MRCI's End of Day Prices

Daily Futures Price Listing Fri May 20, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110520	1377.25	1396.00	1364.00	1380.25	+0.75	118,262	243,089	+136
Aug11	110520	1368.00	1386.75	1357.50	1371.75	unch	12,881	24,053	+199
Sep11	110520	1358.75	1372.25	1349.50	1360.25	unch	4,583	16,860	-62
Nov11	110520	1347.00	1361.00	1337.25	1350.50	+1.00	39,027	197,777	+1,674
Jan12	110520	1359.00	1368.75	1346.25	1358.75	-0.25	4,994	23,048	-978
Mar12	110520	1360.00	1371.75	1353.25	1361.00	unch	4,352	14,273	+510
May12	110520	1354.50	1366.00	1345.00	1355.00	-0.50	2,824	12,185	+688
Total Volume and Open Interest							189,079	547,695	+2,500
Soybean Meal(CBOT)
Jul11	110520	360.60	366.20	357.60	360.60	-0.80	55,361	95,223	+1,883
Aug11	110520	360.40	365.10	356.80	360.00	-0.50	8,648	34,109	-240
Sep11	110520	357.10	361.30	354.20	357.10	-0.50	2,736	18,028	-23
Oct11	110520	350.00	354.00	348.00	350.40	-0.40	2,042	16,261	+515
Dec11	110520	349.60	353.60	347.50	350.30	-0.20	7,461	50,460	-166
Jan12	110520	352.90	354.50	351.10	351.90	-0.20	377	4,009	-8
Mar12	110520	354.80	356.80	354.00	354.00	-0.30	561	3,714	+4
May12	110520	355.80	356.30	351.70	352.00	-0.60	816	3,651	+180
Total Volume and Open Interest							78,339	230,020	+2,108
Soybean Oil(CBOT)
Jul11	110520	57.47	58.06	56.99	57.46	unch	73,625	142,007	-5,605
Aug11	110520	57.70	58.29	57.24	57.69	unch	8,378	33,311	+531
Sep11	110520	57.88	58.53	57.51	57.94	unch	7,443	22,100	-150
Oct11	110520	58.02	58.69	57.76	58.10	-0.01	1,463	14,825	+243
Dec11	110520	58.39	59.05	58.00	58.46	-0.02	15,870	76,965	+579
Jan12	110520	58.55	59.23	58.55	58.64	-0.03	326	6,040	+109
Mar12	110520	58.55	59.20	58.55	58.74	-0.03	111	4,591	-40
May12	110520	58.70	59.18	58.55	58.74	-0.03	491	4,008	+104
Total Volume and Open Interest							107,947	306,525	-4,252
Canola(WCE)
May11	110513	545.8	545.8	545.8	545.8	-5.2
Jul11	110520	575.0	579.9	569.2	577.1	+2.6	9,967	76,104	+38
Nov11	110520	579.5	586.0	574.7	583.3	+2.9	6,755	77,080	+252
Jan12	110520	585.9	593.0	585.2	590.5	+3.1	473	7,601	+137
Mar12	110520	594.3	597.3	589.1	594.9	+4.0	211	1,303	+23
Total Volume and Open Interest							17,873	164,631	+680
Corn(CBOT)
Jul11	110520	748.00	765.00	743.25	759.50	+11.25	164,860	600,039	-5,979
Sep11	110520	711.25	723.00	704.25	717.50	+6.00	43,105	173,713	+3,548
Dec11	110520	660.75	671.50	653.50	666.50	+4.50	75,393	451,122	-334
Mar12	110520	670.50	681.00	663.50	676.75	+4.75	5,182	76,794	+236
May12	110520	677.25	686.50	672.00	683.75	+4.75	1,411	17,085	-200
Jul12	110520	683.25	694.00	678.50	688.50	+4.25	1,668	41,368	+163
Total Volume and Open Interest							294,816	1,419,248	-2,241
Wheat(CBOT)
Jul11	110520	812.50	818.50	790.00	806.50	-5.50	96,596	221,886	+2,876
Sep11	110520	855.25	861.25	833.75	849.25	-6.00	27,926	69,794	-1,923
Dec11	110520	900.50	907.50	882.50	893.00	-8.00	26,424	94,131	-268
Mar12	110520	929.00	936.75	912.50	920.50	-9.25	7,667	21,283	+1,397
May12	110520	932.00	942.50	925.50	927.50	-9.50	996	7,103	+334
Total Volume and Open Interest							166,044	458,257	+3,718
Wheat(KCBT)
Jul11	110520	944.50	950.25	922.25	933.25	-11.50	16,716	82,519	-353
Sep11	110520	960.00	964.50	942.75	949.75	-12.00	5,295	32,651	-552
Dec11	110520	980.50	984.25	960.00	967.75	-13.00	7,468	40,029	-1,017
Mar12	110520	988.50	992.50	974.75	977.25	-13.50	1,323	6,155	-422
May12	110520	978.75	990.00	972.75	973.75	-13.50	27	765	-6
Total Volume and Open Interest							31,412	170,925	-2,054
Wheat(MGE)
May11	110513	911.75	911.75	911.75	911.75	-7.50	8	1,022	-8
Jul11	110520	1006.00	1011.75	978.00	999.75	-6.50	4,821	20,555	+966
Sep11	110520	988.75	996.00	969.00	980.75	-8.75	2,661	15,925	-475
Dec11	110520	992.00	1000.00	974.00	981.25	-11.00	1,811	12,276	-219
Mar12	110520	990.25	1000.00	978.50	983.50	-11.00	256	2,552	-26
Total Volume and Open Interest							9,788	54,644	+374
Oats(CBOT)
Jul11	110520	364.50	367.50	361.00	364.00	unch	1,167	8,342	-5
Sep11	110520	370.25	373.50	369.00	371.50	unch	41	304	-2
Dec11	110520	375.00	378.25	372.50	375.50	+0.50	361	3,472	+115
Mar12	110520	387.00	387.00	387.00	387.00	unch	3	22	+1
