MRCI's End of Day Prices

Daily Futures Price Listing Mon June 13, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110613	1385.25	1390.50	1378.50	1382.75	-4.50	111,737	180,781	-17,613
Aug11	110613	1380.75	1385.00	1372.75	1377.50	-4.75	19,092	40,107	+2,401
Sep11	110613	1378.00	1382.00	1370.25	1375.25	-4.25	4,190	20,830	+524
Nov11	110613	1378.75	1384.25	1371.50	1376.75	-5.00	65,100	246,362	+12,651
Jan12	110613	1388.75	1393.50	1382.25	1386.50	-4.75	4,408	34,809	+148
Mar12	110613	1394.00	1396.25	1384.75	1390.75	-3.50	4,294	21,662	+1,230
May12	110613	1384.25	1390.00	1380.00	1386.50	+0.50	3,070	24,265	+514
Total Volume and Open Interest							214,378	596,330	+598
Soybean Meal(CBOT)
Jul11	110613	372.60	373.80	367.50	370.10	-3.20	44,413	77,686	-4,028
Aug11	110613	367.40	368.80	363.80	366.40	-1.90	18,851	44,336	-836
Sep11	110613	365.70	365.90	361.20	363.80	-1.80	5,169	20,363	+292
Oct11	110613	361.30	362.10	357.50	360.90	-1.40	2,484	16,861	-198
Dec11	110613	363.40	364.20	359.40	363.00	-1.30	16,475	62,968	+3,177
Jan12	110613	365.10	365.60	361.10	364.60	-1.20	658	5,287	+70
Mar12	110613	365.30	366.60	362.00	365.80	-0.70	395	3,450	-11
May12	110613	362.20	364.40	362.00	363.50	-0.20	451	5,278	-32
Total Volume and Open Interest							89,353	241,255	-1,555
Soybean Oil(CBOT)
Jul11	110613	56.90	57.10	56.56	56.82	-0.03	71,952	109,239	-9,767
Aug11	110613	57.16	57.33	56.82	57.09	-0.04	14,335	35,973	+401
Sep11	110613	57.41	57.61	57.10	57.37	-0.04	4,923	29,424	+728
Oct11	110613	57.84	57.89	57.46	57.67	-0.03	1,297	15,346	+330
Dec11	110613	58.13	58.45	57.93	58.21	-0.03	26,817	111,134	+3,343
Jan12	110613	58.33	58.50	58.21	58.47	-0.03	841	10,963	+88
Mar12	110613	58.67	58.85	58.42	58.76	+0.01	1,365	6,863	+519
May12	110613	58.62	58.91	58.50	58.83	+0.03	452	5,633	-69
Total Volume and Open Interest							122,189	328,111	-4,322
Canola(WCE)
Jul11	110613	589.8	590.8	587.4	589.0	-1.2	8,347	48,849	-4,736
Nov11	110613	593.2	593.5	590.4	591.8	-1.4	13,665	104,341	+3,126
Jan12	110613	598.8	598.8	598.0	598.4	-2.2	593	11,672	+509
Mar12	110613	605.0	605.1	603.7	604.4	-2.9	26	3,421	+0
May12	110613	608.0	608.0	606.5	607.6	-3.5	0	1,077	+0
Total Volume and Open Interest							22,732	172,448	-1,055
Corn(CBOT)
Jul11	110613	786.00	792.50	777.25	782.50	-4.50	213,502	466,785	-16,001
Sep11	110613	753.75	760.00	744.50	751.75	-4.25	93,954	272,266	+14,901
Dec11	110613	709.50	714.75	697.50	704.50	-8.00	117,698	485,553	+9,199
Mar12	110613	720.00	725.00	708.00	716.25	-6.75	18,088	86,179	+1,158
May12	110613	727.00	733.25	716.50	722.25	-7.00	4,028	19,575	-96
Jul12	110613	732.00	735.00	720.00	727.50	-5.50	5,333	52,580	+811
Total Volume and Open Interest							460,728	1,464,075	+12,258
Wheat(CBOT)
Jul11	110613	760.75	770.00	740.25	743.00	-16.25	93,271	139,911	-8,298
Sep11	110613	787.75	794.00	767.00	776.00	-9.75	48,210	119,074	+7,409
Dec11	110613	826.75	833.25	804.00	816.50	-9.25	22,359	103,383	+1,486
Mar12	110613	865.25	870.50	841.00	855.50	-8.00	3,939	25,001	+462
May12	110613	878.00	880.25	854.00	868.25	-6.75	1,010	8,977	-153
Total Volume and Open Interest							174,609	457,183	+1,423
Wheat(KCBT)
Jul11	110613	868.50	872.25	843.25	851.00	-17.00	14,549	50,607	-2,908
Sep11	110613	886.00	889.00	861.00	869.00	-17.00	8,190	58,162	+3,133
Dec11	110613	911.00	911.75	885.00	892.50	-16.25	3,841	45,845	+110
Mar12	110613	922.00	923.50	899.00	908.00	-13.75	571	9,022	+194
May12	110613	920.50	925.75	902.75	911.75	-12.75	376	1,530	+277
Total Volume and Open Interest							28,534	179,646	+792
Wheat(MGE)
Jul11	110613	1000.00	1018.25	985.00	985.25	-14.75	2,245	8,498	-278
Sep11	110613	950.50	955.00	927.25	935.25	-13.50	4,084	22,548	+460
Dec11	110613	949.00	953.00	926.50	934.25	-13.75	1,946	17,646	+327
Mar12	110613	961.00	962.00	937.25	945.75	-12.75	590	3,517	+132
May12	110613	962.50	964.75	942.75	948.50	-12.00	190	1,233	+1
Total Volume and Open Interest							9,213	60,071	+642
Oats(CBOT)
Jul11	110613	396.00	402.50	395.50	401.00	+5.50	716	5,611	-7
