MRCI's End of Day Prices

Daily Futures Price Listing Tue June 07, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110607	1382.75	1394.75	1380.25	1394.00	+10.75	79,159	244,360	+2,247
Aug11	110607	1376.00	1388.00	1375.75	1388.00	+10.25	10,111	33,903	-284
Sep11	110607	1375.00	1387.00	1373.75	1387.00	+13.25	2,891	18,941	-241
Nov11	110607	1372.50	1385.25	1370.00	1385.25	+12.50	36,254	207,953	+567
Jan12	110607	1379.75	1393.00	1379.50	1392.75	+12.50	3,045	32,884	+1,300
Mar12	110607	1385.25	1392.75	1381.50	1392.75	+14.25	1,901	19,433	+648
May12	110607	1371.25	1381.00	1371.25	1381.00	+13.50	3,254	21,504	+843
Total Volume and Open Interest							138,443	604,834	+5,498
Soybean Meal(CBOT)
Jul11	110607	360.10	368.00	359.50	368.00	+8.60	33,110	86,884	-1,610
Aug11	110607	359.50	365.10	359.30	364.90	+5.90	9,589	39,207	+1,198
Sep11	110607	358.00	363.00	358.00	363.00	+5.70	2,565	19,112	-217
Oct11	110607	354.70	359.00	353.50	359.00	+6.70	1,488	17,223	+138
Dec11	110607	353.90	360.00	353.90	360.00	+6.90	8,622	50,824	-282
Jan12	110607	356.30	360.90	356.00	360.90	+7.10	935	4,786	+296
Mar12	110607	356.30	361.10	353.80	361.10	+7.30	788	3,589	+151
May12	110607	352.30	357.30	349.80	357.30	+7.50	1,139	5,246	+252
Total Volume and Open Interest							58,720	231,683	-25
Soybean Oil(CBOT)
Jul11	110607	58.03	58.37	57.91	57.93	-0.10	45,747	143,489	-1,019
Aug11	110607	58.23	58.62	58.15	58.18	-0.10	10,404	33,959	-1,100
Sep11	110607	58.75	58.90	58.45	58.45	-0.11	7,973	24,497	+1,311
Oct11	110607	59.09	59.18	58.75	58.75	-0.09	1,513	15,158	-37
Dec11	110607	59.30	59.71	59.24	59.30	-0.05	12,043	94,176	+1,727
Jan12	110607	59.83	59.90	59.52	59.56	-0.05	377	9,837	+92
Mar12	110607	59.79	59.94	59.70	59.71	unch	449	6,035	+140
May12	110607	59.86	59.92	59.68	59.71	+0.05	564	5,712	+78
Total Volume and Open Interest							79,141	336,175	+1,236
Canola(WCE)
Jul11	110607	588.7	590.2	585.7	587.2	-1.5	10,452	63,117	-1,518
Nov11	110607	592.0	593.0	589.9	590.7	-1.6	4,832	93,655	+437
Jan12	110607	598.9	601.2	598.2	598.7	-2.1	324	10,642	+27
Mar12	110607	606.0	607.1	605.9	606.6	-2.2	494	2,564	+188
May12	110607	611.8	611.8	610.6	610.6	-2.2	186	1,059	+10
Total Volume and Open Interest							16,430	173,797	-770
Corn(CBOT)
Jul11	110607	732.00	737.75	729.25	736.50	+4.50	122,238	539,941	-11,632
Sep11	110607	711.75	718.00	710.00	717.00	+5.50	31,584	219,522	+3,797
Dec11	110607	667.50	676.50	667.00	676.50	+9.50	58,551	477,815	-1
Mar12	110607	679.00	688.50	678.50	688.50	+10.50	6,384	82,676	-3
May12	110607	686.25	696.25	685.75	696.25	+11.00	1,731	18,862	+392
Jul12	110607	693.00	702.50	692.50	702.50	+10.50	3,527	49,022	+713
Total Volume and Open Interest							228,917	1,454,174	-7,057
Wheat(CBOT)
Jul11	110607	742.75	747.00	731.25	733.75	-10.25	61,218	184,782	-6,077
Sep11	110607	790.25	794.25	779.00	780.50	-9.75	21,125	94,541	+3,135
Dec11	110607	843.50	847.00	833.75	837.00	-6.00	18,644	97,475	+1,487
Mar12	110607	879.25	883.00	869.75	876.25	-3.75	3,325	22,730	+268
May12	110607	890.00	893.25	881.75	888.25	-5.00	651	8,533	+22
Total Volume and Open Interest							116,879	461,795	+676
Wheat(KCBT)
Jul11	110607	891.50	894.75	873.50	874.50	-15.50	14,628	64,158	-3,008
Sep11	110607	909.00	913.25	892.00	893.25	-15.50	6,310	49,792	+2,012
Dec11	110607	933.00	935.75	916.25	917.75	-12.25	2,386	44,263	+214
Mar12	110607	945.00	946.75	930.50	931.75	-11.25	866	7,946	+225
May12	110607	940.00	941.75	932.75	932.75	-9.25	325	845	-98
Total Volume and Open Interest							26,953	179,440	-8
Wheat(MGE)
Jul11	110607	1044.00	1045.50	982.00	984.75	-57.25	4,467	15,695	-878
Sep11	110607	963.00	965.25	943.00	950.50	-12.25	3,597	19,738	+279
Dec11	110607	965.50	968.50	939.00	953.75	-11.75	2,058	14,695	+531
Mar12	110607	976.00	978.50	960.75	968.25	-7.75	669	2,929	+60
May12	110607	968.50	973.50	963.25	971.00	-3.50	260	1,026	+28
Total Volume and Open Interest							12,505	59,311	+521
Oats(CBOT)
Jul11	110607	372.00	378.75	371.00	371.00	-1.00	454	5,866	-97
Sep11	110607	381.75	383.00	377.00	377.00	-2.25	69	2,948	+0
Dec11	110607	387.50	393.00	387.50	387.50	-1.50	97	3,719	+12
Mar12	110607	399.50	401.00	399.50	399.50	-1.50	1	23	+1