Total Volume and Open Interest							1,572	12,141	+109
Rough Rice(CBOT)
May11	110513	13.80	13.80	13.78	13.80	+0.02	1	24	+0
Jul11	110520	14.99	15.11	14.70	15.10	+0.09	1,144	15,271	-47
Sep11	110520	15.81	15.96	15.55	15.95	+0.10	299	5,254	-52
Nov11	110520	16.04	16.26	15.91	16.26	+0.11	137	1,630	+56
Total Volume and Open Interest							1,580	22,710	-45
Live Cattle(CME)
Jun11	110520	104.750	105.450	104.300	104.980	+0.130	28,251	71,489	-6,150
Aug11	110520	107.500	107.800	106.930	107.100	-0.830	25,250	129,253	+5,746
Oct11	110520	113.600	114.050	113.100	113.580	-0.400	7,374	77,131	+680
Dec11	110520	116.500	117.050	116.080	116.830	-0.020	5,715	48,769	+644
Feb12	110520	117.250	118.000	117.050	117.900	+0.200	3,150	13,058	+490
Apr12	110520	118.330	118.930	118.080	118.750	-0.150	988	6,242	+442
Total Volume and Open Interest							70,810	347,271	+1,894
Feeder Cattle(CME)
May11	110520	125.535	125.980	124.900	125.450	-0.050	873	3,163	-140
Aug11	110520	126.550	126.930	125.300	125.750	-0.900	3,765	23,279	+104
Sep11	110520	128.075	128.075	126.535	127.080	-0.720	612	5,245	+117
Oct11	110520	128.985	129.050	127.500	128.130	-0.855	632	4,431	+82
Nov11	110520	128.800	129.435	128.000	128.750	-0.435	177	1,672	+23
Jan12	110520	128.200	128.685	127.400	128.050	-0.750	46	505	+27
Mar12	110520	128.235	128.600	128.235	128.600	-0.900	1	43	+0
Total Volume and Open Interest							6,106	38,341	+213
Lean Hogs(CME)
Jun11	110520	91.250	92.100	91.135	91.980	+0.650	24,291	34,864	-4,829
Jul11	110520	91.550	92.400	91.430	92.330	+0.695	11,808	61,562	+1,963
Aug11	110520	92.885	93.785	92.850	93.500	+0.420	10,665	41,631	+1,837
Oct11	110520	86.350	87.080	86.200	86.500	-0.035	5,075	41,452	+1,014
Dec11	110520	83.800	84.500	83.635	84.100	+0.050	3,173	31,134	+373
Feb12	110520	85.400	85.580	85.000	85.350	+0.250	767	8,163	+152
Apr12	110520	86.200	86.350	85.830	86.300	+0.070	184	4,574	+10
May12	110520	90.000	90.000	90.000	90.000	unch	22	171	+10
Total Volume and Open Interest							56,006	225,870	+543
Class III Milk(CME)
May11	110520	16.45	16.49	16.44	16.48	+0.04	62	5,443	+6
Jun11	110520	17.73	18.06	17.66	18.01	+0.35	247	4,677	-2
Jul11	110520	18.40	19.00	18.36	18.96	+0.60	376	3,911	+119
Aug11	110520	18.24	18.74	18.21	18.71	+0.50	211	3,642	+72
Sep11	110520	18.22	18.59	18.20	18.57	+0.37	127	3,638	+44
Total Volume and Open Interest							1,154	33,063	+305
Cocoa(ICE)
Jul11	110520	2981	2993	2898	2902	-77	6,746	62,960	-1,182
Sep11	110520	3001	3005	2918	2920	-74	2,469	28,520	+316
Dec11	110520	3035	3038	2945	2951	-71	1,310	26,569	+74
Mar12	110520	3078	3078	3001	3005	-74	267	23,597	+63
May12	110520	3075	3075	3000	3002	-73	120	6,180	+1
Jul12	110520	3000	3000	2993	2995	-75	1	2,047	+0
Sep12	110520	3008	3008	2996	2996	-75	0	2,162	+0
Total Volume and Open Interest							10,917	154,826	-724
Coffee "C"(ICE)
May11	110518	268.00	268.45	268.00	268.45	+3.35	31	147	-51
Jul11	110520	265.00	267.95	258.60	259.15	-4.55	10,591	56,957	-292
Sep11	110520	268.00	270.65	261.50	262.10	-4.55	3,277	24,512	+637
Dec11	110520	272.10	272.75	265.00	265.50	-4.60	641	20,125	+392
Mar12	110520	271.50	273.05	267.30	267.35	-4.35	199	4,924	+108
May12	110520	272.20	273.75	267.50	268.15	-4.25	69	2,922	+59
Total Volume and Open Interest							15,012	111,769	+1,044
Orange Juice(ICE)
Jul11	110520	183.70	183.70	179.00	181.75	-3.20	704	25,905	+204
Sep11	110520	177.75	177.75	172.60	175.40	-2.35	189	4,610	+98
Nov11	110520	173.00	173.00	168.30	171.10	-1.75	85	1,794	+39
Jan12	110520	166.50	168.00	165.50	167.95	-1.40	7	237	+5
Mar12	110520	166.00	166.00	166.00	166.00	-1.20	6	117	+0
May12	110520	164.00	164.00	164.00	164.00	-1.00	0	40	+0
Total Volume and Open Interest							991	32,767	+346
Sugar #11(ICE)
Jul11	110520	21.85	22.54	21.65	22.41	+0.59	51,361	261,950	-153
Oct11	110520	21.82	22.14	21.49	22.07	+0.46	28,154	142,373	-3,077
Mar12	110520	21.90	22.36	21.78	22.34	+0.42	15,644	88,593	+793
May12	110520	21.80	22.20	21.71	22.20	+0.40	2,769	24,935	+146
Jul12	110520	21.71	22.07	21.64	22.07	+0.36	1,363	20,766	+95
Total Volume and Open Interest							101,257	582,750	-1,862
London Cocoa(LCE)
