MRCI's End of Day Prices

Daily Futures Price Listing Wed June 01, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110601	1377.50	1390.00	1370.00	1386.25	+10.25	66,398	239,645	-3,201
Aug11	110601	1374.00	1386.00	1366.50	1382.00	+10.00	10,956	31,170	+1,696
Sep11	110601	1374.25	1381.00	1363.50	1377.75	+10.50	2,182	18,213	+306
Nov11	110601	1365.25	1378.25	1357.75	1374.75	+11.25	26,421	203,448	+213
Jan12	110601	1382.00	1385.25	1367.50	1383.25	+10.25	4,819	29,148	+1,612
Mar12	110601	1378.00	1387.00	1369.25	1382.25	+9.25	2,521	17,196	+593
May12	110601	1366.00	1377.00	1361.00	1374.25	+11.75	2,799	18,313	+746
Total Volume and Open Interest							116,800	575,686	+2,128
Soybean Meal(CBOT)
Jul11	110601	355.30	361.00	352.30	360.70	+5.40	30,400	89,357	-3,605
Aug11	110601	356.20	361.50	353.50	361.50	+5.30	6,035	35,173	+965
Sep11	110601	355.00	360.00	352.30	360.00	+5.10	1,341	18,645	+146
Oct11	110601	350.00	355.20	347.20	355.20	+5.30	1,584	16,864	+396
Dec11	110601	351.10	356.40	348.40	356.40	+5.20	4,526	48,327	-208
Jan12	110601	353.10	357.70	352.50	357.70	+5.20	571	4,677	+181
Mar12	110601	354.70	358.40	353.30	358.40	+5.20	549	3,668	-234
May12	110601	352.10	355.30	348.60	355.30	+5.50	586	4,875	+72
Total Volume and Open Interest							45,650	226,268	-2,274
Soybean Oil(CBOT)
Jul11	110601	58.62	58.84	58.03	58.43	-0.06	41,081	142,424	-2,134
Aug11	110601	58.86	59.07	58.36	58.71	-0.06	4,335	34,674	-125
Sep11	110601	59.35	59.38	58.60	59.01	-0.03	2,896	23,049	-112
Oct11	110601	59.34	59.52	58.90	59.25	-0.02	524	15,002	-8
Dec11	110601	59.85	60.06	59.29	59.73	+0.01	9,969	86,167	+1,644
Jan12	110601	59.75	60.15	59.50	59.94	+0.06	508	8,659	+252
Mar12	110601	60.10	60.22	59.64	60.03	+0.08	459	5,274	+203
May12	110601	60.20	60.20	59.56	59.98	+0.08	405	5,329	+68
Total Volume and Open Interest							60,223	323,604	-206
Canola(WCE)
Jul11	110601	593.0	596.0	587.2	590.9	+1.4	1,655	76,035	+958
Nov11	110601	595.9	599.7	591.7	594.6	+0.5	789	84,371	+3,316
Jan12	110601	603.3	605.8	600.2	602.4	+0.2	106	8,888	+493
Mar12	110601	608.4	611.7	607.9	609.1	+0.6	8	1,973	+492
May12	110601	614.2	614.2	612.6	613.1	+1.7	0	994	+51
Total Volume and Open Interest							2,558	174,859	+5,337
Corn(CBOT)
Jul11	110601	751.00	760.50	741.00	758.50	+11.00	120,456	569,956	+1,849
Sep11	110601	720.50	729.00	711.25	728.25	+10.75	30,245	194,140	+3,808
Dec11	110601	675.50	680.00	666.00	679.50	+6.50	52,971	466,587	+4,835
Mar12	110601	685.50	691.00	677.75	691.00	+7.50	3,422	80,599	+349
May12	110601	692.50	697.75	685.25	696.50	+6.50	906	17,703	+139
Jul12	110601	699.50	705.00	691.00	704.50	+7.25	2,040	44,806	+701
Total Volume and Open Interest							213,338	1,437,449	+11,928
Wheat(CBOT)
Jul11	110601	782.50	788.25	754.25	759.25	-23.00	54,020	205,195	-4,548
Sep11	110601	833.25	837.50	804.50	809.25	-22.75	18,705	78,523	+2,024
Dec11	110601	882.00	886.75	856.00	860.00	-22.00	15,476	95,441	-570
Mar12	110601	915.50	918.25	891.50	895.00	-21.00	2,169	21,798	-87
May12	110601	925.00	925.00	899.25	905.75	-17.00	387	7,986	+32
Total Volume and Open Interest							94,515	459,199	-2,625
Wheat(KCBT)
Jul11	110601	910.00	917.75	888.75	891.50	-16.50	15,048	77,076	-1,569
Sep11	110601	928.25	935.00	908.25	911.25	-16.25	4,499	40,694	+1,062
Dec11	110601	951.00	960.00	933.00	935.00	-16.00	3,296	43,057	+185
Mar12	110601	972.25	974.75	948.50	949.00	-18.00	613	6,976	+277
May12	110601	969.00	969.00	951.00	951.00	-15.00	127	928	+69
Total Volume and Open Interest							24,327	179,620	+309
Wheat(MGE)
Jul11	110601	1027.00	1046.00	1003.50	1005.50	-19.50	5,383	19,183	-809
Sep11	110601	986.00	997.00	971.50	975.25	-12.50	3,281	18,055	+515
Dec11	110601	988.75	1000.00	974.50	976.25	-12.25	1,890	13,643	-41
Mar12	110601	997.00	1006.00	982.00	983.50	-13.25	517	2,780	+15
May12	110601	1003.25	1004.25	983.50	986.50	-10.00	283	816	+108
Total Volume and Open Interest							11,632	58,565	-132
Oats(CBOT)
Jul11	110601	388.00	390.25	378.50	383.00	-3.00	650	7,783	-92
Sep11	110601	398.25	398.25	388.25	392.25	-3.25	31	1,405	+19
Dec11	110601	404.25	404.50	394.00	399.00	-2.25	138	3,606	-25
