MRCI's End of Day Prices

Daily Futures Price Listing Tue December 27, 2011
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan12	111227	1172.75	1206.00	1172.75	1199.75	+36.75	76,744	77,345	-13,504
Mar12	111227	1183.00	1215.00	1182.00	1209.50	+37.00	71,235	184,885	-669
May12	111227	1191.50	1225.00	1191.50	1219.25	+37.00	15,841	93,361	+713
Jul12	111227	1200.25	1234.25	1200.25	1228.50	+36.50	15,182	79,094	-1,816
Aug12	111227	1224.25	1224.50	1189.25	1224.50	+35.25	25	1,103	+0
Sep12	111227	1195.00	1217.25	1182.50	1214.00	+31.50	38	1,034	+2
Nov12	111227	1185.25	1212.75	1185.25	1206.00	+27.00	7,985	55,017	+874
Total Volume and Open Interest							187,350	509,655	-14,380
Soybean Meal(CBOT)
Jan12	111227	299.40	309.90	299.40	307.70	+10.70	19,759	20,401	-3,973
Mar12	111227	303.80	314.00	303.50	311.70	+10.90	26,484	80,684	+883
May12	111227	307.40	316.80	303.90	314.40	+10.50	4,926	30,430	-92
Jul12	111227	311.00	319.90	310.80	317.60	+10.00	2,719	31,120	+349
Aug12	111227	313.50	318.90	313.50	318.00	+9.40	133	5,277	+19
Sep12	111227	313.40	319.60	308.60	317.20	+8.60	161	5,370	-41
Oct12	111227	309.50	316.50	306.80	313.30	+6.50	88	3,452	-32
Dec12	111227	310.80	316.70	307.40	313.20	+5.80	800	17,137	-280
Total Volume and Open Interest							55,074	199,689	-3,166
Soybean Oil(CBOT)
Jan12	111227	51.09	52.27	51.09	51.84	+0.88	40,658	34,185	-7,455
Mar12	111227	51.47	52.67	51.47	52.23	+0.86	55,354	142,636	+1,258
May12	111227	51.93	53.01	51.90	52.58	+0.85	5,737	52,318	+954
Jul12	111227	52.20	53.27	52.13	52.84	+0.82	3,673	36,238	+163
Aug12	111227	52.80	52.90	52.60	52.89	+0.82	521	4,517	+83
Sep12	111227	52.91	52.99	52.55	52.90	+0.80	752	4,850	-191
Oct12	111227	52.33	53.11	51.93	52.70	+0.77	163	5,389	-18
Dec12	111227	51.85	53.06	51.85	52.54	+0.74	1,167	19,828	+252
Total Volume and Open Interest							108,054	300,496	-4,952
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	111227	625.00	636.75	624.75	633.25	+13.75	122,666	523,164	-7,977
May12	111227	633.00	645.00	633.00	641.25	+13.25	19,814	184,245	+1,440
Jul12	111227	639.00	650.50	639.00	647.25	+13.25	24,605	161,478	-1,634
Sep12	111227	596.00	604.75	596.00	601.25	+8.25	2,816	41,137	-131
Dec12	111227	573.00	580.00	572.50	577.25	+8.25	17,190	190,389	-1,633
Mar13	111227	584.00	591.00	584.00	589.00	+7.75	654	36,210	+102
Total Volume and Open Interest							188,531	1,158,563	-9,696
Wheat(CBOT)
Mar12	111227	627.50	647.00	627.00	644.75	+22.75	33,821	175,372	+683
May12	111227	644.50	663.75	644.50	662.00	+22.50	4,997	69,594	-398
Jul12	111227	660.25	678.25	660.25	676.00	+20.50	4,193	71,568	+541
Sep12	111227	679.00	694.50	678.75	692.25	+20.25	462	15,524	-29
Dec12	111227	699.00	713.50	691.75	711.00	+19.25	2,623	43,335	+218
Total Volume and Open Interest							46,215	381,457	+1,086
Wheat(KCBT)
Mar12	111227	679.50	700.00	679.25	695.75	+20.75	5,806	67,033	-876
May12	111227	687.00	708.25	687.00	704.50	+21.25	1,018	16,972	+65
Jul12	111227	697.00	716.00	696.75	712.25	+21.00	1,771	38,223	+402
Sep12	111227	710.50	730.25	710.50	726.25	+20.50	236	6,664	-92
Dec12	111227	731.25	749.50	731.25	745.75	+20.25	541	8,153	+206
Total Volume and Open Interest							9,379	137,530	-289
Wheat(MGE)
Mar12	111227	845.25	873.50	845.25	862.50	+18.00	2,230	16,331	-318
May12	111227	830.00	844.25	830.00	834.50	+16.00	490	7,460	-2
Jul12	111227	816.50	833.50	816.50	822.25	+14.25	454	7,620	-37
Sep12	111227	781.00	800.00	780.75	794.75	+18.00	351	4,470	-57
Dec12	111227	784.00	803.75	784.00	801.75	+21.75	301	3,222	+76
