MRCI's End of Day Prices

Daily Futures Price Listing Mon August 01, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110801	1354.25	1371.00	1354.25	1358.75	+4.50	29,584	11,116	-9,022
Sep11	110801	1349.25	1365.75	1346.75	1353.25	+4.75	27,996	47,724	-13
Nov11	110801	1359.00	1374.00	1355.25	1362.00	+4.75	73,788	311,330	-2,409
Jan12	110801	1370.00	1383.00	1368.25	1373.00	+4.75	8,091	53,044	+472
Mar12	110801	1378.00	1392.25	1374.75	1380.00	+5.25	4,260	27,422	-4
May12	110801	1379.75	1392.00	1379.75	1382.00	+5.75	1,833	33,357	+256
Jul12	110801	1389.75	1396.00	1385.00	1386.50	+5.25	1,003	18,653	+95
Total Volume and Open Interest							147,425	527,288	-10,638
Soybean Meal(CBOT)
Aug11	110801	353.90	356.00	350.80	352.70	+1.10	20,984	10,016	-3,150
Sep11	110801	354.60	357.70	352.30	354.30	+1.10	20,150	37,962	+1,256
Oct11	110801	355.30	358.90	354.00	356.10	+1.00	2,971	17,217	+548
Dec11	110801	360.00	363.20	357.80	360.00	+1.20	24,208	88,402	+1,479
Jan12	110801	363.00	364.10	360.10	362.00	+1.30	472	7,435	+135
Mar12	110801	366.20	367.10	363.00	365.00	+1.40	1,030	6,088	+290
May12	110801	366.80	368.20	364.10	365.80	+1.50	1,153	8,180	-29
Jul12	110801	369.30	369.40	365.00	366.60	+1.60	863	2,453	+183
Total Volume and Open Interest							71,948	181,842	+773
Soybean Oil(CBOT)
Aug11	110801	56.04	56.51	55.90	56.15	+0.50	20,106	6,598	-4,883
Sep11	110801	55.91	56.65	55.81	56.28	+0.48	24,761	47,744	+1,173
Oct11	110801	56.02	56.85	56.02	56.48	+0.48	3,825	21,029	+493
Dec11	110801	56.50	57.31	56.45	56.91	+0.48	44,977	146,365	+351
Jan12	110801	56.90	57.55	56.82	57.17	+0.48	3,182	24,455	+447
Mar12	110801	57.43	57.76	57.19	57.46	+0.47	1,723	14,809	+290
May12	110801	57.80	57.85	57.40	57.59	+0.51	269	8,491	+49
Jul12	110801	57.65	57.73	57.60	57.73	+0.51	527	4,720	+231
Total Volume and Open Interest							99,519	277,309	-1,915
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	110801	668.50	684.00	665.25	681.25	+15.75	80,120	320,832	-12,140
Dec11	110801	671.00	687.00	668.00	685.75	+17.00	136,057	541,767	+10,697
Mar12	110801	683.25	699.50	681.25	698.50	+17.00	18,380	129,804	-2,037
May12	110801	689.50	705.00	688.25	704.50	+17.00	7,152	30,160	+631
Jul12	110801	692.50	709.50	692.25	709.00	+16.75	6,404	71,879	-468
Sep12	110801	659.00	672.50	659.00	671.75	+11.00	3,150	10,609	+1,069
Total Volume and Open Interest							256,001	1,205,774	-1,015
Wheat(CBOT)
Sep11	110801	671.25	690.75	670.00	676.50	+4.00	46,023	138,069	-5,316
Dec11	110801	713.50	733.00	712.25	720.75	+5.00	25,032	154,484	+5,528
Mar12	110801	744.50	763.75	741.25	751.75	+5.00	3,652	50,029	+747
May12	110801	760.00	781.25	758.50	770.25	+7.75	992	10,630	+196
Jul12	110801	772.25	792.00	768.00	784.25	+11.25	1,414	43,952	+111
Total Volume and Open Interest							78,280	421,733	+1,615
Wheat(KCBT)
Sep11	110801	767.00	793.50	763.00	771.25	+4.25	10,490	68,265	-644
Dec11	110801	792.75	818.75	789.00	797.25	+4.25	7,032	60,885	+351
Mar12	110801	806.25	832.25	803.50	811.25	+4.75	2,598	19,120	+303
May12	110801	809.50	831.50	808.50	815.25	+4.00	341	3,417	-27
Jul12	110801	807.25	832.00	807.25	814.75	+5.75	1,563	14,838	+721
Total Volume and Open Interest							22,077	169,639	+714
Wheat(MGE)
Sep11	110801	826.00	860.00	826.00	834.25	+3.50	1,901	17,433	-220
Dec11	110801	825.00	859.00	825.00	835.75	+4.25	1,202	19,367	-206
Mar12	110801	840.00	864.50	838.00	845.50	+5.25	511	6,273	-12
May12	110801	842.25	867.50	841.50	849.00	+6.50	249	3,175	+65
Jul12	110801	843.25	866.25	842.25	852.00	+8.50	117	4,791	-24
Total Volume and Open Interest							4,053	54,975	-432
Oats(CBOT)
Sep11	110801	345.00	349.75	340.25	345.50	unch	850	3,339	-372
Dec11	110801	356.25	361.25	351.50	358.00	+0.50	1,062	8,030	+441
Mar12	110801	367.00	369.25	366.00	368.50	+0.50	11	832	-7
May12	110801	375.00	375.00	374.50	375.00	+0.50	1	27	+1
Total Volume and Open Interest							1,924	12,257	+63
Rough Rice(CBOT)
Sep11	110801	16.18	16.61	16.12	16.25	+0.13	1,571	9,481	-770
Nov11	110801	16.46	16.94	16.45	16.58	+0.14	1,073	6,476	+710
Jan12	110801	17.02	17.07	16.75	16.89	+0.14	25	633	+1
Mar12	110801	17.30	17.31	17.05	17.16	+0.11	18	797	+5
