MRCI's End of Day Prices

Daily Futures Price Listing Mon July 18, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110718	1385.75	1391.75	1370.00	1385.50	-0.25	18,414	59,429	+447
Sep11	110718	1383.50	1388.50	1366.50	1382.25	-0.75	12,487	35,967	+897
Nov11	110718	1388.25	1393.00	1370.00	1386.25	-0.75	82,231	289,266	-135
Jan12	110718	1396.25	1401.00	1376.50	1396.00	+0.25	14,465	50,173	+739
Mar12	110718	1396.25	1401.50	1382.75	1398.50	+2.00	4,794	23,838	+852
May12	110718	1391.00	1394.00	1378.00	1394.00	+3.75	6,181	29,816	-28
Jul12	110718	1391.25	1396.50	1380.50	1396.25	+5.00	3,706	13,494	+688
Total Volume and Open Interest							144,632	525,735	+3,883
Soybean Meal(CBOT)
Aug11	110718	360.00	361.10	355.00	359.30	-1.00	13,049	32,640	-941
Sep11	110718	361.90	362.90	356.80	361.00	-1.10	6,127	28,160	-22
Oct11	110718	361.10	362.20	357.00	361.50	-1.20	1,558	15,053	-41
Dec11	110718	365.40	366.50	360.10	364.60	-1.30	25,933	70,857	+2,272
Jan12	110718	365.20	366.20	361.30	365.90	-0.80	641	6,715	-24
Mar12	110718	365.20	366.80	362.10	366.80	-0.10	486	6,005	+239
May12	110718	364.00	365.50	360.00	365.30	+0.50	782	7,012	-74
Jul12	110718	362.00	365.50	362.00	365.30	+0.50	165	1,883	-45
Total Volume and Open Interest							48,799	172,126	+1,225
Soybean Oil(CBOT)
Aug11	110718	57.36	57.58	56.61	56.92	-0.43	21,718	38,404	-550
Sep11	110718	57.56	57.74	56.81	57.13	-0.43	9,282	38,696	+478
Oct11	110718	57.78	57.96	57.03	57.34	-0.44	1,586	17,587	-110
Dec11	110718	58.23	58.49	57.47	57.82	-0.44	37,675	152,855	+1,372
Jan12	110718	58.20	58.66	57.87	58.08	-0.45	2,870	21,387	+1,310
Mar12	110718	58.18	58.50	58.03	58.31	-0.47	1,139	12,869	+233
May12	110718	59.05	59.05	58.20	58.40	-0.46	952	7,054	+184
Jul12	110718	58.43	58.60	58.41	58.53	-0.48	1,032	2,603	+704
Total Volume and Open Interest							76,348	294,337	+3,491
Canola(WCE)
Jul11	110714	591.8	591.8	591.8	591.8	+4.0
Nov11	110718	573.2	575.7	566.3	568.2	-7.2	5,266	119,692	-583
Jan12	110718	583.5	583.5	575.0	575.7	-7.3	1,467	14,744	-1
Mar12	110718	585.5	585.5	578.8	581.0	-7.2	867	5,961	+287
May12	110718	586.8	588.7	584.5	584.9	-7.6	242	3,662	+102
Total Volume and Open Interest							7,916	148,051	-162
Corn(CBOT)
Sep11	110718	701.75	703.25	683.00	696.25	-5.00	61,509	373,684	+453
Dec11	110718	684.50	684.50	666.25	677.00	-8.00	145,223	496,664	+5,316
Mar12	110718	695.00	695.00	677.00	688.75	-6.50	13,515	116,109	+655
May12	110718	700.50	700.50	683.25	693.50	-7.00	4,164	25,808	+57
Jul12	110718	704.50	704.50	686.75	699.50	-5.00	7,054	70,390	-892
Sep12	110718	648.00	661.00	648.00	659.25	+1.25	1,127	7,255	+270
Total Volume and Open Interest							238,634	1,190,771	+4,859
Wheat(CBOT)
Sep11	110718	694.75	697.25	676.00	689.50	-5.25	52,409	166,199	-2,855
Dec11	110718	724.50	724.50	706.00	718.25	-5.25	25,607	143,997	-765
Mar12	110718	754.00	754.00	739.25	750.75	-3.50	5,349	45,150	-102
May12	110718	763.25	772.25	760.25	770.00	-2.25	1,388	9,509	+48
Jul12	110718	783.25	787.75	771.75	782.25	-2.00	2,944	43,338	-134
Total Volume and Open Interest							88,337	431,202	-3,745
Wheat(KCBT)
Sep11	110718	765.00	767.00	748.50	761.00	-3.50	11,542	74,068	-130
Dec11	110718	788.75	790.25	773.50	784.50	-5.25	6,032	58,319	+827
Mar12	110718	798.25	804.50	789.50	798.75	-5.25	2,142	16,692	+309
May12	110718	801.75	811.25	797.50	804.50	-5.50	328	3,346	+205
Jul12	110718	812.75	815.00	801.75	808.00	-5.50	1,031	13,557	+341
Total Volume and Open Interest							21,161	169,064	+1,399
Wheat(MGE)
Jul11	110714	842.00	842.00	842.00	842.00	+20.75	268	369	-251
Sep11	110718	823.75	829.00	806.00	822.50	-1.25	2,510	21,623	-253
Dec11	110718	828.00	829.25	810.50	823.50	-2.00	1,560	19,923	-82
Mar12	110718	832.25	840.00	822.00	835.25	-2.25	804	6,569	+13
May12	110718	831.00	843.00	826.00	839.25	-1.00	307	2,843	+58
Total Volume and Open Interest							5,584	59,610	-514
Oats(CBOT)
Sep11	110718	354.75	356.00	346.00	353.00	-2.00	271	4,109	+9
Dec11	110718	366.50	366.50	356.75	364.00	-0.50	253	7,347	-15
Mar12	110718	367.75	376.00	367.75	374.50	unch	18	812	-3