Total Volume and Open Interest							3,830	39,253	-337
Oats(CBOT)
Mar12	111227	313.75	318.50	311.25	318.00	+6.75	425	10,795	-79
May12	111227	318.00	321.75	315.25	321.75	+6.50	26	1,636	+12
Jul12	111227	323.00	324.75	319.75	324.75	+5.00	5	116	-1
Sep12	111227	330.50	330.50	325.50	330.50	+5.00	0	7	+0
Total Volume and Open Interest							462	12,703	-70
Rough Rice(CBOT)
Jan12	111227	13.89	13.99	13.80	13.80	-0.10	727	4,379	-489
Mar12	111227	14.12	14.26	14.05	14.06	-0.09	807	10,802	+331
May12	111227	14.48	14.49	14.33	14.33	-0.10	33	983	-6
Jul12	111227	14.67	14.67	14.60	14.60	-0.09	2	608	+0
Total Volume and Open Interest							1,569	16,955	-164
Live Cattle(CME)
Dec11	111227	124.285	124.285	123.100	123.250	-1.050	2,789	5,308	-1,150
Feb12	111227	123.930	124.035	123.050	123.200	-1.130	22,610	126,615	-819
Apr12	111227	127.250	127.480	126.450	126.550	-1.300	12,803	91,452	+1,308
Jun12	111227	126.000	126.050	125.100	125.700	-0.600	8,286	59,916	+904
Aug12	111227	126.000	126.400	125.635	126.350	-0.230	2,444	16,466	+642
Oct12	111227	128.550	128.800	128.200	128.785	-0.415	1,703	8,921	+696
Total Volume and Open Interest							51,260	313,915	+1,835
Feeder Cattle(CME)
Jan12	111227	147.450	147.575	146.380	147.150	-0.480	1,302	7,987	-278
Mar12	111227	150.350	150.450	149.200	150.285	-0.165	2,491	11,434	+671
Apr12	111227	151.200	151.400	150.285	151.035	-0.265	565	3,291	-15
May12	111227	151.950	151.950	150.800	151.550	-0.525	601	4,091	+139
Aug12	111227	152.750	153.200	152.185	153.050	-0.200	325	3,653	+194
Sep12	111227	152.550	153.000	151.985	153.000	-0.250	75	631	+22
Oct12	111227	153.300	153.350	152.350	152.750	-0.600	36	213	+20
Total Volume and Open Interest							5,413	31,339	+766
Lean Hogs(CME)
Feb12	111227	85.850	85.950	85.330	85.750	-0.100	14,068	86,117	+306
Apr12	111227	89.150	89.150	88.285	88.750	-0.230	5,664	60,713	+373
May12	111227	94.850	95.100	94.850	94.900	-0.200	107	2,552	+41
Jun12	111227	96.885	96.885	96.250	96.600	-0.250	3,317	46,097	+41
Jul12	111227	95.700	95.785	95.135	95.450	-0.200	675	12,916	-197
Aug12	111227	94.450	94.650	94.135	94.500	-0.035	906	13,386	+108
Oct12	111227	83.885	84.050	83.400	84.050	+0.120	313	9,033	+73
Dec12	111227	79.725	80.000	79.500	80.000	-0.300	168	3,666	+94
Total Volume and Open Interest							25,280	235,226	+877
Class III Milk(CME)
Dec11	111227	18.65	18.66	18.63	18.66	unch	142	5,857	+94
Jan12	111227	17.01	17.14	16.96	17.05	+0.05	188	4,631	-16
Feb12	111227	17.13	17.25	17.07	17.22	+0.10	136	4,517	+73
Mar12	111227	17.04	17.16	17.04	17.11	+0.07	92	3,603	+39
Apr12	111227	17.10	17.12	17.05	17.12	+0.07	67	2,632	+1
Total Volume and Open Interest							842	34,256	+298
Cocoa(ICE)
Mar12	111227	2200	2245	2186	2216	-2	9,407	76,663	-46
May12	111227	2246	2265	2207	2237	unch	1,218	35,779	+191
Jul12	111227	2261	2262	2234	2254	+3	819	17,706	+286
Sep12	111227	2272	2272	2266	2266	+3	599	14,740	+40
Dec12	111227	2281	2281	2280	2280	+4	173	14,721	+32
Mar13	111227	2294	2294	2294	2294	+5	357	5,205	+228
May13	111227	2308	2308	2308	2308	+4	1	2,473	+0
Total Volume and Open Interest							12,574	168,109	+731
Coffee "C"(ICE)
Mar12	111227	218.35	223.00	218.35	222.85	+3.20	7,504	56,014	-443
May12	111227	221.50	225.65	221.50	225.60	+3.20	943	24,858	+58
Jul12	111227	225.70	228.10	225.45	228.05	+3.10	403	8,317	+44
Sep12	111227	227.35	230.00	227.35	230.00	+3.05	70	6,412	+5
Dec12	111227	229.30	231.95	229.30	231.95	+3.10	13	7,007	+6
Mar13	111227	234.20	234.20	234.20	234.20	+2.85	3	838	+2
Total Volume and Open Interest							8,936	103,929	-328
