MRCI's End of Day Prices

Daily Futures Price Listing Fri June 10, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110610	1396.25	1397.50	1377.25	1387.25	-6.50	115,628	198,394	-13,699
Aug11	110610	1388.75	1390.25	1371.50	1382.25	-5.00	19,238	37,706	+228
Sep11	110610	1386.75	1388.50	1370.25	1379.50	-5.75	6,070	20,306	+211
Nov11	110610	1388.25	1390.25	1370.50	1381.75	-5.00	63,237	233,711	+10,084
Jan12	110610	1396.25	1396.25	1380.25	1391.25	-4.50	2,860	34,661	+466
Mar12	110610	1400.75	1400.75	1386.50	1394.25	-4.25	1,834	20,432	+233
May12	110610	1393.00	1395.00	1378.00	1386.00	-7.25	2,760	23,751	+1,099
Total Volume and Open Interest							212,760	595,732	-1,142
Soybean Meal(CBOT)
Jul11	110610	372.80	375.80	368.10	373.30	+0.40	61,479	81,714	-5,203
Aug11	110610	366.60	369.40	361.80	368.30	+1.70	26,029	45,172	+3,794
Sep11	110610	365.40	367.00	360.00	365.60	-0.30	7,523	20,071	+399
Oct11	110610	360.60	363.10	357.10	362.30	-0.30	2,990	17,059	-341
Dec11	110610	362.60	365.00	358.70	364.30	-0.10	24,504	59,791	+5,656
Jan12	110610	361.30	366.20	361.30	365.80	+0.10	627	5,217	+142
Mar12	110610	365.00	367.00	362.00	366.50	+0.20	283	3,461	-35
May12	110610	361.60	363.70	361.00	363.70	+0.40	277	5,310	+114
Total Volume and Open Interest							123,982	242,810	+4,600
Soybean Oil(CBOT)
Jul11	110610	57.48	57.61	56.53	56.85	-0.55	76,059	119,006	-8,897
Aug11	110610	57.67	57.84	56.81	57.13	-0.54	13,878	35,572	+638
Sep11	110610	57.96	58.07	57.10	57.41	-0.55	7,518	28,696	+1,103
Oct11	110610	58.25	58.25	57.37	57.70	-0.55	1,903	15,016	+232
Dec11	110610	58.83	58.99	57.92	58.24	-0.55	30,450	107,791	+5,425
Jan12	110610	58.61	59.05	58.18	58.50	-0.55	799	10,875	+248
Mar12	110610	58.81	58.90	58.42	58.75	-0.50	219	6,344	+92
May12	110610	58.90	58.95	58.43	58.80	-0.47	245	5,702	+31
Total Volume and Open Interest							131,164	332,433	-1,118
Canola(WCE)
Jul11	110610	593.0	593.8	588.0	590.2	-2.6	10,579	53,585	-3,093
Nov11	110610	595.6	597.0	590.6	593.2	-2.6	8,304	101,215	+967
Jan12	110610	599.0	604.3	598.9	600.6	-2.8	1,296	11,163	-157
Mar12	110610	605.6	610.8	604.4	607.3	-3.0	880	3,421	+268
May12	110610	608.0	614.8	607.0	611.1	-3.5	386	1,077	+4
Total Volume and Open Interest							21,640	173,503	-1,841
Corn(CBOT)
Jul11	110610	785.00	799.75	777.00	787.00	+1.50	224,538	482,786	-19,169
Sep11	110610	754.00	761.25	746.25	756.00	+2.00	107,937	257,365	+10,439
Dec11	110610	713.00	715.00	703.00	712.50	-1.50	84,836	476,354	+2,613
Mar12	110610	723.25	725.00	713.50	723.00	-1.25	9,280	85,021	+583
May12	110610	729.00	731.25	720.00	729.25	-1.25	1,780	19,671	+132
Jul12	110610	735.00	736.50	726.00	733.00	-3.25	3,549	51,769	+524
Total Volume and Open Interest							440,538	1,451,817	+664
Wheat(CBOT)
Jul11	110610	744.00	763.75	737.50	759.25	+14.25	80,933	148,209	-14,618
Sep11	110610	781.50	790.25	767.50	785.75	+3.00	41,460	111,665	+8,408
Dec11	110610	836.75	839.25	814.75	825.75	-12.00	20,846	101,897	+2,110
Mar12	110610	873.75	877.25	851.00	863.50	-13.50	3,383	24,539	+968
May12	110610	887.50	890.75	866.25	875.00	-15.75	1,057	9,130	+237
Total Volume and Open Interest							158,544	455,760	+55
Wheat(KCBT)
Jul11	110610	870.75	876.00	854.00	868.00	-3.25	17,876	53,515	-6,789
Sep11	110610	890.00	894.00	871.75	886.00	-3.75	8,942	55,029	+1,277
Dec11	110610	914.00	918.00	895.50	908.75	-6.00	5,005	45,735	+526
Mar12	110610	930.00	931.50	909.75	921.75	-8.00	564	8,828	+295
May12	110610	927.75	928.00	912.25	924.50	-7.75	505	1,253	+385
Total Volume and Open Interest							35,747	178,854	-3,993
Wheat(MGE)
Jul11	110610	1030.50	1030.50	996.00	1000.00	-20.75	4,639	8,776	-1,392
Sep11	110610	964.50	968.00	943.25	948.75	-15.75	6,139	22,088	+1,564
Dec11	110610	962.25	966.25	942.25	948.00	-12.75	4,037	17,319	+1,521
Mar12	110610	971.00	975.00	953.00	958.50	-12.75	1,484	3,385	+290
May12	110610	970.75	970.75	958.75	960.50	-13.25	441	1,232	+147
Total Volume and Open Interest							18,287	59,429	+2,784
Oats(CBOT)
Jul11	110610	393.75	398.25	388.25	395.50	+0.50	513	5,618	-251
Sep11	110610	397.50	402.75	390.75	398.00	+0.50	52	2,966	+3
Dec11	110610	406.50	409.00	400.00	407.50	+1.50	390	3,746	-42
Mar12	110610	419.50	419.50	418.00	419.50	+1.50	0	23	+0
