MRCI's End of Day Prices

Daily Futures Price Listing Tue August 02, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110802	1360.00	1377.50	1348.00	1373.00	+14.25	9,231	8,157	-2,959
Sep11	110802	1354.75	1374.75	1342.00	1370.00	+16.75	23,684	44,584	-3,140
Nov11	110802	1364.75	1384.75	1350.75	1379.75	+17.75	86,267	307,960	-3,370
Jan12	110802	1375.25	1394.50	1361.25	1390.25	+17.25	8,386	52,796	-248
Mar12	110802	1387.50	1400.50	1368.75	1396.25	+16.25	3,734	27,467	+45
May12	110802	1382.50	1402.25	1371.25	1397.50	+15.50	4,083	34,182	+825
Jul12	110802	1392.50	1406.50	1377.50	1401.75	+15.25	1,337	18,351	-302
Total Volume and Open Interest							137,818	518,246	-9,042
Soybean Meal(CBOT)
Aug11	110802	354.20	357.20	347.90	357.20	+4.50	11,746	7,447	-2,569
Sep11	110802	354.60	359.10	349.40	359.10	+4.80	19,183	37,900	-62
Oct11	110802	356.10	361.00	351.10	361.00	+4.90	3,983	17,626	+409
Dec11	110802	360.20	365.50	355.00	365.20	+5.20	26,542	87,493	-909
Jan12	110802	362.30	367.20	357.40	367.20	+5.20	951	7,646	+211
Mar12	110802	364.70	369.60	360.20	369.60	+4.60	726	6,101	+13
May12	110802	365.30	370.30	361.30	370.30	+4.50	847	8,374	+194
Jul12	110802	365.60	371.30	362.90	371.30	+4.70	421	2,508	+55
Total Volume and Open Interest							64,517	179,232	-2,610
Soybean Oil(CBOT)
Aug11	110802	56.30	57.09	56.00	57.09	+0.94	9,250	4,674	-1,924
Sep11	110802	56.37	57.33	56.07	57.21	+0.93	24,066	46,755	-989
Oct11	110802	56.57	57.52	56.30	57.43	+0.95	4,370	22,217	+1,188
Dec11	110802	57.00	57.99	56.71	57.88	+0.97	43,256	147,573	+1,208
Jan12	110802	57.31	58.24	56.98	58.14	+0.97	2,439	24,437	-18
Mar12	110802	57.40	58.46	57.27	58.38	+0.92	983	14,828	+19
May12	110802	57.53	58.60	57.40	58.50	+0.91	784	8,612	+121
Jul12	110802	57.86	58.80	57.57	58.68	+0.95	842	4,732	+12
Total Volume and Open Interest							86,122	276,965	-344
Canola(WCE)
Nov11	110802	558.2	568.7	554.0	566.7	+9.5	7,786	119,672	+1,503
Jan12	110802	566.6	577.2	563.7	575.2	+9.4	2,573	21,258	+383
Mar12	110802	572.3	581.9	568.9	580.7	+8.9	592	6,187	-357
May12	110802	574.5	586.7	573.0	585.6	+8.5	220	5,355	+30
Jul12	110802	581.4	591.4	577.8	590.3	+8.8	146	3,412	+91
Total Volume and Open Interest							11,354	157,604	+1,663
Corn(CBOT)
Sep11	110802	680.25	711.25	677.00	711.25	+30.00	78,720	318,950	-1,882
Dec11	110802	685.00	715.75	681.75	715.75	+30.00	157,103	544,403	+2,636
Mar12	110802	697.25	728.50	694.75	727.25	+28.75	17,443	130,141	+337
May12	110802	703.50	733.25	703.00	731.75	+27.25	4,288	29,849	-311
Jul12	110802	707.75	736.75	705.00	735.25	+26.25	10,311	71,749	-130
Sep12	110802	670.00	690.75	668.00	690.75	+19.00	3,662	11,538	+929
Total Volume and Open Interest							277,190	1,208,613	+2,839
Wheat(CBOT)
Sep11	110802	677.25	723.00	664.25	718.00	+41.50	53,061	135,538	-2,531
Dec11	110802	720.75	764.50	707.75	758.75	+38.00	32,384	157,820	+3,336
Mar12	110802	752.00	793.50	741.50	788.00	+36.25	4,339	50,291	+262
May12	110802	769.25	810.25	759.00	805.75	+35.50	1,323	10,882	+252
Jul12	110802	783.50	822.00	770.00	818.00	+33.75	2,882	44,074	+122
Total Volume and Open Interest							94,791	423,230	+1,497
Wheat(KCBT)
Sep11	110802	771.00	810.75	760.00	808.00	+36.75	9,892	67,806	-459
Dec11	110802	797.00	836.00	785.75	833.50	+36.25	5,976	60,546	-339
Mar12	110802	812.50	850.00	799.50	848.00	+36.75	1,320	19,635	+515
May12	110802	818.75	853.00	806.50	853.00	+37.75	125	3,431	+14
Jul12	110802	816.50	854.00	805.25	852.00	+37.25	760	14,816	-22
Total Volume and Open Interest							18,115	169,348	-291
Wheat(MGE)
Sep11	110802	836.00	857.75	808.75	849.50	+15.25	1,833	17,572	+139
Dec11	110802	836.00	865.75	815.00	855.25	+19.50	1,316	19,568	+201
Mar12	110802	848.00	873.25	828.25	869.50	+24.00	576	6,434	+161
May12	110802	850.25	881.00	836.25	876.00	+27.00	142	3,179	+4
Jul12	110802	855.50	888.75	841.25	882.75	+30.75	162	4,724	-67
Total Volume and Open Interest							4,077	55,395	+420
Oats(CBOT)
Sep11	110802	346.75	354.75	340.25	354.00	+8.50	1,217	2,894	-445
Dec11	110802	359.00	366.75	353.00	365.00	+7.00	1,330	8,219	+189
Mar12	110802	368.00	375.50	364.00	375.50	+7.00	2	832	+0
May12	110802	382.00	382.00	375.00	382.00	+7.00	0	27	+0