Total Volume and Open Interest							2,698	17,409	-47
Live Cattle(CME)
Aug11	110801	112.785	113.400	112.430	113.300	+0.665	10,957	39,326	-2,172
Oct11	110801	117.550	118.250	117.330	117.800	+0.470	17,073	128,352	+1,420
Dec11	110801	120.000	121.035	119.950	120.785	+0.955	5,906	87,129	+593
Feb12	110801	123.330	124.200	122.930	123.800	+0.915	2,413	31,059	+72
Apr12	110801	125.500	126.500	125.250	126.100	+0.900	521	16,219	+9
Jun12	110801	122.800	123.400	122.580	123.230	+0.630	228	6,938	+116
Total Volume and Open Interest							37,111	310,011	+48
Feeder Cattle(CME)
Aug11	110801	137.250	138.735	136.700	136.825	-0.225	2,484	11,830	-496
Sep11	110801	138.825	140.380	138.575	138.735	+0.105	1,427	11,097	+58
Oct11	110801	140.130	141.550	139.825	140.075	+0.475	1,230	9,590	+324
Nov11	110801	140.050	142.000	140.050	140.685	+0.385	404	4,195	+56
Jan12	110801	140.300	141.600	140.075	140.800	+0.600	159	2,091	+29
Mar12	110801	140.000	140.950	139.880	140.800	+1.100	62	607	+5
Apr12	110801	140.000	141.000	140.000	140.600	+0.900	22	164	+8
Total Volume and Open Interest							5,789	39,688	-15
Lean Hogs(CME)
Aug11	110801	102.885	104.000	102.400	103.100	+0.315	9,019	16,936	-2,001
Oct11	110801	92.700	93.535	91.850	93.000	+0.600	9,222	92,424	+606
Dec11	110801	88.850	89.650	88.230	89.250	+0.715	3,846	68,233	+622
Feb12	110801	90.900	91.400	90.080	91.150	+0.650	1,003	32,393	+184
Apr12	110801	92.150	92.650	91.680	92.550	+0.450	1,123	19,824	+605
May12	110801	95.750	96.100	95.750	96.100	+0.450	3	904	+1
Jun12	110801	97.635	98.200	97.350	98.100	+0.120	417	10,832	+245
Jul12	110801	96.500	96.885	96.080	96.700	+0.150	67	3,279	+10
Total Volume and Open Interest							24,725	247,425	+282
Class III Milk(CME)
Aug11	110801	21.46	21.58	21.40	21.50	+0.04	187	6,430	+25
Sep11	110801	20.71	20.89	20.67	20.80	+0.13	219	6,278	+77
Oct11	110801	19.73	19.97	19.67	19.89	+0.22	134	4,934	+45
Nov11	110801	18.67	18.97	18.65	18.85	+0.20	100	4,006	+8
Dec11	110801	17.78	17.99	17.71	17.90	+0.19	107	3,670	+27
Total Volume and Open Interest							1,134	38,523	+317
Cocoa(ICE)
Sep11	110801	2974	2984	2946	2955	-19	10,800	59,291	-1,579
Dec11	110801	3013	3015	2980	2989	-19	6,066	48,605	+1,347
Mar12	110801	3056	3062	3028	3036	-20	1,413	35,277	+110
May12	110801	3039	3052	3030	3038	-21	243	11,736	-20
Jul12	110801	3049	3063	3040	3046	-22	6	5,095	+1
Sep12	110801	3051	3055	3051	3052	-20	46	8,344	+35
Dec12	110801	3060	3060	3060	3060	-21	5	3,951	+5
Total Volume and Open Interest							18,579	175,660	-101
Coffee "C"(ICE)
Sep11	110801	240.60	243.70	239.70	241.35	+1.80	12,771	45,794	-575
Dec11	110801	243.95	247.50	243.25	245.30	+1.70	5,263	43,040	+1,096
Mar12	110801	246.70	249.20	246.00	248.20	+1.50	1,562	11,089	+525
May12	110801	249.15	250.65	248.30	249.70	+1.40	302	5,302	+114
Jul12	110801	250.00	250.55	249.70	250.55	+1.55	58	1,956	+21
Sep12	110801	249.95	250.15	249.95	250.15	+1.70	29	1,785	+13
Total Volume and Open Interest							20,006	110,458	+1,211
Orange Juice(ICE)
Sep11	110801	199.85	201.90	199.75	200.70	+0.95	1,392	25,494	-1,070
Nov11	110801	191.00	191.35	190.05	191.00	+0.50	1,263	8,425	+1,140
Jan12	110801	181.90	182.60	181.50	182.40	+0.80	141	1,741	+56
Mar12	110801	177.40	177.65	177.20	177.50	+0.40	32	319	-10
May12	110801	174.10	174.75	174.10	174.75	+0.15	4	283	+2
Jul12	110801	174.40	174.40	174.40	174.40	+0.05	2	130	+2
Total Volume and Open Interest							2,834	36,403	+120
Sugar #11(ICE)
Oct11	110801	30.15	30.60	28.90	28.97	-0.84	50,004	301,264	-17
Mar12	110801	28.79	29.30	27.80	27.91	-0.60	19,011	151,017	+1,953
May12	110801	27.30	27.74	26.44	26.53	-0.48	5,377	48,877	-98
Jul12	110801	26.10	26.48	25.37	25.57	-0.30	3,458	66,976	-76
Oct12	110801	25.28	25.55	24.56	24.80	-0.19	1,870	30,189	+74
Total Volume and Open Interest							80,821	637,826	+1,926
London Cocoa(LCE)
Sep11	110801	1851	1863	1844	1857	+5	3,793	72,762	-544
Dec11	110801	1883	1894	1877	1888	+3	3,303	49,208	+198
Mar12	110801	1900	1911	1895	1907	+6	793	38,167	+234
May12	110801	1911	1923	1907	1918	+6	98	13,980	+9
Jul12	110801	1917	1928	1912	1922	+4	30	6,182	+12
Sep12	110801	1928	1936	1921	1928	unch	32	4,735	+12
