BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
04/07/09 CBT WHEAT U.S. 2 3,031 1.0 1,176 0.4 315,317
NON U.S. 15 47,759 15.1 11,770 3.7
---- --------- ---- --------- ----
17 50,790 16.1 12,946 4.1
04/07/09 KCBT WHEAT U.S. 2 1,134 1.4 662 0.8 80,418
NON U.S. 7 3,897 4.8 549 0.7
---- --------- ---- --------- ----
9 5,031 6.3 1,211 1.5
04/07/09 CBT CORN U.S. 1 5,689 0.7 185 0.0 837,770
NON U.S. 13 65,112 7.8 8,176 1.0
---- --------- ---- --------- ----
14 70,801 8.5 8,361 1.0
04/07/09 CBT SOYBEANS U.S. 1 2,950 0.9 230 0.1 338,305
NON U.S. 15 27,109 8.0 4,247 1.3
---- --------- ---- --------- ----
16 30,059 8.9 4,477 1.3
04/07/09 CBT SOYBEAN OIL U.S. 1 2,310 1.1 0 0.0 207,618
NON U.S. 6 12,640 6.1 5,604 2.7
---- --------- ---- --------- ----
7 14,950 7.2 5,604 2.7
04/07/09 CBT U.S. TREASURY BONDS U.S. 3 3,859 0.5 4,346 0.6 726,363
NON U.S. 12 3,853 0.5 110,496 15.2
---- --------- ---- --------- ----
15 7,712 1.1 114,842 15.8
04/07/09 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 536 1.1 6,331 13.0 48,562
NON U.S. 3 2,421 5.0 10,577 21.8
---- --------- ---- --------- ----
5 2,957 6.1 16,908 34.8
04/07/09 NYME NY RES FUEL 1.0% SULFUR SWAP U.S. 2 1,847 7.4 301 1.2 24,844
NON U.S. 3 1,330 5.4 253 1.0
---- --------- ---- --------- ----
5 3,177 12.8 554 2.2
04/07/09 NYME EUR 3.5% FUEL OIL RTD CAL SWAP U.S. 2 799 6.2 356 2.7 12,990
NON U.S. 3 2,411 18.6 142 1.1
---- --------- ---- --------- ----
5 3,210 24.7 498 3.8
04/07/09 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,622 16.2 80 0.8 9,988
NON U.S. 3 808 8.1 266 2.7
---- --------- ---- --------- ----
5 2,430 24.3 346 3.5
04/07/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 7,040 2.9 428 0.2 246,917
NON U.S. 4 17,615 7.1 6,872 2.8
---- --------- ---- --------- ----
6 24,655 10.0 7,300 3.0
04/07/09 NYME HEATING OIL FINANCIAL U.S. 1 130 0.9 641 4.3 14,766
NON U.S. 4 2,562 17.4 1,810 12.3
---- --------- ---- --------- ----
5 2,692 18.2 2,451 16.6
04/07/09 NYME SING GASOIL SWAP U.S. 1 541 3.0 50 0.3 17,967
NON U.S. 4 2,871 16.0 341 1.9
---- --------- ---- --------- ----
5 3,412 19.0 391 2.2
04/07/09 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 180 1.0 339 1.8 18,614
NON U.S. 4 2,650 14.2 4,870 26.2
---- --------- ---- --------- ----
5 2,830 15.2 5,209 28.0
04/07/09 NYME NATURAL GAS U.S. 3 30,586 4.8 25,473 4.0 632,142
NON U.S. 9 35,768 5.7 28,455 4.5
---- --------- ---- --------- ----
12 66,354 10.5 53,928 8.5
04/07/09 NYME TCO BASIS SWAP U.S. 2 11,790 12.4 3,934 4.1 95,411
NON U.S. 3 7,207 7.6 7,674 8.0
---- --------- ---- --------- ----
5 18,997 19.9 11,608 12.2
04/07/09 NYME PG&E CITYGATE BASIS SWAP U.S. 2 301 1.0 548 1.9 29,217
NON U.S. 3 703 2.4 5,088 17.4
---- --------- ---- --------- ----
5 1,004 3.4 5,636 19.3
04/07/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 12,728 14.2 123 0.1 89,438
NON U.S. 3 6,132 6.9 6,374 7.1
---- --------- ---- --------- ----
5 18,860 21.1 6,497 7.3
04/07/09 NYME CIG BASIS SWAP U.S. 2 68 0.2 811 2.3 35,052
NON U.S. 3 0 0.0 15,164 43.3
---- --------- ---- --------- ----
5 68 0.2 15,975 45.6
04/07/09 NYME CENTERPOINT BASIS SWAP U.S. 2 0 0.0 6,585 10.3 64,091
