BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
08/05/08 CBT WHEAT U.S. 2 8,969 2.6 292 0.1 340,475
NON U.S. 17 54,049 15.9 6,591 1.9
---- --------- ---- --------- ----
19 63,018 18.5 6,883 2.0
08/05/08 KCBT WHEAT U.S. 1 998 1.0 0 0.0 98,655
NON U.S. 7 4,853 4.9 608 0.6
---- --------- ---- --------- ----
8 5,851 5.9 608 0.6
08/05/08 CBT CORN U.S. 1 22,978 1.9 140 0.0 1,220,735
NON U.S. 16 97,143 8.0 19,352 1.6
---- --------- ---- --------- ----
17 120,121 9.8 19,492 1.6
08/05/08 CBT SOYBEANS U.S. 1 10,670 2.7 73 0.0 393,411
NON U.S. 15 33,552 8.5 3,282 0.8
---- --------- ---- --------- ----
16 44,222 11.2 3,355 0.9
08/05/08 CBT SOYBEAN OIL U.S. 1 3,558 1.4 0 0.0 246,098
NON U.S. 5 17,466 7.1 7,674 3.1
---- --------- ---- --------- ----
6 21,024 8.5 7,674 3.1
08/05/08 CBT U.S. TREASURY BONDS U.S. 3 10,131 1.2 7,505 0.9 857,390
NON U.S. 18 26,665 3.1 28,896 3.4
---- --------- ---- --------- ----
21 36,796 4.3 36,401 4.2
08/05/08 NYME NY RES FUEL 1.0% SULFUR SWAP U.S. 2 785 11.7 200 3.0 6,731
NON U.S. 3 1,160 17.2 70 1.0
---- --------- ---- --------- ----
5 1,945 28.9 270 4.0
08/05/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 5,316 2.4 1,112 0.5 225,915
NON U.S. 5 19,380 8.6 10,491 4.6
---- --------- ---- --------- ----
8 24,696 10.9 11,603 5.1
08/05/08 NYME SING GASOIL SWAP U.S. 1 0 0.0 550 8.1 6,768
NON U.S. 4 1,813 26.8 162 2.4
---- --------- ---- --------- ----
5 1,813 26.8 712 10.5
08/05/08 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 2 75 0.6 200 1.5 13,281
NON U.S. 3 175 1.3 795 6.0
---- --------- ---- --------- ----
5 250 1.9 995 7.5
08/05/08 ICE NATURAL GAS PENULTIMATE ICE U.S. 3 9,199 10.6 6,799 7.8 86,619
NON U.S. 4 7,384 8.5 1,700 2.0
---- --------- ---- --------- ----
7 16,583 19.1 8,499 9.8
08/05/08 NYME NATURAL GAS U.S. 4 48,747 5.2 36,929 3.9 938,687
NON U.S. 8 60,016 6.4 44,795 4.8
---- --------- ---- --------- ----
12 108,763 11.6 81,724 8.7
08/05/08 NYME TCO BASIS SWAP U.S. 2 6,377 7.1 2,161 2.4 89,668
NON U.S. 4 3,648 4.1 10,121 11.3
---- --------- ---- --------- ----
6 10,025 11.2 12,282 13.7
08/05/08 NYME PG&E CITYGATE BASIS SWAP U.S. 3 151 0.2 1,858 2.5 75,368
NON U.S. 3 818 1.1 4,833 6.4
---- --------- ---- --------- ----
6 969 1.3 6,691 8.9
08/05/08 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,020 13.4 1,520 1.6 96,986
NON U.S. 3 1,278 1.3 9,396 9.7
---- --------- ---- --------- ----
5 14,298 14.7 10,916 11.3
08/05/08 NYME ANR OK BASIS SWAP U.S. 2 0 0.0 3,932 14.3 27,583
NON U.S. 3 180 0.7 4,138 15.0
---- --------- ---- --------- ----
5 180 0.7 8,070 29.3
08/05/08 NYME SUMAS BASIS SWAP U.S. 1 479 2.8 0 0.0 17,100
NON U.S. 4 5,797 33.9 852 5.0
