BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
11/03/09 CBT WHEAT U.S. 2 12,945 3.8 249 0.1 340,247
NON U.S. 11 17,438 5.1 5,676 1.7
---- --------- ---- --------- ----
13 30,383 8.9 5,925 1.7
11/03/09 CBT CORN U.S. 3 21,878 2.3 2,630 0.3 948,636
NON U.S. 8 19,092 2.0 921 0.1
---- --------- ---- --------- ----
11 40,970 4.3 3,551 0.4
11/03/09 CBT SOYBEANS U.S. 1 8,426 2.0 1,275 0.3 430,745
NON U.S. 6 5,964 1.4 284 0.1
---- --------- ---- --------- ----
7 14,390 3.3 1,559 0.4
11/03/09 CBT SOYBEAN OIL U.S. 1 4,475 1.9 3,514 1.5 237,515
NON U.S. 4 5,915 2.5 3,472 1.5
---- --------- ---- --------- ----
5 10,390 4.4 6,986 2.9
11/03/09 CBT U.S. TREASURY BONDS U.S. 5 7,413 1.0 16,359 2.2 733,215
NON U.S. 4 2,684 0.4 4,799 0.7
---- --------- ---- --------- ----
9 10,097 1.4 21,158 2.9
11/03/09 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 12,696 4.0 275 0.1 315,574
NON U.S. 2 1,833 0.6 994 0.3
---- --------- ---- --------- ----
5 14,529 4.6 1,269 0.4
11/03/09 NYME NATURAL GAS U.S. 3 29,314 4.3 16,458 2.4 689,411
NON U.S. 7 20,592 3.0 630 0.1
---- --------- ---- --------- ----
10 49,906 7.2 17,088 2.5
11/03/09 ICUS COTTON NO. 2 U.S. 2 5,093 2.7 689 0.4 189,413
NON U.S. 6 5,686 3.0 5,062 2.7
---- --------- ---- --------- ----
8 10,779 5.7 5,751 3.0
11/03/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 8,628 6.0 12,136 8.5 142,876
NON U.S. 2 2,723 1.9 15,593 10.9
---- --------- ---- --------- ----
5 11,351 7.9 27,729 19.4
11/03/09 NYME PANHANDLE BASIS SWAP U.S. 3 16,866 7.0 12,741 5.3 242,289
NON U.S. 2 544 0.2 10,209 4.2
---- --------- ---- --------- ----
5 17,410 7.2 22,950 9.5
11/03/09 NYME HENRY HUB SWAP U.S. 4 74,710 2.6 267,214 9.4 2,852,888
NON U.S. 5 10,556 0.4 138,579 4.9
---- --------- ---- --------- ----
9 85,266 3.0 405,793 14.2
11/03/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 153,726 16.5 5,932 0.6 931,766
NON U.S. 6 51,914 5.6 8,028 0.9
---- --------- ---- --------- ----
8 205,640 22.1 13,960 1.5
11/03/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 7 11,696 1.2 22,242 2.2 1,000,307
NON U.S. 23 1,269 0.1 73,683 7.4
---- --------- ---- --------- ----
30 12,965 1.3 95,925 9.6
11/03/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 10 29,189 2.3 12,343 1.0 1,247,376
NON U.S. 16 8,898 0.7 42,006 3.4
---- --------- ---- --------- ----
26 38,087 3.1 54,349 4.4
11/03/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 6,682 0.9 50,515 6.4 784,807
NON U.S. 7 5,489 0.7 13,400 1.7
---- --------- ---- --------- ----
13 12,171 1.6 63,915 8.1
11/03/09 CBT 30-DAY FEDERAL FUNDS U.S. 7 62,263 12.5 53,333 10.7 498,492
NON U.S. 16 30,071 6.0 23,964 4.8
---- --------- ---- --------- ----
23 92,334 18.5 77,297 15.5
