PRICES AS OF 07/03/08 04:04 PM (CST) MTH/ --- SESSION --- PT EST ---- PRIOR DAY ---- STRIKE OPEN HIGH LOW LAST SETT CHGE VOL SETT VOL INT TFPRS 01 Suncor Energy Inc. JLY08 57.97 58.10B 55.53A 57.45A ---- UNCH 35 55.45 47 AUG08 58.08 58.08 55.64A 57.56A ---- UNCH 35 55.57 10 SEP08 58.27 58.27 55.71A 57.66A ---- UNCH 210 55.66 565 DEC08 ---- 58.68B ---- 58.07A ---- UNCH 56.08 2743 TOTAL EST. VOL VOL OPEN INT. TOTAL 280 3365 TFPRS 05 Cendant Corporation JLY08 ---- ---- 5.36A 5.36A ---- UNCH 5.70 AUG08 ---- ---- 5.33A 5.37A ---- UNCH 5.71 SEP08 ---- ---- 5.35A 5.39A ---- UNCH 5.72 25 DEC08 ---- ---- 5.42A 5.42A ---- UNCH 5.76 TOTAL EST. VOL VOL OPEN INT. TOTAL 25 TFPRS 09 GlaxoSmithKline plc JLY08 ---- 46.94B 46.27A 46.88B ---- UNCH 350 45.20 20 AUG08 ---- ---- ---- 46.55A ---- UNCH 44.76 SEP08 ---- ---- ---- 46.64A ---- UNCH 44.87 35 DEC08 ---- ---- ---- 46.45A ---- UNCH 44.68 15 TOTAL EST. VOL VOL OPEN INT. TOTAL 350 70 TFPRS 0L Dominion Resources Inc. JLY08 ---- 47.91B 46.91A 46.94B ---- UNCH 47.55 AUG08 ---- 47.73B 47.01A 47.03A ---- UNCH 47.63 SEP08 ---- 47.43B 46.72A 46.74A ---- UNCH 47.33 5 DEC08 ---- 47.36B 46.65A 46.67A ---- UNCH 47.26 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS 0M First Energy Corporation JLY08 ---- 82.97B 81.61A 81.80B ---- UNCH 81.65 5 AUG08 ---- 82.54B 81.21A 81.36B ---- UNCH 81.24 SEP08 82.29 82.71B 81.40A 81.53A ---- UNCH 210 81.42 18 DEC08 ---- ---- ---- 81.74A ---- UNCH 81.47 TOTAL EST. VOL VOL OPEN INT. TOTAL 210 23 TFPRS 0R Weyerhaeuser Company JLY08 ---- 50.44B 49.26A 49.52A ---- UNCH 49.64 10 AUG08 ---- 49.91B 48.76A 49.02A ---- UNCH 49.13 SEP08 ---- 50.01B 48.87A 49.14A ---- UNCH 49.24 DEC08 ---- 49.76B 48.64A 48.90A ---- UNCH 49.02 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS 0Y Southern Company JLY08 ---- 35.41B 35.18A 35.32A ---- UNCH 35.23 AUG08 ---- 35.05B 34.83A 34.98A ---- UNCH 34.87 SEP08 ---- 35.13B 34.91A 35.05A ---- UNCH 34.95 DEC08 ---- 34.95B 34.75A 34.89A ---- UNCH 34.78 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 9KE NIKE, INC CLASS B JLY08 ---- 59.41B 57.58A 58.51B ---- UNCH 58.14 AUG08 ---- 59.49B 57.69A 58.59B ---- UNCH 58.24 1 SEP08 ---- 59.37B 57.61A 58.49A ---- UNCH 58.14 1 DEC08 ---- ---- 57.90A 58.79A ---- UNCH 58.30 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS 9TS NORTHERN TRUST CORPORATION JLY08 ---- ---- 67.43A 68.06A ---- UNCH 68.65 AUG08 ---- ---- 67.63A 68.24A ---- UNCH 68.77 SEP08 ---- ---- 67.68A 68.14A ---- UNCH 68.64 12 DEC08 ---- ---- 67.84A 68.62A ---- UNCH 68.87 TOTAL EST. VOL VOL OPEN INT. TOTAL 12 TFPRS A0 CDD FUTURE-JKSN AIR JUN08 ---- ---- ---- ---- 442.0 UNCH 442.0 JLY08 ---- ---- ---- ---- 522.0 UNCH 522.0 AUG08 ---- ---- ---- ---- 518.0 UNCH 518.0 SEP08 ---- ---- ---- ---- 393.0 UNCH 393.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A0K CDD STRIP FUT-JK AIR SEP08 ---- ---- ---- ---- 2150.0 UNCH 2150.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A2 CALGARY HDD FUTURES DEC08 ---- ---- ---- ---- 805. UNCH 805. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A3 CDD FUTURE-COLO AIR JUN08 ---- ---- ---- ---- 86.0 UNCH 86.0 JLY08 ---- ---- ---- ---- 226.0 UNCH 226.0 AUG08 ---- ---- ---- ---- 145.0 UNCH 145.0 SEP08 ---- ---- ---- ---- 41.0 UNCH 41.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A3K CDD STRIP FUT-CO AIR SEP08 ---- ---- ---- ---- 511.0 UNCH 511.