MRCI's End of Day Prices

Daily Futures Price Listing Wed July 06, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110706	1330.00	1336.75	1321.25	1331.00	-1.25	7,597	8,666	-2,354
Aug11	110706	1319.50	1327.00	1310.50	1322.25	unch	23,331	66,754	-210
Sep11	110706	1315.75	1321.50	1303.75	1316.75	-0.25	11,971	29,644	+207
Nov11	110706	1316.00	1323.50	1305.00	1318.50	+0.50	83,630	298,526	+3,191
Jan12	110706	1326.75	1333.00	1316.00	1328.50	+0.50	5,338	42,550	+908
Mar12	110706	1332.25	1337.75	1323.75	1333.75	-0.50	2,079	21,286	+54
May12	110706	1336.50	1340.50	1325.00	1335.75	-1.25	2,218	26,860	+219
Total Volume and Open Interest							138,138	525,380	+1,993
Soybean Meal(CBOT)
Jul11	110706	341.90	342.30	339.00	341.70	unch	7,680	4,036	-709
Aug11	110706	343.50	345.10	340.00	343.70	+0.20	24,186	48,376	-2,515
Sep11	110706	343.00	344.30	339.50	343.50	+0.60	8,770	24,741	-358
Oct11	110706	340.10	342.20	337.00	342.10	+2.00	3,510	16,559	+106
Dec11	110706	340.40	343.30	337.30	343.20	+2.30	33,541	78,579	+2,003
Jan12	110706	342.50	344.90	339.50	344.90	+2.20	1,512	6,881	+13
Mar12	110706	344.50	346.90	342.70	346.90	+2.10	1,110	4,788	+67
May12	110706	344.00	347.80	344.00	347.60	+2.00	650	6,019	-49
Total Volume and Open Interest							81,609	195,290	-1,266
Soybean Oil(CBOT)
Jul11	110706	55.31	55.45	54.90	55.27	+0.17	6,918	8,884	-1,128
Aug11	110706	55.33	55.60	55.06	55.43	+0.17	21,077	42,217	-437
Sep11	110706	55.57	55.81	55.28	55.64	+0.17	4,930	34,928	+372
Oct11	110706	55.98	56.05	55.57	55.89	+0.17	2,236	17,068	+123
Dec11	110706	56.39	56.55	55.98	56.39	+0.18	38,496	145,481	+830
Jan12	110706	56.57	56.79	56.34	56.67	+0.19	1,659	14,229	+356
Mar12	110706	56.57	57.10	56.56	56.97	+0.18	678	11,352	-51
May12	110706	56.99	57.28	56.99	57.12	+0.21	244	6,635	-66
Total Volume and Open Interest							76,479	285,057	+6
Canola(WCE)
Jul11	110706	573.2	573.2	573.2	573.2	+3.0	187	661	-674
Nov11	110706	551.0	559.0	551.0	558.2	+3.0	4,059	124,145	+509
Jan12	110706	561.0	566.8	559.6	565.9	+3.3	42	12,916	+115
Mar12	110706	564.7	573.9	564.6	573.0	+5.6	9	4,609	-13
May12	110706	568.0	576.3	568.0	576.3	+5.5	0	2,614	+247
Total Volume and Open Interest							4,297	148,229	+155
Corn(CBOT)
Jul11	110706	679.50	680.00	647.50	648.75	-31.75	30,771	19,502	-9,959
Sep11	110706	625.75	629.75	618.00	618.75	-6.75	126,729	391,778	-5,337
Dec11	110706	610.75	617.00	604.00	608.50	-4.00	230,888	492,466	-9,197
Mar12	110706	624.75	630.25	618.00	622.00	-4.00	34,442	111,542	+7,942
May12	110706	633.75	637.50	626.75	630.50	-4.50	10,473	24,154	+1,582
Jul12	110706	641.00	645.00	634.00	637.50	-3.25	18,409	65,727	+5,168
Total Volume and Open Interest							467,659	1,208,897	-9,117
Wheat(CBOT)
Jul11	110706	613.75	614.00	597.50	611.25	-2.50	3,803	3,005	-1,573
Sep11	110706	633.00	639.50	620.00	627.00	-8.50	60,394	182,678	-2,265
Dec11	110706	678.75	684.50	666.50	671.75	-9.00	29,259	136,535	+3,037
Mar12	110706	720.00	723.75	704.00	707.25	-13.50	6,256	39,232	+1,365
May12	110706	744.25	748.00	725.75	729.00	-15.50	1,207	9,801	-35
Total Volume and Open Interest							105,967	434,267	+1,167
Wheat(KCBT)
Jul11	110706	717.75	721.00	705.00	708.75	-9.75	3,919	3,162	+52
Sep11	110706	735.00	740.00	720.00	726.50	-9.50	11,913	77,011	+560
Dec11	110706	763.75	767.25	747.50	753.25	-9.00	6,555	55,408	+44
Mar12	110706	778.25	780.50	763.25	768.00	-9.50	2,041	12,498	+198
May12	110706	788.00	788.00	772.00	774.50	-13.50	599	2,727	+136
Total Volume and Open Interest							26,267	166,029	+1,144
Wheat(MGE)
Jul11	110706	862.00	863.75	862.00	863.75	-5.50	289	1,492	-415
Sep11	110706	832.50	837.50	818.00	827.50	-5.50	2,426	25,359	-468
Dec11	110706	833.25	835.75	817.50	822.50	-8.75	2,342	19,832	-551
Mar12	110706	842.75	845.00	827.25	830.50	-10.25	1,159	4,859	-14
May12	110706	843.75	843.75	828.25	829.75	-12.00	235	2,437	+6
Total Volume and Open Interest							6,942	60,933	-1,235
Oats(CBOT)
Jul11	110706	344.00	344.00	335.00	335.00	-4.50	39	66	-44
Sep11	110706	348.00	350.00	340.00	342.50	-4.50	391	4,040	+43
Dec11	110706	353.00	354.00	346.00	349.00	-4.00	707	7,345	-56