Orange Juice(ICE)
Jan12	111227	170.90	173.15	170.00	172.45	+2.55	1,343	3,831	-892
Mar12	111227	168.40	170.95	168.10	169.95	+2.65	1,167	18,429	+336
May12	111227	167.50	169.75	167.50	169.35	+2.70	2	1,827	+13
Jul12	111227	168.00	169.60	168.00	169.15	+2.70	0	769	+0
Sep12	111227	168.95	168.95	168.95	168.95	+2.40	0	58	+0
Nov12	111227	168.75	168.75	168.75	168.75	+2.40	0	13	+0
Total Volume and Open Interest							2,512	24,936	-543
Sugar #11(ICE)
Mar12	111227	23.70	23.85	23.59	23.61	+0.02	15,078	214,880	+319
May12	111227	23.16	23.33	23.07	23.14	+0.05	4,991	90,692	+200
Jul12	111227	22.80	22.97	22.69	22.73	+0.03	3,515	96,897	-200
Oct12	111227	23.05	23.20	22.95	22.98	+0.01	1,714	52,420	+428
Mar13	111227	23.50	23.63	23.40	23.48	+0.02	637	32,992	+134
Total Volume and Open Interest							26,319	539,479	+975
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	111227	87.25	88.12	87.24	87.91	+0.67	3,602	94,888	+110
May12	111227	87.56	87.87	87.34	87.80	+0.81	1,500	25,440	+130
Jul12	111227	87.51	87.86	87.32	87.86	+0.79	252	21,222	+75
Oct12	111227	88.60	88.60	88.60	88.60	+0.60	0	86	+0
Dec12	111227	86.80	86.88	86.35	86.86	+0.60	51	8,251	+7
Mar13	111227	87.85	87.85	87.85	87.85	+0.60	7	446	+5
Total Volume and Open Interest							5,412	151,205	+327
Lumber(CME)
Jan12	111227	243.5	247.8	243.5	246.8	+3.7	449	1,693	-220
Mar12	111227	251.1	256.4	251.1	254.1	+4.3	343	5,779	-3
May12	111227	267.0	273.5	267.0	272.6	+8.7	20	1,763	+12
Jul12	111227	279.8	282.8	279.8	281.8	+4.3	6	381	+1
Total Volume and Open Interest							819	9,754	-210
Crude Oil(NYM)
Feb12	111227	99.92	101.77	99.37	101.34	+1.66	151,560	249,602	+1,674
Mar12	111227	99.94	101.88	99.52	101.46	+1.63	34,344	154,943	+2,241
Apr12	111227	100.10	102.01	99.67	101.60	+1.62	20,489	75,169	+1,961
May12	111227	99.86	102.00	99.86	101.62	+1.59	13,820	79,402	+1,089
Jun12	111227	100.07	101.89	99.77	101.48	+1.56	22,323	92,794	+861
Jul12	111227	99.96	101.61	99.74	101.22	+1.54	2,930	38,180	+14
Aug12	111227	99.65	101.18	99.65	100.87	+1.49	1,553	29,772	+51
Sep12	111227	99.90	100.49	99.78	100.48	+1.43	2,172	30,906	+32
Oct12	111227	99.37	100.14	99.37	100.11	+1.37	1,121	29,446	+212
Nov12	111227	99.29	99.85	99.29	99.81	+1.31	1,240	31,076	+237
Dec12	111227	98.43	99.87	98.03	99.52	+1.25	16,419	170,163	-769
Jan13	111227	99.01	99.13	99.01	99.13	+1.22	1,040	31,000	+65
Feb13	111227	98.70	98.70	98.70	98.70	+1.19	491	13,101	+149
Mar13	111227	98.27	98.27	98.27	98.27	+1.18	106	13,884	-5
Apr13	111227	97.83	97.83	97.83	97.83	+1.16	112	6,371	+5
May13	111227	97.40	97.40	97.40	97.40	+1.15	124	6,127	+11
Total Volume and Open Interest							281,092	1,308,488	+7,809
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	111227	99.875	101.775	99.375	101.350	+1.675	5,534	1,597	+98
Mar12	111227	100.075	101.850	99.500	101.450	+1.625	215	385	-39
Apr12	111227	100.600	101.600	100.600	101.600	+1.625	12	185	+0
May12	111227	101.625	101.625	101.450	101.625	+1.600	4	30	+0
Jun12	111227	101.500	101.675	101.300	101.475	+1.550	1	21	+1
Jul12	111227	101.225	101.225	101.025	101.225	+1.550	0	4	+0
Aug12	111227	100.875	100.875	100.875	100.875	+1.500	0	5	+0
Sep12	111227	100.475	100.475	100.475	100.475	+1.425
Total Volume and Open Interest							5,770	2,449	+60
Heating Oil(NYM)
Jan12	111227	290.25	293.54	289.08	290.85	+1.78	27,725	31,901	-4,373
Feb12	111227	291.08	294.34	289.76	291.59	+1.64	39,940	73,256	+4,112
Mar12	111227	291.09	294.40	289.94	291.92	+1.94	18,047	49,972	+2,758
Apr12	111227	289.44	292.93	288.97	290.65	+2.21	8,162	22,293	-232