Jul11	110520	1859	1861	1814	1816	-49	5,673	74,010	-526
Sep11	110520	1845	1887	1844	1845	-45	2,067	32,354	-201
Dec11	110520	1907	1915	1873	1874	-45	2,107	30,483	-3
Mar12	110520	1932	1935	1897	1897	-45	316	31,254	-114
May12	110520	1950	1950	1911	1911	-45	12	9,936	+3
Jul12	110520	1935	1935	1917	1917	-48	0	4,257	+0
Sep12	110520	1962	1962	1927	1927	-48	0	3,033	+0
Total Volume and Open Interest							10,175	192,764	-841
London Sugar(LCE)
Aug11	110520	618.50	626.30	613.00	625.30	+6.80	3,976	24,195	-292
Oct11	110520	579.00	588.70	577.20	586.50	+5.00	1,068	8,221	+215
Dec11	110520	579.20	588.30	578.40	586.30	+4.10	147	4,000	+46
Mar12	110520	575.00	581.20	574.50	579.40	+5.20	63	2,448	-5
May12	110520	570.10	575.00	570.10	574.80	+6.30	18	1,424	+4
Total Volume and Open Interest							5,297	41,997	-33
Cotton(ICE)
Jul11	110520	155.00	157.02	150.06	155.61	-0.04	8,593	70,012	+59
Oct11	110520	130.54	134.11	130.54	134.11	+1.92	9	418	-5
Dec11	110520	119.10	120.24	117.11	119.76	+0.57	3,713	62,274	-296
Mar12	110520	112.00	112.05	110.12	111.77	+0.56	1,179	9,906	+769
May12	110520	108.00	108.43	106.30	108.38	+0.67	173	2,461	+28
Jul12	110520	105.23	106.62	105.00	106.56	+0.62	122	3,155	+49
Total Volume and Open Interest							13,795	150,620	+1,003
Lumber(CME)
Jul11	110520	231.2	233.5	227.0	227.2	-4.7	627	7,279	-11
Sep11	110520	250.6	252.8	247.7	250.8	-0.6	266	2,130	+33
Nov11	110520	253.0	253.0	249.8	250.0	-1.0	26	529	+12
Jan12	110520	267.0	267.0	267.0	267.0	unch	7	29	-1
Total Volume and Open Interest							927	9,970	+33
Crude Oil(NYM)
Jun11	110520	98.60	99.90	95.99	99.49	+1.05	285,299	60,674	-42,057
Jul11	110520	99.06	100.42	96.35	100.10	+1.17	286,251	403,840	+17,242
Aug11	110520	99.46	100.78	96.75	100.48	+1.16	54,187	88,984	-2,270
Sep11	110520	99.85	101.10	97.13	100.82	+1.15	38,765	89,781	+704
Oct11	110520	100.44	101.18	97.60	101.05	+1.12	12,532	47,378	+516
Nov11	110520	100.48	101.38	97.69	101.22	+1.10	10,612	37,431	+470
Dec11	110520	100.67	101.69	97.79	101.36	+1.08	54,981	192,481	+1,402
Jan12	110520	100.78	101.71	98.39	101.42	+1.08	5,627	38,564	-46
Feb12	110520	101.17	101.44	98.42	101.41	+1.08	2,761	22,785	+14
Mar12	110520	101.19	101.37	98.33	101.37	+1.09	5,858	29,420	-544
Apr12	110520	101.32	101.32	101.31	101.31	+1.09	1,704	16,160	+418
May12	110520	101.61	101.61	101.24	101.24	+1.08	1,647	16,892	+238
Jun12	110520	100.09	101.36	98.30	101.18	+1.09	7,737	75,285	+746
Jul12	110520	101.04	101.04	101.04	101.04	+1.12	1,303	21,288	+28
Aug12	110520	100.86	100.86	100.86	100.86	+1.16	1,874	14,604	+640
Sep12	110520	100.71	100.71	100.71	100.71	+1.20	193	14,179	+113
Total Volume and Open Interest							803,153	1,560,617	-22,251
e-miNY Crude Oil(NYM)
May11	110418	109.350	109.350	106.525	107.125	-2.525	7,448	2,501	-386
Jun11	110429	112.775	114.175	112.275	113.925	+1.075	11,912	3,616	+446
Jul11	110519	100.075	101.250	98.625	98.925	-1.625	2,805	1,468	+175
Aug11	110520	99.775	100.700	96.750	100.475	+1.150	96	345	+3
Sep11	110520	100.050	100.975	97.500	100.825	+1.150	19	184	+5
Oct11	110520	99.100	101.050	99.100	101.050	+1.125	4	41	-1
Nov11	110520	101.225	101.225	101.225	101.225	+1.100	0	18	+0
Dec11	110520	99.900	101.350	98.675	101.350	+1.075	20	332	+17
Jan12	110520	101.425	101.425	101.425	101.425	+1.075	0	6	+0
Feb12	110520	101.400	101.400	101.400	101.400	+1.075	0	7	+0
Total Volume and Open Interest							10,802	4,928	-112
Heating Oil(NYM)
Jun11	110520	289.67	294.04	282.61	291.83	+2.36	45,391	57,189	-4,162
Jul11	110520	291.17	295.32	283.96	293.20	+2.35	30,270	81,137	+4,753
Aug11	110520	292.38	296.68	285.45	294.61	+2.35	12,000	32,828	+54
Sep11	110520	293.75	297.80	287.65	296.37	+2.43	9,012	26,481	+1,558
Oct11	110520	296.29	299.00	289.73	298.02	+2.49	3,808	12,162	+419
Nov11	110520	297.58	299.79	290.28	299.63	+2.49	2,511	14,118	+226
Dec11	110520	298.94	303.06	291.89	301.19	+2.50	9,281	35,375	-77
Jan12	110520	300.50	302.97	296.16	302.73	+2.47	2,196	14,709	+305
Feb12	110520	299.00	303.43	299.00	303.11	+2.43	965	6,443	+61
Mar12	110520	294.60	302.73	294.60	302.29	+2.41	254	3,155	-90
Apr12	110520	293.98	300.25	293.98	300.25	+2.37	91	1,700	-39