Total Volume and Open Interest							621	12,557	-84
Rough Rice(CBOT)
Jul11	110607	14.75	14.98	14.71	14.77	+0.03	970	11,677	-279
Sep11	110607	15.82	16.02	15.81	15.85	+0.04	308	6,257	-56
Nov11	110607	16.23	16.30	16.11	16.15	+0.03	117	2,096	+56
Jan12	110607	16.60	16.60	16.40	16.47	+0.07	0	252	+0
Total Volume and Open Interest							1,395	20,583	-279
Live Cattle(CME)
Jun11	110607	102.700	103.600	102.635	103.480	+1.080	22,823	31,928	-9,133
Aug11	110607	103.700	104.550	103.400	104.450	+1.120	28,584	143,441	+649
Oct11	110607	110.000	110.650	109.650	110.600	+1.000	11,209	79,359	+2,036
Dec11	110607	114.000	115.080	113.850	115.000	+1.300	5,068	54,327	+301
Feb12	110607	115.385	116.700	115.350	116.650	+1.515	2,794	14,898	+609
Apr12	110607	117.400	118.400	117.400	118.350	+1.050	486	7,445	+96
Total Volume and Open Interest							71,234	333,312	-5,218
Feeder Cattle(CME)
Aug11	110607	124.400	125.285	124.135	125.135	+1.035	2,221	21,671	+5
Sep11	110607	125.330	126.450	125.330	126.385	+1.205	923	5,864	+215
Oct11	110607	126.535	127.500	126.350	127.250	+1.000	605	4,679	+124
Nov11	110607	127.550	128.450	127.550	128.450	+1.100	151	2,046	+39
Jan12	110607	127.800	128.500	127.800	128.250	+1.050	109	1,051	+49
Mar12	110607	127.150	127.500	127.150	127.500	+0.100	6	67	+4
Apr12	110607	127.000	127.000	127.000	127.000	+0.500	1	13	+0
Total Volume and Open Interest							4,022	35,398	+442
Lean Hogs(CME)
Jun11	110607	88.850	90.330	88.750	89.635	-0.065	5,601	14,245	-1,163
Jul11	110607	86.750	89.850	86.650	89.500	+1.750	11,582	60,313	-2,003
Aug11	110607	88.200	90.850	88.000	90.300	+1.250	8,245	50,008	+18
Oct11	110607	83.000	85.830	82.800	85.330	+1.400	4,650	44,997	+1,102
Dec11	110607	81.635	84.100	81.450	84.050	+1.665	2,126	35,704	+296
Feb12	110607	83.900	86.350	83.900	86.200	+1.620	295	8,650	-8
Apr12	110607	85.535	87.430	85.535	87.230	+1.480	208	4,784	-37
May12	110607	90.000	91.500	90.000	91.500	+1.300	0	216	+0
Total Volume and Open Interest							32,886	221,875	-1,677
Class III Milk(CME)
Jun11	110607	19.02	19.09	18.80	18.87	-0.14	163	4,967	-27
Jul11	110607	20.13	20.25	19.42	19.42	-0.75	667	5,293	+218
Aug11	110607	19.32	19.47	18.64	18.64	-0.75	910	4,622	+105
Sep11	110607	18.72	18.86	18.09	18.12	-0.72	400	4,496	+110
Oct11	110607	18.18	18.18	17.55	17.70	-0.53	121	3,549	+30
Total Volume and Open Interest							2,643	32,828	-4,725
Cocoa(ICE)
Jul11	110607	2863	2954	2863	2891	+28	12,462	41,355	-9,746
Sep11	110607	2881	2964	2879	2901	+22	8,976	50,193	+4,522
Dec11	110607	2910	2988	2910	2934	+27	1,650	29,419	+429
Mar12	110607	3002	3043	2991	2991	+24	368	24,486	+47
May12	110607	3000	3043	2989	2989	+24	107	7,664	+4
Jul12	110607	3040	3040	2987	2987	+23	56	2,772	+17
Sep12	110607	3020	3020	2985	2985	+24	17	2,726	+0
Total Volume and Open Interest							23,864	163,811	-4,705
Coffee "C"(ICE)
Jul11	110607	260.00	265.50	260.00	263.00	+2.50	19,647	44,399	-133
Sep11	110607	263.00	268.90	263.00	266.40	+2.60	8,097	37,148	+1,583
Dec11	110607	267.70	273.20	267.70	270.90	+2.65	3,252	24,501	+176
Mar12	110607	270.45	274.85	270.45	273.55	+3.10	364	5,535	-33
May12	110607	273.90	275.85	272.05	274.75	+3.05	174	3,211	+38
Jul12	110607	271.50	274.70	271.50	273.55	+2.40	49	997	+19
Total Volume and Open Interest							31,761	117,772	+1,715
Orange Juice(ICE)
Jul11	110607	186.50	186.95	183.15	184.00	-2.05	843	24,299	-485
Sep11	110607	181.50	183.00	179.50	180.15	-1.65	714	7,506	+583
Nov11	110607	174.30	175.45	173.00	173.70	-0.95	203	2,623	+139
Jan12	110607	170.35	170.75	169.95	170.05	-0.60	18	404	+15
Mar12	110607	168.30	168.30	168.30	168.30	-0.40	0	134	+0
May12	110607	166.30	166.30	166.30	166.30	-0.40	0	80	+0
Total Volume and Open Interest							1,778	35,110	+252
Sugar #11(ICE)
Jul11	110607	23.70	24.49	23.66	24.35	+0.76	74,111	234,585	-3,740
Oct11	110607	23.26	23.68	23.23	23.50	+0.25	47,482	192,850	+8,417
Mar12	110607	23.42	23.68	23.36	23.58	+0.16	14,990	94,562	+1,551
May12	110607	23.18	23.38	23.09	23.35	+0.18	4,895	28,820	-124
Jul12	110607	23.00	23.23	22.93	23.19	+0.16	14,482	33,389	+616
Total Volume and Open Interest							159,675	634,731	+7,984
London Cocoa(LCE)
Jul11	110607	1769	1808	1768	1781	+9	5,288	76,369	-325
