BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
02/03/09 CBT WHEAT U.S. 2 3,900 1.4 2,942 1.0 283,752
NON U.S. 14 36,222 12.8 9,592 3.4
---- --------- ---- --------- ----
16 40,122 14.1 12,534 4.4
02/03/09 KCBT WHEAT U.S. 2 1,238 1.6 691 0.9 78,111
NON U.S. 7 4,175 5.3 894 1.1
---- --------- ---- --------- ----
9 5,413 6.9 1,585 2.0
02/03/09 CBT CORN U.S. 3 5,035 0.6 645 0.1 817,268
NON U.S. 14 64,851 7.9 12,491 1.5
---- --------- ---- --------- ----
17 69,886 8.6 13,136 1.6
02/03/09 CBT SOYBEANS U.S. 1 2,623 0.8 27 0.0 324,725
NON U.S. 16 29,069 9.0 5,285 1.6
---- --------- ---- --------- ----
17 31,692 9.8 5,312 1.6
02/03/09 CBT SOYBEAN OIL U.S. 1 2,978 1.4 152 0.1 214,412
NON U.S. 6 13,921 6.5 5,386 2.5
---- --------- ---- --------- ----
7 16,899 7.9 5,538 2.6
02/03/09 CBT U.S. TREASURY BONDS U.S. 3 13,808 1.9 4,654 0.6 717,270
NON U.S. 15 6,909 1.0 122,561 17.1
---- --------- ---- --------- ----
18 20,717 2.9 127,215 17.7
02/03/09 NYME EUR 3.5% FUEL OIL RTD CAL SWAP U.S. 2 819 7.5 109 1.0 10,901
NON U.S. 3 2,415 22.2 75 0.7
---- --------- ---- --------- ----
5 3,234 29.7 184 1.7
02/03/09 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,078 13.6 76 1.0 7,922
NON U.S. 3 454 5.7 170 2.1
---- --------- ---- --------- ----
5 1,532 19.3 246 3.1
02/03/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 5,649 2.3 413 0.2 244,995
NON U.S. 4 15,266 6.2 6,912 2.8
---- --------- ---- --------- ----
6 20,915 8.5 7,325 3.0
02/03/09 NYME HEATING OIL FINANCIAL U.S. 1 319 2.3 590 4.2 13,902
NON U.S. 4 2,219 16.0 1,950 14.0
---- --------- ---- --------- ----
5 2,538 18.3 2,540 18.3
02/03/09 NYME SING GASOIL SWAP U.S. 2 100 0.7 100 0.7 13,712
NON U.S. 4 1,955 14.3 523 3.8
---- --------- ---- --------- ----
6 2,055 15.0 623 4.5
02/03/09 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 125 1.1 375 3.3 11,225
NON U.S. 4 720 6.4 2,910 25.9
---- --------- ---- --------- ----
5 845 7.5 3,285 29.3
02/03/09 NYME NATURAL GAS U.S. 3 33,088 4.8 27,508 4.0 692,072
NON U.S. 10 42,242 6.1 29,645 4.3
---- --------- ---- --------- ----
13 75,330 10.9 57,153 8.3
02/03/09 NYME TCO BASIS SWAP U.S. 2 12,427 13.2 1,563 1.7 93,982
NON U.S. 3 6,506 6.9 8,220 8.7
---- --------- ---- --------- ----
5 18,933 20.1 9,783 10.4
02/03/09 NYME PG&E CITYGATE BASIS SWAP U.S. 2 425 1.1 708 1.8 38,854
NON U.S. 3 825 2.1 6,615 17.0
---- --------- ---- --------- ----
5 1,250 3.2 7,323 18.8
02/03/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,330 15.9 245 0.3 83,800
NON U.S. 4 6,583 7.9 4,981 5.9
---- --------- ---- --------- ----
6 19,913 23.8 5,226 6.2
02/03/09 NYME ANR OK BASIS SWAP U.S. 3 0 0.0 12,213 41.2 29,666
NON U.S. 2 62 0.2 309 1.0
---- --------- ---- --------- ----
5 62 0.2 12,522 42.2
02/03/09 NYME CIG BASIS SWAP U.S. 2 69 0.2 971 2.7 35,459
NON U.S. 3 0 0.0 17,217 48.6
---- --------- ---- --------- ----
5 69 0.2 18,188 51.3
02/03/09 NYME CENTERPOINT BASIS SWAP U.S. 2 61 0.1 1,654 2.8 58,049
NON U.S. 3 186 0.3 10,935 18.8