Total Volume and Open Interest							2,549	12,001	-256
Rough Rice(CBOT)
Sep11	110802	16.26	16.45	16.07	16.37	+0.12	1,724	8,903	-578
Nov11	110802	16.54	16.77	16.40	16.69	+0.12	1,048	7,044	+568
Jan12	110802	16.83	17.03	16.79	17.00	+0.11	30	641	+8
Mar12	110802	17.09	17.26	17.09	17.26	+0.10	14	805	+8
Total Volume and Open Interest							2,829	17,421	+12
Live Cattle(CME)
Aug11	110802	113.035	113.500	112.550	112.550	-0.750	13,566	36,659	-2,667
Oct11	110802	117.830	118.650	117.730	118.050	+0.250	22,181	129,461	+1,109
Dec11	110802	120.800	121.450	120.550	120.700	-0.085	10,868	88,994	+1,865
Feb12	110802	123.730	124.180	123.450	123.800	unch	3,644	31,295	+236
Apr12	110802	125.900	126.600	125.900	126.300	+0.200	1,543	16,578	+359
Jun12	110802	123.000	123.700	123.000	123.330	+0.100	742	7,341	+403
Total Volume and Open Interest							52,675	311,431	+1,420
Feeder Cattle(CME)
Aug11	110802	137.100	137.550	134.650	135.000	-1.825	2,534	10,906	-924
Sep11	110802	138.985	139.380	136.400	136.600	-2.135	1,695	10,990	-107
Oct11	110802	140.035	140.630	137.600	138.185	-1.890	1,395	9,871	+281
Nov11	110802	140.800	141.100	138.500	139.000	-1.685	374	4,302	+107
Jan12	110802	140.450	140.985	138.735	139.300	-1.500	480	2,292	+201
Mar12	110802	140.650	141.050	138.800	139.130	-1.670	53	632	+25
Apr12	110802	141.075	141.150	139.250	139.250	-1.350	9	161	-3
Total Volume and Open Interest							6,558	39,280	-408
Lean Hogs(CME)
Aug11	110802	103.400	104.035	103.330	103.800	+0.700	5,181	16,124	-812
Oct11	110802	93.385	94.000	92.400	92.680	-0.320	13,117	95,141	+2,717
Dec11	110802	89.535	90.035	89.035	89.450	+0.200	6,019	69,428	+1,195
Feb12	110802	91.385	91.550	90.830	91.150	unch	2,374	32,719	+326
Apr12	110802	92.600	92.950	92.180	92.450	-0.100	846	20,165	+341
May12	110802	95.950	96.250	95.650	95.900	-0.200	6	910	+6
Jun12	110802	98.050	98.300	97.700	98.135	+0.035	226	10,945	+113
Jul12	110802	96.635	96.900	96.385	96.600	-0.100	165	3,389	+110
Total Volume and Open Interest							28,166	251,588	+4,163
Class III Milk(CME)
Aug11	110802	21.50	21.50	21.28	21.43	-0.07	222	6,442	+12
Sep11	110802	20.80	20.84	20.39	20.42	-0.38	251	6,326	+48
Oct11	110802	19.96	19.97	19.50	19.61	-0.28	148	4,966	+32
Nov11	110802	18.89	18.89	18.60	18.66	-0.19	33	4,007	+1
Dec11	110802	17.93	17.95	17.61	17.74	-0.16	42	3,654	-16
Total Volume and Open Interest							1,413	38,620	+97
Cocoa(ICE)
Sep11	110802	2952	2953	2925	2933	-22	8,603	58,959	-332
Dec11	110802	2983	2987	2957	2965	-24	5,117	48,942	+337
Mar12	110802	3031	3031	3009	3013	-23	2,340	36,889	+1,612
May12	110802	3031	3033	3013	3019	-19	103	11,988	+252
Jul12	110802	3040	3040	3027	3028	-18	110	5,153	+58
Sep12	110802	3047	3047	3025	3030	-22	174	8,448	+104
Dec12	110802	3039	3039	3038	3038	-22	131	4,056	+105
Total Volume and Open Interest							16,629	177,807	+2,147
Coffee "C"(ICE)
Sep11	110802	240.95	248.45	240.65	243.20	+1.85	9,571	45,683	-111
Dec11	110802	245.15	252.10	244.50	247.10	+1.80	3,979	43,352	+312
Mar12	110802	247.70	253.75	247.60	249.70	+1.50	1,015	11,107	+18
May12	110802	249.00	254.00	249.00	251.05	+1.35	410	5,298	-4
Jul12	110802	251.00	254.00	251.00	251.95	+1.40	66	1,965	+9
Sep12	110802	250.75	253.00	250.75	251.55	+1.40	12	1,787	+2
Total Volume and Open Interest							15,072	110,686	+228
Orange Juice(ICE)
Sep11	110802	200.70	202.50	200.10	201.65	+0.95	1,002	24,981	-513
Nov11	110802	190.50	192.20	190.50	191.35	+0.35	671	8,832	+407
Jan12	110802	182.95	184.20	182.90	183.20	+0.80	62	1,760	+19
Mar12	110802	178.00	179.60	178.00	178.45	+0.95	6	315	-4
May12	110802	176.55	176.55	176.55	176.55	+1.80	0	283	+0
Jul12	110802	176.05	176.05	176.05	176.05	+1.65	0	130	+0
Total Volume and Open Interest							1,741	36,312	-91
Sugar #11(ICE)
Oct11	110802	29.03	29.11	28.06	28.16	-0.81	50,127	301,812	+548
Mar12	110802	27.86	28.06	27.17	27.25	-0.66	22,167	149,410	-1,607
May12	110802	26.61	26.76	26.01	26.09	-0.44	6,194	48,832	-45
Jul12	110802	25.68	25.73	25.14	25.24	-0.33	4,873	66,173	-803
Oct12	110802	24.73	24.92	24.40	24.52	-0.28	2,460	30,140	-49
Total Volume and Open Interest							89,132	636,680	-1,146
London Cocoa(LCE)
Sep11	110802	1847	1863	1847	1854	-3	5,754	72,192	-570
