MRCI's End of Day Prices

Daily Futures Price Listing Wed June 29, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110629	1331.50	1350.00	1326.50	1334.25	+3.50	69,586	45,793	-46,565
Aug11	110629	1325.25	1344.50	1320.50	1327.50	+3.00	28,762	60,286	+2,584
Sep11	110629	1320.50	1338.50	1318.25	1323.50	+2.50	7,810	25,915	+1,060
Nov11	110629	1318.75	1338.50	1317.50	1323.00	+4.00	90,156	295,190	-3,164
Jan12	110629	1335.00	1348.00	1329.25	1332.75	+3.50	4,797	40,161	+539
Mar12	110629	1342.00	1353.00	1335.00	1337.50	+3.00	954	21,554	-237
May12	110629	1333.50	1352.00	1333.50	1337.25	+1.75	1,205	25,252	-182
Total Volume and Open Interest							204,480	544,421	-45,814
Soybean Meal(CBOT)
Jul11	110629	340.10	348.00	337.90	337.90	-1.00	23,144	18,881	-9,738
Aug11	110629	342.40	348.00	340.40	340.40	-0.90	14,451	49,050	+387
Sep11	110629	342.10	347.40	339.80	339.80	-0.90	4,222	23,648	+891
Oct11	110629	340.80	343.90	337.90	337.90	+0.20	2,377	16,230	+603
Dec11	110629	340.00	345.40	337.80	338.10	-0.60	26,724	75,988	+2,339
Jan12	110629	345.40	346.40	340.00	340.00	-0.50	472	6,952	+108
Mar12	110629	346.60	348.60	342.10	342.10	-0.70	373	3,905	+119
May12	110629	347.10	349.10	342.00	342.00	-0.70	122	5,638	+41
Total Volume and Open Interest							72,242	205,417	-5,206
Soybean Oil(CBOT)
Jul11	110629	55.37	56.04	55.34	55.83	+0.49	35,799	32,222	-20,322
Aug11	110629	55.56	56.22	55.54	56.04	+0.49	27,207	42,712	+1,499
Sep11	110629	55.83	56.45	55.83	56.28	+0.47	6,945	34,266	+350
Oct11	110629	56.11	56.67	56.11	56.52	+0.45	2,251	17,187	+397
Dec11	110629	56.60	57.19	56.57	57.01	+0.42	46,082	140,267	+670
Jan12	110629	56.85	57.37	56.85	57.28	+0.45	699	13,811	+58
Mar12	110629	57.20	57.70	57.20	57.58	+0.42	458	10,870	-74
May12	110629	57.35	57.81	57.35	57.75	+0.44	174	6,228	+111
Total Volume and Open Interest							119,714	301,808	-17,282
Canola(WCE)
Jul11	110629	585.0	588.5	584.7	585.2	+1.7	4,444	5,840	-6,253
Nov11	110629	571.0	574.0	568.3	568.7	+0.6	15,590	122,774	+790
Jan12	110629	580.7	580.7	575.4	575.4	+0.4	65	12,745	+39
Mar12	110629	584.1	584.3	579.5	579.8	unch	25	4,569	+0
May12	110629	588.1	588.2	582.9	582.9	-1.0	10	2,024	+0
Total Volume and Open Interest							20,201	151,231	-5,364
Corn(CBOT)
Jul11	110629	689.50	714.50	684.50	698.00	+15.00	138,082	143,613	-80,702
Sep11	110629	674.75	697.00	666.00	678.00	+8.00	106,145	368,757	+672
Dec11	110629	657.00	671.75	642.50	650.50	-2.50	128,081	492,952	+206
Mar12	110629	668.25	683.50	655.00	662.75	-5.00	10,432	100,366	+1,650
May12	110629	675.00	690.25	661.50	669.00	-5.50	2,303	21,700	+459
Jul12	110629	680.50	695.75	666.75	676.00	-3.50	3,594	57,834	+547
Total Volume and Open Interest							391,461	1,283,252	-76,841
Wheat(CBOT)
Jul11	110629	640.00	664.25	628.75	641.25	+1.00	20,737	31,603	-24,697
Sep11	110629	670.00	698.50	662.00	674.25	+2.50	45,974	167,357	+1,740
Dec11	110629	714.25	739.50	706.75	717.50	+2.50	15,961	125,239	+180
Mar12	110629	756.25	774.00	746.75	755.50	+0.75	3,148	36,332	+2
May12	110629	773.75	784.50	764.00	771.25	+0.50	1,056	9,960	-71
Total Volume and Open Interest							88,424	432,431	-23,210
Wheat(KCBT)
Jul11	110629	742.75	760.00	738.50	745.00	+1.25	10,964	13,028	-4,272
Sep11	110629	763.00	779.75	757.50	764.00	+1.00	15,165	71,876	+1,870
Dec11	110629	791.00	806.50	783.75	790.00	+0.75	5,987	55,599	+1,048
Mar12	110629	806.00	822.00	800.00	806.50	+1.75	895	12,315	+190
May12	110629	817.00	826.00	809.50	812.50	+0.50	167	1,859	+69
Total Volume and Open Interest							33,537	168,770	-1,110
Wheat(MGE)
Jul11	110629	847.25	882.00	847.25	876.00	+37.00	884	3,546	-861
Sep11	110629	839.00	860.25	834.00	849.50	+16.50	3,288	23,249	-148
Dec11	110629	842.00	859.25	835.25	848.25	+13.25	1,747	19,028	+143
Mar12	110629	850.25	868.00	846.50	856.75	+10.25	807	4,759	+80
May12	110629	854.50	867.25	854.50	859.75	+8.50	182	2,447	+89
Total Volume and Open Interest							7,276	59,755	-732
Oats(CBOT)
Jul11	110629	344.00	351.00	335.75	345.00	+5.50	655	1,660	-858
Sep11	110629	347.25	358.00	343.25	352.50	+8.00	368	3,390	+112
Dec11	110629	353.00	362.75	352.00	358.50	+6.50	723	7,021	+386