Sep11	110607	1790	1826	1790	1802	+9	5,743	38,480	-94
Dec11	110607	1822	1856	1822	1831	+9	1,825	34,036	+317
Mar12	110607	1841	1876	1841	1853	+10	3,027	38,524	+1,187
May12	110607	1862	1875	1862	1868	+10	109	9,703	+63
Jul12	110607	1885	1885	1875	1875	+9	45	4,366	+18
Sep12	110607	1895	1895	1880	1880	+6	58	3,198	+35
Total Volume and Open Interest							16,212	212,562	+1,318
London Sugar(LCE)
Aug11	110607	696.20	702.60	689.00	694.20	-2.00	3,253	25,728	-163
Oct11	110607	639.00	642.90	631.80	635.30	-3.70	1,781	12,004	+450
Dec11	110607	626.50	628.70	619.70	623.30	-3.20	587	5,127	+60
Mar12	110607	611.80	615.90	608.50	612.50	-1.60	486	4,016	+180
May12	110607	604.70	607.60	602.00	605.70	+0.60	80	1,882	+17
Total Volume and Open Interest							6,253	51,148	+602
Cotton(ICE)
Jul11	110607	155.00	156.00	148.63	148.63	-7.00	12,984	57,322	-2,893
Oct11	110607	145.80	146.00	138.83	138.83	-7.00	8	452	+2
Dec11	110607	135.78	137.28	129.93	129.93	-7.00	10,398	80,196	+2,824
Mar12	110607	127.57	128.89	121.29	122.12	-5.87	803	11,608	+312
May12	110607	119.00	120.31	114.25	115.01	-5.20	168	3,050	+86
Jul12	110607	113.81	114.00	108.28	108.82	-4.82	139	5,763	+135
Total Volume and Open Interest							24,507	161,193	+468
Lumber(CME)
Jul11	110607	224.0	232.4	222.5	228.5	+6.0	680	5,170	-163
Sep11	110607	246.8	251.9	243.6	244.1	+2.2	390	5,008	+82
Nov11	110607	257.9	258.0	251.0	251.0	+3.0	270	925	+160
Jan12	110607	270.0	270.0	267.0	267.5	+3.5	2	58	+2
Total Volume and Open Interest							1,342	11,167	+81
Crude Oil(NYM)
Jul11	110607	98.82	99.75	97.74	99.09	+0.08	351,309	328,205	-9,927
Aug11	110607	99.38	100.30	98.35	99.69	+0.09	95,875	114,535	+3,843
Sep11	110607	99.95	100.81	98.90	100.23	+0.12	61,075	119,776	+5,144
Oct11	110607	100.31	101.22	99.40	100.71	+0.15	22,916	51,544	-600
Nov11	110607	100.50	101.67	99.76	101.15	+0.19	10,905	35,148	-134
Dec11	110607	101.05	102.06	100.17	101.51	+0.20	57,823	183,425	-5,256
Jan12	110607	100.93	102.32	100.50	101.76	+0.21	7,971	43,490	+44
Feb12	110607	101.18	102.50	100.69	101.99	+0.24	6,836	22,482	+551
Mar12	110607	101.41	102.60	100.90	102.21	+0.27	9,088	29,094	+1,635
Apr12	110607	102.08	102.84	101.23	102.42	+0.29	4,519	16,618	+957
May12	110607	102.42	102.96	101.57	102.64	+0.32	2,693	16,786	+27
Jun12	110607	102.23	103.24	101.50	102.86	+0.35	20,948	75,247	-1,634
Jul12	110607	101.83	103.03	101.83	103.03	+0.39	12,464	28,739	+1,930
Aug12	110607	103.08	103.08	103.08	103.08	+0.47	1,900	15,173	-351
Sep12	110607	103.15	103.37	103.11	103.11	+0.53	971	13,373	-70
Oct12	110607	103.15	103.15	103.15	103.15	+0.59	288	9,106	+14
Total Volume and Open Interest							695,622	1,512,379	-2,840
e-miNY Crude Oil(NYM)
Jun11	110519	99.675	100.800	98.250	98.450	-1.650	6,142	2,098	-382
Jul11	110607	98.775	99.750	97.725	99.100	+0.100	8,386	3,199	+34
Aug11	110607	99.275	100.275	98.350	99.700	+0.100	410	833	+8
Sep11	110607	99.825	100.375	99.150	100.225	+0.125	45	392	-14
Oct11	110607	99.825	100.700	99.825	100.700	+0.150	0	113	+0
Nov11	110607	101.150	101.150	101.150	101.150	+0.200	2	17	-2
Dec11	110607	101.325	101.500	100.500	101.500	+0.200	21	286	-3
Jan12	110607	101.750	101.750	101.750	101.750	+0.200	1	9	+0
Feb12	110607	102.000	102.000	102.000	102.000	+0.250	0	3	+0
Mar12	110607	102.200	102.200	102.200	102.200	+0.250	1	9	+1
Total Volume and Open Interest							8,876	4,985	+26
Heating Oil(NYM)
Jul11	110607	301.65	309.50	300.15	307.70	+5.96	55,130	100,688	-1,478
Aug11	110607	302.25	310.82	301.73	309.12	+5.92	22,349	45,336	+2,724
Sep11	110607	305.12	312.41	304.89	310.93	+5.91	11,934	36,446	+2,493
Oct11	110607	307.16	314.15	307.04	312.71	+5.94	6,459	17,509	+1,084
Nov11	110607	307.76	314.51	307.76	314.35	+6.03	3,397	15,124	+683
Dec11	110607	308.50	317.39	308.26	315.83	+6.08	8,825	35,726	+483
Jan12	110607	312.78	317.35	312.76	317.35	+6.14	2,223	16,361	+380
Feb12	110607	313.25	317.57	313.25	317.57	+6.19	696	6,056	+162
Mar12	110607	309.00	316.48	309.00	316.48	+6.18	351	4,208	+88
Apr12	110607	309.95	314.17	309.75	314.17	+6.15	497	1,929	+14
May12	110607	307.75	312.01	307.75	312.01	+6.12	640	1,808	+85
Jun12	110607	304.61	310.55	304.61	310.55	+6.16	1,307	18,382	+296