---- --------- ---- --------- ----
5 6,276 36.7 852 5.0
08/05/08 NYME NGPL MID-CON BASIS SWAP U.S. 3 30 0.0 2,860 2.6 110,116
NON U.S. 4 13,380 12.2 3,318 3.0
---- --------- ---- --------- ----
7 13,410 12.2 6,178 5.6
08/05/08 NYME WAHA BASIS SWAP U.S. 3 0 0.0 8,543 9.6 89,361
NON U.S. 3 4,840 5.4 4,228 4.7
---- --------- ---- --------- ----
6 4,840 5.4 12,771 14.3
08/05/08 NYME CIG BASIS SWAP U.S. 3 50 0.1 1,842 3.8 48,188
NON U.S. 3 249 0.5 20,346 42.2
---- --------- ---- --------- ----
6 299 0.6 22,188 46.0
08/05/08 NYME CENTERPOINT BASIS SWAP U.S. 4 244 0.6 2,336 6.0 38,936
NON U.S. 3 2,344 6.0 4,443 11.4
---- --------- ---- --------- ----
7 2,588 6.6 6,779 17.4
08/05/08 CME 1-MONTH LIBOR RATE U.S. 2 8,246 22.3 225 0.6 36,915
NON U.S. 6 3,403 9.2 15,818 42.8
---- --------- ---- --------- ----
8 11,649 31.6 16,043 43.5
08/05/08 ICUS COTTON NO. 2 U.S. 1 2,021 0.9 0 0.0 217,812
NON U.S. 12 26,661 12.2 13,180 6.1
---- --------- ---- --------- ----
13 28,682 13.2 13,180 6.1
08/05/08 NYME ALBERTA BASIS SWAP U.S. 3 1,516 1.3 1,527 1.3 113,358
NON U.S. 7 9,695 8.6 22,704 20.0
---- --------- ---- --------- ----
10 11,211 9.9 24,231 21.4
08/05/08 NYME HOUSTON SHIP CH BASIS SWAP U.S. 4 2,794 1.3 3,403 1.5 221,836
NON U.S. 5 7,386 3.3 14,633 6.6
---- --------- ---- --------- ----
9 10,180 4.6 18,036 8.1
08/05/08 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 3,486 1.6 23,100 10.3 223,241
NON U.S. 5 17,114 7.7 21,457 9.6
---- --------- ---- --------- ----
8 20,600 9.2 44,557 20.0
08/05/08 NYME PANHANDLE BASIS SWAP U.S. 4 8,404 3.8 21,886 9.9 220,458
NON U.S. 4 10,322 4.7 23,484 10.7
---- --------- ---- --------- ----
8 18,726 8.5 45,370 20.6
08/05/08 NYME SAN JUAN BASIS SWAP U.S. 5 5,035 11.6 2,030 4.7 43,529
NON U.S. 4 3,569 8.2 4,705 10.8
---- --------- ---- --------- ----
9 8,604 19.8 6,735 15.5
08/05/08 NYME SOCAL BASIS SWAP U.S. 3 19,932 9.9 6,111 3.0 201,872
NON U.S. 5 13,480 6.7 16,254 8.1
---- --------- ---- --------- ----
8 33,412 16.6 22,365 11.1
08/05/08 NYME HENRY HUB GAS SWAP U.S. 5 132,992 3.6 299,155 8.1 3,672,857
NON U.S. 9 209,707 5.7 306,765 8.4
---- --------- ---- --------- ----
14 342,699 9.3 605,920 16.5
08/05/08 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 150,184 13.6 10,445 0.9 1,106,148
NON U.S. 8 156,019 14.1 45,094 4.1
---- --------- ---- --------- ----
11 306,203 27.7 55,539 5.0
08/05/08 CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 12,549 1.4 38,262 4.3 891,937
NON U.S. 36 41,304 4.6 127,857 14.3
---- --------- ---- --------- ----
41 53,853 6.0 166,119 18.6
08/05/08 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 20,117 1.1 10,663 0.6 1,817,373
