MRCI's End of Day Prices

Daily Futures Price Listing Thu June 23, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110623	1331.25	1333.25	1292.75	1317.75	-12.50	51,448	110,344	-8,878
Aug11	110623	1331.00	1334.25	1293.50	1316.00	-15.00	15,633	48,554	+1,596
Sep11	110623	1329.75	1332.50	1291.25	1314.25	-14.75	5,240	23,187	+798
Nov11	110623	1333.00	1336.25	1292.25	1317.25	-15.25	47,040	295,874	+2,008
Jan12	110623	1342.75	1344.75	1307.25	1327.50	-14.75	1,924	38,029	+291
Mar12	110623	1346.75	1349.00	1308.50	1332.25	-14.00	1,135	21,689	+41
May12	110623	1341.75	1349.50	1308.00	1331.75	-12.75	2,017	25,477	+700
Total Volume and Open Interest							126,724	592,787	-2,788
Soybean Meal(CBOT)
Jul11	110623	347.00	348.00	339.00	340.60	-6.50	27,965	43,953	-3,122
Aug11	110623	347.90	348.50	340.20	341.50	-6.40	12,407	47,102	-48
Sep11	110623	346.30	347.00	338.20	340.50	-5.50	4,103	22,005	-66
Oct11	110623	342.80	344.00	335.00	338.00	-5.20	3,105	16,463	+171
Dec11	110623	343.60	345.10	335.40	339.20	-5.10	14,024	68,451	+1,485
Jan12	110623	346.00	347.10	338.00	340.80	-5.10	445	6,183	+65
Mar12	110623	347.60	347.60	340.00	342.70	-4.90	135	3,609	+24
May12	110623	345.40	346.70	342.20	342.20	-4.50	173	5,121	-61
Total Volume and Open Interest							62,783	217,894	-1,795
Soybean Oil(CBOT)
Jul11	110623	56.09	56.09	54.25	55.15	-1.00	46,797	72,444	-6,102
Aug11	110623	56.26	56.34	54.46	55.37	-1.00	13,551	37,859	+1,339
Sep11	110623	56.65	56.65	54.75	55.62	-1.03	4,557	33,493	+761
Oct11	110623	56.93	56.93	55.05	55.88	-1.05	3,519	16,453	+316
Dec11	110623	57.40	57.43	55.56	56.38	-1.12	34,944	137,143	+2,317
Jan12	110623	56.90	56.90	55.90	56.66	-1.10	908	13,364	+345
Mar12	110623	57.98	57.99	56.58	57.01	-1.10	188	9,516	+125
May12	110623	57.10	58.85	56.66	57.16	-1.10	242	5,896	+26
Total Volume and Open Interest							105,264	329,710	-933
Canola(WCE)
Jul11	110623	573.0	573.3	557.2	570.4	-2.8	5,865	21,806	-3,962
Nov11	110623	575.5	575.5	555.7	563.4	-9.4	9,670	123,619	+5,229
Jan12	110623	574.3	574.3	564.0	569.9	-9.8	751	12,852	+353
Mar12	110623	573.4	575.2	569.7	575.2	-10.6	466	4,600	+328
May12	110623	578.6	582.1	578.6	580.8	-11.0	229	1,995	+125
Total Volume and Open Interest							16,986	168,059	+2,078
Corn(CBOT)
Jul11	110623	675.00	688.00	639.00	680.50	+3.00	172,807	290,443	-20,931
Sep11	110623	671.50	673.00	636.00	668.00	-4.25	112,564	355,509	+9,815
Dec11	110623	650.00	653.00	620.00	646.00	-4.25	118,840	502,107	-2,625
Mar12	110623	661.75	666.00	632.00	657.75	-4.75	9,206	92,939	+1,031
May12	110623	668.50	671.75	640.50	665.00	-4.00	2,130	21,723	+340
Jul12	110623	675.00	678.00	647.00	672.00	-3.50	1,889	56,527	+71
Total Volume and Open Interest							421,595	1,414,879	-12,555
Wheat(CBOT)
Jul11	110623	636.25	652.00	606.00	649.00	+10.75	33,872	76,530	-3,725
Sep11	110623	671.75	678.75	641.50	669.25	-4.00	31,938	154,674	+3,983
Dec11	110623	719.50	724.00	690.50	714.25	-5.25	16,469	117,722	+2,546
Mar12	110623	755.50	758.50	729.75	745.50	-9.75	2,275	35,847	-22
May12	110623	772.75	774.00	749.75	763.00	-11.00	581	9,977	+81
Total Volume and Open Interest							87,177	457,077	+2,445
Wheat(KCBT)
Jul11	110623	770.00	774.75	740.00	760.00	-10.00	12,911	27,210	-2,064
Sep11	110623	788.75	793.25	758.50	778.25	-10.50	7,772	66,458	+873
Dec11	110623	815.25	819.00	783.50	803.00	-11.00	3,102	51,721	+367
Mar12	110623	828.75	831.00	797.50	815.50	-11.00	759	10,716	+317
May12	110623	830.75	831.25	805.75	821.50	-11.00	21	1,553	+3
Total Volume and Open Interest							24,828	171,924	-479
Wheat(MGE)
Jul11	110623	862.00	862.00	830.50	844.00	-16.50	879	5,965	-96
Sep11	110623	851.50	854.25	819.75	835.50	-16.00	1,527	23,296	-8
Dec11	110623	853.25	855.00	821.75	838.25	-14.25	819	18,658	+85
Mar12	110623	865.00	865.00	834.25	848.50	-15.00	258	4,111	+6
May12	110623	868.50	868.50	841.25	850.75	-15.75	99	2,075	+55
Total Volume and Open Interest							3,683	60,830	+8
Oats(CBOT)
Jul11	110623	352.00	352.00	335.75	348.75	-3.25	488	3,356	-130
Sep11	110623	355.50	355.50	342.00	354.25	-4.75	122	3,293	+21
Dec11	110623	364.75	364.75	346.00	361.25	-3.75	693	5,942	+282
Mar12	110623	370.50	373.75	358.75	373.75	-3.25	10	53	+9