Sep11	110613	402.00	402.50	398.00	401.00	+3.00	54	2,964	-2
Dec11	110613	410.00	410.00	406.75	409.00	+1.50	313	3,819	+73
Mar12	110613	421.00	421.00	419.50	421.00	+1.50	0	23	+0
Total Volume and Open Interest							1,083	12,418	+64
Rough Rice(CBOT)
Jul11	110613	14.84	14.89	14.60	14.61	-0.29	894	10,749	+73
Sep11	110613	15.90	15.97	15.68	15.69	-0.28	314	6,873	-41
Nov11	110613	16.23	16.25	15.99	16.00	-0.28	63	2,161	+26
Jan12	110613	16.49	16.51	16.31	16.31	-0.25	5	251	+0
Total Volume and Open Interest							1,277	20,335	+58
Live Cattle(CME)
Jun11	110613	102.730	103.250	102.250	103.200	+0.470	4,152	15,811	-1,778
Aug11	110613	103.500	104.285	103.250	104.035	+0.555	21,777	145,081	-104
Oct11	110613	110.100	110.785	109.785	110.730	+0.580	12,299	80,349	-80
Dec11	110613	115.050	115.750	114.600	115.700	+0.750	9,974	58,719	+1,073
Feb12	110613	117.850	118.800	117.500	118.750	+0.600	4,150	16,441	+141
Apr12	110613	119.800	120.500	119.600	120.500	+0.550	2,257	8,054	+551
Total Volume and Open Interest							54,789	326,635	-87
Feeder Cattle(CME)
Aug11	110613	123.285	124.900	123.285	124.785	+1.150	3,160	20,884	-438
Sep11	110613	125.000	126.330	125.000	126.300	+1.120	842	5,947	+33
Oct11	110613	126.100	127.535	126.000	127.150	+1.015	878	4,760	+14
Nov11	110613	127.700	128.800	127.535	128.785	+1.185	276	2,332	+144
Jan12	110613	127.500	129.380	127.500	129.000	+1.320	78	1,076	+9
Mar12	110613	128.250	129.250	128.200	129.250	+1.600	14	76	+4
Apr12	110613	128.250	128.250	128.200	128.200	+0.600	0	13	+0
Total Volume and Open Interest							5,248	35,100	-234
Lean Hogs(CME)
Jun11	110613	91.950	92.550	91.950	92.480	+0.780	4,560	6,434	-1,465
Jul11	110613	93.535	93.980	92.550	93.535	+0.305	26,618	41,704	-7,696
Aug11	110613	92.900	93.050	91.535	92.385	-0.445	21,471	64,159	+7,457
Oct11	110613	86.850	87.200	85.730	86.930	+0.180	9,111	48,618	-235
Dec11	110613	85.700	86.200	84.480	86.000	+0.200	7,619	38,654	+21
Feb12	110613	88.385	88.800	87.200	88.800	+0.150	1,995	10,456	+784
Apr12	110613	90.000	90.000	88.800	89.300	-0.500	385	5,430	+88
May12	110613	93.400	93.800	93.200	93.800	+0.300	4	294	+4
Total Volume and Open Interest							72,299	219,649	-778
Class III Milk(CME)
Jun11	110613	19.05	19.16	19.03	19.15	+0.08	39	4,954	+14
Jul11	110613	19.55	19.81	19.53	19.77	+0.16	490	5,290	-36
Aug11	110613	18.72	18.85	18.58	18.85	+0.11	238	4,924	+44
Sep11	110613	18.40	18.52	18.27	18.52	+0.10	211	4,722	+63
Oct11	110613	17.85	17.90	17.77	17.90	+0.03	69	3,638	+33
Total Volume and Open Interest							1,195	33,641	+184
Cocoa(ICE)
Jul11	110613	3000	3034	2960	3001	+4	11,103	15,398	-3,776
Sep11	110613	2992	3009	2925	2968	-14	14,825	65,972	+2,397
Dec11	110613	3013	3032	2962	2996	-14	2,406	32,772	+1,246
Mar12	110613	3056	3070	3002	3036	-17	1,738	27,558	+524
May12	110613	3038	3060	3000	3040	-13	50	7,864	+6
Jul12	110613	3038	3057	3022	3045	-8	157	3,215	+122
Sep12	110613	3060	3063	3051	3051	-3	184	5,557	+172
Total Volume and Open Interest							30,559	163,810	+695
Coffee "C"(ICE)
Jul11	110613	269.90	270.65	261.05	267.45	+2.50	10,450	30,211	-2,670
Sep11	110613	266.00	273.45	264.40	270.50	+2.15	7,250	41,746	+1,660
Dec11	110613	270.00	277.50	269.00	274.50	+2.00	2,600	26,317	+584
Mar12	110613	272.00	280.00	271.80	277.45	+2.10	296	5,866	+79
May12	110613	279.70	281.40	279.15	279.15	+2.30	33	3,196	+14
Jul12	110613	279.95	280.55	279.50	279.50	+3.55	29	1,488	+9
Total Volume and Open Interest							20,710	110,907	-278
Orange Juice(ICE)
Jul11	110613	184.90	185.00	182.60	183.15	-1.75	1,129	20,337	-755
Sep11	110613	181.00	181.00	178.50	179.60	-1.20	960	11,358	+626
Nov11	110613	174.60	174.60	173.35	174.15	-1.25	69	3,633	+25
Jan12	110613	169.90	171.00	169.90	170.75	-1.15	11	440	+10
Mar12	110613	169.00	170.15	169.00	169.85	-0.80	2	134	+0
May12	110613	168.10	168.45	167.50	168.45	-0.35	2	94	+2
Total Volume and Open Interest							2,173	36,060	-92
Sugar #11(ICE)
Jul11	110613	25.62	26.16	25.27	25.59	-0.05	55,777	168,368	-14,652
Oct11	110613	24.46	24.93	24.00	24.38	-0.16	45,770	221,131	+12,674
