MRCI's End of Day Prices

Daily Futures Price Listing Fri July 29, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110729	1365.75	1373.75	1349.00	1354.25	-13.50	29,578	20,138	-5,820
Sep11	110729	1363.25	1368.50	1343.50	1348.50	-14.00	26,161	47,737	+2,480
Nov11	110729	1371.50	1377.75	1351.50	1357.25	-14.25	86,473	313,739	+1,347
Jan12	110729	1381.50	1386.50	1362.00	1368.25	-13.75	7,824	52,572	+720
Mar12	110729	1384.75	1390.75	1368.50	1374.75	-13.25	3,841	27,426	+914
May12	110729	1385.00	1393.50	1369.75	1376.25	-11.25	2,764	33,101	+337
Jul12	110729	1392.00	1396.00	1373.00	1381.25	-9.50	2,193	18,558	+217
Total Volume and Open Interest							159,318	537,926	+358
Soybean Meal(CBOT)
Aug11	110729	356.50	357.60	351.30	351.60	-3.70	18,869	13,166	-3,452
Sep11	110729	358.00	359.60	353.20	353.20	-4.40	16,601	36,706	-247
Oct11	110729	360.50	361.00	354.60	355.10	-4.40	4,172	16,669	+840
Dec11	110729	363.80	365.60	358.20	358.80	-4.80	29,929	86,923	-967
Jan12	110729	365.70	366.60	360.30	360.70	-4.70	698	7,300	+102
Mar12	110729	368.00	368.10	363.30	363.60	-4.30	699	5,798	+130
May12	110729	367.50	367.50	363.40	364.30	-3.60	711	8,209	+89
Jul12	110729	367.80	368.50	364.20	365.00	-3.50	933	2,270	-169
Total Volume and Open Interest							72,706	181,069	-3,661
Soybean Oil(CBOT)
Aug11	110729	55.86	56.17	55.15	55.65	-0.11	21,347	11,481	-3,557
Sep11	110729	56.01	56.45	55.26	55.80	-0.12	21,730	46,571	+359
Oct11	110729	56.24	56.62	55.49	56.00	-0.12	5,217	20,536	+387
Dec11	110729	56.70	57.09	55.89	56.43	-0.12	40,326	146,014	+1,831
Jan12	110729	56.91	57.22	56.18	56.69	-0.14	3,055	24,008	+730
Mar12	110729	57.19	57.42	56.51	56.99	-0.11	1,310	14,519	+32
May12	110729	57.14	57.14	56.70	57.08	-0.12	639	8,442	+199
Jul12	110729	57.00	57.22	56.78	57.22	-0.08	942	4,489	+335
Total Volume and Open Interest							94,616	279,224	+334
Canola(WCE)
Nov11	110729	555.4	558.7	552.5	557.2	+1.8	11,889	118,169	-2,750
Jan12	110729	565.0	567.2	561.0	565.8	+1.9	5,945	20,875	+1,070
Mar12	110729	571.3	573.0	567.1	571.8	+1.4	730	6,544	+56
May12	110729	576.8	577.9	576.6	577.1	+1.1	619	5,325	+284
Jul12	110729	580.5	582.0	580.5	581.5	+1.4	292	3,321	+237
Total Volume and Open Interest							19,540	155,941	-1,093
Corn(CBOT)
Sep11	110729	684.00	684.50	662.25	665.50	-16.75	70,663	332,972	-9,242
Dec11	110729	688.00	689.25	665.50	668.75	-17.50	141,507	531,070	+8,903
Mar12	110729	700.25	701.75	678.25	681.50	-17.25	16,394	131,841	+719
May12	110729	705.75	707.75	685.00	687.50	-18.00	3,645	29,529	+572
Jul12	110729	713.00	713.50	690.00	692.25	-18.75	5,090	72,347	+45
Sep12	110729	674.00	675.00	656.25	660.75	-15.50	2,474	9,540	+933
Total Volume and Open Interest							244,944	1,206,789	+3,416
Wheat(CBOT)
Sep11	110729	693.00	700.00	669.75	672.50	-20.75	44,543	143,385	-2,913
Dec11	110729	734.75	741.00	713.75	715.75	-19.25	22,028	148,956	+1,019
Mar12	110729	767.00	772.25	745.50	746.75	-20.25	3,192	49,282	+569
May12	110729	786.25	787.00	761.50	762.50	-19.75	1,325	10,434	+440
Jul12	110729	792.75	799.75	771.75	773.00	-19.75	2,454	43,841	+118
Total Volume and Open Interest							75,241	420,118	-439
Wheat(KCBT)
Sep11	110729	783.00	788.50	761.50	767.00	-16.50	8,511	68,909	-1,541
Dec11	110729	809.00	813.75	787.25	793.00	-16.50	4,412	60,534	+633
Mar12	110729	823.25	827.75	801.50	806.50	-16.75	1,202	18,817	-23
May12	110729	831.75	832.00	807.50	811.25	-15.75	472	3,444	-63
Jul12	110729	827.25	831.50	806.25	809.00	-16.75	532	14,117	+67
Total Volume and Open Interest							15,232	168,925	-952
Wheat(MGE)
Sep11	110729	847.00	851.50	826.75	830.75	-16.00	3,600	17,653	-1,444
Dec11	110729	846.50	850.00	827.25	831.50	-15.50	2,654	19,573	-170
Mar12	110729	857.00	859.00	836.75	840.25	-16.00	611	6,285	-67
May12	110729	850.50	851.25	841.25	842.50	-17.00	209	3,110	+8
Jul12	110729	866.50	867.25	842.25	843.50	-18.25	214	4,815	-21
Total Volume and Open Interest							7,358	55,407	-1,720
Oats(CBOT)
Sep11	110729	350.75	351.50	345.50	345.50	-5.25	301	3,711	-230
Dec11	110729	362.25	363.00	357.00	357.50	-5.50	517	7,589	+155
Mar12	110729	371.00	373.50	368.00	368.00	-5.50	2	839	+2
May12	110729	374.50	380.00	374.50	374.50	-5.50	0	26	+0
