BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
07/07/09 CBT WHEAT U.S. 1 3,968 1.3 0 0.0 314,571
NON U.S. 16 44,471 14.1 7,766 2.5
---- --------- ---- --------- ----
17 48,439 15.4 7,766 2.5
07/07/09 KCBT WHEAT U.S. 2 738 0.8 339 0.4 88,721
NON U.S. 4 3,482 3.9 290 0.3
---- --------- ---- --------- ----
6 4,220 4.8 629 0.7
07/07/09 CBT CORN U.S. 2 7,584 0.8 88 0.0 898,787
NON U.S. 13 68,599 7.6 7,192 0.8
---- --------- ---- --------- ----
15 76,183 8.5 7,280 0.8
07/07/09 CBT SOYBEANS U.S. 1 4,322 1.0 1,390 0.3 428,415
NON U.S. 12 26,428 6.2 3,593 0.8
---- --------- ---- --------- ----
13 30,750 7.2 4,983 1.2
07/07/09 CBT SOYBEAN OIL U.S. 1 4,433 1.8 0 0.0 241,139
NON U.S. 5 14,094 5.8 6,679 2.8
---- --------- ---- --------- ----
6 18,527 7.7 6,679 2.8
07/07/09 CBT U.S. TREASURY BONDS U.S. 5 12,658 1.8 21,666 3.0 719,075
NON U.S. 5 4,211 0.6 6,724 0.9
---- --------- ---- --------- ----
10 16,869 2.3 28,390 3.9
07/07/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 8,861 3.1 540 0.2 282,187
NON U.S. 4 10,486 3.7 1,469 0.5
---- --------- ---- --------- ----
7 19,347 6.9 2,009 0.7
07/07/09 NYME NATURAL GAS U.S. 3 26,373 3.6 19,116 2.6 739,142
NON U.S. 15 63,281 8.6 20,725 2.8
---- --------- ---- --------- ----
18 89,654 12.1 39,841 5.4
07/07/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 11,102 12.9 533 0.6 86,390
NON U.S. 3 1,018 1.2 8,240 9.5
---- --------- ---- --------- ----
5 12,120 14.0 8,773 10.2
07/07/09 CBT SOYBEAN MEAL NON U.S. 5 3,161 1.8 443 0.2 180,490
07/07/09 CME 1-MONTH LIBOR RATE U.S. 5 13,197 32.5 1,406 3.5 40,601
NON U.S. 6 6,764 16.7 3,481 8.6
---- --------- ---- --------- ----
11 19,961 49.2 4,887 12.0
07/07/09 ICUS COTTON NO. 2 U.S. 1 5,188 4.6 43 0.0 113,267
NON U.S. 8 14,669 13.0 1,158 1.0
---- --------- ---- --------- ----
9 19,857 17.5 1,201 1.1
07/07/09 NYME ALBERTA BASIS SWAP U.S. 2 760 2.8 368 1.4 27,126
NON U.S. 5 400 1.5 6,581 24.3
---- --------- ---- --------- ----
7 1,160 4.3 6,949 25.6
07/07/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 2,882 1.3 4,536 2.1 216,886
NON U.S. 2 2,601 1.2 20,823 9.6
---- --------- ---- --------- ----
5 5,483 2.5 25,359 11.7
07/07/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 2,412 1.6 17,237 11.6 148,225
NON U.S. 3 10,091 6.8 15,744 10.6
---- --------- ---- --------- ----
6 12,503 8.4 32,981 22.3
07/07/09 NYME PANHANDLE BASIS SWAP U.S. 3 13,953 5.3 11,651 4.4 263,784
NON U.S. 3 2,018 0.8 28,117 10.7
---- --------- ---- --------- ----
6 15,971 6.1 39,768 15.1
07/07/09 NYME SOCAL BASIS SWAP U.S. 3 9,098 10.2 9,361 10.5 89,072
NON U.S. 4 18,864 21.2 800 0.9
---- --------- ---- --------- ----
7 27,962 31.4 10,161 11.4
07/07/09 NYME HENRY HUB SWAP U.S. 4 125,568 4.4 306,539 10.7 2,877,611
NON U.S. 7 91,499 3.2 225,583 7.8
---- --------- ---- --------- ----
11 217,067 7.5 532,122 18.5
07/07/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 102,607 9.4 62,265 5.7 1,090,445
NON U.S. 7 64,308 5.9 49,213 4.5
---- --------- ---- --------- ----
9 166,915 15.3 111,478 10.2
07/07/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 24,043 4.1 11,357 1.9 585,200
NON U.S. 14 249 0.0 35,863 6.1
---- --------- ---- --------- ----
18 24,292 4.2 47,220 8.1