Mar12	110613	24.13	24.55	23.77	24.18	-0.16	13,228	99,140	-856
May12	110613	23.90	24.07	23.39	23.82	-0.08	3,003	30,948	-100
Jul12	110613	23.45	23.69	23.08	23.53	unch	4,858	49,782	+339
Total Volume and Open Interest							124,381	622,557	-1,802
London Cocoa(LCE)
Jul11	110613	1849	1859	1834	1838	-10	4,949	71,812	-303
Sep11	110613	1857	1865	1840	1845	-12	4,382	40,356	+805
Dec11	110613	1887	1896	1870	1873	-12	2,220	34,598	-275
Mar12	110613	1908	1916	1895	1895	-13	1,086	39,321	+83
May12	110613	1905	1917	1903	1903	-13	13	9,856	-7
Jul12	110613	1909	1909	1909	1909	-11	4	4,377	+0
Sep12	110613	1916	1916	1916	1916	-9	0	3,192	+0
Total Volume and Open Interest							12,674	211,413	+318
London Sugar(LCE)
Aug11	110613	723.00	734.40	722.70	723.50	unch	3,330	26,043	+247
Oct11	110613	656.70	667.70	656.70	658.70	+1.70	583	12,575	+214
Dec11	110613	642.00	648.90	639.40	642.40	+2.60	171	5,398	-5
Mar12	110613	624.80	631.00	622.90	624.70	+1.00	488	4,595	+308
May12	110613	619.50	624.10	616.00	616.00	+0.10	47	2,075	+32
Total Volume and Open Interest							4,686	53,337	+813
Cotton(ICE)
Jul11	110613	150.10	152.80	146.84	150.95	+0.92	10,714	47,482	-1,926
Oct11	110613	138.31	143.54	138.31	139.58	-0.09	56	467	+6
Dec11	110613	133.50	134.96	130.17	131.58	-2.07	10,665	88,745	+2,571
Mar12	110613	126.55	127.25	123.89	124.91	-1.95	1,282	12,445	+353
May12	110613	118.50	118.90	116.20	116.91	-1.61	523	3,305	+129
Jul12	110613	113.55	114.25	110.50	111.69	-0.95	506	5,993	+199
Total Volume and Open Interest							24,109	161,482	+1,478
Lumber(CME)
Jul11	110613	225.6	225.8	220.7	223.5	-3.0	812	4,373	-338
Sep11	110613	242.4	242.5	238.0	239.3	-3.2	668	5,398	+271
Nov11	110613	248.1	248.8	245.5	245.5	-2.6	23	1,206	+8
Jan12	110613	268.9	268.9	265.0	265.0	-2.5	0	63	+0
Total Volume and Open Interest							1,503	11,046	-59
Crude Oil(NYM)
Jul11	110613	98.77	99.32	96.13	97.30	-1.99	345,542	234,479	-35,082
Aug11	110613	99.41	99.88	96.69	97.84	-2.01	138,335	174,688	+13,699
Sep11	110613	100.18	100.41	97.25	98.36	-2.04	88,872	136,249	-419
Oct11	110613	100.61	100.88	97.71	98.82	-2.06	40,661	56,802	+1,446
Nov11	110613	101.06	101.10	98.15	99.24	-2.06	33,956	50,376	+9,928
Dec11	110613	101.00	101.60	98.40	99.55	-2.04	73,579	184,587	+3,058
Jan12	110613	100.78	101.40	98.71	99.83	-2.01	13,377	46,927	-234
Feb12	110613	101.61	101.85	98.96	100.10	-1.97	7,482	24,314	+1,258
Mar12	110613	101.03	101.88	99.69	100.35	-1.92	7,754	29,623	-20
Apr12	110613	101.82	102.02	99.46	100.58	-1.87	3,017	18,279	-83
May12	110613	101.49	102.02	100.81	100.81	-1.80	2,603	16,832	-198
Jun12	110613	102.76	102.76	100.17	101.03	-1.73	15,006	72,207	+318
Jul12	110613	100.96	101.19	100.96	101.19	-1.66	3,664	33,872	-773
Aug12	110613	101.24	101.24	101.24	101.24	-1.57	980	13,101	+112
Sep12	110613	101.27	101.27	101.27	101.27	-1.49	1,485	14,085	+282
Oct12	110613	101.32	101.32	101.32	101.32	-1.41	458	9,326	+88
Total Volume and Open Interest							839,094	1,529,971	-4,529
e-miNY Crude Oil(NYM)
Jun11	110519	99.675	100.800	98.250	98.450	-1.650	6,142	2,098	-382
Jul11	110613	98.850	99.325	96.125	97.300	-2.000	7,575	2,803	-416
Aug11	110613	99.500	99.850	96.700	97.850	-2.000	433	1,045	+91
Sep11	110613	100.375	100.375	97.575	98.350	-2.050	107	433	+61
Oct11	110613	99.825	100.200	98.000	98.825	-2.050	56	203	+56
Nov11	110613	99.250	99.250	98.675	99.250	-2.050	1	21	+0
Dec11	110613	100.925	100.925	98.675	99.550	-2.050	27	301	+8
Jan12	110613	99.825	99.825	99.825	99.825	-2.025	9	6	-3
Feb12	110613	100.100	100.100	100.100	100.100	-1.975	0	3	+0
Mar12	110613	100.350	100.350	100.350	100.350	-1.925	0	8	+0
Total Volume and Open Interest							8,217	4,984	-200
Heating Oil(NYM)
Jul11	110613	309.79	313.56	306.15	310.58	+0.07	50,583	85,682	-4,475
Aug11	110613	311.35	314.96	307.63	312.02	+0.06	24,543	54,587	+3,004
Sep11	110613	314.44	316.70	309.61	313.76	+0.05	16,637	40,723	+315
Oct11	110613	316.05	318.36	311.16	315.54	+0.08	9,086	17,939	-596
Nov11	110613	319.63	319.88	313.11	317.33	+0.14	4,320	16,952	+1,180
