MRCI's End of Day Prices

Daily Futures Price Listing Tue June 28, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110628	1334.00	1346.25	1328.00	1330.75	+1.00	79,696	92,358	-2,332
Aug11	110628	1326.75	1338.25	1321.50	1324.50	+1.75	24,841	57,702	+3,972
Sep11	110628	1322.00	1331.00	1315.00	1321.00	+4.25	6,709	24,855	+866
Nov11	110628	1320.00	1330.00	1312.50	1319.00	+4.00	84,100	298,354	+4,436
Jan12	110628	1327.50	1341.00	1323.00	1329.25	+4.25	7,309	39,622	-8
Mar12	110628	1332.75	1343.75	1330.50	1334.50	+3.75	4,219	21,791	-221
May12	110628	1335.00	1344.00	1327.00	1335.50	+5.50	2,362	25,434	-117
Total Volume and Open Interest							211,088	590,235	+6,732
Soybean Meal(CBOT)
Jul11	110628	343.70	346.50	338.90	338.90	-4.10	24,438	28,619	-1,492
Aug11	110628	345.60	348.20	341.00	341.30	-3.20	14,838	48,663	-523
Sep11	110628	343.20	346.60	340.50	340.70	-2.30	5,705	22,757	+424
Oct11	110628	340.20	343.00	337.70	337.70	-1.60	3,218	15,627	-430
Dec11	110628	339.60	343.70	338.50	338.70	-0.80	25,249	73,649	+613
Jan12	110628	342.10	344.70	340.50	340.50	-0.80	1,398	6,844	+466
Mar12	110628	344.60	347.50	342.80	342.80	-1.00	946	3,786	-4
May12	110628	346.80	346.80	342.70	342.70	-1.00	484	5,597	+148
Total Volume and Open Interest							77,005	210,623	-676
Soybean Oil(CBOT)
Jul11	110628	55.21	55.47	54.82	55.34	+0.43	42,516	52,544	-8,232
Aug11	110628	55.49	55.70	55.11	55.55	+0.40	14,232	41,213	-495
Sep11	110628	55.76	55.99	55.38	55.81	+0.40	4,886	33,916	-302
Oct11	110628	56.03	56.21	55.68	56.07	+0.39	2,039	16,790	-91
Dec11	110628	56.49	56.77	56.10	56.59	+0.39	36,119	139,597	-226
Jan12	110628	56.83	56.94	56.48	56.83	+0.35	838	13,753	+47
Mar12	110628	57.09	57.28	56.82	57.16	+0.34	787	10,944	-308
May12	110628	57.17	57.42	56.99	57.31	+0.32	96	6,117	+73
Total Volume and Open Interest							101,854	319,090	-9,418
Canola(WCE)
Jul11	110628	578.5	584.5	575.2	583.5	+5.2	5,170	12,093	-2,894
Nov11	110628	565.0	571.4	564.1	568.1	+2.9	10,201	121,984	-1,441
Jan12	110628	571.5	577.9	571.5	575.0	+2.9	516	12,706	-210
Mar12	110628	576.0	580.4	576.0	579.8	+3.5	266	4,569	+4
May12	110628	578.2	584.5	578.2	583.9	+3.9	0	2,024	+0
Total Volume and Open Interest							16,161	156,595	-4,533
Corn(CBOT)
Jul11	110628	667.75	684.50	661.00	683.00	+22.25	160,547	224,315	-28,433
Sep11	110628	651.25	671.25	644.50	670.00	+25.75	77,466	368,085	+1,904
Dec11	110628	633.00	656.50	627.50	653.00	+26.25	118,503	492,746	-10,494
Mar12	110628	644.75	667.75	639.50	667.75	+27.25	17,704	98,716	+3,710
May12	110628	650.75	674.50	647.00	674.50	+26.50	2,260	21,241	-140
Jul12	110628	659.25	679.50	651.25	679.50	+28.25	3,400	57,287	+416
Total Volume and Open Interest							382,891	1,360,093	-32,930
Wheat(CBOT)
Jul11	110628	624.00	645.00	623.00	640.25	+17.50	25,110	56,300	-11,471
Sep11	110628	653.25	678.50	653.00	671.75	+21.00	39,281	165,617	+1,863
Dec11	110628	696.75	720.25	696.75	715.00	+19.25	20,286	125,059	+1,099
Mar12	110628	729.00	759.00	729.00	754.75	+25.00	3,087	36,330	-89
May12	110628	750.50	772.25	747.50	770.75	+26.50	510	10,031	-21
Total Volume and Open Interest							90,073	455,641	-8,561
Wheat(KCBT)
Jul11	110628	731.00	749.00	730.75	743.75	+15.25	8,265	17,300	-3,833
Sep11	110628	750.00	768.00	748.50	763.00	+16.00	11,582	70,006	+1,022
Dec11	110628	775.00	794.00	774.25	789.25	+16.25	3,971	54,551	-128
Mar12	110628	793.50	807.75	788.00	804.75	+17.75	1,277	12,125	+708
May12	110628	802.50	814.00	796.00	812.00	+18.25	60	1,790	+12
Total Volume and Open Interest							25,616	169,880	-2,376
Wheat(MGE)
Jul11	110628	813.75	841.75	813.75	839.00	+33.25	1,076	4,407	-381
Sep11	110628	806.25	837.50	806.00	833.00	+30.25	4,059	23,397	+23
Dec11	110628	813.00	840.25	811.00	835.00	+26.50	2,327	18,885	+119
Mar12	110628	828.75	850.25	823.75	846.50	+25.50	442	4,679	+195
May12	110628	831.00	852.25	827.50	851.25	+25.75	166	2,358	+55
Total Volume and Open Interest							8,377	60,487	+86
Oats(CBOT)
Jul11	110628	339.25	342.25	327.50	339.50	+6.50	694	2,518	-195
Sep11	110628	339.00	346.75	328.00	344.50	+8.50	706	3,278	-85
Dec11	110628	342.75	352.00	333.00	352.00	+11.00	794	6,635	+331