Mar12	110601	411.00	413.25	411.00	411.00	-2.25	1	23	+0
Total Volume and Open Interest							820	12,818	-98
Rough Rice(CBOT)
Jul11	110601	15.01	15.07	14.56	14.56	-0.50	689	14,467	-19
Sep11	110601	16.07	16.07	15.55	15.55	-0.50	295	5,434	+53
Nov11	110601	16.20	16.20	15.85	15.85	-0.50	38	1,901	-8
Jan12	110601	16.32	16.32	16.17	16.17	-0.50	3	254	-1
Total Volume and Open Interest							1,025	22,357	+25
Live Cattle(CME)
Jun11	110601	103.580	103.730	100.750	102.150	-1.600	10,209	46,368	-2,133
Aug11	110601	105.080	105.350	102.385	103.930	-1.455	16,227	138,425	+1,215
Oct11	110601	110.750	111.000	108.100	110.050	-1.030	4,229	76,220	+443
Dec11	110601	114.800	115.000	112.180	114.250	-0.930	3,417	51,573	+1,236
Feb12	110601	116.330	116.330	114.400	116.135	-0.615	1,048	14,075	+175
Apr12	110601	117.650	117.750	115.650	117.650	-0.400	446	7,220	+128
Total Volume and Open Interest							35,634	335,354	+1,089
Feeder Cattle(CME)
Aug11	110601	124.330	124.330	121.385	123.885	-0.500	1,695	21,744	-107
Sep11	110601	125.400	125.500	123.000	124.950	-1.030	189	5,153	-10
Oct11	110601	126.080	126.400	124.000	126.200	-0.750	303	4,360	+37
Nov11	110601	127.135	127.650	125.300	127.650	-0.200	79	1,754	+27
Jan12	110601	126.500	127.600	126.000	127.400	-0.200	29	546	+18
Mar12	110601	126.000	126.800	125.580	126.800	unch	1	48	+0
Apr12	110601	125.000	125.500	125.000	125.500	unch	2	7	+1
Total Volume and Open Interest							2,298	33,612	-1,503
Lean Hogs(CME)
Jun11	110601	89.885	90.180	88.550	89.785	-0.395	8,378	18,385	-2,585
Jul11	110601	89.500	90.050	88.100	89.150	-0.780	10,273	63,374	+558
Aug11	110601	91.100	91.350	89.230	90.300	-0.930	5,671	47,153	+1,494
Oct11	110601	85.050	85.135	83.250	84.180	-1.120	2,363	42,939	+351
Dec11	110601	83.050	83.350	81.250	81.900	-1.530	2,052	33,952	+578
Feb12	110601	84.700	84.900	83.080	84.035	-0.715	523	8,589	+288
Apr12	110601	85.700	85.700	84.050	85.300	-0.500	51	4,720	-24
May12	110601	89.730	89.730	89.000	89.000	-0.750	34	216	+34
Total Volume and Open Interest							29,398	221,759	+699
Class III Milk(CME)
Jun11	110601	18.88	19.02	18.75	18.94	+0.19	181	4,996	+35
Jul11	110601	19.80	20.25	19.69	20.05	+0.36	417	4,787	+60
Aug11	110601	19.34	19.60	19.33	19.49	+0.27	204	4,335	+65
Sep11	110601	19.10	19.30	19.04	19.24	+0.20	94	4,106	+19
Oct11	110601	18.50	18.65	18.40	18.60	+0.20	64	3,435	+20
Total Volume and Open Interest							1,344	36,216	+228
Cocoa(ICE)
Jul11	110601	3000	3007	2941	2953	-46	8,669	56,655	-1,101
Sep11	110601	3015	3020	2957	2968	-45	3,824	35,652	+880
Dec11	110601	3055	3055	2994	3000	-40	1,563	28,014	+459
Mar12	110601	3096	3097	3052	3058	-43	611	24,715	+194
May12	110601	3090	3094	3056	3056	-43	373	7,002	+291
Jul12	110601	3081	3081	3051	3052	-42	485	2,495	+450
Sep12	110601	3081	3081	3045	3049	-47	42	2,166	-27
Total Volume and Open Interest							16,395	160,880	+1,131
Coffee "C"(ICE)
Jul11	110601	264.25	264.90	255.25	255.95	-8.65	9,264	48,410	-350
Sep11	110601	267.50	268.00	258.60	259.30	-8.45	3,083	29,702	+248
Dec11	110601	271.90	271.90	262.90	263.55	-8.40	1,226	22,114	+520
Mar12	110601	275.00	275.00	266.00	266.45	-7.75	109	5,173	+37
May12	110601	274.85	274.85	267.50	268.25	-7.20	42	3,013	+9
Jul12	110601	272.95	272.95	267.20	267.55	-6.30	27	795	+9
Total Volume and Open Interest							13,805	111,040	+498
Orange Juice(ICE)
Jul11	110601	182.50	183.30	181.35	182.00	-0.50	621	27,484	+172
Sep11	110601	178.15	178.75	176.75	177.75	-0.40	308	5,240	+106
Nov11	110601	170.00	171.25	169.90	170.75	+0.30	376	2,448	+327
Jan12	110601	166.95	167.55	166.95	167.55	-0.05	15	310	+15
Mar12	110601	166.00	166.25	165.75	166.25	+0.05	0	128	+0
May12	110601	165.80	165.80	165.80	165.80	+0.05	0	80	+0
Total Volume and Open Interest							1,320	35,754	+620
Sugar #11(ICE)
Jul11	110601	23.18	23.52	22.35	22.46	-0.72	38,702	255,311	+549
Oct11	110601	23.00	23.27	22.21	22.36	-0.63	26,075	156,825	+2,021
Mar12	110601	23.05	23.38	22.44	22.52	-0.65	12,819	90,822	+1,968
May12	110601	22.79	22.92	22.02	22.10	-0.64	2,058	27,860	+302
Jul12	110601	22.61	22.70	21.81	21.87	-0.69	2,328	24,769	+822
Total Volume and Open Interest							83,151	601,933	+5,759
