	6,347	+476
May12	110505	107.53	107.53	107.53	107.53	-9.92	763	5,844	-15
Jun12	110505	116.55	116.55	106.50	107.19	-9.83	3,768	34,475	-392
Jul12	110505	106.83	106.83	106.83	106.83	-9.74	443	2,305	+54
Total Volume and Open Interest							424,416	830,331	+402
Gas Oil(ICE)
May11	110505	990.00	1003.00	902.50	938.25	-60.00	46,455	81,636	-3,330
Jun11	110505	993.50	1006.50	905.75	941.50	-60.25	77,376	139,545	-19
Jul11	110505	996.75	1009.25	912.00	945.00	-60.50	23,301	61,319	+117
Aug11	110505	1000.00	1010.50	914.50	948.25	-60.25	8,791	34,355	+512
Sep11	110505	1007.50	1013.25	917.50	951.50	-59.75	6,313	48,939	+403
Oct11	110505	1011.50	1015.00	920.25	953.75	-59.50	2,512	32,792	-383
Nov11	110505	1011.75	1015.25	921.00	954.25	-59.25	2,570	22,464	-9
Dec11	110505	1007.00	1016.25	920.75	955.25	-59.00	14,633	59,093	-349
Jan12	110505	1007.50	1007.50	935.50	957.50	-58.75	1,425	26,929	-97
Feb12	110505	1004.50	1004.50	954.00	957.50	-58.50	518	6,399	-194
Total Volume and Open Interest							191,975	603,376	-1,398
Ethanol(CBOT)
May11	110504	2.620	2.628	2.595	2.621	+0.001	47	147	-144
Jun11	110505	2.640	2.640	2.555	2.580	-0.062	203	1,393	+9
Jul11	110505	2.580	2.590	2.555	2.578	-0.061	234	1,131	+25
Aug11	110505	2.640	2.640	2.568	2.575	-0.060	196	891	+5
Sep11	110505	2.573	2.573	2.540	2.547	-0.063	131	994	-22
Oct11	110505	2.466	2.471	2.445	2.457	-0.056	114	919	-5
Nov11	110505	2.400	2.410	2.390	2.395	-0.045	16	633	+2
Dec11	110505	2.400	2.406	2.382	2.391	-0.049	43	971	+11
Total Volume and Open Interest							1,073	7,635	-60
WTI Crude Oil(ICE
Jun11	110505	108.54	109.38	98.24	99.80	-9.44	75,719	92,202	+139
Jul11	110505	109.20	109.81	98.80	100.34	-9.39	20,989	74,665	+1,186
Aug11	110505	109.46	110.05	99.10	100.64	-9.36	11,014	30,581	-386
Sep11	110505	109.16	109.16	99.30	100.85	-9.32	7,696	34,100	+869
Oct11	110505	109.87	109.87	99.44	100.92	-9.29	3,788	20,077	+886
Nov11	110505	109.92	109.92	99.69	100.96	-9.28	2,009	16,992	+165
Dec11	110505	109.71	110.14	99.47	101.00	-9.26	12,816	89,116	+311
Jan12	110505	108.44	108.44	99.97	100.93	-9.25	433	12,131	-10
Feb12	110505	107.77	107.77	99.82	100.81	-9.25	344	3,498	+54
Mar12	110505	100.69	100.69	100.69	100.69	-9.25	1,463	11,199	+188
Apr12	110505	100.57	100.57	100.57	100.57	-9.23	307	3,649	+137
May12	110505	100.42	100.42	100.42	100.42	-9.22	282	2,186	+41
Jun12	110505	107.44	107.44	99.50	100.27	-9.20	2,132	25,929	-724
Jul12	110505	99.98	99.98	99.98	99.98	-9.16	21	1,530	+16
Aug12	110505	99.67	99.67	99.67	99.67	-9.12	46	905	+14
Sep12	110505	99.41	99.41	99.41	99.41	-9.08	23	4,146	+22
Total Volume and Open Interest							144,269	523,888	+2,273
US Dollar Index(ICE)
Jun11	110505	73.280	74.420	72.985	74.375	+1.162	24,543	53,277	+2,195
Sep11	110505	73.650	74.880	73.500	74.855	+1.193	44	621	-9
Dec11	110505	75.350	75.350	75.350	75.350	+1.222	0	2	+0
Total Volume and Open Interest							24,587	53,901	+2,186
