MRCI's End of Day Prices

Daily Futures Price Listing Thu July 21, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110721	1377.75	1386.25	1369.75	1380.25	+2.00	24,180	55,723	-2,433
Sep11	110721	1376.75	1386.50	1370.75	1381.25	+2.25	15,729	38,921	+588
Nov11	110721	1384.00	1392.75	1376.25	1388.00	+4.00	104,926	299,965	+753
Jan12	110721	1391.75	1401.00	1385.50	1397.25	+4.00	7,974	51,874	+675
Mar12	110721	1396.75	1402.00	1388.50	1399.75	+4.75	4,350	25,534	+1,219
May12	110721	1388.25	1399.50	1384.25	1395.50	+4.75	4,125	31,287	+254
Jul12	110721	1392.00	1400.50	1386.00	1397.00	+5.00	2,142	15,930	+488
Total Volume and Open Interest							164,205	543,107	+1,603
Soybean Meal(CBOT)
Aug11	110721	361.50	362.70	357.10	362.70	+0.80	16,362	25,819	-1,619
Sep11	110721	362.90	365.50	359.30	364.90	+1.00	10,824	32,129	+1,411
Oct11	110721	360.90	367.70	360.00	366.00	+1.60	1,882	14,953	+257
Dec11	110721	366.50	369.00	362.90	368.90	+1.40	30,402	76,705	-733
Jan12	110721	367.10	370.40	364.40	370.40	+1.50	928	6,981	+248
Mar12	110721	369.30	371.80	366.00	371.80	+1.70	1,401	5,917	-100
May12	110721	366.80	370.30	364.30	370.30	+2.00	980	7,313	+112
Jul12	110721	366.20	369.90	364.90	369.90	+1.90	352	1,940	+70
Total Volume and Open Interest							63,182	175,578	-305
Soybean Oil(CBOT)
Aug11	110721	56.79	57.19	56.29	56.48	-0.29	18,608	33,385	-11
Sep11	110721	56.98	57.41	56.49	56.68	-0.31	10,230	41,947	+798
Oct11	110721	57.02	57.58	56.75	56.90	-0.31	1,382	18,526	+324
Dec11	110721	57.60	58.13	57.20	57.38	-0.32	44,117	153,246	-157
Jan12	110721	57.87	58.31	57.49	57.64	-0.33	1,886	22,788	+388
Mar12	110721	58.39	58.57	57.73	57.90	-0.33	939	13,212	+34
May12	110721	58.67	58.70	57.90	58.01	-0.32	688	7,520	+136
Jul12	110721	58.76	58.78	57.95	58.12	-0.31	493	3,088	+57
Total Volume and Open Interest							78,382	296,690	+1,586
Canola(WCE)
Jul11	110714	591.8	591.8	591.8	591.8	+4.0
Nov11	110721	566.0	569.6	559.0	560.3	-7.0	12,531	122,063	+585
Jan12	110721	575.7	576.0	567.5	568.4	-6.1	3,590	15,403	+881
Mar12	110721	578.6	580.8	575.6	575.6	-5.3	740	6,300	+233
May12	110721	582.2	585.5	581.1	581.1	-5.6	277	3,942	+75
Total Volume and Open Interest							17,235	151,908	+1,850
Corn(CBOT)
Sep11	110721	687.50	690.50	670.75	679.25	-8.75	77,845	365,177	-3,424
Dec11	110721	676.50	680.75	663.25	673.00	-4.75	173,517	506,941	+3,511
Mar12	110721	689.00	693.00	676.00	685.75	-4.00	20,049	122,033	+2,512
May12	110721	696.00	698.75	682.75	692.50	-4.00	5,897	26,793	+853
Jul12	110721	701.50	704.00	689.25	698.50	-3.50	13,557	70,657	+1,778
Sep12	110721	648.25	652.50	647.25	652.00	+1.25	1,719	7,989	+365
Total Volume and Open Interest							301,250	1,196,995	+5,939
Wheat(CBOT)
Sep11	110721	697.00	703.00	671.75	677.25	-19.75	50,855	160,347	-3,529
Dec11	110721	736.00	741.25	711.75	716.75	-18.50	22,205	143,400	+888
Mar12	110721	760.75	774.50	746.25	751.75	-17.00	3,765	46,402	+194
May12	110721	788.00	793.25	765.50	769.25	-18.25	1,043	9,511	+61
Jul12	110721	800.00	806.00	776.00	782.25	-17.50	1,726	42,780	+165
Total Volume and Open Interest							80,554	426,110	-1,957
Wheat(KCBT)
Sep11	110721	790.00	795.00	764.00	774.25	-19.75	12,605	72,172	+1,159
Dec11	110721	814.25	818.25	787.50	798.25	-18.75	8,525	56,712	-596
Mar12	110721	824.00	830.00	800.25	810.75	-17.25	2,833	17,078	+314
May12	110721	834.50	834.50	809.25	815.75	-16.75	309	3,237	+27
Jul12	110721	825.50	837.00	808.00	818.75	-15.25	381	13,823	+11
Total Volume and Open Interest							24,706	166,152	+936
Wheat(MGE)
Jul11	110714	842.00	842.00	842.00	842.00	+20.75	268	369	-251
Sep11	110721	851.75	855.75	826.00	833.75	-19.00	2,234	20,216	-705
Dec11	110721	852.75	859.00	828.00	835.75	-18.50	1,113	19,816	-15
Mar12	110721	854.25	867.50	837.00	843.75	-19.50	578	6,589	+54
May12	110721	868.25	870.50	841.00	846.75	-19.50	114	2,863	-1
Total Volume and Open Interest							4,309	58,137	-678
Oats(CBOT)
Sep11	110721	354.75	354.75	349.75	351.50	-2.00	391	4,088	+32
Dec11	110721	364.75	366.00	361.00	363.00	-2.00	625	7,462	+142
Mar12	110721	374.00	375.00	372.50	373.00	-2.00	29	820	-2
May12	110721	379.75	381.50	379.50	379.50	-2.00	0	19	+0
