BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
06/02/09 CBT WHEAT U.S. 2 2,410 0.7 235 0.1 346,018
NON U.S. 17 54,282 15.7 8,349 2.4
---- --------- ---- --------- ----
19 56,692 16.4 8,584 2.5
06/02/09 KCBT WHEAT U.S. 2 1,062 1.2 335 0.4 87,022
NON U.S. 6 3,546 4.1 531 0.6
---- --------- ---- --------- ----
8 4,608 5.3 866 1.0
06/02/09 CBT CORN U.S. 1 6,919 0.7 88 0.0 979,982
NON U.S. 15 86,164 8.8 5,985 0.6
---- --------- ---- --------- ----
16 93,083 9.5 6,073 0.6
06/02/09 CBT SOYBEANS U.S. 1 3,177 0.7 155 0.0 447,013
NON U.S. 14 39,229 8.8 3,658 0.8
---- --------- ---- --------- ----
15 42,406 9.5 3,813 0.9
06/02/09 CBT SOYBEAN OIL U.S. 1 3,103 1.3 0 0.0 237,224
NON U.S. 8 19,534 8.2 5,411 2.3
---- --------- ---- --------- ----
9 22,637 9.5 5,411 2.3
06/02/09 CBT U.S. TREASURY BONDS U.S. 5 3,792 0.5 26,438 3.5 755,603
NON U.S. 11 46,096 6.1 130,094 17.2
---- --------- ---- --------- ----
16 49,888 6.6 156,532 20.7
06/02/09 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 1,526 3.8 5,296 13.2 39,971
NON U.S. 3 2,753 6.9 9,000 22.5
---- --------- ---- --------- ----
5 4,279 10.7 14,296 35.8
06/02/09 NYME NY RES FUEL 1.0% SULFUR SWAP U.S. 2 2,030 8.7 410 1.8 23,352
NON U.S. 3 1,165 5.0 150 0.6
---- --------- ---- --------- ----
5 3,195 13.7 560 2.4
06/02/09 NYME EUR 3.5% FUEL OIL RTD CAL SWAP U.S. 2 890 8.2 245 2.3 10,887
NON U.S. 3 2,053 18.9 241 2.2
---- --------- ---- --------- ----
5 2,943 27.0 486 4.5
06/02/09 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,498 18.7 191 2.4 8,003
NON U.S. 3 724 9.0 20 0.2
---- --------- ---- --------- ----
5 2,222 27.8 211 2.6
06/02/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 8,053 3.0 1,172 0.4 267,770
NON U.S. 6 23,460 8.8 5,919 2.2
---- --------- ---- --------- ----
9 31,513 11.8 7,091 2.6
06/02/09 NYME SING GASOIL SWAP U.S. 2 2,175 10.7 425 2.1 20,261
NON U.S. 4 2,896 14.3 1,378 6.8
---- --------- ---- --------- ----
6 5,071 25.0 1,803 8.9
06/02/09 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 2 745 3.5 713 3.3 21,360
NON U.S. 4 2,795 13.1 4,350 20.4
---- --------- ---- --------- ----
6 3,540 16.6 5,063 23.7
06/02/09 NYME UP DOWN GC ULSD VS HO SPR SWAP U.S. 2 586 1.7 187 0.5 34,729
NON U.S. 3 1,193 3.4 5,504 15.8
---- --------- ---- --------- ----
5 1,779 5.1 5,691 16.4
06/02/09 NYME NATURAL GAS U.S. 3 25,247 3.7 18,495 2.7 682,815
NON U.S. 12 55,756 8.2 28,855 4.2
---- --------- ---- --------- ----
15 81,003 11.9 47,350 6.9
06/02/09 NYME TCO BASIS SWAP U.S. 2 14,163 15.0 4,031 4.3 94,523
NON U.S. 3 4,928 5.2 10,204 10.8
---- --------- ---- --------- ----
5 19,091 20.2 14,235 15.1
06/02/09 NYME PG&E CITYGATE BASIS SWAP U.S. 2 301 1.2 476 2.0 24,366
