MRCI's End of Day Prices

Daily Futures Price Listing Thu November 24, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan12	111123	1155.00	1158.50	1120.50	1122.50	-30.50	84,219	236,630	-52
Mar12	111123	1164.50	1167.25	1130.00	1131.50	-31.25	20,918	86,169	+1,325
May12	111123	1175.50	1175.75	1138.50	1140.25	-31.75	10,275	78,893	+296
Jul12	111123	1184.25	1185.25	1146.75	1148.25	-32.50	8,435	58,841	+554
Aug12	111123	1161.75	1180.00	1147.25	1147.25	-32.75	102	688	+48
Sep12	111123	1175.00	1175.00	1140.25	1141.00	-31.50	5	419	+2
Nov12	111123	1170.00	1173.00	1136.50	1138.50	-30.50	3,317	49,565	-245
Total Volume and Open Interest							127,495	524,359	+1,994
Soybean Meal(CBOT)
Dec11	111123	291.50	292.20	282.30	282.50	-9.50	39,053	41,722	-5,720
Jan12	111123	292.60	292.90	282.90	282.90	-10.10	26,759	55,668	+5,309
Mar12	111123	295.60	295.60	285.50	285.50	-10.30	11,046	35,679	+1,052
May12	111123	299.00	299.00	288.50	288.50	-10.30	4,029	27,796	+1,004
Jul12	111123	303.00	303.00	292.40	292.40	-10.40	2,418	22,494	+582
Aug12	111123	304.00	304.00	293.50	293.50	-10.30	198	4,308	+22
Sep12	111123	304.00	304.00	293.80	293.80	-10.00	213	4,618	+77
Oct12	111123	300.00	300.00	290.80	290.80	-9.20	87	2,991	+31
Total Volume and Open Interest							84,748	213,138	+2,661
Soybean Oil(CBOT)
Dec11	111123	50.64	50.77	49.14	49.32	-1.46	59,255	58,269	-2,851
Jan12	111123	50.90	51.03	49.40	49.58	-1.45	46,055	94,091	+8,331
Mar12	111123	51.39	51.43	49.81	50.00	-1.43	15,178	61,643	+886
May12	111123	51.70	51.77	50.14	50.32	-1.44	4,804	36,881	+321
Jul12	111123	51.94	52.03	50.42	50.60	-1.46	3,163	26,347	+264
Aug12	111123	50.97	51.11	50.54	50.70	-1.46	226	3,420	+22
Sep12	111123	51.46	51.48	50.56	50.70	-1.48	429	3,961	+25
Oct12	111123	51.37	51.37	50.36	50.55	-1.45	286	4,064	+187
Total Volume and Open Interest							130,598	303,227	+7,445
Canola(WCE)
Jan12	111124	507.0	507.0	499.0	499.8	-6.0	11,873	85,150	-83
Mar12	111124	510.0	510.0	499.5	500.5	-8.8	3,887	35,890	+1,191
May12	111124	512.0	513.3	499.2	500.5	-11.8	2,749	14,313	-313
Jul12	111124	515.7	516.7	499.9	503.7	-13.1	1,300	9,428	+417
Nov12	111124	495.5	495.5	480.7	480.7	-15.7	290	12,618	-5
Total Volume and Open Interest							20,099	157,551	+1,207
Corn(CBOT)
Dec11	111123	600.00	601.25	584.25	588.75	-10.25	167,109	305,962	-15,160
Mar12	111123	607.00	608.00	591.00	595.50	-10.25	114,486	482,991	+2,198
May12	111123	613.50	614.50	597.75	602.50	-9.75	24,981	139,728	+3,329
Jul12	111123	616.50	617.00	601.25	605.75	-10.00	24,544	137,322	+1,055
Sep12	111123	570.25	572.50	560.00	565.00	-4.75	2,919	35,135	+1,040
Dec12	111123	550.50	551.50	537.75	542.25	-6.75	15,465	166,189	+2,128
Total Volume and Open Interest							352,209	1,318,773	-4,096
Wheat(CBOT)
Dec11	111123	594.50	595.50	577.25	579.25	-14.75	27,397	68,713	-5,290
Mar12	111123	603.00	606.50	588.00	594.25	-8.75	29,765	158,344	+2,083
May12	111123	620.75	622.50	605.25	612.00	-9.25	5,475	57,465	-140
Jul12	111123	635.75	636.00	619.50	625.25	-10.00	4,680	61,943	+131
Sep12	111123	649.25	649.25	640.00	645.25	-9.25	585	12,868	+201
Total Volume and Open Interest							70,643	402,458	-2,911
Wheat(KCBT)
Dec11	111123	660.00	664.00	648.00	649.00	-12.00	6,557	25,281	-3,054
Mar12	111123	670.50	673.50	656.00	659.50	-10.50	5,870	66,707	-567
May12	111123	677.75	678.25	664.75	666.75	-11.25	1,143	12,351	-89
Jul12	111123	684.00	686.00	671.50	673.25	-11.25	1,852	34,539	-573
Sep12	111123	700.75	701.00	686.50	687.75	-11.00	331	5,253	+193
Total Volume and Open Interest							16,097	149,611	-3,931
Wheat(MGE)
Dec11	111123	860.25	860.25	832.50	835.75	-24.50	1,518	4,387	-1,228
Mar12	111123	838.75	840.25	813.50	816.50	-20.75	2,847	18,427	-161
May12	111123	816.25	816.25	792.00	793.50	-22.75	420	6,219	+47
Jul12	111123	807.50	807.50	782.50	783.50	-20.00	275	8,043	+41
Sep12	111123	785.00	787.50	770.00	771.25	-8.75	180	3,288	+42
Total Volume and Open Interest							5,395	43,544	-1,216
Oats(CBOT)
Dec11	111123	302.00	302.50	288.75	292.50	-11.00	1,585	4,337	-1,142
Mar12	111123	293.25	297.00	284.75	287.00	-7.50	1,018	11,018	+274
May12	111123	295.00	298.50	290.00	292.00	-6.50	40	1,319	-12
Jul12	111123	299.00	303.50	296.25	297.00	-6.50	16	50	+6
