MRCI's End of Day Prices

Daily Futures Price Listing Tue July 26, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110726	1366.25	1384.00	1363.00	1383.00	+17.50	25,749	43,604	-5,794
Sep11	110726	1365.50	1381.50	1362.75	1380.25	+15.75	13,493	40,581	+1,042
Nov11	110726	1373.25	1390.00	1369.25	1388.75	+16.75	67,618	309,209	+2,419
Jan12	110726	1381.50	1400.00	1379.75	1398.50	+16.50	7,914	52,211	+259
Mar12	110726	1387.00	1403.25	1384.00	1402.50	+16.75	1,916	26,302	+446
May12	110726	1385.25	1401.00	1385.00	1400.00	+16.25	1,960	32,488	+316
Jul12	110726	1396.00	1403.25	1387.25	1401.25	+15.75	3,577	17,310	+987
Total Volume and Open Interest							122,612	546,001	-314
Soybean Meal(CBOT)
Aug11	110726	356.50	361.30	355.50	360.50	+4.70	15,079	22,045	-489
Sep11	110726	358.30	364.00	358.00	363.30	+5.00	8,595	34,667	-107
Oct11	110726	360.50	365.50	359.60	365.10	+5.20	2,366	15,383	+632
Dec11	110726	363.50	369.60	362.50	369.30	+6.20	24,303	85,515	+2,938
Jan12	110726	364.70	371.20	364.30	371.10	+6.40	642	7,247	+86
Mar12	110726	366.60	372.90	366.60	372.90	+6.30	1,214	5,751	-138
May12	110726	365.80	372.10	365.80	372.10	+6.30	1,161	7,774	+200
Jul12	110726	365.70	371.90	365.70	371.90	+6.20	652	2,321	+156
Total Volume and Open Interest							54,139	184,668	+3,280
Soybean Oil(CBOT)
Aug11	110726	56.20	56.76	55.99	56.59	+0.49	18,411	29,162	-748
Sep11	110726	56.40	56.96	56.18	56.79	+0.49	9,065	45,166	+1,762
Oct11	110726	56.51	57.13	56.39	57.01	+0.50	2,859	18,864	-49
Dec11	110726	57.00	57.64	56.82	57.47	+0.52	36,345	153,276	+852
Jan12	110726	57.20	57.89	57.15	57.71	+0.50	1,347	23,279	+13
Mar12	110726	57.50	58.19	57.41	57.96	+0.46	880	13,769	+382
May12	110726	57.63	58.15	57.51	58.06	+0.46	326	7,735	+70
Jul12	110726	57.89	58.39	57.84	58.17	+0.47	573	3,645	+254
Total Volume and Open Interest							69,921	298,001	+2,582
Canola(WCE)
Nov11	110726	552.0	556.0	546.2	555.0	+3.1	9,705	120,382	-1,626
Jan12	110726	560.1	563.8	554.3	563.3	+3.2	4,577	18,196	+1,239
Mar12	110726	567.3	571.0	566.0	570.1	+2.8	664	6,618	+238
May12	110726	568.4	576.0	568.2	574.8	+2.4	967	4,413	+283
Jul12	110726	574.7	580.1	574.7	579.5	+2.5	596	2,883	+161
Total Volume and Open Interest							16,719	154,037	+266
Corn(CBOT)
Sep11	110726	682.25	690.75	675.50	689.75	+11.00	70,366	355,152	-8,587
Dec11	110726	678.00	687.50	671.50	686.75	+12.25	123,633	520,018	+4,541
Mar12	110726	690.00	700.00	684.50	699.50	+12.25	11,730	127,347	+1,398
May12	110726	697.50	706.00	691.50	705.75	+12.00	4,049	28,071	+913
Jul12	110726	699.50	711.50	697.50	711.25	+11.75	3,337	71,626	+447
Sep12	110726	658.25	670.25	657.75	670.25	+12.50	760	8,269	+304
Total Volume and Open Interest							216,747	1,207,846	-556
Wheat(CBOT)
Sep11	110726	690.00	699.00	679.25	694.00	+5.50	45,361	151,670	-1,693
Dec11	110726	732.00	739.00	720.00	734.50	+5.50	26,302	145,141	+1,059
Mar12	110726	762.25	771.25	753.00	767.50	+5.75	4,681	47,628	+725
May12	110726	775.00	786.50	769.75	783.00	+5.25	995	9,763	-94
Jul12	110726	790.00	797.25	779.50	793.25	+3.75	1,612	43,473	+350
Total Volume and Open Interest							79,749	421,306	+346
Wheat(KCBT)
Sep11	110726	770.00	783.25	764.00	780.50	+10.00	8,652	74,272	+121
Dec11	110726	796.25	808.75	790.00	806.50	+10.25	4,334	58,392	+46
Mar12	110726	810.00	823.00	805.25	821.25	+11.25	1,207	17,962	+319
May12	110726	821.00	826.00	810.50	825.75	+11.25	297	3,392	+83
Jul12	110726	818.00	826.75	809.25	825.50	+11.00	423	13,737	-34
Total Volume and Open Interest							14,934	170,897	+532
Wheat(MGE)
Sep11	110726	831.25	843.00	824.00	839.00	+8.25	1,392	20,245	-146
Dec11	110726	834.00	844.50	827.25	840.00	+6.25	801	19,658	-7
Mar12	110726	844.25	853.00	836.75	849.00	+6.25	382	6,529	+32
May12	110726	845.75	856.75	841.75	854.00	+7.25	111	2,853	-14
Jul12	110726	847.50	856.25	844.00	856.25	+7.25	142	4,841	+34
Total Volume and Open Interest							3,198	58,074	+9
Oats(CBOT)
Sep11	110726	350.00	360.00	348.75	356.25	+4.75	208	3,948	-111
Dec11	110726	364.50	372.00	360.50	368.00	+4.50	406	7,355	-7
Mar12	110726	379.75	380.00	374.00	378.25	+4.25	4	824	+0
May12	110726	384.75	384.75	380.50	384.75	+4.25	0	26	+0