May12	110718	381.00	381.00	381.00	381.00	unch	0	17	+0
Total Volume and Open Interest							542	12,314	-9
Rough Rice(CBOT)
Jul11	110714	16.00	16.00	15.72	15.94	+0.18	204	207	-83
Sep11	110718	17.06	17.08	16.75	16.82	-0.18	1,908	10,313	-3
Nov11	110718	17.24	17.25	17.11	17.14	-0.18	554	5,296	+153
Jan12	110718	17.53	17.64	17.44	17.46	-0.18	54	472	+28
Total Volume and Open Interest							2,689	16,717	+169
Live Cattle(CME)
Aug11	110718	110.930	111.000	109.800	109.850	-0.750	36,798	73,440	-8,233
Oct11	110718	116.850	117.135	115.730	115.850	-1.000	27,030	121,025	+5,762
Dec11	110718	120.850	121.000	119.135	119.400	-1.450	12,176	82,084	+1,336
Feb12	110718	123.500	123.680	122.100	122.635	-1.065	4,343	28,475	+117
Apr12	110718	124.950	125.500	123.900	124.250	-1.150	2,733	15,476	+342
Jun12	110718	121.150	121.150	120.000	120.500	-0.800	582	5,684	+277
Total Volume and Open Interest							83,692	326,974	-403
Feeder Cattle(CME)
Aug11	110718	135.785	136.535	134.100	134.575	-1.125	4,557	16,263	-1,039
Sep11	110718	137.150	137.550	135.000	135.630	-1.170	2,386	10,924	+1,144
Oct11	110718	138.000	138.485	136.000	136.400	-1.425	2,122	8,155	+181
Nov11	110718	138.500	138.800	136.550	137.100	-1.085	790	4,468	-52
Jan12	110718	137.575	137.575	135.600	136.100	-1.100	118	1,876	+53
Mar12	110718	137.000	137.000	134.935	135.685	-0.915	17	377	+1
Apr12	110718	136.900	136.900	136.000	136.500	-0.400	0	132	+0
Total Volume and Open Interest							9,992	42,293	+290
Lean Hogs(CME)
Aug11	110718	99.535	100.000	96.550	98.450	-0.500	18,397	35,384	-4,330
Oct11	110718	92.200	92.430	88.650	90.300	-1.350	17,408	84,339	+2,817
Dec11	110718	88.080	88.535	85.330	87.200	-0.685	7,750	62,874	+549
Feb12	110718	90.285	90.500	87.500	89.385	-0.765	3,052	28,202	+430
Apr12	110718	91.700	91.750	89.330	90.635	-0.815	1,739	17,664	+45
May12	110718	94.700	94.950	94.700	94.700	-0.200	21	734	+3
Jun12	110718	97.285	97.285	94.800	96.550	-0.680	315	9,005	+35
Jul12	110718	96.230	96.385	94.385	95.250	-0.750	72	2,412	+6
Total Volume and Open Interest							49,669	246,786	-834
Class III Milk(CME)
Jul11	110714	21.00	21.05	20.97	21.03	+0.52	339	6,118	+27
Aug11	110718	20.17	20.80	20.17	20.69	+0.49	273	6,082	+65
Sep11	110718	19.70	20.20	19.66	20.12	+0.48	311	5,391	+153
Oct11	110718	18.92	19.42	18.92	19.32	+0.40	104	4,419	+33
Nov11	110718	18.33	18.50	18.33	18.42	+0.09	127	3,770	+73
Total Volume and Open Interest							1,132	34,640	+552
Cocoa(ICE)
Sep11	110718	3159	3197	3117	3159	-9	8,098	66,564	-2,211
Dec11	110718	3172	3223	3143	3186	-7	2,115	40,391	+205
Mar12	110718	3251	3270	3201	3232	-8	991	33,222	+400
May12	110718	3225	3234	3225	3234	-6	60	11,150	+56
Jul12	110718	3265	3268	3238	3238	-5	4	4,174	-1
Sep12	110718	3268	3268	3240	3240	-7	115	6,895	+24
Dec12	110718	3268	3268	3243	3243	-9	23	3,871	+8
Total Volume and Open Interest							11,412	169,624	-1,516
Coffee "C"(ICE)
Jul11	110718	249.00	249.30	248.20	248.20	-4.35	13	81	-6
Sep11	110718	252.35	253.25	247.30	248.20	-5.35	9,765	54,343	-928
Dec11	110718	256.85	256.85	251.00	252.10	-5.20	2,038	35,733	-419
Mar12	110718	258.30	258.30	253.65	254.70	-4.85	602	9,443	-114
May12	110718	258.60	258.60	255.00	255.55	-5.00	170	4,368	+106
Jul12	110718	258.05	258.15	255.60	255.60	-4.55	114	1,825	-37
Total Volume and Open Interest							12,807	108,788	-1,395
Orange Juice(ICE)
Sep11	110718	197.00	198.85	196.15	197.80	+0.45	1,194	25,888	+253
Nov11	110718	183.30	185.50	183.00	185.20	+1.80	298	6,322	+96
Jan12	110718	179.35	179.35	178.95	179.15	+0.85	93	1,345	+38
Mar12	110718	177.50	177.75	177.50	177.75	+0.50	31	301	+21
May12	110718	175.50	176.00	175.50	175.95	+0.55	11	199	+11
Jul12	110718	176.35	176.65	176.35	176.45	+0.80	5	111	+5
Total Volume and Open Interest							1,636	34,177	+428
Sugar #11(ICE)
Oct11	110718	28.80	29.11	28.20	28.94	-0.03	51,472	307,857	+1,329
Mar12	110718	27.66	28.04	27.20	27.90	+0.01	19,851	147,939	+2,263
May12	110718	26.40	26.74	25.95	26.63	+0.16	6,524	46,216	+639
Jul12	110718	25.28	25.75	25.01	25.62	+0.27	3,984	63,011	+151