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A4 EDMONTON HDD FUTURES DEC08 ---- ---- ---- ---- 1001. UNCH 1001. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A5 MONTREAL HDD FUTURES DEC08 ---- ---- ---- ---- 754. UNCH 754. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A6 SA-RAND RECIPROCALS SEP08 ---- 7.8895 7.8895 7.8895 ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A7 TORONTO HDD FUTURES DEC08 ---- ---- ---- ---- 630. UNCH 630. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A8 VANCOUVER HDD FUTURES DEC08 ---- ---- ---- ---- 456. UNCH 456. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A9 WINNIPEG HDD FUTURES DEC08 ---- ---- ---- ---- 1027. UNCH 1027. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A99 Agilent Technologies, Inc. JLY08 ---- 35.58B 34.69A 34.69A ---- UNCH 35.39 AUG08 ---- ---- 34.74A 34.74A ---- UNCH 35.45 SEP08 ---- ---- 34.82A 34.82A ---- UNCH 35.52 DEC08 ---- ---- 35.06A 35.06A ---- UNCH 35.76 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AAC Alcoa Inc. JLY08 32.15 33.02B 31.74A 32.79B ---- UNCH 90 32.14 11 AUG08 ---- 32.91B 31.64A 32.66B ---- UNCH 32.03 5 SEP08 ---- 32.99B 31.73A 32.74B ---- UNCH 32.11 1 DEC08 ---- 33.06B 31.81A 32.81B ---- UNCH 32.18 TOTAL EST. VOL VOL OPEN INT. TOTAL 90 17 TFPRS AAP Apple Computer Inc. JLY08 ---- 172.23B 166.01A 170.53A ---- UNCH 587 168.34 2425 AUG08 167.11 172.54B 166.35A 170.83B ---- UNCH 600 168.65 103 SEP08 167.63 172.90B 166.82A 171.19A ---- UNCH 54 169.01 640 DEC08 169.00 174.09B 168.14A 172.36A ---- UNCH 66 170.21 80 TOTAL EST. VOL VOL OPEN INT. TOTAL 1307 3248 TFPRS ABC AmerisourceBergen Corporation JLY08 ---- ---- ---- 39.20A ---- UNCH 38.93 AUG08 ---- ---- ---- 39.20A ---- UNCH 38.92 SEP08 ---- ---- ---- 39.27A ---- UNCH 39.01 DEC08 ---- ---- ---- 39.51A ---- UNCH 39.22 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ABH AbitibiBowater Inc. JLY08 ---- ---- ---- ---- ---- UNCH 8.56 AUG08 ---- ---- ---- ---- ---- UNCH 8.58 SEP08 ---- ---- ---- ---- ---- UNCH 8.60 DEC08 ---- ---- ---- ---- ---- UNCH 8.68 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ABT Abbott Laboratories JLY08 ---- 54.71B ---- 54.42A ---- UNCH 53.93 20 AUG08 ---- 54.70B ---- 54.52A ---- UNCH 54.02 2 SEP08 ---- 54.82B ---- 54.65A ---- UNCH 54.14 712 DEC08 ---- 54.85B ---- 54.70A ---- UNCH 54.18 TOTAL EST. VOL VOL OPEN INT. TOTAL 734 TFPRS ABX bBarrick Gold Corp JLY08 44.50 45.30B 43.86A 45.05B ---- UNCH 98 45.23 6 AUG08 ---- ---- 43.95A 45.29A ---- UNCH 45.31 SEP08 ---- ---- 44.06A 45.40A ---- UNCH 45.41 5 DEC08 ---- ---- 44.20A 45.60A ---- UNCH 45.55 TOTAL EST. VOL VOL OPEN INT. TOTAL 98 11 TFPRS AC9 AmeriCredit Corp. JLY08 ---- ---- ---- ---- ---- UNCH 8.17 AUG08 ---- ---- ---- ---- ---- UNCH 8.18 SEP08 ---- ---- ---- ---- ---- UNCH 8.21 DEC08 ---- ---- ---- ---- ---- UNCH 8.28 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACA AMERICAN CAPITAL STRATEGIES, LTD. JLY08 ---- ---- 22.31A 22.44A ---- UNCH 22.36 AUG08 ---- ---- ---- 22.48A ---- UNCH 22.02 SEP08 ---- ---- ---- 21.48A ---- UNCH 20.66 DEC08 ---- ---- ---- 20.59A ---- UNCH 18.90 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACD AUSTRALIAN DOLLAR/CANADIAN DOLLAR CROSSRATE FUT SEP08 ---- ---- ---- ---- .9713 +41 .9672 440 DEC08 ---- ---- ---- ---- .9605 +41 .9564 MAR09 ---- ---- ---- ---- .9496 +39 .9457 JUN09 ---- ---- ---- ---- .9394 +38 .9356 