Total Volume and Open Interest							618	12,182	-118
Rough Rice(CBOT)
Sep11	110726	17.10	17.29	16.98	17.21	+0.05	265	10,878	-17
Nov11	110726	17.36	17.58	17.31	17.50	+0.05	54	5,343	-5
Jan12	110726	17.75	17.85	17.65	17.80	+0.05	31	569	+29
Mar12	110726	17.95	18.14	17.93	18.07	+0.02	5	706	-2
Total Volume and Open Interest							355	17,508	+5
Live Cattle(CME)
Aug11	110726	110.430	111.800	110.035	111.700	+1.050	10,786	57,248	-3,097
Oct11	110726	114.900	116.250	114.500	116.150	+1.250	16,965	128,468	+346
Dec11	110726	118.700	119.785	118.480	119.600	+0.800	8,952	83,500	+283
Feb12	110726	122.050	123.150	121.730	122.800	+0.600	4,247	29,748	+854
Apr12	110726	124.100	125.135	123.850	125.000	+0.800	1,844	16,195	-78
Jun12	110726	121.200	122.330	120.900	122.000	+0.600	687	6,442	+307
Total Volume and Open Interest							43,609	322,532	-1,376
Feeder Cattle(CME)
Aug11	110726	136.300	137.400	135.435	136.100	+0.050	2,339	14,182	-359
Sep11	110726	137.450	138.900	137.150	137.935	+0.555	1,084	10,745	+90
Oct11	110726	138.250	139.700	137.900	139.050	+0.850	1,317	8,778	+195
Nov11	110726	138.850	139.880	138.325	139.380	+0.395	637	4,030	-55
Jan12	110726	138.500	139.400	138.100	138.750	+0.250	169	1,892	+27
Mar12	110726	138.380	139.350	137.950	138.900	+0.400	103	526	+53
Apr12	110726	138.250	139.000	138.100	139.000	+0.750	12	144	+1
Total Volume and Open Interest							5,670	40,399	-45
Lean Hogs(CME)
Aug11	110726	101.100	101.135	98.700	100.480	-0.450	12,741	25,510	-1,471
Oct11	110726	92.730	92.980	90.350	91.700	-0.780	15,845	89,966	+2,131
Dec11	110726	89.080	89.285	87.480	88.385	-0.415	11,159	65,492	+1,162
Feb12	110726	91.150	91.200	89.830	90.480	-0.420	4,538	31,532	+1,341
Apr12	110726	91.900	92.100	90.730	91.500	-0.385	1,564	18,661	+381
May12	110726	94.800	95.300	94.700	95.300	+0.100	30	777	+27
Jun12	110726	97.250	97.800	96.550	97.550	-0.130	950	10,380	+596
Jul12	110726	96.600	96.635	95.350	96.300	+0.150	298	3,159	+148
Total Volume and Open Interest							47,291	248,015	+4,432
Class III Milk(CME)
Jul11	110726	21.33	21.36	21.29	21.34	+0.01	158	7,033	-94
Aug11	110726	21.24	21.35	20.90	21.10	-0.16	402	6,396	-16
Sep11	110726	20.33	20.47	20.02	20.25	-0.11	412	5,883	-28
Oct11	110726	19.40	19.45	19.18	19.32	-0.12	173	4,816	+54
Nov11	110726	18.50	18.55	18.30	18.47	-0.08	41	3,914	-12
Total Volume and Open Interest							1,414	37,598	+22
Cocoa(ICE)
Sep11	110726	2989	3040	2983	3015	+19	14,639	64,614	-2,073
Dec11	110726	3025	3067	3012	3047	+22	3,850	43,624	+366
Mar12	110726	3075	3114	3072	3095	+24	1,374	34,658	+435
May12	110726	3074	3115	3074	3096	+23	201	11,245	+52
Jul12	110726	3099	3122	3098	3102	+24	94	4,424	+4
Sep12	110726	3108	3114	3099	3108	+25	679	7,763	+667
Dec12	110726	3110	3113	3110	3113	+27	11	3,873	+0
Total Volume and Open Interest							20,859	173,559	-548
Coffee "C"(ICE)
Sep11	110726	243.50	247.35	242.80	244.95	+2.05	13,242	49,844	-1,354
Dec11	110726	247.15	251.45	247.00	249.25	+2.10	5,127	38,035	+373
Mar12	110726	253.05	254.35	250.15	252.35	+2.30	1,252	9,851	-117
May12	110726	255.80	256.05	251.65	254.00	+2.25	406	4,868	+165
Jul12	110726	256.05	256.45	251.35	253.85	+2.20	11	1,864	-3
Sep12	110726	255.00	255.00	249.70	253.05	+1.70	16	1,658	+5
Total Volume and Open Interest							20,082	107,591	-931
Orange Juice(ICE)
Sep11	110726	198.95	199.50	198.40	198.85	+0.10	620	26,518	-22
Nov11	110726	187.60	188.15	187.50	187.90	+0.20	274	6,926	+188
Jan12	110726	178.50	179.40	178.50	179.35	+0.50	117	1,651	+55
Mar12	110726	176.45	177.05	176.45	177.05	+0.40	5	316	+5
May12	110726	174.30	174.95	174.15	174.95	unch	62	246	+24
Jul12	110726	174.55	174.55	174.55	174.55	-0.20	1	128	+0
Total Volume and Open Interest							1,079	35,796	+250
Sugar #11(ICE)
Oct11	110726	30.93	31.47	30.31	30.94	+0.20	52,127	304,193	-4,399
Mar12	110726	29.70	30.05	29.06	29.65	+0.16	22,047	151,394	+2,746
May12	110726	28.06	28.29	27.45	28.03	+0.25	10,001	49,261	+1,653
Jul12	110726	26.71	27.00	26.25	26.80	+0.30	5,943	67,971	+1,112
Oct12	110726	25.71	25.97	25.36	25.84	+0.31	2,446	29,635	+187
Total Volume and Open Interest							94,251	641,802	+1,806
London Cocoa(LCE)