Mar12	110629	370.00	370.00	363.00	369.00	+6.00	37	244	+34
Total Volume and Open Interest							1,783	12,344	-326
Rough Rice(CBOT)
Jul11	110629	13.39	13.55	13.24	13.27	-0.05	841	2,877	-1,047
Sep11	110629	14.42	14.60	14.32	14.35	-0.05	860	9,167	+253
Nov11	110629	14.79	14.93	14.65	14.67	-0.06	425	4,905	+243
Jan12	110629	15.10	15.24	14.99	14.99	-0.05	0	307	+0
Total Volume and Open Interest							2,130	17,660	-547
Live Cattle(CME)
Jun11	110629	112.150	112.450	111.550	111.730	-0.620	1,566	2,049	-972
Aug11	110629	111.950	112.250	111.100	111.580	-0.170	20,393	142,060	+315
Oct11	110629	118.450	118.800	117.980	118.400	-0.150	11,921	84,346	+1,773
Dec11	110629	121.300	121.930	120.950	121.785	+0.500	6,855	61,664	+595
Feb12	110629	122.600	123.400	122.450	123.330	+0.650	3,284	21,822	+50
Apr12	110629	123.885	124.550	123.750	124.430	+0.500	657	10,540	+13
Total Volume and Open Interest							44,980	326,618	+1,880
Feeder Cattle(CME)
Aug11	110629	138.100	138.100	136.600	137.785	-0.095	2,607	20,191	-356
Sep11	110629	138.685	138.785	137.450	138.575	-0.110	598	6,909	+141
Oct11	110629	138.685	138.850	137.600	138.825	+0.025	742	5,193	+64
Nov11	110629	138.630	138.850	137.600	138.750	-0.285	257	3,142	+31
Jan12	110629	137.400	137.485	136.535	137.350	-0.530	93	1,337	-13
Mar12	110629	135.850	136.800	135.500	136.800	unch	12	211	+6
Apr12	110629	137.000	137.000	137.000	137.000	unch	1	60	+0
Total Volume and Open Interest							4,310	37,068	-127
Lean Hogs(CME)
Jul11	110629	93.950	95.600	93.580	95.230	+0.845	8,173	14,361	-1,465
Aug11	110629	92.000	94.050	92.000	93.180	+0.830	17,133	82,117	-299
Oct11	110629	86.350	88.330	86.230	87.700	+0.900	9,408	56,605	+1,166
Dec11	110629	84.900	86.600	84.635	85.850	+0.650	5,782	43,979	+344
Feb12	110629	87.500	89.000	87.500	88.550	+0.900	2,564	18,314	+669
Apr12	110629	89.080	90.285	89.080	90.150	+0.600	1,687	8,180	+390
May12	110629	93.500	93.800	93.050	93.800	+1.150	0	505	+0
Jun12	110629	95.350	96.300	95.350	96.000	+0.650	215	4,930	+78
Total Volume and Open Interest							45,072	231,338	+944
Class III Milk(CME)
Jun11	110627	19.20	19.23	19.15	19.23	unch	34	5,048	-4
Jul11	110629	20.40	20.55	20.30	20.49	+0.09	189	5,967	+51
Aug11	110629	19.38	19.48	19.33	19.39	unch	383	5,727	+212
Sep11	110629	18.70	18.90	18.68	18.74	+0.04	246	5,023	+147
Oct11	110629	17.98	18.10	17.89	18.07	+0.17	89	3,980	+53
Total Volume and Open Interest							1,125	36,863	+482
Cocoa(ICE)
Jul11	110629	3050	3149	3050	3114	+96	3	29	+3
Sep11	110629	3053	3125	3046	3119	+96	5,294	68,219	-61
Dec11	110629	3082	3141	3069	3139	+92	922	37,531	+416
Mar12	110629	3117	3175	3107	3175	+92	423	30,595	+81
May12	110629	3115	3175	3104	3171	+90	166	8,954	-16
Jul12	110629	3112	3176	3108	3176	+93	4	3,625	+2
Sep12	110629	3120	3183	3120	3179	+90	41	6,213	-19
Total Volume and Open Interest							6,887	162,081	+433
Coffee "C"(ICE)
Jul11	110629	258.90	260.25	254.00	260.25	+2.35	74	495	-284
Sep11	110629	258.50	262.90	252.00	260.70	+1.80	9,458	57,313	-836
Dec11	110629	262.45	266.25	256.00	264.05	+1.65	3,067	31,205	+1,358
Mar12	110629	264.90	268.75	260.05	266.75	+1.45	367	9,042	+112
May12	110629	266.50	270.00	261.50	268.10	+1.20	243	3,590	+101
Jul12	110629	268.65	270.40	266.60	268.50	+1.15	39	1,493	-6
Total Volume and Open Interest							13,280	105,676	+440
Orange Juice(ICE)
Jul11	110629	193.50	195.35	193.00	194.70	-0.10	808	3,879	-499
Sep11	110629	188.15	188.90	185.95	186.80	-1.80	1,569	25,771	+547
Nov11	110629	179.25	180.25	178.05	178.85	-1.00	174	5,903	+40
Jan12	110629	175.00	176.00	175.00	175.10	-0.75	11	1,169	+6
Mar12	110629	173.80	173.80	173.80	173.80	-0.80	6	255	+0
May12	110629	173.25	173.25	173.25	173.25	-0.80	2	171	+1
Total Volume and Open Interest							2,570	37,247	+95
Sugar #11(ICE)
Jul11	110629	29.25	29.69	28.70	29.28	unch	35,584	39,162	-11,417
Oct11	110629	26.98	27.30	26.34	26.92	-0.09	42,209	299,455	+5,761
Mar12	110629	26.02	26.38	25.60	26.17	+0.07	10,723	124,930	+890
May12	110629	25.00	25.35	24.75	25.22	+0.10	1,919	36,778	+459
Jul12	110629	24.55	24.77	24.16	24.63	+0.05	1,222	58,600	+163
Total Volume and Open Interest							92,317	618,689	-3,976
