MRCI's End of Day Prices

Daily Futures Price Listing Thu July 28, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110728	1373.25	1380.00	1367.00	1367.75	-8.00	31,675	25,958	-7,690
Sep11	110728	1369.50	1376.25	1360.50	1362.50	-9.25	25,227	45,257	+2,183
Nov11	110728	1378.50	1385.00	1369.00	1371.50	-9.00	92,393	312,392	+3,609
Jan12	110728	1386.75	1393.00	1381.25	1382.00	-8.50	9,766	51,852	-137
Mar12	110728	1394.25	1399.50	1387.50	1388.00	-7.50	3,858	26,512	+50
May12	110728	1391.00	1398.50	1383.00	1387.50	-7.00	4,096	32,764	+66
Jul12	110728	1396.00	1400.00	1390.75	1390.75	-6.00	1,808	18,341	+305
Total Volume and Open Interest							169,727	537,568	-1,404
Soybean Meal(CBOT)
Aug11	110728	356.00	358.20	355.30	355.30	-0.50	24,539	16,618	-3,869
Sep11	110728	359.10	360.80	357.60	357.60	-0.70	20,689	36,953	+1,541
Oct11	110728	360.20	362.50	359.30	359.50	-0.50	4,479	15,829	+620
Dec11	110728	363.80	366.70	362.80	363.60	unch	34,630	87,890	+2,963
Jan12	110728	364.90	368.00	364.90	365.40	unch	1,023	7,198	+22
Mar12	110728	368.10	370.80	367.90	367.90	+0.30	1,076	5,668	-99
May12	110728	368.00	370.30	367.50	367.90	+0.60	1,216	8,120	+277
Jul12	110728	368.40	370.80	368.40	368.50	+0.90	375	2,439	+75
Total Volume and Open Interest							88,163	184,730	+1,571
Soybean Oil(CBOT)
Aug11	110728	56.47	56.57	55.74	55.76	-0.64	20,253	15,038	-6,049
Sep11	110728	56.61	56.80	55.92	55.92	-0.69	15,181	46,212	+1,659
Oct11	110728	56.80	56.97	56.12	56.12	-0.72	3,155	20,149	+447
Dec11	110728	57.38	57.49	56.54	56.55	-0.76	41,991	144,183	+25
Jan12	110728	57.68	57.70	56.83	56.83	-0.75	1,911	23,278	+84
Mar12	110728	57.95	57.95	57.10	57.10	-0.75	2,039	14,487	+431
May12	110728	57.98	58.03	57.20	57.20	-0.75	1,147	8,243	+423
Jul12	110728	58.04	58.13	57.30	57.30	-0.75	665	4,154	+221
Total Volume and Open Interest							86,439	278,890	-2,728
Canola(WCE)
Nov11	110728	559.0	561.0	554.5	555.4	-4.4	11,570	120,919	+631
Jan12	110728	567.5	569.1	563.0	563.9	-4.3	3,209	19,805	+1,181
Mar12	110728	572.4	575.5	569.9	570.4	-4.6	448	6,488	-140
May12	110728	580.0	580.3	575.6	576.0	-4.3	533	5,041	+373
Jul12	110728	581.9	582.0	580.0	580.1	-4.5	138	3,084	+125
Total Volume and Open Interest							15,947	157,034	+2,219
Corn(CBOT)
Sep11	110728	690.25	690.50	680.00	682.25	-9.25	56,593	342,214	-7,079
Dec11	110728	689.75	692.75	682.50	686.25	-5.25	129,014	522,167	+3,287
Mar12	110728	702.25	705.00	695.25	698.75	-5.25	9,008	131,122	+1,704
May12	110728	708.00	710.25	702.75	705.50	-4.50	3,815	28,957	+523
Jul12	110728	712.75	715.25	707.75	711.00	-4.00	4,139	72,302	+707
Sep12	110728	675.50	676.50	670.00	676.25	-3.25	388	8,607	+68
Total Volume and Open Interest							207,112	1,203,373	-525
Wheat(CBOT)
Sep11	110728	703.00	714.75	692.00	693.25	-11.50	38,860	146,298	-994
Dec11	110728	743.25	754.75	733.25	735.00	-10.25	15,644	147,937	+1,727
Mar12	110728	774.00	785.25	765.50	767.00	-10.00	1,922	48,713	+202
May12	110728	785.50	798.50	780.50	782.25	-8.00	522	9,994	+101
Jul12	110728	795.50	808.00	791.25	792.75	-6.75	997	43,723	+60
Total Volume and Open Interest							58,385	420,557	+1,277
Wheat(KCBT)
Sep11	110728	785.00	799.25	782.25	783.50	-4.75	11,505	70,450	-4,530
Dec11	110728	812.00	825.00	808.25	809.50	-4.75	6,831	59,901	+83
Mar12	110728	826.25	838.75	822.75	823.25	-4.50	929	18,840	-137
May12	110728	831.00	843.50	827.00	827.00	-4.75	352	3,507	+50
Jul12	110728	831.00	842.75	825.75	825.75	-5.75	714	14,050	+227
Total Volume and Open Interest							20,347	169,877	-4,317
Wheat(MGE)
Sep11	110728	851.00	862.00	845.25	846.75	-4.25	2,450	19,097	-799
Dec11	110728	853.75	862.00	845.50	847.00	-4.75	1,283	19,743	+73
Mar12	110728	857.75	871.00	855.00	856.25	-4.50	319	6,352	-24
May12	110728	860.75	874.00	858.00	859.50	-5.25	89	3,102	-23
Jul12	110728	861.75	876.25	860.50	861.75	-5.50	46	4,836	-20
Total Volume and Open Interest							4,233	57,127	-757
Oats(CBOT)
Sep11	110728	356.00	360.25	349.50	350.75	-4.75	172	3,941	-6
Dec11	110728	367.75	372.00	361.25	363.00	-4.75	557	7,434	+9
Mar12	110728	378.25	378.25	373.50	373.50	-4.75	8	837	+3
May12	110728	380.50	384.75	380.00	380.00	-4.75	0	26	+0
Total Volume and Open Interest							737	12,267	+6