Dec11	110802	1879	1892	1879	1884	-4	4,482	50,583	+1,375
Mar12	110802	1902	1910	1896	1899	-8	3,293	39,356	+1,189
May12	110802	1918	1921	1909	1912	-6	669	14,132	+152
Jul12	110802	1920	1923	1916	1917	-5	153	6,232	+50
Sep12	110802	1926	1931	1925	1925	-3	81	4,735	+0
Dec12	110802	1940	1945	1940	1940	unch	784	7,615	+250
Total Volume and Open Interest							15,222	195,718	+2,452
London Sugar(LCE)
Oct11	110802	768.90	769.30	749.90	752.30	-17.70	2,735	26,142	-428
Dec11	110802	723.70	724.30	708.40	714.30	-9.40	693	7,472	+154
Mar12	110802	707.70	707.70	695.10	701.20	-7.40	161	9,689	-2
May12	110802	682.50	685.00	676.00	679.20	-3.30	47	3,330	-11
Aug12	110802	660.00	662.70	659.80	661.70	+2.70	16	1,916	+0
Total Volume and Open Interest							3,685	50,117	-262
Cotton(ICE)
Oct11	110802	105.70	108.40	102.60	107.17	+1.58	99	545	+6
Dec11	110802	105.05	108.62	102.25	106.85	+1.80	8,582	100,429	-925
Mar12	110802	102.60	105.75	100.00	104.56	+1.73	2,228	25,815	+396
May12	110802	100.33	103.50	99.23	102.74	+0.32	164	5,729	+14
Jul12	110802	98.48	101.80	98.48	101.07	-0.30	156	7,254	+2
Oct12	110802	99.16	99.16	99.16	99.16	+0.05	0	3	+0
Total Volume and Open Interest							11,273	143,649	-492
Lumber(CME)
Sep11	110802	231.1	232.4	228.5	228.5	-10.0	1,148	5,522	-160
Nov11	110802	247.4	247.4	242.0	242.0	-10.0	873	3,800	+658
Jan12	110802	267.4	267.4	267.4	267.4	-10.0	38	902	+1
Mar12	110802	279.5	279.5	279.5	279.5	-10.0	1	129	+0
Total Volume and Open Interest							2,060	10,354	+499
Crude Oil(NYM)
Sep11	110802	95.02	95.68	93.08	93.79	-1.10	284,385	362,094	+724
Oct11	110802	95.61	96.06	93.49	94.20	-1.13	52,297	105,472	+4,303
Nov11	110802	96.23	96.51	93.96	94.64	-1.16	30,660	88,338	+694
Dec11	110802	96.63	96.96	94.40	95.08	-1.19	40,953	206,987	-816
Jan12	110802	97.15	97.29	94.80	95.51	-1.20	5,207	52,744	+611
Feb12	110802	96.58	97.85	95.44	95.96	-1.19	2,683	24,945	+293
Mar12	110802	96.92	97.91	95.86	96.41	-1.17	3,523	36,242	-277
Apr12	110802	97.12	98.46	96.53	96.85	-1.15	1,727	22,717	+275
May12	110802	97.52	98.37	96.79	97.27	-1.14	1,901	18,600	-231
Jun12	110802	98.73	99.40	97.15	97.67	-1.13	8,435	82,828	+90
Jul12	110802	98.59	99.01	97.74	98.04	-1.13	1,361	30,453	+174
Aug12	110802	98.87	98.87	98.32	98.32	-1.12	853	17,228	+33
Sep12	110802	99.04	99.63	98.40	98.57	-1.11	730	17,352	+57
Oct12	110802	99.29	99.29	98.81	98.81	-1.11	203	12,433	-26
Nov12	110802	99.54	99.54	99.07	99.07	-1.11	364	20,759	-26
Dec12	110802	100.73	101.10	98.69	99.35	-1.11	21,834	149,169	+1,609
Total Volume and Open Interest							472,260	1,521,594	+10,938
e-miNY Crude Oil(NYM)
Aug11	110719	96.125	98.650	95.925	97.500	+1.575	5,608	3,447	-104
Sep11	110802	95.150	95.650	93.075	93.800	-1.100	8,324	3,571	+172
Oct11	110802	95.650	96.100	93.450	94.200	-1.125	299	602	+22
Nov11	110802	96.250	96.250	94.050	94.650	-1.150	57	195	+6
Dec11	110802	96.000	96.775	94.500	95.075	-1.200	52	264	+22
Jan12	110802	95.500	95.500	95.500	95.500	-1.200	0	12	+0
Feb12	110802	95.950	95.950	95.950	95.950	-1.200	0	3	+0
Mar12	110802	96.400	96.400	96.400	96.400	-1.175	0	10	+0
Apr12	110802	96.850	96.850	96.850	96.850	-1.150	0	1	+0
May12	110802	98.150	98.525	96.550	97.275	-1.125	0	1	+0
Total Volume and Open Interest							8,732	4,845	+222
Heating Oil(NYM)
Sep11	110802	309.53	314.23	306.43	309.16	-0.58	65,483	106,803	+937
Oct11	110802	310.72	315.49	307.74	310.51	-0.51	22,373	38,007	-2,503
Nov11	110802	310.90	316.71	310.19	312.04	-0.43	10,314	30,985	+426
Dec11	110802	314.00	318.30	311.27	313.50	-0.38	10,149	38,583	+553
Jan12	110802	313.59	318.54	312.85	314.89	-0.33	4,132	23,487	-444
Feb12	110802	313.99	319.26	313.60	315.01	-0.31	1,133	10,481	-61
Mar12	110802	314.30	315.40	312.32	314.07	-0.28	720	7,610	-252
Apr12	110802	311.96	311.96	311.96	311.96	-0.24	336	3,800	-143
May12	110802	309.17	310.00	309.17	310.00	-0.19	478	3,978	-46
Jun12	110802	307.52	313.38	307.52	309.10	-0.18	1,063	23,224	+117
Jul12	110802	309.75	309.75	309.75	309.75	-0.18	129	1,855	-31
Aug12	110802	310.92	310.92	310.92	310.92	-0.18	68	900	+3
Total Volume and Open Interest							116,488	301,088	-9,348
Gasoline(NYMEX)
Sep11	110802	305.31	309.24	301.08	303.73	-1.67	47,536	95,505	-2,648
