BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
05/05/09 CBT WHEAT U.S. 1 2,634 0.9 752 0.3 287,498
NON U.S. 17 46,320 16.1 7,744 2.7
---- --------- ---- --------- ----
18 48,954 17.0 8,496 3.0
05/05/09 KCBT WHEAT U.S. 2 879 1.2 667 0.9 75,335
NON U.S. 7 3,693 4.9 100 0.1
---- --------- ---- --------- ----
9 4,572 6.1 767 1.0
05/05/09 CBT CORN U.S. 1 6,127 0.8 147 0.0 796,882
NON U.S. 15 69,874 8.8 5,196 0.7
---- --------- ---- --------- ----
16 76,001 9.5 5,343 0.7
05/05/09 CBT SOYBEANS U.S. 1 2,853 0.7 3 0.0 397,105
NON U.S. 12 30,062 7.6 3,029 0.8
---- --------- ---- --------- ----
13 32,915 8.3 3,032 0.8
05/05/09 CBT SOYBEAN OIL U.S. 1 3,249 1.6 269 0.1 203,704
NON U.S. 7 11,935 5.9 3,899 1.9
---- --------- ---- --------- ----
8 15,184 7.5 4,168 2.0
05/05/09 CBT U.S. TREASURY BONDS U.S. 4 5,387 0.8 11,205 1.6 686,278
NON U.S. 15 10,053 1.5 109,655 16.0
---- --------- ---- --------- ----
19 15,440 2.2 120,860 17.6
05/05/09 NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S. 2 1,393 3.0 5,930 12.9 45,875
NON U.S. 3 2,701 5.9 9,500 20.7
---- --------- ---- --------- ----
5 4,094 8.9 15,430 33.6
05/05/09 NYME NY RES FUEL 1.0% SULFUR SWAP U.S. 2 2,072 8.7 538 2.3 23,691
NON U.S. 3 1,215 5.1 240 1.0
---- --------- ---- --------- ----
5 3,287 13.9 778 3.3
05/05/09 NYME EUR 3.5% FUEL OIL RTD CAL SWAP U.S. 2 851 7.4 307 2.7 11,575
NON U.S. 3 2,242 19.4 148 1.3
---- --------- ---- --------- ----
5 3,093 26.7 455 3.9
05/05/09 NYME SING FUEL OIL 180 CAL SWAP U.S. 2 1,595 17.9 125 1.4 8,916
NON U.S. 3 898 10.1 73 0.8
---- --------- ---- --------- ----
5 2,493 28.0 198 2.2
05/05/09 NYME EAST WEST FUEL OIL SPR SWAP U.S. 2 118 3.2 627 17.2 3,651
NON U.S. 3 201 5.5 270 7.4
---- --------- ---- --------- ----
5 319 8.7 897 24.6
05/05/09 NYME SING 180 380 FUEL OIL SPR SWAP U.S. 2 120 4.9 154 6.3 2,446
NON U.S. 3 137 5.6 58 2.4
---- --------- ---- --------- ----
5 257 10.5 212 8.7
05/05/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 9,296 3.6 598 0.2 255,772
NON U.S. 5 18,107 7.1 6,764 2.6
---- --------- ---- --------- ----
8 27,403 10.7 7,362 2.9
05/05/09 NYME HEATING OIL FINANCIAL U.S. 1 445 2.8 941 6.0 15,780
NON U.S. 4 2,497 15.8 1,810 11.5
---- --------- ---- --------- ----
5 2,942 18.6 2,751 17.4
05/05/09 NYME SING GASOIL SWAP U.S. 1 1,360 7.8 300 1.7 17,337
NON U.S. 4 3,107 17.9 1,448 8.4
---- --------- ---- --------- ----
5 4,467 25.8 1,748 10.1
05/05/09 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 1 667 3.3 863 4.2 20,320
NON U.S. 4 2,485 12.2 4,485 22.1
---- --------- ---- --------- ----
5 3,152 15.5 5,348 26.3
05/05/09 NYME NATURAL GAS U.S. 3 29,433 4.5 23,309 3.5 657,764
NON U.S. 13 47,095 7.2 28,541 4.3
