MRCI's End of Day Prices

Daily Futures Price Listing Tue January 03, 2012
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan12	120103	1223.75	1235.00	1214.25	1218.25	+19.75	46,741	15,596	-10,887
Mar12	120103	1233.00	1244.75	1223.25	1227.50	+19.75	93,262	202,290	+2,842
May12	120103	1238.00	1253.75	1233.25	1237.25	+19.75	17,736	93,572	+1,739
Jul12	120103	1251.00	1263.00	1242.25	1246.75	+19.75	16,901	74,756	-2,061
Aug12	120103	1245.75	1252.25	1223.00	1242.00	+19.00	130	1,151	+32
Sep12	120103	1230.00	1242.50	1212.75	1229.25	+16.50	47	1,152	-42
Nov12	120103	1223.00	1231.00	1215.00	1219.00	+14.75	7,322	55,188	+230
Total Volume and Open Interest							182,439	461,919	-8,029
Soybean Meal(CBOT)
Jan12	120103	315.90	317.80	312.50	315.80	+6.40	14,722	7,786	-3,116
Mar12	120103	320.60	321.30	315.60	319.20	+6.10	33,870	88,083	+2,158
May12	120103	321.80	324.00	318.30	321.60	+5.80	2,834	31,259	-19
Jul12	120103	324.20	326.70	319.00	324.40	+5.40	2,406	31,013	+87
Aug12	120103	326.10	326.60	319.40	324.20	+4.80	670	5,952	+216
Sep12	120103	323.80	323.80	318.50	322.70	+4.20	66	5,357	+3
Oct12	120103	317.60	318.20	315.00	318.20	+3.20	29	3,447	+1
Dec12	120103	320.00	320.30	314.80	317.60	+2.70	785	17,583	+279
Total Volume and Open Interest							55,382	196,312	-391
Soybean Oil(CBOT)
Jan12	120103	52.75	53.46	52.60	52.80	+0.71	17,293	7,519	-5,293
Mar12	120103	53.15	53.79	52.90	53.11	+0.69	43,163	148,203	+1,980
May12	120103	53.50	54.15	53.27	53.49	+0.71	4,929	51,905	+359
Jul12	120103	53.68	54.42	53.05	53.79	+0.74	2,622	35,627	+216
Aug12	120103	54.20	54.25	53.10	53.86	+0.76	142	4,626	+34
Sep12	120103	54.39	54.43	53.66	53.86	+0.75	80	4,835	-1
Oct12	120103	53.73	53.73	53.50	53.71	+0.80	82	5,591	-11
Dec12	120103	53.50	54.07	53.12	53.59	+0.82	708	19,762	+33
Total Volume and Open Interest							69,064	278,687	-2,671
Canola(WCE)
Jan12	120103	529.6	529.6	519.2	519.2	-6.6	758	881	-783
Mar12	120103	525.0	532.2	520.2	526.7	+2.4	6,839	80,328	-795
May12	120103	526.0	535.5	526.0	530.7	+3.5	1,490	17,516	+668
Jul12	120103	529.9	536.2	529.9	532.7	+4.2	215	14,341	+46
Nov12	120103	508.4	514.5	508.4	511.6	+3.3	322	18,769	+98
Total Volume and Open Interest							9,637	132,584	-765
Corn(CBOT)
Mar12	120103	662.00	664.25	653.00	658.50	+12.00	99,957	500,084	-9,621
May12	120103	669.50	672.50	661.75	667.00	+12.25	22,248	188,951	+2,479
Jul12	120103	674.50	679.00	668.25	673.75	+12.50	26,225	164,023	+2,531
Sep12	120103	619.50	624.25	613.25	618.00	+4.75	3,234	42,448	+822
Dec12	120103	590.50	597.00	583.50	590.00	+3.75	14,050	188,757	-871
Mar13	120103	603.00	608.00	598.25	602.00	+1.75	601	36,741	+133
Total Volume and Open Interest							166,954	1,143,326	-4,415
Wheat(CBOT)
Mar12	120103	666.00	670.75	653.75	657.00	+4.25	34,521	171,230	-2,007
May12	120103	682.50	689.25	673.75	676.00	+4.75	6,276	69,537	+713
Jul12	120103	698.00	702.75	688.25	691.75	+5.50	6,288	75,360	+1,352
Sep12	120103	713.25	717.00	701.75	707.50	+5.75	1,016	15,833	+192
Dec12	120103	730.00	736.25	720.00	726.75	+6.75	2,692	44,563	+106
Total Volume and Open Interest							50,948	382,808	+393
Wheat(KCBT)
Mar12	120103	725.50	732.25	712.00	712.50	-4.50	6,459	65,712	-630
May12	120103	728.25	739.50	720.50	720.75	-4.25	2,088	17,484	+454
Jul12	120103	737.25	747.00	728.25	728.75	-3.25	1,875	38,565	+143
Sep12	120103	746.00	758.50	741.00	742.00	-3.00	226	6,808	+5
Dec12	120103	768.50	778.75	760.75	761.50	-3.50	629	9,000	+349
Total Volume and Open Interest							11,280	138,080	+322
Wheat(MGE)
Mar12	120103	857.50	870.75	843.00	844.25	-5.25	1,322	16,808	+199
May12	120103	832.00	849.75	827.25	828.25	+3.00	367	7,380	+128
Jul12	120103	820.25	838.75	815.75	818.25	+4.75	318	7,426	-99
Sep12	120103	796.00	810.25	792.75	798.75	+8.50	258	4,574	+62
Dec12	120103	802.75	813.75	800.00	805.50	+8.00	193	3,354	+60
Total Volume and Open Interest							2,468	39,688	+344
Oats(CBOT)
Mar12	120103	314.00	317.00	297.00	298.50	-11.00	334	10,506	-83
May12	120103	318.00	318.00	302.00	303.25	-10.00	30	1,733	+10
Jul12	120103	320.00	320.00	306.50	306.50	-12.00	3	119	+2
Sep12	120103	312.25	324.25	312.25	312.25	-12.00	0	7	+0
Total Volume and Open Interest							367	12,514	-71
