BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
02/05/08 CBT WHEAT U.S. 1 7,264 1.6 121 0.0 462,934
NON U.S. 15 47,076 10.2 5,986 1.3
---- --------- ---- --------- ----
16 54,340 11.7 6,107 1.3
02/05/08 CBT CORN U.S. 2 14,472 1.0 11,013 0.8 1,454,562
NON U.S. 13 105,316 7.2 11,841 0.8
---- --------- ---- --------- ----
15 119,788 8.2 22,854 1.6
02/05/08 CBT SOYBEANS U.S. 2 6,118 1.0 7,122 1.2 596,086
NON U.S. 13 32,913 5.5 2,835 0.5
---- --------- ---- --------- ----
15 39,031 6.5 9,957 1.7
02/05/08 CBT SOYBEAN OIL U.S. 1 1,821 0.6 0 0.0 287,107
NON U.S. 6 14,354 5.0 5,143 1.8
---- --------- ---- --------- ----
7 16,175 5.6 5,143 1.8
02/05/08 CBT U.S. TREASURY BONDS U.S. 3 10,857 1.0 8,454 0.8 1,037,965
NON U.S. 18 19,858 1.9 34,681 3.3
---- --------- ---- --------- ----
21 30,715 3.0 43,135 4.2
02/05/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 4,570 2.4 1,503 0.8 188,836
NON U.S. 5 17,558 9.3 7,477 4.0
---- --------- ---- --------- ----
8 22,128 11.7 8,980 4.8
02/05/08 NYME NY HARBOR HEATING OIL CAL SWAP U.S. 2 210 2.6 296 3.6 8,187
NON U.S. 3 769 9.4 881 10.8
---- --------- ---- --------- ----
5 979 12.0 1,177 14.4
02/05/08 NYME SING GASOIL SWAP U.S. 1 0 0.0 1,100 24.4 4,505
NON U.S. 4 130 2.9 200 4.4
---- --------- ---- --------- ----
5 130 2.9 1,300 28.9
02/05/08 NYME NATURAL GAS U.S. 5 53,719 5.8 37,750 4.1 918,550
NON U.S. 9 76,780 8.4 43,135 4.7
---- --------- ---- --------- ----
14 130,499 14.2 80,885 8.8
02/05/08 NYME MICHCON BASIS SWAP U.S. 3 10,234 10.5 331 0.3 97,751
NON U.S. 3 5,852 6.0 3,644 3.7
---- --------- ---- --------- ----
6 16,086 16.5 3,975 4.1
02/05/08 NYME PERMIAN BASIS SWAP U.S. 4 9,520 11.2 449 0.5 85,092
NON U.S. 4 62 0.1 3,486 4.1
---- --------- ---- --------- ----
8 9,582 11.3 3,935 4.6
02/05/08 NYME TCO BASIS SWAP U.S. 3 4,287 4.3 4,303 4.3 100,448
NON U.S. 3 9,056 9.0 8,152 8.1
---- --------- ---- --------- ----
6 13,343 13.3 12,455 12.4
02/05/08 NYME PG&E CITYGATE BASIS SWAP U.S. 3 0 0.0 3,005 5.1 59,476
NON U.S. 3 276 0.5 217 0.4
---- --------- ---- --------- ----
6 276 0.5 3,222 5.4
02/05/08 NYME NGPL TEXOK BASIS SWAP U.S. 3 13,655 15.9 3,159 3.7 85,749
NON U.S. 3 1,220 1.4 4,759 5.5
---- --------- ---- --------- ----
6 14,875 17.3 7,918 9.2
02/05/08 NYME ANR OK BASIS SWAP U.S. 2 8 0.0 2,933 6.8 43,330
NON U.S. 3 0 0.0 5,996 13.8
---- --------- ---- --------- ----
5 8 0.0 8,929 20.6
02/05/08 NYME SUMAS BASIS SWAP U.S. 3 2,059 12.9 122 0.8 15,978
NON U.S. 3 2,847 17.8 120 0.8
---- --------- ---- --------- ----
6 4,906 30.7 242 1.5
02/05/08 NYME WAHA BASIS SWAP U.S. 4 1,158 1.0 13,820 11.6 119,004
NON U.S. 1 0 0.0 3,017 2.5
---- --------- ---- --------- ----
5 1,158 1.0 16,837 14.1
02/05/08 NYME CIG BASIS SWAP U.S. 4 64 0.2 3,807 11.3 33,574
NON U.S. 3 1,056 3.1 7,262 21.6
