MRCI's End of Day Prices

Daily Futures Price Listing Tue July 12, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jul11	110712	1352.50	1367.00	1342.00	1366.50	+14.00	1,520	3,114	-399
Aug11	110712	1347.25	1364.00	1334.25	1355.50	+9.00	18,096	64,561	-1,097
Sep11	110712	1345.50	1362.50	1332.50	1355.00	+10.50	7,755	31,283	+510
Nov11	110712	1349.00	1366.00	1334.25	1358.25	+11.25	65,982	290,448	-4,397
Jan12	110712	1356.75	1375.75	1345.25	1368.50	+11.25	9,991	44,391	+253
Mar12	110712	1363.00	1377.50	1350.50	1371.50	+9.25	1,582	21,234	+78
May12	110712	1362.00	1375.50	1350.25	1370.00	+8.50	1,939	27,119	+77
Total Volume and Open Interest							109,391	515,623	-4,742
Soybean Meal(CBOT)
Jul11	110712	343.00	349.30	342.40	348.50	+2.50	1,371	1,019	-303
Aug11	110712	348.10	353.10	343.80	349.90	+2.20	14,054	41,278	-1,279
Sep11	110712	348.30	354.40	344.90	351.00	+2.50	6,224	27,799	+774
Oct11	110712	348.70	355.30	345.80	352.30	+2.60	3,398	16,188	+71
Dec11	110712	351.70	358.00	347.50	354.90	+3.20	22,805	72,516	-1,053
Jan12	110712	352.10	359.30	349.70	356.40	+3.10	623	6,755	+3
Mar12	110712	354.10	360.40	351.30	357.60	+2.90	452	5,191	+34
May12	110712	351.30	360.10	351.30	357.00	+2.80	595	6,872	+118
Total Volume and Open Interest							50,579	182,964	-1,654
Soybean Oil(CBOT)
Jul11	110712	56.20	56.36	55.96	56.30	+0.10	2,936	2,914	-679
Aug11	110712	56.32	56.55	55.73	56.40	+0.08	17,402	40,836	-1,070
Sep11	110712	56.53	56.73	55.97	56.59	+0.05	9,115	36,871	-579
Oct11	110712	56.82	56.95	56.22	56.83	+0.05	2,708	17,577	-108
Dec11	110712	57.25	57.48	56.70	57.32	+0.06	34,357	147,793	+2,268
Jan12	110712	57.63	57.74	57.03	57.63	+0.06	2,732	16,233	+934
Mar12	110712	57.50	58.00	57.50	57.94	+0.08	906	12,359	+89
May12	110712	57.88	58.16	57.75	58.09	+0.08	1,049	6,513	+40
Total Volume and Open Interest							72,278	285,671	+1,022
Canola(WCE)
Jul11	110712	583.0	583.0	583.0	583.0	+7.0	15	58	+0
Nov11	110712	562.9	569.0	552.7	568.0	+7.0	9,002	117,773	-2,997
Jan12	110712	571.3	575.9	564.3	575.9	+6.8	1,019	14,624	+762
Mar12	110712	574.5	581.5	572.5	581.5	+5.4	277	5,203	+186
May12	110712	571.5	585.9	571.5	585.9	+6.2	12	2,694	+10
Total Volume and Open Interest							10,444	144,176	-1,921
Corn(CBOT)
Jul11	110712	682.00	713.50	667.00	697.00	+15.50	3,027	5,023	-1,020
Sep11	110712	643.00	669.75	623.75	664.00	+21.00	59,448	380,130	-472
Dec11	110712	633.00	661.00	612.25	658.00	+25.25	141,777	484,262	-3,203
Mar12	110712	645.75	673.50	625.75	670.75	+25.00	14,318	111,105	-1,003
May12	110712	651.25	680.00	637.00	677.50	+24.75	3,711	25,540	+753
Jul12	110712	658.75	686.00	639.00	682.00	+23.25	6,089	70,259	-115
Total Volume and Open Interest							233,183	1,180,723	-4,863
Wheat(CBOT)
Jul11	110712	636.00	662.75	620.00	662.75	+26.75	869	715	-314
Sep11	110712	639.00	676.25	615.25	672.00	+32.75	51,646	179,400	-1,333
Dec11	110712	674.50	707.00	651.00	705.25	+31.25	22,174	141,987	+2,028
Mar12	110712	705.00	731.25	684.00	729.75	+25.00	6,606	40,623	+1,168
May12	110712	720.25	748.00	707.25	746.50	+19.75	1,066	9,306	+102
Total Volume and Open Interest							85,375	436,800	+2,143
Wheat(KCBT)
Jul11	110712	693.25	715.75	691.25	713.75	+21.75	40	312	-771
Sep11	110712	710.50	739.50	693.25	733.00	+21.75	10,831	75,612	+232
Dec11	110712	737.75	766.00	720.00	759.75	+21.50	5,965	56,237	+1,266
Mar12	110712	754.00	781.50	737.25	776.25	+22.00	2,731	13,986	+818
May12	110712	751.50	786.00	748.00	779.00	+15.75	261	3,015	-19
Total Volume and Open Interest							20,671	165,121	+1,673
Wheat(MGE)
Jul11	110712	802.00	811.50	802.00	811.50	-3.00	215	823	-331
Sep11	110712	793.00	801.00	770.00	793.00	-1.25	4,434	24,591	-369
Dec11	110712	797.50	806.00	776.75	799.25	+1.00	1,888	19,751	+224
Mar12	110712	809.25	818.00	789.50	812.75	+3.00	735	4,974	+118
May12	110712	807.25	820.00	793.75	813.50	+0.75	187	2,486	-42
Total Volume and Open Interest							7,756	59,655	-291
Oats(CBOT)
Jul11	110712	351.50	355.75	346.00	355.75	+9.75	7	6	-2
Sep11	110712	348.50	356.50	342.75	355.75	+8.25	231	4,026	-56
Dec11	110712	355.00	364.25	351.00	363.00	+8.25	351	7,379	-80
Mar12	110712	370.00	373.50	365.25	373.50	+8.25	17	787	+17