Total Volume and Open Interest							820	12,194	-73
Rough Rice(CBOT)
Sep11	110729	16.34	16.39	16.10	16.11	-0.27	1,464	10,251	-388
Nov11	110729	16.67	16.70	16.42	16.44	-0.27	839	5,766	+422
Jan12	110729	16.98	16.98	16.75	16.75	-0.27	88	632	+19
Mar12	110729	17.18	17.24	17.05	17.05	-0.24	22	792	+10
Total Volume and Open Interest							2,419	17,456	+66
Live Cattle(CME)
Aug11	110729	111.330	112.730	110.850	112.635	+1.000	8,546	41,498	-3,057
Oct11	110729	116.150	117.480	115.350	117.330	+1.180	13,111	126,932	-213
Dec11	110729	119.100	120.100	118.500	119.830	+0.680	5,346	86,536	-4
Feb12	110729	122.300	123.080	121.680	122.885	+0.335	2,222	30,987	+89
Apr12	110729	124.350	125.330	123.750	125.200	+0.600	1,478	16,210	-322
Jun12	110729	121.650	122.730	121.150	122.600	+0.750	227	6,822	+48
Total Volume and Open Interest							30,993	309,963	-3,434
Feeder Cattle(CME)
Aug11	110729	136.000	138.000	135.250	137.050	+1.250	2,230	12,326	-543
Sep11	110729	137.735	139.450	136.950	138.630	+1.030	1,433	11,039	+269
Oct11	110729	138.800	140.450	138.100	139.600	+0.720	935	9,266	+231
Nov11	110729	138.950	140.650	138.550	140.300	+0.975	521	4,139	+93
Jan12	110729	138.300	140.380	138.100	140.200	+1.650	198	2,062	+68
Mar12	110729	138.150	140.000	138.130	139.700	+1.600	59	602	+16
Apr12	110729	138.400	139.700	138.250	139.700	+1.350	5	156	+0
Total Volume and Open Interest							5,385	39,703	+136
Lean Hogs(CME)
Aug11	110729	102.480	102.850	101.535	102.785	+0.305	11,349	18,937	-1,801
Oct11	110729	92.400	92.700	91.500	92.400	-0.050	10,828	91,818	-58
Dec11	110729	88.680	89.135	88.035	88.535	-0.165	4,844	67,611	+824
Feb12	110729	90.950	91.150	90.300	90.500	-0.450	865	32,209	+208
Apr12	110729	92.150	92.350	91.785	92.100	-0.130	648	19,219	+166
May12	110729	95.500	95.650	95.300	95.650	-0.050	28	903	+12
Jun12	110729	97.800	98.135	97.480	97.980	-0.305	177	10,587	+49
Jul12	110729	96.680	96.785	96.250	96.550	+0.050	64	3,269	+32
Total Volume and Open Interest							28,841	247,143	-549
Class III Milk(CME)
Jul11	110729	21.39	21.40	21.33	21.38	+0.05	17	6,933	-4
Aug11	110729	21.46	21.47	21.25	21.46	+0.05	369	6,405	+20
Sep11	110729	20.79	20.85	20.62	20.67	-0.04	553	6,201	+134
Oct11	110729	19.65	19.70	19.58	19.67	+0.04	164	4,889	+67
Nov11	110729	18.60	18.65	18.55	18.65	+0.04	59	3,998	+18
Total Volume and Open Interest							1,282	38,206	+290
Cocoa(ICE)
Sep11	110729	2972	3003	2956	2974	unch	13,026	60,870	-122
Dec11	110729	3007	3037	2994	3008	-3	7,636	47,258	+1,060
Mar12	110729	3058	3081	3038	3056	-2	1,883	35,167	+2
May12	110729	3052	3078	3052	3059	-3	547	11,756	+78
Jul12	110729	3052	3087	3052	3068	-2	621	5,094	+521
Sep12	110729	3072	3072	3070	3072	-4	181	8,309	+97
Dec12	110729	3065	3100	3065	3081	-2	34	3,946	+10
Total Volume and Open Interest							23,931	175,761	+1,646
Coffee "C"(ICE)
Sep11	110729	238.65	242.40	238.30	239.55	+0.90	11,378	46,369	-327
Dec11	110729	242.90	246.50	242.55	243.60	+0.60	5,289	41,944	+1,484
Mar12	110729	246.25	249.20	246.05	246.70	+0.25	1,643	10,564	+518
May12	110729	248.10	250.60	247.85	248.30	+0.20	975	5,188	+158
Jul12	110729	248.65	250.00	248.65	249.00	+0.35	177	1,935	+57
Sep12	110729	248.75	248.75	248.40	248.45	+0.50	140	1,772	+59
Total Volume and Open Interest							19,638	109,247	+1,954
Orange Juice(ICE)
Sep11	110729	199.10	200.85	198.95	199.75	+0.85	458	26,564	-106
Nov11	110729	190.30	190.95	190.05	190.50	+0.20	227	7,285	+186
Jan12	110729	181.30	182.00	181.30	181.60	+0.35	93	1,685	-1
Mar12	110729	177.25	177.50	177.10	177.10	-0.20	10	329	+10
May12	110729	174.60	174.60	174.60	174.60	-0.25	0	281	+0
Jul12	110729	174.35	174.35	174.35	174.35	-0.45	0	128	+0
Total Volume and Open Interest							788	36,283	+89
Sugar #11(ICE)
Oct11	110729	29.87	30.23	29.22	29.81	-0.11	34,204	301,281	-212
Mar12	110729	28.65	28.92	28.05	28.51	-0.15	11,064	149,064	-705
May12	110729	27.00	27.42	26.60	27.01	-0.19	4,732	48,975	-361
Jul12	110729	26.04	26.24	25.52	25.87	-0.25	2,429	67,052	+166
Oct12	110729	25.23	25.33	24.68	24.99	-0.28	1,153	30,115	+1
Total Volume and Open Interest							54,672	635,900	-1,240
London Cocoa(LCE)
Sep11	110729	1867	1873	1845	1852	-10	5,426	73,306	+42
