BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
11/04/08 CBT WHEAT U.S. 2 3,551 1.3 2,502 0.9 282,821
NON U.S. 15 43,334 15.3 10,573 3.7
---- --------- ---- --------- ----
17 46,885 16.6 13,075 4.6
11/04/08 KCBT WHEAT U.S. 1 246 0.3 1,721 1.9 88,840
NON U.S. 6 4,631 5.2 932 1.0
---- --------- ---- --------- ----
7 4,877 5.5 2,653 3.0
11/04/08 CBT CORN U.S. 3 7,723 0.8 978 0.1 999,065
NON U.S. 14 76,272 7.6 14,396 1.4
---- --------- ---- --------- ----
17 83,995 8.4 15,374 1.5
11/04/08 CBT SOYBEANS U.S. 1 2,779 0.9 152 0.0 308,399
NON U.S. 13 29,717 9.6 4,744 1.5
---- --------- ---- --------- ----
14 32,496 10.5 4,896 1.6
11/04/08 CBT SOYBEAN OIL U.S. 1 1,022 0.4 0 0.0 254,054
NON U.S. 5 14,462 5.7 4,191 1.6
---- --------- ---- --------- ----
6 15,484 6.1 4,191 1.6
11/04/08 CBT U.S. TREASURY BONDS U.S. 2 12,243 1.7 5,153 0.7 724,605
NON U.S. 15 32,232 4.4 45,157 6.2
---- --------- ---- --------- ----
17 44,475 6.1 50,310 6.9
11/04/08 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 75 0.4 7,037 35.1 20,076
NON U.S. 3 1,142 5.7 1,880 9.4
---- --------- ---- --------- ----
5 1,217 6.1 8,917 44.4
11/04/08 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 969 16.1 103 1.7 6,020
NON U.S. 3 653 10.8 94 1.6
---- --------- ---- --------- ----
5 1,622 26.9 197 3.3
11/04/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 6,053 2.8 654 0.3 218,867
NON U.S. 5 16,702 7.6 9,020 4.1
---- --------- ---- --------- ----
8 22,755 10.4 9,674 4.4
11/04/08 NYME SING GASOIL SWAP U.S. 1 225 1.8 200 1.6 12,530
NON U.S. 4 2,800 22.3 500 4.0
---- --------- ---- --------- ----
5 3,025 24.1 700 5.6
11/04/08 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 360 5.3 150 2.2 6,840
NON U.S. 5 465 6.8 1,490 21.8
---- --------- ---- --------- ----
6 825 12.1 1,640 24.0
11/04/08 NYME NATURAL GAS U.S. 4 40,718 5.3 35,078 4.6 763,236
NON U.S. 8 53,109 7.0 28,996 3.8
---- --------- ---- --------- ----
12 93,827 12.3 64,074 8.4
11/04/08 NYME TCO BASIS SWAP U.S. 2 9,815 11.7 1,247 1.5 84,136
NON U.S. 3 12,560 14.9 10,080 12.0
---- --------- ---- --------- ----
5 22,375 26.6 11,327 13.5
11/04/08 NYME PG&E CITYGATE BASIS SWAP U.S. 3 782 1.1 1,105 1.5 73,830
NON U.S. 3 1,341 1.8 11,889 16.1
---- --------- ---- --------- ----
6 2,123 2.9 12,994 17.6
11/04/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,448 15.7 459 0.5 85,777
NON U.S. 5 7,656 8.9 6,580 7.7
---- --------- ---- --------- ----
7 21,104 24.6 7,039 8.2
11/04/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 8,323 30.9 26,930
NON U.S. 3 180 0.7 2,258 8.4
---- --------- ---- --------- ----
5 180 0.7 10,581 39.3
11/04/08 NYME SUMAS BASIS SWAP U.S. 2 124 0.6 577 2.6 22,408
NON U.S. 3 8,077 36.0 889 4.0
---- --------- ---- --------- ----
5 8,201 36.6 1,466 6.5
