BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
01/08/13 CBT WHEAT U.S. 25,126 5.3 3,015 0.6 472,278
NON U.S. 10,860 2.3 8,214 1.7
---- --------- ---- --------- ----
12 35,986 7.6 11,229 2.4
01/08/13 KCBT WHEAT U.S. 4,640 2.9 0 0.0 162,698
NON U.S. 2,128 1.3 2,439 1.5
---- --------- ---- --------- ----
6 6,768 4.2 2,439 1.5
01/08/13 CBT CORN U.S. 43,895 3.8 15,944 1.4 1,148,434
NON U.S. 15,312 1.3 1,230 0.1
---- --------- ---- --------- ----
9 59,207 5.2 17,174 1.5
01/08/13 CBT SOYBEANS U.S. 6,078 1.1 23,558 4.4 539,444
NON U.S. 6,228 1.2 5,151 1.0
---- --------- ---- --------- ----
10 12,306 2.3 28,709 5.3
01/08/13 CBT SOYBEAN OIL U.S. 13,547 4.5 2,171 0.7 303,230
NON U.S. 4,896 1.6 540 0.2
---- --------- ---- --------- ----
5 18,443 6.1 2,711 0.9
01/08/13 NYME GULF COAST ULSD SWAP U.S. 911 4.8 1,658 8.6 19,168
NON U.S. 360 1.9 170 0.9
---- --------- ---- --------- ----
5 1,271 6.6 1,828 9.5
01/08/13 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 1,296 3.4 115 0.3 38,172
NON U.S. 517 1.4 0 0.0
---- --------- ---- --------- ----
5 1,813 4.7 115 0.3
01/08/13 IFED NATURAL GAS ICE HENRY HUB U.S. 98,246 2.0 509,536 10.6 4,804,738
NON U.S. 32,799 0.7 463,879 9.7
---- --------- ---- --------- ----
11 131,045 2.7 973,415 20.3
01/08/13 IFED NATURAL GAS PENULTIMATE ICE U.S. 153,177 16.9 54,974 6.1 905,515
NON U.S. 14,718 1.6 10,369 1.1
---- --------- ---- --------- ----
8 167,895 18.5 65,343 7.2
01/08/13 IFED SOCAL BORDER FIN BASIS U.S. 4,591 1.9 4,312 1.8 245,258
NON U.S. 1,849 0.8 760 0.3
---- --------- ---- --------- ----
5 6,440 2.6 5,072 2.1
01/08/13 IFED NWP ROCKIES FIN BASIS U.S. 560 0.3 8,547 3.9 218,168
NON U.S. 5,072 2.3 21,415 9.8
---- --------- ---- --------- ----
7 5,632 2.6 29,962 13.7
01/08/13 IFED AECO FIN BASIS U.S. 2,500 0.4 247 0.0 678,684
NON U.S. 45,757 6.7 252,270 37.2
---- --------- ---- --------- ----
8 48,257 7.1 252,517 37.2
01/08/13 IFED HSC FIN BASIS U.S. 0 0.0 11,698 5.6 209,708
NON U.S. 0 0.0 14,042 6.7
---- --------- ---- --------- ----
5 0 0.0 25,740 12.3
01/08/13 IFED PANHANDLE EASTERN PIPE LINE CO. - POOL GAS (BASIS SWAP)
U.S. 62 0.0 26,737 11.2 238,550
NON U.S. 519 0.2 12,666 5.3
---- --------- ---- --------- ----
6 581 0.2 39,403 16.5
01/08/13 NYME NATURAL GAS U.S. 32,548 2.8 17,493 1.5 1,175,043
NON U.S. 14,256 1.2 140 0.0
---- --------- ---- --------- ----
9 46,804 4.0 17,633 1.5
01/08/13 CBT SOYBEAN MEAL U.S. 7,179 3.1 5,048 2.2 231,380
NON U.S. 11,082 4.8 1,083 0.5
---- --------- ---- --------- ----
7 18,261 7.9 6,131 2.6
01/08/13 ICUS COTTON NO. 2 U.S. 11,149 6.5 0 0.0 170,768
NON U.S. 5,722 3.4 1,653 1.0
---- --------- ---- --------- ----
10 16,871 9.9 1,653 1.0
01/08/13 NYME HENRY HUB SWAP U.S. 74,618 3.2 245,142 10.6 2,311,690
NON U.S. 19,764 0.9 182,645 7.9
---- --------- ---- --------- ----
9 94,382 4.1 427,787 18.5
01/08/13 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 63,224 7.2 30,790 3.5 874,372
NON U.S. 50,619 5.8 5,528 0.6
---- --------- ---- --------- ----
9 113,843 13.0 36,318 4.2
01/08/13 CBT 2-YEAR U.S. TREASURY NOTES U.S. 8 41,443 4.3 24,688 2.6 962,831
NON U.S. 13 29,195 3.0 28,080 2.9
---- --------- ---- --------- ----
21 70,638 7.3 52,768 5.5
01/08/13 CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 22,270 1.3 29,503 1.7 1,715,600