Total Volume and Open Interest							955	12,354	-290
Rough Rice(CBOT)
Jul11	110610	15.00	15.06	14.80	14.90	-0.04	546	10,676	-252
Sep11	110610	16.03	16.06	15.87	15.98	-0.03	480	6,914	+55
Nov11	110610	16.27	16.36	16.17	16.28	-0.02	211	2,135	+3
Jan12	110610	16.55	16.56	16.55	16.56	-0.02	0	251	+0
Total Volume and Open Interest							1,237	20,277	-194
Live Cattle(CME)
Jun11	110610	104.650	104.750	102.600	102.730	-1.905	6,292	17,589	-2,565
Aug11	110610	105.250	105.600	103.350	103.480	-1.950	17,830	145,185	-665
Oct11	110610	111.750	112.000	109.650	110.150	-1.735	7,026	80,429	+457
Dec11	110610	116.750	116.885	114.650	114.950	-1.880	7,576	57,646	+1,307
Feb12	110610	119.050	119.200	117.350	118.150	-1.235	3,025	16,300	+603
Apr12	110610	120.680	120.680	119.000	119.950	-0.900	638	7,503	+222
Total Volume and Open Interest							42,490	326,722	-610
Feeder Cattle(CME)
Aug11	110610	125.385	125.700	123.580	123.635	-1.695	1,988	21,322	-137
Sep11	110610	126.850	126.900	125.000	125.180	-1.605	483	5,914	+69
Oct11	110610	127.900	128.000	126.100	126.135	-1.545	729	4,746	+18
Nov11	110610	128.950	128.985	127.300	127.600	-1.300	188	2,188	+84
Jan12	110610	127.950	127.950	127.500	127.680	-1.020	37	1,067	-7
Mar12	110610	127.250	127.650	127.200	127.650	-1.035	25	72	+4
Apr12	110610	127.600	127.600	127.600	127.600	unch	0	13	+0
Total Volume and Open Interest							3,451	35,334	+32
Lean Hogs(CME)
Jun11	110610	91.000	91.930	91.000	91.700	+1.250	8,149	7,899	-2,621
Jul11	110610	92.950	93.950	92.850	93.230	+0.250	29,771	49,400	-6,934
Aug11	110610	92.080	93.135	91.900	92.830	+0.280	17,996	56,702	+1,812
Oct11	110610	86.550	87.400	86.400	86.750	-0.200	9,360	48,853	+1,008
Dec11	110610	85.700	86.000	85.080	85.800	+0.100	5,684	38,633	+1,454
Feb12	110610	88.535	88.930	87.850	88.650	+0.220	1,910	9,672	+651
Apr12	110610	90.050	90.430	89.480	89.800	+0.300	326	5,342	+70
May12	110610	94.000	94.300	93.000	93.500	-0.250	7	290	+7
Total Volume and Open Interest							73,654	220,427	-4,275
Class III Milk(CME)
Jun11	110610	19.00	19.14	19.00	19.07	+0.07	137	4,940	+13
Jul11	110610	19.83	19.84	19.54	19.61	-0.16	487	5,326	+48
Aug11	110610	18.81	18.87	18.58	18.74	-0.07	415	4,880	+89
Sep11	110610	18.37	18.53	18.37	18.42	-0.02	285	4,659	+75
Oct11	110610	17.72	17.90	17.72	17.87	+0.04	128	3,605	+23
Total Volume and Open Interest							1,706	33,457	+264
Cocoa(ICE)
Jul11	110610	3009	3031	2984	2997	+17	11,897	19,174	-5,849
Sep11	110610	3000	3011	2970	2982	+12	11,323	63,575	+1,709
Dec11	110610	3026	3032	2997	3010	+13	3,087	31,526	+563
Mar12	110610	3070	3078	3042	3053	+12	2,348	27,034	+1,847
May12	110610	3040	3063	3040	3053	+13	576	7,858	+44
Jul12	110610	3064	3064	3044	3053	+15	54	3,093	+0
Sep12	110610	3062	3067	3052	3054	+16	1,471	5,385	+1,441
Total Volume and Open Interest							30,816	163,115	-246
Coffee "C"(ICE)
Jul11	110610	267.20	268.80	261.55	264.95	-1.85	13,732	32,881	-3,299
Sep11	110610	270.10	271.85	264.65	268.35	-1.50	9,152	40,086	+690
Dec11	110610	274.15	276.05	269.10	272.50	-1.65	2,310	25,733	+530
Mar12	110610	276.95	278.75	271.80	275.35	-1.60	519	5,787	+122
May12	110610	279.20	280.00	273.25	276.85	-1.20	93	3,182	+11
Jul12	110610	274.65	276.35	272.50	275.95	-1.00	647	1,479	+466
Total Volume and Open Interest							26,507	111,185	-1,461
Orange Juice(ICE)
Jul11	110610	183.50	185.35	183.00	184.90	+1.20	1,634	21,092	-728
Sep11	110610	179.05	181.10	179.00	180.80	+0.95	1,107	10,732	+628
Nov11	110610	174.75	175.40	174.50	175.40	+1.10	103	3,608	+68
Jan12	110610	171.25	171.95	171.15	171.90	+1.30	2	430	+1
Mar12	110610	169.40	170.65	169.40	170.65	+1.50	2	134	+0
May12	110610	167.50	169.10	167.50	168.80	+1.25	0	92	+0
Total Volume and Open Interest							2,848	36,152	-31
Sugar #11(ICE)
Jul11	110610	24.84	25.70	24.83	25.64	+0.80	81,988	183,020	-20,244
Oct11	110610	23.96	24.62	23.96	24.54	+0.55	64,623	208,457	+4,571
Mar12	110610	23.95	24.37	23.73	24.34	+0.39	17,728	99,996	-741
May12	110610	23.56	23.92	23.33	23.90	+0.28	6,137	31,048	+955
Jul12	110610	23.34	23.56	23.05	23.53	+0.19	11,522	49,443	+4,025
Total Volume and Open Interest							185,119	624,359	-10,601
London Cocoa(LCE)
Jul11	110610	1850	1861	1841	1848	+18	4,403	72,115	-505