---- --------- ---- --------- ----
5 247 0.4 12,589 21.7
02/03/09 CME 1-MONTH LIBOR RATE U.S. 2 1,201 5.2 3,050 13.3 22,881
NON U.S. 3 824 3.6 2,471 10.8
---- --------- ---- --------- ----
5 2,025 8.9 5,521 24.1
02/03/09 ICUS COTTON NO. 2 U.S. 1 5,185 4.0 1,908 1.5 128,412
NON U.S. 11 18,366 14.3 5,162 4.0
---- --------- ---- --------- ----
12 23,551 18.3 7,070 5.5
02/03/09 NYME ALBERTA BASIS SWAP U.S. 2 1,043 2.1 907 1.8 50,451
NON U.S. 6 3,683 7.3 16,649 33.0
---- --------- ---- --------- ----
8 4,726 9.4 17,556 34.8
02/03/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 1,908 0.9 3,307 1.5 215,747
NON U.S. 3 10,068 4.7 29,218 13.5
---- --------- ---- --------- ----
6 11,976 5.6 32,525 15.1
02/03/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 1,847 1.1 17,948 10.6 168,993
NON U.S. 4 25,259 14.9 20,723 12.3
---- --------- ---- --------- ----
7 27,106 16.0 38,671 22.9
02/03/09 NYME PANHANDLE BASIS SWAP U.S. 3 11,109 4.3 11,703 4.5 259,037
NON U.S. 4 14,286 5.5 30,019 11.6
---- --------- ---- --------- ----
7 25,395 9.8 41,722 16.1
02/03/09 NYME SOCAL BASIS SWAP U.S. 2 13,511 10.0 9,427 7.0 134,881
NON U.S. 5 25,396 18.8 16,488 12.2
---- --------- ---- --------- ----
7 38,907 28.8 25,915 19.2
02/03/09 NYME HENRY HUB GAS SWAP U.S. 4 137,232 4.3 289,859 9.2 3,159,599
NON U.S. 7 171,125 5.4 325,092 10.3
---- --------- ---- --------- ----
11 308,357 9.8 614,951 19.5
02/03/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 91,230 7.4 32,085 2.6 1,232,900
NON U.S. 6 95,842 7.8 37,682 3.1
---- --------- ---- --------- ----
8 187,072 15.2 69,767 5.7
02/03/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 2 5,075 1.1 7,961 1.7 476,250
NON U.S. 24 73,469 15.4 76,213 16.0
---- --------- ---- --------- ----
26 78,544 16.5 84,174 17.7
02/03/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 3,062 0.3 34,047 3.2 1,068,229
NON U.S. 27 51,261 4.8 50,548 4.7
---- --------- ---- --------- ----
32 54,323 5.1 84,595 7.9
02/03/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 13,255 1.4 12,117 1.3 953,764
NON U.S. 17 118,139 12.4 9,953 1.0
---- --------- ---- --------- ----
21 131,394 13.8 22,070 2.3
02/03/09 CBT 30-DAY FEDERAL FUNDS U.S. 3 16,635 4.8 19,755 5.7 344,278
NON U.S. 9 21,288 6.2 76,885 22.3
---- --------- ---- --------- ----
12 37,923 11.0 96,640 28.1
02/03/09 CME LEAN HOGS U.S. 1 2,059 1.6 0 0.0 128,266
NON U.S. 9 11,375 8.9 2,194 1.7
---- --------- ---- --------- ----
10 13,434 10.5 2,194 1.7
02/03/09 CME LIVE CATTLE U.S. 2 1,921 0.9 725 0.3 207,224
NON U.S. 10 18,685 9.0 1,003 0.5
---- --------- ---- --------- ----
12 20,606 9.9 1,728 0.8
02/03/09 CME RANDOM LENGTH LUMBER NON U.S. 5 1,216 14.8 113 1.4 8,197
02/03/09 CME FEEDER CATTLE U.S. 2 307 1.5 79 0.4 20,976
NON U.S. 4 931 4.4 136 0.6
---- --------- ---- --------- ----
6 1,238 5.9 215 1.0
02/03/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 35,847 2.9 50,682 4.0 1,254,242
NON U.S. 23 173,492 13.8 106,638 8.5
---- --------- ---- --------- ----
