MRCI's End of Day Prices

Daily Futures Price Listing Wed August 03, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110803	1373.00	1374.25	1356.75	1364.00	-9.00	3,678	5,858	-2,299
Sep11	110803	1368.75	1372.00	1354.50	1363.75	-6.25	14,252	43,730	-854
Nov11	110803	1378.50	1382.25	1364.00	1373.00	-6.75	69,571	307,210	-750
Jan12	110803	1389.75	1392.00	1374.50	1383.50	-6.75	7,503	53,113	+317
Mar12	110803	1394.50	1397.50	1380.50	1389.75	-6.50	2,709	28,073	+606
May12	110803	1397.00	1398.00	1381.50	1390.00	-7.50	1,547	34,143	-39
Jul12	110803	1401.75	1402.00	1385.25	1393.50	-8.25	1,161	18,612	+261
Total Volume and Open Interest							101,385	515,730	-2,516
Soybean Meal(CBOT)
Aug11	110803	355.20	356.00	351.50	353.00	-4.20	4,370	6,296	-1,151
Sep11	110803	357.70	358.30	353.40	355.20	-3.90	11,357	37,092	-808
Oct11	110803	360.30	360.30	355.20	357.30	-3.70	1,948	17,536	-90
Dec11	110803	363.30	364.30	359.20	361.60	-3.60	26,737	87,543	+50
Jan12	110803	365.10	365.60	361.50	363.50	-3.70	795	7,506	-140
Mar12	110803	368.50	368.50	364.00	365.60	-4.00	1,080	5,940	-161
May12	110803	367.30	370.30	364.40	366.20	-4.10	743	8,575	+201
Jul12	110803	368.30	371.30	365.20	366.80	-4.50	262	2,566	+58
Total Volume and Open Interest							47,317	177,174	-2,058
Soybean Oil(CBOT)
Aug11	110803	56.92	56.92	56.26	56.28	-0.81	3,779	2,915	-1,759
Sep11	110803	56.98	57.03	56.36	56.42	-0.79	14,651	46,617	-138
Oct11	110803	57.20	57.24	56.56	56.61	-0.82	1,957	22,246	+29
Dec11	110803	57.60	57.72	57.00	57.06	-0.82	36,026	149,814	+2,241
Jan12	110803	57.90	57.96	57.28	57.33	-0.81	1,134	24,731	+294
Mar12	110803	58.13	58.18	57.54	57.58	-0.80	941	14,849	+21
May12	110803	58.10	58.22	57.64	57.71	-0.79	1,049	8,887	+275
Jul12	110803	58.27	58.30	57.78	57.83	-0.85	130	4,789	+57
Total Volume and Open Interest							59,699	277,978	+1,013
Canola(WCE)
Nov11	110803	564.5	567.7	562.4	565.2	-1.5	9,165	119,868	+196
Jan12	110803	572.8	576.2	571.1	573.6	-1.6	1,704	21,718	+460
Mar12	110803	576.2	581.2	576.2	578.7	-2.0	141	6,163	-24
May12	110803	584.7	585.5	580.9	583.5	-2.1	82	5,364	+9
Jul12	110803	585.2	589.7	585.2	588.2	-2.1	85	3,467	+55
Total Volume and Open Interest							11,228	158,280	+676
Corn(CBOT)
Sep11	110803	710.25	714.25	700.50	706.00	-5.25	70,405	312,041	-6,909
Dec11	110803	714.00	718.50	705.50	713.00	-2.75	146,111	557,483	+13,080
Mar12	110803	727.25	730.25	717.25	725.50	-1.75	10,087	131,508	+1,367
May12	110803	730.75	735.00	722.25	730.00	-1.75	2,796	30,336	+487
Jul12	110803	735.00	738.00	725.75	733.75	-1.50	3,559	72,028	+279
Sep12	110803	688.00	690.00	680.50	689.50	-1.25	664	11,562	+24
Total Volume and Open Interest							238,579	1,218,426	+9,813
Wheat(CBOT)
Sep11	110803	718.00	721.50	705.00	710.50	-7.50	46,522	134,561	-977
Dec11	110803	758.50	760.75	742.75	750.00	-8.75	31,086	163,433	+5,613
Mar12	110803	788.75	788.75	771.50	780.00	-8.00	6,347	51,676	+1,385
May12	110803	805.25	805.25	787.75	795.75	-10.00	1,009	10,995	+113
Jul12	110803	816.00	818.00	797.25	807.25	-10.75	2,225	44,662	+588
Total Volume and Open Interest							88,041	430,129	+6,899
Wheat(KCBT)
Sep11	110803	806.00	808.75	789.00	798.00	-10.00	9,478	67,871	+65
Dec11	110803	833.50	834.00	813.75	822.25	-11.25	6,235	61,110	+564
Mar12	110803	848.00	848.00	830.00	836.25	-11.75	1,484	20,026	+391
May12	110803	850.00	853.00	836.75	840.75	-12.25	162	3,420	-11
Jul12	110803	850.00	852.00	834.00	838.25	-13.75	1,104	15,132	+316
Total Volume and Open Interest							18,539	170,686	+1,338
Wheat(MGE)
Sep11	110803	850.00	853.00	834.00	844.75	-4.75	1,733	17,692	+120
Dec11	110803	860.00	861.25	842.00	852.50	-2.75	1,064	19,495	-73
Mar12	110803	869.25	871.50	854.75	864.25	-5.25	481	6,475	+41
May12	110803	873.75	877.25	862.25	871.75	-4.25	271	3,253	+74
Jul12	110803	878.50	884.50	867.00	877.00	-5.75	190	4,742	+18
Total Volume and Open Interest							3,796	55,593	+198
Oats(CBOT)
Sep11	110803	355.75	356.00	340.50	345.50	-8.50	1,721	2,312	-582
Dec11	110803	366.75	366.75	350.00	356.50	-8.50	1,892	9,113	+894
Mar12	110803	375.50	375.50	366.00	367.00	-8.50	14	827	-5
May12	110803	373.50	382.00	373.50	373.50	-8.50	0	27	+0
Total Volume and Open Interest							3,627	12,308	+307