London Cocoa(LCE)
Jul11	110601	1837	1844	1809	1814	-26	4,271	78,680	-203
Sep11	110601	1857	1864	1833	1837	-24	4,084	37,595	+581
Dec11	110601	1889	1890	1861	1865	-24	2,109	32,934	-104
Mar12	110601	1911	1913	1885	1888	-25	2,132	37,124	+735
May12	110601	1919	1919	1897	1897	-23	132	9,908	+0
Jul12	110601	1923	1923	1902	1902	-25	51	4,289	-4
Sep12	110601	1920	1920	1905	1905	-25	36	3,284	+27
Total Volume and Open Interest							12,867	211,585	+1,082
London Sugar(LCE)
Aug11	110601	675.70	682.40	664.00	664.60	-7.40	2,634	26,157	-587
Oct11	110601	623.40	631.50	614.20	615.30	-6.50	1,020	10,293	+407
Dec11	110601	614.00	620.30	603.90	604.80	-8.30	241	4,694	+138
Mar12	110601	604.20	609.10	593.20	594.70	-9.10	496	2,977	+273
May12	110601	595.00	599.10	584.00	585.00	-8.90	105	1,497	+40
Total Volume and Open Interest							4,547	47,418	+302
Cotton(ICE)
Jul11	110601	161.39	163.00	158.50	160.97	+2.30	5,332	64,952	-1,376
Oct11	110601	147.96	150.88	145.00	149.75	+2.81	4	416	+1
Dec11	110601	135.90	138.48	131.94	137.27	+1.77	3,410	67,804	+698
Mar12	110601	126.05	128.00	123.21	127.23	+1.36	366	10,752	+159
May12	110601	119.95	120.50	117.00	119.78	+0.57	39	2,519	-5
Jul12	110601	115.00	117.00	111.93	116.10	+1.35	262	4,805	+220
Total Volume and Open Interest							9,582	153,976	-237
Lumber(CME)
Jul11	110601	246.9	252.0	235.4	237.0	-6.5	980	7,043	-284
Sep11	110601	268.4	273.0	259.0	259.0	-10.0	527	2,892	+224
Nov11	110601	271.8	275.8	260.0	261.5	-7.6	38	661	+13
Jan12	110601	275.0	287.0	275.0	275.0	-10.0	4	44	+2
Total Volume and Open Interest							1,551	10,645	-45
Crude Oil(NYM)
Jul11	110601	102.68	103.31	99.63	100.29	-2.41	212,254	376,620	-10,326
Aug11	110601	103.22	103.88	100.43	100.86	-2.41	54,216	92,006	+4,140
Sep11	110601	103.63	104.30	100.70	101.33	-2.40	41,037	102,134	+1,213
Oct11	110601	104.15	104.65	101.08	101.72	-2.37	15,042	48,946	+407
Nov11	110601	104.68	104.85	101.65	102.03	-2.33	8,762	37,017	+844
Dec11	110601	104.60	105.10	101.67	102.28	-2.29	41,018	185,492	+599
Jan12	110601	104.76	104.92	101.95	102.46	-2.25	5,893	42,808	-195
Feb12	110601	105.31	105.31	102.06	102.61	-2.21	2,892	22,448	-5
Mar12	110601	104.90	104.99	102.25	102.74	-2.17	3,253	27,880	-328
Apr12	110601	104.69	104.89	102.84	102.86	-2.13	2,142	16,736	+324
May12	110601	104.42	104.67	102.52	102.97	-2.10	2,271	17,222	-83
Jun12	110601	105.35	105.35	102.60	103.07	-2.07	8,788	79,066	-252
Jul12	110601	104.95	104.95	103.07	103.07	-2.03	1,054	23,850	+0
Aug12	110601	102.97	102.97	102.97	102.97	-2.01	198	15,054	-62
Sep12	110601	102.87	102.87	102.87	102.87	-2.01	289	13,592	-121
Oct12	110601	102.81	102.81	102.81	102.81	-2.00	93	8,644	-5
Total Volume and Open Interest							414,308	1,506,435	-4,241
e-miNY Crude Oil(NYM)
Jun11	110429	112.775	114.175	112.275	113.925	+1.075	11,912	3,616	+446
Jul11	110601	102.650	103.325	99.625	100.300	-2.400	6,247	3,395	+241
Aug11	110601	103.350	103.850	100.200	100.850	-2.425	296	764	+17
Sep11	110601	103.925	104.125	100.775	101.325	-2.400	164	300	+47
Oct11	110601	104.100	104.100	101.725	101.725	-2.375	2	46	+0
Nov11	110601	102.025	102.025	102.025	102.025	-2.325	1	21	+0
Dec11	110601	104.700	104.700	102.275	102.275	-2.300	3	340	+3
Jan12	110601	102.450	102.450	102.450	102.450	-2.250	2	11	+1
Feb12	110601	102.600	102.600	102.600	102.600	-2.225	4	3	+0
Mar12	110601	102.750	102.750	102.750	102.750	-2.150	0	8	+0
Total Volume and Open Interest							6,719	5,047	+309
Heating Oil(NYM)
Jul11	110601	304.35	306.46	299.16	300.87	-4.43	46,965	102,968	+1,589
Aug11	110601	306.76	307.84	300.62	302.33	-4.31	9,664	40,103	+1,578
Sep11	110601	308.15	308.26	302.83	304.10	-4.22	5,358	31,214	+455
Oct11	110601	308.40	309.59	304.14	305.79	-4.10	3,007	12,696	+350
Nov11	110601	311.39	311.39	306.15	307.48	-3.98	1,609	14,072	+159
Dec11	110601	313.43	314.12	307.52	309.11	-3.91	7,038	35,389	+413
Jan12	110601	313.00	313.74	310.00	310.73	-3.82	847	14,983	+278
Feb12	110601	311.13	311.48	311.04	311.05	-3.77	321	5,829	+9
Mar12	110601	309.96	310.14	309.96	310.14	-3.75	114	3,946	+31
Apr12	110601	310.00	310.00	307.98	307.98	-3.73	32	2,008	+15
May12	110601	306.03	306.03	306.03	306.03	-3.73	64	1,524	+49
