MRCI's End of Day Prices

Daily Futures Price Listing Fri July 15, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110715	1382.00	1397.00	1376.50	1385.75	+3.75	26,088	58,982	-3,052
Sep11	110715	1380.00	1394.00	1374.25	1383.00	+3.25	16,194	35,070	+2,340
Nov11	110715	1384.25	1398.50	1378.25	1387.00	+3.00	98,648	289,401	+2,150
Jan12	110715	1392.50	1406.25	1387.25	1395.75	+3.50	14,715	49,434	+2,034
Mar12	110715	1394.25	1406.50	1387.75	1396.50	+3.25	7,557	22,986	+1,500
May12	110715	1388.00	1399.00	1383.25	1390.25	+2.75	5,496	29,844	+1,696
Jul12	110715	1389.00	1400.00	1385.50	1391.25	+2.00	3,076	12,806	+938
Total Volume and Open Interest							174,188	521,852	+7,595
Soybean Meal(CBOT)
Aug11	110715	357.10	362.90	355.90	360.30	+3.30	16,605	33,581	-2,725
Sep11	110715	358.40	364.00	357.20	362.10	+3.60	8,926	28,182	-115
Oct11	110715	359.40	364.20	358.90	362.70	+3.10	2,433	15,094	-134
Dec11	110715	362.70	367.90	361.40	365.90	+3.10	27,421	68,585	-437
Jan12	110715	363.60	368.40	362.70	366.70	+3.00	1,253	6,739	-37
Mar12	110715	362.10	368.20	362.10	366.90	+3.10	795	5,766	+27
May12	110715	362.00	365.60	361.10	364.80	+3.10	1,481	7,086	+66
Jul12	110715	362.50	364.90	361.70	364.80	+3.10	831	1,928	+186
Total Volume and Open Interest							60,546	170,901	-3,233
Soybean Oil(CBOT)
Aug11	110715	57.40	57.94	57.00	57.35	+0.04	25,339	38,954	+331
Sep11	110715	57.65	58.17	57.22	57.56	+0.04	11,989	38,218	+723
Oct11	110715	57.79	58.37	57.50	57.78	+0.02	2,070	17,697	+99
Dec11	110715	58.30	58.88	57.92	58.26	+0.02	49,806	151,483	+6,122
Jan12	110715	58.68	59.05	58.24	58.53	unch	2,963	20,077	+1,147
Mar12	110715	58.87	59.70	58.48	58.78	-0.01	538	12,636	+60
May12	110715	58.96	59.54	58.58	58.86	-0.07	812	6,870	+10
Jul12	110715	59.67	59.68	58.85	59.01	-0.07	424	1,899	+77
Total Volume and Open Interest							94,324	290,846	+8,078
Canola(WCE)
Jul11	110714	591.8	591.8	591.8	591.8	+4.0
Nov11	110715	575.6	582.2	573.0	575.4	-1.4	11,830	120,275	+3,517
Jan12	110715	584.2	589.5	580.5	583.0	-1.8	2,136	14,745	+268
Mar12	110715	584.5	593.6	584.5	588.2	-2.3	1,023	5,674	+320
May12	110715	590.1	599.3	590.0	592.5	-2.1	892	3,560	+614
Total Volume and Open Interest							15,987	148,213	+4,781
Corn(CBOT)
Sep11	110715	690.75	711.00	686.75	701.25	+10.50	82,128	373,231	-3,026
Dec11	110715	678.50	696.00	673.00	685.00	+6.50	191,781	491,348	-4,179
Mar12	110715	690.00	706.25	684.75	695.25	+5.00	21,674	115,454	+2,086
May12	110715	695.75	711.25	690.25	700.50	+4.75	5,937	25,751	+314
Jul12	110715	699.50	715.50	694.25	704.50	+4.00	10,026	71,282	+542
Sep12	110715	660.00	673.75	658.00	658.00	-7.50	1,756	6,985	+166
Total Volume and Open Interest							326,340	1,185,912	-2,277
Wheat(CBOT)
Sep11	110715	706.75	716.50	692.50	694.75	-12.25	91,533	169,054	-4,193
Dec11	110715	738.00	746.75	721.00	723.50	-14.50	45,172	144,762	+1,350
Mar12	110715	764.75	774.50	752.00	754.25	-10.75	15,920	45,252	+2,651
May12	110715	783.00	792.75	770.25	772.25	-11.25	3,890	9,461	-80
Jul12	110715	795.50	804.75	781.75	784.25	-11.25	6,905	43,472	+776
Total Volume and Open Interest							165,023	434,947	+839
Wheat(KCBT)
Sep11	110715	764.00	781.50	762.25	764.50	-0.75	18,993	74,198	-1,097
Dec11	110715	790.75	807.25	788.00	789.75	-1.25	14,131	57,492	+174
Mar12	110715	806.25	822.00	803.25	804.00	-3.00	3,933	16,383	+1,031
May12	110715	820.50	828.25	809.25	810.00	-4.00	441	3,141	+1
Jul12	110715	823.50	832.00	813.50	813.50	-4.25	1,480	13,216	+285
Total Volume and Open Interest							39,205	167,665	+377
Wheat(MGE)
Jul11	110714	842.00	842.00	842.00	842.00	+20.75	268	369	-251
Sep11	110715	830.00	840.75	821.25	823.75	-5.25	5,460	21,876	-885
Dec11	110715	828.50	840.25	823.25	825.50	-3.00	5,137	20,005	-176
Mar12	110715	840.25	851.25	835.00	837.50	-2.75	1,915	6,556	+300
May12	110715	841.50	854.75	838.50	840.25	-3.00	464	2,785	+105
Total Volume and Open Interest							15,241	60,124	+381
Oats(CBOT)
Sep11	110715	359.25	367.75	352.25	355.00	-5.00	208	4,100	-24
Dec11	110715	368.50	376.50	361.25	364.50	-4.00	493	7,362	-48
Mar12	110715	380.00	380.00	374.50	374.50	-4.00	30	815	+19
May12	110715	387.00	387.00	381.00	381.00	-4.00	0	17	+0