Total Volume and Open Interest							114,543	310,558	+7,466
Gasoline(NYMEX)
Jul11	110607	294.85	300.22	292.84	299.19	+4.20	43,205	86,071	+471
Aug11	110607	291.61	298.47	290.73	297.52	+4.85	21,739	40,956	+570
Sep11	110607	289.16	296.74	289.16	295.93	+5.10	12,152	36,198	+793
Oct11	110607	277.78	285.10	277.59	284.36	+5.35	6,418	21,450	+132
Nov11	110607	278.77	282.40	276.95	282.00	+5.55	2,268	12,595	+35
Dec11	110607	273.95	281.50	273.95	280.94	+5.59	2,760	25,880	+261
Jan12	110607	274.68	282.13	274.68	281.56	+5.58	1,008	7,182	+309
Feb12	110607	283.24	283.24	283.24	283.24	+5.59	154	4,165	+36
Mar12	110607	285.03	285.03	285.03	285.03	+5.60	58	4,400	-19
Apr12	110607	296.99	297.17	296.85	296.85	+5.68	0	4,085	+0
Total Volume and Open Interest							90,093	258,731	+2,596
e-miNY RBOB Gasoline(NYM)
Jul11	110607	294.00	299.20	294.00	299.20	+4.20	0	3	+0
Aug11	110607	297.50	297.52	297.50	297.50	+4.80	0	1	+0
Sep11	110607	295.90	295.93	295.90	295.90	+5.10
Oct11	110607	284.40	284.40	284.36	284.40	+5.40	0	1	+0
Total Volume and Open Interest							0	7	+0
Natural Gas(NYM)
Jul11	110607	4.823	4.854	4.764	4.831	+0.004	100,399	219,009	-806
Aug11	110607	4.858	4.885	4.800	4.858	+0.001	30,672	81,246	-925
Sep11	110607	4.877	4.896	4.819	4.877	+0.008	37,762	116,520	+810
Oct11	110607	4.904	4.917	4.842	4.905	+0.012	37,997	113,042	+3,351
Nov11	110607	5.000	5.017	4.945	5.014	+0.021	17,717	65,414	+2,971
Dec11	110607	5.186	5.198	5.128	5.192	+0.016	11,348	45,616	+2,205
Jan12	110607	5.279	5.285	5.228	5.285	+0.010	12,609	90,819	-250
Feb12	110607	5.260	5.267	5.220	5.267	+0.011	1,391	20,005	+255
Mar12	110607	5.193	5.200	5.150	5.199	+0.013	4,430	38,213	+425
Apr12	110607	4.993	5.026	4.981	5.026	+0.015	5,582	40,754	-86
May12	110607	5.030	5.032	4.992	5.032	+0.015	916	9,147	-9
Jun12	110607	5.018	5.057	5.018	5.057	+0.015	1,117	10,117	-24
Jul12	110607	5.066	5.097	5.055	5.097	+0.013	983	6,690	+405
Aug12	110607	5.110	5.124	5.080	5.124	+0.013	212	5,950	+49
Sep12	110607	5.130	5.133	5.107	5.133	+0.013	378	5,988	+186
Oct12	110607	5.141	5.178	5.139	5.178	+0.013	1,892	17,486	+649
Total Volume and Open Interest							268,146	957,420	+9,354
Brent Crude Oil(ICE)
Jul11	110607	114.30	117.43	113.80	116.78	+2.30	194,131	194,056	-8,100
Aug11	110607	114.08	116.98	113.45	116.34	+2.26	85,856	148,376	+1,508
Sep11	110607	113.63	116.45	112.97	115.81	+2.18	41,003	93,304	+4,691
Oct11	110607	113.03	115.85	112.68	115.41	+2.14	21,486	60,244	+2,366
Nov11	110607	112.53	115.78	112.44	115.13	+2.11	12,177	31,605	+1,295
Dec11	110607	112.29	115.53	112.20	114.88	+2.11	39,335	87,513	-4,154
Jan12	110607	112.94	115.10	112.20	114.69	+2.10	2,359	20,596	+166
Feb12	110607	112.71	114.80	111.98	114.47	+2.09	2,541	19,790	+546
Mar12	110607	112.50	114.59	111.77	114.26	+2.07	3,274	30,373	-332
Apr12	110607	114.02	114.02	114.02	114.02	+2.06	1,871	8,265	+4
May12	110607	113.79	113.79	113.79	113.79	+2.05	1,337	5,486	+160
Jun12	110607	111.64	113.86	111.07	113.56	+2.03	9,073	36,177	+810
Jul12	110607	113.35	113.35	113.35	113.35	+2.01	4,019	5,616	+1,393
Aug12	110607	113.12	113.12	113.12	113.12	+1.99	1,566	3,052	+485
Total Volume and Open Interest							430,499	873,573	+1,923
Gas Oil(ICE)
Jun11	110607	946.75	970.00	943.00	954.50	+4.50	37,827	91,061	-1,322
Jul11	110607	953.50	974.00	946.50	958.25	+4.75	92,476	110,902	-3,209
Aug11	110607	952.00	977.50	950.25	961.75	+5.00	32,739	64,872	+1,897
Sep11	110607	958.00	979.00	953.50	965.00	+5.00	10,608	47,802	+627
Oct11	110607	959.75	972.50	955.75	967.25	+5.25	4,286	29,480	-279
Nov11	110607	960.75	975.00	957.00	968.50	+5.50	1,912	25,050	-725
Dec11	110607	962.50	985.00	958.75	970.00	+5.50	12,202	58,793	+1,136
Jan12	110607	964.25	973.00	964.25	972.50	+5.50	2,069	24,489	+101
Feb12	110607	964.75	975.50	964.75	973.00	+5.75	724	7,077	-154
Mar12	110607	964.25	982.50	964.25	972.50	+5.75	537	7,132	-55
Total Volume and Open Interest							199,914	562,211	-1,263
Ethanol(CBOT)
Jun11	110603	2.638	2.640	2.633	2.640	-0.012	38	199	-65
Jul11	110607	2.611	2.625	2.605	2.622	+0.022	125	1,311	+27
Aug11	110607	2.620	2.630	2.611	2.623	+0.012	106	1,396	-4
Sep11	110607	2.585	2.590	2.575	2.587	+0.022	104	1,214	+9