Total Volume and Open Interest							606	12,244	-121
Rough Rice(CBOT)
Jul11	110712	14.81	15.35	14.81	15.35	+0.54	102	314	-86
Sep11	110712	15.53	16.20	15.53	16.19	+0.56	1,253	10,178	-101
Nov11	110712	15.90	16.50	15.90	16.50	+0.56	328	5,194	-54
Jan12	110712	16.25	16.81	16.22	16.81	+0.55	25	381	+23
Total Volume and Open Interest							1,771	16,557	-171
Live Cattle(CME)
Aug11	110712	114.850	115.050	113.950	114.035	-0.665	39,737	106,852	-10,642
Oct11	110712	120.700	120.930	119.900	119.950	-0.700	30,013	100,723	-689
Dec11	110712	124.750	125.000	124.135	124.535	-0.465	14,710	72,625	+3,197
Feb12	110712	125.950	126.200	125.480	126.000	-0.330	4,397	26,555	+600
Apr12	110712	126.700	127.400	126.250	127.350	+0.150	1,829	13,119	+709
Jun12	110712	122.300	122.900	121.800	122.900	+0.250	419	4,750	+236
Total Volume and Open Interest							91,173	325,301	-6,562
Feeder Cattle(CME)
Aug11	110712	143.500	143.500	141.900	142.035	-1.315	4,142	19,376	+18
Sep11	110712	143.900	143.985	142.435	142.685	-1.315	2,495	8,848	+342
Oct11	110712	144.130	144.285	143.235	143.600	-1.000	1,869	6,884	+459
Nov11	110712	144.150	144.300	143.380	143.435	-1.265	820	4,172	+284
Jan12	110712	142.235	142.400	141.880	142.100	-1.000	239	1,708	+108
Mar12	110712	141.200	141.550	141.100	141.450	-0.850	81	307	+39
Apr12	110712	141.050	142.500	141.000	142.500	unch	16	115	+7
Total Volume and Open Interest							9,677	41,484	+1,270
Lean Hogs(CME)
Jul11	110712	96.000	96.000	95.100	95.150	-0.985	6,364	7,560	-1,611
Aug11	110712	98.950	99.450	97.600	97.930	-1.250	25,042	57,912	-4,883
Oct11	110712	92.635	93.150	91.400	92.200	-0.550	22,436	65,174	+673
Dec11	110712	89.830	90.200	88.500	89.635	-0.615	9,786	54,626	+2,590
Feb12	110712	90.580	91.000	89.430	90.650	+0.015	3,970	24,982	+1,914
Apr12	110712	91.330	91.850	90.180	91.785	-0.115	3,622	13,810	+1,907
May12	110712	95.000	95.000	94.000	94.800	-0.500	27	620	+16
Jun12	110712	96.750	97.200	95.700	97.150	+0.050	1,039	7,304	+690
Total Volume and Open Interest							72,483	235,856	+1,438
Class III Milk(CME)
Jul11	110701	20.53	20.55	20.40	20.51	-0.01	581	6,091	+126
Aug11	110712	19.30	19.39	19.12	19.21	-0.05	316	5,922	+22
Sep11	110712	18.64	18.80	18.52	18.60	-0.04	67	5,145	+11
Oct11	110712	18.06	18.10	17.95	18.00	-0.06	109	4,360	+59
Nov11	110712	17.50	17.50	17.42	17.42	-0.04	22	3,673	+10
Total Volume and Open Interest							1,063	33,529	+305
Cocoa(ICE)
Jul11	110712	3097	3097	3076	3076	+18	0	6	-16
Sep11	110712	3050	3067	3005	3051	+1	11,021	71,639	-1,879
Dec11	110712	3080	3090	3030	3077	+1	2,737	39,268	+171
Mar12	110712	3106	3131	3075	3121	+7	1,296	32,996	+385
May12	110712	3118	3122	3118	3122	+7	156	10,230	+20
Jul12	110712	3124	3124	3123	3124	+7	69	4,169	+39
Sep12	110712	3111	3137	3111	3129	+6	126	6,763	+57
Total Volume and Open Interest							15,467	172,256	-1,181
Coffee "C"(ICE)
Jul11	110712	256.70	256.70	256.70	256.70	-1.20	15	87	-5
Sep11	110712	258.50	258.85	254.55	257.85	-1.20	8,243	54,013	-792
Dec11	110712	262.85	262.85	258.80	261.80	-1.05	2,825	35,646	+469
Mar12	110712	263.60	264.85	261.45	264.35	-0.95	370	9,306	-64
May12	110712	262.70	265.80	262.70	265.75	-0.95	380	4,108	+45
Jul12	110712	265.40	265.60	264.20	265.60	-0.35	213	1,907	+77
Total Volume and Open Interest							12,111	107,956	-240
Orange Juice(ICE)
Sep11	110712	187.00	190.90	185.05	189.30	+2.35	691	26,291	+18
Nov11	110712	176.10	179.45	175.00	179.10	+2.60	182	6,144	+42
Jan12	110712	172.25	175.50	172.25	175.20	+2.45	2	1,302	+1
Mar12	110712	171.75	174.50	171.75	174.50	+2.25	0	266	+0
May12	110712	173.00	173.50	173.00	173.50	+2.05	0	179	+0
Jul12	110712	173.25	173.25	173.25	173.25	+2.40	0	106	+0
Total Volume and Open Interest							912	34,816	+32
Sugar #11(ICE)
Oct11	110712	28.75	30.62	28.42	30.49	+1.57	54,034	312,971	+2,820
Mar12	110712	28.05	29.50	27.59	29.41	+1.34	20,510	143,772	+869
May12	110712	26.68	27.76	26.34	27.75	+1.03	6,898	43,454	-68
Jul12	110712	25.72	26.41	25.36	26.39	+0.77	4,812	63,688	-716
Oct12	110712	24.92	25.41	24.64	25.38	+0.51	1,545	26,557	+144
Total Volume and Open Interest							89,085	628,137	+3,117