Total Volume and Open Interest							1,045	12,418	+172
Rough Rice(CBOT)
Sep11	110721	16.74	17.02	16.69	16.85	+0.08	1,150	10,705	+64
Nov11	110721	17.09	17.33	17.01	17.16	+0.07	254	5,336	+5
Jan12	110721	17.50	17.58	17.39	17.45	+0.08	102	539	+0
Mar12	110721	17.72	17.86	17.69	17.75	+0.08	127	631	+8
Total Volume and Open Interest							1,633	17,223	+77
Live Cattle(CME)
Aug11	110721	109.650	110.885	109.200	110.000	+0.400	13,239	66,149	-2,643
Oct11	110721	115.000	116.385	114.450	115.400	+0.100	15,193	123,310	+1,673
Dec11	110721	119.000	120.150	118.535	118.750	-0.250	10,465	82,226	-572
Feb12	110721	122.350	123.385	121.850	122.000	-0.550	5,094	28,555	+139
Apr12	110721	123.700	124.900	123.430	123.600	-0.400	1,763	16,259	+120
Jun12	110721	120.285	121.700	120.150	120.750	-0.050	266	6,041	+89
Total Volume and Open Interest							46,107	323,410	-1,146
Feeder Cattle(CME)
Aug11	110721	135.285	136.450	134.550	135.200	+0.265	2,928	14,941	-209
Sep11	110721	135.850	137.350	135.550	135.800	+0.170	819	10,380	-82
Oct11	110721	136.850	138.325	136.500	137.000	+0.120	1,346	8,404	+109
Nov11	110721	137.500	139.000	137.400	137.575	-0.075	505	4,268	+6
Jan12	110721	136.950	138.130	136.900	136.900	+0.250	71	1,843	+1
Mar12	110721	136.000	137.700	136.000	136.985	+0.200	35	399	+17
Apr12	110721	137.450	137.800	137.050	137.500	+0.500	8	141	+1
Total Volume and Open Interest							5,716	40,476	-157
Lean Hogs(CME)
Aug11	110721	98.000	98.850	97.680	98.100	+0.250	12,229	30,060	-2,531
Oct11	110721	90.580	91.200	90.050	90.650	+0.250	11,277	86,564	+770
Dec11	110721	87.285	87.950	86.980	87.385	unch	7,680	63,806	+1,285
Feb12	110721	89.800	90.050	89.250	89.680	-0.250	3,517	30,078	+1,570
Apr12	110721	91.035	91.400	90.500	90.950	-0.500	835	17,978	+220
May12	110721	94.750	95.050	93.800	95.000	unch	7	741	+6
Jun12	110721	96.800	97.100	96.350	96.900	-0.400	348	9,594	+228
Jul12	110721	96.050	96.150	95.550	95.800	-0.300	94	2,801	+53
Total Volume and Open Interest							36,033	244,000	+1,631
Class III Milk(CME)
Jul11	110714	21.00	21.05	20.97	21.03	+0.52	339	6,118	+27
Aug11	110721	20.90	21.18	20.80	21.10	+0.24	667	6,413	+107
Sep11	110721	19.92	20.15	19.88	20.09	+0.11	424	5,812	+78
Oct11	110721	19.15	19.31	19.12	19.29	+0.11	259	4,703	+105
Nov11	110721	18.32	18.56	18.32	18.53	+0.16	98	3,878	+9
Total Volume and Open Interest							2,049	37,413	+1,062
Cocoa(ICE)
Sep11	110721	3167	3200	3143	3172	-11	7,966	66,663	-323
Dec11	110721	3185	3220	3167	3194	-13	3,221	41,838	+494
Mar12	110721	3215	3256	3215	3239	-10	982	34,005	-410
May12	110721	3230	3263	3230	3240	-11	54	11,159	+22
Jul12	110721	3221	3244	3221	3244	-11	31	4,380	-6
Sep12	110721	3225	3247	3225	3247	-10	18	7,037	+7
Dec12	110721	3226	3248	3226	3248	-10	0	3,872	+0
Total Volume and Open Interest							12,272	172,311	-216
Coffee "C"(ICE)
Sep11	110721	244.50	247.90	239.50	240.80	-2.60	12,261	53,255	-510
Dec11	110721	248.60	251.85	243.60	244.90	-2.50	3,199	36,235	+379
Mar12	110721	253.70	253.85	246.75	247.65	-2.45	860	9,665	-15
May12	110721	253.50	254.70	248.30	249.30	-2.35	270	4,503	+136
Jul12	110721	250.65	250.80	248.30	249.25	-2.30	137	1,857	+53
Sep12	110721	250.30	250.50	248.00	248.85	-2.30	71	1,624	+41
Total Volume and Open Interest							16,820	108,596	+103
Orange Juice(ICE)
Sep11	110721	201.00	201.15	196.60	197.40	-2.60	885	26,282	+119
Nov11	110721	187.15	187.95	184.55	185.35	-2.05	379	6,643	+180
Jan12	110721	179.20	179.50	177.75	177.95	-1.50	19	1,435	+92
Mar12	110721	176.00	176.00	175.65	176.00	-1.10	6	304	+3
May12	110721	174.00	174.35	173.65	174.35	-1.10	16	222	+15
Jul12	110721	174.00	174.75	174.00	174.75	-1.10	14	127	+14
Total Volume and Open Interest							1,319	35,024	+423
Sugar #11(ICE)
Oct11	110721	28.95	30.40	28.82	29.85	+0.93	42,040	304,590	-2,856
Mar12	110721	27.95	29.07	27.95	28.72	+0.68	17,274	148,183	-11
May12	110721	26.75	27.50	26.75	27.29	+0.49	7,650	47,058	+134
Jul12	110721	25.84	26.31	25.83	26.22	+0.35	5,295	65,816	+1,365
Oct12	110721	25.15	25.39	24.99	25.36	+0.23	1,781	27,659	+390
Total Volume and Open Interest							75,540	631,872	-885
London Cocoa(LCE)