Total Volume and Open Interest							1,313	12,673	+182
Rough Rice(CBOT)
Jul11	110623	13.59	13.70	13.41	13.70	+0.10	903	5,827	-443
Sep11	110623	14.60	14.75	14.43	14.73	+0.11	843	8,120	+342
Nov11	110623	14.97	15.06	14.77	15.06	+0.11	518	4,107	+175
Jan12	110623	15.26	15.38	15.12	15.38	+0.11	20	317	+7
Total Volume and Open Interest							2,381	18,761	+170
Live Cattle(CME)
Jun11	110623	111.035	112.250	109.750	112.250	+0.965	2,762	5,824	-1,311
Aug11	110623	111.400	112.785	109.800	112.730	+1.030	23,602	140,601	-1,102
Oct11	110623	117.300	118.900	115.900	118.850	+0.965	9,521	79,250	+99
Dec11	110623	120.600	122.050	119.350	122.000	+0.750	6,696	59,838	+276
Feb12	110623	122.150	123.000	120.800	123.000	+0.200	3,052	20,826	+268
Apr12	110623	123.700	124.450	122.230	124.430	+0.045	1,368	9,763	+366
Total Volume and Open Interest							47,502	320,098	-1,270
Feeder Cattle(CME)
Aug11	110623	137.300	138.200	135.250	137.850	-0.150	4,193	20,894	+44
Sep11	110623	138.250	138.850	136.075	138.685	+0.285	970	6,085	+194
Oct11	110623	138.000	138.900	136.300	138.850	-0.050	927	4,774	+75
Nov11	110623	138.550	139.300	136.900	139.300	-0.100	807	2,745	+262
Jan12	110623	137.800	138.300	136.300	138.130	+0.180	145	1,270	+16
Mar12	110623	135.950	137.100	135.950	136.935	-0.640	36	174	+28
Apr12	110623	135.380	136.800	135.200	136.700	unch	10	52	+7
Total Volume and Open Interest							7,088	36,015	+626
Lean Hogs(CME)
Jul11	110623	97.500	97.980	96.035	97.000	-1.285	9,793	19,596	-1,313
Aug11	110623	96.385	97.050	94.930	95.900	-1.430	16,187	79,474	+738
Oct11	110623	88.900	89.150	87.385	88.050	-1.650	7,657	49,834	+1,194
Dec11	110623	86.330	86.330	84.200	84.680	-1.820	4,428	41,226	+469
Feb12	110623	87.900	88.100	86.050	86.650	-1.735	1,963	15,771	+1,045
Apr12	110623	89.200	89.385	87.200	87.500	-2.400	596	6,812	+200
May12	110623	92.750	92.750	91.250	92.000	-1.500	38	432	+24
Jun12	110623	95.600	95.600	93.385	93.600	-2.100	372	4,559	+253
Total Volume and Open Interest							41,268	219,550	+2,746
Class III Milk(CME)
Jun11	110623	19.13	19.15	19.10	19.14	unch	99	4,969	-57
Jul11	110623	19.87	19.92	19.65	19.85	-0.07	344	5,815	-75
Aug11	110623	19.10	19.12	18.73	18.77	-0.35	267	5,353	+133
Sep11	110623	18.41	18.41	18.10	18.20	-0.21	137	4,825	+23
Oct11	110623	17.77	17.77	17.45	17.55	-0.22	26	3,763	+6
Total Volume and Open Interest							1,083	35,358	+128
Cocoa(ICE)
Jul11	110623	3009	3009	2970	2986	-54	49	170	-34
Sep11	110623	3041	3069	2961	2987	-54	7,705	68,984	-131
Dec11	110623	3068	3091	2990	3013	-55	1,962	37,013	+279
Mar12	110623	3104	3114	3026	3048	-57	1,188	29,892	+42
May12	110623	3110	3110	3038	3048	-55	537	8,897	+199
Jul12	110623	3105	3105	3050	3050	-56	107	3,598	-29
Sep12	110623	3107	3107	3056	3056	-56	7	6,198	+4
Total Volume and Open Interest							11,586	161,630	+338
Coffee "C"(ICE)
Jul11	110623	244.15	250.70	239.65	247.70	+3.95	3,426	3,101	-1,954
Sep11	110623	246.30	251.80	241.45	248.70	+2.50	14,370	59,012	+87
Dec11	110623	251.15	255.55	245.80	252.95	+2.40	2,871	29,908	+107
Mar12	110623	254.80	259.25	249.65	256.75	+2.50	1,971	7,919	+662
May12	110623	258.55	258.85	252.00	258.85	+2.40	142	3,406	-4
Jul12	110623	259.15	259.85	253.00	259.85	+2.70	61	1,547	-4
Total Volume and Open Interest							22,871	107,398	-1,091
Orange Juice(ICE)
Jul11	110623	195.95	195.95	192.45	193.55	-0.65	2,109	6,719	-1,292
Sep11	110623	190.00	190.00	186.15	187.10	-0.65	4,842	22,646	+2,977
Nov11	110623	181.00	181.75	179.40	179.80	-1.20	528	5,704	+28
Jan12	110623	176.25	177.00	175.65	175.65	-1.50	373	1,106	+224
Mar12	110623	174.50	174.50	174.50	174.50	-1.30	83	255	+69
May12	110623	173.35	173.35	173.35	173.35	-0.85	42	167	+10
Total Volume and Open Interest							8,012	36,696	+2,051
Sugar #11(ICE)
Jul11	110623	27.20	27.65	25.69	27.58	+0.35	30,707	73,482	-9,584
Oct11	110623	25.88	26.14	24.30	26.08	+0.08	60,484	286,576	+4,397
Mar12	110623	25.40	25.53	23.94	25.50	+0.02	17,745	117,512	-21
May12	110623	24.71	24.81	23.39	24.80	-0.01	4,946	37,293	+452
Jul12	110623	24.20	24.34	23.01	24.27	-0.01	2,502	56,953	+176
Total Volume and Open Interest							118,217	629,831	-4,485
London Cocoa(LCE)
