BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
07/01/08 CBT WHEAT U.S. 2 11,925 3.5 177 0.1 340,835
NON U.S. 13 56,908 16.7 6,498 1.9
---- --------- ---- --------- ----
15 68,833 20.2 6,675 2.0
07/01/08 KCBT WHEAT U.S. 1 3,033 3.0 0 0.0 99,626
NON U.S. 5 4,116 4.1 16 0.0
---- --------- ---- --------- ----
6 7,149 7.2 16 0.0
07/01/08 CBT CORN U.S. 1 26,722 2.0 58 0.0 1,317,496
NON U.S. 16 103,579 7.9 23,016 1.7
---- --------- ---- --------- ----
17 130,301 9.9 23,074 1.8
07/01/08 CBT SOYBEANS U.S. 1 12,315 2.6 82 0.0 479,364
NON U.S. 14 37,268 7.8 2,253 0.5
---- --------- ---- --------- ----
15 49,583 10.3 2,335 0.5
07/01/08 CBT SOYBEAN OIL U.S. 1 6,670 2.6 0 0.0 261,362
NON U.S. 5 18,080 6.9 7,468 2.9
---- --------- ---- --------- ----
6 24,750 9.5 7,468 2.9
07/01/08 CBT U.S. TREASURY BONDS U.S. 5 21,226 2.4 6,444 0.7 894,417
NON U.S. 14 29,817 3.3 16,700 1.9
---- --------- ---- --------- ----
19 51,043 5.7 23,144 2.6
07/01/08 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 167 4.1 105 2.6 4,054
NON U.S. 4 250 6.2 125 3.1
---- --------- ---- --------- ----
6 417 10.3 230 5.7
07/01/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 5,516 2.5 2,069 0.9 219,020
NON U.S. 4 16,248 7.4 9,913 4.5
---- --------- ---- --------- ----
7 21,764 9.9 11,982 5.5
07/01/08 NYME SING GASOIL SWAP U.S. 1 0 0.0 800 9.0 8,851
NON U.S. 4 2,714 30.7 250 2.8
---- --------- ---- --------- ----
5 2,714 30.7 1,050 11.9
07/01/08 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 2 250 1.5 0 0.0 17,161
NON U.S. 3 480 2.8 860 5.0
---- --------- ---- --------- ----
5 730 4.3 860 5.0
07/01/08 NYME NATURAL GAS U.S. 4 50,137 5.2 40,184 4.1 971,774
NON U.S. 9 70,229 7.2 49,070 5.0
---- --------- ---- --------- ----
13 120,366 12.4 89,254 9.2
07/01/08 NYME TCO BASIS SWAP U.S. 2 6,377 6.2 3,060 3.0 103,439
NON U.S. 4 5,373 5.2 12,012 11.6
---- --------- ---- --------- ----
6 11,750 11.4 15,072 14.6
07/01/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,020 12.2 2,698 2.5 106,498
NON U.S. 3 1,278 1.2 10,891 10.2
---- --------- ---- --------- ----
5 14,298 13.4 13,589 12.8
07/01/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 2,569 7.6 33,871
NON U.S. 3 0 0.0 5,530 16.3
---- --------- ---- --------- ----
5 0 0.0 8,099 23.9
07/01/08 NYME SUMAS BASIS SWAP U.S. 1 720 4.3 0 0.0 16,941
NON U.S. 4 5,791 34.2 1,098 6.5
---- --------- ---- --------- ----
5 6,511 38.4 1,098 6.5
07/01/08 NYME WAHA BASIS SWAP U.S. 3 0 0.0 9,939 9.3 107,147
NON U.S. 2 2,336 2.2 2,070 1.9
---- --------- ---- --------- ----
5 2,336 2.2 12,009 11.2
07/01/08 NYME CIG BASIS SWAP U.S. 3 50 0.1 2,630 4.9 53,165
NON U.S. 3 559 1.1 21,606 40.6
---- --------- ---- --------- ----
6 609 1.1 24,236 45.6
07/01/08 NYME CENTERPOINT BASIS SWAP U.S. 4 368 0.9 2,584 6.5 39,810
NON U.S. 3 2,654 6.7 4,842 12.2
---- --------- ---- --------- ----
7 3,022 7.6 7,426 18.7
07/01/08 CME 1-MONTH LIBOR RATE U.S. 2 3,538 8.8 557 1.4 40,313
NON U.S. 8 2,461 6.1 12,407 30.8
---- --------- ---- --------- ----
10 5,999 14.9 12,964 32.2
07/01/08 NYBT COTTON NO. 2 U.S. 1 3,332 1.5 0 0.0 217,590
NON U.S. 11 27,540 12.7 11,095 5.1