Oct12	110718	24.41	24.92	24.21	24.82	+0.33	1,194	26,758	+1
Total Volume and Open Interest							84,127	630,082	+4,216
London Cocoa(LCE)
Sep11	110718	1975	2020	1970	2001	+9	3,820	74,684	+14
Dec11	110718	2000	2050	2000	2029	+9	3,252	41,819	+994
Mar12	110718	2019	2060	2019	2044	+8	977	37,580	-24
May12	110718	2045	2062	2032	2050	+7	122	13,245	+4
Jul12	110718	2050	2072	2040	2058	+7	83	4,436	+0
Sep12	110718	2071	2071	2049	2067	+6	7	4,350	+5
Dec12	110718	2072	2072	2072	2072	+7	0	7,349	+0
Total Volume and Open Interest							8,261	184,330	-5,840
London Sugar(LCE)
Oct11	110718	752.80	761.50	743.80	753.10	-3.20	5,417	25,420	+498
Dec11	110718	714.70	719.00	705.70	712.40	-7.90	533	6,279	-197
Mar12	110718	702.20	702.20	690.60	700.20	-5.70	492	8,756	+318
May12	110718	675.10	675.10	674.80	674.80	-3.40	30	3,109	+24
Aug12	110718	652.30	655.00	646.10	654.20	+0.70	19	1,627	+0
Total Volume and Open Interest							10,383	48,362	-1,748
Cotton(ICE)
Oct11	110718	101.35	101.35	96.46	97.95	-3.51	54	498	-8
Dec11	110718	96.94	100.73	94.46	96.84	-2.62	7,359	99,203	-1,234
Mar12	110718	95.75	99.24	91.25	94.83	-1.42	3,138	21,017	-450
May12	110718	96.10	98.50	90.89	94.01	-1.88	585	4,834	+46
Jul12	110718	94.50	97.11	90.21	93.98	-1.23	1,273	6,762	+236
Oct12	110718	93.88	93.88	93.88	93.88	-0.51	0	3	+0
Total Volume and Open Interest							12,527	135,977	-1,399
Lumber(CME)
Sep11	110718	263.0	263.5	261.0	262.2	+1.7	419	5,852	+29
Nov11	110718	274.0	275.0	272.9	273.0	-3.5	100	2,142	+15
Jan12	110718	292.5	293.4	292.0	293.3	-1.5	91	707	+64
Mar12	110718	303.0	303.0	303.0	303.0	unch	25	82	+25
Total Volume and Open Interest							773	8,801	+61
Crude Oil(NYM)
Aug11	110718	97.37	97.69	94.69	95.93	-1.31	403,419	116,710	-42,321
Sep11	110718	97.83	98.05	95.05	96.25	-1.35	184,909	336,842	+28,799
Oct11	110718	98.16	98.43	95.47	96.65	-1.34	53,702	84,955	-694
Nov11	110718	98.61	98.64	95.92	97.12	-1.34	35,448	70,037	+376
Dec11	110718	99.20	99.36	96.42	97.62	-1.37	63,567	203,561	-1,074
Jan12	110718	99.38	99.38	97.08	98.11	-1.38	13,446	50,977	-258
Feb12	110718	100.15	100.15	97.55	98.57	-1.37	7,903	25,831	+62
Mar12	110718	100.15	100.15	97.89	98.99	-1.35	6,544	32,640	+440
Apr12	110718	100.14	100.14	98.88	99.39	-1.32	5,588	21,903	+224
May12	110718	100.56	100.56	99.09	99.76	-1.28	4,681	18,906	+532
Jun12	110718	101.36	101.36	98.99	100.11	-1.25	13,722	76,815	+620
Jul12	110718	99.66	100.43	99.66	100.43	-1.23	2,504	32,014	+574
Aug12	110718	100.66	100.66	100.66	100.66	-1.22	2,264	14,998	+587
Sep12	110718	100.88	100.88	100.88	100.88	-1.22	1,479	15,286	+355
Oct12	110718	101.11	101.11	101.11	101.11	-1.22	373	9,982	+28
Nov12	110718	101.38	101.38	101.38	101.38	-1.22	1,403	21,663	-717
Total Volume and Open Interest							839,754	1,541,749	-11,197
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	110718	97.800	98.050	95.075	96.250	-1.350	1,527	2,742	+78
Oct11	110718	97.900	97.900	95.700	96.650	-1.350	111	309	+2
Nov11	110718	97.300	97.300	96.025	97.125	-1.325	9	177	+1
Dec11	110718	97.200	97.625	96.850	97.625	-1.375	23	288	+18
Jan12	110718	98.100	98.100	98.100	98.100	-1.400	4	6	+0
Feb12	110718	98.575	98.575	98.575	98.575	-1.375	0	3	+0
Mar12	110718	99.000	99.000	99.000	99.000	-1.350	1	11	+0
Apr12	110718	99.400	99.725	99.400	99.400	-1.300
Total Volume and Open Interest							12,206	7,272	-130
Heating Oil(NYM)
Aug11	110718	312.91	313.42	304.54	307.77	-4.03	49,746	61,994	-4,421
Sep11	110718	313.43	314.56	305.71	309.05	-3.87	26,492	67,057	+3,684
Oct11	110718	315.59	315.61	307.00	310.43	-3.77	13,241	34,497	+700
Nov11	110718	316.79	316.79	308.99	312.06	-3.72	6,830	25,218	-406
Dec11	110718	318.63	318.63	310.25	313.67	-3.71	10,930	34,427	+885
Jan12	110718	318.00	318.00	312.44	315.17	-3.65	3,544	24,253	+119
Feb12	110718	317.21	317.21	312.94	315.28	-3.62	3,849	10,493	+595
Mar12	110718	315.55	315.55	311.88	314.32	-3.62	1,074	7,496	+155
Apr12	110718	309.82	312.62	309.82	312.20	-3.65	553	3,966	+178
May12	110718	310.40	310.40	310.20	310.20	-3.71	539	3,511	+161
Jun12	110718	313.59	313.59	306.50	309.30	-3.71	648	21,308	+40
