MRCI's End of Day Prices

Daily Futures Price Listing Fri December 23, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan12	111223	1160.75	1167.25	1156.50	1163.00	+0.75	79,410	90,849	-11,578
Mar12	111223	1170.25	1176.25	1165.75	1172.50	+0.75	58,233	185,554	+3,547
May12	111223	1180.25	1186.00	1176.00	1182.25	+0.25	11,138	92,648	-535
Jul12	111223	1190.00	1195.50	1185.75	1192.00	+0.50	10,963	80,910	+202
Aug12	111223	1188.00	1189.25	1186.75	1189.25	+0.25	44	1,103	-1
Sep12	111223	1180.00	1185.50	1180.00	1182.50	+0.50	85	1,032	+20
Nov12	111223	1177.00	1182.75	1173.25	1179.00	+0.75	6,295	54,143	+7
Total Volume and Open Interest							166,482	524,035	-8,203
Soybean Meal(CBOT)
Jan12	111223	298.40	299.50	296.20	297.00	-1.40	42,389	24,374	-6,399
Mar12	111223	302.30	303.30	300.00	300.80	-1.50	39,460	79,801	+3,818
May12	111223	305.00	306.30	303.30	303.90	-1.70	4,119	30,522	+527
Jul12	111223	308.70	310.10	307.00	307.60	-1.60	3,893	30,771	+635
Aug12	111223	308.50	310.30	308.50	308.60	-1.70	227	5,258	+21
Sep12	111223	308.50	310.30	308.00	308.60	-1.70	297	5,411	-47
Oct12	111223	306.60	308.50	305.90	306.80	-1.70	112	3,484	-20
Dec12	111223	308.70	309.70	306.60	307.40	-1.90	2,067	17,417	-320
Total Volume and Open Interest							92,750	202,855	-1,633
Soybean Oil(CBOT)
Jan12	111223	50.45	51.05	50.14	50.96	+0.51	53,468	41,640	-8,055
Mar12	111223	50.80	51.42	50.48	51.37	+0.57	51,669	141,378	+8,668
May12	111223	51.16	51.79	50.89	51.73	+0.54	5,054	51,364	+462
Jul12	111223	51.38	52.05	51.17	52.02	+0.54	3,354	36,075	+42
Aug12	111223	51.81	52.07	51.56	52.07	+0.54	83	4,434	+15
Sep12	111223	51.81	52.10	51.60	52.10	+0.56	145	5,041	-40
Oct12	111223	51.44	51.93	51.42	51.93	+0.55	94	5,407	+12
Dec12	111223	50.96	51.83	50.94	51.80	+0.57	2,123	19,576	+508
Total Volume and Open Interest							115,993	305,448	+1,612
Canola(WCE)
Jan12	111223	518.7	522.2	517.1	521.2	+4.2	3,932	11,444	-2,898
Mar12	111223	515.6	518.0	514.0	517.1	+1.5	10,755	75,512	+2,799
May12	111223	518.0	519.8	515.9	518.3	+0.7	2,042	16,532	+315
Jul12	111223	518.3	520.4	516.9	518.5	-0.3	448	13,730	-43
Nov12	111223	498.0	501.9	497.5	501.1	+3.0	330	17,051	-237
Total Volume and Open Interest							17,632	134,885	-24
Corn(CBOT)
Mar12	111223	616.25	621.75	614.25	619.50	+2.00	116,715	531,141	-3,392
May12	111223	624.75	630.00	622.75	628.00	+1.75	21,692	182,805	+3,368
Jul12	111223	631.00	636.00	629.00	634.00	+1.75	29,410	163,112	+816
Sep12	111223	590.00	594.75	589.25	593.00	+1.50	3,155	41,268	+569
Dec12	111223	566.50	571.25	565.75	569.00	+2.50	21,352	192,022	+1,722
Mar13	111223	578.00	582.25	578.00	581.25	+2.50	1,577	36,108	-307
Total Volume and Open Interest							194,652	1,168,259	+2,940
Wheat(CBOT)
Mar12	111223	621.75	627.75	618.50	622.00	+0.25	41,643	174,689	-823
May12	111223	637.50	645.50	637.00	639.50	-0.50	5,401	69,992	-196
Jul12	111223	654.00	660.25	652.00	655.50	+0.25	5,169	71,027	+1,304
Sep12	111223	669.00	676.75	668.75	672.00	-0.50	863	15,553	-11
Dec12	111223	694.75	698.75	689.25	691.75	-1.75	2,078	43,117	+428
Total Volume and Open Interest							55,225	380,371	+736
Wheat(KCBT)
Mar12	111223	672.00	681.00	670.00	675.00	+2.50	6,413	67,909	-334
May12	111223	679.25	688.75	678.50	683.25	+2.25	1,706	16,907	+519
Jul12	111223	688.25	697.00	686.75	691.25	+2.25	2,176	37,821	-276
Sep12	111223	701.50	710.00	701.50	705.75	+2.25	346	6,756	+116
Dec12	111223	722.50	730.50	722.50	725.50	+2.25	580	7,947	+296
Total Volume and Open Interest							11,229	137,819	+327
Wheat(MGE)
Mar12	111223	843.75	849.75	836.50	844.50	+0.75	1,384	16,649	-184
May12	111223	817.75	824.00	817.50	818.50	unch	374	7,462	+33
Jul12	111223	806.75	811.50	806.25	808.00	+0.25	305	7,657	-98
Sep12	111223	776.25	781.75	776.25	776.75	-0.75	216	4,527	+50
Dec12	111223	778.25	787.75	778.25	780.00	-0.25	251	3,146	+66
Total Volume and Open Interest							2,533	39,590	-133
Oats(CBOT)
Mar12	111223	312.25	313.00	310.50	311.25	+0.50	379	10,874	-145
May12	111223	317.00	317.00	314.75	315.25	+0.50	141	1,624	+110
Jul12	111223	319.75	319.75	318.50	319.75	+1.25	6	117	+0
Sep12	111223	325.50	325.50	324.25	325.50	+1.25	0	7	+0
Total Volume and Open Interest							529	12,773	-35
