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There are many many brokers. I will mention a few whom i am aware of, or who have contacted me.

Mainstreet Trading good for traders just starting out.

Newhall Discount While discount, they can still help you make sure your decimals are correct.

The Hume Group offers a business like approach to trades.

CME - courses
CME Basics

CBOT Tutorial you have to enter your name and email, very interesting. Also check out the rest or their knowledge center.

Reuters Book Publishing

The Hume Group superinvestor files are good reading. know your investment, risk, ...