MRCI's End of Day Prices

Daily Futures Price Listing Fri August 12, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Aug11	110812	1343.25	1347.50	1329.00	1337.00	+3.25	1,007	361	-479
Sep11	110812	1328.00	1337.00	1319.75	1327.75	+3.00	16,907	43,036	-111
Nov11	110812	1335.00	1343.75	1326.00	1334.75	+3.00	97,498	292,386	+2,439
Jan12	110812	1343.75	1354.25	1337.25	1345.75	+3.00	15,693	59,086	+2,606
Mar12	110812	1358.00	1360.25	1348.75	1352.50	+3.75	5,237	28,609	-359
May12	110812	1353.00	1361.50	1346.50	1354.00	+3.25	4,549	36,420	+529
Jul12	110812	1362.50	1365.00	1349.75	1356.75	+3.50	2,506	19,176	+32
Total Volume and Open Interest							144,337	504,644	+4,810
Soybean Meal(CBOT)
Aug11	110812	348.50	348.60	348.00	348.60	+1.40	774	338	-567
Sep11	110812	348.40	350.40	346.30	347.10	-1.30	16,898	34,190	-1,351
Oct11	110812	351.00	353.00	348.30	349.20	-1.40	8,251	19,794	+2,666
Dec11	110812	353.70	356.20	351.30	352.10	-1.60	37,290	79,029	-1,410
Jan12	110812	357.30	358.30	354.20	354.40	-1.50	2,060	9,092	+383
Mar12	110812	360.10	360.90	356.90	357.00	-1.70	1,390	6,559	+224
May12	110812	360.90	360.90	357.70	357.70	-1.70	1,343	9,515	-44
Jul12	110812	360.00	361.10	356.50	358.30	-1.60	734	3,596	+49
Total Volume and Open Interest							69,201	166,471	+42
Soybean Oil(CBOT)
Aug11	110812	54.37	54.70	54.03	54.60	+0.57	343	193	-101
Sep11	110812	54.25	54.84	53.92	54.16	+0.06	20,053	47,301	+1,023
Oct11	110812	54.48	55.02	54.10	54.33	+0.06	7,063	26,114	-631
Dec11	110812	54.78	55.35	54.41	54.65	+0.07	66,785	139,907	+1,315
Jan12	110812	55.17	55.64	54.72	54.92	+0.04	8,334	30,377	+1,116
Mar12	110812	55.47	55.87	55.14	55.16	+0.02	3,225	15,998	+680
May12	110812	55.46	56.03	55.37	55.37	-0.01	1,778	10,827	+529
Jul12	110812	55.98	56.20	55.55	55.55	-0.03	1,648	5,885	+516
Total Volume and Open Interest							109,555	280,212	+4,523
Canola(WCE)
Nov11	110812	548.5	554.9	546.0	550.2	+2.3	8,540	113,137	-2,606
Jan12	110812	556.2	563.4	554.6	558.9	+2.7	1,637	26,498	+34
Mar12	110812	560.5	570.9	560.5	566.2	+3.5	451	8,390	+58
May12	110812	567.5	575.0	567.5	571.1	+4.3	336	7,161	+191
Jul12	110812	574.1	576.7	574.1	575.4	+5.1	58	3,920	-1
Total Volume and Open Interest							11,104	160,880	-2,299
Corn(CBOT)
Sep11	110812	702.00	707.75	697.50	701.75	-0.75	82,997	204,666	-19,253
Dec11	110812	714.00	721.00	710.00	714.50	+0.50	185,211	630,727	+6,272
Mar12	110812	726.25	734.00	722.75	727.50	+0.75	32,749	158,275	+5,686
May12	110812	731.00	738.00	728.00	732.00	+1.00	7,042	34,134	+911
Jul12	110812	732.75	741.25	729.25	734.50	+1.50	7,723	70,914	+315
Sep12	110812	680.00	689.50	678.75	684.50	+3.50	1,321	12,300	+200
Total Volume and Open Interest							322,029	1,219,778	-5,143
Wheat(CBOT)
Sep11	110812	700.00	718.75	696.25	702.50	+1.25	64,438	87,196	-8,793
Dec11	110812	731.50	746.50	727.50	732.25	-0.75	55,376	187,752	+11,087
Mar12	110812	769.75	778.00	763.25	765.50	-4.25	11,475	62,809	+122
May12	110812	791.50	793.25	780.00	781.00	-7.25	2,292	12,665	+375
Jul12	110812	790.50	796.00	782.25	783.25	-8.50	5,131	52,348	+1,648
Total Volume and Open Interest							140,568	429,359	+5,199
Wheat(KCBT)
Sep11	110812	804.25	812.00	796.00	796.00	-12.00	13,322	56,804	-2,072
Dec11	110812	827.25	849.50	820.25	820.25	-12.75	11,517	66,847	+1,500
Mar12	110812	840.75	847.75	831.75	831.75	-14.50	3,538	23,351	+353
May12	110812	845.75	851.75	835.00	835.00	-14.50	250	3,568	+69
Jul12	110812	837.50	846.00	828.00	828.00	-13.00	1,297	17,971	+224
Total Volume and Open Interest							30,018	171,792	+93
Wheat(MGE)
Sep11	110812	863.00	875.00	857.25	861.25	-1.25	3,174	13,915	-762
Dec11	110812	866.50	879.00	860.75	863.50	-3.00	2,590	19,535	-46
Mar12	110812	876.00	884.75	866.00	868.25	-5.50	1,131	7,066	+131
May12	110812	880.00	887.00	869.50	871.25	-6.25	731	3,220	-28
Jul12	110812	882.00	888.00	871.00	873.00	-6.75	586	4,645	+62
Total Volume and Open Interest							8,424	52,164	-681
Oats(CBOT)
Sep11	110812	345.00	347.00	343.00	345.00	+1.00	124	1,945	+20
Dec11	110812	354.50	358.00	353.00	355.00	+0.50	417	9,886	+53
Mar12	110812	366.00	366.00	365.00	365.50	+0.50	15	1,015	-7
May12	110812	372.50	372.50	372.00	372.50	+0.50	0	29	+0
Total Volume and Open Interest							556	12,905	+66