Rough Rice(CBOT)
Sep11	110803	16.44	16.53	16.23	16.34	-0.03	1,343	8,748	-155
Nov11	110803	16.80	16.84	16.55	16.67	-0.03	904	7,460	+416
Jan12	110803	17.09	17.09	16.89	16.95	-0.05	19	649	+8
Mar12	110803	17.26	17.26	17.20	17.25	-0.02	19	821	+16
Total Volume and Open Interest							2,286	17,706	+285
Live Cattle(CME)
Aug11	110803	112.785	113.230	111.950	113.135	+0.585	10,113	34,717	-1,942
Oct11	110803	117.800	118.400	117.050	118.285	+0.235	21,860	129,560	+99
Dec11	110803	120.700	121.180	119.930	121.035	+0.335	7,555	89,619	+625
Feb12	110803	123.450	123.900	122.730	123.785	-0.015	3,999	31,432	+137
Apr12	110803	125.980	126.250	125.180	126.135	-0.165	1,925	17,258	+680
Jun12	110803	123.000	123.350	122.500	123.330	unch	444	7,370	+29
Total Volume and Open Interest							46,027	311,129	-302
Feeder Cattle(CME)
Aug11	110803	135.075	135.350	133.100	134.350	-0.650	3,083	10,217	-689
Sep11	110803	136.550	136.800	134.500	135.485	-1.115	2,074	10,825	-165
Oct11	110803	138.000	138.200	135.550	136.735	-1.450	1,472	10,227	+356
Nov11	110803	138.300	138.685	136.485	137.535	-1.465	472	4,321	+19
Jan12	110803	138.800	138.935	136.850	138.100	-1.200	291	2,331	+39
Mar12	110803	138.800	138.800	136.985	138.130	-1.000	99	677	+45
Apr12	110803	139.350	139.350	138.000	139.250	unch	16	170	+9
Total Volume and Open Interest							7,520	38,899	-381
Lean Hogs(CME)
Aug11	110803	103.800	104.730	102.500	104.650	+0.850	4,452	15,894	-230
Oct11	110803	92.830	93.100	90.050	92.250	-0.430	10,184	95,929	+788
Dec11	110803	89.600	89.900	87.300	89.330	-0.120	6,066	70,629	+1,201
Feb12	110803	91.330	91.600	89.550	91.385	+0.235	3,327	33,787	+1,068
Apr12	110803	92.850	93.000	91.100	92.930	+0.480	1,420	20,671	+506
May12	110803	94.900	96.400	94.800	96.400	+0.500	1	910	+0
Jun12	110803	98.300	98.385	96.700	98.100	-0.035	301	11,145	+200
Jul12	110803	96.730	97.000	95.300	96.700	+0.100	139	3,451	+62
Total Volume and Open Interest							26,011	255,200	+3,612
Class III Milk(CME)
Aug11	110803	21.39	21.50	21.28	21.45	+0.02	286	6,415	-27
Sep11	110803	20.40	20.44	20.05	20.31	-0.11	335	6,407	+81
Oct11	110803	19.54	19.65	19.19	19.53	-0.08	284	5,041	+75
Nov11	110803	18.60	18.75	18.44	18.65	-0.01	258	4,059	+52
Dec11	110803	17.60	17.74	17.60	17.73	-0.01	139	3,633	-21
Total Volume and Open Interest							1,437	38,831	+211
Cocoa(ICE)
Sep11	110803	2932	2963	2912	2916	-17	10,162	56,134	-2,825
Dec11	110803	2969	2994	2948	2952	-13	5,999	49,945	+1,003
Mar12	110803	3010	3030	3000	3004	-9	1,865	37,508	+619
May12	110803	3013	3029	3010	3011	-8	260	12,112	+124
Jul12	110803	3030	3040	3019	3022	-6	285	5,333	+180
Sep12	110803	3037	3037	3024	3028	-2	168	8,397	-51
Dec12	110803	3045	3045	3036	3036	-2	104	4,156	+100
Total Volume and Open Interest							18,843	176,957	-850
Coffee "C"(ICE)
Sep11	110803	242.85	245.70	240.35	241.90	-1.30	14,404	46,316	+633
Dec11	110803	246.30	249.40	244.10	245.50	-1.60	9,861	45,099	+1,747
Mar12	110803	249.75	251.55	246.45	247.75	-1.95	1,952	11,636	+529
May12	110803	251.70	252.35	248.60	249.15	-1.90	225	5,316	+18
Jul12	110803	253.30	253.30	249.20	249.90	-2.05	159	2,044	+79
Sep12	110803	253.00	253.00	249.45	249.45	-2.10	16	1,787	+0
Total Volume and Open Interest							26,626	113,695	+3,009
Orange Juice(ICE)
Sep11	110803	201.80	201.80	197.05	197.90	-3.75	1,304	24,548	-433
Nov11	110803	190.00	191.00	187.90	188.75	-2.60	622	9,605	+773
Jan12	110803	182.50	182.75	181.50	182.05	-1.15	40	1,788	+28
Mar12	110803	178.30	178.30	178.30	178.30	-0.15	7	316	+1
May12	110803	176.30	176.30	176.30	176.30	-0.25	1	283	+0
Jul12	110803	175.80	175.80	175.80	175.80	-0.25	0	130	+0
Total Volume and Open Interest							1,974	36,681	+369
Sugar #11(ICE)
Oct11	110803	28.41	28.56	27.22	27.69	-0.47	53,342	296,714	-5,098
Mar12	110803	27.51	27.61	26.33	26.74	-0.51	24,302	150,929	+1,519
May12	110803	26.30	26.40	25.29	25.69	-0.40	9,728	47,871	-961
Jul12	110803	25.40	25.50	24.51	24.94	-0.30	5,338	66,234	+61
Oct12	110803	24.75	24.75	23.92	24.35	-0.17	1,578	30,293	+153
Total Volume and Open Interest							95,297	632,150	-4,530
London Cocoa(LCE)
Sep11	110803	1853	1859	1835	1836	-18	2,873	72,490	+298
Dec11	110803	1881	1888	1861	1864	-20	2,272	50,677	+94
