BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
10/02/07 CBT WHEAT U.S. 1 8,825 2.2 30 0.0 398,387
NON U.S. 14 42,810 10.7 4,975 1.2
---- --------- ---- --------- ----
15 51,635 13.0 5,005 1.3
10/02/07 KCBT WHEAT U.S. 1 2,478 1.7 0 0.0 142,837
NON U.S. 4 4,230 3.0 0 0.0
---- --------- ---- --------- ----
5 6,708 4.7 0 0.0
10/02/07 CBT CORN U.S. 2 16,477 1.4 237 0.0 1,152,216
NON U.S. 12 83,906 7.3 2,489 0.2
---- --------- ---- --------- ----
14 100,383 8.7 2,726 0.2
10/02/07 CBT SOYBEANS U.S. 1 8,120 1.4 227 0.0 570,934
NON U.S. 11 26,817 4.7 1,624 0.3
---- --------- ---- --------- ----
12 34,937 6.1 1,851 0.3
10/02/07 CBT SOYBEAN OIL U.S. 1 3,075 1.2 0 0.0 266,394
NON U.S. 6 16,451 6.2 557 0.2
---- --------- ---- --------- ----
7 19,526 7.3 557 0.2
10/02/07 CBT U.S. TREASURY BONDS U.S. 2 8,822 1.0 5,165 0.6 925,217
NON U.S. 15 42,001 4.5 13,548 1.5
---- --------- ---- --------- ----
17 50,823 5.5 18,713 2.0
10/02/07 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 6,517 2.9 702 0.3 225,427
NON U.S. 4 24,651 10.9 11,754 5.2
---- --------- ---- --------- ----
7 31,168 13.8 12,456 5.5
10/02/07 NYME SING GASOIL/RDAM GASOIL SWAP U.S. 2 0 0.0 1,650 31.6 5,225
NON U.S. 3 300 5.7 575 11.0
---- --------- ---- --------- ----
5 300 5.7 2,225 42.6
10/02/07 NYME NATURAL GAS U.S. 5 52,108 6.9 40,542 5.3 758,406
NON U.S. 11 41,712 5.5 57,351 7.6
---- --------- ---- --------- ----
16 93,820 12.4 97,893 12.9
10/02/07 NYME MICHCON BASIS SWAP U.S. 3 10,234 11.4 904 1.0 89,748
NON U.S. 3 5,092 5.7 5,828 6.5
---- --------- ---- --------- ----
6 15,326 17.1 6,732 7.5
10/02/07 NYME PERMIAN BASIS SWAP U.S. 3 10,349 13.4 837 1.1 77,477
NON U.S. 4 2,230 2.9 3,287 4.2
---- --------- ---- --------- ----
7 12,579 16.2 4,124 5.3
10/02/07 NYME M-3 BASIS SWAP U.S. 2 1,956 1.3 1,309 0.9 147,375
NON U.S. 3 3,332 2.3 10,487 7.1
---- --------- ---- --------- ----
5 5,288 3.6 11,796 8.0
10/02/07 NYME TCO BASIS SWAP U.S. 3 3,281 3.0 3,266 3.0 109,802
NON U.S. 3 8,864 8.1 1,222 1.1
---- --------- ---- --------- ----
6 12,145 11.1 4,488 4.1
10/02/07 NYME MALIN BASIS SWAP U.S. 1 0 0.0 60 0.1 55,228
NON U.S. 4 1,953 3.5 322 0.6
---- --------- ---- --------- ----
5 1,953 3.5 382 0.7
10/02/07 NYME PG&E CITYGATE BASIS SWAP U.S. 3 185 0.3 2,401 4.4 54,273
NON U.S. 4 940 1.7 1,119 2.1
---- --------- ---- --------- ----
7 1,125 2.1 3,520 6.5
10/02/07 NYME NGPL TEXOK BASIS SWAP U.S. 2 0 0.0 1,286 1.5 88,000
NON U.S. 3 2,469 2.8 3,201 3.6
---- --------- ---- --------- ----
5 2,469 2.8 4,487 5.1
10/02/07 NYME ANR OK BASIS SWAP U.S. 3 0 0.0 913 2.9 32,021
NON U.S. 2 0 0.0 3,233 10.1
---- --------- ---- --------- ----
5 0 0.0 4,146 12.9
10/02/07 NYME SUMAS BASIS SWAP U.S. 2 4,537 27.0 0 0.0 16,823
NON U.S. 3 2,632 15.6 0 0.0
