BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
01/06/09 CBT WHEAT U.S. 2 3,667 1.4 3,509 1.3 261,745
NON U.S. 14 43,105 16.5 8,930 3.4
---- --------- ---- --------- ----
16 46,772 17.9 12,439 4.8
01/06/09 KCBT WHEAT U.S. 2 402 0.5 1,031 1.2 84,127
NON U.S. 8 6,197 7.4 1,365 1.6
---- --------- ---- --------- ----
10 6,599 7.8 2,396 2.8
01/06/09 CBT CORN U.S. 3 5,690 0.7 724 0.1 814,872
NON U.S. 15 68,339 8.4 11,029 1.4
---- --------- ---- --------- ----
18 74,029 9.1 11,753 1.4
01/06/09 CBT SOYBEANS U.S. 1 1,980 0.7 85 0.0 283,833
NON U.S. 16 28,712 10.1 5,549 2.0
---- --------- ---- --------- ----
17 30,692 10.8 5,634 2.0
01/06/09 CBT SOYBEAN OIL U.S. 1 3,274 1.6 0 0.0 199,647
NON U.S. 6 12,017 6.0 3,842 1.9
---- --------- ---- --------- ----
7 15,291 7.7 3,842 1.9
01/06/09 CBT U.S. TREASURY BONDS U.S. 2 6,188 0.8 7,042 1.0 737,426
NON U.S. 11 1,427 0.2 79,591 10.8
---- --------- ---- --------- ----
13 7,615 1.0 86,633 11.7
01/06/09 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,082 13.5 36 0.5 7,988
NON U.S. 3 389 4.9 97 1.2
---- --------- ---- --------- ----
5 1,471 18.4 133 1.7
01/06/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 5,421 2.4 1,182 0.5 225,181
NON U.S. 6 19,534 8.7 8,539 3.8
---- --------- ---- --------- ----
9 24,955 11.1 9,721 4.3
01/06/09 NYME NY HARBOR HEATING OIL CAL SWAP U.S. 2 213 0.6 3,045 8.4 36,442
NON U.S. 4 1,803 4.9 3,140 8.6
---- --------- ---- --------- ----
6 2,016 5.5 6,185 17.0
01/06/09 NYME SING GASOIL SWAP U.S. 2 360 2.9 150 1.2 12,594
NON U.S. 4 2,439 19.4 375 3.0
---- --------- ---- --------- ----
6 2,799 22.2 525 4.2
01/06/09 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 75 0.8 150 1.6 9,506
NON U.S. 4 645 6.8 2,595 27.3
---- --------- ---- --------- ----
5 720 7.6 2,745 28.9
01/06/09 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 1 300 1.5 0 0.0 20,366
NON U.S. 4 1,239 6.1 1,960 9.6
---- --------- ---- --------- ----
5 1,539 7.6 1,960 9.6
01/06/09 NYME NATURAL GAS U.S. 3 33,096 4.8 28,995 4.2 686,597
NON U.S. 12 46,762 6.8 31,136 4.5
---- --------- ---- --------- ----
15 79,858 11.6 60,131 8.8
01/06/09 NYME TCO BASIS SWAP U.S. 2 10,668 11.0 735 0.8 97,417
NON U.S. 3 11,727 12.0 10,408 10.7
---- --------- ---- --------- ----
5 22,395 23.0 11,143 11.4
01/06/09 NYME PG&E CITYGATE BASIS SWAP U.S. 2 565 1.0 820 1.4 57,395
NON U.S. 3 881 1.5 10,155 17.7
---- --------- ---- --------- ----
5 1,446 2.5 10,975 19.1
01/06/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,386 15.9 273 0.3 84,303
NON U.S. 5 7,367 8.7 6,341 7.5
---- --------- ---- --------- ----
7 20,753 24.6 6,614 7.8
01/06/09 NYME ANR OK BASIS SWAP U.S. 3 0 0.0 12,409 40.2 30,884