London Cocoa(LCE)
Jul11	110712	1914	1917	1885	1909	+4	3,944	26,493	-3,553
Sep11	110712	1942	1950	1914	1936	+3	10,007	57,035	+606
Dec11	110712	1970	1976	1944	1965	+3	1,639	41,521	-338
Mar12	110712	1982	1997	1963	1982	+5	1,127	38,241	-548
May12	110712	1990	2001	1975	1991	+5	311	13,669	+155
Jul12	110712	2004	2013	1996	1999	+4	100	4,225	+74
Sep12	110712	2018	2023	1999	2007	+3	10	3,485	+12
Total Volume and Open Interest							17,138	192,779	-3,592
London Sugar(LCE)
Oct11	110712	738.50	780.40	737.40	779.30	+32.50	5,629	22,838	+2,019
Dec11	110712	710.00	747.80	706.10	746.00	+30.10	1,435	6,235	+251
Mar12	110712	699.30	731.00	695.80	730.80	+24.90	514	7,714	+307
May12	110712	680.80	700.50	680.80	699.00	+17.70	205	2,996	-31
Aug12	110712	654.00	674.30	654.00	674.10	+18.60	16	1,568	-14
Total Volume and Open Interest							12,075	54,157	+907
Cotton(ICE)
Oct11	110712	107.95	110.49	106.58	106.59	-4.99	40	512	-7
Dec11	110712	105.67	106.79	103.88	104.39	-4.49	7,805	102,823	-760
Mar12	110712	101.00	101.69	98.44	99.88	-3.56	1,302	20,827	+439
May12	110712	100.03	100.03	96.95	97.60	-2.78	120	4,535	-28
Jul12	110712	98.06	98.06	95.69	96.04	-2.07	53	6,326	-18
Oct12	110712	94.54	94.54	94.54	94.54	-2.22	0	3	+0
Total Volume and Open Interest							9,325	138,527	-374
Lumber(CME)
Jul11	110712	244.9	252.0	241.6	248.9	+1.8	174	534	-121
Sep11	110712	265.3	270.0	262.4	265.0	+1.0	770	6,115	-90
Nov11	110712	275.0	279.0	272.3	275.0	-2.5	372	2,095	+0
Jan12	110712	297.0	297.0	293.2	296.9	-4.6	58	587	-9
Total Volume and Open Interest							1,376	9,370	-218
Crude Oil(NYM)
Aug11	110712	95.09	97.50	93.55	97.43	+2.28	347,999	241,645	-21,826
Sep11	110712	95.55	97.93	94.02	97.85	+2.23	131,169	229,238	+13,933
Oct11	110712	96.05	98.34	94.50	98.27	+2.16	45,367	79,847	+451
Nov11	110712	96.45	98.79	95.00	98.74	+2.10	32,883	70,679	-1,041
Dec11	110712	97.08	99.28	95.50	99.24	+2.05	56,672	190,544	-1,001
Jan12	110712	97.38	99.76	96.11	99.71	+2.00	11,287	53,030	+234
Feb12	110712	97.80	100.15	96.49	100.12	+1.92	6,905	27,177	-568
Mar12	110712	97.38	100.56	97.38	100.51	+1.87	6,477	33,193	+1,349
Apr12	110712	98.03	100.86	97.80	100.85	+1.81	4,288	19,724	+624
May12	110712	98.33	101.21	98.05	101.15	+1.74	2,751	18,159	+96
Jun12	110712	99.01	101.46	98.25	101.43	+1.68	10,612	73,186	+261
Jul12	110712	100.00	101.69	100.00	101.69	+1.64	1,980	31,601	-268
Aug12	110712	101.88	101.88	101.88	101.88	+1.62	1,120	13,843	-182
Sep12	110712	101.93	102.04	101.93	102.04	+1.59	752	14,674	+51
Oct12	110712	102.22	102.22	102.22	102.22	+1.57	420	10,116	-42
Nov12	110712	102.43	102.43	102.43	102.43	+1.54	384	22,368	+66
Total Volume and Open Interest							692,799	1,529,024	-7,289
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	110712	95.375	97.900	94.000	97.850	+2.225	714	2,143	+76
Oct11	110712	95.475	98.275	95.425	98.275	+2.175	48	298	-1
Nov11	110712	98.200	98.750	98.100	98.750	+2.100	10	177	+5
Dec11	110712	96.050	99.250	96.050	99.250	+2.050	1	273	-15
Jan12	110712	99.700	99.700	99.700	99.700	+2.000	0	6	+0
Feb12	110712	100.125	100.125	100.125	100.125	+1.925	0	3	+0
Mar12	110712	98.500	100.500	98.500	100.500	+1.850	0	11	+0
Apr12	110712	100.850	100.850	100.850	100.850	+1.800
Total Volume and Open Interest							10,874	6,327	-180
Heating Oil(NYM)
Aug11	110712	308.38	308.95	304.09	308.76	+0.01	62,239	77,971	-6,520
Sep11	110712	309.11	310.13	305.78	309.99	+0.17	28,032	51,046	+3,488
Oct11	110712	307.88	311.51	307.21	311.38	+0.32	13,131	30,477	+2,633
Nov11	110712	312.15	313.19	309.07	313.07	+0.45	6,465	24,216	+83
Dec11	110712	311.11	314.86	309.59	314.75	+0.59	11,807	34,623	-557
Jan12	110712	313.77	316.42	312.91	316.28	+0.68	3,178	23,519	-52
Feb12	110712	313.22	316.56	313.22	316.56	+0.69	912	9,542	-132
Mar12	110712	313.50	315.81	313.50	315.81	+0.70	1,066	7,122	+30
Apr12	110712	312.80	313.91	312.75	313.91	+0.75	231	3,679	+138
May12	110712	308.77	311.99	308.75	311.99	+0.74	156	2,725	-39
Jun12	110712	308.20	310.99	308.20	310.99	+0.74	724	20,957	+46
Jul12	110712	311.54	311.54	311.54	311.54	+0.79	51	2,032	+0
Total Volume and Open Interest							128,391	299,479	-837
Gasoline(NYMEX)