Dec11	110613	317.82	321.52	314.48	318.87	+0.17	7,476	36,090	-955
Jan12	110613	317.33	320.40	317.33	320.40	+0.19	2,508	18,711	+957
Feb12	110613	321.76	321.76	317.74	320.59	+0.21	489	6,791	+238
Mar12	110613	316.67	319.32	316.67	319.32	+0.19	232	5,270	-16
Apr12	110613	316.82	316.82	316.82	316.82	+0.16	34	1,946	+16
May12	110613	314.44	314.44	314.44	314.44	+0.13	77	2,052	+27
Jun12	110613	313.10	313.76	312.99	312.99	+0.13	1,378	18,842	+172
Total Volume and Open Interest							118,010	317,238	-28
Gasoline(NYMEX)
Jul11	110613	301.18	305.18	295.54	299.68	-2.09	50,489	71,942	-491
Aug11	110613	299.12	303.50	293.83	297.89	-2.31	29,155	47,356	+1,573
Sep11	110613	298.29	302.24	292.75	296.70	-2.34	22,109	40,923	+2,552
Oct11	110613	286.05	290.31	281.58	285.56	-1.79	10,461	22,396	-606
Nov11	110613	287.02	287.71	280.33	283.62	-1.59	4,737	13,590	+289
Dec11	110613	282.46	286.58	278.34	282.53	-1.41	4,044	27,163	+529
Jan12	110613	284.64	284.90	279.00	283.14	-1.32	522	7,399	+104
Feb12	110613	285.50	287.30	283.90	284.70	-1.30	163	4,370	+45
Mar12	110613	288.85	288.85	285.54	286.39	-1.31	94	4,261	+24
Apr12	110613	297.50	297.96	297.50	297.96	-1.30	516	4,087	+147
Total Volume and Open Interest							122,672	259,013	+4,278
e-miNY RBOB Gasoline(NYM)
Jul11	110613	300.00	300.00	299.70	299.70	-2.10	0	3	+0
Aug11	110613	297.90	297.90	297.89	297.90	-2.30	0	2	+0
Sep11	110613	296.70	296.70	296.70	296.70	-2.30
Oct11	110613	285.60	285.60	285.56	285.60	-1.80	0	1	+0
Total Volume and Open Interest							0	8	+0
Natural Gas(NYM)
Jul11	110613	4.790	4.811	4.595	4.646	-0.111	227,424	172,582	-23,794
Aug11	110613	4.821	4.841	4.624	4.678	-0.111	88,127	93,374	+5,757
Sep11	110613	4.844	4.861	4.648	4.701	-0.111	80,236	162,983	+14,013
Oct11	110613	4.863	4.880	4.675	4.729	-0.107	50,208	116,789	-3,148
Nov11	110613	4.979	4.993	4.806	4.852	-0.100	26,291	75,826	+3,898
Dec11	110613	5.130	5.153	4.975	5.021	-0.098	16,702	46,916	+986
Jan12	110613	5.225	5.233	5.063	5.113	-0.094	25,239	92,311	-73
Feb12	110613	5.193	5.227	5.052	5.101	-0.091	6,305	20,566	-145
Mar12	110613	5.152	5.152	4.992	5.040	-0.089	11,162	40,216	+207
Apr12	110613	4.981	4.981	4.850	4.882	-0.080	11,671	42,665	+1,111
May12	110613	4.989	4.989	4.863	4.893	-0.078	1,050	9,802	-253
Jun12	110613	5.030	5.030	4.890	4.919	-0.077	1,002	10,821	+70
Jul12	110613	5.011	5.016	4.930	4.960	-0.075	842	6,981	+49
Aug12	110613	4.969	4.987	4.957	4.986	-0.075	352	6,907	+4
Sep12	110613	4.967	4.996	4.967	4.996	-0.075	462	7,103	+63
Oct12	110613	5.091	5.091	5.015	5.041	-0.075	2,238	20,376	-49
Total Volume and Open Interest							553,738	1,001,658	-337
Brent Crude Oil(ICE)
Jul11	110613	118.46	120.25	117.12	119.10	+0.32	233,012	137,143	-23,859
Aug11	110613	117.96	119.73	116.51	118.42	+0.07	167,586	184,607	+26,722
Sep11	110613	117.44	119.16	115.99	117.83	unch	56,566	120,121	+7,486
Oct11	110613	117.44	118.71	115.52	117.42	-0.03	35,960	59,594	-666
Nov11	110613	117.16	118.43	115.33	117.16	-0.02	18,406	36,238	-678
Dec11	110613	116.62	118.25	115.03	116.93	+0.01	45,900	90,736	+2,177
Jan12	110613	116.71	117.77	115.40	116.67	+0.01	5,375	21,077	-863
Feb12	110613	116.44	117.49	115.29	116.41	+0.02	3,576	18,700	-736
Mar12	110613	116.18	117.21	115.03	116.15	+0.03	3,287	29,445	-75
Apr12	110613	115.87	115.87	115.87	115.87	+0.06	1,174	9,105	+73
May12	110613	115.58	115.58	115.58	115.58	+0.09	638	5,383	-61
Jun12	110613	115.31	116.18	113.59	115.27	+0.11	7,779	41,453	+355
Jul12	110613	114.99	114.99	114.99	114.99	+0.11	654	6,098	-35
Aug12	110613	114.71	114.71	114.71	114.71	+0.11	1,645	3,825	+562
Total Volume and Open Interest							604,695	897,652	+12,087
Gas Oil(ICE)
Jul11	110613	978.50	989.25	966.25	987.50	+10.00	96,997	138,709	+13,729
Aug11	110613	981.50	993.00	970.00	991.50	+10.25	28,968	81,424	+2,630
Sep11	110613	987.75	996.25	974.00	995.00	+10.50	23,065	57,948	+7,343
Oct11	110613	988.50	998.75	976.50	997.25	+10.50	8,421	29,506	+1,006
Nov11	110613	990.00	999.50	977.75	998.50	+10.50	3,744	25,955	+359