NON U.S. 2 118 0.4 750 2.4
---- --------- ---- --------- ----
5 118 0.4 13,159 42.6
01/06/09 NYME SUMAS BASIS SWAP U.S. 2 124 0.6 577 2.7 21,403
NON U.S. 3 7,619 35.6 703 3.3
---- --------- ---- --------- ----
5 7,743 36.2 1,280 6.0
01/06/09 NYME NGPL MID-CON BASIS SWAP U.S. 1 0 0.0 5,409 5.1 106,774
NON U.S. 4 9,518 8.9 6,012 5.6
---- --------- ---- --------- ----
5 9,518 8.9 11,421 10.7
01/06/09 NYME WAHA BASIS SWAP U.S. 3 1,443 1.7 7,247 8.6 84,110
NON U.S. 2 926 1.1 8,928 10.6
---- --------- ---- --------- ----
5 2,369 2.8 16,175 19.2
01/06/09 NYME CIG BASIS SWAP U.S. 2 0 0.0 701 2.0 34,970
NON U.S. 3 0 0.0 17,249 49.3
---- --------- ---- --------- ----
5 0 0.0 17,950 51.3
01/06/09 NYME CENTERPOINT BASIS SWAP U.S. 3 61 0.1 4,974 8.3 59,910
NON U.S. 4 467 0.8 8,878 14.8
---- --------- ---- --------- ----
7 528 0.9 13,852 23.1
01/06/09 CME 1-MONTH LIBOR RATE U.S. 2 1,158 4.4 6,211 23.5 26,387
NON U.S. 6 6,046 22.9 589 2.2
---- --------- ---- --------- ----
8 7,204 27.3 6,800 25.8
01/06/09 ICUS COTTON NO. 2 U.S. 1 4,412 3.4 1,599 1.2 130,182
NON U.S. 13 18,920 14.5 3,853 3.0
---- --------- ---- --------- ----
14 23,332 17.9 5,452 4.2
01/06/09 NYME ALBERTA BASIS SWAP U.S. 3 1,139 1.5 1,436 1.9 76,632
NON U.S. 6 7,049 9.2 22,661 29.6
---- --------- ---- --------- ----
9 8,188 10.7 24,097 31.4
01/06/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 4 2,630 1.2 2,842 1.3 218,187
NON U.S. 4 11,390 5.2 30,179 13.8
---- --------- ---- --------- ----
8 14,020 6.4 33,021 15.1
01/06/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 4 4,214 2.4 18,184 10.3 176,634
NON U.S. 5 26,709 15.1 20,127 11.4
---- --------- ---- --------- ----
9 30,923 17.5 38,311 21.7
01/06/09 NYME PANHANDLE BASIS SWAP U.S. 4 10,093 3.9 15,054 5.8 257,748
NON U.S. 5 16,188 6.3 32,528 12.6
---- --------- ---- --------- ----
9 26,281 10.2 47,582 18.5
01/06/09 NYME SAN JUAN BASIS SWAP U.S. 2 4,912 11.3 0 0.0 43,658
NON U.S. 4 2,874 6.6 5,788 13.3
---- --------- ---- --------- ----
6 7,786 17.8 5,788 13.3
01/06/09 NYME SOCAL BASIS SWAP U.S. 3 14,535 8.3 9,985 5.7 175,921
NON U.S. 6 33,352 19.0 19,240 10.9
---- --------- ---- --------- ----
9 47,887 27.2 29,225 16.6
01/06/09 NYME HENRY HUB GAS SWAP U.S. 5 141,664 4.4 288,458 9.0 3,222,322
NON U.S. 8 189,966 5.9 346,463 10.8
---- --------- ---- --------- ----
13 331,630 10.3 634,921 19.7
01/06/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 3 87,316 7.5 19,282 1.7 1,161,240
NON U.S. 8 88,589 7.6 34,089 2.9
---- --------- ---- --------- ----
11 175,905 15.1 53,371 4.6
01/06/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 5,306 1.0 11,178 2.2 505,555