Dec12	110801	1940	1942	1940	1940	unch	10	7,365	+10
Total Volume and Open Interest							8,059	193,266	-69
London Sugar(LCE)
Oct11	110801	792.40	801.00	765.50	770.00	-7.40	2,372	26,570	+371
Dec11	110801	748.00	754.50	720.00	723.70	-6.80	475	7,318	+100
Mar12	110801	732.00	737.60	704.20	708.60	-6.60	452	9,691	-48
May12	110801	708.90	708.90	680.70	682.50	-7.20	33	3,341	-14
Aug12	110801	679.80	679.80	655.90	659.00	-5.20	23	1,916	-1
Total Volume and Open Interest							3,411	50,379	+451
Cotton(ICE)
Oct11	110801	100.90	105.99	100.61	105.59	+3.51	30	539	+3
Dec11	110801	101.75	105.32	100.08	105.05	+3.28	7,038	101,354	+1,389
Mar12	110801	99.20	102.99	97.83	102.83	+3.47	1,111	25,419	+297
May12	110801	98.50	102.45	98.00	102.42	+3.96	295	5,715	+163
Jul12	110801	97.60	101.37	97.60	101.37	+4.00	35	7,252	-6
Oct12	110801	99.11	99.11	99.11	99.11	+2.93	0	3	+0
Total Volume and Open Interest							8,520	144,141	+1,856
Lumber(CME)
Sep11	110801	250.5	251.5	238.5	238.5	-10.0	981	5,682	-214
Nov11	110801	261.4	261.4	252.0	252.0	-10.0	801	3,142	+480
Jan12	110801	280.1	280.1	277.4	277.4	-10.0	33	901	+0
Mar12	110801	293.1	293.1	284.0	289.5	-4.5	8	129	+7
Total Volume and Open Interest							1,823	9,855	+273
Crude Oil(NYM)
Sep11	110801	96.20	98.60	93.42	94.89	-0.81	236,246	361,370	-6,289
Oct11	110801	96.65	98.92	93.86	95.33	-0.80	48,996	101,169	+2,074
Nov11	110801	97.57	99.33	94.42	95.80	-0.80	26,787	87,644	+1,443
Dec11	110801	97.69	99.75	94.80	96.27	-0.81	40,640	207,803	+2,069
Jan12	110801	98.62	100.04	95.50	96.71	-0.81	6,757	52,133	+1,004
Feb12	110801	99.60	100.43	95.77	97.15	-0.79	4,106	24,652	-725
Mar12	110801	99.60	100.59	96.47	97.58	-0.76	6,012	36,519	-95
Apr12	110801	99.92	100.27	96.68	98.00	-0.72	3,281	22,442	-397
May12	110801	99.36	99.36	97.05	98.41	-0.68	2,433	18,831	-29
Jun12	110801	100.80	101.83	97.38	98.80	-0.66	12,574	82,738	-199
Jul12	110801	101.66	101.66	99.17	99.17	-0.65	1,496	30,279	+237
Aug12	110801	101.85	101.85	98.02	99.44	-0.66	1,716	17,195	-218
Sep12	110801	99.79	99.79	99.68	99.68	-0.68	2,211	17,295	-1,266
Oct12	110801	99.92	99.92	99.92	99.92	-0.69	1,600	12,459	+1,308
Nov12	110801	100.18	100.18	100.18	100.18	-0.71	347	20,785	+52
Dec12	110801	102.39	103.47	98.99	100.46	-0.72	19,456	147,560	-131
Total Volume and Open Interest							426,749	1,510,656	+561
e-miNY Crude Oil(NYM)
Aug11	110719	96.125	98.650	95.925	97.500	+1.575	5,608	3,447	-104
Sep11	110801	96.025	98.575	93.450	94.900	-0.800	7,846	3,399	+78
Oct11	110801	96.850	98.900	93.900	95.325	-0.800	229	580	+22
Nov11	110801	97.700	99.025	94.800	95.800	-0.800	74	189	+10
Dec11	110801	98.150	99.050	95.625	96.275	-0.800	33	242	-3
Jan12	110801	96.700	96.700	96.700	96.700	-0.825	0	12	+0
Feb12	110801	97.150	97.150	97.150	97.150	-0.800	2	3	+0
Mar12	110801	97.575	97.575	97.575	97.575	-0.775	5	10	+0
Apr12	110801	98.000	98.000	98.000	98.000	-0.725	0	1	+0
May12	110801	98.400	98.400	98.400	98.400	-0.700	0	1	+0
Total Volume and Open Interest							8,189	4,623	+107
Heating Oil(NYM)
Sep11	110801	310.25	319.55	305.33	309.74	-0.20	49,905	105,866	+2,906
Oct11	110801	313.60	320.68	306.76	311.02	-0.28	13,497	40,510	+1,418
Nov11	110801	316.51	321.91	308.40	312.47	-0.35	6,154	30,559	+973
Dec11	110801	316.03	323.23	309.61	313.88	-0.41	6,118	38,030	-949
Jan12	110801	319.53	324.13	311.00	315.22	-0.48	2,855	23,931	+473
Feb12	110801	322.05	323.61	311.54	315.32	-0.53	1,141	10,542	+324
Mar12	110801	314.38	314.62	310.25	314.35	-0.55	747	7,862	+75
Apr12	110801	312.07	312.35	308.25	312.20	-0.60	386	3,943	+0
May12	110801	310.19	310.19	310.19	310.19	-0.69	280	4,024	-9
Jun12	110801	313.88	317.93	305.42	309.28	-0.81	712	23,107	+134
Jul12	110801	316.67	316.67	306.60	309.93	-0.81	139	1,886	-22
Aug12	110801	317.09	317.09	311.10	311.10	-0.81	122	897	+101
Total Volume and Open Interest							105,534	310,436	-4,326
Gasoline(NYMEX)
Sep11	110801	306.44	314.50	300.55	305.40	-0.39	61,012	98,153	-4,354
Oct11	110801	293.10	299.96	287.00	291.95	-0.16	25,824	38,147	+1,954
Nov11	110801	290.30	295.88	283.68	288.45	-0.07	10,986	21,246	+680
Dec11	110801	288.61	294.20	281.81	286.89	-0.02	8,366	32,892	+1,006