Australian Dollar(CME)
Jun11	110505	106.89	107.22	104.87	105.31	-1.68	115,143	141,289	-1,283
Sep11	110505	105.63	105.74	103.67	103.97	-1.67	166	955	+27
Dec11	110505	102.74	104.39	102.74	102.74	-1.65	25	84	+25
Total Volume and Open Interest							115,334	142,328	-1,231
British Pound(CME)
Jun11	110505	164.86	165.36	163.49	163.70	-1.37	132,925	123,347	-1,240
Sep11	110505	165.03	165.03	163.34	163.46	-1.37	64	613	-1
Dec11	110505	163.35	164.58	163.21	163.21	-1.37	2	38	+2
Total Volume and Open Interest							132,991	124,003	-1,239
Canadian Dollar(CME)
Jun11	110505	104.17	104.42	102.85	103.05	-1.28	84,092	133,707	-354
Sep11	110505	104.00	104.14	102.64	102.80	-1.27	374	3,353	+171
Dec11	110505	103.10	103.78	102.51	102.51	-1.27	144	2,534	+79
Mar12	110505	102.82	103.43	102.03	102.17	-1.26	1	270	+1
Total Volume and Open Interest							84,614	139,919	-103
Japanese Yen(CME)
Jun11	110505	124.05	125.70	123.95	124.68	+0.58	74,000	102,513	+748
Sep11	110505	124.08	125.70	124.08	124.75	+0.58	320	1,860	+144
Dec11	110505	124.35	125.21	124.28	124.86	+0.58	5	210	+5
Total Volume and Open Interest							74,325	104,590	+897
Swiss Franc(CME)
Jun11	110505	116.14	116.90	114.78	114.92	-1.41	38,536	72,588	+421
Sep11	110505	116.23	116.80	114.96	114.96	-1.41	41	162	+4
Dec11	110505	115.30	116.39	114.99	114.99	-1.40	0	27	+0
Total Volume and Open Interest							38,577	72,778	+425
EuroFX(CME)
Jun11	110505	148.13	148.84	144.96	145.08	-3.25	288,611	260,329	+4,453
Sep11	110505	147.65	148.31	144.59	144.63	-3.20	815	3,539	+60
Dec11	110505	147.31	147.31	144.15	144.15	-3.14	3	91	+2
Total Volume and Open Interest							289,429	264,337	+4,515
Mexican Peso(CME)
May11	110505	851.8	859.8	851.8	851.8	-8.0
Jun11	110505	855.8	856.8	846.8	849.8	-8.0	32,152	162,757	-2,567
Total Volume and Open Interest							32,268	162,963	-2,567
30-Year T-Bonds(CBOT)
Jun11	110505	124~000	124~090	123~310	124~090	+0~240
Sep11	110505	122~070	123~070	122~040	122~290	+0~250	454	4,685	+239
Dec11	110505	121~100	121~270	120~210	121~140	+0~250	0	30	+0
Total Volume and Open Interest							221,993	607,225	+10,859
10-Year T-Notes(CBOT)
Jun11	110505	121~205	122~070	121~180	122~020	+0~135	831,647	1,689,405	+37,443
Sep11	110505	120~115	120~250	120~065	120~200	+0~135	2,266	14,773	+1,627
Dec11	110505	119~030	119~200	119~030	119~200	+0~135	0	4	+0
Total Volume and Open Interest							833,913	1,704,182	+39,070
5-Year T-Notes(CBOT)
Jun11	110505	118~083	118~123	118~073	118~112	+0~030	497,592	1,449,610	+1,449,610
Sep11	110505	117~076	117~092	117~072	117~086	+0~031	926	8,178	+746
Dec11	110505	116~110	116~110	116~079	116~110	+0~031
Total Volume and Open Interest							498,518	1,457,788	+9,573
2 Year T-Notes(CBOT)
Jun11	110505	109~078	109~087	109~076	109~081	+0~002	189,502	1,053,539	-6,956
Sep11	110505	109~024	109~027	109~021	109~023	+0~002	636	14,309	+338