London Cocoa(LCE)
Jul11	110629	1918	1939	1905	1935	+36	1,954	50,158	-1,066
Sep11	110629	1936	1963	1927	1959	+41	4,680	50,509	+290
Dec11	110629	1957	1985	1948	1983	+44	1,292	37,872	+1,106
Mar12	110629	1970	1997	1964	1994	+41	971	40,459	+82
May12	110629	1980	2008	1976	2006	+44	110	11,035	+83
Jul12	110629	1980	2017	1980	2015	+49	15	5,012	+0
Sep12	110629	1990	2020	1990	2020	+48	8	3,201	+0
Total Volume and Open Interest							9,030	206,242	+495
London Sugar(LCE)
Aug11	110629	765.90	767.90	744.30	766.70	+1.90	1,934	19,356	-577
Oct11	110629	691.10	699.00	681.80	693.80	-3.20	1,413	15,661	+184
Dec11	110629	667.50	678.00	661.50	670.10	-2.90	268	5,718	-14
Mar12	110629	657.30	662.50	650.20	657.30	-3.40	300	6,154	+150
May12	110629	641.80	644.30	638.90	644.30	-3.10	121	2,569	+33
Total Volume and Open Interest							4,038	52,305	-223
Cotton(ICE)
Jul11	110629	161.96	162.75	161.00	162.14	+1.23	288	1,897	-258
Oct11	110629	127.37	130.40	127.12	127.24	-0.77	91	457	-11
Dec11	110629	122.00	124.66	119.81	121.40	-0.61	11,722	102,405	+1,068
Mar12	110629	113.02	115.60	111.07	112.50	-1.04	2,177	16,621	+567
May12	110629	107.26	111.73	107.25	108.77	-0.50	492	3,682	+59
Jul12	110629	106.57	107.74	104.09	105.12	-0.19	259	5,629	+10
Total Volume and Open Interest							15,051	133,962	+1,436
Lumber(CME)
Jul11	110629	229.7	238.6	227.7	236.0	+7.4	179	1,514	-108
Sep11	110629	240.9	249.0	239.0	249.0	+10.0	174	6,289	+14
Nov11	110629	251.7	259.5	251.7	258.0	+8.5	41	1,845	-8
Jan12	110629	274.0	282.0	274.0	279.9	+7.9	3	112	+1
Total Volume and Open Interest							397	9,767	-101
Crude Oil(NYM)
Aug11	110629	93.37	95.84	92.66	94.77	+1.88	278,681	318,472	-12,500
Sep11	110629	93.89	96.36	93.22	95.32	+1.86	64,061	173,915	+1,519
Oct11	110629	94.20	96.87	93.80	95.84	+1.83	34,056	71,401	-4,400
Nov11	110629	94.65	97.22	94.35	96.36	+1.79	20,158	58,726	-273
Dec11	110629	95.11	97.78	94.72	96.81	+1.75	48,015	186,463	+440
Jan12	110629	95.29	98.14	95.29	97.19	+1.72	5,357	52,312	-640
Feb12	110629	96.30	98.49	96.04	97.57	+1.71	3,719	24,641	+315
Mar12	110629	96.66	98.66	96.29	97.92	+1.70	3,541	31,356	-1,319
Apr12	110629	97.03	98.31	97.03	98.26	+1.70	2,893	17,620	-1,019
May12	110629	97.66	99.26	97.14	98.59	+1.70	3,462	16,237	-1,604
Jun12	110629	96.99	99.51	96.99	98.91	+1.70	13,912	72,935	-1,409
Jul12	110629	97.72	99.73	97.72	99.13	+1.70	1,689	29,610	-1,072
Aug12	110629	98.85	99.25	98.85	99.25	+1.68	1,274	12,525	-118
Sep12	110629	99.35	99.35	99.35	99.35	+1.66	1,455	14,152	-495
Oct12	110629	99.48	99.48	99.48	99.48	+1.65	475	9,960	-286
Nov12	110629	99.65	99.65	99.65	99.65	+1.63	506	22,554	-290
Total Volume and Open Interest							516,490	1,503,059	-24,034
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	110629	93.800	96.400	93.200	95.325	+1.875	720	1,551	+416
Oct11	110629	94.075	96.525	94.075	95.850	+1.850	35	246	+3
Nov11	110629	95.375	96.350	94.900	96.350	+1.775	7	24	-5
Dec11	110629	95.450	97.475	95.450	96.800	+1.750	4	303	-1
Jan12	110629	96.575	97.200	96.575	97.200	+1.725	2	6	+0
Feb12	110629	97.575	97.575	97.575	97.575	+1.725	1	3	+0
Mar12	110629	97.925	97.925	97.925	97.925	+1.700	1	11	+0
Total Volume and Open Interest							10,602	5,308	+726
Heating Oil(NYM)
Jul11	110629	282.35	293.14	281.50	292.02	+9.45	28,565	21,650	-8,576
Aug11	110629	284.33	294.80	282.99	293.47	+9.32	48,923	91,789	+5,953
Sep11	110629	286.26	296.41	285.03	295.31	+9.22	10,530	45,852	+557
Oct11	110629	292.88	298.44	291.44	297.26	+9.12	5,977	21,511	+479
Nov11	110629	292.74	299.68	292.74	299.23	+9.05	2,362	20,918	-536
Dec11	110629	291.72	302.00	291.31	301.13	+8.99	9,009	33,788	-1,168
Jan12	110629	293.70	304.04	293.70	302.92	+8.92	2,090	18,564	+65
Feb12	110629	300.51	304.40	300.51	303.60	+8.82	960	8,451	+9
Mar12	110629	297.12	304.16	296.81	303.28	+8.80	748	6,772	+62
Apr12	110629	298.63	302.09	298.63	301.71	+8.78	77	2,935	+35
May12	110629	298.50	300.10	298.50	300.10	+8.74	209	2,590	+99
Jun12	110629	290.01	299.22	290.01	298.98	+8.70	2,149	20,369	-134
Total Volume and Open Interest							113,007	309,154	-3,161
Gasoline(NYMEX)
Jul11	110629	288.96	301.30	288.05	300.97	+12.01	28,750	15,840	-6,693