Rough Rice(CBOT)
Sep11	110812	16.79	16.85	16.58	16.81	-0.06	1,260	7,723	+52
Nov11	110812	17.06	17.18	16.90	17.13	-0.06	911	8,174	+304
Jan12	110812	17.38	17.47	17.23	17.42	-0.05	109	1,138	+77
Mar12	110812	17.60	17.67	17.57	17.67	-0.07	81	842	+24
Total Volume and Open Interest							2,361	18,029	+457
Live Cattle(CME)
Aug11	110812	117.300	118.330	117.100	117.900	+1.450	3,020	14,835	-1,422
Oct11	110812	120.000	121.080	120.000	120.450	+0.915	13,620	133,164	-467
Dec11	110812	121.830	123.100	121.830	122.680	+1.080	8,146	88,629	-606
Feb12	110812	124.500	125.300	124.430	124.700	+0.220	5,330	37,178	+412
Apr12	110812	126.900	127.785	126.800	127.285	+0.585	2,421	20,863	+509
Jun12	110812	123.500	124.385	123.500	124.330	+0.680	384	9,023	+109
Total Volume and Open Interest							33,066	305,246	-1,385
Feeder Cattle(CME)
Aug11	110812	135.150	136.575	135.150	135.850	+1.250	1,373	5,618	-525
Sep11	110812	136.900	138.450	136.825	137.535	+1.235	1,903	7,935	-33
Oct11	110812	138.100	139.500	137.880	138.700	+1.375	2,705	11,397	+701
Nov11	110812	138.985	140.325	138.850	139.600	+1.115	586	4,673	+74
Jan12	110812	139.250	140.630	139.250	139.950	+1.070	233	2,873	-22
Mar12	110812	139.435	140.000	139.300	139.400	+0.715	61	842	+30
Apr12	110812	140.000	140.350	139.800	139.800	+0.450	29	218	+7
Total Volume and Open Interest							6,890	33,719	+232
Lean Hogs(CME)
Aug11	110812	107.200	107.480	107.000	107.450	+0.250	3,615	11,104	-735
Oct11	110812	88.230	89.600	87.750	89.480	+1.380	26,362	94,082	-2,469
Dec11	110812	85.200	86.200	84.600	86.200	+1.200	11,439	71,820	+653
Feb12	110812	87.930	88.830	87.330	88.580	+0.650	5,512	36,284	+447
Apr12	110812	90.200	91.200	89.850	91.000	+0.670	4,058	23,041	-754
May12	110812	94.800	94.900	94.800	94.900	+0.800	16	974	-1
Jun12	110812	96.730	97.300	96.000	97.180	+0.850	1,399	12,068	-42
Jul12	110812	95.100	95.550	95.050	95.400	+0.700	140	3,671	-29
Total Volume and Open Interest							52,676	256,229	-2,937
Class III Milk(CME)
Aug11	110812	21.46	21.59	21.44	21.56	+0.06	590	6,739	-59
Sep11	110812	18.93	19.60	18.62	19.49	+0.37	701	6,656	+140
Oct11	110812	18.00	18.48	17.76	18.45	+0.41	412	5,206	-10
Nov11	110812	17.66	18.12	17.58	18.00	+0.23	114	4,246	+9
Dec11	110812	17.35	17.72	17.35	17.60	+0.12	124	3,716	+28
Total Volume and Open Interest							2,327	34,837	+363
Cocoa(ICE)
Sep11	110812	2858	2901	2856	2879	+23	18,175	22,064	-5,443
Dec11	110812	2895	2923	2883	2907	+21	21,871	70,657	+2,009
Mar12	110812	2945	2970	2938	2958	+20	4,147	39,214	+589
May12	110812	2957	2977	2950	2967	+17	553	13,272	+315
Jul12	110812	2975	2989	2975	2981	+14	145	5,985	+44
Sep12	110812	2989	3000	2986	2991	+9	213	9,847	+29
Dec12	110812	3005	3005	3005	3005	+11	145	4,913	+106
Total Volume and Open Interest							45,251	169,873	-2,349
Coffee "C"(ICE)
Sep11	110812	241.00	242.50	239.40	240.35	-0.50	13,146	28,249	-2,698
Dec11	110812	244.00	245.50	242.50	243.85	-0.20	8,881	52,056	+1,087
Mar12	110812	246.70	247.10	245.00	246.40	unch	1,889	14,488	+356
May12	110812	247.85	248.55	246.40	247.70	-0.05	446	7,339	+108
Jul12	110812	248.45	248.95	245.55	246.70	-0.50	212	2,466	+59
Sep12	110812	245.00	246.05	243.80	245.45	-0.90	78	1,809	+2
Total Volume and Open Interest							24,683	107,965	-1,066
Orange Juice(ICE)
Sep11	110812	164.40	167.25	161.70	166.50	+2.65	4,707	11,633	-2,542
Nov11	110812	157.45	160.75	155.00	160.45	+3.40	4,068	13,228	+617
Jan12	110812	157.70	161.15	156.00	160.50	+2.90	1,236	2,626	+708
Mar12	110812	157.25	162.00	157.00	160.95	+3.10	376	1,013	+237
May12	110812	161.45	161.45	161.45	161.45	+3.05	110	367	+36
Jul12	110812	162.30	162.30	162.30	162.30	+2.30	23	149	+10
Total Volume and Open Interest							10,520	29,027	-934
Sugar #11(ICE)
Oct11	110812	28.00	28.17	27.25	27.84	-0.24	46,888	266,474	-3,386
Mar12	110812	26.89	27.30	26.37	26.99	+0.10	17,769	145,675	-1,828
May12	110812	25.37	25.95	25.04	25.77	+0.40	7,511	42,581	+637
Jul12	110812	24.24	24.89	23.98	24.81	+0.54	5,343	62,639	-495
Oct12	110812	23.56	24.07	23.19	24.01	+0.50	2,280	28,353	-416
Total Volume and Open Interest							81,728	587,233	-5,540
London Cocoa(LCE)
Sep11	110812	1835	1850	1833	1838	+4	7,748	58,883	-2,221
Dec11	110812	1847	1864	1842	1852	+5	7,598	61,094	+2,254
