BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
10/07/08 CBT WHEAT U.S. 2 3,166 1.1 2,749 1.0 282,510
NON U.S. 15 51,085 18.1 12,463 4.4
---- --------- ---- --------- ----
17 54,251 19.2 15,212 5.4
10/07/08 KCBT WHEAT U.S. 1 114 0.1 883 1.0 89,776
NON U.S. 6 4,468 5.0 1,419 1.6
---- --------- ---- --------- ----
7 4,582 5.1 2,302 2.6
10/07/08 CBT CORN U.S. 2 13,792 1.4 255 0.0 1,011,641
NON U.S. 13 82,134 8.1 14,194 1.4
---- --------- ---- --------- ----
15 95,926 9.5 14,449 1.4
10/07/08 CBT SOYBEANS U.S. 1 5,770 1.6 168 0.0 358,347
NON U.S. 15 32,742 9.1 4,165 1.2
---- --------- ---- --------- ----
16 38,512 10.7 4,333 1.2
10/07/08 CBT SOYBEAN OIL U.S. 1 1,768 0.7 0 0.0 254,241
NON U.S. 6 15,070 5.9 2,911 1.1
---- --------- ---- --------- ----
7 16,838 6.6 2,911 1.1
10/07/08 CBT U.S. TREASURY BONDS U.S. 2 12,308 1.6 9,656 1.2 793,207
NON U.S. 17 27,293 3.4 34,589 4.4
---- --------- ---- --------- ----
19 39,601 5.0 44,245 5.6
10/07/08 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 443 4.1 610 5.6 10,814
NON U.S. 3 422 3.9 215 2.0
---- --------- ---- --------- ----
5 865 8.0 825 7.6
10/07/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 3,153 1.5 686 0.3 208,439
NON U.S. 5 15,643 7.5 10,610 5.1
---- --------- ---- --------- ----
7 18,796 9.0 11,296 5.4
10/07/08 ICE NATURAL GAS PENULTIMATE ICE U.S. 3 10,849 12.4 9,515 10.9 87,406
NON U.S. 4 7,514 8.6 1,564 1.8
---- --------- ---- --------- ----
7 18,363 21.0 11,079 12.7
10/07/08 NYME NATURAL GAS U.S. 4 44,604 5.1 35,040 4.0 878,959
NON U.S. 9 57,345 6.5 28,355 3.2
---- --------- ---- --------- ----
13 101,949 11.6 63,395 7.2
10/07/08 NYME TCO BASIS SWAP U.S. 2 8,869 11.1 1,397 1.7 80,045
NON U.S. 3 15,946 19.9 11,086 13.8
---- --------- ---- --------- ----
5 24,815 31.0 12,483 15.6
10/07/08 NYME PG&E CITYGATE BASIS SWAP U.S. 3 872 1.2 1,262 1.8 70,689
NON U.S. 3 1,339 1.9 12,163 17.2
---- --------- ---- --------- ----
6 2,211 3.1 13,425 19.0
10/07/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,020 14.5 609 0.7 89,893
NON U.S. 5 8,199 9.1 7,600 8.5
---- --------- ---- --------- ----
7 21,219 23.6 8,209 9.1
10/07/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 8,413 31.2 26,986
NON U.S. 4 935 3.5 2,918 10.8
---- --------- ---- --------- ----
6 935 3.5 11,331 42.0
10/07/08 NYME NGPL MID-CON BASIS SWAP U.S. 3 214 0.2 5,046 4.8 105,902
NON U.S. 4 19,768 18.7 3,264 3.1
---- --------- ---- --------- ----
7 19,982 18.9 8,310 7.8
10/07/08 NYME WAHA BASIS SWAP U.S. 4 550 0.7 12,000 14.8 81,217
NON U.S. 3 4,424 5.4 7,638 9.4
---- --------- ---- --------- ----
7 4,974 6.1 19,638 24.2
10/07/08 NYME CIG BASIS SWAP U.S. 3 161 0.4 1,157 2.9 39,862
NON U.S. 3 0 0.0 20,017 50.2
---- --------- ---- --------- ----
6 161 0.4 21,174 53.1
10/07/08 NYME CENTERPOINT BASIS SWAP U.S. 4 85 0.2 1,879 4.2 44,589
NON U.S. 4 1,836 4.1 4,075 9.1
---- --------- ---- --------- ----
8 1,921 4.3 5,954 13.4
10/07/08 CME 1-MONTH LIBOR RATE U.S. 2 2,857 9.5 722 2.4 29,937
NON U.S. 7 3,555 11.9 9,012 30.1
---- --------- ---- --------- ----
9 6,412 21.4 9,734 32.5
10/07/08 ICUS COTTON NO. 2 U.S. 1 3,690 2.0 159 0.1 185,485
NON U.S. 10 24,990 13.5 11,850 6.4
---- --------- ---- --------- ----
11 28,680 15.5 12,009 6.5
10/07/08 NYME ALBERTA BASIS SWAP U.S. 3 1,219 1.0 1,951 1.6 118,327
