BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
06/03/08 CBT WHEAT U.S. 1 9,905 2.7 0 0.0 367,197
NON U.S. 13 57,155 15.6 11,218 3.1
---- --------- ---- --------- ----
14 67,060 18.3 11,218 3.1
06/03/08 KCBT WHEAT U.S. 1 2,790 2.5 0 0.0 110,211
NON U.S. 5 5,458 5.0 85 0.1
---- --------- ---- --------- ----
6 8,248 7.5 85 0.1
06/03/08 CBT CORN U.S. 1 25,608 1.8 528 0.0 1,405,256
NON U.S. 15 115,475 8.2 18,608 1.3
---- --------- ---- --------- ----
16 141,083 10.0 19,136 1.4
06/03/08 CBT SOYBEANS U.S. 1 10,641 2.3 5 0.0 470,984
NON U.S. 12 36,829 7.8 2,495 0.5
---- --------- ---- --------- ----
13 47,470 10.1 2,500 0.5
06/03/08 CBT SOYBEAN OIL U.S. 1 5,630 2.2 0 0.0 250,838
NON U.S. 5 16,748 6.7 7,240 2.9
---- --------- ---- --------- ----
6 22,378 8.9 7,240 2.9
06/03/08 CBT U.S. TREASURY BONDS U.S. 4 18,345 2.0 10,180 1.1 906,460
NON U.S. 14 23,141 2.6 12,373 1.4
---- --------- ---- --------- ----
18 41,486 4.6 22,553 2.5
06/03/08 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 142 4.1 120 3.4 3,494
NON U.S. 4 210 6.0 150 4.3
---- --------- ---- --------- ----
6 352 10.1 270 7.7
06/03/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 5,904 2.8 2,157 1.0 210,214
NON U.S. 4 17,893 8.5 9,182 4.4
---- --------- ---- --------- ----
7 23,797 11.3 11,339 5.4
06/03/08 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 2 0 0.0 350 5.3 6,575
NON U.S. 4 225 3.4 1,450 22.1
---- --------- ---- --------- ----
6 225 3.4 1,800 27.4
06/03/08 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 2 250 1.7 0 0.0 15,144
NON U.S. 3 325 2.1 580 3.8
---- --------- ---- --------- ----
5 575 3.8 580 3.8
06/03/08 NYME NATURAL GAS U.S. 4 50,357 5.5 41,475 4.5 915,499
NON U.S. 8 62,717 6.9 48,297 5.3
---- --------- ---- --------- ----
12 113,074 12.4 89,772 9.8
06/03/08 NYME PERMIAN BASIS SWAP U.S. 2 826 1.2 463 0.7 70,382
NON U.S. 3 642 0.9 1,650 2.3
---- --------- ---- --------- ----
5 1,468 2.1 2,113 3.0
06/03/08 NYME TCO BASIS SWAP U.S. 2 6,377 7.2 2,812 3.2 88,171
NON U.S. 4 5,071 5.8 8,619 9.8
---- --------- ---- --------- ----
6 11,448 13.0 11,431 13.0
06/03/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,020 13.6 2,698 2.8 95,937
NON U.S. 3 1,338 1.4 9,197 9.6
---- --------- ---- --------- ----
5 14,358 15.0 11,895 12.4
06/03/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 2,569 6.6 38,948
NON U.S. 3 0 0.0 5,592 14.4
---- --------- ---- --------- ----
5 0 0.0 8,161 21.0
06/03/08 NYME SUMAS BASIS SWAP U.S. 1 961 5.3 0 0.0 18,157
NON U.S. 4 6,309 34.7 0 0.0
---- --------- ---- --------- ----
5 7,270 40.0 0 0.0
06/03/08 NYME NGPL MID-CON BASIS SWAP U.S. 1 0 0.0 2,248 1.9 119,413
NON U.S. 4 11,804 9.9 3,932 3.3
---- --------- ---- --------- ----
5 11,804 9.9 6,180 5.2
06/03/08 NYME WAHA BASIS SWAP U.S. 3 0 0.0 10,090 9.4 107,435
NON U.S. 2 2,584 2.4 2,070 1.9
---- --------- ---- --------- ----
5 2,584 2.4 12,160 11.3
06/03/08 NYME CIG BASIS SWAP U.S. 3 58 0.1 2,114 4.4 48,074
NON U.S. 3 615 1.3 18,997 39.5
---- --------- ---- --------- ----
6 673 1.4 21,111 43.9
06/03/08 NYME CENTERPOINT BASIS SWAP U.S. 4 492 1.3 2,832 7.3 38,908
NON U.S. 3 2,348 6.0 6,013 15.5
---- --------- ---- --------- ----
7 2,840 7.3 8,845 22.7
