BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
12/02/08 CBT WHEAT U.S. 1 3,148 1.2 3,221 1.3 254,483
NON U.S. 13 44,328 17.4 5,509 2.2
---- --------- ---- --------- ----
14 47,476 18.7 8,730 3.4
12/02/08 KCBT WHEAT U.S. 1 181 0.2 1,709 2.2 78,001
NON U.S. 8 5,328 6.8 945 1.2
---- --------- ---- --------- ----
9 5,509 7.1 2,654 3.4
12/02/08 CBT CORN U.S. 3 7,707 0.9 645 0.1 848,682
NON U.S. 14 67,751 8.0 10,099 1.2
---- --------- ---- --------- ----
17 75,458 8.9 10,744 1.3
12/02/08 CBT SOYBEANS U.S. 1 2,068 0.7 724 0.2 316,328
NON U.S. 15 29,431 9.3 6,658 2.1
---- --------- ---- --------- ----
16 31,499 10.0 7,382 2.3
12/02/08 CBT SOYBEAN OIL U.S. 1 977 0.4 172 0.1 235,500
NON U.S. 5 14,000 5.9 4,869 2.1
---- --------- ---- --------- ----
6 14,977 6.4 5,041 2.1
12/02/08 CBT U.S. TREASURY BONDS U.S. 1 5,686 0.8 5,336 0.7 737,714
NON U.S. 12 9,341 1.3 53,202 7.2
---- --------- ---- --------- ----
13 15,027 2.0 58,538 7.9
12/02/08 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 75 0.3 7,676 27.6 27,830
NON U.S. 3 830 3.0 7,405 26.6
---- --------- ---- --------- ----
5 905 3.3 15,081 54.2
12/02/08 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,209 15.8 48 0.6 7,655
NON U.S. 3 524 6.8 128 1.7
---- --------- ---- --------- ----
5 1,733 22.6 176 2.3
12/02/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 5,707 2.6 594 0.3 218,117
NON U.S. 5 18,385 8.4 8,669 4.0
---- --------- ---- --------- ----
8 24,092 11.0 9,263 4.2
12/02/08 NYME SING GASOIL SWAP U.S. 2 240 2.1 90 0.8 11,606
NON U.S. 4 2,512 21.6 425 3.7
---- --------- ---- --------- ----
6 2,752 23.7 515 4.4
12/02/08 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 210 2.1 150 1.5 9,781
NON U.S. 5 420 4.3 3,120 31.9
---- --------- ---- --------- ----
6 630 6.4 3,270 33.4
12/02/08 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 1 265 1.6 0 0.0 17,094
NON U.S. 4 477 2.8 1,180 6.9
---- --------- ---- --------- ----
5 742 4.3 1,180 6.9
12/02/08 NYME NATURAL GAS U.S. 3 37,603 5.3 31,528 4.4 714,276
NON U.S. 9 48,160 6.7 29,279 4.1
---- --------- ---- --------- ----
12 85,763 12.0 60,807 8.5
12/02/08 NYME TCO BASIS SWAP U.S. 2 9,753 11.1 1,166 1.3 87,565
NON U.S. 3 12,126 13.8 10,624 12.1
---- --------- ---- --------- ----
5 21,879 25.0 11,790 13.5
12/02/08 NYME PG&E CITYGATE BASIS SWAP U.S. 2 689 0.9 944 1.3 74,092
NON U.S. 3 1,186 1.6 10,947 14.8
---- --------- ---- --------- ----
5 1,875 2.5 11,891 16.0
12/02/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,448 16.2 304 0.4 83,141
NON U.S. 5 7,712 9.3 6,967 8.4
---- --------- ---- --------- ----
7 21,160 25.5 7,271 8.7
12/02/08 NYME ANR OK BASIS SWAP U.S. 3 0 0.0 12,614 44.3 28,493
NON U.S. 2 180 0.6 1,576 5.5
---- --------- ---- --------- ----
5 180 0.6 14,190 49.8
12/02/08 NYME SUMAS BASIS SWAP U.S. 2 124 0.6 577 2.6 22,316
NON U.S. 3 8,213 36.8 796 3.6