Mar12	110803	1896	1904	1880	1882	-17	1,060	39,391	+35
May12	110803	1907	1910	1893	1893	-19	266	14,116	-16
Jul12	110803	1913	1917	1899	1901	-16	80	6,236	+4
Sep12	110803	1925	1928	1910	1910	-15	117	4,725	-10
Dec12	110803	1940	1942	1924	1924	-16	118	7,726	+111
Total Volume and Open Interest							6,798	196,234	+516
London Sugar(LCE)
Oct11	110803	748.80	753.20	723.80	724.60	-27.70	1,516	25,795	-347
Dec11	110803	709.80	713.20	688.80	689.00	-25.30	689	7,487	+15
Mar12	110803	697.30	698.60	676.80	676.80	-24.40	355	9,851	+162
May12	110803	676.30	676.30	659.10	659.60	-19.60	19	3,323	-7
Aug12	110803	651.00	651.00	641.50	642.30	-19.40	64	1,944	+28
Total Volume and Open Interest							2,647	49,969	-148
Cotton(ICE)
Oct11	110803	106.52	106.53	103.53	104.42	-2.75	121	522	-23
Dec11	110803	105.95	106.74	103.91	104.16	-2.69	12,117	99,616	-813
Mar12	110803	103.56	103.56	101.41	101.82	-2.74	2,155	26,112	+297
May12	110803	101.08	101.10	99.75	99.89	-2.85	607	5,692	-37
Jul12	110803	99.42	99.64	98.76	98.91	-2.16	649	7,434	+180
Oct12	110803	97.00	97.00	97.00	97.00	-2.16	0	3	+0
Total Volume and Open Interest							15,698	143,264	-385
Lumber(CME)
Sep11	110803	226.5	232.0	222.3	222.6	-5.9	816	5,644	+122
Nov11	110803	240.0	243.8	234.0	238.0	-4.0	333	3,832	+32
Jan12	110803	260.0	264.7	256.5	261.5	-5.9	55	879	-23
Mar12	110803	274.7	274.7	270.0	270.5	-9.0	12	130	+1
Total Volume and Open Interest							1,217	10,487	+133
Crude Oil(NYM)
Sep11	110803	93.15	93.75	91.22	91.93	-1.86	398,857	364,537	+2,443
Oct11	110803	93.66	94.13	91.63	92.33	-1.87	83,863	114,443	+8,971
Nov11	110803	93.98	94.55	92.09	92.78	-1.86	38,871	91,132	+2,794
Dec11	110803	94.42	94.97	92.52	93.24	-1.84	61,494	202,706	-4,281
Jan12	110803	95.11	95.36	92.98	93.67	-1.84	13,109	53,058	+314
Feb12	110803	95.50	95.50	93.50	94.11	-1.85	7,250	24,567	-378
Mar12	110803	95.84	96.20	93.93	94.56	-1.85	5,512	36,846	+604
Apr12	110803	96.30	96.63	94.55	95.00	-1.85	2,684	23,039	+322
May12	110803	96.41	97.01	94.99	95.43	-1.84	2,983	18,715	+115
Jun12	110803	97.10	97.36	95.11	95.84	-1.83	14,422	83,625	+797
Jul12	110803	96.68	96.69	95.62	96.22	-1.82	1,537	30,517	+64
Aug12	110803	97.78	97.78	96.51	96.51	-1.81	1,940	16,882	-346
Sep12	110803	96.77	96.77	96.77	96.77	-1.80	1,304	17,406	+54
Oct12	110803	96.96	97.01	96.96	97.01	-1.80	850	12,605	+172
Nov12	110803	97.25	97.25	97.25	97.25	-1.82	300	20,728	-31
Dec12	110803	98.82	99.00	96.80	97.50	-1.85	29,715	145,548	-3,621
Total Volume and Open Interest							689,962	1,536,140	+14,546
e-miNY Crude Oil(NYM)
Aug11	110719	96.125	98.650	95.925	97.500	+1.575	5,608	3,447	-104
Sep11	110803	93.150	93.750	91.250	91.925	-1.875	12,789	4,012	+441
Oct11	110803	93.650	94.100	91.650	92.325	-1.875	527	634	+32
Nov11	110803	94.125	94.250	92.550	92.775	-1.875	116	210	+15
Dec11	110803	94.425	94.800	92.650	93.250	-1.825	398	496	+232
Jan12	110803	93.675	93.675	93.675	93.675	-1.825	5	14	+2
Feb12	110803	94.100	94.100	94.100	94.100	-1.850	0	3	+0
Mar12	110803	94.550	94.550	94.550	94.550	-1.850	0	10	+0
Apr12	110803	95.000	95.000	95.000	95.000	-1.850	0	1	+0
May12	110803	95.425	95.425	95.425	95.425	-1.850	0	1	+0
Total Volume and Open Interest							13,835	5,567	+722
Heating Oil(NYM)
Sep11	110803	307.52	308.93	301.25	301.89	-7.27	68,105	107,556	+753
Oct11	110803	308.66	309.70	302.59	303.18	-7.33	17,402	38,379	+372
Nov11	110803	310.27	310.50	304.35	304.62	-7.42	7,678	30,735	-250
Dec11	110803	312.12	312.78	305.39	306.01	-7.49	10,806	38,836	+253
Jan12	110803	313.76	313.76	306.97	307.35	-7.54	3,916	23,384	-103
Feb12	110803	312.96	312.96	307.48	307.48	-7.53	1,147	10,575	+94
Mar12	110803	310.42	310.42	306.58	306.58	-7.49	559	7,674	+64
Apr12	110803	309.67	309.67	304.51	304.51	-7.45	419	3,682	-118
May12	110803	303.72	303.72	302.64	302.64	-7.36	540	4,252	+274
Jun12	110803	307.81	307.81	301.43	301.76	-7.34	2,113	23,788	+564
Jul12	110803	303.00	303.00	302.41	302.41	-7.34	89	1,834	-21
Aug12	110803	303.44	303.56	303.44	303.56	-7.36	210	959	+59
Total Volume and Open Interest							113,405	303,182	+2,094
Gasoline(NYMEX)
Sep11	110803	301.21	302.00	292.20	293.13	-10.60	60,756	92,945	-2,560
Oct11	110803	287.29	288.50	279.61	280.51	-9.80	22,087	40,155	+1,810
