MRCI's End of Day Prices

Daily Futures Price Listing Fri August 05, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110805	1333.25	1340.00	1316.00	1331.50	-7.75	2,388	3,555	-957
Sep11	110805	1330.00	1336.50	1313.50	1328.00	-8.25	13,034	42,587	-1,528
Nov11	110805	1338.00	1345.00	1321.00	1336.00	-9.25	66,366	298,669	-4,619
Jan12	110805	1350.50	1355.25	1332.25	1347.25	-9.00	5,298	53,720	+850
Mar12	110805	1358.00	1361.50	1339.00	1354.00	-9.50	1,852	28,750	+291
May12	110805	1360.00	1363.25	1342.00	1355.50	-10.25	2,207	34,427	+18
Jul12	110805	1359.25	1369.25	1344.00	1358.00	-11.25	2,089	19,690	+262
Total Volume and Open Interest							94,163	506,932	-5,450
Soybean Meal(CBOT)
Aug11	110805	347.20	350.00	343.50	345.20	-2.40	5,879	4,011	-1,100
Sep11	110805	348.90	351.80	345.10	346.90	-2.50	15,646	37,276	+487
Oct11	110805	350.90	353.70	335.80	348.60	-2.90	3,923	16,744	-334
Dec11	110805	354.50	358.00	350.50	352.50	-3.20	28,896	84,893	-1,017
Jan12	110805	356.20	359.80	352.80	354.60	-3.10	654	7,372	-4
Mar12	110805	360.00	362.50	357.10	357.40	-3.10	827	6,113	-11
May12	110805	359.00	362.60	357.70	358.00	-3.30	1,277	9,185	+302
Jul12	110805	362.90	362.90	358.60	358.60	-3.50	796	2,948	+329
Total Volume and Open Interest							58,039	172,796	-1,289
Soybean Oil(CBOT)
Aug11	110805	55.14	55.14	54.00	54.90	-0.28	1,770	1,529	-463
Sep11	110805	55.03	55.37	54.08	55.00	-0.29	15,884	47,959	+73
Oct11	110805	55.25	55.55	54.25	55.17	-0.31	3,528	22,362	+141
Dec11	110805	55.62	55.94	54.63	55.55	-0.32	42,421	152,080	-3,730
Jan12	110805	55.99	56.16	54.94	55.83	-0.32	3,137	24,882	-14
Mar12	110805	56.25	56.42	55.25	56.08	-0.31	1,465	14,300	-165
May12	110805	55.90	56.57	55.45	56.25	-0.29	1,174	9,292	+104
Jul12	110805	56.25	56.70	55.53	56.42	-0.24	1,117	4,866	+93
Total Volume and Open Interest							70,611	280,424	-3,940
Canola(WCE)
Nov11	110805	559.5	564.0	553.5	555.5	-4.0	9,307	118,906	-1,338
Jan12	110805	565.5	568.0	561.9	564.0	-3.9	4,823	23,003	+588
Mar12	110805	569.5	571.7	565.7	568.3	-4.1	399	5,679	-61
May12	110805	574.5	574.9	569.2	571.8	-4.6	183	5,825	+2
Jul12	110805	571.9	577.2	571.9	574.6	-5.2	32	3,626	+25
Total Volume and Open Interest							14,756	158,788	-772
Corn(CBOT)
Sep11	110805	688.00	699.75	679.00	693.00	-0.75	88,522	294,072	-7,345
Dec11	110805	696.00	709.25	687.00	703.00	+1.50	182,281	586,219	+8,238
Mar12	110805	709.75	722.00	700.00	716.00	+1.75	20,619	137,301	+1,760
May12	110805	714.75	725.50	706.00	721.00	+2.25	4,381	32,098	+599
Jul12	110805	716.25	730.25	709.25	724.00	+1.75	7,621	71,426	-504
Sep12	110805	670.00	683.50	666.00	677.50	-1.00	1,096	11,869	+38
Total Volume and Open Interest							309,529	1,238,352	+3,721
Wheat(CBOT)
Sep11	110805	680.25	682.75	665.25	679.00	-2.75	47,148	128,618	-3,245
Dec11	110805	725.25	726.50	708.75	723.00	-2.50	32,192	164,174	+365
Mar12	110805	752.00	761.50	742.00	760.25	+2.75	4,802	54,033	+1,038
May12	110805	766.00	778.00	758.50	776.50	+4.00	1,441	11,104	+73
Jul12	110805	780.00	786.75	767.00	784.75	+2.00	3,277	47,398	+719
Total Volume and Open Interest							90,515	431,040	-564
Wheat(KCBT)
Sep11	110805	770.00	781.50	759.75	780.25	+9.25	11,237	65,792	-1,376
Dec11	110805	794.50	804.25	784.50	803.50	+7.50	8,802	62,109	+1,647
Mar12	110805	811.75	818.00	799.50	818.00	+7.50	1,809	20,530	+386
May12	110805	813.00	824.75	805.50	824.75	+10.25	385	3,333	+57
Jul12	110805	813.00	823.00	804.75	821.75	+8.25	877	16,433	+88
Total Volume and Open Interest							23,201	171,381	+833
Wheat(MGE)
Sep11	110805	822.75	829.75	810.50	827.50	+4.25	2,307	15,774	-1,482
Dec11	110805	827.50	836.75	817.75	834.75	+3.25	2,014	20,226	+349
Mar12	110805	831.50	847.75	830.00	846.00	+3.50	599	6,334	-138
May12	110805	837.75	853.75	837.75	852.25	+2.75	334	3,209	-34
Jul12	110805	845.00	859.75	842.50	857.50	+2.75	481	4,746	+8
Total Volume and Open Interest							6,131	54,221	-1,301
Oats(CBOT)
Sep11	110805	332.00	337.50	326.50	335.25	+3.75	137	2,016	-3
Dec11	110805	344.25	348.25	338.00	346.25	+3.25	803	9,301	+59
Mar12	110805	351.00	359.00	350.25	357.25	+3.25	6	847	+3
May12	110805	364.25	364.25	361.00	364.25	+3.25	0	27	+0
Total Volume and Open Interest							946	12,220	+59
Rough Rice(CBOT)
