"WHEAT - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,001602 ,CBT ,00 ,001 , 446062, 75999, 70220, 140319, 192845, 184509, 409163, 395048, 36898, 51014, 401333, 69536, 63018, 124174, 172498, 169943, 366209, 357135, 35124, 44198, 44728, 18790, 19529, 3819, 20346, 14566, 42955, 37913, 1774, 6816, -5651, -7612, -324, 1588, 717, -6927, -5307, -5663, -344, 12, 100.0, 17.0, 15.7, 31.5, 43.2, 41.4, 91.7, 88.6, 8.3, 11.4, 100.0, 17.3, 15.7, 30.9, 43.0, 42.3, 91.2, 89.0, 8.8, 11.0, 100.0, 42.0, 43.7, 8.5, 45.5, 32.6, 96.0, 84.8, 4.0, 15.2, 377, 92, 125, 167, 91, 112, 303, 326, 377, 115, 117, 156, 90, 109, 300, 314, 137, 15, 48, 21, 25, 67, 52, 126, 18.6, 13.8, 28.9, 21.3, 16.8, 11.8, 26.6, 17.1, 19.1, 14.8, 27.8, 23.1, 17.3, 12.6, 25.0, 18.8, 69.9, 23.6, 77.9, 33.9, 67.3, 22.5, 74.1, 32.1,"(CONTRACTS OF 5,000 BUSHELS)" ,"001602" ,"CBT" ,"001" "WHEAT - KANSAS CITY BOARD OF TRADE" ,090623 ,2009-06-23,001612 ,KCBT ,00 ,001 , 98964, 25071, 7285, 16228, 39540, 51686, 80838, 75198, 18126, 23765, 88287, 23272, 7712, 10836, 37228, 48560, 71337, 67108, 16950, 21178, 10677, 7120, 4894, 70, 2311, 3126, 9501, 8090, 1176, 2587, -6702, -972, 1388, -2178, -2161, -5233, -5311, -6023, -1391, -679, 100.0, 25.3, 7.4, 16.4, 40.0, 52.2, 81.7, 76.0, 18.3, 24.0, 100.0, 26.4, 8.7, 12.3, 42.2, 55.0, 80.8, 76.0, 19.2, 24.0, 100.0, 66.7, 45.8, 0.7, 21.6, 29.3, 89.0, 75.8, 11.0, 24.2, 140, 41, 15, 31, 59, 63, 112, 102, 140, 41, 18, 27, 58, 62, 111, 97, 70, 12, 13, 6, 11, 36, 26, 52, 19.5, 22.0, 31.0, 31.7, 17.4, 16.5, 25.7, 21.1, 17.3, 23.4, 29.0, 32.6, 15.8, 18.0, 24.9, 23.5, 70.3, 47.7, 80.0, 56.8, 69.1, 47.5, 77.2, 56.0,"(CONTRACTS OF 5,000 BUSHELS)" ,"001612" ,"KCBT" ,"001" "WHEAT - MINNEAPOLIS GRAIN EXCHANGE" ,090623 ,2009-06-23,001626 ,MGE ,00 ,001 , 35643, 7449, 1299, 5306, 14473, 18212, 27228, 24817, 8415, 10827, 3257, 96, 21, 312, 1630, 2067, 2038, 2400, 1219, 857, 32387, 7455, 1380, 4892, 12843, 16145, 25190, 22417, 7197, 9970, -836, -686, 252, 426, 1536, -803, 1277, -125, -2112, -711, 100.0, 20.9, 3.6, 14.9, 40.6, 51.1, 76.4, 69.6, 23.6, 30.4, 100.0, 3.0, 0.6, 9.6, 50.1, 63.5, 62.6, 73.7, 37.4, 26.3, 100.0, 23.0, 4.3, 15.1, 39.7, 49.9, 77.8, 69.2, 22.2, 30.8, 46, 8, 5, 16, 23, 20, 43, 36, 26, 5, 2, 3, 11, 12, 18, 15, 46, 9, 7, 16, 20, 19, 40, 35, 28.3, 39.2, 42.2, 49.5, 26.5, 31.9, 33.8, 34.6, 48.2, 52.3, 56.7, 68.7, 44.6, 48.2, 48.1, 58.4, 30.7, 39.4, 45.5, 50.1, 29.9, 36.8, 37.9, 40.3,"(CONTRACTS OF 5,000 BUSHELS)" ,"001626" ,"MGE" ,"001" "CORN - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,002602 ,CBT ,00 ,002 , 1388160, 238142, 113775, 410619, 609223, 608067, 1257984, 1132461, 130176, 255699, 586914, 94306, 102756, 165308, 269558, 241055, 529171, 509119, 57744, 77796, 801246, 199633, 66815, 189515, 339665, 367012, 728814, 623342, 72432, 177903, -7761, -18306, 27700, -16507, 28829, -16308, -5985, -5115, -1776, -2645, 100.0, 17.2, 8.2, 29.6, 43.9, 43.8, 90.6, 81.6, 9.4, 18.4, 100.0, 16.1, 17.5, 28.2, 45.9, 41.1, 90.2, 86.7, 9.8, 13.3, 100.0, 24.9, 8.3, 23.7, 42.4, 45.8, 91.0, 77.8, 9.0, 22.2, 673, 189, 127, 234, 241, 295, 547, 571, 594, 127, 147, 173, 216, 259, 454, 481, 592, 176, 104, 159, 163, 269, 397, 482, 13.6, 10.4, 21.7, 16.9, 10.4, 6.6, 15.6, 9.7, 15.9, 12.3, 23.6, 20.3, 14.7, 8.7, 21.2, 13.7, 16.7, 9.7, 25.3, 16.5, 12.3, 6.8, 18.8, 11.0,"(CONTRACTS OF 5,000 BUSHELS)" ,"002602" ,"CBT" ,"002" "OATS - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,004603 ,CBT ,00 ,004 , 15790, 1340, 656, 1818, 10494, 11352, 13652, 13826, 2138, 1964, 15790, 1340, 656, 1818, 10494, 11352, 13652, 13826, 2138, 1964, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -235, -279, 42, 143, 1730, 734, 1595, 920, -1830, -1155, 100.0, 8.5, 4.2, 11.5, 66.5, 71.9, 86.5, 87.6, 13.5, 12.4, 100.0, 8.5, 4.2, 11.5, 66.5, 71.9, 86.5, 87.6, 13.5, 12.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 41, 9, 7, 10, 19, 13, 34, 28, 41, 9, 7, 10, 19, 13, 34, 28, 0, 0, 0, 0, 0, 0, 0, 0, 36.4, 57.7, 55.7, 70.6, 28.3, 40.3, 38.9, 47.8, 36.4, 57.7, 55.7, 70.6, 28.3, 40.3, 38.9, 47.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 5,000 BUSHELS)" ,"004603" ,"CBT" ,"004" "SOYBEANS - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,005602 ,CBT ,00 ,005 , 661897, 127148, 21207, 224092, 250639, 326218, 601879, 571517, 60019, 90380, 225273, 44672, 10696, 90802, 67559, 105384, 203033, 206882, 22240, 18391, 436625, 101445, 29480, 114320, 183080, 220834, 398846, 364635, 37779, 71990, 2610, -8853, -892, 2906, 10053, -247, 4105, 1767, -1495, 844, 100.0, 19.2, 3.2, 33.9, 37.9, 49.3, 90.9, 86.3, 9.1, 13.7, 100.0, 19.8, 4.7, 40.3, 30.0, 46.8, 90.1, 91.8, 9.9, 8.2, 100.0, 23.2, 6.8, 26.2, 41.9, 50.6, 91.3, 83.5, 8.7, 16.5, 477, 170, 111, 210, 133, 174, 409, 406, 388, 136, 88, 137, 106, 139, 297, 310, 424, 123, 119, 151, 107, 164, 318, 355, 17.2, 21.0, 26.4, 32.4, 9.5, 13.5, 14.9, 17.7, 24.4, 33.0, 33.9, 41.5, 12.1, 18.0, 16.2, 22.3, 18.2, 20.1, 28.6, 31.2, 14.0, 15.4, 22.1, 21.2,"(CONTRACTS OF 5,000 BUSHELS)" ,"005602" ,"CBT" ,"005" "MINI SOYBEANS - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,005603 ,CBT ,00 ,005 , 23357, 19293, 3571, 950, 13, 2865, 20256, 7386, 3101, 15971, 4165, 2889, 1856, 303, 13, 148, 3205, 2307, 960, 1858, 19192, 16830, 2141, 221, 0, 2717, 17051, 5079, 2141, 14113, -873, -419, -812, -238, -1, -113, -658, -1163, -215, 290, 100.0, 82.6, 15.3, 4.1, 0.1, 12.3, 86.7, 31.6, 13.3, 68.4, 100.0, 69.4, 44.6, 7.3, 0.3, 3.6, 77.0, 55.4, 23.0, 44.6, 100.0, 87.7, 11.2, 1.2, 0.0, 14.2, 88.8, 26.5, 11.2, 73.5, 40, 18, 13, 14, 2, 9, 24, 32, 33, 10, 14, 6, 2, 5, 16, 23, 38, 18, 11, 9, 0, 9, 20, 27, 56.2, 9.6, 74.2, 15.9, 54.4, 9.6, 72.0, 15.3, 60.5, 35.7, 72.3, 49.1, 57.1, 33.8, 68.4, 44.9, 57.2, 9.5, 77.9, 15.4, 56.7, 9.5, 77.4, 15.4,"(THOUSAND BUSHELS)" ,"005603" ,"CBT" ,"005" "SULFUR FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE" ,090623 ,2009-06-23,006261 ,CCX ,00 ,006 , 38424, 25282, 454, 954, 12025, 36865, 38260, 38272, 164, 152, 38424, 25282, 454, 954, 12025, 36865, 38260, 38272, 164, 152, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2656, -395, -64, -570, -1827, -2155, -2792, -2789, 136, 133, 100.0, 65.8, 1.2, 2.5, 31.3, 95.9, 99.6, 99.6, 0.4, 0.4, 100.0, 65.8, 1.2, 2.5, 31.3, 95.9, 99.6, 99.6, 0.4, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 9, 3, 4, 15, 17, 26, 22, 32, 9, 3, 4, 15, 17, 26, 22, 0, 0, 0, 0, 0, 0, 0, 0, 73.4, 69.0, 91.4, 91.5, 71.3, 60.9, 83.1, 80.8, 73.4, 69.0, 91.4, 91.5, 71.3, 60.9, 83.1, 80.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 25 U.S. EPA SO2 EMMISSION ALLOWANCES)" ,"006261" ,"CCX" ,"006" "CARBON FINANCIAL INSTRUMENT - CHICAGO CLIMATE FUTURES EXCHANGE" ,090623 ,2009-06-23,006268 ,CCX ,00 ,006 , 4874, 2315, 2013, 2029, 130, 718, 4474, 4759, 401, 115, 4874, 2315, 2013, 2029, 130, 718, 4474, 4759, 401, 115, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -630, -612, -47, 20, -16, -606, -608, -633, -22, 3, 100.0, 47.5, 41.3, 41.6, 2.7, 14.7, 91.8, 97.6, 8.2, 2.4, 100.0, 47.5, 41.3, 41.6, 2.7, 14.7, 91.8, 97.6, 8.2, 2.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 19, 5, 9, 3, 5, 26, 15, 29, 19, 5, 9, 3, 5, 26, 15, 0, 0, 0, 0, 0, 0, 0, 0, 42.1, 78.8, 64.8, 94.9, 23.4, 48.5, 37.1, 53.1, 42.1, 78.8, 64.8, 94.9, 23.4, 48.5, 37.1, 53.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS CCX C02)" ,"006268" ,"CCX" ,"006" "RGGI CO2 ALLOWANCE - CHICAGO CLIMATE FUTURES EXCHANGE" ,090623 ,2009-06-23,00626U ,CCX ,00 ,006 , 18247, 1050, 2892, 583, 16561, 14707, 18194, 18182, 53, 65, 18247, 1050, 2892, 583, 16561, 14707, 18194, 18182, 53, 65, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1302, -226, 225, 66, 1433, 981, 1273, 1272, 29, 30, 100.0, 5.8, 15.8, 3.2, 90.8, 80.6, 99.7, 99.6, 0.3, 0.4, 100.0, 5.8, 15.8, 3.2, 90.8, 80.6, 99.7, 99.6, 0.3, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 6, 4, 7, 20, 18, 30, 25, 32, 6, 4, 7, 20, 18, 30, 25, 0, 0, 0, 0, 0, 0, 0, 0, 62.8, 57.9, 78.3, 84.3, 60.6, 52.4, 75.1, 75.5, 62.8, 57.9, 78.3, 84.3, 60.6, 52.4, 75.1, 75.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1000 RGGI CO2 ALLOWANCES)" ,"00626U" ,"CCX" ,"006" "SOYBEAN OIL - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,007601 ,CBT ,00 ,007 , 306744, 35638, 41929, 85701, 158015, 153806, 279353, 281435, 27391, 25309, 151077, 29684, 14276, 38120, 68193, 84927, 135998, 137323, 15079, 13754, 155667, 25408, 47108, 28126, 89822, 68879, 143355, 144112, 12311, 11555, -6895, -853, 2039, -2255, 4144, -2274, 1035, -2490, -7931, -4405, 100.0, 11.6, 13.7, 27.9, 51.5, 50.1, 91.1, 91.7, 8.9, 8.3, 100.0, 19.6, 9.4, 25.2, 45.1, 56.2, 90.0, 90.9, 10.0, 9.1, 100.0, 16.3, 30.3, 18.1, 57.7, 44.2, 92.1, 92.6, 7.9, 7.4, 224, 53, 58, 85, 67, 70, 184, 182, 186, 71, 33, 61, 55, 60, 147, 141, 183, 35, 76, 58, 58, 51, 140, 141, 16.0, 23.9, 25.2, 34.0, 9.1, 13.9, 15.6, 20.2, 22.3, 23.4, 31.4, 34.6, 7.9, 11.5, 13.9, 18.6, 18.6, 29.6, 31.2, 39.6, 17.8, 22.8, 29.1, 31.0,"(CONTRACTS OF 60,000 POUNDS)" ,"007601" ,"CBT" ,"007" "U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,020601 ,CBT ,00 ,020 , 810770, 69022, 148783, 47521, 566565, 468907, 683108, 665212, 127662, 145558, 810770, 69022, 148783, 47521, 566565, 468907, 683108, 665212, 127662, 145558, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 14904, 83, -5302, -609, 14292, 19825, 13765, 13913, 1139, 991, 100.0, 8.5, 18.4, 5.9, 69.9, 57.8, 84.3, 82.0, 15.7, 18.0, 100.0, 8.5, 18.4, 5.9, 69.9, 57.8, 84.3, 82.0, 15.7, 18.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 168, 25, 41, 36, 84, 82, 134, 134, 168, 25, 41, 36, 84, 82, 134, 134, 0, 0, 0, 0, 0, 0, 0, 0, 24.1, 25.6, 31.5, 33.8, 20.4, 24.9, 27.5, 32.3, 24.1, 25.6, 31.5, 33.8, 20.4, 24.9, 27.5, 32.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"020601" ,"CBT" ,"020" "GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165A ,NYME ,01 ,021 , 42967, 2428, 25, 561, 39932, 42368, 42921, 42954, 46, 13, 42967, 2428, 25, 561, 39932, 42368, 42921, 42954, 46, 13, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1142, 31, 0, 61, 1071, 1081, 1163, 1142, -21, 0, 100.0, 5.7, 0.1, 1.3, 92.9, 98.6, 99.9, 100.0, 0.1, 0.0, 100.0, 5.7, 0.1, 1.3, 92.9, 98.6, 99.9, 100.0, 0.1, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 49, 5, 1, 2, 36, 39, 41, 42, 49, 5, 1, 2, 36, 39, 41, 42, 0, 0, 0, 0, 0, 0, 0, 0, 41.9, 55.8, 63.4, 70.1, 31.2, 37.4, 40.6, 45.0, 41.9, 55.8, 63.4, 70.1, 31.2, 37.4, 40.6, 45.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"02165A" ,"NYME" ,"021" "NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165B ,NYME ,01 ,021 , 24060, 550, 120, 75, 23330, 23705, 23955, 23900, 105, 160, 24060, 550, 120, 75, 23330, 23705, 23955, 23900, 105, 160, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -155, 0, 0, 0, -145, -165, -145, -165, -10, 10, 100.0, 2.3, 0.5, 0.3, 97.0, 98.5, 99.6, 99.3, 0.4, 0.7, 100.0, 2.3, 0.5, 0.3, 97.0, 98.5, 99.6, 99.3, 0.4, 0.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 45, 1, 1, 1, 33, 35, 35, 37, 45, 1, 1, 1, 33, 35, 35, 37, 0, 0, 0, 0, 0, 0, 0, 0, 55.0, 56.6, 72.1, 76.6, 35.0, 40.1, 44.4, 48.3, 55.0, 56.6, 72.1, 76.6, 35.0, 40.1, 44.4, 48.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"02165B" ,"NYME" ,"021" "EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165C ,NYME ,01 ,021 , 7301, 677, 25, 452, 4872, 5901, 6001, 6378, 1300, 923, 7301, 677, 25, 452, 4872, 5901, 6001, 6378, 1300, 923, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 113, 0, 0, 0, 140, 164, 140, 164, -27, -51, 100.0, 9.3, 0.3, 6.2, 66.7, 80.8, 82.2, 87.4, 17.8, 12.6, 100.0, 9.3, 0.3, 6.2, 66.7, 80.8, 82.2, 87.4, 17.8, 12.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 1, 1, 1, 18, 20, 19, 22, 23, 1, 1, 1, 18, 20, 19, 22, 0, 0, 0, 0, 0, 0, 0, 0, 57.1, 62.3, 71.3, 70.6, 48.9, 55.6, 56.5, 60.4, 57.1, 62.3, 71.3, 70.6, 48.9, 55.6, 56.5, 60.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165C" ,"NYME" ,"021" "EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165E ,NYME ,01 ,021 , 12035, 539, 586, 286, 10515, 10173, 11340, 11045, 695, 990, 12035, 539, 586, 286, 10515, 10173, 11340, 11045, 695, 990, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 311, 207, 55, 5, 216, 60, 428, 120, -117, 191, 100.0, 4.5, 4.9, 2.4, 87.4, 84.5, 94.2, 91.8, 5.8, 8.2, 100.0, 4.5, 4.9, 2.4, 87.4, 84.5, 94.2, 91.8, 5.8, 8.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 54, 5, 5, 3, 41, 43, 46, 51, 54, 5, 5, 3, 41, 43, 46, 51, 0, 0, 0, 0, 0, 0, 0, 0, 32.0, 34.6, 47.3, 49.3, 29.4, 29.5, 41.1, 38.7, 32.0, 34.6, 47.3, 49.3, 29.4, 29.5, 41.1, 38.