---- --------- ---- --------- ----
16 76,528 11.6 51,850 7.9
05/05/09 NYME TCO BASIS SWAP U.S. 2 13,302 13.7 4,114 4.3 96,764
NON U.S. 3 4,928 5.1 8,598 8.9
---- --------- ---- --------- ----
5 18,230 18.8 12,712 13.1
05/05/09 NYME PG&E CITYGATE BASIS SWAP U.S. 2 301 1.1 512 1.9 26,981
NON U.S. 3 703 2.6 4,313 16.0
---- --------- ---- --------- ----
5 1,004 3.7 4,825 17.9
05/05/09 NYME NGPL TEXOK BASIS SWAP U.S. 2 12,170 13.9 92 0.1 87,384
NON U.S. 4 6,095 7.0 9,669 11.1
---- --------- ---- --------- ----
6 18,265 20.9 9,761 11.2
05/05/09 NYME CIG BASIS SWAP U.S. 2 68 0.2 742 2.2 33,322
NON U.S. 3 0 0.0 14,338 43.0
---- --------- ---- --------- ----
5 68 0.2 15,080 45.3
05/05/09 NYME CENTERPOINT BASIS SWAP U.S. 2 0 0.0 6,350 10.5 60,222
NON U.S. 3 0 0.0 11,060 18.4
---- --------- ---- --------- ----
5 0 0.0 17,410 28.9
05/05/09 CBT SOYBEAN MEAL U.S. 1 200 0.1 237 0.2 142,929
NON U.S. 4 1,618 1.1 551 0.4
---- --------- ---- --------- ----
5 1,818 1.3 788 0.6
05/05/09 CME 1-MONTH LIBOR RATE U.S. 2 2,105 9.5 2,820 12.7 22,221
NON U.S. 4 2,952 13.3 4,046 18.2
---- --------- ---- --------- ----
6 5,057 22.8 6,866 30.9
05/05/09 ICUS COTTON NO. 2 U.S. 2 5,188 4.1 136 0.1 127,475
NON U.S. 11 18,023 14.1 6,392 5.0
---- --------- ---- --------- ----
13 23,211 18.2 6,528 5.1
05/05/09 NYME ALBERTA BASIS SWAP U.S. 2 850 2.4 612 1.7 35,134
NON U.S. 6 1,743 5.0 11,077 31.5
---- --------- ---- --------- ----
8 2,593 7.4 11,689 33.3
05/05/09 NYME HOUSTON SHIP CH BASIS SWAP U.S. 3 1,797 0.8 3,886 1.7 223,418
NON U.S. 3 8,057 3.6 28,605 12.8
---- --------- ---- --------- ----
6 9,854 4.4 32,491 14.5
05/05/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 2,121 1.3 17,366 10.7 161,681
NON U.S. 4 42,755 26.4 17,536 10.8
---- --------- ---- --------- ----
7 44,876 27.8 34,902 21.6
05/05/09 NYME PANHANDLE BASIS SWAP U.S. 3 14,946 5.5 11,026 4.1 272,107
NON U.S. 4 5,966 2.2 43,847 16.1
---- --------- ---- --------- ----
7 20,912 7.7 54,873 20.2
05/05/09 NYME SOCAL BASIS SWAP U.S. 2 10,681 10.6 9,217 9.2 100,706
NON U.S. 5 23,084 22.9 16,548 16.4
---- --------- ---- --------- ----
7 33,765 33.5 25,765 25.6
05/05/09 NYME HENRY HUB GAS SWAP U.S. 4 142,390 4.8 295,229 10.0 2,963,488
NON U.S. 9 167,877 5.7 313,725 10.6
---- --------- ---- --------- ----
13 310,267 10.5 608,954 20.5
05/05/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 116,227 9.5 59,397 4.9 1,218,484
NON U.S. 7 90,579 7.4 86,002 7.1
---- --------- ---- --------- ----
9 206,806 17.0 145,399 11.9
05/05/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 2 15,675 3.3 4,870 1.0 473,002
NON U.S. 17 21,781 4.6 24,257 5.1
---- --------- ---- --------- ----
19 37,456 7.9 29,127 6.2