11/04/08 NYME NGPL MID-CON BASIS SWAP U.S. 3 214 0.2 4,776 4.8 100,529
NON U.S. 4 18,312 18.2 3,174 3.2
---- --------- ---- --------- ----
7 18,526 18.4 7,950 7.9
11/04/08 NYME WAHA BASIS SWAP U.S. 4 550 0.6 10,510 12.1 86,684
NON U.S. 3 2,373 2.7 7,415 8.6
---- --------- ---- --------- ----
7 2,923 3.4 17,925 20.7
11/04/08 NYME CIG BASIS SWAP U.S. 3 131 0.3 1,097 2.8 38,551
NON U.S. 3 0 0.0 18,971 49.2
---- --------- ---- --------- ----
6 131 0.3 20,068 52.1
11/04/08 NYME CENTERPOINT BASIS SWAP U.S. 4 31 0.1 3,227 7.1 45,671
NON U.S. 4 1,720 3.8 5,397 11.8
---- --------- ---- --------- ----
8 1,751 3.8 8,624 18.9
11/04/08 CME 1-MONTH LIBOR RATE U.S. 2 6,456 18.3 491 1.4 35,253
NON U.S. 8 7,471 21.2 18,951 53.8
---- --------- ---- --------- ----
10 13,927 39.5 19,442 55.1
11/04/08 ICUS COTTON NO. 2 U.S. 1 6,505 3.8 1,373 0.8 169,015
NON U.S. 12 18,567 11.0 6,759 4.0
---- --------- ---- --------- ----
13 25,072 14.8 8,132 4.8
11/04/08 NYME ALBERTA BASIS SWAP U.S. 3 1,157 1.0 1,600 1.4 112,586
NON U.S. 7 12,426 11.0 25,704 22.8
---- --------- ---- --------- ----
10 13,583 12.1 27,304 24.3
11/04/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 2,603 1.2 2,873 1.3 223,592
NON U.S. 4 11,871 5.3 24,350 10.9
---- --------- ---- --------- ----
7 14,474 6.5 27,223 12.2
11/04/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 4 4,412 2.3 19,918 10.3 194,207
NON U.S. 5 23,252 12.0 19,651 10.1
---- --------- ---- --------- ----
9 27,664 14.2 39,569 20.4
11/04/08 NYME PANHANDLE BASIS SWAP U.S. 4 9,479 3.9 17,070 7.0 244,449
NON U.S. 4 19,284 7.9 24,446 10.0
---- --------- ---- --------- ----
8 28,763 11.8 41,516 17.0
11/04/08 NYME SAN JUAN BASIS SWAP U.S. 4 5,036 10.6 236 0.5 47,312
NON U.S. 4 3,150 6.7 6,351 13.4
---- --------- ---- --------- ----
8 8,186 17.3 6,587 13.9
11/04/08 NYME SOCAL BASIS SWAP U.S. 3 16,655 8.4 9,147 4.6 197,460
NON U.S. 5 11,615 5.9 22,057 11.2
---- --------- ---- --------- ----
8 28,270 14.3 31,204 15.8
11/04/08 NYME HENRY HUB GAS SWAP U.S. 5 140,574 4.0 300,387 8.5 3,541,472
NON U.S. 8 192,185 5.4 355,494 10.0
---- --------- ---- --------- ----
13 332,759 9.4 655,881 18.5
11/04/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 110,167 9.5 17,473 1.5 1,165,349
NON U.S. 8 113,679 9.8 44,876 3.9
---- --------- ---- --------- ----
11 223,846 19.2 62,349 5.4
11/04/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 9,633 1.4 38,507 5.4 706,797
NON U.S. 27 45,671 6.5 63,727 9.0
---- --------- ---- --------- ----
33 55,304 7.8 102,234 14.5
11/04/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 6,543 0.5 47,415 3.8 1,242,935
NON U.S. 34 73,406 5.9 70,260 5.7
---- --------- ---- --------- ----
39 79,949 6.4 117,675 9.5
11/04/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 8,580 0.6 32,530 2.4 1,345,161