Jan12	110801	290.60	293.68	283.19	287.01	-0.07	2,253	12,328	+388
Feb12	110801	292.39	294.48	283.99	288.18	-0.07	597	5,886	+9
Mar12	110801	295.25	295.25	287.05	289.84	-0.11	1,638	8,558	+122
Apr12	110801	300.84	300.84	300.84	300.84	-0.14	471	5,795	-44
May12	110801	304.93	304.93	299.75	300.84	-0.16	485	2,194	+256
Jun12	110801	304.10	304.78	298.97	300.25	-0.19	550	7,141	-111
Total Volume and Open Interest							140,582	249,820	-6,808
e-miNY RBOB Gasoline(NYM)
Sep11	110801	305.40	305.40	305.40	305.40	-0.40
Oct11	110801	292.00	292.00	291.95	292.00	-0.10	0	1	+0
Nov11	110801	288.50	288.50	288.45	288.50	unch
Dec11	110801	286.90	286.90	286.89	286.90	unch
Total Volume and Open Interest							0	3	-3
Natural Gas(NYM)
Sep11	110801	4.135	4.204	4.129	4.188	+0.043	115,064	232,073	-211
Oct11	110801	4.161	4.213	4.140	4.190	+0.033	38,551	142,974	+2,021
Nov11	110801	4.268	4.324	4.265	4.303	+0.031	28,368	115,072	+2,604
Dec11	110801	4.466	4.517	4.461	4.505	+0.043	13,842	48,057	-171
Jan12	110801	4.564	4.619	4.555	4.607	+0.043	24,273	116,178	+1,328
Feb12	110801	4.588	4.621	4.572	4.608	+0.043	6,316	28,345	+889
Mar12	110801	4.569	4.585	4.542	4.575	+0.042	5,637	47,811	-24
Apr12	110801	4.465	4.524	4.465	4.512	+0.044	10,418	51,741	-449
May12	110801	4.514	4.534	4.510	4.532	+0.042	1,774	10,736	+211
Jun12	110801	4.523	4.577	4.523	4.565	+0.042	780	12,026	-69
Jul12	110801	4.603	4.617	4.579	4.606	+0.042	832	8,811	+151
Aug12	110801	4.629	4.648	4.615	4.635	+0.041	503	9,836	+154
Sep12	110801	4.645	4.648	4.623	4.644	+0.041	472	7,498	+102
Oct12	110801	4.650	4.692	4.650	4.682	+0.041	2,777	35,256	+292
Nov12	110801	4.829	4.837	4.815	4.837	+0.041	339	5,242	-3
Dec12	110801	5.054	5.074	5.005	5.070	+0.044	785	11,352	+101
Total Volume and Open Interest							251,438	951,299	+6,959
Brent Crude Oil(ICE)
Sep11	110801	117.00	120.40	114.78	116.81	+0.07	187,589	187,103	-2,484
Oct11	110801	116.79	120.00	114.51	116.53	unch	104,666	147,638	+2,565
Nov11	110801	117.18	119.81	114.50	116.47	-0.07	49,348	59,637	+438
Dec11	110801	117.13	119.79	114.50	116.42	-0.11	65,836	96,958	+1,352
Jan12	110801	117.88	119.23	114.51	116.38	-0.11	11,410	22,255	-263
Feb12	110801	117.58	119.16	114.42	116.31	-0.10	5,207	18,080	+371
Mar12	110801	117.73	119.05	114.33	116.22	-0.10	3,042	34,031	+349
Apr12	110801	117.66	118.95	114.27	116.13	-0.11	719	14,114	+67
May12	110801	117.56	118.83	114.17	116.02	-0.11	737	8,550	-9
Jun12	110801	117.40	118.75	114.02	115.91	-0.10	5,706	41,913	+887
Jul12	110801	115.81	115.81	115.81	115.81	-0.10	381	8,934	+6
Aug12	110801	115.67	115.67	115.67	115.67	-0.10	316	6,007	-57
Sep12	110801	115.49	115.49	115.49	115.49	-0.10	785	8,124	+218
Oct12	110801	115.31	115.31	115.31	115.31	-0.09	781	3,473	+68
Total Volume and Open Interest							461,680	807,151	+1,964
Gas Oil(ICE)
Aug11	110801	979.75	1000.00	957.00	970.75	-0.25	82,525	82,509	-6,209
Sep11	110801	972.50	1001.50	958.25	971.75	-0.75	109,573	143,627	+8,959
Oct11	110801	983.50	1002.50	959.25	972.75	-1.25	37,738	66,407	-2,164
Nov11	110801	985.75	1000.75	960.75	973.50	-1.75	14,565	37,811	-1,478
Dec11	110801	985.00	1002.25	961.50	974.25	-2.25	26,597	60,353	+1,417
Jan12	110801	989.50	1003.75	963.50	975.50	-2.75	5,757	37,270	+863
Feb12	110801	989.50	1002.00	964.75	976.00	-2.75	1,349	11,782	+146
Mar12	110801	989.50	1000.75	965.25	976.00	-2.75	430	13,195	-3
Apr12	110801	988.75	1000.00	965.50	975.00	-3.25	81	8,624	+18
May12	110801	988.50	999.25	965.00	974.25	-3.50	596	7,799	+276
Total Volume and Open Interest							287,706	570,798	+3,012
Ethanol(CBOT)
Aug11	110801	2.916	2.924	2.830	2.840	-0.051	195	308	-87
Sep11	110801	2.730	2.756	2.690	2.710	-0.007	349	1,681	+80
Oct11	110801	2.640	2.650	2.590	2.613	-0.003	216	1,390	-64
Nov11	110801	2.535	2.539	2.514	2.530	+0.015	159	1,158	+30
Dec11	110801	2.512	2.512	2.485	2.511	+0.025	94	1,617	+20
Jan12	110801	2.500	2.500	2.470	2.488	+0.021	5	714	+5
Feb12	110801	2.500	2.500	2.484	2.489	+0.024	85	480	+2
Mar12	110801	2.501	2.501	2.495	2.495	+0.024	66	393	+14
Total Volume and Open Interest							1,314	9,614	+46
WTI Crude Oil(ICE
Sep11	110801	96.19	98.60	93.42	94.89	-0.81	57,006	77,773	+722