Rough Rice(CBOT)
Jan12	120103	14.68	14.90	14.39	14.40	-0.21	1,024	2,006	-206
Mar12	120103	14.99	15.16	14.62	14.65	-0.22	1,609	12,368	+365
May12	120103	15.20	15.44	14.89	14.91	-0.22	70	1,025	+23
Jul12	120103	15.34	15.60	15.18	15.18	-0.19	7	608	+5
Total Volume and Open Interest							2,715	16,189	+192
Live Cattle(CME)
Feb12	120103	122.000	123.200	121.430	121.550	+0.100	15,470	124,437	-929
Apr12	120103	125.980	126.950	125.200	125.285	-0.165	8,765	93,873	+521
Jun12	120103	125.000	126.000	124.730	124.785	+0.205	4,394	62,756	+130
Aug12	120103	126.100	126.930	126.035	126.400	+0.500	1,417	17,655	+318
Oct12	120103	129.000	129.250	128.550	128.985	+0.585	439	9,337	+33
Dec12	120103	129.750	129.900	129.250	129.700	+0.200	114	4,565	+91
Total Volume and Open Interest							32,339	314,624	-976
Feeder Cattle(CME)
Jan12	120103	146.850	147.685	146.550	146.685	+0.335	1,303	6,747	-341
Mar12	120103	149.435	150.250	149.075	149.435	+0.635	1,931	13,565	+271
Apr12	120103	150.550	151.500	150.550	150.825	+0.640	710	3,818	+169
May12	120103	151.400	152.250	151.400	151.750	+0.620	492	4,434	+79
Aug12	120103	153.050	153.380	152.700	152.985	+0.185	285	3,971	+17
Sep12	120103	153.200	153.250	152.600	153.200	+0.600	35	717	+13
Oct12	120103	153.000	153.250	152.985	153.250	+0.750	9	245	+3
Total Volume and Open Interest							4,768	33,555	+211
Lean Hogs(CME)
Feb12	120103	84.750	85.650	84.730	85.535	+1.235	15,279	81,934	-1,674
Apr12	120103	88.200	88.830	88.100	88.450	+0.750	6,151	62,871	+530
May12	120103	94.850	95.400	94.850	95.300	+0.470	95	2,506	-32
Jun12	120103	95.930	96.500	95.750	96.350	+0.850	4,392	46,564	-482
Jul12	120103	95.230	96.100	95.230	96.000	+1.170	484	12,309	-20
Aug12	120103	94.700	95.350	94.550	95.250	+0.900	648	13,554	-64
Oct12	120103	84.000	84.850	83.950	84.800	+0.950	458	9,439	+54
Dec12	120103	80.000	80.750	80.000	80.650	+1.000	31	3,787	+1
Total Volume and Open Interest							27,552	233,769	-1,674
Class III Milk(CME)
Jan12	120103	17.25	17.35	17.13	17.14	-0.12	273	4,726	+4
Feb12	120103	17.50	17.69	17.45	17.59	+0.16	300	4,679	+117
Mar12	120103	17.58	17.69	17.50	17.55	+0.09	197	3,824	+87
Apr12	120103	17.40	17.44	17.39	17.39	+0.03	129	2,808	+63
May12	120103	17.25	17.30	17.25	17.25	unch	76	2,650	+54
Total Volume and Open Interest							1,536	35,804	+700
Cocoa(ICE)
Mar12	120103	2122	2179	2100	2115	+6	5,245	77,133	+625
May12	120103	2138	2199	2121	2135	+4	1,343	36,339	+550
Jul12	120103	2158	2212	2141	2153	+5	471	17,777	-19
Sep12	120103	2209	2225	2160	2170	+8	225	14,807	+42
Dec12	120103	2226	2243	2180	2190	+9	158	14,829	+120
Mar13	120103	2240	2255	2200	2206	+7	98	5,284	+35
May13	120103	2215	2215	2215	2215	+4	54	2,479	+4
Total Volume and Open Interest							7,611	169,439	+1,356
Coffee "C"(ICE)
Mar12	120103	226.85	228.00	222.40	227.20	+0.35	3,598	55,049	+91
May12	120103	229.70	230.50	225.35	230.00	+0.35	692	25,431	+229
Jul12	120103	232.10	232.80	228.20	232.50	+0.30	132	8,323	+4
Sep12	120103	231.45	234.30	231.40	234.25	unch	113	6,579	-7
Dec12	120103	233.30	236.00	233.25	236.00	unch	121	7,041	+21
Mar13	120103	236.20	237.75	236.20	237.75	-0.20	2	847	+0
Total Volume and Open Interest							4,658	103,758	+338
Orange Juice(ICE)
Jan12	120103	169.90	174.65	169.90	173.50	+4.50	489	1,699	-425
Mar12	120103	168.90	174.00	168.10	173.10	+4.10	826	20,867	+287
May12	120103	168.50	173.25	168.50	172.30	+4.10	45	2,057	+13
Jul12	120103	173.00	173.25	172.30	172.55	+3.95	3	902	+0
Sep12	120103	168.40	172.50	168.10	172.05	+3.70	30	141	+30
Nov12	120103	167.85	171.10	166.80	171.10	+3.25	0	14	+0
Total Volume and Open Interest							1,393	25,689	-95
Sugar #11(ICE)
Mar12	120103	23.40	24.55	23.39	24.51	+1.21	18,022	219,630	-445
May12	120103	23.13	23.99	23.01	23.96	+1.01	9,997	95,414	+4,541
Jul12	120103	22.65	23.48	22.65	23.47	+0.91	3,138	100,762	+447
Oct12	120103	22.99	23.65	22.94	23.64	+0.81	1,647	53,517	+218
Mar13	120103	23.48	24.16	23.48	24.16	+0.80	616	34,218	+243
Total Volume and Open Interest							33,785	555,680	+5,074
London Cocoa(LCE)
Mar12	120103	1405	1418	1363	1365	-15	5,660	80,604	-276
May12	120103	1420	1431	1382	1383	-14	1,348	21,998	+414