---- --------- ---- --------- ----
5 8,337 37.4 1,373 6.2
12/02/08 NYME NGPL MID-CON BASIS SWAP U.S. 2 214 0.2 4,497 4.5 98,960
NON U.S. 4 15,014 15.2 4,817 4.9
---- --------- ---- --------- ----
6 15,228 15.4 9,314 9.4
12/02/08 NYME WAHA BASIS SWAP U.S. 3 652 0.8 8,272 9.7 85,567
NON U.S. 3 1,320 1.5 9,603 11.2
---- --------- ---- --------- ----
6 1,972 2.3 17,875 20.9
12/02/08 NYME CIG BASIS SWAP U.S. 3 131 0.4 974 2.7 36,095
NON U.S. 3 0 0.0 18,075 50.1
---- --------- ---- --------- ----
6 131 0.4 19,049 52.8
12/02/08 NYME CENTERPOINT BASIS SWAP U.S. 3 61 0.1 3,122 6.4 48,784
NON U.S. 4 889 1.8 6,113 12.5
---- --------- ---- --------- ----
7 950 1.9 9,235 18.9
12/02/08 CME 1-MONTH LIBOR RATE U.S. 2 4,767 21.7 4,321 19.7 21,930
NON U.S. 7 4,384 20.0 6,745 30.8
---- --------- ---- --------- ----
9 9,151 41.7 11,066 50.5
12/02/08 ICUS COTTON NO. 2 U.S. 1 4,849 3.8 0 0.0 126,805
NON U.S. 12 18,181 14.3 3,072 2.4
---- --------- ---- --------- ----
13 23,030 18.2 3,072 2.4
12/02/08 NYME ALBERTA BASIS SWAP U.S. 3 1,197 1.0 1,518 1.3 117,074
NON U.S. 6 10,605 9.1 28,947 24.7
---- --------- ---- --------- ----
9 11,802 10.1 30,465 26.0
12/02/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 2,692 1.2 2,718 1.3 216,890
NON U.S. 4 11,878 5.5 22,740 10.5
---- --------- ---- --------- ----
7 14,570 6.7 25,458 11.7
12/02/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 4 4,196 2.3 18,761 10.3 182,238
NON U.S. 5 27,945 15.3 20,954 11.5
---- --------- ---- --------- ----
9 32,141 17.6 39,715 21.8
12/02/08 NYME PANHANDLE BASIS SWAP U.S. 4 9,852 3.9 16,192 6.5 250,020
NON U.S. 4 19,683 7.9 30,305 12.1
---- --------- ---- --------- ----
8 29,535 11.8 46,497 18.6
12/02/08 NYME SAN JUAN BASIS SWAP U.S. 3 4,974 11.1 96 0.2 44,643
NON U.S. 4 3,088 6.9 6,864 15.4
---- --------- ---- --------- ----
7 8,062 18.1 6,960 15.6
12/02/08 NYME SOCAL BASIS SWAP U.S. 3 15,885 7.5 10,355 4.9 212,997
NON U.S. 6 33,429 15.7 25,304 11.9
---- --------- ---- --------- ----
9 49,314 23.2 35,659 16.7
12/02/08 NYME HENRY HUB GAS SWAP U.S. 5 157,354 4.5 297,567 8.6 3,458,776
NON U.S. 8 186,966 5.4 358,525 10.4
---- --------- ---- --------- ----
13 344,320 10.0 656,092 19.0
12/02/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 98,500 8.3 18,465 1.6 1,187,629
NON U.S. 8 95,554 8.0 41,497 3.5
---- --------- ---- --------- ----
11 194,054 16.3 59,962 5.0
12/02/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 5,458 1.1 29,128 5.9 496,148
NON U.S. 26 42,554 8.6 43,698 8.8
---- --------- ---- --------- ----
31 48,012 9.7 72,826 14.7
12/02/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 8,257 0.7 13,189 1.2 1,120,868
NON U.S. 26 56,593 5.0 47,278 4.2
---- --------- ---- --------- ----
29 64,850 5.8 60,467 5.4
12/02/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 18,883 1.7 20,079 1.9 1,080,985