Oct11	110607	2.492	2.503	2.490	2.498	+0.027	61	967	+34
Nov11	110607	2.436	2.436	2.436	2.436	+0.016	88	836	+29
Dec11	110607	2.423	2.436	2.416	2.427	+0.031	51	1,172	+15
Jan12	110607	2.400	2.415	2.392	2.407	+0.032	40	630	+26
Total Volume and Open Interest							651	8,432	+11
WTI Crude Oil(ICE
Jul11	110607	98.77	99.76	97.75	99.09	+0.08	74,024	90,129	-2,005
Aug11	110607	99.13	100.30	98.40	99.69	+0.09	24,325	38,205	-593
Sep11	110607	99.57	100.73	98.94	100.23	+0.12	14,969	36,935	+21
Oct11	110607	100.00	101.22	99.41	100.71	+0.15	9,258	19,809	-844
Nov11	110607	100.38	101.52	99.82	101.15	+0.19	5,523	14,609	+111
Dec11	110607	100.90	102.00	100.16	101.51	+0.20	24,492	83,588	-357
Jan12	110607	101.38	101.99	100.68	101.76	+0.21	2,087	12,143	+397
Feb12	110607	101.59	102.21	100.94	101.99	+0.24	1,055	4,305	+128
Mar12	110607	101.63	102.34	100.96	102.21	+0.27	1,201	12,114	+28
Apr12	110607	102.42	102.42	102.42	102.42	+0.29	661	4,068	+16
May12	110607	102.64	102.64	102.64	102.64	+0.32	1,303	2,868	+11
Jun12	110607	102.77	103.00	101.60	102.86	+0.35	4,395	26,102	+326
Jul12	110607	103.03	103.03	103.03	103.03	+0.39	1,448	3,668	+847
Aug12	110607	103.08	103.08	103.08	103.08	+0.47	25	884	-12
Sep12	110607	103.11	103.11	103.11	103.11	+0.53	14	4,300	+0
Oct12	110607	103.15	103.15	103.15	103.15	+0.59	0	511	+0
Total Volume and Open Interest							170,674	459,453	-2,120
US Dollar Index(ICE)
Jun11	110607	73.955	74.065	73.515	73.527	-0.473	35,286	56,930	-77
Sep11	110607	74.345	74.445	73.880	73.897	-0.473	2,121	3,190	+520
Dec11	110607	74.363	74.363	74.363	74.363	-0.472	2	4	+2
Total Volume and Open Interest							37,409	60,125	+445
Australian Dollar(CME)
Jun11	110607	107.21	107.47	106.64	107.27	+0.27	165,195	108,416	-5,454
Sep11	110607	105.82	106.10	105.32	105.94	+0.29	12,245	9,730	+5,274
Dec11	110607	104.62	104.70	104.39	104.70	+0.31	6	70	-6
Total Volume and Open Interest							177,446	118,218	-186
British Pound(CME)
Jun11	110607	163.51	164.73	163.23	164.50	+1.00	109,334	103,823	-2,835
Sep11	110607	163.28	164.51	163.03	164.29	+1.00	3,089	3,971	+2,038
Dec11	110607	163.16	164.15	163.07	164.07	+1.00	12	36	-5
Total Volume and Open Interest							112,435	107,838	-802
Canadian Dollar(CME)
Jun11	110607	101.97	102.74	101.92	102.68	+0.75	119,834	106,735	-464
Sep11	110607	101.71	102.49	101.68	102.43	+0.75	6,732	18,646	+2,476
Dec11	110607	101.63	102.25	101.45	102.21	+0.76	148	3,328	+52
Mar12	110607	101.94	101.94	101.17	101.94	+0.77	17	412	+10
Total Volume and Open Interest							126,741	129,453	+2,084
Japanese Yen(CME)
Jun11	110607	124.86	125.12	124.48	124.83	-0.08	138,658	93,913	+2,167
Sep11	110607	124.92	125.14	124.55	124.88	-0.09	5,882	6,883	+1,130
Dec11	110607	125.18	125.18	124.97	124.97	-0.09	2	244	+1
Total Volume and Open Interest							144,542	101,051	+3,298
Swiss Franc(CME)
Jun11	110607	119.76	120.10	119.17	119.41	-0.11	50,175	65,881	-1,934
Sep11	110607	119.84	120.17	119.25	119.48	-0.12	6,239	5,301	+2,679
Dec11	110607	119.90	119.90	119.55	119.55	-0.13	73	41	+24
Total Volume and Open Interest							56,487	71,226	+769
EuroFX(CME)
Jun11	110607	145.79	146.95	145.62	146.92	+1.07	364,897	254,558	-2,220
Sep11	110607	145.41	146.52	145.20	146.49	+1.06	19,338	21,124	+7,107
Dec11	110607	146.10	146.10	145.00	146.04	+1.04	7	164	-4
Total Volume and Open Interest							384,242	276,229	+4,883
Mexican Peso(CME)
Jun11	110607	850.8	855.0	848.5	852.8	+2.0	46,141	129,673	-3,598
Jul11	110607	851.5	851.5	849.8	851.5	+1.8
Total Volume and Open Interest							55,371	144,570	+3,282
30-Year T-Bonds(CBOT)
Jun11	110531	125~260	126~090	125~110	126~050	+0~090	370,649	125,465	-108,773
Sep11	110607	125~000	125~080	124~100	124~290	-0~040	406,458	666,001	-1,983
Dec11	110607	123~130	123~180	123~120	123~140	-0~040	16	58	+10
Total Volume and Open Interest							429,655	715,182	-9,859
10-Year T-Notes(CBOT)
Jun11	110607	124~240	124~290	124~100	124~210	-0~030	88,311	110,747	-28,390
Sep11	110607	123~125	123~165	122~290	123~085	-0~025	1,607,010	1,715,184	+39,716
Dec11	110607	121~205	122~110	121~205	121~310	-0~120	1	13	+0
Total Volume and Open Interest							1,695,322	1,825,944	+11,326
5-Year T-Notes(CBOT)