---- --------- ---- --------- ----
7 1,120 3.3 11,069 33.0
02/05/08 NYME CENTERPOINT BASIS SWAP U.S. 4 918 3.4 3,514 13.1 26,771
NON U.S. 3 1,288 4.8 6,162 23.0
---- --------- ---- --------- ----
7 2,206 8.2 9,676 36.1
02/05/08 CME 1-MONTH LIBOR RATE U.S. 1 10,533 22.2 300 0.6 47,550
NON U.S. 9 8,102 17.0 5,823 12.2
---- --------- ---- --------- ----
10 18,635 39.2 6,123 12.9
02/05/08 NYBT COTTON NO. 2 U.S. 1 2,198 0.8 0 0.0 279,027
NON U.S. 11 22,116 7.9 1,344 0.5
---- --------- ---- --------- ----
12 24,314 8.7 1,344 0.5
02/05/08 NYME ALBERTA BASIS SWAP U.S. 4 4,389 3.4 2,658 2.1 128,908
NON U.S. 9 15,905 12.3 26,726 20.7
---- --------- ---- --------- ----
13 20,294 15.7 29,384 22.8
02/05/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 5 3,165 1.3 13,105 5.5 238,064
NON U.S. 5 8,419 3.5 13,847 5.8
---- --------- ---- --------- ----
10 11,584 4.9 26,952 11.3
02/05/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 5 9,262 4.2 23,213 10.5 221,210
NON U.S. 5 20,410 9.2 22,031 10.0
---- --------- ---- --------- ----
10 29,672 13.4 45,244 20.5
02/05/08 NYME PANHANDLE BASIS SWAP U.S. 3 6,883 3.0 26,039 11.3 230,609
NON U.S. 4 8,917 3.9 26,371 11.4
---- --------- ---- --------- ----
7 15,800 6.9 52,410 22.7
02/05/08 NYME SAN JUAN BASIS SWAP U.S. 6 11,929 24.0 5,921 11.9 49,688
NON U.S. 4 3,512 7.1 4,311 8.7
---- --------- ---- --------- ----
10 15,441 31.1 10,232 20.6
02/05/08 NYME SOCAL BASIS SWAP U.S. 4 26,055 11.8 7,248 3.3 220,334
NON U.S. 5 8,083 3.7 16,594 7.5
---- --------- ---- --------- ----
9 34,138 15.5 23,842 10.8
02/05/08 NYME TRANSCO ZONE 6 BASIS SWAP U.S. 2 2,075 2.6 1,735 2.1 80,794
NON U.S. 3 6,511 8.1 8,183 10.1
---- --------- ---- --------- ----
5 8,586 10.6 9,918 12.3
02/05/08 NYME HENRY HUB GAS SWAP U.S. 5 127,921 4.4 269,847 9.3 2,901,173
NON U.S. 9 196,589 6.8 210,020 7.2
---- --------- ---- --------- ----
14 324,510 11.2 479,867 16.5
02/05/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 5 89,131 10.0 7,467 0.8 895,225
NON U.S. 9 163,565 18.3 87,407 9.8
---- --------- ---- --------- ----
14 252,696 28.2 94,874 10.6
02/05/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 58,515 4.8 9,735 0.8 1,230,958
NON U.S. 47 118,935 9.7 75,711 6.2
---- --------- ---- --------- ----
50 177,450 14.4 85,446 6.9
02/05/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 42,738 1.7 16,963 0.7 2,575,329
NON U.S. 49 107,556 4.2 278,632 10.8
---- --------- ---- --------- ----
55 150,294 5.8 295,595 11.5
02/05/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 54,152 2.7 25,449 1.2 2,040,349
NON U.S. 35 149,838 7.3 55,399 2.7
---- --------- ---- --------- ----
41 203,990 10.0 80,848 4.0
02/05/08 CBT 30-DAY FEDERAL FUNDS U.S. 5 12,781 3.9 23,616 7.3 324,933
NON U.S. 22 31,124 9.6 56,541 17.4
