BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
04/01/08 CBT WHEAT U.S. 2 7,286 1.9 127 0.0 380,186
NON U.S. 13 51,004 13.4 10,043 2.6
---- --------- ---- --------- ----
15 58,290 15.3 10,170 2.7
04/01/08 KCBT WHEAT U.S. 1 1,959 1.8 0 0.0 110,683
NON U.S. 5 4,863 4.4 50 0.0
---- --------- ---- --------- ----
6 6,822 6.2 50 0.0
04/01/08 CBT CORN U.S. 2 18,429 1.3 11,743 0.8 1,396,547
NON U.S. 13 123,103 8.8 17,902 1.3
---- --------- ---- --------- ----
15 141,532 10.1 29,645 2.1
04/01/08 CBT SOYBEANS U.S. 2 6,704 1.3 5,236 1.0 512,579
NON U.S. 13 37,861 7.4 2,864 0.6
---- --------- ---- --------- ----
15 44,565 8.7 8,100 1.6
04/01/08 CBT SOYBEAN OIL U.S. 1 1,917 0.7 0 0.0 291,212
NON U.S. 5 17,790 6.1 6,410 2.2
---- --------- ---- --------- ----
6 19,707 6.8 6,410 2.2
04/01/08 CBT U.S. TREASURY BONDS U.S. 3 15,766 1.7 9,380 1.0 905,321
NON U.S. 16 21,569 2.4 15,170 1.7
---- --------- ---- --------- ----
19 37,335 4.1 24,550 2.7
04/01/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 3,309 1.5 675 0.3 220,703
NON U.S. 5 15,397 7.0 6,936 3.1
---- --------- ---- --------- ----
7 18,706 8.5 7,611 3.4
04/01/08 NYME NY HARBOR HEATING OIL CAL SWAP U.S. 2 204 1.9 552 5.0 10,965
NON U.S. 3 992 9.0 856 7.8
---- --------- ---- --------- ----
5 1,196 10.9 1,408 12.8
04/01/08 NYME SING GASOIL SWAP U.S. 1 0 0.0 1,000 10.4 9,645
NON U.S. 4 3,205 33.2 370 3.8
---- --------- ---- --------- ----
5 3,205 33.2 1,370 14.2
04/01/08 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 2 0 0.0 450 6.7 6,725
NON U.S. 3 375 5.6 1,800 26.8
---- --------- ---- --------- ----
5 375 5.6 2,250 33.5
04/01/08 NYME NATURAL GAS U.S. 5 51,370 5.9 43,922 5.1 866,662
NON U.S. 8 66,033 7.6 46,830 5.4
---- --------- ---- --------- ----
13 117,403 13.5 90,752 10.5
04/01/08 NYME PERMIAN BASIS SWAP U.S. 3 6,896 8.3 833 1.0 83,338
NON U.S. 4 153 0.2 3,639 4.4
---- --------- ---- --------- ----
7 7,049 8.5 4,472 5.4
04/01/08 NYME TCO BASIS SWAP U.S. 3 4,086 3.7 4,206 3.8 111,647
NON U.S. 4 8,711 7.8 8,646 7.7
---- --------- ---- --------- ----
7 12,797 11.5 12,852 11.5
04/01/08 NYME PG&E CITYGATE BASIS SWAP U.S. 3 0 0.0 2,437 3.4 71,448
NON U.S. 2 184 0.3 486 0.7
---- --------- ---- --------- ----
5 184 0.3 2,923 4.1
04/01/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 2,933 6.7 44,072
NON U.S. 3 0 0.0 8,482 19.2
---- --------- ---- --------- ----
5 0 0.0 11,415 25.9
04/01/08 NYME SUMAS BASIS SWAP U.S. 2 1,624 10.2 0 0.0 15,901
NON U.S. 4 4,886 30.7 480 3.0
---- --------- ---- --------- ----
6 6,510 40.9 480 3.0
04/01/08 NYME CIG BASIS SWAP U.S. 4 58 0.2 3,786 10.2 37,108