Jul11	110623	1889	1920	1859	1879	-5	3,341	54,952	-1,672
Sep11	110623	1908	1938	1872	1894	-7	7,001	47,383	+352
Dec11	110623	1929	1959	1895	1917	-7	1,997	36,923	+368
Mar12	110623	1958	1973	1916	1933	-6	1,739	40,436	+216
May12	110623	1970	1971	1928	1944	-6	343	10,416	+67
Jul12	110623	1985	1985	1953	1953	-7	12	5,083	+12
Sep12	110623	1980	1980	1950	1959	-9	0	3,231	+0
Total Volume and Open Interest							14,433	206,416	-657
London Sugar(LCE)
Aug11	110623	740.60	740.90	710.00	733.30	-6.60	4,166	20,928	-2,217
Oct11	110623	674.40	677.60	641.00	663.50	-8.70	1,505	14,946	+530
Dec11	110623	653.40	656.40	625.00	647.20	-6.20	252	5,590	+82
Mar12	110623	646.00	647.00	615.80	639.10	-6.70	577	5,945	+109
May12	110623	635.30	638.00	608.50	630.50	-3.60	90	2,443	+66
Total Volume and Open Interest							6,592	52,600	-1,430
Cotton(ICE)
Jul11	110623	162.00	166.70	162.00	164.55	+3.33	9,639	15,753	-4,870
Oct11	110623	127.21	129.04	125.00	125.00	-3.22	26	473	+16
Dec11	110623	120.77	123.02	118.69	119.40	-2.05	10,937	102,201	+848
Mar12	110623	113.30	115.79	111.53	111.59	-2.53	797	15,045	+76
May12	110623	108.00	112.00	106.88	106.90	-1.85	165	3,671	+63
Jul12	110623	104.35	107.03	103.33	103.35	-1.56	316	5,694	+86
Total Volume and Open Interest							21,921	146,074	-3,772
Lumber(CME)
Jul11	110623	235.1	236.1	228.2	234.0	-3.1	627	2,069	-296
Sep11	110623	246.6	246.6	240.5	245.8	-4.7	773	6,204	+40
Nov11	110623	254.5	255.0	250.0	253.1	-5.4	314	1,784	+58
Jan12	110623	273.1	281.1	271.0	274.8	-6.2	22	105	+15
Total Volume and Open Interest							1,737	10,168	-183
Crude Oil(NYM)
Aug11	110623	94.40	94.47	89.70	91.02	-4.39	323,911	345,510	+19,106
Sep11	110623	95.07	95.07	90.28	91.54	-4.38	52,766	157,402	+655
Oct11	110623	95.30	95.30	90.82	92.04	-4.31	21,236	71,000	+1,682
Nov11	110623	95.69	95.72	91.57	92.57	-4.21	12,127	58,414	+202
Dec11	110623	96.13	96.24	91.84	93.04	-4.11	42,849	189,983	+2,765
Jan12	110623	96.20	96.20	92.55	93.45	-4.04	5,432	50,374	+282
Feb12	110623	96.68	96.68	93.45	93.87	-3.95	3,264	23,686	-69
Mar12	110623	97.11	97.11	93.46	94.28	-3.85	3,035	31,450	+73
Apr12	110623	94.70	94.70	94.66	94.68	-3.75	2,155	18,612	+161
May12	110623	97.15	97.15	95.07	95.07	-3.64	2,109	18,347	-184
Jun12	110623	97.52	97.57	94.15	95.45	-3.52	9,723	74,599	-143
Jul12	110623	95.67	95.85	95.67	95.72	-3.43	1,465	30,294	-197
Aug12	110623	95.88	95.88	95.88	95.88	-3.34	630	12,263	-274
Sep12	110623	96.01	96.01	96.01	96.01	-3.26	645	14,941	-17
Oct12	110623	96.16	96.16	96.16	96.16	-3.18	129	10,265	+2
Nov12	110623	96.36	96.36	96.36	96.36	-3.08	112	24,169	-39
Total Volume and Open Interest							511,345	1,524,334	-8,234
e-miNY Crude Oil(NYM)
Jun11	110519	99.675	100.800	98.250	98.450	-1.650	6,142	2,098	-382
Jul11	110620	92.875	93.450	91.175	93.250	+0.250	7,233	2,382	-199
Aug11	110623	94.400	94.450	89.700	91.025	-4.375	12,029	2,106	-154
Sep11	110623	94.625	94.775	90.300	91.550	-4.375	314	724	+140
Oct11	110623	94.550	94.550	91.625	92.050	-4.300	56	266	-3
Nov11	110623	92.500	93.450	92.500	92.575	-4.200	2	23	+2
Dec11	110623	96.000	96.000	93.050	93.050	-4.100	5	293	-2
Jan12	110623	93.450	93.450	93.450	93.450	-4.050	1	6	+0
Feb12	110623	93.875	93.875	93.875	93.875	-3.950	0	3	+0
Mar12	110623	94.825	94.825	94.275	94.275	-3.850	2	10	+2
Total Volume and Open Interest							12,412	3,593	-16
Heating Oil(NYM)
Jul11	110623	293.20	293.55	275.70	278.17	-17.32	45,919	48,509	-13,269
Aug11	110623	295.03	295.13	277.15	279.94	-17.15	58,819	80,092	+4,475
Sep11	110623	295.86	296.41	279.32	281.98	-16.97	16,891	44,489	-1,284
Oct11	110623	298.00	298.00	281.15	284.06	-16.77	10,478	20,010	+159
Nov11	110623	299.50	299.88	283.35	286.14	-16.62	7,013	20,680	+543
Dec11	110623	301.70	301.70	284.98	288.13	-16.41	14,679	35,511	+289
Jan12	110623	303.00	303.00	287.45	290.02	-16.21	3,234	17,529	-85
Feb12	110623	303.75	303.75	290.00	290.72	-15.98	788	7,395	+240
Mar12	110623	297.00	297.00	289.85	290.25	-15.67	679	6,067	+186
Apr12	110623	295.10	295.10	288.58	288.58	-15.44	144	2,475	+55
May12	110623	286.50	289.80	286.50	286.91	-15.21	79	2,460	+14
Jun12	110623	297.00	297.00	285.02	285.86	-15.11	2,003	20,849	+42
Total Volume and Open Interest							161,939	319,215	-8,824