Sep11	110610	1862	1870	1848	1857	+14	3,316	39,551	-384
Dec11	110610	1890	1898	1876	1885	+16	627	34,873	-188
Mar12	110610	1902	1920	1899	1908	+17	1,182	39,238	+160
May12	110610	1923	1928	1907	1916	+14	162	9,863	+43
Jul12	110610	1920	1922	1912	1920	+11	0	4,377	+0
Sep12	110610	1920	1925	1920	1925	+8	0	3,192	+0
Total Volume and Open Interest							9,690	211,095	-874
London Sugar(LCE)
Aug11	110610	713.90	729.20	713.90	723.50	+11.40	5,069	25,796	+1,054
Oct11	110610	651.20	662.60	649.00	657.00	+8.40	1,730	12,361	+208
Dec11	110610	634.90	645.60	632.60	639.80	+6.40	351	5,403	+144
Mar12	110610	620.00	629.60	616.20	623.70	+4.50	190	4,287	+121
May12	110610	617.30	622.10	615.20	615.90	+4.10	107	2,043	+33
Total Volume and Open Interest							7,571	52,524	+1,624
Cotton(ICE)
Jul11	110610	152.20	154.40	148.50	150.03	-1.02	16,850	49,408	-3,574
Oct11	110610	138.54	140.20	137.50	139.67	+1.11	26	461	+3
Dec11	110610	132.25	134.17	130.80	133.65	+0.66	14,904	86,174	+3,968
Mar12	110610	124.45	127.33	124.00	126.86	+1.14	2,109	12,092	+236
May12	110610	117.00	118.99	117.00	118.52	+0.66	178	3,176	+33
Jul12	110610	112.75	112.98	110.75	112.64	+0.65	187	5,794	-3
Total Volume and Open Interest							34,300	160,004	+704
Lumber(CME)
Jul11	110610	229.8	230.7	222.5	226.5	-1.5	595	4,711	-200
Sep11	110610	248.0	248.0	240.6	242.5	-8.1	557	5,127	+57
Nov11	110610	253.9	253.9	248.1	248.1	-4.9	245	1,198	+180
Jan12	110610	267.4	268.4	266.6	267.5	unch	2	63	+1
Total Volume and Open Interest							1,399	11,105	+38
Crude Oil(NYM)
Jul11	110610	101.84	102.15	98.60	99.29	-2.64	484,275	269,561	-18,859
Aug11	110610	102.42	102.62	99.16	99.85	-2.60	156,838	160,989	+20,508
Sep11	110610	102.84	103.08	99.70	100.40	-2.51	96,307	136,668	+6,485
Oct11	110610	103.05	103.41	100.18	100.88	-2.43	40,354	55,356	-280
Nov11	110610	103.57	103.57	100.60	101.30	-2.34	25,446	40,448	+3,099
Dec11	110610	103.90	104.01	100.90	101.59	-2.26	79,491	181,529	+1,328
Jan12	110610	104.09	104.09	101.25	101.84	-2.16	15,562	47,161	+75
Feb12	110610	103.75	103.78	101.52	102.07	-2.09	11,421	23,056	+488
Mar12	110610	103.91	103.91	101.59	102.27	-2.04	15,234	29,643	+844
Apr12	110610	103.48	103.55	101.86	102.45	-1.98	10,666	18,362	+1,176
May12	110610	104.30	104.30	102.23	102.61	-1.92	8,191	17,030	+45
Jun12	110610	104.61	104.63	102.10	102.76	-1.87	35,477	71,889	+704
Jul12	110610	103.02	103.03	102.85	102.85	-1.84	12,291	34,645	+1,578
Aug12	110610	102.81	102.81	102.81	102.81	-1.81	2,131	12,989	-11
Sep12	110610	102.78	102.78	102.76	102.76	-1.78	2,164	13,803	+316
Oct12	110610	102.73	102.73	102.73	102.73	-1.76	346	9,238	+133
Total Volume and Open Interest							1,052,718	1,534,500	+18,590
e-miNY Crude Oil(NYM)
Jun11	110519	99.675	100.800	98.250	98.450	-1.650	6,142	2,098	-382
Jul11	110610	101.850	102.150	98.625	99.300	-2.625	12,145	3,219	+318
Aug11	110610	102.275	102.600	99.175	99.850	-2.600	628	954	+37
Sep11	110610	103.000	103.000	100.000	100.400	-2.500	83	372	-7
Oct11	110610	101.775	101.775	100.875	100.875	-2.425	0	147	+0
Nov11	110610	101.300	101.300	101.300	101.300	-2.350	0	21	+0
Dec11	110610	104.150	104.150	101.125	101.600	-2.250	16	293	+12
Jan12	110610	101.850	101.850	101.850	101.850	-2.150	0	9	+0
Feb12	110610	102.075	102.075	102.075	102.075	-2.075	0	3	+0
Mar12	110610	102.275	102.275	102.275	102.275	-2.025	0	8	+0
Total Volume and Open Interest							12,904	5,184	+392
Heating Oil(NYM)
Jul11	110610	313.77	314.86	308.51	310.51	-3.27	59,307	90,157	-4,986
Aug11	110610	314.98	316.00	310.03	311.96	-3.12	23,071	51,583	+3,451
Sep11	110610	316.77	317.55	311.92	313.71	-3.06	14,132	40,408	+1,573
Oct11	110610	318.30	318.30	313.87	315.46	-2.97	5,950	18,535	+49
Nov11	110610	320.00	320.88	315.72	317.19	-2.96	4,175	15,772	+366
Dec11	110610	321.50	322.55	316.63	318.70	-2.97	7,784	37,045	+1,440
Jan12	110610	323.00	323.00	319.16	320.21	-3.00	1,603	17,754	+687
Feb12	110610	319.54	320.38	319.27	320.38	-2.99	509	6,553	+208
Mar12	110610	318.18	319.13	318.18	319.13	-2.96	167	5,286	-7
Apr12	110610	316.66	316.66	316.66	316.66	-2.98	46	1,930	+3
May12	110610	314.31	314.31	314.31	314.31	-2.98	53	2,025	+0
Jun12	110610	316.70	316.70	311.72	312.86	-2.96	359	18,670	-140