SEP09 ---- ---- ---- ---- .9292 +37 .9255 DEC09 ---- ---- ---- ---- .9190 +36 .9154 TOTAL EST. VOL VOL OPEN INT. TOTAL 440 TFPRS ACE ACE Limited JLY08 ---- ---- ---- 54.84A ---- UNCH 54.66 5 AUG08 ---- ---- 54.56A 54.93A ---- UNCH 54.76 DEC08 ---- ---- ---- 55.14A ---- UNCH 54.98 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS ACF Ethanol Futures JLY08 ---- ---- ---- ---- 2863 +2 2.861 3 269 AUG08 ---- ---- ---- ---- 2.889 +26 2.863 14 293 SEP08 ---- ---- ---- ---- 2.869 +16 2.853 24 305 OCT08 ---- ---- ---- ---- 2.880 +26 2.854 21 219 NOV08 ---- ---- ---- ---- 2.880 +26 2.854 12 117 DEC08 ---- ---- ---- ---- 2.880 +21 2.859 11 136 JAN09 ---- ---- ---- ---- 2.880 +15 2.865 11 148 FEB09 ---- ---- ---- ---- 2.880 +20 2.860 1 105 MAR09 ---- ---- ---- ---- 2.880 +20 2.860 6 132 APR09 ---- ---- ---- ---- 2.860 UNCH 2.860 1 132 MAY09 ---- ---- ---- ---- 2.860 UNCH 2.860 1 144 JUN09 ---- ---- ---- ---- 2.860 UNCH 2.860 1 131 JLY09 ---- ---- ---- ---- 2.860 +10 2.850 162 AUG09 ---- ---- ---- ---- 2.810 +40 2.770 95 SEP09 ---- ---- ---- ---- 2.810 +40 2.770 61 OCT09 ---- ---- ---- ---- 2.810 +40 2.770 59 NOV09 ---- ---- ---- ---- 2.810 +60 2.750 59 DEC09 ---- ---- ---- ---- 2.810 +60 2.750 59 JAN10 ---- ---- ---- ---- 2.780 +30 2.750 69 FEB10 ---- ---- ---- ---- 2.780 +30 2.750 5 MAR10 ---- ---- ---- ---- 2.780 +30 2.750 5 APR10 ---- ---- ---- ---- 2.780 +30 2.750 MAY10 ---- ---- ---- ---- 2.780 +30 2.750 JUN10 ---- ---- ---- ---- 2.780 +30 2.750 JLY10 ---- ---- ---- ---- 2.780 +30 2.750 AUG10 ---- ---- ---- ---- 2.780 +30 2.750 SEP10 ---- ---- ---- ---- 2.780 +30 2.750 OCT10 ---- ---- ---- ---- 2.780 +30 2.750 NOV10 ---- ---- ---- ---- 2.780 +30 2.750 DEC10 ---- ---- ---- ---- 2.780 +30 2.750 JAN11 ---- ---- ---- ---- 2.780 +30 2.750 FEB11 ---- ---- ---- ---- 2.780 +30 2.750 MAR11 ---- ---- ---- ---- 2.780 +30 2.750 TOTAL EST. VOL VOL OPEN INT. TOTAL 106 2705 TFPRS ACI Arch Coal, Inc. JLY08 65.31 65.31 61.07A 63.55A ---- UNCH 108 62.27 12 AUG08 ---- ---- 60.85A 63.71A ---- UNCH 62.38 5 SEP08 ---- ---- 61.57A 63.93A ---- UNCH 62.43 6 DEC08 ---- ---- 61.53A 64.07A ---- UNCH 62.82 TOTAL EST. VOL VOL OPEN INT. TOTAL 108 23 TFPRS ACL American Commercial Lines Inc. JLY08 ---- ---- ---- ---- ---- UNCH 10.15 AUG08 ---- ---- ---- ---- ---- UNCH 10.17 SEP08 ---- ---- ---- ---- ---- UNCH 10.20 DEC08 ---- ---- ---- ---- ---- UNCH 10.29 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACS Affiliated Computer Services, Inc. JLY08 ---- 51.95B ---- 51.38A ---- UNCH 50.94 5 AUG08 ---- 52.04B ---- 51.47A ---- UNCH 51.03 SEP08 ---- 52.15B ---- 51.59A ---- UNCH 51.15 DEC08 ---- 52.52B ---- 51.95A ---- UNCH 51.52 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS ACX SYNTHETIC ETHANOL JLY08 ---- ---- ---- ---- 2863 UNCH 2.861 AUG08 ---- ---- ---- ---- 2.889 +26 2.863 SEP08 ---- ---- ---- ---- 2.869 +16 2.853 OCT08 ---- ---- ---- ---- 2.880 +26 2.854 NOV08 ---- ---- ---- ---- 2.880 +26 2.854 DEC08 ---- ---- ---- ---- 2.880 +21 2.859 JAN09 ---- ---- ---- ---- 2.880 +15 2.865 FEB09 ---- ---- ---- ---- 2.880 +20 2.860 MAR09 ---- ---- ---- ---- 2.880 +20 2.860 APR09 ---- ---- ---- ---- 2.860 UNCH 2.860 MAY09 ---- ---- ---- ---- 2.860 UNCH 2.860 JUN09 ---- ---- ---- ---- 2.860 UNCH 2.860 JLY09 ---- ---- ---- ---- 2.860 +10 2.850 AUG09 ---- ---- ---- ---- 2.860 +90 2.770 SEP09 ---- ---- ---- ---- 2.860 +90 2.770 