Total Volume and Open Interest							731	12,323	-53
Rough Rice(CBOT)
Jul11	110714	16.00	16.00	15.72	15.94	+0.18	204	207	-83
Sep11	110715	17.00	17.19	16.62	17.00	0.00	942	10,316	+123
Nov11	110715	17.38	17.51	17.01	17.32	+0.01	327	5,143	-50
Jan12	110715	17.60	17.75	17.59	17.64	+0.03	22	444	+1
Total Volume and Open Interest							1,375	16,548	-9
Live Cattle(CME)
Aug11	110715	110.850	111.285	110.000	110.600	+0.050	35,084	81,673	-8,430
Oct11	110715	117.150	117.600	116.300	116.850	-0.350	29,302	115,263	+5,544
Dec11	110715	121.400	121.850	120.450	120.850	-0.730	12,835	80,748	+1,345
Feb12	110715	123.480	124.100	123.080	123.700	+0.020	4,365	28,358	+257
Apr12	110715	124.930	125.680	124.600	125.400	+0.050	2,340	15,134	+637
Jun12	110715	120.500	121.400	120.500	121.300	+0.100	556	5,407	+315
Total Volume and Open Interest							84,587	327,377	-267
Feeder Cattle(CME)
Aug11	110715	136.750	137.075	134.785	135.700	-1.235	4,001	17,302	-633
Sep11	110715	137.400	137.935	135.575	136.800	-1.150	2,080	9,780	+237
Oct11	110715	138.100	138.750	136.435	137.825	-0.925	2,120	7,974	+754
Nov11	110715	138.350	139.200	137.000	138.185	-1.000	1,036	4,520	+65
Jan12	110715	137.000	137.750	135.800	137.200	-0.600	263	1,823	-19
Mar12	110715	136.075	136.600	135.000	136.600	-0.700	62	376	+22
Apr12	110715	136.800	136.900	135.800	136.900	-1.600	29	132	+6
Total Volume and Open Interest							9,609	42,003	+436
Lean Hogs(CME)
Aug11	110715	98.350	99.900	97.900	98.950	+0.770	26,526	39,714	-7,896
Oct11	110715	91.480	92.480	91.150	91.650	+0.070	25,441	81,522	+6,984
Dec11	110715	88.100	88.830	87.750	87.885	-0.315	12,861	62,325	+1,931
Feb12	110715	89.980	90.580	89.885	90.150	+0.100	4,576	27,772	+778
Apr12	110715	91.200	92.000	91.200	91.450	+0.020	2,831	17,619	+1,102
May12	110715	94.800	95.100	94.800	94.900	+0.100	22	731	+15
Jun12	110715	96.480	97.330	96.480	97.230	+0.230	623	8,970	+358
Jul12	110715	95.785	96.200	95.500	96.000	+1.100	82	2,406	+60
Total Volume and Open Interest							74,586	247,620	+2,935
Class III Milk(CME)
Jul11	110714	21.00	21.05	20.97	21.03	+0.52	339	6,118	+27
Aug11	110715	19.45	20.23	19.36	20.20	+0.72	423	6,017	+33
Sep11	110715	18.97	19.67	18.92	19.64	+0.72	192	5,238	+48
Oct11	110715	18.34	19.01	18.26	18.92	+0.66	106	4,386	+30
Nov11	110715	17.69	18.40	17.69	18.33	+0.64	38	3,697	+10
Total Volume and Open Interest							997	34,088	+144
Cocoa(ICE)
Jul11	110714	3166	3166	3166	3166	-14	3	4	-2
Sep11	110715	3144	3188	3128	3168	+12	12,174	68,775	-1,163
Dec11	110715	3166	3213	3155	3193	+12	3,590	40,186	+95
Mar12	110715	3206	3260	3206	3240	+11	1,398	32,822	-378
May12	110715	3259	3259	3224	3240	+11	1,508	11,094	+862
Jul12	110715	3224	3249	3223	3243	+11	8	4,175	+6
Sep12	110715	3225	3259	3223	3247	+11	90	6,871	+81
Total Volume and Open Interest							18,774	171,140	-499
Coffee "C"(ICE)
Jul11	110715	257.35	259.50	252.55	252.55	-4.80	3	87	+0
Sep11	110715	257.00	260.50	252.35	253.55	-4.80	11,241	55,271	+1,568
Dec11	110715	262.00	263.75	256.20	257.30	-4.80	1,895	36,152	-495
Mar12	110715	261.75	266.05	258.80	259.55	-4.90	653	9,557	+461
May12	110715	266.75	267.00	260.30	260.55	-5.05	293	4,262	+355
Jul12	110715	266.35	266.40	260.15	260.15	-5.35	205	1,862	+6
Total Volume and Open Interest							14,390	110,183	+1,981
Orange Juice(ICE)
Sep11	110715	196.00	197.90	192.80	197.35	+1.35	698	25,635	-141
Nov11	110715	181.00	184.65	179.85	183.40	+1.05	185	6,226	+67
Jan12	110715	176.50	179.25	176.50	178.30	+0.15	13	1,307	+8
Mar12	110715	177.35	177.50	177.00	177.25	+0.25	6	280	+3
May12	110715	175.00	175.40	175.00	175.40	-0.10	2	188	+2
Jul12	110715	175.65	175.70	175.65	175.65	-0.10	0	106	+0
Total Volume and Open Interest							904	33,749	-61
Sugar #11(ICE)
Oct11	110715	28.92	29.95	28.50	28.97	-0.05	65,389	306,528	-2,741
Mar12	110715	27.90	28.74	27.51	27.89	-0.18	33,467	145,676	+2,376
May12	110715	26.57	27.25	26.09	26.47	-0.22	9,589	45,577	+84
Jul12	110715	25.41	26.04	24.95	25.35	-0.21	6,172	62,860	-836
Oct12	110715	24.56	25.15	24.01	24.49	-0.17	2,962	26,757	+155
Total Volume and Open Interest							119,643	625,866	-639
London Cocoa(LCE)