Aug11	110629	282.33	294.17	280.25	293.49	+11.93	40,851	70,033	+696
Sep11	110629	278.00	290.84	278.00	290.17	+11.31	16,139	42,183	+1,001
Oct11	110629	267.05	279.02	266.85	278.46	+10.59	7,386	23,300	-11
Nov11	110629	265.10	276.15	264.36	275.70	+9.87	3,002	13,688	-72
Dec11	110629	264.89	275.12	263.62	274.52	+9.47	5,410	31,161	+302
Jan12	110629	268.41	275.40	266.95	274.84	+9.31	653	7,213	-72
Feb12	110629	275.16	276.32	273.99	276.32	+9.12	267	4,723	+31
Mar12	110629	272.32	278.04	271.63	278.04	+8.97	170	5,565	-12
Apr12	110629	288.24	289.89	288.24	289.89	+8.86	134	3,839	-1
Total Volume and Open Interest							104,155	235,298	-4,396
e-miNY RBOB Gasoline(NYM)
Jul11	110629	301.00	301.00	300.97	301.00	+12.00	0	3	+0
Aug11	110629	292.00	293.50	292.00	293.50	+11.90	0	1	+0
Sep11	110629	290.20	290.20	290.17	290.20	+11.30
Oct11	110629	278.50	278.50	278.46	278.50	+10.60	0	1	+0
Total Volume and Open Interest							0	7	+0
Natural Gas(NYM)
Aug11	110629	4.372	4.378	4.276	4.315	-0.039	73,745	157,579	+6,307
Sep11	110629	4.394	4.397	4.298	4.334	-0.039	14,913	209,091	-1,082
Oct11	110629	4.433	4.433	4.335	4.373	-0.039	13,446	117,680	+716
Nov11	110629	4.549	4.549	4.469	4.493	-0.042	7,741	79,839	+1,573
Dec11	110629	4.730	4.740	4.652	4.676	-0.043	4,646	45,737	+250
Jan12	110629	4.827	4.827	4.752	4.777	-0.041	8,784	91,814	+457
Feb12	110629	4.795	4.800	4.761	4.772	-0.041	2,076	21,233	+264
Mar12	110629	4.759	4.770	4.694	4.719	-0.041	1,884	44,274	-97
Apr12	110629	4.614	4.649	4.570	4.594	-0.039	2,479	43,805	-130
May12	110629	4.637	4.643	4.603	4.616	-0.039	204	9,854	-78
Jun12	110629	4.681	4.690	4.638	4.649	-0.039	762	11,148	-177
Jul12	110629	4.705	4.723	4.681	4.694	-0.039	650	9,466	+309
Aug12	110629	4.711	4.750	4.711	4.722	-0.039	361	7,568	+58
Sep12	110629	4.731	4.762	4.731	4.732	-0.039	87	7,316	-14
Oct12	110629	4.804	4.805	4.760	4.772	-0.039	634	25,229	+242
Nov12	110629	4.887	4.924	4.884	4.908	-0.039	249	4,438	+17
Total Volume and Open Interest							203,621	967,977	-9,688
Brent Crude Oil(ICE)
Aug11	110629	108.65	112.67	108.10	112.40	+3.62	204,812	175,119	-2,824
Sep11	110629	108.64	112.63	108.08	112.38	+3.62	108,345	149,782	+945
Oct11	110629	108.77	112.81	108.25	112.53	+3.61	64,749	56,950	-3,838
Nov11	110629	108.64	112.95	108.39	112.66	+3.60	33,215	39,545	-4,861
Dec11	110629	109.00	113.00	108.48	112.73	+3.58	85,819	97,891	+209
Jan12	110629	108.80	113.01	108.80	112.73	+3.54	8,562	22,639	-224
Feb12	110629	108.81	112.99	108.81	112.71	+3.51	4,540	17,453	+262
Mar12	110629	108.81	112.88	108.81	112.68	+3.48	3,305	32,223	-659
Apr12	110629	109.63	112.91	109.63	112.65	+3.48	3,363	10,724	+517
May12	110629	112.62	112.62	112.62	112.62	+3.48	2,738	6,801	+587
Jun12	110629	108.54	112.78	108.54	112.57	+3.47	14,487	41,618	+954
Jul12	110629	112.48	112.48	112.48	112.48	+3.46	1,043	7,112	+163
Aug12	110629	112.37	112.37	112.37	112.37	+3.45	620	4,983	+206
Sep12	110629	112.22	112.22	112.22	112.22	+3.43	866	6,598	-3
Total Volume and Open Interest							577,384	807,568	-7,151
Gas Oil(ICE)
Jul11	110629	894.25	927.25	890.50	923.25	+32.50	55,845	93,181	+6,638
Aug11	110629	899.25	931.00	894.25	926.75	+32.25	79,588	126,204	+4,693
Sep11	110629	901.25	933.75	897.75	930.00	+31.75	27,518	77,493	+3,298
Oct11	110629	901.00	935.50	901.00	932.50	+31.50	10,914	40,205	+340
Nov11	110629	904.00	937.50	904.00	935.00	+31.50	6,694	29,222	-265
Dec11	110629	910.00	941.00	906.25	937.50	+31.25	34,666	65,731	-2,601
Jan12	110629	909.75	943.00	909.75	940.50	+31.00	3,666	30,479	+1,331
Feb12	110629	912.00	945.75	912.00	942.50	+31.00	1,386	11,215	+16
Mar12	110629	913.50	947.50	913.50	944.00	+31.00	1,411	11,364	+209
Apr12	110629	914.00	944.75	914.00	944.75	+31.25	1,052	7,098	+290
Total Volume and Open Interest							237,394	594,469	+14,363
Ethanol(CBOT)
Jun11	110603	2.638	2.640	2.633	2.640	-0.012	38	199	-65
Jul11	110629	2.740	2.759	2.699	2.733	+0.063	324	393	-80
Aug11	110629	2.667	2.683	2.617	2.624	+0.025	328	1,176	+50
Sep11	110629	2.594	2.620	2.547	2.556	+0.021	244	1,478	-78
Oct11	110629	2.515	2.515	2.444	2.449	+0.011	44	1,213	-1
Nov11	110629	2.442	2.442	2.380	2.387	+0.007	207	796	-123