Nov11	110803	283.60	284.47	277.27	277.79	-9.17	9,371	22,183	+132
Dec11	110803	283.05	284.00	275.80	276.54	-8.90	9,266	34,579	+947
Jan12	110803	284.29	284.29	276.66	276.93	-8.75	2,123	13,071	+236
Feb12	110803	283.82	284.25	277.72	278.26	-8.66	1,158	5,942	+59
Mar12	110803	283.50	283.50	280.13	280.13	-8.57	1,333	8,889	+258
Apr12	110803	291.53	291.65	291.39	291.53	-8.27	298	5,667	-105
May12	110803	291.71	291.71	291.71	291.71	-8.13	165	2,196	+5
Jun12	110803	292.30	293.30	290.80	291.18	-8.02	636	7,528	+373
Total Volume and Open Interest							107,304	245,965	+1,210
e-miNY RBOB Gasoline(NYM)
Sep11	110803	293.10	293.13	293.10	293.10	-10.60	0	1	+0
Oct11	110803	280.50	280.51	280.50	280.50	-9.80	0	1	+0
Nov11	110803	277.80	277.80	277.79	277.80	-9.20
Dec11	110803	276.50	276.54	276.50	276.50	-8.90
Total Volume and Open Interest							0	4	+0
Natural Gas(NYM)
Sep11	110803	4.153	4.180	4.066	4.090	-0.065	76,741	238,073	-397
Oct11	110803	4.161	4.182	4.072	4.102	-0.054	34,132	145,649	+802
Nov11	110803	4.266	4.291	4.195	4.222	-0.049	27,321	114,885	-542
Dec11	110803	4.478	4.488	4.401	4.425	-0.053	16,278	50,188	+1,699
Jan12	110803	4.566	4.599	4.505	4.524	-0.052	13,603	117,431	-173
Feb12	110803	4.578	4.586	4.508	4.528	-0.050	4,149	30,612	+881
Mar12	110803	4.549	4.555	4.479	4.499	-0.049	3,970	48,097	+237
Apr12	110803	4.489	4.498	4.425	4.443	-0.046	4,696	51,976	-85
May12	110803	4.513	4.517	4.450	4.465	-0.045	265	11,103	+46
Jun12	110803	4.535	4.554	4.488	4.500	-0.044	336	12,140	-35
Jul12	110803	4.593	4.597	4.536	4.542	-0.044	273	8,922	+65
Aug12	110803	4.623	4.623	4.565	4.570	-0.045	297	9,786	-154
Sep12	110803	4.634	4.634	4.570	4.578	-0.046	303	7,587	+20
Oct12	110803	4.670	4.670	4.600	4.615	-0.047	981	35,697	+154
Nov12	110803	4.780	4.783	4.768	4.775	-0.045	125	5,315	+19
Dec12	110803	5.050	5.065	5.001	5.015	-0.040	77	11,381	+19
Total Volume and Open Interest							184,610	968,314	+2,990
Brent Crude Oil(ICE)
Sep11	110803	116.19	116.29	112.84	113.23	-3.23	247,669	185,188	+1,024
Oct11	110803	115.92	115.98	112.66	113.07	-3.11	100,976	147,757	+1,047
Nov11	110803	115.87	115.87	112.70	113.06	-3.05	44,071	62,062	+1,801
Dec11	110803	115.79	115.79	112.65	113.04	-2.99	56,517	96,817	-13
Jan12	110803	115.70	115.70	112.84	113.03	-2.95	8,515	23,012	+661
Feb12	110803	115.63	115.63	112.79	112.98	-2.93	5,137	18,351	+660
Mar12	110803	115.06	115.49	112.73	112.92	-2.91	5,036	34,591	+239
Apr12	110803	115.00	115.40	112.74	112.86	-2.89	1,743	14,319	-28
May12	110803	114.92	114.99	112.79	112.79	-2.87	1,498	8,795	+201
Jun12	110803	114.92	115.22	112.50	112.70	-2.86	7,022	42,559	+285
Jul12	110803	112.62	112.62	112.62	112.62	-2.84	864	9,050	+183
Aug12	110803	112.51	112.51	112.51	112.51	-2.81	851	5,895	-261
Sep12	110803	112.36	112.36	112.36	112.36	-2.78	686	7,803	-78
Oct12	110803	112.19	112.19	112.19	112.19	-2.76	509	3,677	+118
Total Volume and Open Interest							506,694	812,367	+7,570
Gas Oil(ICE)
Aug11	110803	963.75	968.50	946.00	954.25	-13.25	64,327	72,059	-8,128
Sep11	110803	965.50	970.00	946.75	955.25	-13.75	145,247	150,179	+5,004
Oct11	110803	967.00	970.75	947.50	955.75	-14.50	37,035	72,503	+2,506
Nov11	110803	966.75	971.00	948.75	955.75	-15.25	13,366	38,085	-655
Dec11	110803	968.50	971.00	948.00	956.25	-15.75	41,249	64,288	+3,264
Jan12	110803	965.75	970.75	949.75	957.75	-15.50	12,672	41,194	+3,648
Feb12	110803	971.25	971.25	954.25	958.25	-15.75	2,778	12,944	+654
Mar12	110803	971.25	971.25	950.50	958.00	-16.00	1,686	14,275	-321
Apr12	110803	970.50	971.50	956.00	957.00	-16.25	1,048	9,207	+235
May12	110803	969.75	970.75	951.50	956.25	-16.00	1,001	7,987	-212
Total Volume and Open Interest							327,754	583,986	+5,738
Ethanol(CBOT)
Aug11	110803	2.836	2.836	2.800	2.800	-0.042	102	196	-79
Sep11	110803	2.741	2.744	2.714	2.722	-0.043	282	1,654	-21
Oct11	110803	2.640	2.649	2.620	2.626	-0.034	206	1,330	-56
Nov11	110803	2.580	2.595	2.570	2.590	-0.016	58	1,173	+4
Dec11	110803	2.563	2.582	2.555	2.575	-0.011	46	1,583	-19
Jan12	110803	2.565	2.565	2.550	2.555	-0.011	138	833	+116
Feb12	110803	2.563	2.564	2.550	2.555	-0.009	118	513	+24
Mar12	110803	2.564	2.564	2.564	2.564	-0.006	17	405	+1
