BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
09/02/08 CBT WHEAT U.S. 1 5,038 1.7 232 0.1 299,301
NON U.S. 13 48,587 16.2 7,021 2.3
---- --------- ---- --------- ----
14 53,625 17.9 7,253 2.4
09/02/08 KCBT WHEAT U.S. 1 192 0.2 0 0.0 93,034
NON U.S. 6 4,559 4.9 1,323 1.4
---- --------- ---- --------- ----
7 4,751 5.1 1,323 1.4
09/02/08 CBT CORN U.S. 1 19,204 1.8 177 0.0 1,065,835
NON U.S. 14 89,908 8.4 19,438 1.8
---- --------- ---- --------- ----
15 109,112 10.2 19,615 1.8
09/02/08 CBT SOYBEANS U.S. 1 9,593 2.6 123 0.0 370,781
NON U.S. 14 33,549 9.0 6,078 1.6
---- --------- ---- --------- ----
15 43,142 11.6 6,201 1.7
09/02/08 CBT SOYBEAN OIL U.S. 1 2,718 1.1 0 0.0 253,415
NON U.S. 5 15,809 6.2 5,021 2.0
---- --------- ---- --------- ----
6 18,527 7.3 5,021 2.0
09/02/08 CBT U.S. TREASURY BONDS U.S. 4 12,207 1.3 11,797 1.3 928,982
NON U.S. 18 33,153 3.6 29,228 3.1
---- --------- ---- --------- ----
22 45,360 4.9 41,025 4.4
09/02/08 NYME NY RES FUEL 1.0% SULFUR SWAP U.S. 2 845 10.8 425 5.4 7,807
NON U.S. 3 1,160 14.9 70 0.9
---- --------- ---- --------- ----
5 2,005 25.7 495 6.3
09/02/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 3,960 1.9 897 0.4 212,963
NON U.S. 5 18,181 8.5 10,467 4.9
---- --------- ---- --------- ----
7 22,141 10.4 11,364 5.3
09/02/08 NYME SING GASOIL SWAP U.S. 1 100 1.0 700 7.3 9,553
NON U.S. 4 2,288 24.0 262 2.7
---- --------- ---- --------- ----
5 2,388 25.0 962 10.1
09/02/08 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 150 3.3 100 2.2 4,497
NON U.S. 4 145 3.2 815 18.1
---- --------- ---- --------- ----
5 295 6.6 915 20.3
09/02/08 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 2 75 0.5 200 1.3 15,130
NON U.S. 3 260 1.7 780 5.2
---- --------- ---- --------- ----
5 335 2.2 980 6.5
09/02/08 ICE NATURAL GAS PENULTIMATE ICE U.S. 3 13,689 15.6 7,104 8.1 87,699
NON U.S. 4 10,202 11.6 1,374 1.6
---- --------- ---- --------- ----
7 23,891 27.2 8,478 9.7
09/02/08 NYME NATURAL GAS U.S. 4 45,703 4.9 37,404 4.0 930,563
NON U.S. 10 62,989 6.8 36,205 3.9
---- --------- ---- --------- ----
14 108,692 11.7 73,609 7.9
09/02/08 NYME TCO BASIS SWAP U.S. 2 6,377 6.9 2,161 2.4 91,860
NON U.S. 4 4,076 4.4 11,543 12.6
---- --------- ---- --------- ----
6 10,453 11.4 13,704 14.9
09/02/08 NYME PG&E CITYGATE BASIS SWAP U.S. 3 481 0.7 1,731 2.3 73,772
NON U.S. 3 1,003 1.4 7,216 9.8
---- --------- ---- --------- ----
6 1,484 2.0 8,947 12.1
09/02/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,020 12.6 1,520 1.5 103,619
NON U.S. 3 1,578 1.5 9,096 8.8
---- --------- ---- --------- ----
5 14,598 14.1 10,616 10.2
09/02/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 5,886 20.2 29,069
NON U.S. 3 180 0.6 4,138 14.2
---- --------- ---- --------- ----
5 180 0.6 10,024 34.5
