MRCI's End of Day Prices

Daily Futures Price Listing Thu May 26, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110526	1378.00	1398.25	1377.00	1384.75	+7.75	81,161	237,781	-4,083
Aug11	110526	1374.00	1394.00	1370.00	1381.00	+8.00	10,985	26,925	+1,412
Sep11	110526	1366.50	1387.50	1366.25	1377.00	+10.00	1,912	16,995	+388
Nov11	110526	1361.00	1382.75	1360.75	1372.50	+11.50	32,887	202,011	+2,154
Jan12	110526	1368.50	1390.50	1368.50	1381.00	+11.25	3,612	24,423	+1,155
Mar12	110526	1376.00	1389.00	1375.75	1379.25	+9.25	2,048	15,059	-134
May12	110526	1362.00	1380.00	1362.00	1368.25	+6.25	1,863	14,596	+898
Total Volume and Open Interest							135,010	554,958	+2,005
Soybean Meal(CBOT)
Jul11	110526	357.90	363.90	357.60	360.30	+2.00	30,245	93,669	+233
Aug11	110526	358.20	364.20	358.20	361.00	+2.10	4,733	32,893	-390
Sep11	110526	359.90	362.60	357.50	359.70	+2.40	1,745	18,531	+53
Oct11	110526	353.10	356.80	351.60	354.70	+3.10	1,302	16,564	+56
Dec11	110526	351.90	357.40	351.30	355.10	+3.20	5,571	49,172	+496
Jan12	110526	353.30	358.90	353.30	356.30	+3.00	428	4,291	-12
Mar12	110526	356.80	360.00	353.90	356.80	+2.10	392	3,707	-101
May12	110526	354.50	356.70	350.50	353.40	+0.90	248	4,125	+113
Total Volume and Open Interest							44,716	227,569	+463
Soybean Oil(CBOT)
Jul11	110526	58.00	58.94	57.92	58.70	+0.74	47,873	143,604	+553
Aug11	110526	58.25	59.20	58.25	58.98	+0.75	7,087	34,570	+796
Sep11	110526	58.62	59.48	58.62	59.28	+0.76	5,385	23,242	+883
Oct11	110526	58.83	59.63	58.83	59.49	+0.77	1,836	15,093	+191
Dec11	110526	59.23	60.08	59.07	59.90	+0.79	13,123	81,901	+2,327
Jan12	110526	59.60	60.08	59.58	60.05	+0.81	2,143	7,864	+1,131
Mar12	110526	59.64	60.24	59.64	60.10	+0.76	162	4,499	+31
May12	110526	59.63	60.14	59.63	60.05	+0.73	673	4,305	+166
Total Volume and Open Interest							78,291	317,766	+6,088
Canola(WCE)
Jul11	110526	585.5	594.5	585.5	592.1	+8.6	8,891	77,578	+698
Nov11	110526	589.8	596.6	589.8	593.6	+7.1	6,045	79,042	+839
Jan12	110526	598.5	602.2	597.3	599.9	+6.5	399	7,878	+51
Mar12	110526	601.7	605.2	601.7	603.5	+7.0	141	1,410	+25
May12	110526	605.7	608.9	605.0	606.0	+5.3	146	609	+101
Total Volume and Open Interest							15,648	168,805	+1,739
Corn(CBOT)
Jul11	110526	744.00	758.50	743.50	745.50	+3.25	167,096	574,174	-9,190
Sep11	110526	715.25	728.50	715.25	718.25	+3.50	44,631	179,743	+1,992
Dec11	110526	670.75	684.75	670.50	676.25	+5.50	82,377	453,335	+1,342
Mar12	110526	681.75	695.50	681.50	688.25	+6.50	5,134	78,773	+527
May12	110526	688.25	702.25	688.25	692.50	+4.25	995	17,248	+147
Jul12	110526	695.00	708.25	695.00	698.25	+3.00	2,867	42,243	+468
Total Volume and Open Interest							306,103	1,405,435	-4,024
Wheat(CBOT)
Jul11	110526	800.00	828.75	799.25	814.50	+18.00	50,702	212,788	-3,433
Sep11	110526	849.25	876.75	849.25	863.00	+17.50	15,027	72,474	+2,399
Dec11	110526	898.00	923.25	895.75	907.00	+11.25	10,663	97,727	+107
Mar12	110526	931.25	954.75	931.25	939.75	+9.75	2,713	21,697	+151
May12	110526	942.75	960.50	939.75	945.50	+5.75	583	8,040	+191
Total Volume and Open Interest							83,957	460,407	-27
Wheat(KCBT)
Jul11	110526	931.25	962.25	931.25	942.75	+14.00	12,296	79,962	-2,569
Sep11	110526	949.75	981.00	949.75	962.00	+14.00	3,832	37,104	+1,071
Dec11	110526	971.50	1001.75	966.50	984.75	+13.25	2,768	42,197	+106
Mar12	110526	990.25	1014.25	990.25	999.25	+11.75	868	6,312	+235
May12	110526	999.50	1014.00	993.25	998.25	+10.75	40	832	-17
Total Volume and Open Interest							20,324	176,141	-966
Wheat(MGE)
Jul11	110526	1024.50	1078.00	1022.75	1045.75	+25.75	3,033	20,668	-273
Sep11	110526	1005.00	1055.25	1004.00	1022.00	+17.25	1,172	16,106	+15
Dec11	110526	1005.75	1055.25	1005.75	1025.75	+17.00	1,091	12,744	+319
Mar12	110526	1019.00	1055.75	1017.50	1030.25	+18.50	442	2,695	+66
May12	110526	1021.25	1056.00	1021.25	1029.50	+15.25	122	557	+14
Total Volume and Open Interest							6,298	56,228	+380
Oats(CBOT)
Jul11	110526	371.50	382.75	371.50	378.00	+9.00	865	8,175	-124
Sep11	110526	387.00	390.50	378.25	387.00	+8.75	104	697	+87
Dec11	110526	389.00	396.25	389.00	393.00	+7.50	158	3,584	+14