07/07/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 7,211 0.7 30,867 2.9 1,049,038
NON U.S. 23 15,497 1.5 31,392 3.0
---- --------- ---- --------- ----
28 22,708 2.2 62,259 5.9
07/07/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 9,155 1.2 34,099 4.4 779,575
NON U.S. 7 3,207 0.4 9,877 1.3
---- --------- ---- --------- ----
12 12,362 1.6 43,976 5.6
07/07/09 CBT 30-DAY FEDERAL FUNDS U.S. 3 40,714 10.8 32,561 8.6 377,081
NON U.S. 17 39,602 10.5 55,729 14.8
---- --------- ---- --------- ----
20 80,316 21.3 88,290 23.4
07/07/09 CME LEAN HOGS U.S. 1 2,165 1.6 0 0.0 133,709
NON U.S. 7 11,110 8.3 1,455 1.1
---- --------- ---- --------- ----
8 13,275 9.9 1,455 1.1
07/07/09 CME LIVE CATTLE U.S. 2 2,680 1.2 602 0.3 216,834
NON U.S. 9 12,447 5.7 512 0.2
---- --------- ---- --------- ----
11 15,127 7.0 1,114 0.5
07/07/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 31,047 2.7 61,676 5.3 1,162,597
NON U.S. 25 86,030 7.4 63,658 5.5
---- --------- ---- --------- ----
28 117,077 10.1 125,334 10.8
07/07/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 15,901 7.5 18,185 8.5 213,194
NON U.S. 6 17,551 8.2 21,807 10.2
---- --------- ---- --------- ----
10 33,452 15.7 39,992 18.8
07/07/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 27,630 15.9 14,349 8.3 173,659
NON U.S. 5 11,668 6.7 4,957 2.9
---- --------- ---- --------- ----
8 39,298 22.6 19,306 11.1
07/07/09 NYME WTI-BRENT CALENDAR SWAP U.S. 3 4,170 7.6 4,371 7.9 54,993
NON U.S. 2 1,080 2.0 1,275 2.3
---- --------- ---- --------- ----
5 5,250 9.5 5,646 10.3
07/07/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 7,200 13.1 13,866 25.2 55,014
NON U.S. 3 30 0.1 3,135 5.7
---- --------- ---- --------- ----
5 7,230 13.1 17,001 30.9
07/07/09 ICUS COCOA U.S. 1 602 0.6 0 0.0 107,985
NON U.S. 6 4,327 4.0 4,595 4.3
---- --------- ---- --------- ----
7 4,929 4.6 4,595 4.3
07/07/09 NYME PALLADIUM U.S. 3 0 0.0 3,453 20.5 16,819
NON U.S. 9 915 5.4 1,091 6.5
---- --------- ---- --------- ----
12 915 5.4 4,544 27.0
07/07/09 NYME PLATINUM U.S. 3 32 0.1 1,152 5.2 21,965
NON U.S. 9 1,984 9.0 1,706 7.8
---- --------- ---- --------- ----
12 2,016 9.2 2,858 13.0
07/07/09 ICUS SUGAR NO. 11 U.S. 2 12,990 1.8 19,772 2.8 715,138
NON U.S. 12 50,588 7.1 42,504 5.9
---- --------- ---- --------- ----
14 63,578 8.9 62,276 8.7
07/07/09 ICUS COFFEE C U.S. 1 1,322 1.2 0 0.0 111,378
NON U.S. 13 9,172 8.2 4,171 3.7
---- --------- ---- --------- ----
14 10,494 9.4 4,171 3.7
07/07/09 CMX SILVER U.S. 2 527 0.5 32,407 32.3 100,376
NON U.S. 12 7,979 7.9 1,210 1.2
---- --------- ---- --------- ----
14 8,506 8.5 33,617 33.5
07/07/09 CMX COPPER-GRADE #1 U.S. 2 5,476 5.3 0 0.0 102,426
NON U.S. 10 5,238 5.1 9,062 8.8
---- --------- ---- --------- ----
12 10,714 10.5 9,062 8.8
07/07/09 CMX GOLD U.S. 3 528 0.1 116,895 31.3 372,985
NON U.S. 22 25,425 6.8 36,250 9.7
---- --------- ---- --------- ----
25 25,953 7.0 153,145 41.1
07/07/09 CME RUSSIAN RUBLE U.S. 1 218 1.3 0 0.0 16,969
NON U.S. 4 3,069 18.1 10,485 61.8
---- --------- ---- --------- ----
5 3,287 19.4 10,485 61.8
07/07/09 CME CANADIAN DOLLAR U.S. 3 478 0.6 4,822 6.0 80,191
NON U.S. 5 5,942 7.4 22,095 27.6
---- --------- ---- --------- ----