NON U.S. 19 39,122 2.3 56,522 3.3
---- --------- ---- --------- ----
26 61,392 3.6 86,025 5.0
01/08/13 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 77,154 5.1 9,508 0.6 1,511,744
NON U.S. 10 97,028 6.4 60,193 4.0
---- --------- ---- --------- ----
15 174,182 11.5 69,701 4.6
01/08/13 CBT 30-DAY FEDERAL FUNDS U.S. 7 38,422 10.7 32,121 9.0 357,487
NON U.S. 12 26,693 7.5 29,076 8.1
---- --------- ---- --------- ----
19 65,115 18.2 61,197 17.1
01/08/13 CME LEAN HOGS U.S. 7,930 3.1 27 0.0 253,641
NON U.S. 4,530 1.8 146 0.1
---- --------- ---- --------- ----
6 12,460 4.9 173 0.1
01/08/13 CME LIVE CATTLE U.S. 9,476 2.8 367 0.1 341,587
NON U.S. 5,253 1.5 101 0.0
---- --------- ---- --------- ----
6 14,729 4.3 468 0.1
01/08/13 NYME CRUDE OIL, LIGHT SWEET U.S. 49,094 3.3 130,516 8.8 1,477,695
NON U.S. 28,347 1.9 170,421 11.5
---- --------- ---- --------- ----
19 77,441 5.2 300,937 20.4
01/08/13 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 11,721 7.0 33,086 19.8 166,769
NON U.S. 13,370 8.0 25,017 15.0
---- --------- ---- --------- ----
12 25,091 15.0 58,103 34.8
01/08/13 NYME DATED BRENT CALENDAR SWAP U.S. 1,365 29.6 652 14.1 4,619
NON U.S. 216 4.7 697 15.1
---- --------- ---- --------- ----
5 1,581 34.2 1,349 29.2
01/08/13 NYME WTI-BRENT CALENDAR SWAP U.S. 2,310 4.7 2,526 5.2 48,641
NON U.S. 1,410 2.9 4,032 8.3
---- --------- ---- --------- ----
6 3,720 7.6 6,558 13.5
01/08/13 NYME DATED TO FRONTLINE BRENT SWAP U.S. 480 6.9 1,260 18.1 6,964
NON U.S. 464 6.7 2,160 31.0
---- --------- ---- --------- ----
6 944 13.6 3,420 49.1
01/08/13 NYME BRENT (ICE) CALENDAR SWAP U.S. 2,175 4.9 4,578 10.3 44,246
NON U.S. 8,526 19.3 3,225 7.3
---- --------- ---- --------- ----
11 10,701 24.2 7,803 17.6
01/08/13 NYME BRENT CRUDE OIL LAST DAY U.S. 1,769 6.0 550 1.9 29,432
NON U.S. 150 0.5 254 0.9
---- --------- ---- --------- ----
5 1,919 6.5 804 2.7
01/08/13 ICUS COCOA U.S. 2,727 1.4 90 0.0 193,555
NON U.S. 2,037 1.1 11,075 5.7
---- --------- ---- --------- ----
6 4,764 2.5 11,165 5.8
01/08/13 NYME PALLADIUM U.S. 1 0.0 7,255 26.4 27,462
NON U.S. 1,004 3.7 3,196 11.6
---- --------- ---- --------- ----
15 1,005 3.7 10,451 38.1
01/08/13 NYME PLATINUM U.S. 178 0.3 18,181 29.2 62,313
NON U.S. 1,861 3.0 5,859 9.4
---- --------- ---- --------- ----
17 2,039 3.3 24,040 38.6
01/08/13 ICUS SUGAR NO. 11 U.S. 30,673 4.0 2,399 0.3 765,768
NON U.S. 14,173 1.9 11,778 1.5
---- --------- ---- --------- ----
11 44,846 5.9 14,177 1.9
01/08/13 ICUS COFFEE C U.S. 5,379 3.6 1 0.0 147,907
NON U.S. 2,825 1.9 1,502 1.0
---- --------- ---- --------- ----
13 8,204 5.5 1,503 1.0
01/08/13 CMX SILVER U.S. 1,667 1.2 33,903 24.6 137,542
NON U.S. 14,118 10.3 29,031 21.1
---- --------- ---- --------- ----
17 15,785 11.5 62,934 45.8
01/08/13 CMX COPPER-GRADE #1 U.S. 14,405 9.2 2,219 1.4 156,245
NON U.S. 1,379 0.9 1,315 0.8
---- --------- ---- --------- ----
10 15,784 10.1 3,534 2.3
01/08/13 CMX GOLD U.S. 4 35,210 8.0 117,414 26.6 441,304
NON U.S. 19 32,191 7.3 78,038 17.7
---- --------- ---- --------- ----
23 67,401 15.3 195,452 44.3
01/08/13 CME RUSSIAN RUBLE U.S. 7,539 10.0 4,087 5.4 75,549
NON U.S. 37,520 49.7 39,938 52.9
---- --------- ---- --------- ----
10 45,059 59.6 44,025 58.3
01/08/13 CME CANADIAN DOLLAR U.S. 3,857 2.8 1,056 0.8 137,314