Mar12	110526	403.50	405.00	397.50	405.00	+7.50	0	23	+0
Total Volume and Open Interest							1,127	12,480	-23
Rough Rice(CBOT)
Jul11	110526	15.18	15.27	15.09	15.14	-0.04	1,389	14,900	-101
Sep11	110526	16.10	16.20	16.01	16.08	-0.03	380	5,093	+8
Nov11	110526	16.42	16.51	16.33	16.38	-0.02	167	1,853	+102
Jan12	110526	16.67	16.72	16.67	16.67	-0.05	0	254	+0
Total Volume and Open Interest							1,936	22,401	+9
Live Cattle(CME)
Jun11	110526	104.680	105.000	103.785	104.035	-0.515	17,447	57,938	-2,241
Aug11	110526	105.580	105.785	104.500	104.580	-0.650	21,686	133,741	+124
Oct11	110526	111.150	111.150	110.000	110.300	-0.500	11,282	76,103	-711
Dec11	110526	114.800	114.950	113.700	114.000	-0.450	4,789	49,799	+841
Feb12	110526	116.330	116.330	115.250	115.750	-0.350	2,083	13,314	+29
Apr12	110526	117.250	117.350	116.600	116.785	-0.365	652	6,901	+122
Total Volume and Open Interest							58,014	339,216	-1,818
Feeder Cattle(CME)
May11	110526	124.830	124.980	124.785	124.950	+0.270	600	2,089	-295
Aug11	110526	124.980	125.300	123.000	123.035	-1.500	4,710	22,164	-404
Sep11	110526	126.050	126.300	124.150	124.150	-1.400	853	5,161	-40
Oct11	110526	126.650	126.930	124.800	124.900	-1.450	1,030	4,399	-121
Nov11	110526	126.885	126.900	125.430	125.600	-0.950	288	1,643	-36
Jan12	110526	126.400	126.400	124.900	124.900	-1.000	48	524	-1
Mar12	110526	125.000	125.000	124.400	124.400	-1.700	3	43	+2
Total Volume and Open Interest							7,539	36,029	-892
Lean Hogs(CME)
Jun11	110526	88.580	88.700	87.430	87.800	-0.500	12,118	24,945	-1,368
Jul11	110526	87.680	88.050	87.200	87.285	-0.115	14,423	62,753	+308
Aug11	110526	89.580	89.650	88.680	89.035	-0.265	8,565	43,155	+1,319
Oct11	110526	83.700	84.135	83.330	83.635	-0.150	4,975	41,176	+183
Dec11	110526	81.850	82.000	81.300	81.700	-0.100	2,468	32,443	+71
Feb12	110526	83.100	83.535	82.885	83.400	+0.015	266	8,226	-59
Apr12	110526	84.050	84.550	84.050	84.550	+0.070	292	4,797	+109
May12	110526	88.800	88.800	88.800	88.800	unch	1	182	+1
Total Volume and Open Interest							43,165	220,067	+595
Class III Milk(CME)
May11	110526	16.47	16.51	16.46	16.51	+0.02	107	5,371	-37
Jun11	110526	18.23	18.44	18.23	18.41	+0.09	191	4,756	-5
Jul11	110526	18.97	19.18	18.93	19.08	+0.09	412	4,560	+165
Aug11	110526	18.85	19.02	18.84	18.98	+0.08	378	4,168	+136
Sep11	110526	18.60	18.79	18.60	18.77	+0.10	155	3,970	+86
Total Volume and Open Interest							1,569	35,184	+454
Cocoa(ICE)
Jul11	110526	2982	3062	2964	3010	+48	13,172	61,272	+1,182
Sep11	110526	3002	3070	2977	3022	+44	5,036	31,693	+1,825
Dec11	110526	3029	3090	3003	3041	+37	1,212	26,875	+84
Mar12	110526	3083	3140	3070	3102	+42	991	24,124	+406
May12	110526	3110	3110	3097	3097	+41	349	6,695	+204
Jul12	110526	3093	3093	3093	3093	+43	10	2,050	+4
Sep12	110526	3060	3092	3060	3092	+42	55	2,165	+3
Total Volume and Open Interest							20,843	158,250	+3,713
Coffee "C"(ICE)
Jul11	110526	266.50	267.50	262.15	265.60	+0.75	10,003	53,775	-1,154
Sep11	110526	269.55	270.40	265.25	268.70	+0.80	4,015	27,174	+1,889
Dec11	110526	273.25	274.15	269.50	272.55	+0.95	902	21,071	+182
Mar12	110526	276.00	276.00	274.35	274.70	+1.05	336	5,052	+110
May12	110526	275.85	275.85	275.65	275.65	+1.05	208	3,069	+111
Jul12	110526	273.40	273.85	273.40	273.75	+1.00	84	728	+66
Total Volume and Open Interest							15,592	112,608	+1,196
Orange Juice(ICE)
Jul11	110526	186.85	187.25	182.30	185.35	-1.45	622	26,838	+94
Sep11	110526	179.80	179.90	177.30	179.60	-0.20	178	5,034	+64
Nov11	110526	172.70	173.00	171.10	172.95	-0.25	96	1,868	+28
Jan12	110526	169.00	169.00	169.00	169.00	-0.50	23	292	+16
Mar12	110526	166.70	166.70	166.70	166.70	-0.50	11	128	+6
May12	110526	165.25	165.25	165.25	165.25	-0.50	10	55	+10
Total Volume and Open Interest							940	34,279	+218
Sugar #11(ICE)
Jul11	110526	22.69	22.84	22.18	22.69	+0.05	30,572	258,857	-2,442
Oct11	110526	22.31	22.53	21.89	22.47	+0.17	19,766	145,623	+3,001
Mar12	110526	22.50	22.69	22.15	22.68	+0.16	7,294	86,907	+251
May12	110526	22.24	22.37	21.93	22.36	+0.12	2,580	26,399	+924
Jul12	110526	22.14	22.23	21.82	22.23	+0.08	1,384	22,003	+639