NON U.S. 22 33,212 6.6 91,678 18.1
---- --------- ---- --------- ----
25 38,518 7.6 102,856 20.3
01/06/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 5,391 0.5 26,501 2.6 1,038,214
NON U.S. 26 51,256 4.9 41,744 4.0
---- --------- ---- --------- ----
29 56,647 5.5 68,245 6.6
01/06/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 9,854 1.0 31,954 3.2 1,001,906
NON U.S. 19 108,260 10.8 16,312 1.6
---- --------- ---- --------- ----
22 118,114 11.8 48,266 4.8
01/06/09 CBT 30-DAY FEDERAL FUNDS U.S. 3 24,589 6.8 23,574 6.5 363,682
NON U.S. 11 13,232 3.6 105,041 28.9
---- --------- ---- --------- ----
14 37,821 10.4 128,615 35.4
01/06/09 CME LEAN HOGS U.S. 1 2,496 1.6 0 0.0 157,599
NON U.S. 9 14,998 9.5 2,478 1.6
---- --------- ---- --------- ----
10 17,494 11.1 2,478 1.6
01/06/09 CME LIVE CATTLE U.S. 2 2,241 1.0 885 0.4 216,984
NON U.S. 10 21,357 9.8 450 0.2
---- --------- ---- --------- ----
12 23,598 10.9 1,335 0.6
01/06/09 CME FEEDER CATTLE U.S. 2 323 1.6 90 0.4 20,328
NON U.S. 3 836 4.1 0 0.0
---- --------- ---- --------- ----
5 1,159 5.7 90 0.4
01/06/09 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,957 9.3 2,515 7.9 31,757
NON U.S. 4 3,165 10.0 4,533 14.3
---- --------- ---- --------- ----
6 6,122 19.3 7,048 22.2
01/06/09 NYME PJM CAL MONTH OFF PK LMP SWAP U.S. 2 3,744 11.3 2,626 7.9 33,255
NON U.S. 3 1,693 5.1 2,840 8.5
---- --------- ---- --------- ----
5 5,437 16.3 5,466 16.4
01/06/09 NYME MT BELVIEU PROPANE SWAP U.S. 4 265 1.6 1,160 7.1 16,336
NON U.S. 1 1,292 7.9 2,343 14.3
---- --------- ---- --------- ----
5 1,557 9.5 3,503 21.4
01/06/09 NYME CRUDE OIL, LIGHT SWEET U.S. 4 42,549 3.5 57,162 4.7 1,215,189
NON U.S. 24 142,174 11.7 103,126 8.5
---- --------- ---- --------- ----
28 184,723 15.2 160,288 13.2
01/06/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 3 13,800 8.0 9,149 5.3 173,116
NON U.S. 7 15,472 8.9 30,293 17.5
---- --------- ---- --------- ----
10 29,272 16.9 39,442 22.8
01/06/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 6,855 14.0 1,925 3.9 48,934
NON U.S. 4 1,366 2.8 2,525 5.2
---- --------- ---- --------- ----
6 8,221 16.8 4,450 9.1
01/06/09 NYME WTI CRUDE OIL FINANCIAL U.S. 4 24,373 14.5 18,105 10.8 167,999
NON U.S. 8 29,234 17.4 22,474 13.4
---- --------- ---- --------- ----
12 53,607 31.9 40,579 24.2
01/06/09 NYME WTI-BRENT CALENDAR SWAP U.S. 2 4,410 6.0 2,861 3.9 73,106
NON U.S. 4 2,043 2.8 9,771 13.4
---- --------- ---- --------- ----
6 6,453 8.8 12,632 17.3
01/06/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 3 13,256 21.1 13,085 20.8 62,907
NON U.S. 5 1,647 2.6 8,637 13.7
---- --------- ---- --------- ----
8 14,903 23.7 21,722 34.5