NON U.S. 3 703 2.9 3,623 14.9
---- --------- ---- --------- ----
5 1,004 4.1 4,099 16.8
06/02/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 11,630 13.4 626 0.7 86,503
NON U.S. 4 5,905 6.8 8,687 10.0
---- --------- ---- --------- ----
6 17,535 20.3 9,313 10.8
06/02/09 NYME CIG BASIS SWAP U.S. 2 68 0.2 630 2.0 31,971
NON U.S. 3 0 0.0 13,538 42.3
---- --------- ---- --------- ----
5 68 0.2 14,168 44.3
06/02/09 NYME CENTERPOINT BASIS SWAP U.S. 2 0 0.0 6,840 11.2 61,150
NON U.S. 3 0 0.0 10,672 17.5
---- --------- ---- --------- ----
5 0 0.0 17,512 28.6
06/02/09 CBT SOYBEAN MEAL NON U.S. 5 1,969 1.1 919 0.5 186,752
06/02/09 CME 1-MONTH LIBOR RATE U.S. 4 2,885 10.5 2,280 8.3 27,415
NON U.S. 5 7,984 29.1 2,188 8.0
---- --------- ---- --------- ----
9 10,869 39.6 4,468 16.3
06/02/09 ICUS COTTON NO. 2 U.S. 1 5,065 3.7 45 0.0 135,433
NON U.S. 9 22,016 16.3 5,821 4.3
---- --------- ---- --------- ----
10 27,081 20.0 5,866 4.3
06/02/09 NYME ALBERTA BASIS SWAP U.S. 2 760 2.4 492 1.6 31,145
NON U.S. 6 1,593 5.1 9,227 29.6
---- --------- ---- --------- ----
8 2,353 7.6 9,719 31.2
06/02/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 2,913 1.3 3,589 1.6 217,895
NON U.S. 3 8,057 3.7 28,009 12.9
---- --------- ---- --------- ----
6 10,970 5.0 31,598 14.5
06/02/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 4 2,597 1.7 17,637 11.4 155,130
NON U.S. 4 40,689 26.2 17,325 11.2
---- --------- ---- --------- ----
8 43,286 27.9 34,962 22.5
06/02/09 NYME PANHANDLE BASIS SWAP U.S. 3 15,101 5.6 11,520 4.3 267,510
NON U.S. 4 5,782 2.2 44,193 16.5
---- --------- ---- --------- ----
7 20,883 7.8 55,713 20.8
06/02/09 NYME SOCAL BASIS SWAP U.S. 3 9,991 10.5 9,683 10.2 94,883
NON U.S. 5 22,373 23.6 16,352 17.2
---- --------- ---- --------- ----
8 32,364 34.1 26,035 27.4
06/02/09 NYME HENRY HUB GAS SWAP U.S. 4 125,760 4.2 291,034 9.7 3,009,684
NON U.S. 9 178,158 5.9 326,090 10.8
---- --------- ---- --------- ----
13 303,918 10.1 617,124 20.5
06/02/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 91,660 7.9 65,254 5.6 1,157,644
NON U.S. 8 104,347 9.0 115,559 10.0
---- --------- ---- --------- ----
10 196,007 16.9 180,813 15.6
06/02/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 32,810 6.5 9,607 1.9 503,527
NON U.S. 13 11,468 2.3 30,849 6.1
---- --------- ---- --------- ----
18 44,278 8.8 40,456 8.0
06/02/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 12,006 1.0 22,202 1.9 1,159,731
NON U.S. 23 38,430 3.3 40,352 3.5
---- --------- ---- --------- ----
28 50,436 4.3 62,554 5.4
06/02/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 3,699 0.5 39,260 5.2 755,877
NON U.S. 8 16,941 2.2 14,213 1.9
---- --------- ---- --------- ----