Oct11	110802	291.63	295.42	287.98	290.31	-1.64	18,960	38,345	+198
Nov11	110802	286.98	291.61	285.70	286.96	-1.49	7,232	22,051	+805
Dec11	110802	285.27	290.00	283.50	285.44	-1.45	6,822	33,632	+740
Jan12	110802	285.15	290.00	284.20	285.68	-1.33	1,468	12,835	+507
Feb12	110802	285.13	290.99	285.13	286.92	-1.26	556	5,883	-3
Mar12	110802	288.50	291.00	286.62	288.70	-1.14	663	8,631	+73
Apr12	110802	299.80	299.80	299.80	299.80	-1.04	168	5,772	-23
May12	110802	299.84	299.84	299.84	299.84	-1.00	128	2,191	-3
Jun12	110802	299.20	299.20	298.86	299.20	-1.05	192	7,155	+14
Total Volume and Open Interest							84,245	244,755	-5,065
e-miNY RBOB Gasoline(NYM)
Sep11	110802	303.70	303.73	303.70	303.70	-1.70	1	1	+1
Oct11	110802	290.30	290.31	290.30	290.30	-1.70	0	1	+0
Nov11	110802	287.00	287.00	286.96	287.00	-1.50
Dec11	110802	285.40	285.44	285.40	285.40	-1.50
Total Volume and Open Interest							1	4	+1
Natural Gas(NYM)
Sep11	110802	4.191	4.230	4.135	4.155	-0.033	88,283	238,470	+6,397
Oct11	110802	4.199	4.228	4.136	4.156	-0.034	29,409	144,847	+1,873
Nov11	110802	4.300	4.340	4.250	4.271	-0.032	24,861	115,427	+355
Dec11	110802	4.505	4.537	4.457	4.478	-0.027	13,737	48,489	+432
Jan12	110802	4.603	4.629	4.555	4.576	-0.031	14,090	117,604	+1,426
Feb12	110802	4.604	4.604	4.558	4.578	-0.030	4,532	29,731	+1,386
Mar12	110802	4.590	4.590	4.525	4.548	-0.027	4,599	47,860	+49
Apr12	110802	4.512	4.512	4.470	4.489	-0.023	5,132	52,061	+320
May12	110802	4.517	4.518	4.490	4.510	-0.022	1,542	11,057	+321
Jun12	110802	4.565	4.567	4.525	4.544	-0.021	657	12,175	+149
Jul12	110802	4.585	4.589	4.574	4.586	-0.020	444	8,857	+46
Aug12	110802	4.647	4.650	4.604	4.615	-0.020	452	9,940	+104
Sep12	110802	4.626	4.626	4.610	4.624	-0.020	169	7,567	+69
Oct12	110802	4.671	4.671	4.658	4.662	-0.020	770	35,543	+287
Nov12	110802	4.835	4.835	4.820	4.820	-0.017	321	5,296	+54
Dec12	110802	5.063	5.073	5.031	5.055	-0.015	205	11,362	+10
Total Volume and Open Interest							190,494	965,324	+14,025
Brent Crude Oil(ICE)
Sep11	110802	117.00	118.40	115.53	116.46	-0.35	196,458	184,164	-2,939
Oct11	110802	116.53	118.10	115.26	116.18	-0.35	77,272	146,710	-928
Nov11	110802	116.50	117.98	115.23	116.11	-0.36	35,403	60,261	+624
Dec11	110802	116.52	117.88	115.32	116.03	-0.39	44,526	96,830	-128
Jan12	110802	115.40	117.48	115.33	115.98	-0.40	5,779	22,351	+96
Feb12	110802	116.33	117.56	115.33	115.91	-0.40	3,514	17,691	-389
Mar12	110802	116.24	117.57	115.23	115.83	-0.39	3,035	34,352	+321
Apr12	110802	116.14	117.47	115.26	115.75	-0.38	1,410	14,347	+233
May12	110802	116.03	117.35	115.16	115.66	-0.36	1,144	8,594	+44
Jun12	110802	115.91	117.21	114.84	115.56	-0.35	4,370	42,274	+361
Jul12	110802	115.46	115.46	115.46	115.46	-0.35	495	8,867	-67
Aug12	110802	115.32	115.32	115.32	115.32	-0.35	316	6,156	+149
Sep12	110802	115.14	115.14	115.14	115.14	-0.35	749	7,881	-243
Oct12	110802	114.95	114.95	114.95	114.95	-0.36	223	3,559	+86
Total Volume and Open Interest							396,973	804,797	-2,354
Gas Oil(ICE)
Aug11	110802	972.50	984.25	961.00	967.50	-3.25	50,811	80,187	-2,322
Sep11	110802	972.00	986.00	962.25	969.00	-2.75	103,924	145,175	+1,548
Oct11	110802	972.50	987.00	963.50	970.25	-2.50	43,057	69,997	+3,590
Nov11	110802	973.25	987.50	965.50	971.00	-2.50	16,067	38,740	+929
Dec11	110802	974.25	988.50	966.75	972.00	-2.25	27,423	61,024	+671
Jan12	110802	975.50	988.25	968.50	973.25	-2.25	6,483	37,546	+276
Feb12	110802	976.25	988.75	969.50	974.00	-2.00	2,448	12,290	+508
Mar12	110802	976.00	977.00	969.50	974.00	-2.00	2,715	14,596	+1,401
Apr12	110802	975.25	976.25	972.25	973.25	-1.75	1,291	8,972	+348
May12	110802	974.75	975.50	972.25	972.25	-2.00	1,593	8,199	+400
Total Volume and Open Interest							264,139	578,248	+7,450
Ethanol(CBOT)
Aug11	110802	2.860	2.875	2.840	2.842	+0.002	93	275	-33
Sep11	110802	2.716	2.770	2.695	2.765	+0.055	386	1,675	-6
Oct11	110802	2.618	2.675	2.605	2.660	+0.047	187	1,386	-4
Nov11	110802	2.540	2.612	2.540	2.606	+0.076	100	1,169	+11
Dec11	110802	2.521	2.593	2.521	2.586	+0.075	99	1,602	-15
Jan12	110802	2.555	2.575	2.555	2.566	+0.078	14	717	+3
Feb12	110802	2.545	2.564	2.545	2.564	+0.075	20	489	+9
Mar12	110802	2.505	2.575	2.505	2.570	+0.075	21	404	+11