Gasoline(NYMEX)
Jul11	110623	295.01	295.50	278.50	283.76	-13.57	29,247	42,051	+2,803
Aug11	110623	290.35	290.92	273.31	277.64	-15.24	39,444	66,763	+23
Sep11	110623	287.75	287.79	271.23	275.47	-15.28	13,648	43,373	-328
Oct11	110623	273.66	273.66	260.03	264.05	-14.81	5,817	25,434	+281
Nov11	110623	272.58	272.67	258.62	262.21	-14.55	3,114	15,140	-634
Dec11	110623	272.50	272.95	257.38	261.44	-14.21	4,468	28,540	-346
Jan12	110623	266.67	266.67	258.50	261.94	-14.12	1,135	6,839	+287
Feb12	110623	262.00	263.53	262.00	263.53	-13.97	255	4,418	+60
Mar12	110623	265.87	265.87	265.37	265.37	-13.85	54	5,024	-5
Apr12	110623	278.02	278.02	275.79	277.02	-13.80	154	4,034	-90
Total Volume and Open Interest							97,915	257,509	+1,853
e-miNY RBOB Gasoline(NYM)
Jul11	110623	283.80	283.80	283.76	283.80	-13.50	0	3	+0
Aug11	110623	280.50	280.50	277.60	277.60	-15.30	0	2	+0
Sep11	110623	275.50	275.50	275.47	275.50	-15.30
Oct11	110623	264.10	264.10	264.05	264.10	-14.80	0	1	+0
Total Volume and Open Interest							0	8	+0
Natural Gas(NYM)
Jul11	110623	4.301	4.335	4.154	4.193	-0.124	115,659	61,014	-21,332
Aug11	110623	4.333	4.370	4.186	4.217	-0.133	59,353	125,642	+5,709
Sep11	110623	4.364	4.395	4.212	4.243	-0.132	27,973	208,157	+6,537
Oct11	110623	4.400	4.435	4.255	4.287	-0.131	19,700	116,090	+1,975
Nov11	110623	4.541	4.550	4.398	4.424	-0.127	8,643	77,016	-600
Dec11	110623	4.740	4.763	4.593	4.615	-0.123	5,539	44,710	-77
Jan12	110623	4.850	4.858	4.697	4.720	-0.120	9,830	91,132	-342
Feb12	110623	4.829	4.831	4.693	4.714	-0.117	1,165	20,763	-49
Mar12	110623	4.778	4.778	4.639	4.657	-0.117	2,918	43,126	+287
Apr12	110623	4.640	4.660	4.511	4.528	-0.113	3,477	43,774	-656
May12	110623	4.649	4.679	4.535	4.552	-0.111	533	9,743	+82
Jun12	110623	4.687	4.709	4.568	4.586	-0.108	765	11,216	+69
Jul12	110623	4.735	4.754	4.615	4.634	-0.105	443	8,609	+117
Aug12	110623	4.750	4.783	4.644	4.663	-0.105	393	7,190	+200
Sep12	110623	4.757	4.793	4.656	4.674	-0.105	108	7,252	+6
Oct12	110623	4.822	4.834	4.698	4.716	-0.107	545	24,373	+70
Total Volume and Open Interest							257,698	976,498	-7,942
Brent Crude Oil(ICE)
Aug11	110623	113.19	113.40	105.72	107.26	-6.95	230,044	190,272	-14,755
Sep11	110623	112.79	112.93	105.65	107.13	-6.63	99,729	147,989	+797
Oct11	110623	112.42	112.62	105.69	107.22	-6.22	54,526	57,607	-3,476
Nov11	110623	112.22	112.40	105.72	107.32	-5.93	16,103	39,289	+490
Dec11	110623	112.05	112.21	105.70	107.37	-5.69	64,754	94,212	+454
Jan12	110623	112.00	112.00	105.96	107.37	-5.52	6,334	22,300	-433
Feb12	110623	111.65	111.65	105.74	107.34	-5.36	2,701	18,599	+245
Mar12	110623	111.49	111.49	105.72	107.29	-5.23	3,234	34,003	+197
Apr12	110623	110.49	110.49	106.14	107.22	-5.10	953	9,527	+10
May12	110623	107.13	107.13	107.13	107.13	-4.99	993	5,666	+80
Jun12	110623	110.91	110.91	105.47	107.03	-4.88	8,231	41,263	+1,106
Jul12	110623	106.95	106.95	106.95	106.95	-4.79	900	7,043	+449
Aug12	110623	106.86	106.86	106.86	106.86	-4.71	151	4,576	+26
Sep12	110623	106.74	106.74	106.74	106.74	-4.64	24	5,360	+0
Total Volume and Open Interest							517,915	814,890	-10,538
Gas Oil(ICE)
Jul11	110623	927.75	927.75	871.75	889.00	-37.50	72,804	91,059	-9,218
Aug11	110623	932.25	932.25	875.75	893.25	-37.75	76,384	119,663	+6,044
Sep11	110623	933.00	933.25	880.25	897.25	-37.75	25,034	64,785	-760
Oct11	110623	936.00	936.00	884.50	900.75	-37.25	6,959	32,837	+705
Nov11	110623	938.00	938.00	887.00	903.00	-36.75	5,059	28,766	+762
Dec11	110623	939.75	940.75	888.50	905.50	-36.50	23,180	67,796	+856
Jan12	110623	939.50	939.50	898.00	908.75	-36.25	3,556	26,958	-1,495
Feb12	110623	937.50	937.50	899.50	910.25	-36.00	1,571	10,865	+172
Mar12	110623	944.50	944.50	900.00	910.75	-35.75	1,659	10,848	+28
Apr12	110623	943.75	943.75	910.50	910.50	-35.25	689	6,292	+287
Total Volume and Open Interest							222,818	560,177	-2,800
Ethanol(CBOT)
Jun11	110603	2.638	2.640	2.633	2.640	-0.012	38	199	-65
Jul11	110623	2.561	2.652	2.553	2.647	-0.011	306	498	-171
Aug11	110623	2.556	2.620	2.528	2.618	-0.008	380	1,172	-40
Sep11	110623	2.490	2.573	2.485	2.569	-0.006	415	1,588	+105
Oct11	110623	2.405	2.469	2.395	2.466	-0.009	138	1,295	+9