Rough Rice(CBOT)
Sep11	110728	16.70	16.92	16.30	16.39	-0.41	918	10,639	-105
Nov11	110728	17.02	17.22	16.62	16.71	-0.40	282	5,344	+23
Jan12	110728	17.28	17.51	17.02	17.02	-0.39	55	613	+19
Mar12	110728	17.76	17.77	17.27	17.28	-0.40	89	782	+61
Total Volume and Open Interest							1,344	17,390	-2
Live Cattle(CME)
Aug11	110728	110.680	111.750	110.550	111.635	+0.555	15,898	44,555	-6,343
Oct11	110728	115.250	116.350	115.050	116.150	+0.700	17,009	127,145	+71
Dec11	110728	118.250	119.450	118.250	119.150	+0.420	11,327	86,540	+3,086
Feb12	110728	121.700	122.600	121.450	122.550	+0.400	2,916	30,898	+555
Apr12	110728	123.930	124.635	123.785	124.600	+0.170	832	16,532	+46
Jun12	110728	121.250	121.980	121.200	121.850	+0.050	462	6,774	+190
Total Volume and Open Interest							48,507	313,397	-2,380
Feeder Cattle(CME)
Aug11	110728	134.800	136.500	134.400	135.800	+0.420	2,598	12,869	-742
Sep11	110728	137.035	138.200	136.300	137.600	+0.665	2,486	10,770	-220
Oct11	110728	138.000	139.235	137.400	138.880	+0.805	1,925	9,035	+315
Nov11	110728	137.935	139.500	137.600	139.325	+0.750	500	4,046	+81
Jan12	110728	137.500	138.650	137.485	138.550	unch	232	1,994	+90
Mar12	110728	137.935	138.600	137.900	138.100	-0.200	105	586	+52
Apr12	110728	137.900	138.650	137.735	138.350	unch	16	156	+12
Total Volume and Open Interest							7,875	39,567	-403
Lean Hogs(CME)
Aug11	110728	101.480	102.800	101.350	102.480	+0.550	11,224	20,738	-2,634
Oct11	110728	90.900	92.680	90.900	92.450	+1.020	13,658	91,876	+764
Dec11	110728	87.800	88.900	87.635	88.700	+0.400	6,529	66,787	+638
Feb12	110728	90.100	90.950	90.100	90.950	+0.350	1,065	32,001	+102
Apr12	110728	91.635	92.300	91.635	92.230	+0.330	658	19,053	+146
May12	110728	95.050	95.700	95.035	95.700	+0.200	3	891	+1
Jun12	110728	97.700	98.300	97.600	98.285	+0.335	500	10,538	+53
Jul12	110728	96.500	96.680	96.385	96.500	+0.100	65	3,237	+23
Total Volume and Open Interest							33,744	247,692	-887
Class III Milk(CME)
Jul11	110728	21.31	21.34	21.28	21.33	-0.01	39	6,937	-4
Aug11	110728	21.40	21.45	21.19	21.41	+0.07	771	6,385	+1
Sep11	110728	20.54	20.90	20.54	20.71	+0.16	448	6,067	+132
Oct11	110728	19.62	19.70	19.49	19.63	+0.14	204	4,822	+2
Nov11	110728	18.59	18.65	18.52	18.61	+0.09	158	3,980	+35
Total Volume and Open Interest							1,883	37,916	+204
Cocoa(ICE)
Sep11	110728	3033	3048	2972	2974	-62	15,249	60,992	-1,039
Dec11	110728	3071	3072	3007	3011	-62	9,856	46,198	+1,510
Mar12	110728	3115	3117	3054	3058	-61	1,668	35,165	+537
May12	110728	3115	3119	3059	3062	-59	460	11,678	+171
Jul12	110728	3083	3083	3070	3070	-59	155	4,573	+70
Sep12	110728	3087	3087	3076	3076	-59	112	8,212	+95
Dec12	110728	3083	3083	3083	3083	-59	2	3,936	+1
Total Volume and Open Interest							27,502	174,115	+1,345
Coffee "C"(ICE)
Sep11	110728	241.60	244.60	237.20	238.65	-2.55	12,475	46,696	-1,981
Dec11	110728	245.90	248.95	241.50	243.00	-2.55	7,369	40,460	+1,873
Mar12	110728	249.25	251.25	245.00	246.45	-2.50	1,184	10,046	-31
May12	110728	249.00	252.90	247.00	248.10	-2.90	107	5,030	+45
Jul12	110728	248.40	251.95	247.90	248.65	-3.05	57	1,878	+34
Sep12	110728	247.60	251.05	247.55	247.95	-3.00	59	1,713	+29
Total Volume and Open Interest							21,256	107,293	-31
Orange Juice(ICE)
Sep11	110728	198.70	201.00	198.35	198.90	+0.15	661	26,670	+71
Nov11	110728	188.45	190.65	188.45	190.30	+2.25	229	7,099	+71
Jan12	110728	179.50	181.60	179.50	181.25	+1.75	21	1,686	+14
Mar12	110728	177.25	177.40	177.00	177.30	+0.25	2	319	+2
May12	110728	175.85	175.85	174.85	174.85	-0.60	36	281	+35
Jul12	110728	174.80	174.80	174.80	174.80	-0.25	0	128	+0
Total Volume and Open Interest							949	36,194	+193
Sugar #11(ICE)
Oct11	110728	31.06	31.28	29.77	29.92	-1.21	35,745	301,493	+254
Mar12	110728	29.81	29.90	28.55	28.66	-1.14	15,186	149,769	-1,295
May12	110728	28.11	28.23	27.06	27.20	-0.96	4,307	49,336	+315
Jul12	110728	26.87	26.95	25.89	26.12	-0.75	2,557	66,886	+236
Oct12	110728	25.60	25.95	24.99	25.27	-0.59	969	30,114	+239
Total Volume and Open Interest							59,582	637,140	-118
London Cocoa(LCE)
Sep11	110728	1893	1903	1860	1862	-28	6,049	73,264	-150
Dec11	110728	1933	1933	1892	1894	-28	3,910	48,256	+352