Total Volume and Open Interest							2,685	16,866	-855
Rough Rice(CBOT)
Jan12	111123	14.31	14.58	14.10	14.55	+0.24	448	11,733	+52
Mar12	111123	14.60	14.86	14.40	14.85	+0.25	95	4,611	+27
May12	111123	14.79	15.13	14.69	15.13	+0.25	0	583	+0
Jul12	111123	15.03	15.39	15.03	15.39	+0.24	0	594	+0
Total Volume and Open Interest							546	17,701	+82
Live Cattle(CME)
Dec11	111123	121.285	122.200	120.050	121.400	-0.050	18,995	55,039	-6,237
Feb12	111123	123.200	123.750	121.900	122.750	-0.550	22,960	124,168	-1,587
Apr12	111123	126.885	127.400	125.480	126.350	-0.650	12,674	84,003	+1,140
Jun12	111123	125.750	126.035	124.300	124.600	-1.350	6,260	42,964	+720
Aug12	111123	125.830	125.950	124.900	125.650	-0.680	854	9,017	+103
Oct12	111123	128.400	128.535	127.500	128.050	-0.650	661	5,234	+296
Total Volume and Open Interest							62,531	324,370	-5,484
Feeder Cattle(CME)
Jan12	111123	147.050	147.130	145.630	145.800	-1.235	3,444	17,264	-879
Mar12	111123	148.900	149.035	147.700	148.235	-0.590	1,223	6,291	-60
Apr12	111123	149.850	150.000	148.800	149.235	-0.715	441	2,614	-74
May12	111123	150.150	150.450	149.380	149.485	-0.815	325	2,854	-3
Aug12	111123	151.500	152.000	150.750	151.250	-0.600	235	3,088	-6
Sep12	111123	151.500	152.000	151.130	151.300	-0.700	41	420	+9
Oct12	111123	151.000	152.000	151.000	151.500	-0.300	2	91	+2
Total Volume and Open Interest							5,711	32,622	-1,011
Lean Hogs(CME)
Dec11	111123	87.830	88.150	87.135	88.050	+0.220	7,138	29,972	-1,496
Feb12	111123	91.080	91.680	90.550	91.450	+0.350	13,038	88,108	+1,017
Apr12	111123	93.950	94.080	93.330	93.400	-0.600	4,008	60,237	+455
May12	111123	99.000	99.300	98.180	99.300	unch	60	2,186	+11
Jun12	111123	100.650	100.800	99.850	99.980	-0.770	4,661	39,742	+1,243
Jul12	111123	98.900	99.330	98.300	98.650	-0.485	267	10,092	+86
Aug12	111123	97.450	98.035	96.885	97.330	-0.500	1,464	12,721	+360
Oct12	111123	85.800	86.330	85.400	85.785	-0.215	445	6,448	+194
Total Volume and Open Interest							31,338	252,114	+2,029
Class III Milk(CME)
Nov11	111123	19.11	19.11	19.10	19.11	unch	250	5,739	+4
Dec11	111123	18.23	18.40	17.96	18.13	-0.19	604	6,011	-163
Jan12	111123	17.27	17.33	16.83	16.98	-0.33	559	4,443	+222
Feb12	111123	16.86	16.93	16.67	16.71	-0.12	127	2,959	+33
Mar12	111123	16.77	16.83	16.71	16.77	-0.01	90	2,627	+31
Total Volume and Open Interest							1,901	34,031	+298
Cocoa(ICE)
Dec11	111123	2250	2260	2246	2246	-4	24	192	-24
Mar12	111123	2405	2439	2398	2404	-17	8,611	80,084	+177
May12	111123	2416	2442	2408	2412	-17	1,896	29,439	-184
Jul12	111123	2431	2455	2423	2424	-19	537	14,597	+181
Sep12	111123	2440	2457	2432	2432	-19	201	12,280	+38
Dec12	111123	2457	2457	2443	2445	-19	159	12,819	+47
Mar13	111123	2473	2473	2458	2460	-16	64	3,697	+30
Total Volume and Open Interest							11,541	155,992	+302
Coffee "C"(ICE)
Dec11	111123	231.20	236.60	230.25	231.60	-1.30	694	878	-1,026
Mar12	111123	235.80	240.50	234.75	235.40	-1.50	6,783	56,940	+35
May12	111123	237.20	242.60	237.10	237.65	-1.45	1,614	20,823	+44
Jul12	111123	239.90	244.55	239.25	239.40	-1.55	282	6,228	+38
Sep12	111123	240.60	245.00	239.50	239.95	-1.65	105	5,446	+54
Dec12	111123	241.45	244.85	240.00	240.20	-1.70	16	6,399	-9
Total Volume and Open Interest							9,503	97,793	-869
Orange Juice(ICE)
Jan12	111123	179.80	179.90	174.80	176.85	-2.95	1,136	20,160	+348
Mar12	111123	173.30	173.65	169.75	171.30	-2.25	346	5,492	+160
May12	111123	171.50	171.50	168.90	170.20	-2.25	18	1,688	-1
Jul12	111123	171.50	171.50	169.05	170.20	-2.25	17	407	+16
Sep12	111123	169.60	169.60	169.60	169.60	-2.25	0	53	+0
Nov12	111123	169.25	169.25	169.25	169.25	-2.25	0	8	+0
Total Volume and Open Interest							1,517	27,814	+523
Sugar #11(ICE)
Mar12	111123	23.44	23.52	23.01	23.09	-0.35	29,295	215,480	-967
May12	111123	23.10	23.10	22.68	22.70	-0.32	7,394	85,162	-136
Jul12	111123	22.64	22.77	22.44	22.46	-0.23	3,761	84,098	+543
Oct12	111123	22.98	22.98	22.54	22.56	-0.21	1,381	45,097	+17
Mar13	111123	23.20	23.20	22.93	22.93	-0.21	1,037	31,075	+370
Total Volume and Open Interest							43,200	498,924	-189
London Cocoa(LCE)
Dec11	111124	1516	1523	1510	1518	+2	2,687	68,306	-1,115
Mar12	111124	1541	1555	1538	1545	+1	9,163	62,720	-470