Total Volume and Open Interest							117,259	317,266	+2,604
Gasoline(NYMEX)
Jul11	110610	303.84	305.00	297.60	301.77	-2.21	56,912	72,433	-4,635
Aug11	110610	301.45	301.92	296.02	300.20	-1.97	36,469	45,783	+3,856
Sep11	110610	299.93	300.26	295.26	299.04	-1.75	26,725	38,371	+477
Oct11	110610	288.57	288.82	283.51	287.35	-1.87	11,590	23,002	+2,528
Nov11	110610	285.58	286.61	282.04	285.21	-1.80	4,628	13,301	+305
Dec11	110610	285.87	286.20	280.20	283.94	-1.93	6,525	26,634	+1,036
Jan12	110610	286.16	286.16	282.30	284.46	-1.92	391	7,295	-80
Feb12	110610	286.00	286.00	286.00	286.00	-1.96	89	4,325	+55
Mar12	110610	287.70	287.70	287.70	287.70	-2.01	19	4,237	+6
Apr12	110610	299.26	299.26	299.26	299.26	-2.05	13	3,940	-1
Total Volume and Open Interest							144,169	254,735	+3,408
e-miNY RBOB Gasoline(NYM)
Jul11	110610	301.80	301.80	301.77	301.80	-2.20	0	3	+0
Aug11	110610	300.20	300.20	300.20	300.20	-2.00	1	2	+1
Sep11	110610	299.00	299.04	299.00	299.00	-1.80
Oct11	110610	287.40	287.40	287.35	287.40	-1.80	0	1	+0
Total Volume and Open Interest							1	8	+1
Natural Gas(NYM)
Jul11	110610	4.661	4.782	4.661	4.757	+0.083	144,331	196,376	-9,794
Aug11	110610	4.691	4.810	4.691	4.789	+0.085	65,496	87,617	+4,700
Sep11	110610	4.720	4.830	4.715	4.812	+0.086	68,227	148,970	+14,122
Oct11	110610	4.745	4.852	4.745	4.836	+0.082	39,389	119,937	+3,114
Nov11	110610	4.884	4.965	4.877	4.952	+0.080	20,537	71,928	+3,518
Dec11	110610	5.054	5.128	5.051	5.119	+0.072	9,562	45,930	+37
Jan12	110610	5.160	5.217	5.146	5.207	+0.067	10,764	92,384	-127
Feb12	110610	5.144	5.201	5.134	5.192	+0.070	1,646	20,711	+279
Mar12	110610	5.080	5.140	5.064	5.129	+0.072	4,016	40,009	+416
Apr12	110610	4.880	4.969	4.880	4.962	+0.073	6,754	41,554	+155
May12	110610	4.923	4.979	4.923	4.971	+0.072	1,320	10,055	+360
Jun12	110610	4.937	5.000	4.937	4.996	+0.071	1,162	10,751	+335
Jul12	110610	4.992	5.035	4.985	5.035	+0.071	580	6,932	+89
Aug12	110610	5.022	5.061	5.022	5.061	+0.071	1,171	6,903	+979
Sep12	110610	5.033	5.071	5.033	5.071	+0.072	1,612	7,040	+989
Oct12	110610	5.081	5.122	5.051	5.116	+0.072	2,370	20,425	+1,041
Total Volume and Open Interest							379,810	1,001,995	+20,380
Brent Crude Oil(ICE)
Jul11	110610	119.53	120.07	117.63	118.78	-0.79	252,346	161,002	-7,669
Aug11	110610	119.25	119.60	117.18	118.35	-0.76	147,144	157,885	+3,429
Sep11	110610	118.57	119.01	116.67	117.83	-0.71	77,750	112,635	+8,068
Oct11	110610	118.51	118.51	116.30	117.45	-0.66	36,537	60,260	+685
Nov11	110610	118.20	118.20	116.02	117.18	-0.62	23,168	36,916	+1,944
Dec11	110610	117.70	117.90	115.70	116.92	-0.58	76,361	88,559	+4,316
Jan12	110610	117.63	117.63	115.61	116.66	-0.56	6,074	21,940	-274
Feb12	110610	116.68	116.68	115.71	116.39	-0.55	4,732	19,436	-988
Mar12	110610	117.07	117.07	115.43	116.12	-0.54	7,303	29,520	-674
Apr12	110610	115.81	115.81	115.81	115.81	-0.55	2,833	9,032	+251
May12	110610	115.49	115.49	115.49	115.49	-0.55	1,937	5,444	-160
Jun12	110610	115.99	116.16	113.98	115.16	-0.55	17,545	41,098	+4,003
Jul12	110610	114.88	114.88	114.88	114.88	-0.54	1,166	6,133	+136
Aug12	110610	114.60	114.60	114.60	114.60	-0.52	854	3,263	+76
Total Volume and Open Interest							685,331	885,565	+14,100
Gas Oil(ICE)
Jun11	110610	987.25	988.50	977.00	977.00	unch	73,233	29,836	-20,594
Jul11	110610	991.25	993.50	973.00	977.50	-4.00	127,753	124,980	+16,641
Aug11	110610	992.50	996.25	976.75	981.25	-4.00	34,884	78,794	+6,166
Sep11	110610	996.50	999.50	980.25	984.50	-4.00	11,938	50,605	+2,326
Oct11	110610	998.75	999.75	983.75	986.75	-3.75	3,238	28,500	+473
Nov11	110610	999.75	1000.75	983.50	988.00	-3.75	1,377	25,596	+209
Dec11	110610	1001.00	1002.50	985.00	989.50	-3.50	13,660	60,639	+942
Jan12	110610	1000.50	1001.75	990.00	992.00	-3.50	2,201	25,076	+830
Feb12	110610	1003.25	1003.25	988.75	991.75	-4.00	461	7,714	+220
Mar12	110610	1001.50	1001.50	987.50	990.25	-4.25	955	8,485	+339
Total Volume and Open Interest							275,415	538,460	+9,000
Ethanol(CBOT)
Jun11	110603	2.638	2.640	2.633	2.640	-0.012	38	199	-65
Jul11	110610	2.750	2.787	2.750	2.776	+0.018	332	1,067	-58
Aug11	110610	2.748	2.780	2.748	2.774	+0.018	383	1,514	+22
Sep11	110610	2.714	2.736	2.714	2.727	+0.012	197	1,300	-65