Sep11	110715	1967	2008	1960	1992	+16	10,050	74,670	+2,694
Dec11	110715	1998	2035	1996	2020	+13	3,312	40,825	-259
Mar12	110715	2020	2050	2019	2036	+10	1,791	37,604	-205
May12	110715	2027	2050	2026	2043	+9	277	13,241	-183
Jul12	110715	2037	2054	2037	2051	+9	498	4,436	+61
Sep12	110715	2044	2066	2044	2061	+11	201	4,345	+200
Dec12	110715	2065	2065	2065	2065	+12	0	7,349	+0
Total Volume and Open Interest							18,308	190,170	+726
London Sugar(LCE)
Oct11	110715	748.30	771.30	743.30	756.30	-8.20	5,179	24,922	+62
Dec11	110715	714.80	734.70	710.30	720.30	-7.30	1,107	6,476	+140
Mar12	110715	694.20	719.40	692.90	705.90	-3.60	1,263	8,438	+563
May12	110715	673.90	687.60	671.70	678.20	-4.50	112	3,085	-3
Aug12	110715	653.50	653.50	653.50	653.50	-1.00	102	1,627	+48
Total Volume and Open Interest							11,732	50,110	-1,503
Cotton(ICE)
Oct11	110715	105.00	105.00	101.35	101.46	-4.89	81	506	-12
Dec11	110715	102.35	103.45	99.46	99.46	-5.00	13,034	100,437	-24
Mar12	110715	98.20	99.62	95.40	96.25	-3.38	1,810	21,467	+61
May12	110715	96.20	97.34	94.80	95.89	-1.36	221	4,788	-31
Jul12	110715	95.30	96.08	94.45	95.21	-0.90	179	6,526	+41
Oct12	110715	94.39	94.78	94.39	94.39	-0.90	0	3	+0
Total Volume and Open Interest							15,337	137,376	+35
Lumber(CME)
Jul11	110715	257.7	258.0	250.0	258.0	unch	69	89	-58
Sep11	110715	264.1	266.6	260.5	260.5	-3.1	396	5,823	-14
Nov11	110715	274.8	277.0	272.0	276.5	+3.0	245	2,127	-36
Jan12	110715	294.8	295.0	292.1	294.8	-2.2	19	643	+12
Total Volume and Open Interest							731	8,740	-95
Crude Oil(NYM)
Aug11	110715	96.03	97.74	95.21	97.24	+1.55	355,098	159,031	-26,053
Sep11	110715	96.40	98.12	95.63	97.60	+1.49	146,042	308,043	+31,294
Oct11	110715	96.82	98.52	96.06	97.99	+1.44	44,863	85,649	+5,955
Nov11	110715	97.14	98.91	96.64	98.46	+1.40	30,565	69,661	-1,864
Dec11	110715	97.86	99.40	97.15	98.99	+1.34	57,109	204,635	+2,910
Jan12	110715	98.42	99.68	97.87	99.49	+1.28	9,708	51,235	-545
Feb12	110715	98.86	100.25	98.23	99.94	+1.22	5,917	25,769	-276
Mar12	110715	100.51	100.51	100.07	100.34	+1.17	7,301	32,200	-755
Apr12	110715	99.59	100.71	99.36	100.71	+1.13	6,091	21,679	+1,195
May12	110715	100.52	101.04	100.52	101.04	+1.09	4,027	18,374	-170
Jun12	110715	100.29	101.83	99.96	101.36	+1.07	11,269	76,195	+423
Jul12	110715	101.78	101.88	101.26	101.66	+1.05	2,568	31,440	+124
Aug12	110715	101.88	101.88	101.88	101.88	+1.03	1,981	14,411	+240
Sep12	110715	102.10	102.10	102.10	102.10	+1.02	1,710	14,931	+208
Oct12	110715	102.33	102.33	102.33	102.33	+1.01	844	9,954	-173
Nov12	110715	102.60	102.60	102.60	102.60	+1.00	891	22,380	+37
Total Volume and Open Interest							718,474	1,552,946	+14,690
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	110715	96.450	98.100	95.625	97.600	+1.500	980	2,664	+120
Oct11	110715	96.375	98.150	96.375	98.000	+1.450	94	307	+3
Nov11	110715	98.450	98.450	98.450	98.450	+1.400	11	176	-5
Dec11	110715	98.850	99.000	98.675	99.000	+1.350	17	270	-3
Jan12	110715	99.500	99.500	99.500	99.500	+1.300	0	6	+0
Feb12	110715	99.950	99.950	99.950	99.950	+1.225	0	3	+0
Mar12	110715	99.900	100.350	99.900	100.350	+1.175	0	11	+0
Apr12	110715	100.700	100.700	100.700	100.700	+1.125
Total Volume and Open Interest							10,854	7,402	+376
Heating Oil(NYM)
Aug11	110715	309.46	313.10	305.78	311.80	+3.31	56,371	66,415	-2,251
Sep11	110715	310.65	314.16	306.98	312.92	+3.30	31,803	63,373	+7,124
Oct11	110715	311.57	315.30	308.50	314.20	+3.33	10,727	33,797	+1,020
Nov11	110715	313.78	316.96	313.41	315.78	+3.31	6,145	25,624	+781
Dec11	110715	313.94	318.52	311.45	317.38	+3.29	9,532	33,542	+721
Jan12	110715	317.08	319.50	316.98	318.82	+3.29	3,433	24,134	-225
Feb12	110715	313.68	318.98	313.63	318.90	+3.25	1,130	9,898	+297
Mar12	110715	317.53	317.94	317.06	317.94	+3.17	669	7,341	+234
Apr12	110715	315.62	315.85	315.00	315.85	+3.10	245	3,788	+39
May12	110715	313.60	313.91	313.60	313.91	+3.07	273	3,350	+2
Jun12	110715	310.90	313.83	310.90	313.01	+3.02	479	21,268	+59
Jul12	110715	313.51	313.51	313.51	313.51	+3.02	5	2,028	-4
Total Volume and Open Interest							120,885	305,975	+7,788
Gasoline(NYMEX)