Aug11	110712	306.70	309.98	302.50	309.82	+2.77	50,894	68,710	-7,003
Sep11	110712	302.20	304.70	297.95	304.56	+2.07	27,375	52,582	+3,746
Oct11	110712	287.60	290.78	285.58	290.72	+1.57	11,582	25,670	+303
Nov11	110712	282.94	287.20	282.64	287.11	+1.50	6,154	14,457	-237
Dec11	110712	284.20	286.02	280.39	285.88	+1.42	9,383	29,939	+256
Jan12	110712	284.00	286.46	280.70	286.35	+1.29	3,107	9,408	+304
Feb12	110712	285.22	287.86	285.22	287.86	+1.31	820	5,337	+82
Mar12	110712	286.00	289.65	286.00	289.65	+1.35	676	6,598	+91
Apr12	110712	298.11	300.85	298.11	300.85	+1.30	236	4,563	+9
May12	110712	300.92	300.92	300.92	300.92	+1.34	225	1,893	+8
Total Volume and Open Interest							113,459	236,927	-1,589
e-miNY RBOB Gasoline(NYM)
Aug11	110712	309.80	309.82	309.80	309.80	+2.70	0	3	+0
Sep11	110712	304.60	304.60	304.56	304.60	+2.10
Oct11	110712	290.70	290.72	290.70	290.70	+1.50	0	1	+0
Nov11	110712	287.10	287.11	287.10	287.10	+1.50
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110712	4.283	4.350	4.223	4.333	+0.045	86,654	152,570	-8,953
Sep11	110712	4.270	4.329	4.203	4.312	+0.035	47,472	206,245	+23
Oct11	110712	4.307	4.351	4.233	4.335	+0.033	34,029	128,508	+3,550
Nov11	110712	4.455	4.487	4.376	4.473	+0.026	25,649	94,281	+1,293
Dec11	110712	4.666	4.690	4.598	4.675	+0.019	12,284	42,987	-457
Jan12	110712	4.761	4.796	4.687	4.783	+0.019	14,206	99,162	+469
Feb12	110712	4.782	4.795	4.748	4.782	+0.017	1,757	23,359	+30
Mar12	110712	4.745	4.756	4.718	4.741	+0.013	3,982	48,513	+28
Apr12	110712	4.627	4.667	4.627	4.654	+0.012	6,195	45,683	+1,087
May12	110712	4.672	4.678	4.652	4.678	+0.012	828	10,186	-37
Jun12	110712	4.716	4.716	4.691	4.711	+0.012	1,147	11,523	+164
Jul12	110712	4.752	4.765	4.735	4.754	+0.012	426	9,469	+56
Aug12	110712	4.778	4.784	4.773	4.784	+0.011	463	7,952	+116
Sep12	110712	4.784	4.793	4.780	4.793	+0.010	461	6,933	-141
Oct12	110712	4.847	4.848	4.811	4.834	+0.010	1,816	30,880	+632
Nov12	110712	4.990	4.990	4.980	4.983	+0.007	165	4,888	+17
Total Volume and Open Interest							238,817	999,919	-2,039
Brent Crude Oil(ICE)
Aug11	110712	117.22	117.83	114.95	117.75	+0.51	217,547	94,931	-10,518
Sep11	110712	116.46	117.00	114.17	116.94	+0.48	159,515	199,619	+6,715
Oct11	110712	116.26	116.97	114.15	116.92	+0.50	70,063	87,376	+8,913
Nov11	110712	115.89	117.09	114.29	117.06	+0.53	27,554	41,342	+2,659
Dec11	110712	116.08	117.20	114.38	117.16	+0.57	62,803	97,374	+968
Jan12	110712	115.80	117.18	114.58	117.18	+0.62	12,002	22,036	+1,900
Feb12	110712	114.53	117.13	114.50	117.13	+0.66	6,198	17,958	+48
Mar12	110712	114.21	117.10	114.21	117.07	+0.69	7,112	32,546	+78
Apr12	110712	114.13	117.03	114.13	117.01	+0.71	2,807	11,679	+280
May12	110712	115.17	116.91	115.15	116.91	+0.72	1,496	8,059	+119
Jun12	110712	114.47	116.83	113.99	116.81	+0.72	6,939	40,229	-830
Jul12	110712	116.73	116.73	116.73	116.73	+0.74	862	7,713	+32
Aug12	110712	116.60	116.60	116.60	116.60	+0.73	641	4,811	-8
Sep12	110712	116.44	116.44	116.44	116.44	+0.73	857	7,375	+214
Total Volume and Open Interest							601,147	820,773	+10,890
Gas Oil(ICE)
Jul11	110712	960.75	961.00	951.50	958.75	unch	41,597	47,496	-10,068
Aug11	110712	967.00	969.75	953.00	967.00	+6.25	101,549	135,506	-3,147
Sep11	110712	969.50	972.25	955.25	969.50	+6.75	37,498	107,752	+10,958
Oct11	110712	968.75	974.50	958.00	971.75	+7.00	11,900	50,449	+142
Nov11	110712	969.75	975.75	959.00	973.25	+7.25	6,286	33,133	+1,290
Dec11	110712	971.75	977.75	960.00	974.75	+7.00	28,008	53,864	-2,145
Jan12	110712	973.50	977.00	966.00	977.00	+7.00	10,459	34,788	+3,842
Feb12	110712	966.50	979.50	965.00	978.00	+7.00	5,949	10,821	-971
Mar12	110712	972.00	978.75	968.25	978.75	+6.75	4,094	10,987	-449
Apr12	110712	975.50	978.75	973.25	978.75	+6.75	1,345	8,198	-83
Total Volume and Open Interest							256,269	602,334	+720
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110712	2.713	2.775	2.713	2.769	+0.056	244	1,249	+20
Sep11	110712	2.640	2.670	2.640	2.664	+0.059	96	1,708	+25
Oct11	110712	2.552	2.563	2.545	2.556	+0.054	60	1,314	+15
Nov11	110712	2.445	2.490	2.445	2.484	+0.052	17	900	+2
Dec11	110712	2.440	2.475	2.432	2.456	+0.057	41	1,313	-1