Mar12	110812	1876	1884	1866	1872	+4	1,931	41,905	-18
May12	110812	1875	1891	1874	1882	+1	671	14,150	+74
Jul12	110812	1895	1899	1895	1895	unch	581	6,817	+129
Sep12	110812	1904	1906	1904	1904	unch	69	5,012	+50
Dec12	110812	1909	1909	1909	1909	unch	100	8,518	+13
Total Volume and Open Interest							18,701	197,285	+281
London Sugar(LCE)
Oct11	110812	742.10	745.40	726.20	743.50	-6.20	1,783	21,557	-274
Dec11	110812	697.20	701.50	683.40	699.70	-5.00	804	7,125	-363
Mar12	110812	682.20	689.30	671.40	688.60	-2.60	254	10,216	+36
May12	110812	662.20	669.40	651.30	669.40	+1.00	23	3,188	-18
Aug12	110812	640.80	649.50	633.10	649.50	+2.30	6	2,007	+0
Total Volume and Open Interest							2,916	45,728	-589
Cotton(ICE)
Oct11	110812	98.00	101.25	97.99	100.72	+2.93	25	511	-3
Dec11	110812	96.52	100.52	96.15	100.52	+4.00	7,658	94,836	-1,029
Mar12	110812	94.30	98.40	93.94	98.40	+4.00	1,658	28,668	+356
May12	110812	94.07	98.19	94.07	97.71	+3.47	473	6,111	+27
Jul12	110812	93.85	97.10	93.85	96.65	+3.01	64	7,759	+13
Oct12	110812	97.66	97.66	97.66	97.66	+3.46	0	3	+0
Total Volume and Open Interest							9,927	141,929	-614
Lumber(CME)
Sep11	110812	228.0	231.4	222.6	224.0	-4.0	1,631	4,371	-973
Nov11	110812	234.2	238.0	229.0	229.0	-5.2	1,756	4,782	+395
Jan12	110812	257.0	258.0	249.5	249.5	-0.6	80	1,150	+1
Mar12	110812	264.0	268.0	264.0	264.0	unch	2	147	+0
Total Volume and Open Interest							3,469	10,452	-577
Crude Oil(NYM)
Sep11	110812	85.55	87.37	84.02	85.38	-0.34	520,144	247,528	-24,061
Oct11	110812	85.86	87.71	84.34	85.69	-0.35	151,567	214,494	+21,362
Nov11	110812	86.37	88.07	84.76	86.05	-0.38	71,180	133,336	+11,595
Dec11	110812	86.76	88.45	85.10	86.44	-0.38	115,512	205,277	+1,758
Jan12	110812	86.90	88.79	85.75	86.84	-0.38	18,145	62,942	+63
Feb12	110812	87.25	89.13	86.45	87.22	-0.35	7,157	24,111	+444
Mar12	110812	87.68	89.28	87.26	87.60	-0.33	10,562	38,833	+69
Apr12	110812	89.42	89.42	87.79	88.00	-0.30	6,215	25,689	+261
May12	110812	87.73	89.62	87.73	88.40	-0.27	4,171	22,495	+789
Jun12	110812	87.96	90.40	87.96	88.78	-0.26	19,789	82,542	+1,906
Jul12	110812	88.33	90.31	88.33	89.17	-0.24	2,169	30,194	+127
Aug12	110812	88.77	89.47	88.77	89.47	-0.23	864	15,826	+31
Sep12	110812	89.97	89.97	89.72	89.72	-0.25	1,172	17,571	-48
Oct12	110812	89.96	89.96	89.96	89.96	-0.26	341	13,847	+28
Nov12	110812	90.21	90.21	90.21	90.21	-0.27	236	19,948	+7
Dec12	110812	90.01	92.10	89.22	90.46	-0.29	34,373	143,977	-288
Total Volume and Open Interest							989,624	1,580,298	+15,818
e-miNY Crude Oil(NYM)
Aug11	110719	96.125	98.650	95.925	97.500	+1.575	5,608	3,447	-104
Sep11	110812	85.700	87.375	84.025	85.375	-0.350	16,938	4,451	-102
Oct11	110812	85.675	87.650	84.350	85.700	-0.350	865	920	-103
Nov11	110812	86.175	87.700	84.925	86.050	-0.375	108	332	+18
Dec11	110812	86.100	88.200	86.025	86.450	-0.375	141	376	+48
Jan12	110812	87.350	87.350	86.850	86.850	-0.375	7	4	+0
Feb12	110812	87.225	87.225	87.225	87.225	-0.350	0	8	+0
Mar12	110812	87.950	87.950	87.600	87.600	-0.325	14	15	+8
Apr12	110812	88.000	88.000	88.000	88.000	-0.300	2	8	-3
May12	110812	88.400	88.400	88.400	88.400	-0.275	0	3	+0
Total Volume and Open Interest							18,101	6,325	-124
Heating Oil(NYM)
Sep11	110812	289.64	293.78	287.78	290.37	+0.45	77,918	73,421	-3,862
Oct11	110812	289.88	294.35	288.57	291.05	+0.41	33,194	54,429	+2,826
Nov11	110812	291.57	294.74	289.65	291.82	+0.30	15,651	37,151	+482
Dec11	110812	292.38	295.65	290.44	292.52	+0.14	22,245	47,497	+2,409
Jan12	110812	295.03	296.11	292.76	293.27	-0.07	9,778	28,519	+1,945
Feb12	110812	294.63	294.91	292.48	292.94	-0.19	1,953	12,474	+110
Mar12	110812	291.25	294.64	291.25	291.82	-0.26	1,848	7,900	+73
Apr12	110812	291.97	291.97	289.40	289.85	-0.41	578	4,044	+5
May12	110812	288.74	289.11	287.93	287.93	-0.57	677	4,566	+40
Jun12	110812	285.49	289.78	285.49	287.05	-0.65	3,550	26,459	+666
Jul12	110812	289.28	289.28	287.90	287.90	-0.73	433	2,212	+214
Aug12	110812	291.14	291.14	289.10	289.10	-0.78	196	1,038	+12
Total Volume and Open Interest							168,924	312,327	+5,181
Gasoline(NYMEX)
Sep11	110812	282.25	285.72	280.72	282.22	-0.51	69,568	65,900	-1,467
Oct11	110812	265.95	268.85	263.82	266.07	+0.13	47,274	55,123	+1,637