Dec11	110729	1899	1904	1880	1885	-9	3,969	49,010	+754
Mar12	110729	1920	1920	1897	1901	-14	974	37,933	-58
May12	110729	1922	1929	1910	1912	-13	380	13,971	-92
Jul12	110729	1931	1932	1916	1918	-13	205	6,170	-50
Sep12	110729	1938	1938	1924	1928	-12	397	4,723	+296
Dec12	110729	1948	1950	1935	1940	unch	0	7,355	+0
Total Volume and Open Interest							11,351	193,335	+892
London Sugar(LCE)
Oct11	110729	779.90	792.10	770.00	777.40	-11.60	1,461	26,199	+238
Dec11	110729	737.50	744.30	724.00	730.50	-14.50	490	7,218	+216
Mar12	110729	723.30	730.20	708.30	715.20	-16.20	239	9,739	+135
May12	110729	695.80	698.00	689.00	689.70	-12.50	32	3,355	+9
Aug12	110729	670.80	674.00	663.70	664.20	-10.50	34	1,917	-1
Total Volume and Open Interest							2,278	49,928	+607
Cotton(ICE)
Oct11	110729	103.15	103.38	98.81	102.08	-0.73	61	536	-9
Dec11	110729	102.60	102.80	98.57	101.77	-0.80	12,967	99,965	+2,757
Mar12	110729	100.73	100.97	96.75	99.36	-1.39	2,020	25,122	+525
May12	110729	96.48	98.54	95.72	98.46	-1.26	327	5,552	+42
Jul12	110729	96.15	97.37	94.57	97.37	-1.20	337	7,258	+53
Oct12	110729	96.18	96.18	96.18	96.18	-1.10	0	3	+0
Total Volume and Open Interest							15,735	142,285	+3,374
Lumber(CME)
Sep11	110729	253.0	254.0	248.5	248.5	-4.5	400	5,896	-25
Nov11	110729	265.9	265.9	260.8	262.0	-6.0	191	2,662	+103
Jan12	110729	285.0	287.8	281.1	287.4	-0.6	43	901	+20
Mar12	110729	294.1	294.1	294.0	294.0	-0.3	25	122	+25
Total Volume and Open Interest							659	9,582	+123
Crude Oil(NYM)
Sep11	110729	97.16	97.39	94.95	95.70	-1.74	304,524	367,659	-2,870
Oct11	110729	97.58	97.76	95.38	96.13	-1.74	72,803	99,095	+1,943
Nov11	110729	98.14	98.30	95.90	96.60	-1.75	37,711	86,201	+6,433
Dec11	110729	98.46	98.76	96.38	97.08	-1.74	43,799	205,734	-1,511
Jan12	110729	98.92	98.92	96.86	97.52	-1.73	6,408	51,129	-49
Feb12	110729	99.11	99.26	97.32	97.94	-1.72	3,779	25,377	+106
Mar12	110729	99.69	99.69	97.95	98.34	-1.71	5,129	36,614	-124
Apr12	110729	98.48	99.39	98.48	98.72	-1.71	4,234	22,839	-638
May12	110729	100.00	100.21	98.47	99.09	-1.70	3,515	18,860	+489
Jun12	110729	100.74	100.74	98.83	99.46	-1.69	9,867	82,937	+167
Jul12	110729	99.90	99.90	99.79	99.82	-1.68	1,548	30,042	+382
Aug12	110729	100.12	100.15	100.10	100.10	-1.66	1,122	17,413	+75
Sep12	110729	100.36	100.36	100.36	100.36	-1.63	870	18,561	-98
Oct12	110729	100.61	100.61	100.61	100.61	-1.61	511	11,151	+17
Nov12	110729	100.89	100.89	100.89	100.89	-1.58	594	20,733	-197
Dec12	110729	102.30	102.30	100.50	101.18	-1.55	13,299	147,691	-1,233
Total Volume and Open Interest							516,140	1,510,095	+3,433
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	110729	97.225	97.375	94.950	95.700	-1.750	9,358	3,321	-91
Oct11	110729	97.525	97.800	95.450	96.125	-1.750	299	558	+11
Nov11	110729	97.950	97.950	96.250	96.600	-1.750	71	179	+0
Dec11	110729	98.050	98.050	96.700	97.075	-1.750	32	245	-2
Jan12	110729	97.525	97.525	97.525	97.525	-1.725	2	12	+2
Feb12	110729	97.950	97.950	97.950	97.950	-1.700	0	3	+0
Mar12	110729	98.350	98.350	98.350	98.350	-1.700	0	10	+0
Apr12	110729	98.725	98.725	98.725	98.725	-1.700	0	1	+0
Total Volume and Open Interest							9,762	4,516	-80
Heating Oil(NYM)
Aug11	110729	310.01	311.00	306.60	309.62	-0.90	25,966	17,792	-6,945
Sep11	110729	311.24	311.81	307.49	309.94	-1.50	45,155	102,960	+5,801
Oct11	110729	312.39	313.13	308.91	311.30	-1.56	13,502	39,092	-18
Nov11	110729	313.61	314.51	310.53	312.82	-1.69	7,073	29,586	+946
Dec11	110729	315.40	316.07	312.02	314.29	-1.76	10,682	38,979	+745
Jan12	110729	316.24	316.94	313.65	315.70	-1.83	3,475	23,458	+126
Feb12	110729	316.40	316.80	314.89	315.85	-1.87	1,548	10,218	-291
Mar12	110729	315.08	316.65	314.05	314.90	-1.87	1,088	7,787	+27
Apr12	110729	313.10	313.10	312.70	312.80	-1.86	654	3,943	-37
May12	110729	310.88	310.88	310.88	310.88	-1.87	293	4,033	+127
Jun12	110729	311.22	311.69	308.18	310.09	-1.95	1,629	22,973	+705
Jul12	110729	310.74	310.74	310.74	310.74	-1.95	154	1,908	-25
Total Volume and Open Interest							111,903	314,762	+1,332
Gasoline(NYMEX)
Aug11	110729	311.75	312.40	306.76	311.29	-0.47	27,914	11,463	-6,131
Sep11	110729	307.10	307.38	301.26	305.79	-0.59	53,457	102,507	+1,757
