MRCI's End of Day Prices

Daily Futures Price Listing Mon November 07, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Nov11	111107	1211.00	1213.25	1188.50	1192.25	-20.25	6,563	5,903	-1,318
Jan12	111107	1220.75	1223.00	1198.00	1201.75	-19.25	111,255	243,157	-1,520
Mar12	111107	1229.25	1231.75	1207.75	1211.50	-18.50	26,632	83,230	+170
May12	111107	1239.25	1240.50	1217.50	1221.50	-17.75	12,747	71,879	+1,144
Jul12	111107	1247.75	1249.25	1226.50	1231.00	-16.50	10,993	51,762	-65
Aug12	111107	1237.00	1245.00	1227.25	1230.00	-15.00	80	616	+32
Sep12	111107	1219.75	1236.00	1219.75	1222.50	-13.50	39	468	-12
Total Volume and Open Interest							172,732	517,996	-773
Soybean Meal(CBOT)
Dec11	111107	314.20	314.80	307.90	309.30	-6.10	34,649	78,459	-1,628
Jan12	111107	316.70	316.70	309.90	311.20	-6.30	9,804	25,957	+759
Mar12	111107	319.60	319.60	313.00	313.70	-6.50	4,938	24,330	+644
May12	111107	321.10	321.50	315.40	316.20	-6.20	3,012	22,457	+830
Jul12	111107	323.80	323.80	318.40	319.30	-6.10	1,605	17,474	+418
Aug12	111107	323.20	323.80	319.40	319.80	-5.90	97	3,228	+29
Sep12	111107	323.30	323.50	319.60	320.00	-5.50	56	3,938	+93
Oct12	111107	317.90	321.30	317.80	317.80	-4.50	7	2,655	-1
Total Volume and Open Interest							54,799	192,476	+1,806
Soybean Oil(CBOT)
Dec11	111107	51.82	51.90	51.05	51.20	-0.67	55,802	108,853	-3,982
Jan12	111107	52.07	52.14	51.30	51.46	-0.67	11,442	74,075	-221
Mar12	111107	52.36	52.48	51.65	51.80	-0.66	7,571	47,135	+1,200
May12	111107	52.71	52.78	51.97	52.17	-0.64	5,181	31,438	+1,222
Jul12	111107	53.06	53.06	52.26	52.48	-0.60	2,626	21,750	+116
Aug12	111107	52.88	53.18	52.39	52.58	-0.60	282	3,201	+126
Sep12	111107	52.99	53.00	52.45	52.68	-0.57	131	3,473	+30
Oct12	111107	52.93	53.17	52.64	52.64	-0.53	295	3,648	-99
Total Volume and Open Interest							84,404	306,556	-1,316
Canola(WCE)
Nov11	111107	527.9	528.4	525.4	525.4	-3.1	9	37	+0
Jan12	111107	531.0	531.9	526.1	527.4	-3.1	7,981	108,096	+787
Mar12	111107	538.5	539.0	532.3	532.7	-4.3	1,628	24,700	+502
May12	111107	543.6	543.8	536.3	537.0	-4.3	678	13,783	+194
Jul12	111107	548.0	550.7	542.8	543.3	-4.4	1,013	5,441	-202
Total Volume and Open Interest							12,404	164,574	+1,725
Corn(CBOT)
Dec11	111107	654.75	656.50	648.00	653.25	-2.50	152,165	474,131	-6,644
Mar12	111107	665.00	667.50	659.75	665.25	-1.00	54,790	329,161	+9,101
May12	111107	672.00	674.25	667.00	672.75	-0.50	16,088	91,477	+1,058
Jul12	111107	677.00	678.50	671.50	676.75	-1.50	19,946	123,031	+894
Sep12	111107	634.00	634.50	629.00	633.75	unch	1,984	31,325	+132
Dec12	111107	612.00	614.00	605.75	612.00	-0.75	23,301	143,169	+6,005
Total Volume and Open Interest							268,438	1,239,735	+10,587
Wheat(CBOT)
Dec11	111107	638.00	641.00	630.00	638.75	+2.00	51,650	169,860	-5,102
Mar12	111107	665.00	669.75	659.00	666.25	+1.75	21,015	112,832	+260
May12	111107	684.75	690.25	679.25	688.25	+3.50	4,002	36,978	+1,104
Jul12	111107	701.75	705.00	694.75	704.00	+3.00	5,963	65,957	+730
Sep12	111107	725.00	729.25	716.50	729.25	+4.25	3,518	9,332	+1,094
Total Volume and Open Interest							91,584	433,913	-1,388
Wheat(KCBT)
Dec11	111107	722.00	725.00	714.00	724.50	+6.50	7,079	51,185	-2,626
Mar12	111107	735.00	737.25	727.50	735.50	+4.00	4,247	52,401	-282
May12	111107	739.75	745.50	736.25	744.50	+4.25	714	9,652	+554
Jul12	111107	749.50	753.50	745.00	753.50	+5.25	1,433	34,941	+128
Sep12	111107	761.75	769.00	760.00	769.00	+6.25	204	3,481	+508
Total Volume and Open Interest							13,841	155,903	-1,717
Wheat(MGE)
Dec11	111107	926.50	934.00	920.50	928.25	+4.50	515	9,069	-148
Mar12	111107	871.50	873.00	860.50	863.75	-7.75	1,556	17,033	+291
May12	111107	845.25	845.50	836.00	836.25	-8.25	640	5,443	+50
Jul12	111107	836.25	836.25	827.00	829.50	-5.25	467	5,772	+12
Sep12	111107	807.75	812.75	805.50	811.75	unch	183	2,956	+8
Total Volume and Open Interest							3,682	42,236	+156
Oats(CBOT)
Dec11	111107	330.00	330.00	322.50	325.00	-4.00	622	8,237	+177
Mar12	111107	336.50	336.50	331.50	334.00	-3.50	436	7,748	+358
May12	111107	342.50	342.50	339.00	341.00	-2.50	65	331	+31
Jul12	111107	347.00	349.50	347.00	347.00	-2.50	0	25	+0
Total Volume and Open Interest							1,123	16,462	+566