Dec11	110505	108~089	108~089	108~087	108~089	+0~002	0	20	+0
Total Volume and Open Interest							190,138	1,067,868	-6,618
Eurodollars(CME)
Jun11	110505	99.730	99.735	99.720	99.730	+0.010	87,710	1,040,642	-3,939
Sep11	110505	99.670	99.685	99.660	99.670	+0.005	153,605	1,465,016	+14,492
Dec11	110505	99.570	99.590	99.565	99.570	unch	169,297	1,660,232	-21,999
Mar12	110505	99.415	99.450	99.405	99.420	+0.005	212,655	1,556,839	+14,815
Jun12	110505	99.165	99.220	99.160	99.175	+0.005	265,787	1,289,143	+32,088
Sep12	110505	98.860	98.925	98.850	98.875	+0.015	222,427	704,176	+11,484
Dec12	110505	98.545	98.620	98.535	98.570	+0.025	192,720	549,650	+9,229
Mar13	110505	98.270	98.350	98.265	98.305	+0.030	143,788	370,813	-277
Jun13	110505	98.020	98.090	98.005	98.055	+0.045	92,988	278,641	+6,805
Sep13	110505	97.750	97.830	97.740	97.805	+0.055	66,882	255,349	+1,937
Dec13	110505	97.495	97.575	97.480	97.550	+0.065	63,299	193,719	+143
Mar14	110505	97.255	97.350	97.255	97.330	+0.070	48,556	185,025	-478
Jun14	110505	97.045	97.125	97.030	97.110	+0.075	14,719	104,558	-2,879
Sep14	110505	96.830	96.915	96.815	96.895	+0.075	9,458	60,891	-290
Dec14	110505	96.610	96.695	96.595	96.680	+0.080	10,992	71,548	-876
Mar15	110505	96.425	96.510	96.410	96.495	+0.080	9,360	51,726	-505
Jun15	110505	4.485	4.570	4.485	4.560	+0.080	5,086	39,494	-849
Sep15	110505	4.320	4.405	4.305	4.390	+0.080	5,126	35,804	-852
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
May11	110505	99.908	99.908	99.902	99.905	unch	5,390	83,080	-611
Jun11	110505	99.905	99.905	99.895	99.900	unch	1,782	59,208	-169
Jul11	110505	99.895	99.900	99.885	99.890	unch	1,803	47,975	-908
Aug11	110505	99.875	99.880	99.865	99.870	unch	1,470	44,046	-1
Sep11	110505	99.865	99.875	99.855	99.865	+0.005	3,135	35,570	-366
Oct11	110505	99.855	99.860	99.840	99.850	unch	1,585	46,659	-504
Total Volume and Open Interest							28,129	646,665	-572
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110505	99.675	99.675	99.675	99.675	unch	0	750	+0
Sep11	110505	99.673	99.673	99.673	99.673	unch
Dec11	110505	99.670	99.670	99.670	99.670	unch	0	75	+0
Mar12	110505	99.658	99.658	99.658	99.658	unch
Jun12	110505	99.685	99.685	99.685	99.685	unch
Sep12	110505	99.615	99.615	99.615	99.615	unch
Dec12	110505	99.575	99.575	99.575	99.575	unch
Mar13	110505	99.575	99.575	99.575	99.575	unch
Jun13	110505	99.530	99.530	99.530	99.530	unch
Sep13	110505	99.390	99.390	99.390	99.390	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Jun11	110505	99.68	99.68	99.68	99.68	unch	0	5,401	+0
Sep11	110505	99.67	99.67	99.67	99.67	unch	0	1,533	+0
Dec11	110505	99.67	99.67	99.67	99.67	unch	0	1,944	+0
Mar12	110505	99.66	99.66	99.66	99.66	unch	0	3,672	+0
Jun12	110505	99.68	99.68	99.68	99.68	unch	0	1,254	+0
Sep12	110505	99.61	99.61	99.61	99.61	unch	0	411	+0
Dec12	110505	99.57	99.57	99.57	99.57	unch	0	24	+0