06/03/08 CME 1-MONTH LIBOR RATE U.S. 3 9,200 23.1 150 0.4 39,815
NON U.S. 6 3,712 9.3 10,080 25.3
---- --------- ---- --------- ----
9 12,912 32.4 10,230 25.7
06/03/08 NYBT COTTON NO. 2 U.S. 1 2,388 0.9 0 0.0 273,104
NON U.S. 13 28,773 10.5 15,297 5.6
---- --------- ---- --------- ----
14 31,161 11.4 15,297 5.6
06/03/08 NYME ALBERTA BASIS SWAP U.S. 3 2,290 1.9 1,674 1.4 121,886
NON U.S. 7 10,614 8.7 26,838 22.0
---- --------- ---- --------- ----
10 12,904 10.6 28,512 23.4
06/03/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 876 0.4 2,962 1.2 237,604
NON U.S. 5 9,829 4.1 12,458 5.2
---- --------- ---- --------- ----
8 10,705 4.5 15,420 6.5
06/03/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 2,778 1.2 25,355 10.8 234,889
NON U.S. 5 19,634 8.4 22,953 9.8
---- --------- ---- --------- ----
8 22,412 9.5 48,308 20.6
06/03/08 NYME PANHANDLE BASIS SWAP U.S. 3 5,335 2.2 21,548 9.0 239,072
NON U.S. 4 7,123 3.0 27,827 11.6
---- --------- ---- --------- ----
7 12,458 5.2 49,375 20.7
06/03/08 NYME SAN JUAN BASIS SWAP U.S. 5 5,717 11.1 3,588 7.0 51,482
NON U.S. 4 4,401 8.5 5,769 11.2
---- --------- ---- --------- ----
9 10,118 19.7 9,357 18.2
06/03/08 NYME SOCAL BASIS SWAP U.S. 3 22,443 10.7 6,082 2.9 210,604
NON U.S. 5 12,934 6.1 15,812 7.5
---- --------- ---- --------- ----
8 35,377 16.8 21,894 10.4
06/03/08 NYME HENRY HUB GAS SWAP U.S. 5 117,763 3.4 288,292 8.4 3,418,312
NON U.S. 9 209,339 6.1 277,442 8.1
---- --------- ---- --------- ----
14 327,102 9.6 565,734 16.6
06/03/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 114,803 10.7 6,964 0.6 1,075,435
NON U.S. 8 143,576 13.4 54,278 5.0
---- --------- ---- --------- ----
11 258,379 24.0 61,242 5.7
06/03/08 NYBT FRZN CONCENTRATED ORANGE JUICE NON U.S. 5 4,849 13.7 0 0.0 35,320
06/03/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 14,759 1.4 18,042 1.8 1,028,844
NON U.S. 40 47,816 4.6 203,596 19.8
---- --------- ---- --------- ----
43 62,575 6.1 221,638 21.5
06/03/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 19,785 0.9 24,005 1.1 2,158,445
NON U.S. 42 119,581 5.5 141,048 6.5
---- --------- ---- --------- ----
48 139,366 6.5 165,053 7.6
06/03/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 23,824 1.3 81,803 4.6 1,779,377
NON U.S. 27 48,796 2.7 75,481 4.2
---- --------- ---- --------- ----
32 72,620 4.1 157,284 8.8
06/03/08 CBT 30-DAY FEDERAL FUNDS U.S. 5 44,060 7.3 105,641 17.5 604,678
NON U.S. 27 66,836 11.1 160,581 26.6
---- --------- ---- --------- ----
32 110,896 18.3 266,222 44.0
06/03/08 CME LEAN HOGS U.S. 1 3,264 1.3 38 0.0 260,073
NON U.S. 8 26,349 10.1 2,604 1.0
---- --------- ---- --------- ----
9 29,613 11.4 2,642 1.0
06/03/08 CME LIVE CATTLE U.S. 2 8,784 3.0 2,244 0.8 297,547
NON U.S. 9 28,648 9.6 723 0.2
---- --------- ---- --------- ----
11 37,432 12.6 2,967 1.0
06/03/08 CME FEEDER CATTLE U.S. 1 0 0.0 701 2.2 32,023
NON U.S. 5 1,169 3.7 0 0.0
---- --------- ---- --------- ----
6 1,169 3.7 701 2.2
06/03/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 25,859 1.9 65,289 4.8 1,355,667
NON U.S. 16 111,703 8.2 90,328 6.7
---- --------- ---- --------- ----
20 137,562 10.1 155,617 11.5
06/03/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 9,839 7.8 7,846 6.2 126,434