May12	111124	1564	1566	1555	1560	+2	1,467	20,384	+390
Jul12	111124	1573	1578	1571	1576	+2	324	23,674	-8
Sep12	111124	1585	1594	1582	1587	+2	225	16,266	+40
Dec12	111124	1596	1602	1594	1599	+3	99	12,350	-21
Mar13	111124	1609	1609	1609	1609	-2	620	7,329	+518
Total Volume and Open Interest							14,585	213,442	-666
London Sugar(LCE)
Mar12	111124	602.40	605.60	601.00	602.60	-2.80	3,576	22,926	+399
May12	111124	595.00	596.40	592.60	594.60	-1.60	774	6,856	-95
Aug12	111124	587.30	589.70	585.80	587.60	-2.10	912	7,543	+583
Oct12	111124	589.10	590.00	587.70	588.00	-2.90	393	3,203	+87
Dec12	111124	593.00	593.00	592.00	592.00	-3.10	218	1,130	+65
Total Volume and Open Interest							5,875	42,562	+1,040
Cotton(ICE)
Dec11	111123	90.25	91.70	89.22	90.71	+0.76	6,631	2,999	-4,069
Mar12	111123	91.60	91.91	90.10	90.91	-0.21	18,213	91,498	+2,768
May12	111123	92.02	92.20	90.06	90.75	-0.87	4,245	17,214	+217
Jul12	111123	92.60	92.60	90.02	90.57	-1.46	1,619	17,617	+60
Oct12	111123	91.24	91.24	91.24	91.24	-1.89	4	86	-1
Dec12	111123	91.07	91.35	88.85	88.94	-1.75	368	6,529	+47
Total Volume and Open Interest							31,128	137,209	-951
Lumber(CME)
Jan12	111123	242.4	242.4	235.6	236.3	-5.3	452	6,430	-118
Mar12	111123	258.0	259.4	253.4	255.4	-4.4	236	2,260	+67
May12	111123	266.0	266.0	265.0	265.0	-3.9	117	437	+42
Jul12	111123	273.5	274.0	273.5	273.5	-2.5	73	265	+45
Total Volume and Open Interest							893	9,507	+51
Crude Oil(NYM)
Jan12	111123	97.79	97.87	95.35	96.17	-1.84	279,104	339,048	+7,445
Feb12	111123	97.92	97.95	95.54	96.37	-1.82	65,027	82,756	+3,928
Mar12	111123	98.00	98.04	95.74	96.56	-1.80	42,017	95,850	+370
Apr12	111123	97.35	97.51	96.04	96.70	-1.76	20,576	41,215	+1,900
May12	111123	97.42	97.63	96.12	96.78	-1.73	13,734	36,580	+167
Jun12	111123	97.84	97.84	95.96	96.77	-1.70	26,150	74,334	+1,140
Jul12	111123	96.82	97.19	95.98	96.66	-1.67	6,254	35,564	+560
Aug12	111123	96.87	96.91	95.90	96.49	-1.65	4,220	23,697	+361
Sep12	111123	96.15	96.29	96.13	96.29	-1.65	4,471	28,139	+768
Oct12	111123	96.59	96.59	95.58	96.10	-1.64	2,775	25,087	+368
Nov12	111123	95.94	95.94	95.94	95.94	-1.64	2,644	25,655	+80
Dec12	111123	96.92	96.92	95.08	95.77	-1.63	21,426	163,082	-610
Jan13	111123	95.48	95.48	95.48	95.48	-1.61	1,477	29,271	-339
Feb13	111123	95.46	95.46	95.16	95.16	-1.58	480	11,275	+3
Mar13	111123	94.84	94.84	94.84	94.84	-1.55	649	9,482	+334
Apr13	111123	94.54	94.54	94.54	94.54	-1.53	192	5,323	+74
Total Volume and Open Interest							510,015	1,276,616	+16,489
e-miNY Crude Oil(NYM)
Nov11	111019	88.200	89.500	86.100	86.100	-2.250	5,853	2,683	-142
Dec11	111117	101.675	103.375	98.375	98.825	-3.775	7,409	2,981	+164
Jan12	111123	97.800	97.850	95.325	96.175	-1.825	9,612	1,643	-278
Feb12	111123	97.850	97.850	95.575	96.375	-1.825	307	299	+59
Mar12	111123	97.825	97.825	96.175	96.550	-1.800	74	139	+27
Apr12	111123	96.700	96.700	96.700	96.700	-1.750	0	23	+0
May12	111123	96.775	96.775	96.775	96.775	-1.725	0	6	+0
Jun12	111123	96.775	96.775	96.775	96.775	-1.700	8	19	+0
Jul12	111123	96.650	96.650	96.650	96.650	-1.675	0	4	+0
Aug12	111123	96.500	96.500	96.500	96.500	-1.650	0	5	+0
Total Volume and Open Interest							10,001	2,361	-192
Heating Oil(NYM)
Dec11	111123	303.00	303.00	295.47	295.91	-7.55	43,183	43,938	-6,809
Jan12	111123	303.88	304.06	296.73	297.14	-7.51	61,467	83,775	+2,015
Feb12	111123	303.38	303.80	297.14	297.55	-7.36	25,998	35,781	+1,321
Mar12	111123	301.24	301.59	296.79	297.13	-6.95	12,543	27,676	-665
Apr12	111123	298.28	298.42	294.93	294.99	-6.88	5,702	15,948	-128
May12	111123	294.95	296.19	292.38	292.74	-6.85	5,302	13,184	+353
Jun12	111123	296.00	296.15	291.23	291.62	-6.83	10,873	31,502	+157
Jul12	111123	293.95	294.40	291.59	291.59	-6.83	771	8,205	+171
Aug12	111123	293.95	294.64	291.77	291.77	-6.80	312	4,356	-59
Sep12	111123	295.28	295.28	292.40	292.40	-6.72	438	4,940	-138
Oct12	111123	296.18	296.27	293.22	293.22	-6.68	127	2,360	-4
Nov12	111123	297.12	297.12	294.02	294.02	-6.65	85	1,547	+11
Total Volume and Open Interest							168,706	293,411	-3,717
Gasoline(NYMEX)
Dec11	111123	253.13	254.50	249.70	251.77	-4.41	27,252	39,866	-3,616
Jan12	111123	253.30	255.11	249.95	252.05	-4.45	36,402	84,392	+2,077