Nov11	110623	2.340	2.404	2.340	2.401	-0.009	67	997	+15
Dec11	110623	2.335	2.380	2.320	2.377	-0.012	67	1,327	-19
Jan12	110623	2.300	2.344	2.290	2.342	-0.018	34	667	+1
Total Volume and Open Interest							1,519	9,318	-41
WTI Crude Oil(ICE
Aug11	110623	94.27	94.35	89.70	91.02	-4.39	85,125	79,944	+3,286
Sep11	110623	94.68	94.84	90.29	91.54	-4.38	20,552	45,941	+129
Oct11	110623	95.09	95.22	90.94	92.04	-4.31	11,213	25,820	+1,135
Nov11	110623	95.23	95.32	91.36	92.57	-4.21	6,965	22,181	+436
Dec11	110623	96.05	96.05	91.81	93.04	-4.11	21,576	83,662	+457
Jan12	110623	95.77	95.77	92.26	93.45	-4.04	2,197	16,079	+400
Feb12	110623	96.00	96.06	92.67	93.87	-3.95	737	4,576	+108
Mar12	110623	96.24	96.38	93.07	94.28	-3.85	975	12,665	+111
Apr12	110623	94.79	94.89	94.68	94.68	-3.75	505	4,498	+140
May12	110623	95.07	95.07	95.07	95.07	-3.64	360	2,960	-4
Jun12	110623	95.21	95.85	94.79	95.45	-3.52	1,964	28,192	+107
Jul12	110623	95.72	95.72	95.72	95.72	-3.43	137	4,113	-29
Aug12	110623	95.45	95.88	95.45	95.88	-3.34	3	947	+0
Sep12	110623	96.01	96.01	96.01	96.01	-3.26	0	4,494	+0
Oct12	110623	96.16	96.16	96.16	96.16	-3.18	0	511	+0
Nov12	110623	96.36	96.36	96.36	96.36	-3.08	5	1,612	+0
Total Volume and Open Interest							162,439	447,616	+5,441
US Dollar Index(ICE)
Sep11	110623	75.350	76.250	75.350	75.905	+0.717	27,038	45,763	-353
Dec11	110623	76.600	76.600	76.345	76.345	+0.702	1	515	-1
Mar12	110623	76.845	76.845	76.845	76.845	+0.702	0	1	+0
Total Volume and Open Interest							27,039	46,279	-354
Australian Dollar(CME)
Sep11	110623	104.57	104.74	103.41	103.85	-0.89	82,339	99,899	+2,684
Dec11	110623	103.20	103.56	102.40	102.71	-0.85	33	177	+25
Mar12	110623	101.50	102.41	101.50	101.59	-0.82
Total Volume and Open Interest							82,372	100,079	+2,709
British Pound(CME)
Sep11	110623	160.57	160.62	159.22	159.80	-0.82	75,919	92,688	-1,711
Dec11	110623	160.00	160.44	159.15	159.64	-0.80	0	128	+0
Mar12	110623	159.47	160.25	159.47	159.47	-0.78	0	2	+0
Total Volume and Open Interest							75,919	92,824	-1,711
Canadian Dollar(CME)
Sep11	110623	102.50	102.73	101.58	101.85	-0.82	85,569	83,220	-4,243
Dec11	110623	102.16	102.45	101.40	101.66	-0.79	155	3,777	-26
Mar12	110623	101.28	102.21	101.28	101.42	-0.79	9	529	-1
Jun12	110623	101.17	101.94	101.17	101.17	-0.77	0	250	+0
Total Volume and Open Interest							85,733	87,905	-4,270
Japanese Yen(CME)
Sep11	110623	124.59	124.60	123.82	124.18	-0.40	63,954	98,628	+2,111
Dec11	110623	124.11	124.69	124.11	124.30	-0.39	8	384	-5
Mar12	110623	124.47	124.84	124.47	124.47	-0.37	0	42	+0
Total Volume and Open Interest							63,972	99,071	+2,116
Swiss Franc(CME)
Sep11	110623	119.20	119.63	118.55	119.36	+0.10	28,845	51,130	-1,208
Dec11	110623	118.70	119.59	118.70	119.49	+0.12	16	170	-1
Mar12	110623	119.62	119.62	119.49	119.62	+0.13	0	1	+0
Total Volume and Open Interest							28,861	51,304	-1,209
EuroFX(CME)
Sep11	110623	143.03	143.04	140.93	141.82	-1.56	259,111	187,603	+763
Dec11	110623	142.43	142.99	140.67	141.48	-1.51	358	395	-1
Mar12	110623	141.13	142.60	141.13	141.13	-1.47	1	361	+0
Total Volume and Open Interest							259,470	189,190	+762
Mexican Peso(CME)
Jul11	110623	841.2	848.5	841.2	841.2	-7.2
Aug11	110623	839.2	846.5	839.2	839.2	-7.2
Total Volume and Open Interest							28,545	98,383	-4,105
30-Year T-Bonds(CBOT)
Sep11	110623	125~170	126~220	125~170	126~140	+1~020	295,638	645,452	+2,745
Dec11	110623	124~240	125~000	123~300	125~000	+1~020	1	45	+0
Mar12	110623	123~180	123~180	122~160	123~180	+1~020
Total Volume and Open Interest							295,639	645,497	-6,186
10-Year T-Notes(CBOT)
Sep11	110623	123~255	124~185	123~235	124~110	+0~220	1,064,595	1,843,216	+196
Dec11	110623	122~315	123~005	122~085	122~310	+0~225	2	248	+0
Mar12	110623	121~310	121~310	121~085	121~310	+0~225
Total Volume and Open Interest							1,064,597	1,843,464	-15,701
5-Year T-Notes(CBOT)
Jun11	110613	120~120	121~001	120~087	120~108	+0~072	272,931	205,061	-65,504
Sep11	110623	119~127	120~073	119~126	120~056	+0~062	646,979	1,675,788	+52,415
Dec11	110623	119~040	119~040	118~106	119~040	+0~062	0	3	+0
Total Volume and Open Interest							651,600	1,699,982	+50,750