Rough Rice(CBOT)
Nov11	111107	16.01	16.01	15.90	15.90	+0.00	141	235	-83
Jan12	111107	16.23	16.40	16.09	16.13	+0.00	1,187	12,393	+137
Mar12	111107	16.44	16.57	16.38	16.42	+0.01	237	3,730	+94
May12	111107	16.79	16.79	16.69	16.69	+0.01	2	415	+11
Total Volume and Open Interest							1,567	17,522	+271
Live Cattle(CME)
Dec11	111107	124.600	124.900	123.350	123.400	-1.100	27,919	119,065	-3,078
Feb12	111107	126.000	126.250	125.100	125.285	-0.615	16,272	88,927	+1,503
Apr12	111107	129.075	129.400	128.400	128.600	-0.350	6,663	71,435	+1,066
Jun12	111107	127.000	127.200	126.385	126.850	-0.480	2,888	33,468	+1,037
Aug12	111107	126.980	126.980	126.300	126.730	-0.770	775	7,432	+276
Oct12	111107	129.150	129.150	128.485	129.100	-0.500	284	3,878	+852
Total Volume and Open Interest							54,970	326,472	+2,141
Feeder Cattle(CME)
Nov11	111107	142.935	143.130	142.000	142.035	-0.540	1,387	5,533	+10
Jan12	111107	147.900	147.900	146.450	146.785	-0.615	1,949	15,847	+386
Mar12	111107	148.285	148.285	147.200	147.550	-0.400	880	6,018	+173
Apr12	111107	148.985	149.185	148.400	148.435	-0.800	467	1,862	+105
May12	111107	149.000	149.300	148.550	148.575	-1.025	637	2,126	+364
Aug12	111107	150.035	150.100	149.000	149.035	-1.115	221	2,082	+154
Sep12	111107	149.650	149.900	149.350	149.900	unch	22	187	+14
Total Volume and Open Interest							5,565	33,662	+1,208
Lean Hogs(CME)
Dec11	111107	86.900	86.900	85.400	85.635	-1.215	17,150	86,441	-4,091
Feb12	111107	89.900	89.980	88.300	88.400	-1.700	8,233	70,447	+410
Apr12	111107	93.150	93.150	91.900	92.200	-0.950	3,138	53,100	+280
May12	111107	98.000	98.000	97.285	97.950	-0.335	10	2,121	+38
Jun12	111107	100.000	100.135	99.000	99.250	-1.000	1,974	34,123	+192
Jul12	111107	98.980	99.400	98.135	98.450	-0.950	327	9,321	+43
Aug12	111107	97.950	97.950	97.150	97.480	-0.805	538	10,356	+183
Oct12	111107	86.200	86.300	85.930	86.300	-0.300	130	4,844	+44
Total Volume and Open Interest							31,524	272,691	-2,911
Class III Milk(CME)
Nov11	111107	18.88	19.04	18.81	18.93	+0.05	259	5,569	+77
Dec11	111107	18.26	18.56	18.19	18.23	+0.01	1,029	5,851	+575
Jan12	111107	17.06	17.50	17.06	17.23	+0.10	489	2,995	+223
Feb12	111107	16.51	16.75	16.51	16.65	+0.10	149	2,558	+96
Mar12	111107	16.46	16.51	16.45	16.48	+0.03	57	2,241	+10
Total Volume and Open Interest							2,127	35,499	+1,035
Cocoa(ICE)
Dec11	111107	2722	2740	2701	2728	+31	18,779	55,005	-7,378
Mar12	111107	2746	2764	2727	2750	+19	11,333	71,951	+137
May12	111107	2742	2771	2739	2762	+17	1,346	25,360	+263
Jul12	111107	2780	2780	2767	2775	+17	126	11,621	+83
Sep12	111107	2776	2784	2763	2784	+18	430	11,928	+164
Dec12	111107	2775	2795	2775	2795	+21	605	11,589	+556
Mar13	111107	2810	2810	2780	2803	+21	25	3,103	-4
Total Volume and Open Interest							32,644	193,157	-6,179
Coffee "C"(ICE)
Dec11	111107	230.20	236.80	228.65	233.00	+2.80	13,006	51,220	-2,520
Mar12	111107	233.55	240.20	232.40	236.40	+2.60	7,721	38,874	+1,831
May12	111107	235.90	242.20	235.15	238.50	+2.55	1,334	17,240	+315
Jul12	111107	237.55	243.10	236.40	240.00	+2.60	558	4,596	+152
Sep12	111107	238.20	243.45	238.20	240.50	+2.60	169	5,608	+64
Dec12	111107	238.00	242.60	236.50	240.10	+2.50	232	2,837	+66
Total Volume and Open Interest							23,021	121,422	-92
Orange Juice(ICE)
Nov11	111107	195.00	195.00	194.15	194.80	+2.60	4	235	+0
Jan12	111107	173.40	174.00	171.00	173.15	-0.55	341	19,987	+29
Mar12	111107	167.00	168.50	166.00	168.15	-0.60	94	4,470	+7
May12	111107	166.20	168.00	166.15	167.25	-0.80	14	1,615	-7
Jul12	111107	167.75	167.75	167.75	167.75	-0.80	0	332	+0
Sep12	111107	166.75	166.75	166.75	166.75	-0.80	0	53	+0
Total Volume and Open Interest							453	26,706	+29
Sugar #11(ICE)
Mar12	111107	25.60	25.85	25.22	25.32	-0.25	22,748	233,013	-2,208
May12	111107	24.75	25.08	24.66	24.73	-0.05	7,854	80,768	-1,939
Jul12	111107	24.10	24.43	24.10	24.18	+0.06	4,012	72,865	-83
Oct12	111107	23.92	24.17	23.85	23.94	+0.08	918	44,324	-37
Mar13	111107	24.11	24.28	24.02	24.11	+0.11	365	30,583	-67
Total Volume and Open Interest							36,563	494,053	-4,020
London Cocoa(LCE)
Dec11	111107	1689	1697	1673	1689	+12	8,966	80,625	+3,322
Mar12	111107	1710	1723	1699	1709	+9	7,574	56,232	-1,431