NON U.S. 7 12,719 10.7 26,189 22.1
---- --------- ---- --------- ----
10 13,938 11.8 28,140 23.8
10/07/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 2,683 1.2 3,065 1.4 226,975
NON U.S. 5 10,963 4.8 25,291 11.1
---- --------- ---- --------- ----
8 13,646 6.0 28,356 12.5
10/07/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 3,762 1.9 21,272 10.7 199,369
NON U.S. 5 22,006 11.0 19,793 9.9
---- --------- ---- --------- ----
8 25,768 12.9 41,065 20.6
10/07/08 NYME PANHANDLE BASIS SWAP U.S. 4 10,422 4.2 18,177 7.3 250,206
NON U.S. 4 20,818 8.3 23,130 9.2
---- --------- ---- --------- ----
8 31,240 12.5 41,307 16.5
10/07/08 NYME SAN JUAN BASIS SWAP U.S. 4 5,096 12.3 588 1.4 41,449
NON U.S. 4 3,117 7.5 7,232 17.4
---- --------- ---- --------- ----
8 8,213 19.8 7,820 18.9
10/07/08 NYME SOCAL BASIS SWAP U.S. 3 17,773 9.4 8,812 4.7 189,126
NON U.S. 4 8,781 4.6 24,415 12.9
---- --------- ---- --------- ----
7 26,554 14.0 33,227 17.6
10/07/08 NYME HENRY HUB GAS SWAP U.S. 5 141,313 3.7 288,904 7.5 3,843,081
NON U.S. 8 192,915 5.0 333,122 8.7
---- --------- ---- --------- ----
13 334,228 8.7 622,026 16.2
10/07/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 108,560 10.0 20,985 1.9 1,088,877
NON U.S. 8 111,146 10.2 41,047 3.8
---- --------- ---- --------- ----
11 219,706 20.2 62,032 5.7
10/07/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 8 20,441 2.7 40,697 5.4 749,812
NON U.S. 32 40,743 5.4 78,582 10.5
---- --------- ---- --------- ----
40 61,184 8.2 119,279 15.9
10/07/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 8,855 0.6 17,925 1.2 1,460,044
NON U.S. 35 50,761 3.5 90,245 6.2
---- --------- ---- --------- ----
39 59,616 4.1 108,170 7.4
10/07/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 25,652 1.8 35,766 2.5 1,445,880
NON U.S. 21 40,427 2.8 90,936 6.3
---- --------- ---- --------- ----
27 66,079 4.6 126,702 8.8
10/07/08 CBT 30-DAY FEDERAL FUNDS U.S. 4 36,983 6.9 49,533 9.3 534,132
NON U.S. 18 59,107 11.1 123,866 23.2
---- --------- ---- --------- ----
22 96,090 18.0 173,399 32.5
10/07/08 CME LEAN HOGS U.S. 1 1,010 0.6 319 0.2 178,579
NON U.S. 8 19,866 11.1 614 0.3
---- --------- ---- --------- ----
9 20,876 11.7 933 0.5
10/07/08 CME LIVE CATTLE U.S. 2 4,910 2.1 1,008 0.4 239,492
NON U.S. 12 27,664 11.6 689 0.3
---- --------- ---- --------- ----
14 32,574 13.6 1,697 0.7
10/07/08 CME FEEDER CATTLE U.S. 1 6 0.0 845 3.4 25,088
NON U.S. 4 1,113 4.4 0 0.0
---- --------- ---- --------- ----
5 1,119 4.5 845 3.4
10/07/08 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,976 10.1 2,816 9.6 29,334
NON U.S. 3 2,022 6.9 3,208 10.9
---- --------- ---- --------- ----
5 4,998 17.0 6,024 20.5
10/07/08 NYME PJM CAL MONTH OFF PK LMP SWAP U.S. 2 4,366 12.2 2,636 7.4 35,734
NON U.S. 3 1,910 5.3 3,922 11.0
---- --------- ---- --------- ----
5 6,276 17.6 6,558 18.4
10/07/08 NYME MT BELVIEU PROPANE SWAP U.S. 4 155 1.9 1,085 13.4 8,068
NON U.S. 1 281 3.5 266 3.3
---- --------- ---- --------- ----
5 436 5.4 1,351 16.7
10/07/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 32,124 3.0 53,624 4.9 1,087,569
NON U.S. 18 127,917 11.8 108,827 10.0
---- --------- ---- --------- ----
22 160,041 14.7 162,451 14.9
10/07/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 10,034 7.2 7,220 5.2 139,928