Total Volume and Open Interest							63,394	584,931	+2,828
London Cocoa(LCE)
Jul11	110526	1848	1883	1833	1849	+8	7,147	73,276	-339
Sep11	110526	1874	1904	1859	1873	+6	3,954	33,003	+714
Dec11	110526	1890	1929	1884	1900	+8	1,539	31,256	+38
Mar12	110526	1916	1952	1915	1926	+8	768	35,905	+377
May12	110526	1925	1962	1925	1939	+7	18	9,960	+12
Jul12	110526	1950	1962	1946	1946	+4	47	4,295	+38
Sep12	110526	1954	1954	1954	1954	+4	95	3,245	+70
Total Volume and Open Interest							13,577	198,641	+919
London Sugar(LCE)
Aug11	110526	648.00	652.50	640.00	650.00	+2.00	2,648	24,534	+762
Oct11	110526	601.40	605.20	593.00	602.10	+2.10	1,051	9,376	+177
Dec11	110526	596.40	599.10	589.00	595.20	-0.10	136	4,277	+84
Mar12	110526	591.10	592.00	586.10	587.90	-2.10	184	2,535	+15
May12	110526	582.20	583.40	578.10	579.70	-1.30	72	1,430	-21
Total Volume and Open Interest							4,129	43,921	+1,043
Cotton(ICE)
Jul11	110526	156.03	158.44	150.75	151.03	-5.00	7,935	70,220	-898
Oct11	110526	144.00	144.00	140.10	140.10	-4.00	8	413	-2
Dec11	110526	130.00	131.50	127.00	127.57	-3.78	7,768	63,838	+1,235
Mar12	110526	120.55	121.89	118.01	118.87	-3.18	1,982	10,551	+404
May12	110526	116.98	116.98	114.00	114.52	-2.46	948	2,464	-13
Jul12	110526	113.45	113.45	111.21	113.04	-0.31	1,305	3,974	+605
Total Volume and Open Interest							20,128	153,975	+1,346
Lumber(CME)
Jul11	110526	231.6	241.5	230.6	241.5	+10.0	438	7,296	+19
Sep11	110526	252.0	259.0	252.0	259.0	+10.0	215	2,395	+91
Nov11	110526	254.7	261.1	254.7	260.1	+9.0	14	569	+1
Jan12	110526	277.0	279.7	277.0	278.1	+8.3	1	30	+0
Total Volume and Open Interest							668	10,293	+111
Crude Oil(NYM)
Jul11	110526	101.24	101.90	99.62	100.23	-1.09	339,530	397,628	-13,983
Aug11	110526	101.74	102.37	100.18	100.82	-1.00	63,694	93,794	+3,442
Sep11	110526	102.23	102.80	100.66	101.32	-0.92	41,221	96,351	-517
Oct11	110526	102.49	103.09	101.07	101.70	-0.84	13,489	47,283	+411
Nov11	110526	102.99	103.13	101.47	102.00	-0.76	7,927	35,782	-1,501
Dec11	110526	102.93	103.50	101.65	102.24	-0.70	41,234	192,677	-1,057
Jan12	110526	103.50	103.50	101.89	102.40	-0.64	7,061	40,367	+364
Feb12	110526	103.45	103.47	102.17	102.51	-0.59	3,413	22,122	-550
Mar12	110526	103.01	103.01	102.06	102.59	-0.54	3,947	28,789	+232
Apr12	110526	103.42	103.44	102.19	102.66	-0.49	2,334	16,088	-182
May12	110526	103.42	103.43	102.24	102.73	-0.45	1,683	17,031	-74
Jun12	110526	103.67	103.67	102.30	102.79	-0.41	12,258	79,022	+692
Jul12	110526	102.77	102.77	102.77	102.77	-0.37	2,173	23,149	+563
Aug12	110526	102.67	102.67	102.67	102.67	-0.33	586	15,013	+194
Sep12	110526	102.60	102.60	102.60	102.60	-0.29	2,113	13,829	-12
Oct12	110526	102.55	102.55	102.55	102.55	-0.26	193	8,482	+24
Total Volume and Open Interest							569,773	1,522,066	-11,944
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	110526	101.200	101.875	99.500	100.225	+1.300	4,487	1,720	+252
Aug11	110526	102.000	102.350	100.100	100.825	-1.000	315	552	+7
Sep11	110526	102.650	102.650	101.000	101.325	-0.925	60	219	+1
Oct11	110526	101.700	101.700	101.700	101.700	-0.850	14	48	+7
Nov11	110526	102.750	102.750	102.000	102.000	-0.750	1	20	+0
Dec11	110526	103.175	103.175	101.925	102.250	-0.700	11	341	+5
Jan12	110526	102.400	102.400	102.400	102.400	-0.650	3	6	+0
Feb12	110526	102.500	102.500	102.500	102.500	-0.600	0	7	+0
Total Volume and Open Interest							11,997	3,856	+278
Heating Oil(NYM)
Jun11	110526	298.72	300.00	296.57	298.29	+0.26	26,565	33,677	-8,750
Jul11	110526	299.55	301.34	297.68	299.34	+0.11	46,861	95,580	+3,374
Aug11	110526	301.12	302.25	299.22	300.70	+0.14	10,034	35,745	+147
Sep11	110526	302.95	304.00	300.79	302.39	+0.16	5,957	28,251	+169
Oct11	110526	303.72	303.99	303.16	303.97	+0.17	3,389	12,259	-187
Nov11	110526	305.41	306.04	304.43	305.53	+0.15	1,836	14,355	-56
Dec11	110526	308.70	308.70	305.42	307.05	+0.17	5,880	36,309	+32
Jan12	110526	308.40	309.03	306.98	308.57	+0.19	1,107	14,852	+259
Feb12	110526	308.78	309.72	308.78	308.89	+0.17	222	5,812	-24
Mar12	110526	308.12	308.12	308.01	308.01	+0.14	94	3,609	+14
Apr12	110526	304.92	306.77	304.92	305.86	+0.09	140	1,828	+30