Jan12	110712	2.395	2.428	2.395	2.419	+0.062	33	569	+1
Feb12	110712	2.419	2.419	2.417	2.419	+0.053	28	276	+1
Total Volume and Open Interest							671	8,908	+133
WTI Crude Oil(ICE
Aug11	110712	94.96	97.49	93.55	97.43	+2.28	93,873	56,611	-3,373
Sep11	110712	95.48	97.92	94.01	97.85	+2.23	44,284	64,119	+2,965
Oct11	110712	95.81	98.35	94.47	98.27	+2.16	17,016	35,568	+1,670
Nov11	110712	95.68	98.79	95.07	98.74	+2.10	11,638	24,562	+662
Dec11	110712	96.41	99.27	95.55	99.24	+2.05	23,152	89,449	+751
Jan12	110712	97.08	99.71	96.20	99.71	+2.00	4,038	17,854	-851
Feb12	110712	96.70	100.12	96.70	100.12	+1.92	1,999	5,673	-174
Mar12	110712	97.15	100.51	97.15	100.51	+1.87	1,895	13,871	-79
Apr12	110712	98.60	100.85	98.49	100.85	+1.81	711	4,487	+157
May12	110712	101.15	101.15	101.15	101.15	+1.74	383	3,013	-4
Jun12	110712	99.16	101.45	99.16	101.43	+1.68	2,873	27,517	-202
Jul12	110712	101.69	101.69	101.69	101.69	+1.64	200	4,362	+9
Aug12	110712	101.88	101.88	101.88	101.88	+1.62	12	1,271	-5
Sep12	110712	102.04	102.04	102.04	102.04	+1.59	23	5,029	-10
Oct12	110712	102.22	102.22	102.22	102.22	+1.57	2	527	+0
Nov12	110712	102.43	102.43	102.43	102.43	+1.54	1	2,572	+0
Total Volume and Open Interest							213,730	473,341	+1,336
US Dollar Index(ICE)
Sep11	110712	76.395	77.175	76.085	76.235	-0.140	32,099	45,693	+631
Dec11	110712	76.980	77.420	76.660	76.675	-0.130	11	531	-1
Mar12	110712	77.175	77.175	77.175	77.175	-0.130	0	1	+0
Total Volume and Open Interest							32,110	46,225	+630
Australian Dollar(CME)
Sep11	110712	105.68	105.72	104.35	105.39	-0.12	114,141	128,215	+148
Dec11	110712	104.24	104.36	103.30	104.26	-0.10	45	331	+4
Mar12	110712	103.18	103.26	103.18	103.18	-0.08	0	2	+0
Total Volume and Open Interest							114,186	128,551	+152
British Pound(CME)
Sep11	110712	159.01	159.38	157.68	159.24	+0.30	134,967	112,771	-10,392
Dec11	110712	158.69	159.25	158.02	159.10	+0.31	39	253	+20
Mar12	110712	158.95	158.95	158.63	158.95	+0.32	0	2	+0
Total Volume and Open Interest							135,006	113,032	-10,372
Canadian Dollar(CME)
Sep11	110712	103.07	103.71	102.08	103.58	+0.47	90,475	102,013	-1,630
Dec11	110712	102.75	103.46	101.95	103.36	+0.45	139	3,818	+13
Mar12	110712	102.50	103.31	102.50	103.16	+0.47	3	551	+3
Jun12	110712	102.93	102.93	102.44	102.93	+0.49	2	255	+1
Total Volume and Open Interest							90,619	106,771	-1,613
Japanese Yen(CME)
Sep11	110712	124.68	126.39	124.48	126.00	+1.18	133,170	101,182	+5,100
Dec11	110712	124.68	126.43	124.68	126.14	+1.19	115	406	+16
Mar12	110712	125.57	126.34	125.14	126.34	+1.20	1	43	+0
Total Volume and Open Interest							133,286	101,647	+5,116
Swiss Franc(CME)
Sep11	110712	119.70	120.80	119.10	120.56	+0.75	60,100	46,468	-75
Dec11	110712	119.43	120.69	119.43	120.69	+0.75	20	164	+3
Mar12	110712	120.86	120.86	120.10	120.86	+0.76	0	2	+0
Total Volume and Open Interest							60,120	46,637	-72
EuroFX(CME)
Sep11	110712	140.19	140.37	138.11	140.00	+0.04	369,874	182,579	-4,802
Dec11	110712	139.83	139.87	137.94	139.68	+0.05	181	532	+42
Mar12	110712	138.30	139.36	138.30	139.36	+0.06	5	362	+0
Total Volume and Open Interest							370,060	184,304	-4,760
Mexican Peso(CME)
Jul11	110712	850.5	851.2	850.5	850.5	-0.8
Aug11	110712	848.5	849.2	848.5	848.5	-0.8
Total Volume and Open Interest							42,209	146,512	+6,475
30-Year T-Bonds(CBOT)
Sep11	110712	126~040	127~150	126~000	126~150	+0~090	386,178	605,543	+13,652
Dec11	110712	124~210	125~290	124~200	124~310	+0~090	857	1,204	+614
Mar12	110712	123~170	123~170	123~080	123~170	+0~090
Total Volume and Open Interest							387,035	606,747	+14,266
10-Year T-Notes(CBOT)
Sep11	110712	124~150	125~120	124~115	124~200	+0~025	1,756,412	1,765,719	+37,669
Dec11	110712	122~315	123~270	122~300	123~050	+0~030	1,401	14,685	+333
Mar12	110712	122~050	122~050	122~020	122~050	+0~030
Total Volume and Open Interest							1,757,813	1,780,404	+38,002
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	110712	119~058	119~058	119~055	119~058	+0~003	0	5	+0
Mar12	110712	118~082	118~082	118~079	118~082	+0~003
Total Volume and Open Interest							940,743	1,485,921	+16,243