Oct11	110801	96.60	98.96	93.83	95.33	-0.80	14,451	39,018	+1,623
Nov11	110801	97.35	99.28	94.35	95.80	-0.80	6,882	23,882	+300
Dec11	110801	98.49	99.74	94.83	96.27	-0.81	18,399	95,976	+1,756
Jan12	110801	99.00	100.13	95.40	96.71	-0.81	2,849	18,894	+319
Feb12	110801	99.15	100.17	95.97	97.15	-0.79	1,930	5,971	+153
Mar12	110801	99.75	100.70	96.30	97.58	-0.76	1,570	16,269	+11
Apr12	110801	100.07	101.06	97.32	98.00	-0.72	655	4,715	+10
May12	110801	100.87	101.41	97.70	98.41	-0.68	638	3,143	+54
Jun12	110801	100.79	101.75	97.47	98.80	-0.66	3,718	30,642	+16
Jul12	110801	99.17	99.17	99.17	99.17	-0.65	252	4,524	+142
Aug12	110801	99.44	99.44	99.44	99.44	-0.66	207	1,336	+105
Sep12	110801	99.68	99.68	99.68	99.68	-0.68	21	5,072	+2
Oct12	110801	99.92	99.92	99.92	99.92	-0.69	68	1,176	+50
Nov12	110801	100.18	100.18	100.18	100.18	-0.71	50	2,549	+0
Dec12	110801	102.46	103.47	99.00	100.46	-0.72	6,367	47,211	-437
Total Volume and Open Interest							116,689	451,551	+5,127
US Dollar Index(ICE)
Sep11	110801	74.130	74.745	73.755	74.455	+0.420	23,398	59,427	+1,709
Dec11	110801	74.460	75.140	74.270	74.875	+0.420	20	705	+4
Mar12	110801	75.335	75.335	75.335	75.335	+0.420	0	1	+0
Total Volume and Open Interest							23,418	60,133	+1,713
Australian Dollar(CME)
Sep11	110801	109.26	109.96	108.54	108.87	-0.44	87,186	132,949	-2,132
Dec11	110801	108.29	108.66	107.43	107.64	-0.44	110	554	+12
Mar12	110801	106.48	106.92	106.48	106.48	-0.44	0	2	+0
Total Volume and Open Interest							87,296	133,508	-2,120
British Pound(CME)
Sep11	110801	163.79	164.68	162.29	162.92	-1.31	73,544	95,882	-739
Dec11	110801	163.62	164.56	162.76	162.76	-1.30	18	257	-5
Mar12	110801	162.61	163.91	162.61	162.61	-1.30	0	2	+0
Total Volume and Open Interest							73,562	96,147	-744
Canadian Dollar(CME)
Sep11	110801	104.60	105.23	103.99	104.44	-0.12	63,989	130,052	+3,288
Dec11	110801	104.56	105.00	103.80	104.22	-0.13	241	4,139	+86
Mar12	110801	103.98	104.11	103.98	103.98	-0.13	7	623	+0
Jun12	110801	103.74	103.87	103.74	103.74	-0.13	0	279	+0
Total Volume and Open Interest							64,237	135,236	+3,374
Japanese Yen(CME)
Sep11	110801	129.30	131.13	128.17	129.76	-0.06	76,909	139,999	+4,968
Dec11	110801	129.70	131.20	128.43	129.88	-0.08	165	871	+25
Mar12	110801	130.50	130.50	130.06	130.06	-0.08	0	46	+0
Total Volume and Open Interest							77,075	140,935	+4,994
Swiss Franc(CME)
Sep11	110801	126.06	129.44	125.82	128.02	+1.20	31,581	53,464	+201
Dec11	110801	126.09	129.39	126.09	128.15	+1.20	88	311	+25
Mar12	110801	128.33	128.33	127.13	128.33	+1.20	0	5	+0
Total Volume and Open Interest							31,669	53,783	+226
EuroFX(CME)
Sep11	110801	143.39	144.38	141.69	142.49	-0.99	305,232	182,390	-3,239
Dec11	110801	143.00	143.90	141.43	142.16	-0.99	536	1,259	+128
Mar12	110801	143.10	143.10	141.68	141.85	-0.99	0	363	+0
Total Volume and Open Interest							305,768	184,848	-3,111
Mexican Peso(CME)
Aug11	110801	852.8	853.2	852.8	852.8	-0.5
Sep11	110801	849.2	856.8	845.5	848.5	-0.5	27,725	133,324	-3,161
Total Volume and Open Interest							27,725	133,659	-3,161
Brazilian Real(CME)
Sep11	110801	642.25	642.25	634.80	636.60	-3.15	64	7,992	-44
Oct11	110801	632.80	635.95	631.65	632.80	-3.15
Nov11	110801	629.05	632.20	627.90	629.05	-3.15
Dec11	110801	625.25	628.40	624.10	625.25	-3.15	0	141	+0
Total Volume and Open Interest							64	20,549	-44
30-Year T-Bonds(CBOT)
Sep11	110801	127~180	129~090	127~090	129~000	+0~280	284,133	643,828	+4,984
Dec11	110801	125~310	127~260	125~280	127~180	+0~290	212	3,044	+16
Mar12	110801	126~040	126~040	125~070	126~040	+0~290	0	4	+0
Total Volume and Open Interest							284,345	646,876	+5,000
10-Year T-Notes(CBOT)
Sep11	110801	125~145	126~135	125~095	126~045	+0~145	1,188,266	1,837,870	-24,430
Dec11	110801	124~010	125~025	124~000	124~275	+0~155	1,720	16,365	+10
Mar12	110801	123~275	123~275	123~120	123~275	+0~155
Total Volume and Open Interest							1,189,986	1,854,235	-24,420
5-Year T-Notes(CBOT)
Sep11	110801	121~038	121~114	121~027	121~087	+0~030	577,959	1,492,768	-21,255
Dec11	110801	120~026	120~065	120~026	120~065	+0~034	2	290	+1
Mar12	110801	119~089	119~089	119~055	119~089	+0~034