Jun12	110601	304.61	304.61	304.61	304.61	-3.73	581	17,589	+178
Total Volume and Open Interest							106,066	300,994	-3,377
Gasoline(NYMEX)
Jul11	110601	304.75	305.75	296.86	297.73	-7.30	48,701	92,170	+2,656
Aug11	110601	301.67	302.36	294.50	295.41	-6.45	19,182	27,692	+1,697
Sep11	110601	299.35	299.35	292.19	293.11	-5.92	9,336	33,826	+820
Oct11	110601	285.95	285.95	279.58	280.61	-5.51	3,652	22,836	+109
Nov11	110601	283.36	283.36	277.71	277.77	-5.34	1,253	12,166	-60
Dec11	110601	281.74	282.08	275.24	276.55	-5.23	3,047	25,482	+23
Jan12	110601	280.93	281.30	277.04	277.04	-5.14	359	7,623	+56
Feb12	110601	282.74	282.74	278.65	278.65	-5.08	90	4,220	+55
Mar12	110601	284.11	284.11	280.33	280.33	-5.05	10	4,474	+2
Apr12	110601	295.26	295.26	292.03	292.03	-5.15	108	4,048	+99
Total Volume and Open Interest							114,017	258,242	-3,319
e-miNY RBOB Gasoline(NYM)
Jul11	110601	297.70	297.73	297.70	297.70	-7.30	0	2	+0
Aug11	110601	295.40	295.41	295.40	295.40	-6.50	0	1	+0
Sep11	110601	293.10	293.11	293.10	293.10	-5.90
Oct11	110601	280.60	280.61	280.60	280.60	-5.50	0	1	+0
Total Volume and Open Interest							0	6	-1
Natural Gas(NYM)
Jul11	110601	4.655	4.680	4.587	4.629	-0.037	146,465	216,595	-3,516
Aug11	110601	4.678	4.715	4.628	4.667	-0.033	30,182	78,063	-452
Sep11	110601	4.700	4.723	4.642	4.681	-0.029	23,355	118,304	+1,543
Oct11	110601	4.726	4.756	4.678	4.717	-0.027	26,094	99,005	+1,552
Nov11	110601	4.881	4.886	4.822	4.849	-0.028	13,472	54,155	+428
Dec11	110601	5.063	5.085	5.020	5.046	-0.029	8,751	41,776	+775
Jan12	110601	5.179	5.196	5.127	5.156	-0.026	15,131	86,666	+690
Feb12	110601	5.169	5.173	5.111	5.138	-0.027	2,036	19,208	+80
Mar12	110601	5.095	5.105	5.042	5.068	-0.027	4,644	39,076	-200
Apr12	110601	4.911	4.946	4.894	4.912	-0.025	4,441	38,485	+186
May12	110601	4.908	4.931	4.906	4.923	-0.026	921	9,109	+60
Jun12	110601	4.981	4.981	4.942	4.953	-0.028	239	9,068	+9
Jul12	110601	4.995	5.010	4.988	4.997	-0.029	234	6,142	-27
Aug12	110601	5.023	5.031	5.017	5.025	-0.028	257	5,874	-41
Sep12	110601	5.028	5.042	5.028	5.035	-0.028	276	5,627	-6
Oct12	110601	5.082	5.096	5.068	5.082	-0.028	1,734	13,707	+744
Total Volume and Open Interest							282,486	911,015	+1,926
Brent Crude Oil(ICE)
Jul11	110601	117.07	117.28	113.84	114.53	-2.20	18,832	218,644	+3,789
Aug11	110601	116.82	116.85	113.50	114.19	-2.19	4,862	143,305	-23
Sep11	110601	116.19	116.42	113.13	113.80	-2.17	2,613	82,137	-623
Oct11	110601	115.85	116.02	112.85	113.47	-2.14	894	51,880	+2,529
Nov11	110601	115.46	115.74	112.72	113.19	-2.13	418	26,853	+3,918
Dec11	110601	115.23	115.45	112.30	112.91	-2.12	625	92,669	+1,118
Jan12	110601	114.39	114.47	112.69	112.69	-2.10	188	19,662	-1,399
Feb12	110601	114.06	114.06	112.46	112.46	-2.08	64	19,192	-17
Mar12	110601	114.55	114.55	112.23	112.23	-2.06	25	30,894	-418
Apr12	110601	111.99	111.99	111.99	111.99	-2.03	0	8,548	-79
May12	110601	111.75	111.75	111.75	111.75	-2.01	0	5,464	-44
Jun12	110601	113.81	113.81	111.12	111.51	-1.99	3	36,148	+1,724
Jul12	110601	111.25	111.25	111.25	111.25	-1.96	0	3,988	+52
Aug12	110601	110.97	110.97	110.97	110.97	-1.92	0	2,503	+13
Total Volume and Open Interest							28,579	865,212	+11,072
Gas Oil(ICE)
Jun11	110601	961.75	966.00	942.75	959.25	-2.75	6,838	108,090	-3,719
Jul11	110601	965.00	968.50	945.50	962.00	-2.50	6,603	117,098	+3,548
Aug11	110601	968.25	971.00	948.75	965.25	-2.25	653	55,335	+663
Sep11	110601	971.00	971.00	951.75	968.25	-2.00	618	49,570	-1,189
Oct11	110601	973.00	973.00	954.25	970.25	-1.75	212	28,940	-351
Nov11	110601	974.00	974.00	957.75	971.25	-1.75	92	25,318	+130
Dec11	110601	974.50	977.25	956.75	972.75	-1.75	210	58,441	-676
Jan12	110601	977.75	977.75	960.00	975.25	-1.50	96	24,205	-112
Feb12	110601	978.00	978.25	975.75	975.75	-1.50	1	6,937	-152
Mar12	110601	977.75	978.00	975.50	975.50	-1.50	4	6,798	-83
Total Volume and Open Interest							15,340	571,275	-1,770
Ethanol(CBOT)
Jun11	110601	2.655	2.655	2.630	2.642	unch	152	539	-80
Jul11	110601	2.631	2.655	2.630	2.650	+0.005	246	1,529	+128
Aug11	110601	2.621	2.650	2.620	2.647	+0.009	200	1,297	+49