---- --------- ---- --------- ----
27 43,905 13.5 80,157 24.7
02/05/08 CME LEAN HOGS U.S. 2 2,320 1.0 231 0.1 229,715
NON U.S. 5 18,081 7.9 0 0.0
---- --------- ---- --------- ----
7 20,401 8.9 231 0.1
02/05/08 CME LIVE CATTLE U.S. 2 6,585 2.4 1,916 0.7 271,252
NON U.S. 5 21,745 8.0 0 0.0
---- --------- ---- --------- ----
7 28,330 10.4 1,916 0.7
02/05/08 CME FEEDER CATTLE U.S. 2 173 0.4 102 0.3 40,356
NON U.S. 3 696 1.7 0 0.0
---- --------- ---- --------- ----
5 869 2.2 102 0.3
02/05/08 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,637 8.1 3,668 11.3 32,570
NON U.S. 3 935 2.9 1,382 4.2
---- --------- ---- --------- ----
5 3,572 11.0 5,050 15.5
02/05/08 NYME ISO NEW ENGLAND LMP SWAP U.S. 2 2,466 14.5 2,058 12.1 17,035
NON U.S. 3 140 0.8 1,216 7.1
---- --------- ---- --------- ----
5 2,606 15.3 3,274 19.2
02/05/08 NYME PJM CAL MONTH OFF PK LMP SWAP U.S. 2 5,780 21.0 2,160 7.8 27,530
NON U.S. 3 2,786 10.1 878 3.2
---- --------- ---- --------- ----
5 8,566 31.1 3,038 11.0
02/05/08 NYME NORTH ILL OFF PK LMP SWAP U.S. 2 1,310 6.7 892 4.5 19,622
NON U.S. 3 2,696 13.7 1,878 9.6
---- --------- ---- --------- ----
5 4,006 20.4 2,770 14.1
02/05/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 24,203 1.8 49,066 3.6 1,368,524
NON U.S. 17 140,106 10.2 102,519 7.5
---- --------- ---- --------- ----
21 164,309 12.0 151,585 11.1
02/05/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 10,469 9.7 3,816 3.6 107,471
NON U.S. 6 7,333 6.8 13,738 12.8
---- --------- ---- --------- ----
9 17,802 16.6 17,554 16.3
02/05/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 1,395 9.4 1,630 11.0 14,885
NON U.S. 3 550 3.7 300 2.0
---- --------- ---- --------- ----
5 1,945 13.1 1,930 13.0
02/05/08 NYME WTI CRUDE OIL FINANCIAL U.S. 5 8,313 5.5 4,636 3.1 151,398
NON U.S. 8 20,720 13.7 15,309 10.1
---- --------- ---- --------- ----
13 29,033 19.2 19,945 13.2
02/05/08 NYME BRENT FINANCIAL U.S. 2 720 4.3 258 1.5 16,659
NON U.S. 3 4,696 28.2 2,150 12.9
---- --------- ---- --------- ----
5 5,416 32.5 2,408 14.5
02/05/08 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 1,657 8.8 1,115 5.9 18,924
NON U.S. 3 125 0.7 3,300 17.4
---- --------- ---- --------- ----
5 1,782 9.4 4,415 23.3
02/05/08 NYBT COCOA U.S. 1 3,181 1.7 0 0.0 188,701
NON U.S. 9 4,253 2.3 3,644 1.9
---- --------- ---- --------- ----
10 7,434 3.9 3,644 1.9
02/05/08 NYME PALLADIUM U.S. 2 0 0.0 3,351 16.5 20,320
NON U.S. 9 758 3.7 4,041 19.9
---- --------- ---- --------- ----
11 758 3.7 7,392 36.4
02/05/08 NYME PLATINUM U.S. 3 34 0.2 810 5.2 15,705
NON U.S. 8 815 5.2 716 4.6
---- --------- ---- --------- ----
11 849 5.4 1,526 9.7
02/05/08 NYBT SUGAR NO. 11 U.S. 2 8,782 0.8 2,982 0.3 1,047,013
NON U.S. 11 85,682 8.2 38,499 3.7
---- --------- ---- --------- ----