Oct11	110729	293.14	293.59	288.24	292.11	-1.29	19,712	36,193	+715
Nov11	110729	289.61	289.61	284.99	288.52	-1.48	11,207	20,566	+886
Dec11	110729	288.10	288.10	283.40	286.91	-1.52	7,838	31,886	+179
Jan12	110729	286.56	287.23	283.89	287.08	-1.53	1,572	11,940	+186
Feb12	110729	288.50	288.61	285.43	288.25	-1.57	830	5,877	+108
Mar12	110729	290.12	290.19	288.05	289.95	-1.54	742	8,436	+250
Apr12	110729	299.00	300.98	298.84	300.98	-1.49	113	5,839	+70
May12	110729	298.90	301.00	298.90	301.00	-1.43	67	1,938	+11
Total Volume and Open Interest							123,962	256,628	-1,752
e-miNY RBOB Gasoline(NYM)
Sep11	110729	306.50	306.50	305.80	305.80	-0.60
Oct11	110729	292.10	292.11	292.10	292.10	-1.30	0	1	+0
Nov11	110729	288.50	288.52	288.50	288.50	-1.50
Dec11	110729	286.90	286.91	286.90	286.90	-1.50
Total Volume and Open Interest							0	6	+0
Natural Gas(NYM)
Sep11	110729	4.234	4.234	4.138	4.145	-0.099	85,680	232,284	-3,358
Oct11	110729	4.246	4.246	4.151	4.157	-0.100	25,051	140,953	-980
Nov11	110729	4.350	4.354	4.266	4.272	-0.097	21,306	112,468	+3,918
Dec11	110729	4.535	4.535	4.457	4.462	-0.083	8,259	48,228	+26
Jan12	110729	4.624	4.624	4.558	4.564	-0.081	11,929	114,850	-279
Feb12	110729	4.605	4.615	4.563	4.565	-0.081	2,462	27,456	+83
Mar12	110729	4.580	4.580	4.529	4.533	-0.074	3,444	47,835	+219
Apr12	110729	4.485	4.509	4.461	4.468	-0.067	4,183	52,190	+783
May12	110729	4.541	4.541	4.490	4.490	-0.067	451	10,525	+34
Jun12	110729	4.556	4.565	4.518	4.523	-0.066	447	12,095	+90
Jul12	110729	4.588	4.605	4.564	4.564	-0.066	451	8,660	+6
Aug12	110729	4.629	4.630	4.594	4.594	-0.066	272	9,682	+53
Sep12	110729	4.634	4.634	4.600	4.603	-0.065	125	7,396	+43
Oct12	110729	4.662	4.677	4.640	4.641	-0.066	668	34,964	+126
Nov12	110729	4.817	4.817	4.796	4.796	-0.061	91	5,245	+41
Dec12	110729	5.040	5.059	5.026	5.026	-0.060	148	11,251	+43
Total Volume and Open Interest							165,472	944,340	-6,947
Brent Crude Oil(ICE)
Sep11	110729	117.17	117.70	115.75	116.74	-0.62	177,054	189,587	-5,648
Oct11	110729	117.24	117.53	115.55	116.53	-0.64	89,103	145,073	+905
Nov11	110729	117.24	117.48	115.53	116.54	-0.64	36,471	59,199	+5,132
Dec11	110729	117.21	117.45	115.50	116.53	-0.64	46,255	95,606	-2,706
Jan12	110729	117.23	117.23	115.69	116.49	-0.63	8,109	22,518	-1,495
Feb12	110729	117.07	117.16	115.64	116.41	-0.64	3,996	17,709	-421
Mar12	110729	116.74	116.74	115.57	116.32	-0.65	3,543	33,682	-618
Apr12	110729	116.65	116.66	115.48	116.24	-0.65	1,401	14,047	+139
May12	110729	116.82	116.82	115.40	116.13	-0.66	1,060	8,559	+47
Jun12	110729	116.72	116.72	115.27	116.01	-0.67	5,159	41,026	+180
Jul12	110729	115.91	115.91	115.91	115.91	-0.67	154	8,928	-42
Aug12	110729	115.77	115.77	115.77	115.77	-0.67	60	6,064	-9
Sep12	110729	115.59	115.59	115.59	115.59	-0.67	90	7,906	+6
Oct12	110729	115.40	115.40	115.40	115.40	-0.67	59	3,405	+9
Total Volume and Open Interest							385,120	805,187	-4,511
Gas Oil(ICE)
Aug11	110729	973.25	976.00	963.00	971.00	-8.00	28,322	88,718	-1,406
Sep11	110729	975.25	977.50	964.50	972.50	-8.50	52,565	134,668	+879
Oct11	110729	978.25	978.50	966.25	974.00	-9.25	17,193	68,571	+3,356
Nov11	110729	977.75	979.50	967.50	975.25	-9.50	7,921	39,289	+1,703
Dec11	110729	980.25	981.00	968.75	976.50	-9.75	13,237	58,936	+21
Jan12	110729	979.25	982.25	970.75	978.25	-10.00	3,824	36,407	-345
Feb12	110729	983.00	983.00	971.25	978.75	-10.25	1,163	11,636	-3
Mar12	110729	983.25	983.75	971.25	978.75	-10.25	1,492	13,198	+71
Apr12	110729	982.75	983.25	970.75	978.25	-10.25	223	8,606	+51
May12	110729	982.25	982.75	971.75	977.75	-10.25	29	7,523	+6
Total Volume and Open Interest							129,998	567,786	+3,403
Ethanol(CBOT)
Jul11	110706	2.758	2.795	2.758	2.761	+0.027	42	209	-19
Aug11	110729	2.920	2.945	2.880	2.891	-0.108	204	395	-52
Sep11	110729	2.742	2.760	2.705	2.717	-0.080	163	1,601	-18
Oct11	110729	2.624	2.640	2.602	2.616	-0.065	69	1,454	-24
Nov11	110729	2.542	2.542	2.515	2.515	-0.067	26	1,128	-1
Dec11	110729	2.502	2.516	2.479	2.486	-0.067	38	1,597	-33
Jan12	110729	2.505	2.505	2.461	2.467	-0.071	11	709	+0
Feb12	110729	2.477	2.477	2.460	2.465	-0.077	6	478	+5
Total Volume and Open Interest							620	9,568	-46
WTI Crude Oil(ICE