May12	111227	288.86	290.76	288.51	288.80	+2.38	5,146	19,250	+514
Jun12	111227	285.36	289.56	284.98	287.23	+2.52	8,942	33,593	-451
Jul12	111227	286.72	288.88	286.03	286.76	+2.48	2,342	9,449	+22
Aug12	111227	286.07	289.01	286.07	286.76	+2.37	1,218	4,391	-115
Sep12	111227	286.50	289.59	286.50	287.26	+2.25	1,001	7,211	+103
Oct12	111227	288.09	290.51	288.04	288.08	+2.26	436	2,961	-90
Nov12	111227	290.48	290.97	288.93	288.93	+2.26	238	2,208	+67
Dec12	111227	288.30	291.34	288.30	289.43	+2.27	3,021	16,308	+23
Total Volume and Open Interest							117,117	276,511	+2,822
Gasoline(NYMEX)
Jan12	111227	269.00	271.51	267.25	268.88	+0.16	25,390	25,767	-5,763
Feb12	111227	268.73	270.75	266.27	268.10	+0.29	38,554	68,020	+219
Mar12	111227	267.95	270.65	267.07	268.54	+0.59	18,202	44,841	-1,506
Apr12	111227	279.05	281.82	278.56	280.10	+0.86	11,364	33,506	-1,039
May12	111227	278.13	280.74	277.72	279.41	+0.87	7,103	25,058	+217
Jun12	111227	275.96	278.15	275.15	277.14	+0.90	5,062	29,387	+116
Jul12	111227	273.65	274.95	272.52	274.40	+0.83	1,476	10,695	+176
Aug12	111227	271.90	272.14	271.61	271.61	+0.80	1,006	9,899	+157
Sep12	111227	268.50	268.90	268.37	268.37	+0.77	305	7,413	+55
Oct12	111227	255.54	255.54	255.54	255.54	+1.04	275	5,448	+121
Total Volume and Open Interest							109,302	279,988	-7,351
e-miNY RBOB Gasoline(NYM)
Jan12	111227	268.90	270.20	268.88	268.90	+0.20	0	1	+0
Feb12	111227	268.10	269.34	268.10	268.10	+0.30	0	1	+0
Mar12	111227	268.50	269.25	268.50	268.50	+0.50
Apr12	111227	280.10	280.49	280.10	280.10	+0.90
Total Volume and Open Interest							0	2	+0
Natural Gas(NYM)
Jan12	111227	3.106	3.181	3.078	3.112	-0.002	112,262	32,780	-19,438
Feb12	111227	3.134	3.219	3.111	3.150	+0.003	78,626	178,719	+11,139
Mar12	111227	3.175	3.245	3.147	3.180	-0.004	34,840	225,207	+5,372
Apr12	111227	3.223	3.306	3.219	3.244	-0.005	31,703	121,057	+250
May12	111227	3.298	3.352	3.275	3.296	-0.006	10,357	66,721	+2,036
Jun12	111227	3.321	3.398	3.321	3.345	-0.006	4,977	27,788	+445
Jul12	111227	3.425	3.460	3.385	3.404	-0.006	3,258	24,248	+139
Aug12	111227	3.452	3.491	3.419	3.434	-0.005	2,117	15,001	-88
Sep12	111227	3.468	3.495	3.421	3.438	-0.004	1,779	25,879	+372
Oct12	111227	3.452	3.529	3.452	3.474	-0.003	11,554	73,488	+416
Nov12	111227	3.627	3.669	3.600	3.618	+0.002	4,091	27,953	-85
Dec12	111227	3.860	3.944	3.860	3.898	+0.004	3,630	24,624	+685
Jan13	111227	4.019	4.071	4.008	4.023	+0.002	4,858	40,226	+697
Feb13	111227	4.046	4.063	4.019	4.019	+0.002	287	7,035	-40
Mar13	111227	4.031	4.037	3.988	3.991	+0.004	920	19,524	+225
Apr13	111227	3.943	3.965	3.915	3.927	+0.004	492	26,186	-24
Total Volume and Open Interest							307,348	1,005,997	+2,637
Brent Crude Oil(ICE)
Feb12	111227	108.16	109.50	107.85	109.27	+1.31	111,154	162,864	-1,402
Mar12	111227	107.40	108.80	107.15	108.57	+1.30	62,969	171,622	+4,465
Apr12	111227	107.13	108.39	106.73	108.19	+1.32	22,946	44,157	+14
May12	111227	106.75	108.05	106.47	107.89	+1.32	10,386	27,848	+306
Jun12	111227	106.40	107.73	106.19	107.55	+1.29	19,068	72,333	-1,548
Jul12	111227	106.21	107.34	105.91	107.17	+1.25	3,118	22,396	+241
Aug12	111227	105.68	106.92	105.52	106.78	+1.22	2,349	28,831	-109
Sep12	111227	105.26	106.37	105.17	106.32	+1.20	2,501	37,328	-82
Oct12	111227	104.90	105.91	104.90	105.91	+1.17	1,238	17,005	+29
Nov12	111227	105.53	105.53	105.53	105.53	+1.15	1,154	16,676	-237
Dec12	111227	104.06	105.26	103.94	105.11	+1.13	12,328	96,761	+547
Jan13	111227	104.67	104.67	104.67	104.67	+1.10	712	11,992	+83