2 Year T-Notes(CBOT)
Sep11	110712	109~116	109~122	109~108	109~113	-0~003	266,874	980,625	+4,461
Dec11	110712	109~082	109~082	109~082	109~082	unch	0	31	+0
Mar12	110712	109~020	109~020	109~020	109~020	unch
Total Volume and Open Interest							266,874	980,656	+4,461
Eurodollars(CME)
Sep11	110712	99.590	99.600	99.540	99.590	unch	207,448	1,213,277	+4,083
Dec11	110712	99.515	99.520	99.440	99.490	-0.020	324,086	1,271,262	+14,500
Mar12	110712	99.480	99.485	99.415	99.460	-0.015	379,604	1,536,973	+9,012
Jun12	110712	99.420	99.420	99.370	99.400	-0.015	339,384	1,408,701	+7,819
Sep12	110712	99.295	99.300	99.260	99.290	-0.010	395,712	1,045,871	-4,092
Dec12	110712	99.115	99.125	99.080	99.115	-0.010	344,308	682,860	+37,185
Mar13	110712	98.925	98.960	98.890	98.935	+0.005	272,831	532,760	+14,831
Jun13	110712	98.715	98.770	98.680	98.725	+0.010	225,033	354,077	+6,685
Sep13	110712	98.485	98.565	98.450	98.505	+0.015	226,656	371,276	+17,938
Dec13	110712	98.225	98.320	98.195	98.250	+0.020	144,599	279,969	+4,914
Mar14	110712	97.965	98.085	97.940	97.995	+0.020	100,834	249,849	+3,727
Jun14	110712	97.690	97.835	97.675	97.730	+0.020	77,344	184,972	+2,986
Sep14	110712	97.430	97.585	97.420	97.475	+0.025	43,788	91,556	+252
Dec14	110712	97.180	97.340	97.165	97.220	+0.030	35,070	101,617	+2,519
Mar15	110712	96.940	97.115	96.935	96.990	+0.030	27,930	83,822	+132
Jun15	110712	4.965	5.130	4.960	5.010	+0.030	25,606	70,854	+739
Sep15	110712	4.755	4.915	4.745	4.795	+0.030	13,658	55,745	-537
Dec15	110712	4.570	4.715	4.545	4.585	+0.030	16,908	47,533	+1,050
Total Volume and Open Interest							3,248,419	9,915,709	+131,239
30 Day Federal Funds(CBOT)
Jul11	110712	99.920	99.923	99.920	99.920	unch	2,008	68,669	+312
Aug11	110712	99.900	99.905	99.895	99.900	+0.005	2,272	55,613	-460
Sep11	110712	99.885	99.890	99.875	99.880	unch	4,797	47,442	+1,783
Oct11	110712	99.875	99.880	99.860	99.870	-0.005	3,052	51,087	+48
Nov11	110712	99.875	99.880	99.855	99.860	-0.010	4,967	47,523	+638
Dec11	110712	99.875	99.875	99.845	99.850	-0.015	8,328	54,062	+2,050
Total Volume and Open Interest							77,877	742,464	+14,223
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110712	99.662	99.662	99.662	99.662	-0.003	1	52	+1
Dec11	110712	99.660	99.660	99.660	99.660	-0.002	0	75	+0
Mar12	110712	99.652	99.652	99.652	99.652	-0.003
Jun12	110712	99.645	99.645	99.645	99.645	unch
Sep12	110712	99.580	99.580	99.580	99.580	unch
Dec12	110712	99.610	99.610	99.610	99.610	unch
Mar13	110712	99.610	99.610	99.610	99.610	unch
Jun13	110712	99.565	99.565	99.565	99.565	unch
Sep13	110712	99.425	99.425	99.425	99.425	unch
Dec13	110712	99.285	99.285	99.285	99.285	unch
Total Volume and Open Interest							1	127	+1
3-Mth Euro-Yen(SGX)
Sep11	110712	99.66	99.66	99.66	99.66	0.00	0	1,333	+0
Dec11	110712	99.66	99.66	99.66	99.66	0.00	0	1,392	+0
Mar12	110712	99.65	99.65	99.65	99.65	0.00	10	1,823	+0
Jun12	110712	99.65	99.65	99.64	99.64	unch	0	1,494	+0
Sep12	110712	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110712	99.61	99.61	99.61	99.61	unch	0	24	+0
Mar13	110712	99.61	99.61	99.61	99.61	unch	0	1	+0
Jun13	110712	99.57	99.57	99.57	99.57	unch
Total Volume and Open Interest							10	6,478	+0
Japanese Gov't Bonds(SGX)
Sep11	110712	141.13	141.76	141.13	141.63	+0.54	1,287	22,534	+0
Dec11	110712	141.18	141.18	141.18	141.18	+0.54	0	2	+0
Mar12	110712	139.09	139.09	139.09	139.09	+0.54
Total Volume and Open Interest							1,313	22,055	-481
Euro-Bund(EUREX)
Sep11	110712	129.27	130.91	128.59	128.89	-0.25	1,172,025	959,214	+21,050
Dec11	110712	127.83	129.52	127.37	127.59	-0.26	534	291	+2
Mar12	110712	127.57	127.57	127.57	127.57	-0.25
Total Volume and Open Interest							1,172,559	959,505	+21,052
Euro-Bobl(EUREX)
Sep11	110712	119.04	120.04	118.43	118.68	-0.23	683,346	736,059	+3,076
Dec11	110712	117.71	117.71	117.71	117.71	-0.25	17	676	-1
Mar12	110712	117.71	117.71	117.71	117.71	-0.25
Total Volume and Open Interest							683,363	736,735	+3,075
3-Mth Euribor(EUREX)
Sep11	110712	98.355	98.355	98.325	98.340	+0.025	330	1,890	-103
Dec11	110712	98.325	98.340	98.295	98.295	+0.025	11	1,386	-10