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165E" ,"NYME" ,"021" "SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165G ,NYME ,01 ,021 , 9374, 15, 35, 285, 8301, 8182, 8601, 8502, 773, 872, 9374, 15, 35, 285, 8301, 8182, 8601, 8502, 773, 872, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 478, 0, 20, 0, 395, 388, 395, 408, 83, 70, 100.0, 0.2, 0.4, 3.0, 88.6, 87.3, 91.8, 90.7, 8.2, 9.3, 100.0, 0.2, 0.4, 3.0, 88.6, 87.3, 91.8, 90.7, 8.2, 9.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 55, 1, 1, 3, 46, 48, 49, 51, 55, 1, 1, 3, 46, 48, 49, 51, 0, 0, 0, 0, 0, 0, 0, 0, 34.0, 22.8, 45.3, 37.8, 31.0, 19.6, 41.2, 31.7, 34.0, 22.8, 45.3, 37.8, 31.0, 19.6, 41.2, 31.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165G" ,"NYME" ,"021" "EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165I ,NYME ,01 ,021 , 3483, 720, 45, 0, 2010, 3037, 2730, 3082, 753, 401, 3483, 720, 45, 0, 2010, 3037, 2730, 3082, 753, 401, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 131, 0, 0, 0, 186, 110, 186, 110, -55, 21, 100.0, 20.7, 1.3, 0.0, 57.7, 87.2, 78.4, 88.5, 21.6, 11.5, 100.0, 20.7, 1.3, 0.0, 57.7, 87.2, 78.4, 88.5, 21.6, 11.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 1, 1, 0, 18, 21, 19, 22, 25, 1, 1, 0, 18, 21, 19, 22, 0, 0, 0, 0, 0, 0, 0, 0, 45.3, 40.9, 60.2, 63.2, 43.4, 35.1, 50.1, 52.9, 45.3, 40.9, 60.2, 63.2, 43.4, 35.1, 50.1, 52.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165I" ,"NYME" ,"021" "SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165J ,NYME ,01 ,021 , 2451, 0, 0, 0, 1615, 1808, 1615, 1808, 836, 643, 2451, 0, 0, 0, 1615, 1808, 1615, 1808, 836, 643, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 51, 0, 0, 0, 98, -2, 98, -2, -47, 53, 100.0, 0.0, 0.0, 0.0, 65.9, 73.8, 65.9, 73.8, 34.1, 26.2, 100.0, 0.0, 0.0, 0.0, 65.9, 73.8, 65.9, 73.8, 34.1, 26.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 0, 0, 0, 17, 14, 17, 14, 23, 0, 0, 0, 17, 14, 17, 14, 0, 0, 0, 0, 0, 0, 0, 0, 36.6, 38.7, 55.0, 61.4, 34.5, 38.7, 49.7, 59.8, 36.6, 38.7, 55.0, 61.4, 34.5, 38.7, 49.7, 59.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"02165J" ,"NYME" ,"021" "NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02165T ,NYME ,01 ,021 , 7442, 0, 0, 0, 7442, 7442, 7442, 7442, 0, 0, 7442, 0, 0, 0, 7442, 7442, 7442, 7442, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -20, 0, 0, 0, -20, -20, -20, -20, 0, 0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 100.0, 100.0, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 0, 0, 0, 16, 16, 16, 16, 20, 0, 0, 0, 16, 16, 16, 16, 0, 0, 0, 0, 0, 0, 0, 0, 74.6, 61.4, 88.1, 84.6, 41.7, 46.8, 50.4, 51.4, 74.6, 61.4, 88.1, 84.6, 41.7, 46.8, 50.4, 51.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 GALLONS)" ,"02165T" ,"NYME" ,"021" "NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,022651 ,NYME ,01 ,022 , 326415, 38111, 8220, 60096, 177291, 224249, 275497, 292564, 50918, 33851, 326415, 38111, 8220, 60096, 177291, 224249, 275497, 292564, 50918, 33851, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2692, -899, -1874, 163, 2554, 3525, 1817, 1814, 875, 878, 100.0, 11.7, 2.5, 18.4, 54.3, 68.7, 84.4, 89.6, 15.6, 10.4, 100.0, 11.7, 2.5, 18.4, 54.3, 68.7, 84.4, 89.6, 15.6, 10.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 137, 38, 18, 41, 66, 66, 127, 111, 137, 38, 18, 41, 66, 66, 127, 111, 0, 0, 0, 0, 0, 0, 0, 0, 19.9, 24.7, 30.5, 37.0, 12.6, 15.6, 18.8, 21.7, 19.9, 24.7, 30.5, 37.0, 12.6, 15.6, 18.8, 21.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"022651" ,"NYME" ,"022" "HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,022653 ,NYME ,01 ,022 , 65092, 1211, 6333, 17411, 40408, 37163, 59030, 60907, 6062, 4185, 65092, 1211, 6333, 17411, 40408, 37163, 59030, 60907, 6062, 4185, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2324, 100, -171, 451, 1355, 1916, 1906, 2196, 417, 128, 100.0, 1.9, 9.7, 26.7, 62.1, 57.1, 90.7, 93.6, 9.3, 6.4, 100.0, 1.9, 9.7, 26.7, 62.1, 57.1, 90.7, 93.6, 9.3, 6.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 3, 5, 8, 12, 12, 20, 20, 20, 3, 5, 8, 12, 12, 20, 20, 0, 0, 0, 0, 0, 0, 0, 0, 37.8, 44.0, 64.2, 69.3, 12.2, 11.8, 16.1, 17.5, 37.8, 44.0, 64.2, 69.3, 12.2, 11.8, 16.1, 17.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"022653" ,"NYME" ,"022" "SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02265J ,NYME ,01 ,022 , 24436, 681, 118, 447, 23074, 23021, 24202, 23586, 234, 850, 24436, 681, 118, 447, 23074, 23021, 24202, 23586, 234, 850, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 930, 50, -50, 0, 780, 730, 830, 680, 100, 250, 100.0, 2.8, 0.5, 1.8, 94.4, 94.2, 99.0, 96.5, 1.0, 3.5, 100.0, 2.8, 0.5, 1.8, 94.4, 94.2, 99.0, 96.5, 1.0, 3.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 65, 4, 2, 4, 43, 54, 49, 58, 65, 4, 2, 4, 43, 54, 49, 58, 0, 0, 0, 0, 0, 0, 0, 0, 36.7, 22.2, 54.4, 39.5, 31.1, 18.4, 41.8, 30.9, 36.7, 22.2, 54.4, 39.5, 31.1, 18.4, 41.8, 30.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1000 BARRELS)" ,"02265J" ,"NYME" ,"022" "SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02265T ,NYME ,01 ,022 , 23535, 455, 0, 200, 21015, 22025, 21670, 22225, 1865, 1310, 23535, 455, 0, 200, 21015, 22025, 21670, 22225, 1865, 1310, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 675, -50, 0, 50, 375, 625, 375, 675, 300, 0, 100.0, 1.9, 0.0, 0.8, 89.3, 93.6, 92.1, 94.4, 7.9, 5.6, 100.0, 1.9, 0.0, 0.8, 89.3, 93.6, 92.1, 94.4, 7.9, 5.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 36, 4, 0, 2, 27, 26, 31, 28, 36, 4, 0, 2, 27, 26, 31, 28, 0, 0, 0, 0, 0, 0, 0, 0, 50.0, 47.4, 68.3, 67.7, 33.9, 37.0, 44.8, 48.6, 50.0, 47.4, 68.3, 67.7, 33.9, 37.0, 44.8, 48.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"02265T" ,"NYME" ,"022" "NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02265U ,NYME ,01 ,022 , 20474, 6709, 75, 481, 13119, 18103, 20309, 18659, 165, 1815, 20474, 6709, 75, 481, 13119, 18103, 20309, 18659, 165, 1815, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 75, -50, 75, 50, 75, -50, 75, 75, 0, 0, 100.0, 32.8, 0.4, 2.3, 64.1, 88.4, 99.2, 91.1, 0.8, 8.9, 100.0, 32.8, 0.4, 2.3, 64.1, 88.4, 99.2, 91.1, 0.8, 8.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 4, 1, 2, 13, 15, 18, 17, 23, 4, 1, 2, 13, 15, 18, 17, 0, 0, 0, 0, 0, 0, 0, 0, 68.3, 65.1, 88.4, 81.5, 63.2, 59.1, 79.8, 72.5, 68.3, 65.1, 88.4, 81.5, 63.2, 59.1, 79.8, 72.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"02265U" ,"NYME" ,"022" "UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,022A13 ,NYME ,01 ,863 , 39757, 1772, 0, 101, 36731, 39653, 38604, 39754, 1153, 3, 39757, 1772, 0, 101, 36731, 39653, 38604, 39754, 1153, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2365, 25, 0, 0, 2097, 2365, 2122, 2365, 243, 0, 100.0, 4.5, 0.0, 0.3, 92.4, 99.7, 97.1, 100.0, 2.9, 0.0, 100.0, 4.5, 0.0, 0.3, 92.4, 99.7, 97.1, 100.0, 2.9, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 43, 3, 0, 1, 36, 28, 39, 29, 43, 3, 0, 1, 36, 28, 39, 29, 0, 0, 0, 0, 0, 0, 0, 0, 42.6, 66.1, 59.6, 84.3, 26.6, 44.8, 38.2, 56.0, 42.6, 66.1, 59.6, 84.3, 26.6, 44.8, 38.2, 56.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"022A13" ,"NYME" ,"863" "SING GASOIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,022A22 ,NYME ,01 ,022 , 2827, 50, 50, 100, 2127, 2487, 2277, 2637, 550, 190, 2827, 50, 50, 100, 2127, 2487, 2277, 2637, 550, 190, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -100, 0, 0, 0, 0, 0, 0, 0, -100, -100, 100.0, 1.8, 1.8, 3.5, 75.2, 88.0, 80.5, 93.3, 19.5, 6.7, 100.0, 1.8, 1.8, 3.5, 75.2, 88.0, 80.5, 93.3, 19.5, 6.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 1, 1, 17, 14, 19, 16, 24, 1, 1, 1, 17, 14, 19, 16, 0, 0, 0, 0, 0, 0, 0, 0, 43.3, 49.9, 60.1, 72.9, 40.7, 45.9, 51.3, 62.3, 43.3, 49.9, 60.1, 72.9, 40.7, 45.9, 51.3, 62.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1000 BARRELS)" ,"022A22" ,"NYME" ,"022" "NATURAL GAS - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,023651 ,NYME ,01 ,023 , 934859, 137762, 204987, 343465, 360639, 341728, 841866, 890180, 92993, 44679, 934859, 137762, 204987, 343465, 360639, 341728, 841866, 890180, 92993, 44679, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -25844, 6907, -11480, -14249, -10856, 5045, -18198, -20684, -7646, -5159, 100.0, 14.7, 21.9, 36.7, 38.6, 36.6, 90.1, 95.2, 9.9, 4.8, 100.0, 14.7, 21.9, 36.7, 38.6, 36.6, 90.1, 95.2, 9.9, 4.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 270, 86, 88, 115, 84, 73, 242, 213, 270, 86, 88, 115, 84, 73, 242, 213, 0, 0, 0, 0, 0, 0, 0, 0, 32.8, 39.7, 43.6, 52.0, 11.5, 17.6, 14.9, 22.1, 32.8, 39.7, 43.6, 52.0, 11.5, 17.6, 14.9, 22.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(10,000 MMBTU'S)" ,"023651" ,"NYME" ,"023" "MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365A ,NYME ,01 ,023 , 90063, 1568, 301, 2354, 80384, 79998, 84306, 82653, 5757, 7410, 90063, 1568, 301, 2354, 80384, 79998, 84306, 82653, 5757, 7410, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1073, 83, -289, 42, 2760, 735, 2885, 488, -1812, 585, 100.0, 1.7, 0.3, 2.6, 89.3, 88.8, 93.6, 91.8, 6.4, 8.2, 100.0, 1.7, 0.3, 2.6, 89.3, 88.8, 93.6, 91.8, 6.4, 8.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 31, 2, 1, 3, 25, 27, 28, 30, 31, 2, 1, 3, 25, 27, 28, 30, 0, 0, 0, 0, 0, 0, 0, 0, 50.1, 40.1, 68.8, 59.1, 46.6, 33.2, 58.3, 47.8, 50.1, 40.1, 68.8, 59.1, 46.6, 33.2, 58.3, 47.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365A" ,"NYME" ,"023" "PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365B ,NYME ,01 ,023 , 57110, 1296, 11777, 1609, 45409, 26307, 48314, 39693, 8796, 17417, 57110, 1296, 11777, 1609, 45409, 26307, 48314, 39693, 8796, 17417, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 88, 0, -927, 124, 769, 1268, 893, 465, -805, -377, 100.0, 2.3, 20.6, 2.8, 79.5, 46.1, 84.6, 69.5, 15.4, 30.5, 100.0, 2.3, 20.6, 2.8, 79.5, 46.1, 84.6, 69.5, 15.4, 30.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 2, 3, 17, 18, 20, 21, 24, 1, 2, 3, 17, 18, 20, 21, 0, 0, 0, 0, 0, 0, 0, 0, 48.3, 40.9, 68.0, 53.6, 40.3, 32.0, 56.1, 43.2, 48.3, 40.9, 68.0, 53.6, 40.3, 32.0, 56.1, 43.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365B" ,"NYME" ,"023" "M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365C ,NYME ,01 ,023 , 87364, 4084, 0, 2914, 72733, 72860, 79731, 75774, 7633, 11590, 87364, 4084, 0, 2914, 72733, 72860, 79731, 75774, 7633, 11590, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5564, -93, 0, 0, 5657, 5350, 5564, 5350, 0, 214, 100.0, 4.7, 0.0, 3.3, 83.3, 83.4, 91.3, 86.7, 8.7, 13.3, 100.0, 4.7, 0.0, 3.3, 83.3, 83.4, 91.3, 86.7, 8.7, 13.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 33, 3, 0, 3, 25, 26, 29, 29, 33, 3, 0, 3, 25, 26, 29, 29, 0, 0, 0, 0, 0, 0, 0, 0, 35.0, 33.9, 54.4, 50.8, 31.8, 28.7, 48.5, 42.7, 35.0, 33.9, 54.4, 50.8, 31.8, 28.7, 48.5, 42.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365C" ,"NYME" ,"023" "TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365D ,NYME ,01 ,023 , 94725, 0, 0, 0, 82392, 83576, 82392, 83576, 12333, 11149, 94725, 0, 0, 0, 82392, 83576, 82392, 83576, 12333, 11149, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -89, 0, 0, 0, -89, -120, -89, -120, 0, 31, 100.0, 0.0, 0.0, 0.0, 87.0, 88.2, 87.0, 88.2, 13.0, 11.8, 100.0, 0.0, 0.0, 0.0, 87.0, 88.2, 87.0, 88.2, 13.0, 11.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 0, 0, 0, 23, 22, 23, 22, 26, 0, 0, 0, 23, 22, 23, 22, 0, 0, 0, 0, 0, 0, 0, 0, 41.7, 42.4, 62.1, 61.3, 32.4, 29.6, 45.8, 46.2, 41.7, 42.4, 62.1, 61.3, 32.4, 29.6, 45.8, 46.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365D" ,"NYME" ,"023" "NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365G ,NYME ,01 ,023 , 91363, 2622, 984, 6291, 74514, 79219, 83427, 86494, 7936, 4869, 91363, 2622, 984, 6291, 74514, 79219, 83427, 86494, 7936, 4869, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2992, -735, -1557, 1212, 1938, 3337, 2415, 2992, 577, 0, 100.0, 2.9, 1.1, 6.9, 81.6, 86.7, 91.3, 94.7, 8.7, 5.3, 100.0, 2.9, 1.1, 6.9, 81.6, 86.7, 91.3, 94.7, 8.7, 5.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 38, 4, 1, 4, 25, 27, 29, 32, 38, 4, 1, 4, 25, 27, 29, 32, 0, 0, 0, 0, 0, 0, 0, 0, 42.0, 33.4, 58.6, 50.9, 37.1, 31.0, 49.1, 42.2, 42.0, 33.4, 58.6, 50.9, 37.1, 31.0, 49.1, 42.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365G" ,"NYME" ,"023" "NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365K ,NYME ,01 ,023 , 120245, 0, 5558, 6757, 107323, 101154, 114080, 113469, 6165, 6776, 120245, 0, 5558, 6757, 107323, 101154, 114080, 113469, 6165, 6776, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1050, 0, 252, 150, 1023, 222, 1173, 624, -123, 426, 100.0, 0.0, 4.6, 5.6, 89.3, 84.1, 94.9, 94.4, 5.1, 5.6, 100.0, 0.0, 4.6, 5.6, 89.3, 84.1, 94.9, 94.4, 5.1, 5.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 39, 0, 3, 3, 23, 31, 26, 34, 39, 0, 3, 3, 23, 31, 26, 34, 0, 0, 0, 0, 0, 0, 0, 0, 57.3, 33.4, 73.9, 52.3, 52.8, 33.0, 63.7, 50.3, 57.3, 33.4, 73.9, 52.3, 52.8, 33.0, 63.7, 50.