Rough Rice(CBOT)
Jan12	111223	14.01	14.06	13.89	13.90	-0.15	875	4,868	-595
Mar12	111223	14.27	14.30	14.12	14.15	-0.14	1,295	10,471	+415
May12	111223	14.47	14.51	14.43	14.43	-0.14	9	989	+0
Jul12	111223	14.77	14.79	14.69	14.69	-0.14	2	608	-1
Total Volume and Open Interest							2,184	17,119	-181
Live Cattle(CME)
Dec11	111223	123.650	124.350	122.950	124.300	+1.150	2,129	6,458	-879
Feb12	111223	123.635	124.350	123.200	124.330	+0.880	15,841	127,434	-353
Apr12	111223	127.035	127.900	126.350	127.850	+1.050	7,412	90,144	+922
Jun12	111223	125.650	126.400	124.885	126.300	+1.100	6,165	59,012	+676
Aug12	111223	125.930	126.600	125.285	126.580	+0.945	1,484	15,824	+451
Oct12	111223	128.500	129.200	127.930	129.200	+0.800	1,042	8,225	+346
Total Volume and Open Interest							34,216	312,080	+1,176
Feeder Cattle(CME)
Jan12	111223	147.185	147.750	146.985	147.630	+0.750	1,255	8,265	-366
Mar12	111223	150.000	150.575	149.535	150.450	+0.800	1,817	10,763	+222
Apr12	111223	150.825	151.500	150.630	151.300	+0.650	636	3,306	+253
May12	111223	151.550	152.100	151.150	152.075	+0.750	414	3,952	+95
Aug12	111223	152.650	153.250	152.350	153.250	+0.750	199	3,459	+61
Sep12	111223	152.630	153.250	152.450	153.250	+0.765	22	609	+10
Oct12	111223	152.800	153.350	152.650	153.350	+1.150	0	193	+0
Total Volume and Open Interest							4,344	30,573	+276
Lean Hogs(CME)
Feb12	111223	84.600	86.080	84.535	85.850	+1.300	12,170	85,811	-817
Apr12	111223	88.000	89.200	87.930	88.980	+1.030	4,966	60,340	-853
May12	111223	94.450	95.100	94.285	95.100	+1.050	21	2,511	-1
Jun12	111223	95.400	96.900	95.250	96.850	+1.400	2,537	46,056	-181
Jul12	111223	94.730	95.800	94.730	95.650	+1.265	593	13,113	-125
Aug12	111223	93.430	94.550	93.330	94.535	+1.105	696	13,278	-248
Oct12	111223	82.885	84.050	82.785	83.930	+1.045	324	8,960	-26
Dec12	111223	78.785	80.300	78.650	80.300	+1.800	247	3,572	+12
Total Volume and Open Interest							21,630	234,349	-2,246
Class III Milk(CME)
Dec11	111223	18.73	18.73	18.64	18.66	-0.02	91	5,763	+37
Jan12	111223	17.34	17.40	16.90	17.00	-0.34	290	4,647	-3
Feb12	111223	17.47	17.50	17.02	17.12	-0.35	127	4,444	+41
Mar12	111223	17.24	17.26	17.00	17.04	-0.20	55	3,564	+34
Apr12	111223	17.11	17.11	17.03	17.05	-0.10	56	2,631	+35
Total Volume and Open Interest							720	33,958	+202
Cocoa(ICE)
Mar12	111223	2210	2239	2199	2218	-3	10,920	76,709	-363
May12	111223	2231	2253	2220	2237	-2	1,617	35,588	-117
Jul12	111223	2243	2256	2234	2251	-1	807	17,420	+141
Sep12	111223	2259	2269	2247	2263	unch	603	14,700	+83
Dec12	111223	2275	2279	2259	2276	+2	562	14,689	+221
Mar13	111223	2300	2300	2276	2289	+4	357	4,977	+180
May13	111223	2304	2304	2304	2304	+4	19	2,473	-5
Total Volume and Open Interest							14,901	167,378	+129
Coffee "C"(ICE)
Mar12	111223	220.90	222.85	217.40	219.65	-1.75	6,672	56,457	+587
May12	111223	224.00	225.20	220.30	222.40	-1.75	1,249	24,800	+52
Jul12	111223	226.10	226.70	223.55	224.95	-1.65	571	8,273	+256
Sep12	111223	228.15	228.40	226.60	226.95	-1.65	286	6,407	+192
Dec12	111223	229.90	230.05	228.85	228.85	-1.55	47	7,001	+21
Mar13	111223	232.45	232.45	231.35	231.35	-1.30	11	836	+1
Total Volume and Open Interest							8,844	104,257	+1,114
Orange Juice(ICE)
Jan12	111223	165.55	170.90	165.55	169.90	+4.35	1,682	4,723	-1,390
Mar12	111223	164.00	168.20	163.30	167.30	+3.30	1,928	18,093	+1,156
May12	111223	163.05	167.25	162.80	166.65	+3.60	38	1,814	+30
Jul12	111223	166.45	166.45	166.45	166.45	+3.40	7	769	+6
Sep12	111223	166.55	166.55	166.55	166.55	+3.30	0	58	+0
Nov12	111223	166.35	166.35	166.35	166.35	+3.40	0	13	+0
Total Volume and Open Interest							3,655	25,479	-198
Sugar #11(ICE)
Mar12	111223	23.50	23.86	23.50	23.59	+0.15	26,528	214,561	-1,008
May12	111223	23.12	23.36	23.03	23.09	+0.11	6,317	90,492	-880
Jul12	111223	22.71	22.99	22.67	22.70	+0.01	4,235	97,097	+1,018
Oct12	111223	23.00	23.24	22.94	22.97	-0.02	1,251	51,992	+197
Mar13	111223	23.50	23.72	23.45	23.46	-0.04	651	32,858	+152
Total Volume and Open Interest							39,193	538,504	-591
London Cocoa(LCE)
Mar12	111223	1405	1418	1399	1407	-7	8,091	79,176	-353
May12	111223	1422	1434	1416	1425	-7	2,447	21,990	-43