NON U.S. 3 1,190 3.2 10,264 27.7
---- --------- ---- --------- ----
7 1,248 3.4 14,050 37.9
04/01/08 NYME CENTERPOINT BASIS SWAP U.S. 4 736 2.3 3,240 10.2 31,624
NON U.S. 3 3,232 10.2 3,634 11.5
---- --------- ---- --------- ----
7 3,968 12.5 6,874 21.7
04/01/08 CME 1-MONTH LIBOR RATE U.S. 1 20 0.1 1,965 6.3 31,422
NON U.S. 9 5,397 17.2 3,946 12.6
---- --------- ---- --------- ----
10 5,417 17.2 5,911 18.8
04/01/08 NYBT COTTON NO. 2 U.S. 1 2,144 0.8 0 0.0 271,427
NON U.S. 13 26,808 9.9 6,506 2.4
---- --------- ---- --------- ----
14 28,952 10.7 6,506 2.4
04/01/08 NYME ALBERTA BASIS SWAP U.S. 4 3,867 3.2 1,887 1.6 119,715
NON U.S. 7 9,519 8.0 27,485 23.0
---- --------- ---- --------- ----
11 13,386 11.2 29,372 24.5
04/01/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 5 2,469 1.0 13,728 5.8 236,867
NON U.S. 5 9,574 4.0 12,736 5.4
---- --------- ---- --------- ----
10 12,043 5.1 26,464 11.2
04/01/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 4 6,907 3.1 27,145 12.0 225,770
NON U.S. 5 18,277 8.1 19,235 8.5
---- --------- ---- --------- ----
9 25,184 11.2 46,380 20.5
04/01/08 NYME PANHANDLE BASIS SWAP U.S. 3 4,988 2.1 25,635 11.0 232,954
NON U.S. 4 4,925 2.1 33,162 14.2
---- --------- ---- --------- ----
7 9,913 4.3 58,797 25.2
04/01/08 NYME SAN JUAN BASIS SWAP U.S. 6 11,934 23.8 4,968 9.9 50,053
NON U.S. 4 4,239 8.5 4,012 8.0
---- --------- ---- --------- ----
10 16,173 32.3 8,980 17.9
04/01/08 NYME SOCAL BASIS SWAP U.S. 4 23,510 11.6 6,794 3.3 202,985
NON U.S. 5 5,151 2.5 16,544 8.2
---- --------- ---- --------- ----
9 28,661 14.1 23,338 11.5
04/01/08 NYME HENRY HUB GAS SWAP U.S. 6 112,564 3.6 290,979 9.3 3,125,204
NON U.S. 7 189,555 6.1 228,753 7.3
---- --------- ---- --------- ----
13 302,119 9.7 519,732 16.6
04/01/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 4 131,224 12.3 4,612 0.4 1,065,335
NON U.S. 8 171,356 16.1 74,590 7.0
---- --------- ---- --------- ----
12 302,580 28.4 79,202 7.4
04/01/08 NYBT FRZN CONCENTRATED ORANGE JUICE NON U.S. 5 4,354 13.8 0 0.0 31,573
04/01/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 15,835 1.4 25,071 2.2 1,131,638
NON U.S. 35 41,940 3.7 137,041 12.1
---- --------- ---- --------- ----
39 57,775 5.1 162,112 14.3
04/01/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 28,328 1.4 21,104 1.0 2,072,126
NON U.S. 43 107,652 5.2 159,769 7.7
---- --------- ---- --------- ----
49 135,980 6.6 180,873 8.7
04/01/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 40,394 2.2 67,450 3.7 1,829,252
NON U.S. 29 58,730 3.2 98,649 5.4
---- --------- ---- --------- ----
34 99,124 5.4 166,099 9.1