NON U.S. 45 55,449 3.1 156,727 8.6
---- --------- ---- --------- ----
50 75,566 4.2 167,390 9.2
08/05/08 CBT 5-YEAR U.S. TREASURY NOTES U.S. 7 18,358 1.2 44,009 2.8 1,564,440
NON U.S. 27 50,044 3.2 77,766 5.0
---- --------- ---- --------- ----
34 68,402 4.4 121,775 7.8
08/05/08 CBT 30-DAY FEDERAL FUNDS U.S. 5 32,343 5.7 74,125 13.0 568,417
NON U.S. 23 45,269 8.0 196,272 34.5
---- --------- ---- --------- ----
28 77,612 13.7 270,397 47.6
08/05/08 CME LEAN HOGS U.S. 1 4,482 1.9 0 0.0 238,308
NON U.S. 7 22,950 9.6 654 0.3
---- --------- ---- --------- ----
8 27,432 11.5 654 0.3
08/05/08 CME LIVE CATTLE U.S. 2 10,525 3.5 1,725 0.6 296,992
NON U.S. 7 29,017 9.8 445 0.1
---- --------- ---- --------- ----
9 39,542 13.3 2,170 0.7
08/05/08 CME FEEDER CATTLE U.S. 2 11 0.0 675 1.9 35,329
NON U.S. 4 1,214 3.4 0 0.0
---- --------- ---- --------- ----
6 1,225 3.5 675 1.9
08/05/08 NYME CRUDE OIL, LIGHT SWEET U.S. 4 26,238 2.1 65,943 5.3 1,249,302
NON U.S. 20 167,389 13.4 96,590 7.7
---- --------- ---- --------- ----
24 193,627 15.5 162,533 13.0
08/05/08 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 10,746 8.3 7,987 6.2 128,755
NON U.S. 6 8,440 6.6 9,777 7.6
---- --------- ---- --------- ----
9 19,186 14.9 17,764 13.8
08/05/08 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 3,300 18.4 2,350 13.1 17,957
NON U.S. 4 175 1.0 2,855 15.9
---- --------- ---- --------- ----
6 3,475 19.4 5,205 29.0
08/05/08 NYME WTI CRUDE OIL FINANCIAL U.S. 4 21,192 11.0 11,519 6.0 192,010
NON U.S. 7 18,185 9.5 15,770 8.2
---- --------- ---- --------- ----
11 39,377 20.5 27,289 14.2
08/05/08 NYME BRENT FINANCIAL U.S. 2 1,018 3.3 686 2.2 30,811
NON U.S. 4 11,613 37.7 4,290 13.9
---- --------- ---- --------- ----
6 12,631 41.0 4,976 16.2
08/05/08 NYME WTI-BRENT CALENDAR SWAP U.S. 2 840 1.4 743 1.2 62,038
NON U.S. 5 2,755 4.4 13,850 22.3
---- --------- ---- --------- ----
7 3,595 5.8 14,593 23.5
08/05/08 NYME BRENT (ICE) CALENDAR SWAP U.S. 1 7,392 11.4 3,639 5.6 64,568
NON U.S. 4 1,683 2.6 1,547 2.4
---- --------- ---- --------- ----
5 9,075 14.1 5,186 8.0
08/05/08 ICUS COCOA U.S. 1 3,473 2.4 16 0.0 143,049
NON U.S. 8 7,813 5.5 8,967 6.3
---- --------- ---- --------- ----
9 11,286 7.9 8,983 6.3
08/05/08 NYME PALLADIUM U.S. 3 0 0.0 788 5.8 13,680
NON U.S. 7 817 6.0 2,008 14.7
---- --------- ---- --------- ----
10 817 6.0 2,796 20.4
08/05/08 NYME PLATINUM U.S. 1 0 0.0 59 0.5 12,078
NON U.S. 10 1,102 9.1 455 3.8
---- --------- ---- --------- ----
11 1,102 9.1 514 4.3
08/05/08 ICUS SUGAR NO. 11 U.S. 2 28,140 3.6 3,366 0.4 791,850
NON U.S. 8 99,462 12.6 46,013 5.8
---- --------- ---- --------- ----
10 127,602 16.1 49,379 6.2
08/05/08 ICUS COFFEE C U.S. 1 3,328 2.3 0 0.0 145,055