Jul12	120103	1443	1446	1397	1399	-15	304	30,093	+88
Sep12	120103	1445	1447	1413	1413	-14	328	21,267	+121
Dec12	120103	1457	1460	1424	1426	-13	178	15,811	+99
Mar13	120103	1470	1471	1437	1437	-10	120	9,715	+29
May13	120103	1437	1437	1437	1437	-15	80	2,468	+74
Total Volume and Open Interest							8,024	183,004	+549
London Sugar(LCE)
Mar12	120103	606.00	630.70	605.50	629.70	+27.70	1,467	26,389	+23
May12	120103	595.40	616.60	595.40	615.60	+24.00	557	9,304	+170
Aug12	120103	591.00	607.70	591.00	607.30	+22.70	342	11,413	+188
Oct12	120103	594.50	607.50	594.20	607.00	+20.20	60	4,093	+5
Dec12	120103	599.50	608.50	598.70	608.50	+16.70	52	1,635	-11
Total Volume and Open Interest							2,478	54,208	+375
Cotton(ICE)
Mar12	120103	92.25	95.80	91.85	95.80	+4.00	6,924	93,266	-753
May12	120103	91.68	95.65	91.62	95.57	+3.89	1,993	26,878	+538
Jul12	120103	91.75	95.19	91.21	95.16	+3.85	852	21,731	+110
Oct12	120103	90.99	94.06	90.99	94.06	+3.41	4	87	+1
Dec12	120103	88.00	90.98	87.91	90.95	+3.11	175	8,450	+11
Mar13	120103	91.66	91.66	91.66	91.66	+3.15	8	447	+6
Total Volume and Open Interest							9,956	151,731	-87
Lumber(CME)
Jan12	120103	249.8	254.0	249.5	251.0	+3.9	463	950	-218
Mar12	120103	264.8	268.5	261.6	263.3	+2.2	1,491	5,069	-395
May12	120103	280.9	283.0	277.8	281.1	+5.5	715	1,856	-5
Jul12	120103	290.7	290.7	287.1	287.9	+1.1	192	592	+109
Total Volume and Open Interest							2,961	8,720	-441
Crude Oil(NYM)
Feb12	120103	99.70	103.18	99.65	102.96	+4.13	153,915	237,466	-8,633
Mar12	120103	99.75	103.36	99.75	103.14	+4.14	50,489	165,982	+2,839
Apr12	120103	100.30	103.50	100.30	103.32	+4.11	18,969	83,459	+3,078
May12	120103	100.30	103.57	100.30	103.42	+4.01	12,274	81,081	+302
Jun12	120103	100.70	103.52	100.70	103.35	+3.87	19,752	96,816	+415
Jul12	120103	100.25	103.30	100.25	103.15	+3.77	5,205	38,844	+410
Aug12	120103	100.39	102.93	100.39	102.82	+3.67	2,466	29,940	-51
Sep12	120103	100.53	102.48	100.53	102.41	+3.54	2,198	32,417	+28
Oct12	120103	100.70	102.06	100.70	101.99	+3.41	1,387	29,611	-48
Nov12	120103	100.07	101.62	100.07	101.62	+3.29	1,122	31,682	-144
Dec12	120103	99.58	101.47	99.50	101.29	+3.18	12,305	168,799	-932
Jan13	120103	99.60	100.87	99.60	100.87	+3.08	790	31,058	-159
Feb13	120103	100.47	100.47	100.47	100.47	+2.99	715	13,555	-60
Mar13	120103	99.40	100.07	99.40	100.07	+2.91	245	13,782	-41
Apr13	120103	99.70	99.70	99.70	99.70	+2.84	445	6,008	-394
May13	120103	99.35	99.35	99.35	99.35	+2.78	181	6,349	+42
Total Volume and Open Interest							291,175	1,324,080	-3,770
e-miNY Crude Oil(NYM)
Jan12	111219	93.625	94.400	92.575	93.875	+0.350	8,502	1,304	-454
Feb12	120103	99.500	103.200	99.500	102.950	+4.125	5,548	1,322	-106
Mar12	120103	99.925	103.300	99.925	103.150	+4.150	268	468	+2
Apr12	120103	100.675	103.475	100.675	103.325	+4.125	20	188	+2
May12	120103	103.425	103.425	103.425	103.425	+4.025	3	32	+3
Jun12	120103	103.075	103.350	103.075	103.350	+3.875	0	21	+0
Jul12	120103	103.150	103.150	103.150	103.150	+3.775	0	4	+0
Aug12	120103	102.825	102.825	102.825	102.825	+3.675	0	5	+0
Sep12	120103	101.925	102.400	101.925	102.400	+3.525
Oct12	120103	102.000	102.000	102.000	102.000	+3.425	0	9	+0
Total Volume and Open Interest							5,839	2,268	-99
Heating Oil(NYM)
Feb12	120103	292.67	304.53	292.67	303.82	+12.40	42,564	86,817	+4,562
Mar12	120103	291.48	303.64	291.48	302.88	+12.29	14,562	54,115	+1,748
Apr12	120103	291.52	301.67	291.52	300.94	+12.28	5,901	25,024	+462
May12	120103	290.14	298.98	290.14	298.69	+12.36	4,780	19,522	-291
Jun12	120103	288.00	297.41	288.00	296.76	+12.17	6,937	34,977	-59
Jul12	120103	290.00	296.65	288.37	296.07	+11.80	1,912	9,684	+135
Aug12	120103	289.13	295.95	288.16	295.95	+11.58	252	4,243	+28
Sep12	120103	289.64	296.39	289.64	296.39	+11.50	216	7,479	+88
Oct12	120103	290.82	297.46	290.82	297.16	+11.41	94	3,052	-6
Nov12	120103	291.92	297.97	291.92	297.97	+11.35	100	2,197	-24
Dec12	120103	291.60	298.89	291.60	298.45	+11.31	934	16,646	-34
Jan13	120103	297.40	298.65	297.40	298.65	+11.31	206	2,889	+110
Total Volume and Open Interest							107,000	273,412	-3,125
Gasoline(NYMEX)
Feb12	120103	266.47	275.90	266.47	274.86	+9.12	34,617	80,057	+1,926
