BANK BANK LONG SHORT OPEN
DATE COMMODITY TYPE COUNT FUTURES % FUTURES % INTEREST
10/06/09 CBT WHEAT U.S. 2 8,131 2.5 88 0.0 330,517
NON U.S. 11 16,804 5.1 5,621 1.7
---- --------- ---- --------- ----
13 24,935 7.5 5,709 1.7
10/06/09 CBT CORN U.S. 4 19,723 2.2 4,322 0.5 899,495
NON U.S. 8 18,698 2.1 1,809 0.2
---- --------- ---- --------- ----
12 38,421 4.3 6,131 0.7
10/06/09 CBT SOYBEANS U.S. 2 7,718 1.7 2,488 0.5 452,603
NON U.S. 8 7,226 1.6 4,457 1.0
---- --------- ---- --------- ----
10 14,944 3.3 6,945 1.5
10/06/09 CBT SOYBEAN OIL U.S. 1 3,973 1.9 958 0.5 205,530
NON U.S. 4 4,403 2.1 2,012 1.0
---- --------- ---- --------- ----
5 8,376 4.1 2,970 1.4
10/06/09 CBT U.S. TREASURY BONDS U.S. 5 4,076 0.5 24,453 3.2 768,850
NON U.S. 3 2,336 0.3 4,772 0.6
---- --------- ---- --------- ----
8 6,412 0.8 29,225 3.8
10/06/09 NYME NATURAL GAS U.S. 3 25,198 3.6 16,168 2.3 692,561
NON U.S. 7 21,735 3.1 2,254 0.3
---- --------- ---- --------- ----
10 46,933 6.8 18,422 2.7
10/06/09 ICUS COTTON NO. 2 U.S. 2 6,238 4.3 356 0.2 146,430
NON U.S. 5 5,944 4.1 3,301 2.3
---- --------- ---- --------- ----
7 12,182 8.3 3,657 2.5
10/06/09 NYME NW PIPE ROCKIES BASIS SWAP U.S. 3 8,543 6.0 13,652 9.5 143,284
NON U.S. 2 2,919 2.0 15,593 10.9
---- --------- ---- --------- ----
5 11,462 8.0 29,245 20.4
10/06/09 NYME PANHANDLE BASIS SWAP U.S. 3 16,576 6.7 12,352 5.0 247,806
NON U.S. 2 269 0.1 11,077 4.5
---- --------- ---- --------- ----
5 16,845 6.8 23,429 9.5
10/06/09 NYME HENRY HUB SWAP U.S. 4 84,801 2.9 274,178 9.4 2,910,014
NON U.S. 5 11,445 0.4 138,916 4.8
---- --------- ---- --------- ----
9 96,246 3.3 413,094 14.2
10/06/09 NYME HENRY HUB PENULTIMATE GAS SWAP U.S. 2 129,738 13.7 16,707 1.8 947,811
NON U.S. 6 49,165 5.2 10,225 1.1
---- --------- ---- --------- ----
8 178,903 18.9 26,932 2.8
10/06/09 CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 21,647 2.5 11,372 1.3 876,398
NON U.S. 19 2,928 0.3 63,778 7.3
---- --------- ---- --------- ----
25 24,575 2.8 75,150 8.6
10/06/09 CBT 10-YEAR U.S. TREASURY NOTES U.S. 9 23,041 1.9 8,567 0.7 1,237,547
NON U.S. 20 16,183 1.3 38,145 3.1
---- --------- ---- --------- ----
29 39,224 3.2 46,712 3.8
10/06/09 CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 9,995 1.2 48,311 6.0 806,851
NON U.S. 6 6,406 0.8 4,658 0.6
---- --------- ---- --------- ----
12 16,401 2.0 52,969 6.6
10/06/09 CBT 30-DAY FEDERAL FUNDS U.S. 7 57,589 12.9 61,683 13.9 444,901
NON U.S. 13 19,749 4.4 27,943 6.3
---- --------- ---- --------- ----