04/01/08 CBT 30-DAY FEDERAL FUNDS U.S. 5 18,673 5.5 30,297 8.9 338,957
NON U.S. 19 41,358 12.2 77,244 22.8
---- --------- ---- --------- ----
24 60,031 17.7 107,541 31.7
04/01/08 CME LEAN HOGS U.S. 2 2,175 1.0 377 0.2 223,409
NON U.S. 7 20,143 9.0 844 0.4
---- --------- ---- --------- ----
9 22,318 10.0 1,221 0.5
04/01/08 CME LIVE CATTLE U.S. 2 7,388 2.7 1,668 0.6 275,988
NON U.S. 8 24,324 8.8 1,011 0.4
---- --------- ---- --------- ----
10 31,712 11.5 2,679 1.0
04/01/08 CME FEEDER CATTLE U.S. 2 100 0.3 787 2.1 37,833
NON U.S. 3 705 1.9 0 0.0
---- --------- ---- --------- ----
5 805 2.1 787 2.1
04/01/08 NYME NORTH ILL OFF PK LMP SWAP U.S. 2 6,260 24.6 760 3.0 25,488
NON U.S. 3 3,162 12.4 2,040 8.0
---- --------- ---- --------- ----
5 9,422 37.0 2,800 11.0
04/01/08 NYME CRUDE OIL, LIGHT SWEET U.S. 5 25,391 1.8 53,857 3.9 1,381,645
NON U.S. 16 129,308 9.4 104,883 7.6
---- --------- ---- --------- ----
21 154,699 11.2 158,740 11.5
04/01/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 11,496 9.6 12,185 10.1 120,106
NON U.S. 7 12,562 10.5 17,769 14.8
---- --------- ---- --------- ----
11 24,058 20.0 29,954 24.9
04/01/08 NYME WTI CRUDE OIL FINANCIAL U.S. 5 18,178 9.8 6,426 3.5 185,374
NON U.S. 6 23,135 12.5 19,404 10.5
---- --------- ---- --------- ----
11 41,313 22.3 25,830 13.9
04/01/08 NYME BRENT FINANCIAL U.S. 2 1,338 7.1 186 1.0 18,875
NON U.S. 4 5,190 27.5 3,100 16.4
---- --------- ---- --------- ----
6 6,528 34.6 3,286 17.4
04/01/08 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 1,363 7.9 1,065 6.2 17,155
NON U.S. 3 75 0.4 3,300 19.2
---- --------- ---- --------- ----
5 1,438 8.4 4,365 25.4
04/01/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 1 9,176 19.0 5,413 11.2 48,262
NON U.S. 4 3,033 6.3 1,821 3.8
---- --------- ---- --------- ----
5 12,209 25.3 7,234 15.0
04/01/08 NYME BRENT-DUBAI SWAP U.S. 1 0 0.0 1,875 33.4 5,610
NON U.S. 4 450 8.0 875 15.6
---- --------- ---- --------- ----
5 450 8.0 2,750 49.0
04/01/08 NYBT COCOA U.S. 1 2,639 1.8 0 0.0 145,960
NON U.S. 8 6,565 4.5 9,904 6.8
---- --------- ---- --------- ----
9 9,204 6.3 9,904 6.8
04/01/08 NYME PALLADIUM U.S. 3 0 0.0 3,064 15.6 19,649
NON U.S. 7 604 3.1 3,107 15.8
---- --------- ---- --------- ----
10 604 3.1 6,171 31.4
04/01/08 NYME PLATINUM U.S. 2 63 0.5 185 1.5 12,018
NON U.S. 10 1,052 8.8 722 6.0
---- --------- ---- --------- ----
12 1,115 9.3 907 7.5
04/01/08 NYBT SUGAR NO. 11 U.S. 2 20,486 2.2 7,895 0.8 942,202
NON U.S. 11 115,828 12.3 56,026 5.9
---- --------- ---- --------- ----
13 136,314 14.5 63,921 6.8
04/01/08 NYBT COFFEE C U.S. 1 1,612 1.0 175 0.1 160,969