NON U.S. 20 101,069 7.5 80,057 6.0
---- --------- ---- --------- ----
24 109,649 8.2 112,587 8.4
11/04/08 CBT 30-DAY FEDERAL FUNDS U.S. 4 39,855 8.2 48,329 9.9 485,789
NON U.S. 17 43,123 8.9 122,512 25.2
---- --------- ---- --------- ----
21 82,978 17.1 170,841 35.2
11/04/08 CME LEAN HOGS U.S. 1 1,372 0.8 1,021 0.6 169,707
NON U.S. 9 17,613 10.4 1,424 0.8
---- --------- ---- --------- ----
10 18,985 11.2 2,445 1.4
11/04/08 CME LIVE CATTLE U.S. 2 2,115 1.0 2,228 1.0 216,468
NON U.S. 10 25,189 11.6 733 0.3
---- --------- ---- --------- ----
12 27,304 12.6 2,961 1.4
11/04/08 CME FEEDER CATTLE U.S. 1 66 0.3 541 2.8 19,266
NON U.S. 4 1,149 6.0 0 0.0
---- --------- ---- --------- ----
5 1,215 6.3 541 2.8
11/04/08 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,969 10.0 2,919 9.8 29,682
NON U.S. 4 1,970 6.6 3,078 10.4
---- --------- ---- --------- ----
6 4,939 16.6 5,997 20.2
11/04/08 NYME PJM CAL MONTH OFF PK LMP SWAP U.S. 2 4,078 12.5 2,636 8.1 32,536
NON U.S. 3 2,200 6.8 3,234 9.9
---- --------- ---- --------- ----
5 6,278 19.3 5,870 18.0
11/04/08 NYME MT BELVIEU PROPANE SWAP U.S. 4 180 1.6 1,133 9.9 11,436
NON U.S. 1 384 3.4 784 6.9
---- --------- ---- --------- ----
5 564 4.9 1,917 16.8
11/04/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 39,455 3.5 60,465 5.4 1,125,366
NON U.S. 16 124,105 11.0 109,357 9.7
---- --------- ---- --------- ----
20 163,560 14.5 169,822 15.1
11/04/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 17,070 9.7 4,796 2.7 176,569
NON U.S. 8 18,940 10.7 30,586 17.3
---- --------- ---- --------- ----
12 36,010 20.4 35,382 20.0
11/04/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 5,460 11.5 3,675 7.7 47,621
NON U.S. 4 1,415 3.0 2,395 5.0
---- --------- ---- --------- ----
6 6,875 14.4 6,070 12.7
11/04/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 24,976 12.2 18,694 9.2 204,039
NON U.S. 8 28,066 13.8 29,155 14.3
---- --------- ---- --------- ----
12 53,042 26.0 47,849 23.5
11/04/08 NYME BRENT FINANCIAL U.S. 2 1,518 4.4 486 1.4 34,530
NON U.S. 4 12,130 35.1 6,140 17.8
---- --------- ---- --------- ----
6 13,648 39.5 6,626 19.2
11/04/08 NYME WTI-BRENT CALENDAR SWAP U.S. 2 780 1.0 3,226 4.2 76,994
NON U.S. 5 1,813 2.4 16,095 20.9
---- --------- ---- --------- ----
7 2,593 3.4 19,321 25.1
11/04/08 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 11,315 19.4 11,229 19.2 58,402
NON U.S. 4 1,427 2.4 8,437 14.4
---- --------- ---- --------- ----
6 12,742 21.8 19,666 33.7
11/04/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 9,301 10.5 5,327 6.0 88,777
NON U.S. 4 11,615 13.1 5,453 6.1
---- --------- ---- --------- ----
6 20,916 23.6 10,780 12.1
11/04/08 NYME BRENT-DUBAI SWAP U.S. 2 1,425 9.3 740 4.8 15,370
NON U.S. 3 2,075 13.5 855 5.6
---- --------- ---- --------- ----