Mar13	110505	99.57	99.57	99.57	99.57	unch	0	1	+0
Total Volume and Open Interest							0	14,240	+0
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	110505	122.30	123.39	122.07	123.07	+0.59	744,572	913,335	+9,723
Sep11	110505	121.97	123.12	121.79	122.75	+0.63	3,686	12,915	+642
Dec11	110505	121.97	121.97	121.97	121.97	+0.59
Total Volume and Open Interest							748,258	926,250	+10,365
Euro-Bobl(EUREX)
Jun11	110505	114.66	115.49	114.57	115.48	+0.75	463,749	794,469	+11,421
Sep11	110505	114.30	114.80	114.30	114.66	+0.56	3,863	22,858	+2,766
Dec11	110505	114.86	114.86	114.86	114.86	+0.55
Total Volume and Open Interest							467,612	817,327	+4,679
3-Mth Euribor(EUREX)
Jun11	110505	98.405	98.500	98.395	98.495	+0.090	209	6,342	+0
Sep11	110505	98.075	98.220	98.075	98.215	+0.135	355	2,331	-341
Dec11	110505	97.800	97.990	97.800	97.990	+0.160	46	1,144	+38
Total Volume and Open Interest							621	12,190	-303
Long Gilt(LIFFE)
Jun11	110428	118~22	119~08	118~20	119~05	+0~25	66,199	329,696	-26,275
Sep11	110505	118~31	118~31	118~28	118~29	unch	0	10	+0
Total Volume and Open Interest							110,112	373,709	+56,859
3-Mth Short Sterling(LIFFE)
Jun11	110505	99.16	99.18	99.16	99.17	+0.01	57,579	482,430	+28,125
Sep11	110505	99.06	99.09	99.05	99.07	+0.01	116,618	480,265	+91,035
Dec11	110505	98.91	98.94	98.89	98.91	unch	127,705	482,790	+89,492
Mar12	110505	98.75	98.78	98.72	98.75	unch	150,938	462,412	+104,508
Jun12	110505	98.53	98.57	98.50	98.54	+0.01	125,356	359,972	+84,771
Sep12	110505	98.29	98.33	98.25	98.30	+0.01	76,447	233,459	+54,497
Total Volume and Open Interest							829,192	2,983,900	+573,389
3-Mth Euribor(LIFFE)
Jun11	110505	98.405	98.505	98.380	98.495	+0.090	152,401	789,152	+71,583
Sep11	110505	98.080	98.225	98.050	98.215	+0.135	110,789	711,286	+40,323
Dec11	110505	97.825	98.010	97.795	97.990	+0.160	164,832	712,222	+73,402
Total Volume and Open Interest							895,009	4,039,829	+350,501
3-Mth Aus T-Bills(SFE)
Jun11	110505	94.97	95.01	94.95	95.00	+0.02	31,095	184,342	-334
Sep11	110505	94.88	94.92	94.86	94.90	+0.02	58,081	216,420	-3,172
Dec11	110505	94.79	94.85	94.77	94.83	+0.03	26,053	146,923	-1,492
Mar12	110505	94.70	94.77	94.68	94.75	+0.03	16,965	81,224	+2,974
Jun12	110505	94.62	94.71	94.62	94.68	+0.04	3,262	47,890	-765
Sep12	110505	94.56	94.65	94.56	94.63	+0.05	2,668	49,916	-358
Dec12	110505	94.52	94.60	94.52	94.58	+0.05	4,348	24,511	+1,935
Mar13	110505	94.47	94.56	94.47	94.55	+0.06	2,480	14,211	+2,035
Jun13	110505	94.42	94.50	94.42	94.50	+0.05	151	1,187	+151
Sep13	110505	94.39	94.46	94.39	94.46	+0.07	1	901	+1
Total Volume and Open Interest							145,104	768,383	+975
10-Year Aus T-Bonds(SFE)
Jun11	110505	94.59	94.63	94.57	94.62	+0.02	71,141	403,578	+20,139
Sep11	110505	94.62	94.62	94.62	94.62	+0.02
Total Volume and Open Interest							71,141	403,578	+20,139
3-Year Aus T-Bonds(SFE)
Jun11	110505	94.89	94.96	94.87	94.95	+0.05	181,608	631,593	+43,310