Nov11	110812	261.00	265.31	261.00	262.47	-0.28	22,056	29,038	+1,937
Dec11	110812	260.45	264.09	259.88	261.14	-0.48	16,235	36,477	-536
Jan12	110812	263.38	264.29	261.39	261.39	-0.63	5,515	14,508	+762
Feb12	110812	262.83	265.00	262.26	262.61	-0.67	1,013	6,395	+31
Mar12	110812	266.82	266.82	264.21	264.21	-0.65	1,138	8,821	+28
Apr12	110812	276.95	278.26	276.10	276.10	-0.69	718	5,779	-42
May12	110812	276.16	276.16	276.16	276.16	-0.90	372	2,732	+83
Jun12	110812	276.18	277.05	275.51	275.51	-0.92	1,359	8,013	+613
Total Volume and Open Interest							165,563	248,825	+3,046
e-miNY RBOB Gasoline(NYM)
Sep11	110812	282.20	282.22	282.20	282.20	-0.50	1	1	+1
Oct11	110812	266.10	266.10	266.07	266.10	+0.20	0	1	+0
Nov11	110812	262.50	262.50	262.47	262.50	-0.30
Dec11	110812	261.10	261.14	261.10	261.10	-0.50
Total Volume and Open Interest							1	4	+1
Natural Gas(NYM)
Sep11	110812	4.106	4.140	4.052	4.060	-0.048	145,358	157,329	-10,857
Oct11	110812	4.120	4.157	4.064	4.071	-0.056	77,433	143,625	-1,853
Nov11	110812	4.276	4.306	4.211	4.219	-0.060	74,072	168,034	+12,882
Dec11	110812	4.488	4.515	4.433	4.441	-0.056	23,372	71,840	+1,477
Jan12	110812	4.596	4.606	4.520	4.529	-0.057	22,505	126,896	+2,279
Feb12	110812	4.586	4.590	4.523	4.531	-0.053	6,718	30,618	-353
Mar12	110812	4.531	4.556	4.492	4.495	-0.050	6,589	47,339	+472
Apr12	110812	4.495	4.507	4.445	4.450	-0.043	9,616	59,322	-94
May12	110812	4.506	4.516	4.477	4.477	-0.040	1,242	13,232	+277
Jun12	110812	4.555	4.555	4.509	4.511	-0.037	772	12,816	+67
Jul12	110812	4.584	4.589	4.552	4.552	-0.035	1,237	10,422	+0
Aug12	110812	4.598	4.603	4.574	4.574	-0.036	916	9,683	-56
Sep12	110812	4.602	4.612	4.576	4.576	-0.037	937	6,988	-126
Oct12	110812	4.636	4.662	4.601	4.605	-0.037	3,230	36,519	+242
Nov12	110812	4.773	4.812	4.756	4.759	-0.037	641	6,692	+289
Dec12	110812	5.016	5.030	4.980	4.989	-0.033	362	11,994	+156
Total Volume and Open Interest							376,444	986,090	+5,003
Brent Crude Oil(ICE)
Sep11	110812	107.94	109.16	106.86	108.03	+0.01	260,958	96,936	-16,356
Oct11	110812	107.71	108.90	106.65	107.76	-0.06	169,925	141,738	+13,068
Nov11	110812	107.40	108.70	106.61	107.56	-0.16	71,962	107,072	+10,568
Dec11	110812	107.36	108.57	106.49	107.40	-0.20	102,615	121,823	+8,601
Jan12	110812	107.17	108.33	106.49	107.25	-0.25	17,630	29,343	+4,000
Feb12	110812	106.79	108.20	106.36	107.07	-0.31	7,400	19,573	-220
Mar12	110812	106.46	108.01	106.30	106.87	-0.35	7,365	38,354	+1,558
Apr12	110812	106.31	107.85	106.07	106.71	-0.37	3,408	13,947	+45
May12	110812	106.15	107.69	105.94	106.55	-0.41	2,970	11,677	+491
Jun12	110812	105.97	107.48	105.76	106.35	-0.43	11,825	48,993	+1,501
Jul12	110812	106.21	106.21	106.21	106.21	-0.44	985	9,942	+172
Aug12	110812	106.05	106.05	106.05	106.05	-0.44	767	6,845	+297
Sep12	110812	105.84	105.84	105.84	105.84	-0.46	642	8,197	+111
Oct12	110812	105.61	105.61	105.61	105.61	-0.48	250	4,479	+57
Total Volume and Open Interest							698,637	822,407	+31,153
Gas Oil(ICE)
Sep11	110812	912.25	925.00	906.50	917.00	+12.50	147,586	150,329	+13,303
Oct11	110812	905.75	921.25	903.00	913.25	+12.00	74,464	103,927	+10,165
Nov11	110812	904.75	917.25	901.00	910.00	+11.75	41,053	50,419	+1,800
Dec11	110812	901.50	914.75	899.50	907.75	+11.25	61,708	66,534	+3,732
Jan12	110812	899.25	913.75	899.25	907.25	+11.00	17,425	37,746	+2,290
Feb12	110812	901.75	912.75	901.75	906.75	+11.00	5,370	16,273	+1,084
Mar12	110812	899.00	912.00	899.00	906.00	+10.75	6,092	17,039	+1,850
Apr12	110812	900.00	911.25	900.00	905.00	+10.50	2,869	9,934	+0
May12	110812	899.25	910.50	899.25	904.00	+10.00	2,578	9,246	+607
Jun12	110812	895.75	910.00	895.75	903.25	+9.25	8,643	36,389	+912
Total Volume and Open Interest							412,501	576,025	+25,795
Ethanol(CBOT)
Aug11	110803	2.836	2.836	2.800	2.800	-0.042	102	196	-79
Sep11	110812	2.763	2.794	2.760	2.785	+0.008	342	1,115	-45
Oct11	110812	2.681	2.693	2.679	2.680	+0.003	176	1,457	+39
Nov11	110812	2.620	2.636	2.620	2.624	+0.001	40	1,195	+22
Dec11	110812	2.589	2.602	2.585	2.591	unch	75	1,568	-4
Jan12	110812	2.526	2.526	2.525	2.526	-0.006	51	799	-3
Feb12	110812	2.516	2.539	2.516	2.530	-0.010	72	621	+39
Mar12	110812	2.534	2.539	2.534	2.534	-0.006	53	555	+34
Total Volume and Open Interest							919	9,582	+144