---- --------- ---- --------- ----
5 7,169 42.6 0 0.0
10/02/07 NYME NGPL MID-CON BASIS SWAP U.S. 1 0 0.0 152 0.2 93,892
NON U.S. 4 2,387 2.5 2,550 2.7
---- --------- ---- --------- ----
5 2,387 2.5 2,702 2.9
10/02/07 NYME WAHA BASIS SWAP U.S. 4 730 0.6 16,134 13.7 117,640
NON U.S. 3 2,063 1.8 2,229 1.9
---- --------- ---- --------- ----
7 2,793 2.4 18,363 15.6
10/02/07 NYME CIG BASIS SWAP U.S. 4 162 0.3 5,486 11.5 47,883
NON U.S. 3 599 1.3 7,689 16.1
---- --------- ---- --------- ----
7 761 1.6 13,175 27.5
10/02/07 NYME CENTERPOINT BASIS SWAP U.S. 3 304 1.2 3,714 14.8 25,036
NON U.S. 2 428 1.7 5,108 20.4
---- --------- ---- --------- ----
5 732 2.9 8,822 35.2
10/02/07 CME 1-MONTH LIBOR RATE U.S. 3 103 0.1 5,798 5.9 99,083
NON U.S. 12 24,981 25.2 22,322 22.5
---- --------- ---- --------- ----
15 25,084 25.3 28,120 28.4
10/02/07 NYBT COTTON NO. 2 U.S. 1 2,963 1.3 0 0.0 232,612
NON U.S. 11 17,070 7.3 925 0.4
---- --------- ---- --------- ----
12 20,033 8.6 925 0.4
10/02/07 NYME ALBERTA BASIS SWAP U.S. 5 5,754 4.6 4,004 3.2 126,115
NON U.S. 8 17,529 13.9 22,577 17.9
---- --------- ---- --------- ----
13 23,283 18.5 26,581 21.1
10/02/07 NYME CHICAGO BASIS SWAP U.S. 2 1,753 2.1 365 0.4 84,104
NON U.S. 5 1,980 2.4 1,336 1.6
---- --------- ---- --------- ----
7 3,733 4.4 1,701 2.0
10/02/07 NYME HOUSTON SHIP CH BASIS SWAP U.S. 6 3,391 1.4 13,880 5.7 241,663
NON U.S. 4 5,354 2.2 13,815 5.7
---- --------- ---- --------- ----
10 8,745 3.6 27,695 11.5
10/02/07 NYME NW PIPE ROCKIES BASIS SWAP U.S. 5 11,047 5.8 21,242 11.1 191,123
NON U.S. 6 12,949 6.8 17,346 9.1
---- --------- ---- --------- ----
11 23,996 12.6 38,588 20.2
10/02/07 NYME PANHANDLE BASIS SWAP U.S. 6 6,085 2.9 18,188 8.7 209,073
NON U.S. 4 4,183 2.0 29,554 14.1
---- --------- ---- --------- ----
10 10,268 4.9 47,742 22.8
10/02/07 NYME SAN JUAN BASIS SWAP U.S. 5 13,451 28.0 3,191 6.6 48,044
NON U.S. 4 3,892 8.1 2,040 4.2
---- --------- ---- --------- ----
9 17,343 36.1 5,231 10.9
10/02/07 NYME SOCAL BASIS SWAP U.S. 5 27,280 13.3 9,097 4.4 204,928
NON U.S. 5 5,754 2.8 16,673 8.1
---- --------- ---- --------- ----
10 33,034 16.1 25,770 12.6
10/02/07 NYME TRANSCO ZONE 6 BASIS SWAP U.S. 2 938 1.3 1,929 2.7 71,310
NON U.S. 3 3,397 4.8 5,031 7.1
---- --------- ---- --------- ----
5 4,335 6.1 6,960 9.8
10/02/07 NYME HENRY HUB GAS SWAP U.S. 6 218,577 8.1 237,273 8.8 2,701,848
NON U.S. 11 250,272 9.3 174,377 6.5
---- --------- ---- --------- ----
17 468,849 17.4 411,650 15.2
10/02/07 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 5 91,151 10.2 7,952 0.9 894,335
NON U.S. 9 240,089 26.8 141,149 15.8
---- --------- ---- --------- ----
14 331,240 37.0 149,101 16.7
10/02/07 CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 35,492 3.9 8,607 0.9 909,363