NON U.S. 23 94,738 8.8 19,912 1.8
---- --------- ---- --------- ----
27 113,621 10.5 39,991 3.7
12/02/08 CBT 30-DAY FEDERAL FUNDS U.S. 4 34,579 9.0 40,660 10.5 385,777
NON U.S. 14 22,031 5.7 110,554 28.7
---- --------- ---- --------- ----
18 56,610 14.7 151,214 39.2
12/02/08 CME LEAN HOGS U.S. 1 1,414 0.8 617 0.4 168,449
NON U.S. 9 16,412 9.7 2,341 1.4
---- --------- ---- --------- ----
10 17,826 10.6 2,958 1.8
12/02/08 CME LIVE CATTLE U.S. 2 2,202 1.0 883 0.4 213,323
NON U.S. 11 23,683 11.1 545 0.3
---- --------- ---- --------- ----
13 25,885 12.1 1,428 0.7
12/02/08 CME FEEDER CATTLE U.S. 2 321 1.6 90 0.4 20,290
NON U.S. 4 893 4.4 84 0.4
---- --------- ---- --------- ----
6 1,214 6.0 174 0.9
12/02/08 NYME PJM ELECTRICITY MONTHLY U.S. 2 3,400 11.3 2,755 9.1 30,192
NON U.S. 4 2,489 8.2 3,191 10.6
---- --------- ---- --------- ----
6 5,889 19.5 5,946 19.7
12/02/08 NYME PJM CAL MONTH OFF PK LMP SWAP U.S. 2 3,992 11.9 2,626 7.8 33,570
NON U.S. 3 2,082 6.2 2,862 8.5
---- --------- ---- --------- ----
5 6,074 18.1 5,488 16.3
12/02/08 NYME MT BELVIEU PROPANE SWAP U.S. 4 130 0.9 1,065 7.3 14,644
NON U.S. 1 714 4.9 2,629 18.0
---- --------- ---- --------- ----
5 844 5.8 3,694 25.2
12/02/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 39,514 3.4 58,035 5.1 1,147,475
NON U.S. 23 114,502 10.0 109,924 9.6
---- --------- ---- --------- ----
27 154,016 13.4 167,959 14.6
12/02/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 15,521 8.9 8,759 5.0 174,166
NON U.S. 8 17,410 10.0 30,183 17.3
---- --------- ---- --------- ----
11 32,931 18.9 38,942 22.4
12/02/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 4,975 10.6 4,140 8.8 46,855
NON U.S. 4 1,415 3.0 3,915 8.4
---- --------- ---- --------- ----
6 6,390 13.6 8,055 17.2
12/02/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 23,547 13.9 19,037 11.2 169,646
NON U.S. 6 29,367 17.3 21,082 12.4
---- --------- ---- --------- ----
10 52,914 31.2 40,119 23.6
12/02/08 NYME WTI-BRENT CALENDAR SWAP U.S. 2 4,020 5.3 3,366 4.4 76,481
NON U.S. 5 2,539 3.3 9,920 13.0
---- --------- ---- --------- ----
7 6,559 8.6 13,286 17.4
12/02/08 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 12,962 20.9 11,860 19.2 61,932
NON U.S. 5 1,262 2.0 9,367 15.1
---- --------- ---- --------- ----
7 14,224 23.0 21,227 34.3
12/02/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 3 10,871 11.6 12,248 13.1 93,419
NON U.S. 4 13,010 13.9 4,911 5.3
---- --------- ---- --------- ----
7 23,881 25.6 17,159 18.4
12/02/08 NYME BRENT-DUBAI SWAP U.S. 2 2,520 12.7 1,395 7.1 19,772
NON U.S. 4 2,295 11.6 1,705 8.6
---- --------- ---- --------- ----
6 4,815 24.4 3,100 15.7
12/02/08 ICUS COCOA U.S. 1 1,240 1.1 0 0.0 109,872
NON U.S. 10 6,774 6.2 3,529 3.2
---- --------- ---- --------- ----
11 8,014 7.3 3,529 3.2
12/02/08 NYME PALLADIUM U.S. 3 106 0.8 1,852 14.2 13,056