Mar12	110728	1954	1954	1914	1915	-28	2,279	37,991	-269
May12	110728	1949	1951	1925	1925	-29	1,569	14,063	+146
Jul12	110728	1943	1943	1931	1931	-27	506	6,220	+4
Sep12	110728	1952	1952	1940	1940	-26	113	4,427	+44
Dec12	110728	1960	1960	1940	1940	-31	3	7,355	+0
Total Volume and Open Interest							14,429	192,443	+127
London Sugar(LCE)
Oct11	110728	804.90	809.80	785.10	789.00	-14.50	1,393	25,961	+59
Dec11	110728	760.60	767.00	740.80	745.00	-15.50	588	7,002	+203
Mar12	110728	747.60	751.70	726.00	731.40	-16.00	309	9,604	+104
May12	110728	713.60	721.70	699.20	702.20	-14.80	74	3,346	+43
Aug12	110728	685.80	690.30	671.90	674.70	-14.00	31	1,918	+4
Total Volume and Open Interest							2,514	49,321	+490
Cotton(ICE)
Oct11	110728	103.84	103.84	101.30	102.81	-1.04	88	545	+0
Dec11	110728	103.61	103.65	100.65	102.57	-1.04	14,642	97,208	+185
Mar12	110728	101.00	101.06	98.80	100.75	-0.43	3,517	24,597	+994
May12	110728	98.50	99.98	97.90	99.72	-0.27	460	5,510	+25
Jul12	110728	98.10	98.71	97.00	98.57	-0.14	551	7,205	+28
Oct12	110728	97.28	97.28	97.28	97.28	-0.09	0	3	+0
Total Volume and Open Interest							19,535	138,911	+1,409
Lumber(CME)
Sep11	110728	255.0	255.8	252.6	253.0	-1.0	275	5,921	+53
Nov11	110728	268.6	269.0	265.5	268.0	+2.0	131	2,559	+67
Jan12	110728	286.0	288.0	286.0	288.0	+1.3	22	881	+4
Mar12	110728	295.2	295.8	294.2	294.3	-0.2	0	97	+0
Total Volume and Open Interest							428	9,459	+124
Crude Oil(NYM)
Sep11	110728	97.27	98.01	96.51	97.44	+0.04	332,692	370,529	+46
Oct11	110728	97.65	98.40	96.90	97.87	+0.03	71,304	97,152	+4,816
Nov11	110728	98.05	98.86	97.49	98.35	+0.02	28,919	79,768	+1,391
Dec11	110728	98.53	99.30	97.77	98.82	unch	54,049	207,245	-446
Jan12	110728	98.20	99.71	98.20	99.25	-0.01	9,062	51,178	+363
Feb12	110728	99.49	100.05	99.17	99.66	unch	7,432	25,271	+146
Mar12	110728	99.90	100.48	99.43	100.05	+0.02	7,117	36,738	+539
Apr12	110728	100.15	100.75	99.87	100.43	+0.04	5,198	23,477	+544
May12	110728	100.77	100.79	100.77	100.79	+0.06	3,001	18,371	-14
Jun12	110728	100.58	101.43	100.58	101.15	+0.09	15,852	82,770	+659
Jul12	110728	101.45	101.59	101.45	101.50	+0.12	1,849	29,660	+268
Aug12	110728	101.76	101.76	101.76	101.76	+0.14	774	17,338	-77
Sep12	110728	101.99	101.99	101.99	101.99	+0.15	1,048	18,659	-3
Oct12	110728	102.22	102.22	102.22	102.22	+0.17	436	11,134	-1
Nov12	110728	102.47	102.47	102.47	102.47	+0.19	768	20,930	+108
Dec12	110728	102.15	103.06	101.85	102.73	+0.20	24,160	148,924	-863
Total Volume and Open Interest							575,757	1,506,662	+8,601
e-miNY Crude Oil(NYM)
Jul11	110620	92.875	93.450	91.175	93.250	+0.250	6,081	2,206	-176
Aug11	110719	96.125	98.650	95.925	97.500	+1.575	5,608	3,447	-104
Sep11	110728	97.300	98.000	96.525	97.450	+0.050	9,859	3,412	+168
Oct11	110728	97.000	98.400	97.000	97.875	+0.025	534	547	+48
Nov11	110728	97.550	98.800	97.525	98.350	+0.025	74	179	+1
Dec11	110728	98.400	99.000	98.325	98.825	unch	41	247	+27
Jan12	110728	99.250	99.250	99.250	99.250	unch	0	10	+0
Feb12	110728	99.650	99.650	99.650	99.650	unch	0	3	+0
Mar12	110728	100.125	100.125	100.050	100.050	+0.025	0	10	+0
Apr12	110728	100.425	100.425	100.425	100.425	+0.025	0	1	+0
Total Volume and Open Interest							10,508	4,596	+244
Heating Oil(NYM)
Aug11	110728	308.80	312.07	308.00	310.52	+2.26	29,577	24,737	-10,111
Sep11	110728	309.51	313.27	309.10	311.44	+2.00	47,787	97,159	+4,125
Oct11	110728	311.45	314.72	310.62	312.86	+1.83	11,442	39,110	+938
Nov11	110728	312.72	315.51	312.44	314.51	+1.70	5,722	28,640	+1,036
Dec11	110728	314.21	317.87	314.03	316.05	+1.57	6,797	38,234	+439
Jan12	110728	317.61	319.38	315.98	317.53	+1.44	2,776	23,332	-884
Feb12	110728	318.44	319.59	316.14	317.72	+1.36	933	10,509	+85
Mar12	110728	317.36	317.52	315.97	316.77	+1.34	1,041	7,760	+326
Apr12	110728	313.10	314.66	313.10	314.66	+1.33	398	3,980	+38
May12	110728	313.20	313.20	312.75	312.75	+1.32	331	3,906	+34
Jun12	110728	312.00	312.20	310.51	312.04	+1.34	1,261	22,268	+171
Jul12	110728	312.69	312.69	312.69	312.69	+1.34	546	1,933	-41
Total Volume and Open Interest							109,306	313,430	-3,684
Gasoline(NYMEX)
Aug11	110728	314.35	317.33	309.26	311.76	-2.47	28,744	17,594	-5,585