Mar12	110706	358.50	363.50	358.50	359.50	-4.00	247	765	+158
Total Volume and Open Interest							1,404	12,262	+118
Rough Rice(CBOT)
Jul11	110706	14.41	15.07	14.32	14.72	+0.34	256	650	-280
Sep11	110706	15.28	15.79	15.20	15.57	+0.28	1,126	10,545	+53
Nov11	110706	15.60	16.10	15.53	15.89	+0.28	190	5,358	+53
Jan12	110706	16.28	16.35	15.91	16.21	+0.30	12	310	+1
Total Volume and Open Interest							1,586	17,264	-173
Live Cattle(CME)
Aug11	110706	113.350	113.650	112.385	112.950	-0.400	30,835	128,175	-4,990
Oct11	110706	119.750	120.000	118.750	119.400	-0.450	13,851	90,789	+1,439
Dec11	110706	122.700	122.900	121.950	122.785	+0.085	8,557	65,673	+1,528
Feb12	110706	124.550	124.800	123.800	124.750	unch	4,420	24,105	+1,123
Apr12	110706	125.430	125.580	124.550	125.550	+0.070	1,554	11,566	+628
Jun12	110706	121.050	121.150	120.450	121.150	+0.070	662	4,063	+324
Total Volume and Open Interest							59,963	324,972	+105
Feeder Cattle(CME)
Aug11	110706	141.050	141.600	140.550	140.950	-0.335	4,443	19,418	-323
Sep11	110706	142.250	142.535	141.685	142.250	-0.325	1,512	7,426	+339
Oct11	110706	142.535	142.850	141.900	142.650	-0.250	1,554	5,749	+461
Nov11	110706	142.550	142.880	142.000	142.850	+0.050	474	3,440	+163
Jan12	110706	140.500	140.900	140.285	140.900	unch	130	1,367	+58
Mar12	110706	139.050	139.900	139.050	139.900	unch	41	217	-2
Apr12	110706	139.685	139.900	139.685	139.900	+0.100	9	75	+7
Total Volume and Open Interest							8,180	37,735	+719
Lean Hogs(CME)
Jul11	110706	95.930	96.350	95.635	96.035	+0.250	5,176	12,262	-815
Aug11	110706	93.480	94.300	93.430	93.600	+0.250	14,145	73,673	-2,162
Oct11	110706	87.135	87.635	86.650	87.285	+0.935	6,568	62,403	+1,241
Dec11	110706	85.450	86.000	85.300	85.750	-0.100	3,222	45,596	+781
Feb12	110706	87.600	88.180	87.580	87.950	+0.400	1,412	19,180	+774
Apr12	110706	88.750	89.400	88.700	89.350	+0.650	1,305	10,129	+667
May12	110706	92.450	92.800	92.050	92.800	+0.800	25	550	+23
Jun12	110706	94.680	95.400	94.600	95.400	+1.150	392	5,579	+288
Total Volume and Open Interest							32,557	232,489	+991
Class III Milk(CME)
Jul11	110701	20.53	20.55	20.40	20.51	-0.01	581	6,091	+126
Aug11	110706	19.09	19.17	18.80	18.89	-0.22	446	5,862	-1
Sep11	110706	18.37	18.55	18.22	18.32	-0.05	189	5,104	+25
Oct11	110706	17.94	18.05	17.78	17.86	-0.07	158	4,284	+40
Nov11	110706	17.37	17.39	17.26	17.26	-0.08	37	3,660	-4
Total Volume and Open Interest							991	32,674	-4,922
Cocoa(ICE)
Jul11	110706	3190	3249	3190	3202	-26	9	26	-8
Sep11	110706	3225	3248	3172	3188	-39	6,593	68,354	+79
Dec11	110706	3247	3267	3195	3208	-39	2,702	38,590	+519
Mar12	110706	3300	3301	3240	3244	-39	1,116	31,836	+136
May12	110706	3286	3301	3238	3244	-41	145	10,150	+65
Jul12	110706	3294	3297	3246	3246	-42	9	4,064	+7
Sep12	110706	3292	3300	3245	3245	-47	139	6,492	+83
Total Volume and Open Interest							10,721	166,520	+888
Coffee "C"(ICE)
Jul11	110706	265.75	266.85	265.75	266.85	-2.10	34	130	-81
Sep11	110706	268.80	269.60	265.80	267.50	-2.10	9,550	55,533	-355
Dec11	110706	271.55	272.75	269.10	270.90	-2.00	2,336	33,906	+277
Mar12	110706	273.10	274.75	271.80	273.05	-2.05	625	9,389	+198
May12	110706	274.30	275.25	273.15	274.30	-2.15	199	3,830	+89
Jul12	110706	273.65	274.00	272.00	272.75	-2.80	66	1,767	+27
Total Volume and Open Interest							12,877	107,282	+183
Orange Juice(ICE)
Jul11	110706	196.50	201.75	196.00	200.75	+2.65	340	720	-912
Sep11	110706	185.10	190.35	185.10	188.80	+2.20	1,170	26,038	+48
Nov11	110706	177.75	182.00	177.35	179.25	+0.70	110	6,007	-8
Jan12	110706	175.00	175.25	174.50	175.00	-0.15	12	1,231	+9
Mar12	110706	174.00	174.00	173.50	173.85	-0.60	2	262	+1
May12	110706	174.15	174.50	173.30	173.30	-0.75	1	178	+0
Total Volume and Open Interest							1,636	34,544	-861
Sugar #11(ICE)
Oct11	110706	27.59	27.74	27.00	27.68	+0.08	51,619	308,277	+3,720
Mar12	110706	27.15	27.15	26.38	27.00	+0.06	15,162	134,540	+264
May12	110706	25.92	26.10	25.29	25.98	+0.06	5,742	39,379	+424
Jul12	110706	25.05	25.20	24.46	25.16	+0.14	4,321	64,261	+1,771
Oct12	110706	24.27	24.56	23.88	24.54	+0.19	1,358	26,074	+274
Total Volume and Open Interest							79,328	609,217	+6,735