Feb13	111227	104.20	104.20	104.20	104.20	+1.07	138	7,093	+0
Mar13	111227	103.71	103.71	103.71	103.71	+1.03	105	3,993	+10
Total Volume and Open Interest							259,782	873,903	+1,879
Gas Oil(ICE)
Jan12	111227	919.50	930.00	915.00	924.50	+10.00	32,404	94,404	-3,949
Feb12	111227	914.50	927.00	911.50	921.25	+10.00	35,113	97,395	+572
Mar12	111227	910.75	923.25	907.75	917.50	+10.50	19,159	48,314	-1,607
Apr12	111227	907.25	917.75	904.75	913.75	+10.75	11,258	28,446	+271
May12	111227	904.25	914.00	902.00	911.00	+11.50	6,172	30,694	+158
Jun12	111227	902.25	912.50	899.50	908.75	+12.00	6,958	37,411	-207
Jul12	111227	901.75	911.00	900.00	908.50	+12.25	1,015	17,066	+92
Aug12	111227	901.50	910.75	901.00	908.25	+12.25	802	15,392	+224
Sep12	111227	901.50	910.50	901.00	908.25	+12.25	1,399	14,826	-123
Oct12	111227	902.25	909.75	902.25	907.75	+12.00	991	10,606	+11
Total Volume and Open Interest							122,838	473,296	-3,944
Ethanol(CBOT)
Dec11	111205	2.503	2.503	2.485	2.500	-0.003	88	204	-29
Jan12	111227	2.206	2.225	2.206	2.223	+0.038	105	443	-62
Feb12	111227	2.206	2.230	2.206	2.221	+0.034	177	1,163	-58
Mar12	111227	2.240	2.245	2.236	2.240	+0.029	86	1,603	+7
Apr12	111227	2.250	2.257	2.250	2.257	+0.029	49	739	+2
May12	111227	2.260	2.263	2.260	2.263	+0.029	76	986	+22
Jun12	111227	2.270	2.270	2.269	2.269	+0.029	44	632	+21
Jul12	111227	2.286	2.289	2.286	2.288	+0.030	55	1,072	+12
Total Volume and Open Interest							749	9,838	-19
WTI Crude Oil(ICE)
Feb12	111227	99.75	101.76	99.38	101.34	+1.66	29,429	64,387	+747
Mar12	111227	99.66	101.85	99.66	101.46	+1.63	9,616	35,801	+319
Apr12	111227	99.94	101.95	99.94	101.60	+1.62	5,688	24,701	+889
May12	111227	100.56	101.98	100.55	101.62	+1.59	2,727	23,201	+156
Jun12	111227	100.45	101.81	100.44	101.48	+1.56	6,858	49,631	-404
Jul12	111227	100.21	101.47	100.21	101.22	+1.54	1,361	9,175	+343
Aug12	111227	99.90	101.17	99.89	100.87	+1.49	483	8,380	+26
Sep12	111227	99.56	100.55	99.56	100.48	+1.43	849	12,162	+11
Oct12	111227	100.13	100.39	99.23	100.11	+1.37	356	5,422	+33
Nov12	111227	99.81	99.81	99.81	99.81	+1.31	260	4,673	+46
Dec12	111227	98.46	99.85	98.46	99.52	+1.25	3,915	56,679	+1,089
Jan13	111227	99.13	99.13	99.13	99.13	+1.22	91	3,077	+31
Feb13	111227	98.70	98.70	98.70	98.70	+1.19	15	755	+15
Mar13	111227	98.27	98.27	98.27	98.27	+1.18	0	1,613	+0
Apr13	111227	97.83	97.83	97.83	97.83	+1.16	0	389	+0
May13	111227	97.40	97.40	97.40	97.40	+1.15	0	574	+0
Total Volume and Open Interest							63,932	386,612	+3,859
US Dollar Index(ICE)
Mar12	111227	80.150	80.235	80.040	80.135	-0.100	13,239	65,978	+424
Jun12	111227	80.490	80.635	80.490	80.635	-0.100	0	507	+0
Sep12	111227	81.235	81.235	81.235	81.235	-0.100
Total Volume and Open Interest							13,239	66,485	+424
Australian Dollar(CME)
Mar12	111227	100.69	100.85	100.53	100.83	+0.08	61,262	106,388	+1,359
Jun12	111227	100.01	100.01	99.94	100.01	+0.07	14	23	-1
Sep12	111227	99.32	99.32	99.24	99.32	+0.08	0	110	+0
Total Volume and Open Interest							61,276	106,529	+1,358
British Pound(CME)
Mar12	111227	156.41	156.68	156.20	156.57	+0.41	49,103	180,689	+473
Jun12	111227	156.43	156.43	156.02	156.43	+0.41	1	34	+1
Sep12	111227	156.28	156.28	155.87	156.28	+0.41	0	3	+0
Total Volume and Open Interest							49,104	180,728	+474
Canadian Dollar(CME)
Mar12	111227	97.80	98.07	97.58	98.05	+0.03	45,094	113,474	+2,066
Jun12	111227	97.60	97.90	97.60	97.89	+0.01	182	2,623	+81
Sep12	111227	97.80	97.80	97.77	97.80	+0.03	11	1,490	+11
Dec12	111227	97.74	97.74	97.73	97.74	+0.01	7	341	+7
