BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
11/06/07 CBT WHEAT U.S. 1 9,890 2.3 30 0.0 422,390
NON U.S. 12 41,778 9.9 6,441 1.5
---- --------- ---- --------- ----
13 51,668 12.2 6,471 1.5
11/06/07 KCBT WHEAT U.S. 1 2,606 1.9 0 0.0 140,789
NON U.S. 4 3,721 2.6 0 0.0
---- --------- ---- --------- ----
5 6,327 4.5 0 0.0
11/06/07 CBT CORN U.S. 2 17,193 1.4 218 0.0 1,232,612
NON U.S. 13 86,938 7.1 4,938 0.4
---- --------- ---- --------- ----
15 104,131 8.4 5,156 0.4
11/06/07 CBT SOYBEANS U.S. 1 8,285 1.4 230 0.0 573,768
NON U.S. 8 28,792 5.0 1,612 0.3
---- --------- ---- --------- ----
9 37,077 6.5 1,842 0.3
11/06/07 CBT SOYBEAN OIL U.S. 1 2,999 1.0 0 0.0 298,199
NON U.S. 6 17,254 5.8 579 0.2
---- --------- ---- --------- ----
7 20,253 6.8 579 0.2
11/06/07 CBT U.S. TREASURY BONDS U.S. 3 17,159 1.7 10,429 1.0 998,729
NON U.S. 18 33,156 3.3 20,160 2.0
---- --------- ---- --------- ----
21 50,315 5.0 30,589 3.1
11/06/07 NYME NY RES FUEL 1.0% SULFUR SWAP U.S. 2 429 4.7 255 2.8 9,180
NON U.S. 3 1,367 14.9 135 1.5
---- --------- ---- --------- ----
5 1,796 19.6 390 4.2
11/06/07 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 5,400 2.4 595 0.3 223,136
NON U.S. 5 22,781 10.2 10,487 4.7
---- --------- ---- --------- ----
7 28,181 12.6 11,082 5.0
11/06/07 NYME SING GASOIL SWAP U.S. 2 25 0.3 1,375 18.6 7,400
NON U.S. 4 475 6.4 700 9.5
---- --------- ---- --------- ----
6 500 6.8 2,075 28.0
11/06/07 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 2 0 0.0 1,500 20.9 7,175
NON U.S. 3 725 10.1 525 7.3
---- --------- ---- --------- ----
5 725 10.1 2,025 28.2
11/06/07 NYME NATURAL GAS U.S. 5 52,663 6.9 38,589 5.0 766,001
NON U.S. 10 39,112 5.1 49,487 6.5
---- --------- ---- --------- ----
15 91,775 12.0 88,076 11.5
11/06/07 NYME MICHCON BASIS SWAP U.S. 3 10,234 9.6 794 0.7 106,416
NON U.S. 3 5,734 5.4 4,732 4.4
---- --------- ---- --------- ----
6 15,968 15.0 5,526 5.2
11/06/07 NYME PERMIAN BASIS SWAP U.S. 3 9,719 13.0 602 0.8 74,595
NON U.S. 3 124 0.2 3,110 4.2
---- --------- ---- --------- ----
6 9,843 13.2 3,712 5.0
11/06/07 NYME TCO BASIS SWAP U.S. 3 3,578 3.3 4,122 3.8 107,087
NON U.S. 2 8,804 8.2 856 0.8
---- --------- ---- --------- ----
5 12,382 11.6 4,978 4.6
11/06/07 NYME PG&E CITYGATE BASIS SWAP U.S. 3 155 0.3 2,678 4.8 55,605
NON U.S. 3 880 1.6 230 0.4
---- --------- ---- --------- ----
6 1,035 1.9 2,908 5.2
11/06/07 NYME ANR OK BASIS SWAP U.S. 3 0 0.0 1,497 4.8 31,362
NON U.S. 3 1,284 4.1 3,083 9.8
---- --------- ---- --------- ----
6 1,284 4.1 4,580 14.6
11/06/07 NYME WAHA BASIS SWAP U.S. 4 730 0.6 16,413 14.2 115,874
NON U.S. 2 734 0.6 2,746 2.4
---- --------- ---- --------- ----
6 1,464 1.3 19,159 16.5
11/06/07 NYME CIG BASIS SWAP U.S. 4 114 0.3 5,124 12.2 42,086