May12	111107	1725	1737	1714	1725	+11	2,088	17,998	+465
Jul12	111107	1743	1752	1729	1739	+10	707	19,438	-65
Sep12	111107	1750	1765	1740	1752	+13	1,275	15,046	+410
Dec12	111107	1760	1765	1760	1761	+11	1,032	11,805	+665
Mar13	111107	1774	1774	1774	1774	+10	261	2,735	-141
Total Volume and Open Interest							22,216	204,786	+3,425
London Sugar(LCE)
Dec11	111107	680.00	681.50	675.00	675.20	-3.20	1,908	15,393	-733
Mar12	111107	655.40	657.00	648.20	650.00	-3.50	1,685	19,283	+141
May12	111107	642.00	643.20	636.40	638.60	unch	327	7,238	+39
Aug12	111107	630.40	632.80	626.90	629.10	unch	74	4,341	-35
Oct12	111107	625.00	627.00	622.00	623.90	+1.30	28	2,527	+3
Total Volume and Open Interest							4,026	50,534	-586
Cotton(ICE)
Dec11	111107	98.67	98.96	96.51	96.76	-1.98	11,022	72,134	-2,716
Mar12	111107	98.15	98.37	96.75	96.88	-1.58	6,943	60,349	+1,782
May12	111107	98.30	98.40	97.29	97.49	-1.16	1,688	11,943	+459
Jul12	111107	98.18	98.35	97.34	97.50	-1.11	1,137	13,820	+270
Oct12	111107	97.91	99.17	97.91	99.17	-0.81	12	29	+12
Dec12	111107	96.77	96.77	96.28	96.50	-0.60	386	5,698	+301
Total Volume and Open Interest							21,199	165,057	+113
Lumber(CME)
Nov11	111107	220.3	224.2	219.6	220.9	-1.0	337	930	-163
Jan12	111107	231.1	237.2	231.1	233.3	+2.2	493	6,793	+428
Mar12	111107	251.0	254.8	251.0	252.5	+1.1	178	1,857	+79
May12	111107	264.0	265.8	264.0	264.0	-1.1	0	192	+0
Total Volume and Open Interest							1,010	9,866	+345
Crude Oil(NYM)
Dec11	111107	94.40	96.11	93.23	95.52	+1.26	299,987	281,300	-2,871
Jan12	111107	94.20	96.04	93.14	95.45	+1.26	75,618	209,962	+9,756
Feb12	111107	94.60	95.93	93.07	95.41	+1.28	31,810	67,141	-836
Mar12	111107	94.60	95.91	93.19	95.39	+1.30	31,261	69,760	+215
Apr12	111107	94.57	95.62	93.48	95.36	+1.34	15,409	35,118	-8
May12	111107	94.56	95.53	93.97	95.33	+1.38	13,377	28,297	+909
Jun12	111107	94.40	95.73	93.19	95.26	+1.41	24,871	75,213	+1,122
Jul12	111107	94.13	95.30	93.12	95.17	+1.44	5,909	31,347	-1,711
Aug12	111107	93.13	95.07	92.94	95.07	+1.47	5,201	22,293	+849
Sep12	111107	94.26	94.96	94.26	94.96	+1.49	5,406	21,424	-341
Oct12	111107	93.50	94.85	93.50	94.85	+1.49	3,207	22,989	-416
Nov12	111107	94.52	94.78	94.22	94.78	+1.48	2,611	24,053	+103
Dec12	111107	93.35	95.10	92.50	94.72	+1.46	21,961	163,494	+2,861
Jan13	111107	94.52	94.52	93.91	94.52	+1.45	1,474	26,920	+488
Feb13	111107	94.30	94.30	94.30	94.30	+1.44	458	10,685	+201
Mar13	111107	94.10	94.10	94.10	94.10	+1.43	192	8,834	-12
Total Volume and Open Interest							552,872	1,349,766	+10,684
e-miNY Crude Oil(NYM)
Nov11	111019	88.200	89.500	86.100	86.100	-2.250	5,853	2,683	-142
Dec11	111107	94.300	96.100	93.250	95.525	+1.275	12,033	3,168	+208
Jan12	111107	94.500	96.025	93.200	95.450	+1.250	222	357	+6
Feb12	111107	94.250	95.625	93.750	95.400	+1.275	116	140	+9
Mar12	111107	95.400	95.400	95.400	95.400	+1.300	43	74	-40
Apr12	111107	95.350	95.350	95.350	95.350	+1.325	0	23	+0
May12	111107	95.325	95.325	95.325	95.325	+1.375	0	7	+0
Jun12	111107	95.250	95.250	95.250	95.250	+1.400	0	11	+0
Jul12	111107	95.175	95.175	95.175	95.175	+1.450	0	4	+0
Aug12	111107	95.075	95.075	95.075	95.075	+1.475	0	1	+0
Total Volume and Open Interest							12,416	4,014	+185
Heating Oil(NYM)
Dec11	111107	307.92	313.44	305.77	311.98	+4.91	57,869	88,304	-1,382
Jan12	111107	308.25	313.31	305.75	311.92	+4.93	22,229	55,054	-1,795
Feb12	111107	307.39	311.68	304.90	310.61	+4.85	13,233	32,825	+1,405
Mar12	111107	306.40	310.09	303.28	308.77	+4.73	8,528	25,415	+928
Apr12	111107	306.00	306.00	303.58	305.15	+4.68	3,746	13,379	+984
May12	111107	300.40	301.81	299.81	301.47	+4.68	2,180	9,191	+278
Jun12	111107	297.56	300.58	293.77	299.38	+4.74	7,512	33,014	-1,224
Jul12	111107	296.37	299.09	296.02	299.09	+4.65	550	7,679	+186
Aug12	111107	298.85	299.26	298.85	299.26	+4.62	138	4,183	+31
Sep12	111107	298.36	299.68	298.36	299.68	+4.59	552	4,844	+93
Oct12	111107	300.48	300.48	300.48	300.48	+4.54	81	1,959	+37
Nov12	111107	301.28	301.28	301.28	301.28	+4.49	124	1,374	-2
Total Volume and Open Interest							119,397	294,710	+49
Gasoline(NYMEX)
Dec11	111107	267.31	274.43	266.06	272.82	+6.48	53,362	83,978	-2,594
Jan12	111107	265.79	272.76	264.18	271.25	+6.45	28,856	47,319	+3,025