London Cocoa(LCE)
Jul11	110706	2000	2018	1976	1981	-19	2,024	37,701	-1,360
Sep11	110706	2032	2048	2005	2010	-13	2,772	54,516	+1,229
Dec11	110706	2052	2070	2028	2033	-13	1,221	41,781	+3,061
Mar12	110706	2077	2086	2045	2047	-15	592	38,853	+270
May12	110706	2081	2092	2052	2055	-12	144	12,427	-117
Jul12	110706	2097	2097	2055	2064	-11	0	4,138	-961
Sep12	110706	2086	2104	2063	2073	-8	0	3,318	+15
Total Volume and Open Interest							6,753	200,798	+2,137
London Sugar(LCE)
Aug11	110706	774.00	774.00	759.80	770.10	-1.20	1,579	15,202	-2,730
Oct11	110706	714.50	716.60	701.50	706.10	-9.30	518	18,235	+1,267
Dec11	110706	680.50	683.90	675.00	680.30	-8.60	82	5,856	-169
Mar12	110706	672.90	676.70	667.10	674.10	-7.40	115	6,604	+74
May12	110706	659.70	659.70	658.10	658.10	-6.00	129	2,927	+224
Total Volume and Open Interest							2,429	51,759	-1,321
Cotton(ICE)
Jul11	110706	159.97	160.95	152.00	155.40	-3.60	143	1,374	-184
Oct11	110706	118.40	120.85	116.07	116.98	-1.97	30	484	+1
Dec11	110706	115.85	117.73	112.60	113.42	-2.10	6,734	105,543	+839
Mar12	110706	108.07	111.00	106.54	107.35	-1.61	564	18,152	-14
May12	110706	105.97	107.00	103.64	104.17	-0.90	176	4,550	-86
Jul12	110706	102.81	103.03	100.50	101.56	-0.51	116	6,453	-3
Total Volume and Open Interest							7,766	140,014	+554
Lumber(CME)
Jul11	110706	241.0	241.0	235.2	238.0	-2.1	220	906	-243
Sep11	110706	261.0	261.0	252.4	254.0	-7.7	984	5,997	-180
Nov11	110706	270.0	270.0	264.3	265.0	-5.0	285	2,032	+68
Jan12	110706	288.1	292.8	286.2	291.5	-3.0	90	198	+65
Total Volume and Open Interest							1,582	9,146	-287
Crude Oil(NYM)
Aug11	110706	97.00	97.79	95.90	96.65	-0.24	263,626	299,737	-4,033
Sep11	110706	97.45	98.25	96.39	97.13	-0.25	65,541	199,216	+2,957
Oct11	110706	98.04	98.68	97.00	97.57	-0.30	36,294	73,585	-722
Nov11	110706	98.53	99.11	97.37	98.02	-0.35	30,389	62,199	+1,599
Dec11	110706	98.97	99.61	97.85	98.44	-0.39	51,373	184,695	-558
Jan12	110706	99.50	99.87	98.35	98.86	-0.43	12,688	52,423	-303
Feb12	110706	100.40	100.40	98.93	99.25	-0.45	4,456	26,474	-208
Mar12	110706	99.92	99.94	99.44	99.61	-0.48	3,407	30,863	-233
Apr12	110706	100.13	100.72	99.97	99.97	-0.49	2,497	18,958	+176
May12	110706	101.05	101.27	100.18	100.32	-0.51	2,658	17,158	-6
Jun12	110706	101.44	101.75	100.33	100.67	-0.52	11,091	72,384	-360
Jul12	110706	101.30	101.46	100.63	100.95	-0.52	2,006	31,530	-483
Aug12	110706	101.14	101.14	101.14	101.14	-0.52	1,313	13,895	+505
Sep12	110706	101.29	101.29	101.29	101.29	-0.53	1,097	14,568	-17
Oct12	110706	101.47	101.47	101.47	101.47	-0.51	618	10,266	+176
Nov12	110706	101.67	101.67	101.67	101.67	-0.50	442	21,950	+120
Total Volume and Open Interest							521,407	1,522,247	-771
e-miNY Crude Oil(NYM)
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	110706	97.650	98.200	96.400	97.125	-0.250	313	1,828	+90
Oct11	110706	98.075	98.075	97.575	97.575	-0.300	20	305	+13
Nov11	110706	98.025	98.025	98.025	98.025	-0.350	4	168	+0
Dec11	110706	98.075	98.600	98.050	98.450	-0.375	1	305	-1
Jan12	110706	98.900	98.900	98.850	98.850	-0.450	0	6	+0
Feb12	110706	99.250	99.250	99.250	99.250	-0.450	0	3	+0
Mar12	110706	99.600	99.600	99.600	99.600	-0.500	0	11	+0
Apr12	110706	99.975	99.975	99.975	99.975	-0.475
Total Volume and Open Interest							12,440	5,844	-8
Heating Oil(NYM)
Aug11	110706	295.31	297.79	292.84	296.33	+0.67	45,117	90,061	-5,280
Sep11	110706	297.04	299.14	294.59	297.91	+0.63	14,147	45,869	-1,804
Oct11	110706	298.52	300.42	296.95	299.61	+0.62	6,762	24,005	+1,239
Nov11	110706	301.44	302.27	298.14	301.52	+0.62	3,823	22,545	+656
Dec11	110706	304.51	304.61	300.01	303.41	+0.62	8,170	33,970	+460
Jan12	110706	302.50	306.05	302.50	305.16	+0.62	3,014	24,041	+1,299
Feb12	110706	304.55	306.50	304.10	305.64	+0.62	811	9,761	+319
Mar12	110706	301.92	305.95	301.92	305.01	+0.63	359	6,486	+31
Apr12	110706	301.95	304.01	301.95	303.11	+0.66	321	3,465	+145
May12	110706	300.00	301.79	300.00	301.23	+0.69	199	2,611	+54
Jun12	110706	297.92	300.79	297.92	300.11	+0.72	1,763	20,689	+303
Jul12	110706	300.66	300.66	300.66	300.66	+0.72	138	2,089	-15
Total Volume and Open Interest							85,208	297,471	-2,676