Mar12	110712	98.330	98.330	98.240	98.270	+0.020	0	839	+0
Total Volume and Open Interest							350	6,715	-113
Long Gilt(LIFFE)
Sep11	110629	121~06	121~06	120~12	120~22	-0~23	84,026	359,346	-16
Dec11	110712	121~23	121~23	121~23	121~23	-0~02
Total Volume and Open Interest							132,817	368,117	-2,684
3-Mth Short Sterling(LIFFE)
Sep11	110712	99.08	99.09	99.04	99.08	unch	43,712	456,283	+16,204
Dec11	110712	99.03	99.06	99.00	99.04	unch	62,162	502,162	+7,764
Mar12	110712	99.00	99.05	98.97	99.01	+0.02	74,334	477,322	+6,499
Jun12	110712	98.91	99.00	98.91	98.95	+0.02	92,030	321,682	+3,636
Sep12	110712	98.86	98.93	98.81	98.85	+0.02	103,035	312,069	+13,806
Dec12	110712	98.71	98.80	98.66	98.70	+0.02	75,072	272,564	-838
Total Volume and Open Interest							552,617	2,729,049	+55,919
3-Mth Euribor(LIFFE)
Sep11	110712	98.300	98.395	98.300	98.340	+0.025	129,555	674,276	-17,807
Dec11	110712	98.275	98.395	98.260	98.295	+0.025	185,444	557,931	+19,859
Mar12	110712	98.260	98.415	98.230	98.270	+0.020	164,879	501,038	-4,166
Total Volume and Open Interest							1,084,029	3,474,148	+25,475
3-Mth Aus T-Bills(SFE)
Sep11	110712	95.18	95.31	95.17	95.28	+0.10	34,293	226,951	-8,311
Dec11	110712	95.21	95.37	95.21	95.36	+0.15	32,839	249,693	+1,644
Mar12	110712	95.21	95.38	95.20	95.37	+0.17	16,209	134,295	+3,160
Jun12	110712	95.15	95.34	95.15	95.34	+0.20	4,493	84,775	+613
Sep12	110712	95.08	95.28	95.08	95.28	+0.21	1,360	53,628	-262
Dec12	110712	95.02	95.21	95.01	95.21	+0.21	817	33,429	+173
Mar13	110712	95.00	95.14	95.00	95.14	+0.20	415	27,467	+124
Jun13	110712	94.94	95.06	94.94	95.06	+0.19	200	10,411	+195
Sep13	110712	94.89	95.00	94.89	95.00	+0.18	0	2,033	+0
Dec13	110712	94.94	94.94	94.94	94.94	+0.18	0	1,417	+0
Total Volume and Open Interest							90,626	824,265	-2,664
10-Year Aus T-Bonds(SFE)
Sep11	110712	94.89	95.06	94.89	95.05	+0.16	61,622	395,077	+9,267
Dec11	110712	95.05	95.05	95.05	95.05	+0.16
Total Volume and Open Interest							61,622	395,077	+9,267
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	110712	95.55	95.55	95.55	95.55	+0.18
Total Volume and Open Interest							168,098	633,387	+24,273
Gold(CMX)
Aug11	110712	1554.8	1574.3	1541.1	1562.3	+13.1	159,728	286,401	-1,975
Oct11	110712	1553.6	1574.4	1542.3	1563.3	+13.1	775	13,869	+236
Dec11	110712	1555.7	1576.0	1543.3	1564.4	+13.1	29,679	105,010	+11,933
Feb12	110712	1557.1	1575.5	1545.4	1565.8	+13.2	579	10,415	-120
Apr12	110712	1550.7	1579.1	1550.7	1567.4	+13.3	173	6,459	+9
Jun12	110712	1560.0	1576.0	1551.3	1569.0	+13.3	21	13,940	-19
Aug12	110712	1555.7	1570.8	1555.7	1570.8	+13.3	35	4,609	+14
Oct12	110712	1563.5	1573.0	1563.5	1573.0	+13.3	0	4,109	+0
Dec12	110712	1566.1	1576.3	1554.1	1575.4	+13.3	148	11,360	+80
Feb13	110712	1578.4	1587.1	1578.4	1578.4	+13.4	251	1,175	+226
Apr13	110712	1581.9	1581.9	1581.9	1581.9	+13.4	0	201	+0
Jun13	110712	1585.9	1585.9	1585.9	1585.9	+13.3	201	10,793	+176
Total Volume and Open Interest							194,143	506,284	+12,788
Silver(CMX)
Jul11	110712	3584.5	3639.0	3485.0	3562.9	-6.0	280	715	-47
Sep11	110712	3582.0	3645.0	3481.0	3563.4	-6.4	44,291	56,728	+420
Dec11	110712	3581.5	3643.5	3484.0	3565.0	-6.4	1,634	26,119	+277
Mar12	110712	3559.5	3638.0	3558.0	3564.2	-6.2	89	5,147	+21
May12	110712	3563.2	3563.2	3563.2	3563.2	-6.3	10	1,538	+0
Jul12	110712	3561.5	3562.6	3561.5	3562.6	-6.4	21	1,751	-10
Sep12	110712	3561.1	3609.5	3561.1	3561.1	-6.5	4	204	+2
Total Volume and Open Interest							46,720	111,206	+667
Platinum(NYMEX)
Jul11	110712	1719.1	1734.4	1717.7	1734.4	+8.4	2	49	-9
Oct11	110712	1731.9	1744.1	1710.5	1736.3	+8.0	5,097	30,159	-927
Jan12	110712	1737.0	1746.0	1737.0	1739.6	+7.9	31	965	+24
Apr12	110712	1742.0	1742.0	1742.0	1742.0	+7.9	1	80	+0
Total Volume and Open Interest							5,131	31,264	-912
Palladium(NYMEX)
Sep11	110712	769.00	771.60	747.75	767.45	unch	2,701	19,591	+82
Dec11	110712	765.55	768.55	749.00	768.55	unch	88	761	+25
Mar12	110712	114.39	114.39	114.39	114.39	unch	0	49	+0
Total Volume and Open Interest							2,789	20,401	+107
Copper(CMX)
Jul11	110712	435.10	438.65	431.10	438.15	+2.30	504	3,920	-250
Sep11	110712	437.40	440.85	431.45	439.15	+2.35	40,937	88,410	+166