Feb12	111123	254.49	255.45	251.11	253.20	-4.16	12,489	27,982	+1,779
Mar12	111123	255.87	257.05	253.03	254.86	-4.02	9,380	27,092	-886
Apr12	111123	271.47	271.47	267.38	269.02	-3.91	6,609	23,081	+357
May12	111123	269.60	269.74	267.85	268.79	-3.95	5,742	16,128	+330
Jun12	111123	267.08	268.39	265.53	266.70	-3.96	5,633	23,961	+1,397
Jul12	111123	264.00	264.50	263.20	264.13	-3.94	383	7,159	+115
Aug12	111123	261.25	261.83	261.11	261.48	-3.91	75	8,168	-29
Sep12	111123	259.25	259.50	258.00	258.76	-3.96	50	6,922	+0
Total Volume and Open Interest							104,765	285,650	+1,612
e-miNY RBOB Gasoline(NYM)
Dec11	111123	251.80	251.80	251.77	251.80	-4.40
Jan12	111123	252.10	252.10	252.05	252.10	-4.40	0	1	+0
Feb12	111123	253.20	253.20	253.20	253.20	-4.20	0	1	+0
Mar12	111123	254.90	254.90	254.86	254.90	-4.00
Total Volume and Open Interest							0	2	+0
Natural Gas(NYM)
Dec11	111123	3.408	3.483	3.352	3.460	+0.045	146,589	48,647	-27,058
Jan12	111123	3.552	3.637	3.490	3.608	+0.047	102,997	296,960	+4,791
Feb12	111123	3.580	3.658	3.510	3.632	+0.054	40,588	92,221	+6,909
Mar12	111123	3.564	3.655	3.501	3.628	+0.057	44,161	114,461	+7,031
Apr12	111123	3.581	3.682	3.538	3.660	+0.053	31,092	99,220	-2,405
May12	111123	3.615	3.727	3.585	3.704	+0.051	7,032	44,098	+272
Jun12	111123	3.690	3.770	3.638	3.748	+0.048	6,657	21,460	+1,069
Jul12	111123	3.736	3.820	3.688	3.799	+0.048	3,321	18,712	-178
Aug12	111123	3.727	3.829	3.716	3.825	+0.048	3,147	15,795	-129
Sep12	111123	3.729	3.835	3.715	3.825	+0.048	2,629	12,601	+266
Oct12	111123	3.769	3.871	3.749	3.860	+0.048	10,002	55,116	-705
Nov12	111123	3.944	4.015	3.880	3.992	+0.045	4,270	22,480	+69
Dec12	111123	4.219	4.277	4.158	4.263	+0.038	4,085	23,818	+476
Jan13	111123	4.309	4.405	4.285	4.393	+0.039	3,154	29,229	-624
Feb13	111123	4.282	4.378	4.277	4.378	+0.036	130	6,238	+46
Mar13	111123	4.237	4.328	4.236	4.328	+0.032	298	13,700	+27
Total Volume and Open Interest							411,506	991,623	-9,998
Brent Crude Oil(ICE)
Jan12	111124	107.30	108.09	107.04	107.78	+0.76	215,453	166,536	-15,180
Feb12	111124	106.92	107.60	106.81	107.30	+0.60	88,116	152,704	-4,047
Mar12	111124	106.55	107.22	106.51	106.83	+0.47	49,575	87,934	-4,347
Apr12	111124	106.27	106.93	106.17	106.50	+0.38	25,395	36,711	-671
May12	111124	106.29	106.66	105.94	106.23	+0.33	16,496	22,786	+303
Jun12	111124	105.78	106.51	105.68	105.96	+0.30	32,708	69,632	+1,291
Jul12	111124	105.98	106.27	105.59	105.72	+0.29	5,615	20,388	+336
Aug12	111124	105.70	105.99	105.23	105.43	+0.28	3,324	25,242	+337
Sep12	111124	105.34	105.60	104.84	105.04	+0.27	3,944	29,596	+806
Oct12	111124	104.65	104.68	104.65	104.68	+0.27	1,859	13,003	+242
Nov12	111124	104.34	104.34	104.34	104.34	+0.27	2,086	17,828	-392
Dec12	111124	103.94	104.58	103.66	103.96	+0.27	27,501	98,562	+1,408
Jan13	111124	103.64	103.64	103.64	103.64	+0.26	1,562	9,687	-106
Feb13	111124	103.27	103.27	103.27	103.27	+0.25	332	5,938	+243
Total Volume and Open Interest							489,494	912,569	-20,374
Gas Oil(ICE)
Dec11	111124	941.50	952.75	940.75	949.50	+3.50	80,880	125,631	-172
Jan12	111124	933.75	944.25	933.00	940.75	+2.50	93,907	111,050	+3,798
Feb12	111124	928.75	937.75	927.75	934.75	+2.25	42,532	46,972	-1,447
Mar12	111124	925.00	932.75	923.50	930.00	+1.75	21,783	40,305	+891
Apr12	111124	921.50	928.00	921.00	926.25	+1.50	9,245	22,299	+33
May12	111124	919.25	924.50	917.75	923.50	+1.00	8,240	23,934	+186
Jun12	111124	919.00	925.00	917.75	922.75	+0.50	12,927	52,456	-545
Jul12	111124	921.75	924.75	918.00	924.00	+0.75	3,116	16,815	-33
Aug12	111124	922.25	925.50	919.00	924.75	+0.75	2,162	11,913	-365
Sep12	111124	921.75	925.00	918.25	924.25	+0.50	2,533	12,174	-37
Total Volume and Open Interest							283,959	553,895	+2,279
Ethanol(CBOT)
Nov11	111103	2.806	2.845	2.790	2.790	+0.004	130	244	-76
Dec11	111123	2.520	2.525	2.486	2.497	-0.059	136	613	-46
Jan12	111123	2.266	2.270	2.237	2.256	-0.049	763	1,438	-463
Feb12	111123	2.170	2.193	2.157	2.164	-0.045	224	1,154	-65
Mar12	111123	2.167	2.195	2.165	2.174	-0.039	113	1,200	-42
Apr12	111123	2.175	2.185	2.165	2.169	-0.045	157	679	+16
May12	111123	2.171	2.194	2.170	2.178	-0.046	64	786	+33
Jun12	111123	2.178	2.198	2.170	2.196	-0.041	51	630	+33