09/02/08 NYME SUMAS BASIS SWAP U.S. 1 365 1.7 546 2.6 21,214
NON U.S. 4 6,203 29.2 858 4.0
---- --------- ---- --------- ----
5 6,568 31.0 1,404 6.6
09/02/08 NYME NGPL MID-CON BASIS SWAP U.S. 3 30 0.0 5,260 4.6 113,962
NON U.S. 4 13,924 12.2 3,451 3.0
---- --------- ---- --------- ----
7 13,954 12.2 8,711 7.6
09/02/08 NYME WAHA BASIS SWAP U.S. 4 672 0.7 13,191 13.6 97,336
NON U.S. 3 4,232 4.3 7,400 7.6
---- --------- ---- --------- ----
7 4,904 5.0 20,591 21.2
09/02/08 NYME CIG BASIS SWAP U.S. 3 50 0.1 1,842 4.1 44,593
NON U.S. 3 249 0.6 20,326 45.6
---- --------- ---- --------- ----
6 299 0.7 22,168 49.7
09/02/08 NYME CENTERPOINT BASIS SWAP U.S. 4 160 0.4 2,103 5.1 41,491
NON U.S. 3 2,014 4.9 4,203 10.1
---- --------- ---- --------- ----
7 2,174 5.2 6,306 15.2
09/02/08 CME 1-MONTH LIBOR RATE NON U.S. 5 2,680 9.7 8,065 29.1 27,749
09/02/08 ICUS COTTON NO. 2 U.S. 1 1,181 0.5 0 0.0 215,379
NON U.S. 12 25,448 11.8 12,730 5.9
---- --------- ---- --------- ----
13 26,629 12.4 12,730 5.9
09/02/08 NYME ALBERTA BASIS SWAP U.S. 3 1,216 1.1 2,044 1.9 105,833
NON U.S. 7 9,947 9.4 20,105 19.0
---- --------- ---- --------- ----
10 11,163 10.5 22,149 20.9
09/02/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 4 2,794 1.2 3,481 1.5 232,487
NON U.S. 5 6,575 2.8 22,656 9.7
---- --------- ---- --------- ----
9 9,369 4.0 26,137 11.2
09/02/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 3,875 1.8 21,955 10.3 213,390
NON U.S. 5 16,034 7.5 20,687 9.7
---- --------- ---- --------- ----
8 19,909 9.3 42,642 20.0
09/02/08 NYME PANHANDLE BASIS SWAP U.S. 4 9,232 4.2 18,839 8.5 221,829
NON U.S. 4 7,720 3.5 26,602 12.0
---- --------- ---- --------- ----
8 16,952 7.6 45,441 20.5
09/02/08 NYME SAN JUAN BASIS SWAP U.S. 5 5,437 13.1 1,258 3.0 41,348
NON U.S. 4 3,209 7.8 5,780 14.0
---- --------- ---- --------- ----
9 8,646 20.9 7,038 17.0
09/02/08 NYME SOCAL BASIS SWAP U.S. 3 18,848 9.3 8,000 4.0 202,297
NON U.S. 4 14,942 7.4 15,541 7.7
---- --------- ---- --------- ----
7 33,790 16.7 23,541 11.6
09/02/08 NYME HENRY HUB GAS SWAP U.S. 5 127,423 3.3 305,885 7.9 3,850,810
NON U.S. 9 200,547 5.2 345,942 9.0
---- --------- ---- --------- ----
14 327,970 8.5 651,827 16.9
09/02/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 142,300 12.2 12,448 1.1 1,170,802
NON U.S. 8 137,062 11.7 39,847 3.4
---- --------- ---- --------- ----
11 279,362 23.9 52,295 4.5
09/02/08 ICUS FRZN CONCENTRATED ORANGE JUICE NON U.S. 5 4,439 15.0 0 0.0 29,595
09/02/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 11,130 1.2 22,585 2.4 950,574
NON U.S. 35 37,161 3.9 86,426 9.1
---- --------- ---- --------- ----
41 48,291 5.1 109,011 11.5
09/02/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 13,447 0.7 11,373 0.6 1,798,937
NON U.S. 43 57,685 3.2 170,653 9.5