2 Year T-Notes(CBOT)
Jun11	110623	110~009	110~013	110~006	110~012	+0~006	5,312	16,240	-2,905
Sep11	110623	109~105	109~116	109~105	109~112	+0~007	176,732	1,033,703	+19,761
Dec11	110623	109~084	109~084	109~077	109~084	+0~007	0	21	+0
Total Volume and Open Interest							182,044	1,049,964	+16,856
Eurodollars(CME)
Sep11	110623	99.630	99.635	99.580	99.605	-0.025	301,712	1,249,378	+14,455
Dec11	110623	99.560	99.565	99.520	99.535	-0.020	201,692	1,422,476	-17,735
Mar12	110623	99.505	99.510	99.480	99.490	-0.010	173,380	1,608,134	-8,867
Jun12	110623	99.415	99.430	99.410	99.420	+0.010	148,606	1,446,983	-2,034
Sep12	110623	99.260	99.305	99.260	99.290	+0.025	174,751	949,118	+7,158
Dec12	110623	99.050	99.130	99.050	99.110	+0.050	172,505	688,297	+6,358
Mar13	110623	98.845	98.955	98.845	98.930	+0.080	148,569	512,996	+8,369
Jun13	110623	98.625	98.745	98.620	98.715	+0.100	151,206	342,975	+19,023
Sep13	110623	98.385	98.510	98.380	98.480	+0.110	103,758	324,753	+15,859
Dec13	110623	98.120	98.250	98.120	98.225	+0.120	80,723	258,767	+10,133
Mar14	110623	97.870	98.005	97.870	97.980	+0.130	51,210	225,595	+3,569
Jun14	110623	97.625	97.755	97.615	97.725	+0.130	48,009	166,361	+1,646
Sep14	110623	97.370	97.505	97.370	97.475	+0.125	15,510	91,959	+359
Dec14	110623	97.110	97.245	97.110	97.220	+0.125	17,226	83,595	+1,954
Mar15	110623	96.900	97.020	96.895	97.000	+0.125	11,422	78,760	+963
Jun15	110623	4.935	5.045	4.925	5.025	+0.120	13,490	62,557	+1,307
Sep15	110623	4.715	4.835	4.710	4.810	+0.115	7,375	55,698	+582
Dec15	110623	4.505	4.630	4.505	4.605	+0.115	7,694	49,392	+631
Total Volume and Open Interest							1,870,155	9,901,104	+67,066
30 Day Federal Funds(CBOT)
Jun11	110623	99.902	99.905	99.902	99.902	unch	7,195	61,639	+117
Jul11	110623	99.900	99.905	99.895	99.900	+0.005	3,361	59,207	+822
Aug11	110623	99.875	99.885	99.875	99.880	+0.005	2,251	54,924	+840
Sep11	110623	99.860	99.870	99.860	99.865	+0.005	2,185	43,098	-561
Oct11	110623	99.850	99.860	99.850	99.855	+0.005	5,881	51,939	-390
Nov11	110623	99.835	99.850	99.835	99.845	+0.010	5,487	49,608	-1,300
Total Volume and Open Interest							51,095	758,735	+1,502
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110613	99.668	99.668	99.668	99.668	unch
Dec11	110623	99.665	99.665	99.665	99.665	unch	0	75	+0
Mar12	110623	99.655	99.655	99.655	99.655	unch
Jun12	110623	99.650	99.650	99.650	99.650	-0.002
Sep12	110623	99.585	99.585	99.585	99.585	unch
Dec12	110623	99.545	99.545	99.545	99.545	unch
Mar13	110623	99.545	99.545	99.545	99.545	unch
Jun13	110623	99.500	99.500	99.500	99.500	unch
Sep13	110623	99.360	99.360	99.360	99.360	unch
Dec13	110623	99.220	99.220	99.220	99.220	unch
Total Volume and Open Interest							0	127	+0
3-Mth Euro-Yen(SGX)
Sep11	110623	99.67	99.67	99.67	99.67	unch	0	1,251	+0
Dec11	110623	99.67	99.67	99.67	99.67	unch	0	1,392	+0
Mar12	110623	99.66	99.66	99.65	99.65	unch	651	1,823	-305
Jun12	110623	99.65	99.65	99.65	99.65	unch	0	1,554	+0
Sep12	110623	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110623	99.54	99.54	99.54	99.54	unch	0	24	+0
Mar13	110623	99.54	99.54	99.54	99.54	unch	0	1	+0
Jun13	110623	99.50	99.50	99.50	99.50	unch
Total Volume and Open Interest							651	6,456	-305
Japanese Gov't Bonds(SGX)
Sep11	110623	141.24	141.30	141.20	141.30	+0.08	1,441	23,666	+2,513
Dec11	110623	140.50	140.50	140.50	140.50	+1.20	0	1	+0
Mar12	110623	138.41	138.41	138.41	138.41	+1.20
Total Volume and Open Interest							1,441	23,667	-90
Euro-Bund(EUREX)
Sep11	110621	126.06	126.24	125.73	125.89	-0.26	1,149,191	1,018,149	-78,041
Dec11	110623	125.17	125.92	125.17	125.92	+0.93	10	235	+1
Mar12	110623	125.90	125.90	125.90	125.90	+0.98
Total Volume and Open Interest							859,772	980,206	-37,047
Euro-Bobl(EUREX)
Sep11	110623	117.20	118.05	117.20	117.99	+0.75	544,050	781,438	-68,672
Dec11	110623	116.80	117.03	116.77	117.03	+0.73	151	654	+130
Mar12	110623	117.04	117.04	117.04	117.04	+0.75
Total Volume and Open Interest							544,201	782,092	-17,060
3-Mth Euribor(EUREX)
Jun11	110613	98.530	98.530	98.530	98.530	+0.005	299	4,770	+0
Sep11	110623	98.310	98.320	98.310	98.320	+0.025	324	2,599	+71
Dec11	110623	98.230	98.240	98.230	98.240	+0.065	1	1,348	+1