Aug11	110715	312.39	315.22	309.60	312.93	+0.45	47,828	64,337	-1,132
Sep11	110715	306.34	309.28	303.62	307.65	+1.48	35,681	56,827	+2,529
Oct11	110715	291.65	294.70	289.45	293.60	+2.09	15,813	29,471	+1,253
Nov11	110715	285.25	290.48	284.96	289.88	+2.24	7,850	14,216	-179
Dec11	110715	285.70	289.02	283.27	288.24	+2.14	9,917	28,116	+371
Jan12	110715	285.20	288.83	283.65	288.56	+2.01	2,537	9,298	-175
Feb12	110715	285.45	289.93	285.45	289.85	+1.92	616	5,342	+79
Mar12	110715	286.70	291.66	286.70	291.66	+1.86	519	7,039	+226
Apr12	110715	297.62	302.66	297.62	302.66	+1.71	163	4,616	+25
May12	110715	302.76	302.76	302.76	302.76	+1.66	174	1,959	+20
Total Volume and Open Interest							121,719	239,324	+3,152
e-miNY RBOB Gasoline(NYM)
Aug11	110715	312.90	312.93	312.90	312.90	+0.40	0	3	+0
Sep11	110715	307.70	307.70	307.65	307.70	+1.50
Oct11	110715	293.60	293.60	293.60	293.60	+2.10	0	1	+0
Nov11	110715	289.90	289.90	289.88	289.90	+2.30
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110715	4.402	4.555	4.383	4.546	+0.168	112,395	116,151	-12,786
Sep11	110715	4.383	4.528	4.359	4.520	+0.162	60,298	212,033	+3,687
Oct11	110715	4.399	4.544	4.385	4.535	+0.157	35,950	135,005	+2,336
Nov11	110715	4.535	4.648	4.502	4.639	+0.138	25,368	93,723	+628
Dec11	110715	4.723	4.823	4.694	4.816	+0.120	15,172	42,640	-384
Jan12	110715	4.830	4.920	4.800	4.914	+0.110	18,804	103,614	+876
Feb12	110715	4.825	4.912	4.801	4.912	+0.110	2,748	23,685	+632
Mar12	110715	4.750	4.865	4.750	4.864	+0.108	5,783	48,430	-214
Apr12	110715	4.658	4.778	4.658	4.770	+0.100	4,634	46,538	-138
May12	110715	4.730	4.795	4.730	4.788	+0.095	344	10,053	-47
Jun12	110715	4.741	4.816	4.741	4.816	+0.091	375	11,166	-17
Jul12	110715	4.854	4.860	4.824	4.856	+0.089	185	9,199	-18
Aug12	110715	4.870	4.888	4.864	4.884	+0.088	209	8,581	+138
Sep12	110715	4.875	4.893	4.875	4.892	+0.087	59	6,895	+12
Oct12	110715	4.918	4.935	4.902	4.933	+0.087	605	32,777	+104
Nov12	110715	5.041	5.069	5.040	5.069	+0.081	182	5,020	+90
Total Volume and Open Interest							283,446	983,172	-5,058
Brent Crude Oil(ICE)
Sep11	110715	116.23	117.75	115.16	117.26	+1.00	240,131	222,525	+10,404
Oct11	110715	116.59	117.77	115.28	117.27	+0.91	74,769	106,497	+9,937
Nov11	110715	116.72	117.88	115.50	117.40	+0.85	31,238	41,031	-194
Dec11	110715	116.87	118.05	115.60	117.52	+0.84	60,093	94,747	-3,501
Jan12	110715	116.34	117.98	116.00	117.57	+0.83	11,441	23,054	-715
Feb12	110715	116.33	117.99	115.99	117.54	+0.81	5,480	17,878	-183
Mar12	110715	116.47	117.93	115.73	117.49	+0.79	5,250	33,425	+48
Apr12	110715	116.44	117.87	115.72	117.44	+0.76	3,675	13,124	+654
May12	110715	116.38	117.79	115.66	117.36	+0.75	2,298	7,715	-625
Jun12	110715	116.65	117.70	115.60	117.27	+0.74	8,278	39,796	+365
Jul12	110715	117.18	117.18	117.18	117.18	+0.72	1,632	8,234	+395
Aug12	110715	117.04	117.04	117.04	117.04	+0.70	1,057	5,348	+12
Sep12	110715	116.87	116.87	116.87	116.87	+0.69	761	7,792	+19
Oct12	110715	116.70	116.70	116.70	116.70	+0.67	222	3,582	-25
Total Volume and Open Interest							578,991	792,783	-7,612
Gas Oil(ICE)
Aug11	110715	972.50	982.50	959.00	977.25	+4.75	77,026	126,789	-3,128
Sep11	110715	973.00	984.75	961.50	979.75	+5.25	58,780	124,441	+3,515
Oct11	110715	975.75	986.75	964.25	981.75	+5.50	20,081	51,514	-101
Nov11	110715	977.00	988.00	969.00	983.00	+5.50	8,435	34,060	-303
Dec11	110715	978.50	989.00	967.00	984.75	+5.50	20,546	57,546	+3,312
Jan12	110715	980.75	990.75	971.00	987.00	+5.75	4,859	33,338	-563
Feb12	110715	973.25	987.50	973.25	987.50	+5.75	2,987	10,939	+718
Mar12	110715	975.50	988.00	971.50	988.00	+5.50	2,104	11,845	+664
Apr12	110715	987.50	987.75	987.50	987.75	+5.75	2,684	8,289	-148
May12	110715	986.75	987.25	986.75	987.25	+6.00	1,760	7,521	-590
Total Volume and Open Interest							205,546	568,885	+4,794
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110715	2.853	2.881	2.853	2.873	+0.036	316	1,089	-74
Sep11	110715	2.734	2.761	2.730	2.737	+0.019	264	1,721	-21
Oct11	110715	2.637	2.644	2.621	2.625	+0.020	202	1,360	-19
Nov11	110715	2.577	2.577	2.554	2.554	+0.018	132	990	-9
Dec11	110715	2.552	2.552	2.520	2.527	+0.021	229	1,257	-36