Dec11	110629	2.410	2.410	2.355	2.363	+0.003	260	1,269	+22
Jan12	110629	2.336	2.336	2.319	2.327	+0.004	186	540	-72
Total Volume and Open Interest							1,704	8,779	-248
WTI Crude Oil(ICE
Aug11	110629	93.00	95.83	92.66	94.77	+1.88	63,974	67,845	+1,485
Sep11	110629	93.52	96.35	93.22	95.32	+1.86	19,742	47,345	+1,943
Oct11	110629	93.88	96.88	93.88	95.84	+1.83	12,086	30,464	-273
Nov11	110629	95.00	97.13	94.46	96.36	+1.79	6,570	23,625	-1,141
Dec11	110629	95.29	97.74	94.99	96.81	+1.75	21,981	84,658	+1,628
Jan12	110629	95.67	98.10	95.44	97.19	+1.72	2,613	17,822	+314
Feb12	110629	96.26	98.46	95.97	97.57	+1.71	1,339	5,080	+211
Mar12	110629	96.56	98.79	96.34	97.92	+1.70	1,447	13,038	+162
Apr12	110629	96.88	98.86	96.68	98.26	+1.70	636	4,695	+34
May12	110629	98.59	98.59	98.59	98.59	+1.70	471	3,039	+38
Jun12	110629	97.47	99.43	97.44	98.91	+1.70	2,888	27,342	-566
Jul12	110629	99.13	99.13	99.13	99.13	+1.70	192	4,058	-28
Aug12	110629	99.25	99.25	99.25	99.25	+1.68	52	963	-16
Sep12	110629	99.35	99.35	99.35	99.35	+1.66	15	5,044	+0
Oct12	110629	99.48	99.48	99.48	99.48	+1.65	15	526	+15
Nov12	110629	99.65	99.65	99.65	99.65	+1.63	15	1,626	+14
Total Volume and Open Interest							142,416	449,568	+4,579
US Dollar Index(ICE)
Sep11	110629	75.480	75.540	74.995	75.075	-0.415	35,328	52,179	+40
Dec11	110629	75.735	75.755	75.500	75.515	-0.425	27	529	+12
Mar12	110629	76.015	76.015	76.015	76.015	-0.425	0	1	+0
Total Volume and Open Interest							35,355	52,709	+52
Australian Dollar(CME)
Sep11	110629	104.25	105.78	104.12	105.65	+1.35	123,473	94,883	-5,398
Dec11	110629	103.00	104.54	103.00	104.47	+1.31	26	208	-10
Mar12	110629	103.32	103.32	102.05	103.32	+1.27	1	2	+1
Total Volume and Open Interest							123,500	95,096	-5,407
British Pound(CME)
Sep11	110629	159.80	160.59	159.54	160.38	+0.65	94,423	100,873	-2,058
Dec11	110629	160.10	160.38	159.57	160.21	+0.64	22	124	+3
Mar12	110629	160.03	160.03	159.40	160.03	+0.63	0	2	+0
Total Volume and Open Interest							94,445	101,005	-2,055
Canadian Dollar(CME)
Sep11	110629	101.72	103.00	101.57	102.81	+1.23	71,941	88,317	-948
Dec11	110629	101.50	102.73	101.38	102.59	+1.21	265	3,970	+42
Mar12	110629	102.06	102.61	101.19	102.39	+1.20	8	543	+0
Jun12	110629	102.15	102.15	100.96	102.15	+1.19	2	249	-1
Total Volume and Open Interest							72,216	93,209	-907
Japanese Yen(CME)
Sep11	110629	123.44	124.28	123.23	123.67	+0.36	113,095	95,254	-5,297
Dec11	110629	123.61	124.23	123.44	123.78	+0.34	113	447	+44
Mar12	110629	123.95	123.95	123.62	123.95	+0.33	0	42	+0
Total Volume and Open Interest							113,208	95,759	-5,254
Swiss Franc(CME)
Sep11	110629	120.26	120.59	119.56	119.88	-0.38	37,000	49,569	-634
Dec11	110629	120.27	120.65	119.70	119.99	-0.39	17	144	+0
Mar12	110629	120.30	120.54	120.10	120.10	-0.44	0	1	+0
Total Volume and Open Interest							37,017	49,717	-634
EuroFX(CME)
Sep11	110629	143.38	144.16	142.92	143.94	+0.63	293,388	178,429	-4,833
Dec11	110629	142.86	143.79	142.69	143.55	+0.61	86	407	+6
Mar12	110629	142.71	143.13	142.57	143.13	+0.56	8	365	+4
Total Volume and Open Interest							293,482	180,032	-4,823
Mexican Peso(CME)
Jul11	110629	850.2	850.2	845.8	850.2	+4.5
Aug11	110629	848.2	848.2	843.8	848.2	+4.5
Total Volume and Open Interest							15,848	91,006	+186
30-Year T-Bonds(CBOT)
Sep11	110629	124~090	124~300	123~090	123~180	-0~210	338,742	654,304	-5,513
Dec11	110629	122~210	122~230	121~290	122~030	-0~200	25	53	+4
Mar12	110629	120~210	121~090	120~210	120~210	-0~200
Total Volume and Open Interest							338,767	654,357	-9,776
10-Year T-Notes(CBOT)
Sep11	110629	123~140	123~310	122~190	122~270	-0~155	1,246,667	1,823,241	-41,650
Dec11	110629	122~005	122~005	121~125	121~125	-0~175	30	7,775	+1
Mar12	110629	120~125	120~300	120~125	120~125	-0~175
Total Volume and Open Interest							1,246,697	1,831,016	-41,649
5-Year T-Notes(CBOT)
Jun11	110613	120~120	121~001	120~087	120~108	+0~072	272,931	205,061	-65,504
Sep11	110629	119~103	119~106	119~039	119~064	-0~028	661,872	1,570,199	-14,196
Dec11	110629	118~048	118~076	118~048	118~048	-0~028	0	3	+0
Total Volume and Open Interest							663,200	1,590,605	-14,893