Sep11	110721	1970	1986	1960	1970	-20	3,996	74,963	-176
Dec11	110721	1998	2015	1990	1999	-18	4,296	43,868	+1,718
Mar12	110721	2015	2033	2008	2017	-18	737	37,505	+21
May12	110721	2025	2037	2015	2025	-16	82	13,316	+1
Jul12	110721	2035	2045	2030	2033	-16	36	4,627	+3
Sep12	110721	2041	2042	2040	2040	-18	0	4,366	+0
Dec12	110721	2035	2035	2035	2035	-28	0	7,349	+0
Total Volume and Open Interest							9,147	186,861	+1,567
London Sugar(LCE)
Oct11	110721	756.70	791.00	756.70	781.30	+25.50	1,676	26,135	+93
Dec11	110721	719.30	743.60	719.30	737.70	+21.90	742	6,002	-114
Mar12	110721	708.50	731.60	708.50	726.30	+20.80	548	8,935	+40
May12	110721	685.40	702.80	685.40	697.00	+16.00	141	3,231	+109
Aug12	110721	667.00	674.70	665.50	673.00	+10.00	12	1,630	+1
Total Volume and Open Interest							3,169	47,308	+179
Cotton(ICE)
Oct11	110721	100.40	100.45	97.30	99.33	-1.96	63	535	+2
Dec11	110721	100.75	101.50	96.75	98.63	-2.12	6,856	96,003	-443
Mar12	110721	98.21	98.32	94.70	96.64	-1.78	1,814	23,064	+469
May12	110721	96.50	96.81	94.78	96.59	-0.57	655	5,550	+137
Jul12	110721	96.50	96.94	94.81	96.14	-0.82	765	6,723	-116
Oct12	110721	95.41	95.41	95.41	95.41	-1.05	0	3	+0
Total Volume and Open Interest							10,362	135,510	+21
Lumber(CME)
Sep11	110721	262.3	266.0	262.3	266.0	+5.1	311	5,891	+26
Nov11	110721	276.7	278.5	275.2	276.4	+2.4	119	2,169	+4
Jan12	110721	296.7	297.0	293.4	297.0	unch	40	742	+19
Mar12	110721	305.4	305.4	305.4	305.4	+1.4	8	89	+7
Total Volume and Open Interest							478	8,892	+56
Crude Oil(NYM)
Sep11	110721	98.36	100.16	97.20	99.13	+0.73	294,707	377,405	+14,978
Oct11	110721	98.75	100.52	97.59	99.46	+0.68	42,131	86,533	+1,596
Nov11	110721	99.40	100.89	98.03	99.85	+0.63	21,840	69,432	+1,281
Dec11	110721	99.90	101.30	98.50	100.25	+0.59	39,992	201,652	-3,371
Jan12	110721	99.97	101.62	99.05	100.63	+0.54	6,132	50,676	-526
Feb12	110721	100.55	101.95	99.36	101.00	+0.49	3,777	26,093	+308
Mar12	110721	100.95	102.35	100.16	101.34	+0.45	5,209	34,208	+139
Apr12	110721	100.78	102.61	100.71	101.67	+0.41	4,126	22,524	+152
May12	110721	101.39	103.00	100.80	101.99	+0.37	3,487	18,373	+372
Jun12	110721	102.06	103.41	101.15	102.30	+0.34	12,802	76,356	-747
Jul12	110721	102.48	103.50	102.47	102.58	+0.32	1,953	31,132	-62
Aug12	110721	102.80	102.80	102.80	102.80	+0.32	1,062	15,607	+205
Sep12	110721	103.30	103.67	103.01	103.01	+0.31	2,965	18,513	+1,980
Oct12	110721	103.21	103.21	103.21	103.21	+0.29	2,320	10,822	+641
Nov12	110721	103.90	103.90	103.44	103.44	+0.27	388	21,392	-38
Dec12	110721	103.75	104.81	102.71	103.69	+0.25	22,077	152,418	-2,543
Total Volume and Open Interest							617,053	1,493,882	-20,929
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	110719	96.375	98.975	96.250	97.850	+1.600	1,780	3,081	+339
Oct11	110721	98.975	100.450	98.100	99.450	+0.675	257	383	+21
Nov11	110721	99.225	100.800	98.350	99.850	+0.625	61	178	-4
Dec11	110721	100.000	100.250	100.000	100.250	+0.600	16	278	-9
Jan12	110721	101.400	101.400	100.625	100.625	+0.525	2	8	+2
Feb12	110721	101.000	101.000	101.000	101.000	+0.500	0	3	+0
Mar12	110721	101.350	101.350	101.350	101.350	+0.450	0	11	+0
Apr12	110721	101.675	101.675	101.675	101.675	+0.425	0	1	+0
Total Volume and Open Interest							8,599	4,167	-3,121
Heating Oil(NYM)
Aug11	110721	311.35	314.33	308.52	309.92	-1.92	30,228	53,544	-1,777
Sep11	110721	312.67	315.77	309.71	311.29	-1.91	22,797	73,801	+1,994
Oct11	110721	314.09	317.07	311.83	312.73	-1.88	7,530	36,181	+1,010
Nov11	110721	314.95	318.65	313.23	314.37	-1.91	2,797	25,783	-4
Dec11	110721	318.30	320.37	314.42	316.00	-1.91	8,472	36,406	+961
Jan12	110721	319.13	321.85	317.52	317.53	-1.90	2,637	24,316	-533
Feb12	110721	319.42	321.90	317.69	317.69	-1.87	693	10,715	+164
Mar12	110721	320.35	320.35	316.69	316.69	-1.85	823	7,548	+0
Apr12	110721	316.59	316.59	314.60	314.60	-1.80	307	3,882	+7
May12	110721	315.63	315.63	312.66	312.66	-1.75	722	3,006	+29
Jun12	110721	313.90	315.69	311.82	311.82	-1.69	1,522	21,708	-148
Jul12	110721	315.00	315.36	312.37	312.37	-1.62	117	1,980	+4
Total Volume and Open Interest							79,251	310,508	+1,793
Gasoline(NYMEX)