Sep11	110729	97.18	97.37	94.95	95.70	-1.74	72,298	77,051	-2,985
Oct11	110729	97.60	97.71	95.42	96.13	-1.74	19,579	37,395	+1,608
Nov11	110729	98.08	98.18	95.92	96.60	-1.75	11,764	23,582	+604
Dec11	110729	98.57	98.57	96.39	97.08	-1.74	19,273	94,220	-1,234
Jan12	110729	98.78	98.78	96.86	97.52	-1.73	4,585	18,575	+301
Feb12	110729	99.08	99.08	97.29	97.94	-1.72	2,623	5,818	+14
Mar12	110729	99.57	99.57	98.04	98.34	-1.71	2,282	16,258	+462
Apr12	110729	98.72	98.72	98.72	98.72	-1.71	1,209	4,705	-93
May12	110729	100.00	100.00	99.09	99.09	-1.70	964	3,089	-23
Jun12	110729	100.75	100.75	99.01	99.46	-1.69	4,090	30,626	-397
Jul12	110729	99.82	99.82	99.82	99.82	-1.68	485	4,382	+116
Aug12	110729	100.10	100.10	100.10	100.10	-1.66	47	1,231	-1
Sep12	110729	100.36	100.36	100.36	100.36	-1.63	36	5,070	-7
Oct12	110729	100.61	100.61	100.61	100.61	-1.61	106	1,126	+0
Nov12	110729	100.89	100.89	100.89	100.89	-1.58	27	2,549	+0
Dec12	110729	102.56	102.65	100.52	101.18	-1.55	4,922	47,648	-744
Total Volume and Open Interest							146,211	446,424	-2,362
US Dollar Index(ICE)
Sep11	110729	74.330	74.685	73.860	74.035	-0.355	32,906	57,718	-2,371
Dec11	110729	74.790	75.000	74.345	74.455	-0.355	164	701	-72
Mar12	110729	74.915	74.915	74.915	74.915	-0.335	0	1	+0
Total Volume and Open Interest							33,070	58,420	-2,443
Australian Dollar(CME)
Sep11	110729	109.35	109.52	108.42	109.31	+0.12	117,229	135,081	-160
Dec11	110729	108.06	108.23	107.25	108.08	+0.14	74	542	+24
Mar12	110729	106.92	106.92	106.76	106.92	+0.16	0	2	+0
Total Volume and Open Interest							117,303	135,628	-136
British Pound(CME)
Sep11	110729	163.62	164.64	162.51	164.23	+0.87	97,492	96,621	-522
Dec11	110729	163.00	164.21	163.00	164.06	+0.87	37	262	-2
Mar12	110729	163.91	163.91	163.03	163.91	+0.88	0	2	+0
Total Volume and Open Interest							97,529	96,891	-524
Canadian Dollar(CME)
Sep11	110729	105.24	105.29	104.15	104.56	-0.53	85,501	126,764	+3,054
Dec11	110729	104.80	104.91	103.95	104.35	-0.51	164	4,053	+2
Mar12	110729	104.00	104.60	103.85	104.11	-0.49	1	623	-1
Jun12	110729	103.87	104.34	103.87	103.87	-0.47	11	279	+0
Total Volume and Open Interest							85,677	131,862	+3,055
Japanese Yen(CME)
Sep11	110729	128.77	130.43	128.46	129.82	+1.23	87,373	135,031	-3,115
Dec11	110729	129.13	130.30	128.70	129.96	+1.26	342	846	+124
Mar12	110729	130.14	130.14	128.88	130.14	+1.26	0	46	+0
Total Volume and Open Interest							87,715	135,941	-2,991
Swiss Franc(CME)
Sep11	110729	124.90	127.46	124.55	126.82	+2.01	33,695	53,263	+36
Dec11	110729	124.91	127.55	124.90	126.95	+2.02	24	286	+8
Mar12	110729	127.13	127.13	125.09	127.13	+2.04	0	5	+0
Total Volume and Open Interest							33,719	53,557	+44
EuroFX(CME)
Sep11	110729	143.08	143.98	142.12	143.48	+0.56	333,394	185,629	+4,255
Dec11	110729	142.56	143.60	141.80	143.15	+0.58	106	1,131	+14
Mar12	110729	142.77	143.00	142.25	142.84	+0.59	4	363	+1
Total Volume and Open Interest							333,505	187,959	+4,269
Mexican Peso(CME)
Aug11	110729	853.2	853.8	853.2	853.2	-0.5
Sep11	110729	849.5	850.2	843.8	849.0	-0.5	21,598	136,485	-1,003
Total Volume and Open Interest							21,598	136,820	-1,003
Brazilian Real(CME)
Aug11	110729	644.40	644.40	639.10	644.40	+5.30
Sep11	110729	631.50	642.20	630.50	639.75	+6.35	28	8,036	-19
Oct11	110729	635.95	635.95	629.60	635.95	+6.35
Nov11	110729	632.20	632.20	625.85	632.20	+6.35
Total Volume and Open Interest							48	20,593	-39
30-Year T-Bonds(CBOT)
Sep11	110729	126~010	128~180	125~300	128~040	+2~020	310,758	638,844	+4,955
Dec11	110729	125~000	127~000	124~280	126~210	+2~030	293	3,028	+84
Mar12	110729	123~160	125~070	123~160	125~070	+2~030	1	4	+1
Total Volume and Open Interest							311,052	641,876	+5,040
10-Year T-Notes(CBOT)
Sep11	110729	124~170	125~300	124~120	125~220	+1~060	1,181,279	1,862,300	-22,398
Dec11	110729	123~075	124~175	123~025	124~120	+1~095	1,137	16,355	+438
Mar12	110729	123~120	123~120	122~025	123~120	+1~095
Total Volume and Open Interest							1,182,416	1,878,655	-21,960
5-Year T-Notes(CBOT)
Sep11	110729	120~087	121~075	120~073	121~057	+0~097	689,927	1,514,023	-6,124
Dec11	110729	120~031	120~045	119~056	120~031	+0~103	9	289	+5