Sep11	110726	1860	1879	1856	1873	+3	7,486	74,044	+238
Dec11	110726	1895	1910	1887	1905	+5	4,146	48,057	+1,437
Mar12	110726	1921	1932	1910	1926	+5	1,514	38,198	+386
May12	110726	1923	1944	1918	1936	+7	139	13,585	-38
Jul12	110726	1928	1945	1924	1940	+6	49	4,706	+11
Sep12	110726	1944	1955	1937	1948	+4	9	4,383	+0
Dec12	110726	1959	1959	1947	1947	+1	0	7,355	+0
Total Volume and Open Interest							13,343	191,195	+2,034
London Sugar(LCE)
Oct11	110726	802.90	815.40	802.50	805.40	+8.00	2,549	26,147	+201
Dec11	110726	755.10	765.50	754.60	760.40	+13.00	977	6,581	+377
Mar12	110726	744.00	751.00	741.90	746.50	+10.20	791	9,321	+158
May12	110726	711.00	720.00	711.00	716.60	+9.40	274	3,290	+83
Aug12	110726	684.60	690.00	684.10	689.80	+12.60	92	1,913	+36
Total Volume and Open Interest							4,739	48,659	+886
Cotton(ICE)
Oct11	110726	97.68	101.09	93.50	101.09	+4.00	31	535	+2
Dec11	110726	96.76	100.76	93.20	100.76	+4.00	6,837	97,029	-255
Mar12	110726	94.74	99.23	92.55	99.08	+3.85	2,196	23,011	+670
May12	110726	94.70	98.52	92.00	97.95	+3.22	131	5,491	+37
Jul12	110726	94.35	97.75	91.74	97.18	+2.81	87	7,186	+34
Oct12	110726	96.60	96.60	96.60	96.60	+2.96	0	3	+0
Total Volume and Open Interest							9,308	136,877	+493
Lumber(CME)
Sep11	110726	256.1	258.6	253.4	256.0	+0.9	442	5,901	-24
Nov11	110726	271.6	272.0	267.5	268.0	unch	254	2,373	+113
Jan12	110726	290.4	291.1	286.8	289.9	-3.0	84	874	+49
Mar12	110726	299.0	299.0	299.0	299.0	-1.0	4	96	+4
Total Volume and Open Interest							784	9,245	+142
Crude Oil(NYM)
Sep11	110726	99.15	100.62	97.76	99.59	+0.39	223,266	377,153	-4,561
Oct11	110726	99.64	101.00	98.18	100.01	+0.41	54,396	95,066	+1,756
Nov11	110726	99.99	101.39	98.70	100.46	+0.41	35,839	76,901	+3,445
Dec11	110726	100.40	101.83	99.11	100.88	+0.40	57,396	206,129	+4,687
Jan12	110726	100.70	102.12	99.63	101.27	+0.40	8,244	49,920	-317
Feb12	110726	101.56	102.42	99.94	101.62	+0.40	6,138	26,029	-257
Mar12	110726	101.99	102.81	100.35	101.94	+0.39	8,783	36,212	+497
Apr12	110726	102.22	102.67	100.98	102.25	+0.39	7,473	22,436	+315
May12	110726	102.59	103.40	101.11	102.55	+0.39	6,165	18,382	+591
Jun12	110726	102.50	103.66	101.33	102.84	+0.39	16,903	79,641	+1,932
Jul12	110726	103.41	103.51	101.81	103.11	+0.39	2,343	29,383	-480
Aug12	110726	101.88	103.92	101.88	103.32	+0.39	1,738	16,452	+336
Sep12	110726	103.51	103.51	103.51	103.51	+0.38	1,010	18,645	-70
Oct12	110726	103.69	103.69	103.69	103.69	+0.37	197	11,110	+3
Nov12	110726	103.88	103.88	103.88	103.88	+0.36	139	20,882	-12
Dec12	110726	103.85	104.83	102.70	104.10	+0.35	21,470	150,119	-393
Total Volume and Open Interest							461,564	1,500,826	+10,037
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	110726	99.175	100.625	97.725	99.600	+0.400	6,453	3,407	-50
Oct11	110726	99.800	101.000	98.300	100.000	+0.400	263	499	+56
Nov11	110726	100.300	100.750	99.450	100.450	+0.400	56	179	+0
Dec11	110726	100.875	100.875	100.800	100.875	+0.400	68	209	-57
Jan12	110726	101.275	101.275	101.275	101.275	+0.400	0	10	+0
Feb12	110726	101.625	101.625	101.625	101.625	+0.400	0	3	+0
Mar12	110726	101.950	101.950	101.950	101.950	+0.400	2	10	-1
Apr12	110726	102.250	102.250	102.250	102.250	+0.400	0	1	+0
Total Volume and Open Interest							6,850	4,505	-52
Heating Oil(NYM)
Aug11	110726	310.00	313.79	307.00	311.34	+0.56	22,282	41,955	-2,656
Sep11	110726	310.85	315.00	308.17	312.51	+0.44	31,119	87,340	+5,243
Oct11	110726	313.84	316.35	309.69	313.99	+0.52	6,675	37,128	+519
Nov11	110726	314.60	317.38	311.31	315.67	+0.65	3,316	26,614	+183
Dec11	110726	316.47	319.54	312.78	317.26	+0.75	6,149	37,447	-708
Jan12	110726	317.88	320.45	314.80	318.72	+0.79	1,171	24,133	-126
Feb12	110726	318.97	320.25	316.07	318.89	+0.86	717	10,693	+6
Mar12	110726	314.84	319.25	313.96	317.91	+0.93	1,690	7,455	+40
Apr12	110726	316.17	316.77	315.57	315.77	+0.97	150	3,935	+9
May12	110726	314.46	314.46	313.84	313.84	+1.04	905	3,662	+668
Jun12	110726	313.85	315.05	309.06	313.11	+1.06	842	21,904	+216
Jul12	110726	313.73	313.73	313.73	313.73	+1.13	46	1,974	+7
Total Volume and Open Interest							75,267	315,948	+3,419
Gasoline(NYMEX)