Dec11	110613	989.00	1001.00	978.50	999.75	+10.25	18,398	61,762	+1,123
Jan12	110613	991.25	1002.25	986.25	1002.25	+10.25	3,403	25,946	+870
Feb12	110613	986.00	1002.00	986.00	1002.00	+10.25	2,189	8,465	+751
Mar12	110613	1000.50	1000.50	1000.50	1000.50	+10.25	2,625	9,551	+1,066
Apr12	110613	998.00	998.00	998.00	998.00	+10.25	901	5,549	+136
Total Volume and Open Interest							234,894	551,602	+13,142
Ethanol(CBOT)
Jun11	110603	2.638	2.640	2.633	2.640	-0.012	38	199	-65
Jul11	110613	2.765	2.779	2.764	2.777	+0.001	203	1,072	+5
Aug11	110613	2.800	2.800	2.758	2.768	-0.006	315	1,549	+35
Sep11	110613	2.717	2.724	2.710	2.716	-0.011	145	1,371	+71
Oct11	110613	2.615	2.615	2.596	2.605	-0.011	89	1,078	+22
Nov11	110613	2.546	2.546	2.530	2.538	-0.011	79	906	+6
Dec11	110613	2.515	2.531	2.510	2.522	-0.008	79	1,259	+7
Jan12	110613	2.482	2.495	2.482	2.490	-0.005	18	665	-1
Total Volume and Open Interest							1,092	9,264	+205
WTI Crude Oil(ICE
Jul11	110610	101.94	102.13	98.60	99.29	-2.64	119,116	73,404	-11,287
Aug11	110613	99.53	99.88	96.72	97.84	-2.01	34,949	49,983	+4,190
Sep11	110613	100.35	100.44	97.42	98.36	-2.04	24,180	40,864	-913
Oct11	110613	100.43	100.56	97.70	98.82	-2.06	16,773	23,332	+2,326
Nov11	110613	100.58	100.95	98.41	99.24	-2.06	14,366	18,890	+4,047
Dec11	110613	100.57	101.15	98.41	99.55	-2.04	34,555	85,522	+1,637
Jan12	110613	100.49	101.40	99.44	99.83	-2.01	7,046	14,803	+1,334
Feb12	110613	100.86	101.49	99.49	100.10	-1.97	3,497	4,854	+512
Mar12	110613	101.06	101.73	99.67	100.35	-1.92	1,915	12,316	-20
Apr12	110613	100.58	100.58	100.58	100.58	-1.87	725	4,038	+18
May12	110613	100.81	100.81	100.81	100.81	-1.80	599	3,359	+88
Jun12	110613	101.58	102.32	100.10	101.03	-1.73	5,208	27,865	+77
Jul12	110613	102.85	102.85	101.19	101.19	-1.66	763	4,218	-466
Aug12	110613	101.24	101.24	101.24	101.24	-1.57	0	840	+0
Sep12	110613	101.27	101.27	101.27	101.27	-1.49	47	4,300	+0
Oct12	110613	101.32	101.32	101.32	101.32	-1.41	14	511	+0
Total Volume and Open Interest							247,980	475,806	+8,787
US Dollar Index(ICE)
Jun11	110613	74.805	74.950	74.595	74.595	-0.202	38,502	29,398	-12,611
Sep11	110613	75.250	75.370	74.815	74.875	-0.310	32,314	39,888	+12,585
Dec11	110613	75.500	75.500	75.340	75.340	-0.310	0	504	+0
Total Volume and Open Interest							70,816	69,791	-26
Australian Dollar(CME)
Jun11	110613	105.31	105.83	105.24	105.74	+0.05	106,909	69,321	-10,265
Sep11	110613	104.07	105.06	103.95	104.92	+0.54	62,158	103,165	+21,741
Dec11	110613	102.90	103.64	102.90	103.64	+0.48	2	72	+1
Total Volume and Open Interest							169,069	172,561	+11,477
British Pound(CME)
Jun11	110613	162.33	163.42	162.18	163.20	+0.80	110,422	45,406	-18,257
Sep11	110613	162.25	163.69	161.96	163.54	+1.35	55,502	69,909	+20,165
Dec11	110613	161.94	163.33	161.84	163.33	+1.35	128	99	+63
Total Volume and Open Interest							166,052	115,422	+1,971
Canadian Dollar(CME)
Jun11	110613	102.06	102.50	102.05	102.40	+0.04	75,341	56,711	-16,197
Sep11	110613	101.87	102.30	101.76	102.16	+0.04	58,643	69,164	+15,149
Dec11	110613	101.94	101.96	101.80	101.92	+0.04	121	3,499	+47
Mar12	110613	101.67	101.71	101.58	101.68	+0.04	53	430	+19
Total Volume and Open Interest							134,171	130,139	-980
Japanese Yen(CME)
Jun11	110613	124.58	124.63	123.67	124.61	+0.12	126,139	41,478	-20,776
Sep11	110613	124.66	124.88	123.79	124.75	+0.21	70,967	86,211	+28,166
Dec11	110613	124.09	124.85	124.09	124.85	+0.21	41	262	+37
Total Volume and Open Interest							197,184	127,998	+7,463
Swiss Franc(CME)
Jun11	110613	118.66	119.66	118.10	119.51	+0.75	49,751	42,172	-8,694
Sep11	110613	118.70	119.78	118.15	119.41	+0.58	37,739	48,920	+13,523
Dec11	110613	118.76	119.86	118.45	119.48	+0.58	4	97	+0
Total Volume and Open Interest							87,494	91,192	+4,829
EuroFX(CME)
Jun11	110613	143.34	143.97	143.22	143.94	+0.42	357,202	146,745	-42,648
Sep11	110613	142.92	143.90	142.80	143.72	+0.60	173,639	156,406	+48,790
Dec11	110613	143.00	143.42	142.71	143.30	+0.59	15	169	-7