Aug11	110721	314.56	315.72	308.95	309.95	-4.75	39,199	45,232	-3,113
Sep11	110721	309.23	310.69	304.73	305.67	-3.79	33,723	74,724	+5,842
Oct11	110721	295.88	297.40	291.42	292.85	-2.77	14,336	31,709	+1,568
Nov11	110721	292.30	293.81	288.59	289.59	-2.35	5,943	16,083	+310
Dec11	110721	290.16	292.17	286.43	288.01	-2.15	6,208	29,638	+793
Jan12	110721	289.80	292.00	287.43	288.32	-2.00	2,111	10,188	+833
Feb12	110721	287.88	292.87	287.75	289.66	-1.92	760	5,442	+45
Mar12	110721	294.38	294.38	291.43	291.43	-1.86	616	7,661	+264
Apr12	110721	302.55	302.55	302.55	302.55	-1.74	409	5,077	+313
May12	110721	302.58	302.58	302.58	302.58	-1.71	181	1,775	-67
Total Volume and Open Interest							106,161	247,299	+7,747
e-miNY RBOB Gasoline(NYM)
Aug11	110721	310.00	310.00	309.95	310.00	-4.70	0	3	+0
Sep11	110721	305.70	305.70	305.67	305.70	-3.80
Oct11	110721	292.90	292.90	292.85	292.90	-2.70	0	1	+0
Nov11	110721	289.60	289.60	289.59	289.60	-2.30
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110721	4.499	4.594	4.373	4.395	-0.105	89,349	74,048	-14,485
Sep11	110721	4.469	4.562	4.342	4.362	-0.107	52,922	223,001	-5,071
Oct11	110721	4.486	4.572	4.358	4.377	-0.106	34,035	142,205	+961
Nov11	110721	4.599	4.663	4.466	4.483	-0.102	13,922	99,346	+2,027
Dec11	110721	4.771	4.827	4.647	4.663	-0.096	9,513	48,607	+1,453
Jan12	110721	4.842	4.934	4.748	4.766	-0.090	10,161	109,777	+440
Feb12	110721	4.875	4.920	4.750	4.765	-0.089	1,375	25,034	+217
Mar12	110721	4.825	4.843	4.711	4.725	-0.083	2,663	47,150	-156
Apr12	110721	4.704	4.753	4.634	4.648	-0.072	3,236	48,991	+316
May12	110721	4.760	4.760	4.657	4.667	-0.069	246	10,080	+37
Jun12	110721	4.774	4.786	4.690	4.695	-0.067	459	11,338	+221
Jul12	110721	4.828	4.832	4.729	4.733	-0.067	397	9,124	-133
Aug12	110721	4.845	4.845	4.751	4.763	-0.065	261	8,846	+109
Sep12	110721	4.852	4.852	4.755	4.771	-0.065	55	6,943	+7
Oct12	110721	4.879	4.909	4.801	4.813	-0.065	600	33,242	-53
Nov12	110721	4.984	4.984	4.952	4.953	-0.058	129	5,073	-13
Total Volume and Open Interest							219,866	980,563	-14,066
Brent Crude Oil(ICE)
Sep11	110721	118.35	119.25	116.62	117.51	-0.64	192,532	195,691	-2,378
Oct11	110721	118.22	119.15	116.61	117.44	-0.63	105,143	135,701	+1,954
Nov11	110721	118.30	119.22	116.75	117.54	-0.63	44,822	49,813	+5,742
Dec11	110721	118.15	119.26	116.80	117.60	-0.62	51,678	95,435	-1,980
Jan12	110721	118.33	119.07	116.99	117.59	-0.62	6,456	23,948	+499
Feb12	110721	118.25	119.12	117.10	117.52	-0.62	3,508	17,502	-89
Mar12	110721	118.16	119.00	116.66	117.43	-0.61	2,933	34,402	+332
Apr12	110721	117.56	118.83	116.60	117.34	-0.61	1,052	13,936	+70
May12	110721	117.48	118.84	116.52	117.24	-0.61	986	8,016	-58
Jun12	110721	117.79	118.75	116.43	117.13	-0.60	7,442	40,261	+128
Jul12	110721	117.60	117.60	117.03	117.03	-0.60	570	8,607	+22
Aug12	110721	116.87	116.87	116.87	116.87	-0.60	396	6,147	-66
Sep12	110721	116.68	116.68	116.68	116.68	-0.60	352	7,615	-55
Oct12	110721	116.48	116.48	116.48	116.48	-0.60	357	3,532	-92
Total Volume and Open Interest							432,534	790,601	+6,455
Gas Oil(ICE)
Aug11	110721	979.00	986.25	967.50	983.25	+5.50	79,166	113,058	-10,635
Sep11	110721	983.00	989.25	970.25	986.00	+5.00	81,893	129,972	-108
Oct11	110721	984.75	991.75	973.25	988.75	+5.00	34,557	56,662	+2,468
Nov11	110721	986.75	993.25	978.00	990.25	+4.75	8,694	32,941	+1,392
Dec11	110721	988.50	995.00	978.00	992.00	+4.75	24,009	58,129	+1,555
Jan12	110721	990.50	997.00	981.00	994.25	+5.00	4,442	35,695	+1,145
Feb12	110721	991.00	996.25	986.75	994.75	+5.00	1,613	11,583	+153
Mar12	110721	991.25	996.25	982.50	995.00	+5.00	1,433	12,926	+412
Apr12	110721	991.00	994.50	989.75	994.50	+5.00	815	8,485	-109
May12	110721	981.00	994.00	981.00	994.00	+5.00	1,437	7,533	+133
Total Volume and Open Interest							244,655	567,800	-5,251
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110721	2.883	2.897	2.865	2.895	+0.003	166	804	-80
Sep11	110721	2.743	2.750	2.720	2.746	unch	228	1,734	-31
Oct11	110721	2.628	2.630	2.602	2.627	-0.005	75	1,204	+20
Nov11	110721	2.550	2.555	2.545	2.546	-0.014	51	1,039	+17
Dec11	110721	2.522	2.525	2.510	2.516	-0.017	96	1,238	+18