NON U.S. 6 15,346 11.0 15,908 11.4
---- --------- ---- --------- ----
9 25,380 18.1 23,128 16.5
10/07/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 5,250 17.0 2,650 8.6 30,860
NON U.S. 4 1,730 5.6 1,775 5.8
---- --------- ---- --------- ----
6 6,980 22.6 4,425 14.3
10/07/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 27,849 14.7 18,175 9.6 190,057
NON U.S. 8 26,142 13.8 23,829 12.5
---- --------- ---- --------- ----
12 53,991 28.4 42,004 22.1
10/07/08 NYME BRENT FINANCIAL U.S. 2 1,412 4.5 880 2.8 31,390
NON U.S. 4 12,495 39.8 5,837 18.6
---- --------- ---- --------- ----
6 13,907 44.3 6,717 21.4
10/07/08 NYME WTI-BRENT CALENDAR SWAP U.S. 2 870 1.1 2,253 2.8 79,365
NON U.S. 5 2,023 2.5 16,140 20.3
---- --------- ---- --------- ----
7 2,893 3.6 18,393 23.2
10/07/08 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 9,975 20.2 12,009 24.3 49,361
NON U.S. 3 1,432 2.9 6,742 13.7
---- --------- ---- --------- ----
5 11,407 23.1 18,751 38.0
10/07/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 7,821 10.5 3,691 4.9 74,575
NON U.S. 3 1,695 2.3 3,084 4.1
---- --------- ---- --------- ----
5 9,516 12.8 6,775 9.1
10/07/08 ICUS COCOA U.S. 1 5,196 4.4 9 0.0 117,470
NON U.S. 8 7,603 6.5 3,607 3.1
---- --------- ---- --------- ----
9 12,799 10.9 3,616 3.1
10/07/08 NYME PALLADIUM U.S. 3 110 0.8 1,302 8.9 14,622
NON U.S. 13 610 4.2 1,703 11.6
---- --------- ---- --------- ----
16 720 4.9 3,005 20.6
10/07/08 NYME PLATINUM U.S. 2 0 0.0 493 3.3 14,850
NON U.S. 10 1,432 9.6 1,059 7.1
---- --------- ---- --------- ----
12 1,432 9.6 1,552 10.5
10/07/08 ICUS SUGAR NO. 11 U.S. 2 22,492 3.3 5,537 0.8 677,691
NON U.S. 12 85,620 12.6 34,127 5.0
---- --------- ---- --------- ----
14 108,112 16.0 39,664 5.9
10/07/08 ICUS COFFEE C U.S. 1 1,266 0.9 0 0.0 138,300
NON U.S. 15 17,211 12.4 5,052 3.7
---- --------- ---- --------- ----
16 18,477 13.4 5,052 3.7
10/07/08 CMX SILVER U.S. 2 0 0.0 23,308 23.3 99,883
NON U.S. 12 7,869 7.9 2,678 2.7
---- --------- ---- --------- ----
14 7,869 7.9 25,986 26.0
10/07/08 CMX COPPER-GRADE #1 U.S. 2 2,689 3.4 0 0.0 80,024
NON U.S. 11 9,930 12.4 3,146 3.9
---- --------- ---- --------- ----
13 12,619 15.8 3,146 3.9
10/07/08 CMX GOLD U.S. 3 3,302 1.0 54,036 16.4 329,480
NON U.S. 21 21,087 6.4 46,470 14.1
---- --------- ---- --------- ----
24 24,389 7.4 100,506 30.5
10/07/08 CME RUSSIAN RUBLE NON U.S. 5 10,863 56.5 16,618 86.4 19,239
10/07/08 CME CANADIAN DOLLAR U.S. 2 0 0.0 5,149 5.4 94,501
NON U.S. 7 6,882 7.3 17,536 18.6
---- --------- ---- --------- ----
9 6,882 7.3 22,685 24.0
10/07/08 CME SWISS FRANC U.S. 2 0 0.0 1,876 4.8 39,137
NON U.S. 5 5,917 15.1 6,366 16.3
---- --------- ---- --------- ----
7 5,917 15.1 8,242 21.1
10/07/08 CME MEXICAN PESO U.S. 3 2,389 4.7 236 0.5 50,572
NON U.S. 5 11,817 23.4 13,981 27.6
---- --------- ---- --------- ----
8 14,206 28.1 14,217 28.1
10/07/08 CME BRITISH POUND STERLING U.S. 2 5,590 5.5 371 0.4 101,018
NON U.S. 3 25,189 24.9 7,334 7.3
---- --------- ---- --------- ----
5 30,779 30.5 7,705 7.6
10/07/08 CME JAPANESE YEN U.S. 3 3,495 2.2 17,217 10.9 158,003
NON U.S. 8 6,297 4.0 54,084 34.2
---- --------- ---- --------- ----
11 9,792 6.2 71,301 45.1
10/07/08 CME EURO FX U.S. 4 11,221 6.2 13,767 7.7 179,895