May12	110520	298.53	298.53	298.53	298.53	+2.33	229	1,800	+92
Total Volume and Open Interest							117,067	313,789	+3,018
Gasoline(NYMEX)
Jun11	110520	290.75	295.87	285.79	293.58	+0.98	48,886	48,998	-2,165
Jul11	110520	289.05	294.35	284.35	292.03	+1.63	49,655	76,730	+638
Aug11	110520	286.80	291.94	282.83	290.14	+1.70	25,517	27,450	-578
Sep11	110520	285.00	288.80	280.79	288.06	+1.83	13,121	29,319	+826
Oct11	110520	272.38	275.63	267.79	275.33	+1.92	5,913	22,215	-101
Nov11	110520	270.27	273.34	265.19	272.90	+2.04	2,943	11,308	-305
Dec11	110520	269.02	272.78	264.02	271.86	+2.17	4,687	26,110	-216
Jan12	110520	268.01	272.32	268.01	272.32	+2.22	447	6,836	+211
Feb12	110520	273.85	273.85	273.85	273.85	+2.25	37	3,683	-5
Mar12	110520	275.45	275.45	275.45	275.45	+2.32	27	4,890	-11
Total Volume and Open Interest							151,617	276,238	-1,379
e-miNY RBOB Gasoline(NYM)
Jun11	110520	293.60	293.60	293.58	293.60	+1.00	1	2	+1
Jul11	110520	292.00	292.03	292.00	292.00	+1.60	1	3	+0
Aug11	110520	290.10	290.14	290.10	290.10	+1.70	0	1	+0
Sep11	110520	288.10	288.10	288.06	288.10	+1.90
Total Volume and Open Interest							2	9	+1
Natural Gas(NYM)
Jun11	110520	4.088	4.266	4.077	4.230	+0.136	75,968	75,603	-11,018
Jul11	110520	4.160	4.320	4.140	4.290	+0.129	44,499	213,820	+378
Aug11	110520	4.229	4.366	4.192	4.340	+0.126	23,943	73,150	-587
Sep11	110520	4.246	4.403	4.219	4.367	+0.123	9,238	103,149	+1,597
Oct11	110520	4.305	4.444	4.270	4.414	+0.120	11,663	92,693	+695
Nov11	110520	4.465	4.606	4.443	4.576	+0.109	3,799	52,890	-243
Dec11	110520	4.705	4.829	4.670	4.794	+0.101	3,291	39,218	+638
Jan12	110520	4.800	4.950	4.786	4.911	+0.097	5,008	85,275	-464
Feb12	110520	4.788	4.938	4.780	4.902	+0.096	1,088	19,409	+60
Mar12	110520	4.730	4.857	4.730	4.843	+0.092	1,763	38,118	+197
Apr12	110520	4.615	4.750	4.608	4.709	+0.079	1,650	37,664	+194
May12	110520	4.630	4.770	4.630	4.731	+0.076	258	9,484	-91
Jun12	110520	4.674	4.803	4.670	4.771	+0.077	250	8,053	+122
Jul12	110520	4.720	4.818	4.720	4.818	+0.075	37	6,020	-17
Aug12	110520	4.815	4.859	4.815	4.846	+0.074	56	5,996	+29
Sep12	110520	4.810	4.856	4.810	4.856	+0.074	95	5,483	-28
Total Volume and Open Interest							183,408	947,767	-8,307
Brent Crude Oil(ICE)
Jul11	110520	111.66	112.88	108.60	112.39	+0.97	182,842	231,787	-2,633
Aug11	110520	111.28	112.50	108.25	112.02	+1.01	61,752	154,014	+7,590
Sep11	110520	110.81	112.00	107.91	111.59	+1.03	31,185	74,181	+3,297
Oct11	110520	110.59	111.57	107.47	111.20	+1.05	12,396	45,247	-1,847
Nov11	110520	110.26	111.30	107.50	110.87	+1.06	9,572	24,970	-1,033
Dec11	110520	109.78	111.05	106.91	110.57	+1.07	42,154	88,066	-6,115
Jan12	110520	109.78	110.62	107.77	110.35	+1.09	5,277	21,301	-506
Feb12	110520	109.35	110.39	107.56	110.12	+1.10	2,699	19,198	+217
Mar12	110520	108.84	110.15	106.46	109.87	+1.11	2,504	30,993	-170
Apr12	110520	109.65	109.65	109.59	109.59	+1.13	1,650	8,089	+316
May12	110520	109.30	109.30	109.30	109.30	+1.15	2,150	5,637	-158
Jun12	110520	107.93	109.29	105.61	109.00	+1.16	5,159	34,744	+323
Jul12	110520	108.66	108.66	108.66	108.66	+1.16	379	3,376	-119
Aug12	110520	108.31	108.31	108.31	108.31	+1.17	299	2,268	+158
Total Volume and Open Interest							381,455	867,209	-1,461
Gas Oil(ICE)
Jun11	110520	917.25	928.75	895.25	909.25	-8.50	80,518	121,738	-10,136
Jul11	110520	921.00	932.25	898.50	912.50	-8.75	90,787	89,119	-796
Aug11	110520	924.75	935.50	902.00	915.75	-9.00	28,217	47,347	-1,019
Sep11	110520	926.50	938.25	906.00	919.00	-9.00	10,834	49,119	+497
Oct11	110520	930.75	940.75	908.00	921.50	-9.25	5,178	32,417	+1,341
Nov11	110520	934.25	938.50	909.25	922.50	-9.50	1,544	22,443	+23
Dec11	110520	933.25	943.25	910.75	924.00	-9.25	20,395	56,952	+878
Jan12	110520	934.75	945.75	926.25	926.75	-9.25	2,966	24,362	-99
Feb12	110520	935.25	946.25	919.25	927.50	-9.25	1,143	7,168	+416
Mar12	110520	934.75	945.75	915.50	927.00	-9.50	1,029	6,755	+441
Total Volume and Open Interest							246,586	547,239	-6,946
Ethanol(CBOT)
May11	110504	2.620	2.628	2.595	2.621	+0.001	47	147	-144
Jun11	110520	2.648	2.688	2.648	2.669	+0.019	132	1,003	-15
Jul11	110520	2.645	2.675	2.645	2.666	+0.019	235	1,310	+19