---- --------- ---- --------- ----
47 71,132 4.0 182,026 10.1
09/02/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 19,650 1.2 34,012 2.1 1,582,208
NON U.S. 26 62,788 4.0 102,294 6.5
---- --------- ---- --------- ----
32 82,438 5.2 136,306 8.6
09/02/08 CBT 30-DAY FEDERAL FUNDS U.S. 4 36,502 6.1 70,842 11.8 598,845
NON U.S. 24 59,326 9.9 204,026 34.1
---- --------- ---- --------- ----
28 95,828 16.0 274,868 45.9
09/02/08 CME LEAN HOGS U.S. 1 3,415 1.5 0 0.0 223,941
NON U.S. 8 22,343 10.0 614 0.3
---- --------- ---- --------- ----
9 25,758 11.5 614 0.3
09/02/08 CME LIVE CATTLE U.S. 2 7,545 2.7 1,586 0.6 275,222
NON U.S. 9 28,679 10.4 418 0.2
---- --------- ---- --------- ----
11 36,224 13.2 2,004 0.7
09/02/08 CME FEEDER CATTLE U.S. 2 7 0.0 656 2.2 30,026
NON U.S. 4 1,133 3.8 2 0.0
---- --------- ---- --------- ----
6 1,140 3.8 658 2.2
09/02/08 NYME MT BELVIEU PROPANE SWAP U.S. 4 264 4.3 1,230 20.1 6,129
NON U.S. 1 75 1.2 225 3.7
---- --------- ---- --------- ----
5 339 5.5 1,455 23.7
09/02/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 26,981 2.2 61,668 5.0 1,226,876
NON U.S. 18 156,593 12.8 105,002 8.6
---- --------- ---- --------- ----
22 183,574 15.0 166,670 13.6
09/02/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 9,671 7.6 7,745 6.1 127,514
NON U.S. 5 6,718 5.3 8,475 6.6
---- --------- ---- --------- ----
8 16,389 12.9 16,220 12.7
09/02/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 1 3,345 14.3 1,835 7.9 23,351
NON U.S. 4 1,050 4.5 2,905 12.4
---- --------- ---- --------- ----
5 4,395 18.8 4,740 20.3
09/02/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 26,550 13.5 19,217 9.8 197,054
NON U.S. 7 21,643 11.0 12,821 6.5
---- --------- ---- --------- ----
11 48,193 24.5 32,038 16.3
09/02/08 NYME BRENT FINANCIAL U.S. 2 1,018 3.3 686 2.2 31,177
NON U.S. 4 10,830 34.7 4,340 13.9
---- --------- ---- --------- ----
6 11,848 38.0 5,026 16.1
09/02/08 NYME WTI-BRENT CALENDAR SWAP U.S. 2 1,020 1.5 1,265 1.8 68,928
NON U.S. 5 2,389 3.5 15,955 23.1
---- --------- ---- --------- ----
7 3,409 4.9 17,220 25.0
09/02/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 1 7,141 10.7 3,688 5.5 66,487
NON U.S. 4 1,668 2.5 1,627 2.4
---- --------- ---- --------- ----
5 8,809 13.2 5,315 8.0
09/02/08 ICUS COCOA U.S. 1 3,104 2.3 9 0.0 132,442
NON U.S. 7 7,423 5.6 8,172 6.2
---- --------- ---- --------- ----
8 10,527 7.9 8,181 6.2
09/02/08 NYME PALLADIUM U.S. 3 31 0.2 1,281 9.4 13,567
NON U.S. 11 731 5.4 957 7.1
---- --------- ---- --------- ----
14 762 5.6 2,238 16.5
09/02/08 NYME PLATINUM U.S. 2 0 0.0 268 2.1 12,994
NON U.S. 9 1,418 10.9 954 7.3
---- --------- ---- --------- ----
11 1,418 10.9 1,222 9.4
09/02/08 ICUS SUGAR NO. 11 U.S. 2 25,683 3.1 6,148 0.7 821,014
