BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
03/03/09 CBT WHEAT U.S. 2 2,804 1.0 2,215 0.8 280,732
NON U.S. 16 38,647 13.8 8,911 3.2
---- --------- ---- --------- ----
18 41,451 14.8 11,126 4.0
03/03/09 KCBT WHEAT U.S. 2 977 1.3 1,316 1.7 77,606
NON U.S. 7 4,120 5.3 483 0.6
---- --------- ---- --------- ----
9 5,097 6.6 1,799 2.3
03/03/09 CBT CORN U.S. 2 5,789 0.8 179 0.0 748,252
NON U.S. 12 60,913 8.1 8,682 1.2
---- --------- ---- --------- ----
14 66,702 8.9 8,861 1.2
03/03/09 CBT SOYBEANS U.S. 1 2,380 0.8 5 0.0 282,295
NON U.S. 14 26,982 9.6 4,033 1.4
---- --------- ---- --------- ----
15 29,362 10.4 4,038 1.4
03/03/09 CBT SOYBEAN OIL U.S. 1 1,895 0.9 0 0.0 207,899
NON U.S. 6 13,030 6.3 5,198 2.5
---- --------- ---- --------- ----
7 14,925 7.2 5,198 2.5
03/03/09 CBT U.S. TREASURY BONDS U.S. 2 5,162 0.7 2,510 0.3 740,494
NON U.S. 13 3,641 0.5 107,317 14.5
---- --------- ---- --------- ----
15 8,803 1.2 109,827 14.8
03/03/09 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 396 1.1 6,615 18.1 36,628
NON U.S. 3 1,883 5.1 11,979 32.7
---- --------- ---- --------- ----
5 2,279 6.2 18,594 50.8
03/03/09 NYME EUR 3.5% FUEL OIL RTD CAL SWAP U.S. 2 942 8.3 301 2.6 11,403
NON U.S. 3 2,436 21.4 148 1.3
---- --------- ---- --------- ----
5 3,378 29.6 449 3.9
03/03/09 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,152 14.3 61 0.8 8,069
NON U.S. 3 521 6.5 158 2.0
---- --------- ---- --------- ----
5 1,673 20.7 219 2.7
03/03/09 NYME SING 180 380 FUEL OIL SPR SWAP U.S. 2 0 0.0 179 6.7 2,664
NON U.S. 3 122 4.6 78 2.9
---- --------- ---- --------- ----
5 122 4.6 257 9.6
03/03/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 6,591 2.6 557 0.2 255,954
NON U.S. 4 17,705 6.9 7,220 2.8
---- --------- ---- --------- ----
6 24,296 9.5 7,777 3.0
03/03/09 NYME HEATING OIL FINANCIAL U.S. 1 10 0.1 956 7.1 13,412
NON U.S. 4 2,130 15.9 2,450 18.3
---- --------- ---- --------- ----
5 2,140 16.0 3,406 25.4
03/03/09 NYME SING GASOIL SWAP U.S. 2 300 1.9 0 0.0 15,850
NON U.S. 4 1,810 11.4 547 3.5
---- --------- ---- --------- ----
6 2,110 13.3 547 3.5
03/03/09 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 305 1.9 339 2.2 15,684
NON U.S. 4 2,625 16.7 4,355 27.8
---- --------- ---- --------- ----
5 2,930 18.7 4,694 29.9
03/03/09 NYME NATURAL GAS U.S. 3 31,544 4.7 27,796 4.1 677,190
NON U.S. 10 42,610 6.3 29,747 4.4
---- --------- ---- --------- ----
13 74,154 11.0 57,543 8.5
03/03/09 NYME TCO BASIS SWAP U.S. 2 12,727 13.0 3,423 3.5 98,215
NON U.S. 3 7,257 7.4 7,974 8.1
---- --------- ---- --------- ----
5 19,984 20.3 11,397 11.6
03/03/09 NYME PG&E CITYGATE BASIS SWAP U.S. 2 301 0.9 584 1.8 32,937
NON U.S. 3 763 2.3 5,778 17.5
---- --------- ---- --------- ----
5 1,064 3.2 6,362 19.3
03/03/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 13,268 15.4 214 0.2 86,084
NON U.S. 4 6,670 7.7 7,668 8.9
---- --------- ---- --------- ----
6 19,938 23.2 7,882 9.2
03/03/09 NYME CIG BASIS SWAP U.S. 2 68 0.2 971 2.9 33,998
NON U.S. 3 0 0.0 16,239 47.8
---- --------- ---- --------- ----
5 68 0.2 17,210 50.6
03/03/09 NYME CENTERPOINT BASIS SWAP U.S. 2 61 0.1 2,222 3.7 59,624
NON U.S. 3 0 0.0 10,650 17.9
---- --------- ---- --------- ----
5 61 0.1 12,872 21.6