Total Volume and Open Interest							1,073	9,616	-3
WTI Crude Oil(ICE
Sep11	110803	93.36	93.77	91.22	91.93	-1.86	86,883	79,213	+795
Oct11	110803	93.67	94.12	91.64	92.33	-1.87	27,531	38,762	+1,077
Nov11	110803	94.00	94.49	92.26	92.78	-1.86	14,535	25,429	+1,337
Dec11	110803	94.75	94.98	92.57	93.24	-1.84	23,093	91,931	-374
Jan12	110803	94.76	95.31	93.33	93.67	-1.84	5,184	19,569	+525
Feb12	110803	95.30	95.63	93.44	94.11	-1.85	2,797	6,124	+252
Mar12	110803	95.74	95.89	93.88	94.56	-1.85	2,267	16,288	+28
Apr12	110803	96.18	96.28	94.68	95.00	-1.85	681	4,754	-50
May12	110803	96.71	96.71	95.10	95.43	-1.84	709	3,264	+118
Jun12	110803	97.02	97.37	95.17	95.84	-1.83	3,096	30,019	-347
Jul12	110803	97.45	97.45	96.22	96.22	-1.82	181	4,791	-2
Aug12	110803	96.51	96.51	96.51	96.51	-1.81	98	1,353	+16
Sep12	110803	96.77	96.77	96.77	96.77	-1.80	22	5,079	+5
Oct12	110803	97.01	97.01	97.01	97.01	-1.80	0	1,176	+0
Nov12	110803	97.25	97.25	97.25	97.25	-1.82	0	2,549	+0
Dec12	110803	98.92	99.04	96.81	97.50	-1.85	6,147	46,577	-277
Total Volume and Open Interest							176,311	452,182	+4,239
US Dollar Index(ICE)
Sep11	110803	74.720	74.855	74.085	74.200	-0.465	31,787	59,790	-2,552
Dec11	110803	75.175	75.275	74.500	74.620	-0.470	36	700	-3
Mar12	110803	75.080	75.080	75.080	75.080	-0.470	0	1	+0
Total Volume and Open Interest							31,823	60,491	-2,555
Australian Dollar(CME)
Sep11	110803	107.19	107.24	106.16	106.74	-0.74	126,267	131,861	+1,216
Dec11	110803	106.00	106.31	105.22	105.61	-0.70	229	608	+37
Mar12	110803	103.55	105.15	103.55	104.56	-0.59	0	2	+0
Total Volume and Open Interest							126,496	132,478	+1,253
British Pound(CME)
Sep11	110803	162.79	164.25	162.45	164.13	+1.24	117,693	98,616	-809
Dec11	110803	162.65	163.97	162.65	163.97	+1.23	44	256	+0
Mar12	110803	163.82	163.82	162.59	163.82	+1.23	0	2	+0
Total Volume and Open Interest							117,737	98,880	-809
Canadian Dollar(CME)
Sep11	110803	103.95	104.42	103.56	103.77	-0.41	85,869	126,632	+328
Dec11	110803	103.65	104.20	103.40	103.57	-0.41	148	4,101	-10
Mar12	110803	103.70	103.90	103.35	103.36	-0.40	0	637	+0
Jun12	110803	103.15	103.54	103.14	103.15	-0.39	0	292	+0
Total Volume and Open Interest							86,017	131,805	+318
Japanese Yen(CME)
Sep11	110803	129.40	130.31	129.26	130.11	+0.51	190,551	143,030	-2,215
Dec11	110803	129.49	130.39	129.47	130.25	+0.51	393	1,032	+50
Mar12	110803	130.00	130.68	129.93	130.44	+0.51	2	45	-1
Total Volume and Open Interest							190,946	144,127	-2,166
Swiss Franc(CME)
Sep11	110803	130.87	131.19	128.50	130.26	-0.05	67,484	53,343	-1,585
Dec11	110803	131.05	131.34	128.85	130.48	+0.02	535	704	+313
Mar12	110803	130.72	130.72	130.66	130.72	+0.06	0	5	+0
Total Volume and Open Interest							68,019	54,055	-1,272
EuroFX(CME)
Sep11	110803	141.79	143.32	141.31	142.98	+1.18	389,581	184,276	+3,613
Dec11	110803	141.39	143.00	141.17	142.69	+1.18	1,215	1,877	+507
Mar12	110803	142.28	142.53	141.20	142.38	+1.18	10	371	+8
Total Volume and Open Interest							390,806	187,360	+4,128
Mexican Peso(CME)
Aug11	110803	845.8	848.5	845.8	845.8	-2.8
Sep11	110803	840.2	845.0	837.8	841.5	-2.8	34,208	132,753	-1,045
Total Volume and Open Interest							34,208	133,088	-1,045
Brazilian Real(CME)
Sep11	110803	634.00	640.10	634.00	638.50	+2.75	201	8,153	+160
Oct11	110803	634.65	634.65	631.90	634.65	+2.75
Nov11	110803	630.85	630.85	628.10	630.85	+2.75
Dec11	110803	627.00	627.00	624.25	627.00	+2.75	0	138	+0
Total Volume and Open Interest							206	20,712	+165
30-Year T-Bonds(CBOT)
Sep11	110803	130~280	132~080	130~150	131~090	+0~150	391,728	649,053	-11,102
Dec11	110803	129~170	130~250	129~110	129~290	+0~130	1,158	3,943	+416
Mar12	110803	128~050	128~230	128~020	128~150	+0~130	0	9	+0
Total Volume and Open Interest							392,886	653,005	-10,686
10-Year T-Notes(CBOT)
Sep11	110803	127~025	127~115	126~240	127~015	+0~030	1,356,231	1,839,763	-3,638
Dec11	110803	125~270	126~055	125~190	125~270	+0~035	2,270	17,400	+71
Mar12	110803	124~270	124~270	124~235	124~270	+0~035
Total Volume and Open Interest							1,358,501	1,857,163	-3,567
5-Year T-Notes(CBOT)
Sep11	110803	122~010	122~032	121~112	121~126	-0~009	747,985	1,427,296	-21,104