Total Volume and Open Interest							325	6,981	+72
Long Gilt(LIFFE)
Jun11	110623	123~01	123~19	123~01	123~19	+0~18	143	11,348	-747
Sep11	110623	121~25	122~13	121~21	122~11	+0~18	108,585	350,471	+7,686
Total Volume and Open Interest							108,728	361,819	+6,939
3-Mth Short Sterling(LIFFE)
Sep11	110623	99.12	99.13	99.09	99.10	-0.03	26,004	463,228	+166
Dec11	110623	99.06	99.07	99.04	99.05	-0.01	45,429	446,575	-4,100
Mar12	110623	98.99	99.00	98.96	98.98	unch	53,458	458,706	+10,095
Jun12	110623	98.90	98.91	98.87	98.89	+0.01	35,113	314,437	+5,924
Sep12	110623	98.77	98.80	98.75	98.77	+0.02	29,913	289,345	+93
Dec12	110623	98.60	98.64	98.59	98.60	+0.03	38,895	246,057	+8,686
Total Volume and Open Interest							283,827	2,573,656	+18,941
3-Mth Euribor(LIFFE)
Sep11	110623	98.290	98.325	98.250	98.320	+0.025	156,024	772,337	+18,129
Dec11	110623	98.175	98.255	98.140	98.240	+0.065	123,432	557,014	+10,344
Mar12	110623	98.120	98.225	98.115	98.210	+0.090	105,711	543,853	-2,206
Total Volume and Open Interest							764,272	3,483,408	+38,723
3-Mth Aus T-Bills(SFE)
Sep11	110623	95.10	95.13	95.09	95.12	+0.02	39,951	261,445	-8,970
Dec11	110623	95.09	95.12	95.08	95.12	+0.03	38,589	227,878	+5,834
Mar12	110623	95.06	95.09	95.05	95.09	+0.04	12,337	120,270	-1,364
Jun12	110623	95.02	95.07	95.02	95.06	+0.03	6,279	81,160	-2,647
Sep12	110623	95.02	95.04	95.01	95.04	+0.03	3,880	52,717	-24
Dec12	110623	95.00	95.02	94.99	95.01	+0.03	2,808	37,190	+233
Mar13	110623	94.98	95.00	94.97	94.99	+0.03	2,889	27,035	+1,240
Jun13	110623	94.94	94.95	94.92	94.94	+0.03	3,456	9,228	+2,348
Sep13	110623	94.88	94.90	94.86	94.90	+0.03	143	1,930	+117
Dec13	110623	94.85	94.86	94.82	94.86	+0.04	210	1,400	+104
Total Volume and Open Interest							110,652	820,370	-3,019
10-Year Aus T-Bonds(SFE)
Sep11	110623	94.89	94.92	94.87	94.90	+0.02	49,587	394,458	-4,537
Dec11	110623	94.90	94.90	94.90	94.90	+0.02
Total Volume and Open Interest							49,587	394,458	-4,537
3-Year Aus T-Bonds(SFE)
Sep11	110623	95.31	95.35	95.29	95.33	-0.01	273,125	640,933	+19,721
Dec11	110623	95.33	95.33	95.33	95.33	+0.03
Total Volume and Open Interest							132,270	581,759	-59,174
Gold(CMX)
Jun11	110623	1547.2	1547.2	1514.7	1520.1	-32.8	125	827	-58
Aug11	110623	1548.5	1549.6	1511.5	1520.5	-32.9	95,541	342,491	+2,391
Oct11	110623	1550.1	1550.1	1515.0	1521.5	-33.0	593	11,948	+46
Dec11	110623	1550.7	1551.4	1514.1	1522.6	-33.0	5,744	69,364	-1,099
Feb12	110623	1551.0	1552.4	1520.0	1524.0	-32.9	169	9,224	+24
Apr12	110623	1553.9	1553.9	1519.6	1525.5	-32.9	95	6,359	-65
Jun12	110623	1551.1	1551.1	1523.5	1526.9	-33.0	15	13,267	-9
Aug12	110623	1556.1	1556.1	1527.7	1528.8	-33.1	2	4,511	+2
Oct12	110623	1530.7	1530.7	1530.7	1530.7	-33.2	0	4,099	+0
Dec12	110623	1533.0	1533.0	1533.0	1533.0	-33.3	14	12,528	+9
Feb13	110623	1556.5	1556.5	1534.0	1535.6	-33.5	0	584	+0
Apr13	110623	1538.9	1538.9	1538.9	1538.9	-33.6	0	201	+0
Total Volume and Open Interest							103,490	515,016	+1,416
Silver(CMX)
Jul11	110623	3633.5	3636.0	3463.0	3500.2	-173.7	56,779	33,656	-1,167
Sep11	110623	3633.0	3635.5	3466.0	3501.6	-173.8	12,140	35,715	+2,456
Dec11	110623	3632.0	3636.0	3470.0	3503.2	-173.9	5,379	24,141	+1,386
Mar12	110623	3619.0	3619.0	3501.1	3501.1	-173.9	121	4,805	+53
May12	110623	3485.0	3505.5	3484.0	3498.4	-173.9	3	1,304	-2
Jul12	110623	3620.0	3629.0	3495.9	3495.9	-173.9	4	1,795	+2
Sep12	110623	3493.4	3493.4	3493.4	3493.4	-173.9	3	210	+3
Total Volume and Open Interest							74,604	120,238	+2,735
Platinum(NYMEX)
Jul11	110623	1745.0	1747.5	1689.2	1694.5	-57.9	7,020	16,099	-2,297
Oct11	110623	1750.7	1750.7	1692.4	1697.5	-58.2	4,166	18,916	+2,574
Jan12	110623	1732.2	1732.2	1700.0	1701.0	-57.7	119	570	+108
Apr12	110623	1703.5	1703.5	1703.5	1703.5	-57.7	0	70	+0
Total Volume and Open Interest							11,306	35,659	+385
Palladium(NYMEX)
Jun11	110623	742.00	742.00	741.55	741.55	-27.30	29	283	-36
Sep11	110623	766.00	766.35	741.00	743.35	-27.30	3,994	19,233	+369
Dec11	110623	763.00	763.75	744.00	744.50	-27.30	11	689	-1
Total Volume and Open Interest							4,047	20,244	+345
Copper(CMX)
Jul11	110623	405.65	407.75	401.50	403.90	-4.90	34,444	29,155	-1,990