03/03/09 CME 1-MONTH LIBOR RATE U.S. 2 3,017 15.5 2,127 10.9 19,456
NON U.S. 3 1,236 6.4 2,838 14.6
---- --------- ---- --------- ----
5 4,253 21.9 4,965 25.5
03/03/09 ICUS COTTON NO. 2 U.S. 1 4,293 3.7 58 0.0 116,082
NON U.S. 11 17,183 14.8 4,830 4.2
---- --------- ---- --------- ----
12 21,476 18.5 4,888 4.2
03/03/09 NYME ALBERTA BASIS SWAP U.S. 2 1,043 2.4 856 1.9 44,247
NON U.S. 6 2,536 5.7 14,933 33.7
---- --------- ---- --------- ----
8 3,579 8.1 15,789 35.7
03/03/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 1,828 0.8 3,467 1.6 222,123
NON U.S. 3 8,878 4.0 26,456 11.9
---- --------- ---- --------- ----
6 10,706 4.8 29,923 13.5
03/03/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 2,057 1.2 16,401 9.9 165,330
NON U.S. 4 25,582 15.5 19,470 11.8
---- --------- ---- --------- ----
7 27,639 16.7 35,871 21.7
03/03/09 NYME PANHANDLE BASIS SWAP U.S. 2 13,917 5.4 9,831 3.8 258,441
NON U.S. 4 11,240 4.3 32,050 12.4
---- --------- ---- --------- ----
6 25,157 9.7 41,881 16.2
03/03/09 NYME SOCAL BASIS SWAP U.S. 2 12,458 10.1 9,359 7.6 122,770
NON U.S. 5 24,534 20.0 15,454 12.6
---- --------- ---- --------- ----
7 36,992 30.1 24,813 20.2
03/03/09 NYME HENRY HUB GAS SWAP U.S. 4 149,251 4.7 289,580 9.1 3,175,272
NON U.S. 7 187,884 5.9 320,345 10.1
---- --------- ---- --------- ----
11 337,135 10.6 609,925 19.2
03/03/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 69,701 6.4 45,921 4.2 1,084,633
NON U.S. 6 80,128 7.4 43,396 4.0
---- --------- ---- --------- ----
8 149,829 13.8 89,317 8.2
03/03/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 4,600 1.0 3,705 0.8 484,160
NON U.S. 23 45,985 9.5 75,363 15.6
---- --------- ---- --------- ----
26 50,585 10.4 79,068 16.3
03/03/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 4,433 0.4 20,947 2.1 996,372
NON U.S. 25 52,497 5.3 69,458 7.0
---- --------- ---- --------- ----
28 56,930 5.7 90,405 9.1
03/03/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 17,931 1.9 17,790 1.8 966,457
NON U.S. 16 71,003 7.3 34,295 3.5
---- --------- ---- --------- ----
19 88,934 9.2 52,085 5.4
03/03/09 CBT 30-DAY FEDERAL FUNDS U.S. 2 17,914 5.1 20,418 5.8 349,588
NON U.S. 9 26,798 7.7 69,399 19.9
---- --------- ---- --------- ----
11 44,712 12.8 89,817 25.7
03/03/09 CME LEAN HOGS U.S. 1 1,944 1.6 0 0.0 118,956
NON U.S. 9 12,157 10.2 3,515 3.0
---- --------- ---- --------- ----
10 14,101 11.9 3,515 3.0
03/03/09 CME LIVE CATTLE U.S. 2 1,754 0.9 692 0.3 202,827
NON U.S. 11 18,773 9.3 1,142 0.6
---- --------- ---- --------- ----
13 20,527 10.1 1,834 0.9
03/03/09 CME RANDOM LENGTH LUMBER NON U.S. 5 1,317 17.0 173 2.2 7,757
03/03/09 CME FEEDER CATTLE U.S. 2 306 1.4 80 0.4 22,192
NON U.S. 4 891 4.0 135 0.6
---- --------- ---- --------- ----
6 1,197 5.4 215 1.0
03/03/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 37,345 3.1 53,364 4.5 1,191,724
NON U.S. 27 170,067 14.3 105,398 8.8
---- --------- ---- --------- ----
30 207,412 17.4 158,762 13.3
03/03/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 21,166 10.7 14,626 7.4 197,705
NON U.S. 7 23,589 11.9 33,302 16.8
---- --------- ---- --------- ----
11 44,755 22.6 47,928 24.2
03/03/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 9,375 17.1 613 1.1 54,866