WTI Crude Oil(ICE
Sep11	110812	85.32	87.38	84.02	85.38	-0.34	132,648	58,630	-687
Oct11	110812	85.68	87.70	84.40	85.69	-0.35	40,358	56,834	+5,612
Nov11	110812	85.93	87.87	84.88	86.05	-0.38	22,220	29,124	+954
Dec11	110812	86.11	88.45	85.12	86.44	-0.38	38,456	94,485	+4,194
Jan12	110812	85.97	88.72	85.97	86.84	-0.38	4,735	17,994	+598
Feb12	110812	86.99	89.10	86.99	87.22	-0.35	2,866	6,465	-31
Mar12	110812	87.25	89.40	87.25	87.60	-0.33	3,758	14,672	-543
Apr12	110812	87.34	89.74	87.03	88.00	-0.30	1,514	5,074	-48
May12	110812	88.09	89.95	88.09	88.40	-0.27	814	3,892	+59
Jun12	110812	88.05	90.34	88.05	88.78	-0.26	5,686	27,856	+160
Jul12	110812	89.17	89.17	89.17	89.17	-0.24	189	4,905	+2
Aug12	110812	89.47	89.47	89.47	89.47	-0.23	19	1,552	+1
Sep12	110812	89.72	89.72	89.72	89.72	-0.25	50	5,394	+16
Oct12	110812	89.96	89.96	89.96	89.96	-0.26	0	1,179	+0
Nov12	110812	90.21	90.21	90.21	90.21	-0.27	0	2,539	+0
Dec12	110812	90.21	92.10	89.12	90.46	-0.29	9,626	44,706	+1,607
Total Volume and Open Interest							267,540	459,728	+13,853
US Dollar Index(ICE)
Sep11	110812	74.800	75.055	74.495	74.743	-0.067	40,229	56,085	-569
Dec11	110812	75.205	75.325	74.970	75.143	-0.067	142	684	-8
Mar12	110812	75.562	75.562	75.562	75.562	-0.077	0	1	+0
Total Volume and Open Interest							40,371	56,770	-577
Australian Dollar(CME)
Sep11	110812	102.96	103.18	101.98	103.10	+0.53	208,357	102,722	-922
Dec11	110812	101.79	102.12	101.36	102.12	+0.53	138	847	+19
Mar12	110812	101.26	101.26	100.75	101.26	+0.51	0	5	+0
Total Volume and Open Interest							208,495	103,624	-903
British Pound(CME)
Sep11	110812	162.28	163.08	161.60	162.74	+0.66	137,648	104,628	-625
Dec11	110812	161.75	162.76	161.65	162.61	+0.66	87	309	+32
Mar12	110812	162.47	162.47	161.84	162.47	+0.63	0	8	+0
Total Volume and Open Interest							137,735	104,951	-593
Canadian Dollar(CME)
Sep11	110812	101.45	101.59	100.72	100.89	-0.38	175,583	100,018	-11,090
Dec11	110812	101.27	101.35	100.63	100.72	-0.38	859	6,476	+353
Mar12	110812	101.03	101.30	100.50	100.62	-0.39	306	1,299	+129
Jun12	110812	100.51	100.94	100.51	100.51	-0.43	11	389	+11
Total Volume and Open Interest							176,765	108,382	-10,591
Japanese Yen(CME)
Sep11	110812	130.16	130.78	129.92	130.29	+0.12	128,457	121,583	+2,944
Dec11	110812	130.37	130.96	130.17	130.49	+0.13	400	1,348	+151
Mar12	110812	130.76	130.76	130.62	130.76	+0.14	3	49	+1
Total Volume and Open Interest							128,860	123,000	+3,096
Swiss Franc(CME)
Sep11	110812	131.04	132.64	128.58	128.98	-2.19	60,330	50,061	-1,876
Dec11	110812	131.84	132.95	128.97	129.28	-2.18	937	1,100	+6
Mar12	110812	129.57	131.79	129.57	129.57	-2.22	0	13	+0
Total Volume and Open Interest							61,267	51,185	-1,870
EuroFX(CME)
Sep11	110812	142.31	142.86	141.43	142.38	+0.30	457,078	176,725	-3,435
Dec11	110812	142.05	142.60	141.29	142.23	+0.29	1,119	2,694	+518
Mar12	110812	142.11	142.11	141.84	142.11	+0.27	12	403	+7
Total Volume and Open Interest							458,209	180,661	-2,910
Mexican Peso(CME)
Aug11	110812	815.5	817.8	815.5	815.5	-2.2
Sep11	110812	811.8	814.8	803.2	811.2	-2.2	80,329	120,202	+2,744
Total Volume and Open Interest							80,454	120,555	+2,710
Brazilian Real(CME)
Sep11	110812	613.45	616.50	613.45	616.50	+3.95	488	7,112	-579
Oct11	110812	613.30	613.30	609.35	613.30	+3.95
Nov11	110812	610.15	610.15	606.20	610.15	+3.95
Dec11	110812	606.95	606.95	603.00	606.95	+3.95	0	139	+0
Total Volume and Open Interest							488	22,662	-579
30-Year T-Bonds(CBOT)
Sep11	110812	135~120	137~000	135~110	136~300	+1~230	593,697	651,096	+12,545
Dec11	110812	134~030	135~210	133~280	135~190	+1~230	5,605	12,203	+2,979
Mar12	110812	133~230	134~110	132~140	134~050	+1~230	0	46	+0
Total Volume and Open Interest							599,302	663,345	+15,524
10-Year T-Notes(CBOT)
Sep11	110812	129~035	129~305	129~020	129~280	+0~210	2,091,932	1,829,239	-38,255
Dec11	110812	128~055	128~275	128~055	128~270	+0~205	6,495	22,550	+1,720
Mar12	110812	127~270	127~270	127~065	127~270	+0~205
Total Volume and Open Interest							2,098,427	1,851,789	-36,535
5-Year T-Notes(CBOT)
Sep11	110812	122~124	123~047	122~124	123~042	+0~028	1,061,631	1,444,504	-2,310
Dec11	110812	122~006	122~035	122~004	122~035	+0~031	1,271	4,262	+195