Aug11	110520	2.616	2.657	2.616	2.649	+0.014	218	1,089	+19
Sep11	110520	2.568	2.605	2.568	2.598	+0.009	110	1,022	+5
Oct11	110520	2.490	2.500	2.481	2.490	+0.005	93	1,061	-40
Nov11	110520	2.420	2.425	2.415	2.419	+0.001	39	664	-4
Dec11	110520	2.410	2.410	2.395	2.400	-0.003	39	950	+7
Total Volume and Open Interest							974	8,194	+67
WTI Crude Oil(ICE
Jul11	110520	99.32	100.42	96.36	100.10	+1.17	88,511	97,998	+6,756
Aug11	110520	99.79	100.73	96.76	100.48	+1.16	21,605	40,722	+306
Sep11	110520	100.08	101.10	97.12	100.82	+1.15	14,262	40,150	-225
Oct11	110520	100.79	101.29	97.84	101.05	+1.12	5,025	18,310	+243
Nov11	110520	100.95	101.41	98.06	101.22	+1.10	3,962	15,454	-56
Dec11	110520	100.66	101.59	97.77	101.36	+1.08	23,339	82,471	+335
Jan12	110520	101.18	101.63	99.59	101.42	+1.08	2,741	11,811	+413
Feb12	110520	100.61	101.46	98.66	101.41	+1.08	954	3,541	-6
Mar12	110520	100.95	101.37	99.86	101.37	+1.09	834	12,006	+159
Apr12	110520	101.31	101.31	101.31	101.31	+1.09	324	4,341	-49
May12	110520	101.24	101.24	101.24	101.24	+1.08	276	2,292	-24
Jun12	110520	100.26	101.18	98.30	101.18	+1.09	1,143	26,170	+82
Jul12	110520	101.04	101.04	101.04	101.04	+1.12	47	1,822	-22
Aug12	110520	100.86	100.86	100.86	100.86	+1.16	21	891	+5
Sep12	110520	100.71	100.71	100.71	100.71	+1.20	64	4,296	+0
Oct12	110520	100.58	100.58	100.58	100.58	+1.23	14	506	+0
Total Volume and Open Interest							223,773	496,687	+935
US Dollar Index(ICE)
Jun11	110520	75.195	75.920	75.085	75.580	+0.303	31,703	55,506	+839
Sep11	110520	75.755	76.395	75.620	76.070	+0.287	106	1,099	-22
Dec11	110520	76.600	76.600	76.600	76.600	+0.307	0	2	+0
Total Volume and Open Interest							31,809	56,608	+817
Australian Dollar(CME)
Jun11	110520	106.34	106.82	105.81	106.67	+0.37	103,063	112,359	-1,547
Sep11	110520	105.10	105.39	104.56	105.32	+0.37	313	1,267	+163
Dec11	110520	104.08	104.08	103.72	104.08	+0.36	0	78	+0
Total Volume and Open Interest							103,376	113,706	-1,384
British Pound(CME)
Jun11	110520	162.20	163.01	161.62	162.73	+0.64	161,431	107,340	+4,251
Sep11	110520	162.01	162.71	161.47	162.52	+0.65	213	741	+130
Dec11	110520	162.28	162.28	161.62	162.28	+0.66	0	48	+0
Total Volume and Open Interest							161,644	108,134	+4,381
Canadian Dollar(CME)
Jun11	110520	103.25	103.66	102.28	102.82	-0.30	70,242	113,012	-2,493
Sep11	110520	103.05	103.35	102.05	102.58	-0.29	428	4,756	+259
Dec11	110520	102.79	102.79	101.94	102.33	-0.27	95	2,928	+55
Mar12	110520	101.90	102.30	101.90	102.03	-0.27	7	321	+4
Total Volume and Open Interest							70,773	121,211	-2,175
Japanese Yen(CME)
Jun11	110520	122.44	122.73	122.15	122.57	unch	111,753	99,491	-828
Sep11	110520	122.49	122.70	122.25	122.63	unch	555	3,059	+157
Dec11	110520	122.72	122.73	122.72	122.72	-0.01	1	223	+0
Total Volume and Open Interest							112,309	102,782	-671
Swiss Franc(CME)
Jun11	110520	113.48	114.34	112.92	114.05	+0.60	40,704	69,285	+1,307
Sep11	110520	113.49	114.11	113.29	114.10	+0.60	168	377	+76
Dec11	110520	114.16	114.16	113.55	114.16	+0.61	0	23	+0
Total Volume and Open Interest							40,872	69,687	+1,383
EuroFX(CME)
Jun11	110520	143.03	143.39	141.26	141.98	-1.05	288,025	251,848	+5,558
Sep11	110520	142.71	142.95	140.88	141.57	-1.04	1,265	4,023	+283
Dec11	110520	140.65	142.14	140.50	141.12	-1.02	18	142	+18
Total Volume and Open Interest							289,308	256,392	+5,859
Mexican Peso(CME)
Jun11	110520	858.0	860.8	853.0	858.2	+0.5	22,104	146,769	-584
Jul11	110520	856.5	856.5	856.0	856.5	+0.5
Total Volume and Open Interest							22,115	146,989	-593
30-Year T-Bonds(CBOT)
Jun11	110520	124~280	124~280	124~160	124~270	+0~070
Sep11	110520	123~120	123~230	123~040	123~180	+0~070	11,486	25,397	+2,596
Dec11	110520	122~030	122~030	121~280	122~030	+0~070	0	3	+0
Total Volume and Open Interest							386,351	723,893	+2,840
10-Year T-Notes(CBOT)
Jun11	110520	122~185	122~285	122~165	122~260	+0~065	1,333,625	1,822,063	-8,358
Sep11	110520	121~065	121~155	121~040	121~135	+0~075	42,610	70,137	+6,551
Dec11	110520	120~135	120~135	120~060	120~135	+0~075	0	6	+0
Total Volume and Open Interest							1,376,235	1,892,206	-1,807