Mar12	110729	119~055	119~055	118~080	119~055	+0~103
Total Volume and Open Interest							689,936	1,514,312	-6,119
2 Year T-Notes(CBOT)
Sep11	110729	109~107	109~125	109~105	109~123	+0~015	329,744	1,015,907	-15,431
Dec11	110729	109~081	109~103	109~081	109~101	+0~020	8	1,123	+3
Mar12	110729	109~039	109~039	109~019	109~039	+0~020
Total Volume and Open Interest							329,752	1,017,030	-15,428
Eurodollars(CME)
Sep11	110729	99.630	99.630	99.610	99.625	-0.005	297,636	1,178,412	+25,731
Dec11	110729	99.510	99.525	99.490	99.505	-0.005	270,553	1,125,622	-5,973
Mar12	110729	99.450	99.485	99.430	99.465	+0.015	248,419	1,377,578	-15,831
Jun12	110729	99.395	99.440	99.385	99.430	+0.030	216,534	1,362,756	-8,533
Sep12	110729	99.315	99.380	99.305	99.370	+0.055	209,215	1,052,423	-2,192
Dec12	110729	99.190	99.290	99.180	99.275	+0.085	170,033	735,093	-951
Mar13	110729	99.055	99.185	99.045	99.170	+0.115	163,729	727,344	+13,745
Jun13	110729	98.885	99.040	98.870	99.025	+0.145	168,671	511,780	+24,732
Sep13	110729	98.665	98.855	98.655	98.835	+0.175	118,738	476,257	+1,268
Dec13	110729	98.415	98.620	98.395	98.595	+0.190	93,963	350,195	+3,817
Mar14	110729	98.160	98.385	98.140	98.350	+0.200	61,835	262,712	+3,006
Jun14	110729	97.895	98.125	97.875	98.090	+0.210	61,831	208,457	+8,177
Sep14	110729	97.630	97.870	97.615	97.830	+0.215	39,492	111,314	+4,604
Dec14	110729	97.370	97.600	97.345	97.565	+0.215	23,387	122,369	+5,174
Mar15	110729	97.120	97.355	97.115	97.315	+0.210	19,558	101,624	+99
Jun15	110729	5.125	5.360	5.115	5.315	+0.205	13,271	80,038	+257
Sep15	110729	4.890	5.115	4.880	5.070	+0.200	9,028	60,843	-449
Dec15	110729	4.650	4.880	4.640	4.835	+0.190	10,157	53,439	-102
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Jul11	110729	99.933	99.933	99.930	99.930	-0.003	8,972	67,070	-2,439
Aug11	110729	99.900	99.900	99.885	99.890	-0.010	27,741	91,099	+7,411
Sep11	110729	99.875	99.880	99.865	99.870	-0.010	10,390	63,369	-68
Oct11	110729	99.860	99.865	99.855	99.865	unch	8,442	53,640	+2,832
Nov11	110729	99.855	99.865	99.850	99.855	unch	7,224	50,257	+3,094
Dec11	110729	99.850	99.860	99.845	99.855	+0.005	6,419	62,520	+3,776
Total Volume and Open Interest							101,765	881,338	+16,414
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110729	99.660	99.660	99.660	99.660	unch	0	51	+0
Dec11	110729	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110729	99.658	99.658	99.658	99.658	unch
Jun12	110729	99.655	99.655	99.655	99.655	unch
Sep12	110729	99.585	99.585	99.585	99.585	unch
Dec12	110729	99.635	99.635	99.635	99.635	unch
Mar13	110729	99.635	99.635	99.635	99.635	unch
Jun13	110729	99.590	99.590	99.590	99.590	unch
Sep13	110729	99.450	99.450	99.450	99.450	unch
Dec13	110729	99.310	99.310	99.310	99.310	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110729	99.66	99.66	99.66	99.66	unch	0	1,176	+0
Dec11	110729	99.66	99.66	99.66	99.66	unch	0	1,478	+0
Mar12	110729	99.66	99.66	99.66	99.66	unch	0	1,823	+0
Jun12	110729	99.65	99.65	99.65	99.65	unch	0	1,374	+0
Sep12	110729	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110729	99.64	99.64	99.64	99.64	unch	0	26	+0
Mar13	110729	99.64	99.64	99.64	99.64	unch	0	1	+0
Jun13	110729	99.59	99.59	99.59	99.59	unch
Total Volume and Open Interest							0	6,289	+0
Japanese Gov't Bonds(SGX)
Sep11	110729	141.78	141.88	141.55	141.80	+0.02	957	23,248	-213
Dec11	110729	141.39	141.39	141.39	141.39	+0.02	0	2	+0
Mar12	110729	139.30	139.30	139.30	139.30	+0.02
Total Volume and Open Interest							957	23,250	-213
Euro-Bund(EUREX)
Sep11	110729	129.86	130.70	129.66	130.36	+0.93	909,577	986,237	+12,518
Dec11	110729	128.60	129.29	128.43	129.01	+0.91	185	1,022	+169
Mar12	110729	129.04	129.04	129.04	129.04	+0.93
Total Volume and Open Interest							909,762	987,259	+12,687
Euro-Bobl(EUREX)
Sep11	110729	119.19	119.67	119.05	119.51	+0.53	476,937	728,515	-6,877
Dec11	110729	118.58	118.58	118.58	118.58	+0.53	500	696	+0
Mar12	110729	118.54	118.54	118.54	118.54	+0.53
Total Volume and Open Interest							477,437	729,211	-6,877
3-Mth Euribor(EUREX)
Sep11	110729	98.360	98.375	98.360	98.375	+0.025	31	2,210	+31
Dec11	110729	98.340	98.340	98.335	98.335	+0.030	21	1,298	+0