Aug11	110726	312.74	317.00	309.64	315.36	+2.72	31,150	30,493	-5,104
Sep11	110726	308.00	311.85	304.84	309.85	+1.68	39,431	94,645	+6,837
Oct11	110726	294.25	297.96	291.66	296.28	+1.38	10,357	35,090	+509
Nov11	110726	291.95	294.15	288.20	292.70	+1.23	6,093	18,242	+730
Dec11	110726	289.60	292.43	286.57	290.96	+1.22	4,489	31,536	-64
Jan12	110726	289.28	292.25	287.40	291.13	+1.20	1,057	11,459	+346
Feb12	110726	291.79	293.54	289.18	292.35	+1.14	667	5,630	+5
Mar12	110726	294.01	294.01	294.01	294.01	+1.10	571	8,045	+134
Apr12	110726	304.92	304.92	304.92	304.92	+1.01	353	5,588	+166
May12	110726	304.83	304.83	304.83	304.83	+0.97	37	1,900	+21
Total Volume and Open Interest							95,287	262,267	+3,669
e-miNY RBOB Gasoline(NYM)
Aug11	110726	315.40	315.40	315.36	315.40	+2.80	0	3	+0
Sep11	110726	309.90	309.90	309.85	309.90	+1.70
Oct11	110726	296.30	296.30	296.28	296.30	+1.40	0	1	+0
Nov11	110726	292.70	292.70	292.70	292.70	+1.20
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Aug11	110726	4.365	4.391	4.316	4.370	-0.016	86,943	31,490	-11,577
Sep11	110726	4.346	4.359	4.277	4.331	-0.024	55,432	233,178	+1,025
Oct11	110726	4.355	4.370	4.292	4.347	-0.021	26,379	140,690	-339
Nov11	110726	4.456	4.475	4.398	4.454	-0.018	16,483	105,192	+3,315
Dec11	110726	4.626	4.640	4.571	4.624	-0.018	6,545	48,733	+58
Jan12	110726	4.720	4.738	4.666	4.723	-0.019	8,591	112,374	+707
Feb12	110726	4.737	4.737	4.674	4.722	-0.019	1,892	25,951	+340
Mar12	110726	4.665	4.695	4.639	4.680	-0.020	3,594	47,282	+443
Apr12	110726	4.585	4.606	4.564	4.601	-0.018	4,366	50,392	+646
May12	110726	4.595	4.621	4.584	4.621	-0.018	489	10,090	+55
Jun12	110726	4.641	4.653	4.609	4.650	-0.018	407	11,692	+71
Jul12	110726	4.689	4.689	4.640	4.689	-0.017	295	8,820	-64
Aug12	110726	4.707	4.719	4.670	4.719	-0.018	1,133	9,168	+148
Sep12	110726	4.702	4.727	4.680	4.727	-0.018	260	7,244	+107
Oct12	110726	4.768	4.769	4.728	4.766	-0.019	519	34,379	-5
Nov12	110726	4.875	4.907	4.875	4.907	-0.016	54	5,142	-12
Total Volume and Open Interest							213,613	960,904	-5,071
Brent Crude Oil(ICE)
Sep11	110726	117.65	119.05	116.53	118.28	+0.34	119,580	195,144	-519
Oct11	110726	117.55	118.97	116.47	118.20	+0.37	42,777	141,357	-122
Nov11	110726	117.40	119.04	116.58	118.28	+0.36	18,962	50,944	+1,039
Dec11	110726	117.55	119.07	116.65	118.32	+0.34	28,725	97,698	+740
Jan12	110726	118.07	118.95	116.82	118.31	+0.32	5,417	23,711	+289
Feb12	110726	118.28	118.83	116.74	118.24	+0.31	2,321	17,733	+326
Mar12	110726	118.21	118.75	116.67	118.16	+0.31	1,837	35,435	+89
Apr12	110726	117.81	118.63	116.57	118.07	+0.31	1,121	14,068	-110
May12	110726	117.70	118.53	116.46	117.97	+0.32	879	8,373	+70
Jun12	110726	117.33	118.50	116.35	117.87	+0.32	2,545	39,976	+833
Jul12	110726	117.78	117.78	117.78	117.78	+0.31	80	9,022	+18
Aug12	110726	117.65	117.65	117.65	117.65	+0.31	44	6,024	+1
Sep12	110726	117.48	117.48	117.48	117.48	+0.31	382	7,763	+193
Oct12	110726	117.30	117.30	117.30	117.30	+0.31	115	3,447	-37
Total Volume and Open Interest							231,978	801,766	+2,842
Gas Oil(ICE)
Aug11	110726	972.50	983.75	964.00	978.50	-0.25	43,295	92,450	-5,920
Sep11	110726	975.75	986.75	966.75	981.50	-0.25	52,605	132,941	+1,068
Oct11	110726	980.25	989.25	969.75	984.25	unch	17,286	62,951	+408
Nov11	110726	984.75	990.75	971.50	985.75	unch	7,496	36,626	+1,092
Dec11	110726	984.00	992.50	972.75	987.25	unch	17,643	60,339	-55
Jan12	110726	986.50	993.50	978.00	989.25	unch	1,933	37,513	+696
Feb12	110726	986.25	989.75	977.00	989.75	+0.25	539	11,768	+178
Mar12	110726	988.75	990.75	977.00	990.00	+0.25	1,961	13,336	+143
Apr12	110726	988.50	993.25	988.50	989.75	+0.50	334	8,355	-61
May12	110726	989.25	992.75	988.00	989.25	+0.50	205	7,654	+47
Total Volume and Open Interest							146,330	565,171	-1,966
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110726	3.000	3.070	3.000	3.068	+0.085	198	568	-47
Sep11	110726	2.821	2.879	2.821	2.874	+0.066	195	1,691	+39
Oct11	110726	2.676	2.725	2.673	2.724	+0.059	157	1,352	-52
Nov11	110726	2.590	2.620	2.590	2.617	+0.040	121	1,095	+45
Dec11	110726	2.539	2.580	2.539	2.575	+0.047	140	1,344	+72
Jan12	110726	2.526	2.560	2.526	2.553	+0.045	50	792	+1