NON U.S. 11 478 3.7 1,382 10.6
---- --------- ---- --------- ----
14 584 4.5 3,234 24.8
12/02/08 NYME PLATINUM U.S. 2 0 0.0 408 2.4 17,325
NON U.S. 11 1,656 9.6 1,389 8.0
---- --------- ---- --------- ----
13 1,656 9.6 1,797 10.4
12/02/08 ICUS SUGAR NO. 11 U.S. 2 22,607 3.5 7,046 1.1 641,098
NON U.S. 11 64,157 10.0 42,459 6.6
---- --------- ---- --------- ----
13 86,764 13.5 49,505 7.7
12/02/08 ICUS COFFEE C U.S. 1 562 0.5 0 0.0 109,380
NON U.S. 16 12,618 11.5 7,161 6.5
---- --------- ---- --------- ----
17 13,180 12.0 7,161 6.5
12/02/08 CMX SILVER U.S. 2 102 0.1 24,657 29.9 82,434
NON U.S. 11 9,568 11.6 1,343 1.6
---- --------- ---- --------- ----
13 9,670 11.7 26,000 31.5
12/02/08 CMX COPPER-GRADE #1 U.S. 2 1,432 2.0 0 0.0 70,029
NON U.S. 13 7,555 10.8 2,491 3.6
---- --------- ---- --------- ----
15 8,987 12.8 2,491 3.6
12/02/08 CMX GOLD U.S. 3 2,647 1.0 66,465 25.1 264,796
NON U.S. 20 27,931 10.5 13,891 5.2
---- --------- ---- --------- ----
23 30,578 11.5 80,356 30.3
12/02/08 CME RUSSIAN RUBLE NON U.S. 6 15,333 69.7 17,543 79.8 21,985
12/02/08 CME CANADIAN DOLLAR U.S. 3 1,028 1.2 7,301 8.2 88,581
NON U.S. 5 7,144 8.1 17,861 20.2
---- --------- ---- --------- ----
8 8,172 9.2 25,162 28.4
12/02/08 CME SWISS FRANC U.S. 3 1,603 3.8 1,923 4.6 42,123
NON U.S. 5 10,842 25.7 41 0.1
---- --------- ---- --------- ----
8 12,445 29.5 1,964 4.7
12/02/08 CME MEXICAN PESO U.S. 3 1,890 4.6 236 0.6 41,175
NON U.S. 5 14,637 35.5 6,339 15.4
---- --------- ---- --------- ----
8 16,527 40.1 6,575 16.0
12/02/08 CME BRITISH POUND STERLING U.S. 2 3,529 3.0 2,134 1.8 115,876
NON U.S. 3 25,180 21.7 31,203 26.9
---- --------- ---- --------- ----
5 28,709 24.8 33,337 28.8
12/02/08 CME JAPANESE YEN U.S. 3 3,031 2.2 8,781 6.3 138,994
NON U.S. 9 6,294 4.5 27,719 19.9
---- --------- ---- --------- ----
12 9,325 6.7 36,500 26.3
12/02/08 CME EURO FX U.S. 5 10,746 6.2 19,626 11.3 173,018
NON U.S. 16 31,807 18.4 25,900 15.0
---- --------- ---- --------- ----
21 42,553 24.6 45,526 26.3
12/02/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 1,574 0.9 1,437 0.8 175,674
NON U.S. 8 8,836 5.0 2,210 1.3
---- --------- ---- --------- ----
12 10,410 5.9 3,647 2.1
12/02/08 CME NEW ZEALAND DOLLAR U.S. 2 0 0.0 4,754 25.0 19,050
NON U.S. 5 9,690 50.9 416 2.2
---- --------- ---- --------- ----
7 9,690 50.9 5,170 27.1
12/02/08 ICUS NORWEGIAN KRONE U.S. 2 103 4.9 261 12.5 2,082
NON U.S. 3 500 24.0 1,044 50.1
---- --------- ---- --------- ----
5 603 29.0 1,305 62.7
12/02/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 1,377 4.2 200 0.6 32,701
NON U.S. 4 732 2.2 6,239 19.1
---- --------- ---- --------- ----
6 2,109 6.4 6,439 19.7
12/02/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 2,723 2.7 575 0.6 102,283
NON U.S. 9 11,081 10.8 1,575 1.5
---- --------- ---- --------- ----
13 13,804 13.5 2,150 2.1