Jul12	110718	309.85	309.85	309.78	309.78	-3.73	36	2,003	-25
Total Volume and Open Interest							117,543	307,690	+1,715
Gasoline(NYMEX)
Aug11	110718	314.25	315.19	304.85	309.74	-3.19	44,132	61,475	-2,862
Sep11	110718	309.40	309.45	300.13	304.79	-2.86	28,400	59,470	+2,643
Oct11	110718	295.24	295.24	286.68	290.68	-2.92	11,788	29,836	+365
Nov11	110718	288.56	289.32	284.00	286.92	-2.96	6,127	14,634	+418
Dec11	110718	289.31	289.31	282.27	285.18	-3.06	7,659	28,485	+369
Jan12	110718	289.35	289.35	283.75	285.42	-3.14	1,704	9,182	-116
Feb12	110718	286.71	286.72	285.14	286.72	-3.13	478	5,236	-106
Mar12	110718	289.37	289.37	287.06	288.51	-3.15	790	7,197	+158
Apr12	110718	298.20	299.50	298.20	299.46	-3.20	30	4,632	+16
May12	110718	299.50	299.58	299.50	299.58	-3.18	38	1,965	+6
Total Volume and Open Interest							103,015	240,568	+1,244
e-miNY RBOB Gasoline(NYM)
Aug11	110718	309.70	309.74	309.70	309.70	-3.20	0	3	+0
Sep11	110718	304.80	304.80	304.79	304.80	-2.90
Oct11	110718	290.70	290.70	290.68	290.70	-2.90	0	1	+0
Nov11	110718	286.90	286.92	286.90	286.90	-3.00
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110718	4.546	4.612	4.482	4.546	unch	149,321	109,612	-6,539
Sep11	110718	4.525	4.586	4.463	4.524	+0.004	72,585	212,611	+578
Oct11	110718	4.540	4.600	4.482	4.540	+0.005	42,971	133,650	-1,355
Nov11	110718	4.645	4.697	4.589	4.644	+0.005	30,753	93,724	+1
Dec11	110718	4.821	4.871	4.766	4.822	+0.006	16,542	44,862	+2,222
Jan12	110718	4.908	4.962	4.864	4.920	+0.006	19,355	105,065	+1,451
Feb12	110718	4.890	4.958	4.870	4.919	+0.007	2,154	23,743	+58
Mar12	110718	4.843	4.912	4.820	4.874	+0.010	5,911	48,078	-352
Apr12	110718	4.767	4.817	4.737	4.785	+0.015	7,765	47,339	+801
May12	110718	4.768	4.827	4.760	4.802	+0.014	767	10,220	+167
Jun12	110718	4.827	4.859	4.786	4.829	+0.013	674	11,053	-113
Jul12	110718	4.831	4.890	4.831	4.867	+0.011	129	9,214	+15
Aug12	110718	4.907	4.921	4.876	4.895	+0.011	214	8,639	+58
Sep12	110718	4.923	4.923	4.887	4.903	+0.011	102	6,882	-13
Oct12	110718	4.904	4.972	4.904	4.944	+0.011	1,961	33,113	+336
Nov12	110718	5.085	5.090	5.076	5.076	+0.007	276	5,052	+32
Total Volume and Open Interest							352,153	980,254	-2,918
Brent Crude Oil(ICE)
Sep11	110718	117.70	117.80	114.66	116.05	-1.21	205,717	208,198	-14,327
Oct11	110718	117.40	117.65	114.66	115.96	-1.31	80,545	118,129	+11,632
Nov11	110718	117.61	117.61	114.79	116.09	-1.31	28,428	39,385	-1,646
Dec11	110718	117.70	117.91	114.80	116.19	-1.33	54,126	97,260	+2,513
Jan12	110718	117.80	117.80	114.90	116.21	-1.36	7,609	23,144	+90
Feb12	110718	117.77	117.77	114.89	116.17	-1.37	4,152	17,603	-275
Mar12	110718	117.71	117.71	114.84	116.11	-1.38	5,479	33,866	+441
Apr12	110718	117.65	117.65	114.78	116.06	-1.38	3,798	14,261	+1,137
May12	110718	117.57	117.57	114.72	115.99	-1.37	2,726	7,677	-38
Jun12	110718	117.49	117.49	114.63	115.91	-1.36	9,096	39,999	+203
Jul12	110718	115.82	115.82	115.82	115.82	-1.36	1,076	8,159	-75
Aug12	110718	115.68	115.68	115.68	115.68	-1.36	624	5,672	+324
Sep12	110718	115.51	115.51	115.51	115.51	-1.36	420	7,806	+14
Oct12	110718	115.34	115.34	115.34	115.34	-1.36	278	3,565	-17
Total Volume and Open Interest							426,770	772,844	-19,939
Gas Oil(ICE)
Aug11	110718	982.00	983.25	955.50	967.50	-9.75	70,843	124,644	-2,145
Sep11	110718	984.25	985.75	958.00	970.00	-9.75	67,395	128,031	+3,590
Oct11	110718	985.25	986.25	960.25	972.25	-9.50	14,551	54,887	+3,373
Nov11	110718	985.25	986.75	965.00	973.50	-9.50	6,980	33,790	-270
Dec11	110718	987.00	989.00	964.00	975.25	-9.50	23,931	56,063	-1,483
Jan12	110718	990.25	990.75	970.00	977.50	-9.50	3,529	33,576	+238
Feb12	110718	990.75	991.25	970.00	978.00	-9.50	4,208	11,217	+278
Mar12	110718	991.25	991.75	978.25	978.25	-9.75	2,804	12,138	+293
Apr12	110718	991.00	991.50	978.00	978.00	-9.75	2,068	8,584	+295
May12	110718	990.50	991.00	977.50	977.50	-9.75	1,884	7,800	+279
Total Volume and Open Interest							207,968	574,100	+5,215
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110718	2.840	2.868	2.840	2.859	-0.014	218	1,074	-15