OCT09 ---- ---- ---- ---- 2.860 +90 2.770 NOV09 ---- ---- ---- ---- 2.860 +110 2.750 DEC09 ---- ---- ---- ---- 2.860 +110 2.750 JAN10 ---- ---- ---- ---- 2.860 +110 2.750 FEB10 ---- ---- ---- ---- 2.860 +110 2.750 MAR10 ---- ---- ---- ---- 2.860 +110 2.750 APR10 ---- ---- ---- ---- 2.860 +110 2.750 MAY10 ---- ---- ---- ---- 2.860 +110 2.750 JUN10 ---- ---- ---- ---- 2.860 +110 2.750 JLY10 ---- ---- ---- ---- 2.860 +110 2.750 AUG10 ---- ---- ---- ---- 2.860 +110 2.750 SEP10 ---- ---- ---- ---- 2.860 +110 2.750 OCT10 ---- ---- ---- ---- 2.860 +110 2.750 NOV10 ---- ---- ---- ---- 2.860 +110 2.750 DEC10 ---- ---- ---- ---- 2.860 +110 2.750 JAN11 ---- ---- ---- ---- 2.860 +110 2.750 FEB11 ---- ---- ---- ---- 2.860 +110 2.750 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AD CME AUSTRALIAN DOLLAR FUTURES SEP08 .9537 .9540B .9500A .9506 .9502 -42 961 .9544 51002 104274 DEC08 ---- ---- ---- ---- .9390 -42 .9432 8 923 MAR09 ---- ---- ---- ---- .9278 -42 .9320 617 JUN09 ---- ---- ---- ---- .9173 -42 .9215 11 SEP09 ---- ---- ---- ---- .9068 -42 .9110 1 DEC09 ---- ---- ---- ---- .8963 -42 .9005 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 961 51010 105827 TFPRS AD9 Alliance Data Systems Corporation JLY08 ---- ---- 53.47A 54.30A ---- UNCH 54.52 AUG08 ---- ---- 53.99A 54.44A ---- UNCH 54.61 SEP08 ---- ---- 53.98A 54.60A ---- UNCH 54.74 DEC08 ---- ---- 54.69A 55.13A ---- UNCH 55.14 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ADB Adobe Systems Incorporated JLY08 ---- 40.63B ---- 40.46A ---- UNCH 39.85 3 AUG08 ---- 40.68B ---- 40.54A ---- UNCH 39.92 SEP08 40.40 40.77B 40.05A 40.62A ---- UNCH 1084 40.01 281 DEC08 ---- 41.03B ---- 40.91A ---- UNCH 40.30 TOTAL EST. VOL VOL OPEN INT. TOTAL 1084 284 TFPRS ADC ADC Telecommunications, Inc. JLY08 ---- ---- 13.89A 14.05A ---- UNCH 14.25 25 AUG08 ---- ---- 13.92A 14.07A ---- UNCH 14.28 SEP08 ---- ---- 13.95A 14.10A ---- UNCH 14.31 7206 DEC08 ---- ---- 14.05A 14.21A ---- UNCH 14.42 TOTAL EST. VOL VOL OPEN INT. TOTAL 7231 TFPRS ADI Analog Devices Inc. JLY08 ---- ---- 30.49A 30.71A ---- UNCH 31.27 AUG08 ---- ---- 30.56A 30.76A ---- UNCH 31.33 SEP08 ---- ---- 30.44A 30.64B ---- UNCH 31.20 3203 DEC08 ---- ---- 30.47A 30.64A ---- UNCH 31.22 TOTAL EST. VOL VOL OPEN INT. TOTAL 3203 TFPRS ADM Archer-Daniels-Midland Company JLY08 ---- ---- 31.13A 31.13A ---- UNCH 32.19 1 AUG08 ---- ---- 31.07A 31.07A ---- UNCH 32.13 SEP08 ---- ---- 31.16A 31.16A ---- UNCH 32.20 47 DEC08 ---- ---- 31.25A 31.25A ---- UNCH 32.29 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 49 TFPRS ADP Automatic Data Processing Inc. JLY08 ---- ---- 42.08A 42.12A ---- UNCH 42.14 AUG08 ---- ---- 42.15A 42.20A ---- UNCH 42.21 SEP08 ---- ---- 41.96A 42.01A ---- UNCH 42.01 DEC08 ---- ---- ---- 42.22A ---- UNCH 42.01 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ADS Autodesk JLY08 34.09 34.46B 33.87A 33.99A ---- UNCH 183 33.68 11 AUG08 ---- 34.49B ---- 34.06A ---- UNCH 33.73 SEP08 ---- 34.54B ---- 34.13A ---- UNCH 33.81 11 DEC08 ---- 34.74B ---- 34.37A ---- UNCH 34.05 TOTAL EST. VOL VOL OPEN INT. TOTAL 183 22 TFPRS AEE Ameren Corporation JLY08 ---- ---- 41.94A 41.96A ---- UNCH 42.47 AUG08 ---- ---- 42.02A 42.04A ---- UNCH 42.54 SEP08 ---- ---- 41.47A 41.49A ---- UNCH 42.00 DEC08 ---- ---- 41.13A 41.15A ---- UNCH 41.67 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AEM Agnico-Eagle