NON U.S. 3 690 1.6 6,453 15.3
---- --------- ---- --------- ----
7 804 1.9 11,577 27.5
11/06/07 NYME CENTERPOINT BASIS SWAP U.S. 4 1,100 3.7 4,008 13.4 29,885
NON U.S. 2 1,498 5.0 6,266 21.0
---- --------- ---- --------- ----
6 2,598 8.7 10,274 34.4
11/06/07 CME 1-MONTH LIBOR RATE U.S. 2 4,074 5.9 2,312 3.4 68,820
NON U.S. 11 20,892 30.4 10,337 15.0
---- --------- ---- --------- ----
13 24,966 36.3 12,649 18.4
11/06/07 NYBT COTTON NO. 2 U.S. 1 3,015 1.2 0 0.0 250,060
NON U.S. 10 17,881 7.2 732 0.3
---- --------- ---- --------- ----
11 20,896 8.4 732 0.3
11/06/07 NYME ALBERTA BASIS SWAP U.S. 4 5,024 3.8 2,706 2.0 133,401
NON U.S. 7 17,934 13.4 21,942 16.4
---- --------- ---- --------- ----
11 22,958 17.2 24,648 18.5
11/06/07 NYME CHICAGO BASIS SWAP U.S. 2 1,523 1.7 793 0.9 87,445
NON U.S. 3 521 0.6 1,282 1.5
---- --------- ---- --------- ----
5 2,044 2.3 2,075 2.4
11/06/07 NYME HOUSTON SHIP CH BASIS SWAP U.S. 6 3,328 1.3 13,088 5.3 247,313
NON U.S. 4 8,208 3.3 12,193 4.9
---- --------- ---- --------- ----
10 11,536 4.7 25,281 10.2
11/06/07 NYME NW PIPE ROCKIES BASIS SWAP U.S. 5 10,499 5.3 21,562 10.9 197,514
NON U.S. 5 15,218 7.7 19,067 9.7
---- --------- ---- --------- ----
10 25,717 13.0 40,629 20.6
11/06/07 NYME PANHANDLE BASIS SWAP U.S. 5 5,102 2.3 21,070 9.7 218,199
NON U.S. 4 8,056 3.7 27,066 12.4
---- --------- ---- --------- ----
9 13,158 6.0 48,136 22.1
11/06/07 NYME SAN JUAN BASIS SWAP U.S. 6 12,971 26.9 4,999 10.4 48,148
NON U.S. 4 3,650 7.6 4,142 8.6
---- --------- ---- --------- ----
10 16,621 34.5 9,141 19.0
11/06/07 NYME SOCAL BASIS SWAP U.S. 5 28,351 14.6 7,970 4.1 194,721
NON U.S. 5 6,493 3.3 15,618 8.0
---- --------- ---- --------- ----
10 34,844 17.9 23,588 12.1
11/06/07 NYME TRANSCO ZONE 6 BASIS SWAP U.S. 2 984 1.3 2,291 3.0 77,282
NON U.S. 3 4,973 6.4 9,099 11.8
---- --------- ---- --------- ----
5 5,957 7.7 11,390 14.7
11/06/07 NYME HENRY HUB GAS SWAP U.S. 6 233,382 8.6 262,339 9.6 2,718,990
NON U.S. 11 255,656 9.4 156,090 5.7
---- --------- ---- --------- ----
17 489,038 18.0 418,429 15.4
11/06/07 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 5 90,253 9.9 9,772 1.1 907,581
NON U.S. 9 219,859 24.2 139,337 15.4
---- --------- ---- --------- ----
14 310,112 34.2 149,109 16.4
11/06/07 CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 34,281 3.2 6,245 0.6 1,073,747
NON U.S. 41 85,620 8.0 81,452 7.6
---- --------- ---- --------- ----
44 119,901 11.2 87,697 8.2
11/06/07 CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 30,068 1.1 41,653 1.6 2,673,772
NON U.S. 54 166,729 6.2 189,627 7.1
---- --------- ---- --------- ----
62 196,797 7.4 231,280 8.6
11/06/07 CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 42,031 2.3 33,906 1.9 1,812,283