Mar12	110628	356.00	363.00	349.50	363.00	+11.00	121	210	+120
Total Volume and Open Interest							2,315	12,670	+171
Rough Rice(CBOT)
Jul11	110628	13.26	13.35	13.13	13.32	+0.09	990	3,924	-483
Sep11	110628	14.40	14.44	14.23	14.40	+0.07	1,030	8,914	+400
Nov11	110628	14.73	14.76	14.57	14.73	+0.07	284	4,662	+38
Jan12	110628	14.95	15.03	14.95	15.03	+0.06	29	307	-1
Total Volume and Open Interest							2,351	18,207	-45
Live Cattle(CME)
Jun11	110628	111.750	112.400	111.500	112.350	+0.850	1,677	3,021	-878
Aug11	110628	111.330	112.300	111.000	111.750	+0.365	26,402	141,745	+339
Oct11	110628	117.800	118.885	117.535	118.550	+0.765	12,434	82,573	+2,015
Dec11	110628	120.750	121.800	120.535	121.285	+0.500	8,923	61,069	+889
Feb12	110628	121.500	123.000	121.500	122.680	+0.700	3,111	21,772	+618
Apr12	110628	122.550	124.000	122.500	123.930	+1.045	944	10,527	+231
Total Volume and Open Interest							53,665	324,738	+3,219
Feeder Cattle(CME)
Aug11	110628	137.035	138.350	136.935	137.880	+0.645	2,909	20,547	-330
Sep11	110628	138.050	138.935	137.750	138.685	+0.435	1,014	6,768	+488
Oct11	110628	137.700	139.000	137.685	138.800	+0.400	742	5,129	+155
Nov11	110628	138.100	139.130	137.850	139.035	+0.535	293	3,111	+109
Jan12	110628	137.130	137.900	136.800	137.880	+0.680	73	1,350	+18
Mar12	110628	136.350	136.800	136.050	136.800	+0.265	37	205	+5
Apr12	110628	136.500	137.000	136.500	137.000	unch	0	60	+0
Total Volume and Open Interest							5,068	37,195	+445
Lean Hogs(CME)
Jul11	110628	94.350	94.700	93.600	94.385	+0.235	6,941	15,826	-1,657
Aug11	110628	92.600	93.500	92.000	92.350	unch	19,457	82,416	+1,917
Oct11	110628	86.480	87.550	86.200	86.800	+0.220	9,643	55,439	+3,530
Dec11	110628	84.285	85.430	84.000	85.200	+0.815	5,474	43,635	+1,019
Feb12	110628	86.535	87.850	86.535	87.650	+0.700	1,623	17,645	+669
Apr12	110628	88.300	89.600	88.250	89.550	+0.900	1,172	7,790	+260
May12	110628	92.450	92.950	92.400	92.650	+0.400	33	505	+24
Jun12	110628	94.430	95.400	94.430	95.350	+0.920	257	4,852	+28
Total Volume and Open Interest							44,778	230,394	+5,940
Class III Milk(CME)
Jun11	110627	19.20	19.23	19.15	19.23	unch	34	5,048	-4
Jul11	110628	20.29	20.47	20.29	20.40	+0.05	546	5,916	+106
Aug11	110628	19.24	19.54	19.22	19.39	+0.17	328	5,515	+97
Sep11	110628	18.55	18.79	18.54	18.70	+0.15	198	4,876	+28
Oct11	110628	17.75	17.95	17.75	17.90	+0.15	159	3,927	+89
Total Volume and Open Interest							1,650	36,381	+475
Cocoa(ICE)
Jul11	110628	2991	3018	2991	3018	+23	47	26	-9
Sep11	110628	3005	3075	2976	3023	+23	5,686	68,280	-237
Dec11	110628	3040	3090	3000	3047	+23	1,235	37,115	+197
Mar12	110628	3065	3098	3043	3083	+23	443	30,514	+96
May12	110628	3046	3082	3045	3081	+21	57	8,970	-18
Jul12	110628	3050	3083	3046	3083	+21	6	3,623	+1
Sep12	110628	3080	3089	3073	3089	+21	12	6,232	+12
Total Volume and Open Interest							7,491	161,648	+42
Coffee "C"(ICE)
Jul11	110628	250.80	258.20	250.00	257.90	+7.75	97	779	-361
Sep11	110628	251.10	259.05	250.00	258.90	+7.85	8,792	58,149	-318
Dec11	110628	254.85	262.50	254.30	262.40	+7.55	2,812	29,847	-32
Mar12	110628	257.80	265.30	257.50	265.30	+7.50	833	8,930	+357
May12	110628	259.35	266.90	259.35	266.90	+7.70	93	3,489	+18
Jul12	110628	262.50	267.35	262.40	267.35	+7.70	41	1,499	-19
Total Volume and Open Interest							12,706	105,236	-336
Orange Juice(ICE)
Jul11	110628	195.80	196.55	194.00	194.80	-1.55	645	4,378	-352
Sep11	110628	191.55	191.70	188.15	188.60	-2.95	1,404	25,224	+448
Nov11	110628	182.30	182.35	179.50	179.85	-2.80	173	5,863	+84
Jan12	110628	175.80	176.00	175.80	175.85	-2.05	26	1,163	+17
Mar12	110628	174.60	174.60	174.60	174.60	-1.90	8	255	-4
May12	110628	174.05	174.05	174.05	174.05	-1.65	6	170	+3
Total Volume and Open Interest							2,262	37,152	+196
Sugar #11(ICE)
Jul11	110628	27.80	29.40	27.80	29.28	+1.48	27,371	50,579	-2,215
Oct11	110628	25.92	27.23	25.91	27.01	+1.10	42,856	293,694	+3,806
Mar12	110628	25.38	26.31	25.38	26.10	+0.72	14,915	124,040	+1,540
May12	110628	24.70	25.32	24.70	25.12	+0.41	4,865	36,319	-351
Jul12	110628	24.30	24.75	24.30	24.58	+0.28	2,782	58,437	+312
Total Volume and Open Interest							94,075	622,665	+3,068