Feb12	111107	263.87	272.12	263.87	270.62	+6.20	13,078	22,679	+863
Mar12	111107	267.00	272.30	264.47	271.06	+5.97	7,836	25,061	+571
Apr12	111107	279.84	285.36	279.61	284.29	+5.87	3,785	19,976	-360
May12	111107	280.08	283.76	280.08	283.59	+5.79	2,683	11,717	+324
Jun12	111107	277.57	282.86	274.84	281.60	+5.70	3,525	19,631	+395
Jul12	111107	278.00	279.33	278.00	279.33	+5.63	850	6,023	-75
Aug12	111107	276.88	276.88	276.88	276.88	+5.52	862	5,877	+419
Sep12	111107	274.35	274.35	274.35	274.35	+5.40	927	6,171	+126
Total Volume and Open Interest							116,923	267,726	+3,676
e-miNY RBOB Gasoline(NYM)
Dec11	111107	272.80	272.82	272.80	272.80	+6.50
Jan12	111107	271.30	271.30	271.25	271.30	+6.50	0	1	+0
Feb12	111107	270.60	270.62	270.60	270.60	+6.20	0	1	+0
Mar12	111107	271.10	271.10	271.06	271.10	+6.00
Total Volume and Open Interest							0	2	+0
Natural Gas(NYM)
Dec11	111107	3.764	3.765	3.652	3.696	-0.087	157,399	141,555	-10,871
Jan12	111107	3.883	3.883	3.773	3.803	-0.089	60,716	248,742	+2,147
Feb12	111107	3.886	3.888	3.794	3.816	-0.084	26,260	77,005	+292
Mar12	111107	3.860	3.860	3.760	3.792	-0.082	27,544	97,266	-376
Apr12	111107	3.871	3.871	3.758	3.792	-0.079	24,589	92,339	-401
May12	111107	3.870	3.870	3.805	3.830	-0.075	5,720	35,478	+773
Jun12	111107	3.920	3.920	3.848	3.870	-0.073	3,776	17,346	+632
Jul12	111107	3.975	3.975	3.894	3.916	-0.073	2,204	18,754	-383
Aug12	111107	4.000	4.000	3.923	3.944	-0.072	807	13,379	+22
Sep12	111107	4.001	4.001	3.924	3.946	-0.072	1,092	10,267	-5
Oct12	111107	4.047	4.055	3.963	3.982	-0.074	12,022	55,245	+3,896
Nov12	111107	4.170	4.170	4.113	4.127	-0.068	6,470	18,224	+4,154
Dec12	111107	4.423	4.430	4.368	4.395	-0.061	3,290	19,702	+816
Jan13	111107	4.560	4.564	4.498	4.522	-0.062	4,115	29,866	+1,977
Feb13	111107	4.505	4.515	4.490	4.510	-0.061	213	5,413	+46
Mar13	111107	4.465	4.483	4.440	4.462	-0.057	1,306	13,315	+467
Total Volume and Open Interest							343,867	969,148	+3,917
Brent Crude Oil(ICE)
Dec11	111107	113.09	115.23	111.26	114.56	+2.59	224,717	145,437	-7,358
Jan12	111107	111.72	113.80	109.91	113.16	+2.42	140,168	167,346	+7,353
Feb12	111107	111.17	112.97	109.14	112.34	+2.35	57,104	92,547	+4,063
Mar12	111107	110.50	112.30	108.55	111.67	+2.30	40,743	88,520	+2,822
Apr12	111107	109.83	111.83	108.13	111.17	+2.23	21,734	31,972	-914
May12	111107	109.68	111.29	107.82	110.76	+2.16	14,728	17,250	-1,077
Jun12	111107	109.34	110.85	107.50	110.35	+2.11	31,653	58,165	-153
Jul12	111107	107.86	110.40	107.54	109.92	+2.06	5,060	17,070	-1
Aug12	111107	107.48	109.93	107.15	109.47	+2.00	4,354	17,760	+466
Sep12	111107	108.96	108.96	108.96	108.96	+1.93	5,438	20,889	+496
Oct12	111107	108.48	108.48	108.48	108.48	+1.86	3,315	10,599	-837
Nov12	111107	107.98	108.03	107.98	108.03	+1.81	2,992	14,269	+431
Dec12	111107	106.58	108.08	105.47	107.57	+1.75	22,161	101,918	+1,510
Jan13	111107	107.21	107.21	107.21	107.21	+1.70	1,231	8,842	+383
Total Volume and Open Interest							584,673	944,855	+7,699
Gas Oil(ICE)
Nov11	111107	977.00	989.75	964.00	984.50	+15.00	44,584	73,942	-8,745
Dec11	111107	957.25	977.00	951.75	971.50	+14.25	115,355	131,529	+3,781
Jan12	111107	954.25	969.75	946.00	964.50	+13.50	59,622	72,549	+3,264
Feb12	111107	948.50	962.00	940.50	957.75	+13.00	25,087	51,925	+2,043
Mar12	111107	946.00	956.25	935.50	951.50	+12.25	12,899	32,707	+1,569
Apr12	111107	938.00	950.75	931.25	946.25	+12.25	8,591	21,492	+507
May12	111107	936.25	946.75	927.00	942.00	+12.25	6,141	20,133	+504
Jun12	111107	934.75	945.50	924.50	940.00	+12.25	14,982	47,839	+1,466
Jul12	111107	934.75	940.75	926.25	940.75	+12.25	3,114	15,962	+245
Aug12	111107	929.00	941.50	927.00	941.50	+12.25	1,850	11,250	+325
Total Volume and Open Interest							303,270	576,305	+7,546
Ethanol(CBOT)
Nov11	111103	2.806	2.845	2.790	2.790	+0.004	130	244	-76
Dec11	111107	2.660	2.666	2.650	2.659	-0.015	334	1,246	-40
Jan12	111107	2.457	2.484	2.457	2.473	-0.008	162	1,837	+79
Feb12	111107	2.401	2.401	2.390	2.397	-0.009	68	1,253	+53
Mar12	111107	2.402	2.412	2.399	2.400	-0.011	54	1,128	+6
Apr12	111107	2.410	2.410	2.406	2.406	-0.010	23	684	-9
May12	111107	2.429	2.429	2.429	2.429	-0.005	12	656	-5