Oct11	110610	2.611	2.639	2.610	2.616	-0.002	164	1,056	-23
Nov11	110610	2.560	2.560	2.539	2.549	-0.003	22	900	+1
Dec11	110610	2.540	2.550	2.520	2.530	-0.005	57	1,252	+25
Jan12	110610	2.494	2.501	2.494	2.495	-0.007	29	666	+11
Total Volume and Open Interest							1,276	9,059	-13
WTI Crude Oil(ICE
Jul11	110610	101.94	102.13	98.60	99.29	-2.64	119,116	73,404	-11,287
Aug11	110610	102.40	102.63	99.16	99.85	-2.60	45,205	45,793	+2,262
Sep11	110610	102.87	103.09	99.73	100.40	-2.51	29,361	41,777	+2,222
Oct11	110610	103.49	103.49	100.23	100.88	-2.43	16,590	21,006	+182
Nov11	110610	103.36	103.36	100.75	101.30	-2.34	9,514	14,843	+527
Dec11	110610	103.65	103.65	100.93	101.59	-2.26	41,158	83,885	+651
Jan12	110610	103.04	103.04	101.34	101.84	-2.16	5,303	13,469	+1,223
Feb12	110610	103.21	103.21	101.59	102.07	-2.09	3,116	4,342	-5
Mar12	110610	101.97	102.27	101.97	102.27	-2.04	2,599	12,336	+143
Apr12	110610	102.45	102.45	102.45	102.45	-1.98	1,492	4,020	-69
May12	110610	102.61	102.61	102.61	102.61	-1.92	1,413	3,271	+113
Jun12	110610	104.11	104.17	102.07	102.76	-1.87	7,949	27,788	+651
Jul12	110610	102.85	102.85	102.85	102.85	-1.84	1,142	4,684	+244
Aug12	110610	102.81	102.81	102.81	102.81	-1.81	43	840	-43
Sep12	110610	102.76	102.76	102.76	102.76	-1.78	40	4,300	+0
Oct12	110610	102.73	102.73	102.73	102.73	-1.76	0	511	+0
Total Volume and Open Interest							305,971	467,019	-518
US Dollar Index(ICE)
Jun11	110610	74.130	74.935	74.045	74.798	+0.598	40,925	42,009	-3,175
Sep11	110610	74.550	75.340	74.440	75.185	+0.585	17,184	27,303	+10,167
Dec11	110610	75.150	75.800	75.150	75.650	+0.585	0	504	+0
Total Volume and Open Interest							58,109	69,817	+6,992
Australian Dollar(CME)
Jun11	110610	106.24	106.53	105.26	105.69	-0.73	134,769	79,586	-9,460
Sep11	110610	104.92	105.22	103.95	104.38	-0.73	48,054	81,424	+25,198
Dec11	110610	103.60	103.89	103.16	103.16	-0.73	9	71	-1
Total Volume and Open Interest							182,833	161,084	+15,738
British Pound(CME)
Jun11	110610	163.67	163.83	162.12	162.40	-1.25	123,079	63,663	-18,982
Sep11	110610	163.43	163.62	161.88	162.19	-1.25	42,004	49,744	+18,793
Dec11	110610	162.39	163.22	161.98	161.98	-1.24	3	36	-1
Total Volume and Open Interest							165,086	113,451	-190
Canadian Dollar(CME)
Jun11	110610	102.72	102.95	102.04	102.36	-0.33	95,015	72,908	-10,801
Sep11	110610	102.45	102.71	101.81	102.12	-0.33	32,995	54,015	+12,798
Dec11	110610	102.21	102.40	101.70	101.88	-0.33	46	3,452	+14
Mar12	110610	101.65	101.97	101.36	101.64	-0.33	6	411	-3
Total Volume and Open Interest							128,063	131,119	+2,009
Japanese Yen(CME)
Jun11	110610	124.44	125.05	124.28	124.49	-0.03	136,368	62,254	-18,480
Sep11	110610	124.46	125.12	124.34	124.54	-0.04	60,238	58,045	+32,837
Dec11	110610	124.59	125.03	124.59	124.64	-0.01	43	225	-21
Total Volume and Open Interest							196,649	120,535	+14,336
Swiss Franc(CME)
Jun11	110610	118.87	119.08	118.46	118.76	+0.01	48,375	50,866	-6,928
Sep11	110610	118.89	119.15	118.54	118.83	+0.02	30,684	35,397	+18,947
Dec11	110610	118.90	118.90	118.88	118.90	+0.02	6	97	+5
Total Volume and Open Interest							79,065	86,363	+12,024
EuroFX(CME)
Jun11	110610	145.10	145.52	143.22	143.52	-1.57	312,970	189,393	-40,012
Sep11	110610	144.70	145.10	142.81	143.12	-1.55	103,354	107,616	+41,446
Dec11	110610	144.18	144.24	142.36	142.71	-1.53	14	176	+10
Total Volume and Open Interest							416,340	297,571	+1,445
Mexican Peso(CME)
Jun11	110610	849.5	849.8	839.5	842.2	-6.8	64,670	69,725	-17,365
Jul11	110610	840.8	847.8	840.8	840.8	-7.0
Total Volume and Open Interest							117,582	156,143	+6,076
30-Year T-Bonds(CBOT)
Jun11	110531	125~260	126~090	125~110	126~050	+0~090	370,649	125,465	-108,773
Sep11	110610	125~090	126~070	125~060	125~230	+0~150	390,380	659,560	+5,995
Dec11	110610	124~080	124~090	123~260	124~090	+0~150	1	60	+0
Total Volume and Open Interest							404,547	691,966	+66
10-Year T-Notes(CBOT)
Jun11	110610	124~225	125~065	124~210	124~295	+0~085	37,017	67,709	-11,543
Sep11	110610	123~085	123~260	123~065	123~165	+0~080	1,435,582	1,759,608	+19,636
Dec11	110610	122~070	122~070	121~310	122~070	+0~080	20	25	+0
Total Volume and Open Interest							1,472,619	1,827,342	+8,093
5-Year T-Notes(CBOT)