Total Volume and Open Interest							45,294	117,943	+2,165
Japanese Yen(CME)
Mar12	111227	128.59	128.99	128.36	128.67	+0.31	38,762	129,353	-1,710
Jun12	111227	128.97	128.97	128.65	128.97	+0.32	7	290	+3
Sep12	111227	129.31	129.31	129.00	129.31	+0.31	1	8	+1
Total Volume and Open Interest							38,770	129,652	-1,706
Swiss Franc(CME)
Mar12	111227	107.21	107.42	107.01	107.29	+0.28	13,067	35,213	-90
Jun12	111227	107.56	107.56	107.29	107.56	+0.27	0	8	+0
Sep12	111227	107.87	107.87	107.62	107.87	+0.25	0	4	+0
Total Volume and Open Interest							13,067	35,226	-90
EuroFX(CME)
Mar12	111227	130.89	130.97	130.72	130.83	+0.12	147,047	272,531	+1,483
Jun12	111227	131.01	131.04	130.86	130.99	+0.13	52	1,681	+15
Sep12	111227	131.19	131.19	131.03	131.19	+0.16	0	14	+0
Total Volume and Open Interest							147,103	274,244	+1,502
Mexican Peso(CME)
Jan12	111227	712.5	723.0	712.5	712.5	-10.5	0	95	+0
Feb12	111227	711.0	721.2	711.0	711.0	-10.2	0	4,000	+0
Total Volume and Open Interest							11,197	117,377	+805
Brazilian Real(CME)
Jan12	111227	537.05	538.40	537.05	537.05	+0.85	1	10,742	+0
Feb12	111227	533.90	533.90	533.90	533.90	+0.40
Mar12	111227	530.75	530.75	530.75	530.75	unch	229	3,414	+201
Apr12	111227	528.00	528.00	528.00	528.00	unch
Total Volume and Open Interest							230	27,772	+201
30-Year T-Bonds(CBOT)
Mar12	111227	142~030	142~180	142~010	142~140	+0~150	151,579	591,011	-3,850
Jun12	111227	140~190	141~010	140~180	141~010	+0~150	7	193	+5
Sep12	111227	139~190	139~190	139~040	139~190	+0~150
Total Volume and Open Interest							151,586	591,204	-3,845
10-Year T-Notes(CBOT)
Mar12	111227	129~300	130~030	129~250	129~305	+0~030	443,305	1,485,892	-7,473
Jun12	111227	129~185	129~185	129~125	129~155	+0~030	3	19	+3
Sep12	111227	128~205	128~205	128~175	128~205	+0~030
Total Volume and Open Interest							443,308	1,485,911	-7,470
5-Year T-Notes(CBOT)
Dec11	111227	122~124	123~003	122~122	123~003	+0~009	3,815	33,255	+7
Mar12	111227	122~076	122~094	122~067	122~084	+0~011	245,952	1,203,858	+10,480
Jun12	111227	122~020	122~020	122~009	122~020	+0~011
Total Volume and Open Interest							249,767	1,237,113	+10,487
2 Year T-Notes(CBOT)
Dec11	111227	110~015	110~015	110~015	110~015	unch	384	14,351	-193
Mar12	111227	110~023	110~024	110~020	110~023	unch	109,823	703,389	-2,354
Jun12	111227	109~123	109~123	109~123	109~123	unch
Total Volume and Open Interest							110,207	717,740	-2,547
Eurodollars(CME)
Mar12	111227	99.295	99.325	99.295	99.320	+0.010	97,344	947,222	-7,939
Jun12	111227	99.215	99.250	99.215	99.245	+0.005	97,697	998,172	-17,607
Sep12	111227	99.190	99.210	99.180	99.205	unch	93,564	763,635	-8,060
Dec12	111227	99.175	99.190	99.160	99.180	-0.005	93,306	716,494	-11,192
Mar13	111227	99.175	99.200	99.170	99.185	-0.010	104,793	761,495	+8,358
Jun13	111227	99.150	99.185	99.150	99.165	-0.010	71,153	564,059	-6,088
Sep13	111227	99.110	99.150	99.110	99.125	-0.010	68,754	490,964	+4,626
Dec13	111227	99.045	99.075	99.045	99.055	-0.005	72,389	466,783	+136
Mar14	111227	98.940	98.975	98.935	98.950	-0.005	44,960	378,313	-2,982
Jun14	111227	98.785	98.820	98.785	98.800	unch	44,981	315,701	+3,651
Sep14	111227	98.615	98.650	98.610	98.635	+0.010	34,063	199,366	-2,428
Dec14	111227	98.435	98.475	98.430	98.460	+0.015	32,557	181,366	+3,034
Mar15	111227	98.275	98.320	98.275	98.310	+0.020	14,127	153,151	-748
Jun15	111227	6.365	6.420	6.365	6.405	+0.025	10,820	114,711	+1,324
Sep15	111227	6.205	6.255	6.205	6.245	+0.030	8,071	73,526	-1,011