London Cocoa(LCE)
Jul11	110628	1903	1911	1885	1899	unch	1,600	51,224	-1,328
Sep11	110628	1919	1925	1900	1918	+6	2,785	50,219	-463
Dec11	110628	1941	1946	1925	1939	+5	558	36,766	-233
Mar12	110628	1955	1957	1939	1953	+6	680	40,377	-506
May12	110628	1963	1965	1947	1962	+6	192	10,952	+111
Jul12	110628	1974	1974	1948	1966	+1	5	5,012	-4
Sep12	110628	1980	1980	1965	1972	unch	6	3,201	+4
Total Volume and Open Interest							5,826	205,747	-2,419
London Sugar(LCE)
Aug11	110628	734.80	767.50	734.80	764.80	+38.80	2,091	19,933	-1,565
Oct11	110628	678.00	699.50	676.10	697.00	+33.30	1,267	15,477	+86
Dec11	110628	667.00	679.20	663.50	673.00	+22.30	519	5,732	+62
Mar12	110628	647.80	665.30	647.80	660.70	+17.90	138	6,004	+44
May12	110628	636.50	649.80	636.50	647.40	+15.30	97	2,536	+64
Total Volume and Open Interest							4,116	52,528	-1,308
Cotton(ICE)
Jul11	110628	159.03	161.90	159.02	160.91	-1.09	230	2,155	-646
Oct11	110628	128.00	128.69	126.07	128.01	+0.07	47	468	-23
Dec11	110628	121.80	123.28	119.77	122.01	+0.02	6,293	101,337	+826
Mar12	110628	112.03	114.10	111.00	113.54	+0.36	1,188	16,054	+639
May12	110628	107.50	109.38	107.15	109.27	+1.39	213	3,623	-18
Jul12	110628	104.78	105.38	103.75	105.31	+1.03	150	5,619	-21
Total Volume and Open Interest							8,144	132,526	+778
Lumber(CME)
Jul11	110628	235.1	235.1	225.5	228.6	-6.9	191	1,622	-123
Sep11	110628	246.0	246.0	236.5	239.0	-6.8	167	6,275	+10
Nov11	110628	255.0	255.2	247.8	249.5	-4.5	74	1,853	-5
Jan12	110628	270.6	272.0	269.0	272.0	-6.5	8	111	-2
Total Volume and Open Interest							440	9,868	-120
Crude Oil(NYM)
Aug11	110628	90.71	93.37	90.44	92.89	+2.28	337,767	330,972	+4,420
Sep11	110628	91.50	93.90	91.01	93.46	+2.29	85,668	172,396	+5,542
Oct11	110628	92.15	94.40	91.56	94.01	+2.31	49,679	75,801	+3,563
Nov11	110628	92.75	94.83	92.06	94.57	+2.33	37,082	58,999	+1,467
Dec11	110628	93.44	95.40	92.57	95.06	+2.34	87,920	186,023	+1,549
Jan12	110628	93.41	95.60	93.33	95.47	+2.34	11,112	52,952	+48
Feb12	110628	94.17	95.86	94.16	95.86	+2.32	7,034	24,326	+441
Mar12	110628	94.42	96.22	94.40	96.22	+2.28	7,612	32,675	+482
Apr12	110628	96.25	96.56	96.25	96.56	+2.25	3,648	18,639	+139
May12	110628	95.45	96.89	95.22	96.89	+2.22	3,573	17,841	+269
Jun12	110628	94.93	97.33	94.93	97.21	+2.19	18,879	74,344	-938
Jul12	110628	95.58	97.43	95.58	97.43	+2.15	2,730	30,682	-62
Aug12	110628	97.57	97.57	97.57	97.57	+2.11	2,877	12,643	+100
Sep12	110628	97.69	97.69	97.69	97.69	+2.06	2,258	14,647	-13
Oct12	110628	97.83	97.83	97.83	97.83	+2.00	716	10,246	+4
Nov12	110628	98.02	98.02	98.02	98.02	+1.95	823	22,844	-94
Total Volume and Open Interest							707,352	1,527,093	+15,792
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	110627	91.150	91.275	89.600	90.600	-0.550	20,792	2,759	+173
Sep11	110628	91.500	93.850	91.100	93.450	+2.275	538	1,135	+64
Oct11	110628	92.275	94.000	91.950	94.000	+2.300	112	243	-4
Nov11	110628	94.575	94.575	94.575	94.575	+2.325	11	29	+6
Dec11	110628	94.000	95.050	94.000	95.050	+2.325	18	304	+4
Jan12	110628	95.475	95.475	95.475	95.475	+2.350	7	6	+0
Feb12	110628	95.850	95.850	95.850	95.850	+2.300	1	3	+0
Mar12	110628	96.225	96.225	96.225	96.225	+2.275	0	11	+0
Total Volume and Open Interest							12,979	4,582	+2
Heating Oil(NYM)
Jul11	110628	276.89	283.58	274.90	282.57	+6.08	28,189	30,226	-6,252
Aug11	110628	278.52	285.14	276.43	284.15	+6.01	53,306	85,836	-717
Sep11	110628	280.95	286.99	278.58	286.09	+5.99	12,068	45,295	+7
Oct11	110628	283.64	288.80	283.64	288.14	+6.02	8,642	21,032	-266
Nov11	110628	283.81	290.64	283.00	290.18	+6.02	4,325	21,454	-36
Dec11	110628	286.54	292.82	284.43	292.14	+6.02	12,796	34,956	+664
Jan12	110628	291.38	294.17	291.38	294.00	+6.00	3,788	18,499	+360
Feb12	110628	292.85	294.97	292.11	294.78	+5.92	1,465	8,442	+213
Mar12	110628	292.17	294.80	292.17	294.48	+5.90	1,463	6,710	+310
Apr12	110628	287.00	293.19	287.00	292.93	+5.85	599	2,900	+166
May12	110628	290.08	291.36	290.00	291.36	+5.80	265	2,491	-77
Jun12	110628	284.00	290.32	283.20	290.28	+5.74	2,107	20,503	-163
Total Volume and Open Interest							130,078	312,315	-5,576
Gasoline(NYMEX)