Total Volume and Open Interest							1,700	10,400	-483
WTI Crude Oil(ICE)
Jan12	111124	95.94	97.30	95.80	97.14	+0.97	78,694	67,525	-461
Feb12	111124	96.17	97.31	96.06	97.29	+0.92	31,809	45,969	-611
Mar12	111124	96.33	97.43	96.33	97.43	+0.87	19,167	32,989	+3,684
Apr12	111124	96.87	97.51	96.87	97.51	+0.81	6,162	19,114	+1,214
May12	111124	97.26	97.55	96.96	97.55	+0.77	4,037	9,786	-208
Jun12	111124	96.89	97.49	96.89	97.49	+0.72	14,879	43,390	+29
Jul12	111124	96.93	97.33	96.93	97.33	+0.67	2,025	9,344	-15
Aug12	111124	96.74	97.11	96.74	97.11	+0.62	1,047	5,923	+29
Sep12	111124	96.76	96.88	96.49	96.88	+0.59	1,438	11,350	+404
Oct12	111124	96.64	96.64	96.64	96.64	+0.54	512	5,063	+230
Nov12	111124	96.43	96.43	96.43	96.43	+0.49	1,277	4,415	+153
Dec12	111124	95.92	96.39	95.92	96.23	+0.46	12,955	61,726	+1,310
Jan13	111124	95.94	95.94	95.94	95.94	+0.46	1,073	3,074	+519
Feb13	111124	95.62	95.62	95.62	95.62	+0.46	0	640	+0
Mar13	111124	95.30	95.30	95.30	95.30	+0.46	0	1,564	+0
Apr13	111124	94.99	94.99	94.99	94.99	+0.45	0	389	+0
Total Volume and Open Interest							179,065	414,152	+5,371
US Dollar Index(ICE)
Dec11	111123	78.330	79.400	78.330	79.350	+0.915	21,501	54,305	+501
Mar12	111123	79.000	79.800	78.975	79.730	+0.915	19	694	+6
Jun12	111123	80.150	80.150	80.150	80.150	+0.915
Total Volume and Open Interest							21,520	54,999	+507
Australian Dollar(CME)
Dec11	111123	98.12	98.26	96.33	96.52	-1.56	124,679	129,552	-2,835
Mar12	111123	97.24	97.24	95.60	95.61	-1.54	240	1,020	+21
Jun12	111123	95.05	96.46	94.96	94.96	-1.50	0	35	+0
Total Volume and Open Interest							124,919	130,734	-2,814
British Pound(CME)
Dec11	111123	156.39	156.52	154.91	155.05	-1.16	84,107	160,189	+3,316
Mar12	111123	155.91	156.06	154.84	154.91	-1.15	40	380	+3
Jun12	111123	154.78	155.91	154.78	154.78	-1.13	0	3	+0
Total Volume and Open Interest							84,147	160,577	+3,319
Canadian Dollar(CME)
Dec11	111123	96.27	96.33	95.20	95.35	-1.00	72,166	122,655	+1,623
Mar12	111123	96.00	96.20	95.05	95.20	-1.00	611	4,389	+163
Jun12	111123	95.72	96.13	95.03	95.14	-0.99	156	1,214	+82
Sep12	111123	95.35	96.11	95.00	95.11	-1.00	72	743	+29
Total Volume and Open Interest							73,041	129,145	+1,908
Japanese Yen(CME)
Dec11	111123	130.00	130.05	128.94	129.35	-0.62	58,041	148,433	+1,673
Mar12	111123	130.28	130.32	129.52	129.70	-0.62	99	1,056	-7
Jun12	111123	130.11	130.72	130.11	130.11	-0.61	0	25	+0
Total Volume and Open Interest							58,140	149,519	+1,666
Swiss Franc(CME)
Dec11	111123	109.40	109.59	108.47	108.65	-0.70	19,739	29,929	-353
Mar12	111123	109.80	109.80	108.75	108.87	-0.71	17	642	-1
Jun12	111123	109.19	109.90	109.19	109.19	-0.71	0	5	+0
Total Volume and Open Interest							19,756	30,580	-354
EuroFX(CME)
Dec11	111123	135.15	135.31	133.19	133.28	-1.78	272,027	251,748	-1,942
Mar12	111123	135.33	135.45	133.43	133.46	-1.76	1,206	7,245	+398
Jun12	111123	134.10	135.33	133.43	133.60	-1.73	4	977	+4
Total Volume and Open Interest							273,237	259,988	-1,540
Mexican Peso(CME)
Dec11	111123	714.0	715.0	701.2	704.2	-10.8	35,685	72,725	-2,327
Jan12	111123	702.8	713.5	702.8	702.8	-10.8	0	95	+0
Total Volume and Open Interest							35,807	114,768	-2,228
Brazilian Real(CME)
Dec11	111123	536.20	539.90	533.20	538.35	-14.65	427	3,893	-238
Jan12	111123	535.00	535.00	535.00	535.00	-14.60	0	10,149	+0
Feb12	111123	531.60	531.60	531.60	531.60	-14.55
Mar12	111123	532.30	532.30	528.25	528.25	-14.50	536	568	+534
Total Volume and Open Interest							963	29,941	+296
30-Year T-Bonds(CBOT)
Dec11	111123	144~130	145~140	143~280	145~110	+1~080	315,114	566,437	-49,986
Mar12	111123	144~060	145~080	143~230	145~060	+1~090	79,296	75,396	+50,076
Jun12	111123	144~000	144~000	142~230	144~000	+1~090	1	6	+0
Total Volume and Open Interest							394,411	641,839	+90
10-Year T-Notes(CBOT)
Dec11	111123	130~270	131~095	130~065	131~070	+0~135	770,172	1,396,793	-21,994
Mar12	111123	130~055	130~200	129~280	130~180	+0~140	79,323	98,216	+52,261
Jun12	111123	129~180	129~180	129~040	129~180	+0~140
Total Volume and Open Interest							849,495	1,495,009	+30,267
5-Year T-Notes(CBOT)
Dec11	111123	123~022	123~040	123~004	123~036	+0~016	434,361	1,204,371	-33,367