Sep11	110601	2.586	2.611	2.585	2.603	+0.004	115	1,162	+18
Oct11	110601	2.497	2.502	2.495	2.497	+0.004	34	970	+24
Nov11	110601	2.428	2.428	2.428	2.428	unch	14	804	+7
Dec11	110601	2.415	2.419	2.415	2.416	+0.003	14	1,119	+4
Jan12	110601	2.382	2.382	2.382	2.382	-0.005	4	575	+0
Total Volume and Open Interest							803	8,730	+160
WTI Crude Oil(ICE
Jul11	110601	103.07	103.30	99.64	100.29	-2.41	2,780	99,117	+1,069
Aug11	110601	103.62	103.86	100.30	100.86	-2.41	678	39,424	+732
Sep11	110601	103.92	104.19	100.82	101.33	-2.40	310	36,390	+1,683
Oct11	110601	104.13	104.13	101.10	101.72	-2.37	95	19,239	+978
Nov11	110601	104.38	104.38	101.52	102.03	-2.33	48	15,199	+373
Dec11	110601	104.70	104.96	101.71	102.28	-2.29	247	82,301	+479
Jan12	110601	104.52	104.52	101.89	102.46	-2.25	8	11,981	-70
Feb12	110601	104.63	104.63	102.61	102.61	-2.21	1	3,982	+161
Mar12	110601	104.78	104.78	102.43	102.74	-2.17	0	11,614	-460
Apr12	110601	102.86	102.86	102.86	102.86	-2.13	0	4,043	+83
May12	110601	102.97	102.97	102.97	102.97	-2.10	0	2,487	+137
Jun12	110601	105.10	105.10	102.79	103.07	-2.07	0	25,508	-504
Jul12	110601	103.07	103.07	103.07	103.07	-2.03	0	1,797	-32
Aug12	110601	102.97	102.97	102.97	102.97	-2.01	0	884	+0
Sep12	110601	102.87	102.87	102.87	102.87	-2.01	0	4,300	+0
Oct12	110601	102.81	102.81	102.81	102.81	-2.00	0	511	+0
Total Volume and Open Interest							4,177	460,275	+7,186
US Dollar Index(ICE)
Jun11	110601	74.525	74.955	74.345	74.730	+0.035	2,857	55,375	-1,019
Sep11	110601	75.000	75.410	74.820	75.195	+0.030	247	1,478	+29
Dec11	110601	75.725	75.725	75.725	75.725	+0.030	0	2	+0
Total Volume and Open Interest							3,104	56,856	-990
Australian Dollar(CME)
Jun11	110601	106.41	107.37	105.86	106.38	-0.08	92,193	113,133	+2,010
Sep11	110601	105.20	106.00	104.55	105.03	-0.10	1,245	2,613	+903
Dec11	110601	104.00	104.00	103.78	103.78	-0.12	8	84	+0
Total Volume and Open Interest							93,446	115,832	+2,913
British Pound(CME)
Jun11	110601	164.47	164.94	163.27	163.58	-0.92	106,799	109,314	+446
Sep11	110601	164.47	164.68	163.12	163.38	-0.91	232	1,132	+69
Dec11	110601	163.15	164.06	163.15	163.15	-0.91	1	48	-1
Total Volume and Open Interest							107,033	110,503	+514
Canadian Dollar(CME)
Jun11	110601	103.18	103.40	102.30	102.56	-0.62	58,703	110,641	-2,001
Sep11	110601	102.99	103.13	102.08	102.31	-0.62	2,966	8,076	+2,081
Dec11	110601	102.24	102.66	101.85	102.04	-0.62	22	3,080	+3
Mar12	110601	101.90	102.41	101.78	101.78	-0.63	2	389	+2
Total Volume and Open Interest							61,695	122,493	+87
Japanese Yen(CME)
Jun11	110601	122.73	124.00	122.69	123.63	+0.90	108,638	94,034	-4,493
Sep11	110601	122.80	124.03	122.78	123.68	+0.89	927	4,003	+217
Dec11	110601	122.92	123.79	122.89	123.79	+0.90	3	220	+0
Total Volume and Open Interest							109,569	98,268	-4,276
Swiss Franc(CME)
Jun11	110601	117.15	119.29	117.06	118.72	+1.52	47,141	68,866	+2,427
Sep11	110601	117.48	119.34	117.17	118.80	+1.52	1,254	1,372	+810
Dec11	110601	119.33	119.33	117.36	118.88	+1.52	0	16	+0
Total Volume and Open Interest							48,395	70,256	+3,237
EuroFX(CME)
Jun11	110601	143.89	144.58	143.18	143.69	-0.10	328,971	257,773	-736
Sep11	110601	143.69	144.17	142.77	143.30	-0.11	2,310	6,918	-324
Dec11	110601	142.89	143.00	142.89	142.89	-0.11	9	179	+9
Total Volume and Open Interest							331,292	265,253	-1,052
Mexican Peso(CME)
Jun11	110601	863.0	865.2	852.5	856.0	-7.2	24,978	143,103	-872
Jul11	110601	854.8	862.0	854.8	854.8	-7.2
Total Volume and Open Interest							25,052	143,674	-815
30-Year T-Bonds(CBOT)
Jun11	110520	124~280	124~280	124~160	124~270	+0~070
Sep11	110601	124~220	126~100	124~160	125~310	+1~040	226,670	632,821	+106,346
Dec11	110601	124~000	124~280	123~120	124~160	+1~040	5	15	+4
Total Volume and Open Interest							597,324	758,301	-2,423
10-Year T-Notes(CBOT)
Jun11	110601	123~295	124~295	123~260	124~235	+0~225	1,353,509	408,347	-341,529
Sep11	110601	122~155	123~165	122~120	123~100	+0~225	719,374	1,618,601	+273,469
Dec11	110601	121~285	122~120	121~195	122~100	+0~225	1	9	+0
Total Volume and Open Interest							2,072,884	2,026,957	-68,060
5-Year T-Notes(CBOT)