Sep11	110728	307.74	311.33	303.96	306.38	-1.93	44,269	100,750	+3,304
Oct11	110728	294.75	296.60	291.01	293.40	-0.79	14,864	35,478	+746
Nov11	110728	290.65	292.20	287.82	290.00	-0.42	7,028	19,680	+348
Dec11	110728	288.64	290.48	286.25	288.43	-0.13	5,300	31,707	+291
Jan12	110728	288.52	289.90	286.53	288.61	-0.03	1,213	11,754	+161
Feb12	110728	291.07	291.07	287.91	289.82	+0.01	480	5,769	+69
Mar12	110728	291.49	291.49	291.49	291.49	+0.06	357	8,186	+61
Apr12	110728	302.47	302.47	302.47	302.47	+0.17	327	5,769	+209
May12	110728	302.43	302.43	302.43	302.43	+0.23	127	1,927	+16
Total Volume and Open Interest							103,015	258,380	-261
e-miNY RBOB Gasoline(NYM)
Aug11	110728	311.80	311.80	311.76	311.80	-2.40	0	3	+0
Sep11	110728	306.40	306.40	306.38	306.40	-1.90
Oct11	110728	293.40	293.40	293.40	293.40	-0.80	0	1	+0
Nov11	110728	290.00	290.00	290.00	290.00	-0.40
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Sep11	110728	4.318	4.339	4.200	4.244	-0.074	69,196	235,642	-239
Oct11	110728	4.339	4.349	4.217	4.257	-0.076	23,811	141,933	-370
Nov11	110728	4.443	4.460	4.335	4.369	-0.077	19,055	108,550	+1,188
Dec11	110728	4.611	4.630	4.518	4.545	-0.071	7,229	48,202	-620
Jan12	110728	4.710	4.727	4.610	4.645	-0.068	12,938	115,129	+1,942
Feb12	110728	4.713	4.726	4.620	4.646	-0.065	3,539	27,373	+669
Mar12	110728	4.681	4.681	4.579	4.607	-0.062	3,094	47,616	-28
Apr12	110728	4.599	4.604	4.495	4.535	-0.055	3,679	51,407	+389
May12	110728	4.601	4.625	4.530	4.557	-0.053	1,547	10,491	+390
Jun12	110728	4.636	4.655	4.560	4.589	-0.050	797	12,005	+316
Jul12	110728	4.689	4.696	4.595	4.630	-0.048	584	8,654	+87
Aug12	110728	4.718	4.726	4.631	4.660	-0.048	823	9,629	+168
Sep12	110728	4.721	4.733	4.639	4.668	-0.048	749	7,353	+34
Oct12	110728	4.765	4.770	4.671	4.707	-0.048	1,474	34,838	+517
Nov12	110728	4.835	4.910	4.833	4.857	-0.039	99	5,204	+17
Dec12	110728	5.150	5.150	5.046	5.086	-0.035	120	11,208	+25
Total Volume and Open Interest							216,819	951,287	-13,651
Brent Crude Oil(ICE)
Sep11	110728	117.30	118.71	117.05	117.36	-0.07	177,414	195,235	+3,396
Oct11	110728	117.03	118.41	116.84	117.17	-0.01	66,393	144,168	-340
Nov11	110728	116.94	118.37	116.82	117.18	+0.03	25,632	54,067	+2,055
Dec11	110728	116.90	118.31	116.76	117.17	+0.05	36,371	98,312	+430
Jan12	110728	116.99	118.03	116.77	117.12	+0.06	7,027	24,013	-28
Feb12	110728	116.92	117.94	116.73	117.05	+0.08	4,128	18,130	+239
Mar12	110728	116.93	117.97	116.65	116.97	+0.08	3,589	34,300	-507
Apr12	110728	117.18	117.87	116.64	116.89	+0.10	1,219	13,908	-92
May12	110728	117.07	117.77	116.54	116.79	+0.10	1,191	8,512	-5
Jun12	110728	116.63	117.66	116.33	116.68	+0.11	5,186	40,846	+152
Jul12	110728	116.58	116.58	116.58	116.58	+0.13	676	8,970	+97
Aug12	110728	116.44	116.44	116.44	116.44	+0.14	564	6,073	+13
Sep12	110728	116.26	116.26	116.26	116.26	+0.14	415	7,900	-27
Oct12	110728	116.07	116.07	116.07	116.07	+0.14	612	3,396	-101
Total Volume and Open Interest							346,752	809,698	+4,668
Gas Oil(ICE)
Aug11	110728	968.75	980.00	968.50	979.00	+4.50	42,523	90,124	+617
Sep11	110728	971.50	982.25	970.50	981.00	+3.75	63,937	133,789	-75
Oct11	110728	979.25	984.25	972.50	983.25	+3.50	17,874	65,215	+1,472
Nov11	110728	980.50	984.75	974.00	984.75	+3.50	5,049	37,586	+670
Dec11	110728	978.50	987.00	976.25	986.25	+3.25	12,037	58,915	-1,270
Jan12	110728	980.75	988.75	978.50	988.25	+3.25	3,113	36,752	-59
Feb12	110728	981.50	989.75	978.00	989.00	+3.25	1,493	11,639	+123
Mar12	110728	981.75	989.00	979.75	989.00	+3.00	711	13,127	-124
Apr12	110728	980.50	988.50	979.25	988.50	+2.75	443	8,555	+214
May12	110728	984.25	988.00	977.50	988.00	+2.50	406	7,517	-142
Total Volume and Open Interest							152,525	564,383	+1,252
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110728	3.048	3.054	2.989	2.999	-0.069	208	447	-65
Sep11	110728	2.860	2.860	2.780	2.797	-0.069	269	1,619	-85
Oct11	110728	2.701	2.713	2.675	2.681	-0.048	578	1,478	+94
Nov11	110728	2.600	2.600	2.579	2.582	-0.022	486	1,129	+29
Dec11	110728	2.557	2.557	2.548	2.553	-0.013	447	1,630	+204
Jan12	110728	2.538	2.538	2.538	2.538	-0.013	233	709	-87
Feb12	110728	2.539	2.544	2.539	2.542	-0.018	220	473	+116
Total Volume and Open Interest							2,741	9,614	+360