Sep11	110805	16.24	16.34	15.89	16.30	+0.05	664	8,307	-240
Nov11	110805	16.56	16.64	16.19	16.61	+0.04	622	7,889	+118
Jan12	110805	16.64	16.90	16.56	16.90	+0.03	91	732	+60
Mar12	110805	16.91	17.17	16.85	17.17	+0.01	141	795	-26
Total Volume and Open Interest							1,655	17,875	+6
Live Cattle(CME)
Aug11	110805	112.635	114.150	112.135	114.135	+1.485	12,408	30,245	-2,318
Oct11	110805	117.400	118.850	116.900	118.600	+0.920	18,132	132,258	+1,231
Dec11	110805	119.750	121.200	119.450	120.700	+0.600	8,454	89,473	-241
Feb12	110805	122.500	123.900	122.050	123.800	+0.750	4,630	32,343	+840
Apr12	110805	124.300	125.830	123.950	125.800	+0.900	1,400	17,717	+252
Jun12	110805	121.700	123.200	121.385	123.200	+0.800	998	7,875	+201
Total Volume and Open Interest							46,078	311,155	-7
Feeder Cattle(CME)
Aug11	110805	132.785	134.100	131.880	133.700	+0.550	2,371	8,463	-859
Sep11	110805	133.600	135.380	132.850	134.985	+0.885	2,409	10,224	-258
Oct11	110805	135.035	136.500	134.130	136.300	+0.765	4,070	10,174	-466
Nov11	110805	135.800	137.485	135.250	137.285	+0.835	916	4,301	-49
Jan12	110805	136.500	138.300	136.000	138.200	+0.875	466	2,452	+77
Mar12	110805	136.800	138.075	136.380	137.800	+0.200	156	753	+26
Apr12	110805	137.150	138.700	136.985	138.700	+0.800	29	171	-16
Total Volume and Open Interest							10,420	36,683	-1,544
Lean Hogs(CME)
Aug11	110805	105.035	106.000	104.750	104.930	-0.620	6,149	14,866	-1,017
Oct11	110805	91.980	92.650	91.350	91.850	-0.900	20,064	98,359	+244
Dec11	110805	88.700	89.285	88.080	88.750	-0.550	7,771	71,492	+54
Feb12	110805	90.500	91.500	90.430	91.250	-0.150	2,419	34,842	+670
Apr12	110805	92.100	93.100	91.900	93.035	+0.205	1,605	21,995	+495
May12	110805	95.580	96.700	95.580	96.700	unch	23	956	+7
Jun12	110805	97.700	98.200	97.150	98.150	-0.080	774	11,562	+122
Jul12	110805	96.350	96.635	96.050	96.500	-0.300	146	3,609	+64
Total Volume and Open Interest							39,006	260,698	+679
Class III Milk(CME)
Aug11	110805	21.41	21.54	21.30	21.50	+0.05	213	6,359	-18
Sep11	110805	20.07	20.45	20.00	20.35	+0.19	497	6,230	-70
Oct11	110805	19.20	19.28	19.00	19.25	-0.02	327	5,099	+50
Nov11	110805	18.40	18.48	18.25	18.45	-0.02	242	4,106	+22
Dec11	110805	17.50	17.60	17.40	17.57	-0.03	36	3,628	+19
Total Volume and Open Interest							1,768	38,991	+227
Cocoa(ICE)
Sep11	110805	2895	3005	2875	2936	+31	17,957	44,673	-6,075
Dec11	110805	2937	3040	2908	2975	+34	12,685	57,454	+3,703
Mar12	110805	2965	3089	2961	3028	+33	2,341	39,431	+374
May12	110805	2972	3075	2972	3038	+40	409	12,778	+242
Jul12	110805	2985	3052	2985	3051	+40	315	5,287	-35
Sep12	110805	2995	3100	2995	3064	+45	487	9,540	+84
Dec12	110805	3003	3072	3003	3071	+43	186	4,281	+105
Total Volume and Open Interest							34,408	176,824	-1,594
Coffee "C"(ICE)
Sep11	110805	235.35	247.70	233.50	238.00	+2.15	12,271	43,000	-666
Dec11	110805	238.60	251.20	237.35	241.90	+2.15	8,245	45,882	+714
Mar12	110805	242.35	253.00	240.55	244.75	+2.20	2,212	12,601	+568
May12	110805	245.65	253.75	242.15	246.25	+2.35	1,398	5,985	+761
Jul12	110805	250.00	252.90	244.75	246.35	+1.90	242	2,255	+151
Sep12	110805	246.75	254.50	242.10	245.55	+1.50	27	1,809	+3
Total Volume and Open Interest							24,445	113,065	+1,535
Orange Juice(ICE)
Sep11	110805	190.10	190.15	180.20	181.15	-8.95	1,372	23,904	-467
Nov11	110805	181.75	181.75	172.95	174.25	-7.50	479	10,332	+463
Jan12	110805	176.50	176.50	172.00	172.75	-4.00	124	1,873	+45
Mar12	110805	175.00	175.00	172.30	173.65	-1.60	157	462	+146
May12	110805	172.50	174.00	172.50	173.65	+0.45	0	283	+0
Jul12	110805	173.15	173.15	173.15	173.15	+0.45	0	132	+0
Total Volume and Open Interest							2,132	36,997	+187
Sugar #11(ICE)
Oct11	110805	27.78	27.97	27.28	27.54	-0.25	63,725	286,555	-3,864
Mar12	110805	27.00	27.00	26.29	26.54	-0.27	28,006	150,644	-489
May12	110805	25.59	25.66	25.09	25.39	-0.23	12,705	46,240	-253
Jul12	110805	24.60	24.82	24.24	24.60	-0.18	10,229	66,807	+1,263
Oct12	110805	24.16	24.29	23.65	24.09	-0.10	3,861	29,400	-476
Total Volume and Open Interest							121,490	620,329	-3,658
London Cocoa(LCE)
Sep11	110805	1825	1901	1822	1852	+19	5,495	70,926	-1,002
Dec11	110805	1853	1921	1853	1881	+17	4,142	51,386	+773