Jun11	110520	119~063	119~063	119~062	119~062	+0~015
Sep11	110601	119~009	119~080	118~127	119~066	+0~048	471,857	1,270,355	+213,408
Dec11	110601	118~090	118~090	118~042	118~090	+0~048
Total Volume and Open Interest							1,237,466	1,540,920	+16,433
2 Year T-Notes(CBOT)
Jun11	110601	109~119	110~000	109~118	109~127	+0~004	377,049	168,125	-134,457
Sep11	110601	109~075	109~086	109~071	109~083	+0~007	285,316	884,823	+123,328
Dec11	110601	109~027	109~027	109~014	109~027	+0~013	0	20	+0
Total Volume and Open Interest							662,365	1,052,968	-11,129
Eurodollars(CME)
Jun11	110601	99.738	99.740	99.735	99.738	unch	134,807	911,104	-9,093
Sep11	110601	99.675	99.680	99.665	99.675	+0.005	163,035	1,289,603	-16,900
Dec11	110601	99.600	99.610	99.590	99.600	unch	178,076	1,569,938	+6,346
Mar12	110601	99.510	99.525	99.495	99.510	unch	201,984	1,682,272	-8,065
Jun12	110601	99.355	99.390	99.345	99.375	+0.015	261,504	1,510,860	+6,416
Sep12	110601	99.140	99.200	99.120	99.185	+0.040	170,713	811,289	-985
Dec12	110601	98.885	98.970	98.860	98.955	+0.065	157,330	579,359	-8,929
Mar13	110601	98.640	98.760	98.615	98.740	+0.090	140,141	400,618	-135
Jun13	110601	98.390	98.530	98.360	98.510	+0.110	92,575	269,909	+6,382
Sep13	110601	98.130	98.290	98.105	98.265	+0.120	67,289	253,787	-2,914
Dec13	110601	97.850	98.030	97.840	98.005	+0.130	41,951	190,316	+1,680
Mar14	110601	97.600	97.790	97.595	97.760	+0.130	36,014	179,836	+1,094
Jun14	110601	97.370	97.550	97.365	97.515	+0.125	13,502	107,036	+902
Sep14	110601	97.125	97.305	97.125	97.275	+0.120	9,366	63,124	+529
Dec14	110601	96.880	97.060	96.880	97.030	+0.115	11,105	69,162	-650
Mar15	110601	96.680	96.850	96.680	96.820	+0.110	7,519	49,681	+804
Jun15	110601	4.730	4.885	4.730	4.860	+0.105	6,599	46,285	+929
Sep15	110601	4.535	4.690	4.535	4.660	+0.095	5,506	41,635	+499
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jun11	110601	99.895	99.900	99.895	99.900	unch	3,468	58,856	+173
Jul11	110601	99.895	99.900	99.890	99.895	unch	539	53,649	+26
Aug11	110601	99.880	99.885	99.880	99.885	unch	4,247	50,294	-505
Sep11	110601	99.865	99.870	99.865	99.865	unch	2,648	45,658	-251
Oct11	110601	99.860	99.865	99.855	99.860	unch	2,581	52,386	+632
Nov11	110601	99.845	99.850	99.840	99.845	unch	3,634	53,838	+880
Total Volume and Open Interest							50,692	739,677	+7,968
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110601	99.670	99.670	99.670	99.670	unch	0	750	+0
Sep11	110601	99.668	99.668	99.668	99.668	unch
Dec11	110601	99.670	99.670	99.670	99.670	unch	0	75	+0
Mar12	110601	99.658	99.658	99.658	99.658	unch
Jun12	110601	99.670	99.670	99.670	99.670	unch
Sep12	110601	99.600	99.600	99.600	99.600	unch
Dec12	110601	99.560	99.560	99.560	99.560	unch
Mar13	110601	99.560	99.560	99.560	99.560	unch
Jun13	110601	99.515	99.515	99.515	99.515	unch
Sep13	110601	99.375	99.375	99.375	99.375	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Jun11	110601	99.67	99.67	99.67	99.67	unch	200	5,803	-200
Sep11	110601	99.67	99.67	99.67	99.67	unch	200	1,466	+0
Dec11	110601	99.67	99.67	99.67	99.67	unch	0	1,957	+0
Mar12	110601	99.66	99.66	99.66	99.66	unch	300	4,177	+300
Jun12	110601	99.67	99.67	99.67	99.67	unch	0	1,254	+0
Sep12	110601	99.60	99.60	99.60	99.60	unch	0	411	+0
Dec12	110601	99.56	99.56	99.56	99.56	unch	0	24	+0
Mar13	110601	99.56	99.56	99.56	99.56	unch	0	1	+0
Total Volume and Open Interest							700	15,093	+100
Japanese Gov't Bonds(SGX)
Jun11	110531	140.97	140.97	140.53	140.57	-0.28	1,232	21,316	+440
Sep11	110601	140.34	140.41	140.29	140.39	+0.05	273	241	+21
Dec11	110601	138.30	138.30	138.30	138.30	+0.05
Total Volume and Open Interest							2,041	22,608	+781
Euro-Bund(EUREX)
Jun11	110527	125.59	125.79	125.33	125.64	+0.13	1,118,620	1,000,784	+75
Sep11	110601	124.80	125.60	124.63	125.38	+0.34	31,344	70,723	+17,067
Dec11	110601	124.47	124.47	124.47	124.47	+0.32
Total Volume and Open Interest							182,984	1,056,078	+17,714
Euro-Bobl(EUREX)
Jun11	110601	116.79	117.20	116.70	117.04	+0.13	137,403	795,368	-26,604
Sep11	110601	116.26	116.68	116.16	116.52	+0.15	22,646	127,531	+21,709
Dec11	110601	116.59	116.59	116.59	116.59	+0.13