Jul12	111223	1440	1452	1434	1441	-9	1,263	29,618	+94
Sep12	111223	1454	1466	1448	1454	-8	506	21,024	+225
Dec12	111223	1462	1479	1460	1469	-1	670	15,638	+115
Mar13	111223	1476	1488	1476	1479	-3	416	9,747	+72
May13	111223	1492	1492	1483	1485	-3	0	2,153	+0
Total Volume and Open Interest							13,393	180,394	+110
London Sugar(LCE)
Mar12	111223	609.80	612.50	609.30	611.20	+2.40	3,164	25,930	-136
May12	111223	600.70	602.40	600.00	601.60	+2.50	427	8,870	+134
Aug12	111223	594.50	596.40	593.80	596.00	+2.50	195	10,737	+104
Oct12	111223	595.40	598.00	595.40	597.20	+1.70	75	3,994	+21
Dec12	111223	600.70	601.20	600.30	600.80	+0.40	34	1,615	+29
Total Volume and Open Interest							3,899	52,510	+155
Cotton(ICE)
Mar12	111223	87.12	87.65	86.86	87.24	unch	5,403	94,778	+312
May12	111223	87.15	87.46	86.73	86.99	-0.09	1,724	25,310	+383
Jul12	111223	87.14	87.49	86.97	87.07	-0.05	1,068	21,147	-13
Oct12	111223	88.00	88.00	88.00	88.00	+0.05	0	86	+0
Dec12	111223	86.20	86.39	85.62	86.26	+0.14	185	8,244	+8
Mar13	111223	87.25	87.25	87.25	87.25	+0.16	2	441	+2
Total Volume and Open Interest							8,382	150,878	+692
Lumber(CME)
Jan12	111223	240.6	244.2	239.8	243.1	+2.1	1,078	1,913	-637
Mar12	111223	247.1	251.8	247.1	249.8	+1.5	903	5,782	+528
May12	111223	267.3	268.7	262.0	263.9	-2.0	119	1,751	+20
Jul12	111223	277.5	277.5	277.5	277.5	unch	5	380	+2
Total Volume and Open Interest							2,109	9,964	-87
Crude Oil(NYM)
Feb12	111223	99.48	100.23	99.24	99.68	+0.15	219,505	247,928	-4,545
Mar12	111223	99.50	100.38	99.45	99.83	+0.13	53,947	152,702	+4,483
Apr12	111223	99.62	100.50	99.59	99.98	+0.12	30,343	73,208	+635
May12	111223	100.04	100.50	99.97	100.03	+0.10	19,152	78,313	+598
Jun12	111223	99.85	100.45	99.84	99.92	+0.10	26,623	91,933	+1,284
Jul12	111223	100.22	100.23	99.58	99.68	+0.10	5,806	38,166	+373
Aug12	111223	99.74	99.84	99.35	99.38	+0.10	4,260	29,721	+92
Sep12	111223	99.30	99.30	99.05	99.05	+0.09	6,403	30,874	+944
Oct12	111223	98.94	98.95	98.74	98.74	+0.08	2,903	29,234	+194
Nov12	111223	98.57	98.57	98.50	98.50	+0.06	2,677	30,839	-17
Dec12	111223	98.31	98.78	98.18	98.27	+0.05	22,899	170,932	+868
Jan13	111223	97.91	97.91	97.91	97.91	+0.05	1,641	30,935	-26
Feb13	111223	97.51	97.51	97.51	97.51	+0.05	685	12,952	-66
Mar13	111223	97.09	97.09	97.09	97.09	+0.02	517	13,889	-26
Apr13	111223	96.67	96.67	96.67	96.67	+0.01	402	6,366	-112
May13	111223	96.25	96.25	96.25	96.25	unch	428	6,116	+4
Total Volume and Open Interest							409,324	1,300,679	+4,884
e-miNY Crude Oil(NYM)
Dec11	111117	101.675	103.375	98.375	98.825	-3.775	9,185	3,098	+117
Jan12	111219	93.625	94.400	92.575	93.875	+0.350	8,502	1,304	-454
Feb12	111223	99.500	100.225	99.250	99.675	+0.150	8,181	1,499	+192
Mar12	111223	99.800	100.375	99.500	99.825	+0.125	273	424	-1
Apr12	111223	99.925	100.525	99.625	99.975	+0.125	35	185	-11
May12	111223	100.325	100.400	100.025	100.025	+0.100	7	30	+1
Jun12	111223	99.925	100.275	99.925	99.925	+0.100	2	20	+0
Jul12	111223	99.675	99.675	99.675	99.675	+0.100	0	4	+0
Aug12	111223	99.375	99.375	99.375	99.375	+0.100	0	5	+0
Sep12	111223	99.050	99.050	99.050	99.050	+0.100
Total Volume and Open Interest							8,498	2,389	+181
Heating Oil(NYM)
Jan12	111223	290.14	292.27	288.58	289.07	-1.69	30,834	36,274	-2,527
Feb12	111223	290.69	292.80	289.50	289.95	-1.59	44,741	69,144	+2,952
Mar12	111223	290.34	292.45	289.42	289.98	-1.35	21,233	47,214	+412
Apr12	111223	288.27	290.22	288.18	288.44	-1.09	10,037	22,525	-180
May12	111223	286.60	288.04	285.95	286.42	-0.91	5,808	18,736	-111
Jun12	111223	284.52	286.32	283.95	284.71	-0.81	10,867	34,044	+137
Jul12	111223	284.37	284.74	284.28	284.28	-0.86	3,040	9,427	-200
Aug12	111223	284.64	284.64	284.39	284.39	-0.89	1,075	4,506	+43
Sep12	111223	285.12	285.12	284.83	285.01	-0.84	1,492	7,108	+52
Oct12	111223	285.95	286.96	285.82	285.82	-0.81	854	3,051	+261
Nov12	111223	286.67	287.92	286.67	286.67	-0.79	346	2,141	+51
Dec12	111223	287.84	288.70	286.25	287.16	-0.76	2,383	16,285	+369
Total Volume and Open Interest							132,762	273,689	+1,228
Gasoline(NYMEX)
Jan12	111223	263.98	270.08	263.07	268.72	+4.74	27,701	31,530	-2,112