2 Year T-Notes(CBOT)
Jun11	110629	109~120	109~125	109~113	109~122	+0~009	1,868	14,662	-1,488
Sep11	110629	109~082	109~091	109~077	109~087	+0~008	308,296	1,051,560	+5,781
Dec11	110629	109~059	109~059	109~051	109~059	+0~008	0	31	+0
Total Volume and Open Interest							310,164	1,066,253	+4,293
Eurodollars(CME)
Sep11	110629	99.600	99.640	99.595	99.635	+0.035	394,318	1,310,656	+7,540
Dec11	110629	99.495	99.555	99.490	99.545	+0.050	304,468	1,335,992	-8,592
Mar12	110629	99.420	99.480	99.415	99.470	+0.050	270,350	1,579,290	-17,935
Jun12	110629	99.315	99.365	99.305	99.345	+0.040	229,984	1,454,123	+5,339
Sep12	110629	99.155	99.185	99.130	99.155	+0.015	230,459	1,015,692	+1,998
Dec12	110629	98.960	98.965	98.890	98.925	-0.010	265,486	688,191	-35,046
Mar13	110629	98.750	98.770	98.660	98.700	-0.040	252,729	551,496	-15,318
Jun13	110629	98.530	98.550	98.420	98.465	-0.060	184,942	353,469	-12,282
Sep13	110629	98.315	98.330	98.185	98.230	-0.075	120,279	348,651	+1,433
Dec13	110629	98.070	98.085	97.930	97.975	-0.090	112,292	270,105	+12,427
Mar14	110629	97.835	97.850	97.690	97.735	-0.090	95,602	241,265	+12,619
Jun14	110629	97.590	97.605	97.440	97.485	-0.090	80,282	176,144	+7,151
Sep14	110629	97.340	97.360	97.195	97.235	-0.090	35,750	96,122	+1,609
Dec14	110629	97.085	97.105	96.940	96.980	-0.090	23,714	88,963	+2,253
Mar15	110629	96.865	96.880	96.720	96.760	-0.085	21,798	82,429	+558
Jun15	110629	4.895	4.895	4.750	4.785	-0.085	14,569	66,246	+1,142
Sep15	110629	4.670	4.675	4.540	4.575	-0.080	10,946	56,624	+1,150
Dec15	110629	4.475	4.475	4.335	4.375	-0.075	8,665	51,658	+588
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jun11	110629	99.908	99.908	99.905	99.905	unch	3,353	62,743	+426
Jul11	110629	99.895	99.905	99.895	99.900	unch	2,095	66,527	+121
Aug11	110629	99.875	99.880	99.875	99.880	unch	1,746	57,638	+45
Sep11	110629	99.860	99.865	99.855	99.860	unch	1,341	44,498	+10
Oct11	110629	99.845	99.855	99.845	99.850	unch	2,735	52,378	+390
Nov11	110629	99.835	99.840	99.830	99.835	unch	2,429	45,734	-319
Total Volume and Open Interest							38,761	785,164	-926
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110628	99.665	99.665	99.665	99.665	-0.003
Dec11	110629	99.665	99.665	99.665	99.665	unch	0	75	+0
Mar12	110629	99.655	99.655	99.655	99.655	unch
Jun12	110629	99.647	99.647	99.647	99.647	unch
Sep12	110629	99.580	99.580	99.580	99.580	unch
Dec12	110629	99.540	99.540	99.540	99.540	unch
Mar13	110629	99.540	99.540	99.540	99.540	unch
Jun13	110629	99.495	99.495	99.495	99.495	unch
Sep13	110629	99.355	99.355	99.355	99.355	unch
Dec13	110629	99.215	99.215	99.215	99.215	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110629	99.67	99.67	99.67	99.67	unch	0	1,235	+0
Dec11	110629	99.67	99.67	99.67	99.67	unch	0	1,392	+0
Mar12	110629	99.65	99.65	99.65	99.65	unch	5	1,823	+0
Jun12	110629	99.64	99.65	99.64	99.65	unch	20	1,514	+0
Sep12	110629	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110629	99.54	99.54	99.54	99.54	unch	0	24	+0
Mar13	110629	99.54	99.54	99.54	99.54	unch	0	1	+0
Jun13	110629	99.50	99.50	99.50	99.50	unch
Total Volume and Open Interest							25	6,400	+0
Japanese Gov't Bonds(SGX)
Sep11	110629	141.59	141.60	141.21	141.35	-0.24	1,480	23,772	+226
Dec11	110629	140.90	140.90	140.90	140.90	-0.24	3	2	+1
Mar12	110629	138.81	138.81	138.81	138.81	-0.24
Total Volume and Open Interest							1,483	23,774	+227
Euro-Bund(EUREX)
Sep11	110629	126.27	126.33	125.60	125.90	-0.66	863,974	966,637	-50,382
Dec11	110629	124.93	124.94	124.36	124.63	-0.66	2	237	+0
Mar12	110629	124.62	124.62	124.62	124.62	-0.66
Total Volume and Open Interest							863,976	966,874	+6,851
Euro-Bobl(EUREX)
Sep11	110627	118.13	118.16	117.75	117.81	-0.22	680,531	778,512	-4,116
Dec11	110629	115.98	115.98	115.98	115.98	-0.51	2	709	-22
Mar12	110629	115.95	115.95	115.95	115.95	-0.51
Total Volume and Open Interest							526,639	779,975	+9,499
3-Mth Euribor(EUREX)
Jun11	110613	98.530	98.530	98.530	98.530	+0.005	299	4,770	+0
Sep11	110629	98.290	98.290	98.285	98.285	-0.015	1	2,598	+0
Dec11	110629	98.170	98.175	98.145	98.145	-0.050	1	1,406	+0