Jun11	110531	120~025	120~044	119~120	120~036	+0~019	765,609	270,565	-196,975
Sep11	110610	119~088	119~127	119~082	119~104	+0~016	742,407	1,478,275	+19,764
Dec11	110610	118~088	118~088	118~072	118~088	+0~016
Total Volume and Open Interest							762,216	1,532,487	+11,461
2 Year T-Notes(CBOT)
Jun11	110610	110~004	110~008	110~000	110~005	+0~005	13,172	29,947	-2,406
Sep11	110610	109~093	109~101	109~091	109~098	+0~006	237,094	977,953	-4,584
Dec11	110610	109~092	109~092	109~056	109~062	+0~006	0	20	+0
Total Volume and Open Interest							250,266	1,007,920	-6,990
Eurodollars(CME)
Jun11	110610	99.747	99.753	99.747	99.750	+0.003	212,666	892,467	-4,385
Sep11	110610	99.670	99.675	99.665	99.675	+0.010	294,286	1,212,507	+7,547
Dec11	110610	99.595	99.615	99.595	99.600	+0.005	400,442	1,564,428	-21,717
Mar12	110610	99.520	99.545	99.520	99.525	+0.005	333,404	1,735,367	+11,832
Jun12	110610	99.405	99.435	99.400	99.425	+0.015	346,882	1,577,656	+43,527
Sep12	110610	99.245	99.295	99.235	99.280	+0.030	361,393	822,675	+2,515
Dec12	110610	99.040	99.105	99.025	99.085	+0.035	345,677	646,373	+22,822
Mar13	110610	98.830	98.905	98.825	98.875	+0.035	359,298	487,805	+46,041
Jun13	110610	98.590	98.675	98.585	98.635	+0.030	183,279	331,141	+5,185
Sep13	110610	98.340	98.430	98.340	98.385	+0.025	141,975	280,309	+10,002
Dec13	110610	98.080	98.170	98.080	98.120	+0.020	167,396	263,148	+27,734
Mar14	110610	97.840	97.920	97.840	97.870	+0.020	116,431	213,858	+9,758
Jun14	110610	97.585	97.665	97.585	97.615	+0.015	50,432	118,413	+3,100
Sep14	110610	97.345	97.415	97.345	97.370	+0.015	28,806	67,225	+16
Dec14	110610	97.085	97.160	97.085	97.115	+0.015	40,320	74,975	+5,012
Mar15	110610	96.865	96.935	96.865	96.895	+0.015	24,570	64,046	+440
Jun15	110610	4.920	4.965	4.915	4.920	+0.015	10,667	54,754	+1,217
Sep15	110610	4.695	4.755	4.690	4.710	+0.020	11,042	51,368	+412
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jun11	110610	99.900	99.902	99.900	99.900	unch	4,075	59,543	+1,117
Jul11	110610	99.895	99.900	99.890	99.895	unch	2,816	53,541	-431
Aug11	110610	99.880	99.885	99.880	99.880	unch	1,907	49,660	+632
Sep11	110610	99.860	99.870	99.860	99.860	unch	4,912	42,998	+258
Oct11	110610	99.845	99.855	99.845	99.850	unch	3,032	52,094	+338
Nov11	110610	99.830	99.840	99.830	99.835	unch	3,160	55,007	+1,226
Total Volume and Open Interest							79,085	717,412	+18,139
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110610	99.668	99.668	99.668	99.668	+0.003	0	750	+0
Sep11	110610	99.668	99.668	99.668	99.668	+0.003
Dec11	110610	99.670	99.670	99.670	99.670	+0.002	0	75	+0
Mar12	110610	99.660	99.660	99.660	99.660	+0.003
Jun12	110610	99.665	99.665	99.665	99.665	unch
Sep12	110610	99.595	99.595	99.595	99.595	unch
Dec12	110610	99.555	99.555	99.555	99.555	unch
Mar13	110610	99.555	99.555	99.555	99.555	unch
Jun13	110610	99.510	99.510	99.510	99.510	unch
Sep13	110610	99.370	99.370	99.370	99.370	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Sep11	110610	99.67	99.67	99.67	99.67	+0.00	10	1,477	+11
Dec11	110610	99.67	99.67	99.67	99.67	+0.00	0	1,957	+0
Mar12	110610	99.66	99.66	99.66	99.66	+0.00	0	4,177	+0
Jun12	110610	99.67	99.67	99.67	99.67	unch	0	1,254	+0
Sep12	110610	99.60	99.60	99.60	99.60	unch	0	411	+0
Dec12	110610	99.56	99.56	99.56	99.56	unch	0	24	+0
Mar13	110610	99.56	99.56	99.56	99.56	unch	0	1	+0
Jun13	110610	99.51	99.51	99.51	99.51	unch
Total Volume and Open Interest							20	15,098	+5
Japanese Gov't Bonds(SGX)
Sep11	110610	140.71	140.97	140.58	140.92	+0.16	3,267	21,173	+8,370
Dec11	110610	139.00	139.00	139.00	139.00	+0.33	0	1	+0
Mar12	110610	136.91	136.91	136.91	136.91	+0.33
Total Volume and Open Interest							3,267	21,174	-12,329
Euro-Bund(EUREX)
Jun11	110608	125.04	125.31	125.00	125.30	+0.43	1,462,802	333,223	-274,912
Sep11	110610	125.16	126.00	125.15	125.88	+0.70	1,052,759	940,922	+10,957
Dec11	110610	124.30	124.59	124.12	124.59	+0.58	65	222	+2
Total Volume and Open Interest							1,108,376	941,144	-3,358
Euro-Bobl(EUREX)
Jun11	110608	116.50	116.66	116.50	116.55	+0.05	1,014,404	253,614	-270,533
Sep11	110610	116.54	117.12	116.54	117.03	+0.78	903,688	782,581	+123,253
Dec11	110610	116.15	116.15	116.08	116.08	+0.48	1,000	501	+500