NON U.S. 15 19,305 13.3 7,680 5.3
---- --------- ---- --------- ----
16 22,633 15.6 7,680 5.3
08/05/08 CMX SILVER U.S. 2 0 0.0 33,805 25.4 133,255
NON U.S. 11 8,287 6.2 5,791 4.3
---- --------- ---- --------- ----
13 8,287 6.2 39,596 29.7
08/05/08 CMX COPPER-GRADE #1 U.S. 2 3,424 3.1 0 0.0 110,205
NON U.S. 12 8,809 8.0 3,712 3.4
---- --------- ---- --------- ----
14 12,233 11.1 3,712 3.4
08/05/08 CMX GOLD U.S. 3 4,170 1.0 86,398 21.2 408,430
NON U.S. 22 20,214 4.9 54,267 13.3
---- --------- ---- --------- ----
25 24,384 6.0 140,665 34.4
08/05/08 CME RUSSIAN RUBLE NON U.S. 6 9,257 57.7 13,777 85.9 16,033
08/05/08 CME CANADIAN DOLLAR U.S. 2 2,126 1.8 0 0.0 116,660
NON U.S. 10 12,963 11.1 15,235 13.1
---- --------- ---- --------- ----
12 15,089 12.9 15,235 13.1
08/05/08 CME SWISS FRANC U.S. 2 3,576 6.0 0 0.0 59,128
NON U.S. 6 17,557 29.7 8,744 14.8
---- --------- ---- --------- ----
8 21,133 35.7 8,744 14.8
08/05/08 CME MEXICAN PESO U.S. 2 4,948 4.4 382 0.3 113,239
NON U.S. 7 7,497 6.6 68,190 60.2
---- --------- ---- --------- ----
9 12,445 11.0 68,572 60.6
08/05/08 CME BRITISH POUND STERLING U.S. 3 2,905 3.1 5,182 5.6 93,022
NON U.S. 6 18,747 20.2 4,171 4.5
---- --------- ---- --------- ----
9 21,652 23.3 9,353 10.1
08/05/08 CME JAPANESE YEN U.S. 4 18,460 9.2 34,629 17.2 200,818
NON U.S. 11 9,856 4.9 34,494 17.2
---- --------- ---- --------- ----
15 28,316 14.1 69,123 34.4
08/05/08 CME EURO FX U.S. 3 550 0.3 2,591 1.6 160,311
NON U.S. 18 15,337 9.6 22,504 14.0
---- --------- ---- --------- ----
21 15,887 9.9 25,095 15.7
08/05/08 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 4,387 2.0 1,473 0.7 218,125
NON U.S. 9 13,862 6.4 6,664 3.1
---- --------- ---- --------- ----
13 18,249 8.4 8,137 3.7
08/05/08 CME NEW ZEALAND DOLLAR U.S. 2 2,599 8.1 573 1.8 32,162
NON U.S. 3 2,983 9.3 37 0.1
---- --------- ---- --------- ----
5 5,582 17.4 610 1.9
08/05/08 E VIX FUTURES U.S. 1 205 0.4 0 0.0 47,192
NON U.S. 5 1,326 2.8 0 0.0
---- --------- ---- --------- ----
6 1,531 3.2 0 0.0
08/05/08 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 1,916 5.9 0 0.0 32,488
NON U.S. 7 2,045 6.3 2,176 6.7
---- --------- ---- --------- ----
8 3,961 12.2 2,176 6.7
08/05/08 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,064 0.9 309 0.3 113,776
NON U.S. 12 6,504 5.7 2,670 2.3
---- --------- ---- --------- ----
15 7,568 6.7 2,979 2.6
08/05/08 CME 3-MONTH EURODOLLARS U.S. 12 828,473 8.5 1,400,566 14.4 9,719,739
NON U.S. 57 1,247,466 12.8 1,815,878 18.7
---- --------- ---- --------- ----
69 2,075,939 21.4 3,216,444 33.1
08/05/08 CME S&P 500 STOCK INDEX U.S. 3 4,822 0.9 112 0.0 562,504