Mar12	110805	1880	1937	1873	1900	+17	1,661	40,327	+663
May12	110805	1891	1919	1885	1909	+13	379	14,020	-104
Jul12	110805	1900	1926	1895	1917	+13	721	6,590	+390
Sep12	110805	1905	1926	1905	1926	+13	466	4,842	+126
Dec12	110805	1924	1939	1921	1939	+13	200	8,019	+163
Total Volume and Open Interest							13,095	197,016	+1,038
London Sugar(LCE)
Oct11	110805	727.10	737.60	722.20	730.10	+10.30	4,584	24,275	-1,132
Dec11	110805	690.00	697.70	684.00	691.20	+9.40	818	7,652	+93
Mar12	110805	677.20	682.60	670.50	678.50	+9.40	475	9,806	+144
May12	110805	655.70	662.60	651.00	659.50	+7.70	83	3,330	+8
Aug12	110805	638.00	644.50	637.70	642.30	+5.80	134	1,969	+41
Total Volume and Open Interest							6,129	48,628	-819
Cotton(ICE)
Oct11	110805	103.10	104.90	101.02	101.48	-3.53	85	517	-9
Dec11	110805	103.92	105.41	101.12	101.58	-3.34	7,665	99,412	-1,121
Mar12	110805	101.23	102.10	98.66	99.12	-3.29	4,141	26,737	+490
May12	110805	99.00	100.48	97.67	98.79	-2.62	309	5,793	+1
Jul12	110805	99.04	99.78	97.20	98.35	-2.62	130	7,500	+55
Oct12	110805	96.79	96.81	96.79	96.79	-2.27	0	3	+0
Total Volume and Open Interest							12,349	143,866	-581
Lumber(CME)
Sep11	110805	224.0	224.0	218.8	223.9	-0.6	1,882	6,054	+221
Nov11	110805	233.2	234.4	228.0	228.0	-5.1	1,148	4,488	+632
Jan12	110805	253.7	260.0	252.0	260.0	unch	182	837	-35
Mar12	110805	269.8	270.0	265.0	269.8	-0.2	37	145	+15
Total Volume and Open Interest							3,249	11,526	+833
Crude Oil(NYM)
Sep11	110805	86.50	88.32	82.87	86.88	+0.25	350,221	351,961	-849
Oct11	110805	86.60	88.71	83.35	87.30	+0.26	79,629	116,086	+3,564
Nov11	110805	87.26	89.00	83.79	87.80	+0.31	39,465	93,943	-1,708
Dec11	110805	87.84	89.60	84.29	88.29	+0.33	62,679	203,802	+1,522
Jan12	110805	88.35	89.79	85.83	88.78	+0.35	11,916	53,956	+692
Feb12	110805	88.86	89.90	85.48	89.26	+0.36	8,955	23,823	-1,128
Mar12	110805	88.98	90.52	85.98	89.75	+0.37	9,181	39,017	+2,026
Apr12	110805	89.04	90.89	86.43	90.24	+0.39	6,431	23,585	+434
May12	110805	87.85	91.29	87.35	90.72	+0.40	7,016	20,060	+1,033
Jun12	110805	90.59	92.04	87.82	91.17	+0.40	20,121	83,662	+265
Jul12	110805	91.10	91.80	88.25	91.62	+0.43	4,920	29,741	-565
Aug12	110805	91.39	91.98	88.20	91.98	+0.46	3,240	16,668	-279
Sep12	110805	90.88	92.40	90.88	92.32	+0.50	2,668	17,594	+229
Oct12	110805	92.63	92.63	92.63	92.63	+0.53	1,981	13,689	+951
Nov12	110805	92.95	92.95	92.95	92.95	+0.57	1,010	20,250	-344
Dec12	110805	92.55	94.23	89.63	93.27	+0.60	28,572	143,912	+603
Total Volume and Open Interest							658,645	1,536,175	+7,197
e-miNY Crude Oil(NYM)
Aug11	110719	96.125	98.650	95.925	97.500	+1.575	5,608	3,447	-104
Sep11	110805	86.475	88.250	82.800	86.875	+0.250	9,567	4,026	+96
Oct11	110805	86.900	88.600	83.500	87.300	+0.250	399	719	+80
Nov11	110805	87.525	88.625	84.450	87.800	+0.300	53	241	+9
Dec11	110805	87.500	89.275	84.650	88.300	+0.350	56	495	+1
Jan12	110805	86.050	88.775	85.100	88.775	+0.350	3	12	-2
Feb12	110805	89.250	89.250	89.250	89.250	+0.350	0	3	+0
Mar12	110805	87.050	89.750	85.750	89.750	+0.375	0	10	+0
Apr12	110805	90.250	90.250	90.250	90.250	+0.400	0	1	+0
May12	110805	90.150	90.775	89.825	90.725	+0.400	0	1	+0
Total Volume and Open Interest							10,104	5,718	+206
Heating Oil(NYM)
Sep11	110805	290.39	296.48	282.72	294.17	+4.78	58,247	98,058	-5,217
Oct11	110805	292.04	297.39	283.76	295.13	+4.65	17,560	41,472	+1,096
Nov11	110805	292.50	297.42	285.00	296.31	+4.62	8,587	31,093	-581
Dec11	110805	293.93	299.56	286.47	297.49	+4.56	11,284	39,842	+719
Jan12	110805	292.50	299.18	292.50	298.72	+4.56	3,779	24,382	+706
Feb12	110805	295.40	299.38	288.00	298.75	+4.51	821	10,824	+84
Mar12	110805	291.75	297.98	287.00	297.82	+4.46	412	7,434	+60
Apr12	110805	289.90	295.97	285.62	295.89	+4.48	215	3,757	-4
May12	110805	288.00	294.28	288.00	294.17	+4.56	110	4,029	-20
Jun12	110805	289.72	293.62	284.56	293.53	+4.70	837	23,859	-73
Jul12	110805	288.10	294.40	288.10	294.28	+4.80	49	1,877	+46
Aug12	110805	289.25	295.54	289.25	295.48	+4.85	11	961	+2
Total Volume and Open Interest							102,073	299,188	-3,116
Gasoline(NYMEX)
Sep11	110805	274.50	281.79	267.60	280.52	+6.80	64,167	86,721	-6,245
Oct11	110805	263.50	270.28	256.57	268.68	+5.80	32,951	43,435	+1,408