NON U.S. 31 53,233 5.9 61,203 6.7
---- --------- ---- --------- ----
36 88,725 9.8 69,810 7.7
10/02/07 CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 21,435 0.9 44,126 1.8 2,392,643
NON U.S. 47 177,345 7.4 126,627 5.3
---- --------- ---- --------- ----
53 198,780 8.3 170,753 7.1
10/02/07 CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 14,819 0.9 36,375 2.3 1,616,218
NON U.S. 29 113,097 7.0 42,389 2.6
---- --------- ---- --------- ----
34 127,916 7.9 78,764 4.9
10/02/07 CBT 30-DAY FEDERAL FUNDS U.S. 3 5,402 1.7 32,589 10.3 316,795
NON U.S. 21 36,458 11.5 52,297 16.5
---- --------- ---- --------- ----
24 41,860 13.2 84,886 26.8
10/02/07 CME LEAN HOGS U.S. 1 2,828 1.6 0 0.0 178,232
NON U.S. 5 13,240 7.4 125 0.1
---- --------- ---- --------- ----
6 16,068 9.0 125 0.1
10/02/07 CME LIVE CATTLE U.S. 2 7,525 3.1 2,101 0.9 241,252
NON U.S. 6 17,711 7.3 0 0.0
---- --------- ---- --------- ----
8 25,236 10.5 2,101 0.9
10/02/07 CME FEEDER CATTLE U.S. 3 259 1.0 140 0.5 26,749
NON U.S. 3 670 2.5 0 0.0
---- --------- ---- --------- ----
6 929 3.5 140 0.5
10/02/07 NYME PJM ELECTRICITY MONTHLY U.S. 2 2,540 7.0 3,549 9.8 36,105
NON U.S. 3 853 2.4 1,084 3.0
---- --------- ---- --------- ----
5 3,393 9.4 4,633 12.8
10/02/07 NYME ISO NEW ENGLAND LMP SWAP U.S. 2 1,546 8.6 2,649 14.7 18,001
NON U.S. 4 435 2.4 1,408 7.8
---- --------- ---- --------- ----
6 1,981 11.0 4,057 22.5
10/02/07 NYME CRUDE OIL, LIGHT SWEET U.S. 4 25,565 1.8 50,761 3.6 1,426,044
NON U.S. 12 128,393 9.0 104,962 7.4
---- --------- ---- --------- ----
16 153,958 10.8 155,723 10.9
10/02/07 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 2 5,936 6.3 2,291 2.4 94,649
NON U.S. 8 8,367 8.8 20,135 21.3
---- --------- ---- --------- ----
10 14,303 15.1 22,426 23.7
10/02/07 NYME DUBAI CRUDE OIL CALENDAR SWAP U.S. 2 590 5.1 1,575 13.6 11,547
NON U.S. 4 1,206 10.4 947 8.2
---- --------- ---- --------- ----
6 1,796 15.6 2,522 21.8
10/02/07 NYME WTI CRUDE OIL FINANCIAL U.S. 3 5,625 5.3 2,970 2.8 107,017
NON U.S. 9 23,103 21.6 13,969 13.1
---- --------- ---- --------- ----
12 28,728 26.8 16,939 15.8
10/02/07 NYME WTI-BRENT CALENDAR SWAP NON U.S. 5 3,761 21.9 3,815 22.2 17,157
10/02/07 NYME BRENT (ICE) CALENDAR SWAP U.S. 1 809 4.0 0 0.0 20,354
NON U.S. 4 2,346 11.5 1,164 5.7
---- --------- ---- --------- ----
5 3,155 15.5 1,164 5.7
10/02/07 NYBT COCOA U.S. 1 2,690 2.0 0 0.0 133,397
NON U.S. 8 4,482 3.4 5,362 4.0
---- --------- ---- --------- ----
9 7,172 5.4 5,362 4.0
10/02/07 NYME PALLADIUM U.S. 3 29 0.2 1,544 9.7 15,946
NON U.S. 9 848 5.3 2,175 13.6
---- --------- ---- --------- ----
12 877 5.5 3,719 23.3
10/02/07 NYME PLATINUM U.S. 2 0 0.0 177 1.2 14,621
NON U.S. 7 989 6.8 979 6.7
---- --------- ---- --------- ----
9 989 6.8 1,156 7.9