Mar12	120103	266.22	276.24	266.22	275.34	+9.82	12,533	45,977	+379
Apr12	120103	279.19	287.62	279.19	286.83	+10.02	5,869	33,561	+1,119
May12	120103	279.58	286.81	279.58	286.35	+10.09	3,991	26,209	+263
Jun12	120103	278.10	284.88	278.01	284.14	+10.04	4,348	29,603	+813
Jul12	120103	277.44	281.68	277.44	281.42	+9.95	1,552	11,651	+364
Aug12	120103	273.78	278.56	273.78	278.56	+9.86	878	10,143	-19
Sep12	120103	274.05	275.39	274.05	275.39	+9.76	331	7,787	+23
Oct12	120103	260.34	262.76	260.34	262.37	+9.63	83	5,514	+26
Nov12	120103	259.35	259.35	259.35	259.35	+9.47	97	2,564	+0
Total Volume and Open Interest							89,616	274,718	-2,570
e-miNY RBOB Gasoline(NYM)
Feb12	120103	274.90	275.50	274.86	274.90	+9.20	0	1	+0
Mar12	120103	275.30	275.34	275.30	275.30	+9.80
Apr12	120103	286.80	286.83	286.80	286.80	+10.00
May12	120103	286.40	286.40	286.35	286.40	+10.10
Total Volume and Open Interest							0	1	-1
Natural Gas(NYM)
Feb12	120103	2.969	3.074	2.936	2.993	+0.004	87,068	187,124	+3,622
Mar12	120103	2.986	3.094	2.964	3.022	+0.006	40,175	232,751	+1,417
Apr12	120103	3.060	3.152	3.027	3.084	+0.005	26,569	122,621	-930
May12	120103	3.113	3.197	3.078	3.138	+0.007	10,818	69,875	+1,858
Jun12	120103	3.181	3.244	3.129	3.189	+0.007	4,713	28,805	+504
Jul12	120103	3.237	3.303	3.190	3.249	+0.006	3,940	25,146	+289
Aug12	120103	3.260	3.335	3.221	3.280	+0.004	2,737	15,511	+341
Sep12	120103	3.266	3.340	3.231	3.287	+0.004	2,530	26,925	-11
Oct12	120103	3.314	3.385	3.278	3.326	+0.004	9,008	74,984	+595
Nov12	120103	3.465	3.542	3.430	3.477	-0.002	3,501	28,714	+16
Dec12	120103	3.742	3.820	3.712	3.751	-0.006	1,485	25,168	+88
Jan13	120103	3.870	3.944	3.829	3.878	-0.005	4,340	42,928	+718
Feb13	120103	3.943	3.943	3.840	3.879	-0.003	666	7,576	+205
Mar13	120103	3.827	3.862	3.800	3.859	-0.006	810	19,964	+32
Apr13	120103	3.870	3.870	3.767	3.810	-0.005	893	26,704	-130
May13	120103	3.890	3.890	3.787	3.830	-0.006	64	3,808	-1
Total Volume and Open Interest							200,406	1,006,736	+9,123
Brent Crude Oil(ICE)
Feb12	120103	108.35	112.44	108.35	112.13	+4.75	108,319	152,581	+2,685
Mar12	120103	107.87	111.81	107.87	111.53	+4.66	64,762	171,557	-1,692
Apr12	120103	107.68	111.34	107.67	111.09	+4.50	24,220	44,291	-2,104
May12	120103	107.41	110.88	107.41	110.69	+4.38	9,329	29,084	-649
Jun12	120103	107.09	110.48	107.09	110.25	+4.28	17,254	74,795	+668
Jul12	120103	107.06	110.00	107.06	109.81	+4.18	3,605	23,591	+87
Aug12	120103	106.74	109.46	106.74	109.36	+4.05	2,291	29,140	+118
Sep12	120103	106.35	108.97	106.35	108.84	+3.92	2,121	37,847	+347
Oct12	120103	106.02	108.46	106.02	108.36	+3.79	2,128	17,911	+442
Nov12	120103	107.92	107.92	107.92	107.92	+3.67	1,456	16,563	+63
Dec12	120103	105.36	107.67	105.03	107.44	+3.55	9,700	98,312	+245
Jan13	120103	106.98	106.98	106.98	106.98	+3.48	564	12,002	-96
Feb13	120103	106.51	106.51	106.51	106.51	+3.40	334	7,306	+86
Mar13	120103	106.04	106.04	106.04	106.04	+3.34	86	3,947	+36
Total Volume and Open Interest							249,353	871,753	-45
Gas Oil(ICE)
Jan12	120103	931.25	965.75	931.25	953.50	+29.50	34,868	78,022	-7,136
Feb12	120103	925.50	959.00	925.50	946.75	+28.75	44,450	97,532	+903
Mar12	120103	919.25	952.00	919.25	939.75	+27.75	17,794	49,303	+332
Apr12	120103	913.50	945.75	913.50	933.75	+27.00	9,795	30,932	+310
May12	120103	912.75	939.50	912.75	928.75	+26.00	5,105	29,957	+231
Jun12	120103	909.75	937.75	909.75	925.25	+25.25	7,001	34,821	-720
Jul12	120103	913.75	934.75	913.75	923.75	+24.25	1,598	17,565	+317
Aug12	120103	910.00	933.75	910.00	922.50	+23.50	1,107	15,572	+195
Sep12	120103	909.75	933.50	909.75	921.75	+23.00	2,222	14,835	-132
Oct12	120103	912.75	931.75	909.75	920.50	+22.50	668	10,710	+127
Total Volume and Open Interest							128,186	458,326	-5,125
Ethanol(CBOT)
Jan12	120103	2.248	2.248	2.240	2.240	+0.037	149	125	-71
Feb12	120103	2.255	2.307	2.247	2.267	+0.044	192	1,135	-8
Mar12	120103	2.280	2.310	2.270	2.289	+0.041	118	1,540	+5
Apr12	120103	2.325	2.325	2.296	2.305	+0.038	21	762	+5
May12	120103	2.346	2.346	2.313	2.328	+0.040	12	1,036	+3
Jun12	120103	2.340	2.361	2.340	2.346	+0.040	38	734	+23
Jul12	120103	2.360	2.360	2.355	2.355	+0.035	50	1,080	-3