Feb12	111223	263.66	269.41	262.40	267.81	+4.13	37,076	67,801	+2,187
Mar12	111223	264.50	269.30	262.79	267.95	+3.83	15,353	46,347	+1,219
Apr12	111223	275.51	280.45	274.48	279.24	+3.18	12,967	34,545	+411
May12	111223	276.38	279.28	274.16	278.54	+2.92	8,301	24,841	-497
Jun12	111223	273.46	277.29	272.41	276.24	+2.74	5,377	29,271	+221
Jul12	111223	271.11	274.31	271.11	273.57	+2.58	1,933	10,519	+504
Aug12	111223	270.81	270.81	270.81	270.81	+2.47	769	9,742	+547
Sep12	111223	264.97	267.74	264.97	267.60	+2.36	110	7,358	-2
Oct12	111223	254.50	254.50	254.50	254.50	+2.36	366	5,327	+90
Total Volume and Open Interest							110,389	287,339	+2,691
e-miNY RBOB Gasoline(NYM)
Jan12	111223	268.70	268.72	268.70	268.70	+4.70	0	1	+0
Feb12	111223	267.80	267.81	267.80	267.80	+4.10	0	1	+0
Mar12	111223	268.00	268.00	267.95	268.00	+3.90
Apr12	111223	279.20	279.24	279.20	279.20	+3.10
Total Volume and Open Interest							0	2	+0
Natural Gas(NYM)
Jan12	111223	3.158	3.169	3.101	3.114	-0.055	102,365	52,218	-12,761
Feb12	111223	3.207	3.207	3.135	3.147	-0.059	58,598	167,580	+5,908
Mar12	111223	3.228	3.240	3.176	3.184	-0.057	38,223	219,835	+4,857
Apr12	111223	3.275	3.299	3.242	3.249	-0.053	34,943	120,807	+3,583
May12	111223	3.318	3.348	3.298	3.302	-0.051	8,290	64,685	+1,721
Jun12	111223	3.380	3.385	3.346	3.351	-0.049	4,416	27,343	-210
Jul12	111223	3.420	3.445	3.406	3.410	-0.048	4,670	24,109	+291
Aug12	111223	3.448	3.470	3.435	3.439	-0.046	3,745	15,089	-267
Sep12	111223	3.441	3.473	3.438	3.442	-0.046	4,446	25,507	+657
Oct12	111223	3.502	3.522	3.472	3.477	-0.046	10,570	73,072	+592
Nov12	111223	3.640	3.644	3.613	3.616	-0.044	3,124	28,038	+279
Dec12	111223	3.911	3.920	3.888	3.894	-0.043	2,981	23,939	+325
Jan13	111223	4.025	4.046	4.010	4.021	-0.040	6,088	39,529	+1,730
Feb13	111223	4.019	4.035	4.008	4.017	-0.039	549	7,075	-98
Mar13	111223	3.986	4.024	3.983	3.987	-0.037	1,808	19,299	+985
Apr13	111223	3.929	3.944	3.915	3.923	-0.034	4,783	26,210	+697
Total Volume and Open Interest							290,989	1,003,360	+8,657
Brent Crude Oil(ICE)
Feb12	111223	107.77	108.55	107.40	107.96	+0.07	145,091	164,266	-1,251
Mar12	111223	107.17	107.78	106.62	107.27	+0.08	76,498	167,157	+5,354
Apr12	111223	106.65	107.21	106.13	106.87	+0.12	30,957	44,143	-2,734
May12	111223	106.31	106.86	105.79	106.57	+0.14	17,924	27,542	-1,233
Jun12	111223	105.98	106.58	105.41	106.26	+0.14	29,717	73,881	-802
Jul12	111223	105.56	106.30	105.17	105.92	+0.12	5,864	22,155	+714
Aug12	111223	105.30	105.84	104.72	105.56	+0.12	3,320	28,940	+41
Sep12	111223	104.88	105.52	104.32	105.12	+0.09	3,723	37,410	+110
Oct12	111223	104.53	105.11	104.18	104.74	+0.06	2,071	16,976	+300
Nov12	111223	104.38	104.38	104.38	104.38	+0.03	1,642	16,913	+88
Dec12	111223	103.90	104.44	103.29	103.98	+0.01	16,691	96,214	+15
Jan13	111223	103.57	103.57	103.57	103.57	-0.01	960	11,909	+192
Feb13	111223	103.13	103.13	103.13	103.13	-0.03	486	7,093	+21
Mar13	111223	102.68	102.68	102.68	102.68	-0.03	370	3,983	-65
Total Volume and Open Interest							345,079	872,024	+2,553
Gas Oil(ICE)
Jan12	111223	916.25	923.75	913.00	914.50	-5.00	44,512	98,353	-6,493
Feb12	111223	912.75	920.00	909.75	911.25	-4.75	46,746	96,823	+1,910
Mar12	111223	910.75	915.50	905.50	907.00	-5.00	26,199	49,921	-425
Apr12	111223	908.50	910.25	902.25	903.00	-5.25	11,754	28,175	+1,661
May12	111223	904.75	906.50	899.00	899.50	-5.25	8,755	30,536	-865
Jun12	111223	901.75	903.50	895.25	896.75	-5.25	14,355	37,618	-1,541
Jul12	111223	901.25	902.25	895.75	896.25	-5.50	2,578	16,974	+17
Aug12	111223	901.00	902.25	895.50	896.00	-5.50	1,464	15,168	+353
Sep12	111223	901.00	902.50	895.50	896.00	-5.50	1,507	14,949	-26
Oct12	111223	900.50	902.00	895.50	895.75	-5.25	1,190	10,595	+475
Total Volume and Open Interest							167,795	477,240	-5,897
Ethanol(CBOT)
Dec11	111205	2.503	2.503	2.485	2.500	-0.003	88	204	-29
Jan12	111223	2.176	2.190	2.166	2.185	+0.012	150	505	-79
Feb12	111223	2.160	2.191	2.160	2.187	+0.017	138	1,221	-7
Mar12	111223	2.179	2.212	2.179	2.211	+0.018	156	1,596	-22
Apr12	111223	2.194	2.228	2.194	2.228	+0.018	67	737	-1
May12	111223	2.225	2.234	2.225	2.234	+0.011	151	964	+50