NON U.S. 5 8,336 6.6 9,612 7.6
---- --------- ---- --------- ----
8 18,175 14.4 17,458 13.8
06/03/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 3,440 18.3 2,415 12.9 18,784
NON U.S. 3 75 0.4 3,605 19.2
---- --------- ---- --------- ----
5 3,515 18.7 6,020 32.0
06/03/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 20,432 10.8 11,593 6.1 189,858
NON U.S. 6 21,391 11.3 18,103 9.5
---- --------- ---- --------- ----
10 41,823 22.0 29,696 15.6
06/03/08 NYME BRENT FINANCIAL U.S. 2 818 3.0 186 0.7 27,216
NON U.S. 4 5,932 21.8 4,392 16.1
---- --------- ---- --------- ----
6 6,750 24.8 4,578 16.8
06/03/08 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 970 6.1 1,165 7.3 15,972
NON U.S. 4 25 0.2 3,325 20.8
---- --------- ---- --------- ----
6 995 6.2 4,490 28.1
06/03/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 1 7,698 14.7 3,921 7.5 52,305
NON U.S. 4 1,776 3.4 1,818 3.5
---- --------- ---- --------- ----
5 9,474 18.1 5,739 11.0
06/03/08 NYME BRENT-DUBAI SWAP U.S. 1 0 0.0 1,525 26.0 5,855
NON U.S. 4 600 10.2 675 11.5
---- --------- ---- --------- ----
5 600 10.2 2,200 37.6
06/03/08 NYBT COCOA U.S. 1 3,903 2.5 0 0.0 157,841
NON U.S. 7 8,446 5.4 6,452 4.1
---- --------- ---- --------- ----
8 12,349 7.8 6,452 4.1
06/03/08 NYME PALLADIUM U.S. 3 0 0.0 3,915 23.0 17,052
NON U.S. 8 565 3.3 2,823 16.6
---- --------- ---- --------- ----
11 565 3.3 6,738 39.5
06/03/08 NYME PLATINUM U.S. 2 0 0.0 388 2.5 15,395
NON U.S. 11 1,406 9.1 362 2.4
---- --------- ---- --------- ----
13 1,406 9.1 750 4.9
06/03/08 NYBT SUGAR NO. 11 U.S. 2 23,284 2.5 4,113 0.5 913,262
NON U.S. 11 121,565 13.3 58,846 6.4
---- --------- ---- --------- ----
13 144,849 15.9 62,959 6.9
06/03/08 NYBT COFFEE C U.S. 1 1,870 1.2 0 0.0 153,194
NON U.S. 14 18,375 12.0 2,002 1.3
---- --------- ---- --------- ----
15 20,245 13.2 2,002 1.3
06/03/08 CMX SILVER U.S. 2 420 0.3 4,249 3.4 123,200
NON U.S. 9 4,428 3.6 3,389 2.8
---- --------- ---- --------- ----
11 4,848 3.9 7,638 6.2
06/03/08 CMX COPPER-GRADE #1 U.S. 2 2,357 2.4 0 0.0 97,981
NON U.S. 8 9,196 9.4 2,169 2.2
---- --------- ---- --------- ----
10 11,553 11.8 2,169 2.2
06/03/08 CMX GOLD U.S. 3 14,897 3.7 9,921 2.5 398,441
NON U.S. 21 22,608 5.7 56,247 14.1
---- --------- ---- --------- ----
24 37,505 9.4 66,168 16.6
06/03/08 CME RUSSIAN RUBLE NON U.S. 5 13,179 78.3 12,956 77.0 16,826
06/03/08 CME CANADIAN DOLLAR U.S. 1 0 0.0 5,009 4.1 122,819
NON U.S. 9 6,103 5.0 27,096 22.1
---- --------- ---- --------- ----
10 6,103 5.0 32,105 26.1
06/03/08 CME SWISS FRANC U.S. 2 914 1.4 448 0.7 65,317
NON U.S. 5 19,625 30.0 8,766 13.4
---- --------- ---- --------- ----
7 20,539 31.4 9,214 14.1
06/03/08 CME MEXICAN PESO U.S. 3 3,000 2.0 15,671 10.4 150,702
NON U.S. 8 6,365 4.2 56,396 37.4
---- --------- ---- --------- ----
11 9,365 6.2 72,067 47.8
06/03/08 CME BRITISH POUND STERLING U.S. 3 6,886 4.2 0 0.0 162,647
NON U.S. 6 102,725 63.2 23,157 14.2
---- --------- ---- --------- ----
9 109,611 67.4 23,157 14.2
06/03/08 CME JAPANESE YEN U.S. 3 2,324 1.4 13,901 8.5 164,454
NON U.S. 8 3,366 2.0 18,065 11.0
---- --------- ---- --------- ----
11 5,690 3.5 31,966 19.4
06/03/08 CME EURO FX U.S. 5 2,345 1.0 2,246 1.0 230,633