Jul11	110628	282.26	289.64	280.51	288.96	+8.21	24,876	22,533	-5,999
Aug11	110628	275.55	282.10	273.77	281.56	+7.12	44,034	69,337	+585
Sep11	110628	273.33	279.25	271.58	278.86	+6.83	17,733	41,182	+966
Oct11	110628	262.27	268.21	262.20	267.87	+6.62	12,867	23,311	+202
Nov11	110628	261.95	265.83	261.77	265.83	+6.42	6,386	13,760	-999
Dec11	110628	259.42	265.24	258.37	265.05	+6.22	12,635	30,859	+1,424
Jan12	110628	262.50	265.85	262.50	265.53	+6.07	1,701	7,285	+296
Feb12	110628	265.67	267.20	265.50	267.20	+5.95	1,033	4,692	+128
Mar12	110628	269.07	269.07	269.07	269.07	+5.82	531	5,577	+272
Apr12	110628	281.03	281.03	281.03	281.03	+5.63	118	3,840	+65
Total Volume and Open Interest							124,632	239,694	-1,930
e-miNY RBOB Gasoline(NYM)
Jul11	110628	289.00	289.00	288.96	289.00	+8.20	0	3	+0
Aug11	110628	281.60	281.60	281.56	281.60	+7.20	0	1	+0
Sep11	110628	278.90	278.90	278.86	278.90	+6.90
Oct11	110628	267.90	267.90	267.87	267.90	+6.60	0	1	+0
Total Volume and Open Interest							0	7	+0
Natural Gas(NYM)
Jul11	110628	4.274	4.380	4.251	4.357	+0.101	66,904	27,993	-7,681
Aug11	110628	4.281	4.380	4.250	4.354	+0.090	51,011	151,272	+9,336
Sep11	110628	4.300	4.398	4.270	4.373	+0.087	20,431	210,173	-222
Oct11	110628	4.342	4.435	4.309	4.412	+0.083	15,468	116,964	+2,057
Nov11	110628	4.462	4.552	4.442	4.535	+0.074	9,623	78,266	+691
Dec11	110628	4.646	4.734	4.620	4.719	+0.073	4,377	45,487	+455
Jan12	110628	4.739	4.830	4.724	4.818	+0.070	6,957	91,357	+160
Feb12	110628	4.747	4.827	4.718	4.813	+0.073	772	20,969	+52
Mar12	110628	4.690	4.773	4.665	4.760	+0.076	2,981	44,371	+959
Apr12	110628	4.555	4.650	4.554	4.633	+0.081	2,728	43,935	+421
May12	110628	4.619	4.671	4.555	4.655	+0.080	282	9,932	+2
Jun12	110628	4.581	4.695	4.578	4.688	+0.080	689	11,325	+82
Jul12	110628	4.626	4.740	4.626	4.733	+0.077	567	9,157	+131
Aug12	110628	4.691	4.761	4.691	4.761	+0.077	250	7,510	+112
Sep12	110628	4.739	4.771	4.736	4.771	+0.075	205	7,330	-43
Oct12	110628	4.738	4.821	4.719	4.811	+0.075	525	24,987	-47
Total Volume and Open Interest							184,630	977,665	+6,356
Brent Crude Oil(ICE)
Aug11	110628	106.76	109.05	105.35	108.78	+2.79	264,607	177,943	-10,577
Sep11	110628	106.61	108.96	105.25	108.76	+2.84	164,214	148,837	-4,363
Oct11	110628	106.70	109.06	105.35	108.92	+2.86	94,166	60,788	-3,361
Nov11	110628	106.73	109.19	105.64	109.06	+2.86	46,189	44,406	+2,932
Dec11	110628	106.83	109.28	105.55	109.15	+2.84	110,647	97,682	-2,378
Jan12	110628	106.14	109.23	106.10	109.19	+2.80	16,424	22,863	+969
Feb12	110628	106.13	109.30	106.13	109.20	+2.75	8,754	17,191	-1,518
Mar12	110628	106.17	109.31	106.17	109.20	+2.69	10,237	32,882	-399
Apr12	110628	107.30	109.29	107.18	109.17	+2.62	4,162	10,207	+534
May12	110628	109.17	109.17	109.14	109.14	+2.55	2,737	6,214	+384
Jun12	110628	106.27	109.23	106.27	109.10	+2.47	15,407	40,664	-1,566
Jul12	110628	109.02	109.02	109.02	109.02	+2.40	2,075	6,949	+200
Aug12	110628	108.92	108.92	108.92	108.92	+2.33	1,374	4,777	+26
Sep12	110628	108.79	108.79	108.79	108.79	+2.26	1,851	6,601	+1,009
Total Volume and Open Interest							792,285	814,719	-18,535
Gas Oil(ICE)
Jul11	110628	879.75	897.25	869.50	890.75	+17.25	59,360	86,543	-312
Aug11	110628	883.75	901.00	873.00	894.50	+17.00	97,506	121,511	-11,348
Sep11	110628	882.50	904.25	877.25	898.25	+16.75	47,429	74,195	+3,928
Oct11	110628	886.50	907.00	881.00	901.00	+16.00	18,102	39,865	+1,496
Nov11	110628	889.25	907.75	887.75	903.50	+15.75	7,384	29,487	-467
Dec11	110628	892.50	912.50	886.50	906.25	+15.50	50,335	68,332	-1,827
Jan12	110628	899.00	913.75	899.00	909.50	+15.25	7,880	29,148	+217
Feb12	110628	901.25	916.25	901.25	911.50	+15.00	2,477	11,199	+271
Mar12	110628	898.25	917.25	897.50	913.00	+15.00	2,635	11,155	+213
Apr12	110628	899.00	918.50	898.25	913.50	+14.75	1,959	6,808	+240
Total Volume and Open Interest							314,212	580,106	-6,284
Ethanol(CBOT)
Jun11	110603	2.638	2.640	2.633	2.640	-0.012	38	199	-65
Jul11	110628	2.610	2.673	2.610	2.670	+0.060	114	473	+0
Aug11	110628	2.550	2.600	2.550	2.599	+0.046	105	1,126	+10
Sep11	110628	2.491	2.540	2.491	2.535	+0.044	162	1,556	+28
Oct11	110628	2.435	2.443	2.413	2.438	+0.044	118	1,214	-77