20 77,338 17.4 89,626 20.1
10/06/09 CME LEAN HOGS U.S. 1 2,845 1.9 0 0.0 148,758
NON U.S. 4 5,347 3.6 460 0.3
---- --------- ---- --------- ----
5 8,192 5.5 460 0.3
10/06/09 CME LIVE CATTLE U.S. 2 5,295 2.1 1,041 0.4 255,493
NON U.S. 6 7,003 2.7 630 0.2
---- --------- ---- --------- ----
8 12,298 4.8 1,671 0.7
10/06/09 NYME CRUDE OIL, LIGHT SWEET U.S. 3 32,471 2.6 66,389 5.3 1,248,517
NON U.S. 16 34,547 2.8 49,537 4.0
---- --------- ---- --------- ----
19 67,018 5.4 115,926 9.3
10/06/09 NYME WTI CRUDE OIL CALENDAR SWAP U.S. 4 12,494 5.9 26,442 12.5 210,853
NON U.S. 3 7,509 3.6 2,925 1.4
---- --------- ---- --------- ----
7 20,003 9.5 29,367 13.9
10/06/09 NYME WTI CRUDE OIL FINANCIAL U.S. 3 28,439 16.4 13,658 7.9 173,898
NON U.S. 8 2,347 1.3 496 0.3
---- --------- ---- --------- ----
11 30,786 17.7 14,154 8.1
10/06/09 NYME WTI-BRENT CALENDAR SWAP U.S. 3 4,170 9.3 4,058 9.1 44,695
NON U.S. 2 705 1.6 480 1.1
---- --------- ---- --------- ----
5 4,875 10.9 4,538 10.2
10/06/09 ICUS COCOA U.S. 1 1,536 1.2 0 0.0 128,991
NON U.S. 4 2,033 1.6 2,662 2.1
---- --------- ---- --------- ----
5 3,569 2.8 2,662 2.1
10/06/09 NYME PALLADIUM U.S. 2 0 0.0 3,354 15.8 21,223
NON U.S. 7 518 2.4 1,298 6.1
---- --------- ---- --------- ----
9 518 2.4 4,652 21.9
10/06/09 NYME PLATINUM U.S. 3 25 0.1 2,054 6.9 29,743
NON U.S. 8 646 2.2 3,229 10.9
---- --------- ---- --------- ----
11 671 2.3 5,283 17.8
10/06/09 ICUS SUGAR NO. 11 U.S. 3 19,761 2.6 76,430 9.9 771,265
NON U.S. 7 9,769 1.3 49,368 6.4
---- --------- ---- --------- ----
10 29,530 3.8 125,798 16.3
10/06/09 ICUS COFFEE C U.S. 1 2,945 2.9 0 0.0 101,848
NON U.S. 10 2,783 2.7 8,492 8.3
---- --------- ---- --------- ----
11 5,728 5.6 8,492 8.3
10/06/09 CMX SILVER U.S. 2 38 0.0 38,375 29.1 131,801
NON U.S. 10 2,174 1.6 2,400 1.8
---- --------- ---- --------- ----
12 2,212 1.7 40,775 30.9
10/06/09 CMX COPPER-GRADE #1 U.S. 3 7,172 6.0 0 0.0 119,080
NON U.S. 7 1,533 1.3 10,179 8.5
---- --------- ---- --------- ----
10 8,705 7.3 10,179 8.5
10/06/09 CMX GOLD U.S. 2 10 0.0 116,790 24.1 484,307
NON U.S. 17 8,596 1.8 35,874 7.4
---- --------- ---- --------- ----
19 8,606 1.8 152,664 31.5
10/06/09 CME CANADIAN DOLLAR U.S. 4 34 0.0 26,579 30.2 88,135
NON U.S. 2 538 0.6 134 0.2
---- --------- ---- --------- ----
6 572 0.6 26,713 30.3
10/06/09 CME MEXICAN PESO U.S. 4 15,200 22.9 4,251 6.4 66,272
NON U.S. 5 3,348 5.1 7,297 11.0
---- --------- ---- --------- ----
9 18,548 28.0 11,548 17.4