5 3,500 22.8 1,595 10.4
11/04/08 ICUS COCOA U.S. 1 1,941 1.5 9 0.0 129,961
NON U.S. 8 6,951 5.3 3,084 2.4
---- --------- ---- --------- ----
9 8,892 6.8 3,093 2.4
11/04/08 NYME PALLADIUM U.S. 3 0 0.0 1,404 10.4 13,470
NON U.S. 10 627 4.7 1,243 9.2
---- --------- ---- --------- ----
13 627 4.7 2,647 19.7
11/04/08 NYME PLATINUM U.S. 2 0 0.0 525 3.3 15,761
NON U.S. 11 1,559 9.9 783 5.0
---- --------- ---- --------- ----
13 1,559 9.9 1,308 8.3
11/04/08 ICUS SUGAR NO. 11 U.S. 2 21,110 3.3 8,065 1.3 634,133
NON U.S. 9 67,849 10.7 32,465 5.1
---- --------- ---- --------- ----
11 88,959 14.0 40,530 6.4
11/04/08 ICUS COFFEE C U.S. 1 664 0.5 33 0.0 125,623
NON U.S. 14 14,953 11.9 4,758 3.8
---- --------- ---- --------- ----
15 15,617 12.4 4,791 3.8
11/04/08 CMX SILVER U.S. 2 0 0.0 22,684 24.0 94,365
NON U.S. 11 6,205 6.6 3,225 3.4
---- --------- ---- --------- ----
13 6,205 6.6 25,909 27.5
11/04/08 CMX COPPER-GRADE #1 U.S. 2 1,533 2.0 0 0.0 77,976
NON U.S. 10 8,977 11.5 2,865 3.7
---- --------- ---- --------- ----
12 10,510 13.5 2,865 3.7
11/04/08 CMX GOLD U.S. 3 5,660 1.9 44,609 14.7 303,908
NON U.S. 18 34,587 11.4 40,433 13.3
---- --------- ---- --------- ----
21 40,247 13.2 85,042 28.0
11/04/08 CME RUSSIAN RUBLE NON U.S. 6 14,078 71.5 17,023 86.5 19,680
11/04/08 CME CANADIAN DOLLAR U.S. 2 0 0.0 5,067 4.7 107,787
NON U.S. 6 12,098 11.2 19,009 17.6
---- --------- ---- --------- ----
8 12,098 11.2 24,076 22.3
11/04/08 CME SWISS FRANC U.S. 2 0 0.0 1,921 4.6 41,403
NON U.S. 5 5,577 13.5 6,969 16.8
---- --------- ---- --------- ----
7 5,577 13.5 8,890 21.5
11/04/08 CME MEXICAN PESO U.S. 3 2,933 6.7 236 0.5 43,809
NON U.S. 5 15,250 34.8 6,870 15.7
---- --------- ---- --------- ----
8 18,183 41.5 7,106 16.2
11/04/08 CME BRITISH POUND STERLING U.S. 2 4,192 3.6 2,578 2.2 115,676
NON U.S. 3 24,918 21.5 30,906 26.7
---- --------- ---- --------- ----
5 29,110 25.2 33,484 28.9
11/04/08 CME JAPANESE YEN U.S. 3 3,499 2.7 18,421 14.2 129,500
NON U.S. 9 6,287 4.9 21,705 16.8
---- --------- ---- --------- ----
12 9,786 7.6 40,126 31.0
11/04/08 CME EURO FX U.S. 4 10,108 6.0 17,224 10.2 169,608
NON U.S. 15 32,025 18.9 13,019 7.7
---- --------- ---- --------- ----
19 42,133 24.8 30,243 17.8
11/04/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 2,061 1.3 886 0.6 159,174
NON U.S. 7 7,620 4.8 2,610 1.6
---- --------- ---- --------- ----
11 9,681 6.1 3,496 2.2
11/04/08 CME NEW ZEALAND DOLLAR U.S. 2 0 0.0 3,956 21.4 18,501
NON U.S. 5 9,288 50.2 1,117 6.0
---- --------- ---- --------- ----
7 9,288 50.2 5,073 27.4
11/04/08 ICUS NORWEGIAN KRONE U.S. 2 103 5.5 261 14.1 1,856
NON U.S. 3 500 26.9 1,052 56.7
---- --------- ---- --------- ----
5 603 32.5 1,313 70.7
11/04/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 1,411 5.2 100 0.4 26,957