Jun12	111107	2.450	2.450	2.440	2.446	-0.008	12	553	-7
Total Volume and Open Interest							710	10,996	-9
WTI Crude Oil(ICE)
Dec11	111107	94.60	96.11	93.24	95.52	+1.26	81,796	100,570	+302
Jan12	111107	94.53	96.00	93.15	95.45	+1.26	29,170	47,318	-2,280
Feb12	111107	94.35	95.93	93.22	95.41	+1.28	15,388	33,112	+748
Mar12	111107	94.32	95.86	93.97	95.39	+1.30	14,084	18,175	-673
Apr12	111107	94.63	95.71	94.27	95.36	+1.34	7,272	9,097	-184
May12	111107	94.30	95.69	94.30	95.33	+1.38	5,740	8,406	+203
Jun12	111107	94.45	95.73	93.23	95.26	+1.41	8,494	40,137	-7
Jul12	111107	93.81	95.53	93.81	95.17	+1.44	1,525	7,450	+14
Aug12	111107	93.71	95.44	93.71	95.07	+1.47	1,488	4,755	+273
Sep12	111107	94.98	94.98	94.96	94.96	+1.49	918	7,994	-218
Oct12	111107	95.05	95.15	94.85	94.85	+1.49	753	2,250	-210
Nov12	111107	94.78	94.78	94.78	94.78	+1.48	438	3,065	-76
Dec12	111107	93.95	94.98	92.47	94.72	+1.46	5,656	54,511	+757
Jan13	111107	94.52	94.52	94.52	94.52	+1.45	102	2,201	+100
Feb13	111107	94.30	94.30	94.30	94.30	+1.44	0	603	+0
Mar13	111107	94.10	94.10	94.10	94.10	+1.43	0	1,476	+0
Total Volume and Open Interest							174,661	436,023	-562
US Dollar Index(ICE)
Dec11	111107	77.125	77.595	76.995	77.140	-0.022	42,767	61,886	-224
Mar12	111107	77.880	77.935	77.380	77.555	-0.007	28	588	+12
Jun12	111107	78.015	78.015	78.015	78.015	-0.007
Total Volume and Open Interest							42,795	62,474	-212
Australian Dollar(CME)
Dec11	111107	103.56	103.78	102.24	103.27	-0.16	196,381	142,027	+1,767
Mar12	111107	102.00	102.42	101.36	102.26	-0.16	147	710	+18
Jun12	111107	101.41	101.55	101.41	101.41	-0.14	0	35	+16
Total Volume and Open Interest							196,528	142,908	+1,804
British Pound(CME)
Dec11	111107	160.51	160.73	159.72	160.50	+0.18	137,801	154,093	-5,801
Mar12	111107	159.74	160.35	159.68	160.35	+0.18	21	238	+1
Jun12	111107	160.17	160.17	160.00	160.17	+0.17	0	3	+0
Total Volume and Open Interest							137,822	154,339	-5,800
Canadian Dollar(CME)
Dec11	111107	98.30	98.68	97.90	98.60	+0.39	93,262	112,697	-973
Mar12	111107	97.91	98.50	97.91	98.43	+0.39	261	3,351	+47
Jun12	111107	97.75	98.32	97.75	98.32	+0.41	22	813	+28
Sep12	111107	98.21	98.21	97.80	98.21	+0.41	0	654	+0
Total Volume and Open Interest							93,545	117,643	-900
Japanese Yen(CME)
Dec11	111107	128.06	128.34	128.00	128.18	+0.16	44,484	134,796	-870
Mar12	111107	128.27	128.55	128.26	128.43	+0.17	172	900	+67
Jun12	111107	128.69	128.69	128.51	128.69	+0.18	0	25	+2
Total Volume and Open Interest							44,656	135,725	-801
Swiss Franc(CME)
Dec11	111107	112.77	112.98	110.81	111.03	-1.95	24,638	22,142	-618
Mar12	111107	111.84	113.24	111.23	111.28	-1.96	8	637	-1
Jun12	111107	111.61	113.56	111.61	111.61	-1.95	0	5	+0
Total Volume and Open Interest							24,646	22,788	-619
EuroFX(CME)
Dec11	111107	138.16	138.19	136.78	137.71	-0.02	446,224	231,021	+4,733
Mar12	111107	138.15	138.15	136.88	137.72	-0.02	2,111	3,778	+782
Jun12	111107	137.40	137.76	137.25	137.76	unch	1	867	+1
Total Volume and Open Interest							448,336	235,681	+5,516
Mexican Peso(CME)
Nov11	111107	743.5	743.5	742.0	743.5	+1.5
Dec11	111107	739.0	743.0	734.2	741.8	+1.8	35,338	99,157	-1,128
Total Volume and Open Interest							35,338	99,565	-1,128
Brazilian Real(CME)
Dec11	111107	569.00	569.10	565.15	567.95	-3.20	125	5,005	-118
Jan12	111107	564.55	564.55	564.55	564.55	-3.20	0	10,149	+0
Feb12	111107	561.10	561.10	561.10	561.10	-3.20
Mar12	111107	557.70	557.70	557.70	557.70	-3.20
Total Volume and Open Interest							125	30,490	-103
30-Year T-Bonds(CBOT)
Dec11	111107	140~260	142~150	140~060	142~000	+1~000	354,678	611,809	+1,153
Mar12	111107	140~140	142~010	139~300	141~200	+1~020	1,165	5,597	+43
Jun12	111107	140~140	140~150	139~160	140~150	+0~310	0	4	+0
Total Volume and Open Interest							355,843	617,410	+1,196
10-Year T-Notes(CBOT)
Dec11	111107	130~055	130~260	129~315	130~175	+0~095	1,177,711	1,438,755	+11,041
Mar12	111107	129~240	130~000	129~140	129~260	+0~110	8,209	14,852	+3,298
Jun12	111107	128~260	128~260	128~150	128~260	+0~110
Total Volume and Open Interest							1,185,920	1,453,607	+14,339
5-Year T-Notes(CBOT)
Dec11	111107	123~017	123~043	123~004	123~023	+0~007	620,608	1,221,964	-10,386