Total Volume and Open Interest							682,413	833,300	+15,097
3-Mth Euribor(EUREX)
Jun11	110610	98.520	98.525	98.515	98.525	+0.010	92	4,770	-71
Sep11	110610	98.305	98.320	98.300	98.315	+0.025	259	2,770	+250
Dec11	110610	98.145	98.190	98.145	98.190	+0.060	15	1,317	+15
Total Volume and Open Interest							450	12,578	+184
Long Gilt(LIFFE)
Jun11	110610	122~05	122~18	122~05	122~16	+0~18	3,246	6,519	-2,243
Sep11	110610	120~25	121~09	120~24	121~08	+0~19	131,132	348,303	+10,719
Total Volume and Open Interest							134,378	354,822	+8,476
3-Mth Short Sterling(LIFFE)
Jun11	110610	99.17	99.18	99.17	99.18	unch	11,603	405,313	-5,616
Sep11	110610	99.12	99.15	99.09	99.14	+0.02	37,344	415,964	-3,287
Dec11	110610	99.03	99.06	99.03	99.06	+0.03	53,449	437,296	-2,491
Mar12	110610	98.93	98.96	98.92	98.96	+0.04	60,641	417,122	+6,472
Jun12	110610	98.79	98.83	98.78	98.83	+0.05	52,583	335,487	+3,103
Sep12	110610	98.63	98.67	98.62	98.66	+0.05	43,271	227,153	-3,867
Total Volume and Open Interest							406,832	2,880,073	-3,107
3-Mth Euribor(LIFFE)
Jun11	110610	98.510	98.525	98.510	98.525	+0.010	189,275	644,431	-21,148
Sep11	110610	98.300	98.330	98.290	98.320	+0.030	157,241	675,178	+19,114
Dec11	110610	98.135	98.210	98.130	98.190	+0.060	149,774	587,665	+17,475
Total Volume and Open Interest							925,373	3,857,268	+19,500
3-Mth Aus T-Bills(SFE)
Jun11	110609	94.99	95.02	94.98	95.02	+0.03	44,793	86,133	-11,879
Sep11	110610	95.03	95.06	95.02	95.05	+0.01	91,891	275,693	+19,149
Dec11	110610	94.99	95.03	94.97	95.01	+0.01	38,469	189,516	+10,811
Mar12	110610	94.94	94.99	94.92	94.98	+0.03	12,769	105,227	+1,810
Jun12	110610	94.89	94.95	94.89	94.94	+0.03	5,955	68,423	+2,000
Sep12	110610	94.87	94.91	94.85	94.89	+0.03	5,099	52,557	+1,031
Dec12	110610	94.83	94.87	94.83	94.86	+0.03	1,796	35,392	+332
Mar13	110610	94.80	94.83	94.80	94.83	+0.03	752	23,960	-66
Jun13	110610	94.75	94.81	94.74	94.80	+0.05	1,321	4,932	+686
Sep13	110610	94.71	94.78	94.71	94.77	+0.05	21	1,671	+4
Total Volume and Open Interest							178,704	760,091	-48,591
10-Year Aus T-Bonds(SFE)
Jun11	110610	94.80	94.83	94.75	94.83	+0.02	121,937	438,598	+15,937
Sep11	110610	94.79	94.83	94.76	94.83	+0.03	78,328	90,713	+71,059
Total Volume and Open Interest							200,265	529,311	+86,996
3-Year Aus T-Bonds(SFE)
Jun11	110606	95.09	95.15	95.05	95.09	unch	183,315	768,868	+7,695
Sep11	110610	95.14	95.18	95.11	95.17	+0.03	178,795	185,800	+143,023
Total Volume and Open Interest							530,532	950,631	+139,562
Gold(CMX)
Jun11	110610	1543.7	1543.9	1526.4	1528.6	-13.5	489	2,285	-750
Aug11	110610	1545.1	1546.5	1526.7	1529.2	-13.5	111,685	335,560	-266
Oct11	110610	1546.9	1547.6	1528.0	1530.4	-13.5	1,382	10,504	-288
Dec11	110610	1547.7	1547.7	1529.3	1531.5	-13.5	1,426	69,568	+395
Feb12	110610	1533.6	1540.0	1532.8	1532.8	-13.4	66	8,790	+43
Apr12	110610	1535.0	1538.0	1532.6	1534.1	-13.4	356	5,465	+181
Jun12	110610	1548.9	1548.9	1535.5	1535.5	-13.4	52	12,901	-5
Aug12	110610	1537.0	1537.2	1536.7	1537.2	-13.4	25	4,503	-25
Oct12	110610	1539.0	1539.0	1539.0	1539.0	-13.5	50	4,054	+0
Dec12	110610	1550.0	1550.0	1540.1	1541.2	-13.7	47	11,937	+37
Feb13	110610	1544.0	1544.0	1544.0	1544.0	-13.7	0	259	+0
Apr13	110610	1546.9	1546.9	1546.9	1546.9	-13.9	25	25	+25
Total Volume and Open Interest							116,167	501,576	-675
Silver(CMX)
Jul11	110610	3756.0	3786.0	3608.0	3632.7	-109.7	53,551	49,049	-2,332
Sep11	110610	3760.5	3788.0	3610.5	3634.9	-109.8	5,787	21,506	+1,432
Dec11	110610	3762.0	3784.0	3614.5	3636.8	-109.7	2,458	23,907	-418
Mar12	110610	3786.0	3786.0	3633.1	3633.1	-109.5	31	3,806	+6
May12	110610	3666.0	3666.0	3629.7	3629.7	-109.4	6	1,251	+0
Jul12	110610	3776.5	3776.5	3627.1	3627.1	-109.3	8	1,808	-6
Sep12	110610	3743.0	3743.0	3624.9	3624.9	-109.2	2	109	+0
Total Volume and Open Interest							62,403	119,866	-1,325
Platinum(NYMEX)
Jul11	110610	1846.8	1849.4	1821.5	1833.0	-11.7	4,458	30,317	-786
Oct11	110610	1850.0	1851.6	1826.5	1836.5	-11.6	1,012	6,002	+897
Jan12	110610	1839.7	1839.7	1839.7	1839.7	-11.1	7	168	+7
Apr12	110610	1842.2	1842.2	1842.2	1842.2	-11.1	0	25	+0
Total Volume and Open Interest							5,477	36,517	+118
Palladium(NYMEX)