NON U.S. 3 0 0.0 10,322 16.1
---- --------- ---- --------- ----
5 0 0.0 16,907 26.4
04/07/09 CBT SOYBEAN MEAL U.S. 1 200 0.2 237 0.2 115,073
NON U.S. 5 2,033 1.8 200 0.2
---- --------- ---- --------- ----
6 2,233 1.9 437 0.4
04/07/09 CME 1-MONTH LIBOR RATE U.S. 3 6,072 14.6 6,322 15.2 41,622
NON U.S. 5 6,548 15.7 7,405 17.8
---- --------- ---- --------- ----
8 12,620 30.3 13,727 33.0
04/07/09 ICUS COTTON NO. 2 U.S. 1 4,283 3.1 68 0.0 139,492
NON U.S. 12 20,900 15.0 7,751 5.6
---- --------- ---- --------- ----
13 25,183 18.1 7,819 5.6
04/07/09 NYME ALBERTA BASIS SWAP U.S. 2 943 2.3 736 1.8 40,167
NON U.S. 6 2,326 5.8 13,143 32.7
---- --------- ---- --------- ----
8 3,269 8.1 13,879 34.6
04/07/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 1,828 0.8 3,637 1.6 226,309
NON U.S. 3 8,274 3.7 27,302 12.1
---- --------- ---- --------- ----
6 10,102 4.5 30,939 13.7
04/07/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 1,608 1.0 16,583 10.0 166,516
NON U.S. 4 45,626 27.4 17,146 10.3
---- --------- ---- --------- ----
7 47,234 28.4 33,729 20.3
04/07/09 NYME PANHANDLE BASIS SWAP U.S. 3 16,247 5.9 9,965 3.6 276,860
NON U.S. 4 5,966 2.2 45,794 16.5
---- --------- ---- --------- ----
7 22,213 8.0 55,759 20.1
04/07/09 NYME SOCAL BASIS SWAP U.S. 2 11,591 10.7 9,217 8.5 108,599
NON U.S. 5 23,820 21.9 18,363 16.9
---- --------- ---- --------- ----
7 35,411 32.6 27,580 25.4
04/07/09 NYME HENRY HUB GAS SWAP U.S. 4 127,376 4.2 290,811 9.7 3,005,307
NON U.S. 8 168,405 5.6 325,576 10.8
---- --------- ---- --------- ----
12 295,781 9.8 616,387 20.5
04/07/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 120,804 10.0 57,840 4.8 1,207,342
NON U.S. 6 94,459 7.8 68,096 5.6
---- --------- ---- --------- ----
8 215,263 17.8 125,936 10.4
04/07/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 15,920 3.2 8,177 1.6 496,836
NON U.S. 20 19,418 3.9 29,504 5.9
---- --------- ---- --------- ----
24 35,338 7.1 37,681 7.6
04/07/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 15,994 1.6 18,524 1.9 979,463
NON U.S. 25 24,463 2.5 36,046 3.7
---- --------- ---- --------- ----
30 40,457 4.1 54,570 5.6
04/07/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 14,561 1.8 34,015 4.2 811,544
NON U.S. 13 20,486 2.5 39,293 4.8
---- --------- ---- --------- ----
18 35,047 4.3 73,308 9.0
04/07/09 CBT 30-DAY FEDERAL FUNDS U.S. 3 39,440 9.8 19,774 4.9 403,273
NON U.S. 15 31,995 7.9 88,050 21.8
---- --------- ---- --------- ----
18 71,435 17.7 107,824 26.7
04/07/09 CME LEAN HOGS U.S. 1 2,007 1.5 0 0.0 136,529
NON U.S. 10 12,512 9.2 2,390 1.8
---- --------- ---- --------- ----
11 14,519 10.6 2,390 1.8
04/07/09 CME LIVE CATTLE U.S. 2 1,939 0.9 809 0.4 209,903
NON U.S. 10 17,509 8.3 849 0.4
---- --------- ---- --------- ----
12 19,448 9.3 1,658 0.8
04/07/09 CME FEEDER CATTLE U.S. 1 284 1.5 0 0.0 18,575
NON U.S. 4 963 5.2 181 1.0
---- --------- ---- --------- ----
5 1,247 6.7 181 1.0
04/07/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 33,969 2.9 50,987 4.4 1,162,312
NON U.S. 26 171,948 14.8 99,996 8.6
---- --------- ---- --------- ----
29 205,917 17.7 150,983 13.0