13 94,464 9.0 41,481 4.0
02/05/08 NYBT COFFEE C U.S. 1 1,597 0.8 0 0.0 190,091
NON U.S. 9 17,038 9.0 11,312 6.0
---- --------- ---- --------- ----
10 18,635 9.8 11,312 6.0
02/05/08 CMX SILVER U.S. 3 164 0.1 5,926 3.2 184,677
NON U.S. 10 6,190 3.4 3,723 2.0
---- --------- ---- --------- ----
13 6,354 3.4 9,649 5.2
02/05/08 CMX COPPER-GRADE #1 U.S. 2 2,093 2.3 0 0.0 90,375
NON U.S. 10 8,397 9.3 2,332 2.6
---- --------- ---- --------- ----
12 10,490 11.6 2,332 2.6
02/05/08 CMX GOLD U.S. 3 3,095 0.6 53,950 10.9 495,139
NON U.S. 18 25,235 5.1 55,016 11.1
---- --------- ---- --------- ----
21 28,330 5.7 108,966 22.0
02/05/08 CME RUSSIAN RUBLE NON U.S. 6 9,701 61.3 9,809 62.0 15,824
02/05/08 CME CANADIAN DOLLAR U.S. 2 809 0.9 500 0.5 93,574
NON U.S. 9 15,687 16.8 26,735 28.6
---- --------- ---- --------- ----
11 16,496 17.6 27,235 29.1
02/05/08 CME SWISS FRANC U.S. 3 1,199 1.9 2,046 3.2 64,353
NON U.S. 6 10,631 16.5 12,944 20.1
---- --------- ---- --------- ----
9 11,830 18.4 14,990 23.3
02/05/08 CME MEXICAN PESO U.S. 3 2,980 2.5 3,184 2.6 121,116
NON U.S. 8 1,000 0.8 67,968 56.1
---- --------- ---- --------- ----
11 3,980 3.3 71,152 58.7
02/05/08 CME BRITISH POUND STERLING U.S. 2 2,786 3.0 110 0.1 93,616
NON U.S. 5 19,403 20.7 2,305 2.5
---- --------- ---- --------- ----
7 22,189 23.7 2,415 2.6
02/05/08 CME JAPANESE YEN U.S. 2 3,624 1.6 19,429 8.6 225,290
NON U.S. 11 9,837 4.4 20,245 9.0
---- --------- ---- --------- ----
13 13,461 6.0 39,674 17.6
02/05/08 NYBT U.S. DOLLAR INDEX NON U.S. 5 183 0.4 18,643 42.6 43,742
02/05/08 CME EURO FX U.S. 4 4,239 2.1 1,258 0.6 199,494
NON U.S. 17 49,022 24.6 22,140 11.1
---- --------- ---- --------- ----
21 53,261 26.7 23,398 11.7
02/05/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 3,846 1.6 1,046 0.4 247,021
NON U.S. 8 10,139 4.1 3,981 1.6
---- --------- ---- --------- ----
11 13,985 5.7 5,027 2.0
02/05/08 CME NEW ZEALAND DOLLAR U.S. 2 178 0.8 308 1.3 23,061
NON U.S. 4 2,241 9.7 5,918 25.7
---- --------- ---- --------- ----
6 2,419 10.5 6,226 27.0
02/05/08 E VIX FUTURES U.S. 1 53 0.1 100 0.2 55,094
NON U.S. 4 1,070 1.9 79 0.1
---- --------- ---- --------- ----
5 1,123 2.0 179 0.3
02/05/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 1,492 5.0 22 0.1 29,637
NON U.S. 7 1,961 6.6 4,058 13.7
---- --------- ---- --------- ----
9 3,453 11.7 4,080 13.8
02/05/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 699 0.8 0 0.0 85,956
NON U.S. 12 1,246 1.4 5,604 6.5
---- --------- ---- --------- ----
14 1,945 2.3 5,604 6.5
02/05/08 CME 3-MONTH EURODOLLARS U.S. 11 723,850 6.4 1,053,330 9.2 11,396,992
NON U.S. 61 1,479,500 13.0 2,173,350 19.1
---- --------- ---- --------- ----
72 2,203,350 19.3 3,226,680 28.3
02/05/08 CME S&P 500 STOCK INDEX U.S. 4 5,617 0.9 25 0.0 596,738