Mar12	111107	122~087	122~108	122~085	122~101	+0~010	1,358	8,781	+680
Jun12	111107	121~125	121~125	121~115	121~125	+0~010
Total Volume and Open Interest							621,966	1,230,745	-9,706
2 Year T-Notes(CBOT)
Dec11	111107	110~029	110~031	110~023	110~026	-0~002	192,167	726,037	+8,316
Mar12	111107	110~031	110~032	110~027	110~029	-0~001	1,386	10,870	+21
Jun12	111107	109~121	109~122	109~121	109~121	-0~001
Total Volume and Open Interest							193,553	736,907	+8,337
Eurodollars(CME)
Dec11	111107	99.475	99.485	99.460	99.470	-0.005	199,356	1,031,426	+10,804
Mar12	111107	99.415	99.420	99.380	99.400	-0.015	178,218	932,902	+19,756
Jun12	111107	99.415	99.420	99.385	99.395	-0.025	126,482	1,101,692	+16,049
Sep12	111107	99.420	99.425	99.385	99.395	-0.030	107,688	739,884	-1,285
Dec12	111107	99.420	99.425	99.390	99.400	-0.025	103,083	773,188	+6,062
Mar13	111107	99.420	99.425	99.395	99.405	-0.020	100,181	860,470	+12,263
Jun13	111107	99.375	99.395	99.355	99.375	-0.010	85,708	572,865	+12,765
Sep13	111107	99.305	99.335	99.295	99.315	-0.005	89,568	472,207	+6,814
Dec13	111107	99.200	99.225	99.180	99.205	unch	108,455	470,339	+2,817
Mar14	111107	99.060	99.110	99.050	99.080	+0.005	74,759	325,151	+1,418
Jun14	111107	98.900	98.955	98.890	98.920	+0.010	71,045	290,180	+9,366
Sep14	111107	98.715	98.790	98.710	98.750	+0.020	74,503	186,144	+8,617
Dec14	111107	98.525	98.610	98.515	98.565	+0.025	70,393	207,117	+17,409
Mar15	111107	98.340	98.435	98.340	98.390	+0.035	42,779	126,006	+1,950
Jun15	111107	6.420	6.510	6.400	6.460	+0.045	33,153	108,203	+1,983
Sep15	111107	6.210	6.320	6.205	6.275	+0.055	29,046	90,162	+1,385
Dec15	111107	6.005	6.120	6.005	6.075	+0.055	15,043	57,493	+3,437
Mar16	111107	5.835	5.960	5.835	5.910	+0.060	10,670	50,892	+934
Total Volume and Open Interest							1,547,954	8,631,484	+138,615
30 Day Federal Funds(CBOT)
Nov11	111107	99.918	99.920	99.915	99.918	-0.002	5,169	65,439	-892
Dec11	111107	99.920	99.920	99.915	99.920	unch	6,375	62,370	-1,738
Jan12	111107	99.910	99.910	99.905	99.910	unch	2,469	56,331	-198
Feb12	111107	99.900	99.900	99.895	99.900	unch	1,344	43,966	-267
Mar12	111107	99.890	99.895	99.890	99.895	unch	2,397	31,513	-125
Apr12	111107	99.890	99.895	99.885	99.890	unch	489	36,584	-79
Total Volume and Open Interest							25,291	593,932	-2,713
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11	111107	99.670	99.670	99.670	99.670	-0.005	0	281	+0
Mar12	111107	99.668	99.668	99.668	99.668	-0.005	0	300	+0
Jun12	111107	99.670	99.670	99.670	99.670	-0.005
Sep12	111107	99.668	99.668	99.668	99.668	-0.005
Dec12	111107	99.665	99.665	99.665	99.665	-0.005
Mar13	111107	99.665	99.665	99.665	99.665	-0.005
Jun13	111107	99.620	99.620	99.620	99.620	-0.005
Sep13	111107	99.480	99.480	99.480	99.480	-0.005
Dec13	111107	99.340	99.340	99.340	99.340	-0.005
Mar14	111107	99.200	99.200	99.200	99.200	-0.005
Total Volume and Open Interest							0	581	+0
3-Mth Euro-Yen(SGX)
Dec11	111107	99.67	99.67	99.67	99.67	-0.01	0	2,481	+0
Mar12	111107	99.67	99.67	99.67	99.67	0.00	200	2,178	-200
Jun12	111107	99.67	99.67	99.67	99.67	-0.01	0	1,470	+0
Sep12	111107	99.67	99.67	99.67	99.67	0.00	0	710	+0
Dec12	111107	99.67	99.67	99.67	99.67	0.00	0	151	+0
Mar13	111107	99.67	99.67	99.67	99.67	0.00	0	1	+0
Jun13	111107	99.62	99.62	99.62	99.62	0.00
Sep13	111107	99.48	99.48	99.48	99.48	0.00
Total Volume and Open Interest							200	6,993	-200
Japanese Gov't Bonds(SGX)
Dec11	111107	142.75	142.79	142.62	142.78	+0.24	4,500	18,794	-277
Mar12	111107	142.11	142.11	142.11	142.11	+0.16	0	5	+0
Jun12	111107	140.02	140.02	140.02	140.02	+0.16
Total Volume and Open Interest							4,500	18,799	-277
Euro-Bund(EUREX)
Dec11	111107	137.69	138.50	137.52	137.91	+0.31	803,812	885,527	+14,593
Mar12	111107	137.92	138.82	137.92	138.23	+0.28	387	3,908	+85
Jun12	111107	137.73	137.73	137.73	137.73	+0.31	0	18	+0
Total Volume and Open Interest							1,007,130	889,453	+14,678
Euro-Bobl(EUREX)
Dec11	111107	123.42	123.92	123.37	123.62	+0.21	509,777	711,240	+14,802
Mar12	111107	124.17	124.17	123.99	123.99	+0.24	2,571	19,933	+399
Jun12	111107	123.77	123.77	123.77	123.77	+0.21
Total Volume and Open Interest							543,337	731,173	+15,201
3-Mth Euribor(EUREX)