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365K" ,"NYME" ,"023" "DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365L ,NYME ,01 ,023 , 37361, 0, 5714, 624, 34154, 25602, 34778, 31940, 2583, 5421, 37361, 0, 5714, 624, 34154, 25602, 34778, 31940, 2583, 5421, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 509, 0, 1309, -6, 635, -825, 629, 478, -120, 31, 100.0, 0.0, 15.3, 1.7, 91.4, 68.5, 93.1, 85.5, 6.9, 14.5, 100.0, 0.0, 15.3, 1.7, 91.4, 68.5, 93.1, 85.5, 6.9, 14.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 0, 2, 2, 16, 13, 18, 15, 20, 0, 2, 2, 16, 13, 18, 15, 0, 0, 0, 0, 0, 0, 0, 0, 58.6, 50.0, 78.5, 71.9, 57.0, 44.2, 72.3, 61.4, 58.6, 50.0, 78.5, 71.9, 57.0, 44.2, 72.3, 61.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365L" ,"NYME" ,"023" "VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365M ,NYME ,01 ,023 , 74322, 1145, 11352, 11424, 57006, 43770, 69575, 66546, 4747, 7776, 74322, 1145, 11352, 11424, 57006, 43770, 69575, 66546, 4747, 7776, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 24, -24, 120, 24, 24, -120, 24, 24, 0, 0, 100.0, 1.5, 15.3, 15.4, 76.7, 58.9, 93.6, 89.5, 6.4, 10.5, 100.0, 1.5, 15.3, 15.4, 76.7, 58.9, 93.6, 89.5, 6.4, 10.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 2, 3, 15, 17, 18, 20, 24, 1, 2, 3, 15, 17, 18, 20, 0, 0, 0, 0, 0, 0, 0, 0, 63.1, 50.7, 79.4, 73.2, 40.9, 31.7, 50.0, 43.8, 63.1, 50.7, 79.4, 73.2, 40.9, 31.7, 50.0, 43.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365M" ,"NYME" ,"023" "DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365N ,NYME ,01 ,023 , 55914, 1192, 0, 310, 42154, 47639, 43656, 47949, 12258, 7965, 55914, 1192, 0, 310, 42154, 47639, 43656, 47949, 12258, 7965, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 180, 0, 0, 0, 180, 180, 180, 180, 0, 0, 100.0, 2.1, 0.0, 0.6, 75.4, 85.2, 78.1, 85.8, 21.9, 14.2, 100.0, 2.1, 0.0, 0.6, 75.4, 85.2, 78.1, 85.8, 21.9, 14.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 1, 0, 1, 23, 20, 24, 21, 26, 1, 0, 1, 23, 20, 24, 21, 0, 0, 0, 0, 0, 0, 0, 0, 32.5, 51.8, 49.2, 67.0, 31.6, 45.4, 44.5, 54.7, 32.5, 51.8, 49.2, 67.0, 31.6, 45.4, 44.5, 54.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365N" ,"NYME" ,"023" "WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365O ,NYME ,01 ,023 , 100674, 2364, 730, 7448, 83397, 84740, 93209, 92918, 7465, 7756, 100674, 2364, 730, 7448, 83397, 84740, 93209, 92918, 7465, 7756, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1494, -643, -604, 28, 1932, 2083, 1317, 1507, 177, -13, 100.0, 2.3, 0.7, 7.4, 82.8, 84.2, 92.6, 92.3, 7.4, 7.7, 100.0, 2.3, 0.7, 7.4, 82.8, 84.2, 92.6, 92.3, 7.4, 7.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 40, 3, 2, 5, 28, 31, 33, 36, 40, 3, 2, 5, 28, 31, 33, 36, 0, 0, 0, 0, 0, 0, 0, 0, 35.9, 37.7, 57.9, 54.8, 30.8, 36.3, 44.5, 50.3, 35.9, 37.7, 57.9, 54.8, 30.8, 36.3, 44.5, 50.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"02365O" ,"NYME" ,"023" "EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,02365U ,NYME ,01 ,023 , 1997277, 20227, 148970, 706749, 1265855, 1137588, 1992831, 1993308, 4445, 3968, 1997277, 20227, 148970, 706749, 1265855, 1137588, 1992831, 1993308, 4445, 3968, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -18554, -1698, 18962, -13050, -2454, -22667, -17202, -16755, -1351, -1799, 100.0, 1.0, 7.5, 35.4, 63.4, 57.0, 99.8, 99.8, 0.2, 0.2, 100.0, 1.0, 7.5, 35.4, 63.4, 57.0, 99.8, 99.8, 0.2, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 139, 33, 43, 65, 61, 61, 131, 132, 139, 33, 43, 65, 61, 61, 131, 132, 0, 0, 0, 0, 0, 0, 0, 0, 34.2, 30.5, 53.6, 48.4, 9.0, 7.1, 10.6, 9.1, 34.2, 30.5, 53.6, 48.4, 9.0, 7.1, 10.6, 9.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(10,000 MMBTU'S)" ,"02365U" ,"NYME" ,"023" "CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,023A39 ,NYME ,01 ,023 , 68972, 0, 4571, 4686, 59038, 50378, 63724, 59635, 5248, 9337, 68972, 0, 4571, 4686, 59038, 50378, 63724, 59635, 5248, 9337, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 382, 0, 696, -200, 458, -389, 258, 107, 124, 275, 100.0, 0.0, 6.6, 6.8, 85.6, 73.0, 92.4, 86.5, 7.6, 13.5, 100.0, 0.0, 6.6, 6.8, 85.6, 73.0, 92.4, 86.5, 7.6, 13.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 2, 2, 12, 15, 14, 17, 21, 0, 2, 2, 12, 15, 14, 17, 0, 0, 0, 0, 0, 0, 0, 0, 72.3, 35.4, 90.0, 57.1, 71.8, 31.6, 77.5, 51.0, 72.3, 35.4, 90.0, 57.1, 71.8, 31.6, 77.5, 51.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"023A39" ,"NYME" ,"023" "SOYBEAN MEAL - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,026603 ,CBT ,00 ,026 , 219819, 52519, 6656, 49741, 77570, 137828, 179829, 194225, 39990, 25595, 96300, 30399, 3721, 17421, 27372, 61713, 75191, 82855, 21109, 13446, 123519, 35076, 15891, 19363, 50198, 76115, 104637, 111370, 18881, 12149, -10543, -8142, 395, 374, -29, -13302, -7797, -12533, -2746, 1990, 100.0, 23.9, 3.0, 22.6, 35.3, 62.7, 81.8, 88.4, 18.2, 11.6, 100.0, 31.6, 3.9, 18.1, 28.4, 64.1, 78.1, 86.0, 21.9, 14.0, 100.0, 28.4, 12.9, 15.7, 40.6, 61.6, 84.7, 90.2, 15.3, 9.8, 170, 65, 24, 55, 68, 66, 158, 127, 144, 56, 18, 36, 61, 58, 128, 101, 142, 42, 31, 38, 54, 51, 119, 101, 16.1, 33.3, 23.3, 46.4, 6.8, 27.9, 12.2, 33.2, 16.3, 27.0, 25.0, 39.4, 12.1, 25.2, 19.5, 35.5, 22.7, 42.3, 33.1, 55.5, 17.8, 38.5, 26.3, 48.3,"(CONTRACTS OF 100 TONS)" ,"026603" ,"CBT" ,"026" "COTTON NO. 2 - ICE FUTURES U.S." ,090623 ,2009-06-23,033661 ,ICUS ,01 ,033 , 151430, 25367, 8530, 32361, 82489, 100942, 140216, 141833, 11214, 9597, 1673, 26, 0, 0, 1601, 1412, 1627, 1412, 46, 261, 149757, 25343, 8532, 32359, 80888, 99530, 138589, 140421, 11168, 9336, -10190, -4488, 2483, -629, -1578, -11167, -6695, -9314, -3495, -877, 100.0, 16.8, 5.6, 21.4, 54.5, 66.7, 92.6, 93.7, 7.4, 6.3, 100.0, 1.6, 0.0, 0.0, 95.7, 84.4, 97.3, 84.4, 2.7, 15.6, 100.0, 16.9, 5.7, 21.6, 54.0, 66.5, 92.5, 93.8, 7.5, 6.2, 184, 77, 37, 41, 53, 53, 149, 114, 13, 2, 0, 0, 4, 7, 6, 7, 184, 77, 37, 41, 53, 51, 149, 112, 21.3, 28.8, 35.8, 42.9, 20.9, 22.6, 33.2, 34.1, 96.7, 81.8, 97.3, 84.4, 96.7, 81.8, 97.3, 84.4, 21.5, 28.9, 36.2, 42.6, 21.1, 22.7, 33.6, 35.0,"(CONTRACTS OF 50,000 POUNDS)" ,"033661" ,"ICUS" ,"033" "HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,035652 ,NYME ,01 ,023 , 133354, 0, 7324, 0, 132196, 122374, 132196, 129698, 1158, 3656, 133354, 0, 7324, 0, 132196, 122374, 132196, 129698, 1158, 3656, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5228, 0, 372, 0, 5228, 4856, 5228, 5228, 0, 0, 100.0, 0.0, 5.5, 0.0, 99.1, 91.8, 99.1, 97.3, 0.9, 2.7, 100.0, 0.0, 5.5, 0.0, 99.1, 91.8, 99.1, 97.3, 0.9, 2.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 0, 3, 0, 19, 17, 19, 20, 25, 0, 3, 0, 19, 17, 19, 20, 0, 0, 0, 0, 0, 0, 0, 0, 66.0, 59.6, 89.2, 77.4, 42.0, 47.2, 57.1, 55.3, 66.0, 59.6, 89.2, 77.4, 42.0, 47.2, 57.1, 55.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"035652" ,"NYME" ,"023" "HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,035653 ,NYME ,01 ,023 , 225088, 11451, 10923, 5689, 201841, 201819, 218981, 218431, 6107, 6657, 225088, 11451, 10923, 5689, 201841, 201819, 218981, 218431, 6107, 6657, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1901, -1044, 0, 969, 2160, 826, 2085, 1795, -184, 106, 100.0, 5.1, 4.9, 2.5, 89.7, 89.7, 97.3, 97.0, 2.7, 3.0, 100.0, 5.1, 4.9, 2.5, 89.7, 89.7, 97.3, 97.0, 2.7, 3.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 55, 7, 1, 6, 44, 39, 52, 45, 55, 7, 1, 6, 44, 39, 52, 45, 0, 0, 0, 0, 0, 0, 0, 0, 28.8, 47.5, 46.6, 62.1, 26.3, 44.1, 38.3, 54.7, 28.8, 47.5, 46.6, 62.1, 26.3, 44.1, 38.3, 54.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"035653" ,"NYME" ,"023" "NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,035654 ,NYME ,01 ,023 , 155564, 1875, 3579, 2013, 139963, 145575, 143851, 151167, 11713, 4397, 155564, 1875, 3579, 2013, 139963, 145575, 143851, 151167, 11713, 4397, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 569, 0, 308, -274, 261, 349, -13, 383, 582, 186, 100.0, 1.2, 2.3, 1.3, 90.0, 93.6, 92.5, 97.2, 7.5, 2.8, 100.0, 1.2, 2.3, 1.3, 90.0, 93.6, 92.5, 97.2, 7.5, 2.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 37, 1, 1, 2, 31, 28, 33, 30, 37, 1, 1, 2, 31, 28, 33, 30, 0, 0, 0, 0, 0, 0, 0, 0, 42.2, 46.9, 60.0, 66.3, 36.9, 45.4, 48.8, 63.6, 42.2, 46.9, 60.0, 66.3, 36.9, 45.4, 48.8, 63.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"035654" ,"NYME" ,"023" "PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,035655 ,NYME ,01 ,023 , 275860, 19207, 452, 12313, 225753, 249622, 257273, 262387, 18587, 13473, 275860, 19207, 452, 12313, 225753, 249622, 257273, 262387, 18587, 13473, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2070, 448, 52, 706, 615, 2277, 1769, 3035, 301, -965, 100.0, 7.0, 0.2, 4.5, 81.8, 90.5, 93.3, 95.1, 6.7, 4.9, 100.0, 7.0, 0.2, 4.5, 81.8, 90.5, 93.3, 95.1, 6.7, 4.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 51, 4, 2, 5, 41, 43, 46, 49, 51, 4, 2, 5, 41, 43, 46, 49, 0, 0, 0, 0, 0, 0, 0, 0, 37.7, 27.4, 56.3, 47.4, 28.5, 24.3, 40.1, 42.3, 37.7, 27.4, 56.3, 47.4, 28.5, 24.3, 40.1, 42.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"035655" ,"NYME" ,"023" "SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,035657 ,NYME ,01 ,023 , 94222, 1056, 3095, 1248, 84653, 82895, 86957, 87238, 7265, 6984, 94222, 1056, 3095, 1248, 84653, 82895, 86957, 87238, 7265, 6984, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 488, 1056, -493, 0, 328, 1190, 1384, 697, -896, -209, 100.0, 1.1, 3.3, 1.3, 89.8, 88.0, 92.3, 92.6, 7.7, 7.4, 100.0, 1.1, 3.3, 1.3, 89.8, 88.0, 92.3, 92.6, 7.7, 7.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 1, 3, 3, 20, 19, 24, 23, 29, 1, 3, 3, 20, 19, 24, 23, 0, 0, 0, 0, 0, 0, 0, 0, 60.5, 43.5, 80.1, 68.2, 56.7, 40.2, 67.6, 57.7, 60.5, 43.5, 80.1, 68.2, 56.7, 40.2, 67.6, 57.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"035657" ,"NYME" ,"023" "TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,035658 ,NYME ,01 ,023 , 55804, 0, 0, 0, 51192, 48379, 51192, 48379, 4612, 7425, 55804, 0, 0, 0, 51192, 48379, 51192, 48379, 4612, 7425, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 180, 0, 0, 0, 482, 180, 482, 180, -302, 0, 100.0, 0.0, 0.0, 0.0, 91.7, 86.7, 91.7, 86.7, 8.3, 13.3, 100.0, 0.0, 0.0, 0.0, 91.7, 86.7, 91.7, 86.7, 8.3, 13.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 0, 0, 0, 18, 17, 18, 17, 23, 0, 0, 0, 18, 17, 18, 17, 0, 0, 0, 0, 0, 0, 0, 0, 60.8, 48.6, 75.5, 69.0, 57.3, 41.7, 68.1, 57.1, 60.8, 48.6, 75.5, 69.0, 57.3, 41.7, 68.1, 57.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"035658" ,"NYME" ,"023" "HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,03565B ,NYME ,01 ,023 , 3099674, 618449, 122962, 989210, 1467513, 1976015, 3075172, 3088187, 24502, 11487, 3099674, 618449, 122962, 989210, 1467513, 1976015, 3075172, 3088187, 24502, 11487, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 43287, 1924, 14987, -4431, 44453, 31890, 41946, 42446, 1341, 841, 100.0, 20.0, 4.0, 31.9, 47.3, 63.7, 99.2, 99.6, 0.8, 0.4, 100.0, 20.0, 4.0, 31.9, 47.3, 63.7, 99.2, 99.6, 0.8, 0.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 183, 40, 20, 52, 112, 101, 172, 155, 183, 40, 20, 52, 112, 101, 172, 155, 0, 0, 0, 0, 0, 0, 0, 0, 30.3, 35.7, 42.7, 48.8, 14.3, 19.2, 19.0, 25.8, 30.3, 35.7, 42.7, 48.8, 14.3, 19.2, 19.0, 25.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"03565B" ,"NYME" ,"023" "HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,03565C ,NYME ,01 ,023 , 1232116, 261476, 79183, 259829, 703544, 890610, 1224849, 1229622, 7267, 2494, 1232116, 261476, 79183, 259829, 703544, 890610, 1224849, 1229622, 7267, 2494, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 16866, 9625, 5322, 7270, -327, 4602, 16568, 17194, 298, -328, 100.0, 21.2, 6.4, 21.1, 57.1, 72.3, 99.4, 99.8, 0.6, 0.2, 100.0, 21.2, 6.4, 21.1, 57.1, 72.3, 99.4, 99.8, 0.6, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 96, 32, 20, 37, 43, 42, 88, 86, 96, 32, 20, 37, 43, 42, 88, 86, 0, 0, 0, 0, 0, 0, 0, 0, 29.8, 39.2, 49.4, 58.7, 21.0, 31.6, 32.3, 41.3, 29.8, 39.2, 49.4, 58.7, 21.0, 31.6, 32.3, 41.