Dec15	111227	6.035	6.090	6.030	6.075	+0.035	9,444	58,407	+1,289
Mar16	111227	5.895	5.955	5.895	5.945	+0.040	5,462	53,492	-559
Jun16	111227	5.775	5.830	5.770	5.820	+0.045	4,903	36,752	-52
Total Volume and Open Interest							924,033	7,487,669	-37,343
30 Day Federal Funds(CBOT)
Dec11	111227	99.927	99.927	99.925	99.927	unch	2,751	67,625	+1,012
Jan12	111227	99.925	99.925	99.920	99.920	unch	3,026	68,794	+1,043
Feb12	111227	99.915	99.915	99.910	99.910	unch	215	54,732	+6
Mar12	111227	99.910	99.910	99.900	99.905	unch	414	34,477	+139
Apr12	111227	99.895	99.900	99.895	99.895	unch	437	37,715	-220
May12	111227	99.885	99.885	99.880	99.880	unch	328	43,852	-241
Total Volume and Open Interest							23,928	569,227	+3,645
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12	111227	99.662	99.662	99.662	99.662	unch	0	40	+0
Jun12	111227	99.665	99.665	99.665	99.665	unch
Sep12	111227	99.660	99.660	99.660	99.660	unch
Dec12	111227	99.665	99.665	99.665	99.665	unch
Mar13	111227	99.655	99.655	99.655	99.655	unch
Jun13	111227	99.625	99.625	99.625	99.625	unch
Sep13	111227	99.625	99.625	99.625	99.625	unch
Dec13	111227	99.540	99.540	99.540	99.540	+0.015
Mar14	111227	99.400	99.400	99.400	99.400	+0.015
Jun14	111227	99.260	99.260	99.260	99.260	+0.015
Total Volume and Open Interest							0	40	+0
3-Mth Euro-Yen(SGX)
Mar12	111223	99.66	99.66	99.66	99.66	unch	0	2,349	+0
Jun12	111223	99.67	99.67	99.67	99.67	unch	0	1,440	+0
Sep12	111223	99.66	99.66	99.66	99.66	unch	0	711	+0
Dec12	111223	99.67	99.67	99.67	99.67	unch	0	115	+0
Mar13	111223	99.65	99.65	99.65	99.65	unch	0	131	+0
Jun13	111223	99.62	99.62	99.62	99.62	unch	0	208	+0
Sep13	111223	99.62	99.62	99.62	99.62	unch	0	325	+0
Dec13	111223	99.53	99.53	99.53	99.53	unch	0	3	+0
Total Volume and Open Interest							0	5,282	+0
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	111227	98.830	98.895	98.830	98.885	+0.045	86,465	479,216	-9,887
Jun12	111227	98.970	99.065	98.950	99.025	+0.070	63,766	399,460	-507
Sep12	111227	99.020	99.120	99.010	99.090	+0.080	58,985	395,523	+6,748
Total Volume and Open Interest							417,587	2,920,234	-5,252
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	111227	1599.0	1599.0	1592.6	1594.2	-10.5	599	737	+538
Feb12	111227	1609.2	1609.2	1591.1	1595.5	-10.5	96,547	245,010	+1,764
Apr12	111227	1608.9	1608.9	1593.9	1598.0	-10.5	2,268	40,031	+293
Jun12	111227	1604.6	1606.0	1598.6	1600.3	-10.5	822	28,075	+13
Aug12	111227	1613.6	1613.6	1598.9	1602.6	-10.5	59	13,796	+19
Oct12	111227	1607.3	1607.3	1604.9	1604.9	-10.5	456	10,208	+151
Dec12	111227	1607.3	1611.4	1604.0	1607.3	-10.5	685	25,014	+359
Feb13	111227	1607.4	1610.1	1607.4	1610.1	-10.6	13	2,972	+12
Apr13	111227	1613.0	1613.0	1613.0	1613.0	-10.5	2	1,376	-1
Jun13	111227	1616.3	1616.3	1616.3	1616.3	-10.5	274	10,066	+253
Aug13	111227	1619.7	1619.7	1619.7	1619.7	-10.5	0	45	+0
Oct13	111227	1623.3	1623.3	1623.3	1623.3	-10.6
Total Volume and Open Interest							103,639	424,964	+3,932
Silver(CMX)
Dec11	111227	2897.0	2897.0	2869.7	2869.7	-34.9	12	27	-23
Mar12	111227	2910.0	2922.0	2861.5	2874.0	-34.4	20,236	56,128	+392
May12	111227	2918.0	2919.0	2870.0	2878.9	-34.4	1,181	8,917	+62
Jul12	111227	2887.0	2899.0	2871.0	2882.8	-34.3	314	3,498	+167
Sep12	111227	2894.0	2909.0	2878.0	2885.7	-34.2	245	2,506	+10
Dec12	111227	2900.0	2900.0	2887.0	2889.5	-34.5	295	13,853	+182
Mar13	111227	2888.7	2888.7	2888.7	2888.7	-34.5	7	1,156	+1
Total Volume and Open Interest							22,513	102,225	+795
Platinum(NYMEX)
Jan12	111227	1431.1	1439.7	1421.5	1433.9	+4.4	8,019	13,009	-4,296