Nov11	110805	261.75	268.08	258.21	266.64	+5.44	12,427	22,343	+490
Dec11	110805	260.20	267.16	253.52	265.67	+5.18	10,605	36,967	+309
Jan12	110805	261.44	266.25	257.00	266.17	+5.17	1,795	13,338	-46
Feb12	110805	262.65	268.88	258.37	267.55	+5.16	625	5,964	+2
Mar12	110805	265.55	269.30	264.12	269.30	+5.03	359	8,782	-9
Apr12	110805	274.00	281.15	274.00	281.15	+5.13	426	5,462	-184
May12	110805	280.68	281.47	280.68	281.47	+5.15	3	2,196	+0
Jun12	110805	275.70	281.25	275.70	281.14	+5.17	662	7,285	-204
Total Volume and Open Interest							124,338	247,175	-4,425
e-miNY RBOB Gasoline(NYM)
Sep11	110805	280.50	280.52	280.50	280.50	+6.80	0	1	+0
Oct11	110805	268.70	268.70	268.68	268.70	+5.80	0	1	+0
Nov11	110805	266.60	266.64	266.60	266.60	+5.40
Dec11	110805	265.70	265.70	265.67	265.70	+5.20
Total Volume and Open Interest							0	4	+0
Natural Gas(NYM)
Sep11	110805	3.946	3.979	3.901	3.941	unch	104,063	235,601	+730
Oct11	110805	3.965	3.995	3.911	3.962	+0.007	43,362	146,842	+3,251
Nov11	110805	4.100	4.140	4.054	4.113	+0.023	40,963	121,059	+6,217
Dec11	110805	4.297	4.344	4.255	4.330	+0.033	22,892	55,119	+2,950
Jan12	110805	4.390	4.450	4.361	4.432	+0.034	17,965	117,804	+660
Feb12	110805	4.397	4.458	4.365	4.435	+0.032	4,322	30,177	-282
Mar12	110805	4.367	4.426	4.340	4.409	+0.032	4,865	48,181	-27
Apr12	110805	4.347	4.383	4.301	4.369	+0.037	9,034	54,582	+1,784
May12	110805	4.340	4.409	4.340	4.394	+0.037	1,353	11,856	+430
Jun12	110805	4.393	4.435	4.373	4.429	+0.036	1,249	12,933	+491
Jul12	110805	4.441	4.477	4.434	4.471	+0.036	645	9,781	+51
Aug12	110805	4.468	4.503	4.462	4.498	+0.035	662	9,688	-59
Sep12	110805	4.476	4.517	4.468	4.505	+0.034	694	7,475	-86
Oct12	110805	4.495	4.552	4.495	4.539	+0.033	2,611	35,356	-392
Nov12	110805	4.670	4.722	4.670	4.704	+0.033	386	5,331	+25
Dec12	110805	4.891	4.950	4.891	4.949	+0.033	631	11,704	+333
Total Volume and Open Interest							257,260	984,655	+16,651
Brent Crude Oil(ICE)
Sep11	110805	107.25	110.26	104.30	109.37	+2.12	240,037	165,635	-21,705
Oct11	110805	107.41	110.20	104.26	109.34	+2.18	114,726	144,734	+678
Nov11	110805	107.30	110.25	104.34	109.41	+2.20	52,489	72,044	+3,409
Dec11	110805	107.50	110.30	104.46	109.45	+2.21	67,089	99,113	-3,025
Jan12	110805	107.00	110.32	104.99	109.47	+2.21	10,237	26,781	+1,789
Feb12	110805	106.98	110.31	105.02	109.46	+2.22	6,102	18,362	+415
Mar12	110805	106.97	110.23	104.43	109.42	+2.21	4,932	35,830	+1,564
Apr12	110805	105.69	110.20	104.41	109.39	+2.21	2,173	13,963	-115
May12	110805	105.67	110.16	105.33	109.37	+2.22	2,086	9,419	+528
Jun12	110805	107.19	110.10	104.70	109.31	+2.21	6,827	43,973	+732
Jul12	110805	109.27	109.27	109.27	109.27	+2.21	845	9,387	+172
Aug12	110805	109.18	109.18	109.18	109.18	+2.19	644	6,100	+198
Sep12	110805	109.05	109.05	109.05	109.05	+2.19	474	7,851	+97
Oct12	110805	108.90	108.90	108.90	108.90	+2.18	314	3,849	+133
Total Volume and Open Interest							530,549	812,441	-14,042
Gas Oil(ICE)
Aug11	110805	911.25	933.25	886.75	912.50	-21.50	63,907	51,332	-17,754
Sep11	110805	912.50	932.50	886.50	912.50	-21.75	137,203	152,182	-4,056
Oct11	110805	910.75	931.00	885.50	911.50	-22.00	52,999	76,380	+4,048
Nov11	110805	910.75	925.00	886.00	910.25	-22.75	28,700	39,581	+492
Dec11	110805	911.00	928.75	886.25	910.25	-23.00	43,086	61,656	-1,225
Jan12	110805	911.00	927.25	888.00	911.50	-23.00	15,049	42,268	+453
Feb12	110805	911.25	927.50	899.50	912.00	-23.00	3,476	13,589	+1,154
Mar12	110805	911.00	929.75	899.25	911.75	-23.00	3,054	14,431	+780
Apr12	110805	910.25	925.00	898.75	911.50	-22.25	1,467	9,097	+39
May12	110805	909.50	928.75	892.50	911.00	-22.25	1,157	8,102	+200
Total Volume and Open Interest							359,947	569,125	-14,819
Ethanol(CBOT)
Aug11	110803	2.836	2.836	2.800	2.800	-0.042	102	196	-79
Sep11	110805	2.620	2.748	2.620	2.735	+0.093	331	1,433	-106
Oct11	110805	2.560	2.654	2.559	2.644	+0.087	207	1,365	+77
Nov11	110805	2.530	2.599	2.527	2.591	+0.065	51	1,208	-4
Dec11	110805	2.507	2.592	2.507	2.585	+0.069	83	1,598	+17
Jan12	110805	2.500	2.560	2.500	2.554	+0.055	31	865	+14
Feb12	110805	2.499	2.559	2.499	2.555	+0.055	18	521	+3
Mar12	110805	2.504	2.559	2.504	2.555	+0.047	3	414	+3
Total Volume and Open Interest							792	9,396	-132