Mines Limited JLY08 ---- ---- 71.32A 72.60A ---- UNCH 73.67 30 AUG08 ---- ---- 71.44A 72.71A ---- UNCH 73.79 SEP08 ---- ---- 71.58A 72.86A ---- UNCH 73.94 DEC08 ---- ---- 72.05A 73.34A ---- UNCH 74.44 TOTAL EST. VOL VOL OPEN INT. TOTAL 30 TFPRS AEO American Eagle Outfitters, Inc. JLY08 ---- ---- 12.98A 13.28A ---- UNCH 13.15 AUG08 ---- ---- 13.10A 13.32A ---- UNCH 13.18 SEP08 13.15 13.50B 13.03A 13.35 ---- UNCH 520 13.21 10 DEC08 ---- ---- 13.01A 13.35A ---- UNCH 13.19 TOTAL EST. VOL VOL OPEN INT. TOTAL 520 10 TFPRS AEP American Electric Power Company, Inc. JLY08 40.33 40.47B 39.58A 39.60A ---- UNCH 365 39.94 AUG08 ---- 39.61B 39.26A 39.28A ---- UNCH 39.60 4000 SEP08 ---- 39.69B 39.36A 39.36A ---- UNCH 39.68 DEC08 ---- ---- 39.21A 39.21A ---- UNCH 39.54 TOTAL EST. VOL VOL OPEN INT. TOTAL 365 4000 TFPRS AES The AES Corporation JLY08 ---- 19.25B 18.74A 18.74A ---- UNCH 18.81 AUG08 ---- 19.28B 18.77A 18.77A ---- UNCH 18.84 SEP08 ---- 19.32B 18.81A 18.81A ---- UNCH 18.88 280 DEC08 ---- 19.45B 18.93A 18.93A ---- UNCH 19.01 TOTAL EST. VOL VOL OPEN INT. TOTAL 280 TFPRS AET Aetna Inc. JLY08 ---- ---- 36.44A 37.15A ---- UNCH 39.83 1 AUG08 ---- ---- 36.59A 37.21B ---- UNCH 39.90 SEP08 ---- ---- 36.67A 37.28B ---- UNCH 39.99 277 DEC08 ---- ---- 36.89A 37.49B ---- UNCH 40.24 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 279 TFPRS AFG Ambac Financial Group, Inc. JLY08 ---- ---- ---- ---- ---- UNCH 1.16 SEP08 ---- ---- ---- ---- ---- UNCH 1.16 DEC08 ---- ---- ---- ---- ---- UNCH 1.16 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AFL AFLAC INCORPORATED JLY08 ---- 63.30B ---- 62.51A ---- UNCH 62.41 AUG08 ---- 63.12B ---- 62.37A ---- UNCH 62.25 SEP08 ---- 63.23B ---- 62.54A ---- UNCH 62.39 DEC08 ---- ---- ---- 62.92A ---- UNCH 62.55 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AGN Allergan, Inc. JLY08 ---- ---- 51.75A 51.92A ---- UNCH 52.50 AUG08 ---- ---- 51.82A 51.98A ---- UNCH 52.55 DEC08 ---- ---- 52.27A 52.39A ---- UNCH 53.01 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AGU Agrium Inc. JLY08 ---- ---- ---- ---- ---- UNCH 99.85 14 AUG08 ---- ---- ---- ---- ---- UNCH 100.03 10 SEP08 ---- ---- ---- ---- ---- UNCH 100.28 30 DEC08 ---- ---- ---- ---- ---- UNCH 101.05 TOTAL EST. VOL VOL OPEN INT. TOTAL 54 TFPRS AH CDD FUTURE-LA USC JLY08 ---- ---- ---- ---- 276.0 UNCH 276.0 AUG08 ---- ---- ---- ---- 284.0 UNCH 284.0 SEP08 ---- ---- ---- ---- 213.0 UNCH 213.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AHK CDD STRIP FUT-LA USC SEP08 ---- ---- ---- ---- 1058.0 UNCH 1058.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AIG American International Group JLY08 ---- ---- 25.88A 26.27A ---- UNCH 26.77 10 AUG08 ---- ---- 25.94A 26.34B ---- UNCH 26.82 SEP08 ---- 26.81B 25.80A 26.15A ---- UNCH 26.66 30 DEC08 ---- ---- 25.99A 26.34A ---- UNCH 26.63 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 41 TFPRS AIV Apartment Investment and Management Co. JLY08 ---- 33.91B 33.26A 33.51A ---- UNCH 33.35 5 AUG08 ---- 33.35B 32.73A 32.98A ---- UNCH 32.81 SEP08 ---- 33.31B 32.83A 33.08A ---- UNCH 32.87 10 DEC08 ---- ---- ---- 32.83A ---- UNCH 32.53 TOTAL EST. VOL VOL OPEN INT. TOTAL 15 TFPRS AIZ Assurant, Inc JLY08 ---- ---- ---- 68.27A ---- UNCH 68.18 AUG08 ---- ---- ---- 68.47A ---- UNCH 68.29 SEP08 ---- ---- ---- 68.42A ---- UNCH 68.30 DEC08 ---- ---- ---- 68.92A ---- UNCH 68.63 