Total Volume and Open Interest							577,961	1,493,058	-21,254
2 Year T-Notes(CBOT)
Sep11	110801	109~124	110~002	109~116	109~123	unch	233,889	1,014,467	-1,440
Dec11	110801	109~104	109~104	109~101	109~103	+0~002	499	1,604	+481
Mar12	110801	109~041	109~041	109~039	109~041	+0~002
Total Volume and Open Interest							234,388	1,016,071	-959
Eurodollars(CME)
Sep11	110801	99.635	99.660	99.625	99.635	+0.010	181,893	1,190,201	+11,789
Dec11	110801	99.515	99.550	99.505	99.520	+0.015	208,566	1,134,676	+9,054
Mar12	110801	99.465	99.495	99.465	99.480	+0.015	200,333	1,377,316	-262
Jun12	110801	99.430	99.460	99.425	99.445	+0.015	149,699	1,354,556	-8,200
Sep12	110801	99.375	99.410	99.355	99.395	+0.025	160,513	1,056,907	+4,484
Dec12	110801	99.285	99.325	99.245	99.300	+0.025	161,918	748,748	+13,655
Mar13	110801	99.165	99.230	99.135	99.195	+0.025	130,709	742,983	+15,639
Jun13	110801	99.020	99.100	98.985	99.055	+0.030	128,129	524,391	+12,611
Sep13	110801	98.830	98.930	98.790	98.875	+0.040	80,096	486,684	+10,427
Dec13	110801	98.580	98.710	98.555	98.650	+0.055	60,613	348,853	-1,342
Mar14	110801	98.355	98.485	98.310	98.420	+0.070	50,089	262,301	-411
Jun14	110801	98.085	98.235	98.050	98.175	+0.085	36,368	208,670	+213
Sep14	110801	97.830	97.985	97.795	97.925	+0.095	14,547	112,730	+1,416
Dec14	110801	97.580	97.720	97.525	97.665	+0.100	10,926	123,054	+685
Mar15	110801	97.320	97.475	97.275	97.425	+0.110	9,106	101,812	+188
Jun15	110801	5.320	5.470	5.275	5.430	+0.115	10,440	81,096	+1,058
Sep15	110801	5.085	5.225	5.025	5.190	+0.120	6,222	60,226	-617
Dec15	110801	4.850	4.980	4.790	4.955	+0.120	8,420	53,622	+183
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Aug11	110801	99.890	99.905	99.875	99.878	-0.012	12,132	93,778	+2,679
Sep11	110801	99.870	99.890	99.860	99.870	unch	6,474	63,094	-275
Oct11	110801	99.865	99.880	99.860	99.865	unch	5,104	52,679	-961
Nov11	110801	99.855	99.875	99.855	99.860	+0.005	8,210	50,388	+131
Dec11	110801	99.855	99.870	99.845	99.855	unch	7,910	64,002	+1,482
Jan12	110801	99.840	99.855	99.835	99.840	unch	4,930	52,184	+740
Total Volume and Open Interest							106,671	902,995	+21,657
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110801	99.660	99.660	99.660	99.660	unch	0	51	+0
Dec11	110801	99.660	99.660	99.660	99.660	unch	0	75	+0
Mar12	110801	99.658	99.658	99.658	99.658	unch
Jun12	110801	99.655	99.655	99.655	99.655	unch
Sep12	110801	99.585	99.585	99.585	99.585	unch
Dec12	110801	99.635	99.635	99.635	99.635	unch
Mar13	110801	99.635	99.635	99.635	99.635	unch
Jun13	110801	99.590	99.590	99.590	99.590	unch
Sep13	110801	99.450	99.450	99.450	99.450	unch
Dec13	110801	99.310	99.310	99.310	99.310	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110801	99.66	99.66	99.66	99.66	unch	0	1,176	+0
Dec11	110801	99.66	99.66	99.66	99.66	unch	0	1,478	+0
Mar12	110801	99.66	99.66	99.66	99.66	unch	0	1,823	+0
Jun12	110801	99.65	99.65	99.65	99.65	unch	0	1,374	+0
Sep12	110801	99.58	99.58	99.58	99.58	unch	0	411	+0
Dec12	110801	99.64	99.64	99.64	99.64	unch	0	26	+0
Mar13	110801	99.64	99.64	99.64	99.64	unch	0	1	+0
Jun13	110801	99.59	99.59	99.59	99.59	unch
Total Volume and Open Interest							0	6,289	+0
Japanese Gov't Bonds(SGX)
Sep11	110801	141.87	142.05	141.73	141.79	-0.01	2,929	23,958	+710
Dec11	110801	141.38	141.38	141.38	141.38	-0.01	0	2	+0
Mar12	110801	139.29	139.29	139.29	139.29	-0.01
Total Volume and Open Interest							2,929	23,960	+710
Euro-Bund(EUREX)
Sep11	110801	130.05	131.37	129.89	131.17	+0.81	918,664	1,051,397	+65,160
Dec11	110801	128.70	130.01	128.62	129.82	+0.81	168	1,071	+49
Mar12	110801	129.85	129.85	129.85	129.85	+0.81
Total Volume and Open Interest							918,832	1,052,468	+65,209
Euro-Bobl(EUREX)
Sep11	110801	119.29	120.12	119.26	119.99	+0.48	468,720	727,385	-1,130
Dec11	110801	119.06	119.06	119.06	119.06	+0.48	134	696	+0
Mar12	110801	119.02	119.02	119.02	119.02	+0.48
Total Volume and Open Interest							468,854	728,081	-1,130
3-Mth Euribor(EUREX)
Sep11	110801	98.375	98.385	98.375	98.380	+0.005	248	2,305	+95
Dec11	110801	98.335	98.345	98.335	98.345	+0.010	1	1,298	+0