12/02/08 CME 3-MONTH EURODOLLARS U.S. 11 579,746 7.0 1,564,461 19.0 8,250,805
NON U.S. 52 1,256,414 15.2 1,625,296 19.7
---- --------- ---- --------- ----
63 1,836,160 22.3 3,189,757 38.7
12/02/08 CME S&P 500 STOCK INDEX U.S. 5 5,163 0.8 9,618 1.5 650,595
NON U.S. 15 7,440 1.1 57,764 8.9
---- --------- ---- --------- ----
20 12,603 1.9 67,382 10.4
12/02/08 CME E-MINI S&P 500 STOCK INDEX U.S. 7 21,372 0.7 91,916 2.8 3,227,862
NON U.S. 36 104,495 3.2 176,651 5.5
---- --------- ---- --------- ----
43 125,867 3.9 268,567 8.3
12/02/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 5 4,345 1.3 18,070 5.2 347,268
NON U.S. 19 10,778 3.1 7,161 2.1
---- --------- ---- --------- ----
24 15,123 4.4 25,231 7.3
12/02/08 CME AUSTRALIAN DOLLAR U.S. 3 1,050 1.5 1,736 2.4 71,412
NON U.S. 4 11,218 15.7 24,203 33.9
---- --------- ---- --------- ----
7 12,268 17.2 25,939 36.3
12/02/08 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 5 9,825 1.9 6,497 1.3 509,505
NON U.S. 9 7,800 1.5 10,367 2.0
---- --------- ---- --------- ----
14 17,625 3.5 16,864 3.3
12/02/08 CME NIKKEI STOCK AVERAGE U.S. 3 0 0.0 15,437 24.7 62,546
NON U.S. 15 5,726 9.2 3,403 5.4
---- --------- ---- --------- ----
18 5,726 9.2 18,840 30.1
12/02/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 3,542 3.2 2,398 2.2 111,314
NON U.S. 13 1,736 1.6 31,754 28.5
---- --------- ---- --------- ----
16 5,278 4.7 34,152 30.7
12/02/08 CBT INTEREST RATE SWAPS 5YR U.S. 2 856 1.3 19,380 28.4 68,274
NON U.S. 3 1,501 2.2 0 0.0
---- --------- ---- --------- ----
5 2,357 3.5 19,380 28.4
12/02/08 NYME SING JET KERO SWAP U.S. 1 150 2.4 0 0.0 6,327
NON U.S. 4 751 11.9 926 14.6
---- --------- ---- --------- ----
5 901 14.2 926 14.6
12/02/08 ICUS EURO FX/JAPANESE YEN - SMALL U.S. 2 2,600 43.0 874 14.5 6,045
NON U.S. 3 1,826 30.2 887 14.7
---- --------- ---- --------- ----
5 4,426 73.2 1,761 29.1
12/02/08 CME 3-MO. EUROYEN TIBOR U.S. 1 3,000 28.0 50 0.5 10,726
NON U.S. 9 4,898 45.7 400 3.7
---- --------- ---- --------- ----
10 7,898 73.6 450 4.2
12/02/08 ICUS EURO FX/NORWEGIAN KRONE XRATE U.S. 2 1,125 33.2 0 0.0 3,392
NON U.S. 3 638 18.8 1,897 55.9
---- --------- ---- --------- ----
5 1,763 52.0 1,897 55.9
12/02/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 400 6.3 440 6.9 6,365
NON U.S. 5 1,675 26.3 825 13.0
---- --------- ---- --------- ----
7 2,075 32.6 1,265 19.9
12/02/08 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 614 3.2 2,505 13.1 19,088
NON U.S. 3 686 3.6 5,298 27.8
---- --------- ---- --------- ----
5 1,300 6.8 7,803 40.9
12/02/08 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 586 4.0 465 3.1 14,782
NON U.S. 2 430 2.9 159 1.1
---- --------- ---- --------- ----
5 1,016 6.9 624 4.2
12/02/08 NYME GASOIL CRACK SPR SWAP U.S. 2 3,326 8.6 120 0.3 38,600
NON U.S. 4 4,653 12.1 1,157 3.0
---- --------- ---- --------- ----
6 7,979 20.7 1,277 3.3