May12	110526	303.37	303.93	303.37	303.93	+0.06	376	1,633	-164
Total Volume and Open Interest							103,310	310,794	-5,217
Gasoline(NYMEX)
Jun11	110526	302.85	305.86	301.27	304.83	+3.21	41,960	32,662	-4,576
Jul11	110526	299.86	301.55	297.67	300.74	+2.07	53,992	84,366	+2,403
Aug11	110526	298.13	298.45	295.09	297.66	+1.53	20,831	27,071	+626
Sep11	110526	294.00	295.26	292.53	294.89	+1.30	12,715	30,013	+3
Oct11	110526	280.50	281.83	279.99	281.83	+1.04	5,554	21,920	-325
Nov11	110526	277.45	279.00	277.45	279.00	+0.67	2,352	12,194	+110
Dec11	110526	278.12	278.60	275.49	277.75	+0.50	4,183	25,822	-457
Jan12	110526	277.69	278.21	277.64	278.21	+0.44	343	7,280	-40
Feb12	110526	278.20	279.76	277.90	279.76	+0.40	32	3,988	+4
Mar12	110526	279.58	281.41	277.69	281.41	+0.38	10	4,453	-3
Total Volume and Open Interest							142,112	268,867	-2,151
e-miNY RBOB Gasoline(NYM)
Jun11	110526	304.80	304.83	304.80	304.80	+3.20	0	1	+0
Jul11	110526	300.70	300.74	300.70	300.70	+2.00	0	2	+0
Aug11	110526	297.70	297.70	297.66	297.70	+1.60	0	1	+0
Sep11	110526	294.90	294.90	294.89	294.90	+1.30
Total Volume and Open Interest							0	7	+0
Natural Gas(NYM)
Jun11	110526	4.370	4.414	4.195	4.326	-0.053	94,231	19,326	-15,087
Jul11	110526	4.405	4.459	4.232	4.360	-0.063	77,628	221,251	-1,729
Aug11	110526	4.456	4.504	4.290	4.405	-0.064	18,149	74,372	+580
Sep11	110526	4.492	4.529	4.311	4.429	-0.067	16,343	110,056	+1,984
Oct11	110526	4.547	4.574	4.352	4.469	-0.069	17,178	96,655	+1,099
Nov11	110526	4.710	4.725	4.552	4.622	-0.073	7,269	52,751	+543
Dec11	110526	4.931	4.931	4.750	4.839	-0.068	3,585	39,868	+63
Jan12	110526	5.028	5.048	4.870	4.954	-0.068	8,074	86,482	-29
Feb12	110526	4.992	4.992	4.880	4.945	-0.065	827	19,157	+48
Mar12	110526	4.975	4.975	4.826	4.885	-0.063	3,087	38,773	+250
Apr12	110526	4.800	4.800	4.706	4.749	-0.058	3,034	38,267	-154
May12	110526	4.775	4.849	4.726	4.766	-0.059	638	8,985	-82
Jun12	110526	4.854	4.854	4.800	4.804	-0.060	505	8,868	+191
Jul12	110526	4.926	4.927	4.810	4.849	-0.060	77	6,091	+9
Aug12	110526	4.912	4.913	4.864	4.877	-0.060	106	5,956	-38
Sep12	110526	4.923	4.923	4.883	4.887	-0.060	130	5,549	+84
Total Volume and Open Interest							252,053	915,318	-11,856
Brent Crude Oil(ICE)
Jul11	110526	114.73	115.47	114.10	115.05	+0.12	193,617	211,902	+473
Aug11	110526	114.95	115.02	113.73	114.68	+0.13	75,459	145,770	-1,514
Sep11	110526	114.50	114.64	113.30	114.24	+0.13	41,283	79,005	-1,398
Oct11	110526	113.86	114.15	112.93	113.85	+0.13	22,576	44,585	+1,264
Nov11	110526	113.39	113.81	112.64	113.53	+0.13	9,199	23,641	-761
Dec11	110526	113.37	113.60	112.28	113.25	+0.11	33,305	91,248	-436
Jan12	110526	112.93	113.03	112.27	113.03	+0.10	2,741	20,140	-421
Feb12	110526	112.69	112.91	112.13	112.80	+0.09	1,102	19,458	-199
Mar12	110526	112.47	112.82	111.89	112.56	+0.07	926	31,616	+50
Apr12	110526	112.40	112.40	112.30	112.30	+0.06	406	8,302	+105
May12	110526	112.04	112.04	112.04	112.04	+0.07	273	5,699	+7
Jun12	110526	111.94	112.08	110.96	111.78	+0.07	3,543	34,073	+227
Jul12	110526	111.50	111.50	111.50	111.50	+0.08	289	4,022	-16
Aug12	110526	111.19	111.19	111.19	111.19	+0.07	70	2,312	+8
Total Volume and Open Interest							407,601	844,663	-5,200
Gas Oil(ICE)
Jun11	110526	943.50	947.25	936.00	941.75	+4.75	39,938	113,776	-3,074
Jul11	110526	944.75	950.50	939.25	945.00	+4.50	50,209	99,591	+4,924
Aug11	110526	952.25	952.25	942.50	948.25	+4.50	10,061	54,041	+1,426
Sep11	110526	950.50	955.00	945.75	951.25	+4.25	5,360	50,959	+1,132
Oct11	110526	957.75	957.75	948.75	953.50	+4.00	2,166	30,798	-166
Nov11	110526	959.00	959.00	950.25	954.50	+3.75	888	22,591	+272
Dec11	110526	961.25	961.25	950.75	956.00	+4.00	10,045	58,815	+1,853
Jan12	110526	960.50	960.50	957.50	958.50	+4.00	1,044	24,209	+105
Feb12	110526	963.50	963.50	959.00	959.00	+4.00	282	7,065	+77
Mar12	110526	963.25	963.25	958.75	958.75	+4.00	543	6,591	+56
Total Volume and Open Interest							123,454	557,381	+6,713
Ethanol(CBOT)
May11	110504	2.620	2.628	2.595	2.621	+0.001	47	147	-144
Jun11	110526	2.655	2.660	2.636	2.641	+0.009	131	792	-54
Jul11	110526	2.660	2.670	2.639	2.644	+0.009	342	1,398	-25