---- --------- ---- --------- ----
12 30,872 14.2 11,095 5.1
07/01/08 NYME ALBERTA BASIS SWAP U.S. 3 1,950 1.7 1,620 1.4 117,889
NON U.S. 7 10,671 9.1 24,903 21.1
---- --------- ---- --------- ----
10 12,621 10.7 26,523 22.5
07/01/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 1,027 0.5 2,786 1.2 226,877
NON U.S. 5 8,563 3.8 10,946 4.8
---- --------- ---- --------- ----
8 9,590 4.2 13,732 6.1
07/01/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 3,505 1.5 24,036 10.4 231,460
NON U.S. 5 18,881 8.2 22,378 9.7
---- --------- ---- --------- ----
8 22,386 9.7 46,414 20.1
07/01/08 NYME PANHANDLE BASIS SWAP U.S. 3 6,590 2.8 19,981 8.6 231,971
NON U.S. 4 8,558 3.7 25,564 11.0
---- --------- ---- --------- ----
7 15,148 6.5 45,545 19.6
07/01/08 NYME SAN JUAN BASIS SWAP U.S. 5 5,376 11.5 2,794 6.0 46,645
NON U.S. 4 4,031 8.6 5,018 10.8
---- --------- ---- --------- ----
9 9,407 20.2 7,812 16.7
07/01/08 NYME SOCAL BASIS SWAP U.S. 3 21,055 10.5 5,868 2.9 199,654
NON U.S. 5 12,712 6.4 15,744 7.9
---- --------- ---- --------- ----
8 33,767 16.9 21,612 10.8
07/01/08 NYME HENRY HUB GAS SWAP U.S. 5 131,069 3.7 291,979 8.3 3,509,769
NON U.S. 8 212,037 6.0 285,116 8.1
---- --------- ---- --------- ----
13 343,106 9.8 577,095 16.4
07/01/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 112,074 10.5 13,060 1.2 1,071,339
NON U.S. 8 148,471 13.9 48,482 4.5
---- --------- ---- --------- ----
11 260,545 24.3 61,542 5.7
07/01/08 NYBT FRZN CONCENTRATED ORANGE JUICE NON U.S. 5 5,458 18.5 0 0.0 29,516
07/01/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 11,980 1.3 26,291 2.8 930,966
NON U.S. 34 34,146 3.7 136,234 14.6
---- --------- ---- --------- ----
39 46,126 5.0 162,525 17.5
07/01/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 21,971 1.2 28,000 1.5 1,848,701
NON U.S. 46 88,151 4.8 156,903 8.5
---- --------- ---- --------- ----
52 110,122 6.0 184,903 10.0
07/01/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 7 36,408 2.3 35,455 2.3 1,570,762
NON U.S. 30 41,210 2.6 80,052 5.1
---- --------- ---- --------- ----
37 77,618 4.9 115,507 7.4
07/01/08 CBT 30-DAY FEDERAL FUNDS U.S. 5 31,605 4.4 121,577 17.0 716,356
NON U.S. 28 47,263 6.6 235,883 32.9
---- --------- ---- --------- ----
33 78,868 11.0 357,460 49.9
07/01/08 CME LEAN HOGS U.S. 1 4,391 1.8 0 0.0 247,662
NON U.S. 8 26,363 10.6 1,110 0.4
---- --------- ---- --------- ----
9 30,754 12.4 1,110 0.4
07/01/08 CME LIVE CATTLE U.S. 2 10,192 3.3 2,216 0.7 312,602
NON U.S. 8 31,196 10.0 909 0.3
---- --------- ---- --------- ----
10 41,388 13.2 3,125 1.0
07/01/08 CME FEEDER CATTLE U.S. 2 4 0.0 750 2.3 32,631
NON U.S. 5 1,369 4.2 0 0.0
---- --------- ---- --------- ----
7 1,373 4.2 750 2.3
07/01/08 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,888 10.6 3,530 12.9 27,275
NON U.S. 3 945 3.5 1,069 3.9
---- --------- ---- --------- ----
5 3,833 14.1 4,599 16.9
07/01/08 NYME ISO NEW ENG OFF PK LMP SWAP U.S. 1 240 3.1 1,440 18.6 7,730
NON U.S. 4 340 4.4 372 4.8
---- --------- ---- --------- ----
5 580 7.5 1,812 23.4
07/01/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 26,124 2.0 64,267 5.0 1,294,480