Jan12	110721	2.497	2.497	2.489	2.493	-0.012	258	746	+200
Feb12	110721	2.500	2.500	2.488	2.496	-0.009	33	317	+9
Total Volume and Open Interest							1,113	8,855	+206
WTI Crude Oil(ICE
Sep11	110721	98.49	100.17	97.20	99.13	+0.73	72,236	81,974	+1,454
Oct11	110721	99.06	100.49	97.60	99.46	+0.68	18,524	36,146	-2,263
Nov11	110721	99.52	100.88	98.04	99.85	+0.63	10,800	23,521	-1,543
Dec11	110721	99.55	101.29	98.49	100.25	+0.59	16,118	88,680	-591
Jan12	110721	100.21	101.65	98.97	100.63	+0.54	3,181	17,071	+400
Feb12	110721	100.80	101.82	99.48	101.00	+0.49	1,456	5,488	-76
Mar12	110721	100.03	102.05	100.02	101.34	+0.45	2,762	14,232	+398
Apr12	110721	100.40	102.31	100.40	101.67	+0.41	1,523	4,752	+83
May12	110721	101.78	102.88	101.36	101.99	+0.37	1,331	4,210	+514
Jun12	110721	102.08	103.38	100.86	102.30	+0.34	4,466	27,979	+453
Jul12	110721	102.58	102.58	102.58	102.58	+0.32	96	4,289	-28
Aug12	110721	102.80	102.80	102.80	102.80	+0.32	34	1,219	-1
Sep12	110721	103.01	103.01	103.01	103.01	+0.31	124	5,034	+5
Oct12	110721	103.21	103.21	103.21	103.21	+0.29	15	1,038	+0
Nov12	110721	103.44	103.44	103.44	103.44	+0.27	0	2,538	+0
Dec12	110721	103.33	104.80	102.36	103.69	+0.25	3,578	49,310	-187
Total Volume and Open Interest							137,739	438,690	-25,439
US Dollar Index(ICE)
Sep11	110721	74.970	75.370	74.125	74.230	-0.865	26,066	45,939	+136
Dec11	110721	75.400	75.520	74.680	74.680	-0.880	26	665	-1
Mar12	110721	75.150	75.150	75.150	75.150	-0.905	0	1	+0
Total Volume and Open Interest							26,092	46,605	+135
Australian Dollar(CME)
Sep11	110721	106.65	107.77	106.15	107.63	+1.03	116,843	128,264	+4,861
Dec11	110721	105.60	106.48	105.20	106.44	+1.00	136	443	-7
Mar12	110721	105.32	105.32	104.34	105.32	+0.98	0	2	+0
Total Volume and Open Interest							116,979	128,712	+4,854
British Pound(CME)
Sep11	110721	161.43	163.23	161.11	163.04	+1.54	107,391	98,035	-3,257
Dec11	110721	161.43	162.86	161.30	162.86	+1.52	45	248	+2
Mar12	110721	162.69	162.69	161.18	162.69	+1.51	0	2	+0
Total Volume and Open Interest							107,436	98,291	-3,255
Canadian Dollar(CME)
Sep11	110721	105.38	105.98	105.18	105.76	+0.36	89,559	119,802	+8,376
Dec11	110721	105.28	105.70	105.15	105.51	+0.36	211	3,873	+12
Mar12	110721	105.18	105.28	104.92	105.23	+0.31	73	625	+14
Jun12	110721	104.95	104.95	104.67	104.95	+0.28	3	276	+0
Total Volume and Open Interest							89,848	124,719	+8,404
Japanese Yen(CME)
Sep11	110721	126.90	127.80	126.57	127.50	+0.50	100,662	128,946	+62
Dec11	110721	126.98	127.74	126.82	127.59	+0.48	50	644	+6
Mar12	110721	127.76	127.76	127.29	127.76	+0.47	0	46	+0
Total Volume and Open Interest							100,712	129,653	+68
Swiss Franc(CME)
Sep11	110721	122.04	122.94	121.44	122.56	+0.42	46,208	51,914	+1,729
Dec11	110721	121.70	122.94	121.70	122.67	+0.40	43	211	+19
Mar12	110721	122.80	122.80	122.42	122.80	+0.38	2	5	+0
Total Volume and Open Interest							46,253	52,133	+1,748
EuroFX(CME)
Sep11	110721	141.96	144.13	141.14	143.90	+1.89	372,547	178,067	-5,598
Dec11	110721	141.71	143.73	140.80	143.52	+1.87	190	1,045	+17
Mar12	110721	141.64	143.15	141.25	143.15	+1.82	1	365	+1
Total Volume and Open Interest							372,738	180,314	-5,580
Mexican Peso(CME)
Aug11	110721	861.5	861.5	857.0	861.5	+4.5
Sep11	110721	853.0	858.0	851.5	857.2	+4.5	29,933	134,928	-1,483
Total Volume and Open Interest							30,029	135,263	-1,388
30-Year T-Bonds(CBOT)
Sep11	110721	126~000	126~010	124~230	125~030	-0~250	371,694	643,844	-776
Dec11	110721	123~160	124~130	123~120	123~190	-0~260	193	1,550	+59
Mar12	110721	122~050	122~310	122~050	122~050	-0~260	3	2	+2
Total Volume and Open Interest							371,890	645,396	-715
10-Year T-Notes(CBOT)
Sep11	110721	124~195	124~235	123~220	124~000	-0~190	1,105,143	1,898,895	+31,596
Dec11	110721	123~010	123~080	122~130	122~180	-0~195	443	16,768	+245
Mar12	110721	121~180	122~055	121~180	121~180	-0~195
Total Volume and Open Interest							1,105,586	1,915,663	+31,841
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	110721	119~008	119~052	119~008	119~008	-0~044	21	18	+14
Mar12	110721	118~032	118~076	118~032	118~032	-0~044
Total Volume and Open Interest							604,682	1,564,850	+6,247