Aug11	110526	2.658	2.668	2.644	2.645	+0.010	102	1,230	+30
Sep11	110526	2.613	2.624	2.598	2.602	+0.012	146	1,087	-5
Oct11	110526	2.495	2.512	2.485	2.491	+0.009	196	948	-64
Nov11	110526	2.430	2.440	2.413	2.422	+0.020	94	741	+37
Dec11	110526	2.410	2.425	2.401	2.408	+0.022	66	1,075	+21
Total Volume and Open Interest							1,206	8,505	-7
WTI Crude Oil(ICE
Jul11	110526	101.15	101.90	99.63	100.23	-1.09	77,214	100,943	+855
Aug11	110526	102.25	102.32	100.20	100.82	-1.00	25,698	40,674	+1,493
Sep11	110526	102.70	102.73	100.65	101.32	-0.92	13,340	36,696	-1,150
Oct11	110526	102.93	102.93	101.05	101.70	-0.84	4,919	17,678	+107
Nov11	110526	102.09	102.68	101.54	102.00	-0.76	2,781	15,494	+132
Dec11	110526	103.42	103.42	101.68	102.24	-0.70	15,915	81,675	-214
Jan12	110526	102.34	102.73	102.19	102.40	-0.64	1,434	11,671	-20
Feb12	110526	102.99	102.99	102.51	102.51	-0.59	634	3,560	-37
Mar12	110526	102.46	102.75	102.46	102.59	-0.54	771	11,968	+17
Apr12	110526	102.66	102.66	102.66	102.66	-0.49	466	3,899	-154
May12	110526	102.73	102.73	102.73	102.73	-0.45	329	2,288	-32
Jun12	110526	103.55	103.55	102.55	102.79	-0.41	1,946	25,916	-361
Jul12	110526	102.77	102.77	102.77	102.77	-0.37	90	1,848	-5
Aug12	110526	102.67	102.67	102.67	102.67	-0.33	11	897	+6
Sep12	110526	102.60	102.60	102.60	102.60	-0.29	38	4,296	+0
Oct12	110526	102.55	102.55	102.55	102.55	-0.26	0	506	+0
Total Volume and Open Interest							150,870	458,632	+831
US Dollar Index(ICE)
Jun11	110526	76.095	76.095	75.415	75.632	-0.397	27,182	60,404	-2
Sep11	110526	76.370	76.405	75.935	76.128	-0.387	181	1,426	-41
Dec11	110526	76.658	76.658	76.658	76.658	-0.387	0	2	+0
Total Volume and Open Interest							27,363	61,833	-43
Australian Dollar(CME)
Jun11	110526	105.05	106.30	104.90	106.18	+1.20	90,032	109,246	-5,084
Sep11	110526	103.77	104.89	103.66	104.85	+1.19	440	1,640	+114
Dec11	110526	103.60	103.63	102.44	103.63	+1.19	3	80	+2
Total Volume and Open Interest							90,475	110,968	-4,968
British Pound(CME)
Jun11	110526	162.69	164.06	162.67	163.89	+1.15	105,695	109,322	-1,903
Sep11	110526	162.70	163.80	162.60	163.68	+1.14	150	958	-31
Dec11	110526	163.63	163.63	162.32	163.46	+1.14	0	48	+0
Total Volume and Open Interest							105,845	110,336	-1,934
Canadian Dollar(CME)
Jun11	110526	102.22	102.45	101.82	102.16	-0.13	64,547	111,062	-345
Sep11	110526	102.00	102.18	101.60	101.92	-0.13	446	5,413	+110
Dec11	110526	101.81	101.81	101.37	101.67	-0.14	106	3,108	+41
Mar12	110526	101.20	101.51	101.20	101.38	-0.13	42	357	+23
Total Volume and Open Interest							65,142	120,245	-170
Japanese Yen(CME)
Jun11	110526	121.92	123.24	121.83	122.98	+1.03	94,796	95,553	-450
Sep11	110526	122.00	123.27	121.95	123.04	+1.03	395	3,482	+88
Dec11	110526	123.14	123.14	122.11	123.14	+1.03	1	220	+0
Total Volume and Open Interest							95,192	99,264	-362
Swiss Franc(CME)
Jun11	110526	114.60	115.62	114.52	115.46	+0.86	38,767	66,310	-683
Sep11	110526	114.68	115.64	114.68	115.54	+0.85	442	448	+85
Dec11	110526	115.62	115.62	114.77	115.62	+0.85	2	16	-2
Total Volume and Open Interest							39,211	66,776	-600
EuroFX(CME)
Jun11	110526	140.78	142.03	140.63	141.37	+0.67	310,004	253,109	-7,027
Sep11	110526	140.43	141.62	140.32	140.99	+0.67	1,620	5,001	+343
Dec11	110526	140.70	141.10	139.93	140.61	+0.68	1	170	-1
Total Volume and Open Interest							311,627	258,663	-6,683
Mexican Peso(CME)
Jun11	110526	855.2	858.0	852.0	855.8	+1.2	24,793	146,974	-2,401
Jul11	110526	854.5	854.5	853.2	854.5	+1.2
Total Volume and Open Interest							24,876	147,410	-2,372
30-Year T-Bonds(CBOT)
Jun11	110520	124~280	124~280	124~160	124~270	+0~070
Sep11	110526	123~240	124~240	123~110	124~210	+0~280	157,168	188,001	+65,499
Dec11	110526	123~080	123~230	122~100	123~060	+0~280	5	5	+3
Total Volume and Open Interest							606,321	774,703	-9,324
10-Year T-Notes(CBOT)
Jun11	110526	123~040	123~270	122~290	123~240	+0~195	1,320,691	1,485,080	-205,841
Sep11	110526	121~230	122~145	121~165	122~125	+0~200	371,545	458,263	+189,305
Dec11	110526	120~200	121~125	120~200	121~125	+0~200	1	10	+1
Total Volume and Open Interest							1,692,237	1,943,353	-16,535