Mar12	110729	98.330	98.330	98.320	98.320	+0.035	20	2,464	+20
Total Volume and Open Interest							82	9,740	+51
Long Gilt(LIFFE)
Sep11	110729	124~14	125~07	124~09	125~03	+1~01	118,822	356,553	+6,097
Dec11	110729	123~25	123~25	123~25	123~25	+1~01
Total Volume and Open Interest							118,822	356,553	+6,097
3-Mth Short Sterling(LIFFE)
Sep11	110729	99.13	99.14	99.12	99.13	unch	61,527	428,555	+1,451
Dec11	110729	99.09	99.10	99.08	99.09	+0.01	52,279	510,751	-10,731
Mar12	110729	99.06	99.07	99.04	99.06	+0.02	42,842	461,323	-3,060
Jun12	110729	99.00	99.02	98.99	99.00	+0.02	49,553	307,344	-3,042
Sep12	110729	98.93	98.94	98.91	98.93	+0.03	54,887	310,550	-14,161
Dec12	110729	98.79	98.82	98.77	98.81	+0.04	51,670	283,788	-10,049
Total Volume and Open Interest							387,586	2,741,308	-37,712
3-Mth Euribor(LIFFE)
Sep11	110729	98.355	98.385	98.355	98.375	+0.025	94,679	705,218	-3,667
Dec11	110729	98.310	98.350	98.310	98.335	+0.030	112,004	583,235	+721
Mar12	110729	98.295	98.340	98.295	98.320	+0.035	126,197	504,263	-8,240
Total Volume and Open Interest							754,938	3,562,244	+1,703
3-Mth Aus T-Bills(SFE)
Sep11	110729	95.01	95.06	95.01	95.03	+0.02	54,361	244,327	-4,899
Dec11	110729	95.05	95.14	95.04	95.12	+0.06	64,421	255,682	-15,096
Mar12	110729	95.12	95.22	95.11	95.21	+0.08	34,624	167,113	+6,931
Jun12	110729	95.16	95.27	95.15	95.26	+0.08	8,158	86,355	-5,732
Sep12	110729	95.18	95.27	95.18	95.27	+0.09	5,334	54,352	-590
Dec12	110729	95.15	95.25	95.15	95.25	+0.10	3,292	33,547	-456
Mar13	110729	95.13	95.24	95.13	95.23	+0.10	1,030	34,317	+70
Jun13	110729	95.09	95.20	95.09	95.19	+0.11	335	13,395	+237
Sep13	110729	95.06	95.15	95.06	95.15	+0.11	167	2,974	+42
Dec13	110729	95.08	95.09	95.08	95.09	+0.13	182	1,606	+66
Total Volume and Open Interest							171,954	893,811	-19,427
10-Year Aus T-Bonds(SFE)
Sep11	110729	95.09	95.21	95.08	95.20	+0.10	53,500	409,634	-10,068
Dec11	110729	95.20	95.20	95.20	95.20	+0.10
Total Volume and Open Interest							53,500	409,634	-10,068
3-Year Aus T-Bonds(SFE)
Sep11	110729	95.49	95.61	95.46	95.61	+0.13	215,505	760,677	-12,549
Dec11	110729	95.61	95.61	95.61	95.61	+0.13
Total Volume and Open Interest							215,505	760,677	-12,549
Gold(CMX)
Aug11	110729	1617.1	1634.9	1610.6	1628.3	+14.9	232,220	36,430	-69,085
Oct11	110729	1618.0	1636.3	1611.7	1629.9	+15.0	14,593	23,998	+2,482
Dec11	110729	1619.5	1637.5	1613.0	1631.2	+15.0	170,615	347,752	+46,853
Feb12	110729	1621.1	1635.0	1615.2	1632.5	+15.0	1,145	12,071	+215
Apr12	110729	1620.8	1635.6	1616.3	1634.0	+15.0	1,092	6,248	+53
Jun12	110729	1622.3	1635.6	1621.5	1635.6	+15.0	205	14,854	-77
Aug12	110729	1632.4	1637.4	1631.6	1637.4	+15.0	943	5,443	+17
Oct12	110729	1641.5	1641.5	1633.4	1639.3	+15.0	41	4,158	+33
Dec12	110729	1628.7	1644.1	1628.7	1641.5	+15.0	131	11,919	+58
Feb13	110729	1644.5	1644.5	1643.9	1643.9	+14.8	1	1,561	+0
Apr13	110729	1649.6	1649.6	1646.6	1646.6	+14.6	0	227	+0
Jun13	110729	1657.6	1657.6	1649.7	1649.7	+14.4	54	11,143	+53
Total Volume and Open Interest							423,958	518,045	-18,409
Silver(CMX)
Sep11	110729	3972.5	4041.0	3930.0	4010.6	+31.2	77,251	59,833	-211
Dec11	110729	3975.0	4041.0	3932.5	4013.1	+31.1	3,882	30,952	+705
Mar12	110729	3980.0	4040.0	3976.5	4013.2	+31.1	685	5,474	+186
May12	110729	4005.0	4011.3	4005.0	4011.3	+30.9	35	1,643	-10
Jul12	110729	3982.0	4012.0	3963.0	4009.7	+31.0	64	1,765	+3
Sep12	110729	4014.0	4022.0	3985.5	4007.1	+30.7	21	240	+3
Dec12	110729	3988.5	4026.0	3988.5	4001.1	+30.6	86	8,189	+20
Total Volume and Open Interest							82,723	119,952	+389
Platinum(NYMEX)
Oct11	110729	1789.0	1795.1	1779.0	1785.3	-7.1	5,660	32,745	+291
Jan12	110729	1788.2	1790.2	1785.2	1788.4	-7.2	34	1,259	+5
Apr12	110729	1790.4	1792.7	1790.4	1791.3	-7.2	0	120	+0
Jul12	110729	1794.6	1794.6	1794.6	1794.6	-7.2	0	11	+0
Total Volume and Open Interest							5,697	34,139	+296
Palladium(NYMEX)
Sep11	110729	826.30	833.30	820.55	827.70	-0.40	5,909	23,297	+856
Dec11	110729	828.95	834.30	824.85	829.15	-0.25	71	1,337	+45
Mar12	110729	174.99	174.99	174.99	174.99	-0.25	0	53	+0
Total Volume and Open Interest							5,980	24,687	+757
Copper(CMX)
Sep11	110729	447.70	450.20	441.15	447.95	+1.00	26,990	88,521	-2,782