NON U.S. 4 4,647 8.5 4,787 8.7
---- --------- ---- --------- ----
6 14,022 25.6 5,400 9.8
03/03/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 26,824 14.3 16,810 8.9 187,906
NON U.S. 9 26,403 14.1 20,733 11.0
---- --------- ---- --------- ----
12 53,227 28.3 37,543 20.0
03/03/09 NYME WTI-BRENT CALENDAR SWAP U.S. 2 3,295 4.5 3,621 4.9 73,268
NON U.S. 4 3,042 4.2 10,171 13.9
---- --------- ---- --------- ----
6 6,337 8.6 13,792 18.8
03/03/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 1 9,694 15.5 11,046 17.7 62,580
NON U.S. 5 600 1.0 9,631 15.4
---- --------- ---- --------- ----
6 10,294 16.4 20,677 33.0
03/03/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 10,856 10.8 10,139 10.1 100,287
NON U.S. 4 12,827 12.8 5,420 5.4
---- --------- ---- --------- ----
6 23,683 23.6 15,559 15.5
03/03/09 NYME BRENT-DUBAI SWAP U.S. 2 11,945 32.4 550 1.5 36,900
NON U.S. 4 2,495 6.8 4,060 11.0
---- --------- ---- --------- ----
6 14,440 39.1 4,610 12.5
03/03/09 ICUS COCOA U.S. 1 2,109 1.8 119 0.1 116,399
NON U.S. 9 5,740 4.9 6,067 5.2
---- --------- ---- --------- ----
10 7,849 6.7 6,186 5.3
03/03/09 NYME PALLADIUM U.S. 3 0 0.0 2,091 18.2 11,460
NON U.S. 9 787 6.9 548 4.8
---- --------- ---- --------- ----
12 787 6.9 2,639 23.0
03/03/09 NYME PLATINUM U.S. 2 0 0.0 332 1.7 19,443
NON U.S. 10 2,466 12.7 984 5.1
---- --------- ---- --------- ----
12 2,466 12.7 1,316 6.8
03/03/09 ICUS SUGAR NO. 11 U.S. 2 10,638 1.7 6,338 1.0 609,768
NON U.S. 11 53,767 8.8 44,384 7.3
---- --------- ---- --------- ----
13 64,405 10.6 50,722 8.3
03/03/09 ICUS COFFEE C U.S. 1 1,199 0.9 130 0.1 127,510
NON U.S. 14 11,379 8.9 8,713 6.8
---- --------- ---- --------- ----
15 12,578 9.9 8,843 6.9
03/03/09 CMX SILVER U.S. 2 0 0.0 30,838 33.1 93,051
NON U.S. 13 8,773 9.4 2,322 2.5
---- --------- ---- --------- ----
15 8,773 9.4 33,160 35.6
03/03/09 CMX COPPER-GRADE #1 U.S. 2 2,164 2.7 0 0.0 80,939
NON U.S. 13 10,687 13.2 4,160 5.1
---- --------- ---- --------- ----
15 12,851 15.9 4,160 5.1
03/03/09 CMX GOLD U.S. 3 322 0.1 109,091 29.9 365,271
NON U.S. 21 37,513 10.3 58,900 16.1
---- --------- ---- --------- ----
24 37,835 10.4 167,991 46.0
03/03/09 CME RUSSIAN RUBLE U.S. 1 0 0.0 1,500 8.3 17,989
NON U.S. 8 12,737 70.8 12,527 69.6
---- --------- ---- --------- ----
9 12,737 70.8 14,027 78.0
03/03/09 CME CANADIAN DOLLAR U.S. 3 2,560 3.1 710 0.8 83,768
NON U.S. 4 8,607 10.3 14,873 17.8
---- --------- ---- --------- ----
7 11,167 13.3 15,583 18.6
03/03/09 CME SWISS FRANC U.S. 1 0 0.0 900 2.4 36,848
NON U.S. 4 16,624 45.1 0 0.0
---- --------- ---- --------- ----
5 16,624 45.1 900 2.4
03/03/09 CME MEXICAN PESO U.S. 1 0 0.0 1,498 3.1 48,835
NON U.S. 6 33,236 68.1 11,599 23.8
---- --------- ---- --------- ----
7 33,236 68.1 13,097 26.8
03/03/09 CME BRITISH POUND STERLING U.S. 4 4,100 4.4 2,590 2.8 94,175
NON U.S. 3 17,624 18.7 2,691 2.9
---- --------- ---- --------- ----
7 21,724 23.1 5,281 5.6
03/03/09 CME JAPANESE YEN U.S. 4 7,942 7.2 475 0.4 110,223
NON U.S. 8 14,666 13.3 11,716 10.6
---- --------- ---- --------- ----
12 22,608 20.5 12,191 11.1
03/03/09 CME EURO FX U.S. 4 5,134 2.8 25,484 13.9 183,858
NON U.S. 12 57,237 31.1 17,337 9.4
---- --------- ---- --------- ----