Jun11	110531	120~025	120~044	119~120	120~036	+0~019	765,609	270,565	-196,975
Sep11	110607	119~082	119~108	119~052	119~087	+0~008	732,678	1,414,811	+21,929
Dec11	110607	118~111	118~111	118~103	118~111	+0~008
Total Volume and Open Interest							796,146	1,514,231	+7,536
2 Year T-Notes(CBOT)
Jun11	110607	110~000	110~010	109~127	110~007	+0~005	31,287	46,764	-13,624
Sep11	110607	109~090	109~101	109~086	109~097	+0~007	255,103	1,014,885	+10,615
Dec11	110607	109~041	109~041	109~034	109~041	+0~007	0	20	+0
Total Volume and Open Interest							286,390	1,061,669	-3,009
Eurodollars(CME)
Jun11	110607	99.743	99.745	99.743	99.743	+0.003	88,818	900,369	-2,201
Sep11	110607	99.665	99.670	99.660	99.665	unch	218,130	1,193,067	-69
Dec11	110607	99.605	99.615	99.600	99.605	unch	229,473	1,556,392	+11,331
Mar12	110607	99.535	99.545	99.525	99.535	unch	315,720	1,699,756	+10,356
Jun12	110607	99.410	99.435	99.395	99.415	+0.005	364,185	1,542,290	+25,931
Sep12	110607	99.225	99.270	99.200	99.240	+0.015	339,456	825,560	-8,247
Dec12	110607	98.995	99.055	98.970	99.020	+0.025	278,760	612,568	+7,961
Mar13	110607	98.760	98.830	98.740	98.795	+0.030	239,406	440,425	+9,637
Jun13	110607	98.515	98.590	98.495	98.545	+0.025	219,131	321,051	+25,106
Sep13	110607	98.260	98.335	98.235	98.290	+0.020	159,953	248,704	+6,941
Dec13	110607	98.005	98.075	97.975	98.025	+0.020	112,305	208,371	+4,086
Mar14	110607	97.760	97.825	97.720	97.780	+0.020	96,937	196,503	+6,495
Jun14	110607	97.515	97.580	97.465	97.535	+0.020	31,772	111,268	+1,159
Sep14	110607	97.270	97.335	97.220	97.295	+0.020	21,932	65,977	+263
Dec14	110607	97.025	97.080	96.965	97.045	+0.020	14,619	70,584	+649
Mar15	110607	96.810	96.860	96.745	96.830	+0.020	25,147	59,927	+6,763
Jun15	110607	4.840	4.890	4.775	4.860	+0.015	9,826	49,297	+1,149
Sep15	110607	4.640	4.685	4.565	4.655	+0.010	9,739	44,836	+432
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jun11	110607	99.897	99.900	99.895	99.897	unch	3,626	61,464	+448
Jul11	110607	99.895	99.900	99.890	99.895	unch	1,989	53,034	+326
Aug11	110607	99.885	99.885	99.880	99.885	unch	4,884	48,895	-1,650
Sep11	110607	99.870	99.870	99.860	99.865	unch	6,268	43,007	-2,218
Oct11	110607	99.855	99.855	99.845	99.855	unch	8,196	52,513	-922
Nov11	110607	99.840	99.840	99.830	99.840	unch	8,596	53,201	-1,035
Total Volume and Open Interest							85,265	694,440	+5,337
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110606	99.670	99.670	99.670	99.670	unch	0	750	+0
Sep11	110607	99.660	99.660	99.660	99.660	-0.007
Dec11	110607	99.662	99.662	99.662	99.662	-0.007	0	75	+0
Mar12	110607	99.650	99.650	99.650	99.650	-0.007
Jun12	110607	99.665	99.665	99.665	99.665	-0.005
Sep12	110607	99.595	99.595	99.595	99.595	-0.005
Dec12	110607	99.555	99.555	99.555	99.555	-0.005
Mar13	110607	99.555	99.555	99.555	99.555	-0.005
Jun13	110607	99.510	99.510	99.510	99.510	-0.005
Sep13	110607	99.370	99.370	99.370	99.370	-0.005
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Sep11	110607	99.67	99.67	99.66	99.66	-0.01	0	1,466	+0
Dec11	110607	99.66	99.66	99.66	99.66	-0.01	0	1,957	+0
Mar12	110607	99.65	99.65	99.65	99.65	-0.01	0	4,177	+0
Jun12	110607	99.67	99.67	99.67	99.67	0.00	0	1,254	+0
Sep12	110607	99.60	99.60	99.60	99.60	0.00	0	411	+0
Dec12	110607	99.56	99.56	99.56	99.56	0.00	0	24	+0
Mar13	110607	99.56	99.56	99.56	99.56	0.00	0	1	+0
Jun13	110607	99.51	99.51	99.51	99.51	0.00
Total Volume and Open Interest							0	15,093	+0
Japanese Gov't Bonds(SGX)
Jun11	110607	140.95	141.03	140.71	140.71	-0.23	8,257	22,169	-1,557
Sep11	110607	140.80	140.87	140.52	140.52	-0.26	5,648	6,587	+4,766
Dec11	110607	138.43	138.43	138.43	138.43	-0.26	0	1	+0
Total Volume and Open Interest							13,905	28,757	+3,209
Euro-Bund(EUREX)
Jun11	110607	125.52	125.57	124.77	124.87	-0.57	1,526,608	608,135	-161,242
Sep11	110607	125.21	125.25	124.37	124.48	-0.66	460,119	464,183	+141,306
Dec11	110607	123.95	123.95	123.28	123.29	-0.68	1,463	161	+161
Total Volume and Open Interest							1,988,190	1,072,479	-19,775
Euro-Bobl(EUREX)
Jun11	110607	116.81	116.89	116.40	116.50	-0.26	901,680	524,147	-172,933
Sep11	110607	116.29	116.38	115.86	115.94	-0.29	373,329	388,292	+105,195