Jan12	110715	2.510	2.510	2.487	2.488	+0.017	65	546	-33
Feb12	110715	2.496	2.496	2.484	2.485	+0.016	8	282	+0
Total Volume and Open Interest							1,243	8,846	-171
WTI Crude Oil(ICE
Aug11	110715	95.90	97.73	95.22	97.24	+1.55	74,581	37,593	-6,126
Sep11	110715	96.30	98.11	95.63	97.60	+1.49	45,017	82,290	+5,254
Oct11	110715	96.88	98.46	96.08	97.99	+1.44	17,067	36,930	+1,356
Nov11	110715	97.10	98.91	96.59	98.46	+1.40	7,272	24,986	+91
Dec11	110715	98.15	99.45	97.15	98.99	+1.34	18,403	92,272	-556
Jan12	110715	98.81	99.96	97.73	99.49	+1.28	2,083	17,789	+83
Feb12	110715	98.55	100.41	98.55	99.94	+1.22	1,742	5,718	+16
Mar12	110715	99.23	100.82	99.01	100.34	+1.17	2,693	13,196	-750
Apr12	110715	99.65	101.08	99.65	100.71	+1.13	1,526	4,360	-165
May12	110715	101.04	101.04	101.04	101.04	+1.09	911	3,073	-3
Jun12	110715	100.16	101.91	100.16	101.36	+1.07	2,803	27,612	+221
Jul12	110715	101.50	101.66	101.50	101.66	+1.05	244	4,342	-25
Aug12	110715	101.88	101.88	101.88	101.88	+1.03	64	1,241	-30
Sep12	110715	102.10	102.10	102.10	102.10	+1.02	2	5,029	+0
Oct12	110715	102.33	102.33	102.33	102.33	+1.01	10	1,032	+5
Nov12	110715	102.60	102.60	102.60	102.60	+1.00	11	2,556	-7
Total Volume and Open Interest							182,472	480,406	+497
US Dollar Index(ICE)
Sep11	110715	75.440	75.745	75.290	75.520	-0.043	37,201	48,079	-1,203
Dec11	110715	76.185	76.205	75.880	75.970	-0.052	116	642	+48
Mar12	110715	76.470	76.470	76.470	76.470	-0.052	0	1	+0
Total Volume and Open Interest							37,317	48,722	-1,155
Australian Dollar(CME)
Sep11	110715	106.35	106.61	105.33	105.40	-0.83	140,290	126,211	+5,848
Dec11	110715	105.06	105.09	104.27	104.28	-0.81	80	391	+56
Mar12	110715	103.24	104.00	103.24	103.24	-0.76	0	2	+0
Total Volume and Open Interest							140,370	126,607	+5,904
British Pound(CME)
Sep11	110715	161.30	161.64	160.64	161.10	-0.07	154,064	105,932	-14,949
Dec11	110715	161.33	161.33	160.95	160.95	-0.06	50	249	+4
Mar12	110715	160.80	160.85	160.80	160.80	-0.05	0	2	+0
Total Volume and Open Interest							154,114	106,189	-14,945
Canadian Dollar(CME)
Sep11	110715	104.00	104.89	103.74	104.45	+0.46	87,491	106,010	-707
Dec11	110715	103.86	104.66	103.55	104.24	+0.47	270	3,934	+7
Mar12	110715	104.00	104.04	103.59	104.04	+0.45	24	599	+11
Jun12	110715	103.79	103.79	103.35	103.79	+0.44	20	295	+40
Total Volume and Open Interest							87,805	110,975	-649
Japanese Yen(CME)
Sep11	110715	126.37	126.81	126.20	126.54	+0.12	114,574	118,891	+3,582
Dec11	110715	126.42	126.78	126.42	126.67	+0.13	76	501	+25
Mar12	110715	126.87	126.87	126.73	126.87	+0.14	2	46	+2
Total Volume and Open Interest							114,652	119,455	+3,609
Swiss Franc(CME)
Sep11	110715	122.67	123.18	122.14	122.90	+0.51	58,564	49,368	+918
Dec11	110715	122.94	123.07	122.43	123.03	+0.51	67	170	-5
Mar12	110715	123.21	123.21	122.68	123.21	+0.53	0	2	+0
Total Volume and Open Interest							58,631	49,543	+913
EuroFX(CME)
Sep11	110715	141.21	141.73	140.65	141.08	unch	436,217	182,906	-640
Dec11	110715	140.83	141.30	140.48	140.74	+0.01	258	837	+41
Mar12	110715	140.35	140.80	140.35	140.44	+0.03	2	362	+0
Total Volume and Open Interest							436,477	184,942	-599
Mexican Peso(CME)
Jul11	110715	852.2	853.2	852.2	852.2	-1.0
Aug11	110715	850.2	851.2	850.2	850.2	-1.0
Total Volume and Open Interest							43,157	137,062	-8,712
30-Year T-Bonds(CBOT)
Sep11	110715	125~220	126~050	125~030	126~010	+0~070	404,776	636,472	+2,906
Dec11	110715	124~020	124~200	123~300	124~180	+0~070	71	1,387	+9
Mar12	110715	123~040	123~040	122~290	123~040	+0~070
Total Volume and Open Interest							404,847	637,859	+2,915
10-Year T-Notes(CBOT)
Sep11	110715	124~125	124~290	124~075	124~275	+0~135	1,493,281	1,832,230	+32,065
Dec11	110715	122~270	123~135	122~265	123~135	+0~150	900	14,758	+178
Mar12	110715	122~135	122~135	121~305	122~135	+0~150
Total Volume and Open Interest							1,494,181	1,846,988	+32,243
5-Year T-Notes(CBOT)
Sep11	110715	120~064	120~107	120~055	120~104	+0~033	778,507	1,545,624	+12,853
Dec11	110715	119~081	119~081	119~049	119~081	+0~032	0	4	+0
Mar12	110715	118~105	118~105	118~073	118~105	+0~032
Total Volume and Open Interest							778,507	1,545,628	+12,853