Apr12	111227	1435.5	1444.3	1425.3	1437.9	+3.7	5,396	29,682	+4,243
Jul12	111227	1440.5	1445.7	1437.8	1441.9	+3.6	20	621	+7
Oct12	111227	1443.2	1445.9	1443.2	1445.4	+3.6	5	103	+5
Total Volume and Open Interest							13,440	43,416	-51
Palladium(NYMEX)
Dec11	111227	665.90	665.90	665.90	665.90	+0.35	1	661	-5
Mar12	111227	4.14	13.64	651.65	11.24	+0.35	2,069	16,962	+50
Jun12	111227	6.64	14.74	6.64	12.74	+0.35	24	387	+11
Total Volume and Open Interest							2,095	18,249	+56
Copper(CMX)
Dec11	111227	343.00	343.00	339.85	340.40	-5.95	326	483	-101
Mar12	111227	345.50	345.60	336.50	340.90	-6.05	22,443	68,344	+95
May12	111227	345.50	345.50	341.15	341.95	-6.05	1,098	23,612	+537
Jul12	111227	343.95	344.10	342.50	342.50	-6.05	169	6,587	+2
Sep12	111227	343.00	343.00	343.00	343.00	-6.00	67	3,469	+10
Total Volume and Open Interest							25,411	116,516	+963
DJIA Index(CBOT)
Mar12	111227	12224	12252	12193	12219	+2	428	10,069	-223
Jun12	111227	12151	12153	12135	12153	+2	0	400	+0
Sep12	111227	12090	12090	12088	12090	+2
Dec12	111227	12013	12013	12011	12013	+2
Total Volume and Open Interest							428	10,469	-223
E-mini DJIA Index(CBOT)
Dec11	111216	11896	11988	11895	11949	+50	22,203	78,058	-4,463
Mar12	111227	12235	12260	12187	12219	+2	69,749	89,323	-1,248
Jun12	111227	12198	12198	12153	12153	+2	5	47	+2
Sep12	111227	12090	12090	12090	12090	+2	0	9	+0
Total Volume and Open Interest							69,754	89,379	-1,246
S & P 500(CME)
Mar12	111227	1260.30	1264.00	1256.40	1260.20	-0.10	8,776	231,520	-353
Jun12	111227	1254.90	1258.00	1252.00	1254.90	-0.10	51	3,294	-72
Sep12	111227	1249.60	1252.70	1246.70	1249.60	-0.10	50	881	+99
Dec12	111227	1244.00	1247.10	1241.10	1244.00	-0.10	50	151	+50
Total Volume and Open Interest							8,927	235,846	-276
S & P 500 E-Mini(Globex)
Mar12	111227	1260.50	1264.00	1256.00	1260.25	unch	1,333,614	2,587,797	+19,886
Jun12	111227	1256.00	1258.50	1251.00	1255.00	unch	3,339	9,483	+2,439
Total Volume and Open Interest							1,336,956	2,597,419	+22,322
NASDAQ 100(CME)
Mar12	111227	2286.50	2298.80	2275.50	2284.50	+6.00	1,163	7,530	-576
Jun12	111227	2281.00	2293.00	2281.00	2281.00	+6.00
Sep12	111227	2278.50	2280.50	2278.50	2278.50	+6.00
Total Volume and Open Interest							1,163	7,530	-576
NASDAQ 100 E-Mini(Globex)
Mar12	111227	2280.00	2296.50	2275.00	2284.50	+6.00	128,977	250,109	-6,396
Jun12	111227	2282.80	2286.30	2281.00	2281.00	+6.00	10	40	-1
Total Volume and Open Interest							128,987	250,151	-6,397
S & P Midcap 400(CME)
Mar12	111227	883.40	883.40	880.70	883.40	+2.70	51	819	+127
Jun12	111227	881.40	881.40	878.70	881.40	+2.70
Sep12	111227	879.40	879.40	876.70	879.40	+2.70
Total Volume and Open Interest							51	819	+127
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12	111227	8480	8550	8445	8460	-90	3,162	23,021	+648
Jun12	111227	8405	8495	8405	8405	-90	0	11	+0
Total Volume and Open Interest							3,162	23,032	+648
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	111227	3116.0	3133.0	3099.0	3104.5	+2.0	45,771	243,911	-5,541
Feb12	111227	3115.0	3132.0	3101.0	3105.5	+2.0	32	358	+16
Mar12	111227	3117.5	3133.5	3103.0	3106.5	+2.5	52	20,761	-364
Total Volume and Open Interest							45,855	265,080	-5,889
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	111227	646.00	654.50	644.50	652.00	+7.75	744	8,687	+394
Feb12	111227	647.00	655.50	645.50	653.00	+7.75	106	100	+100
Mar12	111227	655.00	656.50	647.50	655.00	+6.50
Total Volume and Open Interest							850	8,787	+494
Reuters CCI(ICE)