Gasoline(NYMEX)
Aug11	110706	297.74	301.45	294.40	299.76	+2.02	43,758	78,467	+1,687
Sep11	110706	293.48	296.67	290.62	295.53	+1.78	17,463	45,669	+518
Oct11	110706	281.50	282.80	278.00	282.03	+1.49	8,422	23,810	+93
Nov11	110706	275.85	278.97	275.85	278.82	+1.49	4,429	14,132	+717
Dec11	110706	276.15	278.49	273.21	277.39	+1.51	4,899	30,262	-67
Jan12	110706	276.50	278.01	274.33	277.59	+1.49	948	8,823	+464
Feb12	110706	275.30	279.00	275.00	278.96	+1.45	480	4,950	+17
Mar12	110706	278.84	280.62	278.84	280.62	+1.46	326	6,165	+265
Apr12	110706	291.90	291.90	291.90	291.90	+1.46	35	3,858	+2
May12	110706	290.52	291.82	290.50	291.82	+1.44	21	1,875	+9
Total Volume and Open Interest							81,425	233,809	+3,946
e-miNY RBOB Gasoline(NYM)
Aug11	110706	299.80	299.80	299.76	299.80	+2.10	0	3	+0
Sep11	110706	295.50	295.53	295.50	295.50	+1.70
Oct11	110706	282.00	282.03	282.00	282.00	+1.50	0	1	+0
Nov11	110706	278.80	278.82	278.80	278.80	+1.50
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110706	4.355	4.361	4.213	4.217	-0.146	71,500	161,230	+2,440
Sep11	110706	4.362	4.367	4.218	4.222	-0.149	26,756	211,331	-581
Oct11	110706	4.389	4.395	4.256	4.260	-0.149	25,438	117,678	+430
Nov11	110706	4.535	4.535	4.406	4.411	-0.130	12,795	84,666	+1,759
Dec11	110706	4.708	4.713	4.613	4.617	-0.120	6,981	46,632	+130
Jan12	110706	4.810	4.812	4.717	4.721	-0.117	12,152	93,443	+765
Feb12	110706	4.795	4.796	4.717	4.721	-0.116	2,025	22,249	+595
Mar12	110706	4.766	4.766	4.674	4.680	-0.114	3,088	47,331	+383
Apr12	110706	4.650	4.662	4.583	4.585	-0.099	4,075	43,910	+133
May12	110706	4.659	4.682	4.607	4.607	-0.099	207	10,093	-14
Jun12	110706	4.709	4.718	4.638	4.638	-0.098	265	11,082	-61
Jul12	110706	4.753	4.754	4.680	4.680	-0.098	200	9,652	+26
Aug12	110706	4.761	4.784	4.711	4.711	-0.098	184	7,666	-61
Sep12	110706	4.793	4.793	4.718	4.721	-0.097	206	7,319	-11
Oct12	110706	4.831	4.831	4.758	4.760	-0.096	2,314	27,525	+948
Nov12	110706	4.955	4.960	4.900	4.902	-0.089	102	4,657	+29
Total Volume and Open Interest							168,942	980,004	+7,175
Brent Crude Oil(ICE)
Aug11	110706	113.51	114.32	111.91	113.62	+0.01	44,885	143,091	-2,350
Sep11	110706	113.25	113.87	111.54	113.23	+0.03	29,852	167,022	+3,594
Oct11	110706	113.18	113.91	111.64	113.29	+0.10	12,381	65,697	-3,191
Nov11	110706	113.26	113.94	111.79	113.41	+0.13	5,431	37,803	-1,507
Dec11	110706	113.45	114.12	111.90	113.47	+0.14	9,741	93,978	+1,286
Jan12	110706	113.23	113.78	111.93	113.46	+0.14	928	21,140	-484
Feb12	110706	113.09	113.75	111.93	113.43	+0.16	494	18,317	+298
Mar12	110706	113.41	113.70	111.85	113.39	+0.18	439	32,256	-75
Apr12	110706	112.25	113.63	112.01	113.32	+0.18	223	11,246	+436
May12	110706	113.00	113.25	113.00	113.25	+0.18	192	7,925	+406
Jun12	110706	112.98	113.47	111.67	113.19	+0.18	1,056	40,631	+380
Jul12	110706	113.10	113.10	113.10	113.10	+0.19	701	7,337	+27
Aug12	110706	112.99	112.99	112.99	112.99	+0.20	325	4,512	-471
Sep12	110706	112.85	112.85	112.85	112.85	+0.20	10	7,086	+30
Total Volume and Open Interest							108,911	799,075	+3,238
Gas Oil(ICE)
Jul11	110706	933.00	935.00	920.75	929.50	+1.00	19,731	87,954	-5,730
Aug11	110706	934.00	938.75	924.00	933.25	+1.25	25,048	129,856	-2,781
Sep11	110706	939.25	941.00	927.00	936.25	+0.75	5,740	81,142	-1,567
Oct11	110706	942.50	942.75	930.75	938.75	+0.50	1,242	43,089	+717
Nov11	110706	940.50	944.50	932.00	940.75	+0.25	417	32,543	+971
Dec11	110706	947.00	948.00	934.25	943.25	+0.50	4,277	59,388	+1,777
Jan12	110706	948.75	950.00	938.50	946.00	+0.50	709	31,501	-118
Feb12	110706	951.00	951.25	939.25	947.50	+0.50	332	12,266	+166
Mar12	110706	952.25	954.50	939.75	948.75	+0.50	367	10,611	-176
Apr12	110706	943.25	949.25	943.25	949.25	+0.50	197	7,745	+146
Total Volume and Open Interest							58,856	601,705	-6,618
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110706	2.560	2.590	2.560	2.579	+0.007	104	1,390	-3
Sep11	110706	2.467	2.475	2.454	2.456	+0.002	145	1,519	+48
Oct11	110706	2.370	2.370	2.357	2.359	+0.002	67	1,287	-3
Nov11	110706	2.285	2.305	2.283	2.285	-0.001	36	867	+12