5-Year T-Notes(CBOT)
Jun11	110520	119~063	119~063	119~062	119~062	+0~015
Sep11	110526	118~070	119~000	118~052	118~124	+0~054	404,148	426,936	+203,341
Dec11	110526	118~020	118~020	117~094	118~020	+0~054
Total Volume and Open Interest							1,323,638	1,515,861	-54,565
2 Year T-Notes(CBOT)
Jun11	110526	109~104	109~116	109~101	109~116	+0~013	402,697	850,305	-119,200
Sep11	110526	109~056	109~071	109~051	109~071	+0~016	218,653	253,447	+99,928
Dec11	110526	109~009	109~009	108~121	109~009	+0~016	0	20	+0
Total Volume and Open Interest							621,350	1,103,772	-19,272
Eurodollars(CME)
Jun11	110526	99.725	99.732	99.725	99.730	+0.003	107,524	923,325	+15,362
Sep11	110526	99.645	99.665	99.640	99.655	+0.005	161,306	1,305,347	-9,933
Dec11	110526	99.575	99.595	99.565	99.590	+0.010	183,349	1,559,177	+6,409
Mar12	110526	99.475	99.505	99.460	99.500	+0.025	204,790	1,684,631	+47
Jun12	110526	99.290	99.340	99.265	99.335	+0.050	227,134	1,480,916	+24,977
Sep12	110526	99.040	99.110	99.005	99.100	+0.070	215,746	795,597	+23,405
Dec12	110526	98.755	98.845	98.720	98.835	+0.085	167,511	583,130	+19,296
Mar13	110526	98.500	98.600	98.460	98.590	+0.095	149,189	406,963	+17,758
Jun13	110526	98.245	98.345	98.210	98.340	+0.100	87,407	259,763	+11,975
Sep13	110526	97.985	98.090	97.950	98.085	+0.100	63,692	249,426	+9,663
Dec13	110526	97.720	97.825	97.685	97.820	+0.100	52,969	186,983	+1,842
Mar14	110526	97.485	97.595	97.455	97.590	+0.105	34,435	176,012	+2,476
Jun14	110526	97.245	97.360	97.220	97.355	+0.100	14,018	104,136	+1,401
Sep14	110526	97.030	97.130	96.995	97.125	+0.095	11,181	61,006	+1,511
Dec14	110526	96.805	96.905	96.765	96.895	+0.090	8,802	69,807	+1,325
Mar15	110526	96.605	96.710	96.570	96.700	+0.090	6,934	50,058	+1,539
Jun15	110526	4.645	4.760	4.625	4.755	+0.090	5,131	43,720	+1,276
Sep15	110526	4.480	4.575	4.445	4.570	+0.085	6,100	39,307	+1,001
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
May11	110526	99.905	99.908	99.905	99.908	unch	1,998	74,167	-461
Jun11	110526	99.895	99.905	99.895	99.900	unch	12,959	58,823	-1,107
Jul11	110526	99.895	99.900	99.895	99.895	unch	5,584	52,170	+243
Aug11	110526	99.880	99.885	99.880	99.880	unch	9,455	50,694	+168
Sep11	110526	99.860	99.870	99.860	99.865	+0.005	13,250	46,076	+2,904
Oct11	110526	99.850	99.855	99.845	99.850	unch	6,388	50,395	-1,267
Total Volume and Open Interest							93,204	714,235	+5,064
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110526	99.673	99.673	99.673	99.673	unch	0	750	+0
Sep11	110526	99.670	99.670	99.670	99.670	unch
Dec11	110526	99.673	99.673	99.673	99.673	unch	0	75	+0
Mar12	110526	99.660	99.660	99.660	99.660	unch
Jun12	110526	99.670	99.670	99.670	99.670	unch
Sep12	110526	99.600	99.600	99.600	99.600	unch
Dec12	110526	99.560	99.560	99.560	99.560	unch
Mar13	110526	99.560	99.560	99.560	99.560	unch
Jun13	110526	99.515	99.515	99.515	99.515	unch
Sep13	110526	99.375	99.375	99.375	99.375	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Jun11	110526	99.67	99.67	99.67	99.67	unch	0	6,003	+0
Sep11	110526	99.67	99.67	99.67	99.67	unch	0	1,466	+0
Dec11	110526	99.67	99.67	99.67	99.67	unch	0	1,957	+0
Mar12	110526	99.66	99.66	99.66	99.66	unch	0	3,877	+0
Jun12	110526	99.67	99.67	99.67	99.67	unch	0	1,254	+0
Sep12	110526	99.60	99.60	99.60	99.60	unch	0	411	+0
Dec12	110526	99.56	99.56	99.56	99.56	unch	0	24	+0
Mar13	110526	99.56	99.56	99.56	99.56	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	110526	140.65	140.69	140.41	140.41	-0.24	56	109	+27
Dec11	110526	138.32	138.32	138.32	138.32	-0.24
Total Volume and Open Interest							1,466	21,875	+251
Euro-Bund(EUREX)
Jun11	110526	124.80	125.59	124.74	125.51	+0.50	965,413	1,000,709	+26,045
Sep11	110526	124.56	125.33	124.49	125.25	+0.49	10,685	42,103	+7,105
Dec11	110526	124.31	124.31	124.31	124.31	+0.50
Total Volume and Open Interest							976,098	1,042,812	+33,150
Euro-Bobl(EUREX)
Jun11	110524	116.55	116.60	116.39	116.41	+0.43	489,315	819,859	+24,400
Sep11	110526	116.04	116.45	115.93	116.42	+0.27	42,607	81,722	+16,908
Dec11	110526	116.47	116.47	116.47	116.47	+0.25	1,000	0	+0
Total Volume and Open Interest							640,594	909,568	+22,782