Dec11	110803	121~000	121~000	120~102	120~109	-0~011	353	478	+171
Mar12	110803	120~005	120~016	120~005	120~005	-0~011
Total Volume and Open Interest							748,338	1,427,774	-20,933
2 Year T-Notes(CBOT)
Sep11	110803	110~005	110~009	109~127	110~003	-0~002	250,151	1,020,711	+1,723
Dec11	110803	109~117	109~121	109~113	109~115	-0~002	54	1,912	+52
Mar12	110803	109~053	109~055	109~053	109~053	-0~002
Total Volume and Open Interest							250,205	1,022,623	+1,775
Eurodollars(CME)
Sep11	110803	99.585	99.620	99.565	99.610	+0.020	250,559	1,195,309	+1,966
Dec11	110803	99.475	99.510	99.460	99.495	+0.010	270,480	1,141,882	+3,662
Mar12	110803	99.455	99.480	99.440	99.470	+0.010	266,729	1,339,883	-8,210
Jun12	110803	99.445	99.455	99.420	99.450	+0.005	239,151	1,395,199	+26,603
Sep12	110803	99.415	99.420	99.385	99.415	+0.005	316,069	1,039,263	-27,339
Dec12	110803	99.340	99.345	99.295	99.330	unch	213,345	763,000	-4,824
Mar13	110803	99.240	99.250	99.190	99.235	unch	163,519	749,845	+5,092
Jun13	110803	99.115	99.130	99.060	99.110	+0.005	183,944	555,366	+22,306
Sep13	110803	98.945	98.970	98.890	98.950	+0.010	151,594	512,604	+6,557
Dec13	110803	98.740	98.765	98.680	98.740	+0.010	126,317	358,905	+3,497
Mar14	110803	98.525	98.545	98.465	98.525	+0.015	74,989	269,144	+3,566
Jun14	110803	98.290	98.315	98.235	98.290	+0.015	65,396	215,027	+4,748
Sep14	110803	98.050	98.080	97.995	98.050	+0.015	43,184	127,727	+7,602
Dec14	110803	97.790	97.835	97.740	97.795	+0.015	30,224	130,191	+2,870
Mar15	110803	97.560	97.600	97.505	97.555	+0.015	24,687	105,922	+267
Jun15	110803	5.575	5.620	5.520	5.570	+0.015	25,124	82,179	-1,396
Sep15	110803	5.350	5.400	5.290	5.345	+0.020	11,144	59,945	-512
Dec15	110803	5.130	5.185	5.070	5.125	+0.025	15,784	54,312	-1,018
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Aug11	110803	99.885	99.900	99.878	99.897	+0.010	29,057	97,834	-239
Sep11	110803	99.890	99.905	99.880	99.895	+0.010	17,809	68,257	+2,889
Oct11	110803	99.880	99.900	99.870	99.885	+0.010	12,565	52,535	-165
Nov11	110803	99.870	99.890	99.865	99.875	+0.010	6,293	50,825	+455
Dec11	110803	99.865	99.880	99.860	99.865	+0.005	6,271	66,190	+547
Jan12	110803	99.850	99.860	99.845	99.850	+0.005	3,362	52,686	+677
Total Volume and Open Interest							127,267	860,909	-57,005
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110803	99.665	99.665	99.665	99.665	unch	0	51	+0
Dec11	110803	99.665	99.665	99.665	99.665	unch	0	75	+0
Mar12	110803	99.662	99.662	99.662	99.662	unch
Jun12	110803	99.660	99.660	99.660	99.660	unch
Sep12	110803	99.590	99.590	99.590	99.590	unch
Dec12	110803	99.650	99.650	99.650	99.650	unch
Mar13	110803	99.650	99.650	99.650	99.650	unch
Jun13	110803	99.605	99.605	99.605	99.605	unch
Sep13	110803	99.465	99.465	99.465	99.465	unch
Dec13	110803	99.325	99.325	99.325	99.325	unch
Total Volume and Open Interest							0	126	+0
3-Mth Euro-Yen(SGX)
Sep11	110803	99.67	99.67	99.67	99.67	unch	0	1,176	+0
Dec11	110803	99.67	99.67	99.67	99.67	unch	0	1,478	+0
Mar12	110803	99.66	99.66	99.66	99.66	unch	0	1,823	+0
Jun12	110803	99.66	99.66	99.66	99.66	unch	0	1,374	+0
Sep12	110803	99.59	99.59	99.59	99.59	unch	0	411	+0
Dec12	110803	99.66	99.66	99.65	99.65	unch	0	26	+0
Mar13	110803	99.65	99.65	99.65	99.65	unch	0	1	+0
Jun13	110803	99.61	99.61	99.61	99.61	unch
Total Volume and Open Interest							0	6,289	+0
Japanese Gov't Bonds(SGX)
Sep11	110803	142.16	142.33	142.08	142.17	+0.06	3,263	24,191	+390
Dec11	110803	141.80	141.80	141.76	141.76	+0.06	0	2	+0
Mar12	110803	139.67	139.67	139.67	139.67	+0.06
Total Volume and Open Interest							3,263	24,193	+390
Euro-Bund(EUREX)
Sep11	110803	132.18	132.63	131.43	131.81	-0.01	894,446	989,593	-20,113
Dec11	110803	131.25	131.25	130.06	130.42	-0.04	181	1,314	+137
Mar12	110803	130.79	130.79	130.79	130.79	-0.01
Total Volume and Open Interest							894,627	990,907	-19,976
Euro-Bobl(EUREX)
Sep11	110803	120.60	120.78	120.01	120.25	-0.13	498,436	742,830	-770
Dec11	110803	119.15	119.38	119.15	119.29	-0.18	0	696	+0
Mar12	110803	119.28	119.28	119.28	119.28	-0.13
Total Volume and Open Interest							498,436	743,526	-770
3-Mth Euribor(EUREX)
Sep11	110803	98.410	98.410	98.410	98.410	+0.010	276	2,153	-254