Jun11	110610	817.55	818.05	806.45	815.70	-0.70	0	357	-9
Sep11	110610	816.40	819.50	806.00	817.30	-0.80	4,053	20,331	-929
Dec11	110610	810.00	818.40	810.00	818.40	-0.95	28	646	+27
Total Volume and Open Interest							4,085	21,350	-907
Copper(CMX)
Jul11	110610	410.75	412.30	402.80	405.60	-5.15	46,312	45,267	-4,690
Sep11	110610	412.55	414.15	404.65	407.55	-5.00	13,711	44,725	+1,256
Dec11	110610	412.10	414.00	407.75	409.65	-4.90	2,907	18,120	+1,146
Mar12	110610	410.00	410.90	409.00	410.90	-4.75	926	6,793	+771
May12	110610	410.05	411.15	409.40	411.15	-4.75	0	1,596	+0
Total Volume and Open Interest							64,401	121,504	-1,491
DJIA Index(CBOT)
Jun11	110610	12121	12121	11940	11941	-172	857	20,452	-48
Sep11	110610	12047	12055	11855	11873	-171	103	127	+49
Dec11	110610	11807	11978	11807	11807	-171	24	29	+22
Mar12	110610	11742	11913	11742	11742	-171
Total Volume and Open Interest							984	20,608	+23
S & P 500(CME)
Jun11	110610	1283.00	1283.80	1267.50	1269.20	-18.20	32,706	303,785	-9,833
Sep11	110610	1281.90	1283.20	1261.80	1263.80	-18.20	20,570	36,013	+10,149
Dec11	110610	1265.40	1265.40	1256.40	1258.20	-18.20	188	7,696	+81
Mar12	110610	1252.70	1252.90	1250.90	1252.70	-18.20	0	1	+0
Total Volume and Open Interest							53,464	347,500	+397
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	110610	1282.25	1283.50	1261.75	1263.75	-18.25	278,698	391,414	+190,616
Total Volume and Open Interest							2,974,632	3,067,930	+58,859
NASDAQ 100(CME)
Jun11	110610	2248.00	2250.00	2218.00	2221.30	-31.20	789	17,742	+239
Sep11	110610	2250.50	2251.00	2215.00	2217.80	-31.20	337	400	+189
Dec11	110610	2214.30	2215.50	2214.30	2214.30	-31.20	0	1	+0
Total Volume and Open Interest							1,126	18,143	+428
NASDAQ 100 E-Mini(Globex)
Jun11	110610	2252.50	2255.80	2218.50	2221.30	-31.20	274,206	315,792	-11,341
Sep11	110610	2250.00	2251.80	2215.00	2217.80	-31.20	16,551	24,304	+10,716
Total Volume and Open Interest							290,758	340,112	-625
S & P Midcap 400(CME)
Jun11	110610	931.90	931.90	931.20	931.90	-12.30	58	1,864	-10
Sep11	110610	929.50	929.50	929.00	929.50	-12.50	58	34	+27
Dec11	110610	928.10	928.10	927.60	928.10	-12.50
Total Volume and Open Interest							116	1,898	+17
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110610	9540	9640	9420	9450	-90	9,394	27,325	+2,855
Dec11	110610	9440	9565	9440	9440	-125
Total Volume and Open Interest							24,350	59,820	-1,251
Nikkei 225(SGX)
Sep11	110610	9485	9625	9465	9500	+30	79,764	124,963	+101,811
Dec11	110610	9545	9550	9435	9435	+25	0	6,659	+0
Mar12	110610	9435	9435	9435	9435	+25	0	10	+0
Total Volume and Open Interest							218,530	358,467	+79,765
CAC 40(EURONEXT)
Jun11	110610	3865.0	3875.0	3788.0	3803.0	-65.0	145,549	360,981	-10,317
Jul11	110610	3860.0	3870.0	3792.0	3800.5	-65.0	7,575	39,636	+5,962
Aug11	110610	3811.0	3811.0	3803.5	3803.5	-65.5
Total Volume and Open Interest							153,282	402,226	-4,201
Hang Seng Index(HKFE)
Jun11	110610	22562	22599	22215	22275	-210	67,959	94,816	-1,871
Jul11	110610	22568	22600	22225	22285	-205	1,371	1,517	+442
Total Volume and Open Interest							69,750	101,283	-1,423
DAX(EUREX)
Jun11	110610	7147.0	7185.0	7046.0	7074.0	-82.5	166,315	166,859	-1,169
Sep11	110610	7179.0	7208.5	7075.0	7099.0	-82.0	9,590	25,559	+2,057
Dec11	110610	7202.0	7235.0	7108.0	7127.0	-83.0	602	3,011	+114
Total Volume and Open Interest							176,507	195,429	+1,002
FT-SE 100(EURONEXT)
Jun11	110610	5844.00	5865.50	5745.50	5773.00	-80.50	153,883	627,110	-27,432
Sep11	110610	5805.00	5827.00	5710.00	5737.50	-80.00	38,540	84,883	+28,963
Dec11	110610	5783.50	5797.50	5714.00	5714.00	-80.50	0	305	+0
Total Volume and Open Interest							192,423	712,448	+1,531
SPI 200(SFE)
Jun11	110610	4558.0	4594.0	4548.0	4577.0	+23.0	34,768	199,753	+3,624
Sep11	110610	4549.0	4582.0	4539.0	4566.0	+25.0	1,807	8,012	+826
Dec11	110610	4583.0	4583.0	4583.0	4583.0	+23.0	8	3,630	+1
Total Volume and Open Interest							36,811	214,099	+4,516
GSCI(CME)
Jun11	110610	51.64	51.64	43.14	47.64	-8.40	2,991	6,573	-2,485
Jul11	110610	51.14	51.64	41.89	46.39	-7.95	2,746	4,259	+2,609
Aug11	110610	51.64	55.69	43.24	47.64	-8.00	0	2	+0
Total Volume and Open Interest							5,737	10,834	+124
Reuters CCI(ICE)