Sep11	110623	407.50	409.45	403.35	405.65	-5.05	12,978	62,393	+1,222
Dec11	110623	408.80	410.00	405.35	407.45	-5.00	2,305	25,784	+726
Mar12	110623	406.90	409.00	406.55	408.45	-4.95	473	8,654	+72
May12	110623	408.00	408.60	408.00	408.60	-4.90	40	1,620	-4
Total Volume and Open Interest							51,347	133,849	+444
DJIA Index(CBOT)
Sep11	110623	12023	12023	11805	11976	-47	464	7,406	-68
Dec11	110623	11908	11953	11908	11908	-45	0	85	+0
Mar12	110623	11849	11894	11849	11849	-45
Jun12	110623	11782	11827	11782	11782	-45
Total Volume and Open Interest							464	7,491	-68
Mini DJIA Index(CBOT)
Jun11	110617	11968	12078	11927	12047	+80	34,294	49,515	-5,412
Sep11	110623	12029	12032	11803	11976	-47	113,211	82,236	+1,742
Dec11	110623	11927	11927	11800	11908	-45	81	327	+27
Mar12	110623	11849	11849	11849	11849	-45	0	10	+0
Total Volume and Open Interest							113,292	82,573	+1,769
S & P 500(CME)
Sep11	110623	1279.90	1280.80	1257.00	1277.00	-2.80	14,553	253,499	-386
Dec11	110623	1271.70	1271.70	1254.40	1271.70	-2.70	1	10,472	-1
Mar12	110623	1266.20	1266.20	1248.90	1266.20	-2.70	0	4	+0
Jun12	110623	1261.20	1261.20	1243.90	1261.20	-2.70	0	5	+0
Total Volume and Open Interest							14,554	263,980	-387
S & P 500 E-Mini(Globex)
Sep11	110623	1280.00	1280.75	1257.00	1277.00	-2.75	2,075,568	2,531,071	-9,102
Dec11	110623	1274.25	1274.25	1252.25	1271.75	-2.75	303	6,847	-6
Total Volume and Open Interest							2,075,872	2,537,969	-9,109
NASDAQ 100(CME)
Sep11	110623	2228.00	2252.50	2200.00	2237.50	+8.00	1,503	7,843	+817
Dec11	110623	2233.50	2245.00	2215.00	2233.50	+8.00	0	2	+0
Mar12	110623	2231.00	2233.00	2231.00	2231.00	+8.00
Total Volume and Open Interest							1,503	7,845	+817
NASDAQ 100 E-Mini(Globex)
Sep11	110623	2229.00	2253.50	2199.50	2237.50	+8.00	339,993	287,392	+10,517
Dec11	110623	2217.50	2249.30	2196.50	2233.50	+8.00	77	41	-34
Total Volume and Open Interest							340,070	287,433	+10,483
S & P Midcap 400(CME)
Sep11	110623	949.70	958.00	930.00	949.70	+0.50	128	766	+128
Dec11	110623	948.70	948.70	948.20	948.70	+0.50
Mar12	110623	946.70	946.70	946.20	946.70	+0.50
Total Volume and Open Interest							128	766	+128
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110623	9580	9650	9505	9590	+10	7,988	28,717	+620
Dec11	110623	9565	9565	9555	9565	+10	0	1	+0
Total Volume and Open Interest							7,988	28,718	+620
Nikkei 225(SGX)
Sep11	110623	9590	9650	9545	9600	-10	81,130	165,373	-4,199
Dec11	110623	9525	9545	9520	9545	-10	0	7,295	-2
Mar12	110623	9535	9535	9535	9535	-15	0	10	+0
Total Volume and Open Interest							81,231	185,785	-4,195
CAC 40(EURONEXT)
Jul11	110623	3843.0	3851.0	3769.5	3785.0	-84.0	126,390	317,784	+12,350
Aug11	110623	3846.5	3849.5	3779.5	3790.0	-84.0	14	23	+2
Sep11	110623	3846.5	3856.0	3780.0	3791.0	-84.0	383	19,538	-30
Total Volume and Open Interest							126,787	337,375	+12,322
Hang Seng Index(HKFE)
Jun11	110623	21777	21919	21616	21684	-148	73,767	95,257	+525
Jul11	110623	21776	21922	21628	21692	-143	2,713	6,747	+1,437
Total Volume and Open Interest							77,057	107,683	+2,057
DAX(EUREX)
Jun11	110617	7076.5	7203.5	7036.0	7203.5	+96.5	251,111	90,589	-25,846
Sep11	110623	7261.5	7275.5	7143.0	7171.0	-140.5	137,633	137,809	+6,039
Dec11	110623	7292.0	7292.0	7171.5	7199.0	-141.0	198	7,584	+84
Total Volume and Open Interest							137,924	145,484	+6,213
FT-SE 100(EURONEXT)
Sep11	110623	5710.50	5713.50	5625.50	5635.50	-104.00	85,859	634,785	-1,350
Dec11	110623	5640.00	5666.00	5611.00	5611.00	-104.00	1	679	-1
Mar12	110623	5574.00	5574.00	5574.00	5574.00	-104.00	10	150	+0
Total Volume and Open Interest							85,870	635,614	-1,351
SPI 200(SFE)
Jun11	110617	4517.5	4517.5	4517.5	4517.5	-0.5	19,344	54,828	-132,003
Sep11	110623	4527.0	4547.0	4480.0	4487.0	-44.0	31,547	189,755	-818
Dec11	110623	4503.0	4503.0	4503.0	4503.0	-45.0	10	4,634	+5
Total Volume and Open Interest							31,690	198,329	-726
GSCI(CME)
Jul11	110623	654.00	654.00	644.00	649.50	+630.36	69	10,201	+25
Aug11	110623	0.14	0.14	645.00	651.00	+630.61	2	10	+0
Sep11	110623	652.00	21.19	646.00	652.00	+630.86
Total Volume and Open Interest							71	10,211	+25
Reuters CCI(ICE)