Dec11	111107	98.705	98.710	98.705	98.710	unch	40	1,926	+0
Mar12	111107	98.890	98.890	98.890	98.890	unch	11	2,125	+0
Jun12	111107	98.960	98.960	98.945	98.945	+0.010	11	985	+0
Total Volume and Open Interest							15	8,395	+9
Long Gilt(LIFFE)
Dec11	111107	130~01	130~16	129~20	130~00	+0~10	127,367	304,301	-876
Mar12	111107	113~29	114~04	113~14	113~24	+0~10	1,693	14,771	+1,390
Total Volume and Open Interest							129,060	319,072	+514
3-Mth Short Sterling(LIFFE)
Dec11	111107	98.91	98.93	98.91	98.92	unch	25,133	346,018	-8,298
Mar12	111107	98.86	98.87	98.84	98.85	-0.03	41,964	350,993	+5,402
Jun12	111107	98.85	98.86	98.83	98.83	-0.03	32,274	208,326	-59
Sep12	111107	98.85	98.86	98.82	98.82	-0.04	33,881	225,759	-4,243
Dec12	111107	98.83	98.85	98.79	98.80	-0.03	32,317	195,891	-1,103
Mar13	111107	98.81	98.84	98.78	98.79	-0.03	32,924	170,946	-382
Total Volume and Open Interest							306,015	1,952,708	+907
3-Mth Euribor(LIFFE)
Dec11	111107	98.700	98.730	98.685	98.710	unch	423,539	762,638	+38,998
Mar12	111107	98.885	98.915	98.875	98.890	unch	214,203	536,572	-218
Jun12	111107	98.940	98.975	98.930	98.945	+0.010	162,353	385,207	+7,946
Total Volume and Open Interest							1,495,402	3,530,180	+87,097
3-Mth Aus T-Bills(SFE)
Dec11	111107	95.52	95.54	95.47	95.53	unch	15,587	217,920	-2,422
Mar12	111107	95.95	96.02	95.88	96.01	+0.05	11,715	187,411	-442
Jun12	111107	96.08	96.18	96.05	96.17	+0.06	7,229	119,537	+2,114
Sep12	111107	96.08	96.17	96.03	96.16	+0.07	5,242	81,611	+1,614
Dec12	111107	95.98	96.09	95.95	96.08	+0.07	1,744	50,478	+518
Mar13	111107	95.90	95.99	95.88	95.99	+0.08	3,020	46,253	+102
Jun13	111107	95.82	95.94	95.82	95.94	+0.07	2,259	32,967	+1,533
Sep13	111107	95.75	95.88	95.75	95.88	+0.06	1,346	15,876	+994
Dec13	111107	95.65	95.74	95.65	95.74	+0.06	0	3,645	+0
Mar14	111107	95.46	95.56	95.46	95.56	+0.03	1	464	+0
Total Volume and Open Interest							48,143	756,239	+4,011
10-Year Aus T-Bonds(SFE)
Dec11	111107	95.65	95.70	95.60	95.70	+0.04	23,898	379,628	-4,960
Mar12	111107	95.70	95.70	95.70	95.70	+0.04
Total Volume and Open Interest							23,898	379,628	-4,960
3-Year Aus T-Bonds(SFE)
Dec11	111107	96.28	96.36	96.23	96.36	+0.06	101,077	530,759	+4,904
Mar12	111107	96.36	96.36	96.36	96.36	+0.06
Total Volume and Open Interest							101,077	530,759	+4,904
Gold(CMX)
Dec11	111107	1755.2	1799.9	1754.0	1791.1	+35.0	162,545	262,872	+3,510
Feb12	111107	1758.3	1802.0	1757.6	1793.5	+35.2	5,641	65,236	+1,977
Apr12	111107	1764.4	1803.5	1764.4	1795.3	+35.1	1,634	17,043	+407
Jun12	111107	1760.0	1803.0	1760.0	1797.3	+35.2	388	20,101	+106
Aug12	111107	1780.0	1799.0	1780.0	1799.0	+35.2	464	8,037	+252
Oct12	111107	1774.7	1801.0	1774.7	1801.0	+35.3	177	5,925	+170
Dec12	111107	1770.1	1808.4	1770.1	1803.0	+35.2	599	16,869	+166
Feb13	111107	1805.4	1805.4	1805.4	1805.4	+35.3	21	3,393	+11
Apr13	111107	1796.1	1808.0	1796.1	1808.0	+35.5	0	473	+0
Jun13	111107	1797.6	1811.1	1797.6	1811.1	+35.6	0	9,221	+0
Aug13	111107	1814.2	1814.3	1814.2	1814.2	+35.7	0	45	+0
Total Volume and Open Interest							171,806	452,836	+6,599
Silver(CMX)
Dec11	111107	3409.0	3501.0	3385.5	3482.8	+74.4	40,275	54,066	-386
Mar12	111107	3409.0	3506.5	3394.0	3488.5	+75.0	3,151	18,426	+400
May12	111107	3414.5	3494.5	3406.0	3491.7	+75.2	1,348	3,897	+78
Jul12	111107	3472.0	3499.0	3472.0	3494.1	+75.5	927	3,168	-237
Sep12	111107	3473.5	3496.0	3473.5	3496.0	+75.7	160	1,486	-85
Dec12	111107	3435.0	3500.5	3435.0	3498.1	+76.2	1,185	12,213	+476
Mar13	111107	3493.1	3493.1	3493.1	3493.1	+76.9	10	797	+10
Total Volume and Open Interest							47,273	107,361	+272
Platinum(NYMEX)
Jan12	111107	1639.8	1662.5	1628.7	1658.0	+28.7	8,168	34,895	+534
Apr12	111107	1642.5	1663.6	1638.2	1661.3	+28.7	32	3,307	+17
Jul12	111107	1646.8	1664.7	1646.8	1664.7	+29.1	5	94	+0
Oct12	111107	1668.2	1668.2	1668.2	1668.2	+29.1	0	49	+0
Total Volume and Open Interest							8,207	38,347	+551
Palladium(NYMEX)
Dec11	111107	654.00	666.00	648.90	661.90	+6.60	4,585	17,644	+118
Mar12	111107	8.99	9.99	5.99	8.34	+6.65	288	1,792	+247
Jun12	111107	8.14	9.49	7.34	9.49	+6.75	0	6	+0
Total Volume and Open Interest							4,873	19,442	+365
Copper(CMX)
Dec11	111107	357.05	365.35	349.05	353.55	-2.90	50,409	61,107	-440