NON U.S. 716 0.5 3,507 2.6
---- --------- ---- --------- ----
6 4,573 3.3 4,563 3.3
01/08/13 CME SWISS FRANC U.S. 0 0.0 3,694 7.9 46,716
NON U.S. 0 0.0 9,090 19.5
---- --------- ---- --------- ----
5 0 0.0 12,784 27.4
01/08/13 CME MEXICAN PESO U.S. 100 0.1 13,495 7.3 185,211
NON U.S. 13,628 7.4 644 0.3
---- --------- ---- --------- ----
7 13,728 7.4 14,139 7.6
01/08/13 CME BRITISH POUND STERLING U.S. 4 3,865 2.3 34,728 21.0 165,584
NON U.S. 4 0 0.0 3,407 2.1
---- --------- ---- --------- ----
8 3,865 2.3 38,135 23.0
01/08/13 CME JAPANESE YEN U.S. 14,944 7.7 3,186 1.6 193,295
NON U.S. 10,790 5.6 3,111 1.6
---- --------- ---- --------- ----
9 25,734 13.3 6,297 3.3
01/08/13 CME EURO FX U.S. 3,870 2.0 1,277 0.7 194,251
NON U.S. 6,933 3.6 2,709 1.4
---- --------- ---- --------- ----
17 10,803 5.6 3,986 2.1
01/08/13 CME BRAZILIAN REAL U.S. 12,333 32.1 38 0.1 38,461
NON U.S. 125 0.3 32,552 84.6
---- --------- ---- --------- ----
6 12,458 32.4 32,590 84.7
01/08/13 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 7,878 2.6 3,487 1.2 298,760
NON U.S. 2,711 0.9 845 0.3
---- --------- ---- --------- ----
8 10,589 3.5 4,332 1.4
01/08/13 NYME RBOB CALENDAR SWAP U.S. 138 1.7 413 5.1 8,141
NON U.S. 192 2.4 40 0.5
---- --------- ---- --------- ----
5 330 4.1 453 5.6
01/08/13 E VIX FUTURES U.S. 4,566 1.1 3,033 0.7 410,526
NON U.S. 3,092 0.8 1,767 0.4
---- --------- ---- --------- ----
6 7,658 1.9 4,800 1.2
01/08/13 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2,983 3.2 0 0.0 93,364
NON U.S. 1,223 1.3 1,943 2.1
---- --------- ---- --------- ----
8 4,206 4.5 1,943 2.1
01/08/13 CME 3-MONTH EURODOLLARS U.S. 10 717,564 8.9 691,168 8.6 8,061,794
NON U.S. 28 290,834 3.6 717,289 8.9
---- --------- ---- --------- ----
38 1,008,398 12.5 1,408,457 17.5
01/08/13 CME E-MINI S&P 500 STOCK INDEX U.S. 6 41,487 1.5 2,452 0.1 2,799,680
NON U.S. 22 45,266 1.6 23,625 0.8
---- --------- ---- --------- ----
28 86,753 3.1 26,077 0.9
01/08/13 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 1,151 0.4 0 0.0 300,637
NON U.S. 3,084 1.0 5,207 1.7
---- --------- ---- --------- ----
11 4,235 1.4 5,207 1.7
01/08/13 CME AUSTRALIAN DOLLAR U.S. 6,366 3.5 4,280 2.3 184,083
NON U.S. 2,152 1.2 14,406 7.8
---- --------- ---- --------- ----
7 8,518 4.6 18,686 10.2
01/08/13 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 5 1,385 0.4 3,465 1.0 351,712
NON U.S. 4 2,279 0.6 349 0.1
---- --------- ---- --------- ----
9 3,664 1.0 3,814 1.1
01/08/13 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 490 0.8 0 0.0 61,397
NON U.S. 1,355 2.2 1,444 2.4
---- --------- ---- --------- ----
6 1,845 3.0 1,444 2.4
01/08/13 NYL MSCI EMERGING MKTS MINI INDEX U.S. 611 0.4 0 0.0 155,860
NON U.S. 6,053 3.9 3,627 2.3
---- --------- ---- --------- ----
15 6,664 4.3 3,627 2.3
01/08/13 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 1,451 2.6 380 0.7 55,590
NON U.S. 4,331 7.8 1,922 3.5
---- --------- ---- --------- ----
7 5,782 10.4 2,302 4.1
01/08/13 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 90 1.1 90 1.1 7,980
NON U.S. 1,546 19.4 0 0.0
---- --------- ---- --------- ----
5 1,636 20.5 90 1.1
01/08/13 NYME GASOIL CRACK SPR SWAP U.S. 468 3.0 0 0.0 15,409
NON U.S. 364 2.4 120 0.8
---- --------- ---- --------- ----
5 832 5.4 120 0.8