WTI Crude Oil(ICE
Sep11	110805	86.46	88.32	82.82	86.88	+0.25	83,759	72,244	-3,166
Oct11	110805	86.76	88.65	83.45	87.30	+0.26	18,759	40,492	-389
Nov11	110805	87.13	89.13	83.88	87.80	+0.31	11,589	26,503	-470
Dec11	110805	88.00	89.60	84.22	88.29	+0.33	26,623	91,033	-522
Jan12	110805	87.47	89.85	85.39	88.78	+0.35	3,314	20,169	+125
Feb12	110805	88.16	90.33	85.63	89.26	+0.36	2,955	6,017	-221
Mar12	110805	88.64	90.71	86.55	89.75	+0.37	3,083	16,448	+259
Apr12	110805	88.98	91.17	87.59	90.24	+0.39	1,250	4,676	-55
May12	110805	89.18	91.62	88.08	90.72	+0.40	2,139	3,953	+630
Jun12	110805	90.03	92.06	87.29	91.17	+0.40	7,590	28,522	-1,157
Jul12	110805	91.62	91.62	91.62	91.62	+0.43	444	4,775	+4
Aug12	110805	91.05	91.98	89.60	91.98	+0.46	277	1,412	+56
Sep12	110805	92.32	92.32	92.32	92.32	+0.50	255	5,082	-10
Oct12	110805	92.63	92.63	92.63	92.63	+0.53	0	1,176	+0
Nov12	110805	92.06	92.95	90.60	92.95	+0.57	0	2,549	+0
Dec12	110805	92.70	94.05	89.11	93.27	+0.60	6,715	45,647	-868
Total Volume and Open Interest							172,905	451,347	-4,255
US Dollar Index(ICE)
Sep11	110805	75.570	75.645	74.670	74.802	-0.558	25,686	60,925	+1,116
Dec11	110805	75.950	76.000	75.170	75.213	-0.552	50	699	-20
Mar12	110805	75.673	75.673	75.673	75.673	-0.552	0	1	+0
Total Volume and Open Interest							25,736	61,625	+1,096
Australian Dollar(CME)
Sep11	110805	103.96	104.71	103.19	104.13	-0.25	179,053	129,751	-3,311
Dec11	110805	102.72	103.61	102.22	103.11	-0.14	79	867	+15
Mar12	110805	102.21	102.25	102.21	102.21	-0.04	8	5	+3
Total Volume and Open Interest							179,162	130,668	-3,262
British Pound(CME)
Sep11	110805	162.50	163.94	162.22	163.56	+0.79	104,161	103,998	+1,092
Dec11	110805	162.41	163.71	162.41	163.39	+0.79	38	251	-7
Mar12	110805	162.48	163.26	161.91	163.26	+0.82	5	7	+5
Total Volume and Open Interest							104,204	104,262	+1,090
Canadian Dollar(CME)
Sep11	110805	101.83	102.55	101.39	101.98	-0.06	121,687	126,653	-1,269
Dec11	110805	101.76	102.33	101.25	101.79	-0.07	432	4,290	+192
Mar12	110805	101.83	101.83	101.04	101.67	unch	18	675	+3
Jun12	110805	101.00	101.72	101.00	101.49	unch	0	314	+0
Total Volume and Open Interest							122,137	132,076	-1,074
Japanese Yen(CME)
Sep11	110805	126.52	127.75	125.96	127.55	+0.99	118,218	146,153	-1,438
Dec11	110805	126.59	127.83	126.16	127.70	+1.02	211	1,273	+41
Mar12	110805	127.83	127.83	126.84	127.83	+0.99	3	44	-1
Total Volume and Open Interest							118,432	147,490	-1,398
Swiss Franc(CME)
Sep11	110805	130.49	132.06	129.27	130.48	+0.15	82,663	57,110	+967
Dec11	110805	130.90	132.32	129.75	130.72	+0.19	305	814	+54
Mar12	110805	131.00	132.25	130.75	130.91	+0.16	0	5	+0
Total Volume and Open Interest							82,968	57,932	+1,021
EuroFX(CME)
Sep11	110805	140.77	142.86	140.41	142.50	+1.29	420,381	185,054	-2,517
Dec11	110805	140.27	142.58	140.21	142.24	+1.30	756	1,991	+60
Mar12	110805	140.79	142.03	140.72	142.03	+1.31	31	400	+16
Total Volume and Open Interest							421,169	188,281	-2,441
Mexican Peso(CME)
Aug11	110805	832.8	834.8	832.8	832.8	-2.0
Sep11	110805	826.0	835.5	824.8	828.5	-2.0	51,769	125,317	-4,588
Total Volume and Open Interest							51,769	125,652	-4,588
Brazilian Real(CME)
Sep11	110805	625.95	628.50	621.00	627.45	-0.30	2,550	10,692	+2,529
Oct11	110805	624.10	624.40	624.10	624.10	-0.30
Nov11	110805	620.75	621.00	620.75	620.75	-0.25
Dec11	110805	618.50	618.50	617.45	617.45	-0.20	0	138	+0
Total Volume and Open Interest							5,540	26,241	+5,519
30-Year T-Bonds(CBOT)
Sep11	110805	134~020	135~050	131~260	132~060	-1~100	530,824	644,755	-347
Dec11	110805	132~240	133~240	130~160	130~270	-1~100	2,362	5,942	+115
Mar12	110805	131~150	131~150	129~130	129~130	-1~100	6	12	+1
Total Volume and Open Interest							533,192	650,709	-231
10-Year T-Notes(CBOT)
Sep11	110805	128~105	128~235	126~245	127~015	-0~305	1,824,198	1,872,207	+26,157
Dec11	110805	127~070	127~110	125~210	125~280	-0~310	5,567	17,940	+362
Mar12	110805	124~280	125~270	124~280	124~280	-0~310
Total Volume and Open Interest							1,829,765	1,890,147	+26,519
5-Year T-Notes(CBOT)
Sep11	110805	122~087	122~100	121~085	121~122	-0~068	807,218	1,467,835	+7,206
Dec11	110805	121~041	121~047	120~068	120~106	-0~069	1,681	2,542	+675