Dec11	110706	2.252	2.275	2.252	2.257	+0.004	43	1,318	+5
Jan12	110706	2.230	2.239	2.230	2.230	unch	23	562	+3
Feb12	110706	2.235	2.240	2.235	2.237	unch	22	259	+5
Total Volume and Open Interest							610	9,298	+58
WTI Crude Oil(ICE
Aug11	110706	97.02	97.76	95.90	96.65	-0.24	6,940	65,832	-2,563
Sep11	110706	97.55	98.21	96.38	97.13	-0.25	2,913	53,368	+858
Oct11	110706	98.08	98.66	96.99	97.57	-0.30	976	33,403	+1,192
Nov11	110706	98.85	99.08	97.50	98.02	-0.35	742	21,710	-792
Dec11	110706	99.24	99.60	97.91	98.44	-0.39	1,341	86,182	+396
Jan12	110706	100.02	100.02	98.52	98.86	-0.43	250	18,980	+268
Feb12	110706	99.87	99.94	98.78	99.25	-0.45	68	5,248	-136
Mar12	110706	100.24	100.77	99.18	99.61	-0.48	103	13,145	-72
Apr12	110706	100.51	100.71	99.57	99.97	-0.49	2	4,261	-197
May12	110706	100.32	100.32	100.32	100.32	-0.51	0	2,945	-87
Jun12	110706	101.17	101.46	100.34	100.67	-0.52	77	28,135	+4
Jul12	110706	100.95	100.95	100.95	100.95	-0.52	0	4,516	+2
Aug12	110706	101.14	101.14	101.14	101.14	-0.52	2	1,274	-2
Sep12	110706	101.29	101.29	101.29	101.29	-0.53	2	5,065	+2
Oct12	110706	101.47	101.47	101.47	101.47	-0.51	0	527	+0
Nov12	110706	101.67	101.67	101.67	101.67	-0.50	0	2,571	+0
Total Volume and Open Interest							13,696	461,262	-182
US Dollar Index(ICE)
Sep11	110706	74.925	75.535	74.770	75.440	+0.455	3,418	46,109	+1,630
Dec11	110706	75.595	75.890	75.595	75.870	+0.455	2	532	+4
Mar12	110706	76.370	76.370	76.370	76.370	+0.455	0	1	+0
Total Volume and Open Interest							3,420	46,642	+1,634
Australian Dollar(CME)
Sep11	110706	105.90	106.33	105.53	105.83	-0.07	95,294	118,964	+7,104
Dec11	110706	104.76	105.10	104.61	104.66	-0.06	65	325	-23
Mar12	110706	103.53	103.57	103.53	103.53	-0.04	0	2	+0
Total Volume and Open Interest							95,359	119,294	+7,081
British Pound(CME)
Sep11	110706	160.53	160.77	159.32	159.66	-0.67	103,048	112,388	+2,722
Dec11	110706	159.69	160.16	159.50	159.50	-0.66	44	195	+5
Mar12	110706	159.34	159.98	159.34	159.34	-0.64	0	2	+0
Total Volume and Open Interest							103,092	112,591	+2,727
Canadian Dollar(CME)
Sep11	110706	103.65	103.84	102.97	103.35	-0.35	56,621	96,850	+6,264
Dec11	110706	103.27	103.46	102.75	103.12	-0.34	89	3,838	+6
Mar12	110706	103.18	103.20	102.86	102.86	-0.34	5	536	+1
Jun12	110706	102.58	102.92	102.58	102.58	-0.34	0	250	+0
Total Volume and Open Interest							56,715	101,608	+6,271
Japanese Yen(CME)
Sep11	110706	123.36	123.87	123.33	123.63	+0.21	96,506	94,347	+404
Dec11	110706	123.80	123.80	123.52	123.74	+0.22	17	391	-3
Mar12	110706	123.90	123.90	123.66	123.90	+0.24	0	43	+0
Total Volume and Open Interest							96,523	94,797	+401
Swiss Franc(CME)
Sep11	110706	118.99	119.62	118.50	119.07	-0.01	53,422	47,671	-755
Dec11	110706	119.24	119.25	118.99	119.17	unch	21	135	+2
Mar12	110706	119.30	119.30	119.29	119.30	+0.01	0	2	+0
Total Volume and Open Interest							53,443	47,811	-753
EuroFX(CME)
Sep11	110706	143.97	144.37	142.56	142.66	-1.15	251,737	189,120	-37
Dec11	110706	143.68	143.78	142.25	142.27	-1.12	139	465	-5
Mar12	110706	141.94	142.94	141.75	141.84	-1.10	0	362	+0
Total Volume and Open Interest							251,876	190,778	-42
Mexican Peso(CME)
Jul11	110706	860.5	860.5	859.8	860.5	+0.8
Aug11	110706	858.5	858.5	857.8	858.5	+0.8
Total Volume and Open Interest							39,756	112,506	+11,781
30-Year T-Bonds(CBOT)
Sep11	110706	123~090	123~290	122~310	123~210	+0~150	253,988	602,930	-10,864
Dec11	110706	122~070	122~100	121~230	122~060	+0~150	40	111	+15
Mar12	110706	120~240	120~240	120~090	120~240	+0~150
Total Volume and Open Interest							254,028	603,041	-10,849
10-Year T-Notes(CBOT)
Sep11	110706	122~230	123~075	122~145	122~315	+0~105	1,215,429	1,760,311	-24,125
Dec11	110706	121~035	121~195	121~035	121~150	+0~105	1,347	10,741	+480
Mar12	110706	120~150	120~150	120~045	120~150	+0~105
Total Volume and Open Interest							1,216,776	1,771,052	-23,645
5-Year T-Notes(CBOT)
Sep11	110630	119~068	119~087	118~111	119~025	-0~039	833,652	1,544,712	-25,487
Dec11	110706	118~100	118~100	118~045	118~075	+0~030	0	4	+0
Mar12	110706	117~099	117~099	117~069	117~099	+0~030
Total Volume and Open Interest							623,520	1,462,747	-10,744