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2,500 MMBTU'S)" ,"03565C" ,"NYME" ,"023" "ROUGH RICE - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,039601 ,CBT ,00 ,039 , 8933, 2567, 1411, 726, 3935, 5211, 7228, 7348, 1705, 1585, 1448, 428, 258, 25, 691, 856, 1144, 1140, 304, 308, 7485, 2267, 1280, 573, 3244, 4355, 6084, 6209, 1401, 1276, -474, 25, 197, -10, -0, -188, 14, -1, -489, -473, 100.0, 28.7, 15.8, 8.1, 44.1, 58.3, 80.9, 82.3, 19.1, 17.7, 100.0, 29.6, 17.8, 1.8, 47.7, 59.1, 79.0, 78.7, 21.0, 21.3, 100.0, 30.3, 17.1, 7.7, 43.3, 58.2, 81.3, 83.0, 18.7, 17.0, 58, 17, 13, 8, 20, 19, 40, 38, 33, 10, 4, 4, 10, 15, 20, 23, 50, 11, 14, 7, 18, 18, 34, 34, 29.7, 33.7, 47.8, 50.2, 29.7, 31.5, 44.0, 44.0, 56.1, 51.4, 73.0, 67.8, 56.0, 51.0, 72.2, 67.4, 35.4, 38.2, 54.3, 53.8, 35.4, 35.3, 49.8, 46.1,"(CONTRACTS OF 200,000 POUNDS)" ,"039601" ,"CBT" ,"039" "FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S." ,090623 ,2009-06-23,040701 ,ICUS ,01 ,040 , 40135, 10415, 7237, 7151, 18103, 22601, 35669, 36988, 4466, 3146, 35953, 9777, 7167, 5725, 16399, 19998, 31901, 32891, 4051, 3062, 4182, 929, 361, 1134, 1704, 2602, 3767, 4098, 414, 84, -2364, 661, 3360, -2038, -1028, -3929, -2405, -2608, 42, 244, 100.0, 26.0, 18.0, 17.8, 45.1, 56.3, 88.9, 92.2, 11.1, 7.8, 100.0, 27.2, 19.9, 15.9, 45.6, 55.6, 88.7, 91.5, 11.3, 8.5, 100.0, 22.2, 8.6, 27.1, 40.7, 62.2, 90.1, 98.0, 9.9, 2.0, 109, 37, 36, 22, 32, 15, 79, 65, 107, 42, 31, 20, 31, 14, 77, 62, 37, 8, 15, 15, 11, 8, 33, 24, 20.9, 55.5, 35.9, 64.6, 17.8, 43.9, 27.9, 50.2, 21.6, 55.1, 37.9, 64.9, 19.9, 44.3, 29.4, 51.2, 32.9, 63.8, 54.2, 78.1, 26.5, 46.6, 42.7, 51.8,"(CONTRACTS OF 15,000 POUNDS)" ,"040701" ,"ICUS" ,"040" "2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,042601 ,CBT ,00 ,042 , 611512, 134732, 54601, 43134, 345860, 410070, 523725, 507805, 87786, 103706, 611512, 134732, 54601, 43134, 345860, 410070, 523725, 507805, 87786, 103706, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 28658, 16043, -6893, -814, 8114, 37494, 23343, 29786, 5315, -1128, 100.0, 22.0, 8.9, 7.1, 56.6, 67.1, 85.6, 83.0, 14.4, 17.0, 100.0, 22.0, 8.9, 7.1, 56.6, 67.1, 85.6, 83.0, 14.4, 17.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 163, 35, 32, 23, 69, 74, 114, 119, 163, 35, 32, 23, 69, 74, 114, 119, 0, 0, 0, 0, 0, 0, 0, 0, 22.2, 23.1, 33.1, 34.3, 20.9, 21.1, 30.5, 32.3, 22.2, 23.1, 33.1, 34.3, 20.9, 21.1, 30.5, 32.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $200,000 FACE VALUE)" ,"042601" ,"CBT" ,"042" "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,043602 ,CBT ,00 ,043 , 1474212, 79954, 167404, 209678, 906777, 777351, 1196409, 1154433, 277803, 319779, 1474212, 79954, 167404, 209678, 906777, 777351, 1196409, 1154433, 277803, 319779, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -74747, -9828, -20955, -27875, -26009, -34020, -63712, -82850, -11035, 8103, 100.0, 5.4, 11.4, 14.2, 61.5, 52.7, 81.2, 78.3, 18.8, 21.7, 100.0, 5.4, 11.4, 14.2, 61.5, 52.7, 81.2, 78.3, 18.8, 21.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 226, 39, 45, 63, 127, 118, 198, 195, 226, 39, 45, 63, 127, 118, 198, 195, 0, 0, 0, 0, 0, 0, 0, 0, 14.7, 14.4, 22.2, 21.5, 9.3, 8.1, 13.7, 12.8, 14.7, 14.4, 22.2, 21.5, 9.3, 8.1, 13.7, 12.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"043602" ,"CBT" ,"043" "5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,044601 ,CBT ,00 ,044 , 892889, 85566, 121132, 71896, 560890, 500402, 718353, 693430, 174536, 199459, 892889, 85566, 121132, 71896, 560890, 500402, 718353, 693430, 174536, 199459, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -9514, -16925, 4939, -8538, 14823, 1854, -10640, -1745, 1126, -7769, 100.0, 9.6, 13.6, 8.1, 62.8, 56.0, 80.5, 77.7, 19.5, 22.3, 100.0, 9.6, 13.6, 8.1, 62.8, 56.0, 80.5, 77.7, 19.5, 22.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 136, 25, 25, 26, 68, 70, 103, 111, 136, 25, 25, 26, 68, 70, 103, 111, 0, 0, 0, 0, 0, 0, 0, 0, 24.7, 19.5, 33.6, 30.6, 19.9, 18.4, 28.4, 26.1, 24.7, 19.5, 33.6, 30.6, 19.9, 18.4, 28.4, 26.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000 FACE VALUE)" ,"044601" ,"CBT" ,"044" "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,045601 ,CBT ,00 ,045 , 559050, 140356, 11298, 137870, 235980, 370293, 514206, 519462, 44844, 39588, 559050, 140356, 11298, 137870, 235980, 370293, 514206, 519462, 44844, 39588, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 51635, 8461, 1442, 31863, 10001, 15532, 50324, 48837, 1311, 2798, 100.0, 25.1, 2.0, 24.7, 42.2, 66.2, 92.0, 92.9, 8.0, 7.1, 100.0, 25.1, 2.0, 24.7, 42.2, 66.2, 92.0, 92.9, 8.0, 7.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 91, 35, 6, 35, 41, 38, 85, 75, 91, 35, 6, 35, 41, 38, 85, 75, 0, 0, 0, 0, 0, 0, 0, 0, 25.6, 36.9, 42.1, 52.4, 19.7, 30.5, 28.5, 38.0, 25.6, 36.9, 42.1, 52.4, 19.7, 30.5, 28.5, 38.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $5,000,000)" ,"045601" ,"CBT" ,"045" "BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,050642 ,CME ,00 ,050 , 4863, 0, 112, 0, 4311, 4240, 4311, 4352, 552, 510, 4863, 0, 112, 0, 4311, 4240, 4311, 4352, 552, 510, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 21, 0, 30, 0, 0, 47, 0, 77, 21, -56, 100.0, 0.0, 2.3, 0.0, 88.7, 87.2, 88.7, 89.5, 11.3, 10.5, 100.0, 0.0, 2.3, 0.0, 88.7, 87.2, 88.7, 89.5, 11.3, 10.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 2, 0, 15, 9, 15, 11, 21, 0, 2, 0, 15, 9, 15, 11, 0, 0, 0, 0, 0, 0, 0, 0, 66.0, 70.6, 79.3, 86.1, 66.0, 70.1, 78.9, 84.4, 66.0, 70.6, 79.3, 86.1, 66.0, 70.1, 78.9, 84.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 20,000 POUNDS)" ,"050642" ,"CME" ,"050" "MILK, Class III - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,052641 ,CME ,00 ,052 , 48653, 2552, 6682, 10804, 30752, 22164, 44108, 39650, 4545, 9003, 48653, 2552, 6682, 10804, 30752, 22164, 44108, 39650, 4545, 9003, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2910, 418, 458, 917, 1129, 1174, 2465, 2550, 445, 360, 100.0, 5.2, 13.7, 22.2, 63.2, 45.6, 90.7, 81.5, 9.3, 18.5, 100.0, 5.2, 13.7, 22.2, 63.2, 45.6, 90.7, 81.5, 9.3, 18.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 81, 13, 28, 20, 33, 32, 60, 66, 81, 13, 28, 20, 33, 32, 60, 66, 0, 0, 0, 0, 0, 0, 0, 0, 39.3, 26.2, 53.3, 38.6, 36.5, 21.9, 48.1, 30.1, 39.3, 26.2, 53.3, 38.6, 36.5, 21.9, 48.1, 30.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 200,000 POUNDS)" ,"052641" ,"CME" ,"052" "LEAN HOGS - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,054642 ,CME ,00 ,054 , 165303, 25873, 42695, 53715, 64446, 42374, 144034, 138784, 21270, 26520, 127477, 25342, 45607, 36746, 50761, 26274, 112849, 108628, 14628, 18849, 37827, 8332, 4888, 9168, 13685, 16100, 31185, 30156, 6642, 7671, 7433, 3144, 2911, 3113, 1481, 1916, 7738, 7940, -304, -507, 100.0, 15.7, 25.8, 32.5, 39.0, 25.6, 87.1, 84.0, 12.9, 16.0, 100.0, 19.9, 35.8, 28.8, 39.8, 20.6, 88.5, 85.2, 11.5, 14.8, 100.0, 22.0, 12.9, 24.2, 36.2, 42.6, 82.4, 79.7, 17.6, 20.3, 199, 61, 75, 71, 41, 36, 152, 144, 191, 61, 78, 62, 37, 32, 139, 135, 101, 35, 26, 28, 25, 26, 74, 67, 18.8, 15.1, 31.8, 24.4, 18.5, 13.4, 28.5, 20.9, 21.9, 14.9, 34.6, 25.5, 21.9, 13.3, 32.1, 22.0, 29.6, 24.1, 43.1, 36.6, 29.6, 21.5, 38.5, 30.8,"(CONTRACTS OF 40,000 POUNDS)" ,"054642" ,"CME" ,"054" "LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,057642 ,CME ,00 ,057 , 258453, 62839, 50713, 54654, 115193, 106816, 232686, 212182, 25768, 46271, 258453, 62839, 50713, 54654, 115193, 106816, 232686, 212182, 25768, 46271, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5096, 4152, -7425, 2671, -2123, 7725, 4699, 2971, 397, 2125, 100.0, 24.3, 19.6, 21.1, 44.6, 41.3, 90.0, 82.1, 10.0, 17.9, 100.0, 24.3, 19.6, 21.1, 44.6, 41.3, 90.0, 82.1, 10.0, 17.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 318, 75, 86, 78, 88, 136, 208, 261, 318, 75, 86, 78, 88, 136, 208, 261, 0, 0, 0, 0, 0, 0, 0, 0, 18.6, 12.9, 29.3, 19.8, 18.6, 10.5, 28.6, 16.3, 18.6, 12.9, 29.3, 19.8, 18.6, 10.5, 28.6, 16.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 40,000 POUNDS)" ,"057642" ,"CME" ,"057" "RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,058643 ,CME ,00 ,058 , 9557, 3461, 1269, 1226, 2802, 5375, 7489, 7871, 2068, 1686, 9557, 3461, 1269, 1226, 2802, 5375, 7489, 7871, 2068, 1686, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -56, -160, -511, 97, 86, 251, 23, -163, -79, 107, 100.0, 36.2, 13.3, 12.8, 29.3, 56.2, 78.4, 82.4, 21.6, 17.6, 100.0, 36.2, 13.3, 12.8, 29.3, 56.2, 78.4, 82.4, 21.6, 17.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 84, 27, 20, 12, 19, 30, 57, 51, 84, 27, 20, 12, 19, 30, 57, 51, 0, 0, 0, 0, 0, 0, 0, 0, 29.1, 25.0, 45.4, 41.0, 29.1, 23.1, 45.0, 37.4, 29.1, 25.0, 45.4, 41.0, 29.1, 23.1, 45.0, 37.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 110,000 BOARD FEET)" ,"058643" ,"CME" ,"058" "FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,061641 ,CME ,00 ,061 , 26379, 8271, 5060, 5484, 6799, 6729, 20555, 17273, 5824, 9106, 26379, 8271, 5060, 5484, 6799, 6729, 20555, 17273, 5824, 9106, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1448, 712, -453, 1100, -196, 1054, 1615, 1701, -167, -253, 100.0, 31.4, 19.2, 20.8, 25.8, 25.5, 77.9, 65.5, 22.1, 34.5, 100.0, 31.4, 19.2, 20.8, 25.8, 25.5, 77.9, 65.5, 22.1, 34.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 125, 29, 27, 25, 38, 46, 81, 87, 125, 29, 27, 25, 38, 46, 81, 87, 0, 0, 0, 0, 0, 0, 0, 0, 27.2, 24.3, 38.1, 31.3, 19.1, 15.9, 28.6, 22.1, 27.2, 24.3, 38.1, 31.3, 19.1, 15.9, 28.6, 22.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50,000 POUNDS)" ,"061641" ,"CME" ,"061" "PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064657 ,NYME ,01 ,064 , 129425, 1395, 2412, 10318, 117212, 116615, 128925, 129345, 500, 80, 129425, 1395, 2412, 10318, 117212, 116615, 128925, 129345, 500, 80, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4746, -132, 257, 601, 4175, 3914, 4644, 4772, 102, -26, 100.0, 1.1, 1.9, 8.0, 90.6, 90.1, 99.6, 99.9, 0.4, 0.1, 100.0, 1.1, 1.9, 8.0, 90.6, 90.1, 99.6, 99.9, 0.4, 0.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 47, 2, 6, 8, 38, 35, 46, 43, 47, 2, 6, 8, 38, 35, 46, 43, 0, 0, 0, 0, 0, 0, 0, 0, 49.0, 45.7, 70.4, 68.8, 7.3, 7.5, 10.3, 10.7, 49.0, 45.7, 70.4, 68.8, 7.3, 7.5, 10.3, 10.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"064657" ,"NYME" ,"064" "NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06465A ,NYME ,01 ,064 , 7519, 0, 0, 0, 7091, 7368, 7091, 7368, 428, 151, 7519, 0, 0, 0, 7091, 7368, 7091, 7368, 428, 151, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 124, 0, 0, 0, 124, 124, 124, 124, 0, 0, 100.0, 0.0, 0.0, 0.0, 94.3, 98.0, 94.3, 98.0, 5.7, 2.0, 100.0, 0.0, 0.0, 0.0, 94.3, 98.0, 94.3, 98.0, 5.7, 2.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 0, 0, 0, 13, 16, 13, 16, 23, 0, 0, 0, 13, 16, 13, 16, 0, 0, 0, 0, 0, 0, 0, 0, 44.8, 65.7, 78.7, 86.0, 42.2, 59.7, 74.7, 76.0, 44.8, 65.7, 78.7, 86.0, 42.2, 59.7, 74.7, 76.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS 0F 400 MEGAWATT HOURS)" ,"06465A" ,"NYME" ,"064" "ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06465H ,NYME ,01 ,064 , 32076, 2849, 32, 479, 27045, 30304, 30373, 30816, 1703, 1260, 32076, 2849, 32, 479, 27045, 30304, 30373, 30816, 1703, 1260, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 488, -49, -19, 49, 367, 409, 368, 440, 120, 48, 100.0, 8.9, 0.1, 1.5, 84.3, 94.5, 94.7, 96.1, 5.3, 3.9, 100.0, 8.9, 0.1, 1.5, 84.3, 94.5, 94.7, 96.1, 5.3, 3.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 1, 1, 2, 22, 19, 24, 21, 25, 1, 1, 2, 22, 19, 24, 21, 0, 0, 0, 0, 0, 0, 0, 0, 42.9, 69.4, 71.2, 82.4, 32.7, 37.8, 43.8, 47.3, 42.9, 69.4, 71.2, 82.4, 32.7, 37.8, 43.8, 47.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"06465H" ,"NYME" ,"064" "PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06465M ,NYME ,01 ,064 , 31339, 50, 620, 610, 28100, 29377, 28760, 30607, 2579, 732, 31339, 50, 620, 610, 28100, 29377, 28760, 30607, 2579, 732, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 129, -110, 0, 40, 79, 73, 9, 113, 120, 16, 100.0, 0.2, 2.0, 1.9, 89.7, 93.7, 91.8, 97.7, 8.2, 2.3, 100.0, 0.2, 2.0, 1.9, 89.7, 93.7, 91.8, 97.7, 8.2, 2.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 1, 1, 2, 27, 22, 29, 24, 29, 1, 1, 2, 27, 22, 29, 24, 0, 0, 0, 0, 0, 0, 0, 0, 43.5, 41.0, 61.2, 70.4, 28.3, 29.4, 37.8, 40.7, 43.5, 41.0, 61.2, 70.4, 28.3, 29.4, 37.8, 40.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465M" ,"NYME" ,"064" "NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06465N ,NYME ,01 ,064 , 26759, 0, 0, 0, 26285, 25903, 26285, 25903, 474, 856, 26759, 0, 0, 0, 26285, 25903, 26285, 25903, 474, 856, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 240, 0, 0, 0, 240, 240, 240, 240, 0, 0, 100.0, 0.0, 0.0, 0.0, 98.2, 96.8, 98.2, 96.8, 1.8, 3.2, 100.0, 0.0, 0.0, 0.0, 98.2, 96.8, 98.2, 96.8, 1.8, 3.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 0, 0, 0, 15, 13, 15, 13, 20, 0, 0, 0, 15, 13, 15, 13, 0, 0, 0, 0, 0, 0, 0, 0, 58.5, 84.5, 83.6, 92.3, 51.3, 71.6, 71.5, 76.8, 58.5, 84.5, 83.6, 92.3, 51.3, 71.6, 71.5, 76.