2 Year T-Notes(CBOT)
Sep11	110721	109~110	109~114	109~103	109~105	-0~008	202,579	1,021,713	+660
Dec11	110721	109~076	109~086	109~076	109~076	-0~010	1,118	1,092	+1,051
Mar12	110721	109~014	109~024	109~014	109~014	-0~010
Total Volume and Open Interest							203,697	1,022,805	+1,711
Eurodollars(CME)
Sep11	110721	99.625	99.650	99.615	99.640	+0.020	206,296	1,180,848	-9,803
Dec11	110721	99.515	99.555	99.505	99.540	+0.025	209,065	1,181,910	-3,371
Mar12	110721	99.455	99.495	99.450	99.480	+0.020	267,276	1,458,330	-37,993
Jun12	110721	99.385	99.425	99.380	99.400	+0.005	211,527	1,351,005	+41
Sep12	110721	99.280	99.310	99.270	99.275	-0.020	238,163	1,047,477	+509
Dec12	110721	99.125	99.145	99.095	99.110	-0.035	259,336	715,588	+967
Mar13	110721	98.960	98.985	98.920	98.945	-0.040	227,656	691,275	+21,835
Jun13	110721	98.760	98.790	98.710	98.740	-0.040	216,724	422,704	+23,639
Sep13	110721	98.530	98.555	98.470	98.505	-0.040	172,239	449,524	+14,332
Dec13	110721	98.285	98.300	98.205	98.240	-0.045	109,698	321,663	-1,876
Mar14	110721	98.005	98.050	97.945	97.985	-0.045	68,022	264,059	+6,434
Jun14	110721	97.775	97.795	97.680	97.720	-0.050	71,298	200,531	+4,740
Sep14	110721	97.505	97.545	97.420	97.460	-0.060	52,841	104,413	+957
Dec14	110721	97.240	97.285	97.155	97.195	-0.065	56,454	100,115	-14,258
Mar15	110721	97.005	97.060	96.915	96.960	-0.075	27,084	100,460	+508
Jun15	110721	5.025	5.080	4.935	4.975	-0.080	23,448	73,785	+1,035
Sep15	110721	4.815	4.860	4.710	4.750	-0.085	20,185	59,033	+2,238
Dec15	110721	4.580	4.640	4.495	4.535	-0.090	16,540	49,863	-1,150
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jul11	110721	99.930	99.933	99.930	99.930	unch	2,236	68,287	+813
Aug11	110721	99.910	99.910	99.905	99.910	unch	5,657	61,369	+2,382
Sep11	110721	99.890	99.895	99.885	99.890	unch	10,689	60,855	+4,681
Oct11	110721	99.870	99.880	99.870	99.875	unch	3,985	49,545	-135
Nov11	110721	99.860	99.870	99.855	99.865	unch	5,035	47,619	+14
Dec11	110721	99.855	99.860	99.845	99.850	-0.005	9,670	56,931	+1,396
Total Volume and Open Interest							105,092	823,635	+16,761
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110721	99.662	99.662	99.662	99.662	unch	0	51	+0
Dec11	110721	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110721	99.655	99.655	99.655	99.655	unch
Jun12	110721	99.650	99.650	99.650	99.650	unch
Sep12	110721	99.585	99.585	99.585	99.585	unch
Dec12	110721	99.635	99.635	99.635	99.635	unch
Mar13	110721	99.635	99.635	99.635	99.635	unch
Jun13	110721	99.590	99.590	99.590	99.590	unch
Sep13	110721	99.450	99.450	99.450	99.450	unch
Dec13	110721	99.310	99.310	99.310	99.310	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110721	99.66	99.66	99.66	99.66	unch	0	1,332	+0
Dec11	110721	99.66	99.66	99.66	99.66	unch	0	1,392	+0
Mar12	110721	99.65	99.65	99.65	99.65	unch	0	1,823	+0
Jun12	110721	99.65	99.65	99.65	99.65	unch	0	1,374	+0
Sep12	110721	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110721	99.64	99.64	99.64	99.64	unch	2	26	+2
Mar13	110721	99.64	99.64	99.64	99.64	unch	0	1	+0
Jun13	110721	99.59	99.59	99.59	99.59	unch
Total Volume and Open Interest							2	6,359	+2
Japanese Gov't Bonds(SGX)
Sep11	110721	141.71	141.73	141.48	141.59	-0.04	2,322	22,364	+311
Dec11	110721	141.08	141.08	141.08	141.08	-0.12	0	2	+0
Mar12	110721	138.99	138.99	138.99	138.99	-0.12
Total Volume and Open Interest							1,446	24,090	+44
Euro-Bund(EUREX)
Sep11	110721	127.97	128.24	126.88	127.01	-1.13	900,331	992,553	+32,925
Dec11	110721	126.61	126.78	125.65	125.71	-1.12	439	662	+299
Mar12	110721	125.69	125.69	125.69	125.69	-1.13
Total Volume and Open Interest							900,770	993,215	+33,224
Euro-Bobl(EUREX)
Sep11	110721	118.22	118.43	117.60	117.70	-0.66	490,347	765,478	+4,347
Dec11	110721	116.80	116.80	116.76	116.76	-0.63	38	734	+38
Mar12	110721	116.73	116.73	116.73	116.73	-0.66
Total Volume and Open Interest							490,385	766,212	+4,385
3-Mth Euribor(EUREX)
Sep11	110721	98.315	98.330	98.310	98.310	-0.010	14	1,987	+1
Dec11	110721	98.290	98.290	98.230	98.230	-0.050	11	1,413	+11
Mar12	110721	98.270	98.270	98.185	98.185	-0.075	11	1,758	-10