Nov11	110628	2.360	2.382	2.360	2.380	+0.048	53	919	-6
Dec11	110628	2.358	2.361	2.357	2.360	+0.045	47	1,247	-1
Jan12	110628	2.307	2.328	2.307	2.323	+0.047	13	612	+5
Total Volume and Open Interest							652	9,027	-39
WTI Crude Oil(ICE
Aug11	110628	91.11	93.36	90.46	92.89	+2.28	85,361	66,360	-3,100
Sep11	110628	91.72	93.66	91.08	93.46	+2.29	36,808	45,402	-1,096
Oct11	110628	92.26	94.21	91.54	94.01	+2.31	25,233	30,737	+4,064
Nov11	110628	92.80	94.72	92.62	94.57	+2.33	15,158	24,766	+1,913
Dec11	110628	92.87	95.18	92.87	95.06	+2.34	34,574	83,030	+370
Jan12	110628	93.48	95.54	93.48	95.47	+2.34	4,770	17,508	+894
Feb12	110628	93.87	95.86	93.87	95.86	+2.32	2,426	4,869	+107
Mar12	110628	94.48	96.33	94.48	96.22	+2.28	2,952	12,876	+302
Apr12	110628	94.85	96.56	94.85	96.56	+2.25	1,069	4,661	+85
May12	110628	96.89	96.89	96.89	96.89	+2.22	622	3,001	-87
Jun12	110628	95.56	97.34	95.37	97.21	+2.19	3,983	27,908	-929
Jul12	110628	97.43	97.43	97.43	97.43	+2.15	91	4,086	-15
Aug12	110628	97.57	97.57	97.57	97.57	+2.11	14	979	+5
Sep12	110628	97.69	97.69	97.69	97.69	+2.06	626	5,044	+550
Oct12	110628	97.83	97.83	97.83	97.83	+2.00	4	511	+0
Nov12	110628	98.02	98.02	98.02	98.02	+1.95	0	1,612	+0
Total Volume and Open Interest							226,599	444,989	+4,560
US Dollar Index(ICE)
Sep11	110628	75.665	75.960	75.260	75.490	-0.338	38,761	52,139	+7,448
Dec11	110628	76.080	76.080	75.875	75.940	-0.337	3	517	+1
Mar12	110628	76.440	76.440	76.440	76.440	-0.337	0	1	+0
Total Volume and Open Interest							38,764	52,657	+7,449
Australian Dollar(CME)
Sep11	110628	103.42	104.37	103.17	104.30	+1.13	112,715	100,281	+495
Dec11	110628	102.70	103.16	102.05	103.16	+1.11	131	218	+95
Mar12	110628	102.05	102.05	100.97	102.05	+1.08	0	1	+0
Total Volume and Open Interest							112,846	100,503	+590
British Pound(CME)
Sep11	110628	159.74	160.28	158.94	159.73	+0.13	104,017	102,931	+1,167
Dec11	110628	158.90	160.00	158.90	159.57	+0.12	17	121	+2
Mar12	110628	159.40	159.40	159.29	159.40	+0.11	0	2	+0
Total Volume and Open Interest							104,034	103,060	+1,169
Canadian Dollar(CME)
Sep11	110628	101.20	101.70	100.96	101.58	+0.47	93,707	89,265	+5,263
Dec11	110628	101.06	101.45	100.80	101.38	+0.46	140	3,928	+59
Mar12	110628	100.93	101.19	100.71	101.19	+0.48	6	543	+6
Jun12	110628	100.96	100.96	100.50	100.96	+0.46	0	250	+0
Total Volume and Open Interest							93,854	94,116	+5,329
Japanese Yen(CME)
Sep11	110628	123.74	124.04	123.10	123.31	-0.35	99,970	100,551	+6,716
Dec11	110628	123.92	123.92	123.25	123.44	-0.36	13	403	-1
Mar12	110628	123.62	123.98	123.62	123.62	-0.36	0	42	+0
Total Volume and Open Interest							99,983	101,013	+6,715
Swiss Franc(CME)
Sep11	110628	119.83	120.91	119.63	120.26	+0.63	35,983	50,203	+386
Dec11	110628	120.21	121.00	119.76	120.38	+0.62	28	144	+0
Mar12	110628	120.54	120.54	119.92	120.54	+0.62	0	1	+0
Total Volume and Open Interest							36,011	50,351	+386
EuroFX(CME)
Sep11	110628	142.59	143.66	142.04	143.31	+0.98	310,735	183,262	+7,455
Dec11	110628	142.57	143.27	141.75	142.94	+0.95	185	401	-10
Mar12	110628	142.57	142.57	141.65	142.57	+0.92	0	361	+0
Total Volume and Open Interest							310,920	184,855	+7,445
Mexican Peso(CME)
Jul11	110628	845.8	845.8	840.2	845.8	+5.5
Aug11	110628	843.8	843.8	838.2	843.8	+5.5
Total Volume and Open Interest							20,653	90,820	-1,652
30-Year T-Bonds(CBOT)
Sep11	110628	125~130	125~270	124~020	124~070	-2~120	402,660	659,817	+16,643
Dec11	110628	124~050	124~120	122~220	122~230	-1~100	10	49	+1
Mar12	110628	121~090	122~190	121~090	121~090	-1~100
Total Volume and Open Interest							328,751	664,133	+4,268
10-Year T-Notes(CBOT)
Sep11	110628	124~130	124~190	123~075	123~105	-1~025	1,330,856	1,864,891	-2,027
Dec11	110628	122~290	123~010	121~300	121~300	-1~030	118	7,774	-599
Mar12	110628	120~300	122~010	120~300	120~300	-1~030
Total Volume and Open Interest							1,330,974	1,872,665	-2,626
5-Year T-Notes(CBOT)
Jun11	110613	120~120	121~001	120~087	120~108	+0~072	272,931	205,061	-65,504
Sep11	110628	120~058	120~072	119~082	119~092	-0~098	735,672	1,584,395	-28,966
Dec11	110628	119~014	119~046	118~076	118~076	-0~098	0	3	+0