5-Year T-Notes(CBOT)
Jun11	110520	119~063	119~063	119~062	119~062	+0~015
Sep11	110520	118~017	118~048	118~017	118~041	+0~019	51,458	95,124	+22,403
Dec11	110520	117~065	117~065	117~046	117~065	+0~019
Total Volume and Open Interest							736,967	1,587,563	+26,869
2 Year T-Notes(CBOT)
Jun11	110520	109~098	109~104	109~097	109~104	+0~005	228,023	1,025,131	+8,795
Sep11	110520	109~045	109~053	109~044	109~053	+0~008	20,292	52,951	+9,240
Dec11	110520	108~119	108~119	108~111	108~119	+0~008	0	20	+0
Total Volume and Open Interest							248,315	1,078,102	+18,035
Eurodollars(CME)
Jun11	110520	99.732	99.735	99.725	99.728	-0.003	220,622	917,253	-12,447
Sep11	110520	99.680	99.680	99.665	99.675	-0.005	383,231	1,369,945	-28,214
Dec11	110520	99.605	99.605	99.590	99.600	unch	302,141	1,616,923	-25,859
Mar12	110520	99.480	99.485	99.465	99.480	+0.005	355,027	1,637,439	+16,557
Jun12	110520	99.265	99.285	99.250	99.275	+0.010	376,034	1,401,112	+39,489
Sep12	110520	98.990	99.015	98.975	99.010	+0.020	228,453	757,286	+1,468
Dec12	110520	98.685	98.730	98.680	98.720	+0.025	204,640	542,143	+4,652
Mar13	110520	98.425	98.470	98.415	98.460	+0.035	173,283	373,785	-1,842
Jun13	110520	98.160	98.205	98.150	98.200	+0.045	126,815	253,464	-5,611
Sep13	110520	97.900	97.950	97.890	97.940	+0.045	88,338	240,653	-3,627
Dec13	110520	97.635	97.685	97.625	97.675	+0.045	62,432	187,232	-2,521
Mar14	110520	97.400	97.450	97.390	97.440	+0.045	42,724	171,617	-2,240
Jun14	110520	97.165	97.215	97.165	97.205	+0.040	16,208	99,378	-491
Sep14	110520	96.945	96.990	96.940	96.980	+0.035	11,745	59,206	+421
Dec14	110520	96.720	96.765	96.715	96.755	+0.035	11,005	68,274	-1,059
Mar15	110520	96.525	96.570	96.520	96.560	+0.035	8,550	49,696	+83
Jun15	110520	4.590	4.625	4.580	4.615	+0.030	5,454	44,218	+728
Sep15	110520	4.405	4.450	4.395	4.435	+0.025	5,077	39,350	+551
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
May11	110520	99.905	99.910	99.905	99.908	unch	7,375	76,245	-1,075
Jun11	110520	99.905	99.905	99.900	99.900	unch	1,826	62,962	-728
Jul11	110520	99.900	99.900	99.895	99.895	unch	1,934	51,123	-401
Aug11	110520	99.885	99.890	99.880	99.885	unch	3,129	52,706	-468
Sep11	110520	99.870	99.875	99.865	99.870	unch	3,026	42,246	-1,061
Oct11	110520	99.860	99.865	99.860	99.860	unch	4,113	53,041	+374
Total Volume and Open Interest							58,248	702,467	+3,090
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110520	99.673	99.673	99.673	99.673	unch	0	750	+0
Sep11	110520	99.680	99.680	99.680	99.680	unch
Dec11	110520	99.683	99.683	99.683	99.683	unch	0	75	+0
Mar12	110520	99.670	99.670	99.670	99.670	unch
Jun12	110520	99.680	99.680	99.680	99.680	unch
Sep12	110520	99.610	99.610	99.610	99.610	unch
Dec12	110520	99.570	99.570	99.570	99.570	unch
Mar13	110520	99.570	99.570	99.570	99.570	unch
Jun13	110520	99.525	99.525	99.525	99.525	unch
Sep13	110520	99.385	99.385	99.385	99.385	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Jun11	110520	99.67	99.67	99.67	99.67	unch	0	6,003	+0
Sep11	110520	99.68	99.68	99.68	99.68	unch	0	1,466	+0
Dec11	110520	99.68	99.68	99.68	99.68	unch	0	1,957	+0
Mar12	110520	99.67	99.67	99.67	99.67	unch	0	3,877	+0
Jun12	110520	99.68	99.68	99.68	99.68	unch	0	1,254	+0
Sep12	110520	99.61	99.61	99.61	99.61	unch	0	411	+0
Dec12	110520	99.57	99.57	99.57	99.57	unch	0	24	+0
Mar13	110520	99.57	99.57	99.57	99.57	unch	0	1	+0
Total Volume and Open Interest							0	14,993	+0
Japanese Gov't Bonds(SGX)
Jun11	110520	140.52	140.90	140.45	140.85	+0.25	1,541	20,876	+512
Sep11	110520	140.55	140.64	140.55	140.64	+0.25	3	41	+2
Dec11	110520	138.55	138.55	138.55	138.55	+0.25
Total Volume and Open Interest							1,544	20,917	+514
Euro-Bund(EUREX)
Jun11	110520	124.21	124.83	124.12	124.76	+0.63	865,098	994,549	-25,460
Sep11	110520	123.88	124.56	123.85	124.51	+0.67	4,084	28,444	+2,077
Dec11	110520	123.56	123.56	123.56	123.56	+0.63
Total Volume and Open Interest							869,182	1,022,993	-23,383
Euro-Bobl(EUREX)
Jun11	110517	116.01	116.09	115.77	115.98	+0.27	814,418	795,459	-15,722
Sep11	110520	115.42	115.69	115.42	115.69	+0.41	6,105	49,670	+1,921
Dec11	110520	115.81	115.81	115.81	115.81	+0.38