13 20,640 2.7 53,473 7.1
06/02/09 CBT 30-DAY FEDERAL FUNDS U.S. 4 31,370 8.4 27,286 7.3 374,046
NON U.S. 13 43,934 11.7 43,282 11.6
---- --------- ---- --------- ----
17 75,304 20.1 70,568 18.9
06/02/09 CME LEAN HOGS U.S. 1 1,546 1.1 109 0.1 140,566
NON U.S. 8 16,300 11.6 2,927 2.1
---- --------- ---- --------- ----
9 17,846 12.7 3,036 2.2
06/02/09 CME LIVE CATTLE U.S. 2 2,434 1.2 669 0.3 207,951
NON U.S. 8 21,176 10.2 1,008 0.5
---- --------- ---- --------- ----
10 23,610 11.4 1,677 0.8
06/02/09 CME FEEDER CATTLE U.S. 1 257 1.1 0 0.0 22,440
NON U.S. 5 933 4.2 181 0.8
---- --------- ---- --------- ----
6 1,190 5.3 181 0.8
06/02/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 26,754 2.2 59,715 5.0 1,191,638
NON U.S. 28 176,319 14.8 92,464 7.8
---- --------- ---- --------- ----
31 203,073 17.0 152,179 12.8
06/02/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 18,353 8.8 13,070 6.3 208,769
NON U.S. 7 29,576 14.2 32,914 15.8
---- --------- ---- --------- ----
11 47,929 23.0 45,984 22.0
06/02/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 14,675 22.8 150 0.2 64,375
NON U.S. 4 4,240 6.6 2,500 3.9
---- --------- ---- --------- ----
6 18,915 29.4 2,650 4.1
06/02/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 32,993 18.3 15,253 8.5 179,986
NON U.S. 7 24,905 13.8 20,332 11.3
---- --------- ---- --------- ----
10 57,898 32.2 35,585 19.8
06/02/09 NYME WTI-BRENT CALENDAR SWAP U.S. 3 4,185 7.0 4,531 7.6 59,940
NON U.S. 4 4,444 7.4 8,307 13.9
---- --------- ---- --------- ----
7 8,629 14.4 12,838 21.4
06/02/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 7,435 12.9 14,046 24.3 57,839
NON U.S. 5 300 0.5 7,536 13.0
---- --------- ---- --------- ----
7 7,735 13.4 21,582 37.3
06/02/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 8,658 8.0 12,016 11.1 108,733
NON U.S. 4 5,426 5.0 4,832 4.4
---- --------- ---- --------- ----
6 14,084 13.0 16,848 15.5
06/02/09 NYME BRENT-DUBAI SWAP U.S. 2 14,155 36.8 400 1.0 38,441
NON U.S. 4 2,555 6.6 3,595 9.4
---- --------- ---- --------- ----
6 16,710 43.5 3,995 10.4
06/02/09 ICUS COCOA U.S. 1 556 0.5 50 0.0 119,409
NON U.S. 10 7,187 6.0 5,012 4.2
---- --------- ---- --------- ----
11 7,743 6.5 5,062 4.2
06/02/09 NYME PALLADIUM U.S. 3 113 0.7 3,330 20.6 16,129
NON U.S. 11 919 5.7 1,210 7.5
---- --------- ---- --------- ----
14 1,032 6.4 4,540 28.1
06/02/09 NYME PLATINUM U.S. 3 25 0.1 303 1.3 23,162
NON U.S. 12 3,677 15.9 1,266 5.5
---- --------- ---- --------- ----
15 3,702 16.0 1,569 6.8
06/02/09 ICUS SUGAR NO. 11 U.S. 2 9,742 1.3 19,357 2.5 772,821
NON U.S. 13 67,819 8.8 53,290 6.9
---- --------- ---- --------- ----
15 77,561 10.0 72,647 9.4
06/02/09 ICUS COFFEE C U.S. 1 1,262 0.9 0 0.0 144,634