Feb12	110726	2.537	2.557	2.537	2.550	+0.045	44	352	+26
Total Volume and Open Interest							1,031	9,119	+143
WTI Crude Oil(ICE
Sep11	110726	99.03	100.62	97.76	99.59	+0.39	54,655	77,908	-2,882
Oct11	110726	99.32	101.00	98.20	100.01	+0.41	18,783	34,932	-1,440
Nov11	110726	99.76	101.42	98.72	100.46	+0.41	13,444	23,541	+157
Dec11	110726	100.17	101.83	99.09	100.88	+0.40	20,487	91,946	+2,599
Jan12	110726	100.70	102.17	99.59	101.27	+0.40	3,715	17,402	+317
Feb12	110726	101.55	102.18	100.00	101.62	+0.40	2,323	6,129	-169
Mar12	110726	101.89	102.37	100.34	101.94	+0.39	2,555	15,650	+626
Apr12	110726	101.60	103.00	100.94	102.25	+0.39	1,418	4,829	+166
May12	110726	102.71	102.71	101.10	102.55	+0.39	1,574	3,211	-301
Jun12	110726	102.23	103.41	101.39	102.84	+0.39	4,491	30,565	+1,020
Jul12	110726	103.11	103.11	103.11	103.11	+0.39	312	4,228	+33
Aug12	110726	103.41	103.41	103.32	103.32	+0.39	43	1,229	+11
Sep12	110726	103.51	103.51	103.51	103.51	+0.38	59	5,073	+12
Oct12	110726	103.69	103.69	103.69	103.69	+0.37	3	1,134	+3
Nov12	110726	103.88	103.88	103.88	103.88	+0.36	6	2,549	+0
Dec12	110726	103.54	104.94	102.68	104.10	+0.35	5,290	49,164	-113
Total Volume and Open Interest							130,859	441,643	-1
US Dollar Index(ICE)
Sep11	110726	74.310	74.395	73.605	73.630	-0.625	22,181	53,184	+2,488
Dec11	110726	74.635	74.645	74.070	74.070	-0.605	20	671	-1
Mar12	110726	74.530	74.530	74.530	74.530	-0.595	0	1	+0
Total Volume and Open Interest							22,201	53,856	+2,487
Australian Dollar(CME)
Sep11	110726	107.72	108.94	107.47	108.86	+1.04	79,586	131,732	+833
Dec11	110726	106.30	107.72	106.30	107.65	+1.01	92	498	+44
Mar12	110726	106.52	106.52	105.52	106.52	+1.00	0	2	+0
Total Volume and Open Interest							79,678	132,235	+877
British Pound(CME)
Sep11	110726	162.73	164.20	162.56	164.13	+1.26	78,036	99,249	-422
Dec11	110726	163.04	163.95	162.69	163.95	+1.26	5	256	-2
Mar12	110726	163.78	163.78	162.52	163.78	+1.26	0	2	+0
Total Volume and Open Interest							78,041	99,513	-424
Canadian Dollar(CME)
Sep11	110726	105.46	106.17	105.40	105.91	+0.26	78,777	123,284	+3,226
Dec11	110726	105.62	105.93	105.41	105.67	+0.26	338	3,981	+71
Mar12	110726	105.44	105.44	105.13	105.39	+0.26	40	624	+9
Jun12	110726	105.15	105.15	104.87	105.13	+0.26	1	276	+0
Total Volume and Open Interest							79,157	128,308	+3,306
Japanese Yen(CME)
Sep11	110726	127.78	128.54	126.92	128.45	+0.63	74,073	132,174	-103
Dec11	110726	128.20	128.56	126.75	128.56	+0.63	80	674	-25
Mar12	110726	128.73	128.73	128.10	128.73	+0.63	0	46	+0
Total Volume and Open Interest							74,153	132,911	-128
Swiss Franc(CME)
Sep11	110726	124.10	125.07	123.96	124.91	+0.80	32,181	53,037	+657
Dec11	110726	124.80	125.02	124.21	125.01	+0.80	162	219	+22
Mar12	110726	125.16	125.16	124.36	125.16	+0.80	0	5	+0
Total Volume and Open Interest							32,343	53,264	+679
EuroFX(CME)
Sep11	110726	143.55	145.05	143.36	144.98	+1.36	264,324	177,893	+697
Dec11	110726	143.18	144.62	143.18	144.60	+1.35	398	1,065	-31
Mar12	110726	144.00	144.25	142.91	144.25	+1.34	0	363	+0
Total Volume and Open Interest							264,723	180,158	+666
Mexican Peso(CME)
Aug11	110726	862.2	862.2	858.8	862.2	+3.5
Sep11	110726	853.5	858.8	853.5	858.0	+3.5	17,314	134,558	-1,556
Total Volume and Open Interest							17,314	134,893	-1,556
30-Year T-Bonds(CBOT)
Sep11	110726	125~060	126~000	124~220	125~270	+0~250	220,191	615,028	-12,879
Dec11	110726	123~230	124~120	123~100	124~110	+0~260	43	1,960	+193
Mar12	110726	122~200	122~290	122~030	122~290	+0~260	0	2	+0
Total Volume and Open Interest							220,234	616,990	-12,686
10-Year T-Notes(CBOT)
Sep11	110726	124~045	124~205	123~250	124~170	+0~130	914,700	1,841,170	-24,896
Dec11	110726	122~170	123~040	122~170	123~040	+0~140	339	16,745	+33
Mar12	110726	122~040	122~040	121~220	122~040	+0~140
Total Volume and Open Interest							915,039	1,857,915	-24,863
5-Year T-Notes(CBOT)
Sep11	110726	120~056	120~098	120~026	120~089	+0~033	580,408	1,533,129	-34,393
Dec11	110726	119~032	119~055	119~025	119~055	+0~030	2	284	+1
Mar12	110726	118~079	118~079	118~049	118~079	+0~030
Total Volume and Open Interest							580,410	1,533,413	-34,392