Mar12	111123	122~103	122~123	122~087	122~121	+0~019	39,959	50,303	+25,503
Jun12	111123	122~017	122~017	121~126	122~017	+0~019
Total Volume and Open Interest							474,320	1,254,674	-7,864
2 Year T-Notes(CBOT)
Dec11	111123	110~025	110~027	110~021	110~023	-0~002	264,418	714,765	+3,335
Mar12	111123	110~028	110~031	110~024	110~029	unch	67,214	53,012	+30,115
Jun12	111123	109~125	109~125	109~125	109~125	unch
Total Volume and Open Interest							331,632	767,777	+33,450
Eurodollars(CME)
Dec11	111123	99.363	99.368	99.342	99.355	-0.010	134,199	1,072,830	+5,566
Mar12	111123	99.210	99.210	99.165	99.180	-0.025	155,241	965,060	+983
Jun12	111123	99.180	99.180	99.135	99.150	-0.025	136,731	1,165,294	-937
Sep12	111123	99.180	99.185	99.135	99.150	-0.030	134,181	760,006	+724
Dec12	111123	99.195	99.200	99.140	99.155	-0.035	110,274	800,142	+769
Mar13	111123	99.205	99.205	99.145	99.160	-0.040	120,186	815,101	+8,800
Jun13	111123	99.190	99.195	99.135	99.150	-0.035	72,986	567,788	-709
Sep13	111123	99.150	99.160	99.110	99.120	-0.025	74,746	453,404	-4,319
Dec13	111123	99.065	99.080	99.035	99.050	-0.010	53,952	476,720	-5,504
Mar14	111123	98.965	98.980	98.930	98.955	unch	45,811	336,957	+58
Jun14	111123	98.815	98.835	98.785	98.820	+0.010	56,161	284,565	-5,507
Sep14	111123	98.655	98.685	98.625	98.670	+0.015	34,112	184,735	-900
Dec14	111123	98.485	98.515	98.455	98.505	+0.020	21,808	173,103	+870
Mar15	111123	98.330	98.360	98.295	98.350	+0.025	12,131	117,271	-364
Jun15	111123	6.440	6.450	6.380	6.440	+0.025	11,130	110,218	-193
Sep15	111123	6.270	6.285	6.205	6.275	+0.025	9,976	79,705	-1,125
Dec15	111123	6.085	6.110	6.025	6.100	+0.030	5,724	47,481	-522
Mar16	111123	5.955	5.970	5.875	5.955	+0.030	6,448	46,837	+153
Total Volume and Open Interest							1,210,618	8,651,679	-1,283
30 Day Federal Funds(CBOT)
Nov11	111123	99.918	99.918	99.915	99.915	unch	353	65,719	-116
Dec11	111123	99.910	99.915	99.905	99.910	unch	3,049	61,636	-445
Jan12	111123	99.895	99.900	99.890	99.895	unch	1,252	59,698	-127
Feb12	111123	99.885	99.890	99.880	99.890	unch	803	46,921	-188
Mar12	111123	99.885	99.890	99.880	99.885	unch	1,281	31,246	+500
Apr12	111123	99.885	99.885	99.875	99.880	unch	585	36,559	+39
Total Volume and Open Interest							15,382	595,736	-1,354
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Dec11	111123	99.665	99.665	99.665	99.665	unch	0	327	+0
Mar12	111123	99.658	99.658	99.658	99.658	unch	0	300	+0
Jun12	111123	99.660	99.660	99.660	99.660	unch
Sep12	111123	99.658	99.658	99.658	99.658	unch
Dec12	111123	99.660	99.660	99.660	99.660	unch
Mar13	111123	99.660	99.660	99.660	99.660	unch
Jun13	111123	99.615	99.615	99.615	99.615	unch
Sep13	111123	99.475	99.475	99.475	99.475	unch
Dec13	111123	99.335	99.335	99.335	99.335	unch
Mar14	111123	99.195	99.195	99.195	99.195	unch
Total Volume and Open Interest							0	627	+0
3-Mth Euro-Yen(SGX)
Dec11	111124	99.67	99.67	99.67	99.67	unch	0	4,432	-13
Mar12	111124	99.66	99.66	99.66	99.66	unch	0	1,937	+0
Jun12	111124	99.65	99.66	99.65	99.66	unch	0	1,470	+0
Sep12	111124	99.66	99.66	99.66	99.66	unch	0	711	+0
Dec12	111124	99.66	99.66	99.66	99.66	unch	0	171	+0
Mar13	111124	99.66	99.66	99.66	99.66	unch	0	101	+0
Jun13	111124	99.61	99.61	99.61	99.61	unch	156	156	+156
Sep13	111124	99.47	99.47	99.47	99.47	unch
Total Volume and Open Interest							156	8,981	+143
Japanese Gov't Bonds(SGX)
Dec11	111124	142.96	143.06	142.47	142.52	-0.45	2,786	23,420	-1,004
Mar12	111124	142.35	142.35	141.94	141.94	-0.46	0	30	+0
Jun12	111124	139.85	139.85	139.85	139.85	-0.46
Total Volume and Open Interest							2,786	23,450	-1,004
Euro-Bund(EUREX)
Dec11	111124	135.42	135.46	134.36	135.05	-0.76	693,893	911,287	+20,997
Mar12	111124	135.56	135.56	134.36	135.09	-0.82	6,496	33,665	+3,161
Jun12	111124	134.85	134.85	134.85	134.85	-0.76	0	18	+0
Total Volume and Open Interest							700,389	944,970	+24,158
Euro-Bobl(EUREX)
Dec11	111124	122.57	122.60	122.04	122.36	-0.44	378,451	756,162	+3,854
Mar12	111124	122.57	122.65	122.19	122.55	-0.47	10,459	27,644	+3,053
Jun12	111124	122.51	122.51	122.51	122.51	-0.44
Total Volume and Open Interest							388,910	783,806	+6,907
3-Mth Euribor(EUREX)
Dec11	111124	98.585	98.615	98.585	98.615	+0.020	51	1,546	-49