Dec11	110803	98.425	98.425	98.425	98.425	+0.025	354	1,551	+153
Mar12	110803	98.430	98.430	98.430	98.430	+0.035	3	2,474	+0
Total Volume and Open Interest							642	9,949	-98
Long Gilt(LIFFE)
Sep11	110803	126~22	126~22	126~07	126~09	+0~07	106,471	356,479	-219
Dec11	110803	124~31	124~31	124~31	124~31	+0~07	1	1	+1
Total Volume and Open Interest							106,472	356,480	-218
3-Mth Short Sterling(LIFFE)
Sep11	110803	99.11	99.13	99.10	99.12	unch	18,811	422,523	-3,583
Dec11	110803	99.08	99.09	99.07	99.09	unch	29,533	518,589	+4,160
Mar12	110803	99.07	99.08	99.05	99.07	unch	37,482	457,702	-4,608
Jun12	110803	99.04	99.05	99.02	99.03	+0.01	52,816	315,382	+5,139
Sep12	110803	98.98	99.00	98.96	98.97	+0.01	45,324	303,956	-7,677
Dec12	110803	98.90	98.91	98.85	98.87	unch	37,731	294,392	+8,860
Total Volume and Open Interest							290,538	2,761,409	+8,409
3-Mth Euribor(LIFFE)
Sep11	110803	98.410	98.425	98.390	98.410	+0.010	84,306	715,579	+4,809
Dec11	110803	98.415	98.460	98.395	98.425	+0.025	111,712	602,281	-2,245
Mar12	110803	98.415	98.470	98.390	98.430	+0.035	108,147	507,646	-9,879
Total Volume and Open Interest							743,042	3,626,753	-7,311
3-Mth Aus T-Bills(SFE)
Sep11	110803	95.16	95.39	95.15	95.26	+0.11	63,248	225,063	-7,058
Dec11	110803	95.28	95.64	95.28	95.52	+0.25	74,327	239,834	-8,807
Mar12	110803	95.40	95.78	95.38	95.66	+0.28	37,351	154,197	-6,736
Jun12	110803	95.46	95.81	95.45	95.69	+0.26	12,138	83,853	+888
Sep12	110803	95.47	95.79	95.46	95.68	+0.25	6,827	57,170	+2,637
Dec12	110803	95.51	95.76	95.43	95.64	+0.23	4,405	35,000	+1,213
Mar13	110803	95.48	95.74	95.42	95.61	+0.24	2,355	34,837	+872
Jun13	110803	95.38	95.69	95.38	95.56	+0.24	1,769	13,771	+442
Sep13	110803	95.49	95.67	95.49	95.50	+0.21	131	2,935	+22
Dec13	110803	95.60	95.60	95.42	95.42	+0.19	4	1,620	+4
Total Volume and Open Interest							202,555	848,423	+0
10-Year Aus T-Bonds(SFE)
Sep11	110803	95.28	95.44	95.27	95.37	+0.10	72,254	409,593	-4,992
Dec11	110803	95.37	95.37	95.37	95.37	+0.10
Total Volume and Open Interest							72,254	409,593	+0
3-Year Aus T-Bonds(SFE)
Sep11	110803	95.79	96.09	95.78	95.98	+0.21	225,991	783,272	+4,193
Dec11	110803	95.98	95.98	95.98	95.98	+0.21
Total Volume and Open Interest							225,991	783,272	+0
Gold(CMX)
Aug11	110803	1659.9	1672.3	1651.6	1663.4	+21.5	2,889	6,319	-1,667
Oct11	110803	1662.0	1675.3	1653.1	1664.9	+21.8	9,470	26,114	+757
Dec11	110803	1662.5	1675.9	1654.4	1666.3	+21.8	156,244	379,272	+5,592
Feb12	110803	1663.7	1675.8	1656.9	1667.9	+22.0	588	12,225	+58
Apr12	110803	1663.7	1676.9	1658.0	1669.5	+22.0	319	6,282	+41
Jun12	110803	1666.5	1679.7	1660.5	1671.3	+22.1	27	14,817	+10
Aug12	110803	1678.0	1680.5	1673.2	1673.2	+22.1	15	5,525	-4
Oct12	110803	1675.3	1675.3	1675.3	1675.3	+22.1	18	4,157	-1
Dec12	110803	1666.5	1685.9	1666.5	1677.8	+22.2	112	12,053	+63
Feb13	110803	1675.2	1685.0	1675.2	1679.8	+22.1	11	1,558	+5
Apr13	110803	1682.3	1682.3	1682.3	1682.3	+22.1	0	226	+0
Jun13	110803	1683.9	1686.5	1683.9	1685.2	+22.2	95	11,435	+27
Total Volume and Open Interest							172,079	523,649	+4,799
Silver(CMX)
Sep11	110803	4087.0	4206.0	4057.5	4175.8	+166.6	44,352	59,281	+593
Dec11	110803	4082.5	4207.5	4062.5	4178.7	+166.9	2,125	32,340	+751
Mar12	110803	4079.5	4197.0	4079.5	4179.6	+167.5	291	5,611	+46
May12	110803	4172.0	4177.6	4172.0	4177.6	+167.4	17	1,707	+14
Jul12	110803	4159.0	4192.0	4159.0	4176.9	+168.1	52	1,866	+0
Sep12	110803	4066.5	4174.3	4062.0	4174.3	+168.1	3	275	+0
Dec12	110803	4109.5	4176.0	4072.0	4168.2	+168.0	222	8,340	+98
Total Volume and Open Interest							47,246	121,061	+1,544
Platinum(NYMEX)
Oct11	110803	1798.5	1803.0	1778.2	1785.0	-8.5	5,103	34,087	+454
Jan12	110803	1799.4	1799.4	1782.3	1788.3	-8.5	55	1,353	+40
Apr12	110803	1805.0	1805.0	1790.7	1791.1	-8.6	2	126	+2
Jul12	110803	1800.0	1800.0	1794.4	1794.4	-8.6	0	11	+0
Total Volume and Open Interest							5,161	35,581	+496
Palladium(NYMEX)
Sep11	110803	826.65	829.85	793.40	795.10	-31.80	5,927	23,018	-203
Dec11	110803	829.95	829.95	796.00	796.60	-31.75	296	1,988	+205
Mar12	110803	159.34	159.34	142.34	142.34	-31.50	15	67	+14
Total Volume and Open Interest							6,238	25,073	+16
Copper(CMX)