NON U.S. 9 91,013 11.1 48,103 5.9
---- --------- ---- --------- ----
11 116,696 14.2 54,251 6.6
09/02/08 ICUS COFFEE C U.S. 2 3,097 2.4 120 0.1 127,113
NON U.S. 14 17,455 13.7 6,925 5.4
---- --------- ---- --------- ----
16 20,552 16.2 7,045 5.5
09/02/08 CMX SILVER U.S. 2 782 0.7 32,692 28.0 116,628
NON U.S. 10 5,549 4.8 2,575 2.2
---- --------- ---- --------- ----
12 6,331 5.4 35,267 30.2
09/02/08 CMX COPPER-GRADE #1 U.S. 2 2,761 3.6 0 0.0 77,739
NON U.S. 11 8,885 11.4 3,363 4.3
---- --------- ---- --------- ----
13 11,646 15.0 3,363 4.3
09/02/08 CMX GOLD U.S. 3 21,737 5.7 50,969 13.3 382,329
NON U.S. 20 35,903 9.4 49,159 12.9
---- --------- ---- --------- ----
23 57,640 15.1 100,128 26.2
09/02/08 CME RUSSIAN RUBLE NON U.S. 6 10,501 64.7 13,042 80.4 16,219
09/02/08 CME CANADIAN DOLLAR U.S. 3 5,170 4.2 40 0.0 122,277
NON U.S. 9 11,049 9.0 19,620 16.0
---- --------- ---- --------- ----
12 16,219 13.3 19,660 16.1
09/02/08 CME SWISS FRANC U.S. 3 4,346 6.8 39 0.1 64,084
NON U.S. 6 25,097 39.2 12,526 19.5
---- --------- ---- --------- ----
9 29,443 45.9 12,565 19.6
09/02/08 CME MEXICAN PESO U.S. 3 3,967 3.8 582 0.6 104,660
NON U.S. 5 19,257 18.4 67,341 64.3
---- --------- ---- --------- ----
8 23,224 22.2 67,923 64.9
09/02/08 CME BRITISH POUND STERLING U.S. 3 3,400 2.8 5,232 4.3 120,499
NON U.S. 6 46,073 38.2 4,863 4.0
---- --------- ---- --------- ----
9 49,473 41.1 10,095 8.4
09/02/08 CME JAPANESE YEN U.S. 4 18,460 9.0 30,451 14.8 205,813
NON U.S. 10 7,953 3.9 56,767 27.6
---- --------- ---- --------- ----
14 26,413 12.8 87,218 42.4
09/02/08 CME EURO FX U.S. 6 4,129 2.5 4,156 2.5 163,458
NON U.S. 16 36,595 22.4 8,928 5.5
---- --------- ---- --------- ----
22 40,724 24.9 13,084 8.0
09/02/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 3,676 1.8 849 0.4 207,391
NON U.S. 8 7,766 3.7 4,917 2.4
---- --------- ---- --------- ----
12 11,442 5.5 5,766 2.8
09/02/08 ICUS NEW ZEALAND DOLLAR U.S. 2 847 36.5 387 16.7 2,318
NON U.S. 3 651 28.1 180 7.8
---- --------- ---- --------- ----
5 1,498 64.6 567 24.5
09/02/08 CME NEW ZEALAND DOLLAR U.S. 2 2,599 9.6 573 2.1 26,943
NON U.S. 6 5,753 21.4 2,577 9.6
---- --------- ---- --------- ----
8 8,352 31.0 3,150 11.7
09/02/08 E VIX FUTURES U.S. 1 474 0.9 0 0.0 51,963
NON U.S. 5 1,358 2.6 0 0.0
---- --------- ---- --------- ----
6 1,832 3.5 0 0.0
09/02/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 1,977 5.5 0 0.0 36,197
NON U.S. 6 2,510 6.9 3,013 8.3
---- --------- ---- --------- ----
7 4,487 12.4 3,013 8.3
09/02/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 1,284 1.1 329 0.3 113,103
NON U.S. 14 7,723 6.8 4,314 3.8
---- --------- ---- --------- ----
18 9,007 8.0 4,643 4.1
09/02/08 CME 3-MONTH EURODOLLARS U.S. 13 774,139 7.7 1,499,169 14.9 10,038,652