Sep11	110718	2.730	2.730	2.698	2.711	-0.026	252	1,667	-54
Oct11	110718	2.601	2.610	2.595	2.608	-0.017	699	1,219	-141
Nov11	110718	2.539	2.540	2.524	2.531	-0.023	99	980	-10
Dec11	110718	2.491	2.503	2.491	2.500	-0.027	186	1,183	-74
Jan12	110718	2.451	2.465	2.451	2.465	-0.023	41	542	-4
Feb12	110718	2.474	2.476	2.469	2.470	-0.015	12	287	+5
Total Volume and Open Interest							1,579	8,560	-286
WTI Crude Oil(ICE
Aug11	110718	97.50	97.59	94.70	95.93	-1.31	69,238	31,758	-5,835
Sep11	110718	97.88	98.04	95.06	96.25	-1.35	54,191	82,677	+387
Oct11	110718	97.72	98.44	95.48	96.65	-1.34	16,629	39,272	+2,342
Nov11	110718	98.06	98.89	95.96	97.12	-1.34	9,362	24,845	-141
Dec11	110718	98.81	99.40	96.45	97.62	-1.37	22,230	90,042	-2,230
Jan12	110718	99.20	99.88	97.00	98.11	-1.38	6,300	16,816	-973
Feb12	110718	99.67	100.33	97.47	98.57	-1.37	2,331	5,557	-161
Mar12	110718	100.10	100.73	97.90	98.99	-1.35	2,613	13,543	+347
Apr12	110718	100.56	101.16	98.47	99.39	-1.32	2,555	4,610	+250
May12	110718	99.76	99.76	99.76	99.76	-1.28	1,689	3,227	+154
Jun12	110718	100.56	100.56	99.17	100.11	-1.25	4,040	27,687	+75
Jul12	110718	100.43	100.43	100.43	100.43	-1.23	350	4,394	+52
Aug12	110718	100.66	100.66	100.66	100.66	-1.22	69	1,221	-20
Sep12	110718	100.88	100.88	100.88	100.88	-1.22	10	5,029	+0
Oct12	110718	101.11	101.11	101.11	101.11	-1.22	16	1,033	+1
Nov12	110718	101.38	101.38	101.38	101.38	-1.22	19	2,539	-17
Total Volume and Open Interest							199,989	475,335	-5,071
US Dollar Index(ICE)
Sep11	110718	75.520	76.115	75.480	75.793	+0.273	37,680	46,951	-1,128
Dec11	110718	76.270	76.480	76.100	76.232	+0.262	46	680	+38
Mar12	110718	76.732	76.732	76.732	76.732	+0.262	0	1	+0
Total Volume and Open Interest							37,726	47,632	-1,090
Australian Dollar(CME)
Sep11	110718	105.59	105.71	104.77	105.16	-0.24	122,081	124,565	-1,646
Dec11	110718	104.55	104.55	103.78	104.05	-0.23	183	448	+57
Mar12	110718	103.02	103.24	103.02	103.02	-0.22	0	2	+0
Total Volume and Open Interest							122,264	125,018	-1,589
British Pound(CME)
Sep11	110718	161.18	161.25	159.93	160.34	-0.76	104,614	101,598	-4,334
Dec11	110718	160.70	160.95	159.96	160.19	-0.76	25	248	-1
Mar12	110718	160.05	160.80	160.05	160.05	-0.75	0	2	+0
Total Volume and Open Interest							104,639	101,854	-4,335
Canadian Dollar(CME)
Sep11	110718	104.64	104.70	103.61	104.05	-0.40	82,157	107,255	+1,245
Dec11	110718	104.16	104.24	103.51	103.85	-0.39	251	3,893	-41
Mar12	110718	103.63	104.04	103.61	103.64	-0.40	76	627	+28
Jun12	110718	103.04	103.79	103.04	103.42	-0.37	0	295	+0
Total Volume and Open Interest							82,487	112,209	+1,234
Japanese Yen(CME)
Sep11	110718	126.50	126.72	126.34	126.53	-0.01	131,057	123,351	+4,460
Dec11	110718	126.80	126.80	126.66	126.66	-0.01	380	587	+86
Mar12	110718	126.87	126.87	126.87	126.87	unch	0	46	+0
Total Volume and Open Interest							131,438	124,001	+4,546
Swiss Franc(CME)
Sep11	110718	123.52	123.55	122.11	122.21	-0.69	60,238	50,340	+972
Dec11	110718	123.54	123.61	122.34	122.36	-0.67	11	170	+0
Mar12	110718	122.55	123.21	122.55	122.55	-0.66	0	2	+0
Total Volume and Open Interest							60,249	50,515	+972
EuroFX(CME)
Sep11	110718	141.00	141.08	139.88	140.57	-0.51	371,851	187,739	+4,833
Dec11	110718	140.30	140.74	139.77	140.25	-0.49	277	847	+10
Mar12	110718	140.26	140.44	139.96	139.96	-0.48	5	363	+1
Total Volume and Open Interest							372,133	189,786	+4,844
Mexican Peso(CME)
Jul11	110718	847.2	852.2	847.2	847.2	-5.0
Aug11	110718	850.2	850.2	850.2	850.2	unch
Total Volume and Open Interest							32,335	134,195	-2,867
30-Year T-Bonds(CBOT)
Sep11	110718	125~310	126~160	125~080	125~220	-0~110	411,445	640,510	+4,038
Dec11	110718	124~100	125~000	123~270	124~070	-0~110	122	1,405	+18
Mar12	110718	122~250	123~040	122~250	122~250	-0~110
Total Volume and Open Interest							411,567	641,915	+4,056
10-Year T-Notes(CBOT)
Sep11	110718	124~280	125~055	124~230	124~295	+0~020	1,378,918	1,848,081	+15,851
Dec11	110718	123~135	123~210	123~110	123~155	+0~020	392	14,986	+228
Mar12	110718	122~155	122~155	122~135	122~155	+0~020