Total Volume and Open Interest							990	9,619	+5
WTI Crude Oil(ICE
Sep11	110802	95.34	95.67	93.09	93.79	-1.10	65,856	78,418	+645
Oct11	110802	95.70	96.06	93.48	94.20	-1.13	16,300	37,685	-1,333
Nov11	110802	96.06	96.52	94.00	94.64	-1.16	11,595	24,092	+210
Dec11	110802	95.95	96.88	94.44	95.08	-1.19	19,195	92,305	-3,671
Jan12	110802	96.21	97.33	94.97	95.51	-1.20	1,771	19,044	+150
Feb12	110802	96.81	97.42	95.49	95.96	-1.19	1,177	5,872	-99
Mar12	110802	97.09	97.85	95.93	96.41	-1.17	1,053	16,260	-9
Apr12	110802	97.29	98.07	96.85	96.85	-1.15	597	4,804	+89
May12	110802	97.69	98.48	97.27	97.27	-1.14	937	3,146	+3
Jun12	110802	98.34	99.05	97.19	97.67	-1.13	3,392	30,366	-276
Jul12	110802	98.04	98.04	98.04	98.04	-1.13	481	4,793	+269
Aug12	110802	98.32	98.32	98.32	98.32	-1.12	6	1,337	+1
Sep12	110802	98.57	98.57	98.57	98.57	-1.11	206	5,074	+2
Oct12	110802	98.81	98.81	98.81	98.81	-1.11	0	1,176	+0
Nov12	110802	99.07	99.07	99.07	99.07	-1.11	0	2,549	+0
Dec12	110802	100.67	101.00	98.76	99.35	-1.11	10,363	46,854	-357
Total Volume and Open Interest							135,247	447,943	-3,608
US Dollar Index(ICE)
Sep11	110802	74.490	74.915	74.345	74.665	+0.210	28,828	62,342	+2,915
Dec11	110802	74.825	75.245	74.825	75.090	+0.215	79	703	-2
Mar12	110802	75.550	75.550	75.550	75.550	+0.215	0	1	+0
Total Volume and Open Interest							28,907	63,046	+2,913
Australian Dollar(CME)
Sep11	110802	109.00	109.40	107.14	107.48	-1.39	125,203	130,645	-2,304
Dec11	110802	107.97	107.97	106.20	106.31	-1.33	155	571	+17
Mar12	110802	105.15	106.48	105.15	105.15	-1.33	0	2	+0
Total Volume and Open Interest							125,362	131,225	-2,283
British Pound(CME)
Sep11	110802	162.98	163.21	162.18	162.89	-0.03	115,279	99,425	+3,543
Dec11	110802	162.97	162.97	162.54	162.74	-0.02	34	256	-1
Mar12	110802	162.59	162.61	162.59	162.59	-0.02	0	2	+0
Total Volume and Open Interest							115,313	99,689	+3,542
Canadian Dollar(CME)
Sep11	110802	104.45	104.62	103.86	104.18	-0.26	107,755	126,304	-3,748
Dec11	110802	104.20	104.29	103.70	103.98	-0.24	221	4,111	-28
Mar12	110802	103.84	103.98	103.54	103.76	-0.22	36	637	+14
Jun12	110802	103.45	103.54	103.45	103.54	-0.20	20	292	+13
Total Volume and Open Interest							108,032	131,487	-3,749
Japanese Yen(CME)
Sep11	110802	129.31	130.01	128.54	129.60	-0.16	129,947	145,245	+5,246
Dec11	110802	129.43	130.01	128.71	129.74	-0.14	415	982	+111
Mar12	110802	129.93	130.06	129.93	129.93	-0.13	0	46	+0
Total Volume and Open Interest							130,363	146,293	+5,358
Swiss Franc(CME)
Sep11	110802	127.74	131.29	127.37	130.31	+2.29	70,900	54,928	+1,464
Dec11	110802	127.67	131.45	127.67	130.46	+2.31	199	391	+80
Mar12	110802	130.66	130.66	128.33	130.66	+2.33	0	5	+0
Total Volume and Open Interest							71,099	55,327	+1,544
EuroFX(CME)
Sep11	110802	142.38	142.71	141.39	141.80	-0.69	360,049	180,663	-1,727
Dec11	110802	142.05	142.25	141.13	141.51	-0.65	514	1,370	+111
Mar12	110802	141.40	141.95	141.10	141.20	-0.65	4	363	+0
Total Volume and Open Interest							360,567	183,232	-1,616
Mexican Peso(CME)
Aug11	110802	848.5	852.8	848.5	848.5	-4.2
Sep11	110802	850.2	850.2	839.8	844.2	-4.2	30,011	133,798	+474
Total Volume and Open Interest							30,011	134,133	+474
Brazilian Real(CME)
Sep11	110802	632.40	635.75	632.40	635.75	-0.85	180	7,993	+1
Oct11	110802	631.90	632.80	631.90	631.90	-0.90
Nov11	110802	628.10	629.05	628.10	628.10	-0.95
Dec11	110802	624.25	625.25	624.25	624.25	-1.00	3	138	-3
Total Volume and Open Interest							183	20,547	-2
30-Year T-Bonds(CBOT)
Sep11	110802	128~280	131~040	123~000	130~260	+1~260	415,263	660,155	+16,327
Dec11	110802	127~200	129~220	127~180	129~160	+1~300	1,258	3,527	+483
Mar12	110802	126~070	128~070	126~040	128~020	+1~300	5	9	+5
Total Volume and Open Interest							416,526	663,691	+16,815
10-Year T-Notes(CBOT)
Sep11	110802	126~025	127~040	126~005	126~305	+0~260	1,521,613	1,843,401	+5,531
Dec11	110802	124~270	125~285	124~270	125~235	+0~280	2,261	17,329	+964
Mar12	110802	124~235	124~235	123~275	124~235	+0~280
Total Volume and Open Interest							1,523,874	1,860,730	+6,495
5-Year T-Notes(CBOT)
Sep11	110802	121~074	122~019	121~072	122~007	+0~048	822,776	1,448,400	-44,368