WTI Crude Oil(ICE
Sep11	110728	97.00	98.01	96.58	97.44	+0.04	76,067	80,036	+2,622
Oct11	110728	97.50	98.40	97.00	97.87	+0.03	25,929	35,787	+1,378
Nov11	110728	97.86	98.85	97.66	98.35	+0.02	14,852	22,978	-894
Dec11	110728	98.11	99.28	98.06	98.82	unch	21,019	95,454	+2,182
Jan12	110728	99.19	99.71	98.64	99.25	-0.01	3,290	18,274	+48
Feb12	110728	99.43	100.10	99.18	99.66	unch	1,593	5,804	-210
Mar12	110728	100.10	100.20	99.79	100.05	+0.02	1,814	15,796	+126
Apr12	110728	100.24	100.59	100.23	100.43	+0.04	945	4,798	-73
May12	110728	100.60	100.89	100.60	100.79	+0.06	516	3,112	-53
Jun12	110728	100.75	101.44	100.70	101.15	+0.09	3,134	31,023	+197
Jul12	110728	101.50	101.50	101.50	101.50	+0.12	173	4,266	+22
Aug12	110728	101.76	101.76	101.76	101.76	+0.14	18	1,232	-10
Sep12	110728	101.99	101.99	101.99	101.99	+0.15	76	5,077	+4
Oct12	110728	102.22	102.22	102.22	102.22	+0.17	21	1,126	-8
Nov12	110728	102.47	102.47	102.47	102.47	+0.19	0	2,549	+0
Dec12	110728	101.91	103.09	101.86	102.73	+0.20	4,517	48,392	-1,246
Total Volume and Open Interest							155,240	448,786	+4,584
US Dollar Index(ICE)
Sep11	110728	74.300	74.585	74.045	74.390	+0.118	28,297	60,089	+5,720
Dec11	110728	74.750	75.000	74.450	74.810	+0.137	173	773	+97
Mar12	110728	75.250	75.250	75.250	75.250	+0.158	0	1	+0
Total Volume and Open Interest							28,470	60,863	+5,817
Australian Dollar(CME)
Sep11	110728	109.52	110.05	109.06	109.19	-0.18	89,343	135,241	+2,990
Dec11	110728	108.53	108.75	107.94	107.94	-0.19	43	518	+16
Mar12	110728	106.76	106.96	106.76	106.76	-0.20	0	2	+0
Total Volume and Open Interest							89,386	135,764	+3,006
British Pound(CME)
Sep11	110728	163.19	163.72	162.84	163.36	+0.19	95,720	97,143	-2,691
Dec11	110728	162.96	163.49	162.77	163.19	+0.19	2	264	+1
Mar12	110728	163.03	163.03	162.85	163.03	+0.18	0	2	+0
Total Volume and Open Interest							95,722	97,415	-2,690
Canadian Dollar(CME)
Sep11	110728	105.23	105.60	104.87	105.09	-0.09	65,909	123,710	-3,134
Dec11	110728	104.98	105.35	104.70	104.86	-0.08	239	4,051	+67
Mar12	110728	104.86	104.86	104.55	104.60	-0.09	3	624	-1
Jun12	110728	104.34	104.43	104.34	104.34	-0.09	1	279	+1
Total Volume and Open Interest							66,152	128,807	-3,067
Japanese Yen(CME)
Sep11	110728	128.40	128.87	128.21	128.59	+0.40	94,883	138,146	+5,526
Dec11	110728	128.40	128.93	128.30	128.70	+0.40	224	722	+15
Mar12	110728	128.88	128.88	128.48	128.88	+0.40	0	46	+0
Total Volume and Open Interest							95,108	138,932	+5,542
Swiss Franc(CME)
Sep11	110728	124.85	125.22	124.32	124.81	+0.07	32,932	53,227	-944
Dec11	110728	124.94	125.11	124.53	124.93	+0.07	73	278	+40
Mar12	110728	125.09	125.09	125.02	125.09	+0.07	0	5	+0
Total Volume and Open Interest							33,005	53,513	-904
EuroFX(CME)
Sep11	110728	143.49	143.82	142.34	142.92	-0.60	286,679	181,374	+4,770
Dec11	110728	143.10	143.30	142.07	142.57	-0.59	414	1,117	+59
Mar12	110728	142.25	142.84	142.25	142.25	-0.59	2	362	-1
Total Volume and Open Interest							287,095	183,690	+4,828
Mexican Peso(CME)
Aug11	110728	853.8	857.0	853.8	853.8	-3.2
Sep11	110728	853.8	856.8	847.0	849.5	-3.2	18,385	137,488	+2,180
Total Volume and Open Interest							18,385	137,823	+2,180
Brazilian Real(CME)
Aug11	110728	639.10	642.25	639.10	639.10	-3.15
Sep11	110728	633.00	633.90	631.55	633.40	-3.80	875	8,055	+770
Oct11	110728	629.60	633.40	629.60	629.60	-3.80
Nov11	110728	625.85	629.65	625.85	625.85	-3.80
Total Volume and Open Interest							4,180	20,632	+2,425
30-Year T-Bonds(CBOT)
Sep11	110728	125~210	126~130	125~170	126~020	+0~130	273,088	633,889	+9,915
Dec11	110728	124~110	124~280	124~050	124~180	+0~130	1,158	2,944	+898
Mar12	110728	123~040	123~040	122~230	123~040	+0~130	1	3	+1
Total Volume and Open Interest							274,247	636,836	+10,814
10-Year T-Notes(CBOT)
Sep11	110728	124~080	124~230	124~065	124~160	+0~085	1,091,010	1,884,698	+10,435
Dec11	110728	122~305	123~080	122~300	123~025	+0~085	485	15,917	+214
Mar12	110728	122~025	122~025	121~260	122~025	+0~085
Total Volume and Open Interest							1,091,495	1,900,615	+10,649
5-Year T-Notes(CBOT)
Sep11	110728	120~063	120~105	120~063	120~088	+0~025	553,227	1,520,147	-2,943