05/05/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 14,455 1.4 18,626 1.8 1,027,353
NON U.S. 29 69,561 6.8 54,367 5.3
---- --------- ---- --------- ----
34 84,016 8.2 72,993 7.1
05/05/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 153 0.0 45,728 5.5 826,021
NON U.S. 13 58,042 7.0 35,375 4.3
---- --------- ---- --------- ----
16 58,195 7.0 81,103 9.8
05/05/09 CBT 30-DAY FEDERAL FUNDS U.S. 3 30,383 7.8 25,276 6.5 388,872
NON U.S. 14 37,097 9.5 65,878 16.9
---- --------- ---- --------- ----
17 67,480 17.4 91,154 23.4
05/05/09 CME LEAN HOGS U.S. 1 2,158 1.6 0 0.0 136,175
NON U.S. 8 14,110 10.4 3,052 2.2
---- --------- ---- --------- ----
9 16,268 11.9 3,052 2.2
05/05/09 CME LIVE CATTLE U.S. 2 2,225 1.1 616 0.3 206,498
NON U.S. 12 19,707 9.5 1,764 0.9
---- --------- ---- --------- ----
14 21,932 10.6 2,380 1.2
05/05/09 CME FEEDER CATTLE U.S. 1 288 1.4 0 0.0 20,311
NON U.S. 5 1,023 5.0 152 0.7
---- --------- ---- --------- ----
6 1,311 6.5 152 0.7
05/05/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 36,137 3.0 50,443 4.2 1,197,954
NON U.S. 28 174,454 14.6 92,481 7.7
---- --------- ---- --------- ----
31 210,591 17.6 142,924 11.9
05/05/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 17,169 8.3 16,353 7.9 205,715
NON U.S. 7 28,748 14.0 33,349 16.2
---- --------- ---- --------- ----
11 45,917 22.3 49,702 24.2
05/05/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 14,775 22.1 2,550 3.8 66,805
NON U.S. 4 3,088 4.6 3,195 4.8
---- --------- ---- --------- ----
6 17,863 26.7 5,745 8.6
05/05/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 30,264 14.8 19,836 9.7 204,345
NON U.S. 8 26,846 13.1 23,664 11.6
---- --------- ---- --------- ----
11 57,110 27.9 43,500 21.3
05/05/09 NYME WTI-BRENT CALENDAR SWAP U.S. 2 2,460 3.8 3,586 5.5 65,488
NON U.S. 4 4,319 6.6 9,069 13.8
---- --------- ---- --------- ----
6 6,779 10.4 12,655 19.3
05/05/09 NYME DATED TO FRONTLINE BRENT SWAP U.S. 1 8,315 14.2 11,346 19.3 58,673
NON U.S. 5 330 0.6 8,012 13.7
---- --------- ---- --------- ----
6 8,645 14.7 19,358 33.0
05/05/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 9,655 8.7 9,930 9.0 110,398
NON U.S. 3 5,370 4.9 4,678 4.2
---- --------- ---- --------- ----
5 15,025 13.6 14,608 13.2
05/05/09 NYME BRENT-DUBAI SWAP U.S. 2 15,375 40.0 400 1.0 38,450
NON U.S. 4 2,335 6.1 4,640 12.1
---- --------- ---- --------- ----
6 17,710 46.1 5,040 13.1
05/05/09 ICUS COCOA U.S. 1 1,580 1.4 0 0.0 112,979
NON U.S. 9 5,912 5.2 4,664 4.1
---- --------- ---- --------- ----
10 7,492 6.6 4,664 4.1
05/05/09 NYME PALLADIUM U.S. 3 0 0.0 1,646 11.5 14,342
NON U.S. 9 665 4.6 720 5.0
---- --------- ---- --------- ----
12 665 4.6 2,366 16.5