NON U.S. 10 25,812 14.3 15,748 8.8
---- --------- ---- --------- ----
14 37,033 20.6 29,515 16.4
10/07/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 2,486 1.5 493 0.3 163,241
NON U.S. 8 8,729 5.3 3,827 2.3
---- --------- ---- --------- ----
12 11,215 6.9 4,320 2.6
10/07/08 CME NEW ZEALAND DOLLAR U.S. 1 0 0.0 200 1.0 19,057
NON U.S. 5 8,821 46.3 159 0.8
---- --------- ---- --------- ----
6 8,821 46.3 359 1.9
10/07/08 E VIX FUTURES U.S. 1 176 0.4 208 0.4 50,194
NON U.S. 6 50 0.1 1,220 2.4
---- --------- ---- --------- ----
7 226 0.5 1,428 2.8
10/07/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 1,411 5.5 100 0.4 25,460
NON U.S. 5 446 1.8 4,605 18.1
---- --------- ---- --------- ----
7 1,857 7.3 4,705 18.5
10/07/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,444 1.5 437 0.4 97,820
NON U.S. 10 12,600 12.9 1,554 1.6
---- --------- ---- --------- ----
13 14,044 14.4 1,991 2.0
10/07/08 CME 3-MONTH EURODOLLARS U.S. 12 688,167 8.4 1,325,108 16.2 8,199,584
NON U.S. 55 1,047,292 12.8 1,642,898 20.0
---- --------- ---- --------- ----
67 1,735,459 21.2 2,968,006 36.2
10/07/08 CME S&P 500 STOCK INDEX U.S. 5 5,195 0.8 4,124 0.7 611,313
NON U.S. 17 9,208 1.5 66,358 10.9
---- --------- ---- --------- ----
22 14,403 2.4 70,482 11.5
10/07/08 CME E-MINI S&P 500 STOCK INDEX U.S. 7 15,380 0.5 60,523 2.1 2,894,010
NON U.S. 38 99,761 3.4 178,815 6.2
---- --------- ---- --------- ----
45 115,141 4.0 239,338 8.3
10/07/08 CME NASDAQ-100 STOCK INDEX U.S. 2 688 3.1 464 2.1 22,350
NON U.S. 5 5,739 25.7 485 2.2
---- --------- ---- --------- ----
7 6,427 28.8 949 4.2
10/07/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 1,800 0.5 13,033 3.4 381,376
NON U.S. 23 17,465 4.6 17,560 4.6
---- --------- ---- --------- ----
27 19,265 5.1 30,593 8.0
10/07/08 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 4 2,200 0.5 7,769 1.6 488,462
NON U.S. 15 11,531 2.4 13,949 2.9
---- --------- ---- --------- ----
19 13,731 2.8 21,718 4.4
10/07/08 CME NIKKEI STOCK AVERAGE U.S. 2 0 0.0 10,695 16.9 63,246
NON U.S. 11 11,184 17.7 5,590 8.8
---- --------- ---- --------- ----
13 11,184 17.7 16,285 25.7
10/07/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 2,311 3.2 0 0.0 72,378
NON U.S. 12 1,899 2.6 28,107 38.8
---- --------- ---- --------- ----
15 4,210 5.8 28,107 38.8
10/07/08 CBT INTEREST RATE SWAPS 5YR U.S. 2 457 0.8 10,554 18.8 56,172
NON U.S. 4 3,670 6.5 0 0.0
---- --------- ---- --------- ----
6 4,127 7.3 10,554 18.8
10/07/08 CME E-MINI S&P 400 STOCK INDEX U.S. 2 195 0.2 706 0.7 108,183
NON U.S. 4 55 0.1 2,761 2.6
---- --------- ---- --------- ----
6 250 0.2 3,467 3.2
10/07/08 CME 3-MO. EUROYEN TIBOR U.S. 1 3,000 32.6 250 2.7 9,209
NON U.S. 7 4,150 45.1 490 5.3
---- --------- ---- --------- ----
8 7,150 77.6 740 8.0
10/07/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 1 25 1.0 200 8.0 2,500
NON U.S. 4 750 30.0 250 10.0
---- --------- ---- --------- ----
5 775 31.0 450 18.0
10/07/08 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 192 4.4 480 11.0 4,346
NON U.S. 3 324 7.5 596 13.7
---- --------- ---- --------- ----
5 516 11.9 1,076 24.8
10/07/08 NYME GASOIL CRACK SPR SWAP U.S. 1 894 3.7 273 1.1 24,103
NON U.S. 4 2,907 12.1 970 4.0
---- --------- ---- --------- ----
5 3,801 15.8 1,243 5.2