Total Volume and Open Interest							738,812	1,605,498	-29,209
2 Year T-Notes(CBOT)
Jun11	110628	110~007	110~007	109~112	109~113	-0~019	790	16,150	-190
Sep11	110628	109~101	109~105	109~077	109~079	-0~022	271,104	1,045,779	+6,027
Dec11	110628	109~051	109~073	109~051	109~051	-0~022	10	31	+10
Total Volume and Open Interest							271,904	1,061,960	+5,847
Eurodollars(CME)
Sep11	110628	99.585	99.615	99.580	99.600	+0.015	365,478	1,303,116	+8,511
Dec11	110628	99.490	99.520	99.485	99.495	unch	318,036	1,344,584	-20,799
Mar12	110628	99.435	99.455	99.410	99.420	-0.020	363,447	1,597,225	-38,140
Jun12	110628	99.350	99.370	99.295	99.305	-0.055	280,925	1,448,784	-33,604
Sep12	110628	99.220	99.245	99.130	99.140	-0.090	260,758	1,013,694	-17,444
Dec12	110628	99.045	99.075	98.925	98.935	-0.125	263,897	723,237	+2,523
Mar13	110628	98.885	98.910	98.725	98.740	-0.150	228,031	566,814	+16,344
Jun13	110628	98.680	98.710	98.510	98.525	-0.165	174,617	365,751	+7,210
Sep13	110628	98.470	98.500	98.290	98.305	-0.170	133,533	347,218	+2,916
Dec13	110628	98.235	98.260	98.050	98.065	-0.175	92,632	257,678	-6,115
Mar14	110628	98.000	98.025	97.815	97.825	-0.180	65,774	228,646	+828
Jun14	110628	97.760	97.780	97.565	97.575	-0.180	60,809	168,993	-417
Sep14	110628	97.515	97.535	97.315	97.325	-0.185	29,303	94,513	+1,155
Dec14	110628	97.255	97.275	97.060	97.070	-0.180	20,022	86,710	+700
Mar15	110628	97.030	97.045	96.835	96.845	-0.180	15,646	81,871	-1,293
Jun15	110628	5.055	5.060	4.860	4.870	-0.175	13,656	65,104	+133
Sep15	110628	4.830	4.845	4.645	4.655	-0.175	9,517	55,474	-637
Dec15	110628	4.610	4.645	4.440	4.450	-0.170	14,938	51,070	+1,140
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jun11	110628	99.908	99.908	99.905	99.905	unch	5,558	62,317	+462
Jul11	110628	99.900	99.905	99.895	99.900	unch	10,624	66,406	+5,215
Aug11	110628	99.885	99.890	99.875	99.880	-0.005	11,988	57,593	+2,562
Sep11	110628	99.870	99.870	99.855	99.860	-0.005	6,903	44,488	-1,164
Oct11	110628	99.855	99.855	99.845	99.850	-0.005	3,259	51,988	+708
Nov11	110628	99.845	99.845	99.830	99.835	-0.010	3,055	46,053	-969
Total Volume and Open Interest							85,072	786,090	+10,532
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110628	99.665	99.665	99.665	99.665	-0.003
Dec11	110628	99.665	99.665	99.665	99.665	unch	0	75	+0
Mar12	110628	99.655	99.655	99.655	99.655	unch
Jun12	110628	99.647	99.647	99.647	99.647	unch
Sep12	110628	99.580	99.580	99.580	99.580	unch
Dec12	110628	99.540	99.540	99.540	99.540	unch
Mar13	110628	99.540	99.540	99.540	99.540	unch
Jun13	110628	99.495	99.495	99.495	99.495	unch
Sep13	110628	99.355	99.355	99.355	99.355	unch
Dec13	110628	99.215	99.215	99.215	99.215	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110628	99.67	99.67	99.67	99.67	unch	0	1,235	+0
Dec11	110628	99.67	99.67	99.67	99.67	unch	0	1,392	+0
Mar12	110628	99.65	99.65	99.65	99.65	unch	0	1,823	+0
Jun12	110628	99.64	99.65	99.64	99.65	unch	40	1,514	-40
Sep12	110628	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110628	99.54	99.54	99.54	99.54	unch	0	24	+0
Mar13	110628	99.54	99.54	99.54	99.54	unch	0	1	+0
Jun13	110628	99.50	99.50	99.50	99.50	unch
Total Volume and Open Interest							40	6,400	-40
Japanese Gov't Bonds(SGX)
Sep11	110628	141.51	141.64	141.40	141.59	+0.05	1,590	23,546	-347
Dec11	110628	141.14	141.14	141.14	141.14	+0.05	0	1	+0
Mar12	110628	139.05	139.05	139.05	139.05	+0.05
Total Volume and Open Interest							1,590	23,547	-347
Euro-Bund(EUREX)
Sep11	110628	126.97	127.07	126.16	126.56	+0.67	836,458	1,017,019	-1,130
Dec11	110628	125.66	125.66	125.04	125.29	-0.35	44	237	+1
Mar12	110628	125.28	125.28	125.28	125.28	-0.34
Total Volume and Open Interest							964,549	960,023	+1,679
Euro-Bobl(EUREX)
Sep11	110627	118.13	118.16	117.75	117.81	-0.22	680,531	778,512	-4,116
Dec11	110628	116.05	116.79	116.05	116.49	-0.32	53	731	+10
Mar12	110628	116.46	116.46	116.46	116.46	-0.36
Total Volume and Open Interest							578,971	770,476	-8,757
3-Mth Euribor(EUREX)
Jun11	110613	98.530	98.530	98.530	98.530	+0.005	299	4,770	+0
Sep11	110628	98.310	98.310	98.300	98.300	-0.020	35	2,598	+13
Dec11	110628	98.195	98.195	98.195	98.195	-0.030	18	1,406	-2