Total Volume and Open Interest							1,379,310	1,863,067	+16,079
5-Year T-Notes(CBOT)
Sep11	110718	120~105	120~126	120~094	120~113	+0~009	665,528	1,552,706	+7,082
Dec11	110718	119~089	119~089	119~081	119~089	+0~008	0	4	+0
Mar12	110718	118~113	118~113	118~105	118~113	+0~008
Total Volume and Open Interest							665,528	1,552,710	+7,082
2 Year T-Notes(CBOT)
Sep11	110718	109~119	109~120	109~114	109~118	unch	265,890	1,012,353	+11,127
Dec11	110718	109~090	109~090	109~087	109~088	+0~001	0	31	+0
Mar12	110718	109~026	109~026	109~025	109~026	+0~001
Total Volume and Open Interest							265,890	1,012,384	+11,127
Eurodollars(CME)
Sep11	110718	99.580	99.585	99.560	99.585	unch	301,080	1,199,675	-23,187
Dec11	110718	99.470	99.475	99.435	99.470	unch	334,154	1,199,957	-12,783
Mar12	110718	99.420	99.435	99.390	99.425	unch	235,801	1,508,289	+1,628
Jun12	110718	99.380	99.390	99.350	99.380	unch	232,602	1,383,207	-201
Sep12	110718	99.305	99.310	99.275	99.305	+0.005	251,617	1,079,877	+670
Dec12	110718	99.165	99.180	99.140	99.175	+0.015	222,421	732,543	+10,793
Mar13	110718	99.020	99.040	98.990	99.030	+0.025	188,008	642,937	+22,218
Jun13	110718	98.800	98.850	98.795	98.830	+0.030	220,265	385,096	+21,006
Sep13	110718	98.565	98.625	98.555	98.600	+0.035	188,412	426,906	+5,244
Dec13	110718	98.295	98.370	98.295	98.340	+0.035	153,649	322,303	+7,966
Mar14	110718	98.040	98.125	98.040	98.090	+0.040	107,728	259,000	+3,697
Jun14	110718	97.780	97.865	97.780	97.830	+0.040	92,720	194,021	-852
Sep14	110718	97.535	97.610	97.535	97.575	+0.035	41,858	98,508	+3,032
Dec14	110718	97.280	97.355	97.280	97.315	+0.030	30,349	112,409	+317
Mar15	110718	97.060	97.120	97.060	97.080	+0.030	27,545	92,163	+2,121
Jun15	110718	5.075	5.140	5.070	5.095	+0.030	22,529	73,778	+1,850
Sep15	110718	4.850	4.915	4.845	4.870	+0.025	11,913	56,065	+194
Dec15	110718	4.645	4.700	4.630	4.655	+0.025	10,957	50,633	+858
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jul11	110718	99.927	99.933	99.927	99.930	+0.003	4,128	68,052	-884
Aug11	110718	99.915	99.925	99.915	99.915	unch	9,469	56,663	-1,120
Sep11	110718	99.900	99.910	99.900	99.900	unch	10,108	54,376	+3,452
Oct11	110718	99.885	99.895	99.885	99.890	+0.005	9,424	49,099	-402
Nov11	110718	99.870	99.885	99.870	99.875	unch	6,541	47,414	-1,358
Dec11	110718	99.855	99.870	99.855	99.865	unch	6,221	55,768	+687
Total Volume and Open Interest							108,193	800,731	+23,940
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110718	99.662	99.662	99.662	99.662	unch	0	51	+0
Dec11	110718	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110718	99.655	99.655	99.655	99.655	+0.003
Jun12	110718	99.647	99.647	99.647	99.647	+0.003
Sep12	110718	99.580	99.580	99.580	99.580	unch
Dec12	110718	99.630	99.630	99.630	99.630	unch
Mar13	110718	99.630	99.630	99.630	99.630	unch
Jun13	110718	99.585	99.585	99.585	99.585	unch
Sep13	110718	99.445	99.445	99.445	99.445	unch
Dec13	110718	99.305	99.305	99.305	99.305	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110718	99.66	99.66	99.66	99.66	unch	0	1,332	+0
Dec11	110718	99.66	99.66	99.66	99.66	unch	0	1,392	+0
Mar12	110718	99.65	99.65	99.65	99.65	+0.00	0	1,823	+0
Jun12	110718	99.65	99.65	99.65	99.65	+0.00	0	1,374	+0
Sep12	110718	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110718	99.63	99.63	99.63	99.63	unch	0	24	+0
Mar13	110718	99.63	99.63	99.63	99.63	unch	0	1	+0
Jun13	110718	99.58	99.58	99.58	99.58	unch
Total Volume and Open Interest							0	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	110718	129.02	129.74	129.01	129.44	+0.45	865,220	966,781	+1,054
Dec11	110718	127.79	128.37	127.79	128.15	+0.46	117	329	+3
Mar12	110718	128.12	128.12	128.12	128.12	+0.45
Total Volume and Open Interest							865,337	967,110	+1,057
Euro-Bobl(EUREX)
Sep11	110718	118.96	119.26	118.94	119.04	+0.20	506,486	765,195	-5,891
Dec11	110718	118.07	118.07	118.07	118.07	+0.20	0	696	+0
Mar12	110718	118.07	118.07	118.07	118.07	+0.20
Total Volume and Open Interest							506,486	765,891	-5,891
3-Mth Euribor(EUREX)