2 Year T-Notes(CBOT)
Sep11	110715	109~114	109~120	109~112	109~118	+0~003	303,324	1,001,226	+4,937
Dec11	110715	109~087	109~087	109~084	109~087	+0~003	0	31	+0
Mar12	110715	109~025	109~025	109~022	109~025	+0~003
Total Volume and Open Interest							303,324	1,001,257	+4,937
Eurodollars(CME)
Sep11	110715	99.610	99.615	99.575	99.585	-0.020	323,071	1,222,862	+20,154
Dec11	110715	99.515	99.520	99.445	99.470	-0.040	365,222	1,212,740	-61,042
Mar12	110715	99.480	99.485	99.400	99.425	-0.050	316,624	1,506,661	-17,176
Jun12	110715	99.420	99.425	99.360	99.380	-0.040	277,927	1,383,408	-25,918
Sep12	110715	99.320	99.335	99.290	99.300	-0.025	293,230	1,079,207	+5,101
Dec12	110715	99.150	99.190	99.140	99.160	-0.010	335,851	721,750	-10,720
Mar13	110715	98.975	99.025	98.960	99.005	+0.010	293,378	620,719	+40,148
Jun13	110715	98.750	98.815	98.745	98.800	+0.020	238,767	364,090	+3,232
Sep13	110715	98.510	98.590	98.505	98.565	+0.025	222,915	421,662	+21,968
Dec13	110715	98.240	98.330	98.235	98.305	+0.035	175,674	314,337	+15,481
Mar14	110715	97.980	98.075	97.975	98.050	+0.040	94,977	255,303	+8,447
Jun14	110715	97.725	97.810	97.710	97.790	+0.045	78,851	194,873	+5,265
Sep14	110715	97.470	97.555	97.455	97.540	+0.055	39,872	95,476	+857
Dec14	110715	97.205	97.295	97.195	97.285	+0.060	41,749	112,092	-2,413
Mar15	110715	96.980	97.060	96.965	97.050	+0.060	26,643	90,042	+3,145
Jun15	110715	4.985	5.080	4.985	5.065	+0.060	26,492	71,928	+752
Sep15	110715	4.780	4.865	4.760	4.845	+0.065	12,356	55,871	-579
Dec15	110715	4.565	4.650	4.555	4.630	+0.065	13,431	49,775	+2,131
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jul11	110715	99.930	99.933	99.927	99.927	unch	3,021	68,936	+229
Aug11	110715	99.910	99.920	99.910	99.915	+0.005	6,469	57,783	-400
Sep11	110715	99.895	99.905	99.895	99.900	+0.005	6,761	50,924	+2,208
Oct11	110715	99.885	99.890	99.880	99.885	unch	7,983	49,501	-1,508
Nov11	110715	99.875	99.880	99.865	99.875	unch	4,010	48,772	-448
Dec11	110715	99.865	99.870	99.850	99.865	+0.005	4,249	55,081	+36
Total Volume and Open Interest							85,096	776,791	+8,722
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110715	99.662	99.662	99.662	99.662	unch	0	51	+0
Dec11	110715	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110715	99.652	99.652	99.652	99.652	unch
Jun12	110715	99.645	99.645	99.645	99.645	unch
Sep12	110715	99.580	99.580	99.580	99.580	unch
Dec12	110715	99.630	99.630	99.630	99.630	+0.005
Mar13	110715	99.630	99.630	99.630	99.630	+0.005
Jun13	110715	99.585	99.585	99.585	99.585	+0.005
Sep13	110715	99.445	99.445	99.445	99.445	+0.005
Dec13	110715	99.305	99.305	99.305	99.305	+0.005
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110715	99.66	99.66	99.66	99.66	unch	0	1,332	+0
Dec11	110715	99.66	99.66	99.66	99.66	unch	0	1,392	+0
Mar12	110715	99.65	99.65	99.65	99.65	unch	10	1,823	+0
Jun12	110715	99.64	99.64	99.64	99.64	unch	0	1,374	+0
Sep12	110715	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110715	99.63	99.63	99.63	99.63	+0.00	0	24	+0
Mar13	110715	99.63	99.63	99.63	99.63	+0.00	0	1	+0
Jun13	110715	99.58	99.58	99.58	99.58	+0.00
Total Volume and Open Interest							10	6,357	+0
Japanese Gov't Bonds(SGX)
Sep11	110712	141.13	141.76	141.13	141.63	+0.54	1,313	22,053	-481
Dec11	110715	141.00	141.28	141.00	141.28	unch	0	2	+0
Mar12	110715	139.19	139.19	139.19	139.19	unch
Total Volume and Open Interest							2,548	23,704	-473
Euro-Bund(EUREX)
Sep11	110715	128.50	129.29	128.43	128.99	+0.57	1,311,143	965,727	+10,401
Dec11	110715	127.39	127.86	127.34	127.69	+0.58	467	326	-19
Mar12	110715	127.67	127.67	127.67	127.67	+0.57
Total Volume and Open Interest							1,311,610	966,053	+10,382
Euro-Bobl(EUREX)
Sep11	110715	118.66	119.11	118.62	118.84	+0.27	756,050	771,086	+22,539
Dec11	110715	117.87	117.87	117.87	117.87	+0.27	0	696	+0
Mar12	110715	117.87	117.87	117.87	117.87	+0.27
Total Volume and Open Interest							756,050	771,782	+22,539
3-Mth Euribor(EUREX)
Sep11	110715	98.360	98.360	98.350	98.355	+0.015	0	1,888	+0
Dec11	110715	98.330	98.340	98.325	98.325	+0.020	0	1,358	+0
Mar12	110715	98.335	98.335	98.315	98.315	+0.030	1	839	-1