11/03/09 CME LIVE CATTLE U.S. 2 5,433 2.0 1,114 0.4 268,141
NON U.S. 6 7,370 2.7 96 0.0
---- --------- ---- --------- ----
8 12,803 4.8 1,210 0.5
11/03/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 37,485 3.1 66,755 5.6 1,191,055
NON U.S. 21 25,453 2.1 53,821 4.5
---- --------- ---- --------- ----
24 62,938 5.3 120,576 10.1
11/03/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 12,291 6.0 21,391 10.4 205,986
NON U.S. 5 9,431 4.6 5,882 2.9
---- --------- ---- --------- ----
9 21,722 10.5 27,273 13.2
11/03/09 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 14,073 18.3 675 0.9 76,968
NON U.S. 3 9,427 12.2 9,665 12.6
---- --------- ---- --------- ----
5 23,500 30.5 10,340 13.4
11/03/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 25,395 14.7 13,414 7.8 173,037
NON U.S. 8 2,255 1.3 480 0.3
---- --------- ---- --------- ----
11 27,650 16.0 13,894 8.0
11/03/09 NYME WTI-BRENT CALENDAR SWAP U.S. 3 4,075 9.7 3,514 8.4 41,863
NON U.S. 3 705 1.7 581 1.4
---- --------- ---- --------- ----
6 4,780 11.4 4,095 9.8
11/03/09 NYME BRENT (ICE) CALENDAR SWAP U.S. 2 10,032 9.8 15,534 15.1 102,703
NON U.S. 3 4,348 4.2 1,177 1.1
---- --------- ---- --------- ----
5 14,380 14.0 16,711 16.3
11/03/09 ICUS COCOA U.S. 1 2,548 1.7 41 0.0 146,118
NON U.S. 4 2,323 1.6 2,979 2.0
---- --------- ---- --------- ----
5 4,871 3.3 3,020 2.1
11/03/09 NYME PALLADIUM U.S. 2 0 0.0 3,966 17.8 22,255
NON U.S. 8 415 1.9 1,418 6.4
---- --------- ---- --------- ----
10 415 1.9 5,384 24.2
11/03/09 NYME PLATINUM U.S. 3 25 0.1 2,313 7.4 31,269
NON U.S. 9 579 1.9 3,742 12.0
---- --------- ---- --------- ----
12 604 1.9 6,055 19.4
11/03/09 ICUS SUGAR NO. 11 U.S. 3 22,460 2.9 76,169 9.7 782,075
NON U.S. 8 9,550 1.2 50,558 6.5
---- --------- ---- --------- ----
11 32,010 4.1 126,727 16.2
11/03/09 ICUS COFFEE C U.S. 1 4,204 3.4 0 0.0 125,359
NON U.S. 10 2,819 2.2 8,093 6.5
---- --------- ---- --------- ----
11 7,023 5.6 8,093 6.5
11/03/09 CMX SILVER U.S. 2 1,426 1.1 41,318 32.0 129,240
NON U.S. 8 2,155 1.7 1,578 1.2
---- --------- ---- --------- ----
10 3,581 2.8 42,896 33.2
11/03/09 CMX COPPER-GRADE #1 U.S. 2 6,983 5.0 0 0.0 140,662
NON U.S. 7 2,641 1.9 11,835 8.4
---- --------- ---- --------- ----
9 9,624 6.8 11,835 8.4
11/03/09 CMX GOLD U.S. 2 523 0.1 123,331 25.0 493,991
NON U.S. 18 7,914 1.6 39,340 8.0
---- --------- ---- --------- ----
20 8,437 1.7 162,671 32.9
11/03/09 CME CANADIAN DOLLAR U.S. 4 7 0.0 26,570 32.1 82,896
NON U.S. 3 2,118 2.6 1,006 1.2
---- --------- ---- --------- ----
7 2,125 2.6 27,576 33.3
11/03/09 CME MEXICAN PESO U.S. 6 0 0.0 11,072 13.5 82,289
NON U.S. 2 3,273 4.0 12,662 15.4
---- --------- ---- --------- ----
8 3,273 4.0 23,734 28.8