04/07/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 19,475 9.5 14,689 7.2 204,822
NON U.S. 7 27,217 13.3 33,725 16.5
---- --------- ---- --------- ----
11 46,692 22.8 48,414 23.6
04/07/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 13,475 20.1 4,738 7.1 67,141
NON U.S. 4 4,560 6.8 4,514 6.7
---- --------- ---- --------- ----
6 18,035 26.9 9,252 13.8
04/07/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 29,568 15.0 18,583 9.4 197,024
NON U.S. 9 25,337 12.9 22,470 11.4
---- --------- ---- --------- ----
12 54,905 27.9 41,053 20.8
04/07/09 NYME WTI-BRENT CALENDAR SWAP U.S. 2 3,060 4.4 4,371 6.3 69,441
NON U.S. 4 3,192 4.6 9,923 14.3
---- --------- ---- --------- ----
6 6,252 9.0 14,294 20.6
04/07/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 1 8,555 13.9 11,346 18.5 61,368
NON U.S. 5 615 1.0 8,424 13.7
---- --------- ---- --------- ----
6 9,170 14.9 19,770 32.2
04/07/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 11,483 10.6 9,108 8.4 108,219
NON U.S. 3 5,396 5.0 4,746 4.4
---- --------- ---- --------- ----
5 16,879 15.6 13,854 12.8
04/07/09 NYME BRENT-DUBAI SWAP U.S. 2 15,205 38.8 300 0.8 39,238
NON U.S. 4 2,685 6.8 5,090 13.0
---- --------- ---- --------- ----
6 17,890 45.6 5,390 13.7
04/07/09 ICUS COCOA U.S. 1 1,300 1.2 0 0.0 110,368
NON U.S. 9 6,128 5.6 5,327 4.8
---- --------- ---- --------- ----
10 7,428 6.7 5,327 4.8
04/07/09 NYME PALLADIUM U.S. 3 0 0.0 1,989 14.3 13,901
NON U.S. 14 853 6.1 952 6.8
---- --------- ---- --------- ----
17 853 6.1 2,941 21.2
04/07/09 NYME PLATINUM U.S. 2 0 0.0 212 1.0 20,969
NON U.S. 10 3,228 15.4 1,219 5.8
---- --------- ---- --------- ----
12 3,228 15.4 1,431 6.8
04/07/09 ICUS SUGAR NO. 11 U.S. 2 10,255 1.5 7,648 1.1 694,611
NON U.S. 11 55,879 8.0 44,837 6.5
---- --------- ---- --------- ----
13 66,134 9.5 52,485 7.6
04/07/09 ICUS COFFEE C U.S. 1 1,409 1.0 0 0.0 142,856
NON U.S. 15 12,818 9.0 11,049 7.7
---- --------- ---- --------- ----
16 14,227 10.0 11,049 7.7
04/07/09 CMX SILVER U.S. 2 0 0.0 28,492 30.6 93,101
NON U.S. 14 9,341 10.0 2,285 2.5
---- --------- ---- --------- ----
16 9,341 10.0 30,777 33.1
04/07/09 CMX COPPER-GRADE #1 U.S. 2 2,601 2.5 0 0.0 102,332
NON U.S. 11 11,934 11.7 6,741 6.6
---- --------- ---- --------- ----
13 14,535 14.2 6,741 6.6
04/07/09 CMX GOLD U.S. 3 1,206 0.3 105,854 30.7 344,929
NON U.S. 21 44,894 13.0 32,849 9.5
---- --------- ---- --------- ----
24 46,100 13.4 138,703 40.2
04/07/09 CME RUSSIAN RUBLE U.S. 2 381 3.6 1,500 14.1 10,623
NON U.S. 8 5,780 54.4 6,745 63.5
---- --------- ---- --------- ----
10 6,161 58.0 8,245 77.6
04/07/09 CME CANADIAN DOLLAR U.S. 3 57 0.1 2,380 4.1 58,219
NON U.S. 3 12,842 22.1 0 0.0
---- --------- ---- --------- ----
6 12,899 22.2 2,380 4.1
04/07/09 CME SWISS FRANC U.S. 3 3,619 14.0 571 2.2 25,914
NON U.S. 4 2,789 10.8 6,642 25.6
---- --------- ---- --------- ----
7 6,408 24.7 7,213 27.8
04/07/09 CME MEXICAN PESO U.S. 3 0 0.0 6,337 14.5 43,610
NON U.S. 5 15,453 35.4 13,358 30.6
---- --------- ---- --------- ----
8 15,453 35.4 19,695 45.2
04/07/09 CME BRITISH POUND STERLING U.S. 3 14,381 18.1 665 0.8 79,456
NON U.S. 3 12,842 16.2 4,950 6.2