Jun12	111223	2.235	2.240	2.235	2.240	+0.005	142	611	+8
Jul12	111223	2.248	2.260	2.248	2.258	+0.010	177	1,060	+52
Total Volume and Open Interest							1,268	9,857	-15
WTI Crude Oil(ICE)
Feb12	111223	99.38	100.22	99.37	99.68	+0.15	46,377	63,640	-5,613
Mar12	111223	100.01	100.36	99.73	99.83	+0.13	15,981	35,482	+1,940
Apr12	111223	100.32	100.49	99.90	99.98	+0.12	8,325	23,812	+585
May12	111223	100.31	100.39	100.02	100.03	+0.10	6,181	23,045	+839
Jun12	111223	99.94	100.28	99.91	99.92	+0.10	9,495	50,035	-1,907
Jul12	111223	100.00	100.04	99.68	99.68	+0.10	1,370	8,832	-281
Aug12	111223	99.71	99.71	99.38	99.38	+0.10	1,118	8,354	-73
Sep12	111223	99.37	99.39	99.05	99.05	+0.09	1,042	12,151	+221
Oct12	111223	99.10	99.10	98.74	98.74	+0.08	530	5,389	+41
Nov12	111223	98.50	98.50	98.50	98.50	+0.06	288	4,627	+10
Dec12	111223	98.65	98.65	98.21	98.27	+0.05	4,876	55,590	-8,040
Jan13	111223	97.91	97.91	97.91	97.91	+0.05	68	3,046	+13
Feb13	111223	97.51	97.51	97.51	97.51	+0.05	1	740	+0
Mar13	111223	97.09	97.09	97.09	97.09	+0.02	0	1,613	+0
Apr13	111223	96.67	96.67	96.67	96.67	+0.01	0	389	+0
May13	111223	96.25	96.25	96.25	96.25	unch	0	574	+0
Total Volume and Open Interest							97,718	382,753	-12,198
US Dollar Index(ICE)
Mar12	111223	80.210	80.375	80.060	80.235	-0.070	24,144	65,554	-1,002
Jun12	111223	80.735	80.735	80.735	80.735	-0.070	2	507	+1
Sep12	111223	81.335	81.335	81.335	81.335	-0.070
Total Volume and Open Interest							24,146	66,061	-1,001
Australian Dollar(CME)
Mar12	111223	100.35	100.90	100.34	100.75	+0.35	107,039	105,029	+342
Jun12	111223	99.64	99.94	99.59	99.94	+0.35	17	24	+12
Sep12	111223	99.24	99.24	98.90	99.24	+0.34	0	110	+0
Total Volume and Open Interest							107,056	105,171	+354
British Pound(CME)
Mar12	111223	156.66	156.96	155.70	156.16	-0.52	80,483	180,216	-3,711
Jun12	111223	155.90	156.54	155.90	156.02	-0.52	40	33	-5
Sep12	111223	155.87	156.38	155.87	155.87	-0.51	2	3	-2
Total Volume and Open Interest							80,525	180,254	-3,718
Canadian Dollar(CME)
Mar12	111223	97.78	98.05	97.71	98.02	+0.29	67,167	111,408	-1,305
Jun12	111223	97.70	97.89	97.59	97.88	+0.29	114	2,542	+19
Sep12	111223	97.60	97.77	97.48	97.77	+0.29	0	1,479	+0
Dec12	111223	97.70	97.73	97.42	97.73	+0.31	60	334	+20
Total Volume and Open Interest							67,343	115,778	-1,264
Japanese Yen(CME)
Mar12	111223	128.21	128.45	128.06	128.36	+0.21	56,791	131,063	-666
Jun12	111223	128.44	128.65	128.44	128.65	+0.21	57	287	+18
Sep12	111223	129.00	129.00	128.77	129.00	+0.23	0	7	+0
Total Volume and Open Interest							56,848	131,358	-648
Swiss Franc(CME)
Mar12	111223	107.04	107.34	106.72	107.01	-0.01	35,754	35,303	+2,296
Jun12	111223	107.29	107.29	107.29	107.29	unch	9	8	+0
Sep12	111223	107.62	107.62	107.62	107.62	unch	0	4	+0
Total Volume and Open Interest							35,763	35,316	+2,296
EuroFX(CME)
Mar12	111223	130.67	131.09	130.40	130.71	+0.13	235,154	271,048	+6,059
Jun12	111223	131.01	131.10	130.61	130.86	+0.15	324	1,666	+85
Sep12	111223	131.03	131.03	130.87	131.03	+0.16	0	14	+0
Total Volume and Open Interest							235,479	272,742	+6,145
Mexican Peso(CME)
Jan12	111223	723.0	723.0	722.0	723.0	+1.0	0	95	+0
Feb12	111223	721.2	721.2	720.5	721.2	+0.8	0	4,000	+0
Total Volume and Open Interest							20,215	116,572	+220
Brazilian Real(CME)
Jan12	111223	536.20	540.00	536.20	536.20	-3.80	0	10,742	+0
Feb12	111223	533.50	536.90	533.50	533.50	-3.40
Mar12	111223	530.75	533.75	530.75	530.75	-3.00	63	3,213	+39
Apr12	111223	528.00	531.00	528.00	528.00	-3.00
Total Volume and Open Interest							63	27,571	+39
30-Year T-Bonds(CBOT)
Mar12	111223	143~120	143~140	141~280	141~310	-1~160	218,001	594,861	-3,473
Jun12	111223	141~280	142~010	140~170	140~180	-1~150	22	188	+5
Sep12	111223	139~040	140~190	139~040	139~040	-1~150
Total Volume and Open Interest							218,023	595,049	-3,468
10-Year T-Notes(CBOT)
Mar12	111223	130~155	130~160	129~260	129~275	-0~190	762,998	1,493,365	+30,208
Jun12	111223	129~125	130~000	129~125	129~125	-0~195	16	16	+16
Sep12	111223	128~175	129~050	128~175	128~175	-0~195
Total Volume and Open Interest							763,014	1,493,381	+30,224
5-Year T-Notes(CBOT)
Dec11	111223	123~032	123~035	122~122	122~122	-0~041	4,024	33,248	-543