Total Volume and Open Interest							806	7,571	+527
Long Gilt(LIFFE)
Sep11	110629	121~06	121~06	120~12	120~22	-0~23	84,026	359,346	-16
Dec11	110629	122~30	122~30	122~30	122~30	-0~23
Total Volume and Open Interest							87,989	366,443	-3,979
3-Mth Short Sterling(LIFFE)
Sep11	110629	99.10	99.13	99.09	99.11	+0.01	87,010	454,472	-26,157
Dec11	110629	99.03	99.05	99.02	99.03	-0.01	90,618	461,828	+13,666
Mar12	110629	98.94	98.96	98.92	98.93	-0.03	40,113	444,848	+4,229
Jun12	110629	98.82	98.84	98.79	98.80	-0.06	33,503	308,044	-8,548
Sep12	110629	98.68	98.69	98.62	98.64	-0.08	40,768	287,313	-5,077
Dec12	110629	98.48	98.50	98.42	98.44	-0.09	38,283	250,365	+2,329
Total Volume and Open Interest							403,856	2,577,592	-19,870
3-Mth Euribor(LIFFE)
Sep11	110629	98.295	98.305	98.265	98.285	-0.015	93,037	750,656	-7,501
Dec11	110629	98.180	98.190	98.125	98.145	-0.050	112,543	551,779	+800
Mar12	110629	98.115	98.120	98.040	98.065	-0.070	111,708	537,102	+1,604
Total Volume and Open Interest							636,002	3,562,918	+3,253
3-Mth Aus T-Bills(SFE)
Sep11	110629	95.23	95.24	95.14	95.17	-0.06	42,479	269,034	+840
Dec11	110629	95.24	95.24	95.14	95.16	-0.08	51,440	245,886	-15,496
Mar12	110629	95.21	95.21	95.11	95.12	-0.10	18,775	122,886	-3,017
Jun12	110629	95.17	95.17	95.06	95.07	-0.11	7,387	82,993	+986
Sep12	110629	95.13	95.13	95.01	95.02	-0.12	5,436	54,519	+1,007
Dec12	110629	95.06	95.08	94.96	94.97	-0.13	4,062	36,598	+278
Mar13	110629	95.02	95.02	94.93	94.94	-0.13	2,112	28,301	+1,008
Jun13	110629	94.97	94.97	94.88	94.89	-0.13	512	9,239	+20
Sep13	110629	94.82	94.87	94.82	94.85	-0.13	112	1,938	+3
Dec13	110629	94.78	94.78	94.78	94.78	-0.15	9	1,410	+9
Total Volume and Open Interest							132,326	852,949	-14,362
10-Year Aus T-Bonds(SFE)
Sep11	110629	94.93	94.93	94.80	94.81	-0.12	71,826	408,191	+5,414
Dec11	110629	94.81	94.81	94.81	94.81	-0.12
Total Volume and Open Interest							71,826	408,191	+5,414
3-Year Aus T-Bonds(SFE)
Sep11	110629	95.42	95.42	95.27	95.28	-0.14	177,459	600,811	-34,966
Dec11	110629	95.28	95.28	95.28	95.28	-0.14
Total Volume and Open Interest							177,459	600,811	-34,966
Gold(CMX)
Aug11	110629	1502.5	1513.8	1500.8	1510.4	+10.2	128,943	317,624	-12,304
Oct11	110629	1506.0	1514.0	1505.0	1511.5	+10.3	677	12,336	-67
Dec11	110629	1504.7	1515.9	1503.8	1512.7	+10.3	6,014	75,778	+150
Feb12	110629	1511.0	1517.3	1507.8	1514.1	+10.3	81	9,571	-36
Apr12	110629	1517.7	1517.8	1515.6	1515.6	+10.2	56	6,413	+6
Jun12	110629	1509.4	1517.3	1509.4	1517.3	+10.2	128	13,315	+68
Aug12	110629	1519.1	1519.3	1514.8	1519.3	+10.2	1	4,519	+1
Oct12	110629	1521.5	1521.5	1521.5	1521.5	+10.2	0	4,099	+0
Dec12	110629	1521.0	1526.4	1518.6	1524.0	+10.2	91	13,483	+78
Feb13	110629	1527.3	1527.3	1527.3	1527.3	+10.4	24	580	-12
Apr13	110629	1531.2	1531.2	1531.2	1531.2	+10.7	1	202	+0
Jun13	110629	1535.6	1535.6	1535.6	1535.6	+11.0	51	9,755	+49
Total Volume and Open Interest							137,037	497,792	-12,546
Silver(CMX)
Jul11	110629	3390.5	3493.0	3385.0	3475.0	+111.2	73,879	19,624	-6,872
Sep11	110629	3397.5	3495.0	3386.0	3476.9	+111.7	31,680	47,064	+3,990
Dec11	110629	3390.5	3491.0	3390.5	3478.9	+112.2	3,500	24,119	+289
Mar12	110629	3434.0	3478.3	3428.0	3478.3	+112.6	203	4,934	+15
May12	110629	3430.5	3477.0	3414.0	3477.0	+113.3	8	1,355	+2
Jul12	110629	3427.5	3476.4	3415.5	3476.4	+114.2	4	1,818	+1
Sep12	110629	3475.3	3475.3	3475.3	3475.3	+114.2	9	212	-3
Total Volume and Open Interest							109,880	118,010	-2,502
Platinum(NYMEX)
Jul11	110629	1702.0	1731.8	1694.5	1723.8	+32.1	7,943	5,026	-3,380
Oct11	110629	1703.0	1735.3	1695.5	1726.6	+33.1	7,358	27,741	+2,759
Jan12	110629	1717.2	1730.2	1717.2	1729.8	+32.5	32	701	+32
Apr12	110629	1725.0	1732.3	1725.0	1732.3	+32.5	0	73	+0
Total Volume and Open Interest							15,333	33,548	-589
Palladium(NYMEX)
Sep11	110629	737.25	754.00	734.75	751.90	+16.75	3,042	18,780	-350
Dec11	110629	742.10	753.15	742.10	753.15	+16.75	18	708	+8
Mar12	110629	98.99	98.99	98.99	98.99	+16.75	2	46	+1
Total Volume and Open Interest							3,073	19,543	-336
Copper(CMX)
Jul11	110629	410.00	422.00	409.85	420.95	+11.75	33,663	17,062	-8,084