NON U.S. 35 140,904 7.8 52,559 2.9
---- --------- ---- --------- ----
41 182,935 10.1 86,465 4.8
11/06/07 CBT 30-DAY FEDERAL FUNDS U.S. 4 19,429 5.3 16,973 4.6 369,937
NON U.S. 31 64,741 17.5 59,956 16.2
---- --------- ---- --------- ----
35 84,170 22.8 76,929 20.8
11/06/07 CME LEAN HOGS U.S. 2 4,265 2.1 64 0.0 199,598
NON U.S. 5 14,090 7.1 239 0.1
---- --------- ---- --------- ----
7 18,355 9.2 303 0.2
11/06/07 CME LIVE CATTLE U.S. 3 6,935 2.9 1,299 0.5 237,546
NON U.S. 5 18,932 8.0 238 0.1
---- --------- ---- --------- ----
8 25,867 10.9 1,537 0.6
11/06/07 CME FEEDER CATTLE U.S. 2 250 0.9 95 0.4 26,452
NON U.S. 3 812 3.1 0 0.0
---- --------- ---- --------- ----
5 1,062 4.0 95 0.4
11/06/07 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,780 8.0 3,809 11.0 34,781
NON U.S. 3 481 1.4 1,312 3.8
---- --------- ---- --------- ----
5 3,261 9.4 5,121 14.7
11/06/07 NYME ISO NEW ENGLAND LMP SWAP U.S. 2 1,523 8.7 2,579 14.7 17,546
NON U.S. 4 348 2.0 1,307 7.4
---- --------- ---- --------- ----
6 1,871 10.7 3,886 22.1
11/06/07 NYME CRUDE OIL, LIGHT SWEET U.S. 4 21,973 1.5 57,523 3.8 1,513,362
NON U.S. 13 125,981 8.3 118,037 7.8
---- --------- ---- --------- ----
17 147,954 9.8 175,560 11.6
11/06/07 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 2 6,678 6.8 2,313 2.4 98,146
NON U.S. 5 7,581 7.7 15,775 16.1
---- --------- ---- --------- ----
7 14,259 14.5 18,088 18.4
11/06/07 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 625 4.1 1,925 12.7 15,102
NON U.S. 4 1,003 6.6 947 6.3
---- --------- ---- --------- ----
6 1,628 10.8 2,872 19.0
11/06/07 NYME WTI CRUDE OIL FINANCIAL U.S. 3 6,573 5.1 4,113 3.2 129,123
NON U.S. 10 24,628 19.1 14,247 11.0
---- --------- ---- --------- ----
13 31,201 24.2 18,360 14.2
11/06/07 NYME DATED TO FRONTLINE BRENT SWAP U.S. 2 1,804 6.9 2,330 9.0 25,980
NON U.S. 3 150 0.6 3,400 13.1
---- --------- ---- --------- ----
5 1,954 7.5 5,730 22.1
11/06/07 NYBT COCOA U.S. 1 650 0.5 0 0.0 137,788
NON U.S. 7 4,165 3.0 3,884 2.8
---- --------- ---- --------- ----
8 4,815 3.5 3,884 2.8
11/06/07 NYME PALLADIUM U.S. 3 84 0.5 1,622 9.2 17,698
NON U.S. 7 915 5.2 2,331 13.2
---- --------- ---- --------- ----
10 999 5.6 3,953 22.3
11/06/07 NYME PLATINUM U.S. 3 0 0.0 596 3.6 16,382
NON U.S. 8 1,051 6.4 961 5.9
---- --------- ---- --------- ----
11 1,051 6.4 1,557 9.5
11/06/07 NYBT SUGAR NO. 11 U.S. 2 7,302 1.0 3,091 0.4 767,239
NON U.S. 8 71,878 9.4 23,240 3.0
---- --------- ---- --------- ----
10 79,180 10.3 26,331 3.4
11/06/07 NYBT COFFEE C U.S. 1 1,773 1.1 0 0.0 163,302
NON U.S. 11 9,957 6.1 8,002 4.9
---- --------- ---- --------- ----
12 11,730 7.2 8,002 4.9
11/06/07 CMX SILVER U.S. 4 706 0.5 7,711 5.1 150,120
NON U.S. 10 6,648 4.4 1,748 1.2
---- --------- ---- --------- ----