Sep11	110718	98.360	98.360	98.355	98.360	+0.005	0	1,888	+0
Dec11	110718	98.335	98.340	98.330	98.340	+0.015	0	1,358	+0
Mar12	110718	98.335	98.335	98.335	98.335	+0.020	0	839	+0
Total Volume and Open Interest							1	7,131	+1
Long Gilt(LIFFE)
Sep11	110704	120~07	120~16	120~05	120~10	-0~12	206,757	378,594	+19,248
Dec11	110718	122~10	122~10	122~10	122~10	+0~14
Total Volume and Open Interest							124,324	373,879	+10,175
3-Mth Short Sterling(LIFFE)
Sep11	110718	99.09	99.10	99.09	99.10	unch	7,284	429,361	-2,959
Dec11	110718	99.07	99.07	99.04	99.06	-0.01	17,764	521,777	-1,877
Mar12	110718	99.04	99.04	99.01	99.02	-0.02	24,770	492,734	-1,186
Jun12	110718	98.96	98.97	98.94	98.96	-0.01	19,516	342,971	+3,002
Sep12	110718	98.88	98.89	98.85	98.88	+0.01	22,668	321,624	-4,766
Dec12	110718	98.73	98.74	98.70	98.74	+0.03	20,231	277,789	-1,995
Total Volume and Open Interest							157,679	2,771,542	-4,798
3-Mth Euribor(LIFFE)
Sep11	110718	98.360	98.370	98.355	98.360	+0.005	89,999	754,070	+14,192
Dec11	110718	98.340	98.355	98.325	98.340	+0.015	101,048	575,543	+9,200
Mar12	110718	98.335	98.355	98.320	98.340	+0.025	115,032	476,104	-857
Total Volume and Open Interest							760,173	3,622,683	+7,794
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	110718	95.43	95.49	95.40	95.45	+0.02	43,272	259,599	-2,729
Mar12	110718	95.47	95.54	95.45	95.51	+0.03	23,544	145,279	+2,039
Jun12	110718	95.46	95.60	95.45	95.53	+0.05	10,953	85,247	+1,489
Sep12	110718	95.39	95.51	95.39	95.48	+0.07	3,997	52,559	+226
Dec12	110718	95.30	95.41	95.30	95.41	+0.08	1,314	31,232	+313
Mar13	110718	95.30	95.35	95.26	95.34	+0.09	2,837	29,701	+572
Jun13	110718	95.23	95.24	95.22	95.24	+0.07	81	10,619	+2
Sep13	110718	95.11	95.17	95.11	95.17	+0.07	0	2,034	+0
Dec13	110718	95.02	95.08	95.02	95.08	+0.06	0	1,417	+0
Total Volume and Open Interest							122,504	884,878	+4,856
10-Year Aus T-Bonds(SFE)
Sep11	110718	95.09	95.11	95.04	95.10	+0.01	69,740	405,835	+5,849
Dec11	110718	95.10	95.10	95.10	95.10	+0.01
Total Volume and Open Interest							69,740	405,835	+5,849
3-Year Aus T-Bonds(SFE)
Sep11	110718	95.63	95.71	95.62	95.69	+0.44	96,604	630,283	+7,232
Dec11	110718	95.69	95.69	95.69	95.69	+0.06
Total Volume and Open Interest							210,437	696,913	+31,972
Gold(CMX)
Aug11	110718	1594.3	1607.9	1591.4	1602.4	+12.3	189,976	273,695	-13,401
Oct11	110718	1595.5	1608.5	1594.0	1603.4	+12.4	2,374	14,470	-283
Dec11	110718	1597.3	1609.7	1593.8	1604.4	+12.4	35,526	134,673	+10,131
Feb12	110718	1598.0	1610.0	1596.9	1605.8	+12.4	533	10,851	+106
Apr12	110718	1599.1	1611.8	1599.1	1607.3	+12.4	984	6,102	-454
Jun12	110718	1603.3	1613.3	1599.3	1609.0	+12.5	409	14,362	+150
Aug12	110718	1604.7	1614.2	1604.7	1610.9	+12.6	409	5,014	+392
Oct12	110718	1610.1	1615.0	1610.1	1613.0	+12.5	1	4,110	+0
Dec12	110718	1609.5	1620.4	1609.5	1615.5	+12.5	449	11,639	+133
Feb13	110718	1618.3	1618.3	1618.3	1618.3	+12.5	70	1,554	+27
Apr13	110718	1621.6	1621.6	1621.6	1621.6	+12.5	0	201	+0
Jun13	110718	1625.4	1625.4	1625.4	1625.4	+12.5	25	11,030	-25
Total Volume and Open Interest							231,260	528,567	-3,186
Silver(CMX)
Jul11	110718	3977.0	4067.0	3964.0	4033.3	+127.0	368	485	+65
Sep11	110718	3935.0	4073.5	3928.0	4034.2	+127.1	78,054	60,484	+168
Dec11	110718	3932.0	4075.0	3932.0	4036.6	+127.5	3,742	26,097	-1,210
Mar12	110718	3975.0	4066.0	3970.5	4036.5	+127.9	137	5,210	-3
May12	110718	4027.0	4035.4	4027.0	4035.4	+128.1	77	1,547	+2
Jul12	110718	3932.0	4035.0	3932.0	4034.4	+128.3	24	1,757	+2
Sep12	110718	3976.5	4039.5	3976.5	4033.3	+128.3	4	207	+4
Total Volume and Open Interest							83,454	115,389	-779
Platinum(NYMEX)
Jul11	110718	1762.0	1774.4	1762.0	1774.4	+19.4	14	33	-13
Oct11	110718	1758.2	1781.6	1757.0	1775.4	+19.9	5,295	29,979	-281
Jan12	110718	1763.2	1783.0	1763.2	1778.0	+20.0	43	1,094	+15
Apr12	110718	1780.9	1780.9	1780.9	1780.9	+20.0	7	79	-2
Total Volume and Open Interest							5,363	31,197	-281
Palladium(NYMEX)
Sep11	110718	784.50	796.80	781.20	794.60	+13.95	3,054	20,159	-16
Dec11	110718	784.65	797.00	784.20	795.70	+13.85	15	766	+4