NON U.S. 18 106,513 8.2 95,007 7.3
---- --------- ---- --------- ----
22 132,637 10.2 159,274 12.3
07/01/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 9,253 7.4 7,813 6.3 124,607
NON U.S. 5 8,310 6.7 9,259 7.4
---- --------- ---- --------- ----
8 17,563 14.1 17,072 13.7
07/01/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 3,015 16.5 2,400 13.2 18,246
NON U.S. 3 325 1.8 2,980 16.3
---- --------- ---- --------- ----
5 3,340 18.3 5,380 29.5
07/01/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 20,016 10.7 10,890 5.8 186,308
NON U.S. 6 19,613 10.5 18,123 9.7
---- --------- ---- --------- ----
10 39,629 21.3 29,013 15.6
07/01/08 NYME BRENT FINANCIAL U.S. 2 818 3.1 186 0.7 26,074
NON U.S. 4 4,790 18.4 4,722 18.1
---- --------- ---- --------- ----
6 5,608 21.5 4,908 18.8
07/01/08 NYME WTI-BRENT CALENDAR SWAP NON U.S. 5 2,635 6.4 11,990 29.2 41,114
07/01/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 1 7,216 13.7 3,651 6.9 52,821
NON U.S. 4 1,776 3.4 1,830 3.5
---- --------- ---- --------- ----
5 8,992 17.0 5,481 10.4
07/01/08 NYBT COCOA U.S. 1 3,978 2.4 0 0.0 164,340
NON U.S. 7 8,868 5.4 5,915 3.6
---- --------- ---- --------- ----
8 12,846 7.8 5,915 3.6
07/01/08 NYME PALLADIUM U.S. 3 0 0.0 2,798 16.2 17,252
NON U.S. 8 574 3.3 3,111 18.0
---- --------- ---- --------- ----
11 574 3.3 5,909 34.3
07/01/08 NYME PLATINUM U.S. 2 0 0.0 410 2.7 15,141
NON U.S. 11 1,315 8.7 435 2.9
---- --------- ---- --------- ----
13 1,315 8.7 845 5.6
07/01/08 NYBT SUGAR NO. 11 U.S. 2 25,006 3.0 3,987 0.5 833,013
NON U.S. 9 107,969 13.0 46,749 5.6
---- --------- ---- --------- ----
11 132,975 16.0 50,736 6.1
07/01/08 NYBT COFFEE C U.S. 1 2,654 1.8 0 0.0 148,775
NON U.S. 14 20,561 13.8 4,703 3.2
---- --------- ---- --------- ----
15 23,215 15.6 4,703 3.2
07/01/08 CMX SILVER U.S. 2 22 0.0 6,199 4.8 130,495
NON U.S. 10 3,829 2.9 3,924 3.0
---- --------- ---- --------- ----
12 3,851 3.0 10,123 7.8
07/01/08 CMX COPPER-GRADE #1 U.S. 2 3,276 2.9 0 0.0 111,367
NON U.S. 9 9,127 8.2 3,108 2.8
---- --------- ---- --------- ----
11 12,403 11.1 3,108 2.8
07/01/08 CMX GOLD U.S. 3 13,168 3.0 7,787 1.8 434,024
NON U.S. 23 21,036 4.8 65,588 15.1
---- --------- ---- --------- ----
26 34,204 7.9 73,375 16.9
07/01/08 CME RUSSIAN RUBLE NON U.S. 5 12,838 74.6 14,738 85.6 17,216
07/01/08 CME CANADIAN DOLLAR U.S. 1 2,002 2.3 0 0.0 87,207
NON U.S. 7 5,613 6.4 7,429 8.5
---- --------- ---- --------- ----
8 7,615 8.7 7,429 8.5
07/01/08 CME SWISS FRANC U.S. 3 441 0.8 1,765 3.1 56,638
NON U.S. 5 3,021 5.3 12,665 22.4
---- --------- ---- --------- ----
8 3,462 6.1 14,430 25.5
07/01/08 CME MEXICAN PESO U.S. 2 3,762 3.8 971 1.0 100,205
NON U.S. 6 328 0.3 65,781 65.6
---- --------- ---- --------- ----
8 4,090 4.1 66,752 66.6
07/01/08 CME BRITISH POUND STERLING U.S. 3 0 0.0 5,814 6.5 89,850
NON U.S. 5 16,402 18.3 8,406 9.4
---- --------- ---- --------- ----
8 16,402 18.3 14,220 15.8
07/01/08 CME JAPANESE YEN U.S. 3 18,060 10.3 32,625 18.6 175,598
NON U.S. 9 6,561 3.7 34,667 19.7
---- --------- ---- --------- ----
12 24,621 14.0 67,292 38.3
07/01/08 CME EURO FX U.S. 1 0 0.0 4,787 2.7 179,885