Dec11	110607	114.99	114.99	114.99	114.99	-0.42
Total Volume and Open Interest							1,275,009	912,439	+11,771
3-Mth Euribor(EUREX)
Jun11	110607	98.530	98.530	98.515	98.515	-0.015	9	4,730	-1
Sep11	110607	98.275	98.275	98.255	98.255	-0.020	5	2,349	+1
Dec11	110607	98.065	98.065	98.065	98.065	-0.035	1	1,313	+1
Total Volume and Open Interest							18	11,886	+2
Long Gilt(LIFFE)
Jun11	110607	121~28	121~28	121~07	121~10	-0~16	2,744	30,628	-1,680
Sep11	110607	120~18	120~20	119~30	120~01	-0~16	105,208	337,827	-2,262
Total Volume and Open Interest							107,952	368,455	-3,942
3-Mth Short Sterling(LIFFE)
Jun11	110607	99.18	99.18	99.17	99.17	unch	22,895	421,523	-7,973
Sep11	110607	99.11	99.11	99.09	99.10	unch	30,241	429,086	-1,961
Dec11	110607	99.00	99.02	98.98	98.99	unch	47,878	444,101	-5,382
Mar12	110607	98.89	98.90	98.86	98.87	unch	50,065	400,164	-9,766
Jun12	110607	98.74	98.75	98.70	98.72	unch	52,949	341,579	+4,194
Sep12	110607	98.56	98.58	98.52	98.54	unch	27,548	234,618	-2,173
Total Volume and Open Interest							316,196	2,891,772	-21,757
3-Mth Euribor(LIFFE)
Jun11	110607	98.530	98.530	98.505	98.515	-0.015	142,521	693,763	+11,332
Sep11	110607	98.275	98.295	98.245	98.255	-0.020	119,302	659,015	-137
Dec11	110607	98.100	98.125	98.055	98.065	-0.035	141,347	562,916	+2,278
Total Volume and Open Interest							973,278	3,816,311	+45,475
3-Mth Aus T-Bills(SFE)
Jun11	110607	94.95	95.03	94.94	95.01	+0.05	28,750	100,615	-3,400
Sep11	110607	94.91	95.00	94.87	94.98	+0.07	39,139	256,115	+8,623
Dec11	110607	94.84	94.94	94.80	94.91	+0.07	18,020	171,956	+976
Mar12	110607	94.79	94.90	94.76	94.86	+0.06	6,936	98,716	+623
Jun12	110607	94.77	94.87	94.75	94.83	+0.06	2,634	60,396	+164
Sep12	110607	94.72	94.82	94.71	94.79	+0.05	2,606	52,794	+760
Dec12	110607	94.69	94.78	94.67	94.75	+0.05	1,399	32,875	+566
Mar13	110607	94.65	94.74	94.64	94.72	+0.04	1,129	22,097	-281
Jun13	110607	94.62	94.71	94.61	94.69	+0.05	492	3,005	+209
Sep13	110607	94.58	94.68	94.58	94.66	+0.04	109	1,669	+104
Total Volume and Open Interest							101,230	801,161	+8,359
10-Year Aus T-Bonds(SFE)
Jun11	110607	94.79	94.81	94.74	94.79	-0.01	44,158	418,467	-1,657
Sep11	110607	94.77	94.79	94.77	94.78	-0.01	282	310	+276
Total Volume and Open Interest							44,440	418,777	-1,381
3-Year Aus T-Bonds(SFE)
Jun11	110606	95.09	95.15	95.05	95.09	unch	183,315	768,868	+7,695
Sep11	110607	95.04	95.09	95.03	95.08	+0.05	0	1,594	+0
Total Volume and Open Interest							132,304	774,463	+13,475
Gold(CMX)
Jun11	110607	1545.0	1549.9	1537.2	1543.3	-3.2	1,745	4,257	-1,185
Aug11	110607	1545.0	1551.4	1537.0	1544.0	-3.2	153,260	336,027	+4,649
Oct11	110607	1547.2	1551.7	1538.6	1545.2	-3.3	652	10,617	-55
Dec11	110607	1548.0	1553.0	1540.0	1546.4	-3.3	2,576	69,767	+861
Feb12	110607	1547.6	1550.6	1541.9	1547.6	-3.3	18	8,752	+7
Apr12	110607	1550.7	1550.7	1542.9	1548.8	-3.3	351	5,235	+36
Jun12	110607	1550.3	1550.3	1550.3	1550.3	-3.3	15	12,862	+1
Aug12	110607	1554.0	1555.0	1552.1	1552.1	-3.4	0	4,520	+0
Oct12	110607	1554.0	1554.0	1554.0	1554.0	-3.5	5	4,054	+0
Dec12	110607	1560.9	1560.9	1550.0	1556.4	-3.6	8	11,870	-2
Feb13	110607	1559.4	1559.4	1559.4	1559.4	-3.8	0	255	+0
Apr13	110607	1562.6	1562.6	1562.6	1562.6	-4.1
Total Volume and Open Interest							160,381	507,822	+4,311
Silver(CMX)
Jul11	110607	3676.0	3752.0	3644.0	3704.6	+26.4	77,855	54,810	-2,284
Sep11	110607	3682.0	3752.5	3651.5	3706.9	+26.5	3,034	17,146	+561
Dec11	110607	3684.5	3755.0	3650.0	3708.7	+26.5	2,909	24,212	-46
Mar12	110607	3691.0	3743.0	3691.0	3704.8	+26.5	100	3,778	+63
May12	110607	3727.0	3727.0	3657.0	3701.5	+26.5	71	1,254	+7
Jul12	110607	3699.0	3699.0	3699.0	3699.0	+26.5	14	1,814	-1
Sep12	110607	3686.0	3700.0	3685.0	3696.9	+26.5	4	101	+0
Total Volume and Open Interest							84,565	121,606	-1,683
Platinum(NYMEX)
Jul11	110607	1814.0	1836.8	1806.1	1830.7	+9.5	5,737	30,951	+329
Oct11	110607	1817.0	1838.6	1810.3	1833.7	+9.2	169	4,356	+37
Jan12	110607	1829.7	1836.7	1829.6	1836.7	+9.2	3	128	+3
Apr12	110607	1839.2	1839.2	1839.2	1839.2	+9.2	0	26	+0
Total Volume and Open Interest							5,909	35,466	+369
Palladium(NYMEX)