Total Volume and Open Interest							699,424	853,395	+481
3-Mth Euribor(EUREX)
Jun11	110520	98.465	98.470	98.465	98.465	+0.005	319	5,011	-81
Sep11	110520	98.175	98.195	98.175	98.195	+0.035	36	2,017	+1
Dec11	110520	97.965	98.005	97.965	98.005	+0.050	20	1,078	+0
Total Volume and Open Interest							426	10,781	-79
Long Gilt(LIFFE)
Jun11	110428	118~22	119~08	118~20	119~05	+0~25	128,847	372,773	+43,077
Sep11	110520	119~08	119~20	119~06	119~19	+0~12	6,606	4,038	+2,465
Total Volume and Open Interest							117,516	292,156	-57,525
3-Mth Short Sterling(LIFFE)
Jun11	110520	99.17	99.17	99.16	99.17	+0.01	48,572	481,976	+45,639
Sep11	110520	99.09	99.11	99.08	99.10	+0.02	65,507	489,115	+46,589
Dec11	110520	98.94	98.97	98.93	98.96	+0.03	67,782	490,556	+42,596
Mar12	110520	98.77	98.80	98.76	98.80	+0.04	63,993	437,178	+41,960
Jun12	110520	98.56	98.60	98.54	98.59	+0.05	73,774	389,087	+52,516
Sep12	110520	98.33	98.37	98.32	98.36	+0.06	43,079	243,174	+25,332
Total Volume and Open Interest							456,195	3,117,050	+318,154
3-Mth Euribor(LIFFE)
Jun11	110520	98.465	98.480	98.460	98.465	+0.005	109,197	770,288	+74,318
Sep11	110520	98.165	98.205	98.155	98.195	+0.035	136,678	711,193	+90,451
Dec11	110520	97.960	98.015	97.950	98.005	+0.050	130,572	683,761	+79,842
Total Volume and Open Interest							828,375	4,096,959	+482,062
3-Mth Aus T-Bills(SFE)
Jun11	110520	94.96	94.97	94.95	94.97	unch	12,820	158,351	-9,649
Sep11	110520	94.89	94.90	94.87	94.89	unch	14,652	216,955	-8,466
Dec11	110520	94.81	94.84	94.79	94.82	unch	7,798	139,923	+1,163
Mar12	110520	94.75	94.76	94.72	94.75	unch	7,284	84,008	+2,762
Jun12	110520	94.69	94.70	94.68	94.68	-0.01	1,283	54,642	-816
Sep12	110520	94.64	94.65	94.62	94.64	-0.01	974	52,733	+300
Dec12	110520	94.60	94.61	94.58	94.59	-0.01	555	27,993	+344
Mar13	110520	94.57	94.59	94.55	94.57	unch	682	19,237	+553
Jun13	110520	94.52	94.54	94.51	94.52	-0.02	25	1,944	+10
Sep13	110520	94.50	94.50	94.47	94.48	-0.02	2	1,138	+0
Total Volume and Open Interest							46,075	757,778	-13,799
10-Year Aus T-Bonds(SFE)
Jun11	110520	94.65	94.70	94.63	94.69	+0.03	43,328	413,701	+7,300
Sep11	110520	94.69	94.69	94.69	94.69	+0.03
Total Volume and Open Interest							43,328	413,701	+7,300
3-Year Aus T-Bonds(SFE)
Jun11	110520	94.96	94.99	94.94	94.98	+0.01	99,317	659,071	-151
Sep11	110520	94.98	94.98	94.98	94.98	+0.01
Total Volume and Open Interest							99,317	659,071	-151
Gold(CMX)
Jun11	110520	1493.5	1515.8	1486.4	1508.9	+16.5	145,016	247,929	-4,751
Aug11	110520	1495.9	1517.0	1487.8	1510.0	+16.4	16,160	119,614	+5,706
Oct11	110520	1497.8	1516.9	1490.1	1511.2	+16.4	324	6,406	-42
Dec11	110520	1498.0	1519.3	1492.0	1512.5	+16.5	3,522	60,275	+1,324
Feb12	110520	1499.5	1518.9	1495.0	1513.6	+16.4	307	7,303	+81
Apr12	110520	1501.5	1519.3	1493.0	1514.9	+16.4	183	5,071	+114
Jun12	110520	1506.8	1516.4	1506.5	1516.4	+16.4	389	11,404	+116
Aug12	110520	1518.4	1518.4	1518.4	1518.4	+16.4	125	4,070	+25
Oct12	110520	1520.9	1520.9	1520.9	1520.9	+16.3	11	3,436	+0
Dec12	110520	1527.6	1530.0	1524.0	1524.0	+16.3	169	12,296	-5
Feb13	110520	1527.2	1527.2	1527.2	1527.2	+16.0	15	205	+0
Total Volume and Open Interest							166,911	512,008	+2,844
Silver(CMX)
May11	110520	3465.5	3522.0	3426.0	3508.2	+15.5	34	303	-12
Jul11	110520	3496.0	3557.0	3419.0	3508.7	+15.5	73,993	64,150	+502
Sep11	110520	3510.5	3552.5	3425.0	3510.5	+15.5	1,783	8,994	+438
Dec11	110520	3518.5	3551.0	3426.0	3511.9	+15.9	4,725	23,413	+861
Mar12	110520	3494.5	3507.9	3494.5	3507.9	+15.7	34	3,553	+2
May12	110520	3504.3	3504.3	3504.3	3504.3	+15.9	9	1,023	-2
Jul12	110520	3499.5	3500.8	3499.5	3500.8	+15.9	27	1,707	+5
Total Volume and Open Interest							81,976	121,972	+1,745
Platinum(NYMEX)
Jul11	110520	1767.0	1779.4	1757.5	1769.4	+0.4	6,732	32,672	-291
Oct11	110520	1776.5	1780.7	1760.2	1772.5	+0.6	60	2,153	+10
Jan12	110520	1775.0	1775.0	1775.0	1775.0	+0.6	0	80	+0
Apr12	110520	1777.0	1777.0	1777.0	1777.0	+0.6	0	24	+0
Total Volume and Open Interest							6,792	34,934	-281
Palladium(NYMEX)
Jun11	110520	726.85	738.40	723.60	735.50	+7.35	5,026	13,085	-1,437