3-Mth Euribor(EUREX)
Jun11	110526	98.515	98.530	98.515	98.530	+0.010	313	4,902	-145
Sep11	110526	98.260	98.290	98.260	98.290	+0.015	150	2,093	-55
Dec11	110526	98.090	98.135	98.085	98.135	+0.025	220	1,174	+37
Total Volume and Open Interest							1,775	10,963	-174
Long Gilt(LIFFE)
Jun11	110428	118~22	119~08	118~20	119~05	+0~25	128,847	372,773	+43,077
Sep11	110526	119~17	120~05	118~23	120~01	+0~05	130,647	122,379	+75,405
Total Volume and Open Interest							382,429	368,879	+7,281
3-Mth Short Sterling(LIFFE)
Jun11	110526	99.16	99.17	99.16	99.17	unch	46,573	439,253	-6,951
Sep11	110526	99.08	99.09	99.07	99.09	unch	60,859	447,284	-4,626
Dec11	110526	98.96	98.98	98.95	98.97	unch	66,248	453,223	+2,093
Mar12	110526	98.82	98.85	98.81	98.83	-0.01	60,826	413,247	+1,471
Jun12	110526	98.64	98.68	98.62	98.65	-0.02	68,858	325,016	+1,572
Sep12	110526	98.42	98.47	98.41	98.45	-0.02	40,317	231,001	+2,547
Total Volume and Open Interest							455,947	2,855,125	+4,983
3-Mth Euribor(LIFFE)
Jun11	110526	98.520	98.535	98.510	98.530	+0.010	145,154	663,069	-20,429
Sep11	110526	98.265	98.300	98.255	98.290	+0.015	169,100	580,976	+278
Dec11	110526	98.095	98.145	98.075	98.135	+0.025	113,328	568,410	-20,639
Total Volume and Open Interest							883,524	3,597,833	-10,547
3-Mth Aus T-Bills(SFE)
Jun11	110526	94.99	95.01	94.97	94.99	-0.01	17,153	139,150	-8,658
Sep11	110526	94.95	94.95	94.89	94.91	-0.04	26,791	231,743	-1,268
Dec11	110526	94.89	94.89	94.83	94.86	-0.03	20,053	149,281	+1,556
Mar12	110526	94.84	94.84	94.78	94.80	-0.04	6,906	86,282	+1,526
Jun12	110526	94.79	94.79	94.74	94.75	-0.04	3,768	54,841	+1,104
Sep12	110526	94.73	94.74	94.68	94.70	-0.04	1,487	52,272	-260
Dec12	110526	94.69	94.71	94.64	94.66	-0.04	1,971	27,412	-613
Mar13	110526	94.66	94.68	94.61	94.63	-0.05	1,404	20,996	+1,297
Jun13	110526	94.62	94.63	94.60	94.60	-0.05	563	2,387	+418
Sep13	110526	94.60	94.60	94.55	94.55	-0.05	122	1,244	+102
Total Volume and Open Interest							80,232	766,473	-4,785
10-Year Aus T-Bonds(SFE)
Jun11	110526	94.74	94.75	94.71	94.72	-0.03	65,191	428,333	+17,982
Sep11	110526	94.72	94.72	94.72	94.72	-0.03
Total Volume and Open Interest							65,191	428,333	+17,982
3-Year Aus T-Bonds(SFE)
Jun11	110526	95.08	95.10	95.02	95.04	-0.05	161,144	733,529	-2,496
Sep11	110526	95.04	95.04	95.04	95.04	-0.05
Total Volume and Open Interest							161,144	733,529	-2,496
Gold(CMX)
Jun11	110526	1526.0	1531.1	1514.6	1522.8	-3.9	234,391	149,020	-52,579
Aug11	110526	1526.8	1532.1	1515.6	1523.7	-4.1	114,878	222,345	+56,611
Oct11	110526	1532.5	1533.2	1517.5	1525.0	-4.1	5,476	9,763	+1,687
Dec11	110526	1529.8	1534.2	1518.1	1526.3	-4.1	7,310	67,954	+2,920
Feb12	110526	1535.0	1535.3	1520.0	1527.6	-4.1	1,862	8,106	+966
Apr12	110526	1533.3	1533.3	1525.3	1528.9	-4.1	39	5,343	+32
Jun12	110526	1527.4	1530.3	1524.4	1530.3	-4.2	231	12,319	+213
Aug12	110526	1532.3	1532.3	1532.3	1532.3	-4.2	125	4,188	+118
Oct12	110526	1534.4	1534.4	1534.4	1534.4	-4.3	125	3,564	+75
Dec12	110526	1537.1	1537.4	1536.1	1537.4	-4.3	175	12,223	-77
Feb13	110526	1540.6	1540.6	1540.6	1540.6	-4.4	0	255	+0
Total Volume and Open Interest							365,466	531,180	+10,131
Silver(CMX)
May11	110526	3819.0	3882.5	3693.0	3732.6	-31.4	104	191	-13
Jul11	110526	3792.0	3884.5	3626.5	3733.0	-31.2	78,124	61,299	-1,124
Sep11	110526	3777.5	3882.5	3640.5	3735.1	-31.2	4,259	10,439	+810
Dec11	110526	3775.0	3879.5	3638.0	3737.1	-31.3	3,021	24,120	+204
Mar12	110526	3763.0	3763.0	3710.0	3733.7	-31.5	66	3,616	+46
May12	110526	3776.0	3819.0	3730.0	3730.2	-31.6	27	1,021	+4
Jul12	110526	3812.0	3870.0	3698.5	3727.5	-31.7	206	1,799	+95
Total Volume and Open Interest							86,928	121,395	+38
Platinum(NYMEX)
Jul11	110526	1786.5	1790.0	1766.1	1778.1	-1.7	4,349	32,510	-147
Oct11	110526	1789.0	1792.1	1775.8	1781.4	-1.7	84	2,328	+48
Jan12	110526	1783.7	1783.7	1783.7	1783.7	-1.7	1	88	+0
Apr12	110526	1785.7	1785.7	1785.7	1785.7	-1.7	0	26	+0
Total Volume and Open Interest							4,438	34,956	-100
Palladium(NYMEX)
Jun11	110526	748.30	757.45	743.50	757.20	+9.85	7,247	7,009	-2,958
Sep11	110526	752.00	759.95	745.30	759.15	+9.95	4,277	12,607	+3,274