Dec11	110802	120~093	120~122	120~063	120~120	+0~055	253	307	+17
Mar12	110802	120~016	120~016	119~089	120~016	+0~055
Total Volume and Open Interest							823,029	1,448,707	-44,351
2 Year T-Notes(CBOT)
Sep11	110802	109~120	110~007	109~120	110~005	+0~010	389,723	1,018,988	+4,521
Dec11	110802	109~110	109~120	109~103	109~117	+0~014	985	1,860	+256
Mar12	110802	109~055	109~055	109~041	109~055	+0~014
Total Volume and Open Interest							390,708	1,020,848	+4,777
Eurodollars(CME)
Sep11	110802	99.630	99.640	99.580	99.590	-0.045	266,547	1,193,343	+3,142
Dec11	110802	99.515	99.530	99.475	99.485	-0.035	272,822	1,138,220	+3,544
Mar12	110802	99.475	99.485	99.445	99.460	-0.020	293,072	1,348,093	-29,223
Jun12	110802	99.440	99.455	99.420	99.445	unch	255,695	1,368,596	+14,040
Sep12	110802	99.390	99.425	99.380	99.410	+0.015	264,893	1,066,602	+9,695
Dec12	110802	99.290	99.345	99.285	99.330	+0.030	248,537	767,824	+19,076
Mar13	110802	99.180	99.250	99.180	99.235	+0.040	231,626	744,753	+1,770
Jun13	110802	99.050	99.120	99.040	99.105	+0.050	216,417	533,060	+8,669
Sep13	110802	98.870	98.955	98.860	98.940	+0.065	199,651	506,047	+19,363
Dec13	110802	98.640	98.745	98.640	98.730	+0.080	135,946	355,408	+6,555
Mar14	110802	98.415	98.525	98.415	98.510	+0.090	96,886	265,578	+3,277
Jun14	110802	98.165	98.295	98.165	98.275	+0.100	97,448	210,279	+1,609
Sep14	110802	97.920	98.055	97.920	98.035	+0.110	47,456	120,125	+7,395
Dec14	110802	97.660	97.805	97.660	97.780	+0.115	43,761	127,321	+4,267
Mar15	110802	97.420	97.570	97.420	97.540	+0.115	36,914	105,655	+3,843
Jun15	110802	5.440	5.585	5.440	5.555	+0.125	30,925	83,575	+2,479
Sep15	110802	5.190	5.350	5.190	5.325	+0.135	20,232	60,457	+231
Dec15	110802	4.955	5.130	4.955	5.100	+0.145	20,201	55,330	+1,708
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Aug11	110802	99.880	99.890	99.860	99.887	+0.010	22,282	98,073	+4,295
Sep11	110802	99.875	99.890	99.860	99.885	+0.015	9,282	65,368	+2,274
Oct11	110802	99.865	99.885	99.860	99.875	+0.010	4,645	52,700	+21
Nov11	110802	99.860	99.880	99.855	99.865	+0.005	6,149	50,370	-18
Dec11	110802	99.845	99.870	99.845	99.860	+0.005	6,653	65,643	+1,641
Jan12	110802	99.830	99.855	99.830	99.845	+0.005	3,612	52,009	-175
Total Volume and Open Interest							93,630	917,914	+14,919
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110802	99.665	99.665	99.665	99.665	+0.005	0	51	+0
Dec11	110802	99.665	99.665	99.665	99.665	+0.005	0	75	+0
Mar12	110802	99.660	99.662	99.660	99.662	+0.005
Jun12	110802	99.660	99.660	99.660	99.660	+0.005
Sep12	110802	99.590	99.590	99.590	99.590	+0.005
Dec12	110802	99.650	99.650	99.650	99.650	+0.015
Mar13	110802	99.650	99.650	99.650	99.650	+0.015
Jun13	110802	99.605	99.605	99.605	99.605	+0.015
Sep13	110802	99.465	99.465	99.465	99.465	+0.015
Dec13	110802	99.325	99.325	99.325	99.325	+0.015
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110802	99.67	99.67	99.67	99.67	+0.00	0	1,176	+0
Dec11	110802	99.67	99.67	99.67	99.67	+0.00	0	1,478	+0
Mar12	110802	99.66	99.66	99.66	99.66	+0.00	0	1,823	+0
Jun12	110802	99.67	99.67	99.66	99.66	+0.01	0	1,374	+0
Sep12	110802	99.59	99.59	99.59	99.59	+0.00	0	411	+0
Dec12	110802	99.65	99.65	99.65	99.65	+0.01	0	26	+0
Mar13	110802	99.65	99.65	99.65	99.65	+0.01	0	1	+0
Jun13	110802	99.61	99.61	99.61	99.61	+0.02
Total Volume and Open Interest							0	6,289	+0
Japanese Gov't Bonds(SGX)
Sep11	110802	141.82	142.15	141.82	142.11	+0.32	1,907	23,801	-157
Dec11	110802	141.70	141.70	141.70	141.70	+0.32	0	2	+0
Mar12	110802	139.61	139.61	139.61	139.61	+0.32
Total Volume and Open Interest							1,907	23,803	-157
Euro-Bund(EUREX)
Sep11	110802	131.27	132.24	131.18	131.82	+0.65	1,022,585	1,009,706	-41,691
Dec11	110802	129.89	130.87	129.89	130.46	+0.64	200	1,177	+106
Mar12	110802	130.76	130.80	130.76	130.80	+0.95
Total Volume and Open Interest							1,022,785	1,010,883	-41,585
Euro-Bobl(EUREX)
Sep11	110802	120.02	120.64	119.97	120.38	+0.39	515,977	743,600	+16,215
Dec11	110802	119.47	119.47	119.47	119.47	+0.41	0	696	+0
Mar12	110802	119.41	119.41	119.41	119.41	+0.39
Total Volume and Open Interest							515,977	744,296	+16,215
3-Mth Euribor(EUREX)
Sep11	110802	98.380	98.400	98.380	98.400	+0.020	102	2,407	+102