Mar12	111223	122~119	122~124	122~067	122~073	-0~046	381,387	1,193,378	-1,159
Jun12	111223	122~009	122~055	122~009	122~009	-0~046
Total Volume and Open Interest							385,411	1,226,626	-1,702
2 Year T-Notes(CBOT)
Dec11	111223	110~019	110~019	110~015	110~015	-0~004	1,281	14,544	-481
Mar12	111223	110~029	122~081	110~021	110~023	-0~005	120,547	705,743	+3,570
Jun12	111223	109~123	110~000	109~123	109~123	-0~005
Total Volume and Open Interest							121,828	720,287	+3,089
Eurodollars(CME)
Mar12	111223	99.330	99.335	99.290	99.310	-0.020	152,472	955,161	+1,907
Jun12	111223	99.260	99.265	99.215	99.240	-0.020	178,908	1,015,779	-12,577
Sep12	111223	99.230	99.235	99.180	99.205	-0.020	143,851	771,695	-5,322
Dec12	111223	99.210	99.220	99.160	99.185	-0.020	140,374	727,686	-11,735
Mar13	111223	99.220	99.230	99.165	99.195	-0.015	142,945	753,137	-3,496
Jun13	111223	99.210	99.220	99.150	99.175	-0.020	101,359	570,147	-962
Sep13	111223	99.170	99.185	99.115	99.135	-0.030	86,215	486,338	+997
Dec13	111223	99.105	99.120	99.040	99.060	-0.040	82,139	466,647	-242
Mar14	111223	99.010	99.020	98.935	98.955	-0.050	48,710	381,295	-3,365
Jun14	111223	98.870	98.875	98.785	98.800	-0.060	50,109	312,050	-532
Sep14	111223	98.700	98.710	98.610	98.625	-0.075	52,512	201,794	-6,528
Dec14	111223	98.530	98.535	98.435	98.445	-0.080	44,720	178,332	+6,497
Mar15	111223	98.385	98.385	98.280	98.290	-0.085	20,724	153,899	-814
Jun15	111223	6.480	6.480	6.375	6.380	-0.090	17,719	113,387	+49
Sep15	111223	6.315	6.320	6.210	6.215	-0.095	21,173	74,537	-3,092
Dec15	111223	6.145	6.145	6.035	6.040	-0.100	15,210	57,118	+1,143
Mar16	111223	6.010	6.010	5.900	5.905	-0.100	11,036	54,051	+792
Jun16	111223	5.880	5.880	5.770	5.775	-0.105	9,401	36,804	+154
Total Volume and Open Interest							1,353,767	7,525,012	-35,254
30 Day Federal Funds(CBOT)
Dec11	111223	99.927	99.930	99.927	99.927	unch	3,457	66,613	+425
Jan12	111223	99.925	99.925	99.920	99.920	unch	704	67,751	+380
Feb12	111223	99.915	99.915	99.910	99.910	unch	548	54,726	+136
Mar12	111223	99.905	99.910	99.900	99.905	+0.005	577	34,338	+224
Apr12	111223	99.895	99.900	99.890	99.895	+0.005	255	37,935	-132
May12	111223	99.885	99.885	99.880	99.880	unch	440	44,093	-347
Total Volume and Open Interest							19,755	565,582	-334
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12	111223	99.662	99.662	99.662	99.662	unch	0	40	+0
Jun12	111223	99.665	99.665	99.665	99.665	unch
Sep12	111223	99.660	99.660	99.660	99.660	unch
Dec12	111223	99.665	99.665	99.665	99.665	unch
Mar13	111223	99.655	99.655	99.655	99.655	unch
Jun13	111223	99.625	99.625	99.625	99.625	unch
Sep13	111223	99.625	99.625	99.625	99.625	unch
Dec13	111223	99.525	99.525	99.525	99.525	unch
Mar14	111223	99.385	99.385	99.385	99.385	unch
Jun14	111223	99.245	99.245	99.245	99.245	unch
Total Volume and Open Interest							0	40	+0
3-Mth Euro-Yen(SGX)
Mar12	111222	99.66	99.66	99.66	99.66	unch	363	2,349	+255
Jun12	111222	99.67	99.67	99.67	99.67	unch	0	1,440	+0
Sep12	111222	99.66	99.66	99.66	99.66	unch	0	711	+0
Dec12	111222	99.67	99.67	99.67	99.67	unch	0	115	+0
Mar13	111222	99.65	99.65	99.65	99.65	unch	0	131	+0
Jun13	111222	99.62	99.62	99.62	99.62	unch	0	208	+0
Sep13	111222	99.62	99.62	99.62	99.62	unch	0	325	+0
Dec13	111222	99.53	99.53	99.53	99.53	unch	0	3	+0
Total Volume and Open Interest							363	5,282	+255
Japanese Gov't Bonds(SGX)
Mar12	111222	142.32	142.47	142.32	142.47	+0.14	960	19,134	+137
Jun12	111222	141.00	141.00	140.38	140.38	+0.14
Sep12	111222	140.00	140.00	138.29	138.29	+0.14
Total Volume and Open Interest							960	19,138	+137
Euro-Bund(EUREX)
Mar12	111223	137.58	137.94	137.45	137.55	-0.28	401,964	839,092	-3,135
Jun12	111223	136.17	136.17	135.86	135.86	-0.27	19	174	-1
Sep12	111223	135.85	135.85	135.85	135.85	-0.28
Total Volume and Open Interest							401,983	839,266	-3,136
Euro-Bobl(EUREX)
Mar12	111223	124.35	124.46	124.19	124.29	-0.11	202,926	640,967	-5,721
Jun12	111223	122.69	122.69	122.69	122.69	-0.11
Sep12	111223	122.69	122.69	122.69	122.69	-0.11
Total Volume and Open Interest							202,926	640,967	-5,721
3-Mth Euribor(EUREX)
Dec11	111219	98.585	98.585	98.582	98.582	-0.003	59	1,265	+0