2 Year T-Notes(CBOT)
Sep11	110726	109~104	109~112	109~100	109~110	+0~007	189,997	1,056,079	+2,819
Dec11	110726	109~078	109~082	109~075	109~082	+0~007	0	1,092	+0
Mar12	110726	109~020	109~020	109~013	109~020	+0~007
Total Volume and Open Interest							189,997	1,057,171	+2,819
Eurodollars(CME)
Sep11	110726	99.645	99.665	99.635	99.655	+0.010	202,199	1,155,469	-10,846
Dec11	110726	99.530	99.560	99.525	99.535	+0.005	221,573	1,136,489	-26,202
Mar12	110726	99.480	99.505	99.475	99.480	unch	256,154	1,391,463	-12,738
Jun12	110726	99.415	99.440	99.410	99.420	unch	175,476	1,373,913	+35,970
Sep12	110726	99.320	99.335	99.300	99.325	+0.010	147,125	1,050,078	+15,788
Dec12	110726	99.165	99.200	99.145	99.190	+0.025	129,929	717,594	+5,424
Mar13	110726	99.010	99.060	98.985	99.050	+0.040	126,103	694,766	+11,244
Jun13	110726	98.820	98.890	98.785	98.875	+0.055	119,745	467,017	+13,934
Sep13	110726	98.600	98.675	98.555	98.660	+0.065	82,598	460,206	+5,582
Dec13	110726	98.345	98.425	98.290	98.410	+0.070	62,941	324,535	+2,005
Mar14	110726	98.090	98.175	98.040	98.160	+0.070	40,411	252,933	-3,179
Jun14	110726	97.835	97.910	97.770	97.890	+0.065	37,484	191,631	-4,068
Sep14	110726	97.570	97.650	97.510	97.630	+0.065	18,196	109,501	+1,204
Dec14	110726	97.305	97.385	97.245	97.365	+0.065	14,099	105,282	+270
Mar15	110726	97.075	97.140	97.005	97.125	+0.065	13,354	97,904	-236
Jun15	110726	5.080	5.150	5.015	5.130	+0.060	12,170	77,601	-165
Sep15	110726	4.845	4.915	4.780	4.895	+0.060	8,390	59,737	+46
Dec15	110726	4.625	4.690	4.555	4.670	+0.055	15,192	50,889	-345
Total Volume and Open Interest							1,706,764	9,977,640	+34,649
30 Day Federal Funds(CBOT)
Jul11	110726	99.935	99.935	99.933	99.933	unch	5,119	69,559	+1,484
Aug11	110726	99.915	99.920	99.905	99.915	unch	5,755	63,606	+879
Sep11	110726	99.895	99.900	99.885	99.890	-0.005	2,174	61,238	+698
Oct11	110726	99.880	99.880	99.865	99.870	-0.005	1,699	49,129	-90
Nov11	110726	99.860	99.865	99.855	99.855	-0.005	1,672	48,003	+36
Dec11	110726	99.845	99.850	99.845	99.850	unch	2,148	55,360	+46
Total Volume and Open Interest							51,495	836,076	+9,021
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110726	99.660	99.660	99.660	99.660	unch	0	51	+0
Dec11	110726	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110726	99.658	99.658	99.658	99.658	unch
Jun12	110726	99.652	99.652	99.652	99.652	unch
Sep12	110726	99.585	99.585	99.585	99.585	unch
Dec12	110726	99.635	99.635	99.635	99.635	unch
Mar13	110726	99.635	99.635	99.635	99.635	unch
Jun13	110726	99.590	99.590	99.590	99.590	unch
Sep13	110726	99.450	99.450	99.450	99.450	unch
Dec13	110726	99.310	99.310	99.310	99.310	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110726	99.66	99.66	99.66	99.66	unch	400	1,176	-156
Dec11	110726	99.66	99.66	99.66	99.66	unch	0	1,478	+0
Mar12	110726	99.66	99.66	99.66	99.66	unch	0	1,823	+0
Jun12	110726	99.65	99.65	99.65	99.65	unch	0	1,374	+0
Sep12	110726	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110726	99.64	99.64	99.64	99.64	unch	0	26	+0
Mar13	110726	99.64	99.64	99.64	99.64	unch	0	1	+0
Jun13	110726	99.59	99.59	99.59	99.59	unch
Total Volume and Open Interest							400	6,289	-156
Japanese Gov't Bonds(SGX)
Sep11	110726	141.56	141.63	141.49	141.54	-0.05	2,190	23,781	-293
Dec11	110726	141.13	141.13	141.13	141.13	-0.05	0	2	+0
Mar12	110726	139.04	139.04	139.04	139.04	-0.05
Total Volume and Open Interest							2,190	23,783	-293
Euro-Bund(EUREX)
Sep11	110726	128.00	128.55	127.76	128.34	+0.08	1,096,609	1,019,710	+42,934
Dec11	110726	126.72	127.18	126.46	127.02	+0.08	157	747	+43
Mar12	110726	127.02	127.02	127.02	127.02	+0.08	405	0	+0
Total Volume and Open Interest							1,097,171	1,020,457	+42,977
Euro-Bobl(EUREX)
Sep11	110726	118.20	118.57	118.11	118.42	+0.03	613,105	739,113	+13,827
Dec11	110726	117.47	117.47	117.47	117.47	+0.03	5	696	+0
Mar12	110726	117.45	117.45	117.45	117.45	+0.03
Total Volume and Open Interest							613,110	739,809	+13,827
3-Mth Euribor(EUREX)
Sep11	110726	98.330	98.330	98.315	98.315	-0.020	1	2,171	+0
Dec11	110726	98.260	98.260	98.245	98.245	-0.020	2	1,303	-2