Sep11	110803	437.55	440.35	432.05	432.60	-6.90	49,385	86,454	-795
Dec11	110803	440.00	442.40	434.35	434.95	-6.80	9,324	44,482	+721
Mar12	110803	441.80	441.80	436.25	436.35	-6.70	1,726	15,673	-9
May12	110803	436.80	436.80	436.80	436.80	-6.50	352	2,530	+119
Jul12	110803	436.55	436.55	436.55	436.55	-6.50	356	1,026	+121
Total Volume and Open Interest							62,593	157,839	+364
DJIA Index(CBOT)
Sep11	110803	11808	11882	11655	11818	+14	959	17,635	-65
Dec11	110803	11690	11747	11690	11747	+13	0	88	+0
Mar12	110803	11678	11678	11665	11678	+13
Jun12	110803	11608	11608	11595	11608	+13
Total Volume and Open Interest							959	17,723	-65
Mini DJIA Index(CBOT)
Sep11	110803	11809	11884	11648	11818	+14	159,305	108,406	-6,649
Dec11	110803	11735	11785	11587	11747	+13	260	437	+32
Mar12	110803	11600	11678	11600	11678	+13	0	11	+0
Jun12	110803	11608	11608	11608	11608	+13
Total Volume and Open Interest							159,565	108,854	-6,617
S & P 500(CME)
Sep11	110803	1248.10	1258.00	1230.50	1254.50	+7.20	22,749	279,616	-2,572
Dec11	110803	1247.50	1251.70	1226.30	1248.90	+7.20	4	11,107	-8
Mar12	110803	1243.40	1246.20	1221.20	1243.40	+7.20	3	10	-1
Jun12	110803	1227.00	1241.20	1216.20	1238.40	+7.20	0	5	+0
Total Volume and Open Interest							22,756	290,738	-2,581
S & P 500 E-Mini(Globex)
Sep11	110803	1248.25	1258.00	1230.25	1254.50	+7.25	3,020,191	2,717,702	+28,647
Dec11	110803	1243.00	1252.00	1225.00	1249.00	+7.25	1,247	24,392	-42
Total Volume and Open Interest							3,021,445	2,742,308	+28,600
NASDAQ 100(CME)
Sep11	110803	2283.00	2315.00	2252.00	2302.50	+14.20	944	18,519	+106
Dec11	110803	2297.00	2306.00	2250.00	2297.00	+14.00	8	10	+0
Mar12	110803	2293.80	2297.80	2293.80	2293.80	+14.00
Total Volume and Open Interest							952	18,529	+106
NASDAQ 100 E-Mini(Globex)
Sep11	110803	2290.00	2314.50	2253.00	2302.50	+14.20	356,651	349,073	-18,583
Dec11	110803	2280.00	2308.50	2248.80	2297.00	+14.00	337	5,058	-14
Total Volume and Open Interest							356,989	354,139	-18,597
S & P Midcap 400(CME)
Sep11	110803	894.00	909.40	894.00	908.30	+1.40	272	2,905	+163
Dec11	110803	906.10	907.20	906.10	906.10	+1.40
Mar12	110803	904.40	905.50	904.40	904.40	+1.40
Total Volume and Open Interest							272	2,905	+163
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110803	9685	9695	9525	9665	-5	13,651	36,754	+192
Dec11	110803	9620	9640	9605	9635	-5	4	5	+3
Total Volume and Open Interest							13,655	36,759	+195
Nikkei 225(SGX)
Sep11	110803	9815	9825	9600	9630	-220	104,779	190,647	+3,443
Dec11	110803	9745	9765	9550	9570	-225	26	8,306	+5
Mar12	110803	9565	9565	9565	9565	-225	0	10	+0
Total Volume and Open Interest							105,535	211,821	+3,492
CAC 40(EURONEXT)
Aug11	110803	3483.0	3521.0	3432.0	3456.5	-73.5	196,926	346,787	+23,166
Sep11	110803	3479.0	3518.0	3431.5	3453.5	-73.5	1,114	38,286	-114
Oct11	110803	3453.0	3453.0	3453.0	3453.0	-73.5	1	5	+1
Total Volume and Open Interest							198,041	385,110	+23,053
Hang Seng Index(HKFE)
Aug11	110803	21929	21984	21820	21939	-459	62,151	90,092	+1,385
Sep11	110803	21870	21892	21731	21850	-459	1,101	5,360	+232
Total Volume and Open Interest							63,480	99,489	+1,652
DAX(EUREX)
Sep11	110803	6712.0	6797.5	6551.5	6645.0	-177.5	216,405	154,830	+624
Dec11	110803	6735.5	6820.0	6584.0	6670.5	-178.0	615	8,833	+15
Mar12	110803	6768.0	6810.0	6692.5	6698.5	-179.5	34	397	+0
Total Volume and Open Interest							217,054	164,060	+639
FT-SE 100(EURONEXT)
Sep11	110803	5620.00	5657.00	5528.50	5569.50	-125.50	150,182	621,301	-6,312
Dec11	110803	5600.00	5624.50	5538.50	5544.50	-125.00	18	820	-2
Mar12	110803	5508.00	5508.00	5508.00	5508.00	-125.50	0	163	+0
Total Volume and Open Interest							150,210	622,400	-6,304
SPI 200(SFE)
Sep11	110803	4390.0	4393.0	4284.0	4286.0	-109.0	36,999	211,061	-603
Dec11	110803	4406.0	4406.0	4301.0	4303.0	-108.0	242	5,069	+107
Mar12	110803	4285.0	4285.0	4285.0	4285.0	-114.0	270	1,598	-234
Total Volume and Open Interest							37,796	220,622	+0
GSCI(CME)
Aug11	110803	24.14	24.14	14.39	15.64	-13.00	330	9,181	-77
Sep11	110803	17.04	29.94	16.39	17.04	-12.85	1	2	+1
Oct11	110803	18.14	30.69	17.39	18.14	-12.50
Total Volume and Open Interest							331	9,183	-76
Reuters CCI(ICE)