14 7,354 4.9 9,459 6.3
11/06/07 CMX COPPER-GRADE #1 U.S. 2 1,890 2.3 0 0.0 83,317
NON U.S. 10 7,202 8.6 1,410 1.7
---- --------- ---- --------- ----
12 9,092 10.9 1,410 1.7
11/06/07 CBT GOLD, 100 TROY OZ U.S. 2 504 2.2 411 1.8 22,742
NON U.S. 5 1,007 4.4 1,785 7.8
---- --------- ---- --------- ----
7 1,511 6.6 2,196 9.7
11/06/07 CMX GOLD U.S. 5 3,081 0.6 76,099 13.7 556,856
NON U.S. 19 17,872 3.2 55,974 10.1
---- --------- ---- --------- ----
24 20,953 3.8 132,073 23.7
11/06/07 CME CANADIAN DOLLAR U.S. 3 460 0.3 948 0.7 138,502
NON U.S. 9 8,460 6.1 32,620 23.6
---- --------- ---- --------- ----
12 8,920 6.4 33,568 24.2
11/06/07 CME SWISS FRANC U.S. 4 20 0.0 6,631 7.6 86,821
NON U.S. 4 27,141 31.3 2,161 2.5
---- --------- ---- --------- ----
8 27,161 31.3 8,792 10.1
11/06/07 CME MEXICAN PESO U.S. 4 1,123 1.0 7,987 7.0 113,295
NON U.S. 6 3,965 3.5 80,391 71.0
---- --------- ---- --------- ----
10 5,088 4.5 88,378 78.0
11/06/07 CME BRITISH POUND STERLING U.S. 5 3,438 2.3 8,613 5.8 147,306
NON U.S. 6 3,810 2.6 50,559 34.3
---- --------- ---- --------- ----
11 7,248 4.9 59,172 40.2
11/06/07 CME JAPANESE YEN U.S. 2 2,171 1.0 29,343 13.6 216,041
NON U.S. 9 41,782 19.3 14,696 6.8
---- --------- ---- --------- ----
11 43,953 20.3 44,039 20.4
11/06/07 CME EURO FX U.S. 4 898 0.4 7,724 3.5 217,765
NON U.S. 19 13,936 6.4 69,659 32.0
---- --------- ---- --------- ----
23 14,834 6.8 77,383 35.5
11/06/07 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 3,564 1.8 539 0.3 203,363
NON U.S. 9 9,456 4.6 7,266 3.6
---- --------- ---- --------- ----
12 13,020 6.4 7,805 3.8
11/06/07 NYBT NEW ZEALAND DOLLAR NON U.S. 7 120 5.8 1,279 61.4 2,084
11/06/07 CME NEW ZEALAND DOLLAR U.S. 2 449 1.8 500 2.0 25,305
NON U.S. 4 909 3.6 12,842 50.7
---- --------- ---- --------- ----
6 1,358 5.4 13,342 52.7
11/06/07 E VIX FUTURES U.S. 1 18 0.0 219 0.3 77,811
NON U.S. 7 2,852 3.7 102 0.1
---- --------- ---- --------- ----
8 2,870 3.7 321 0.4
11/06/07 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 4,222 12.3 22 0.1 34,320
NON U.S. 6 1,860 5.4 1,118 3.3
---- --------- ---- --------- ----
8 6,082 17.7 1,140 3.3
11/06/07 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,391 1.3 0 0.0 105,630
NON U.S. 6 5,734 5.4 1,463 1.4
---- --------- ---- --------- ----
9 7,125 6.7 1,463 1.4
11/06/07 CME 3-MONTH EURODOLLARS U.S. 10 642,306 6.1 814,894 7.8 10,504,487
NON U.S. 62 1,524,325 14.5 1,568,409 14.9
---- --------- ---- --------- ----
72 2,166,631 20.6 2,383,303 22.7
11/06/07 CME S&P 500 STOCK INDEX U.S. 5 9,850 1.6 247 0.0 616,031
NON U.S. 23 18,249 3.0 52,668 8.5
---- --------- ---- --------- ----
28 28,099 4.6 52,915 8.6
11/06/07 CME E-MINI S&P 500 STOCK INDEX U.S. 9 11,322 0.6 14,968 0.7 2,036,619
