BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
08/04/09 CBT WHEAT U.S. 1 5,493 1.7 72 0.0 322,431
NON U.S. 15 46,267 14.3 7,772 2.4
---- --------- ---- --------- ----
16 51,760 16.1 7,844 2.4
08/04/09 KCBT WHEAT U.S. 2 809 0.8 297 0.3 100,281
NON U.S. 4 2,472 2.5 1,212 1.2
---- --------- ---- --------- ----
6 3,281 3.3 1,509 1.5
08/04/09 CBT CORN U.S. 2 15,659 1.8 88 0.0 871,875
NON U.S. 14 75,655 8.7 9,655 1.1
---- --------- ---- --------- ----
16 91,314 10.5 9,743 1.1
08/04/09 CBT SOYBEANS U.S. 1 5,196 1.3 1,341 0.3 396,717
NON U.S. 12 26,380 6.6 3,177 0.8
---- --------- ---- --------- ----
13 31,576 8.0 4,518 1.1
08/04/09 CBT SOYBEAN OIL U.S. 1 2,699 1.1 736 0.3 248,508
NON U.S. 5 14,749 5.9 6,049 2.4
---- --------- ---- --------- ----
6 17,448 7.0 6,785 2.7
08/04/09 CBT U.S. TREASURY BONDS U.S. 6 13,992 2.0 22,319 3.3 683,393
NON U.S. 5 3,045 0.4 4,459 0.7
---- --------- ---- --------- ----
11 17,037 2.5 26,778 3.9
08/04/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 10,032 3.4 533 0.2 298,371
NON U.S. 3 8,688 2.9 1,034 0.3
---- --------- ---- --------- ----
6 18,720 6.3 1,567 0.5
08/04/09 NYME NATURAL GAS U.S. 3 23,026 3.2 17,553 2.5 712,429
NON U.S. 10 74,832 10.5 21,158 3.0
---- --------- ---- --------- ----
13 97,858 13.7 38,711 5.4
08/04/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 10,795 13.0 158 0.2 83,059
NON U.S. 3 1,018 1.2 7,341 8.8
---- --------- ---- --------- ----
5 11,813 14.2 7,499 9.0
08/04/09 ICUS COTTON NO. 2 U.S. 1 5,993 4.7 167 0.1 126,456
NON U.S. 9 15,160 12.0 2,686 2.1
---- --------- ---- --------- ----
10 21,153 16.7 2,853 2.3
08/04/09 NYME ALBERTA BASIS SWAP U.S. 2 760 3.3 244 1.1 23,218
NON U.S. 5 307 1.3 4,577 19.7
---- --------- ---- --------- ----
7 1,067 4.6 4,821 20.8
08/04/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 4,161 1.9 6,149 2.8 217,214
NON U.S. 2 2,601 1.2 19,490 9.0
---- --------- ---- --------- ----
5 6,762 3.1 25,639 11.8
08/04/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 3,494 2.4 16,311 11.3 144,195
NON U.S. 3 9,564 6.6 15,744 10.9
---- --------- ---- --------- ----
6 13,058 9.1 32,055 22.2
08/04/09 NYME PANHANDLE BASIS SWAP U.S. 3 18,206 7.0 10,672 4.1 259,825
NON U.S. 3 2,018 0.8 24,938 9.6
---- --------- ---- --------- ----
6 20,224 7.8 35,610 13.7
08/04/09 NYME SOCAL BASIS SWAP U.S. 3 8,233 9.9 9,336 11.3 82,802
NON U.S. 3 90 0.1 767 0.9
---- --------- ---- --------- ----
6 8,323 10.1 10,103 12.2
08/04/09 NYME HENRY HUB SWAP U.S. 4 93,262 3.3 315,167 11.2 2,822,772
NON U.S. 6 85,307 3.0 229,237 8.1
---- --------- ---- --------- ----
10 178,569 6.3 544,404 19.3
08/04/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 86,223 8.3 32,974 3.2 1,041,936
NON U.S. 7 57,436 5.5 52,054 5.0
---- --------- ---- --------- ----
9 143,659 13.8 85,028 8.2
08/04/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 22,962 3.5 15,486 2.4 657,248
NON U.S. 17 7,814 1.2 39,806 6.1
---- --------- ---- --------- ----
21 30,776 4.7 55,292 8.4