---- --------- ---- --------- ----
6 27,223 34.3 5,615 7.1
04/07/09 CME JAPANESE YEN U.S. 3 17,887 21.3 0 0.0 84,138
NON U.S. 7 13,261 15.8 3,581 4.3
---- --------- ---- --------- ----
10 31,148 37.0 3,581 4.3
04/07/09 CME EURO FX U.S. 3 131 0.1 11,310 10.0 113,508
NON U.S. 13 10,679 9.4 24,126 21.3
---- --------- ---- --------- ----
16 10,810 9.5 35,436 31.2
04/07/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 2,278 1.1 974 0.5 199,169
NON U.S. 8 12,763 6.4 1,210 0.6
---- --------- ---- --------- ----
11 15,041 7.6 2,184 1.1
04/07/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 562 1.1 670 1.3 51,581
NON U.S. 11 2,768 5.4 2,828 5.5
---- --------- ---- --------- ----
13 3,330 6.5 3,498 6.8
04/07/09 CME 3-MONTH EURODOLLARS U.S. 9 452,507 7.6 759,815 12.7 5,978,765
NON U.S. 46 1,065,408 17.8 1,233,301 20.6
---- --------- ---- --------- ----
55 1,517,915 25.4 1,993,116 33.3
04/07/09 CME S&P 500 STOCK INDEX U.S. 4 647 0.2 9,914 2.3 431,319
NON U.S. 18 4,499 1.0 58,612 13.6
---- --------- ---- --------- ----
22 5,146 1.2 68,526 15.9
04/07/09 CME E-MINI S&P 500 STOCK INDEX U.S. 5 11,471 0.5 1,562 0.1 2,412,590
NON U.S. 43 83,329 3.5 141,063 5.8
---- --------- ---- --------- ----
48 94,800 3.9 142,625 5.9
04/07/09 CME NASDAQ-100 STOCK INDEX U.S. 3 1,593 7.8 280 1.4 20,480
NON U.S. 5 3,401 16.6 860 4.2
---- --------- ---- --------- ----
8 4,994 24.4 1,140 5.6
04/07/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 2 701 0.3 1,488 0.6 239,199
NON U.S. 22 7,205 3.0 15,281 6.4
---- --------- ---- --------- ----
24 7,906 3.3 16,769 7.0
04/07/09 CME AUSTRALIAN DOLLAR U.S. 4 35 0.0 8,434 12.0 70,500
NON U.S. 4 10,400 14.8 39,487 56.0
---- --------- ---- --------- ----
8 10,435 14.8 47,921 68.0
04/07/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 4 806 0.2 6,256 1.6 389,693
NON U.S. 10 10,960 2.8 5,181 1.3
---- --------- ---- --------- ----
14 11,766 3.0 11,437 2.9
04/07/09 CME NIKKEI STOCK AVERAGE U.S. 1 333 1.2 0 0.0 28,498
NON U.S. 6 938 3.3 1,568 5.5
---- --------- ---- --------- ----
7 1,271 4.5 1,568 5.5
04/07/09 CME NIKKEI STOCK AVERAGE YEN DENOM NON U.S. 10 3,942 8.6 21,150 45.9 46,095
04/07/09 NYME SING JET KERO SWAP U.S. 1 0 0.0 120 1.7 7,063
NON U.S. 4 1,251 17.7 475 6.7
---- --------- ---- --------- ----
5 1,251 17.7 595 8.4
04/07/09 CME 3-MO. EUROYEN TIBOR U.S. 1 0 0.0 290 10.2 2,847
NON U.S. 6 2,216 77.8 5 0.2
---- --------- ---- --------- ----
7 2,216 77.8 295 10.4
04/07/09 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 720 4.4 475 2.9 16,499
NON U.S. 4 3,055 18.5 2,130 12.9
---- --------- ---- --------- ----
6 3,775 22.9 2,605 15.8
04/07/09 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 465 1.8 2,728 10.4 26,170
NON U.S. 4 561 2.1 5,001 19.1
---- --------- ---- --------- ----
6 1,026 3.9 7,729 29.5
04/07/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 2 1,177 5.0 720 3.0 23,760
NON U.S. 3 645 2.7 2,816 11.9
---- --------- ---- --------- ----
5 1,822 7.7 3,536 14.9
04/07/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,679 6.9 2,248 4.2 53,042
NON U.S. 4 5,307 10.0 3,762 7.1
---- --------- ---- --------- ----
6 8,986 16.9 6,010 11.3