NON U.S. 18 10,228 1.8 56,630 10.1
---- --------- ---- --------- ----
21 15,050 2.7 56,742 10.1
08/05/08 CME E-MINI S&P 500 STOCK INDEX U.S. 5 10,327 0.4 42,365 1.7 2,492,891
NON U.S. 39 99,626 4.0 185,545 7.4
---- --------- ---- --------- ----
44 109,953 4.4 227,910 9.1
08/05/08 CME NASDAQ-100 STOCK INDEX U.S. 2 563 1.8 1,233 4.0 30,635
NON U.S. 5 7,852 25.6 658 2.1
---- --------- ---- --------- ----
7 8,415 27.5 1,891 6.2
08/05/08 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 5 3,901 1.3 3,988 1.3 308,577
NON U.S. 30 24,645 8.0 4,445 1.4
---- --------- ---- --------- ----
35 28,546 9.3 8,433 2.7
08/05/08 CME AUSTRALIAN DOLLAR U.S. 2 4,018 5.0 0 0.0 80,980
NON U.S. 3 834 1.0 14,366 17.7
---- --------- ---- --------- ----
5 4,852 6.0 14,366 17.7
08/05/08 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 31 0.1 1,916 6.2 30,823
NON U.S. 3 4,621 15.0 317 1.0
---- --------- ---- --------- ----
5 4,652 15.1 2,233 7.2
08/05/08 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 7 1,130 0.2 16,066 2.8 581,480
NON U.S. 17 11,526 2.0 17,301 3.0
---- --------- ---- --------- ----
24 12,656 2.2 33,367 5.7
08/05/08 CME NIKKEI STOCK AVERAGE U.S. 2 0 0.0 6,677 8.5 78,107
NON U.S. 12 13,542 17.3 733 0.9
---- --------- ---- --------- ----
14 13,542 17.3 7,410 9.5
08/05/08 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 1,534 2.3 73 0.1 65,794
NON U.S. 15 6,418 9.8 20,796 31.6
---- --------- ---- --------- ----
18 7,952 12.1 20,869 31.7
08/05/08 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 455 0.8 4,265 7.4 57,997
NON U.S. 3 1,208 2.1 348 0.6
---- --------- ---- --------- ----
5 1,663 2.9 4,613 8.0
08/05/08 ICUS BRITISH POUND/JPN YEN XRATE U.S. 2 120 2.9 781 19.0 4,110
NON U.S. 3 241 5.9 1,208 29.4
---- --------- ---- --------- ----
5 361 8.8 1,989 48.4
08/05/08 ICUS EURO FX/JAPANESE YEN XRATE U.S. 2 439 2.6 2,851 17.2 16,611
NON U.S. 4 1,860 11.2 5,870 35.3
---- --------- ---- --------- ----
6 2,299 13.8 8,721 52.5
08/05/08 CME E-MINI S&P 400 STOCK INDEX U.S. 1 0 0.0 386 0.4 104,675
NON U.S. 4 0 0.0 11,851 11.3
---- --------- ---- --------- ----
5 0 0.0 12,237 11.7
08/05/08 CME EURO FX/JAPANESE YEN XRATE U.S. 2 0 0.0 721 6.1 11,910
NON U.S. 4 9,515 79.9 6,587 55.3
---- --------- ---- --------- ----
6 9,515 79.9 7,308 61.4
08/05/08 CME 3-MO. EUROYEN TIBOR NON U.S. 11 6,397 47.7 2,319 17.3 13,415
08/05/08 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 100 2.4 200 4.9 4,095
NON U.S. 3 900 22.0 75 1.8
---- --------- ---- --------- ----
5 1,000 24.4 275 6.7
08/05/08 NYME RBOB CRACK SPREAD SWAP U.S. 2 10 0.1 281 2.0 13,724
NON U.S. 3 362 2.6 1,256 9.2
---- --------- ---- --------- ----
5 372 2.7 1,537 11.2