NON U.S. 14 16,941 10.5 12,074 7.5
---- --------- ---- --------- ----
15 18,553 11.5 12,249 7.6
04/01/08 CMX SILVER U.S. 3 14 0.0 3,273 2.3 145,358
NON U.S. 10 4,748 3.3 3,760 2.6
---- --------- ---- --------- ----
13 4,762 3.3 7,033 4.8
04/01/08 CMX COPPER-GRADE #1 U.S. 2 2,144 2.1 0 0.0 101,860
NON U.S. 10 8,842 8.7 2,364 2.3
---- --------- ---- --------- ----
12 10,986 10.8 2,364 2.3
04/01/08 CMX GOLD U.S. 3 5,128 1.3 21,082 5.3 399,393
NON U.S. 19 24,771 6.2 51,665 12.9
---- --------- ---- --------- ----
22 29,899 7.5 72,747 18.2
04/01/08 CME RUSSIAN RUBLE NON U.S. 5 11,567 66.5 12,374 71.1 17,400
04/01/08 CME CANADIAN DOLLAR U.S. 3 1,306 1.3 2,000 2.0 100,329
NON U.S. 8 20,489 20.4 19,066 19.0
---- --------- ---- --------- ----
11 21,795 21.7 21,066 21.0
04/01/08 CME SWISS FRANC U.S. 1 686 1.2 0 0.0 56,967
NON U.S. 5 4,857 8.5 11,979 21.0
---- --------- ---- --------- ----
6 5,543 9.7 11,979 21.0
04/01/08 CME MEXICAN PESO U.S. 2 1,101 0.8 11,101 7.9 140,166
NON U.S. 8 0 0.0 83,990 59.9
---- --------- ---- --------- ----
10 1,101 0.8 95,091 67.8
04/01/08 CME BRITISH POUND STERLING U.S. 2 2,885 2.9 0 0.0 98,868
NON U.S. 5 25,213 25.5 12,730 12.9
---- --------- ---- --------- ----
7 28,098 28.4 12,730 12.9
04/01/08 CME JAPANESE YEN U.S. 2 546 0.3 17,548 9.3 189,206
NON U.S. 10 4,178 2.2 51,658 27.3
---- --------- ---- --------- ----
12 4,724 2.5 69,206 36.6
04/01/08 CME EURO FX U.S. 3 2,386 1.4 952 0.6 165,921
NON U.S. 17 11,588 7.0 25,203 15.2
---- --------- ---- --------- ----
20 13,974 8.4 26,155 15.8
04/01/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 3,108 1.4 1,118 0.5 228,865
NON U.S. 9 10,298 4.5 2,647 1.2
---- --------- ---- --------- ----
13 13,406 5.9 3,765 1.6
04/01/08 CME NEW ZEALAND DOLLAR U.S. 1 1,500 7.6 0 0.0 19,790
NON U.S. 5 1,022 5.2 8,168 41.3
---- --------- ---- --------- ----
6 2,522 12.7 8,168 41.3
04/01/08 E VIX FUTURES U.S. 1 53 0.1 0 0.0 47,723
NON U.S. 5 699 1.5 8 0.0
---- --------- ---- --------- ----
6 752 1.6 8 0.0
04/01/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 1,300 4.7 130 0.5 27,763
NON U.S. 8 991 3.6 4,285 15.4
---- --------- ---- --------- ----
10 2,291 8.3 4,415 15.9
04/01/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 443 0.6 230 0.3 80,007
NON U.S. 9 1,279 1.6 5,075 6.3
---- --------- ---- --------- ----
11 1,722 2.2 5,305 6.6
04/01/08 CME 3-MONTH EURODOLLARS U.S. 12 723,979 7.7 928,373 9.8 9,445,058
NON U.S. 55 1,405,591 14.9 1,722,364 18.2
---- --------- ---- --------- ----
67 2,129,570 22.5 2,650,737 28.1
04/01/08 CME S&P 500 STOCK INDEX U.S. 4 4,686 0.8 81 0.0 563,181