11/03/09 CME BRITISH POUND STERLING U.S. 4 24,145 24.8 14 0.0 97,336
NON U.S. 2 574 0.6 88 0.1
---- --------- ---- --------- ----
6 24,719 25.4 102 0.1
11/03/09 CME JAPANESE YEN U.S. 5 1,360 1.2 31,376 28.5 110,032
NON U.S. 4 5,871 5.3 817 0.7
---- --------- ---- --------- ----
9 7,231 6.6 32,193 29.3
11/03/09 CME EURO FX U.S. 4 1,332 0.8 32,566 20.2 161,257
NON U.S. 14 7,544 4.7 3,184 2.0
---- --------- ---- --------- ----
18 8,876 5.5 35,750 22.2
11/03/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 4,041 1.6 1,684 0.7 251,089
NON U.S. 4 2,338 0.9 1,062 0.4
---- --------- ---- --------- ----
7 6,379 2.5 2,746 1.1
11/03/09 CME NEW ZEALAND DOLLAR U.S. 5 635 2.9 2,472 11.3 21,898
11/03/09 E VIX FUTURES U.S. 1 2,499 4.5 6,211 11.1 55,936
NON U.S. 5 1,384 2.5 0 0.0
---- --------- ---- --------- ----
6 3,883 6.9 6,211 11.1
11/03/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,898 3.0 1,373 2.2 62,398
NON U.S. 4 2,575 4.1 794 1.3
---- --------- ---- --------- ----
7 4,473 7.2 2,167 3.5
11/03/09 CME 3-MONTH EURODOLLARS U.S. 15 932,445 12.9 1,214,031 16.8 7,217,919
NON U.S. 35 286,176 4.0 674,034 9.3
---- --------- ---- --------- ----
50 1,218,621 16.9 1,888,065 26.2
11/03/09 CME S&P 500 STOCK INDEX U.S. 3 4,385 1.1 0 0.0 394,923
NON U.S. 9 2,398 0.6 11,288 2.9
---- --------- ---- --------- ----
12 6,783 1.7 11,288 2.9
11/03/09 CME E-MINI S&P 500 STOCK INDEX U.S. 7 19,644 0.8 1,303 0.1 2,531,749
NON U.S. 33 64,465 2.5 73,105 2.9
---- --------- ---- --------- ----
40 84,109 3.3 74,408 2.9
11/03/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 2,354 0.7 4,132 1.3 316,078
NON U.S. 19 5,213 1.6 2,049 0.6
---- --------- ---- --------- ----
23 7,567 2.4 6,181 2.0
11/03/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 5 1,389 0.4 14,071 3.7 384,777
NON U.S. 5 1,815 0.5 342 0.1
---- --------- ---- --------- ----
10 3,204 0.8 14,413 3.7
11/03/09 CME NIKKEI STOCK AVERAGE U.S. 2 136 0.5 295 1.0 30,202
NON U.S. 7 3,401 11.3 470 1.6
---- --------- ---- --------- ----
9 3,537 11.7 765 2.5
11/03/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 760 1.8 413 1.0 42,160
NON U.S. 7 716 1.7 9,528 22.6
---- --------- ---- --------- ----
10 1,476 3.5 9,941 23.6
11/03/09 CME 3-MO. EUROYEN TIBOR U.S. 1 238 6.8 0 0.0 3,505
NON U.S. 4 1,701 48.5 1,500 42.8
---- --------- ---- --------- ----
5 1,939 55.3 1,500 42.8
11/03/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 2,790 6.4 1,752 4.0 43,715
NON U.S. 2 675 1.5 0 0.0
---- --------- ---- --------- ----
5 3,465 7.9 1,752 4.0
11/03/09 NYME GASOIL CRACK SPR SWAP U.S. 2 3,050 5.6 1,155 2.1 54,256
NON U.S. 3 1,082 2.0 3,408 6.3
---- --------- ---- --------- ----
5 4,132 7.6 4,563 8.4