01/06/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 3 11,174 11.3 15,240 15.4 99,163
NON U.S. 4 13,367 13.5 5,715 5.8
---- --------- ---- --------- ----
7 24,541 24.7 20,955 21.1
01/06/09 NYME BRENT-DUBAI SWAP U.S. 2 5,425 23.2 450 1.9 23,395
NON U.S. 4 2,550 10.9 3,105 13.3
---- --------- ---- --------- ----
6 7,975 34.1 3,555 15.2
01/06/09 ICUS COCOA U.S. 1 2,721 2.3 0 0.0 118,037
NON U.S. 10 8,001 6.8 6,204 5.3
---- --------- ---- --------- ----
11 10,722 9.1 6,204 5.3
01/06/09 NYME PALLADIUM U.S. 3 0 0.0 1,662 13.7 12,146
NON U.S. 12 474 3.9 1,033 8.5
---- --------- ---- --------- ----
15 474 3.9 2,695 22.2
01/06/09 NYME PLATINUM U.S. 2 0 0.0 389 2.1 18,386
NON U.S. 10 1,705 9.3 1,422 7.7
---- --------- ---- --------- ----
12 1,705 9.3 1,811 9.8
01/06/09 ICUS SUGAR NO. 11 U.S. 2 23,717 3.6 8,456 1.3 666,642
NON U.S. 12 67,418 10.1 45,999 6.9
---- --------- ---- --------- ----
14 91,135 13.7 54,455 8.2
01/06/09 ICUS COFFEE C U.S. 1 613 0.5 0 0.0 127,437
NON U.S. 17 12,069 9.5 8,096 6.4
---- --------- ---- --------- ----
18 12,682 10.0 8,096 6.4
01/06/09 CMX SILVER U.S. 2 56 0.1 24,689 28.4 86,788
NON U.S. 14 8,383 9.7 1,535 1.8
---- --------- ---- --------- ----
16 8,439 9.7 26,224 30.2
01/06/09 CMX COPPER-GRADE #1 U.S. 3 1,861 2.4 0 0.0 76,356
NON U.S. 12 7,866 10.3 1,734 2.3
---- --------- ---- --------- ----
15 9,727 12.7 1,734 2.3
01/06/09 CMX GOLD U.S. 3 2,306 0.7 82,500 25.7 320,391
NON U.S. 21 30,598 9.6 31,970 10.0
---- --------- ---- --------- ----
24 32,904 10.3 114,470 35.7
01/06/09 CME RUSSIAN RUBLE NON U.S. 7 8,185 74.5 8,317 75.7 10,983
01/06/09 CME MEXICAN PESO U.S. 1 0 0.0 172 1.1 16,211
NON U.S. 4 146 0.9 1,546 9.5
---- --------- ---- --------- ----
5 146 0.9 1,718 10.6
01/06/09 CME JAPANESE YEN U.S. 2 500 0.5 6,641 6.0 110,160
NON U.S. 7 6,059 5.5 14,567 13.2
---- --------- ---- --------- ----
9 6,559 6.0 21,208 19.3
01/06/09 CME EURO FX U.S. 3 2,250 1.8 25,576 20.6 123,878
NON U.S. 10 2,785 2.2 20,712 16.7
---- --------- ---- --------- ----
13 5,035 4.1 46,288 37.4
01/06/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 1,149 0.6 1,695 0.9 192,928
NON U.S. 8 13,661 7.1 2,425 1.3
---- --------- ---- --------- ----
12 14,810 7.7 4,120 2.1
01/06/09 NYME RBOB CALENDAR SWAP U.S. 3 477 3.0 753 4.8 15,734
NON U.S. 2 351 2.2 712 4.5
---- --------- ---- --------- ----
5 828 5.3 1,465 9.3
01/06/09 CME NEW ZEALAND DOLLAR U.S. 2 405 4.1 0 0.0 9,970
NON U.S. 3 882 8.8 1,372 13.8
---- --------- ---- --------- ----
5 1,287 12.9 1,372 13.8
01/06/09 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 337 3.3 0 0.0 10,082
NON U.S. 4 2,886 28.6 218 2.2
---- --------- ---- --------- ----