Mar12	110805	120~002	120~071	120~002	120~002	-0~069
Total Volume and Open Interest							808,899	1,470,377	+7,881
2 Year T-Notes(CBOT)
Sep11	110805	110~020	110~022	110~006	110~013	-0~002	286,079	1,055,921	+17,409
Dec11	110805	110~005	110~005	109~122	109~124	-0~004	944	2,093	-276
Mar12	110805	109~062	109~066	109~062	109~062	-0~004
Total Volume and Open Interest							287,023	1,058,014	+17,133
Eurodollars(CME)
Sep11	110805	99.650	99.660	99.625	99.655	-0.010	326,709	1,194,923	-1,342
Dec11	110805	99.570	99.580	99.530	99.580	+0.010	277,402	1,172,186	+17,212
Mar12	110805	99.535	99.560	99.515	99.555	+0.020	253,188	1,344,693	-4,476
Jun12	110805	99.500	99.540	99.475	99.520	+0.015	230,189	1,414,832	-1,104
Sep12	110805	99.455	99.480	99.410	99.455	-0.005	316,184	985,695	-26,560
Dec12	110805	99.375	99.385	99.295	99.335	-0.040	225,511	757,818	-802
Mar13	110805	99.295	99.305	99.160	99.210	-0.075	210,400	754,896	-1,032
Jun13	110805	99.190	99.200	99.010	99.065	-0.105	208,412	554,619	+1,234
Sep13	110805	99.040	99.060	98.830	98.895	-0.120	274,336	523,944	+12,871
Dec13	110805	98.855	98.870	98.605	98.680	-0.135	174,060	372,331	+14,492
Mar14	110805	98.650	98.680	98.385	98.460	-0.150	123,023	267,073	+1,397
Jun14	110805	98.425	98.465	98.140	98.215	-0.175	138,179	230,493	+12,859
Sep14	110805	98.210	98.250	97.895	97.970	-0.195	83,164	135,051	+3,574
Dec14	110805	97.975	98.015	97.625	97.715	-0.210	54,404	129,344	-3,566
Mar15	110805	97.745	97.795	97.390	97.480	-0.220	38,236	104,508	+2,235
Jun15	110805	5.755	5.835	5.410	5.500	-0.225	34,141	84,302	+1,929
Sep15	110805	5.540	5.620	5.195	5.280	-0.230	18,369	56,648	-1,114
Dec15	110805	5.330	5.410	4.985	5.065	-0.230	19,021	52,155	-412
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Aug11	110805	99.915	99.920	99.912	99.918	unch	7,862	94,750	+17
Sep11	110805	99.920	99.925	99.910	99.920	unch	13,814	60,910	-6,455
Oct11	110805	99.915	99.915	99.900	99.910	unch	10,832	52,409	-44
Nov11	110805	99.910	99.915	99.900	99.910	+0.005	3,646	49,534	-895
Dec11	110805	99.910	99.910	99.895	99.910	+0.010	5,379	63,611	-1,223
Jan12	110805	99.905	99.905	99.880	99.900	+0.005	6,529	53,544	+1,061
Total Volume and Open Interest							108,461	840,910	-18,034
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110805	99.675	99.675	99.675	99.675	+0.005	0	51	+0
Dec11	110805	99.677	99.677	99.677	99.677	+0.007	0	126	+0
Mar12	110805	99.680	99.680	99.680	99.680	+0.012	0	80	+0
Jun12	110805	99.677	99.677	99.677	99.677	+0.012
Sep12	110805	99.605	99.605	99.605	99.605	+0.010
Dec12	110805	99.665	99.665	99.665	99.665	+0.010
Mar13	110805	99.665	99.665	99.665	99.665	+0.010
Jun13	110805	99.620	99.620	99.620	99.620	+0.010
Sep13	110805	99.480	99.480	99.480	99.480	+0.010
Dec13	110805	99.340	99.340	99.340	99.340	+0.010
Total Volume and Open Interest							0	257	+0
3-Mth Euro-Yen(SGX)
Sep11	110805	99.68	99.68	99.68	99.68	+0.01	0	1,374	+0
Dec11	110805	99.68	99.68	99.68	99.68	+0.01	0	1,478	+0
Mar12	110805	99.68	99.68	99.68	99.68	+0.01	0	1,823	+0
Jun12	110805	99.68	99.68	99.68	99.68	+0.01	0	1,376	+0
Sep12	110805	99.61	99.61	99.61	99.61	+0.01	0	411	+0
Dec12	110805	99.67	99.67	99.67	99.67	+0.01	2	29	+2
Mar13	110805	99.67	99.67	99.67	99.67	+0.01	0	1	+0
Jun13	110805	99.62	99.62	99.62	99.62	+0.01
Total Volume and Open Interest							2	6,492	+2
Japanese Gov't Bonds(SGX)
Sep11	110805	142.50	142.58	142.26	142.30	+0.19	2,907	25,602	+784
Dec11	110805	141.93	141.93	141.93	141.93	+0.23	1	3	+1
Mar12	110805	139.84	139.84	139.84	139.84	+0.23
Total Volume and Open Interest							2,908	25,605	+785
Euro-Bund(EUREX)
Sep11	110805	133.16	133.77	130.52	130.87	-1.92	1,048,951	985,912	-8,286
Dec11	110805	132.08	132.38	129.19	129.44	-1.96	413	1,957	+286
Mar12	110805	131.36	131.36	131.36	131.36	-0.43	0	1	+0
Total Volume and Open Interest							1,049,364	987,870	-8,000
Euro-Bobl(EUREX)
Sep11	110805	121.18	121.40	119.74	120.82	-0.10	674,196	743,383	-18,462
Dec11	110805	120.19	120.19	119.80	119.80	-0.17	76	701	+1
Mar12	110805	119.82	119.82	119.82	119.82	-0.10
Total Volume and Open Interest							674,272	744,084	-18,461
3-Mth Euribor(EUREX)
Sep11	110805	98.595	98.610	98.555	98.600	+0.110	1	2,151	+0