NON U.S. 16 12,221 6.8 43,574 24.2
---- --------- ---- --------- ----
17 12,221 6.8 48,361 26.9
07/01/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 4,235 1.7 2,116 0.9 247,679
NON U.S. 10 9,695 3.9 3,987 1.6
---- --------- ---- --------- ----
14 13,930 5.6 6,103 2.5
07/01/08 CME NEW ZEALAND DOLLAR U.S. 2 2,599 9.7 573 2.1 26,855
NON U.S. 3 1,998 7.4 636 2.4
---- --------- ---- --------- ----
5 4,597 17.1 1,209 4.5
07/01/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 2,221 8.0 0 0.0 27,642
NON U.S. 8 2,427 8.8 2,031 7.3
---- --------- ---- --------- ----
9 4,648 16.8 2,031 7.3
07/01/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 654 0.7 0 0.0 96,267
NON U.S. 9 2,137 2.2 2,279 2.4
---- --------- ---- --------- ----
11 2,791 2.9 2,279 2.4
07/01/08 CME 3-MONTH EURODOLLARS U.S. 12 700,587 7.6 1,416,987 15.3 9,263,214
NON U.S. 56 1,408,036 15.2 1,373,059 14.8
---- --------- ---- --------- ----
68 2,108,623 22.8 2,790,046 30.1
07/01/08 CME S&P 500 STOCK INDEX U.S. 3 4,861 0.9 137 0.0 516,589
NON U.S. 18 9,777 1.9 59,356 11.5
---- --------- ---- --------- ----
21 14,638 2.8 59,493 11.5
07/01/08 CME E-MINI S&P 500 STOCK INDEX U.S. 6 10,671 0.5 32,460 1.5 2,128,123
NON U.S. 43 94,443 4.4 176,276 8.3
---- --------- ---- --------- ----
49 105,114 4.9 208,736 9.8
07/01/08 CME NASDAQ-100 STOCK INDEX U.S. 1 752 3.0 241 1.0 25,294
NON U.S. 6 2,462 9.7 674 2.7
---- --------- ---- --------- ----
7 3,214 12.7 915 3.6
07/01/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 5 2,253 0.8 3,333 1.1 298,622
NON U.S. 30 11,089 3.7 3,337 1.1
---- --------- ---- --------- ----
35 13,342 4.5 6,670 2.2
07/01/08 CME AUSTRALIAN DOLLAR U.S. 2 0 0.0 570 0.6 96,429
NON U.S. 4 298 0.3 30,640 31.8
---- --------- ---- --------- ----
6 298 0.3 31,210 32.4
07/01/08 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 357 1.1 1,175 3.7 31,657
NON U.S. 3 5,702 18.0 337 1.1
---- --------- ---- --------- ----
5 6,059 19.1 1,512 4.8
07/01/08 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 6 990 0.2 9,714 1.5 635,842
NON U.S. 16 28,503 4.5 25,192 4.0
---- --------- ---- --------- ----
22 29,493 4.6 34,906 5.5
07/01/08 CME NIKKEI STOCK AVERAGE U.S. 1 0 0.0 6,000 8.4 71,438
NON U.S. 10 7,695 10.8 2,267 3.2
---- --------- ---- --------- ----
11 7,695 10.8 8,267 11.6
07/01/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 755 1.8 1,310 3.1 41,607
NON U.S. 11 4,045 9.7 11,735 28.2
---- --------- ---- --------- ----
14 4,800 11.5 13,045 31.4
07/01/08 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 3,075 5.2 157 0.3 58,780
NON U.S. 3 1,315 2.2 348 0.6
---- --------- ---- --------- ----
5 4,390 7.5 505 0.9
07/01/08 CME EURO FX/JAPANESE YEN XRATE U.S. 1 0 0.0 503 4.6 10,832
NON U.S. 4 8,494 78.4 6,390 59.0
---- --------- ---- --------- ----
5 8,494 78.4 6,893 63.6
07/01/08 CME 3-MO. EUROYEN TIBOR U.S. 1 0 0.0 204 1.7 12,021
NON U.S. 10 6,000 49.9 964 8.0
---- --------- ---- --------- ----
11 6,000 49.9 1,168 9.7
07/01/08 NYME RBOB CRACK SPREAD SWAP U.S. 2 121 0.8 345 2.2 15,634
NON U.S. 3 709 4.5 1,311 8.4
---- --------- ---- --------- ----
5 830 5.3 1,656 10.6