NON U.S. 16 15,769 10.9 7,475 5.2
---- --------- ---- --------- ----
17 17,031 11.8 7,475 5.2
06/02/09 CMX SILVER U.S. 2 25 0.0 27,503 26.2 104,986
NON U.S. 12 9,285 8.8 4,007 3.8
---- --------- ---- --------- ----
14 9,310 8.9 31,510 30.0
06/02/09 CMX COPPER-GRADE #1 U.S. 2 4,437 4.0 0 0.0 111,357
NON U.S. 12 15,766 14.2 9,680 8.7
---- --------- ---- --------- ----
14 20,203 18.1 9,680 8.7
06/02/09 CMX GOLD U.S. 3 1,467 0.4 124,577 31.9 391,057
NON U.S. 21 28,443 7.3 32,521 8.3
---- --------- ---- --------- ----
24 29,910 7.6 157,098 40.2
06/02/09 CME RUSSIAN RUBLE U.S. 2 291 2.1 1,500 10.8 13,937
NON U.S. 8 5,564 39.9 6,366 45.7
---- --------- ---- --------- ----
10 5,855 42.0 7,866 56.4
06/02/09 CME CANADIAN DOLLAR U.S. 3 981 1.1 21,210 23.4 90,613
NON U.S. 3 11,616 12.8 11,590 12.8
---- --------- ---- --------- ----
6 12,597 13.9 32,800 36.2
06/02/09 CME SWISS FRANC U.S. 2 825 1.9 279 0.7 42,429
NON U.S. 4 1,657 3.9 23,904 56.3
---- --------- ---- --------- ----
6 2,482 5.8 24,183 57.0
06/02/09 CME MEXICAN PESO U.S. 3 0 0.0 14,961 29.4 50,823
NON U.S. 7 7,287 14.3 21,294 41.9
---- --------- ---- --------- ----
10 7,287 14.3 36,255 71.3
06/02/09 CME BRITISH POUND STERLING U.S. 4 12,707 12.8 1,123 1.1 99,293
NON U.S. 4 12,457 12.5 18,762 18.9
---- --------- ---- --------- ----
8 25,164 25.3 19,885 20.0
06/02/09 CME JAPANESE YEN U.S. 4 17,415 18.0 6,689 6.9 96,969
NON U.S. 7 8,022 8.3 31,895 32.9
---- --------- ---- --------- ----
11 25,437 26.2 38,584 39.8
06/02/09 CME EURO FX U.S. 4 2,326 1.5 24,006 15.9 151,004
NON U.S. 13 12,540 8.3 28,292 18.7
---- --------- ---- --------- ----
17 14,866 9.8 52,298 34.6
06/02/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 3,053 1.5 857 0.4 210,410
NON U.S. 9 14,095 6.7 1,725 0.8
---- --------- ---- --------- ----
12 17,148 8.1 2,582 1.2
06/02/09 CME NEW ZEALAND DOLLAR U.S. 4 800 2.9 6,603 24.2 27,273
NON U.S. 4 2,236 8.2 10,665 39.1
---- --------- ---- --------- ----
8 3,036 11.1 17,268 63.3
06/02/09 CME SOUTH AFRICAN RAND U.S. 2 661 15.5 0 0.0 4,255
NON U.S. 3 1,892 44.5 0 0.0
---- --------- ---- --------- ----
5 2,553 60.0 0 0.0
06/02/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,524 2.8 670 1.2 54,148
NON U.S. 9 4,948 9.1 3,262 6.0
---- --------- ---- --------- ----
12 6,472 12.0 3,932 7.3
06/02/09 CME 3-MONTH EURODOLLARS U.S. 10 708,521 10.5 914,608 13.6 6,737,486
NON U.S. 42 914,377 13.6 1,160,202 17.2
---- --------- ---- --------- ----
52 1,622,898 24.1 2,074,810 30.8
06/02/09 CME S&P 500 STOCK INDEX U.S. 3 105 0.0 9,987 2.1 482,591
NON U.S. 13 5,835 1.2 58,796 12.2
---- --------- ---- --------- ----
16 5,940 1.2 68,783 14.3