Mar12	111124	98.780	98.780	98.780	98.780	+0.025	90	2,247	-48
Jun12	111124	98.790	98.810	98.790	98.810	+0.010	424	1,232	+179
Total Volume and Open Interest							844	8,454	+178
Long Gilt(LIFFE)
Dec11	111124	130~14	131~05	130~04	130~30	-0~06	203,943	276,059	-24,459
Mar12	111124	114~12	115~07	114~06	114~31	-0~06	56,509	62,430	+34,698
Total Volume and Open Interest							260,452	338,489	+10,239
3-Mth Short Sterling(LIFFE)
Dec11	111124	98.89	98.92	98.88	98.89	unch	21,163	325,834	-7,995
Mar12	111124	98.78	98.82	98.77	98.81	+0.04	41,568	335,051	-15,347
Jun12	111124	98.72	98.79	98.72	98.77	+0.05	30,902	197,728	-4,202
Sep12	111124	98.70	98.76	98.69	98.74	+0.05	43,953	197,594	-11,224
Dec12	111124	98.65	98.72	98.65	98.70	+0.05	36,600	185,286	-10,879
Mar13	111124	98.65	98.71	98.64	98.69	+0.04	31,360	189,840	+94
Total Volume and Open Interest							263,714	1,936,251	-45,207
3-Mth Euribor(LIFFE)
Dec11	111124	98.595	98.650	98.580	98.615	+0.020	139,726	651,073	-27,386
Mar12	111124	98.755	98.835	98.735	98.780	+0.025	93,112	513,653	+12,897
Jun12	111124	98.800	98.870	98.770	98.810	+0.010	61,353	370,232	+2,801
Total Volume and Open Interest							570,368	3,334,330	-19,354
3-Mth Aus T-Bills(SFE)
Dec11	111124	95.54	95.57	95.51	95.54	unch	25,550	197,566	+12,141
Mar12	111124	96.43	96.51	96.39	96.44	+0.01	22,127	203,615	+4,068
Jun12	111124	96.70	96.77	96.67	96.72	+0.02	14,558	152,826	+4,528
Sep12	111124	96.70	96.78	96.67	96.73	+0.03	7,080	97,418	+1,781
Dec12	111124	96.57	96.64	96.54	96.60	+0.03	2,101	57,688	+729
Mar13	111124	96.39	96.46	96.39	96.43	+0.03	2,392	50,360	+1,335
Jun13	111124	96.25	96.31	96.24	96.27	+0.02	1,031	40,289	+364
Sep13	111124	96.13	96.19	96.13	96.15	+0.02	591	20,186	+97
Dec13	111124	96.05	96.09	96.02	96.06	+0.04	5	3,642	-100
Mar14	111124	95.95	96.00	95.94	95.98	+0.06	13	577	-116
Total Volume and Open Interest							75,448	824,224	+24,823
10-Year Aus T-Bonds(SFE)
Dec11	111124	96.07	96.17	96.04	96.11	+0.04	43,806	385,910	+6,791
Mar12	111124	96.11	96.11	96.11	96.11	+0.04
Total Volume and Open Interest							43,806	385,910	+6,791
3-Year Aus T-Bonds(SFE)
Dec11	111124	96.92	97.03	96.90	96.95	+0.02	134,173	586,518	+22,597
Mar12	111124	96.95	96.95	96.95	96.95	+0.02
Total Volume and Open Interest							134,173	586,518	+22,597
Gold(CMX)
Dec11	111123	1699.9	1710.8	1677.1	1695.9	-6.5	209,402	166,545	-11,819
Feb12	111123	1703.2	1713.8	1680.1	1698.8	-6.7	27,799	147,747	+6,685
Apr12	111123	1704.2	1715.5	1684.0	1702.0	-6.6	6,395	26,392	+2,660
Jun12	111123	1706.0	1718.4	1687.1	1704.3	-6.5	3,318	21,085	+635
Aug12	111123	1717.5	1717.8	1701.6	1706.5	-6.4	671	11,580	+376
Oct12	111123	1709.3	1709.3	1709.3	1709.3	-6.3	147	7,323	+90
Dec12	111123	1713.5	1725.4	1694.8	1712.2	-6.4	950	18,884	+109
Feb13	111123	1715.1	1715.1	1715.1	1715.1	-6.3	43	3,417	+2
Apr13	111123	1718.1	1718.1	1718.1	1718.1	-6.2	0	669	+0
Jun13	111123	1728.0	1728.0	1722.1	1722.1	-6.0	238	10,968	+236
Aug13	111123	1725.9	1725.9	1725.9	1725.9	-5.9	0	45	+0
Total Volume and Open Interest							249,611	460,387	-814
Silver(CMX)
Dec11	111123	3278.5	3287.0	3122.0	3188.4	-106.7	53,532	33,585	+997
Mar12	111123	3282.0	3292.5	3131.0	3196.4	-106.7	13,631	40,472	+3,231
May12	111123	3278.0	3298.0	3140.0	3200.2	-106.7	521	5,131	+112
Jul12	111123	3274.0	3274.0	3193.5	3203.7	-106.7	137	2,732	-79
Sep12	111123	3206.7	3206.7	3206.6	3206.7	-106.6	23	1,912	+2
Dec12	111123	3202.0	3220.5	3164.5	3210.5	-106.5	258	13,953	+30
Mar13	111123	3207.1	3207.1	3207.1	3207.1	-106.4	2	1,098	+0
Total Volume and Open Interest							68,803	114,020	+4,405
Platinum(NYMEX)
Jan12	111123	1574.2	1574.7	1539.2	1558.3	-12.7	7,686	33,804	-49
Apr12	111123	1569.5	1570.0	1547.0	1562.6	-12.6	189	4,701	+112
Jul12	111123	1557.2	1565.9	1551.8	1565.9	-13.1	22	341	+17
Oct12	111123	1569.7	1569.7	1569.7	1569.7	-13.1	1	56	+0
Total Volume and Open Interest							7,898	38,904	+80
Palladium(NYMEX)
Dec11	111123	605.20	608.80	580.65	589.85	-11.30	5,455	10,044	-1,130
Mar12	111123	607.60	607.60	582.80	592.30	-11.10	1,873	9,954	+1,209
Jun12	111123	591.00	593.60	590.95	593.60	-11.05	20	164	+20
Total Volume and Open Interest							7,348	20,164	+95
Copper(CMX)
Dec11	111123	331.00	336.70	323.40	327.90	-5.40	46,115	27,209	-2,829