Dec11	110802	98.370	98.405	98.365	98.400	+0.055	103	1,398	+100
Mar12	110802	98.395	98.395	98.395	98.395	+0.060	10	2,474	+10
Total Volume and Open Interest							225	10,047	+212
Long Gilt(LIFFE)
Sep11	110802	125~29	126~09	125~21	126~02	+0~15	132,365	356,698	+1,283
Dec11	110802	124~24	124~24	124~24	124~24	+0~15
Total Volume and Open Interest							132,365	356,698	+1,283
3-Mth Short Sterling(LIFFE)
Sep11	110802	99.14	99.14	99.11	99.12	-0.02	21,355	426,106	-3,988
Dec11	110802	99.11	99.11	99.07	99.09	-0.01	30,896	514,429	+5,679
Mar12	110802	99.09	99.09	99.05	99.07	unch	36,279	462,310	-4,908
Jun12	110802	99.03	99.05	99.01	99.02	unch	42,252	310,243	+46
Sep12	110802	98.96	98.99	98.94	98.96	+0.01	44,788	311,633	-2,919
Dec12	110802	98.86	98.90	98.83	98.87	+0.03	52,592	285,532	-522
Total Volume and Open Interest							322,500	2,753,000	-7,517
3-Mth Euribor(LIFFE)
Sep11	110802	98.375	98.410	98.370	98.400	+0.020	84,378	710,770	+11,016
Dec11	110802	98.335	98.420	98.330	98.400	+0.055	118,614	604,526	+21,106
Mar12	110802	98.315	98.430	98.315	98.395	+0.060	104,787	517,525	+6,762
Total Volume and Open Interest							684,662	3,634,064	+41,673
3-Mth Aus T-Bills(SFE)
Sep11	110802	94.99	95.16	94.97	95.15	+0.16	23,107	232,121	+3,879
Dec11	110802	95.04	95.28	95.02	95.27	+0.23	28,568	248,641	-4,025
Mar12	110802	95.11	95.38	95.10	95.38	+0.27	14,934	160,933	-239
Jun12	110802	95.15	95.45	95.14	95.43	+0.27	3,015	82,965	-659
Sep12	110802	95.17	95.44	95.15	95.43	+0.26	2,118	54,533	-287
Dec12	110802	95.16	95.41	95.15	95.41	+0.25	744	33,787	-504
Mar13	110802	95.12	95.37	95.12	95.37	+0.25	227	33,965	-107
Jun13	110802	95.14	95.34	95.14	95.32	+0.24	240	13,329	+139
Sep13	110802	95.08	95.29	95.08	95.29	+0.25	0	2,913	+0
Dec13	110802	95.14	95.23	95.14	95.23	+0.25	0	1,616	+0
Total Volume and Open Interest							202,555	848,423	-18,326
10-Year Aus T-Bonds(SFE)
Sep11	110802	95.10	95.28	95.10	95.27	+0.17	36,648	414,585	-727
Dec11	110802	95.27	95.27	95.27	95.27	+0.17
Total Volume and Open Interest							72,254	409,593	-5,719
3-Year Aus T-Bonds(SFE)
Sep11	110802	95.50	95.77	95.49	95.77	+0.27	86,340	779,079	-11,433
Dec11	110802	95.77	95.77	95.77	95.77	+0.27
Total Volume and Open Interest							225,991	783,272	-7,240
Gold(CMX)
Aug11	110802	1619.3	1660.6	1616.8	1641.9	+22.9	6,761	7,986	-4,138
Oct11	110802	1620.9	1663.0	1617.6	1643.1	+22.7	10,559	25,357	+652
Dec11	110802	1622.6	1661.9	1618.8	1644.5	+22.8	153,054	373,680	+3,383
Feb12	110802	1622.3	1665.9	1622.3	1645.9	+22.9	245	12,167	-62
Apr12	110802	1627.2	1664.0	1627.2	1647.5	+23.0	110	6,241	+18
Jun12	110802	1627.2	1667.7	1627.2	1649.2	+23.1	13	14,807	-4
Aug12	110802	1633.1	1653.1	1633.1	1651.1	+23.2	66	5,529	+36
Oct12	110802	1649.3	1670.6	1649.3	1653.2	+23.4	14	4,158	+0
Dec12	110802	1640.5	1672.5	1639.7	1655.6	+23.6	300	11,990	+95
Feb13	110802	1640.5	1660.6	1640.5	1657.7	+23.5	29	1,553	-8
Apr13	110802	1660.2	1660.2	1660.2	1660.2	+23.5	1	226	-1
Jun13	110802	1646.2	1663.0	1646.2	1663.0	+23.4	390	11,408	+266
Total Volume and Open Interest							174,528	518,850	+1,019
Silver(CMX)
Sep11	110802	3926.5	4088.5	3921.0	4009.2	+78.3	45,689	58,688	-217
Dec11	110802	3929.5	4090.0	3926.0	4011.8	+78.4	2,105	31,589	+152
Mar12	110802	3929.0	4091.0	3929.0	4012.1	+78.5	115	5,565	+15
May12	110802	4074.0	4074.0	4010.2	4010.2	+78.8	51	1,693	+19
Jul12	110802	4008.8	4085.0	4008.8	4008.8	+79.1	158	1,866	+55
Sep12	110802	3969.0	4083.5	3969.0	4006.2	+79.1	11	275	+3
Dec12	110802	3939.5	4056.0	3939.5	4000.2	+79.1	108	8,242	+91
Total Volume and Open Interest							48,324	119,517	-137
Platinum(NYMEX)
Oct11	110802	1797.6	1801.3	1788.1	1793.5	-1.1	3,472	33,633	+37
Jan12	110802	1800.5	1802.2	1796.5	1796.8	-1.1	56	1,313	+38
Apr12	110802	1801.0	1801.0	1799.7	1799.7	-1.1	4	124	+2
Jul12	110802	1803.0	1803.0	1803.0	1803.0	-1.1	0	11	+0
Total Volume and Open Interest							3,533	35,085	+76
Palladium(NYMEX)
Sep11	110802	831.45	835.15	822.50	826.90	-2.60	3,017	23,221	-152
Dec11	110802	833.15	836.10	823.95	828.35	-2.65	158	1,783	+110
Mar12	110802	175.64	175.64	173.84	173.84	-2.65	0	53	+0
Total Volume and Open Interest							3,175	25,057	-43
Copper(CMX)