Aug12	120103	2.353	2.358	2.353	2.353	+0.036	50	880	+35
Total Volume and Open Interest							821	9,861	+115
WTI Crude Oil(ICE)
Feb12	120103	100.24	103.18	100.20	102.96	+4.13	26,413	61,698	+46
Mar12	120103	100.53	103.36	100.36	103.14	+4.14	8,388	34,193	-815
Apr12	120103	100.99	103.47	100.65	103.32	+4.11	4,047	22,760	-1,750
May12	120103	102.09	103.52	101.62	103.42	+4.01	2,449	24,876	+235
Jun12	120103	101.19	103.48	101.19	103.35	+3.87	4,199	49,017	-371
Jul12	120103	101.81	103.24	101.55	103.15	+3.77	1,043	9,246	-329
Aug12	120103	101.51	102.90	101.43	102.82	+3.67	564	7,973	-187
Sep12	120103	101.23	102.50	101.23	102.41	+3.54	512	12,928	-89
Oct12	120103	100.89	102.05	100.89	101.99	+3.41	311	5,560	+2
Nov12	120103	101.62	101.62	101.62	101.62	+3.29	183	4,471	-24
Dec12	120103	99.63	101.38	99.63	101.29	+3.18	2,937	58,678	-296
Jan13	120103	100.87	100.87	100.87	100.87	+3.08	5	3,184	+2
Feb13	120103	100.47	100.47	100.47	100.47	+2.99	0	1,012	+0
Mar13	120103	100.07	100.07	100.07	100.07	+2.91	0	1,617	+0
Apr13	120103	99.70	99.70	99.70	99.70	+2.84	0	393	+0
May13	120103	99.35	99.35	99.35	99.35	+2.78	0	574	+0
Total Volume and Open Interest							52,213	384,130	-3,703
US Dollar Index(ICE)
Mar12	120103	80.155	80.225	79.830	79.912	-0.610	15,454	68,493	+1,391
Jun12	120103	80.595	80.595	80.375	80.412	-0.610	0	507	+0
Sep12	120103	81.012	81.012	81.012	81.012	-0.610
Total Volume and Open Interest							15,454	69,000	+1,391
Australian Dollar(CME)
Mar12	120103	102.35	103.50	101.71	102.99	+1.28	55,558	108,956	-750
Jun12	120103	101.84	102.11	100.88	102.10	+1.22	0	24	+0
Sep12	120103	101.32	101.32	100.12	101.32	+1.20	0	110	+0
Total Volume and Open Interest							55,558	109,098	-750
British Pound(CME)
Mar12	120103	155.64	156.63	155.00	156.38	+1.38	56,278	206,581	+5,309
Jun12	120103	155.48	156.23	154.86	156.23	+1.37	90	46	+28
Sep12	120103	156.06	156.06	154.70	156.06	+1.36	0	3	+0
Total Volume and Open Interest							56,368	206,632	+5,337
Canadian Dollar(CME)
Mar12	120103	98.48	99.08	98.48	98.83	+0.62	34,608	114,107	+482
Jun12	120103	98.15	98.90	98.04	98.66	+0.62	59	2,653	+23
Sep12	120103	98.54	98.66	97.92	98.52	+0.60	1	1,488	+0
Dec12	120103	98.42	98.42	97.80	98.42	+0.62	0	345	+0
Total Volume and Open Interest							34,668	118,608	+505
Japanese Yen(CME)
Mar12	120103	130.46	130.70	130.10	130.56	+0.46	47,379	139,029	+3,823
Jun12	120103	130.80	130.88	130.39	130.84	+0.45	1	302	+1
Sep12	120103	131.15	131.15	130.71	131.15	+0.44	1	9	+1
Total Volume and Open Interest							47,381	139,341	+3,825
Swiss Franc(CME)
Mar12	120103	107.42	107.68	106.94	107.45	+0.75	11,321	38,047	-831
Jun12	120103	107.30	107.72	106.97	107.72	+0.75	0	8	+0
Sep12	120103	108.05	108.05	107.28	108.05	+0.77	0	4	+0
Total Volume and Open Interest							11,321	38,060	-831
EuroFX(CME)
Mar12	120103	130.47	130.85	130.20	130.63	+0.95	141,379	280,275	-4,163
Jun12	120103	130.70	130.90	129.86	130.78	+0.92	259	1,734	+45
Sep12	120103	130.98	130.98	130.07	130.98	+0.91	3	27	+1
Total Volume and Open Interest							141,641	282,054	-4,117
Mexican Peso(CME)
Jan12	120103	732.0	732.0	717.2	732.0	+14.8	0	95	+0
Feb12	120103	730.0	730.0	715.2	730.0	+14.8	0	4,000	+0
Total Volume and Open Interest							14,608	116,201	-1,129
Brazilian Real(CME)
Feb12	120103	538.50	542.15	538.50	542.15	+10.25	0	547	+0
Mar12	120103	539.00	539.00	539.00	539.00	+10.00	329	3,669	-20
Apr12	120103	536.10	536.10	536.10	536.10	+10.00
May12	120103	533.15	533.15	533.15	533.15	+10.00
Total Volume and Open Interest							329	28,455	-20
30-Year T-Bonds(CBOT)
Mar12	120103	143~300	143~310	143~010	143~030	-1~230	99,610	592,262	-1,236
Jun12	120103	141~270	143~120	141~210	141~210	-1~230	39	191	+16
Sep12	120103	140~070	141~300	140~070	140~070	-1~230
Total Volume and Open Interest							99,649	592,453	-1,220
10-Year T-Notes(CBOT)
Mar12	120103	130~195	131~040	130~155	130~175	-0~185	276,282	1,488,047	+73
Jun12	120103	130~085	130~240	130~060	130~060	-0~180	27	75	+19
Sep12	120103	129~110	129~290	129~110	129~110	-0~180
Total Volume and Open Interest							276,309	1,488,122	+92
5-Year T-Notes(CBOT)
Mar12	120103	123~019	123~023	123~004	123~007	-0~026	211,580	1,206,265	+14,366