Total Volume and Open Interest							530,856	303,705	+6,134
Mexican Peso(CME)
Jun11	110613	840.5	844.0	839.2	844.0	+1.8	34,060	63,984	-5,741
Jul11	110613	842.0	850.2	840.8	842.0	+1.2
Total Volume and Open Interest							75,760	168,808	+12,665
30-Year T-Bonds(CBOT)
Jun11	110531	125~260	126~090	125~110	126~050	+0~090	370,649	125,465	-108,773
Sep11	110613	125~240	126~010	125~040	125~130	-0~100	475,308	646,726	-12,834
Dec11	110613	124~070	124~090	123~310	123~310	-0~100	61	29	-31
Total Volume and Open Interest							486,546	675,966	-16,000
10-Year T-Notes(CBOT)
Jun11	110613	124~310	125~045	124~195	124~245	-0~050	29,389	65,944	-1,765
Sep11	110613	123~175	123~230	123~040	123~110	-0~055	1,670,912	1,750,989	-8,619
Dec11	110613	122~060	122~070	122~015	122~015	-0~055	2	23	-2
Total Volume and Open Interest							1,700,303	1,816,956	-10,386
5-Year T-Notes(CBOT)
Jun11	110613	120~120	121~001	120~087	120~108	+0~072	272,931	205,061	-65,504
Sep11	110613	119~106	119~124	119~069	119~096	-0~008	826,949	1,513,553	+35,278
Dec11	110613	118~080	118~088	118~080	118~080	-0~008	2	1	+1
Total Volume and Open Interest							850,565	1,557,821	+25,334
2 Year T-Notes(CBOT)
Jun11	110613	110~004	110~009	109~126	110~006	+0~001	15,067	23,768	-6,179
Sep11	110613	109~097	109~104	109~091	109~099	+0~001	307,688	981,821	+3,868
Dec11	110613	109~063	109~063	109~062	109~063	+0~001	0	20	+0
Total Volume and Open Interest							322,755	1,005,609	-2,311
Eurodollars(CME)
Jun11	110610	99.747	99.753	99.747	99.750	+0.003	212,666	892,467	-4,385
Sep11	110613	99.675	99.680	99.670	99.675	unch	226,231	1,189,931	-22,576
Dec11	110613	99.600	99.610	99.595	99.605	+0.005	304,569	1,516,548	-47,880
Mar12	110613	99.530	99.545	99.515	99.540	+0.015	312,006	1,718,893	-16,474
Jun12	110613	99.430	99.445	99.405	99.435	+0.010	326,944	1,547,901	-29,755
Sep12	110613	99.285	99.295	99.250	99.275	-0.005	357,789	841,618	+18,943
Dec12	110613	99.085	99.095	99.040	99.070	-0.015	259,829	654,091	+7,718
Mar13	110613	98.875	98.885	98.815	98.855	-0.020	231,792	494,198	+6,393
Jun13	110613	98.630	98.640	98.560	98.610	-0.025	168,026	348,450	+17,309
Sep13	110613	98.380	98.400	98.305	98.355	-0.030	144,692	284,338	+4,029
Dec13	110613	98.115	98.140	98.040	98.090	-0.030	114,959	270,447	+7,299
Mar14	110613	97.865	97.890	97.790	97.835	-0.035	86,448	218,262	+4,404
Jun14	110613	97.610	97.640	97.540	97.585	-0.030	48,957	126,139	+7,726
Sep14	110613	97.370	97.395	97.295	97.340	-0.030	34,607	70,890	+3,665
Dec14	110613	97.120	97.140	97.045	97.085	-0.030	26,512	78,011	+3,036
Mar15	110613	96.900	96.920	96.825	96.860	-0.035	30,881	70,608	+6,562
Jun15	110613	4.935	4.945	4.855	4.885	-0.035	11,916	56,019	+1,265
Sep15	110613	4.720	4.745	4.650	4.675	-0.035	13,652	53,253	+1,885
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jun11	110613	99.900	99.902	99.897	99.900	unch	2,175	59,783	+240
Jul11	110613	99.900	99.900	99.890	99.895	unch	3,896	54,566	+1,025
Aug11	110613	99.885	99.885	99.875	99.880	unch	2,343	50,777	+1,117
Sep11	110613	99.865	99.865	99.860	99.860	unch	2,505	44,003	+1,005
Oct11	110613	99.850	99.860	99.845	99.850	unch	1,424	52,183	+89
Nov11	110613	99.835	99.845	99.835	99.840	+0.005	1,422	54,758	-249
Total Volume and Open Interest							29,066	717,109	-303
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun11	110613	99.668	99.668	99.668	99.668	unch	0	750	+0
Sep11	110613	99.668	99.668	99.668	99.668	unch
Dec11	110613	99.670	99.670	99.670	99.670	unch	0	75	+0
Mar12	110613	99.660	99.660	99.660	99.660	unch
Jun12	110613	99.665	99.665	99.665	99.665	unch
Sep12	110613	99.595	99.595	99.595	99.595	unch
Dec12	110613	99.555	99.555	99.555	99.555	unch
Mar13	110613	99.555	99.555	99.555	99.555	unch
Jun13	110613	99.510	99.510	99.510	99.510	unch
Sep13	110613	99.370	99.370	99.370	99.370	unch
Total Volume and Open Interest							0	825	+0
3-Mth Euro-Yen(SGX)
Sep11	110613	99.67	99.67	99.67	99.67	unch	750	1,605	+128
Dec11	110613	99.67	99.67	99.67	99.67	unch	0	1,957	+0
Mar12	110613	99.67	99.67	99.66	99.66	unch	0	4,177	+0