Sep11	110629	411.50	423.40	411.25	422.40	+11.60	20,419	64,580	-1,860
Dec11	110629	413.00	425.40	412.95	423.95	+11.40	1,257	26,412	+312
Mar12	110629	416.75	426.05	416.75	424.60	+11.05	434	8,919	+106
May12	110629	424.60	426.05	424.60	424.60	+10.85	2	1,623	+0
Total Volume and Open Interest							56,301	125,473	-9,567
DJIA Index(CBOT)
Sep11	110629	12134	12220	12110	12218	+77	524	7,479	+144
Dec11	110629	12147	12147	12072	12147	+75	0	85	+0
Mar12	110629	12088	12088	12013	12088	+75
Jun12	110629	12021	12021	11946	12021	+75
Total Volume and Open Interest							524	7,564	+144
Mini DJIA Index(CBOT)
Jun11	110617	11968	12078	11927	12047	+80	34,294	49,515	-5,412
Sep11	110629	12135	12223	12107	12218	+77	104,596	75,585	-258
Dec11	110629	12073	12149	12046	12147	+75	30	297	+10
Mar12	110629	12088	12088	12088	12088	+75	1	11	+1
Total Volume and Open Interest							104,627	75,893	-247
S & P 500(CME)
Sep11	110629	1293.80	1305.50	1291.70	1304.30	+9.80	11,032	252,416	+794
Dec11	110629	1298.90	1299.20	1298.80	1298.90	+9.70	7	10,485	+6
Mar12	110629	1293.40	1293.40	1293.20	1293.40	+9.70	0	4	+0
Jun12	110629	1288.40	1288.40	1288.20	1288.40	+9.70	0	5	+0
Total Volume and Open Interest							11,039	262,910	+800
S & P 500 E-Mini(Globex)
Sep11	110629	1293.50	1305.50	1291.50	1304.25	+9.75	2,000,732	2,536,579	-39,017
Dec11	110629	1288.50	1300.00	1286.50	1299.00	+9.75	1,216	9,144	+373
Total Volume and Open Interest							2,001,950	2,545,775	-38,643
NASDAQ 100(CME)
Sep11	110629	2291.00	2300.00	2274.00	2294.00	+10.00	941	9,600	-33
Dec11	110629	2289.30	2289.30	2274.00	2289.30	+10.00	0	2	+0
Mar12	110629	2286.80	2286.80	2286.30	2286.80	+10.00
Total Volume and Open Interest							941	9,602	-33
NASDAQ 100 E-Mini(Globex)
Sep11	110629	2283.00	2300.50	2274.80	2294.00	+10.00	287,433	265,454	-9,855
Dec11	110629	2276.80	2294.00	2271.50	2289.30	+10.00	31	60	-6
Total Volume and Open Interest							287,464	265,514	-9,861
S & P Midcap 400(CME)
Sep11	110629	971.10	974.00	971.10	971.10	+6.10	8	905	-6
Dec11	110629	970.10	973.00	970.10	970.10	+6.10
Mar12	110629	968.10	971.00	968.10	968.10	+6.10
Total Volume and Open Interest							8	905	-6
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110627	9625	9690	9585	9680	+70	8,899	28,658	-424
Dec11	110629	9845	9845	9845	9845	+85	0	1	+0
Total Volume and Open Interest							6,874	31,034	-633
Nikkei 225(SGX)
Sep11	110629	9640	9795	9630	9780	+135	79,596	161,788	-2,847
Dec11	110629	9685	9725	9685	9720	+20	313	8,198	+299
Mar12	110629	9715	9715	9715	9715	+135	0	10	+0
Total Volume and Open Interest							80,211	183,699	-2,304
CAC 40(EURONEXT)
Jul11	110629	3863.0	3934.5	3860.5	3919.0	+70.0	103,255	318,440	-23,522
Aug11	110629	3866.5	3931.0	3866.5	3923.5	+70.0	68	38	-25
Sep11	110629	3867.0	3933.0	3866.0	3923.5	+69.5	743	19,538	-133
Total Volume and Open Interest							104,066	338,047	-23,680
Hang Seng Index(HKFE)
Jun11	110629	22240	22279	22104	22117	+124	103,731	75,297	-11,350
Jul11	110629	22241	22276	22003	22117	+130	44,667	50,820	+29,793
Total Volume and Open Interest							149,143	132,245	+18,765
DAX(EUREX)
Jun11	110617	7076.5	7203.5	7036.0	7203.5	+96.5	251,111	90,589	-25,846
Sep11	110629	7224.0	7345.0	7223.5	7322.5	+128.0	115,563	144,618	+5,103
Dec11	110629	7274.5	7367.0	7267.5	7351.0	+128.5	119	7,664	-3
Total Volume and Open Interest							115,760	152,412	+5,158
FT-SE 100(EURONEXT)
Sep11	110629	5762.00	5843.00	5753.50	5828.00	+96.00	81,576	645,445	-4,949
Dec11	110629	5750.00	5803.50	5750.00	5803.50	+96.00	7	674	+3
Mar12	110629	5767.00	5767.00	5767.00	5767.00	+96.50	0	150	+0
Total Volume and Open Interest							81,583	646,279	-4,946
SPI 200(SFE)
Jun11	110617	4517.5	4517.5	4517.5	4517.5	-0.5	19,344	54,828	-132,003
Sep11	110629	4459.0	4533.0	4459.0	4519.0	+49.0	32,126	188,368	+39
Dec11	110629	4486.0	4535.0	4485.0	4535.0	+52.0	185	4,742	+50
Total Volume and Open Interest							32,360	197,171	+138
GSCI(CME)
Jul11	110629	9.64	17.84	4.64	15.64	+14.00	298	10,397	-78
Aug11	110629	11.64	19.64	6.64	17.64	+13.90	0	10	+0
Sep11	110629	18.64	20.64	18.64	18.64	+13.40
Total Volume and Open Interest							298	10,407	-78
Reuters CCI(ICE)