Mar12	110726	98.205	98.230	98.205	98.210	-0.025	2	2,186	+1
Total Volume and Open Interest							12	8,679	-2
Long Gilt(LIFFE)
Sep11	110726	122~29	123~09	122~24	123~01	-0~11	93,957	353,312	-841
Dec11	110726	121~23	121~23	121~23	121~23	-0~11
Total Volume and Open Interest							93,957	353,312	-841
3-Mth Short Sterling(LIFFE)
Sep11	110726	99.13	99.15	99.12	99.14	+0.01	27,473	409,463	-1,292
Dec11	110726	99.08	99.11	99.07	99.09	unch	31,507	532,602	+3,378
Mar12	110726	99.02	99.07	99.01	99.03	-0.01	40,849	466,606	-2,475
Jun12	110726	98.95	99.00	98.92	98.95	-0.01	43,531	323,006	-7,034
Sep12	110726	98.85	98.89	98.81	98.84	-0.02	58,291	330,790	-2,697
Dec12	110726	98.69	98.74	98.65	98.68	-0.03	59,705	293,523	-1,715
Total Volume and Open Interest							332,783	2,782,865	-20,215
3-Mth Euribor(LIFFE)
Sep11	110726	98.335	98.340	98.310	98.315	-0.020	85,731	716,780	-10,754
Dec11	110726	98.265	98.270	98.225	98.245	-0.020	129,261	586,465	+3,708
Mar12	110726	98.230	98.235	98.180	98.210	-0.025	160,566	515,199	+15,277
Total Volume and Open Interest							960,686	3,568,781	-7,909
3-Mth Aus T-Bills(SFE)
Sep11	110726	95.18	95.19	95.13	95.15	-0.02	19,923	239,266	-3,289
Dec11	110726	95.31	95.33	95.24	95.27	-0.04	23,712	252,771	+5,893
Mar12	110726	95.38	95.41	95.32	95.35	-0.03	8,046	147,804	+374
Jun12	110726	95.41	95.42	95.34	95.37	-0.03	4,215	84,698	-1,589
Sep12	110726	95.39	95.39	95.32	95.35	-0.03	2,101	53,906	-219
Dec12	110726	95.35	95.35	95.28	95.29	-0.04	1,198	32,768	+568
Mar13	110726	95.31	95.31	95.24	95.24	-0.05	1,821	33,672	+1,342
Jun13	110726	95.24	95.24	95.17	95.17	-0.05	345	12,437	+226
Sep13	110726	95.12	95.16	95.10	95.11	-0.05	227	2,252	+110
Dec13	110726	95.04	95.09	95.01	95.03	-0.03	60	1,428	+0
Total Volume and Open Interest							61,668	861,146	+3,396
10-Year Aus T-Bonds(SFE)
Sep11	110726	95.08	95.11	95.04	95.06	-0.02	37,492	394,123	-7,459
Dec11	110726	95.06	95.06	95.06	95.06	-0.02
Total Volume and Open Interest							37,492	394,123	-7,459
3-Year Aus T-Bonds(SFE)
Sep11	110726	95.62	95.64	95.56	95.59	-0.03	132,664	690,829	-59,950
Dec11	110726	95.59	95.59	95.59	95.59	-0.03
Total Volume and Open Interest							132,664	690,829	-59,950
Gold(CMX)
Aug11	110726	1614.8	1620.8	1607.8	1616.8	+4.6	158,421	193,611	-21,828
Oct11	110726	1616.1	1621.9	1609.4	1618.0	+4.7	3,839	17,547	+849
Dec11	110726	1616.1	1623.2	1610.3	1619.3	+4.9	51,114	216,137	+17,007
Feb12	110726	1618.0	1623.4	1613.1	1620.5	+4.7	464	11,520	+5
Apr12	110726	1616.7	1621.9	1616.2	1621.9	+4.6	113	6,165	+10
Jun12	110726	1621.3	1626.3	1617.3	1623.4	+4.5	439	14,717	+23
Aug12	110726	1617.3	1625.3	1617.3	1625.0	+4.3	4	5,014	-4
Oct12	110726	1620.3	1626.9	1620.3	1626.9	+4.3	5	4,125	+0
Dec12	110726	1624.8	1630.7	1623.1	1629.2	+4.3	126	11,718	+3
Feb13	110726	1631.6	1631.6	1631.6	1631.6	+4.2	1	1,561	+1
Apr13	110726	1629.5	1634.3	1629.5	1634.3	+4.0	0	202	+0
Jun13	110726	1637.4	1640.3	1637.4	1637.4	+3.9	101	11,077	+0
Total Volume and Open Interest							216,178	534,662	-3,962
Silver(CMX)
Jul11	110726	4028.0	4090.0	4013.0	4069.1	+33.7	80	317	+3
Sep11	110726	4040.0	4098.5	4001.5	4069.8	+33.7	54,735	59,594	+701
Dec11	110726	4044.0	4100.0	4007.0	4072.3	+33.7	5,841	28,339	+544
Mar12	110726	4036.0	4097.0	4024.0	4072.6	+33.8	100	5,316	+39
May12	110726	4053.0	4071.5	4030.0	4071.5	+33.8	6	1,627	-3
Jul12	110726	4070.4	4070.4	4070.4	4070.4	+33.8	6	1,761	+1
Sep12	110726	4033.5	4083.0	4033.5	4068.5	+33.8	5	227	+1
Total Volume and Open Interest							61,007	117,251	+1,235
Platinum(NYMEX)
Jul11	110726	1806.1	1806.1	1806.1	1806.1	+13.2	6	4	+3
Oct11	110726	1793.0	1812.9	1771.0	1807.2	+13.2	4,132	31,240	+533
Jan12	110726	1798.0	1810.3	1791.3	1810.3	+12.9	31	1,185	+20
Apr12	110726	1797.9	1813.2	1797.9	1813.2	+12.9	0	119	+0
Total Volume and Open Interest							4,173	32,562	+554
Palladium(NYMEX)
Sep11	110726	807.25	845.40	806.00	836.10	+27.10	2,341	21,472	+82
Dec11	110726	808.55	844.50	807.10	837.20	+27.00	42	888	+21
Mar12	110726	183.04	183.04	183.04	183.04	+27.00	0	53	+0
Total Volume and Open Interest							2,383	22,413	+103
Copper(CMX)
Jul11	110726	443.15	447.80	443.15	447.40	+7.25	578	1,220	-185