Dec11	110729	449.40	452.10	443.35	450.05	+1.15	5,302	39,889	+688
Mar12	110729	448.80	451.55	445.95	451.20	+1.15	1,080	14,750	+188
May12	110729	451.35	451.35	451.35	451.35	+1.15	67	2,397	+37
Jul12	110729	447.85	450.70	444.25	450.70	+0.95	242	861	+102
Total Volume and Open Interest							34,605	153,839	-2,301
DJIA Index(CBOT)
Sep11	110729	12211	12212	12047	12088	-105	290	17,717	+32
Dec11	110729	12019	12122	12019	12019	-103	0	86	+0
Mar12	110729	11950	12053	11950	11950	-103
Jun12	110729	11880	11983	11880	11880	-103
Total Volume and Open Interest							290	17,803	+32
Mini DJIA Index(CBOT)
Sep11	110729	12201	12211	12029	12088	-105	139,319	112,588	-258
Dec11	110729	12133	12133	11986	12019	-103	122	407	+26
Mar12	110729	11950	11950	11950	11950	-103	0	11	+0
Jun12	110729	11880	11880	11880	11880	-103
Total Volume and Open Interest							139,441	113,006	-232
S & P 500(CME)
Sep11	110729	1298.80	1300.50	1279.00	1288.40	-8.40	13,397	275,975	+858
Dec11	110729	1278.30	1292.70	1274.00	1282.80	-8.40	23	10,986	+9
Mar12	110729	1277.30	1287.20	1267.70	1277.30	-8.40	1	11	-1
Jun12	110729	1272.30	1282.20	1262.70	1272.30	-8.40	0	5	+0
Total Volume and Open Interest							13,421	286,977	+866
S & P 500 E-Mini(Globex)
Sep11	110729	1297.75	1300.75	1278.75	1288.50	-8.25	2,535,676	2,622,989	+64,697
Dec11	110729	1293.25	1294.00	1273.75	1282.75	-8.50	2,199	23,276	+307
Total Volume and Open Interest							2,537,877	2,646,480	+65,006
NASDAQ 100(CME)
Sep11	110729	2373.50	2386.00	2338.00	2359.30	-10.70	981	17,915	-32
Dec11	110729	2354.00	2370.00	2352.00	2354.00	-10.50	0	10	+0
Mar12	110729	2350.80	2350.80	2349.30	2350.80	-9.50
Total Volume and Open Interest							981	17,925	-32
NASDAQ 100 E-Mini(Globex)
Sep11	110729	2370.80	2385.30	2338.00	2359.30	-10.70	328,563	351,114	-8,158
Dec11	110729	2363.50	2378.30	2341.00	2354.00	-10.50	110	5,087	+28
Total Volume and Open Interest							328,674	356,209	-8,130
S & P Midcap 400(CME)
Sep11	110729	942.50	942.50	935.75	941.70	-2.00	236	2,741	-127
Dec11	110729	940.00	940.00	940.00	940.00	-2.00
Mar12	110729	938.30	938.30	938.30	938.30	-2.00
Total Volume and Open Interest							236	2,741	-127
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110729	9875	9930	9765	9830	-40	8,306	36,708	-781
Dec11	110729	9800	9840	9800	9800	-40	0	7	+0
Total Volume and Open Interest							8,306	36,715	-781
Nikkei 225(SGX)
Sep11	110729	9905	9965	9820	9825	-70	73,200	194,616	-3,608
Dec11	110729	9845	9865	9770	9770	-75	12	8,181	-4
Mar12	110729	9760	9760	9760	9760	-70	0	10	+0
Total Volume and Open Interest							73,701	216,229	-3,606
CAC 40(EURONEXT)
Aug11	110729	3650.0	3694.5	3623.5	3673.5	-43.5	128,657	318,133	-7,623
Sep11	110729	3658.0	3688.5	3622.0	3671.5	-43.5	1,540	38,052	+1,316
Oct11	110729	3670.5	3670.5	3670.5	3670.5	-44.5	1	2	+1
Total Volume and Open Interest							130,198	356,219	-6,306
Hang Seng Index(HKFE)
Jul11	110728	22300	22391	22233	22339	-219	111,288	58,343	-20,246
Aug11	110729	22519	22595	22258	22325	-272	62,220	82,437	+26,256
Sep11	110729	22477	22500	22170	22235	-268	775	4,961	+250
Total Volume and Open Interest							149,193	125,002	+1,801
DAX(EUREX)
Sep11	110729	7090.5	7206.5	7078.5	7181.0	-30.0	151,964	154,437	+1,452
Dec11	110729	7120.0	7231.5	7106.5	7208.5	-30.0	193	8,774	+3
Mar12	110729	7149.0	7241.0	7140.0	7241.0	-29.5	49	381	-6
Total Volume and Open Interest							152,206	163,592	+1,449
FT-SE 100(EURONEXT)
Sep11	110729	5796.00	5816.00	5734.00	5784.50	-49.00	115,098	639,236	-5,639
Dec11	110729	5750.00	5784.00	5729.50	5759.50	-50.00	6	824	-1
Mar12	110729	5723.00	5723.00	5723.00	5723.00	-49.50	10	163	+0
Total Volume and Open Interest							115,150	640,339	-5,604
SPI 200(SFE)
Sep11	110729	4434.0	4457.0	4373.0	4377.0	-54.0	39,951	198,800	+518
Dec11	110729	4464.0	4472.0	4393.0	4393.0	-54.0	203	4,696	-23
Mar12	110729	4380.0	4380.0	4380.0	4380.0	-55.0	2	1,735	+1
Total Volume and Open Interest							40,182	207,763	+498
GSCI(CME)
Aug11	110729	31.14	34.39	26.54	31.14	-6.50	106	9,465	+60
Sep11	110729	32.64	34.89	29.14	32.94	-6.15
Oct11	110729	33.64	39.99	30.14	33.64	-6.30
Total Volume and Open Interest							106	9,465	+60
Reuters CCI(ICE)