NON U.S. 56 1,187,377 11.8 1,888,845 18.8
---- --------- ---- --------- ----
69 1,961,516 19.5 3,388,014 33.7
09/02/08 CME S&P 500 STOCK INDEX U.S. 3 5,044 0.9 89 0.0 564,871
NON U.S. 20 14,452 2.6 55,392 9.8
---- --------- ---- --------- ----
23 19,496 3.5 55,481 9.8
09/02/08 CME E-MINI S&P 500 STOCK INDEX U.S. 4 10,458 0.4 39,859 1.6 2,459,817
NON U.S. 45 92,891 3.8 187,563 7.6
---- --------- ---- --------- ----
49 103,349 4.2 227,422 9.2
09/02/08 CME NASDAQ-100 STOCK INDEX U.S. 2 594 2.0 1,164 4.0 29,402
NON U.S. 5 4,855 16.5 1,035 3.5
---- --------- ---- --------- ----
7 5,449 18.5 2,199 7.5
09/02/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 5 3,892 1.2 4,634 1.4 323,205
NON U.S. 28 21,381 6.6 3,782 1.2
---- --------- ---- --------- ----
33 25,273 7.8 8,416 2.6
09/02/08 CME AUSTRALIAN DOLLAR U.S. 2 5,708 6.7 0 0.0 84,673
NON U.S. 6 5,330 6.3 3,905 4.6
---- --------- ---- --------- ----
8 11,038 13.0 3,905 4.6
09/02/08 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 28 0.1 1,916 6.0 32,181
NON U.S. 3 4,626 14.4 317 1.0
---- --------- ---- --------- ----
5 4,654 14.5 2,233 6.9
09/02/08 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 7 1,929 0.3 20,371 3.6 565,408
NON U.S. 17 4,155 0.7 21,296 3.8
---- --------- ---- --------- ----
24 6,084 1.1 41,667 7.4
09/02/08 CME NIKKEI STOCK AVERAGE U.S. 2 0 0.0 6,907 8.4 82,503
NON U.S. 13 14,488 17.6 1,602 1.9
---- --------- ---- --------- ----
15 14,488 17.6 8,509 10.3
09/02/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 2,171 3.0 0 0.0 73,527
NON U.S. 15 7,403 10.1 24,304 33.1
---- --------- ---- --------- ----
18 9,574 13.0 24,304 33.1
09/02/08 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 455 0.8 7,150 12.1 58,948
NON U.S. 3 1,805 3.1 148 0.3
---- --------- ---- --------- ----
5 2,260 3.8 7,298 12.4
09/02/08 ICUS EURO FX/JAPANESE YEN XRATE U.S. 2 2,194 17.1 2,526 19.7 12,854
NON U.S. 4 4,796 37.3 2,115 16.5
---- --------- ---- --------- ----
6 6,990 54.4 4,641 36.1
09/02/08 CME E-MINI S&P 400 STOCK INDEX U.S. 1 0 0.0 386 0.4 110,028
NON U.S. 4 441 0.4 12,202 11.1
---- --------- ---- --------- ----
5 441 0.4 12,588 11.4
09/02/08 CME EURO FX/JAPANESE YEN XRATE U.S. 2 0 0.0 772 6.5 11,911
NON U.S. 4 9,582 80.4 6,668 56.0
---- --------- ---- --------- ----
6 9,582 80.4 7,440 62.5
09/02/08 CME 3-MO. EUROYEN TIBOR U.S. 1 0 0.0 500 3.7 13,634
NON U.S. 11 6,865 50.4 2,015 14.8
---- --------- ---- --------- ----
12 6,865 50.4 2,515 18.4
09/02/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 175 3.6 300 6.2 4,810
NON U.S. 3 1,050 21.8 75 1.6
---- --------- ---- --------- ----
5 1,225 25.5 375 7.8
09/02/08 NYME RBOB CRACK SPREAD SWAP U.S. 2 10 0.1 281 1.8 15,492
NON U.S. 3 384 2.5 1,203 7.8
---- --------- ---- --------- ----
5 394 2.5 1,484 9.6