10/02/07 NYBT SUGAR NO. 11 U.S. 2 7,224 1.1 3,000 0.5 631,152
NON U.S. 9 63,468 10.1 23,815 3.8
---- --------- ---- --------- ----
11 70,692 11.2 26,815 4.2
10/02/07 NYBT COFFEE C U.S. 1 1,821 1.1 0 0.0 170,840
NON U.S. 12 9,237 5.4 7,986 4.7
---- --------- ---- --------- ----
13 11,058 6.5 7,986 4.7
10/02/07 CMX SILVER U.S. 4 706 0.6 3,964 3.4 117,498
NON U.S. 9 5,832 5.0 2,381 2.0
---- --------- ---- --------- ----
13 6,538 5.6 6,345 5.4
10/02/07 CMX COPPER-GRADE #1 U.S. 2 1,963 2.4 0 0.0 83,055
NON U.S. 12 6,545 7.9 1,438 1.7
---- --------- ---- --------- ----
14 8,508 10.2 1,438 1.7
10/02/07 CBT GOLD, 100 TROY OZ U.S. 2 565 2.5 491 2.1 22,888
NON U.S. 5 565 2.5 2,381 10.4
---- --------- ---- --------- ----
7 1,130 4.9 2,872 12.5
10/02/07 CMX GOLD U.S. 5 805 0.2 62,115 14.1 439,865
NON U.S. 17 15,533 3.5 54,056 12.3
---- --------- ---- --------- ----
22 16,338 3.7 116,171 26.4
10/02/07 CME CANADIAN DOLLAR U.S. 4 773 0.5 1,421 1.0 144,193
NON U.S. 8 4,396 3.0 35,030 24.3
---- --------- ---- --------- ----
12 5,169 3.6 36,451 25.3
10/02/07 CME SWISS FRANC U.S. 3 20 0.0 5,088 6.7 75,617
NON U.S. 5 14,980 19.8 2,000 2.6
---- --------- ---- --------- ----
8 15,000 19.8 7,088 9.4
10/02/07 CME MEXICAN PESO U.S. 3 942 1.3 6,809 9.2 73,625
NON U.S. 7 4,600 6.2 39,874 54.2
---- --------- ---- --------- ----
10 5,542 7.5 46,683 63.4
10/02/07 CME BRITISH POUND STERLING U.S. 4 1,262 1.3 6,248 6.3 98,589
NON U.S. 7 5,723 5.8 8,408 8.5
---- --------- ---- --------- ----
11 6,985 7.1 14,656 14.9
10/02/07 CME JAPANESE YEN U.S. 3 2,147 1.1 29,034 14.7 197,060
NON U.S. 9 61,726 31.3 15,364 7.8
---- --------- ---- --------- ----
12 63,873 32.4 44,398 22.5
10/02/07 CME EURO FX U.S. 4 559 0.3 7,188 3.4 214,561
NON U.S. 19 6,910 3.2 66,648 31.1
---- --------- ---- --------- ----
23 7,469 3.5 73,836 34.4
10/02/07 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 3,298 1.7 529 0.3 189,668
NON U.S. 9 8,144 4.3 8,553 4.5
---- --------- ---- --------- ----
12 11,442 6.0 9,082 4.8
10/02/07 NYBT NEW ZEALAND DOLLAR NON U.S. 6 122 7.9 1,161 74.9 1,551
10/02/07 CME NEW ZEALAND DOLLAR U.S. 2 0 0.0 850 3.3 25,717
NON U.S. 4 901 3.5 12,256 47.7
---- --------- ---- --------- ----
6 901 3.5 13,106 51.0
10/02/07 E VIX FUTURES U.S. 1 222 0.3 178 0.2 76,269
NON U.S. 8 2,928 3.8 143 0.2
---- --------- ---- --------- ----
9 3,150 4.1 321 0.4
10/02/07 CBT DOW JONES INDUSTRIAL AVERAGE U.S. 2 4,665 16.9 22 0.1 27,592
NON U.S. 6 1,860 6.7 630 2.3
---- --------- ---- --------- ----
8 6,525 23.6 652 2.4
10/02/07 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,218 1.4 0 0.0 87,135
NON U.S. 7 5,141 5.9 1,867 2.1
---- --------- ---- --------- ----
10 6,359 7.3 1,867 2.1
10/02/07 CME 3-MONTH EURODOLLARS U.S. 9 589,680 5.9 838,899 8.3 10,066,922