Dec11	110728	119~056	119~056	119~056	119~056	+0~025	4	284	+0
Mar12	110728	118~080	118~080	118~055	118~080	+0~025
Total Volume and Open Interest							553,231	1,520,431	-2,943
2 Year T-Notes(CBOT)
Sep11	110728	109~100	109~110	109~100	109~108	+0~008	300,518	1,031,338	+12,933
Dec11	110728	109~080	109~081	109~080	109~081	+0~009	35	1,120	+18
Mar12	110728	109~019	109~019	109~010	109~019	+0~009
Total Volume and Open Interest							300,553	1,032,458	+12,951
Eurodollars(CME)
Sep11	110728	99.625	99.635	99.610	99.630	unch	158,954	1,152,681	+4,699
Dec11	110728	99.500	99.520	99.485	99.510	+0.010	173,204	1,131,595	-7,222
Mar12	110728	99.455	99.460	99.435	99.450	+0.005	166,768	1,393,409	-11,024
Jun12	110728	99.400	99.410	99.390	99.400	+0.010	128,565	1,371,289	+2,233
Sep12	110728	99.305	99.325	99.305	99.315	+0.015	156,731	1,054,615	+4,801
Dec12	110728	99.175	99.205	99.165	99.190	+0.025	152,836	736,044	+8,730
Mar13	110728	99.025	99.075	99.025	99.055	+0.030	143,120	713,599	+14,406
Jun13	110728	98.840	98.900	98.840	98.880	+0.035	155,503	487,048	+16,195
Sep13	110728	98.625	98.690	98.625	98.660	+0.035	142,960	474,989	+4,118
Dec13	110728	98.375	98.435	98.370	98.405	+0.035	107,424	346,378	+9,281
Mar14	110728	98.125	98.190	98.120	98.150	+0.035	89,386	259,706	+4,221
Jun14	110728	97.870	97.925	97.855	97.880	+0.030	62,813	200,280	+4,112
Sep14	110728	97.610	97.670	97.595	97.615	+0.025	46,475	106,710	-846
Dec14	110728	97.340	97.405	97.330	97.350	+0.025	29,968	117,195	+3,068
Mar15	110728	97.105	97.160	97.085	97.105	+0.025	24,009	101,525	+1,915
Jun15	110728	5.110	5.165	5.090	5.110	+0.025	16,129	79,781	-1,024
Sep15	110728	4.875	4.930	4.855	4.870	+0.020	10,250	61,292	+226
Dec15	110728	4.650	4.695	4.625	4.645	+0.020	10,079	53,541	+487
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jul11	110728	99.930	99.933	99.930	99.933	unch	832	69,509	-31
Aug11	110728	99.900	99.905	99.890	99.900	unch	25,298	83,688	+17,516
Sep11	110728	99.880	99.885	99.865	99.880	unch	5,471	63,437	+577
Oct11	110728	99.865	99.870	99.855	99.865	unch	5,040	50,808	+941
Nov11	110728	99.855	99.860	99.840	99.855	unch	4,036	47,163	-631
Dec11	110728	99.850	99.850	99.840	99.850	unch	3,177	58,744	+1,584
Total Volume and Open Interest							58,868	864,924	+19,674
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110728	99.660	99.660	99.660	99.660	unch	0	51	+0
Dec11	110728	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110728	99.658	99.658	99.658	99.658	unch
Jun12	110728	99.655	99.655	99.655	99.655	unch
Sep12	110728	99.585	99.585	99.585	99.585	unch
Dec12	110728	99.635	99.635	99.635	99.635	unch
Mar13	110728	99.635	99.635	99.635	99.635	unch
Jun13	110728	99.590	99.590	99.590	99.590	unch
Sep13	110728	99.450	99.450	99.450	99.450	unch
Dec13	110728	99.310	99.310	99.310	99.310	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110728	99.66	99.66	99.66	99.66	unch	0	1,176	+0
Dec11	110728	99.66	99.66	99.66	99.66	unch	0	1,478	+0
Mar12	110728	99.66	99.66	99.66	99.66	unch	0	1,823	+0
Jun12	110728	99.65	99.65	99.65	99.65	unch	0	1,374	+0
Sep12	110728	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110728	99.64	99.64	99.64	99.64	unch	0	26	+0
Mar13	110728	99.64	99.64	99.64	99.64	unch	0	1	+0
Jun13	110728	99.59	99.59	99.59	99.59	unch
Total Volume and Open Interest							0	6,289	+0
Japanese Gov't Bonds(SGX)
Sep11	110728	141.73	141.89	141.72	141.78	+0.01	1,000	23,461	-79
Dec11	110728	141.37	141.37	141.37	141.37	+0.01	0	2	+0
Mar12	110728	139.28	139.28	139.28	139.28	+0.01
Total Volume and Open Interest							1,000	23,463	-79
Euro-Bund(EUREX)
Sep11	110728	129.35	129.87	129.13	129.43	+0.06	831,128	973,719	-765
Dec11	110728	128.04	128.52	127.91	128.10	+0.05	226	853	+93
Mar12	110728	128.11	128.11	128.11	128.11	+0.06
Total Volume and Open Interest							831,354	974,572	-672
Euro-Bobl(EUREX)
Sep11	110728	118.97	119.22	118.84	118.98	+0.03	472,800	735,392	+5,744
Dec11	110728	118.05	118.09	117.99	118.05	+0.03	0	696	+0
Mar12	110728	118.01	118.01	118.01	118.01	+0.03
Total Volume and Open Interest							472,800	736,088	+5,744
3-Mth Euribor(EUREX)
Sep11	110728	98.355	98.355	98.350	98.350	+0.005	71	2,179	-9
Dec11	110728	98.300	98.305	98.300	98.305	+0.010	15	1,298	+0