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465N" ,"NYME" ,"064" "ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06465S ,NYME ,01 ,064 , 13806, 860, 16, 28, 11424, 12852, 12312, 12896, 1494, 910, 13806, 860, 16, 28, 11424, 12852, 12312, 12896, 1494, 910, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 808, 0, 0, 0, 1060, 976, 1060, 976, -252, -168, 100.0, 6.2, 0.1, 0.2, 82.7, 93.1, 89.2, 93.4, 10.8, 6.6, 100.0, 6.2, 0.1, 0.2, 82.7, 93.1, 89.2, 93.4, 10.8, 6.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 24, 1, 1, 1, 18, 18, 20, 19, 24, 1, 1, 1, 18, 18, 20, 19, 0, 0, 0, 0, 0, 0, 0, 0, 36.9, 47.1, 61.5, 75.8, 35.7, 40.1, 55.8, 59.3, 36.9, 47.1, 61.5, 75.8, 35.7, 40.1, 55.8, 59.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MEGAWATTS PER OFF PEAK HRS)" ,"06465S" ,"NYME" ,"064" "CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A01 ,NYME ,01 ,064 , 24835, 3, 0, 0, 23969, 24436, 23972, 24436, 863, 399, 24835, 3, 0, 0, 23969, 24436, 23972, 24436, 863, 399, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 283, -2, 0, 0, 630, 553, 629, 553, -346, -270, 100.0, 0.0, 0.0, 0.0, 96.5, 98.4, 96.5, 98.4, 3.5, 1.6, 100.0, 0.0, 0.0, 0.0, 96.5, 98.4, 96.5, 98.4, 3.5, 1.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 1, 0, 0, 21, 20, 22, 20, 23, 1, 0, 0, 21, 20, 22, 20, 0, 0, 0, 0, 0, 0, 0, 0, 56.2, 60.1, 80.3, 77.7, 31.6, 38.6, 41.2, 45.0, 56.2, 60.1, 80.3, 77.7, 31.6, 38.6, 41.2, 45.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(40 MEGAWATT HOURS PER PEAK DAY)" ,"064A01" ,"NYME" ,"064" "CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A02 ,NYME ,01 ,064 , 12280, 0, 0, 0, 11852, 11092, 11852, 11092, 428, 1188, 12280, 0, 0, 0, 11852, 11092, 11852, 11092, 428, 1188, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 162, 0, 0, 0, 166, 150, 166, 150, -4, 12, 100.0, 0.0, 0.0, 0.0, 96.5, 90.3, 96.5, 90.3, 3.5, 9.7, 100.0, 0.0, 0.0, 0.0, 96.5, 90.3, 96.5, 90.3, 3.5, 9.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 22, 0, 0, 0, 22, 17, 22, 17, 22, 0, 0, 0, 22, 17, 22, 17, 0, 0, 0, 0, 0, 0, 0, 0, 37.6, 54.5, 63.4, 74.8, 30.8, 40.1, 45.2, 47.9, 37.6, 54.5, 63.4, 74.8, 30.8, 40.1, 45.2, 47.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(2.5 MWH X OFF PEAK HOURS PER MONTH)" ,"064A02" ,"NYME" ,"064" "PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A51 ,NYME ,01 ,064 , 493528, 15840, 23440, 15520, 462168, 454568, 493528, 493528, 0, 0, 493528, 15840, 23440, 15520, 462168, 454568, 493528, 493528, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, ., ., ., ., ., ., ., ., ., ., 100.0, 3.2, 4.7, 3.1, 93.6, 92.1, 100.0, 100.0, 0.0, 0.0, 100.0, 3.2, 4.7, 3.1, 93.6, 92.1, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 2, 1, 1, 12, 5, 14, 7, 20, 2, 1, 1, 12, 5, 14, 7, 0, 0, 0, 0, 0, 0, 0, 0, 67.7, 93.7, 89.0, 100.0, 67.7, 93.7, 87.4, 96.9, 67.7, 93.7, 89.0, 100.0, 67.7, 93.7, 87.4, 96.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(5 MEGAWATT HOURS)" ,"064A51" ,"NYME" ,"064" "PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A54 ,NYME ,01 ,064 , 106173, 1057, 8265, 5140, 99976, 92768, 106173, 106173, 0, 0, 106173, 1057, 8265, 5140, 99976, 92768, 106173, 106173, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3855, -5140, 0, 5140, 3855, -1285, 3855, 3855, 0, 0, 100.0, 1.0, 7.8, 4.8, 94.2, 87.4, 100.0, 100.0, 0.0, 0.0, 100.0, 1.0, 7.8, 4.8, 94.2, 87.4, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 1, 2, 1, 13, 10, 14, 13, 23, 1, 2, 1, 13, 10, 14, 13, 0, 0, 0, 0, 0, 0, 0, 0, 72.8, 74.3, 87.3, 93.6, 72.0, 74.3, 83.7, 90.3, 72.8, 74.3, 87.3, 93.6, 72.0, 74.3, 83.7, 90.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(80 MEGAWATT HOURS)" ,"064A54" ,"NYME" ,"064" "PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A55 ,NYME ,01 ,064 , 1747736, 0, 129792, 59968, 1687768, 1557976, 1747736, 1747736, 0, 0, 1747736, 0, 129792, 59968, 1687768, 1557976, 1747736, 1747736, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 61880, -71728, 32992, 59968, 73640, -31080, 61880, 61880, 0, 0, 100.0, 0.0, 7.4, 3.4, 96.6, 89.1, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 7.4, 3.4, 96.6, 89.1, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 3, 1, 13, 7, 14, 10, 21, 0, 3, 1, 13, 7, 14, 10, 0, 0, 0, 0, 0, 0, 0, 0, 73.9, 77.8, 88.4, 96.7, 73.9, 77.8, 87.7, 93.5, 73.9, 77.8, 88.4, 96.7, 73.9, 77.8, 87.7, 93.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(5 MEGAWATT HOURS)" ,"064A55" ,"NYME" ,"064" "PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A56 ,NYME ,01 ,064 , 168004, 13541, 1927, 5140, 149323, 159657, 168004, 166724, 0, 1280, 168004, 13541, 1927, 5140, 149323, 159657, 168004, 166724, 0, 1280, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 10936, -440, -5140, 5140, 6236, 10936, 10936, 10936, 0, 0, 100.0, 8.1, 1.1, 3.1, 88.9, 95.0, 100.0, 99.2, 0.0, 0.8, 100.0, 8.1, 1.1, 3.1, 88.9, 95.0, 100.0, 99.2, 0.0, 0.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 33, 4, 1, 1, 17, 23, 22, 24, 33, 4, 1, 1, 17, 23, 22, 24, 0, 0, 0, 0, 0, 0, 0, 0, 48.9, 58.2, 69.7, 78.1, 48.6, 54.8, 67.6, 70.7, 48.9, 58.2, 69.7, 78.1, 48.6, 54.8, 67.6, 70.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(80 MEGAWATT HOURS)" ,"064A56" ,"NYME" ,"064" "PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A57 ,NYME ,01 ,064 , 2321998, 169256, 0, 62320, 2090422, 2259678, 2321998, 2321998, 0, 0, 2321998, 169256, 0, 62320, 2090422, 2259678, 2321998, 2321998, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 44299, 56512, -48208, 30960, -43173, 61547, 44299, 44299, 0, 0, 100.0, 7.3, 0.0, 2.7, 90.0, 97.3, 100.0, 100.0, 0.0, 0.0, 100.0, 7.3, 0.0, 2.7, 90.0, 97.3, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 4, 0, 2, 16, 19, 20, 21, 32, 4, 0, 2, 16, 19, 20, 21, 0, 0, 0, 0, 0, 0, 0, 0, 60.2, 65.6, 84.7, 81.7, 60.2, 65.6, 79.6, 81.0, 60.2, 65.6, 84.7, 81.7, 60.2, 65.6, 79.6, 81.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(50 MEGAWATT HOURS)" ,"064A57" ,"NYME" ,"064" "PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A58 ,NYME ,01 ,064 , 42382, 1313, 4285, 42, 39601, 37500, 40956, 41827, 1426, 555, 42382, 1313, 4285, 42, 39601, 37500, 40956, 41827, 1426, 555, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, ., ., ., ., ., ., ., ., ., ., 100.0, 3.1, 10.1, 0.1, 93.4, 88.5, 96.6, 98.7, 3.4, 1.3, 100.0, 3.1, 10.1, 0.1, 93.4, 88.5, 96.6, 98.7, 3.4, 1.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 2, 1, 1, 11, 11, 13, 13, 20, 2, 1, 1, 11, 11, 13, 13, 0, 0, 0, 0, 0, 0, 0, 0, 71.1, 80.7, 91.0, 94.4, 68.1, 80.4, 85.0, 91.0, 71.1, 80.7, 91.0, 94.4, 68.1, 80.4, 85.0, 91.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(80 MEGAWATT HOURS)" ,"064A58" ,"NYME" ,"064" "PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,064A59 ,NYME ,01 ,064 , 683081, 0, 70000, 0, 683081, 613081, 683081, 683081, 0, 0, 683081, 0, 70000, 0, 683081, 613081, 683081, 683081, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 100.0, 0.0, 10.2, 0.0, 100.0, 89.8, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 10.2, 0.0, 100.0, 89.8, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 1, 0, 12, 13, 12, 14, 21, 0, 1, 0, 12, 13, 12, 14, 0, 0, 0, 0, 0, 0, 0, 0, 74.1, 68.6, 93.0, 88.0, 66.2, 66.5, 84.5, 82.9, 74.1, 68.6, 93.0, 88.0, 66.2, 66.5, 84.5, 82.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(5 MEGAWATT HOURS)" ,"064A59" ,"NYME" ,"064" "MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,066653 ,NYME ,01 ,066 , 18268, 25, 0, 105, 16927, 17674, 17057, 17779, 1211, 490, 18268, 25, 0, 105, 16927, 17674, 17057, 17779, 1211, 490, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 459, 15, 0, -25, 434, 226, 424, 201, 35, 258, 100.0, 0.1, 0.0, 0.6, 92.7, 96.7, 93.4, 97.3, 6.6, 2.7, 100.0, 0.1, 0.0, 0.6, 92.7, 96.7, 93.4, 97.3, 6.6, 2.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 34, 1, 0, 1, 29, 29, 30, 30, 34, 1, 0, 1, 29, 29, 30, 30, 0, 0, 0, 0, 0, 0, 0, 0, 44.9, 47.8, 65.6, 69.3, 40.6, 31.8, 44.7, 46.9, 44.9, 47.8, 65.6, 69.3, 40.6, 31.8, 44.7, 46.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"066653" ,"NYME" ,"066" "MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,066654 ,NYME ,01 ,066 , 8542, 0, 0, 0, 8236, 8357, 8236, 8357, 306, 185, 8542, 0, 0, 0, 8236, 8357, 8236, 8357, 306, 185, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 690, 0, 0, 0, 793, 795, 793, 795, -103, -105, 100.0, 0.0, 0.0, 0.0, 96.4, 97.8, 96.4, 97.8, 3.6, 2.2, 100.0, 0.0, 0.0, 0.0, 96.4, 97.8, 96.4, 97.8, 3.6, 2.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 0, 0, 0, 23, 19, 23, 19, 25, 0, 0, 0, 23, 19, 23, 19, 0, 0, 0, 0, 0, 0, 0, 0, 35.9, 53.5, 59.3, 84.1, 30.9, 39.7, 43.7, 51.8, 35.9, 53.5, 59.3, 84.1, 30.9, 39.7, 43.7, 51.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"066654" ,"NYME" ,"066" "MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,066657 ,NYME ,01 ,066 , 12102, 155, 0, 320, 11482, 11632, 11957, 11952, 145, 150, 12102, 155, 0, 320, 11482, 11632, 11957, 11952, 145, 150, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 735, 75, 0, -90, 765, 830, 750, 740, -14, -5, 100.0, 1.3, 0.0, 2.6, 94.9, 96.1, 98.8, 98.8, 1.2, 1.2, 100.0, 1.3, 0.0, 2.6, 94.9, 96.1, 98.8, 98.8, 1.2, 1.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 1, 0, 1, 23, 18, 24, 19, 25, 1, 0, 1, 23, 18, 24, 19, 0, 0, 0, 0, 0, 0, 0, 0, 62.6, 47.3, 81.1, 71.9, 52.6, 36.8, 57.9, 51.2, 62.6, 47.3, 81.1, 71.9, 52.6, 36.8, 57.9, 51.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"066657" ,"NYME" ,"066" "CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,067651 ,NYME ,01 ,067 , 2466226, 191960, 93064, 859296, 1320057, 1433108, 2371313, 2385468, 94913, 80758, 2466226, 191960, 93064, 859296, 1320057, 1433108, 2371313, 2385468, 94913, 80758, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -173575, -534, -7140, -84922, -62400, -63276, -147856, -155338, -25719, -18237, 100.0, 7.8, 3.8, 34.8, 53.5, 58.1, 96.2, 96.7, 3.8, 3.3, 100.0, 7.8, 3.8, 34.8, 53.5, 58.1, 96.2, 96.7, 3.8, 3.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 317, 122, 92, 157, 76, 95, 281, 267, 317, 122, 92, 157, 76, 95, 281, 267, 0, 0, 0, 0, 0, 0, 0, 0, 27.0, 24.6, 41.8, 40.5, 5.3, 3.8, 7.5, 6.6, 27.0, 24.6, 41.8, 40.5, 5.3, 3.8, 7.5, 6.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067651" ,"NYME" ,"067" "CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,067657 ,NYME ,01 ,067 , 91749, 3213, 20570, 21607, 64006, 45908, 88827, 88085, 2922, 3664, 91749, 3213, 20570, 21607, 64006, 45908, 88827, 88085, 2922, 3664, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -9457, 188, 600, -2654, -5184, -5548, -7651, -7602, -1806, -1855, 100.0, 3.5, 22.4, 23.6, 69.8, 50.0, 96.8, 96.0, 3.2, 4.0, 100.0, 3.5, 22.4, 23.6, 69.8, 50.0, 96.8, 96.0, 3.2, 4.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 28, 5, 6, 10, 12, 15, 23, 25, 28, 5, 6, 10, 12, 15, 23, 25, 0, 0, 0, 0, 0, 0, 0, 0, 62.0, 55.5, 79.6, 72.7, 45.0, 37.2, 51.8, 49.3, 62.0, 55.5, 79.6, 72.7, 45.0, 37.2, 51.8, 49.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"067657" ,"NYME" ,"067" "WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765A ,NYME ,01 ,067 , 220924, 34981, 34590, 8084, 159078, 132823, 202143, 175497, 18781, 45427, 220924, 34981, 34590, 8084, 159078, 132823, 202143, 175497, 18781, 45427, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1789, 577, -414, 227, 981, 2217, 1785, 2030, 4, -241, 100.0, 15.8, 15.7, 3.7, 72.0, 60.1, 91.5, 79.4, 8.5, 20.6, 100.0, 15.8, 15.7, 3.7, 72.0, 60.1, 91.5, 79.4, 8.5, 20.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 38, 4, 5, 6, 26, 26, 34, 33, 38, 4, 5, 6, 26, 26, 34, 33, 0, 0, 0, 0, 0, 0, 0, 0, 36.0, 30.3, 54.6, 46.3, 32.0, 23.2, 47.6, 37.0, 36.0, 30.3, 54.6, 46.3, 32.0, 23.2, 47.6, 37.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765A" ,"NYME" ,"067" "EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765B ,NYME ,01 ,067 , 177328, 25056, 10036, 50472, 98179, 113525, 173707, 174032, 3622, 3296, 177328, 25056, 10036, 50472, 98179, 113525, 173707, 174032, 3622, 3296, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -13115, -2721, -664, -3771, -6407, -8351, -12899, -12786, -215, -328, 100.0, 14.1, 5.7, 28.5, 55.4, 64.0, 98.0, 98.1, 2.0, 1.9, 100.0, 14.1, 5.7, 28.5, 55.4, 64.0, 98.0, 98.1, 2.0, 1.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 72, 26, 20, 40, 25, 25, 67, 69, 72, 26, 20, 40, 25, 25, 67, 69, 0, 0, 0, 0, 0, 0, 0, 0, 31.4, 39.2, 50.0, 60.3, 8.3, 12.8, 13.0, 16.7, 31.4, 39.2, 50.0, 60.3, 8.3, 12.8, 13.0, 16.7, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765B" ,"NYME" ,"067" "CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765C ,NYME ,01 ,067 , 592932, 26998, 15430, 83805, 462886, 472133, 573688, 571368, 19244, 21564, 592932, 26998, 15430, 83805, 462886, 472133, 573688, 571368, 19244, 21564, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -11342, -546, -523, -1728, -8738, -8792, -11011, -11042, -331, -300, 100.0, 4.6, 2.6, 14.1, 78.1, 79.6, 96.8, 96.4, 3.2, 3.6, 100.0, 4.6, 2.6, 14.1, 78.1, 79.6, 96.8, 96.4, 3.2, 3.