Dec11	110805	98.700	98.725	98.685	98.685	+0.105	0	1,549	-2
Mar12	110805	98.710	98.750	98.710	98.710	+0.085	0	2,474	+0
Total Volume and Open Interest							6	10,087	-2
Long Gilt(LIFFE)
Sep11	110805	127~21	127~26	125~26	126~19	-0~09	147,785	357,912	-5,650
Dec11	110805	125~09	125~09	125~09	125~09	-0~09	0	1	+0
Total Volume and Open Interest							147,785	357,913	-5,650
3-Mth Short Sterling(LIFFE)
Sep11	110805	99.14	99.18	99.11	99.13	-0.01	53,782	402,980	-11,211
Dec11	110805	99.14	99.19	99.12	99.17	+0.05	52,554	520,144	-747
Mar12	110805	99.14	99.21	99.12	99.18	+0.07	58,742	451,477	-6,650
Jun12	110805	99.12	99.20	99.08	99.16	+0.08	52,764	298,341	-5,917
Sep12	110805	99.08	99.15	99.02	99.10	+0.08	66,828	296,262	-9,886
Dec12	110805	98.99	99.06	98.93	99.00	+0.08	96,311	262,578	-28,249
Total Volume and Open Interest							526,359	2,681,474	-64,296
3-Mth Euribor(LIFFE)
Sep11	110805	98.545	98.655	98.500	98.610	+0.105	114,880	712,676	-7,770
Dec11	110805	98.620	98.770	98.610	98.725	+0.140	187,128	621,160	-42
Mar12	110805	98.665	98.800	98.630	98.745	+0.115	168,622	515,607	+4,710
Total Volume and Open Interest							1,046,514	3,732,994	+23,673
3-Mth Aus T-Bills(SFE)
Sep11	110805	95.16	95.66	95.16	95.64	+0.47	32,007	248,204	-9,340
Dec11	110805	95.45	96.14	95.44	96.14	+0.68	57,645	263,200	-7,004
Mar12	110805	95.58	96.30	95.57	96.29	+0.71	32,568	166,871	+3,509
Jun12	110805	95.59	96.24	95.58	96.23	+0.63	10,129	88,734	+1,203
Sep12	110805	95.57	96.15	95.55	96.15	+0.57	3,924	56,538	-1,183
Dec12	110805	95.59	96.07	95.59	96.07	+0.53	1,955	35,302	-147
Mar13	110805	95.48	96.00	95.48	96.00	+0.50	1,119	36,639	+507
Jun13	110805	95.46	95.91	95.46	95.91	+0.47	729	15,701	+22
Sep13	110805	95.50	95.82	95.50	95.82	+0.45	184	3,037	+0
Dec13	110805	95.19	95.74	95.19	95.74	+0.45	6	1,602	+0
Total Volume and Open Interest							140,266	915,971	-12,433
10-Year Aus T-Bonds(SFE)
Sep11	110805	95.26	95.61	95.26	95.53	+0.26	64,717	456,789	+13,726
Dec11	110805	95.53	95.53	95.53	95.53	+0.26
Total Volume and Open Interest							64,717	456,789	+13,726
3-Year Aus T-Bonds(SFE)
Sep11	110805	95.85	96.34	95.84	96.32	+0.46	295,143	986,743	+22,615
Dec11	110805	96.32	96.32	96.32	96.32	+0.46
Total Volume and Open Interest							295,143	986,743	+22,615
Gold(CMX)
Aug11	110805	1647.5	1666.1	1642.7	1648.8	-7.4	2,024	5,106	-575
Oct11	110805	1647.1	1671.2	1642.6	1650.2	-7.3	14,980	25,499	-652
Dec11	110805	1649.7	1673.0	1644.2	1651.8	-7.2	204,437	383,241	-1,761
Feb12	110805	1654.3	1672.7	1647.1	1653.5	-7.0	8,337	13,855	+1,102
Apr12	110805	1660.1	1674.3	1655.0	1655.0	-7.0	1,023	6,315	+12
Jun12	110805	1651.1	1670.9	1651.0	1656.6	-7.1	532	15,055	+4
Aug12	110805	1663.4	1670.3	1658.3	1658.3	-7.3	166	5,508	-13
Oct12	110805	1656.0	1674.7	1655.1	1660.3	-7.2	127	4,169	+8
Dec12	110805	1657.3	1680.2	1656.3	1662.6	-7.2	358	12,171	-10
Feb13	110805	1660.3	1675.3	1660.3	1664.9	-6.9	29	1,583	+25
Apr13	110805	1667.4	1667.4	1667.4	1667.4	-6.5	0	226	+0
Jun13	110805	1670.3	1670.3	1670.3	1670.3	-6.2	82	11,529	+55
Total Volume and Open Interest							240,065	526,679	-2,724
Silver(CMX)
Sep11	110805	3879.0	3987.0	3755.5	3821.1	-122.0	74,374	59,490	+1,022
Dec11	110805	3888.5	3985.0	3762.5	3824.1	-121.9	10,058	30,859	-1,593
Mar12	110805	3904.5	3947.0	3777.0	3825.4	-121.7	1,126	5,600	+8
May12	110805	3823.6	3823.6	3823.6	3823.6	-121.8	230	1,821	+100
Jul12	110805	3970.0	3970.0	3822.8	3822.8	-121.7	117	1,896	+43
Sep12	110805	3897.0	3945.0	3820.2	3820.2	-121.7	24	300	+9
Dec12	110805	3893.5	3928.5	3814.1	3814.1	-121.7	80	8,319	-26
Total Volume and Open Interest							86,148	119,981	-404
Platinum(NYMEX)
Oct11	110805	1724.5	1727.5	1682.0	1719.1	-10.3	4,756	33,576	-7
Jan12	110805	1718.7	1723.1	1686.9	1722.6	-10.1	65	1,411	+34
Apr12	110805	1711.0	1724.1	1690.0	1724.1	-11.4	9	129	+2
Jul12	110805	1715.0	1727.4	1715.0	1727.4	-11.4	1	12	+1
Total Volume and Open Interest							4,832	35,129	+30
Palladium(NYMEX)
Sep11	110805	744.70	754.00	722.15	741.75	-11.20	7,324	22,962	-16
Dec11	110805	749.40	753.25	725.00	743.20	-11.25	227	2,122	+85
Mar12	110805	87.54	88.99	87.54	88.99	-10.90	2	71	+0
Total Volume and Open Interest							7,553	25,155	+69
Copper(CMX)
Sep11	110805	420.95	422.65	407.95	411.70	-11.85	39,082	80,002	-3,598