8 6,420 8.0 26,917 33.6
07/07/09 CME MEXICAN PESO U.S. 2 387 0.6 5,600 9.0 61,934
NON U.S. 7 1,880 3.0 16,369 26.4
---- --------- ---- --------- ----
9 2,267 3.7 21,969 35.5
07/07/09 CME BRITISH POUND STERLING U.S. 2 545 0.6 5,724 6.6 87,303
NON U.S. 3 9,265 10.6 12,303 14.1
---- --------- ---- --------- ----
5 9,810 11.2 18,027 20.6
07/07/09 CME JAPANESE YEN U.S. 3 1,000 1.1 10,405 11.6 89,956
NON U.S. 7 10,826 12.0 30,285 33.7
---- --------- ---- --------- ----
10 11,826 13.1 40,690 45.2
07/07/09 CME EURO FX U.S. 2 720 0.6 10,304 8.3 124,035
NON U.S. 13 11,914 9.6 11,280 9.1
---- --------- ---- --------- ----
15 12,634 10.2 21,584 17.4
07/07/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 3,780 1.9 661 0.3 196,234
NON U.S. 8 7,848 4.0 1,068 0.5
---- --------- ---- --------- ----
11 11,628 5.9 1,729 0.9
07/07/09 CME NEW ZEALAND DOLLAR U.S. 3 508 2.3 540 2.5 21,694
NON U.S. 3 1,711 7.9 2,737 12.6
---- --------- ---- --------- ----
6 2,219 10.2 3,277 15.1
07/07/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 818 1.5 672 1.2 56,317
NON U.S. 7 3,155 5.6 5,667 10.1
---- --------- ---- --------- ----
9 3,973 7.1 6,339 11.3
07/07/09 CME 3-MONTH EURODOLLARS U.S. 9 667,936 10.4 709,345 11.1 6,414,640
NON U.S. 41 573,815 8.9 1,194,560 18.6
---- --------- ---- --------- ----
50 1,241,751 19.4 1,903,905 29.7
07/07/09 CME S&P 500 STOCK INDEX U.S. 3 1,071 0.3 4,945 1.3 388,840
NON U.S. 16 8,460 2.2 13,901 3.6
---- --------- ---- --------- ----
19 9,531 2.5 18,846 4.8
07/07/09 CME E-MINI S&P 500 STOCK INDEX U.S. 5 9,934 0.4 8,918 0.4 2,411,917
NON U.S. 39 133,779 5.5 96,866 4.0
---- --------- ---- --------- ----
44 143,713 6.0 105,784 4.4
07/07/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 3 2,970 1.2 1,486 0.6 247,976
NON U.S. 19 11,922 4.8 6,670 2.7
---- --------- ---- --------- ----
22 14,892 6.0 8,156 3.3
07/07/09 CME AUSTRALIAN DOLLAR U.S. 2 4 0.0 20,763 24.0 86,620
NON U.S. 3 0 0.0 16,326 18.8
---- --------- ---- --------- ----
5 4 0.0 37,089 42.8
07/07/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 3 770 0.2 6,271 1.8 358,336
NON U.S. 7 2,090 0.6 2,266 0.6
---- --------- ---- --------- ----
10 2,860 0.8 8,537 2.4
07/07/09 CME NIKKEI STOCK AVERAGE U.S. 1 706 2.7 0 0.0 26,249
NON U.S. 5 1,143 4.4 965 3.7
---- --------- ---- --------- ----
6 1,849 7.0 965 3.7
07/07/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 1 200 0.6 0 0.0 34,618
NON U.S. 8 866 2.5 5,819 16.8
---- --------- ---- --------- ----
9 1,066 3.1 5,819 16.8
07/07/09 CME E-MINI MSCI EMERGING MARKETS NON U.S. 5 840 5.6 249 1.7 15,067
07/07/09 ICUS EURO FX/JAPANESE YEN - SMALL U.S. 2 0 0.0 897 12.0 7,482
NON U.S. 3 1,850 24.7 1,800 24.1
---- --------- ---- --------- ----
5 1,850 24.7 2,697 36.0
07/07/09 CME E-MINI S&P 400 STOCK INDEX U.S. 2 1,241 1.2 0 0.0 101,318
NON U.S. 3 688 0.7 395 0.4
---- --------- ---- --------- ----
5 1,929 1.9 395 0.4
07/07/09 CME 3-MO. EUROYEN TIBOR U.S. 1 0 0.0 522 12.0 4,336
NON U.S. 6 4,099 94.5 3,080 71.0
---- --------- ---- --------- ----
7 4,099 94.5 3,602 83.1
07/07/09 NYME GASOIL CRACK SPR SWAP U.S. 2 4,124 6.9 1,095 1.8 59,367
NON U.S. 3 1,765 3.0 3,175 5.3
---- --------- ---- --------- ----
5 5,889 9.9 4,270 7.2