Mar12	110801	98.315	98.335	98.315	98.335	+0.015	0	2,464	+0
Total Volume and Open Interest							249	9,835	+95
Long Gilt(LIFFE)
Sep11	110801	124~23	125~27	124~22	125~19	+0~16	98,056	355,415	-1,138
Dec11	110801	123~13	124~10	123~13	124~10	+0~16
Total Volume and Open Interest							98,056	355,415	-1,138
3-Mth Short Sterling(LIFFE)
Sep11	110801	99.13	99.14	99.13	99.14	+0.01	41,310	430,094	+1,539
Dec11	110801	99.10	99.11	99.09	99.10	+0.01	53,136	508,750	-2,001
Mar12	110801	99.05	99.08	99.05	99.07	+0.01	68,575	467,218	+5,895
Jun12	110801	98.99	99.04	98.98	99.02	+0.02	96,052	310,197	+2,853
Sep12	110801	98.91	98.97	98.90	98.95	+0.02	115,016	314,552	+4,002
Dec12	110801	98.79	98.87	98.78	98.84	+0.03	104,857	286,054	+2,266
Total Volume and Open Interest							591,644	2,760,517	+19,209
3-Mth Euribor(LIFFE)
Sep11	110801	98.385	98.400	98.355	98.380	+0.005	73,904	699,754	-5,464
Dec11	110801	98.360	98.375	98.310	98.345	+0.010	100,671	583,420	+185
Mar12	110801	98.340	98.355	98.285	98.335	+0.015	87,593	510,763	+6,500
Total Volume and Open Interest							664,735	3,592,391	+30,147
3-Mth Aus T-Bills(SFE)
Sep11	110801	95.04	95.05	94.96	94.99	-0.04	33,681	228,242	-16,085
Dec11	110801	95.12	95.15	95.02	95.04	-0.08	36,826	252,666	-3,016
Mar12	110801	95.21	95.24	95.09	95.11	-0.10	21,091	161,172	-5,941
Jun12	110801	95.27	95.30	95.14	95.16	-0.10	7,709	83,624	-2,731
Sep12	110801	95.28	95.30	95.17	95.17	-0.10	3,738	54,820	+468
Dec12	110801	95.26	95.28	95.15	95.16	-0.09	2,283	34,291	+744
Mar13	110801	95.23	95.25	95.12	95.12	-0.11	1,536	34,072	-245
Jun13	110801	95.17	95.20	95.08	95.08	-0.11	867	13,190	-205
Sep13	110801	95.04	95.04	95.04	95.04	-0.11	411	2,913	-61
Dec13	110801	94.98	94.98	94.98	94.98	-0.11	10	1,616	+10
Total Volume and Open Interest							108,152	866,749	-27,062
10-Year Aus T-Bonds(SFE)
Sep11	110801	95.20	95.23	95.09	95.10	-0.10	68,237	415,312	+5,678
Dec11	110801	95.10	95.10	95.10	95.10	-0.10
Total Volume and Open Interest							68,237	415,312	+5,678
3-Year Aus T-Bonds(SFE)
Sep11	110801	95.61	95.65	95.48	95.50	-0.11	213,067	790,512	+29,835
Dec11	110801	95.50	95.50	95.50	95.50	-0.11
Total Volume and Open Interest							213,067	790,512	+29,835
Gold(CMX)
Aug11	110801	1623.0	1631.8	1607.0	1619.0	-9.3	70,263	12,124	-24,306
Oct11	110801	1620.6	1633.2	1608.1	1620.4	-9.5	16,221	24,705	+707
Dec11	110801	1622.2	1634.5	1608.2	1621.7	-9.5	163,995	370,297	+22,545
Feb12	110801	1613.0	1635.0	1612.5	1623.0	-9.5	963	12,229	+158
Apr12	110801	1620.9	1635.0	1615.7	1624.5	-9.5	59	6,223	-25
Jun12	110801	1615.4	1636.3	1615.4	1626.1	-9.5	115	14,811	-43
Aug12	110801	1618.0	1638.3	1618.0	1627.9	-9.5	335	5,493	+50
Oct12	110801	1623.5	1640.3	1623.5	1629.8	-9.5	20	4,158	+0
Dec12	110801	1626.7	1641.4	1622.7	1632.0	-9.5	64	11,895	-24
Feb13	110801	1645.0	1645.0	1634.2	1634.2	-9.7	0	1,561	+0
Apr13	110801	1636.7	1636.7	1636.7	1636.7	-9.9	0	227	+0
Jun13	110801	1645.5	1645.5	1639.5	1639.6	-10.1	47	11,142	-1
Total Volume and Open Interest							254,422	517,831	-214
Silver(CMX)
Sep11	110801	3964.5	4007.0	3904.0	3930.9	-79.7	55,076	58,905	-928
Dec11	110801	3980.0	4002.0	3908.0	3933.4	-79.7	2,875	31,437	+485
Mar12	110801	3969.0	3969.0	3917.0	3933.6	-79.6	409	5,550	+76
May12	110801	3960.0	3964.0	3931.4	3931.4	-79.9	205	1,674	+31
Jul12	110801	3927.5	3933.5	3927.5	3929.7	-80.0	171	1,811	+46
Sep12	110801	3972.0	3972.0	3927.1	3927.1	-80.0	60	272	+32
Dec12	110801	3957.5	3988.5	3910.0	3921.1	-80.0	104	8,151	-38
Total Volume and Open Interest							59,058	119,654	-298
Platinum(NYMEX)
Oct11	110801	1783.8	1804.9	1779.0	1794.6	+9.3	7,167	33,596	+851
Jan12	110801	1795.0	1805.2	1795.0	1797.9	+9.5	19	1,275	+16
Apr12	110801	1807.0	1807.0	1800.8	1800.8	+9.5	2	122	+2
Jul12	110801	1804.1	1804.1	1804.1	1804.1	+9.5	0	11	+0
Total Volume and Open Interest							7,191	35,009	+870
Palladium(NYMEX)
Sep11	110801	828.25	850.20	826.50	829.50	+1.80	3,881	23,373	+76
Dec11	110801	841.40	848.00	828.85	831.00	+1.85	381	1,673	+336
Mar12	110801	195.64	195.64	176.49	176.49	+1.50	0	53	+0
Total Volume and Open Interest							4,262	25,100	+413
Copper(CMX)
Sep11	110801	450.00	454.00	437.95	441.00	-6.95	24,510	89,394	+873