Sep11	110802	440.60	442.50	437.30	439.50	-1.50	39,530	87,249	-2,145
Dec11	110802	442.90	444.30	439.85	441.75	-1.45	8,553	43,761	+2,096
Mar12	110802	442.95	443.40	441.50	443.05	-1.40	1,469	15,682	+754
May12	110802	443.70	443.70	443.30	443.30	-1.35	24	2,411	+11
Jul12	110802	443.05	445.15	441.55	443.05	-1.20	32	905	+20
Total Volume and Open Interest							50,310	157,475	+565
DJIA Index(CBOT)
Sep11	110802	12029	12083	11785	11804	-236	399	17,700	+10
Dec11	110802	11990	11990	11734	11734	-238	0	88	+0
Mar12	110802	11665	11903	11665	11665	-238
Jun12	110802	11595	11833	11595	11595	-238
Total Volume and Open Interest							399	17,788	+10
Mini DJIA Index(CBOT)
Sep11	110802	12042	12090	11783	11804	-236	148,538	115,055	+4,777
Dec11	110802	11993	12010	11718	11734	-238	105	405	+4
Mar12	110802	11757	11757	11644	11665	-238	0	11	+0
Jun12	110802	11595	11595	11595	11595	-238
Total Volume and Open Interest							148,643	115,471	+4,781
S & P 500(CME)
Sep11	110802	1279.20	1284.90	1246.80	1247.30	-32.40	18,894	282,188	+2,985
Dec11	110802	1270.00	1274.60	1241.70	1241.70	-32.40	643	11,115	+14
Mar12	110802	1236.20	1269.10	1236.20	1236.20	-32.40	0	11	+0
Jun12	110802	1242.50	1264.10	1231.20	1231.20	-32.40	0	5	+0
Total Volume and Open Interest							19,537	293,319	+2,999
S & P 500 E-Mini(Globex)
Sep11	110802	1279.75	1285.00	1246.75	1247.25	-32.50	2,889,931	2,689,055	+55,407
Dec11	110802	1273.75	1277.50	1241.25	1241.75	-32.25	3,083	24,434	+1,276
Total Volume and Open Interest							2,893,037	2,713,708	+56,686
NASDAQ 100(CME)
Sep11	110802	2345.00	2355.00	2287.00	2288.30	-57.70	1,411	18,413	+493
Dec11	110802	2283.00	2290.00	2283.00	2283.00	-57.50	0	10	+0
Mar12	110802	2279.80	2286.80	2279.80	2279.80	-57.50
Total Volume and Open Interest							1,411	18,423	+493
NASDAQ 100 E-Mini(Globex)
Sep11	110802	2347.30	2355.30	2285.80	2288.30	-57.70	335,802	367,656	+9,435
Dec11	110802	2340.50	2348.50	2280.80	2283.00	-57.50	147	5,072	+5
Total Volume and Open Interest							335,951	372,736	+9,440
S & P Midcap 400(CME)
Sep11	110802	906.90	906.90	906.90	906.90	-27.40	111	2,742	+1
Dec11	110802	904.70	904.70	904.70	904.70	-27.40
Mar12	110802	903.00	903.00	903.00	903.00	-27.40
Total Volume and Open Interest							111	2,742	+1
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110802	9860	9885	9665	9670	-155	8,953	36,562	+114
Dec11	110802	9640	9645	9640	9640	-155	0	2	+0
Total Volume and Open Interest							8,953	36,564	+114
Nikkei 225(SGX)
Sep11	110802	9970	9975	9735	9850	-120	104,270	187,204	-3,444
Dec11	110802	9885	9895	9700	9795	-120	150	8,301	+103
Mar12	110802	9790	9790	9790	9790	-120	0	10	+0
Total Volume and Open Interest							104,441	208,329	-3,339
CAC 40(EURONEXT)
Aug11	110802	3590.5	3599.0	3483.0	3530.0	-61.0	152,170	323,621	+2,621
Sep11	110802	3588.0	3595.0	3481.0	3527.0	-62.0	1,232	38,400	+227
Oct11	110802	3526.5	3526.5	3526.5	3526.5	-61.0	0	4	+0
Total Volume and Open Interest							153,402	362,057	+2,848
Hang Seng Index(HKFE)
Aug11	110802	22502	22586	22300	22398	-294	87,955	88,707	+2,690
Sep11	110802	22450	22487	22223	22309	-290	1,108	5,128	+192
Total Volume and Open Interest							89,307	97,837	-12,829
DAX(EUREX)
Sep11	110802	6957.0	6972.5	6714.5	6822.5	-182.0	152,894	154,206	-2,074
Dec11	110802	6983.0	7000.0	6749.5	6848.5	-184.0	419	8,818	-42
Mar12	110802	7025.0	7025.0	6777.0	6878.0	-186.0	88	397	+26
Total Volume and Open Interest							153,401	163,421	-2,090
FT-SE 100(EURONEXT)
Sep11	110802	5749.50	5771.00	5615.00	5695.00	-66.50	150,753	627,613	-5,990
Dec11	110802	5688.50	5695.50	5600.00	5669.50	-68.50	9	822	-2
Mar12	110802	5633.50	5633.50	5633.50	5633.50	-66.50	0	163	+0
Total Volume and Open Interest							150,772	628,704	-5,992
SPI 200(SFE)
Sep11	110802	4469.0	4470.0	4368.0	4395.0	-75.0	44,488	211,664	+8,953
Dec11	110802	4473.0	4473.0	4411.0	4411.0	-76.0	69	4,962	-6
Mar12	110802	4399.0	4399.0	4399.0	4399.0	-74.0	0	1,832	+0
Total Volume and Open Interest							37,796	220,622	+8,408
GSCI(CME)
Aug11	110802	29.64	33.14	25.64	28.64	+0.50	509	9,258	-82
Sep11	110802	30.64	34.14	27.14	29.89	+0.75	2	1	+0
Oct11	110802	30.64	35.14	28.14	30.64	+0.50
Total Volume and Open Interest							511	9,259	-82
Reuters CCI(ICE)