16 62,371 33.9 42,821 23.3
03/03/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 1 1,456 0.8 1,073 0.6 180,753
NON U.S. 8 13,307 7.4 1,522 0.8
---- --------- ---- --------- ----
9 14,763 8.2 2,595 1.4
03/03/09 CME NEW ZEALAND DOLLAR U.S. 2 2,867 18.1 0 0.0 15,870
NON U.S. 3 2,791 17.6 672 4.2
---- --------- ---- --------- ----
5 5,658 35.7 672 4.2
03/03/09 E VIX FUTURES NON U.S. 5 910 9.5 227 2.4 9,614
03/03/09 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 337 1.3 0 0.0 25,615
NON U.S. 5 4,261 16.6 628 2.5
---- --------- ---- --------- ----
6 4,598 18.0 628 2.5
03/03/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 2 834 1.1 625 0.9 72,927
NON U.S. 11 3,150 4.3 3,162 4.3
---- --------- ---- --------- ----
13 3,984 5.5 3,787 5.2
03/03/09 CME 3-MONTH EURODOLLARS U.S. 9 429,705 6.1 1,126,489 16.1 6,988,892
NON U.S. 47 1,123,285 16.1 1,480,848 21.2
---- --------- ---- --------- ----
56 1,552,990 22.2 2,607,337 37.3
03/03/09 CME S&P 500 STOCK INDEX U.S. 3 1,646 0.3 2,226 0.4 621,547
NON U.S. 17 7,755 1.2 39,001 6.3
---- --------- ---- --------- ----
20 9,401 1.5 41,227 6.6
03/03/09 CME E-MINI S&P 500 STOCK INDEX U.S. 4 5,279 0.2 4,625 0.1 3,306,527
NON U.S. 42 72,807 2.2 195,642 5.9
---- --------- ---- --------- ----
46 78,086 2.4 200,267 6.1
03/03/09 CME NASDAQ-100 STOCK INDEX U.S. 2 511 1.6 718 2.2 32,776
NON U.S. 5 4,473 13.6 1,311 4.0
---- --------- ---- --------- ----
7 4,984 15.2 2,029 6.2
03/03/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 1,637 0.5 1,695 0.5 312,091
NON U.S. 20 10,538 3.4 12,042 3.9
---- --------- ---- --------- ----
24 12,175 3.9 13,737 4.4
03/03/09 CME AUSTRALIAN DOLLAR U.S. 4 2,752 5.6 0 0.0 49,180
NON U.S. 5 1,345 2.7 10,253 20.8
---- --------- ---- --------- ----
9 4,097 8.3 10,253 20.8
03/03/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 4 500 0.1 7,257 1.7 423,050
NON U.S. 10 2,539 0.6 7,415 1.8
---- --------- ---- --------- ----
14 3,039 0.7 14,672 3.5
03/03/09 CME NIKKEI STOCK AVERAGE NON U.S. 11 6,219 15.9 4,391 11.2 39,084
03/03/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 1 295 0.5 0 0.0 62,025
NON U.S. 12 2,665 4.3 23,127 37.3
---- --------- ---- --------- ----
13 2,960 4.8 23,127 37.3
03/03/09 CME E-MINI S&P 400 STOCK INDEX U.S. 3 262 0.2 323 0.3 119,053
NON U.S. 4 379 0.3 1,170 1.0
---- --------- ---- --------- ----
7 641 0.5 1,493 1.3
03/03/09 CME 3-MO. EUROYEN TIBOR U.S. 1 3,000 30.3 725 7.3 9,915
NON U.S. 9 4,328 43.7 3,425 34.5
---- --------- ---- --------- ----
10 7,328 73.9 4,150 41.9
03/03/09 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 820 5.4 425 2.8 15,216
NON U.S. 4 3,105 20.4 2,130 14.0
---- --------- ---- --------- ----
6 3,925 25.8 2,555 16.8
03/03/09 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 506 2.1 2,276 9.4 24,340
NON U.S. 4 339 1.4 6,258 25.7
---- --------- ---- --------- ----
6 845 3.5 8,534 35.1
03/03/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 2 1,122 5.0 795 3.6 22,300
NON U.S. 3 351 1.6 2,565 11.5
---- --------- ---- --------- ----
5 1,473 6.6 3,360 15.1
03/03/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,436 6.7 2,197 4.3 50,975
NON U.S. 4 5,296 10.4 3,458 6.8
---- --------- ---- --------- ----
6 8,732 17.1 5,655 11.1