Jun12	120103	122~090	122~105	122~090	122~090	-0~015
Sep12	120103	121~114	122~001	121~114	121~114	-0~015
Total Volume and Open Interest							217,380	1,239,472	+14,393
2 Year T-Notes(CBOT)
Mar12	120103	110~036	110~037	110~030	110~031	-0~004	76,944	680,322	-4,358
Jun12	120103	110~003	110~007	110~003	110~003	-0~004
Sep12	120103	109~069	109~073	109~069	109~069	-0~004
Total Volume and Open Interest							79,030	690,939	-5,536
Eurodollars(CME)
Mar12	120103	99.355	99.370	99.350	99.355	unch	89,690	954,940	+9,849
Jun12	120103	99.305	99.315	99.275	99.280	-0.015	85,615	980,435	-9,060
Sep12	120103	99.265	99.285	99.240	99.250	-0.015	75,028	747,878	-8,262
Dec12	120103	99.250	99.260	99.225	99.230	-0.015	74,854	727,783	+2,503
Mar13	120103	99.245	99.265	99.230	99.235	-0.015	72,237	764,588	-1,214
Jun13	120103	99.240	99.245	99.215	99.225	-0.010	58,115	578,758	+6,723
Sep13	120103	99.210	99.215	99.185	99.195	-0.015	56,741	481,694	-2,063
Dec13	120103	99.160	99.165	99.125	99.135	-0.020	52,767	454,555	-2,007
Mar14	120103	99.070	99.070	99.035	99.045	-0.025	34,863	379,491	+3,464
Jun14	120103	98.940	98.940	98.900	98.910	-0.025	24,831	316,163	+1,140
Sep14	120103	98.785	98.785	98.745	98.755	-0.025	21,414	204,108	+966
Dec14	120103	98.620	98.620	98.575	98.590	-0.025	22,787	184,035	-777
Mar15	120103	98.475	98.480	98.430	98.445	-0.030	12,327	152,507	-35
Jun15	120103	0.011	0.016	6.525	6.540	+6.519	9,105	110,403	-1,120
Sep15	120103	6.405	6.415	6.365	6.380	-0.040	8,903	70,900	+52
Dec15	120103	6.225	6.245	6.190	6.210	-0.045	7,482	59,762	+552
Mar16	120103	6.095	6.110	6.055	6.070	-0.060	5,290	51,423	-539
Jun16	120103	5.960	5.975	5.920	5.935	-0.070	4,742	37,632	+234
Total Volume and Open Interest							734,522	7,472,650	-458
30 Day Federal Funds(CBOT)
Jan12	120103	99.925	99.925	99.920	99.923	+0.003	1,646	69,273	+34
Feb12	120103	99.915	99.925	99.915	99.915	unch	2,811	55,493	+299
Mar12	120103	99.910	99.920	99.910	99.915	+0.005	1,087	34,657	-100
Apr12	120103	99.905	99.915	99.905	99.905	unch	1,444	36,803	-472
May12	120103	99.900	99.905	99.895	99.900	+0.005	1,049	43,386	-4
Jun12	120103	99.890	99.900	99.890	99.895	+0.005	895	29,605	+169
Total Volume and Open Interest							16,407	571,587	-1,728
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Mar12	120103	99.655	99.655	99.655	99.655	unch	0	40	+0
Jun12	120103	99.658	99.658	99.658	99.658	unch
Sep12	120103	99.652	99.652	99.652	99.652	unch
Dec12	120103	99.658	99.658	99.658	99.658	unch
Mar13	120103	99.650	99.650	99.650	99.650	unch
Jun13	120103	99.620	99.620	99.620	99.620	unch
Sep13	120103	99.620	99.620	99.620	99.620	unch
Dec13	120103	99.535	99.535	99.535	99.535	unch
Mar14	120103	99.395	99.395	99.395	99.395	unch
Jun14	120103	99.255	99.255	99.255	99.255	unch
Total Volume and Open Interest							0	40	+0
3-Mth Euro-Yen(SGX)
Mar12	120103	99.65	99.65	99.65	99.65	unch	0	2,349	+0
Jun12	120103	99.66	99.66	99.66	99.66	unch	0	1,440	+0
Sep12	120103	99.65	99.65	99.65	99.65	unch	0	711	+0
Dec12	120103	99.66	99.66	99.66	99.66	unch	0	115	+0
Mar13	120103	99.65	99.65	99.65	99.65	unch	0	131	+0
Jun13	120103	99.62	99.62	99.62	99.62	unch	0	208	+0
Sep13	120103	99.62	99.62	99.62	99.62	unch	0	325	+0
Dec13	120103	99.54	99.54	99.54	99.54	unch	0	3	+0
Total Volume and Open Interest							0	5,282	+0
Japanese Gov't Bonds(SGX)
Mar12	111230	142.30	142.54	142.30	142.51	+0.22	1,348	20,225	+118
Jun12	111230	140.40	140.40	140.40	140.40	+0.22	0	2	+0
Sep12	111230	138.31	138.31	138.31	138.31	+0.22	0	2	+0
Total Volume and Open Interest							1,348	20,233	+118
Euro-Bund(EUREX)
Mar12	120103	138.34	138.48	137.79	138.29	+0.10	114,998	856,321	+5,643
Jun12	120103	136.48	136.71	136.25	136.59	+0.11	23	186	+4
Sep12	120103	136.59	136.59	136.59	136.59	+0.10
Total Volume and Open Interest							115,021	856,507	+5,647
Euro-Bobl(EUREX)
Mar12	120103	124.86	124.91	124.59	124.83	+0.08	72,533	661,962	+11,011
Jun12	120103	123.23	123.23	123.23	123.23	+0.08
Sep12	120103	123.23	123.23	123.23	123.23	+0.08
Total Volume and Open Interest							72,533	661,962	+11,011
3-Mth Euribor(EUREX)
Mar12	120103	98.915	98.920	98.915	98.915	unch	0	1,260	+0