26 209,339 16.7 157,320 12.5
02/03/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 20,519 10.8 11,578 6.1 190,586
NON U.S. 6 15,254 8.0 30,589 16.0
---- --------- ---- --------- ----
10 35,773 18.8 42,167 22.1
02/03/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 7,575 16.0 1,320 2.8 47,233
NON U.S. 4 2,902 6.1 2,950 6.2
---- --------- ---- --------- ----
6 10,477 22.2 4,270 9.0
02/03/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 26,391 14.6 14,566 8.0 181,326
NON U.S. 10 28,306 15.6 19,939 11.0
---- --------- ---- --------- ----
13 54,697 30.2 34,505 19.0
02/03/09 NYME WTI-BRENT CALENDAR SWAP U.S. 2 3,330 4.6 3,546 4.9 72,656
NON U.S. 3 1,770 2.4 9,639 13.3
---- --------- ---- --------- ----
5 5,100 7.0 13,185 18.1
02/03/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 12,312 19.2 11,327 17.6 64,284
NON U.S. 5 1,517 2.4 9,105 14.2
---- --------- ---- --------- ----
7 13,829 21.5 20,432 31.8
02/03/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 11,459 11.4 11,500 11.4 100,453
NON U.S. 4 13,145 13.1 6,175 6.1
---- --------- ---- --------- ----
6 24,604 24.5 17,675 17.6
02/03/09 NYME BRENT-DUBAI SWAP U.S. 2 8,260 25.1 515 1.6 32,974
NON U.S. 4 2,415 7.3 4,270 12.9
---- --------- ---- --------- ----
6 10,675 32.4 4,785 14.5
02/03/09 ICUS COCOA U.S. 1 2,657 2.2 276 0.2 123,557
NON U.S. 9 6,751 5.5 6,318 5.1
---- --------- ---- --------- ----
10 9,408 7.6 6,594 5.3
02/03/09 NYME PALLADIUM U.S. 3 0 0.0 1,693 13.6 12,423
NON U.S. 11 496 4.0 862 6.9
---- --------- ---- --------- ----
14 496 4.0 2,555 20.6
02/03/09 NYME PLATINUM U.S. 2 0 0.0 457 2.4 18,927
NON U.S. 10 1,720 9.1 1,369 7.2
---- --------- ---- --------- ----
12 1,720 9.1 1,826 9.6
02/03/09 ICUS SUGAR NO. 11 U.S. 2 9,234 1.4 14,563 2.2 673,225
NON U.S. 12 55,379 8.2 46,243 6.9
---- --------- ---- --------- ----
14 64,613 9.6 60,806 9.0
02/03/09 ICUS COFFEE C U.S. 1 1,252 0.9 0 0.0 137,744
NON U.S. 16 11,912 8.6 9,960 7.2
---- --------- ---- --------- ----
17 13,164 9.6 9,960 7.2
02/03/09 CMX SILVER U.S. 2 0 0.0 27,189 29.0 93,813
NON U.S. 13 8,416 9.0 1,871 2.0
---- --------- ---- --------- ----
15 8,416 9.0 29,060 31.0
02/03/09 CMX COPPER-GRADE #1 U.S. 2 2,113 2.4 0 0.0 87,299
NON U.S. 14 13,321 15.3 6,547 7.5
---- --------- ---- --------- ----
16 15,434 17.7 6,547 7.5
02/03/09 CMX GOLD U.S. 3 3,629 1.0 111,190 32.1 346,288
NON U.S. 23 33,434 9.7 42,335 12.2
---- --------- ---- --------- ----
26 37,063 10.7 153,525 44.3
02/03/09 CME RUSSIAN RUBLE NON U.S. 8 10,773 75.0 10,449 72.7 14,372
02/03/09 CME CANADIAN DOLLAR U.S. 2 475 0.7 1,627 2.4 67,011
NON U.S. 4 6,319 9.4 12,483 18.6
---- --------- ---- --------- ----
6 6,794 10.1 14,110 21.1
02/03/09 CME BRITISH POUND STERLING U.S. 4 2,539 3.0 1,267 1.5 83,589
NON U.S. 3 16,511 19.8 881 1.1
---- --------- ---- --------- ----
7 19,050 22.8 2,148 2.6
02/03/09 CME JAPANESE YEN U.S. 3 1,611 1.4 8,583 7.3 117,069
NON U.S. 7 6,276 5.4 25,425 21.7
---- --------- ---- --------- ----
10 7,887 6.7 34,008 29.0