Total Volume and Open Interest							55	8,203	-1
Long Gilt(LIFFE)
Sep11	110704	120~07	120~16	120~05	120~10	-0~12	206,757	378,594	+19,248
Dec11	110721	120~26	120~26	120~26	120~26	-1~00
Total Volume and Open Interest							120,909	361,358	+4,864
3-Mth Short Sterling(LIFFE)
Sep11	110721	99.12	99.13	99.11	99.12	unch	47,227	414,551	-7,182
Dec11	110721	99.07	99.08	99.06	99.06	-0.01	33,641	536,249	+5,498
Mar12	110721	99.02	99.02	98.98	98.99	-0.03	47,434	475,267	-9,232
Jun12	110721	98.92	98.94	98.89	98.89	-0.05	56,486	333,006	-7,750
Sep12	110721	98.82	98.84	98.77	98.77	-0.06	46,371	333,078	-2,591
Dec12	110721	98.66	98.68	98.58	98.60	-0.08	39,394	289,077	-4,897
Total Volume and Open Interest							347,249	2,790,616	-17,356
3-Mth Euribor(LIFFE)
Sep11	110721	98.320	98.325	98.300	98.310	-0.015	115,555	735,481	+12,757
Dec11	110721	98.270	98.290	98.215	98.230	-0.050	108,929	577,850	+1,512
Mar12	110721	98.250	98.270	98.170	98.185	-0.075	126,944	490,209	+17,096
Total Volume and Open Interest							752,913	3,566,162	+28,943
3-Mth Aus T-Bills(SFE)
Sep11	110721	95.19	95.20	95.16	95.19	-0.01	40,742	273,720	-3,125
Dec11	110721	95.32	95.34	95.27	95.33	+0.01	39,642	257,913	-337
Mar12	110721	95.39	95.42	95.33	95.40	+0.01	16,726	150,246	+3,290
Jun12	110721	95.39	95.44	95.35	95.42	+0.01	6,877	88,730	+319
Sep12	110721	95.38	95.40	95.33	95.39	+0.01	3,650	54,689	+623
Dec12	110721	95.33	95.34	95.27	95.33	+0.01	1,268	32,308	-161
Mar13	110721	95.25	95.28	95.23	95.26	unch	1,927	33,445	+1,404
Jun13	110721	95.16	95.20	95.14	95.18	+0.01	869	11,785	+768
Sep13	110721	95.08	95.10	94.98	95.10	+0.01	13	2,006	+13
Dec13	110721	94.99	95.01	94.99	95.00	+0.01	10	1,425	+8
Total Volume and Open Interest							111,724	906,433	+2,802
10-Year Aus T-Bonds(SFE)
Sep11	110721	95.04	95.07	94.98	95.04	unch	73,696	405,933	+1,102
Dec11	110721	95.04	95.04	95.04	95.04	unch
Total Volume and Open Interest							73,696	405,933	+1,102
3-Year Aus T-Bonds(SFE)
Sep11	110721	95.60	95.62	95.53	95.59	-0.09	219,793	724,024	-41,891
Dec11	110721	95.59	95.59	95.59	95.59	-0.01
Total Volume and Open Interest							210,567	772,663	+48,639
Gold(CMX)
Aug11	110721	1601.9	1605.0	1584.9	1587.0	-9.9	194,070	250,826	-23,038
Oct11	110721	1603.3	1606.0	1586.0	1588.1	-9.9	3,623	15,618	+261
Dec11	110721	1603.9	1606.9	1587.1	1589.1	-9.9	46,434	169,279	+22,111
Feb12	110721	1603.6	1608.2	1589.9	1590.5	-9.9	416	11,459	+40
Apr12	110721	1607.9	1608.0	1590.2	1592.0	-9.9	118	6,146	+18
Jun12	110721	1606.1	1609.7	1593.7	1593.7	-9.9	51	14,424	-14
Aug12	110721	1608.8	1609.6	1595.6	1595.6	-9.9	57	5,016	+0
Oct12	110721	1602.3	1602.3	1597.9	1597.9	-9.8	7	4,112	+2
Dec12	110721	1614.9	1616.6	1600.1	1600.4	-9.8	48	11,711	+12
Feb13	110721	1606.6	1606.6	1603.1	1603.1	-9.8	2	1,560	+0
Apr13	110721	1610.1	1610.1	1606.3	1606.3	-9.8	0	201	+0
Jun13	110721	1614.3	1614.3	1610.0	1610.0	-9.8	36	11,065	+35
Total Volume and Open Interest							246,097	542,342	-608
Silver(CMX)
Jul11	110721	3989.0	4026.0	3893.7	3893.7	-60.9	665	380	+0
Sep11	110721	4011.0	4037.5	3886.0	3894.7	-61.1	75,393	60,423	+686
Dec11	110721	4022.0	4032.5	3893.5	3896.9	-61.2	1,878	26,443	-164
Mar12	110721	4019.5	4019.5	3896.8	3896.8	-61.0	77	5,269	+7
May12	110721	3895.6	3895.6	3895.6	3895.6	-60.9	44	1,578	+33
Jul12	110721	3993.0	3993.0	3894.3	3894.3	-60.9	35	1,759	-2
Sep12	110721	3993.0	4012.0	3892.3	3892.3	-60.9	13	218	+7
Total Volume and Open Interest							79,307	115,999	+681
Platinum(NYMEX)
Jul11	110721	1786.7	1786.7	1786.7	1786.7	+11.7	0	4	-20
Oct11	110721	1779.5	1792.0	1776.3	1787.8	+11.7	4,601	30,726	+328
Jan12	110721	1787.4	1790.3	1787.4	1790.3	+10.9	45	1,143	+35
Apr12	110721	1793.2	1793.2	1793.2	1793.2	+10.9	4	110	+2
Total Volume and Open Interest							4,650	31,999	+345
Palladium(NYMEX)
Sep11	110721	795.90	809.65	793.60	809.00	+15.35	3,778	21,182	+359
Dec11	110721	797.00	810.10	795.75	810.10	+15.35	37	824	+24
Mar12	110721	155.94	155.94	155.94	155.94	+15.35	1	52	+0
Total Volume and Open Interest							3,816	22,059	+382
Copper(CMX)
Jul11	110721	444.05	444.10	437.40	437.75	-5.10	345	1,790	-250
Sep11	110721	443.60	445.95	436.50	438.35	-5.25	32,411	92,151	+2,830