NON U.S. 34 106,078 5.2 91,879 4.5
---- --------- ---- --------- ----
43 117,400 5.8 106,847 5.2
11/06/07 CME NASDAQ-100 STOCK INDEX U.S. 3 1,109 1.9 1,984 3.4 58,533
NON U.S. 13 3,771 6.4 4,847 8.3
---- --------- ---- --------- ----
16 4,880 8.3 6,831 11.7
11/06/07 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 6 10,373 2.3 6,357 1.4 448,210
NON U.S. 28 15,372 3.4 6,849 1.5
---- --------- ---- --------- ----
34 25,745 5.7 13,206 2.9
11/06/07 CME AUSTRALIAN DOLLAR U.S. 4 239 0.3 3,789 4.0 93,618
NON U.S. 5 25 0.0 32,229 34.4
---- --------- ---- --------- ----
9 264 0.3 36,018 38.5
11/06/07 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 2 182 0.5 1,391 3.8 36,190
NON U.S. 8 3,567 9.9 2,734 7.6
---- --------- ---- --------- ----
10 3,749 10.4 4,125 11.4
11/06/07 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 7 703 0.1 9,858 1.6 619,078
NON U.S. 20 9,820 1.6 19,172 3.1
---- --------- ---- --------- ----
27 10,523 1.7 29,030 4.7
11/06/07 CME NIKKEI STOCK AVERAGE U.S. 1 1,771 2.5 0 0.0 69,729
NON U.S. 16 12,171 17.5 5,859 8.4
---- --------- ---- --------- ----
17 13,942 20.0 5,859 8.4
11/06/07 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 7,264 11.3 0 0.0 64,369
NON U.S. 14 2,921 4.5 12,342 19.2
---- --------- ---- --------- ----
17 10,185 15.8 12,342 19.2
11/06/07 CBT INTEREST RATE SWAPS 10YR - 3MO U.S. 2 1,904 3.3 17,376 30.4 57,069
NON U.S. 4 503 0.9 2,766 4.8
---- --------- ---- --------- ----
6 2,407 4.2 20,142 35.3
11/06/07 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 0 0.0 11,459 66.1 17,346
NON U.S. 3 846 4.9 2,434 14.0
---- --------- ---- --------- ----
5 846 4.9 13,893 80.1
11/06/07 NYBT BRITISH POUND/JPN YEN XRATE U.S. 2 0 0.0 533 13.0 4,108
NON U.S. 3 0 0.0 1,327 32.3
---- --------- ---- --------- ----
5 0 0.0 1,860 45.3
11/06/07 NYBT EURO FX/JAPANESE YEN XRATE U.S. 1 0 0.0 1,058 7.8 13,536
NON U.S. 5 61 0.5 2,239 16.5
---- --------- ---- --------- ----
6 61 0.5 3,297 24.4
11/06/07 CME E-MINI S&P 400 STOCK INDEX U.S. 1 238 0.2 0 0.0 100,798
NON U.S. 4 0 0.0 5,180 5.1
---- --------- ---- --------- ----
5 238 0.2 5,180 5.1
11/06/07 CME 3-MO. EUROYEN TIBOR U.S. 5 935 2.6 3,062 8.7 35,329
NON U.S. 18 11,511 32.6 7,546 21.4
---- --------- ---- --------- ----
23 12,446 35.2 10,608 30.0
11/06/07 NYBT EURO FX/BRITISH POUND XRATE U.S. 1 109 1.1 0 0.0 10,326
NON U.S. 4 737 7.1 1,559 15.1
---- --------- ---- --------- ----
5 846 8.2 1,559 15.1
11/06/07 NYME SING JET KERO GASOIL SPR SWAP U.S. 3 50 1.8 650 23.6 2,750
NON U.S. 3 0 0.0 625 22.7
---- --------- ---- --------- ----
6 50 1.8 1,275 46.4
11/06/07 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 495 5.6 100 1.1 8,827
NON U.S. 2 1,335 15.1 510 5.8
---- --------- ---- --------- ----
5 1,830 20.7 610 6.9