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 42, 6, 3, 9, 32, 33, 41, 42, 42, 6, 3, 9, 32, 33, 41, 42, 0, 0, 0, 0, 0, 0, 0, 0, 30.7, 29.9, 51.8, 48.8, 11.4, 10.1, 16.0, 15.2, 30.7, 29.9, 51.8, 48.8, 11.4, 10.1, 16.0, 15.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765C" ,"NYME" ,"067" "DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765G ,NYME ,01 ,067 , 71146, 4142, 625, 2445, 64453, 67970, 71040, 71040, 106, 106, 71146, 4142, 625, 2445, 64453, 67970, 71040, 71040, 106, 106, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2956, -847, 125, -50, 3925, 2875, 3028, 2950, -72, 6, 100.0, 5.8, 0.9, 3.4, 90.6, 95.5, 99.9, 99.9, 0.1, 0.1, 100.0, 5.8, 0.9, 3.4, 90.6, 95.5, 99.9, 99.9, 0.1, 0.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 58, 5, 3, 3, 41, 43, 47, 48, 58, 5, 3, 3, 41, 43, 47, 48, 0, 0, 0, 0, 0, 0, 0, 0, 48.6, 33.7, 68.8, 52.5, 36.5, 25.6, 47.9, 39.6, 48.6, 33.7, 68.8, 52.5, 36.5, 25.6, 47.9, 39.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765G" ,"NYME" ,"067" "WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765I ,NYME ,01 ,067 , 177021, 25866, 42909, 21541, 122332, 104375, 169739, 168825, 7282, 8196, 177021, 25866, 42909, 21541, 122332, 104375, 169739, 168825, 7282, 8196, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1730, 811, -838, -989, -742, -383, -920, -2210, -810, 480, 100.0, 14.6, 24.2, 12.2, 69.1, 59.0, 95.9, 95.4, 4.1, 4.6, 100.0, 14.6, 24.2, 12.2, 69.1, 59.0, 95.9, 95.4, 4.1, 4.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 51, 9, 19, 24, 22, 22, 49, 47, 51, 9, 19, 24, 22, 22, 49, 47, 0, 0, 0, 0, 0, 0, 0, 0, 41.2, 38.8, 58.0, 57.7, 18.3, 18.2, 28.7, 24.9, 41.2, 38.8, 58.0, 57.7, 18.3, 18.2, 28.7, 24.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765I" ,"NYME" ,"067" "BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765J ,NYME ,01 ,067 , 42577, 5341, 2770, 4664, 29104, 32526, 39109, 39960, 3468, 2617, 42577, 5341, 2770, 4664, 29104, 32526, 39109, 39960, 3468, 2617, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -2356, 0, 0, -1450, -1396, -1200, -2846, -2650, 490, 294, 100.0, 12.5, 6.5, 11.0, 68.4, 76.4, 91.9, 93.9, 8.1, 6.1, 100.0, 12.5, 6.5, 11.0, 68.4, 76.4, 91.9, 93.9, 8.1, 6.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 4, 4, 6, 12, 14, 21, 20, 23, 4, 4, 6, 12, 14, 21, 20, 0, 0, 0, 0, 0, 0, 0, 0, 41.3, 47.6, 67.7, 69.2, 24.8, 20.1, 29.0, 28.1, 41.3, 47.6, 67.7, 69.2, 24.8, 20.1, 29.0, 28.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765J" ,"NYME" ,"067" "DATED TO FRONTLINE BRENT SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765M ,NYME ,01 ,067 , 59503, 1200, 1035, 1260, 38601, 41766, 41061, 44061, 18442, 15442, 59503, 1200, 1035, 1260, 38601, 41766, 41061, 44061, 18442, 15442, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 380, 0, 0, 0, 150, -3384, 150, -3384, 230, 3764, 100.0, 2.0, 1.7, 2.1, 64.9, 70.2, 69.0, 74.0, 31.0, 26.0, 100.0, 2.0, 1.7, 2.1, 64.9, 70.2, 69.0, 74.0, 31.0, 26.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 20, 1, 1, 1, 15, 16, 17, 17, 20, 1, 1, 1, 15, 16, 17, 17, 0, 0, 0, 0, 0, 0, 0, 0, 42.7, 43.2, 56.2, 57.2, 28.9, 30.0, 36.2, 39.8, 42.7, 43.2, 56.2, 57.2, 28.9, 30.0, 36.2, 39.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765M" ,"NYME" ,"067" "BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765N ,NYME ,01 ,067 , 110583, 7269, 2503, 7569, 50616, 71166, 65454, 81238, 45129, 29345, 110583, 7269, 2503, 7569, 50616, 71166, 65454, 81238, 45129, 29345, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 59, 63, 150, -180, -3178, -907, -3295, -937, 3354, 996, 100.0, 6.6, 2.3, 6.8, 45.8, 64.4, 59.2, 73.5, 40.8, 26.5, 100.0, 6.6, 2.3, 6.8, 45.8, 64.4, 59.2, 73.5, 40.8, 26.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 2, 1, 3, 17, 17, 20, 20, 21, 2, 1, 3, 17, 17, 20, 20, 0, 0, 0, 0, 0, 0, 0, 0, 27.4, 33.3, 41.1, 53.2, 16.4, 24.7, 24.4, 35.2, 27.4, 33.3, 41.1, 53.2, 16.4, 24.7, 24.4, 35.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765N" ,"NYME" ,"067" "BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,06765O ,NYME ,01 ,067 , 42086, 3050, 2133, 470, 38461, 39381, 41981, 41984, 105, 102, 42086, 3050, 2133, 470, 38461, 39381, 41981, 41984, 105, 102, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1410, 200, -150, -40, 1250, 1600, 1410, 1410, 0, 0, 100.0, 7.2, 5.1, 1.1, 91.4, 93.6, 99.8, 99.8, 0.2, 0.2, 100.0, 7.2, 5.1, 1.1, 91.4, 93.6, 99.8, 99.8, 0.2, 0.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 47, 2, 4, 1, 32, 33, 34, 38, 47, 2, 4, 1, 32, 33, 34, 38, 0, 0, 0, 0, 0, 0, 0, 0, 59.0, 29.5, 74.1, 48.0, 53.3, 27.5, 62.8, 45.0, 59.0, 29.5, 74.1, 48.0, 53.3, 27.5, 62.8, 45.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"06765O" ,"NYME" ,"067" "COCOA - ICE FUTURES U.S." ,090623 ,2009-06-23,073732 ,ICUS ,01 ,073 , 120153, 34718, 14183, 13007, 64141, 87718, 111865, 114909, 8287, 5244, 54205, 27289, 6649, 2143, 18620, 41954, 48053, 50747, 6152, 3458, 65948, 10623, 10729, 7668, 45521, 45764, 63813, 64162, 2135, 1786, -5252, -7435, -4731, 1160, 2137, -2846, -4139, -6417, -1113, 1166, 100.0, 28.9, 11.8, 10.8, 53.4, 73.0, 93.1, 95.6, 6.9, 4.4, 100.0, 50.3, 12.3, 4.0, 34.4, 77.4, 88.7, 93.6, 11.3, 6.4, 100.0, 16.1, 16.3, 11.6, 69.0, 69.4, 96.8, 97.3, 3.2, 2.7, 138, 48, 25, 23, 45, 46, 108, 81, 131, 48, 23, 15, 30, 37, 86, 68, 88, 21, 12, 17, 37, 36, 69, 54, 36.2, 34.1, 48.8, 47.7, 31.2, 28.8, 42.0, 42.2, 31.6, 37.7, 44.7, 52.2, 31.5, 37.2, 44.6, 51.6, 41.7, 36.4, 58.2, 54.2, 32.6, 33.1, 45.8, 45.3,"(CONTRACTS OF 10 METRIC TONS)" ,"073732" ,"ICUS" ,"073" "PALLADIUM - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,075651 ,NYME ,01 ,075 , 16035, 10813, 2728, 134, 2965, 12556, 13912, 15418, 2123, 617, 16035, 10813, 2728, 134, 2965, 12556, 13912, 15418, 2123, 617, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -430, -261, 84, -50, 144, -561, -167, -527, -263, 97, 100.0, 67.4, 17.0, 0.8, 18.5, 78.3, 86.8, 96.2, 13.2, 3.8, 100.0, 67.4, 17.0, 0.8, 18.5, 78.3, 86.8, 96.2, 13.2, 3.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 118, 61, 17, 3, 20, 24, 84, 43, 118, 61, 17, 3, 20, 24, 84, 43, 0, 0, 0, 0, 0, 0, 0, 0, 36.6, 43.1, 47.7, 61.2, 36.6, 42.8, 47.7, 60.2, 36.6, 43.1, 47.7, 61.2, 36.6, 42.8, 47.7, 60.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100 TROY OUNCES)" ,"075651" ,"NYME" ,"075" "PLATINUM - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,076651 ,NYME ,01 ,076 , 23276, 12645, 2727, 412, 6271, 18852, 19328, 21991, 3948, 1285, 23276, 12645, 2727, 412, 6271, 18852, 19328, 21991, 3948, 1285, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -625, -9, -784, 19, -104, 145, -94, -620, -531, -5, 100.0, 54.3, 11.7, 1.8, 26.9, 81.0, 83.0, 94.5, 17.0, 5.5, 100.0, 54.3, 11.7, 1.8, 26.9, 81.0, 83.0, 94.5, 17.0, 5.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 98, 51, 14, 6, 12, 25, 68, 41, 98, 51, 14, 6, 12, 25, 68, 41, 0, 0, 0, 0, 0, 0, 0, 0, 25.5, 33.8, 39.7, 53.6, 25.5, 33.8, 39.7, 53.6, 25.5, 33.8, 39.7, 53.6, 25.5, 33.8, 39.7, 53.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 50 TROY OUNCES)" ,"076651" ,"NYME" ,"076" "SUGAR NO. 11 - ICE FUTURES U.S." ,090623 ,2009-06-23,080732 ,ICUS ,01 ,080 , 1018956, 190268, 17567, 226304, 512348, 719376, 928921, 963247, 90035, 55708, 1018956, 190268, 17567, 226304, 512348, 719376, 928921, 963247, 90035, 55708, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 28493, 11548, -244, -2487, 13207, 34968, 22268, 32237, 6225, -3744, 100.0, 18.7, 1.7, 22.2, 50.3, 70.6, 91.2, 94.5, 8.8, 5.5, 100.0, 18.7, 1.7, 22.2, 50.3, 70.6, 91.2, 94.5, 8.8, 5.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 227, 79, 36, 71, 88, 99, 206, 173, 227, 79, 36, 71, 88, 99, 206, 173, 0, 0, 0, 0, 0, 0, 0, 0, 14.7, 24.4, 25.5, 33.6, 9.6, 13.5, 15.6, 20.6, 14.7, 24.4, 25.5, 33.6, 9.6, 13.5, 15.6, 20.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 112,000 POUNDS)" ,"080732" ,"ICUS" ,"080" "COFFEE C - ICE FUTURES U.S." ,090623 ,2009-06-23,083731 ,ICUS ,01 ,083 , 142104, 24486, 10433, 36039, 72881, 87421, 133406, 133892, 8699, 8212, 87566, 23735, 13832, 14332, 43884, 53838, 81951, 82002, 5615, 5564, 54538, 10877, 6726, 11582, 28996, 33583, 51455, 51891, 3083, 2648, -13166, -5357, 1381, -3106, -3546, -11990, -12009, -13716, -1157, 550, 100.0, 17.2, 7.3, 25.4, 51.3, 61.5, 93.9, 94.2, 6.1, 5.8, 100.0, 27.1, 15.8, 16.4, 50.1, 61.5, 93.6, 93.6, 6.4, 6.4, 100.0, 19.9, 12.3, 21.2, 53.2, 61.6, 94.3, 95.1, 5.7, 4.9, 330, 118, 69, 99, 110, 107, 280, 232, 319, 120, 68, 77, 97, 89, 247, 204, 228, 52, 54, 49, 81, 94, 163, 167, 18.1, 25.4, 30.9, 35.5, 15.3, 18.3, 24.0, 26.2, 19.9, 35.6, 32.7, 46.0, 18.9, 34.8, 31.7, 44.3, 31.4, 22.0, 44.9, 36.4, 27.8, 22.0, 39.9, 33.2,"(CONTRACTS OF 37,500 POUNDS)" ,"083731" ,"ICUS" ,"083" "SILVER - COMMODITY EXCHANGE INC." ,090623 ,2009-06-23,084691 ,CMX ,01 ,084 , 139882, 31595, 2914, 45811, 35444, 80911, 112851, 129637, 27031, 10246, 139882, 31595, 2914, 45811, 35444, 80911, 112851, 129637, 27031, 10246, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3846, -2195, -159, 5599, 990, -1458, 4394, 3982, -548, -136, 100.0, 22.6, 2.1, 32.7, 25.3, 57.8, 80.7, 92.7, 19.3, 7.3, 100.0, 22.6, 2.1, 32.7, 25.3, 57.8, 80.7, 92.7, 19.3, 7.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 151, 73, 28, 48, 32, 37, 128, 95, 151, 73, 28, 48, 32, 37, 128, 95, 0, 0, 0, 0, 0, 0, 0, 0, 19.1, 43.2, 28.9, 56.3, 9.4, 36.1, 14.5, 41.9, 19.1, 43.2, 28.9, 56.3, 9.4, 36.1, 14.5, 41.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 5,000 TROY OUNCES)" ,"084691" ,"CMX" ,"084" "COPPER-GRADE #1 - COMMODITY EXCHANGE INC." ,090623 ,2009-06-23,085692 ,CMX ,01 ,085 , 109894, 18609, 40413, 12687, 64689, 44196, 95985, 97296, 13909, 12598, 109894, 18609, 40413, 12687, 64689, 44196, 95985, 97296, 13909, 12598, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -5812, -2638, 641, 1660, -651, -6300, -1629, -3999, -4184, -1813, 100.0, 16.9, 36.8, 11.5, 58.9, 40.2, 87.3, 88.5, 12.7, 11.5, 100.0, 16.9, 36.8, 11.5, 58.9, 40.2, 87.3, 88.5, 12.7, 11.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 150, 44, 41, 41, 39, 33, 112, 99, 150, 44, 41, 41, 39, 33, 112, 99, 0, 0, 0, 0, 0, 0, 0, 0, 35.3, 38.7, 48.8, 50.8, 35.3, 36.3, 48.5, 48.1, 35.3, 38.7, 48.8, 50.8, 35.3, 36.3, 48.5, 48.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 25,000 POUNDS)" ,"085692" ,"CMX" ,"085" "GOLD - COMMODITY EXCHANGE INC." ,090623 ,2009-06-23,088691 ,CMX ,01 ,088 , 495029, 198846, 27890, 105987, 132116, 333590, 436949, 467468, 58079, 27561, 495029, 198846, 27890, 105987, 132116, 333590, 436949, 467468, 58079, 27561, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -8633, -9202, 2947, -1460, 2266, -13525, -8396, -12039, -237, 3406, 100.0, 40.2, 5.6, 21.4, 26.7, 67.4, 88.3, 94.4, 11.7, 5.6, 100.0, 40.2, 5.6, 21.4, 26.7, 67.4, 88.3, 94.4, 11.7, 5.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 298, 174, 60, 115, 44, 50, 254, 193, 298, 174, 60, 115, 44, 50, 254, 193, 0, 0, 0, 0, 0, 0, 0, 0, 24.7, 42.1, 33.9, 53.5, 18.5, 35.0, 23.1, 42.4, 24.7, 42.1, 33.9, 53.5, 18.5, 35.0, 23.1, 42.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 100 TROY OUNCES)" ,"088691" ,"CMX" ,"088" "RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,089741 ,CME ,00 ,089 , 14161, 4443, 1935, 0, 9386, 11910, 13829, 13845, 332, 316, 14161, 4443, 1935, 0, 9386, 11910, 13829, 13845, 332, 316, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1523, 930, 39, 0, 524, 1326, 1454, 1365, 69, 158, 100.0, 31.4, 13.7, 0.0, 66.3, 84.1, 97.7, 97.8, 2.3, 2.2, 100.0, 31.4, 13.7, 0.0, 66.3, 84.1, 97.7, 97.8, 2.3, 2.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 5, 4, 0, 9, 8, 14, 12, 21, 5, 4, 0, 9, 8, 14, 12, 0, 0, 0, 0, 0, 0, 0, 0, 58.8, 72.4, 86.7, 89.5, 55.7, 68.6, 77.9, 81.0, 58.8, 72.4, 86.7, 89.5, 55.7, 68.6, 77.9, 81.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF RUB 2,500,000)" ,"089741" ,"CME" ,"089" "CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,090741 ,CME ,00 ,090 , 89618, 30432, 17583, 9616, 15882, 46936, 55930, 74135, 33688, 15484, 89618, 30432, 17583, 9616, 15882, 46936, 55930, 74135, 33688, 15484, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -42733, -163, 3217, -2687, -38356, -43953, -41205, -43423, -1528, 689, 100.0, 34.0, 19.6, 10.7, 17.7, 52.4, 62.4, 82.7, 37.6, 17.3, 100.0, 34.0, 19.6, 10.7, 17.7, 52.4, 62.4, 82.7, 37.6, 17.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 68, 27, 16, 16, 16, 15, 49, 41, 68, 27, 16, 16, 16, 15, 49, 41, 0, 0, 0, 0, 0, 0, 0, 0, 20.7, 36.8, 30.4, 54.3, 19.2, 36.7, 26.7, 50.4, 20.7, 36.8, 30.4, 54.3, 19.2, 36.7, 26.7, 50.