Total Volume and Open Interest							160,049	922,899	-9,447
3-Mth Euribor(EUREX)
Jun11	110601	98.530	98.535	98.530	98.530	unch	100	4,851	+150
Sep11	110601	98.295	98.305	98.285	98.290	-0.015	3	1,924	+27
Dec11	110601	98.145	98.145	98.130	98.130	-0.015	2	1,315	+7
Total Volume and Open Interest							121	11,565	+250
Long Gilt(LIFFE)
Jun11	110601	121~07	121~28	121~07	121~26	+0~15	85,508	58,546	+58,546
Sep11	110601	119~31	120~20	119~30	120~17	+0~15	92,168	336,619	+12,022
Total Volume and Open Interest							177,676	395,165	-10,571
3-Mth Short Sterling(LIFFE)
Jun11	110601	99.17	99.17	99.16	99.17	unch	12,294	441,130	+3,863
Sep11	110601	99.08	99.09	99.07	99.09	+0.01	25,179	443,447	+2,740
Dec11	110601	98.95	98.98	98.93	98.97	+0.02	48,347	457,924	+8,628
Mar12	110601	98.83	98.85	98.79	98.84	+0.03	45,305	424,675	-5,452
Jun12	110601	98.61	98.69	98.60	98.67	+0.04	64,493	338,953	+9,235
Sep12	110601	98.41	98.52	98.40	98.49	+0.06	33,625	234,057	+561
Total Volume and Open Interest							302,682	2,904,819	+26,588
3-Mth Euribor(LIFFE)
Jun11	110601	98.535	98.535	98.525	98.530	unch	13,508	679,332	-897
Sep11	110601	98.305	98.305	98.280	98.290	-0.015	17,748	637,529	+11,362
Dec11	110601	98.135	98.145	98.110	98.130	-0.015	20,082	559,596	+11,518
Total Volume and Open Interest							125,452	3,752,370	+73,665
3-Mth Aus T-Bills(SFE)
Jun11	110601	95.01	95.02	94.97	94.98	-0.04	29,271	127,740	-4,593
Sep11	110601	94.98	94.99	94.90	94.92	-0.07	59,247	243,711	+6,691
Dec11	110601	94.94	94.95	94.84	94.85	-0.09	45,548	165,916	+8,835
Mar12	110601	94.90	94.91	94.79	94.81	-0.09	13,329	90,038	+3,164
Jun12	110601	94.85	94.87	94.74	94.76	-0.10	5,741	54,821	+180
Sep12	110601	94.82	94.83	94.71	94.72	-0.10	4,292	52,469	+301
Dec12	110601	94.78	94.80	94.67	94.68	-0.09	4,260	28,329	+1,646
Mar13	110601	94.76	94.77	94.65	94.66	-0.09	1,501	21,982	+730
Jun13	110601	94.71	94.71	94.63	94.63	-0.10	100	2,288	+101
Sep13	110601	94.66	94.67	94.58	94.60	-0.11	115	1,536	+110
Total Volume and Open Interest							163,409	789,723	+17,165
10-Year Aus T-Bonds(SFE)
Jun11	110601	94.80	94.81	94.71	94.72	-0.08	45,024	409,610	-5,858
Sep11	110601	94.78	94.78	94.71	94.71	-0.07
Total Volume and Open Interest							45,024	409,610	-5,858
3-Year Aus T-Bonds(SFE)
Jun11	110601	95.14	95.16	95.03	95.05	-0.10	194,481	745,273	+34,889
Sep11	110601	95.00	95.00	95.00	95.00	-0.15
Total Volume and Open Interest							194,481	745,273	+34,889
Gold(CMX)
Jun11	110601	1535.7	1550.6	1529.7	1542.4	+6.5	76,719	10,905	-23,254
Aug11	110601	1536.6	1551.6	1530.4	1543.2	+6.4	138,115	325,154	+27,251
Oct11	110601	1537.3	1552.6	1532.0	1544.5	+6.4	328	9,965	+96
Dec11	110601	1538.4	1554.3	1533.3	1545.8	+6.4	2,954	68,392	+924
Feb12	110601	1536.2	1554.8	1536.2	1547.1	+6.4	77	8,585	-7
Apr12	110601	1540.5	1553.8	1536.0	1548.4	+6.4	18	5,338	-3
Jun12	110601	1547.3	1549.8	1544.1	1549.8	+6.4	153	12,624	+65
Aug12	110601	1551.7	1551.7	1551.7	1551.7	+6.3	5	4,520	+0
Oct12	110601	1553.8	1553.8	1553.8	1553.8	+6.1	0	3,624	+0
Dec12	110601	1558.9	1558.9	1556.4	1556.4	+5.9	41	12,221	-4
Feb13	110601	1559.5	1559.5	1559.5	1559.5	+5.8	0	255	+0
Apr13	110601	1562.9	1562.9	1562.9	1562.9	+5.4
Total Volume and Open Interest							220,369	499,802	+5,308
Silver(CMX)
Jul11	110601	3849.0	3850.0	3635.5	3769.4	-61.1	48,528	61,003	+6
Sep11	110601	3846.5	3849.0	3650.0	3771.7	-61.2	1,998	12,007	+653
Dec11	110601	3820.0	3840.5	3640.0	3773.7	-61.4	1,565	23,143	+42
Mar12	110601	3793.0	3793.0	3651.0	3769.9	-61.6	21	3,676	+4
May12	110601	3766.5	3766.5	3766.5	3766.5	-61.6	17	1,158	+4
Jul12	110601	3827.0	3828.0	3676.5	3764.0	-61.6	8	1,808	+3
Sep12	110601	3762.0	3762.0	3762.0	3762.0	-61.7	2	102	+2
Total Volume and Open Interest							52,633	121,539	+785
Platinum(NYMEX)
Jul11	110601	1833.9	1839.2	1820.0	1823.9	-10.1	3,659	32,186	+323
Oct11	110601	1831.2	1840.0	1824.0	1827.6	-10.2	72	2,585	+39
Jan12	110601	1833.5	1840.0	1827.0	1830.3	-10.2	0	88	+0
Apr12	110601	1832.3	1832.3	1832.3	1832.3	-10.2	0	26	+0
Total Volume and Open Interest							3,733	34,889	+362
Palladium(NYMEX)
Jun11	110601	772.00	788.55	769.80	777.45	-1.50	2,893	1,305	-1,490