Sep11	110520	728.90	740.00	728.00	737.20	+7.30	1,992	6,450	+1,591
Dec11	110520	730.00	738.45	730.00	738.45	+7.30	0	471	+0
Total Volume and Open Interest							7,020	20,013	+156
Copper(CMX)
May11	110520	403.25	412.05	403.25	411.90	+7.20	450	1,077	-69
Jul11	110520	404.90	414.85	403.80	412.15	+6.90	38,343	67,651	-190
Sep11	110520	406.05	416.55	406.05	413.95	+6.90	2,600	25,463	+249
Dec11	110520	409.50	417.50	409.50	415.80	+6.80	665	13,957	-106
Mar12	110520	415.40	416.70	415.35	416.70	+6.70	202	4,271	+22
Total Volume and Open Interest							43,242	119,742	-7
DJIA Index(CBOT)
Jun11	110520	12587	12600	12466	12466	-125	237	24,225	-106
Sep11	110520	12397	12521	12397	12397	-124	0	19	+0
Dec11	110520	12326	12450	12326	12326	-124	0	7	+0
Mar12	110520	12266	12390	12266	12266	-124
Total Volume and Open Interest							237	24,251	-106
S & P 500(CME)
Jun11	110520	1341.70	1344.00	1327.00	1327.80	-13.90	12,651	313,042	+285
Sep11	110520	1325.00	1325.00	1322.40	1322.40	-13.90	356	7,422	+242
Dec11	110520	1316.80	1317.70	1316.80	1316.80	-13.90	102	5,501	+83
Mar12	110520	1311.80	1312.70	1311.80	1311.80	-13.90
Total Volume and Open Interest							13,109	325,970	+610
S & P 500 E-Mini(Globex)
Jun11	110520	1341.50	1344.00	1327.00	1327.75	-13.75
Sep11	110520	1336.25	1338.50	1321.25	1322.50	-13.75	4,397	35,996	+3,147
Total Volume and Open Interest							1,616,646	2,735,782	+10,238
NASDAQ 100(CME)
Jun11	110520	2366.50	2372.50	2342.00	2343.50	-25.50	2,765	18,514	-1,946
Sep11	110520	2361.00	2361.00	2339.80	2339.80	-25.50	80	111	+59
Dec11	110520	2336.30	2337.80	2336.30	2336.30	-25.50	0	1	+0
Total Volume and Open Interest							2,845	18,626	-1,887
NASDAQ 100 E-Mini(Globex)
Jun11	110520	2368.50	2372.80	2342.30	2343.50	-25.50	232,300	341,719	-19,774
Sep11	110520	2364.00	2364.50	2339.30	2339.80	-25.50	152	1,529	+214
Total Volume and Open Interest							232,453	343,262	-19,561
S & P Midcap 400(CME)
Jun11	110520	983.60	987.00	975.00	983.60	-10.30	0	1,598	+0
Sep11	110520	981.10	982.30	981.10	981.10	-10.20
Dec11	110520	979.50	980.70	979.50	979.50	-10.20
Total Volume and Open Interest							0	1,598	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11	110520	9535	9535	9535	9535	-90
Sep11	110520	9630	9660	9570	9570	-90	0	68	+0
Total Volume and Open Interest							5,258	48,151	-60
Nikkei 225(SGX)
Jun11	110520	9655	9685	9600	9615	-20	96,647	239,212	+7,198
Sep11	110520	9600	9650	9600	9610	-20	20	1,460	-1
Dec11	110520	9555	9555	9555	9555	-20	0	6,259	+0
Total Volume and Open Interest							96,735	250,801	+7,246
CAC 40(EURONEXT)
May11	110520	4030.0	4050.5	4010.0	4020.5	+9.5	245,575	287,554	-33,131
Jun11	110520	3987.5	4009.0	3939.5	3949.5	-19.0	141,607	280,179	+81,143
Jul11	110520	3984.0	3984.0	3946.5	3948.0	-19.0
Total Volume and Open Interest							387,182	567,734	+48,012
Hang Seng Index(HKFE)
May11	110520	23197	23239	23113	23145	-5	61,177	83,214	-3,449
Jun11	110520	23050	23088	22965	22997	+2	1,753	10,753	+97
Total Volume and Open Interest							63,189	95,765	-3,367
DAX(EUREX)
Jun11	110520	7384.0	7417.5	7232.5	7271.5	-82.0	128,740	182,828	-661
Sep11	110520	7408.0	7440.0	7267.5	7296.0	-82.5	690	7,066	+336
Dec11	110520	7443.0	7443.5	7300.0	7328.0	-83.0	143	1,380	+5
Total Volume and Open Interest							129,573	191,274	-320
FT-SE 100(EURONEXT)
Jun11	110520	5964.50	6006.00	5912.00	5929.50	-19.50	91,802	663,965	+41,354
Sep11	110520	5925.00	5953.00	5885.00	5894.50	-19.00	38	3,846	+20
Dec11	110520	5940.50	5940.50	5871.50	5871.50	-19.50	0	253	+0
Total Volume and Open Interest							91,840	668,159	+41,374
SPI 200(SFE)
Jun11	110520	4765.0	4775.0	4733.0	4740.0	-20.0	38,658	178,266	-2,227
Sep11	110520	4750.0	4750.0	4723.0	4728.0	-19.0	129	3,760	+47
Dec11	110520	4750.0	4750.0	4750.0	4750.0	-20.0	75	2,595	+25
Total Volume and Open Interest							39,029	188,589	-2,030
GSCI(CME)
Jun11	110520	30.14	35.64	16.14	35.64	+7.80	290	10,754	+157
Jul11	110520	27.14	32.64	13.64	32.64	+7.30	4	0	+0
Aug11	110520	33.64	33.64	15.14	33.64	+7.50	2	0	+0
Total Volume and Open Interest							296	10,754	+157
Reuters CCI(ICE)
Jun11	110520	342.50	342.50	342.50	342.50	+2.70
Total Volume and Open Interest