NON U.S. 63 1,557,209 15.5 1,614,628 16.0
---- --------- ---- --------- ----
72 2,146,889 21.3 2,453,527 24.4
10/02/07 CME S&P 500 STOCK INDEX U.S. 5 10,546 1.8 23 0.0 586,509
NON U.S. 20 12,983 2.2 32,426 5.5
---- --------- ---- --------- ----
25 23,529 4.0 32,449 5.5
10/02/07 CME E-MINI S&P 500 STOCK INDEX U.S. 10 15,266 0.8 14,367 0.8 1,865,981
NON U.S. 40 92,239 4.9 92,326 4.9
---- --------- ---- --------- ----
50 107,505 5.8 106,693 5.7
10/02/07 CME NASDAQ-100 STOCK INDEX U.S. 3 894 1.9 1,418 3.0 47,069
NON U.S. 10 3,970 8.4 1,176 2.5
---- --------- ---- --------- ----
13 4,864 10.3 2,594 5.5
10/02/07 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 6 11,611 3.1 4,131 1.1 376,929
NON U.S. 26 11,477 3.0 4,232 1.1
---- --------- ---- --------- ----
32 23,088 6.1 8,363 2.2
10/02/07 CME AUSTRALIAN DOLLAR U.S. 3 42 0.0 1,575 1.6 97,556
NON U.S. 4 50 0.1 25,769 26.4
---- --------- ---- --------- ----
7 92 0.1 27,344 28.0
10/02/07 CME RUSSEL 2000 STOCK INDEX FUTURE U.S. 1 306 1.0 273 0.9 31,362
NON U.S. 10 1,806 5.8 2,650 8.4
---- --------- ---- --------- ----
11 2,112 6.7 2,923 9.3
10/02/07 CME RUSSEL 2000 STOCK INDEX (MINI) U.S. 6 3,021 0.5 13,447 2.3 572,744
NON U.S. 16 11,264 2.0 13,734 2.4
---- --------- ---- --------- ----
22 14,285 2.5 27,181 4.7
10/02/07 CME NIKKEI STOCK AVERAGE U.S. 1 1,136 1.7 0 0.0 68,686
NON U.S. 14 10,994 16.0 2,564 3.7
---- --------- ---- --------- ----
15 12,130 17.7 2,564 3.7
10/02/07 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 4,837 7.6 0 0.0 63,823
NON U.S. 11 2,103 3.3 9,665 15.1
---- --------- ---- --------- ----
14 6,940 10.9 9,665 15.1
10/02/07 CBT INTEREST RATE SWAPS 10YR - 3MO U.S. 3 30 0.1 18,257 34.5 52,924
NON U.S. 4 628 1.2 1,270 2.4
---- --------- ---- --------- ----
7 658 1.2 19,527 36.9
10/02/07 CBT INTEREST RATE SWAPS 5YR - 3MO U.S. 2 0 0.0 8,209 62.0 13,245
NON U.S. 4 648 4.9 1,613 12.2
---- --------- ---- --------- ----
6 648 4.9 9,822 74.2
10/02/07 CME E-MINI S&P 400 STOCK INDEX U.S. 1 212 0.2 0 0.0 102,314
NON U.S. 4 0 0.0 5,304 5.2
---- --------- ---- --------- ----
5 212 0.2 5,304 5.2
10/02/07 CME 3-MO. EUROYEN TIBOR U.S. 5 732 2.1 3,767 10.9 34,652
NON U.S. 19 12,340 35.6 6,482 18.7
---- --------- ---- --------- ----
24 13,072 37.7 10,249 29.6
10/02/07 NYBT EURO FX/BRITISH POUND XRATE U.S. 1 134 1.3 0 0.0 10,592
NON U.S. 4 458 4.3 2,242 21.2
---- --------- ---- --------- ----
5 592 5.6 2,242 21.2
10/02/07 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 510 5.4 150 1.6 9,496
NON U.S. 3 1,596 16.8 765 8.1
---- --------- ---- --------- ----
6 2,106 22.2 915 9.6
10/02/07 NYME RBOB CRACK SPREAD SWAP U.S. 2 113 1.0 243 2.1 11,762
NON U.S. 5 1,069 9.1 1,114 9.5
---- --------- ---- --------- ----
7 1,182 10.0 1,357 11.5