02/03/09 CME EURO FX U.S. 3 2,250 1.5 25,778 17.7 145,456
NON U.S. 13 23,042 15.8 12,150 8.4
---- --------- ---- --------- ----
16 25,292 17.4 37,928 26.1
02/03/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 1,596 0.9 1,085 0.6 180,933
NON U.S. 8 11,130 6.2 1,599 0.9
---- --------- ---- --------- ----
11 12,726 7.0 2,684 1.5
02/03/09 CME NEW ZEALAND DOLLAR U.S. 2 617 4.8 0 0.0 12,945
NON U.S. 3 1,187 9.2 143 1.1
---- --------- ---- --------- ----
5 1,804 13.9 143 1.1
02/03/09 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 337 1.8 0 0.0 18,646
NON U.S. 5 2,914 15.6 218 1.2
---- --------- ---- --------- ----
6 3,251 17.4 218 1.2
02/03/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 625 0.8 610 0.8 77,440
NON U.S. 8 3,350 4.3 1,949 2.5
---- --------- ---- --------- ----
10 3,975 5.1 2,559 3.3
02/03/09 CME 3-MONTH EURODOLLARS U.S. 9 381,822 5.6 1,188,837 17.6 6,768,864
NON U.S. 47 1,173,511 17.3 1,254,974 18.5
---- --------- ---- --------- ----
56 1,555,333 23.0 2,443,811 36.1
02/03/09 CME S&P 500 STOCK INDEX U.S. 4 3,841 0.7 2,335 0.4 559,974
NON U.S. 18 7,579 1.4 41,924 7.5
---- --------- ---- --------- ----
22 11,420 2.0 44,259 7.9
02/03/09 CME E-MINI S&P 500 STOCK INDEX U.S. 5 12,176 0.5 547 0.0 2,681,609
NON U.S. 40 71,062 2.6 177,267 6.6
---- --------- ---- --------- ----
45 83,238 3.1 177,814 6.6
02/03/09 CME NASDAQ-100 STOCK INDEX U.S. 2 511 1.9 730 2.8 26,224
NON U.S. 3 3,944 15.0 451 1.7
---- --------- ---- --------- ----
5 4,455 17.0 1,181 4.5
02/03/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 3 1,507 0.6 487 0.2 257,135
NON U.S. 18 9,805 3.8 9,303 3.6
---- --------- ---- --------- ----
21 11,312 4.4 9,790 3.8
02/03/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 4 4,498 1.1 6,675 1.6 406,443
NON U.S. 11 2,338 0.6 7,040 1.7
---- --------- ---- --------- ----
15 6,836 1.7 13,715 3.4
02/03/09 CME NIKKEI STOCK AVERAGE NON U.S. 11 5,945 15.8 3,055 8.1 37,574
02/03/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 2 660 1.4 0 0.0 47,696
NON U.S. 11 2,509 5.3 14,733 30.9
---- --------- ---- --------- ----
13 3,169 6.6 14,733 30.9
02/03/09 CME 3-MO. EUROYEN TIBOR U.S. 1 3,000 41.4 0 0.0 7,246
NON U.S. 8 2,567 35.4 1,032 14.2
---- --------- ---- --------- ----
9 5,567 76.8 1,032 14.2
02/03/09 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 425 3.8 425 3.8 11,205
NON U.S. 4 1,625 14.5 1,075 9.6
---- --------- ---- --------- ----
6 2,050 18.3 1,500 13.4
02/03/09 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 547 2.5 2,335 10.8 21,528
NON U.S. 4 384 1.8 5,793 26.9
---- --------- ---- --------- ----
6 931 4.3 8,128 37.8
02/03/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 2 667 3.7 480 2.7 17,858
NON U.S. 3 276 1.5 2,643 14.8
---- --------- ---- --------- ----
5 943 5.3 3,123 17.5
02/03/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,308 6.9 2,610 5.4 48,088
NON U.S. 4 5,543 11.5 3,591 7.5
---- --------- ---- --------- ----
6 8,851 18.4 6,201 12.9