NON U.S. 23 15,564 2.8 61,322 10.9
---- --------- ---- --------- ----
27 20,250 3.6 61,403 10.9
04/01/08 CME E-MINI S&P 500 STOCK INDEX U.S. 9 14,055 0.7 35,702 1.7 2,112,188
NON U.S. 40 77,198 3.7 188,253 8.9
---- --------- ---- --------- ----
49 91,253 4.3 223,955 10.6
04/01/08 CME NASDAQ-100 STOCK INDEX U.S. 2 355 1.2 1,003 3.3 30,411
NON U.S. 5 7,265 23.9 187 0.6
---- --------- ---- --------- ----
7 7,620 25.1 1,190 3.9
04/01/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 1,954 0.6 3,301 1.1 309,395
NON U.S. 27 54,175 17.5 7,242 2.3
---- --------- ---- --------- ----
31 56,129 18.1 10,543 3.4
04/01/08 CME AUSTRALIAN DOLLAR U.S. 2 2,167 3.0 0 0.0 72,433
NON U.S. 5 5,310 7.3 17,796 24.6
---- --------- ---- --------- ----
7 7,477 10.3 17,796 24.6
04/01/08 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 168 0.5 1,192 3.7 32,533
NON U.S. 4 413 1.3 1,054 3.2
---- --------- ---- --------- ----
6 581 1.8 2,246 6.9
04/01/08 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 5 733 0.1 7,265 1.1 639,240
NON U.S. 17 41,975 6.6 18,373 2.9
---- --------- ---- --------- ----
22 42,708 6.7 25,638 4.0
04/01/08 CME NIKKEI STOCK AVERAGE U.S. 3 0 0.0 6,829 9.4 72,865
NON U.S. 18 21,680 29.8 5,047 6.9
---- --------- ---- --------- ----
21 21,680 29.8 11,876 16.3
04/01/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 1,680 3.6 1,967 4.2 47,314
NON U.S. 8 2,894 6.1 9,612 20.3
---- --------- ---- --------- ----
11 4,574 9.7 11,579 24.5
04/01/08 CBT INTEREST RATE SWAPS 10YR - 3MO U.S. 1 1,222 2.4 12,956 25.6 50,675
NON U.S. 4 497 1.0 2,273 4.5
---- --------- ---- --------- ----
5 1,719 3.4 15,229 30.1
04/01/08 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 456 2.5 832 4.6 17,918
NON U.S. 4 1,604 9.0 111 0.6
---- --------- ---- --------- ----
6 2,060 11.5 943 5.3
04/01/08 CME E-MINI S&P 400 STOCK INDEX U.S. 3 376 0.4 391 0.4 97,048
NON U.S. 3 970 1.0 803 0.8
---- --------- ---- --------- ----
6 1,346 1.4 1,194 1.2
04/01/08 CME 3-MO. EUROYEN TIBOR U.S. 5 603 2.8 2,284 10.7 21,439
NON U.S. 13 8,566 40.0 4,538 21.2
---- --------- ---- --------- ----
18 9,169 42.8 6,822 31.8
04/01/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 150 2.5 300 5.1 5,895
NON U.S. 3 300 5.1 225 3.8
---- --------- ---- --------- ----
5 450 7.6 525 8.9
04/01/08 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 225 2.8 390 4.8 8,083
NON U.S. 2 1,575 19.5 615 7.6
---- --------- ---- --------- ----
5 1,800 22.3 1,005 12.4
04/01/08 NYME GASOIL CRACK SPR SWAP U.S. 2 1,533 13.2 0 0.0 11,625
NON U.S. 4 763 6.6 1,124 9.7
---- --------- ---- --------- ----
6 2,296 19.8 1,124 9.7