Total Volume and Open Interest							63	7,044	+15
Long Gilt(LIFFE)
Jun11	110628	123~12	123~13	123~11	123~12	-0~04	84	11,060	-163
Sep11	110628	122~12	122~12	121~09	121~14	-0~27	116,636	359,362	-1,514
Total Volume and Open Interest							116,720	370,422	-1,677
3-Mth Short Sterling(LIFFE)
Sep11	110628	99.09	99.11	99.08	99.10	+0.02	40,186	480,629	+1,636
Dec11	110628	99.03	99.06	99.02	99.04	+0.01	29,499	448,162	-3,659
Mar12	110628	98.97	98.99	98.94	98.96	unch	29,474	440,619	-5,039
Jun12	110628	98.88	98.90	98.83	98.86	-0.01	28,758	316,592	-868
Sep12	110628	98.75	98.77	98.68	98.72	-0.03	26,865	292,390	-2,586
Dec12	110628	98.58	98.60	98.49	98.53	-0.04	27,745	248,036	-1,149
Total Volume and Open Interest							240,182	2,597,462	-14,223
3-Mth Euribor(LIFFE)
Sep11	110628	98.315	98.330	98.290	98.300	-0.020	106,568	758,157	+906
Dec11	110628	98.210	98.240	98.175	98.195	-0.030	123,099	550,979	-7,152
Mar12	110628	98.155	98.190	98.105	98.135	-0.040	101,663	535,498	-11,947
Total Volume and Open Interest							745,569	3,559,665	+266
3-Mth Aus T-Bills(SFE)
Sep11	110628	95.25	95.27	95.18	95.23	-0.03	57,298	268,194	+13,992
Dec11	110628	95.27	95.30	95.18	95.24	-0.05	74,481	261,382	+18,668
Mar12	110628	95.24	95.27	95.16	95.22	-0.04	23,825	125,903	+1,398
Jun12	110628	95.23	95.23	95.14	95.18	-0.05	9,547	82,007	-1,784
Sep12	110628	95.16	95.18	95.09	95.14	-0.06	5,734	53,512	+1,131
Dec12	110628	95.11	95.15	95.05	95.10	-0.06	2,221	36,320	-349
Mar13	110628	95.11	95.11	95.03	95.07	-0.05	540	27,293	+175
Jun13	110628	95.04	95.06	94.98	95.02	-0.06	63	9,219	+6
Sep13	110628	95.00	95.00	94.95	94.98	-0.06	4	1,935	+2
Dec13	110628	94.92	94.93	94.92	94.93	-0.06	0	1,401	+0
Total Volume and Open Interest							173,713	867,311	+33,239
10-Year Aus T-Bonds(SFE)
Sep11	110628	94.99	95.00	94.91	94.93	-0.07	47,928	402,777	-202
Dec11	110628	94.93	94.93	94.93	94.93	-0.07
Total Volume and Open Interest							47,928	402,777	-202
3-Year Aus T-Bonds(SFE)
Sep11	110628	95.46	95.49	95.38	95.42	-0.06	175,173	635,777	+19,801
Dec11	110628	95.42	95.42	95.42	95.42	-0.06
Total Volume and Open Interest							175,173	635,777	+19,801
Gold(CMX)
Jun11	110628	1499.9	1505.0	1496.1	1499.7	+3.7	257	632	-95
Aug11	110628	1496.8	1507.0	1495.5	1500.2	+3.8	182,170	329,928	-1,422
Oct11	110628	1500.2	1507.7	1497.4	1501.2	+3.8	947	12,403	+120
Dec11	110628	1501.4	1509.1	1498.7	1502.4	+3.8	7,724	75,628	+4,081
Feb12	110628	1506.1	1510.3	1501.5	1503.8	+3.8	759	9,607	+282
Apr12	110628	1508.3	1508.4	1505.4	1505.4	+3.9	403	6,407	-69
Jun12	110628	1509.0	1511.0	1507.1	1507.1	+3.9	165	13,247	+67
Aug12	110628	1509.1	1509.1	1509.1	1509.1	+4.0	10	4,518	+0
Oct12	110628	1511.3	1511.3	1511.3	1511.3	+4.2	0	4,099	+0
Dec12	110628	1514.0	1514.1	1513.8	1513.8	+4.5	50	13,405	+4
Feb13	110628	1516.5	1516.9	1516.5	1516.9	+4.8	200	592	-42
Apr13	110628	1518.3	1520.5	1518.3	1520.5	+5.2	0	202	+0
Total Volume and Open Interest							194,799	510,338	+3,456
Silver(CMX)
Jul11	110628	3358.0	3413.5	3351.0	3363.8	+5.3	76,386	26,496	-1,585
Sep11	110628	3361.0	3414.5	3351.5	3365.2	+5.5	19,877	43,074	+2,084
Dec11	110628	3379.0	3413.5	3365.0	3366.7	+5.5	3,513	23,830	+40
Mar12	110628	3397.0	3397.0	3365.7	3365.7	+5.7	207	4,919	-11
May12	110628	3365.0	3365.0	3363.7	3363.7	+5.7	62	1,353	+13
Jul12	110628	3396.5	3397.0	3362.2	3362.2	+6.0	50	1,817	+17
Sep12	110628	3361.1	3361.1	3361.1	3361.1	+6.7	2	215	+2
Total Volume and Open Interest							101,125	120,512	+674
Platinum(NYMEX)
Jul11	110628	1677.0	1699.9	1675.5	1691.7	+18.7	10,298	8,406	-2,456
Oct11	110628	1679.0	1702.0	1678.0	1693.5	+18.9	5,037	24,982	+1,735
Jan12	110628	1699.0	1699.9	1694.0	1697.3	+19.0	28	669	+27
Apr12	110628	1699.8	1699.8	1699.8	1699.8	+19.0	3	73	+3
Total Volume and Open Interest							15,369	34,137	-688
Palladium(NYMEX)
Sep11	110628	728.25	741.15	726.50	735.15	+10.55	4,509	19,130	-71
Dec11	110628	737.05	742.15	736.40	736.40	+10.55	11	700	+7
Mar12	110628	82.24	82.24	82.24	82.24	+10.55	0	45	+0
Total Volume and Open Interest							4,522	19,879	-65
Copper(CMX)
Jul11	110628	407.05	410.80	405.25	409.20	+4.05	39,796	25,146	-341