Mar12	111223	98.830	98.840	98.830	98.840	+0.020	0	1,165	+0
Jun12	111223	98.955	98.955	98.955	98.955	+0.010	101	1,375	+50
Total Volume and Open Interest							306	5,494	-54
Long Gilt(LIFFE)
Dec11	111223	133~13	133~15	133~10	133~10	+0~04	22	6,887	-40
Mar12	111223	116~09	116~25	116~05	116~12	+0~03	63,673	297,008	-5,275
Total Volume and Open Interest							63,695	303,895	-5,315
3-Mth Short Sterling(LIFFE)
Mar12	111223	98.87	98.88	98.85	98.87	unch	51,063	303,715	+7,239
Jun12	111223	98.86	98.87	98.83	98.86	unch	36,395	216,923	-1,302
Sep12	111223	98.88	98.89	98.86	98.88	unch	39,082	268,577	+6,647
Dec12	111223	98.88	98.90	98.88	98.89	unch	33,137	236,566	+22,835
Mar13	111223	98.92	98.93	98.90	98.91	unch	17,388	218,321	+367
Jun13	111223	98.91	98.91	98.89	98.90	unch	26,036	189,524	-3,761
Total Volume and Open Interest							254,915	1,826,118	-267,089
3-Mth Euribor(LIFFE)
Mar12	111223	98.830	98.840	98.805	98.840	+0.020	165,383	489,103	-8,873
Jun12	111223	98.955	98.965	98.935	98.955	+0.010	129,968	399,967	+2,908
Sep12	111223	99.005	99.025	98.990	99.010	+0.010	112,732	388,775	+6,285
Total Volume and Open Interest							732,218	2,925,486	+6,813
3-Mth Aus T-Bills(SFE)
Mar12	111223	96.17	96.17	96.11	96.12	-0.06	9,444	225,551	-3,159
Jun12	111223	96.47	96.48	96.38	96.44	-0.05	10,553	174,119	-3,541
Sep12	111223	96.50	96.51	96.42	96.47	-0.05	7,098	114,728	+1,278
Dec12	111223	96.38	96.39	96.32	96.36	-0.05	4,022	69,660	-25
Mar13	111223	96.27	96.29	96.22	96.25	-0.05	3,114	51,598	-150
Jun13	111223	96.17	96.19	96.14	96.15	-0.05	1,127	45,558	+606
Sep13	111223	96.08	96.09	96.06	96.06	-0.05	467	26,334	+60
Dec13	111223	96.00	96.00	95.96	95.96	-0.05	666	16,897	+352
Mar14	111223	95.87	95.87	95.87	95.87	-0.05	50	1,376	+28
Jun14	111223	95.77	95.77	95.76	95.76	-0.05	27	106	+26
Total Volume and Open Interest							36,645	726,079	-4,448
10-Year Aus T-Bonds(SFE)
Mar12	111223	96.20	96.26	96.18	96.22	+0.01	24,745	335,018	+813
Jun12	111223	96.22	96.22	96.22	96.22	+0.01
Total Volume and Open Interest							24,745	335,018	+813
3-Year Aus T-Bonds(SFE)
Mar12	111223	96.94	96.98	96.91	96.93	-0.02	56,749	365,830	-4,365
Jun12	111223	96.93	96.93	96.93	96.93	-0.02
Total Volume and Open Interest							56,749	365,830	-4,365
Gold(CMX)
Dec11	111223	1612.0	1612.8	1604.7	1604.7	-4.2	38	199	-84
Feb12	111223	1607.8	1615.6	1604.0	1606.0	-4.6	125,152	243,246	-3,666
Apr12	111223	1612.0	1617.2	1607.4	1608.5	-4.5	5,397	39,738	+299
Jun12	111223	1615.1	1620.2	1609.5	1610.8	-4.4	1,567	28,062	+247
Aug12	111223	1615.4	1615.4	1613.1	1613.1	-4.4	297	13,777	+0
Oct12	111223	1615.4	1615.4	1615.4	1615.4	-4.4	544	10,057	+480
Dec12	111223	1625.8	1625.8	1617.8	1617.8	-4.3	591	24,655	+75
Feb13	111223	1620.7	1620.7	1620.7	1620.7	-4.2	12	2,960	+2
Apr13	111223	1623.5	1623.5	1623.5	1623.5	-4.2	0	1,377	+0
Jun13	111223	1626.8	1626.8	1626.8	1626.8	-4.1	67	9,813	+63
Aug13	111223	1630.2	1630.2	1630.2	1630.2	-4.1	0	45	+0
Oct13	111223	1633.9	1633.9	1633.9	1633.9	-4.1
Total Volume and Open Interest							134,875	421,032	-2,433
Silver(CMX)
Dec11	111223	2922.0	2928.0	2902.0	2904.6	+4.5	30	50	-4
Mar12	111223	2909.5	2945.0	2903.0	2908.4	+3.7	26,237	55,736	+95
May12	111223	2919.5	2948.0	2909.0	2913.3	+3.7	721	8,855	+46
Jul12	111223	2939.0	2939.0	2917.1	2917.1	+3.8	47	3,331	-10
Sep12	111223	2919.9	2919.9	2919.9	2919.9	+3.8	63	2,496	+25
Dec12	111223	2948.0	2959.5	2924.0	2924.0	+3.8	178	13,671	+87
Mar13	111223	2923.2	2923.2	2923.2	2923.2	+3.8	11	1,155	+0
Total Volume and Open Interest							27,573	101,430	+265
Platinum(NYMEX)
Jan12	111223	1425.0	1439.2	1424.3	1429.5	+5.1	6,837	17,305	-1,579
Apr12	111223	1430.7	1445.6	1428.8	1434.2	+3.0	2,677	25,439	+1,567
Jul12	111223	1440.8	1440.8	1434.6	1438.3	+3.1	4	614	+3
Oct12	111223	1441.8	1441.8	1441.8	1441.8	+3.1	10	98	+10
Total Volume and Open Interest							9,538	43,467	+11
Palladium(NYMEX)
Dec11	111223	664.95	665.55	664.95	665.55	+13.10	0	666	-4
Mar12	111223	1.94	11.59	648.15	10.89	-643.51	2,575	16,912	-192
Jun12	111223	1.44	12.89	1.24	12.39	+11.95	2	376	+2
Total Volume and Open Interest							2,677	18,193	-94
Copper(CMX)