NON U.S. 4 819 3.0 6,192 23.0
---- --------- ---- --------- ----
6 2,230 8.3 6,292 23.3
11/04/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 1,902 1.8 467 0.4 107,331
NON U.S. 9 12,237 11.4 1,209 1.1
---- --------- ---- --------- ----
13 14,139 13.2 1,676 1.6
11/04/08 CME 3-MONTH EURODOLLARS U.S. 11 636,754 7.7 1,523,141 18.5 8,252,085
NON U.S. 53 1,078,345 13.1 1,670,395 20.2
---- --------- ---- --------- ----
64 1,715,099 20.8 3,193,536 38.7
11/04/08 CME S&P 500 STOCK INDEX U.S. 5 5,364 0.9 4,355 0.7 615,559
NON U.S. 15 4,273 0.7 65,747 10.7
---- --------- ---- --------- ----
20 9,637 1.6 70,102 11.4
11/04/08 CME E-MINI S&P 500 STOCK INDEX U.S. 7 17,007 0.6 106,269 3.7 2,896,273
NON U.S. 37 92,745 3.2 179,986 6.2
---- --------- ---- --------- ----
44 109,752 3.8 286,255 9.9
11/04/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 5 3,333 0.9 17,691 5.0 351,396
NON U.S. 17 11,070 3.2 12,667 3.6
---- --------- ---- --------- ----
22 14,403 4.1 30,358 8.6
11/04/08 CME AUSTRALIAN DOLLAR U.S. 2 0 0.0 1,607 2.4 67,219
NON U.S. 4 7,350 10.9 22,538 33.5
---- --------- ---- --------- ----
6 7,350 10.9 24,145 35.9
11/04/08 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 5 6,534 1.4 6,851 1.4 483,019
NON U.S. 11 7,687 1.6 8,660 1.8
---- --------- ---- --------- ----
16 14,221 2.9 15,511 3.2
11/04/08 CME NIKKEI STOCK AVERAGE U.S. 3 0 0.0 13,424 21.2 63,210
NON U.S. 13 5,472 8.7 2,448 3.9
---- --------- ---- --------- ----
16 5,472 8.7 15,872 25.1
11/04/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 683 0.8 1,477 1.7 89,146
NON U.S. 13 1,006 1.1 26,746 30.0
---- --------- ---- --------- ----
16 1,689 1.9 28,223 31.7
11/04/08 CBT INTEREST RATE SWAPS 5YR U.S. 2 457 0.8 9,460 16.8 56,351
NON U.S. 3 2,425 4.3 0 0.0
---- --------- ---- --------- ----
5 2,882 5.1 9,460 16.8
11/04/08 NYME SING JET KERO SWAP U.S. 1 180 2.7 0 0.0 6,572
NON U.S. 4 751 11.4 1,051 16.0
---- --------- ---- --------- ----
5 931 14.2 1,051 16.0
11/04/08 ICUS EURO FX/JAPANESE YEN - SMALL U.S. 2 2,400 42.2 874 15.4 5,685
NON U.S. 3 1,678 29.5 887 15.6
---- --------- ---- --------- ----
5 4,078 71.7 1,761 31.0
11/04/08 CME 3-MO. EUROYEN TIBOR U.S. 1 3,000 30.4 50 0.5 9,866
NON U.S. 9 4,568 46.3 400 4.1
---- --------- ---- --------- ----
10 7,568 76.7 450 4.6
11/04/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 500 8.7 440 7.7 5,735
NON U.S. 5 1,575 27.5 500 8.7
---- --------- ---- --------- ----
7 2,075 36.2 940 16.4
11/04/08 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 64 0.5 2,335 16.8 13,860
NON U.S. 3 666 4.8 2,805 20.2
---- --------- ---- --------- ----
5 730 5.3 5,140 37.1
11/04/08 NYME GASOIL CRACK SPR SWAP U.S. 2 3,052 8.2 177 0.5 37,056
NON U.S. 4 5,226 14.1 1,221 3.3
---- --------- ---- --------- ----
6 8,278 22.3 1,398 3.8