2 Year T-Notes(CBOT)
Sep11	110706	109~094	109~101	109~091	109~098	+0~004	242,237	981,067	-6,216
Dec11	110706	109~064	109~064	109~060	109~064	+0~004	0	31	+0
Mar12	110706	109~002	109~002	108~126	109~002	+0~004
Total Volume and Open Interest							242,237	981,098	-6,216
Eurodollars(CME)
Sep11	110706	99.640	99.655	99.615	99.630	-0.010	124,298	1,203,789	-8,138
Dec11	110706	99.565	99.570	99.530	99.545	-0.020	142,054	1,252,972	-5,463
Mar12	110706	99.505	99.515	99.480	99.495	-0.010	182,544	1,523,768	-4,280
Jun12	110706	99.395	99.405	99.380	99.395	+0.005	202,098	1,413,098	+8,009
Sep12	110706	99.210	99.240	99.190	99.230	+0.025	230,639	1,047,014	+9,574
Dec12	110706	98.980	99.025	98.955	99.010	+0.035	189,796	608,582	-8,178
Mar13	110706	98.745	98.805	98.715	98.785	+0.045	167,556	515,916	+536
Jun13	110706	98.490	98.560	98.455	98.535	+0.055	150,742	341,051	-1,331
Sep13	110706	98.230	98.310	98.195	98.285	+0.060	121,774	340,468	-3,967
Dec13	110706	97.965	98.055	97.925	98.020	+0.060	70,359	267,076	+1,477
Mar14	110706	97.710	97.795	97.670	97.765	+0.060	59,406	246,700	+2,388
Jun14	110706	97.435	97.535	97.405	97.500	+0.060	52,209	182,804	+2,956
Sep14	110706	97.180	97.270	97.150	97.240	+0.055	30,954	92,801	+2,367
Dec14	110706	96.930	97.010	96.890	96.980	+0.055	19,509	92,635	+1,227
Mar15	110706	96.705	96.780	96.670	96.755	+0.055	16,496	85,572	-50
Jun15	110706	4.735	4.810	4.695	4.780	+0.050	14,028	70,442	-536
Sep15	110706	4.530	4.600	4.495	4.570	+0.045	8,284	57,570	+226
Dec15	110706	4.335	4.400	4.305	4.370	+0.040	13,166	50,035	-1,199
Total Volume and Open Interest							1,822,152	9,702,757	-3,243
30 Day Federal Funds(CBOT)
Jul11	110706	99.910	99.915	99.908	99.910	+0.003	3,422	67,597	-124
Aug11	110706	99.885	99.900	99.885	99.890	+0.005	1,613	57,537	-123
Sep11	110706	99.870	99.875	99.865	99.870	unch	1,943	41,134	-341
Oct11	110706	99.855	99.865	99.850	99.860	+0.005	2,693	48,203	-754
Nov11	110706	99.840	99.850	99.835	99.845	+0.005	3,218	46,098	+630
Dec11	110706	99.830	99.840	99.830	99.835	+0.005	3,015	50,985	+552
Total Volume and Open Interest							38,612	714,741	-59,008
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110628	99.665	99.665	99.665	99.665	-0.003
Dec11	110706	99.662	99.662	99.662	99.662	unch	0	75	+0
Mar12	110706	99.655	99.655	99.655	99.655	unch
Jun12	110706	99.645	99.645	99.645	99.645	unch
Sep12	110706	99.580	99.580	99.580	99.580	unch
Dec12	110706	99.540	99.540	99.540	99.540	unch
Mar13	110706	99.540	99.540	99.540	99.540	unch
Jun13	110706	99.495	99.495	99.495	99.495	unch
Sep13	110706	99.355	99.355	99.355	99.355	unch
Dec13	110706	99.215	99.215	99.215	99.215	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110706	99.67	99.67	99.67	99.67	unch	2	1,335	+100
Dec11	110706	99.66	99.66	99.66	99.66	unch	0	1,392	+0
Mar12	110706	99.65	99.65	99.65	99.65	unch	5	1,823	+0
Jun12	110706	99.64	99.64	99.64	99.64	unch	0	1,464	+0
Sep12	110706	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110706	99.54	99.54	99.54	99.54	unch	0	24	+0
Mar13	110706	99.54	99.54	99.54	99.54	unch	0	1	+0
Jun13	110706	99.50	99.50	99.50	99.50	unch
Total Volume and Open Interest							7	6,450	+100
Japanese Gov't Bonds(SGX)
Sep11	110706	140.78	140.89	140.59	140.73	-0.08	1,517	23,889	+21
Dec11	110706	140.28	140.28	140.28	140.28	-0.08	0	2	+0
Mar12	110706	138.19	138.19	138.19	138.19	-0.08
Total Volume and Open Interest							1,517	23,891	+21
Euro-Bund(EUREX)
Sep11	110706	125.71	126.64	125.64	126.52	+0.90	425,534	956,454	-50,562
Dec11	110706	124.48	125.33	124.48	125.25	+0.88	40	282	+27
Mar12	110706	125.20	125.20	125.20	125.20	+0.90
Total Volume and Open Interest							425,574	956,736	+13,588
Euro-Bobl(EUREX)
Sep11	110706	116.73	117.37	116.68	117.25	+0.59	240,421	749,954	-13,003
Dec11	110706	116.30	116.30	116.30	116.30	+0.59	0	677	+1
Mar12	110706	116.28	116.28	116.28	116.28	+0.59
Total Volume and Open Interest							240,421	750,631	-13,002
3-Mth Euribor(EUREX)
Sep11	110706	98.240	98.240	98.240	98.240	unch	275	2,005	-123
Dec11	110706	98.090	98.090	98.090	98.090	+0.025	26	1,381	+26
Mar12	110706	98.015	98.015	98.015	98.015	+0.050	2	831	+0