Mar12	110728	98.285	98.285	98.285	98.285	+0.010	268	2,444	+258
Total Volume and Open Interest							869	9,689	+744
Long Gilt(LIFFE)
Sep11	110728	124~02	124~15	123~24	124~02	+0~05	170,637	350,456	-2,371
Dec11	110728	122~25	122~25	122~25	122~25	+0~05
Total Volume and Open Interest							170,637	350,456	-2,371
3-Mth Short Sterling(LIFFE)
Sep11	110728	99.14	99.14	99.12	99.13	unch	59,158	427,104	+15,893
Dec11	110728	99.10	99.10	99.08	99.08	-0.01	33,610	521,482	-5,123
Mar12	110728	99.05	99.07	99.04	99.04	-0.01	45,831	464,383	-3,776
Jun12	110728	98.99	99.01	98.97	98.98	unch	48,527	310,386	-10,608
Sep12	110728	98.89	98.93	98.88	98.90	+0.01	57,149	324,711	-7,193
Dec12	110728	98.76	98.81	98.73	98.77	+0.03	48,351	293,837	+2,624
Total Volume and Open Interest							359,256	2,779,020	-3,953
3-Mth Euribor(LIFFE)
Sep11	110728	98.350	98.360	98.340	98.350	+0.005	90,762	708,885	-18,449
Dec11	110728	98.300	98.325	98.290	98.305	+0.010	84,633	582,514	+6,335
Mar12	110728	98.270	98.310	98.265	98.285	+0.010	95,074	512,503	-5,056
Total Volume and Open Interest							583,916	3,560,541	-10,115
3-Mth Aus T-Bills(SFE)
Sep11	110728	95.05	95.07	95.00	95.01	-0.04	68,624	249,226	+8,411
Dec11	110728	95.11	95.14	95.04	95.06	-0.05	91,560	270,778	+14,221
Mar12	110728	95.18	95.21	95.11	95.13	-0.05	41,900	160,182	+13,897
Jun12	110728	95.21	95.23	95.14	95.18	-0.03	14,471	92,087	+5,504
Sep12	110728	95.20	95.22	95.15	95.18	-0.01	5,880	54,942	+983
Dec12	110728	95.15	95.18	95.12	95.15	unch	3,393	34,003	+1,303
Mar13	110728	95.14	95.14	95.07	95.13	+0.02	1,965	34,247	+117
Jun13	110728	95.09	95.10	95.01	95.08	+0.02	1,519	13,158	+519
Sep13	110728	95.01	95.06	94.98	95.04	+0.03	64	2,932	+11
Dec13	110728	94.92	95.01	94.91	94.96	+0.05	103	1,540	+10
Total Volume and Open Interest							229,566	913,238	+44,975
10-Year Aus T-Bonds(SFE)
Sep11	110728	95.03	95.10	95.02	95.10	+0.08	69,379	419,702	+21,167
Dec11	110728	95.10	95.10	95.10	95.10	+0.08
Total Volume and Open Interest							69,379	419,702	+21,167
3-Year Aus T-Bonds(SFE)
Sep11	110728	95.48	95.50	95.43	95.48	+0.01	299,809	773,226	+70,633
Dec11	110728	95.48	95.48	95.48	95.48	+0.01
Total Volume and Open Interest							299,809	773,226	+70,633
Gold(CMX)
Aug11	110728	1614.2	1620.6	1602.8	1613.4	-1.7	211,465	105,515	-57,378
Oct11	110728	1615.6	1621.5	1603.8	1614.9	-1.2	9,127	21,516	+2,804
Dec11	110728	1616.2	1622.8	1605.0	1616.2	-1.1	103,276	300,899	+48,970
Feb12	110728	1618.7	1622.5	1608.0	1617.5	-1.0	719	11,856	+343
Apr12	110728	1623.0	1623.0	1608.6	1619.0	-1.0	34	6,195	+12
Jun12	110728	1620.5	1624.0	1612.2	1620.6	-1.0	97	14,931	+2
Aug12	110728	1626.5	1626.5	1622.4	1622.4	-1.0	393	5,426	+391
Oct12	110728	1624.3	1625.2	1624.3	1624.3	-1.0	5	4,125	+0
Dec12	110728	1631.2	1631.2	1619.0	1626.5	-1.1	276	11,861	+168
Feb13	110728	1629.1	1629.1	1629.1	1629.1	-1.2	125	1,561	+0
Apr13	110728	1632.0	1632.0	1632.0	1632.0	-1.3	27	227	+24
Jun13	110728	1635.3	1635.3	1635.3	1635.3	-1.4	18	11,090	-16
Total Volume and Open Interest							327,287	536,454	-4,950
Silver(CMX)
Sep11	110728	4025.0	4059.5	3934.0	3979.4	-77.4	51,311	60,044	+1,410
Dec11	110728	4027.0	4061.0	3938.0	3982.0	-77.3	3,913	30,247	+1,067
Mar12	110728	3970.0	3982.1	3967.5	3982.1	-77.1	307	5,288	-20
May12	110728	3950.0	3984.5	3950.0	3980.4	-77.1	29	1,653	+7
Jul12	110728	4018.5	4018.5	3945.0	3978.7	-77.3	4	1,762	+0
Sep12	110728	4047.5	4047.5	3976.4	3976.4	-77.3	7	237	+1
Dec12	110728	4029.5	4044.0	3953.5	3970.5	-77.3	67	8,169	-29
Total Volume and Open Interest							56,569	119,563	+2,368
Platinum(NYMEX)
Oct11	110728	1797.3	1798.0	1783.1	1792.4	-15.6	5,502	32,454	+770
Jan12	110728	1801.1	1801.1	1794.3	1795.6	-15.5	60	1,254	+35
Apr12	110728	1797.4	1798.5	1797.4	1798.5	-15.5	1	120	+1
Jul12	110728	1801.8	1801.8	1801.8	1801.8	-15.5	1	11	+1
Total Volume and Open Interest							5,564	33,843	+806
Palladium(NYMEX)
Sep11	110728	832.80	840.00	824.00	828.10	-5.10	6,645	22,441	+1,571
Dec11	110728	826.05	835.00	826.05	829.40	-5.00	105	1,292	+58
Mar12	110728	175.24	175.24	175.24	175.24	-5.00	0	53	+0
Total Volume and Open Interest							6,894	23,930	+1,773
Copper(CMX)
Sep11	110728	443.90	448.75	443.00	446.95	+2.30	28,091	91,303	+2,485