10/06/09 CME BRITISH POUND STERLING U.S. 4 27,979 25.1 8 0.0 111,463
NON U.S. 2 1,915 1.7 0 0.0
---- --------- ---- --------- ----
6 29,894 26.8 8 0.0
10/06/09 CME JAPANESE YEN U.S. 3 567 0.5 31,929 26.5 120,340
NON U.S. 3 5,871 4.9 0 0.0
---- --------- ---- --------- ----
6 6,438 5.3 31,929 26.5
10/06/09 CME EURO FX U.S. 3 701 0.4 39,015 22.8 170,878
NON U.S. 11 5,409 3.2 2,845 1.7
---- --------- ---- --------- ----
14 6,110 3.6 41,860 24.5
10/06/09 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 6,414 3.3 364 0.2 195,796
NON U.S. 4 2,392 1.2 11 0.0
---- --------- ---- --------- ----
7 8,806 4.5 375 0.2
10/06/09 CME NEW ZEALAND DOLLAR U.S. 5 752 3.0 2,418 9.7 24,851
10/06/09 E VIX FUTURES U.S. 1 334 0.7 9,694 20.0 48,581
NON U.S. 5 1,372 2.8 0 0.0
---- --------- ---- --------- ----
6 1,706 3.5 9,694 20.0
10/06/09 CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 3 1,884 2.8 1,302 1.9 68,231
NON U.S. 4 2,289 3.4 753 1.1
---- --------- ---- --------- ----
7 4,173 6.1 2,055 3.0
10/06/09 CME 3-MONTH EURODOLLARS U.S. 15 807,471 11.8 987,030 14.4 6,862,458
NON U.S. 42 324,187 4.7 683,832 10.0
---- --------- ---- --------- ----
57 1,131,658 16.5 1,670,862 24.3
10/06/09 CME S&P 500 STOCK INDEX U.S. 3 4,227 1.1 4,856 1.3 382,737
NON U.S. 7 2,398 0.6 11,272 2.9
---- --------- ---- --------- ----
10 6,625 1.7 16,128 4.2
10/06/09 CME E-MINI S&P 500 STOCK INDEX U.S. 6 13,905 0.6 4,064 0.2 2,334,675
NON U.S. 33 63,317 2.7 67,327 2.9
---- --------- ---- --------- ----
39 77,222 3.3 71,391 3.1
10/06/09 CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 1,780 0.5 3,609 1.1 332,087
NON U.S. 16 5,383 1.6 2,038 0.6
---- --------- ---- --------- ----
20 7,163 2.2 5,647 1.7
10/06/09 ICUS RUSSELL 2000 MINI INDEX FUTURE U.S. 4 970 0.3 18,438 4.9 373,143
NON U.S. 5 2,390 0.6 342 0.1
---- --------- ---- --------- ----
9 3,360 0.9 18,780 5.0
10/06/09 CME NIKKEI STOCK AVERAGE U.S. 1 0 0.0 193 0.7 29,266
NON U.S. 5 1,611 5.5 0 0.0
---- --------- ---- --------- ----
6 1,611 5.5 193 0.7
10/06/09 CME NIKKEI STOCK AVERAGE YEN DENOM U.S. 3 708 1.7 0 0.0 42,264
NON U.S. 8 1,832 4.3 6,062 14.3
---- --------- ---- --------- ----
11 2,540 6.0 6,062 14.3
10/06/09 CME 3-MO. EUROYEN TIBOR U.S. 1 238 7.1 0 0.0 3,375
NON U.S. 4 1,581 46.8 1,300 38.5
---- --------- ---- --------- ----
5 1,819 53.9 1,300 38.5
10/06/09 NYME HEAT OIL CRACK SPRD CAL SWAP U.S. 3 2,325 5.8 1,461 3.7 39,932
NON U.S. 2 675 1.7 0 0.0
---- --------- ---- --------- ----
5 3,000 7.5 1,461 3.7