Dec11	110801	452.00	455.00	440.20	443.20	-6.85	4,918	41,665	+1,776
Mar12	110801	453.50	453.50	442.00	444.45	-6.75	962	14,928	+178
May12	110801	452.60	452.60	444.65	444.65	-6.70	48	2,400	+3
Jul12	110801	452.60	452.60	440.80	444.25	-6.45	135	885	+24
Total Volume and Open Interest							31,344	156,910	+3,071
DJIA Index(CBOT)
Sep11	110801	12186	12278	11943	12040	-48	337	17,690	-27
Dec11	110801	11972	12019	11972	11972	-47	2	88	+2
Mar12	110801	11903	11950	11903	11903	-47
Jun12	110801	11833	11880	11833	11833	-47
Total Volume and Open Interest							339	17,778	-25
Mini DJIA Index(CBOT)
Sep11	110801	12240	12280	11941	12040	-48	115,636	110,278	-2,310
Dec11	110801	12143	12213	11883	11972	-47	46	401	-6
Mar12	110801	11903	11903	11903	11903	-47	0	11	+0
Jun12	110801	11833	11833	11833	11833	-47
Total Volume and Open Interest							115,682	110,690	-2,316
S & P 500(CME)
Sep11	110801	1303.20	1309.50	1270.50	1279.70	-8.70	17,401	279,203	+3,228
Dec11	110801	1275.00	1297.80	1266.80	1274.10	-8.70	114	11,101	+115
Mar12	110801	1268.40	1292.30	1261.30	1268.60	-8.70	0	11	+0
Jun12	110801	1263.60	1287.30	1256.30	1263.60	-8.70	0	5	+0
Total Volume and Open Interest							17,515	290,320	+3,343
S & P 500 E-Mini(Globex)
Sep11	110801	1306.00	1309.75	1270.25	1279.75	-8.75	2,338,767	2,633,648	+10,659
Dec11	110801	1295.25	1304.00	1265.25	1274.00	-8.75	1,989	23,158	-118
Total Volume and Open Interest							2,340,760	2,657,022	+10,542
NASDAQ 100(CME)
Sep11	110801	2376.00	2394.50	2321.00	2346.00	-13.30	582	17,920	+5
Dec11	110801	2317.00	2380.00	2317.00	2340.50	-13.50	0	10	+0
Mar12	110801	2337.30	2341.80	2337.30	2337.30	-13.50
Total Volume and Open Interest							582	17,930	+5
NASDAQ 100 E-Mini(Globex)
Sep11	110801	2386.00	2395.00	2320.80	2346.00	-13.30	287,066	358,221	+7,107
Dec11	110801	2380.30	2388.80	2316.80	2340.50	-13.50	199	5,067	-20
Total Volume and Open Interest							287,265	363,296	+7,087
S & P Midcap 400(CME)
Sep11	110801	934.30	949.50	934.30	934.30	-7.40	0	2,741	+0
Dec11	110801	932.10	932.10	932.10	932.10	-7.90
Mar12	110801	930.40	930.40	930.40	930.40	-7.90
Total Volume and Open Interest							0	2,741	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110801	9880	10050	9750	9825	-5	8,876	36,448	-260
Dec11	110801	9950	9950	9795	9795	-5	10	2	-5
Total Volume and Open Interest							8,886	36,450	-265
Nikkei 225(SGX)
Sep11	110801	9840	10040	9745	9970	+145	97,962	190,648	-3,968
Dec11	110801	9785	9965	9705	9915	+145	172	8,198	+17
Mar12	110801	9910	9910	9910	9910	+150	0	10	+0
Total Volume and Open Interest							99,342	211,668	-4,561
CAC 40(EURONEXT)
Aug11	110801	3710.0	3730.5	3565.5	3591.0	-82.5	134,428	321,000	+2,867
Sep11	110801	3700.0	3727.0	3569.0	3589.0	-82.5	679	38,173	+121
Oct11	110801	3660.0	3660.0	3587.5	3587.5	-83.0	2	4	+2
Total Volume and Open Interest							135,109	359,209	+2,990
Hang Seng Index(HKFE)
Aug11	110801	22635	22843	22635	22692	+367	84,728	86,017	+3,580
Sep11	110801	22582	22750	22552	22599	+364	969	4,936	-25
Total Volume and Open Interest							103,558	110,666	-14,336
DAX(EUREX)
Sep11	110801	7260.0	7299.0	6860.0	7004.5	-176.5	164,946	156,280	+1,843
Dec11	110801	7284.5	7323.0	6875.0	7032.5	-176.0	233	8,860	+86
Mar12	110801	7340.5	7350.0	7003.5	7064.0	-177.0	33	371	-10
Total Volume and Open Interest							165,212	165,511	+1,919
FT-SE 100(EURONEXT)
Sep11	110801	5805.00	5878.00	5712.00	5761.50	-23.00	105,848	633,603	-5,633
Dec11	110801	5785.00	5847.00	5690.00	5738.00	-21.50	1	824	+0
Mar12	110801	5700.00	5700.00	5700.00	5700.00	-23.00	0	163	+0
Total Volume and Open Interest							105,864	634,696	-5,643
SPI 200(SFE)
Sep11	110801	4381.0	4489.0	4356.0	4470.0	+93.0	45,236	202,711	+3,911
Dec11	110801	4405.0	4503.0	4405.0	4487.0	+94.0	528	4,968	+272
Mar12	110801	4473.0	4473.0	4473.0	4473.0	+93.0	300	1,832	+97
Total Volume and Open Interest							46,252	212,214	+4,451
GSCI(CME)
Aug11	110801	38.14	38.14	28.14	28.14	-3.00	165	9,340	-125
Sep11	110801	29.14	29.14	29.14	29.14	-3.80	3	1	+1
Oct11	110801	30.14	30.14	30.14	30.14	-3.50
Total Volume and Open Interest							168	9,341	-124
Reuters CCI(ICE)