Jun12	120103	99.050	99.050	99.050	99.050	+0.015	0	1,425	+0
Sep12	120103	99.095	99.095	99.095	99.095	+0.020	0	944	+0
Total Volume and Open Interest							1	5,858	+0
Long Gilt(LIFFE)
Mar12	120103	116~18	116~26	116~08	116~15	-0~15	23,524	295,143	+57
Jun12	120103	116~13	116~13	116~13	116~13	-0~15
Total Volume and Open Interest							23,524	294,463	-623
3-Mth Short Sterling(LIFFE)
Mar12	120103	98.87	98.89	98.86	98.86	-0.03	27,756	285,816	-8,191
Jun12	120103	98.88	98.90	98.86	98.87	-0.04	26,278	214,720	-1,026
Sep12	120103	98.92	98.93	98.88	98.89	-0.05	29,100	258,307	-3,248
Dec12	120103	98.92	98.92	98.88	98.90	-0.04	29,327	214,728	+2,454
Mar13	120103	98.93	98.94	98.89	98.91	-0.04	18,574	222,346	-3,077
Jun13	120103	98.92	98.92	98.87	98.88	-0.05	14,117	194,872	+1,144
Total Volume and Open Interest							173,167	1,794,548	-9,589
3-Mth Euribor(LIFFE)
Mar12	120103	98.910	98.925	98.900	98.915	unch	36,615	485,116	+113
Jun12	120103	99.030	99.055	99.020	99.050	+0.015	33,757	405,745	-1,162
Sep12	120103	99.070	99.100	99.060	99.095	+0.020	35,825	415,658	+1,039
Total Volume and Open Interest							185,748	3,003,823	+9,139
3-Mth Aus T-Bills(SFE)
Mar12	120103	96.06	96.06	95.95	95.96	-0.12	8,142	225,452	+390
Jun12	120103	96.35	96.36	96.19	96.20	-0.19	5,437	162,187	-152
Sep12	120103	96.44	96.44	96.25	96.26	-0.19	2,580	114,221	-85
Dec12	120103	96.34	96.34	96.18	96.18	-0.16	1,116	68,709	-98
Mar13	120103	96.19	96.20	96.06	96.07	-0.15	1,222	50,418	+574
Jun13	120103	96.04	96.09	95.94	95.96	-0.10	724	46,020	+328
Sep13	120103	95.91	95.94	95.84	95.86	-0.09	272	26,226	+118
Dec13	120103	95.83	95.83	95.74	95.75	-0.08	392	17,164	+130
Mar14	120103	95.65	95.65	95.65	95.65	-0.10	40	1,356	-2
Jun14	120103	95.55	95.55	95.55	95.55	-0.09	0	86	-2
Total Volume and Open Interest							19,925	711,963	+1,201
10-Year Aus T-Bonds(SFE)
Mar12	120103	96.26	96.26	96.09	96.11	-0.17	11,032	332,001	+1,693
Jun12	120103	96.11	96.11	96.11	96.11	-0.17
Total Volume and Open Interest							11,032	332,001	+1,693
3-Year Aus T-Bonds(SFE)
Mar12	120103	96.87	96.88	96.75	96.77	-0.16	37,300	370,442	-2,327
Jun12	120103	96.77	96.77	96.77	96.77	-0.16
Total Volume and Open Interest							37,300	370,442	-2,327
Gold(CMX)
Feb12	120103	1571.0	1608.7	1566.8	1600.5	+33.7	132,782	240,297	+1,031
Apr12	120103	1573.1	1611.3	1572.3	1603.2	+33.8	5,122	41,658	+573
Jun12	120103	1576.9	1613.1	1576.9	1605.6	+34.0	1,620	28,911	+571
Aug12	120103	1600.8	1615.0	1600.8	1607.8	+34.0	535	13,739	+15
Oct12	120103	1599.7	1612.3	1599.7	1610.0	+34.1	289	10,377	-11
Dec12	120103	1581.3	1617.9	1581.3	1612.2	+34.1	661	25,041	+123
Feb13	120103	1605.0	1618.0	1604.5	1614.7	+34.2	79	3,023	+7
Apr13	120103	1617.4	1617.4	1617.4	1617.4	+34.2	14	1,371	-5
Jun13	120103	1620.5	1620.5	1620.5	1620.5	+34.2	450	10,379	+300
Aug13	120103	1623.7	1623.7	1623.7	1623.7	+34.2	0	45	+0
Oct13	120103	1627.2	1627.2	1627.2	1627.2	+34.3
Dec13	120103	1630.8	1630.8	1630.8	1630.8	+34.4	644	10,642	+500
Total Volume and Open Interest							143,463	422,079	+3,172
Silver(CMX)
Mar12	120103	2798.0	2973.0	2790.5	2957.2	+165.7	37,097	59,565	+566
May12	120103	2822.0	2976.0	2817.0	2962.2	+166.2	720	9,009	-120
Jul12	120103	2851.0	2971.0	2851.0	2965.9	+166.2	473	3,708	+151
Sep12	120103	2981.0	2981.0	2968.5	2968.9	+166.2	350	2,497	+7
Dec12	120103	2805.5	2976.0	2805.5	2972.4	+166.2	709	14,070	+195
Mar13	120103	2880.0	2971.7	2880.0	2971.7	+166.2	7	1,156	+0
May13	120103	2970.0	2970.0	2970.0	2970.0	+166.2	0	1,078	+0
Total Volume and Open Interest							39,637	105,982	+737
Platinum(NYMEX)
Jan12	120103	1408.1	1429.3	1407.0	1427.3	+27.6	3,711	835	-2,442
Apr12	120103	1408.3	1436.5	1405.6	1432.5	+27.6	10,676	40,402	+1,547
Jul12	120103	1419.0	1437.0	1414.0	1437.0	+27.6	63	765	+26
Oct12	120103	1429.1	1440.8	1428.1	1440.8	+27.4	2	111	+2
Total Volume and Open Interest							14,452	42,114	-867
Palladium(NYMEX)
Mar12	120103	2.64	15.89	650.10	8.14	+7.35	2,284	17,576	+193
Jun12	120103	13.44	13.44	7.64	9.69	+7.45	39	473	+36
Sep12	120103	11.14	11.14	11.14	11.14	+7.45	28	138	+0
Total Volume and Open Interest							2,351	18,188	+229
Copper(CMX)
Mar12	120103	345.40	353.90	345.40	352.85	+9.25	23,309	70,688	+1,350