Dec11	110728	445.15	450.25	445.15	448.90	+2.30	6,227	39,201	+771
Mar12	110728	450.05	450.05	450.05	450.05	+2.35	1,124	14,562	+489
May12	110728	450.20	450.35	450.20	450.20	+2.30	60	2,360	+27
Jul12	110728	446.75	449.75	446.75	449.75	+2.25	264	759	+0
Total Volume and Open Interest							37,406	156,140	+3,564
DJIA Index(CBOT)
Sep11	110728	12250	12330	12175	12193	-51	1,765	17,685	+1,516
Dec11	110728	12253	12253	12122	12122	-51	0	86	+0
Mar12	110728	12053	12104	12053	12053	-51
Jun12	110728	11983	12034	11983	11983	-51
Total Volume and Open Interest							1,765	17,771	+1,516
Mini DJIA Index(CBOT)
Sep11	110728	12249	12332	12172	12193	-51	107,046	112,846	-4,685
Dec11	110728	12185	12256	12115	12122	-51	111	381	-2
Mar12	110728	12053	12053	12053	12053	-51	0	11	+0
Jun12	110728	11983	11983	11983	11983	-51
Total Volume and Open Interest							107,157	113,238	-4,687
S & P 500(CME)
Sep11	110728	1299.70	1312.70	1295.50	1296.80	-2.10	7,700	275,117	+628
Dec11	110728	1298.00	1306.30	1290.30	1291.20	-2.10	9	10,977	-3
Mar12	110728	1285.70	1300.80	1284.80	1285.70	-2.10	1	12	+1
Jun12	110728	1280.70	1295.80	1279.80	1280.70	-2.10	0	5	+0
Total Volume and Open Interest							7,710	286,111	+626
S & P 500 E-Mini(Globex)
Sep11	110728	1299.25	1313.00	1295.25	1296.75	-2.25	1,698,186	2,558,292	-9,125
Dec11	110728	1295.25	1307.00	1290.25	1291.25	-2.00	1,348	22,969	+157
Total Volume and Open Interest							1,699,536	2,581,474	-8,966
NASDAQ 100(CME)
Sep11	110728	2359.50	2397.80	2356.30	2370.00	+12.20	280	17,947	-4
Dec11	110728	2364.50	2365.00	2364.50	2364.50	+12.20	0	10	+0
Mar12	110728	2360.30	2360.80	2360.30	2360.30	+12.30
Total Volume and Open Interest							280	17,957	-4
NASDAQ 100 E-Mini(Globex)
Sep11	110728	2360.00	2398.80	2355.80	2370.00	+12.20	185,139	359,272	+1,907
Dec11	110728	2353.50	2392.50	2353.50	2364.50	+12.20	246	5,059	-27
Total Volume and Open Interest							185,385	364,339	+1,880
S & P Midcap 400(CME)
Sep11	110728	943.70	943.70	943.70	943.70	-3.80	19	2,868	+13
Dec11	110728	942.00	942.00	942.00	942.00	-3.80
Mar12	110728	940.30	940.30	940.30	940.30	-3.80
Total Volume and Open Interest							19	2,868	+13
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110728	9900	9980	9865	9870	-60	5,912	37,489	+42
Dec11	110728	9915	9925	9840	9840	-55	29	7	-19
Total Volume and Open Interest							5,941	37,496	+23
Nikkei 225(SGX)
Sep11	110728	10020	10045	9850	9895	-135	84,874	198,224	+5,010
Dec11	110728	9870	9885	9800	9845	-130	51	8,185	-27
Mar12	110728	9830	9830	9830	9830	-135	0	10	+0
Total Volume and Open Interest							85,505	219,835	+5,416
CAC 40(EURONEXT)
Aug11	110728	3699.0	3725.5	3671.0	3717.0	-21.0	125,583	325,756	+11,320
Sep11	110728	3699.0	3722.5	3670.5	3715.0	-21.0	497	36,736	+335
Oct11	110728	3715.0	3715.0	3705.0	3715.0	-20.0	1	1	+1
Total Volume and Open Interest							126,081	362,525	+11,656
Hang Seng Index(HKFE)
Jul11	110728	22300	22391	22233	22339	-219	111,288	58,343	-20,246
Aug11	110728	22255	22600	22169	22597	+73	49,089	56,181	+35,432
Sep11	110728	22202	22505	22080	22503	+74	626	4,711	+184
Total Volume and Open Interest							161,259	123,201	+15,291
DAX(EUREX)
Sep11	110728	7201.0	7221.0	7125.5	7211.0	-59.0	127,390	152,985	-748
Dec11	110728	7235.0	7248.0	7153.5	7238.5	-59.5	165	8,771	+29
Mar12	110728	7240.0	7280.0	7204.0	7270.5	-60.0	31	387	+15
Total Volume and Open Interest							127,586	162,143	-704
FT-SE 100(EURONEXT)
Sep11	110728	5766.50	5846.50	5743.50	5833.50	+8.50	92,094	644,875	-16,590
Dec11	110728	5790.00	5809.50	5790.00	5809.50	+9.50	2	825	+2
Mar12	110728	5772.50	5772.50	5772.50	5772.50	+9.50	0	163	+0
Total Volume and Open Interest							92,107	645,943	-16,578
SPI 200(SFE)
Sep11	110728	4507.0	4518.0	4427.0	4431.0	-81.0	32,302	198,282	+2,108
Dec11	110728	4518.0	4528.0	4444.0	4447.0	-80.0	20	4,719	+0
Mar12	110728	4445.0	4445.0	4435.0	4435.0	-78.0	0	1,734	+0
Total Volume and Open Interest							32,431	207,265	+2,197
GSCI(CME)
Aug11	110728	40.64	41.49	35.99	37.64	-1.85	211	9,405	+10
Sep11	110728	41.94	42.14	37.94	39.09	-1.55
Oct11	110728	39.94	43.14	38.94	39.94	-1.70
Total Volume and Open Interest							211	9,405	+10
Reuters CCI(ICE)