Dec11	110805	424.00	424.85	410.35	414.00	-11.95	6,505	46,951	+1,403
Mar12	110805	425.90	425.90	412.85	415.55	-11.85	1,266	16,130	+295
May12	110805	424.20	424.20	416.00	416.20	-11.75	78	2,614	+43
Jul12	110805	417.25	420.00	416.05	416.15	-11.65	54	1,074	+13
Total Volume and Open Interest							47,590	154,336	-1,753
DJIA Index(CBOT)
Sep11	110805	11342	11538	11140	11402	+31	1,336	17,235	-424
Dec11	110805	11365	11365	11100	11330	+28	3	91	+0
Mar12	110805	11261	11261	11233	11261	+28
Jun12	110805	11191	11191	11163	11191	+28
Total Volume and Open Interest							1,339	17,326	-424
Mini DJIA Index(CBOT)
Sep11	110805	11376	11546	11088	11402	+31	200,905	101,998	-7,837
Dec11	110805	11280	11467	11038	11330	+28	189	472	+28
Mar12	110805	11261	11261	11261	11261	+28	2	12	+0
Jun12	110805	11191	11191	11191	11191	+28
Total Volume and Open Interest							201,096	102,482	-7,809
S & P 500(CME)
Sep11	110805	1198.80	1219.00	1163.50	1197.80	-0.90	20,006	285,323	+3,134
Dec11	110805	1208.00	1208.00	1158.00	1192.00	-1.00	852	11,883	+750
Mar12	110805	1186.40	1202.40	1152.40	1186.40	-1.00	0	14	+4
Jun12	110805	1170.00	1197.20	1147.20	1181.20	-1.00	28	21	+3
Total Volume and Open Interest							20,886	297,241	+3,891
S & P 500 E-Mini(Globex)
Sep11	110805	1199.50	1219.00	1163.25	1197.75	-1.00	3,815,275	2,837,954	+51,818
Dec11	110805	1190.00	1213.00	1159.00	1192.00	-1.00	4,486	27,916	+2,964
Total Volume and Open Interest							3,819,866	2,866,145	+54,808
NASDAQ 100(CME)
Sep11	110805	2207.00	2240.00	2130.00	2187.00	-22.50	2,279	17,156	-817
Dec11	110805	2181.50	2215.00	2130.00	2181.50	-22.50	0	10	+0
Mar12	110805	2178.30	2180.80	2178.30	2178.30	-22.50
Total Volume and Open Interest							2,279	17,166	-817
NASDAQ 100 E-Mini(Globex)
Sep11	110805	2213.80	2239.30	2128.80	2187.00	-22.50	448,373	336,555	-12,198
Dec11	110805	2205.00	2234.80	2126.30	2181.50	-22.50	662	5,229	+176
Total Volume and Open Interest							449,037	341,792	-12,022
S & P Midcap 400(CME)
Sep11	110805	840.00	852.00	820.00	843.30	-14.80	370	2,911	+6
Dec11	110805	841.10	841.10	820.00	841.10	-14.80
Mar12	110805	839.40	839.40	837.70	839.40	-14.80
Total Volume and Open Interest							370	2,911	+6
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110805	9300	9450	9115	9340	+45	15,587	35,522	-464
Dec11	110805	9245	9310	9245	9310	+45	4	3	+1
Total Volume and Open Interest							15,591	35,525	-463
Nikkei 225(SGX)
Sep11	110805	9315	9350	9255	9270	-395	131,595	202,389	+9,245
Dec11	110805	9230	9295	9210	9220	-390	76	8,305	-11
Mar12	110805	9205	9205	9205	9205	-400	0	10	+0
Total Volume and Open Interest							132,370	223,798	+9,493
CAC 40(EURONEXT)
Aug11	110805	3248.0	3391.5	3208.0	3280.5	-37.0	257,560	341,136	+4,499
Sep11	110805	3262.5	3385.5	3209.0	3277.5	-37.0	30,176	76,627	+26,084
Oct11	110805	3276.0	3276.0	3276.0	3276.0	-39.0	0	5	+0
Total Volume and Open Interest							287,736	417,800	+30,583
Hang Seng Index(HKFE)
Aug11	110805	20795	20944	20558	20741	-964	87,162	89,923	-1,114
Sep11	110805	20718	20850	20470	20650	-965	1,032	5,589	+210
Total Volume and Open Interest							88,422	99,566	-879
DAX(EUREX)
Sep11	110805	6261.5	6449.5	6125.0	6257.5	-159.5	252,287	160,726	+3,926
Dec11	110805	6309.0	6470.0	6164.5	6279.0	-160.5	548	8,785	+94
Mar12	110805	6323.0	6389.0	6180.0	6300.5	-164.0	264	592	+207
Total Volume and Open Interest							253,099	170,103	+4,227
FT-SE 100(EURONEXT)
Sep11	110805	5278.50	5368.50	5121.00	5230.00	-158.00	206,278	626,115	-556
Dec11	110805	5210.00	5293.50	5150.00	5203.00	-160.00	34	829	+2
Mar12	110805	5168.50	5168.50	5168.50	5168.50	-158.00	0	163	+0
Total Volume and Open Interest							206,312	627,223	-554
SPI 200(SFE)
Sep11	110805	4240.0	4248.0	4039.0	4050.0	-192.0	57,034	236,486	+12,447
Dec11	110805	4251.0	4251.0	4060.0	4062.0	-196.0	1,151	6,231	+1,125
Mar12	110805	4171.0	4171.0	4046.0	4046.0	-196.0	209	1,802	+204
Total Volume and Open Interest							59,480	248,897	+14,837
GSCI(CME)
Aug11	110805	644.50	650.00	636.40	645.00	+1.00	152	9,080	-67
Sep11	110805	647.25	652.25	638.75	647.05	+1.80	13	34	+10
Oct11	110805	648.00	653.25	639.75	648.00	+1.25
Total Volume and Open Interest							165	9,114	-57
Reuters CCI(ICE)