Dec11	110721	445.50	446.15	438.75	440.30	-5.20	2,718	36,637	+370
Mar12	110721	441.45	441.45	441.25	441.45	-5.15	579	12,516	+246
May12	110721	444.60	444.60	441.65	441.65	-5.10	30	2,008	+7
Total Volume and Open Interest							36,882	152,876	+3,476
DJIA Index(CBOT)
Sep11	110721	12481	12700	12466	12690	+183	379	15,633	-6
Dec11	110721	12618	12618	12436	12618	+182	0	86	+0
Mar12	110721	12549	12549	12367	12549	+182
Jun12	110721	12479	12479	12297	12479	+182
Total Volume and Open Interest							379	15,719	-6
Mini DJIA Index(CBOT)
Sep11	110721	12512	12700	12464	12690	+183	115,653	120,355	+1,257
Dec11	110721	12430	12621	12396	12618	+182	60	418	+11
Mar12	110721	12549	12549	12549	12549	+182	0	11	+0
Jun12	110721	12479	12479	12479	12479	+182
Total Volume and Open Interest							115,713	120,784	+1,268
S & P 500(CME)
Sep11	110721	1321.50	1343.50	1315.20	1342.50	+21.20	12,300	261,523	-925
Dec11	110721	1335.80	1337.80	1333.00	1336.90	+21.10	2	10,981	-59
Mar12	110721	1331.40	1332.30	1330.80	1331.40	+21.10	0	11	+0
Jun12	110721	1326.40	1327.30	1325.80	1326.40	+21.10	0	5	+0
Total Volume and Open Interest							12,302	272,520	-984
S & P 500 E-Mini(Globex)
Sep11	110721	1321.75	1343.50	1315.00	1342.50	+21.25	2,098,625	2,585,860	+20,353
Dec11	110721	1316.00	1337.00	1310.00	1337.00	+21.25	2,153	13,151	+105
Total Volume and Open Interest							2,100,783	2,599,222	+20,457
NASDAQ 100(CME)
Sep11	110721	2377.00	2415.00	2366.00	2410.00	+28.20	1,755	18,513	+695
Dec11	110721	2404.80	2404.80	2402.00	2404.80	+28.50	0	1	+0
Mar12	110721	2400.50	2400.50	2397.00	2400.50	+29.20
Total Volume and Open Interest							1,755	18,514	+695
NASDAQ 100 E-Mini(Globex)
Sep11	110721	2381.80	2414.50	2365.00	2410.00	+28.20	275,586	363,406	+17,617
Dec11	110721	2372.80	2406.50	2363.00	2404.80	+28.50	83	414	+10
Total Volume and Open Interest							275,669	363,827	+17,627
S & P Midcap 400(CME)
Sep11	110721	989.00	995.00	989.00	989.00	+10.50	0	2,547	+0
Dec11	110721	987.50	987.50	987.50	987.50	+10.50
Mar12	110721	985.80	985.80	985.80	985.80	+10.50
Total Volume and Open Interest							0	2,547	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110630	9865	9940	9805	9900	+220	11,736	31,666	+3,008
Dec11	110721	10090	10090	10045	10090	+45	25	26	+25
Total Volume and Open Interest							8,790	37,432	+1,928
Nikkei 225(SGX)
Sep11	110721	10005	10055	9970	10005	-10	61,345	193,199	+1,495
Dec11	110721	9955	9955	9945	9945	-55	43	8,204	-218
Mar12	110721	9940	9940	9940	9940	-10	0	10	+0
Total Volume and Open Interest							61,456	211,168	+924
CAC 40(EURONEXT)
Aug11	110721	3763.0	3844.0	3714.0	3818.5	+63.5	144,143	313,407	+6,957
Sep11	110721	3758.0	3836.5	3715.0	3816.5	+63.5	389	36,499	+267
Oct11	110721	3818.0	3818.0	3818.0	3818.0	+64.0
Total Volume and Open Interest							144,532	349,938	+7,224
Hang Seng Index(HKFE)
Jul11	110721	22060	22113	21834	21959	-26	77,268	89,027	+1,434
Aug11	110721	22020	22070	21808	21920	-19	1,283	3,699	+535
Sep11	110721	21940	21977	21701	21824	-23	487	3,702	+91
Total Volume and Open Interest							79,141	100,387	+2,077
DAX(EUREX)
Sep11	110721	7260.5	7344.5	7156.5	7311.5	+75.0	146,117	159,139	+470
Dec11	110721	7285.0	7366.0	7189.5	7339.5	+75.0	198	8,395	-16
Mar12	110721	7313.0	7399.5	7233.5	7372.5	+76.5	48	324	+8
Total Volume and Open Interest							146,363	167,858	+462
FT-SE 100(EURONEXT)
Sep11	110721	5813.00	5896.00	5763.00	5868.50	+61.50	103,723	666,088	-7,676
Dec11	110721	5786.50	5857.00	5786.50	5844.00	+62.00	25	810	-11
Mar12	110721	5713.00	5807.00	5713.00	5807.00	+61.00	11	143	-10
Total Volume and Open Interest							103,759	667,081	-7,697
SPI 200(SFE)
Sep11	110721	4522.0	4551.0	4517.0	4534.0	+9.0	40,081	202,239	+5,327
Dec11	110721	4547.0	4550.0	4540.0	4549.0	+10.0	30	4,619	+4
Mar12	110721	4533.0	4533.0	4533.0	4533.0	+8.0	6	1,738	+6
Total Volume and Open Interest							43,420	216,096	+8,025
GSCI(CME)
Aug11	110721	42.64	46.64	40.64	40.64	-0.50	93	9,272	+52
Sep11	110721	41.64	47.64	41.64	41.64	-0.30	2	0	+0
Oct11	110721	42.64	48.64	42.64	42.64	-0.30
Total Volume and Open Interest							95	9,272	+52
Reuters CCI(ICE)