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AJY CME AUSTRALIAN DOLLAR/JAPANESE YEN CROSSRATE FUTUR SEP08 ---- ---- ---- ---- 100.99 +26 100.73 19 19 DEC08 ---- ---- ---- ---- 99.24 +25 98.99 MAR09 ---- ---- ---- ---- 97.52 +25 97.27 JUN09 ---- ---- ---- ---- 95.87 +24 95.63 SEP09 ---- ---- ---- ---- 94.18 +23 93.95 DEC09 ---- ---- ---- ---- 92.51 +21 92.30 TOTAL EST. VOL VOL OPEN INT. TOTAL 19 19 TFPRS AK CDD FUTURE-RALEI AIR JUN08 ---- ---- ---- ---- 469.0 UNCH 469.0 JLY08 ---- ---- ---- ---- 442.0 UNCH 442.0 AUG08 ---- ---- ---- ---- 436.0 UNCH 436.0 SEP08 ---- ---- ---- ---- 219.0 UNCH 219.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AKA Akamai Technologies, Inc. JLY08 ---- ---- 32.64A 32.93A ---- UNCH 33.83 1 AUG08 ---- ---- 32.71A 33.00A ---- UNCH 33.88 SEP08 ---- ---- 32.80A 33.06A ---- UNCH 33.95 DEC08 ---- ---- 33.12A 33.29A ---- UNCH 34.19 5 TOTAL EST. VOL VOL OPEN INT. TOTAL 6 TFPRS AKK CDD STRIP FUT-RD AIR SEP08 ---- ---- ---- ---- 1653.0 UNCH 1653.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AKS AK Steel Holding Corporation JLY08 ---- 57.15B 51.16A 52.39A ---- UNCH 56.68 40 AUG08 ---- 57.14B 51.22A 52.41A ---- UNCH 56.71 10 SEP08 ---- 57.23B 51.31A 52.50B ---- UNCH 56.82 15 DEC08 ---- ---- 51.60A 52.81B ---- UNCH 57.17 TOTAL EST. VOL VOL OPEN INT. TOTAL 65 TFPRS ALL Allstate Corporation JLY08 ---- 47.28B ---- 47.04A ---- UNCH 46.77 20 AUG08 ---- 47.35B ---- 47.12A ---- UNCH 46.85 SEP08 ---- 47.05B ---- 46.82A ---- UNCH 46.55 1 DEC08 ---- 46.95B ---- 46.74A ---- UNCH 46.46 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 22 TFPRS ALT Altera Corp. JLY08 ---- 20.05B 19.44A 19.78A ---- UNCH 19.83 150 AUG08 ---- 19.99B 19.44A 19.76A ---- UNCH 19.81 85 SEP08 ---- 20.03B 19.48A 19.80A ---- UNCH 19.86 1824 DEC08 ---- 20.12B 19.56A 19.89A ---- UNCH 19.95 TOTAL EST. VOL VOL OPEN INT. TOTAL 2059 TFPRS ALU Alcatel-Lucent JLY08 5.81 5.81 5.73A 5.79A ---- UNCH 62 5.73 31 AUG08 ---- ---- ---- 5.80A ---- UNCH 5.74 22 SEP08 5.79 5.82 5.78A 5.81A ---- UNCH 150 5.75 5 DEC08 ---- ---- ---- 5.84A ---- UNCH 5.79 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 212 59 TFPRS ALX Alexion Pharmaceuticals, Inc. JLY08 ---- ---- ---- ---- ---- UNCH 74.13 AUG08 ---- ---- ---- ---- ---- UNCH 74.27 SEP08 ---- ---- ---- ---- ---- UNCH 74.50 DEC08 ---- ---- ---- ---- ---- UNCH 75.14 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AM9 TD AMERITRADE Holding Corporation JLY08 ---- 18.27B 17.81A 17.86A ---- UNCH 18.09 AUG08 ---- 18.30B 17.85A 17.91A ---- UNCH 18.12 SEP08 ---- 18.33B 17.89A 17.94A ---- UNCH 18.16 2 DEC08 ---- 18.46B 18.02A 18.07A ---- UNCH 18.29 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS AMA Applied Materials JLY08 ---- 18.92B 18.49A 18.76A ---- UNCH 18.82 12 AUG08 ---- 18.89B 18.47A 18.73A ---- UNCH 18.79 SEP08 ---- 18.93B 18.51A 18.78A ---- UNCH 18.83 12 DEC08 ---- 19.01B 18.58A 18.85A ---- UNCH 18.91 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 26 TFPRS AMD Advanced Micro Devices Inc. JLY08 ---- 5.51B 5.05A 5.34B ---- UNCH 5.44 49 AUG08 ---- ---- 5.07A 5.35B ---- UNCH 5.45 24 SEP08 5.15 5.53B 5.08A 5.36B ---- UNCH 22 5.46 16 DEC08 5.08 5.44B 5.08 5.39B ---- UNCH 21 5.49 38 TOTAL EST. VOL VOL OPEN INT. TOTAL 43 127 TFPRS AMG Amgen Inc. JLY08 49.72 50.99B 49.57A 50.93A ---- UNCH 430 48.93 150 AUG08 50.70 51.09B 49.66A 51.02A ---- UNCH 160 49.01 30 SEP08 ---- 