Sep11	110505	94.95	94.95	94.95	94.95	+0.05
Total Volume and Open Interest							181,608	631,593	+43,310
Gold(CMX)
Jun11	110505	1517.0	1522.1	1462.5	1481.4	-33.9	206,734	335,266	-7,590
Aug11	110505	1517.7	1523.3	1464.1	1482.6	-33.9	6,246	75,726	+1,899
Oct11	110505	1523.8	1523.8	1468.0	1483.8	-33.9	760	6,329	+144
Dec11	110505	1520.6	1524.7	1465.9	1484.9	-33.9	2,918	38,777	+92
Feb12	110505	1521.6	1521.6	1475.9	1486.1	-34.0	401	7,048	-212
Apr12	110505	1487.6	1487.6	1487.6	1487.6	-34.2	221	5,232	+93
Jun12	110505	1489.4	1492.2	1481.0	1489.1	-34.3	125	8,864	+48
Aug12	110505	1488.8	1491.1	1488.8	1491.1	-34.4	0	3,069	+0
Oct12	110505	1492.0	1493.6	1492.0	1493.6	-34.5	0	3,272	+0
Dec12	110505	1530.0	1530.0	1478.9	1496.9	-34.6	142	11,990	-146
Feb13	110505	1500.5	1500.5	1500.5	1500.5	-34.8	0	111	+0
Total Volume and Open Interest							218,289	522,323	-5,561
Silver(CMX)
May11	110505	3921.5	3952.0	3444.0	3623.1	-315.2	1,682	692	-360
Jul11	110505	3920.0	3956.5	3425.0	3624.0	-314.8	162,613	77,868	-549
Sep11	110505	3923.5	3951.0	3427.0	3624.4	-315.2	2,239	10,571	-47
Dec11	110505	3925.0	3945.0	3426.0	3623.0	-316.6	5,685	20,545	+1,993
Mar12	110505	3925.0	3925.0	3547.0	3615.9	-316.7	365	2,446	+130
May12	110505	3898.5	3905.5	3580.0	3610.6	-315.5	65	851	+8
Jul12	110505	3885.0	3900.0	3604.0	3604.0	-316.8	292	1,759	+25
Total Volume and Open Interest							179,916	131,907	+1,340
Platinum(NYMEX)
Jul11	110505	1826.0	1832.8	1756.8	1778.2	-48.1	5,060	38,628	+379
Oct11	110505	1829.0	1829.0	1774.2	1782.0	-47.9	114	1,560	+70
Jan12	110505	1784.3	1784.3	1776.0	1784.0	-47.9	30	52	+23
Apr12	110505	1786.0	1786.0	1786.0	1786.0	-47.9	0	24	+0
Total Volume and Open Interest							5,205	40,279	+472
Palladium(NYMEX)
Jun11	110505	749.00	753.00	697.20	710.80	-35.90	4,304	18,970	-246
Sep11	110505	750.00	753.00	699.35	712.45	-35.85	197	1,809	+119
Dec11	110505	730.00	730.30	705.50	713.45	-35.85	3	351	+2
Total Volume and Open Interest							4,510	21,133	-130
Copper(CMX)
May11	110505	411.55	412.60	396.00	398.55	-13.50	824	3,772	-603
Jul11	110505	412.60	414.20	396.45	399.80	-13.60	36,914	80,721	-3,520
Sep11	110505	414.90	415.70	398.80	401.50	-13.55	1,313	23,843	+242
Dec11	110505	416.35	416.65	400.00	403.25	-13.55	719	8,392	-136
Mar12	110505	402.50	404.55	402.50	404.55	-13.50	276	2,504	-54
Total Volume and Open Interest							40,771	125,898	-4,168
DJIA Index(CBOT)
Jun11	110505	12681	12718	12480	12570	-102	369	21,913	+76
Sep11	110505	12501	12603	12501	12501	-102	1	14	+1
Dec11	110505	12430	12532	12430	12430	-102	1	1	+0
Mar12	110505	12370	12472	12370	12370	-102
Total Volume and Open Interest							371	21,928	+77
S & P 500(CME)
Jun11	110505	1343.10	1348.70	1325.50	1335.00	-8.00	13,190	311,501	+78
Sep11	110505	1330.80	1339.70	1319.70	1329.60	-8.10	10	6,230	+26
Dec11	110505	1324.10	1334.30	1314.30	1324.10	-8.20	0	3,966	+0