Mar12	110812	121~059	121~059	121~028	121~059	+0~031
Total Volume and Open Interest							1,062,902	1,448,766	-2,115
2 Year T-Notes(CBOT)
Sep11	110812	110~039	110~043	110~037	110~040	-0~002	409,023	1,000,014	-18,520
Dec11	110812	110~032	110~035	110~031	110~034	-0~001	2,784	5,059	+1,178
Mar12	110812	109~100	109~101	109~100	109~100	-0~001
Total Volume and Open Interest							411,807	1,005,073	-17,342
Eurodollars(CME)
Sep11	110812	99.585	99.590	99.555	99.570	-0.020	479,790	1,165,849	+40,652
Dec11	110812	99.485	99.490	99.460	99.470	-0.025	631,773	1,052,613	-11,852
Mar12	110812	99.550	99.560	99.525	99.535	-0.025	631,904	1,183,302	-67,337
Jun12	110812	99.605	99.610	99.575	99.590	-0.020	459,984	1,349,781	-22,265
Sep12	110812	99.615	99.615	99.585	99.600	-0.015	454,893	913,852	-22,313
Dec12	110812	99.575	99.590	99.545	99.565	-0.015	446,882	754,939	+9,270
Mar13	110812	99.550	99.570	99.510	99.540	-0.010	466,631	809,364	+83,432
Jun13	110812	99.465	99.485	99.425	99.465	unch	405,128	556,070	-22,277
Sep13	110812	99.320	99.355	99.285	99.340	+0.015	392,398	544,858	-25,989
Dec13	110812	99.120	99.160	99.090	99.155	+0.025	296,292	429,824	-2,546
Mar14	110812	98.915	98.955	98.875	98.950	+0.030	180,822	285,534	+1,195
Jun14	110812	98.660	98.720	98.635	98.710	+0.030	151,288	256,393	+726
Sep14	110812	98.420	98.485	98.390	98.475	+0.035	122,920	144,041	+8,157
Dec14	110812	98.190	98.240	98.145	98.230	+0.040	96,398	121,730	-5,352
Mar15	110812	97.925	98.020	97.920	98.010	+0.050	69,578	112,445	+5,481
Jun15	110812	5.970	6.050	5.950	6.040	+0.055	52,456	89,888	+4,987
Sep15	110812	5.745	5.830	5.730	5.815	+0.055	30,346	59,296	+1,012
Dec15	110812	5.495	5.615	5.495	5.595	+0.055	27,125	51,083	-1,203
Total Volume and Open Interest
30 Day Federal Funds(CBOT)
Aug11	110812	99.897	99.900	99.893	99.895	-0.005	2,404	88,473	-99
Sep11	110812	99.905	99.905	99.895	99.900	-0.005	6,228	54,189	-865
Oct11	110812	99.905	99.910	99.895	99.900	-0.010	5,613	55,768	+692
Nov11	110812	99.910	99.915	99.900	99.905	-0.005	7,646	52,992	+1,501
Dec11	110812	99.920	99.920	99.910	99.915	unch	14,265	65,070	-1,806
Jan12	110812	99.905	99.910	99.900	99.905	-0.005	12,323	51,228	+2,445
Total Volume and Open Interest							118,561	832,273	+5,995
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11	110812	99.680	99.680	99.680	99.680	unch	0	66	+0
Dec11	110812	99.683	99.683	99.683	99.683	unch	0	332	+0
Mar12	110812	99.690	99.690	99.690	99.690	unch	0	340	+0
Jun12	110812	99.688	99.688	99.688	99.688	unch
Sep12	110812	99.615	99.615	99.615	99.615	unch
Dec12	110812	99.675	99.675	99.675	99.675	unch
Mar13	110812	99.675	99.675	99.675	99.675	unch
Jun13	110812	99.630	99.630	99.630	99.630	unch
Sep13	110812	99.490	99.490	99.490	99.490	unch
Dec13	110812	99.350	99.350	99.350	99.350	unch
Total Volume and Open Interest							0	738	+0
3-Mth Euro-Yen(SGX)
Sep11	110812	99.68	99.68	99.68	99.68	unch	15	1,277	+0
Dec11	110812	99.68	99.68	99.68	99.68	unch	300	1,478	+0
Mar12	110812	99.69	99.69	99.69	99.69	unch	0	2,083	+0
Jun12	110812	99.69	99.69	99.69	99.69	unch	0	1,376	+0
Sep12	110812	99.61	99.61	99.61	99.61	unch	0	411	+0
Dec12	110812	99.68	99.68	99.68	99.68	unch	0	29	+0
Mar13	110812	99.68	99.68	99.68	99.68	unch	0	1	+0
Jun13	110812	99.63	99.63	99.63	99.63	unch
Total Volume and Open Interest							315	6,657	+0
Japanese Gov't Bonds(SGX)
Sep11	110812	141.93	142.27	141.86	142.14	+0.13	3,074	26,161	+542
Dec11	110812	141.73	141.73	141.73	141.73	+0.13	0	6	+0
Mar12	110812	139.64	139.64	139.64	139.64	+0.13
Total Volume and Open Interest							3,074	26,167	+542
Euro-Bund(EUREX)
Sep11	110812	133.50	133.81	132.51	132.96	-0.34	1,001,727	984,035	-26,849
Dec11	110812	131.62	132.23	131.25	131.43	-0.34	1,519	4,067	+460
Mar12	110812	131.96	131.96	131.96	131.96	-0.34	17	1	+0
Total Volume and Open Interest							1,003,263	988,103	-26,389
Euro-Bobl(EUREX)
Sep11	110812	121.45	121.61	121.00	121.23	-0.09	604,771	726,092	-1,880
Dec11	110812	120.15	120.15	120.15	120.15	-0.07	91	836	+66
Mar12	110812	120.23	120.23	120.23	120.23	-0.09
Total Volume and Open Interest							604,862	726,928	-1,814
3-Mth Euribor(EUREX)
Sep11	110812	98.580	98.580	98.555	98.575	-0.070	174	1,945	-70
Dec11	110812	98.765	98.795	98.760	98.780	-0.090	93	1,477	+47