Total Volume and Open Interest							1	7,130	-1
Long Gilt(LIFFE)
Sep11	110704	120~07	120~16	120~05	120~10	-0~12	206,757	378,594	+19,248
Dec11	110715	121~30	121~30	121~27	121~28	+0~09
Total Volume and Open Interest							151,363	363,704	+3,449
3-Mth Short Sterling(LIFFE)
Sep11	110715	99.10	99.11	99.09	99.10	unch	26,746	432,320	-2,818
Dec11	110715	99.06	99.08	99.04	99.07	+0.01	58,549	523,654	+4,373
Mar12	110715	99.03	99.04	99.01	99.04	+0.03	42,989	493,920	-3,917
Jun12	110715	98.94	98.98	98.94	98.97	+0.03	38,704	339,969	-2,005
Sep12	110715	98.83	98.88	98.83	98.87	+0.03	50,240	326,390	+1,269
Dec12	110715	98.69	98.74	98.68	98.71	+0.03	44,267	279,784	-918
Total Volume and Open Interest							383,873	2,776,340	+1,877
3-Mth Euribor(LIFFE)
Sep11	110715	98.350	98.360	98.330	98.355	+0.015	127,833	739,878	-6,890
Dec11	110715	98.320	98.340	98.310	98.325	+0.020	189,035	566,343	+17,418
Mar12	110715	98.305	98.340	98.295	98.315	+0.030	175,779	476,961	+4,561
Total Volume and Open Interest							1,188,471	3,614,889	+66,941
3-Mth Aus T-Bills(SFE)
Sep11	110715	95.27	95.32	95.22	95.32	+0.05	28,379	264,081	+7,712
Dec11	110715	95.37	95.43	95.31	95.43	+0.07	35,510	262,328	+7,963
Mar12	110715	95.38	95.48	95.32	95.48	+0.10	19,347	143,240	+1,065
Jun12	110715	95.33	95.48	95.29	95.48	+0.12	7,106	83,758	+1,374
Sep12	110715	95.26	95.41	95.22	95.41	+0.12	3,061	52,333	+1,085
Dec12	110715	95.19	95.33	95.15	95.33	+0.11	835	30,919	-442
Mar13	110715	95.10	95.25	95.09	95.25	+0.10	512	29,129	+97
Jun13	110715	95.02	95.17	95.02	95.17	+0.11	72	10,617	-2
Sep13	110715	95.10	95.10	95.10	95.10	+0.11	100	2,034	+42
Dec13	110715	95.02	95.02	95.02	95.02	+0.11	100	1,417	+0
Total Volume and Open Interest							95,022	880,022	+18,894
10-Year Aus T-Bonds(SFE)
Sep11	110715	95.08	95.10	95.01	95.09	+0.01	67,492	399,986	-4,820
Dec11	110715	95.09	95.09	95.09	95.09	+0.01
Total Volume and Open Interest							67,492	399,986	-4,820
3-Year Aus T-Bonds(SFE)
Sep11	110705	95.20	95.26	95.18	95.25	+0.05	169,519	623,051	-30,911
Dec11	110715	95.63	95.63	95.63	95.63	+0.08
Total Volume and Open Interest							210,153	664,941	-7,966
Gold(CMX)
Aug11	110715	1587.6	1594.4	1576.0	1590.1	+0.8	210,275	287,096	-508
Oct11	110715	1588.0	1595.4	1577.4	1591.0	+0.8	3,893	14,753	+1,202
Dec11	110715	1591.2	1596.4	1578.0	1592.0	+0.8	26,195	124,542	+10,531
Feb12	110715	1590.7	1597.9	1582.2	1593.4	+0.8	1,379	10,745	+78
Apr12	110715	1592.0	1596.6	1592.0	1594.9	+0.8	398	6,556	-20
Jun12	110715	1590.2	1601.1	1590.2	1596.5	+0.9	216	14,212	-30
Aug12	110715	1598.3	1598.3	1598.3	1598.3	+0.9	7	4,622	+5
Oct12	110715	1600.5	1600.5	1600.5	1600.5	+0.9	18	4,110	+1
Dec12	110715	1590.7	1607.0	1589.6	1603.0	+0.9	662	11,506	+176
Feb13	110715	1600.0	1605.8	1597.0	1605.8	+0.9	76	1,527	+11
Apr13	110715	1609.1	1609.1	1609.1	1609.1	+0.9	0	201	+0
Jun13	110715	1612.9	1612.9	1612.9	1612.9	+0.9	50	11,055	+0
Total Volume and Open Interest							243,722	531,753	+11,551
Silver(CMX)
Jul11	110715	3838.5	3930.5	3791.0	3906.3	+37.4	384	420	-277
Sep11	110715	3819.5	3933.0	3789.0	3907.1	+37.7	89,971	60,316	+2,919
Dec11	110715	3829.0	3935.0	3791.5	3909.1	+37.7	9,246	27,307	+432
Mar12	110715	3828.5	3930.0	3800.0	3908.6	+37.4	91	5,213	+25
May12	110715	3907.3	3907.3	3907.3	3907.3	+37.1	29	1,545	+16
Jul12	110715	3849.0	3909.5	3849.0	3906.1	+36.5	62	1,755	+21
Sep12	110715	3894.0	3905.0	3894.0	3905.0	+36.5	4	203	+1
Total Volume and Open Interest							101,001	116,168	+3,373
Platinum(NYMEX)
Jul11	110715	1770.4	1770.4	1755.0	1755.0	-19.3	16	46	-2
Oct11	110715	1768.9	1773.4	1750.9	1755.5	-18.8	5,980	30,260	+66
Jan12	110715	1765.8	1765.8	1756.5	1758.0	-19.3	46	1,079	+38
Apr12	110715	1760.9	1760.9	1760.9	1760.9	-18.8	16	81	+1
Total Volume and Open Interest							6,073	31,478	+105
Palladium(NYMEX)
Sep11	110715	782.05	785.90	770.00	780.65	-2.70	3,327	20,175	+425
Dec11	110715	772.10	781.85	772.10	781.85	-2.70	52	762	+0
Mar12	110715	128.64	128.64	127.69	127.69	-2.70	1	50	+1
Total Volume and Open Interest							3,381	20,988	+427
Copper(CMX)
Jul11	110715	437.40	441.50	435.10	440.50	+3.30	481	2,967	-309