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF CAD 100,000)" ,"090741" ,"CME" ,"090" "SWISS FRANC - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,092741 ,CME ,00 ,092 , 43822, 22023, 7956, 1915, 3529, 26374, 27467, 36245, 16355, 7578, 43822, 22023, 7956, 1915, 3529, 26374, 27467, 36245, 16355, 7578, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 9470, 5803, -344, 5, 987, 9950, 6796, 9611, 2675, -141, 100.0, 50.3, 18.2, 4.4, 8.1, 60.2, 62.7, 82.7, 37.3, 17.3, 100.0, 50.3, 18.2, 4.4, 8.1, 60.2, 62.7, 82.7, 37.3, 17.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 32, 11, 10, 3, 5, 9, 19, 19, 32, 11, 10, 3, 5, 9, 19, 19, 0, 0, 0, 0, 0, 0, 0, 0, 37.7, 56.7, 48.5, 70.5, 37.7, 55.9, 47.1, 68.3, 37.7, 56.7, 48.5, 70.5, 37.7, 55.9, 47.1, 68.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF CHF 125,000)" ,"092741" ,"CME" ,"092" "MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,095741 ,CME ,00 ,095 , 40150, 26074, 10827, 21, 10318, 25342, 36413, 36190, 3737, 3960, 40150, 26074, 10827, 21, 10318, 25342, 36413, 36190, 3737, 3960, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1473, 2463, -43, -127, -1108, 1390, 1228, 1220, 245, 253, 100.0, 64.9, 27.0, 0.1, 25.7, 63.1, 90.7, 90.1, 9.3, 9.9, 100.0, 64.9, 27.0, 0.1, 25.7, 63.1, 90.7, 90.1, 9.3, 9.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 55, 20, 16, 2, 8, 13, 29, 30, 55, 20, 16, 2, 8, 13, 29, 30, 0, 0, 0, 0, 0, 0, 0, 0, 56.8, 57.6, 73.1, 70.4, 56.8, 57.6, 71.8, 70.2, 56.8, 57.6, 73.1, 70.4, 56.8, 57.6, 71.8, 70.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF MXN 500,000)" ,"095741" ,"CME" ,"095" "BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,096742 ,CME ,00 ,096 , 95766, 24125, 35069, 7182, 40459, 30550, 71766, 72801, 24000, 22965, 95766, 24125, 35069, 7182, 40459, 30550, 71766, 72801, 24000, 22965, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3263, -242, 3407, 549, 1160, -2021, 1467, 1935, 1797, 1329, 100.0, 25.2, 36.6, 7.5, 42.2, 31.9, 74.9, 76.0, 25.1, 24.0, 100.0, 25.2, 36.6, 7.5, 42.2, 31.9, 74.9, 76.0, 25.1, 24.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 58, 18, 18, 9, 13, 16, 35, 39, 58, 18, 18, 9, 13, 16, 35, 39, 0, 0, 0, 0, 0, 0, 0, 0, 36.9, 39.4, 52.8, 50.5, 36.8, 39.2, 51.5, 48.1, 36.9, 39.4, 52.8, 50.5, 36.8, 39.2, 51.5, 48.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF GBP 62,500)" ,"096742" ,"CME" ,"096" "JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,097741 ,CME ,00 ,097 , 82907, 21639, 25783, 5816, 33965, 32310, 61420, 63908, 21487, 18999, 82907, 21639, 25783, 5816, 33965, 32310, 61420, 63908, 21487, 18999, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 11998, 3838, -652, 1195, 2144, 12438, 7176, 12981, 4822, -983, 100.0, 26.1, 31.1, 7.0, 41.0, 39.0, 74.1, 77.1, 25.9, 22.9, 100.0, 26.1, 31.1, 7.0, 41.0, 39.0, 74.1, 77.1, 25.9, 22.9, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 72, 15, 30, 13, 18, 19, 42, 53, 72, 15, 30, 13, 18, 19, 42, 53, 0, 0, 0, 0, 0, 0, 0, 0, 27.5, 28.2, 45.2, 41.7, 27.5, 25.9, 44.8, 38.3, 27.5, 28.2, 45.2, 41.7, 27.5, 25.9, 44.8, 38.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF JPY 12,500,000)" ,"097741" ,"CME" ,"097" "U.S. DOLLAR INDEX - ICE FUTURES U.S." ,090623 ,2009-06-23,098662 ,ICUS ,01 ,098 , 22140, 4597, 12265, 2900, 12335, 3200, 19833, 18366, 2306, 3774, 22140, 4597, 12265, 2900, 12335, 3200, 19833, 18366, 2306, 3774, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 260, 688, -218, 97, -231, 589, 554, 467, -294, -207, 100.0, 20.8, 55.4, 13.1, 55.7, 14.5, 89.6, 83.0, 10.4, 17.0, 100.0, 20.8, 55.4, 13.1, 55.7, 14.5, 89.6, 83.0, 10.4, 17.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 68, 16, 37, 6, 8, 8, 28, 48, 68, 16, 37, 6, 8, 8, 28, 48, 0, 0, 0, 0, 0, 0, 0, 0, 63.8, 41.9, 77.4, 57.3, 56.7, 35.8, 67.3, 47.1, 63.8, 41.9, 77.4, 57.3, 56.7, 35.8, 67.3, 47.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(U.S. DOLLAR INDEX X $1000)" ,"098662" ,"ICUS" ,"098" "EURO FX - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,099741 ,CME ,00 ,099 , 141578, 47451, 29328, 14973, 32421, 58988, 94846, 103290, 46732, 38288, 141578, 47451, 29328, 14973, 32421, 58988, 94846, 103290, 46732, 38288, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 16105, 8244, 3321, 2562, 3711, 5608, 14516, 11490, 1589, 4614, 100.0, 33.5, 20.7, 10.6, 22.9, 41.7, 67.0, 73.0, 33.0, 27.0, 100.0, 33.5, 20.7, 10.6, 22.9, 41.7, 67.0, 73.0, 33.0, 27.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 124, 41, 43, 33, 22, 30, 84, 85, 124, 41, 43, 33, 22, 30, 84, 85, 0, 0, 0, 0, 0, 0, 0, 0, 13.4, 25.0, 23.5, 37.7, 13.1, 23.0, 22.3, 33.1, 13.4, 25.0, 23.5, 37.7, 13.1, 23.0, 22.3, 33.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF EUR 125,000)" ,"099741" ,"CME" ,"099" "GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,111659 ,NYME ,01 ,111 , 270931, 65125, 9440, 47508, 135784, 196338, 248416, 253286, 22515, 17645, 270931, 65125, 9440, 47508, 135784, 196338, 248416, 253286, 22515, 17645, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -13507, -7207, 5, -2153, -1241, -10627, -10601, -12774, -2907, -733, 100.0, 24.0, 3.5, 17.5, 50.1, 72.5, 91.7, 93.5, 8.3, 6.5, 100.0, 24.0, 3.5, 17.5, 50.1, 72.5, 91.7, 93.5, 8.3, 6.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 181, 62, 20, 44, 76, 89, 158, 137, 181, 62, 20, 44, 76, 89, 158, 137, 0, 0, 0, 0, 0, 0, 0, 0, 18.9, 24.3, 31.6, 35.8, 11.6, 16.0, 18.0, 22.2, 18.9, 24.3, 31.6, 35.8, 11.6, 16.0, 18.0, 22.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"111659" ,"NYME" ,"111" "RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,11165K ,NYME ,01 ,111 , 23082, 1803, 167, 661, 13387, 17874, 15851, 18702, 7231, 4380, 23082, 1803, 167, 661, 13387, 17874, 15851, 18702, 7231, 4380, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, ., ., ., ., ., ., ., ., ., ., 100.0, 7.8, 0.7, 2.9, 58.0, 77.4, 68.7, 81.0, 31.3, 19.0, 100.0, 7.8, 0.7, 2.9, 58.0, 77.4, 68.7, 81.0, 31.3, 19.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 23, 2, 1, 2, 14, 15, 16, 18, 23, 2, 1, 2, 14, 15, 16, 18, 0, 0, 0, 0, 0, 0, 0, 0, 46.2, 41.9, 58.6, 59.3, 43.4, 38.2, 51.8, 52.3, 46.2, 41.9, 58.6, 59.3, 43.4, 38.2, 51.8, 52.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 U.S. GALLONS)" ,"11165K" ,"NYME" ,"111" "NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,112741 ,CME ,00 ,112 , 22606, 17977, 1021, 0, 2554, 20794, 20531, 21815, 2075, 791, 22606, 17977, 1021, 0, 2554, 20794, 20531, 21815, 2075, 791, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1940, 1652, 156, 0, 473, 1663, 2125, 1819, -185, 121, 100.0, 79.5, 4.5, 0.0, 11.3, 92.0, 90.8, 96.5, 9.2, 3.5, 100.0, 79.5, 4.5, 0.0, 11.3, 92.0, 90.8, 96.5, 9.2, 3.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 29, 12, 5, 0, 2, 10, 14, 15, 29, 12, 5, 0, 2, 10, 14, 15, 0, 0, 0, 0, 0, 0, 0, 0, 68.2, 81.0, 83.6, 90.9, 68.2, 81.0, 83.6, 90.9, 68.2, 81.0, 83.6, 90.9, 68.2, 81.0, 83.6, 90.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF NZD 100,000)" ,"112741" ,"CME" ,"112" "DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,124603 ,CBT ,00 ,124 , 51498, 15226, 8609, 416, 23839, 32655, 39481, 41680, 12017, 9817, 51498, 15226, 8609, 416, 23839, 32655, 39481, 41680, 12017, 9817, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -25852, -3627, -12264, -2677, -18928, -3164, -25232, -18104, -620, -7748, 100.0, 29.6, 16.7, 0.8, 46.3, 63.4, 76.7, 80.9, 23.3, 19.1, 100.0, 29.6, 16.7, 0.8, 46.3, 63.4, 76.7, 80.9, 23.3, 19.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 73, 20, 13, 4, 27, 25, 49, 40, 73, 20, 13, 4, 27, 25, 49, 40, 0, 0, 0, 0, 0, 0, 0, 0, 21.0, 36.3, 33.9, 51.5, 20.0, 34.4, 31.9, 49.2, 21.0, 36.3, 33.9, 51.5, 20.0, 34.4, 31.9, 49.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($5 X DJIA INDEX)" ,"124603" ,"CBT" ,"124" "3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,132741 ,CME ,00 ,132 ,11137517, 673999, 220341, 3751012, 5742828, 6212935,10167840,10184287, 969677, 953230,11137517, 673999, 220341, 3751012, 5742828, 6212935,10167840,10184287, 969677, 953230, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 499473, 62521, -3108, 185261, 207127, 289837, 454910, 471990, 44563, 27483, 100.0, 6.1, 2.0, 33.7, 51.6, 55.8, 91.3, 91.4, 8.7, 8.6, 100.0, 6.1, 2.0, 33.7, 51.6, 55.8, 91.3, 91.4, 8.7, 8.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 241, 69, 38, 102, 120, 121, 231, 227, 241, 69, 38, 102, 120, 121, 231, 227, 0, 0, 0, 0, 0, 0, 0, 0, 19.2, 28.4, 31.6, 41.8, 10.8, 19.0, 14.5, 22.5, 19.2, 28.4, 31.6, 41.8, 10.8, 19.0, 14.5, 22.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $1,000,000)" ,"132741" ,"CME" ,"132" "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,138741 ,CME ,00 ,138 , 476490, 38777, 39131, 30226, 295406, 343254, 364409, 412611, 112081, 63879, 476490, 38777, 39131, 30226, 295406, 343254, 364409, 412611, 112081, 63879, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -204403, -16499, 7207, -26024, -130541, -167963, -173064, -186781, -31339, -17622, 100.0, 8.1, 8.2, 6.3, 62.0, 72.0, 76.5, 86.6, 23.5, 13.4, 100.0, 8.1, 8.2, 6.3, 62.0, 72.0, 76.5, 86.6, 23.5, 13.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 151, 26, 27, 33, 78, 68, 124, 109, 151, 26, 27, 33, 78, 68, 124, 109, 0, 0, 0, 0, 0, 0, 0, 0, 20.4, 26.5, 29.1, 38.0, 19.8, 25.7, 28.5, 35.9, 20.4, 26.5, 29.1, 38.0, 19.8, 25.7, 28.5, 35.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 500 INDEX X $250.00)" ,"138741" ,"CME" ,"138" "E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,13874A ,CME ,00 ,138 , 2411293, 477880, 284687, 59694, 1694227, 1788461, 2231800, 2132842, 179493, 278452, 2411293, 477880, 284687, 59694, 1694227, 1788461, 2231800, 2132842, 179493, 278452, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,-1016502, -84408, -96632, -87819, -798890, -768662, -971117, -953113, -45385, -63389, 100.0, 19.8, 11.8, 2.5, 70.3, 74.2, 92.6, 88.5, 7.4, 11.5, 100.0, 19.8, 11.8, 2.5, 70.3, 74.2, 92.6, 88.5, 7.4, 11.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 417, 95, 100, 62, 143, 153, 277, 276, 417, 95, 100, 62, 143, 153, 277, 276, 0, 0, 0, 0, 0, 0, 0, 0, 18.5, 17.8, 32.8, 27.0, 18.2, 14.2, 31.5, 23.0, 18.5, 17.8, 32.8, 27.0, 18.2, 14.2, 31.5, 23.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"($50 X S&P 500 INDEX)" ,"13874A" ,"CME" ,"138" "NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,209741 ,CME ,00 ,209 , 13369, 1340, 4462, 0, 8190, 6168, 9530, 10630, 3839, 2739, 13369, 1340, 4462, 0, 8190, 6168, 9530, 10630, 3839, 2739, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -17556, -733, -4362, 0, -10266, -11211, -10999, -15573, -6557, -1983, 100.0, 10.0, 33.4, 0.0, 61.3, 46.1, 71.3, 79.5, 28.7, 20.5, 100.0, 10.0, 33.4, 0.0, 61.3, 46.1, 71.3, 79.5, 28.7, 20.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 31, 4, 5, 0, 13, 13, 17, 18, 31, 4, 5, 0, 13, 13, 17, 18, 0, 0, 0, 0, 0, 0, 0, 0, 41.6, 38.4, 56.7, 59.0, 39.1, 38.4, 54.3, 59.0, 41.6, 38.4, 56.7, 59.0, 39.1, 38.4, 54.3, 59.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NASDAQ 100 INDEX X $100)" ,"209741" ,"CME" ,"209" "NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,209742 ,CME ,00 ,209 , 243966, 77200, 48210, 4544, 142026, 171468, 223769, 224222, 20196, 19744, 243966, 77200, 48210, 4544, 142026, 171468, 223769, 224222, 20196, 19744, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -157628, -42347, -11455, -13695, -100040, -109466, -156083, -134616, -1545, -23012, 100.0, 31.6, 19.8, 1.9, 58.2, 70.3, 91.7, 91.9, 8.3, 8.1, 100.0, 31.6, 19.8, 1.9, 58.2, 70.3, 91.7, 91.9, 8.3, 8.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 190, 47, 45, 19, 50, 64, 108, 117, 190, 47, 45, 19, 50, 64, 108, 117, 0, 0, 0, 0, 0, 0, 0, 0, 36.9, 28.2, 49.1, 40.0, 35.3, 22.0, 46.0, 32.3, 36.9, 28.2, 49.1, 40.0, 35.3, 22.0, 46.0, 32.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NASDAQ 100 STOCK INDEX X $20)" ,"209742" ,"CME" ,"209" "AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,232741 ,CME ,00 ,232 , 83859, 39907, 9317, 3636, 17958, 60522, 61501, 73475, 22358, 10385, 83859, 39907, 9317, 3636, 17958, 60522, 61501, 73475, 22358, 10385, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4979, -1678, 742, 696, 5554, 2718, 4572, 4156, 408, 824, 100.0, 47.6, 11.1, 4.3, 21.4, 72.2, 73.3, 87.6, 26.7, 12.4, 100.0, 47.6, 11.1, 4.3, 21.4, 72.2, 73.3, 87.6, 26.7, 12.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 55, 24, 10, 7, 13, 14, 40, 28, 55, 24, 10, 7, 13, 14, 40, 28, 0, 0, 0, 0, 0, 0, 0, 0, 43.9, 57.6, 51.5, 72.2, 43.9, 57.6, 51.0, 70.6, 43.9, 57.6, 51.5, 72.2, 43.9, 57.6, 51.0, 70.