Dec11	111223	342.50	346.35	342.50	346.35	+5.45	216	584	-114
Mar12	111223	341.85	347.90	341.35	346.95	+5.40	29,624	68,249	-78
May12	111223	344.10	348.65	342.75	348.00	+5.40	1,050	23,075	-245
Jul12	111223	345.50	348.60	345.50	348.55	+5.35	206	6,585	+29
Sep12	111223	349.25	349.25	349.00	349.00	+5.35	74	3,459	+39
Total Volume and Open Interest							31,565	115,553	-497
DJIA Index(CBOT)
Mar12	111223	12153	12225	12105	12217	+114	199	10,292	-44
Jun12	111223	12082	12151	12038	12151	+113	0	400	+0
Sep12	111223	12088	12088	11975	12088	+113
Dec12	111223	12011	12011	11898	12011	+113
Total Volume and Open Interest							199	10,692	-44
E-mini DJIA Index(CBOT)
Dec11	111216	11896	11988	11895	11949	+50	22,203	78,058	-4,463
Mar12	111223	12110	12230	12101	12217	+114	115,838	90,571	-395
Jun12	111223	12085	12151	12085	12151	+113	15	45	+2
Sep12	111223	12088	12088	12088	12088	+113	0	9	+0
Total Volume and Open Interest							115,853	90,625	-393
S & P 500(CME)
Mar12	111223	1249.00	1260.70	1248.80	1260.30	+11.20	12,429	231,873	+2,994
Jun12	111223	1255.00	1255.00	1254.80	1255.00	+11.20	0	3,366	+0
Sep12	111223	1249.70	1249.70	1249.50	1249.70	+11.20	0	782	+0
Dec12	111223	1244.10	1244.10	1243.90	1244.10	+11.20	0	101	-1
Total Volume and Open Interest							12,429	236,122	+2,993
S & P 500 E-Mini(Globex)
Mar12	111223	1249.50	1260.75	1248.75	1260.25	+11.25	1,986,543	2,567,911	+13,674
Jun12	111223	1246.00	1255.00	1245.00	1255.00	+11.25	778	7,044	+114
Total Volume and Open Interest							1,987,322	2,575,097	+13,789
NASDAQ 100(CME)
Mar12	111223	2269.00	2282.00	2263.00	2278.50	+17.70	2,570	8,106	+1,527
Jun12	111223	2275.00	2277.50	2275.00	2275.00	+17.70
Sep12	111223	2272.50	2275.00	2272.50	2272.50	+17.70
Total Volume and Open Interest							2,570	8,106	+1,527
NASDAQ 100 E-Mini(Globex)
Mar12	111223	2262.00	2283.30	2260.30	2278.50	+17.70	248,778	256,505	+715
Jun12	111223	2275.00	2275.00	2275.00	2275.00	+17.70	18	41	+8
Total Volume and Open Interest							248,796	256,548	+723
S & P Midcap 400(CME)
Mar12	111223	880.70	881.50	875.00	880.70	+4.10	0	692	+0
Jun12	111223	878.70	878.70	878.70	878.70	+4.10
Sep12	111223	876.70	876.70	876.70	876.70	+4.10
Total Volume and Open Interest							0	692	+0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12	111223	8495	8560	8485	8550	+50	3,208	22,373	+46
Jun12	111223	8495	8495	8445	8495	+50	4	11	+2
Total Volume and Open Interest							3,212	22,384	+48
Nikkei 225(SGX)
Mar12	111222	8460	8500	8370	8375	-70	55,279	182,592	+522
Jun12	111222	8355	8355	8300	8300	-70	27	306	+14
Sep12	111222	8295	8295	8295	8295	-70	0	30	+0
Total Volume and Open Interest							55,972	192,298	+807
CAC 40(EURONEXT)
Jan12	111223	3109.0	3115.0	3087.0	3102.5	+31.0	75,561	249,452	+603
Feb12	111223	3107.0	3111.0	3091.0	3103.5	+31.0	158	342	+95
Mar12	111223	3101.5	3116.5	3099.0	3104.0	+31.5	640	21,125	+211
Total Volume and Open Interest							76,359	270,969	+909
Hang Seng Index(HKFE)
Dec11	111223	18591	18649	18563	18590	+175	59,132	81,476	-2,075
Jan12	111223	18650	18650	18562	18588	+170	8,248	11,972	+4,988
Total Volume and Open Interest							67,493	97,676	+2,936
DAX(EUREX)
Dec11	111216	5783.0	5789.5	5714.5	5727.5	-20.0	219,442	98,018	-35,014
Mar12	111223	5927.5	5937.5	5851.5	5886.0	+26.0	152,533	141,189	-678
Jun12	111223	5927.5	5945.0	5868.0	5901.0	+26.0	425	5,583	-23
Total Volume and Open Interest							152,965	146,778	-695
FT-SE 100(EURONEXT)
Mar12	111223	5444.00	5479.00	5435.00	5475.50	+58.00	101,755	590,971	-6,121
Jun12	111223	5429.50	5429.50	5429.50	5429.50	+58.00	9	3,715	-4
Sep12	111223	5397.50	5397.50	5397.50	5397.50	+57.00
Total Volume and Open Interest							101,764	594,686	-6,125
SPI 200(SFE)
Mar12	111223	4084.0	4135.0	4081.0	4131.0	+48.0	27,002	190,956	-30
Jun12	111223	4113.0	4135.0	4113.0	4135.0	+49.0	221	1,789	+0
Sep12	111223	4098.0	4098.0	4098.0	4098.0	+49.0	17	1,071	+17
Total Volume and Open Interest							27,249	196,895	-35
GSCI(CME)
Jan12	111223	644.75	644.75	644.25	644.25	+0.50	139	8,293	+33
Feb12	111223	645.25	645.25	645.25	645.25	+0.25	2	0	+0
Mar12	111223	648.50	648.50	648.50	648.50	+0.50
Total Volume and Open Interest							141	8,293	+33
Reuters CCI(ICE)