Dec11	110712	438.50	442.00	433.05	440.75	+2.40	2,209	30,710	+532
Mar12	110712	439.45	442.25	439.45	441.80	+2.40	281	11,192	+13
May12	110712	436.50	441.85	436.50	441.85	+2.50	48	1,884	+34
Total Volume and Open Interest							44,781	143,893	+727
DJIA Index(CBOT)
Sep11	110712	12485	12515	12326	12413	-76	560	8,998	+24
Dec11	110712	12343	12419	12343	12343	-76	0	85	+0
Mar12	110712	12274	12350	12274	12274	-76
Jun12	110712	12204	12280	12204	12204	-76
Total Volume and Open Interest							560	9,083	+24
Mini DJIA Index(CBOT)
Sep11	110712	12485	12516	12319	12413	-76	122,904	107,135	+3,779
Dec11	110712	12393	12440	12263	12343	-76	114	396	+44
Mar12	110712	12274	12274	12274	12274	-76	0	11	+0
Jun12	110712	12204	12204	12204	12204	-76
Total Volume and Open Interest							123,018	107,542	+3,823
S & P 500(CME)
Sep11	110712	1318.10	1323.30	1295.30	1310.70	-7.90	14,306	262,351	+1,253
Dec11	110712	1314.50	1316.20	1303.70	1305.30	-7.90	0	10,521	-2
Mar12	110712	1299.80	1310.70	1298.20	1299.80	-7.90	0	26	+0
Jun12	110712	1294.80	1305.70	1293.20	1294.80	-7.90	0	5	+0
Total Volume and Open Interest							14,306	272,903	+1,251
S & P 500 E-Mini(Globex)
Sep11	110712	1318.00	1323.25	1295.25	1310.75	-7.75	2,253,551	2,525,676	+23,205
Dec11	110712	1311.50	1316.50	1290.25	1305.25	-8.00	894	9,803	+451
Total Volume and Open Interest							2,254,445	2,535,669	+23,656
NASDAQ 100(CME)
Sep11	110712	2365.00	2366.00	2330.50	2344.50	-22.50	4,040	14,042	+1,941
Dec11	110712	2339.00	2339.00	2335.00	2339.00	-22.50	0	2	+0
Mar12	110712	2336.50	2336.50	2333.50	2336.50	-22.50
Total Volume and Open Interest							4,040	14,044	+1,941
NASDAQ 100 E-Mini(Globex)
Sep11	110712	2365.80	2366.50	2330.50	2344.50	-22.50	283,491	337,636	+20,810
Dec11	110712	2349.00	2359.80	2325.80	2339.00	-22.50	128	133	-10
Total Volume and Open Interest							283,619	337,769	+20,800
S & P Midcap 400(CME)
Sep11	110712	980.00	984.00	977.00	978.40	-5.10	73	1,266	+73
Dec11	110712	977.10	977.10	975.70	977.10	-5.10
Mar12	110712	975.40	975.40	974.00	975.40	-5.10
Total Volume and Open Interest							73	1,266	+73
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110630	9865	9940	9805	9900	+220	11,736	31,666	+3,008
Dec11	110712	9810	9905	9810	9810	-95	1	1	+0
Total Volume and Open Interest							10,877	37,282	+824
Nikkei 225(SGX)
Sep11	110712	10050	10060	9870	9885	-185	67,778	183,673	+0
Dec11	110712	9900	9900	9830	9830	-310	1	8,206	+0
Mar12	110712	9825	9825	9825	9825	-180	0	10	+0
Total Volume and Open Interest							94,921	207,895	-2,676
CAC 40(EURONEXT)
Jul11	110712	3755.5	3789.5	3663.0	3773.5	-37.5	147,650	366,911	+4,498
Aug11	110712	3757.0	3792.5	3669.0	3778.0	-37.0	1,310	3,692	+740
Sep11	110712	3756.0	3789.0	3682.0	3776.5	-37.5	758	21,482	+216
Total Volume and Open Interest							149,719	392,117	+5,455
Hang Seng Index(HKFE)
Jul11	110712	22092	22098	21544	21575	-795	66,344	87,596	+350
Aug11	110712	22013	22054	21510	21538	-791	834	1,071	+220
Sep11	110712	21939	21960	21430	21446	-793	230	3,078	-3
Total Volume and Open Interest							67,468	95,481	+571
DAX(EUREX)
Sep11	110712	7163.0	7225.0	7014.5	7195.0	-60.0	149,262	150,979	+2,106
Dec11	110712	7200.0	7250.0	7052.5	7223.5	-60.0	839	8,310	+49
Mar12	110712	7243.0	7259.5	7084.5	7254.5	-60.0	91	284	-20
Total Volume and Open Interest							150,192	159,573	+2,135
FT-SE 100(EURONEXT)
Sep11	110712	5889.00	5889.00	5754.00	5839.50	-53.00	126,343	688,741	+1,658
Dec11	110712	5761.50	5816.00	5761.00	5816.00	-53.50	2	802	-1
Mar12	110712	5779.50	5779.50	5779.50	5779.50	-53.00	0	170	+0
Total Volume and Open Interest							126,345	689,733	+1,657
SPI 200(SFE)
Sep11	110712	4552.0	4557.0	4459.0	4466.0	-94.0	29,063	184,115	+14
Dec11	110712	4536.0	4536.0	4484.0	4484.0	-95.0	57	4,642	+10
Mar12	110712	4470.0	4470.0	4470.0	4470.0	-95.0	2	1,630	+2
Total Volume and Open Interest							29,187	193,989	+7
GSCI(CME)
Jul11	110712	19.64	33.64	18.64	33.64	+8.00	1,588	8,951	-1,276
Aug11	110712	23.94	34.84	19.64	34.69	+8.05	1,337	1,454	+1,332
Sep11	110712	35.74	35.84	20.64	35.74	+8.10
Total Volume and Open Interest							2,925	10,405	+56
Reuters CCI(ICE)