Jun12	110613	99.67	99.67	99.67	99.67	unch	200	1,454	+200
Sep12	110613	99.60	99.60	99.60	99.60	unch	0	411	+0
Dec12	110613	99.56	99.56	99.56	99.56	unch	0	24	+0
Mar13	110613	99.56	99.56	99.56	99.56	unch	0	1	+0
Jun13	110613	99.51	99.51	99.51	99.51	unch
Total Volume and Open Interest							1,700	15,014	-84
Japanese Gov't Bonds(SGX)
Sep11	110610	140.71	140.97	140.58	140.92	+0.16	3,267	21,173	+8,370
Dec11	110613	139.03	139.03	139.03	139.03	+0.03	0	1	+0
Mar12	110613	136.94	136.94	136.94	136.94	+0.03
Total Volume and Open Interest							1,690	21,381	+207
Euro-Bund(EUREX)
Sep11	110613	125.88	126.11	125.76	125.94	+0.06	1,036,608	941,526	+604
Dec11	110613	124.77	124.77	124.58	124.73	+0.14	8	222	+0
Mar12	110613	124.65	124.65	124.65	124.65	+0.06
Total Volume and Open Interest							1,036,616	941,748	+604
Euro-Bobl(EUREX)
Sep11	110610	116.54	117.12	116.54	117.03	+0.78	903,688	782,581	+123,253
Dec11	110613	116.10	116.10	116.10	116.10	+0.02	0	501	+0
Mar12	110613	116.10	116.10	116.10	116.10	+0.02
Total Volume and Open Interest							696,503	837,835	+4,535
3-Mth Euribor(EUREX)
Jun11	110613	98.530	98.530	98.530	98.530	+0.005	299	4,770	+0
Sep11	110613	98.325	98.325	98.310	98.310	-0.005	110	2,772	+2
Dec11	110613	98.190	98.190	98.190	98.190	unch	40	1,338	+21
Total Volume and Open Interest							499	12,610	+32
Long Gilt(LIFFE)
Jun11	110613	122~17	122~17	122~06	122~08	-0~08	293	6,293	-226
Sep11	110613	121~09	121~12	120~28	121~00	-0~08	105,566	347,222	-1,081
Total Volume and Open Interest							105,859	353,515	-1,307
3-Mth Short Sterling(LIFFE)
Jun11	110613	99.18	99.18	99.17	99.18	unch	13,518	405,260	-53
Sep11	110613	99.14	99.15	99.12	99.13	-0.01	31,555	412,998	-2,966
Dec11	110613	99.04	99.07	99.03	99.04	-0.02	40,836	442,442	+5,146
Mar12	110613	98.94	98.97	98.93	98.94	-0.02	44,985	416,791	-331
Jun12	110613	98.82	98.84	98.79	98.81	-0.02	50,992	336,738	+1,251
Sep12	110613	98.68	98.68	98.63	98.65	-0.01	50,804	225,174	-1,979
Total Volume and Open Interest							383,737	2,893,040	+12,967
3-Mth Euribor(LIFFE)
Jun11	110613	98.525	98.530	98.520	98.530	+0.005	249,091	624,606	-19,825
Sep11	110613	98.325	98.335	98.310	98.310	-0.010	256,790	680,235	+5,057
Dec11	110613	98.210	98.220	98.180	98.190	unch	258,962	581,213	-6,452
Total Volume and Open Interest							1,657,589	3,849,820	-7,448
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	110613	1528.1	1533.0	1511.3	1515.0	-13.6	288	2,260	-25
Aug11	110613	1530.7	1533.9	1511.4	1515.6	-13.6	108,430	340,898	+5,338
Oct11	110613	1530.2	1534.6	1513.5	1516.8	-13.6	452	10,441	-63
Dec11	110613	1531.5	1535.9	1514.0	1518.0	-13.5	1,788	68,992	-576
Feb12	110613	1536.9	1536.9	1517.0	1519.2	-13.6	63	8,795	+5
Apr12	110613	1538.1	1538.1	1518.0	1520.6	-13.5	164	5,546	+81
Jun12	110613	1532.3	1532.3	1521.9	1521.9	-13.6	21	12,891	-10
Aug12	110613	1523.5	1523.5	1523.5	1523.5	-13.7	4	4,503	+0
Oct12	110613	1525.4	1525.4	1525.4	1525.4	-13.6	23	4,054	+0
Dec12	110613	1544.3	1544.3	1525.0	1527.6	-13.6	109	11,953	+16
Feb13	110613	1530.2	1530.2	1530.2	1530.2	-13.8	0	259	+0
Apr13	110613	1533.2	1533.2	1533.2	1533.2	-13.7	0	25	+0
Total Volume and Open Interest							112,896	506,978	+5,402
Silver(CMX)
Jul11	110613	3619.0	3635.0	3455.0	3473.7	-159.0	45,819	47,701	-1,348
Sep11	110613	3610.5	3627.0	3457.0	3474.5	-160.4	5,982	24,690	+3,184
Dec11	110613	3600.0	3628.5	3457.0	3476.1	-160.7	601	23,749	-158
Mar12	110613	3472.9	3512.5	3472.9	3472.9	-160.2	15	3,814	+8
May12	110613	3466.5	3469.3	3466.5	3469.3	-160.4	14	1,260	+9
Jul12	110613	3550.0	3550.0	3466.8	3466.8	-160.3	12	1,808	+0
Sep12	110613	3464.6	3464.6	3464.6	3464.6	-160.3	0	109	+0
Total Volume and Open Interest							52,641	121,512	+1,646
Platinum(NYMEX)
Jul11	110613	1830.1	1834.3	1795.0	1806.8	-26.2	8,292	28,497	-1,820
Oct11	110613	1837.4	1837.6	1799.1	1810.2	-26.3	3,318	8,450	+2,448
Jan12	110613	1825.6	1825.6	1805.0	1815.4	-24.3	17	178	+10
Apr12	110613	1817.3	1817.3	1817.3	1817.3	-24.9	0	25	+0
Total Volume and Open Interest							11,630	37,158	+641