Total Volume and Open Interest							309	6,817	-97
Long Gilt(LIFFE)
Sep11	110629	121~06	121~06	120~12	120~22	-0~23	84,026	359,346	-16
Dec11	110706	120~07	120~07	120~07	120~07	+0~26
Total Volume and Open Interest							67,512	354,916	-2,052
3-Mth Short Sterling(LIFFE)
Sep11	110706	99.13	99.13	99.11	99.12	unch	16,461	461,537	-3,018
Dec11	110706	99.07	99.08	99.05	99.06	-0.01	21,904	492,627	+13,256
Mar12	110706	99.00	99.01	98.98	98.99	unch	22,787	469,770	+1,286
Jun12	110706	98.88	98.90	98.88	98.89	+0.02	21,575	296,474	-2,189
Sep12	110706	98.72	98.76	98.72	98.75	+0.05	23,358	290,483	+764
Dec12	110706	98.51	98.57	98.50	98.56	+0.08	21,639	264,512	+3,729
Total Volume and Open Interest							165,851	2,652,082	+9,552
3-Mth Euribor(LIFFE)
Sep11	110706	98.235	98.255	98.235	98.240	unch	75,005	719,615	-3,326
Dec11	110706	98.065	98.110	98.065	98.090	+0.025	69,337	532,697	-3,558
Mar12	110706	97.975	98.035	97.970	98.015	+0.050	56,060	514,755	-6,116
Total Volume and Open Interest							403,543	3,487,330	-36,781
3-Mth Aus T-Bills(SFE)
Sep11	110706	95.17	95.19	95.14	95.16	-0.01	19,842	242,708	-6,969
Dec11	110706	95.16	95.18	95.14	95.16	unch	18,114	254,328	-1,627
Mar12	110706	95.11	95.14	95.09	95.11	unch	11,146	126,614	-4,857
Jun12	110706	95.03	95.07	95.02	95.04	+0.01	4,994	81,500	-579
Sep12	110706	94.96	95.00	94.95	94.97	unch	4,197	55,462	+1,782
Dec12	110706	94.91	94.92	94.90	94.91	unch	1,773	33,736	-264
Mar13	110706	94.86	94.87	94.84	94.86	unch	471	28,440	+449
Jun13	110706	94.79	94.80	94.78	94.79	unch	204	10,511	+172
Sep13	110706	94.76	94.76	94.74	94.74	unch	2	2,047	+0
Dec13	110706	94.70	94.70	94.68	94.68	unch	1	1,417	+0
Total Volume and Open Interest							60,744	836,908	-11,893
10-Year Aus T-Bonds(SFE)
Sep11	110706	94.78	94.82	94.77	94.78	+0.01	34,682	397,702	+1,641
Dec11	110706	94.78	94.78	94.78	94.78	+0.01
Total Volume and Open Interest							34,682	397,702	+1,641
3-Year Aus T-Bonds(SFE)
Sep11	110705	95.20	95.26	95.18	95.25	+0.11	198,305	653,962	-47,957
Dec11	110706	95.25	95.25	95.25	95.25	unch
Total Volume and Open Interest							96,604	630,283	-23,679
Gold(CMX)
Aug11	110706	1516.2	1534.5	1510.3	1529.2	+16.5	145,346	306,611	-583
Oct11	110706	1516.8	1535.2	1511.6	1530.3	+16.5	1,231	12,326	-42
Dec11	110706	1518.1	1536.4	1512.8	1531.5	+16.5	5,315	85,386	+3,045
Feb12	110706	1517.1	1537.2	1517.1	1532.7	+16.4	257	9,677	+42
Apr12	110706	1522.2	1539.0	1516.4	1534.2	+16.5	161	6,548	+76
Jun12	110706	1525.2	1537.5	1525.2	1535.8	+16.5	10	13,323	-4
Aug12	110706	1537.7	1537.7	1537.7	1537.7	+16.4	2	4,576	+2
Oct12	110706	1540.0	1540.0	1540.0	1540.0	+16.4	84	4,109	+0
Dec12	110706	1530.0	1543.9	1529.5	1542.5	+16.4	136	10,908	+34
Feb13	110706	1545.6	1545.6	1545.6	1545.6	+16.3	0	719	+0
Apr13	110706	1549.2	1549.2	1549.2	1549.2	+16.0	0	201	+0
Jun13	110706	1553.6	1553.6	1553.6	1553.6	+16.0	300	10,210	+66
Total Volume and Open Interest							154,341	494,169	+3,104
Silver(CMX)
Jul11	110706	3543.5	3619.5	3512.0	3591.1	+50.9	1,803	1,580	-280
Sep11	110706	3549.0	3628.5	3506.5	3591.6	+50.6	46,214	57,541	+741
Dec11	110706	3553.0	3628.0	3511.5	3593.6	+50.6	1,442	24,975	+71
Mar12	110706	3614.5	3614.5	3592.9	3592.9	+50.4	8	4,929	+1
May12	110706	3592.0	3592.0	3592.0	3592.0	+50.2	0	1,511	+0
Jul12	110706	3570.5	3600.0	3570.5	3591.5	+50.1	0	1,746	+0
Sep12	110706	3596.0	3596.0	3590.6	3590.6	+50.0	0	209	+0
Total Volume and Open Interest							49,946	111,606	+628
Platinum(NYMEX)
Jul11	110706	1740.0	1742.5	1733.4	1733.4	-9.2	54	222	-39
Oct11	110706	1742.0	1752.8	1721.7	1733.4	-8.7	5,590	30,241	-151
Jan12	110706	1741.5	1741.9	1730.6	1736.6	-8.8	20	831	+19
Apr12	110706	1746.9	1746.9	1739.4	1739.4	-8.5	0	72	+0
Total Volume and Open Interest							5,664	31,375	-171
Palladium(NYMEX)
Sep11	110706	774.35	780.50	765.00	773.20	-2.45	2,195	19,046	+97
Dec11	110706	776.25	777.05	766.60	774.30	-2.45	16	729	+12
Mar12	110706	119.39	120.14	119.39	120.14	-2.45	0	48	+0
Total Volume and Open Interest							2,211	19,825	+109
Copper(CMX)
Jul11	110706	432.70	433.50	429.80	432.65	-1.25	1,126	6,559	-748
Sep11	110706	434.10	434.80	430.10	433.50	-1.25	29,205	79,543	+3,022