08/04/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 43,887 4.1 26,486 2.5 1,079,309
NON U.S. 16 17,126 1.6 20,110 1.9
---- --------- ---- --------- ----
23 61,013 5.7 46,596 4.3
08/04/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 5,894 0.7 35,173 4.3 811,467
NON U.S. 7 6,527 0.8 9,889 1.2
---- --------- ---- --------- ----
11 12,421 1.5 45,062 5.6
08/04/09 CBT 30-DAY FEDERAL FUNDS U.S. 3 38,755 11.2 36,219 10.5 344,601
NON U.S. 14 27,695 8.0 45,430 13.2
---- --------- ---- --------- ----
17 66,450 19.3 81,649 23.7
08/04/09 CME LEAN HOGS U.S. 1 1,917 1.5 0 0.0 126,673
NON U.S. 7 10,613 8.4 494 0.4
---- --------- ---- --------- ----
8 12,530 9.9 494 0.4
08/04/09 CME LIVE CATTLE U.S. 2 2,706 1.1 892 0.4 235,693
NON U.S. 8 13,193 5.6 2,380 1.0
---- --------- ---- --------- ----
10 15,899 6.7 3,272 1.4
08/04/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 30,532 2.5 58,561 4.9 1,202,598
NON U.S. 27 83,893 7.0 73,250 6.1
---- --------- ---- --------- ----
30 114,425 9.5 131,811 11.0
08/04/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 15,155 7.4 17,773 8.7 204,987
NON U.S. 6 9,210 4.5 20,318 9.9
---- --------- ---- --------- ----
10 24,365 11.9 38,091 18.6
08/04/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 27,021 15.1 13,676 7.7 178,765
NON U.S. 7 12,596 7.0 5,092 2.8
---- --------- ---- --------- ----
10 39,617 22.2 18,768 10.5
08/04/09 NYME WTI-BRENT CALENDAR SWAP U.S. 3 4,170 8.2 4,102 8.1 50,691
NON U.S. 2 885 1.7 1,565 3.1
---- --------- ---- --------- ----
5 5,055 10.0 5,667 11.2
08/04/09 ICUS COCOA U.S. 1 786 0.7 0 0.0 115,852
NON U.S. 6 4,036 3.5 3,930 3.4
---- --------- ---- --------- ----
7 4,822 4.2 3,930 3.4
08/04/09 NYME PALLADIUM U.S. 3 0 0.0 3,156 16.0 19,778
NON U.S. 10 682 3.4 1,512 7.6
---- --------- ---- --------- ----
13 682 3.4 4,668 23.6
08/04/09 NYME PLATINUM U.S. 3 25 0.1 891 3.8 23,272
NON U.S. 10 2,017 8.7 1,671 7.2
---- --------- ---- --------- ----
13 2,042 8.8 2,562 11.0
08/04/09 ICUS SUGAR NO. 11 U.S. 2 16,658 2.1 34,807 4.4 793,279
NON U.S. 12 47,193 5.9 54,215 6.8
---- --------- ---- --------- ----
14 63,851 8.0 89,022 11.2
08/04/09 ICUS COFFEE C U.S. 1 1,797 1.7 0 0.0 103,833
NON U.S. 13 9,247 8.9 3,857 3.7
---- --------- ---- --------- ----
14 11,044 10.6 3,857 3.7
08/04/09 CMX SILVER U.S. 2 15 0.0 29,813 30.0 99,477
NON U.S. 15 8,038 8.1 3,211 3.2
---- --------- ---- --------- ----
17 8,053 8.1 33,024 33.2
08/04/09 CMX COPPER-GRADE #1 U.S. 2 5,440 4.5 0 0.0 121,925
NON U.S. 12 7,337 6.0 11,709 9.6
---- --------- ---- --------- ----
14 12,777 10.5 11,709 9.6
08/04/09 CMX GOLD U.S. 2 346 0.1 106,282 27.1 392,834
NON U.S. 21 25,061 6.4 36,453 9.3
---- --------- ---- --------- ----
23 25,407 6.5 142,735 36.3
08/04/09 CME RUSSIAN RUBLE U.S. 1 218 1.1 0 0.0 19,993
NON U.S. 5 9,209 46.1 13,847 69.3
---- --------- ---- --------- ----
6 9,427 47.2 13,847 69.3
08/04/09 CME CANADIAN DOLLAR U.S. 4 0 0.0 24,681 23.4 105,272
NON U.S. 4 553 0.5 24,081 22.9