Mar12	110505	1319.50	1329.70	1309.70	1319.50	-8.20
Total Volume and Open Interest							13,200	321,702	+104
S & P 500 E-Mini(Globex)
Jun11	110505	1334.25	1334.75	1333.25	1334.50	-9.50
Sep11	110505	1339.00	1343.00	1320.00	1329.50	-8.25	1,867	19,884	+1,616
Total Volume and Open Interest							1,675,972	2,816,881	+53,789
NASDAQ 100(CME)
Jun11	110505	2386.50	2400.00	2363.50	2379.00	-5.00	1,346	24,065	+995
Sep11	110505	2374.80	2393.00	2368.00	2374.80	-5.50	0	53	+0
Dec11	110505	2371.30	2371.80	2371.30	2371.30	-5.50	0	2	+0
Total Volume and Open Interest							1,346	24,120	+995
NASDAQ 100 E-Mini(Globex)
Jun11	110505	2385.00	2399.80	2363.50	2379.00	-5.00	287,245	411,354	+13,955
Sep11	110505	2387.00	2395.50	2361.00	2374.80	-5.50	693	1,205	+6
Total Volume and Open Interest							287,938	412,576	+13,961
S & P Midcap 400(CME)
Jun11	110505	986.00	996.00	985.00	986.80	-0.40	0	1,989	-109
Sep11	110505	984.60	984.60	983.50	984.60	-0.40
Dec11	110505	983.00	983.00	981.90	983.00	-0.40
Total Volume and Open Interest							0	1,989	-109
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11	110505	9800	9800	9770	9770	-85
Sep11	110505	9810	9850	9800	9800	-85	2	16	+0
Total Volume and Open Interest							6,387	55,193	-830
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	110505	4010.0	4015.0	3942.5	3968.0	-26.5	107,851	324,326	+10,951
Jun11	110505	3964.0	3971.0	3901.5	3925.0	-26.5	306	28,107	+43
Jul11	110505	3921.0	3921.0	3921.0	3921.0	-27.5
Total Volume and Open Interest							108,157	352,434	+10,994
Hang Seng Index(HKFE)
May11	110505	23055	23153	22974	23105	+45	80,775	90,908	+2,423
Jun11	110505	22880	23009	22830	22964	+53	1,439	7,550	+332
Total Volume and Open Interest							82,398	99,717	+2,775
DAX(EUREX)
Jun11	110505	7428.5	7443.5	7309.0	7386.5	-7.5	120,267	182,341	+4,490
Sep11	110505	7454.0	7467.0	7339.0	7412.0	-9.0	285	5,761	-11
Dec11	110505	7450.0	7478.0	7380.0	7445.0	-10.5	157	843	+41
Total Volume and Open Interest							120,709	188,945	+4,520
FT-SE 100(EURONEXT)
Jun11	110505	5982.00	5982.00	5885.00	5890.00	-67.00	101,248	683,788	+57,335
Sep11	110505	5915.00	5915.00	5853.50	5853.50	-67.50	62	577	+25
Dec11	110505	5851.00	5851.00	5831.50	5831.50	-68.50	10	175	+10
Total Volume and Open Interest							101,320	684,540	+57,370
SPI 200(SFE)
Jun11	110505	4727.0	4756.0	4681.0	4752.0	+27.0	43,369	195,323	+3,114
Sep11	110505	4706.0	4740.0	4672.0	4740.0	+27.0	11	3,693	-4
Dec11	110505	4763.0	4763.0	4763.0	4763.0	+28.0	21	2,537	-58
Total Volume and Open Interest							43,690	203,220	+3,037
GSCI(CME)
May11	110505	55.64	55.64	26.14	26.14	-49.50	215	11,945	-62
Jun11	110505	55.64	56.64	27.64	27.64	-49.65	29	27	+27
Jul11	110505	54.64	55.64	26.14	26.14	-48.50
Total Volume and Open Interest							244	11,972	-35
Reuters CCI(ICE)
Jun11	110505	341.50	341.50	341.50	341.50	-18.10
Total Volume and Open Interest