05/05/09 NYME PLATINUM U.S. 2 0 0.0 295 1.4 20,510
NON U.S. 12 3,368 16.4 1,505 7.3
---- --------- ---- --------- ----
14 3,368 16.4 1,800 8.8
05/05/09 ICUS SUGAR NO. 11 U.S. 2 9,698 1.4 6,456 1.0 674,992
NON U.S. 13 57,537 8.5 44,073 6.5
---- --------- ---- --------- ----
15 67,235 10.0 50,529 7.5
05/05/09 ICUS COFFEE C U.S. 1 1,474 1.2 0 0.0 127,805
NON U.S. 15 12,313 9.6 7,202 5.6
---- --------- ---- --------- ----
16 13,787 10.8 7,202 5.6
05/05/09 CMX SILVER U.S. 2 105 0.1 26,206 29.3 89,477
NON U.S. 15 6,134 6.9 2,369 2.6
---- --------- ---- --------- ----
17 6,239 7.0 28,575 31.9
05/05/09 CMX COPPER-GRADE #1 U.S. 2 3,314 3.2 0 0.0 104,619
NON U.S. 12 10,423 10.0 5,839 5.6
---- --------- ---- --------- ----
14 13,737 13.1 5,839 5.6
05/05/09 CMX GOLD U.S. 3 1,108 0.3 94,561 27.7 341,461
NON U.S. 23 31,537 9.2 25,657 7.5
---- --------- ---- --------- ----
26 32,645 9.6 120,218 35.2
05/05/09 CME RUSSIAN RUBLE U.S. 2 381 2.8 1,500 11.1 13,511
NON U.S. 8 5,281 39.1 7,051 52.2
---- --------- ---- --------- ----
10 5,662 41.9 8,551 63.3
05/05/09 CME CANADIAN DOLLAR U.S. 3 0 0.0 13,831 18.5 74,576
NON U.S. 4 10,393 13.9 9,475 12.7
---- --------- ---- --------- ----
7 10,393 13.9 23,306 31.3
05/05/09 CME SWISS FRANC U.S. 2 2,197 8.3 0 0.0 26,366
NON U.S. 3 2,149 8.2 8,665 32.9
---- --------- ---- --------- ----
5 4,346 16.5 8,665 32.9
05/05/09 CME MEXICAN PESO U.S. 3 0 0.0 11,415 24.0 47,511
NON U.S. 5 11,396 24.0 22,336 47.0
---- --------- ---- --------- ----
8 11,396 24.0 33,751 71.0
05/05/09 CME BRITISH POUND STERLING U.S. 3 12,409 13.6 500 0.5 91,226
NON U.S. 5 12,049 13.2 13,881 15.2
---- --------- ---- --------- ----
8 24,458 26.8 14,381 15.8
05/05/09 CME JAPANESE YEN U.S. 3 16,210 21.4 1,031 1.4 75,595
NON U.S. 7 9,045 12.0 15,025 19.9
---- --------- ---- --------- ----
10 25,255 33.4 16,056 21.2
05/05/09 CME EURO FX U.S. 4 10 0.0 15,717 14.2 110,768
NON U.S. 13 10,264 9.3 9,999 9.0
---- --------- ---- --------- ----
17 10,274 9.3 25,716 23.2
05/05/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 3,309 1.6 908 0.4 208,670
NON U.S. 10 14,933 7.2 2,797 1.3
---- --------- ---- --------- ----
13 18,242 8.7 3,705 1.8
05/05/09 CME NEW ZEALAND DOLLAR U.S. 2 0 0.0 1,809 12.9 13,993
NON U.S. 3 2,176 15.6 4,348 31.1
---- --------- ---- --------- ----
5 2,176 15.6 6,157 44.0
05/05/09 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 1 252 1.9 0 0.0 13,381
NON U.S. 4 435 3.3 2,170 16.2
---- --------- ---- --------- ----
5 687 5.1 2,170 16.2
05/05/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,355 2.5 670 1.2 53,979
NON U.S. 11 2,357 4.4 3,438 6.4
---- --------- ---- --------- ----
14 3,712 6.9 4,108 7.6