---- --------- ---- --------- ----
8 553 0.5 48,762 46.3
08/04/09 CME MEXICAN PESO U.S. 3 318 0.5 6,148 9.9 62,079
NON U.S. 5 3,464 5.6 21,711 35.0
---- --------- ---- --------- ----
8 3,782 6.1 27,859 44.9
08/04/09 CME BRITISH POUND STERLING U.S. 3 9,458 8.8 11,611 10.8 107,366
NON U.S. 2 0 0.0 23,502 21.9
---- --------- ---- --------- ----
5 9,458 8.8 35,113 32.7
08/04/09 CME JAPANESE YEN U.S. 4 717 0.9 10,164 12.7 80,101
NON U.S. 6 9,171 11.4 23,975 29.9
---- --------- ---- --------- ----
10 9,888 12.3 34,139 42.6
08/04/09 CME EURO FX U.S. 2 0 0.0 24,929 18.0 138,237
NON U.S. 13 6,059 4.4 13,471 9.7
---- --------- ---- --------- ----
15 6,059 4.4 38,400 27.8
08/04/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 5,115 2.4 972 0.5 211,080
NON U.S. 8 7,878 3.7 685 0.3
---- --------- ---- --------- ----
11 12,993 6.2 1,657 0.8
08/04/09 CME NEW ZEALAND DOLLAR U.S. 4 118 0.5 3,152 13.2 23,883
NON U.S. 3 1,533 6.4 2,058 8.6
---- --------- ---- --------- ----
7 1,651 6.9 5,210 21.8
08/04/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 912 1.4 544 0.8 65,434
NON U.S. 7 3,412 5.2 5,544 8.5
---- --------- ---- --------- ----
9 4,324 6.6 6,088 9.3
08/04/09 CME 3-MONTH EURODOLLARS U.S. 11 930,170 14.1 1,047,290 15.9 6,599,869
NON U.S. 42 455,450 6.9 910,724 13.8
---- --------- ---- --------- ----
53 1,385,620 21.0 1,958,014 29.7
08/04/09 CME S&P 500 STOCK INDEX U.S. 3 1,019 0.3 4,560 1.2 392,668
NON U.S. 14 12,669 3.2 13,307 3.4
---- --------- ---- --------- ----
17 13,688 3.5 17,867 4.6
08/04/09 CME E-MINI S&P 500 STOCK INDEX U.S. 5 8,971 0.4 3,607 0.1 2,547,131
NON U.S. 37 149,880 5.9 89,482 3.5
---- --------- ---- --------- ----
42 158,851 6.2 93,089 3.7
08/04/09 CME NASDAQ-100 STOCK INDEX U.S. 1 0 0.0 750 3.8 19,517
NON U.S. 5 865 4.4 756 3.9
---- --------- ---- --------- ----
6 865 4.4 1,506 7.7
08/04/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 2,356 0.7 2,384 0.8 315,907
NON U.S. 17 10,430 3.3 7,768 2.5
---- --------- ---- --------- ----
21 12,786 4.0 10,152 3.2
08/04/09 CME AUSTRALIAN DOLLAR U.S. 3 10 0.0 31,953 30.0 106,512
NON U.S. 2 0 0.0 25,185 23.6
---- --------- ---- --------- ----
5 10 0.0 57,138 53.6
08/04/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 3 669 0.2 6,329 1.7 366,123
NON U.S. 8 6,129 1.7 2,462 0.7
---- --------- ---- --------- ----
11 6,798 1.9 8,791 2.4
08/04/09 CME NIKKEI STOCK AVERAGE U.S. 1 429 1.3 0 0.0 32,300
NON U.S. 7 2,669 8.3 517 1.6
---- --------- ---- --------- ----
8 3,098 9.6 517 1.6
08/04/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 1,335 3.2 0 0.0 42,116
NON U.S. 9 1,301 3.1 7,485 17.8
---- --------- ---- --------- ----
12 2,636 6.3 7,485 17.8
08/04/09 ICUS EURO FX/JAPANESE YEN - SMALL U.S. 2 0 0.0 1,397 14.3 9,749
NON U.S. 3 1,086 11.1 2,563 26.3
---- --------- ---- --------- ----
5 1,086 11.1 3,960 40.6
08/04/09 CME 3-MO. EUROYEN TIBOR U.S. 1 0 0.0 522 7.5 6,972
NON U.S. 7 4,899 70.3 3,132 44.9
---- --------- ---- --------- ----
8 4,899 70.3 3,654 52.4