Sep11	110715	438.55	442.65	435.50	441.30	+3.30	39,181	89,232	-1,547
Dec11	110715	440.15	444.30	437.60	443.20	+3.45	4,995	34,029	+2,173
Mar12	110715	443.80	445.00	443.65	444.30	+3.45	669	11,555	+235
May12	110715	444.20	444.50	443.70	444.30	+3.45	52	1,995	+50
Total Volume and Open Interest							46,409	147,465	+601
DJIA Index(CBOT)
Sep11	110715	12392	12460	12338	12452	+70	2,040	15,143	+1,598
Dec11	110715	12330	12382	12330	12382	+70	0	85	+0
Mar12	110715	12313	12313	12243	12313	+70
Jun12	110715	12243	12243	12173	12243	+70
Total Volume and Open Interest							2,040	15,228	+1,598
Mini DJIA Index(CBOT)
Sep11	110715	12389	12459	12329	12452	+70	120,254	118,288	+1,059
Dec11	110715	12292	12382	12264	12382	+70	48	395	+1
Mar12	110715	12313	12313	12313	12313	+70	0	11	+0
Jun12	110715	12243	12243	12243	12243	+70
Total Volume and Open Interest							120,302	118,694	+1,060
S & P 500(CME)
Sep11	110715	1307.80	1315.50	1299.40	1314.90	+8.20	15,032	261,394	-3,121
Dec11	110715	1307.20	1309.40	1298.20	1309.40	+8.20	0	10,550	-60
Mar12	110715	1303.90	1303.90	1292.70	1303.90	+8.20	0	26	+0
Jun12	110715	1298.90	1298.90	1287.70	1298.90	+8.20	0	5	+0
Total Volume and Open Interest							15,032	271,975	-3,181
S & P 500 E-Mini(Globex)
Sep11	110715	1307.75	1315.50	1300.50	1315.00	+8.25	2,315,093	2,579,101	-10,427
Dec11	110715	1301.50	1309.50	1295.50	1309.50	+8.25	1,312	11,656	-56
Total Volume and Open Interest							2,316,409	2,590,948	-10,483
NASDAQ 100(CME)
Sep11	110715	2339.50	2359.00	2332.00	2355.50	+21.50	2,374	17,720	+1,387
Dec11	110715	2350.00	2350.00	2350.00	2350.00	+22.00	3	1	-1
Mar12	110715	2345.00	2345.50	2345.00	2345.00	+19.50
Total Volume and Open Interest							2,377	17,721	+1,386
NASDAQ 100 E-Mini(Globex)
Sep11	110715	2338.00	2358.80	2331.50	2355.50	+21.50	267,288	373,043	+16,958
Dec11	110715	2331.30	2352.50	2330.00	2350.00	+22.00	37	179	-2
Total Volume and Open Interest							267,325	373,223	+16,956
S & P Midcap 400(CME)
Sep11	110715	975.00	978.00	975.00	977.30	+8.60	0	1,459	-3
Dec11	110715	976.00	976.00	976.00	976.00	+8.60
Mar12	110715	974.30	974.30	974.30	974.30	+8.60
Total Volume and Open Interest							0	1,459	-3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110630	9865	9940	9805	9900	+220	11,736	31,666	+3,008
Dec11	110715	9990	9990	9915	9990	+75	0	1	+0
Total Volume and Open Interest							10,837	35,674	-96
Nikkei 225(SGX)
Sep11	110715	9965	9985	9875	9970	+20	136,228	194,910	+5,217
Dec11	110715	9895	9915	9895	9910	+15	357	8,292	+338
Mar12	110715	9905	9905	9905	9905	+20	0	10	+0
Total Volume and Open Interest							137,307	213,278	+5,975
CAC 40(EURONEXT)
Jul11	110715	3738.0	3748.0	3705.5	3733.0	-17.0	324,499	326,557	-84,851
Aug11	110715	3742.0	3753.0	3710.0	3731.5	-23.5	185,599	210,463	+96,445
Sep11	110715	3742.0	3750.0	3711.0	3729.0	-23.5	3,511	35,425	+2,770
Total Volume and Open Interest							513,609	572,477	+14,364
Hang Seng Index(HKFE)
Jul11	110715	21870	21976	21758	21844	-141	77,001	87,896	-2,255
Aug11	110715	21815	21930	21726	21803	-142	1,065	2,334	+342
Sep11	110715	21789	21838	21650	21712	-140	382	3,157	+75
Total Volume and Open Interest							78,651	97,184	-1,712
DAX(EUREX)
Sep11	110715	7217.0	7274.0	7157.0	7250.0	+6.0	165,256	157,313	+9,535
Dec11	110715	7238.0	7294.0	7187.0	7277.0	+5.5	255	8,397	-5
Mar12	110715	7266.0	7320.0	7230.0	7308.5	+6.0	89	302	-10
Total Volume and Open Interest							165,600	166,012	+9,520
FT-SE 100(EURONEXT)
Sep11	110715	5791.00	5824.00	5770.50	5815.50	-0.50	118,872	684,962	-1,520
Dec11	110715	5790.00	5792.00	5790.00	5792.00	unch	7	807	+4
Mar12	110715	5754.50	5754.50	5754.50	5754.50	-0.50	0	170	+0
Total Volume and Open Interest							118,899	685,979	-1,496
SPI 200(SFE)
Sep11	110715	4466.0	4492.0	4429.0	4441.0	-26.0	38,157	188,458	-3,877
Dec11	110715	4491.0	4494.0	4456.0	4456.0	-26.0	33	4,605	+1
Mar12	110715	4442.0	4442.0	4442.0	4442.0	-26.0	0	1,675	-66
Total Volume and Open Interest							38,268	198,667	-3,962
GSCI(CME)
Aug11	110715	33.94	41.84	33.54	38.29	+4.70	2,052	6,404	+1,686
Sep11	110715	38.64	42.14	34.09	38.64	+4.50
Total Volume and Open Interest							3,954	10,546	+57
Reuters CCI(ICE)