Mar12	110812	98.865	98.880	98.825	98.880	-0.065	117	2,479	+0
Total Volume and Open Interest							539	9,797	-15
Long Gilt(LIFFE)
Sep11	110812	128~18	128~30	128~04	128~09	-0~15	144,511	363,765	+6,666
Dec11	110812	127~12	127~12	126~31	126~31	-0~15	0	1	+0
Total Volume and Open Interest							144,511	363,766	+6,666
3-Mth Short Sterling(LIFFE)
Sep11	110812	99.12	99.13	99.10	99.11	-0.01	86,269	422,175	-4,196
Dec11	110812	99.19	99.21	99.14	99.15	-0.06	116,405	515,815	+5,852
Mar12	110812	99.19	99.21	99.14	99.16	-0.06	117,280	409,742	-10,244
Jun12	110812	99.19	99.22	99.13	99.16	-0.05	139,218	271,144	-1,374
Sep12	110812	99.16	99.20	99.11	99.14	-0.04	126,382	288,578	-3,423
Dec12	110812	99.08	99.14	99.04	99.07	-0.04	93,288	269,910	-506
Total Volume and Open Interest							843,946	2,621,621	-30,606
3-Mth Euribor(LIFFE)
Sep11	110812	98.620	98.645	98.540	98.575	-0.070	214,088	692,755	+11,144
Dec11	110812	98.850	98.870	98.735	98.785	-0.085	299,972	621,459	+1,476
Mar12	110812	98.965	98.965	98.825	98.880	-0.065	233,094	484,686	-1,571
Total Volume and Open Interest							1,596,820	3,639,634	-707
3-Mth Aus T-Bills(SFE)
Sep11	110812	95.54	95.62	95.40	95.52	-0.02	35,206	281,143	+12,272
Dec11	110812	96.10	96.24	95.91	96.11	+0.02	37,062	316,952	+3,102
Mar12	110812	96.28	96.40	96.15	96.27	unch	18,223	175,982	+2,525
Jun12	110812	96.24	96.35	96.13	96.23	-0.02	10,725	95,566	+3,603
Sep12	110812	96.11	96.24	95.97	96.08	-0.03	4,321	63,534	+1,127
Dec12	110812	96.04	96.09	95.89	95.91	-0.04	1,127	36,114	+236
Mar13	110812	95.91	95.94	95.74	95.77	-0.03	1,679	38,030	+66
Jun13	110812	95.70	95.80	95.61	95.62	-0.04	1,756	17,502	+506
Sep13	110812	95.64	95.66	95.49	95.49	-0.05	76	3,092	-75
Dec13	110812	95.37	95.37	95.37	95.37	-0.05	1	1,679	+0
Total Volume and Open Interest							110,176	1,029,737	+23,362
10-Year Aus T-Bonds(SFE)
Sep11	110812	95.56	95.65	95.45	95.57	+0.02	85,167	543,736	+34,652
Dec11	110812	95.57	95.57	95.57	95.57	+0.02
Total Volume and Open Interest							85,167	543,736	+34,652
3-Year Aus T-Bonds(SFE)
Sep11	110812	96.21	96.35	96.06	96.22	+0.01	223,816	1,284,838	+64,975
Dec11	110812	96.22	96.22	96.22	96.22	+0.01
Total Volume and Open Interest							223,816	1,284,838	+64,975
Gold(CMX)
Aug11	110812	1760.6	1764.2	1723.8	1740.2	-8.6	969	2,752	-46
Oct11	110812	1766.7	1769.3	1724.2	1741.0	-8.9	17,313	26,782	-652
Dec11	110812	1767.5	1770.9	1725.8	1742.6	-8.9	296,968	369,957	+8,378
Feb12	110812	1773.1	1773.1	1729.1	1744.8	-8.9	5,670	24,908	+3,228
Apr12	110812	1769.0	1772.6	1731.2	1746.8	-8.8	153	6,904	+33
Jun12	110812	1761.9	1768.7	1736.5	1748.8	-8.7	286	15,526	+133
Aug12	110812	1750.1	1752.0	1739.8	1750.5	-8.7	1,211	6,012	+115
Oct12	110812	1779.3	1779.3	1745.4	1752.4	-8.6	28	4,170	-1
Dec12	110812	1779.9	1781.6	1741.3	1754.3	-8.7	499	12,064	-180
Feb13	110812	1756.1	1756.1	1756.1	1756.1	-8.7	11	1,586	+0
Apr13	110812	1758.1	1758.1	1758.1	1758.1	-8.7	1	337	+1
Jun13	110812	1760.5	1760.5	1760.5	1760.5	-8.7	132	11,727	+131
Total Volume and Open Interest							327,731	521,137	+10,914
Silver(CMX)
Sep11	110812	3878.0	3923.5	3821.5	3911.4	+44.5	63,775	43,721	-3,781
Dec11	110812	3886.0	3925.5	3825.0	3914.7	+44.3	14,203	39,049	+1,408
Mar12	110812	3879.0	3915.8	3832.5	3915.8	+44.1	713	6,433	+192
May12	110812	3914.5	3914.5	3914.5	3914.5	+44.0	91	2,225	+52
Jul12	110812	3912.6	3912.6	3912.6	3912.6	+44.0	67	1,952	+26
Sep12	110812	3880.0	3909.4	3876.0	3909.4	+44.3	34	299	-8
Dec12	110812	3868.0	3902.8	3831.5	3902.8	+44.4	384	8,356	+56
Total Volume and Open Interest							79,381	113,905	-2,034
Platinum(NYMEX)
Oct11	110812	1792.0	1808.0	1790.0	1796.7	+4.3	10,007	33,499	-598
Jan12	110812	1794.0	1809.0	1794.0	1799.9	+4.2	239	1,938	+165
Apr12	110812	1806.0	1806.0	1802.4	1802.4	+4.2	2	163	+1
Jul12	110812	1806.0	1806.0	1806.0	1806.0	+4.2	1	13	+1
Total Volume and Open Interest							10,249	35,615	-431
Palladium(NYMEX)
Sep11	110812	743.80	749.35	735.00	748.20	+14.40	5,808	16,664	-1,318
Dec11	110812	743.00	750.30	738.60	749.80	+14.45	1,551	4,840	+870
Mar12	110812	95.54	95.54	95.54	95.54	+14.55	10	92	+10
Total Volume and Open Interest							7,369	21,596	-438
Copper(CMX)
Sep11	110812	404.50	406.30	398.10	401.20	+0.35	62,692	39,869	-8,764