NON U.S. 16 90,492 39.2 7,752 3.4
---- --------- ---- --------- ----
21 92,837 40.3 9,998 4.3
06/03/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 3,540 1.4 1,563 0.6 254,501
NON U.S. 9 9,887 3.9 4,225 1.7
---- --------- ---- --------- ----
13 13,427 5.3 5,788 2.3
06/03/08 CME NEW ZEALAND DOLLAR U.S. 1 3,118 9.5 0 0.0 32,954
NON U.S. 5 8,021 24.3 3,589 10.9
---- --------- ---- --------- ----
6 11,139 33.8 3,589 10.9
06/03/08 E VIX FUTURES NON U.S. 7 1,279 2.3 2 0.0 56,668
06/03/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 1,942 6.1 190 0.6 31,714
NON U.S. 8 2,372 7.5 2,761 8.7
---- --------- ---- --------- ----
10 4,314 13.6 2,951 9.3
06/03/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 1 244 0.2 0 0.0 113,021
NON U.S. 9 3,799 3.4 3,564 3.2
---- --------- ---- --------- ----
10 4,043 3.6 3,564 3.2
06/03/08 CME 3-MONTH EURODOLLARS U.S. 11 734,230 7.7 1,166,203 12.3 9,491,123
NON U.S. 64 1,677,188 17.7 1,353,242 14.3
---- --------- ---- --------- ----
75 2,411,418 25.4 2,519,445 26.5
06/03/08 CME S&P 500 STOCK INDEX U.S. 3 4,809 0.9 60 0.0 559,063
NON U.S. 17 13,536 2.4 42,422 7.6
---- --------- ---- --------- ----
20 18,345 3.3 42,482 7.6
06/03/08 CME E-MINI S&P 500 STOCK INDEX U.S. 9 20,915 0.9 35,838 1.5 2,348,861
NON U.S. 42 98,115 4.2 178,515 7.6
---- --------- ---- --------- ----
51 119,030 5.1 214,353 9.1
06/03/08 CME NASDAQ-100 STOCK INDEX U.S. 2 757 2.0 340 0.9 37,281
NON U.S. 7 2,774 7.4 193 0.5
---- --------- ---- --------- ----
9 3,531 9.5 533 1.4
06/03/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 5 3,313 0.9 3,925 1.1 372,626
NON U.S. 28 63,458 17.0 11,404 3.1
---- --------- ---- --------- ----
33 66,771 17.9 15,329 4.1
06/03/08 CME AUSTRALIAN DOLLAR U.S. 2 712 0.7 1,602 1.5 109,056
NON U.S. 4 7,290 6.7 17,105 15.7
---- --------- ---- --------- ----
6 8,002 7.3 18,707 17.2
06/03/08 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 213 0.5 1,192 2.9 41,165
NON U.S. 4 26 0.1 1,332 3.2
---- --------- ---- --------- ----
6 239 0.6 2,524 6.1
06/03/08 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 6 247 0.0 13,350 1.8 737,327
NON U.S. 15 41,963 5.7 25,595 3.5
---- --------- ---- --------- ----
21 42,210 5.7 38,945 5.3
06/03/08 CME NIKKEI STOCK AVERAGE U.S. 3 0 0.0 7,954 8.5 93,482
NON U.S. 17 21,573 23.1 4,597 4.9
---- --------- ---- --------- ----
20 21,573 23.1 12,551 13.4
06/03/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 1,830 2.8 2,004 3.0 65,728
NON U.S. 9 4,775 7.3 14,251 21.7
---- --------- ---- --------- ----
12 6,605 10.0 16,255 24.7
06/03/08 CME E-MINI S&P 400 STOCK INDEX U.S. 2 419 0.4 302 0.3 96,464
NON U.S. 4 1,225 1.3 604 0.6
---- --------- ---- --------- ----
6 1,644 1.7 906 0.9
06/03/08 CME 3-MO. EUROYEN TIBOR U.S. 5 1,053 3.6 1,937 6.6 29,407
NON U.S. 13 9,715 33.0 6,401 21.8
---- --------- ---- --------- ----
18 10,768 36.6 8,338 28.4
06/03/08 NYME GASOIL CRACK SPR SWAP U.S. 2 1,347 8.9 0 0.0 15,099
NON U.S. 4 1,082 7.2 843 5.6
---- --------- ---- --------- ----
6 2,429 16.1 843 5.6
06/03/08 NYME RBOB CRACK SPREAD SWAP U.S. 2 121 0.8 345 2.4 14,492
NON U.S. 3 613 4.2 1,365 9.4
---- --------- ---- --------- ----
5 734 5.1 1,710 11.8