NON U.S. 21 13,467 2.3 74,852 12.5
---- --------- ---- --------- ----
25 19,084 3.2 74,877 12.5
02/05/08 CME E-MINI S&P 500 STOCK INDEX U.S. 9 11,181 0.4 41,144 1.7 2,490,724
NON U.S. 43 68,259 2.7 225,724 9.1
---- --------- ---- --------- ----
52 79,440 3.2 266,868 10.7
02/05/08 CME NASDAQ-100 STOCK INDEX U.S. 3 720 1.6 4,361 9.4 46,441
NON U.S. 8 8,277 17.8 0 0.0
---- --------- ---- --------- ----
11 8,997 19.4 4,361 9.4
02/05/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 6 2,552 0.7 5,797 1.5 385,806
NON U.S. 30 22,499 5.8 15,509 4.0
---- --------- ---- --------- ----
36 25,051 6.5 21,306 5.5
02/05/08 CME AUSTRALIAN DOLLAR U.S. 1 455 0.6 0 0.0 73,676
NON U.S. 5 139 0.2 22,393 30.4
---- --------- ---- --------- ----
6 594 0.8 22,393 30.4
02/05/08 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 259 0.6 1,143 2.6 43,593
NON U.S. 7 1,024 2.3 5,141 11.8
---- --------- ---- --------- ----
9 1,283 2.9 6,284 14.4
02/05/08 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 8 2,640 0.4 10,038 1.6 624,706
NON U.S. 17 27,789 4.4 16,473 2.6
---- --------- ---- --------- ----
25 30,429 4.9 26,511 4.2
02/05/08 CME NIKKEI STOCK AVERAGE U.S. 3 231 0.3 7,592 9.5 80,163
NON U.S. 18 17,406 21.7 10,080 12.6
---- --------- ---- --------- ----
21 17,637 22.0 17,672 22.0
02/05/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 2 1,633 2.0 1,201 1.5 81,267
NON U.S. 13 4,414 5.4 34,443 42.4
---- --------- ---- --------- ----
15 6,047 7.4 35,644 43.9
02/05/08 CBT INTEREST RATE SWAPS 10YR - 3MO U.S. 2 1,478 2.7 12,466 22.5 55,480
NON U.S. 3 440 0.8 573 1.0
---- --------- ---- --------- ----
5 1,918 3.5 13,039 23.5
02/05/08 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 6,470 42.1 423 2.8 15,364
NON U.S. 3 1,757 11.4 111 0.7
---- --------- ---- --------- ----
5 8,227 53.5 534 3.5
02/05/08 NYBT EURO FX/JAPANESE YEN XRATE U.S. 2 1,081 10.5 627 6.1 10,286
NON U.S. 6 1,973 19.2 1,390 13.5
---- --------- ---- --------- ----
8 3,054 29.7 2,017 19.6
02/05/08 CME E-MINI S&P 400 STOCK INDEX U.S. 3 685 0.6 402 0.4 107,529
NON U.S. 3 0 0.0 10,548 9.8
---- --------- ---- --------- ----
6 685 0.6 10,950 10.2
02/05/08 CME 3-MO. EUROYEN TIBOR U.S. 4 1,303 4.5 2,003 6.9 29,138
NON U.S. 13 10,052 34.5 5,134 17.6
---- --------- ---- --------- ----
17 11,355 39.0 7,137 24.5
02/05/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 150 2.8 350 6.6 5,305
NON U.S. 4 250 4.7 450 8.5
---- --------- ---- --------- ----
6 400 7.5 800 15.1
02/05/08 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 440 5.8 255 3.3 7,623
NON U.S. 2 1,415 18.6 540 7.1
---- --------- ---- --------- ----
5 1,855 24.3 795 10.4
02/05/08 NYME GASOIL CRACK SPR SWAP U.S. 2 1,872 26.7 0 0.0 7,006
NON U.S. 3 378 5.4 401 5.7
---- --------- ---- --------- ----
5 2,250 32.1 401 5.7