Dec11	110812	406.50	408.00	400.35	403.35	+0.35	18,143	56,058	+5,236
Mar12	110812	404.85	407.60	402.65	405.05	+0.40	1,871	17,226	-422
May12	110812	407.65	407.75	404.50	405.75	+0.40	257	3,820	+121
Jul12	110812	406.00	406.00	405.45	406.00	+0.30	51	1,113	+3
Total Volume and Open Interest							83,662	124,729	-3,746
DJIA Index(CBOT)
Sep11	110812	11090	11300	10896	11250	+166	4,047	16,414	-508
Dec11	110812	11176	11176	11010	11176	+166	0	96	-1
Mar12	110812	11107	11107	10941	11107	+166
Jun12	110812	11037	11037	10871	11037	+166
Total Volume and Open Interest							4,047	16,510	-509
Mini DJIA Index(CBOT)
Sep11	110812	11082	11309	10892	11250	+166	317,148	93,355	-4,556
Dec11	110812	10956	11214	10835	11176	+166	134	506	+6
Mar12	110812	11107	11107	11107	11107	+166	0	13	+0
Jun12	110812	11037	11037	11037	11037	+166
Total Volume and Open Interest							317,282	93,874	-4,550
S & P 500(CME)
Sep11	110812	1167.50	1186.50	1146.00	1176.80	+8.30	56,208	344,203	+23,642
Dec11	110812	1180.00	1180.80	1162.80	1171.10	+8.30	930	14,825	+861
Mar12	110812	1165.50	1175.20	1156.70	1165.50	+8.30	0	97	+0
Jun12	110812	1160.00	1169.70	1151.20	1160.00	+8.30	3	35	+6
Total Volume and Open Interest							57,141	359,160	+24,509
S & P 500 E-Mini(Globex)
Sep11	110812	1168.25	1186.75	1146.75	1176.75	+8.25	4,925,051	3,446,782	+109,465
Dec11	110812	1170.50	1180.50	1141.25	1171.00	+8.25	9,963	53,178	+4,619
Total Volume and Open Interest							4,935,030	3,500,369	+114,079
NASDAQ 100(CME)
Sep11	110812	2158.00	2192.00	2115.80	2177.50	+19.50	6,710	17,741	+2,422
Dec11	110812	2167.00	2185.00	2155.00	2172.00	+20.00	8	13	+3
Mar12	110812	2168.80	2168.80	2168.80	2168.80	+20.00
Total Volume and Open Interest							6,718	17,754	+2,425
NASDAQ 100 E-Mini(Globex)
Sep11	110812	2158.00	2192.50	2114.00	2177.50	+19.50	543,270	326,467	+2,594
Dec11	110812	2146.00	2185.80	2110.00	2172.00	+20.00	404	5,741	-145
Total Volume and Open Interest							543,674	332,217	+2,449
S & P Midcap 400(CME)
Sep11	110812	844.70	848.00	830.00	844.70	+9.90	7	4,840	-547
Dec11	110812	841.40	841.50	841.40	841.40	+9.90
Mar12	110812	839.70	839.80	839.70	839.70	+9.90
Total Volume and Open Interest							7	4,840	-547
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11	110812	9080	9125	8860	9050	-30	26,077	31,439	+676
Dec11	110812	8935	9050	8935	9020	-30	811	219	+199
Total Volume and Open Interest							26,888	31,658	+875
Nikkei 225(SGX)
Sep11	110812	9085	9095	8920	8960	-15	253,554	237,118	-13,693
Dec11	110812	9025	9025	8885	9020	+80	603	9,032	+326
Mar12	110812	8960	8960	8895	8895	-10	0	10	+0
Total Volume and Open Interest							258,733	260,251	-12,904
CAC 40(EURONEXT)
Aug11	110812	3087.5	3232.5	3012.5	3209.5	+125.0	349,963	458,205	+11,300
Sep11	110812	3098.0	3225.5	3008.0	3205.0	+124.5	4,738	68,219	+651
Oct11	110812	3167.0	3205.0	3167.0	3205.0	+125.0	0	5	+0
Total Volume and Open Interest							354,704	526,469	+11,954
Hang Seng Index(HKFE)
Aug11	110812	19682	19866	19481	19541	+130	132,603	103,173	-6,638
Sep11	110812	19622	19762	19390	19441	+125	2,831	8,239	+252
Total Volume and Open Interest							136,417	115,568	-6,083
DAX(EUREX)
Sep11	110812	5818.5	6067.5	5680.0	5994.5	+182.0	333,244	171,808	+459
Dec11	110812	5843.5	6085.5	5702.5	6012.0	+183.0	1,302	10,588	+511
Mar12	110812	5820.0	6070.5	5736.0	6032.5	+185.5	209	865	+137
Total Volume and Open Interest							334,755	183,261	+1,107
FT-SE 100(EURONEXT)
Sep11	110812	5221.50	5348.50	5083.50	5300.50	+150.00	280,324	623,682	-10,666
Dec11	110812	5212.00	5311.50	5212.00	5275.50	+151.00	43	779	-12
Mar12	110812	5236.50	5236.50	5236.50	5236.50	+152.00	11	174	+11
Total Volume and Open Interest							280,388	624,761	-10,657
SPI 200(SFE)
Sep11	110812	4090.0	4203.0	4010.0	4139.0	+46.0	85,908	340,026	+17,340
Dec11	110812	4050.0	4200.0	4047.0	4147.0	+47.0	78	6,413	+45
Mar12	110812	4127.0	4127.0	4122.0	4122.0	+47.0	98	2,469	+75
Total Volume and Open Interest							86,614	356,084	+17,773
GSCI(CME)
Aug11	110812	648.00	648.00	640.00	640.00	-3.90	1,800	3,106	-1,647
Sep11	110812	648.40	648.40	640.45	640.45	-4.05	1,881	6,882	+1,604
Oct11	110812	642.00	642.00	642.00	642.00	-3.25	2	0	+0
Total Volume and Open Interest							3,683	9,988	-43
Reuters CCI(ICE)