Mar12	110718	130.19	141.54	130.19	141.54	+13.85	1	49	-1
Total Volume and Open Interest							3,071	20,974	-14
Copper(CMX)
Jul11	110718	440.50	441.15	437.00	439.60	-0.90	500	2,619	-348
Sep11	110718	441.50	444.85	437.20	440.30	-1.00	32,767	88,455	-777
Dec11	110718	444.45	446.75	439.10	442.25	-0.95	2,069	33,771	-258
Mar12	110718	442.65	443.40	442.65	443.40	-0.90	380	11,771	+216
May12	110718	441.80	443.50	441.80	443.50	-0.80	2	1,997	+2
Total Volume and Open Interest							36,128	146,347	-1,118
DJIA Index(CBOT)
Sep11	110718	12432	12432	12240	12328	-124	986	15,636	+493
Dec11	110718	12260	12382	12260	12260	-122	0	85	+0
Mar12	110718	12191	12313	12191	12191	-122
Jun12	110718	12121	12243	12121	12121	-122
Total Volume and Open Interest							986	15,721	+493
Mini DJIA Index(CBOT)
Sep11	110718	12453	12453	12241	12328	-124	144,650	119,215	+927
Dec11	110718	12339	12339	12188	12260	-122	30	398	+3
Mar12	110718	12191	12191	12191	12191	-122	0	11	+0
Jun12	110718	12121	12121	12121	12121	-122
Total Volume and Open Interest							144,680	119,624	+930
S & P 500(CME)
Sep11	110718	1313.90	1314.20	1291.70	1300.40	-14.50	12,275	262,716	+1,322
Dec11	110718	1294.90	1294.90	1288.90	1294.90	-14.50	251	10,745	+195
Mar12	110718	1289.40	1289.40	1283.40	1289.40	-14.50	0	26	+0
Jun12	110718	1284.40	1284.40	1278.40	1284.40	-14.50	0	5	+0
Total Volume and Open Interest							12,526	273,492	+1,517
S & P 500 E-Mini(Globex)
Sep11	110718	1314.50	1314.75	1291.25	1300.50	-14.50	2,877,782	2,575,806	-3,295
Dec11	110718	1307.25	1308.00	1285.75	1295.00	-14.50	1,540	12,282	+626
Total Volume and Open Interest							2,879,322	2,588,279	-2,669
NASDAQ 100(CME)
Sep11	110718	2347.30	2351.50	2318.50	2340.00	-15.50	5,528	17,288	-432
Dec11	110718	2334.50	2335.00	2315.00	2334.50	-15.50	0	1	+0
Mar12	110718	2329.50	2329.50	2329.00	2329.50	-15.50
Total Volume and Open Interest							5,528	17,289	-432
NASDAQ 100 E-Mini(Globex)
Sep11	110718	2354.50	2355.00	2318.80	2340.00	-15.50	344,083	368,293	-4,750
Dec11	110718	2341.50	2346.00	2313.00	2334.50	-15.50	114	162	-17
Total Volume and Open Interest							344,207	368,466	-4,757
S & P Midcap 400(CME)
Sep11	110718	961.80	961.80	953.00	961.80	-15.50	1,096	2,548	+1,089
Dec11	110718	960.50	960.50	960.50	960.50	-15.50
Mar12	110718	958.80	958.80	958.80	958.80	-15.50
Total Volume and Open Interest							1,096	2,548	+1,089
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110630	9865	9940	9805	9900	+220	11,736	31,666	+3,008
Dec11	110718	9850	9890	9850	9850	-140	1	1	+0
Total Volume and Open Interest							9,052	36,304	+630
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)
Aug11	110718	3712.0	3718.5	3636.0	3651.0	-80.5	92,915	242,024	+31,561
Sep11	110718	3715.0	3715.0	3638.0	3648.5	-80.5	725	35,347	-78
Oct11	110718	3648.5	3648.5	3648.5	3648.5
Hang Seng Index(HKFE)
Jul11	110718	21734	22027	21689	21791	-53	70,927	87,196	-700
Aug11	110718	21638	21978	21638	21753	-50	1,612	2,788	+454
Sep11	110718	21600	21886	21560	21660	-52	251	3,246	+89
Total Volume and Open Interest							73,308	97,225	+41
DAX(EUREX)
Sep11	110718	7207.5	7212.5	7106.5	7143.5	-106.5	152,590	153,398	-3,915
Dec11	110718	7225.0	7229.0	7137.0	7170.5	-106.5	312	8,411	+14
Mar12	110718	7265.0	7265.0	7173.5	7201.0	-107.5	43	308	+6
Total Volume and Open Interest							152,945	162,117	-3,895
FT-SE 100(EURONEXT)
Sep11	110718	5790.00	5796.00	5700.00	5723.50	-92.00	114,822	678,133	-6,829
Dec11	110718	5716.00	5727.00	5693.50	5699.50	-92.50	4	808	+1
Mar12	110718	5679.50	5679.50	5662.50	5662.50	-92.00	20	150	-20
Total Volume and Open Interest							114,846	679,131	-6,848
SPI 200(SFE)
Sep11	110718	4435.0	4458.0	4423.0	4447.0	+6.0	31,304	192,796	+4,338
Dec11	110718	4453.0	4463.0	4453.0	4461.0	+5.0	41	4,615	+10
Mar12	110718	4447.0	4447.0	4447.0	4447.0	+5.0	0	1,675	+0
Total Volume and Open Interest							31,390	203,035	+4,368
GSCI(CME)
Aug11	110718	31.14	33.64	26.64	32.34	-5.95	2,063	8,534	+2,130
Sep11	110718	30.54	32.64	26.89	32.64	-6.00
Oct11	110718	33.64	33.64	33.64	33.64
Reuters CCI(ICE)