Jun11	110607	802.85	809.40	802.35	807.80	+10.75	26	397	-303
Sep11	110607	787.95	811.80	785.75	809.50	+10.80	3,219	19,452	+321
Dec11	110607	810.00	810.65	808.90	810.65	+10.75	2	546	+0
Total Volume and Open Interest							3,249	20,411	+20
Copper(CMX)
Jul11	110607	412.00	416.30	410.95	414.95	+0.75	40,578	56,303	+110
Sep11	110607	413.90	418.00	412.85	416.75	+0.75	4,716	41,787	+1,381
Dec11	110607	416.20	419.20	416.20	418.70	+0.90	650	14,874	+170
Mar12	110607	418.45	420.75	417.40	419.75	+0.95	134	5,517	+236
May12	110607	420.00	420.00	420.00	420.00	+0.95	26	1,596	+21
Total Volume and Open Interest							46,549	125,218	+1,970
DJIA Index(CBOT)
Jun11	110607	12084	12162	12045	12072	-15	299	24,279	+31
Sep11	110607	12002	12050	12000	12004	-15	0	27	+0
Dec11	110607	11933	11948	11933	11933	-15	0	7	+0
Mar12	110607	11873	11888	11873	11873	-15
Total Volume and Open Interest							299	24,313	+31
S & P 500(CME)
Jun11	110607	1284.30	1295.20	1282.70	1284.80	-0.20	22,292	315,891	+1,568
Sep11	110607	1285.00	1289.20	1278.00	1279.40	-0.20	1,765	15,220	+1,130
Dec11	110607	1273.90	1283.20	1272.50	1273.90	-0.10	102	6,851	+0
Mar12	110607	1268.90	1278.20	1267.50	1268.90	-0.10	0	1	+1
Total Volume and Open Interest							24,159	337,968	+2,499
S & P 500 E-Mini(Globex)
Jun11	110531	1329.75	1345.75	1328.25	1344.00	+14.00	1,393,298	2,775,088	+13,027
Sep11	110607	1280.00	1290.00	1277.50	1279.50	unch	21,962	78,565	+9,225
Total Volume and Open Interest							2,699,721	3,013,826	+124,617
NASDAQ 100(CME)
Jun11	110607	2274.30	2289.00	2267.00	2273.80	-0.20	1,825	17,370	-230
Sep11	110607	2272.00	2283.00	2265.00	2270.00	-0.50	6	117	+1
Dec11	110607	2266.50	2266.50	2265.00	2266.50	-0.50	0	1	+0
Total Volume and Open Interest							1,831	17,488	-229
NASDAQ 100 E-Mini(Globex)
Jun11	110607	2274.00	2288.30	2268.00	2273.80	-0.20	288,850	332,117	-6,811
Sep11	110607	2271.30	2284.30	2264.30	2270.00	-0.50	1,656	3,986	+1,035
Total Volume and Open Interest							290,506	336,117	-5,776
S & P Midcap 400(CME)
Jun11	110607	950.20	955.00	948.00	950.20	+2.60	0	1,723	+0
Sep11	110607	947.80	952.00	947.80	947.80	+2.60
Dec11	110607	946.20	946.20	945.10	946.20	+2.60
Total Volume and Open Interest							0	1,723	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun11	110607	9360	9490	9360	9415	+45	9,236	45,152	-62
Sep11	110607	9395	9515	9385	9440	+45	1,252	2,589	+385
Total Volume and Open Interest							10,488	47,741	+323
Nikkei 225(SGX)
Jun11	110607	9405	9455	9355	9450	+45	82,267	240,068	+2,801
Sep11	110607	9400	9455	9350	9445	+45	3,320	12,340	+1,679
Dec11	110607	9385	9385	9385	9385	+40	0	6,659	+0
Total Volume and Open Interest							86,173	265,128	+4,919
CAC 40(EURONEXT)
Jun11	110607	3843.0	3881.0	3842.5	3864.5	+8.5	152,784	384,378	+5,442
Jul11	110607	3840.0	3877.0	3840.0	3861.5	+8.5	115	21,680	+95
Aug11	110607	3866.0	3866.0	3866.0	3866.0	+8.5
Total Volume and Open Interest							152,917	407,480	+5,536
Hang Seng Index(HKFE)
Jun11	110607	22736	22904	22680	22845	-95	66,558	98,727	-224
Jul11	110607	22800	22900	22700	22851	-92	802	767	+224
Total Volume and Open Interest							67,644	104,349	+22
DAX(EUREX)
Jun11	110607	7066.0	7152.0	7066.0	7110.0	+16.5	161,102	176,359	-875
Sep11	110607	7093.0	7175.0	7092.0	7134.5	+17.5	734	15,959	-39
Dec11	110607	7130.5	7200.0	7128.5	7163.0	+17.5	320	1,673	+192
Total Volume and Open Interest							162,156	193,991	-722
FT-SE 100(EURONEXT)
Jun11	110607	5830.00	5892.00	5830.00	5870.00	+6.50	122,432	656,094	-3,777
Sep11	110607	5803.00	5855.00	5803.00	5835.00	+6.50	8,400	44,886	+11,228
Dec11	110607	5812.00	5812.00	5812.00	5812.00	+7.00	34	305	+20
Total Volume and Open Interest							130,876	701,435	+7,481
SPI 200(SFE)
Jun11	110607	4568.0	4581.0	4532.0	4566.0	-3.0	32,767	192,873	-1,514
Sep11	110607	4549.0	4566.0	4530.0	4555.0	-2.0	590	5,169	+246
Dec11	110607	4572.0	4572.0	4572.0	4572.0	-3.0	110	3,174	+110
Total Volume and Open Interest							33,587	203,120	-1,228
GSCI(CME)
Jun11	110607	36.64	42.64	34.39	42.64	+6.00	251	10,591	+6
Jul11	110607	42.69	42.69	34.39	42.69	+6.05	12	30	+10
Aug11	110607	43.64	43.64	36.14	43.64	+6.00	2	2	+2
Total Volume and Open Interest							265	10,623	+18
Reuters CCI(ICE)