Sep11	110726	440.90	448.50	439.55	447.80	+7.15	21,591	89,569	-1,428
Dec11	110726	443.00	450.30	441.65	449.80	+7.15	2,560	37,842	+121
Mar12	110726	450.10	451.30	449.40	450.90	+7.10	286	13,327	+144
May12	110726	451.10	451.10	451.10	451.10	+7.00	9	2,302	+6
Total Volume and Open Interest							25,462	152,145	-1,261
DJIA Index(CBOT)
Sep11	110726	12545	12601	12425	12432	-118	398	16,183	+493
Dec11	110726	12359	12478	12359	12359	-119	0	86	+0
Mar12	110726	12290	12409	12290	12290	-119
Jun12	110726	12220	12339	12220	12220	-119
Total Volume and Open Interest							398	16,269	+493
Mini DJIA Index(CBOT)
Sep11	110726	12549	12603	12423	12432	-118	95,451	116,787	-2,087
Dec11	110726	12447	12524	12353	12359	-119	68	396	-9
Mar12	110726	12290	12290	12290	12290	-119	0	11	+0
Jun12	110726	12220	12220	12220	12220	-119
Total Volume and Open Interest							95,519	117,194	-2,096
S & P 500(CME)
Sep11	110726	1333.40	1339.70	1325.50	1326.20	-7.30	7,848	273,357	-521
Dec11	110726	1321.40	1329.40	1320.40	1320.60	-7.30	2	10,979	-7
Mar12	110726	1316.00	1323.90	1314.90	1315.10	-7.30	0	11	+0
Jun12	110726	1310.10	1318.90	1309.90	1310.10	-7.30	0	5	+0
Total Volume and Open Interest							7,850	284,352	-528
S & P 500 E-Mini(Globex)
Sep11	110726	1333.50	1339.75	1325.50	1326.25	-7.25	1,478,170	2,559,590	-15,805
Dec11	110726	1328.00	1333.75	1320.00	1320.50	-7.50	3,344	21,242	+5,897
Total Volume and Open Interest							1,481,515	2,581,043	-9,908
NASDAQ 100(CME)
Sep11	110726	2425.00	2435.00	2413.50	2423.50	unch	770	18,144	-2
Dec11	110726	2418.00	2428.00	2415.00	2418.00	unch	2	10	+2
Mar12	110726	2413.80	2414.80	2413.80	2413.80	unch
Total Volume and Open Interest							772	18,154	+0
NASDAQ 100 E-Mini(Globex)
Sep11	110726	2423.00	2435.50	2412.80	2423.50	unch	184,217	353,045	+1,448
Dec11	110726	2414.00	2428.80	2409.80	2418.00	unch	2,595	5,073	+2,506
Total Volume and Open Interest							186,813	358,126	+3,955
S & P Midcap 400(CME)
Sep11	110726	977.20	984.00	974.00	975.00	-8.30	10	2,728	+0
Dec11	110726	973.30	973.30	973.30	973.30	-8.30
Mar12	110726	971.60	971.60	971.60	971.60	-8.30
Total Volume and Open Interest							10	2,728	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110726	10080	10155	10065	10070	-20	9,205	37,171	-453
Dec11	110726	10050	10060	10035	10035	-25	0	26	+0
Total Volume and Open Interest							9,205	37,197	-453
Nikkei 225(SGX)
Sep11	110726	10055	10140	10035	10090	+40	83,966	200,500	+6,398
Dec11	110726	10000	10065	10000	10035	+40	103	8,218	+35
Mar12	110726	10030	10030	10030	10030	+40	0	10	+0
Total Volume and Open Interest							84,146	220,976	+6,426
CAC 40(EURONEXT)
Aug11	110726	3821.5	3839.0	3769.5	3793.5	-22.0	120,333	315,887	-22,529
Sep11	110726	3819.0	3834.5	3770.0	3791.5	-21.5	521	36,542	-243
Oct11	110726	3812.5	3812.5	3790.5	3790.5	-22.0
Total Volume and Open Interest							120,854	352,461	-22,772
Hang Seng Index(HKFE)
Jul11	110726	22300	22592	22264	22540	+214	86,508	84,232	-3,949
Aug11	110726	22246	22552	22224	22500	+214	4,957	8,054	+2,270
Sep11	110726	22170	22450	22134	22414	+219	989	4,087	+412
Total Volume and Open Interest							92,618	100,283	-1,335
DAX(EUREX)
Sep11	110726	7371.0	7399.0	7317.5	7370.5	unch	123,238	151,660	-7,579
Dec11	110726	7403.0	7425.0	7349.0	7399.0	unch	316	8,751	+56
Mar12	110726	7435.0	7454.0	7395.5	7431.5	unch	169	386	+1
Total Volume and Open Interest							123,723	160,797	-7,522
FT-SE 100(EURONEXT)
Sep11	110726	5868.50	5913.00	5854.50	5890.50	+0.50	86,736	661,552	+143
Dec11	110726	5873.50	5873.50	5866.00	5866.00	+0.50	1	821	-1
Mar12	110726	5829.00	5829.00	5829.00	5829.00	+0.50	0	163	+0
Total Volume and Open Interest							86,747	662,596	+142
SPI 200(SFE)
Sep11	110726	4510.0	4557.0	4508.0	4542.0	+29.0	38,643	194,313	-4,659
Dec11	110726	4540.0	4568.0	4540.0	4557.0	+28.0	54	4,721	+9
Mar12	110726	4545.0	4545.0	4545.0	4545.0	+29.0	0	1,734	-1
Total Volume and Open Interest							38,719	203,057	-8,304
GSCI(CME)
Aug11	110726	47.14	48.64	38.64	46.64	+4.00	90	9,339	+44
Sep11	110726	47.64	49.64	39.64	47.64	+4.00
Oct11	110726	48.64	50.64	40.64	48.64	+4.00
Total Volume and Open Interest							90	9,339	+44
Reuters CCI(ICE)