5 3,223 32.0 218 2.2
01/06/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,046 1.7 575 1.0 59,921
NON U.S. 8 2,561 4.3 2,063 3.4
---- --------- ---- --------- ----
11 3,607 6.0 2,638 4.4
01/06/09 CME 3-MONTH EURODOLLARS U.S. 10 517,396 7.8 1,188,334 17.9 6,654,823
NON U.S. 44 1,107,238 16.6 1,096,507 16.5
---- --------- ---- --------- ----
54 1,624,634 24.4 2,284,841 34.3
01/06/09 CME S&P 500 STOCK INDEX U.S. 4 3,401 0.7 1,979 0.4 489,353
NON U.S. 16 9,396 1.9 54,191 11.1
---- --------- ---- --------- ----
20 12,797 2.6 56,170 11.5
01/06/09 CME E-MINI S&P 500 STOCK INDEX U.S. 4 13,537 0.6 62 0.0 2,411,321
NON U.S. 37 58,203 2.4 169,381 7.0
---- --------- ---- --------- ----
41 71,740 3.0 169,443 7.0
01/06/09 CME NASDAQ-100 STOCK INDEX U.S. 2 511 2.5 726 3.5 20,568
NON U.S. 3 2,691 13.1 451 2.2
---- --------- ---- --------- ----
5 3,202 15.6 1,177 5.7
01/06/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 3 1,392 0.6 382 0.2 221,422
NON U.S. 19 10,212 4.6 4,619 2.1
---- --------- ---- --------- ----
22 11,604 5.2 5,001 2.3
01/06/09 CME AUSTRALIAN DOLLAR U.S. 2 1,208 3.2 500 1.3 38,208
NON U.S. 4 499 1.3 7,508 19.7
---- --------- ---- --------- ----
6 1,707 4.5 8,008 21.0
01/06/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 4 4,043 1.0 7,089 1.7 410,290
NON U.S. 11 2,434 0.6 9,984 2.4
---- --------- ---- --------- ----
15 6,477 1.6 17,073 4.2
01/06/09 CME NIKKEI STOCK AVERAGE NON U.S. 10 3,028 9.2 1,397 4.2 32,976
01/06/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 2 881 2.2 0 0.0 40,172
NON U.S. 15 2,719 6.8 9,372 23.3
---- --------- ---- --------- ----
17 3,600 9.0 9,372 23.3
01/06/09 CBT INTEREST RATE SWAPS 5YR U.S. 2 457 0.9 5,382 10.7 50,166
NON U.S. 3 1,397 2.8 0 0.0
---- --------- ---- --------- ----
5 1,854 3.7 5,382 10.7
01/06/09 CME 3-MO. EUROYEN TIBOR U.S. 1 3,000 41.3 0 0.0 7,257
NON U.S. 8 2,747 37.9 225 3.1
---- --------- ---- --------- ----
9 5,747 79.2 225 3.1
01/06/09 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 375 5.1 325 4.4 7,330
NON U.S. 4 1,425 19.4 1,275 17.4
---- --------- ---- --------- ----
6 1,800 24.6 1,600 21.8
01/06/09 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 645 3.3 2,505 12.7 19,750
NON U.S. 4 447 2.3 5,571 28.2
---- --------- ---- --------- ----
6 1,092 5.5 8,076 40.9
01/06/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 933 5.9 705 4.5 15,753
NON U.S. 2 195 1.2 159 1.0
---- --------- ---- --------- ----
5 1,128 7.2 864 5.5
01/06/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,318 8.1 2,940 7.2 40,897
NON U.S. 5 4,143 10.1 2,446 6.0
---- --------- ---- --------- ----
7 7,461 18.2 5,386 13.2