Dec11	110706	435.15	436.05	431.65	435.05	-1.15	2,409	28,538	+537
Mar12	110706	434.30	436.15	434.30	436.10	-1.00	536	10,463	+112
May12	110706	434.75	436.25	434.30	436.25	-0.90	4	1,821	-1
Total Volume and Open Interest							33,747	134,802	+2,851
DJIA Index(CBOT)
Sep11	110706	12527	12585	12484	12569	+36	610	7,537	-22
Dec11	110706	12500	12500	12465	12500	+35	0	85	+0
Mar12	110706	12441	12441	12406	12441	+35
Jun12	110706	12374	12374	12339	12374	+35
Total Volume and Open Interest							610	7,622	-22
Mini DJIA Index(CBOT)
Sep11	110706	12528	12586	12478	12569	+36	121,985	97,282	+9,094
Dec11	110706	12467	12504	12430	12500	+35	66	317	-44
Mar12	110706	12441	12441	12441	12441	+35	0	11	+0
Jun12	110706	12374	12374	12374	12374	+35
Total Volume and Open Interest							122,051	97,610	+9,050
S & P 500(CME)
Sep11	110706	1336.30	1340.60	1326.50	1335.80	-0.90	15,187	258,275	+1,694
Dec11	110706	1330.40	1331.80	1322.30	1330.40	-0.90	200	10,624	+150
Mar12	110706	1324.90	1326.30	1316.80	1324.90	-0.90	0	4	+0
Jun12	110706	1319.90	1321.30	1311.80	1319.90	-0.90	0	5	+0
Total Volume and Open Interest							15,387	268,908	+1,844
S & P 500 E-Mini(Globex)
Sep11	110706	1336.00	1340.75	1326.50	1335.75	-1.00	1,955,127	2,468,230	-22,189
Dec11	110706	1331.00	1335.00	1321.75	1330.50	-0.75	827	8,999	-29
Total Volume and Open Interest							1,955,957	2,477,281	-22,219
NASDAQ 100(CME)
Sep11	110706	2370.00	2380.50	2358.00	2375.30	+3.30	2,282	10,754	+837
Dec11	110706	2370.00	2370.00	2355.00	2370.00	+3.20	0	2	+0
Mar12	110706	2367.50	2368.30	2367.50	2367.50	+3.20
Total Volume and Open Interest							2,282	10,756	+837
NASDAQ 100 E-Mini(Globex)
Sep11	110706	2370.00	2380.80	2358.50	2375.30	+3.30	238,609	288,216	+14,171
Dec11	110706	2368.50	2375.80	2354.50	2370.00	+3.20	30	149	+0
Total Volume and Open Interest							238,639	288,365	+14,171
S & P Midcap 400(CME)
Sep11	110706	998.25	1000.70	998.25	1000.70	+4.90	2	907	+1
Dec11	110706	999.40	999.40	998.50	999.40	+4.90
Mar12	110706	997.70	997.70	996.80	997.70	+4.90
Total Volume and Open Interest							2	907	+1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110630	9865	9940	9805	9900	+220	11,736	31,666	+3,008
Dec11	110706	10045	10045	9990	10045	+55	0	1	+0
Total Volume and Open Interest							6,440	33,608	-1,008
Nikkei 225(SGX)
Sep11	110706	9960	10085	9955	10080	+120	75,855	181,406	+9,448
Dec11	110706	9910	10025	9910	10025	+120	1	8,206	+13
Mar12	110706	10020	10020	10020	10020	+120	0	10	+0
Total Volume and Open Interest							76,028	203,759	+9,139
CAC 40(EURONEXT)
Jul11	110706	3999.5	4001.0	3942.5	3963.0	-21.0	50,709	331,504	-8,519
Aug11	110706	3968.5	3986.5	3955.0	3967.5	-21.5	15	158	+65
Sep11	110706	4003.0	4003.0	3950.0	3966.0	-22.0	641	19,073	-1,043
Total Volume and Open Interest							51,365	350,766	-9,497
Hang Seng Index(HKFE)
Jul11	110706	22684	22772	22470	22470	-316	65,898	87,380	-11,051
Aug11	110706	22650	22723	22435	22435	-310	420	222	+222
Sep11	110706	22554	22593	22341	22341	-317	296	3,079	+20
Total Volume and Open Interest							66,708	94,290	-34,786
DAX(EUREX)
Sep11	110706	7490.5	7495.0	7419.0	7450.5	-20.5	47,429	145,192	+302
Dec11	110706	7511.5	7511.5	7450.0	7481.5	-20.0	56	8,075	+114
Mar12	110706	7500.0	7519.5	7500.0	7516.0	-20.5	70	300	+81
Total Volume and Open Interest							47,555	153,567	+497
FT-SE 100(EURONEXT)
Sep11	110706	5989.00	6006.00	5940.00	5967.00	-21.00	50,412	671,749	+12,898
Dec11	110706	5980.00	5980.00	5919.50	5943.50	-21.00	5	801	+3
Mar12	110706	5906.00	5906.00	5906.00	5906.00	-21.00	0	170	+0
Total Volume and Open Interest							50,417	672,730	+12,901
SPI 200(SFE)
Sep11	110706	4589.0	4610.0	4563.0	4591.0	+1.0	24,441	182,421	-9,743
Dec11	110706	4592.0	4609.0	4592.0	4609.0	+3.0	39	4,564	-144
Mar12	110706	4588.0	4598.0	4588.0	4598.0	+1.0	0	1,600	+141
Total Volume and Open Interest							24,692	191,756	-9,408
GSCI(CME)
Jul11	110706	15.64	19.89	14.64	18.64	-1.00	196	10,478	-4
Aug11	110706	17.14	22.14	15.64	20.14	-1.00	0	32	+0
Sep11	110706	21.14	22.64	17.64	21.14	-1.00
Total Volume and Open Interest							196	10,510	-4
Reuters CCI(ICE)