05/05/09 CME 3-MONTH EURODOLLARS U.S. 9 371,126 5.9 682,875 10.9 6,276,790
NON U.S. 48 1,092,885 17.4 1,230,360 19.6
---- --------- ---- --------- ----
57 1,464,011 23.3 1,913,235 30.5
05/05/09 CME S&P 500 STOCK INDEX U.S. 4 369 0.1 9,889 2.2 458,390
NON U.S. 18 10,328 2.3 60,750 13.3
---- --------- ---- --------- ----
22 10,697 2.3 70,639 15.4
05/05/09 CME E-MINI S&P 500 STOCK INDEX U.S. 6 11,293 0.4 4,222 0.2 2,629,788
NON U.S. 45 104,907 4.0 140,162 5.3
---- --------- ---- --------- ----
51 116,200 4.4 144,384 5.5
05/05/09 CME NASDAQ-100 STOCK INDEX U.S. 3 1,593 7.1 295 1.3 22,393
NON U.S. 4 1,592 7.1 865 3.9
---- --------- ---- --------- ----
7 3,185 14.2 1,160 5.2
05/05/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 3 195 0.1 4,649 1.6 283,463
NON U.S. 24 8,634 3.0 13,907 4.9
---- --------- ---- --------- ----
27 8,829 3.1 18,556 6.5
05/05/09 CME AUSTRALIAN DOLLAR U.S. 3 1,118 1.4 7,636 9.6 79,209
NON U.S. 4 10,365 13.1 47,415 59.9
---- --------- ---- --------- ----
7 11,483 14.5 55,051 69.5
05/05/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 2 139 0.0 6,268 1.6 395,544
NON U.S. 9 7,748 2.0 6,053 1.5
---- --------- ---- --------- ----
11 7,887 2.0 12,321 3.1
05/05/09 CME NIKKEI STOCK AVERAGE U.S. 1 801 2.6 0 0.0 30,677
NON U.S. 9 1,475 4.8 1,175 3.8
---- --------- ---- --------- ----
10 2,276 7.4 1,175 3.8
05/05/09 CME NIKKEI STOCK AVERAGE YEN DENOM NON U.S. 13 5,469 10.2 23,992 44.8 53,565
05/05/09 NYME SING JET KERO SWAP U.S. 1 0 0.0 120 1.5 8,195
NON U.S. 5 1,117 13.6 508 6.2
---- --------- ---- --------- ----
6 1,117 13.6 628 7.7
05/05/09 CME E-MINI S&P 400 STOCK INDEX U.S. 2 1,054 1.0 0 0.0 109,441
NON U.S. 3 4,017 3.7 0 0.0
---- --------- ---- --------- ----
5 5,071 4.6 0 0.0
05/05/09 CME 3-MO. EUROYEN TIBOR U.S. 1 0 0.0 290 11.1 2,615
NON U.S. 6 1,868 71.4 55 2.1
---- --------- ---- --------- ----
7 1,868 71.4 345 13.2
05/05/09 NYME GULF JET NY HEAT OIL SPR SWAP U.S. 3 990 4.0 0 0.0 25,048
NON U.S. 2 3,199 12.8 7 0.0
---- --------- ---- --------- ----
5 4,189 16.7 7 0.0
05/05/09 NYME SING JET KERO GASOIL SPR SWAP U.S. 2 770 4.6 1,450 8.6 16,893
NON U.S. 3 2,755 16.3 2,205 13.1
---- --------- ---- --------- ----
5 3,525 20.9 3,655 21.6
05/05/09 NYME 3.5% FUEL OIL RDAM CRACK SPR U.S. 2 465 1.8 2,972 11.4 26,114
NON U.S. 4 945 3.6 4,187 16.0
---- --------- ---- --------- ----
6 1,410 5.4 7,159 27.4
05/05/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 2 1,142 4.8 570 2.4 24,029
NON U.S. 3 845 3.5 2,458 10.2
---- --------- ---- --------- ----
5 1,987 8.3 3,028 12.6
05/05/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,242 6.0 2,233 4.1 54,424
NON U.S. 4 6,251 11.5 4,460 8.2
---- --------- ---- --------- ----
6 9,493 17.4 6,693 12.3