May12	120103	347.60	355.00	347.60	354.00	+9.25	3,249	24,887	+965
Jul12	120103	348.40	355.45	348.40	354.75	+9.25	382	6,970	+198
Sep12	120103	349.40	355.75	349.40	355.30	+9.30	17	3,388	+3
Dec12	120103	350.15	355.65	350.15	355.60	+9.30	56	3,264	-32
Total Volume and Open Interest							27,631	119,911	+2,646
DJIA Index(CBOT)
Mar12	120103	12357	12415	12325	12338	+188	203	10,053	-14
Jun12	120103	12270	12270	12082	12270	+188	0	404	+0
Sep12	120103	12207	12207	12019	12207	+188
Dec12	120103	12130	12130	11942	12130	+188
Total Volume and Open Interest							203	10,457	-14
E-mini DJIA Index(CBOT)
Mar12	120103	12352	12415	12322	12338	+188	60,957	90,503	+4,107
Jun12	120103	12321	12341	12270	12270	+188	0	55	+0
Sep12	120103	12207	12207	12207	12207	+188	0	9	+0
Dec12	120103	12130	12130	12130	12130	+188
Total Volume and Open Interest							60,957	90,567	+4,107
S & P 500(CME)
Mar12	120103	1272.60	1279.80	1270.30	1272.10	+19.50	10,193	240,223	+2,149
Jun12	120103	1266.70	1271.20	1266.20	1266.70	+19.50	13	3,290	+0
Sep12	120103	1268.50	1269.00	1260.90	1261.40	+19.50	0	967	+0
Dec12	120103	1255.80	1260.30	1255.30	1255.80	+19.50	0	201	+0
Total Volume and Open Interest							10,206	244,681	+2,149
S & P 500 E-Mini(Globex)
Mar12	120103	1274.75	1280.00	1270.25	1272.00	+19.50	878,740	2,603,862	+4,943
Jun12	120103	1265.25	1274.50	1265.25	1266.75	+19.50	1,635	12,452	+1,339
Total Volume and Open Interest							880,376	2,616,446	+6,282
NASDAQ 100(CME)
Mar12	120103	2320.00	2329.00	2300.00	2316.00	+41.50	1,254	7,101	+147
Jun12	120103	2312.80	2326.00	2312.80	2312.80	+41.50
Sep12	120103	2310.30	2311.80	2310.30	2310.30	+41.50
Total Volume and Open Interest							1,254	7,101	+147
NASDAQ 100 E-Mini(Globex)
Mar12	120103	2312.50	2328.30	2308.00	2316.00	+41.50	100,733	253,950	-1,015
Jun12	120103	2325.50	2325.50	2312.00	2312.80	+41.50	8	33	-3
Total Volume and Open Interest							100,742	253,986	-1,017
S & P Midcap 400(CME)
Mar12	120103	886.00	898.00	885.00	885.00	+7.70	18	837	+18
Jun12	120103	883.00	884.00	883.00	883.00	+7.70
Sep12	120103	881.00	882.00	881.00	881.00	+7.70
Total Volume and Open Interest							18	837	+18
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar12	120103	8575	8600	8540	8570	+155	1,928	23,160	-96
Jun12	120103	8510	8510	8510	8510	+155	0	11	+0
Total Volume and Open Interest							1,928	23,171	-96
Nikkei 225(SGX)
Mar12	111230	8400	8460	8365	8460	+65	34,031	187,627	+1,402
Jun12	111230	8360	8380	8360	8380	+60	0	304	+0
Sep12	111230	8385	8385	8385	8385	+70	0	30	+0
Total Volume and Open Interest							34,439	198,689	+1,709
CAC 40(EURONEXT)
Jan12	120103	3232.0	3244.0	3196.0	3244.0	+21.5	29,522	245,015	+948
Feb12	120103	3227.0	3244.0	3201.5	3244.0	+21.5	33	860	+13
Mar12	120103	3235.0	3244.5	3201.0	3244.5	+20.5	557	20,796	+221
Total Volume and Open Interest							30,112	266,721	+1,182
Hang Seng Index(HKFE)
Jan12	120103	18847	18880	18730	18810	+354	39,040	81,848	+2,379
Feb12	120103	18824	18879	18737	18815	+361
Mar12	120103	18879	18879	18677	18750	+362	214	3,429	+27
Total Volume and Open Interest							48,991	108,901	-7,479
DAX(EUREX)
Mar12	120103	6105.0	6186.0	6078.0	6173.0	+99.5	35,988	148,433	-1,348
Jun12	120103	6101.0	6193.0	6101.0	6186.0	+98.5	150	5,742	+24
Sep12	120103	6120.5	6196.0	6120.5	6196.0	+97.5	42	442	+30
Total Volume and Open Interest							36,180	154,617	-1,294
FT-SE 100(EURONEXT)
Mar12	120103	5625.00	5662.50	5572.00	5652.50	+116.50	39,464	592,634	-1,575
Jun12	120103	5540.50	5607.00	5540.50	5607.00	+116.50	0	3,721	+0
Sep12	120103	5575.50	5575.50	5575.50	5575.50	+116.50
Total Volume and Open Interest							39,464	596,355	-1,575
SPI 200(SFE)
Mar12	120103	4080.0	4090.0	4068.0	4071.0	+52.0	13,174	189,319	-879
Jun12	120103	4082.0	4082.0	4078.0	4078.0	+54.0	44	1,927	+40
Sep12	120103	4039.0	4039.0	4039.0	4039.0	+54.0	4	1,076	+0
Total Volume and Open Interest							13,227	195,396	-844
GSCI(CME)
Jan12	120103	660.00	668.50	646.95	668.50	+21.50	128	8,693	-95
Feb12	120103	661.50	669.50	647.95	669.50	+21.50	0	100	+0
Mar12	120103	671.50	671.50	650.45	671.50	+21.00	2	0	+0
Total Volume and Open Interest							130	8,793	-95
Reuters CCI(ICE)