Sep11	110628	409.00	412.30	406.75	410.80	+4.05	13,290	66,440	+1,583
Dec11	110628	411.00	413.50	408.90	412.55	+4.00	1,112	26,100	+265
Mar12	110628	413.55	413.55	413.55	413.55	+3.95	186	8,813	+144
May12	110628	413.75	413.75	413.75	413.75	+4.00	4	1,623	+2
Total Volume and Open Interest							54,977	135,040	+1,729
DJIA Index(CBOT)
Sep11	110628	11996	12142	11964	12141	+151	656	7,335	+16
Dec11	110628	12072	12072	11919	12072	+153	0	85	+0
Mar12	110628	12013	12013	11860	12013	+153
Jun12	110628	11946	11946	11793	11946	+153
Total Volume and Open Interest							656	7,420	+16
Mini DJIA Index(CBOT)
Jun11	110617	11968	12078	11927	12047	+80	34,294	49,515	-5,412
Sep11	110628	11995	12144	11954	12141	+151	130,086	75,843	-415
Dec11	110628	11939	12072	11895	12072	+153	72	287	+9
Mar12	110628	12013	12013	12013	12013	+153	0	10	+0
Total Volume and Open Interest							130,158	76,140	-406
S & P 500(CME)
Sep11	110628	1276.80	1295.00	1271.60	1294.50	+18.20	14,305	251,622	-611
Dec11	110628	1289.20	1289.20	1287.50	1289.20	+18.20	10	10,479	+14
Mar12	110628	1283.70	1283.70	1282.00	1283.70	+18.20	0	4	+0
Jun12	110628	1278.70	1278.70	1277.00	1278.70	+18.20	0	5	+0
Total Volume and Open Interest							14,315	262,110	-597
S & P 500 E-Mini(Globex)
Sep11	110628	1277.00	1295.00	1271.50	1294.50	+18.25	2,499,136	2,575,596	+26,831
Dec11	110628	1272.00	1289.25	1266.50	1289.25	+18.25	2,489	8,771	+824
Total Volume and Open Interest							2,501,625	2,584,418	+27,655
NASDAQ 100(CME)
Sep11	110628	2252.80	2285.00	2242.00	2284.00	+35.00	2,003	9,633	+1,398
Dec11	110628	2279.30	2279.30	2278.00	2279.30	+34.00	0	2	+0
Mar12	110628	2276.80	2276.80	2272.80	2276.80	+34.00
Total Volume and Open Interest							2,003	9,635	+1,398
NASDAQ 100 E-Mini(Globex)
Sep11	110628	2250.50	2285.00	2241.50	2284.00	+35.00	316,081	275,309	-2,312
Dec11	110628	2242.80	2279.30	2240.50	2279.30	+34.00	44	66	-3
Total Volume and Open Interest							316,125	275,375	-2,315
S & P Midcap 400(CME)
Sep11	110628	965.00	965.00	965.00	965.00	+16.50	0	911	+0
Dec11	110628	964.00	964.00	962.50	964.00	+16.50
Mar12	110628	962.00	962.00	960.50	962.00	+16.50
Total Volume and Open Interest							0	911	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110627	9625	9690	9585	9680	+70	8,899	28,658	-424
Dec11	110628	9760	9760	9655	9760	+105	0	1	+0
Total Volume and Open Interest							11,736	31,667	+3,008
Nikkei 225(SGX)
Sep11	110628	9605	9710	9590	9645	+60	83,226	164,635	+2,413
Dec11	110628	9625	9700	9595	9700	+180	629	7,899	+600
Mar12	110628	9580	9580	9580	9580	+60	0	10	+0
Total Volume and Open Interest							84,301	186,003	+3,280
CAC 40(EURONEXT)
Jul11	110628	3803.0	3866.0	3800.5	3849.0	+58.0	186,145	341,962	+10,933
Aug11	110628	3811.5	3868.5	3810.0	3853.5	+58.0	86	63	+30
Sep11	110628	3808.5	3868.5	3806.0	3854.0	+58.0	493	19,671	+119
Total Volume and Open Interest							186,724	361,727	+11,082
Hang Seng Index(HKFE)
Jun11	110628	22106	22210	21931	21993	-2	102,726	86,647	-8,622
Jul11	110628	22102	22216	21932	21987	-17	16,550	21,027	+11,395
Total Volume and Open Interest							119,887	113,480	+2,827
DAX(EUREX)
Jun11	110617	7076.5	7203.5	7036.0	7203.5	+96.5	251,111	90,589	-25,846
Sep11	110628	7149.5	7233.5	7098.0	7194.5	+63.5	190,850	139,515	-963
Dec11	110628	7208.0	7260.0	7128.0	7222.5	+63.5	222	7,667	-23
Total Volume and Open Interest							191,122	147,254	-987
FT-SE 100(EURONEXT)
Sep11	110628	5722.50	5765.50	5693.50	5732.00	+51.50	110,539	650,394	-1,973
Dec11	110628	5700.00	5712.00	5689.00	5707.50	+51.50	12	671	-8
Mar12	110628	5678.50	5678.50	5670.50	5670.50	+51.50	0	150	+0
Total Volume and Open Interest							110,551	651,225	-1,981
SPI 200(SFE)
Jun11	110617	4517.5	4517.5	4517.5	4517.5	-0.5	19,344	54,828	-132,003
Sep11	110628	4449.0	4500.0	4444.0	4470.0	+28.0	29,258	188,329	-923
Dec11	110628	4469.0	4500.0	4468.0	4483.0	+27.0	128	4,692	+10
Total Volume and Open Interest							29,386	197,033	-913
GSCI(CME)
Jul11	110628	651.00	1.64	651.00	1.64	-640.61	358	10,475	+251
Aug11	110628	653.10	3.74	653.10	3.74	-641.26	2	10	+0
Sep11	110628	5.24	5.24	5.24	5.24	-640.76
Total Volume and Open Interest							360	10,485	+251
Reuters CCI(ICE)