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF AUD 100,000)" ,"232741" ,"CME" ,"232" "RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S." ,090623 ,2009-06-23,23977A ,ICUS ,01 ,239 , 356007, 33799, 99740, 1657, 305081, 242357, 340537, 343753, 15470, 12254, 356007, 33799, 99740, 1657, 305081, 242357, 340537, 343753, 15470, 12254, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -102078, 4056, 2413, -7159, -97249, -92238, -100352, -96983, -1726, -5095, 100.0, 9.5, 28.0, 0.5, 85.7, 68.1, 95.7, 96.6, 4.3, 3.4, 100.0, 9.5, 28.0, 0.5, 85.7, 68.1, 95.7, 96.6, 4.3, 3.4, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 222, 19, 47, 9, 90, 97, 116, 146, 222, 19, 47, 9, 90, 97, 116, 146, 0, 0, 0, 0, 0, 0, 0, 0, 44.3, 22.9, 55.7, 35.2, 40.9, 22.9, 51.9, 33.4, 44.3, 22.9, 55.7, 35.2, 40.9, 22.9, 51.9, 33.4, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(RUSSELL 2000 INDEX X $100.00)" ,"23977A" ,"ICUS" ,"239" "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,240741 ,CME ,00 ,240 , 23107, 7250, 5713, 0, 10428, 12971, 17678, 18684, 5429, 4423, 23107, 7250, 5713, 0, 10428, 12971, 17678, 18684, 5429, 4423, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 323, 1648, -543, 0, -1069, 1420, 579, 877, -256, -554, 100.0, 31.4, 24.7, 0.0, 45.1, 56.1, 76.5, 80.9, 23.5, 19.1, 100.0, 31.4, 24.7, 0.0, 45.1, 56.1, 76.5, 80.9, 23.5, 19.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 48, 9, 12, 0, 10, 19, 19, 31, 48, 9, 12, 0, 10, 19, 19, 31, 0, 0, 0, 0, 0, 0, 0, 0, 34.9, 25.8, 53.4, 42.3, 34.9, 25.8, 52.7, 42.0, 34.9, 25.8, 53.4, 42.3, 34.9, 25.8, 52.7, 42.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NIKKEI INDEX X $5.00)" ,"240741" ,"CME" ,"240" "NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,240743 ,CME ,00 ,240 , 30526, 8338, 8391, 834, 12902, 19108, 22074, 28333, 8452, 2193, 30526, 8338, 8391, 834, 12902, 19108, 22074, 28333, 8452, 2193, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5726, -1749, 3180, 267, 3746, 2452, 2264, 5899, 3462, -173, 100.0, 27.3, 27.5, 2.7, 42.3, 62.6, 72.3, 92.8, 27.7, 7.2, 100.0, 27.3, 27.5, 2.7, 42.3, 62.6, 72.3, 92.8, 27.7, 7.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 62, 14, 13, 1, 17, 24, 31, 38, 62, 14, 13, 1, 17, 24, 31, 38, 0, 0, 0, 0, 0, 0, 0, 0, 27.9, 37.6, 43.8, 55.5, 26.2, 37.6, 41.5, 55.5, 27.9, 37.6, 43.8, 55.5, 26.2, 37.6, 41.5, 55.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(NIKKEI INDEX X JPY 500)" ,"240743" ,"CME" ,"240" "E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,244741 ,CME ,00 ,244 , 26686, 4004, 7408, 113, 19785, 17513, 23902, 25034, 2784, 1652, 26686, 4004, 7408, 113, 19785, 17513, 23902, 25034, 2784, 1652, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 885, 1147, -670, -15, 345, 1769, 1477, 1084, -592, -199, 100.0, 15.0, 27.8, 0.4, 74.1, 65.6, 89.6, 93.8, 10.4, 6.2, 100.0, 15.0, 27.8, 0.4, 74.1, 65.6, 89.6, 93.8, 10.4, 6.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 35, 7, 5, 3, 13, 14, 22, 20, 35, 7, 5, 3, 13, 14, 22, 20, 0, 0, 0, 0, 0, 0, 0, 0, 57.9, 68.2, 69.8, 83.3, 53.6, 68.2, 65.6, 80.9, 57.9, 68.2, 69.8, 83.3, 53.6, 68.2, 65.6, 80.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(MSCI EAFE INDEX X $50)" ,"244741" ,"CME" ,"244" "INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,246602 ,CBT ,00 ,246 , 24615, 552, 4202, 86, 23966, 19939, 24604, 24227, 11, 388, 24615, 552, 4202, 86, 23966, 19939, 24604, 24227, 11, 388, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -631, -3648, 29, 0, 3016, -715, -632, -686, 1, 55, 100.0, 2.2, 17.1, 0.3, 97.4, 81.0, 100.0, 98.4, 0.0, 1.6, 100.0, 2.2, 17.1, 0.3, 97.4, 81.0, 100.0, 98.4, 0.0, 1.6, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 41, 3, 14, 1, 13, 13, 17, 27, 41, 3, 14, 1, 13, 13, 17, 27, 0, 0, 0, 0, 0, 0, 0, 0, 86.8, 79.2, 95.8, 89.6, 86.8, 78.2, 95.6, 88.5, 86.8, 79.2, 95.8, 89.6, 86.8, 78.2, 95.6, 88.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000)" ,"246602" ,"CBT" ,"246" "INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE" ,090623 ,2009-06-23,247602 ,CBT ,00 ,246 , 40065, 2686, 1129, 0, 37306, 38659, 39992, 39788, 73, 277, 40065, 2686, 1129, 0, 37306, 38659, 39992, 39788, 73, 277, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -295, -686, 180, 0, 389, -496, -297, -316, 2, 21, 100.0, 6.7, 2.8, 0.0, 93.1, 96.5, 99.8, 99.3, 0.2, 0.7, 100.0, 6.7, 2.8, 0.0, 93.1, 96.5, 99.8, 99.3, 0.2, 0.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 3, 6, 0, 11, 8, 14, 14, 25, 3, 6, 0, 11, 8, 14, 14, 0, 0, 0, 0, 0, 0, 0, 0, 82.8, 86.4, 97.8, 96.5, 72.5, 82.3, 87.5, 87.9, 82.8, 86.4, 97.8, 96.5, 72.5, 82.3, 87.5, 87.9, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF $100,000)" ,"247602" ,"CBT" ,"246" "S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,256741 ,CME ,00 ,256 , 15727, 4396, 229, 0, 10015, 15329, 14411, 15558, 1316, 169, 15727, 4396, 229, 0, 10015, 15329, 14411, 15558, 1316, 169, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -1818, -171, -648, 0, -1253, -925, -1424, -1573, -394, -245, 100.0, 28.0, 1.5, 0.0, 63.7, 97.5, 91.6, 98.9, 8.4, 1.1, 100.0, 28.0, 1.5, 0.0, 63.7, 97.5, 91.6, 98.9, 8.4, 1.1, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 26, 14, 2, 0, 7, 4, 21, 6, 26, 14, 2, 0, 7, 4, 21, 6, 0, 0, 0, 0, 0, 0, 0, 0, 58.6, 97.5, 72.3, 98.9, 57.7, 97.4, 71.4, 98.0, 58.6, 97.5, 72.3, 98.9, 57.7, 97.4, 71.4, 98.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(GSCI X $250)" ,"256741" ,"CME" ,"256" "SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,26265D ,NYME ,01 ,262 , 11379, 1404, 950, 100, 9725, 10079, 11229, 11129, 150, 250, 11379, 1404, 950, 100, 9725, 10079, 11229, 11129, 150, 250, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 600, 124, 50, 0, 600, 450, 724, 500, -124, 100, 100.0, 12.3, 8.3, 0.9, 85.5, 88.6, 98.7, 97.8, 1.3, 2.2, 100.0, 12.3, 8.3, 0.9, 85.5, 88.6, 98.7, 97.8, 1.3, 2.2, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 46, 4, 2, 1, 33, 32, 37, 35, 46, 4, 2, 1, 33, 32, 37, 35, 0, 0, 0, 0, 0, 0, 0, 0, 37.5, 31.6, 59.5, 51.9, 25.0, 21.5, 34.5, 31.2, 37.5, 31.6, 59.5, 51.9, 25.0, 21.5, 34.5, 31.2, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"26265D" ,"NYME" ,"262" "E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,090623 ,2009-06-23,33874A ,CME ,00 ,138 , 102174, 14294, 9409, 87, 77910, 89917, 92291, 99413, 9882, 2761, 102174, 14294, 9409, 87, 77910, 89917, 92291, 99413, 9882, 2761, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -18982, 1566, -4490, -1733, -16852, -8286, -17019, -14509, -1963, -4473, 100.0, 14.0, 9.2, 0.1, 76.3, 88.0, 90.3, 97.3, 9.7, 2.7, 100.0, 14.0, 9.2, 0.1, 76.3, 88.0, 90.3, 97.3, 9.7, 2.7, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 82, 10, 7, 1, 46, 30, 56, 38, 82, 10, 7, 1, 46, 30, 56, 38, 0, 0, 0, 0, 0, 0, 0, 0, 32.2, 56.1, 50.1, 72.3, 30.7, 56.1, 48.1, 72.3, 32.2, 56.1, 50.1, 72.3, 30.7, 56.1, 48.1, 72.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(S&P 400 INDEX X $100)" ,"33874A" ,"CME" ,"138" "GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86465A ,NYME ,01 ,864 , 23261, 913, 0, 138, 21898, 22008, 22949, 22146, 312, 1115, 23261, 913, 0, 138, 21898, 22008, 22949, 22146, 312, 1115, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 159, 37, 0, 0, 186, 165, 223, 165, -64, -6, 100.0, 3.9, 0.0, 0.6, 94.1, 94.6, 98.7, 95.2, 1.3, 4.8, 100.0, 3.9, 0.0, 0.6, 94.1, 94.6, 98.7, 95.2, 1.3, 4.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 28, 2, 0, 2, 21, 16, 23, 18, 28, 2, 0, 2, 21, 16, 23, 18, 0, 0, 0, 0, 0, 0, 0, 0, 65.0, 82.4, 81.6, 90.2, 63.5, 74.7, 78.7, 80.6, 65.0, 82.4, 81.6, 90.2, 63.5, 74.7, 78.7, 80.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 42,000 GALLONS)" ,"86465A" ,"NYME" ,"864" "SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86465C ,NYME ,01 ,864 , 19971, 300, 50, 0, 19671, 19921, 19971, 19971, 0, 0, 19971, 300, 50, 0, 19671, 19921, 19971, 19971, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 500, 0, 0, 0, 500, 500, 500, 500, 0, 0, 100.0, 1.5, 0.3, 0.0, 98.5, 99.7, 100.0, 100.0, 0.0, 0.0, 100.0, 1.5, 0.3, 0.0, 98.5, 99.7, 100.0, 100.0, 0.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 45, 3, 1, 0, 28, 32, 31, 33, 45, 3, 1, 0, 28, 32, 31, 33, 0, 0, 0, 0, 0, 0, 0, 0, 59.1, 51.9, 76.3, 71.0, 42.0, 37.0, 52.0, 49.1, 59.1, 51.9, 76.3, 71.0, 42.0, 37.0, 52.0, 49.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86465C" ,"NYME" ,"864" "JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86465D ,NYME ,01 ,864 , 4528, 0, 594, 0, 3269, 3285, 3269, 3879, 1259, 649, 4528, 0, 594, 0, 3269, 3285, 3269, 3879, 1259, 649, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 196, 0, 139, 0, -94, 131, -94, 270, 290, -74, 100.0, 0.0, 13.1, 0.0, 72.2, 72.5, 72.2, 85.7, 27.8, 14.3, 100.0, 0.0, 13.1, 0.0, 72.2, 72.5, 72.2, 85.7, 27.8, 14.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 25, 0, 3, 0, 17, 19, 17, 22, 25, 0, 3, 0, 17, 19, 17, 22, 0, 0, 0, 0, 0, 0, 0, 0, 54.2, 37.3, 65.5, 59.1, 51.1, 36.2, 58.7, 56.8, 54.2, 37.3, 65.5, 59.1, 51.1, 36.2, 58.7, 56.8, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 METRIC TONS)" ,"86465D" ,"NYME" ,"864" "GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86565A ,NYME ,01 ,865 , 17797, 270, 0, 0, 16874, 17212, 17144, 17212, 653, 585, 17797, 270, 0, 0, 16874, 17212, 17144, 17212, 653, 585, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -483, 0, 0, 0, -483, -483, -483, -483, 0, 0, 100.0, 1.5, 0.0, 0.0, 94.8, 96.7, 96.3, 96.7, 3.7, 3.3, 100.0, 1.5, 0.0, 0.0, 94.8, 96.7, 96.3, 96.7, 3.7, 3.3, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 27, 1, 0, 0, 23, 12, 24, 12, 27, 1, 0, 0, 23, 12, 24, 12, 0, 0, 0, 0, 0, 0, 0, 0, 61.5, 92.1, 80.6, 95.7, 60.8, 86.3, 74.7, 87.3, 61.5, 92.1, 80.6, 95.7, 60.8, 86.3, 74.7, 87.3, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86565A" ,"NYME" ,"865" "3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86565C ,NYME ,01 ,865 , 26057, 2441, 1158, 114, 22973, 24784, 25528, 26056, 529, 1, 26057, 2441, 1158, 114, 22973, 24784, 25528, 26056, 529, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 239, -369, 390, 0, 626, -151, 257, 239, -18, 0, 100.0, 9.4, 4.4, 0.4, 88.2, 95.1, 98.0, 100.0, 2.0, 0.0, 100.0, 9.4, 4.4, 0.4, 88.2, 95.1, 98.0, 100.0, 2.0, 0.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 45, 4, 2, 2, 30, 30, 34, 34, 45, 4, 2, 2, 30, 30, 34, 34, 0, 0, 0, 0, 0, 0, 0, 0, 36.9, 48.3, 59.1, 64.8, 32.6, 42.2, 49.6, 55.5, 36.9, 48.3, 59.1, 64.8, 32.6, 42.2, 49.6, 55.5, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86565C" ,"NYME" ,"865" "1% FUEL OIL NWE CRACK SPR - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86565D ,NYME ,01 ,865 , 5278, 0, 96, 0, 5138, 5049, 5138, 5145, 140, 133, 5278, 0, 96, 0, 5138, 5049, 5138, 5145, 140, 133, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 96, 0, 0, 0, 1280, 480, 1280, 480, -1184, -384, 100.0, 0.0, 1.8, 0.0, 97.3, 95.7, 97.3, 97.5, 2.7, 2.5, 100.0, 0.0, 1.8, 0.0, 97.3, 95.7, 97.3, 97.5, 2.7, 2.5, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 21, 0, 1, 0, 11, 16, 11, 17, 21, 0, 1, 0, 11, 16, 11, 17, 0, 0, 0, 0, 0, 0, 0, 0, 73.1, 58.2, 91.9, 80.1, 63.8, 53.1, 77.7, 69.6, 73.1, 58.2, 91.9, 80.1, 63.8, 53.1, 77.7, 69.6, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86565D" ,"NYME" ,"865" "NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86665A ,NYME ,01 ,866 , 11003, 1221, 217, 135, 9424, 10428, 10780, 10780, 223, 223, 11003, 1221, 217, 135, 9424, 10428, 10780, 10780, 223, 223, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 665, -136, 0, 135, 666, 530, 665, 665, 0, 0, 100.0, 11.1, 2.0, 1.2, 85.6, 94.8, 98.0, 98.0, 2.0, 2.0, 100.0, 11.1, 2.0, 1.2, 85.6, 94.8, 98.0, 98.0, 2.0, 2.0, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 33, 1, 2, 1, 25, 23, 26, 26, 33, 1, 2, 1, 25, 23, 26, 26, 0, 0, 0, 0, 0, 0, 0, 0, 39.0, 46.9, 63.3, 67.2, 32.0, 29.9, 43.3, 41.1, 39.0, 46.9, 63.3, 67.2, 32.0, 29.9, 43.3, 41.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86665A" ,"NYME" ,"866" "GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE" ,090623 ,2009-06-23,86765C ,NYME ,01 ,867 , 60614, 5414, 813, 1652, 48376, 57077, 55442, 59542, 5172, 1072, 60614, 5414, 813, 1652, 48376, 57077, 55442, 59542, 5172, 1072, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 834, -729, 21, 368, 979, 586, 618, 975, 216, -141, 100.0, 8.9, 1.3, 2.7, 79.8, 94.2, 91.5, 98.2, 8.5, 1.8, 100.0, 8.9, 1.3, 2.7, 79.8, 94.2, 91.5, 98.2, 8.5, 1.8, 100.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 49, 7, 3, 5, 28, 37, 35, 45, 49, 7, 3, 5, 28, 37, 35, 45, 0, 0, 0, 0, 0, 0, 0, 0, 26.9, 28.1, 47.7, 48.0, 21.9, 20.9, 32.0, 32.1, 26.9, 28.1, 47.7, 48.0, 21.9, 20.9, 32.0, 32.1, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,"(CONTRACTS OF 1,000 BARRELS)" ,"86765C" ,"NYME" ,"867"