Sep11	110601	780.50	791.25	771.10	779.10	-1.90	4,042	18,188	+1,192
Dec11	110601	779.40	787.20	779.00	780.50	-1.80	24	533	+17
Total Volume and Open Interest							6,963	20,041	-281
Copper(CMX)
Jul11	110601	418.75	419.70	408.55	410.65	-7.10	33,135	59,621	+124
Sep11	110601	420.55	421.15	410.45	412.60	-7.05	3,860	36,168	+1,045
Dec11	110601	422.40	422.40	413.00	414.55	-6.90	708	14,380	+79
Mar12	110601	420.85	422.35	415.00	415.70	-6.75	32	5,120	+5
May12	110601	415.80	415.80	415.80	415.80	-6.75	224	1,572	-1
Total Volume and Open Interest							38,870	122,444	+918
DJIA Index(CBOT)
Jun11	110601	12567	12586	12270	12274	-284	302	24,368	+62
Sep11	110601	12393	12393	12206	12206	-283	2	21	+0
Dec11	110601	12135	12418	12135	12135	-283	0	7	+0
Mar12	110601	12075	12358	12075	12075	-283
Total Volume and Open Interest							304	24,396	+62
S & P 500(CME)
Jun11	110601	1344.00	1347.70	1311.30	1312.10	-31.80	10,012	314,740	-2,522
Sep11	110601	1334.50	1335.00	1306.70	1306.70	-31.80	461	10,650	+287
Dec11	110601	1301.10	1301.40	1301.10	1301.10	-31.80	90	6,623	-2
Mar12	110601	1296.10	1296.40	1296.10	1296.10	-31.80
Total Volume and Open Interest							10,563	332,018	-2,237
S & P 500 E-Mini(Globex)
Jun11	110520	1341.50	1344.00	1327.00	1327.75	-13.75
Sep11	110601	1339.50	1342.50	1305.75	1306.75	-31.75	3,187	45,194	+397
Total Volume and Open Interest							1,396,501	2,824,898	+13,415
NASDAQ 100(CME)
Jun11	110601	2376.00	2380.50	2317.00	2319.50	-52.30	852	18,313	+27
Sep11	110601	2316.00	2316.00	2315.30	2316.00	-52.00	1	111	+0
Dec11	110601	2312.50	2312.50	2311.80	2312.50	-52.00	4	1	+0
Total Volume and Open Interest							857	18,425	+27
NASDAQ 100 E-Mini(Globex)
Jun11	110601	2375.50	2380.80	2318.00	2319.50	-52.30	154,910	326,967	-4,456
Sep11	110601	2371.80	2375.50	2314.80	2316.00	-52.00	235	1,470	+34
Total Volume and Open Interest							155,146	328,452	-4,422
S & P Midcap 400(CME)
Jun11	110601	976.50	976.50	974.00	974.50	-25.10	3	1,721	-2
Sep11	110601	971.90	973.50	971.90	971.90	-25.10
Dec11	110601	970.30	971.90	970.30	970.30	-25.10
Total Volume and Open Interest							3	1,721	-2
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11	110601	9755	9755	9545	9555	-180	7,534	46,992	-3
Sep11	110601	9715	9715	9580	9580	-180	121	221	+117
Total Volume and Open Interest							7,655	47,213	+114
Nikkei 225(SGX)
Jun11	110601	9695	9750	9660	9710	+25	75,559	235,150	+105
Sep11	110601	9700	9740	9665	9710	+20	1,187	5,092	+1,093
Dec11	110601	9650	9650	9650	9650	+25	0	6,659	+0
Total Volume and Open Interest							76,775	251,864	+1,212
CAC 40(EURONEXT)
Jun11	110601	4013.5	4013.5	3903.5	3949.0	-41.0	35,981	347,495	-24,495
Jul11	110601	3997.5	3997.5	3914.0	3946.0	-41.0	9	61	-6
Aug11	110601	3950.5	3950.5	3950.5	3950.5	-41.0
Total Volume and Open Interest							35,995	347,565	-24,496
Hang Seng Index(HKFE)
Jun11	110601	23572	23597	23472	23501	-42	54,748	90,376	+25,332
Jul11	110601	23574	23600	23485	23508	-38
Total Volume and Open Interest							70,154	106,632
DAX(EUREX)
Jun11	110601	7345.0	7347.5	7131.0	7226.5	-69.5	33,803	174,414	-1,599
Sep11	110601	7365.0	7370.0	7158.0	7249.5	-69.5	370	13,168	+1,208
Dec11	110601	7388.5	7388.5	7216.5	7279.5	-69.5	24	1,496	-8
Total Volume and Open Interest							34,197	189,078	-399
FT-SE 100(EURONEXT)
Jun11	110601	5996.00	5996.00	5864.50	5942.50	-23.00	104,929	638,222	+11,639
Sep11	110601	5956.00	5956.50	5830.50	5907.00	-23.50	13,992	30,424	+12,646
Dec11	110601	5883.50	5883.50	5883.50	5883.50	-24.50	0	285	+0
Total Volume and Open Interest							118,921	669,071	+24,285
SPI 200(SFE)
Jun11	110601	4716.0	4741.0	4694.0	4709.0	-2.0	28,898	180,821	-140
Sep11	110601	4716.0	4725.0	4692.0	4696.0	-1.0	118	4,317	+84
Dec11	110601	4715.0	4715.0	4715.0	4715.0	-1.0	4	2,871	+61
Total Volume and Open Interest							29,023	189,749	+128
GSCI(CME)
Jun11	110601	48.64	50.74	38.39	40.34	-10.30	60	10,746	+19
Jul11	110601	47.64	50.14	37.39	39.64	-10.30	2	0	+0
Aug11	110601	40.64	51.39	38.39	40.64	-10.50
Total Volume and Open Interest							62	10,746	+19
Reuters CCI(ICE)
Jun11	110601	345.90	345.90	345.90	345.90	-4.60
Total Volume and Open Interest