Palladium(NYMEX)
Jun11	110613	812.20	812.20	794.70	798.45	-17.25	11	350	-7
Sep11	110613	815.45	817.05	793.25	800.35	-16.95	2,329	20,896	+565
Dec11	110613	797.25	801.40	797.25	801.40	-17.00	4	650	+4
Total Volume and Open Interest							2,350	21,909	+559
Copper(CMX)
Jul11	110613	404.60	405.90	401.25	403.45	-2.15	37,585	41,793	-3,474
Sep11	110613	405.90	407.80	403.30	405.35	-2.20	11,354	47,269	+2,544
Dec11	110613	408.75	408.75	405.65	407.45	-2.20	3,091	18,954	+834
Mar12	110613	408.60	408.75	408.60	408.75	-2.15	1,068	7,324	+531
May12	110613	409.85	409.85	408.90	409.00	-2.15	1	1,596	+0
Total Volume and Open Interest							53,826	121,950	+446
DJIA Index(CBOT)
Jun11	110613	11970	11998	11920	11953	+12	2,137	21,138	+686
Sep11	110613	11883	11940	11856	11885	+12	2,207	2,084	+1,957
Dec11	110613	11819	11819	11807	11819	+12	11	30	+1
Mar12	110613	11754	11754	11742	11754	+12
Total Volume and Open Interest							4,355	23,252	+2,644
S & P 500(CME)
Jun11	110613	1273.50	1276.50	1265.50	1271.60	+2.40	70,773	275,611	-28,174
Sep11	110613	1265.20	1271.50	1259.50	1266.20	+2.40	62,485	79,242	+43,229
Dec11	110613	1265.00	1265.90	1256.00	1260.60	+2.40	2	7,696	+0
Mar12	110613	1255.10	1260.40	1250.50	1255.10	+2.40	0	1	+0
Total Volume and Open Interest							133,260	362,555	+15,055
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	110613	1265.00	1271.75	1259.50	1266.25	+2.50	978,448	808,832	+417,418
Total Volume and Open Interest							2,703,828	3,109,793	+41,863
NASDAQ 100(CME)
Jun11	110613	2225.50	2233.00	2213.00	2223.30	+2.00	2,432	17,986	+244
Sep11	110613	2218.00	2230.00	2211.00	2219.80	+2.00	859	1,037	+637
Dec11	110613	2216.30	2217.30	2216.30	2216.30	+2.00	0	1	+0
Total Volume and Open Interest							3,291	19,024	+881
NASDAQ 100 E-Mini(Globex)
Jun11	110613	2217.00	2234.00	2214.50	2223.30	+2.00	186,589	288,218	-27,574
Sep11	110613	2218.30	2230.30	2211.00	2219.80	+2.00	98,538	57,540	+33,236
Total Volume and Open Interest							285,128	345,775	+5,663
S & P Midcap 400(CME)
Jun11	110613	930.20	936.50	920.00	930.20	-1.70	1	1,864	+0
Sep11	110613	927.90	934.50	922.00	927.90	-1.60	1	42	+8
Dec11	110613	926.50	927.10	926.50	926.50	-1.60
Total Volume and Open Interest							2	1,906	+8
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110610	9540	9640	9420	9450	-90	9,394	27,325	+2,855
Dec11	110613	9425	9440	9425	9425	-15
Total Volume and Open Interest							23,121	57,122	-2,698
Nikkei 225(SGX)
Sep11	110613	9490	9500	9380	9450	-50	91,832	146,054	+21,091
Dec11	110613	9355	9395	9355	9395	-40	30	6,676	+17
Mar12	110613	9390	9390	9390	9390	-45	0	10	+0
Total Volume and Open Interest							195,854	362,226	+3,759
CAC 40(EURONEXT)
Jun11	110613	3801.5	3829.5	3781.0	3806.5	+3.5	148,597	363,980	+2,999
Jul11	110613	3799.0	3826.5	3780.0	3804.0	+3.5	17,420	56,836	+17,200
Aug11	110613	3807.5	3807.5	3807.5	3807.5	+4.0
Total Volume and Open Interest							167,023	422,375	+20,149
Hang Seng Index(HKFE)
Jun11	110613	22108	22463	22085	22420	+145	84,154	97,009	+2,193
Jul11	110613	22126	22468	22097	22405	+120	1,603	2,707	+1,190
Total Volume and Open Interest							86,213	104,658	+3,375
DAX(EUREX)
Jun11	110613	7066.0	7125.5	7042.0	7092.5	+18.5	154,602	159,269	-7,590
Sep11	110613	7088.0	7150.0	7069.0	7117.0	+18.0	8,459	27,320	+1,761
Dec11	110613	7131.5	7178.0	7097.5	7145.5	+18.5	968	3,457	+446
Total Volume and Open Interest							164,029	190,046	-5,383
FT-SE 100(EURONEXT)
Jun11	110613	5771.00	5795.50	5741.00	5778.50	+5.50	131,652	597,258	-29,852
Sep11	110613	5734.00	5759.00	5705.50	5743.00	+5.50	38,373	116,218	+31,335
Dec11	110613	5714.00	5719.50	5714.00	5719.50	+5.50	0	305	+0
Total Volume and Open Interest							170,025	713,931	+1,483
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	110613	47.14	48.74	34.84	40.64	-7.00	2,181	4,670	-1,903
Jul11	110613	45.64	47.14	33.04	38.79	-7.60	2,180	6,361	+2,102
Aug11	110613	40.64	48.14	35.64	40.64	-7.00	0	2	+0
Total Volume and Open Interest							4,361	11,033	+199
Reuters CCI(ICE)