Mar12	111107	358.30	364.20	351.70	355.60	-2.90	8,774	37,853	+1,440
May12	111107	357.00	359.55	356.30	356.65	-2.85	1,737	11,186	-154
Jul12	111107	357.30	357.45	357.30	357.45	-2.85	1,027	4,322	+303
Sep12	111107	357.50	358.75	357.50	357.75	-2.85	105	1,896	+95
Total Volume and Open Interest							62,839	126,836	+1,197
DJIA Index(CBOT)
Dec11	111107	11993	12015	11796	12007	+66	2,846	16,456	+2,495
Mar12	111107	11937	11937	11871	11937	+66	0	200	+0
Jun12	111107	11870	11870	11804	11870	+66	0	200	+0
Sep12	111107	11807	11807	11741	11807	+66
Total Volume and Open Interest							2,846	16,856	+2,495
E-mini DJIA Index(CBOT)
Dec11	111107	11958	12023	11786	12007	+66	137,718	83,585	+1,268
Mar12	111107	11900	11940	11760	11937	+66	56	167	-5
Jun12	111107	11870	11870	11870	11870	+66	2	5	+0
Sep12	111107	11807	11807	11807	11807	+66	0	13	+0
Total Volume and Open Interest							137,776	83,770	+1,263
S & P 500(CME)
Dec11	111107	1255.00	1259.00	1232.20	1257.50	+6.40	17,203	282,738	+4,023
Mar12	111107	1251.50	1252.10	1232.10	1251.50	+6.40	506	12,069	+482
Jun12	111107	1246.30	1246.90	1226.90	1246.30	+6.40	15	1,397	+1
Sep12	111107	1240.30	1240.90	1220.90	1240.30	+6.40	0	3	+1
Total Volume and Open Interest							17,724	296,317	+4,507
S & P 500 E-Mini(Globex)
Dec11	111107	1253.25	1259.50	1232.00	1257.50	+6.50	2,822,923	2,799,002	-11,928
Mar12	111107	1246.25	1252.50	1227.00	1251.50	+6.50	4,161	14,820	+1,575
Total Volume and Open Interest							2,827,187	2,814,114	-10,253
NASDAQ 100(CME)
Dec11	111107	2364.50	2371.00	2320.00	2369.80	+18.80	1,185	31,307	+469
Mar12	111107	2365.30	2365.30	2330.00	2365.30	+18.80
Jun12	111107	2362.30	2362.30	2362.00	2362.30	+18.80
Total Volume and Open Interest							1,185	31,307	+469
NASDAQ 100 E-Mini(Globex)
Dec11	111107	2356.50	2371.50	2319.50	2369.80	+18.80	322,415	333,973	+6,089
Mar12	111107	2345.50	2367.00	2318.00	2365.30	+18.80	49	339	-3
Total Volume and Open Interest							322,464	334,325	+6,086
S & P Midcap 400(CME)
Dec11	111107	895.50	900.00	881.00	896.70	-2.30	0	5,658	+0
Mar12	111107	894.70	894.70	894.70	894.70	-2.30
Jun12	111107	892.70	892.70	892.70	892.70	-2.30
Total Volume and Open Interest							0	5,658	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11	111107	8780	8815	8690	8790	+45	8,007	28,805	-390
Mar12	111107	8785	8795	8750	8795	+45	6	20	+3
Total Volume and Open Interest							8,013	28,825	-387
Nikkei 225(SGX)
Dec11	111107	8795	8810	8705	8770	+75	124,607	223,324	+8,902
Mar12	111107	8775	8795	8740	8760	+75	207	8,063	+29
Jun12	111107	8735	8735	8685	8685	+75	0	18	+0
Total Volume and Open Interest							125,493	239,125	+9,214
CAC 40(EURONEXT)
Nov11	111107	3130.0	3138.5	3046.5	3099.0	-18.5	160,691	251,338	-5,615
Dec11	111107	3126.0	3134.5	3051.5	3096.0	-19.5	16,141	35,160	-12,334
Jan12	111107	3094.5	3094.5	3094.5	3094.5	-18.5
Total Volume and Open Interest							176,832	286,506	-17,949
Hang Seng Index(HKFE)
Nov11	111107	19897	19963	19588	19596	-296	115,531	84,941	-1,589
Dec11	111107	19737	19944	19577	19579	-299	1,304	10,791	+286
Total Volume and Open Interest							117,133	97,622	-1,196
DAX(EUREX)
Dec11	111107	6003.5	6034.5	5837.5	5928.5	-58.0	166,075	156,484	+2,935
Mar12	111107	6004.0	6024.5	5856.5	5941.0	-57.0	270	7,834	+190
Jun12	111107	5939.0	6010.0	5897.0	5959.0	-58.5	121	1,087	+149
Total Volume and Open Interest							253,621	165,405	+3,274
FT-SE 100(EURONEXT)
Dec11	111107	5559.50	5560.50	5418.00	5496.00	-35.50	145,917	622,901	-2,823
Mar12	111107	5417.00	5505.00	5411.50	5461.00	-35.50	35	1,877	+11
Jun12	111107	5423.50	5423.50	5423.50	5423.50	-35.50	61	430	+51
Total Volume and Open Interest							146,013	625,208	-2,761
SPI 200(SFE)
Dec11	111107	4286.0	4297.0	4217.0	4282.0	-3.0	34,000	207,341	+2,185
Mar12	111107	4250.0	4264.0	4250.0	4264.0	-3.0	111	2,608	+100
Jun12	111107	4275.0	4275.0	4275.0	4275.0	-3.0	2	1,264	+1
Total Volume and Open Interest							34,129	214,079	+2,289
GSCI(CME)
Nov11	111107	660.00	661.00	652.90	659.00	+6.00	96	7,836	-10
Dec11	111107	661.00	662.10	653.90	660.15	+6.15	2	79	+0
Jan12	111107	657.00	661.00	652.90	659.00	+6.00
Total Volume and Open Interest							98	7,915	-10
Reuters CCI(ICE)