06/02/09 CME E-MINI S&P 500 STOCK INDEX U.S. 6 21,712 0.8 3,999 0.1 2,757,744
NON U.S. 38 92,575 3.4 127,648 4.6
---- --------- ---- --------- ----
44 114,287 4.1 131,647 4.8
06/02/09 CME NASDAQ-100 STOCK INDEX U.S. 2 1,179 4.5 0 0.0 26,422
NON U.S. 3 270 1.0 860 3.3
---- --------- ---- --------- ----
5 1,449 5.5 860 3.3
06/02/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 3 0 0.0 12,134 4.3 282,867
NON U.S. 23 4,691 1.7 9,712 3.4
---- --------- ---- --------- ----
26 4,691 1.7 21,846 7.7
06/02/09 CME AUSTRALIAN DOLLAR U.S. 4 817 0.9 10,392 11.2 92,940
NON U.S. 3 10,107 10.9 57,813 62.2
---- --------- ---- --------- ----
7 10,924 11.8 68,205 73.4
06/02/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 3 1,367 0.3 6,251 1.5 416,817
NON U.S. 8 7,825 1.9 5,925 1.4
---- --------- ---- --------- ----
11 9,192 2.2 12,176 2.9
06/02/09 CME NIKKEI STOCK AVERAGE U.S. 1 961 3.5 0 0.0 27,311
NON U.S. 7 2,005 7.3 1,075 3.9
---- --------- ---- --------- ----
8 2,966 10.9 1,075 3.9
06/02/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 1 316 0.6 0 0.0 54,693
NON U.S. 11 3,503 6.4 22,703 41.5
---- --------- ---- --------- ----
12 3,819 7.0 22,703 41.5
06/02/09 CME E-MINI MSCI EMERGING MARKETS NON U.S. 5 1,727 13.2 0 0.0 13,110
06/02/09 CBT INTEREST RATE SWAPS 5YR U.S. 1 896 3.3 8,130 29.8 27,259
NON U.S. 4 4,409 16.2 506 1.9
---- --------- ---- --------- ----
5 5,305 19.5 8,636 31.7
06/02/09 NYME SING JET KERO SWAP U.S. 1 142 1.5 112 1.2 9,484
NON U.S. 5 1,200 12.7 558 5.9
---- --------- ---- --------- ----
6 1,342 14.2 670 7.1
06/02/09 CME E-MINI S&P 400 STOCK INDEX U.S. 2 1,291 1.2 0 0.0 106,346
NON U.S. 3 4,466 4.2 0 0.0
---- --------- ---- --------- ----
5 5,757 5.4 0 0.0
06/02/09 CME 3-MO. EUROYEN TIBOR U.S. 1 440 13.5 0 0.0 3,262
NON U.S. 6 1,892 58.0 191 5.9
---- --------- ---- --------- ----
7 2,332 71.5 191 5.9
06/02/09 NYME GULF JET NY HEAT OIL SPR SWAP U.S. 3 1,115 5.0 0 0.0 22,417
NON U.S. 2 3,269 14.6 7 0.0
---- --------- ---- --------- ----
5 4,384 19.6 7 0.0
06/02/09 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 1,620 9.1 875 4.9 17,776
NON U.S. 4 3,530 19.9 1,705 9.6
---- --------- ---- --------- ----
6 5,150 29.0 2,580 14.5
06/02/09 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 426 1.7 3,623 14.2 25,496
NON U.S. 4 1,011 4.0 3,690 14.5
---- --------- ---- --------- ----
6 1,437 5.6 7,313 28.7
06/02/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 1,852 6.9 895 3.3 26,941
NON U.S. 3 930 3.5 2,305 8.6
---- --------- ---- --------- ----
6 2,782 10.3 3,200 11.9
06/02/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,226 5.5 1,932 3.3 58,739
NON U.S. 4 6,217 10.6 5,654 9.6
---- --------- ---- --------- ----
6 9,443 16.1 7,586 12.9