Dec11	110526	754.05	760.50	749.85	760.50	+9.90	18	496	+16
Total Volume and Open Interest							11,550	20,122	+335
Copper(CMX)
May11	110526	411.75	411.85	409.60	410.70	+0.50	462	495	-197
Jul11	110526	410.25	413.70	407.15	411.10	+0.40	33,378	62,139	-4,573
Sep11	110526	412.25	415.45	409.05	412.90	+0.50	9,262	31,321	+4,500
Dec11	110526	413.60	416.30	411.95	414.60	+0.55	758	14,683	+184
Mar12	110526	416.60	416.60	414.85	415.45	+0.70	11	4,882	+3
Total Volume and Open Interest							45,573	120,829	-329
DJIA Index(CBOT)
Jun11	110526	12355	12425	12300	12409	+58	178	24,413	-30
Sep11	110526	12339	12339	12282	12339	+57	13	21	+1
Dec11	110526	12268	12268	12211	12268	+57	0	7	+0
Mar12	110526	12208	12208	12151	12208	+57
Total Volume and Open Interest							191	24,441	-29
S & P 500(CME)
Jun11	110526	1316.70	1327.30	1312.70	1326.50	+9.90	17,297	320,592	+3,247
Sep11	110526	1310.00	1321.20	1308.20	1321.10	+9.90	815	8,391	+595
Dec11	110526	1315.50	1315.70	1302.70	1315.50	+9.80	450	6,545	+415
Mar12	110526	1310.50	1310.70	1297.70	1310.50	+9.80
Total Volume and Open Interest							18,562	335,533	+4,257
S & P 500 E-Mini(Globex)
Jun11	110520	1341.50	1344.00	1327.00	1327.75	-13.75
Sep11	110526	1311.00	1322.00	1307.00	1321.00	+9.75	2,560	37,733	+1,253
Total Volume and Open Interest							1,863,191	2,803,618	+10,137
NASDAQ 100(CME)
Jun11	110526	2309.50	2331.50	2303.00	2325.30	+15.80	838	18,522	-487
Sep11	110526	2321.50	2321.50	2318.00	2321.50	+15.70	0	111	+0
Dec11	110526	2305.00	2318.00	2305.00	2318.00	+15.70	0	1	+0
Total Volume and Open Interest							838	18,634	-487
NASDAQ 100 E-Mini(Globex)
Jun11	110526	2309.80	2331.00	2302.00	2325.30	+15.80	244,139	343,278	-2,606
Sep11	110526	2305.50	2326.30	2299.30	2321.50	+15.70	220	1,446	-25
Total Volume and Open Interest							244,360	344,740	-2,630
S & P Midcap 400(CME)
Jun11	110526	985.00	986.00	971.00	985.80	+13.20	185	1,729	+131
Sep11	110526	983.30	983.30	983.10	983.30	+13.20
Dec11	110526	981.70	981.70	981.50	981.70	+13.20
Total Volume and Open Interest							185	1,729	+131
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11	110526	9500	9575	9485	9555	+20
Sep11	110526	9580	9585	9515	9585	+70	43	87	+8
Total Volume and Open Interest							8,403	46,675	-1,045
Nikkei 225(SGX)
Jun11	110526	9440	9570	9425	9550	+130	92,789	239,665	+761
Sep11	110526	9435	9555	9425	9555	+130	2,433	3,788	+2,333
Dec11	110526	9495	9495	9495	9495	+135	0	6,659	+0
Total Volume and Open Interest							95,450	254,972	+3,298
CAC 40(EURONEXT)
Jun11	110526	3913.0	3932.5	3880.0	3895.5	-8.5	104,495	370,717	-11,651
Jul11	110526	3913.5	3919.0	3882.0	3893.5	-8.0	28	58	+5
Aug11	110526	3895.0	3895.0	3895.0	3895.0	-7.5
Total Volume and Open Interest							104,524	370,778	-11,646
Hang Seng Index(HKFE)
May11	110526	22845	22988	22808	22866	+122	67,158	78,496	-3,727
Jun11	110526	22715	22831	22658	22715	+125	10,283	20,373	+6,920
Total Volume and Open Interest							78,545	102,326	+3,599
DAX(EUREX)
Jun11	110526	7200.5	7221.5	7091.0	7118.5	-62.0	141,285	178,701	-6,743
Sep11	110526	7232.0	7241.0	7117.0	7140.5	-62.5	1,757	8,873	+867
Dec11	110526	7264.5	7264.5	7150.0	7170.0	-63.0	128	1,428	-8
Total Volume and Open Interest							143,170	189,002	-5,884
FT-SE 100(EURONEXT)
Jun11	110526	5890.00	5913.50	5851.50	5873.50	+16.00	106,864	614,109	-4,980
Sep11	110526	5826.50	5870.00	5826.50	5838.00	+16.00	265	4,818	-74
Dec11	110526	5815.00	5815.00	5815.00	5815.00	+16.00	3	275	+1
Total Volume and Open Interest							107,132	619,297	-5,053
SPI 200(SFE)
Jun11	110526	4597.0	4670.0	4597.0	4669.0	+80.0	43,636	191,062	+8,953
Sep11	110526	4597.0	4656.0	4597.0	4656.0	+80.0	48	3,836	+23
Dec11	110526	4673.0	4673.0	4673.0	4673.0	+75.0	266	2,736	+113
Total Volume and Open Interest							44,022	199,327	+9,139
GSCI(CME)
Jun11	110526	42.64	42.64	36.64	40.64	+0.50	145	10,671	+13
Jul11	110526	41.64	41.64	35.64	39.64	+0.25	2	0	+0
Aug11	110526	40.64	42.64	37.64	40.64	-0.50
Total Volume and Open Interest							147	10,671	+13
Reuters CCI(ICE)
Jun11	110526	344.00	344.00	344.00	344.00	-1.00
Total Volume and Open Interest