Mar12	111123	332.60	338.10	324.80	329.25	-5.55	13,417	62,218	+1,765
May12	111123	339.20	339.20	326.25	330.35	-5.60	337	16,359	+70
Jul12	111123	327.50	331.25	327.00	331.20	-5.55	225	5,805	+43
Sep12	111123	327.65	331.60	327.65	331.60	-5.60	49	2,276	-2
Total Volume and Open Interest							61,335	125,477	-1,439
DJIA Index(CBOT)
Dec11	111123	11407	11407	11225	11234	-213	465	17,350	-119
Mar12	111123	11164	11377	11164	11164	-213	0	408	+0
Jun12	111123	11097	11310	11097	11097	-213	0	400	+0
Sep12	111123	11034	11247	11034	11034	-213
Total Volume and Open Interest							465	18,158	-119
E-mini DJIA Index(CBOT)
Dec11	111123	11450	11467	11215	11234	-213	153,397	88,452	+890
Mar12	111123	11365	11375	11149	11164	-213	335	689	+251
Jun12	111123	11097	11097	11097	11097	-213	0	6	+0
Sep12	111123	11034	11034	11034	11034	-213	0	13	+0
Total Volume and Open Interest							153,732	89,160	+1,141
S & P 500(CME)
Dec11	111123	1182.60	1185.00	1159.00	1159.90	-22.90	16,753	276,584	+3,010
Mar12	111123	1169.50	1169.50	1153.00	1154.00	-22.90	947	17,757	+512
Jun12	111123	1156.00	1157.70	1147.70	1148.90	-22.80	107	1,729	+20
Sep12	111123	1155.00	1155.00	1142.40	1143.60	-22.80	0	4	+0
Total Volume and Open Interest							17,807	296,174	+3,542
S & P 500 E-Mini(Globex)
Dec11	111123	1182.75	1185.00	1158.50	1160.00	-22.75	2,401,770	2,949,110	+905
Mar12	111123	1177.00	1180.00	1152.50	1154.00	-23.00	6,387	49,112	+2,214
Total Volume and Open Interest							2,408,168	2,999,920	+3,120
NASDAQ 100(CME)
Dec11	111123	2208.00	2215.50	2160.00	2161.00	-53.30	1,119	30,953	-343
Mar12	111123	2156.80	2160.00	2156.80	2156.80	-53.20	0	110	+0
Jun12	111123	2153.80	2157.00	2153.80	2153.80	-53.20
Total Volume and Open Interest							1,119	31,063	-343
NASDAQ 100 E-Mini(Globex)
Dec11	111123	2214.00	2216.80	2161.00	2161.00	-53.30	300,992	324,872	-3,069
Mar12	111123	2204.00	2214.80	2156.80	2156.80	-53.20	89	1,193	+7
Total Volume and Open Interest							301,081	326,079	-3,062
S & P Midcap 400(CME)
Dec11	111123	813.00	819.00	813.00	814.90	-20.70	0	5,683	+0
Mar12	111123	812.50	812.50	811.10	812.50	-20.70
Jun12	111123	810.50	810.50	809.10	810.50	-20.70
Total Volume and Open Interest							0	5,683	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec11	111123	8270	8295	8140	8155	-110	5,373	30,752	+228
Mar12	111123	8195	8195	8155	8155	-110	22	62	+5
Total Volume and Open Interest							5,395	30,814	+233
Nikkei 225(SGX)
Dec11	111124	8165	8200	8115	8140	-175	59,627	233,183	-1,418
Mar12	111124	8160	8165	8130	8130	-175	105	18,867	+68
Jun12	111124	8055	8055	8055	8055	-175	1	19	+0
Total Volume and Open Interest							59,741	257,792	-1,350
CAC 40(EURONEXT)
Dec11	111124	2830.5	2875.0	2801.0	2819.0	+1.0	86,674	251,971	+3,487
Jan12	111124	2823.5	2865.0	2810.0	2814.5	+1.5	71	4,161	+35
Feb12	111124	2814.5	2814.5	2814.5	2814.5	+1.0
Total Volume and Open Interest							86,748	256,144	+3,522
Hang Seng Index(HKFE)
Nov11	111124	17665	17995	17607	17868	+65	89,758	83,135	+1,851
Dec11	111124	17614	17980	17600	17855	+65	4,401	15,262	+1,359
Total Volume and Open Interest							94,271	100,725	+3,231
DAX(EUREX)
Dec11	111124	5494.0	5567.0	5400.5	5441.0	-38.5	182,786	166,742	-687
Mar12	111124	5505.5	5575.0	5418.0	5450.5	-39.0	526	7,694	-20
Jun12	111124	5584.0	5591.0	5457.5	5468.0	-39.5	46	2,527	+14
Total Volume and Open Interest							183,358	176,963	-693
FT-SE 100(EURONEXT)
Dec11	111124	5128.00	5184.00	5095.00	5136.50	-13.00	110,067	629,639	+1,130
Mar12	111124	5112.00	5140.00	5062.00	5101.00	-13.00	7,104	13,919	+5,575
Jun12	111124	5070.50	5070.50	5064.00	5064.00	-13.00	10	520	-10
Total Volume and Open Interest							117,181	644,078	+6,695
SPI 200(SFE)
Dec11	111124	4063.0	4089.0	4038.0	4048.0	-16.0	39,336	202,952	+2,214
Mar12	111124	4019.0	4057.0	4019.0	4027.0	-16.0	246	3,368	+199
Jun12	111124	4033.0	4033.0	4033.0	4033.0	-15.0	265	1,656	+234
Total Volume and Open Interest							39,847	209,216	+2,643
GSCI(CME)
Dec11	111123	636.00	648.05	635.00	638.00	-10.00	205	8,086	-38
Jan12	111123	636.00	648.05	635.00	638.00	-10.00
Feb12	111123	638.00	648.55	635.25	638.00	-10.50
Total Volume and Open Interest							205	8,086	-38
Reuters CCI(ICE)