51.20B ---- 51.15A ---- UNCH 49.12 873 DEC08 ---- 51.55B ---- 51.54A ---- UNCH 49.45 TOTAL EST. VOL VOL OPEN INT. TOTAL 590 1053 TFPRS AMK Amkor Technology, Inc. JLY08 ---- ---- 10.04A 10.17A ---- UNCH 10.24 AUG08 ---- ---- 10.07A 10.18A ---- UNCH 10.26 SEP08 ---- ---- 10.09A 10.20A ---- UNCH 10.28 DEC08 ---- ---- 10.18A 10.29A ---- UNCH 10.36 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AML Amylin Pharmaceuticals, Inc. JLY08 ---- ---- 24.29A 24.75A ---- UNCH 25.56 10 AUG08 ---- ---- 24.35A 24.81A ---- UNCH 25.61 SEP08 ---- ---- 24.42A 24.89A ---- UNCH 25.66 224 DEC08 ---- ---- 24.78A 25.14A ---- UNCH 25.79 TOTAL EST. VOL VOL OPEN INT. TOTAL 234 TFPRS AMP Ameriprise Financial,Inc. JLY08 ---- 40.65B 39.78A 39.99A ---- UNCH 40.13 AUG08 ---- 40.58B 39.72A 39.92A ---- UNCH 40.06 SEP08 ---- 40.68B 39.83A 40.01A ---- UNCH 40.16 3 DEC08 ---- 40.82B 39.99A 40.15A ---- UNCH 40.32 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS AMR AMR Corporation JLY08 4.78 4.78 4.52A 4.78 ---- UNCH 7 4.61 2 AUG08 ---- ---- 4.54A 4.83A ---- UNCH 4.62 SEP08 4.84 4.85 4.53A 4.84A ---- UNCH 220 4.63 2393 DEC08 ---- ---- 4.56A 4.86A ---- UNCH 4.65 TOTAL EST. VOL VOL OPEN INT. TOTAL 227 2395 TFPRS AMT American Tower Corporation JLY08 ---- 41.38B ---- 39.70B ---- UNCH ---- 5 AUG08 ---- 41.43B ---- 39.77B ---- UNCH ---- SEP08 ---- 41.51B ---- 39.85B ---- UNCH ---- 222 DEC08 ---- 40.87B ---- 40.12B ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL 227 TFPRS AMX America Movil SA de CV JLY08 ---- ---- ---- ---- ---- UNCH 51.36 AUG08 ---- ---- ---- ---- ---- UNCH 51.45 SEP08 ---- ---- ---- ---- ---- UNCH 51.61 DEC08 ---- ---- ---- ---- ---- UNCH 52.06 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AMZ Amazon.com Inc. JLY08 71.85 73.81B 70.77A 72.00B ---- UNCH 39 71.51 76 AUG08 73.13 73.92B 70.91A 72.10B ---- UNCH 4 71.62 23 SEP08 74.05 74.07B 71.09A 72.23B ---- UNCH 17 71.77 23 DEC08 ---- 74.57B 71.78A 72.68B ---- UNCH 72.26 5 TOTAL EST. VOL VOL OPEN INT. TOTAL 60 127 TFPRS ANE CME AUSTRALIAN DOLLAR/NEW ZEALAND DOLLAR CROSSRATE SEP08 ---- ---- ---- ---- 1.2727 +25 1.2702 6 DEC08 ---- ---- ---- ---- 1.2744 +26 1.2718 MAR09 ---- ---- ---- ---- 1.2741 +27 1.2714 JUN09 ---- ---- ---- ---- 1.2729 +26 1.2703 SEP09 ---- ---- ---- ---- 1.2700 +27 1.2673 DEC09 ---- ---- ---- ---- 1.2670 +27 1.2643 TOTAL EST. VOL VOL OPEN INT. TOTAL 6 TFPRS ANF Abercrombie & Fitch Co. JLY08 ---- 62.01B 60.28A 60.77B ---- UNCH 61.47 21 AUG08 ---- 62.10B 60.40A 60.87B ---- UNCH 61.57 SEP08 ---- 62.03B 60.39A 60.84B ---- UNCH 61.55 18 DEC08 ---- 62.25B 60.73A 61.10A ---- UNCH 61.83 10 TOTAL EST. VOL VOL OPEN INT. TOTAL 49 TFPRS ANI AutoNation, Inc. JLY08 ---- ---- 9.00A 9.00A ---- UNCH 9.45 AUG08 ---- ---- 9.03A 9.03A ---- UNCH 9.47 SEP08 ---- ---- 9.05A 9.06A ---- UNCH 9.49 DEC08 ---- ---- 9.11A 9.11A ---- UNCH 9.56 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ANN AnnTaylor Stores Corporation JLY08 ---- 23.94B 22.93A 23.48B ---- UNCH 23.37 AUG08 ---- 23.90B 22.99A 23.51B ---- UNCH 23.42 SEP08 ---- 23.77B 23.06A 23.56B ---- UNCH 23.47 10 DEC08 ---- 23.93B 23.30A 23.73B ---- UNCH 23.65 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS ANR Alpha Natural Resources, Inc. JLY08 ---- 89.68B 81.08A 86.00A ---- UNCH 87.71 5 AUG08 ---- 89.81B 81.23A 86.17A ---- UNCH 87.86 5 SEP08 ---- 89.98B 81.44A 86.38A ---- UNCH 88.08 18 DEC08 ---- 89.71B 82.12A 87.23A ---- UNCH 88.85 12 TOTAL EST. VOL VOL OPEN INT. TOTAL 40 TFPRS ANZ AUD/NZD SPOT DEC99 ---- ---- ---- ---- 1.2549 UNCH 1.2664 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AOC Aon Corporation JLY08 ---- 47.47B 46.63A 46.63A ---- UNCH 46.77 AUG08 ---- 47.15B 46.58A 46.58A ---- UNCH 46.70 SEP08 ---- 47.14B 46.70A 46.70A ---- UNCH 46.81 7 DEC08 ---- ---- ---- 47.11A ---- UNCH 47.00 TOTAL EST. VOL VOL OPEN INT. TOTAL 7 TFPRS AOL Time Warner Inc. JLY08 ---- 14.79B ---- 14.70A ---- UNCH 14.56 AUG08 ---- 14.81B ---- 14.72A ---- UNCH 14.59 SEP08 ---- 14.77B ---- 14.69A ---- UNCH 14.55 2500 DEC08 ---- 14.81B ---- 14.72A ---- UNCH 14.58 TOTAL EST. VOL VOL OPEN INT. TOTAL 2500 TFPRS APA Apache Corporation JLY08 ---- 135.89B 130.65A 133.25A ---- UNCH 134.43 45 AUG08 ---- 136.07B 130.92A 133.52A ---- UNCH 134.66 30 SEP08 ---- 136.32B 131.26A 133.87A ---- UNCH 134.97 61 DEC08 ---- ---- 132.39A 135.02A ---- UNCH 135.84 340 TOTAL EST. VOL VOL OPEN INT. TOTAL 476 TFPRS APC Anadarko Petroleum Corporation JLY08 ---- 71.47B 68.31A 70.80A ---- UNCH 70.16 8 AUG08 ---- 71.57B 68.44A 70.94A ---- UNCH 70.29 SEP08 ---- 71.62B 68.53A 71.03A ---- UNCH 70.37 DEC08 ---- 72.03B 68.95A 71.49A ---- UNCH 70.80 TOTAL EST. VOL VOL OPEN INT. TOTAL 8 TFPRS APD Air Products and Chemicals Inc. JLY08 ---- 97.52B 94.78 97.22B ---- UNCH 61 95.53 AUG08 ---- 97.66B 94.98A 97.34B ---- UNCH 95.68 SEP08 ---- 97.85B 95.19A 97.53B ---- UNCH 95.88 DEC08 ---- 98.05B 95.41A 97.75A ---- UNCH 96.09 TOTAL EST. VOL VOL OPEN INT. TOTAL 61 TFPRS APO Apollo Group,Inc.- Cl. A JLY08 ---- 55.55B 54.23A 55.14A ---- UNCH 54.91 18 AUG08 ---- 55.62B 54.34A 55.25A ---- UNCH 55.00 10 SEP08 ---- 55.72B 54.48A 55.39A ---- UNCH 55.12 26 DEC08 ---- 56.11B 54.91A 55.82A ---- UNCH 55.53 TOTAL EST. VOL VOL OPEN INT. TOTAL 54 TFPRS AQU Aqua America, Inc. JLY08 ---- ---- 15.44A 15.46A ---- UNCH 15.75 AUG08 ---- ---- 15.34A 15.36A ---- UNCH 15.63 SEP08 ---- ---- 15.38A 15.40A ---- UNCH 15.61 DEC08 ---- ---- ---- 15.57A ---- UNCH 15.54 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ART ArthroCare Corporation JLY08 ---- ---- ---- ---- ---- UNCH 38.22 AUG08 ---- ---- ---- ---- ---- UNCH 38.29 SEP08 ---- ---- ---- ---- ---- UNCH 38.41 DEC08 ---- ---- ---- ---- ---- UNCH 38.74 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ASD American Standard Companies Inc. JLY08 ---- ---- ---- ---- ---- UNCH 46.72 SEP08 ---- ---- ---- ---- ---- UNCH 46.91 DEC08 ---- ---- ---- ---- ---- UNCH 47.24 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ASL Ashland Inc JLY08 ---- ---- 45.84A 46.85A ---- UNCH 46.27 AUG08 ---- ---- 45.79A 46.69A ---- UNCH 46.09 SEP08 ---- ---- 45.74A 46.72A ---- UNCH 46.15 DEC08 ---- ---- 45.77A 46.80A ---- UNCH 46.18 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ASM ASML Holding NV-NY REG SHS JLY08 ---- ---- ---- 23.91A ---- UNCH 23.56 AUG08 ---- ---- ---- 23.97A ---- UNCH 23.60 SEP08 ---- ---- ---- 24.04A ---- UNCH 23.65 18 DEC08 ---- ---- ---- 24.45A ---- UNCH 23.83 TOTAL EST. VOL VOL OPEN INT. TOTAL 18 TFPRS AT Alltel Corporation JUN08 ---- ---- ---- ---- 444.0 UNCH 444.0 JLY08 ---- ---- ---- ---- 546.0 UNCH 546.0 AUG08 ---- ---- ---- ---- 570.0 UNCH 570.0 SEP08 ---- ---- ---- ---- 323.0 UNCH 323.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ATH Atheros Communications, Inc. JLY08 ---- ---- 30.40A 31.38A ---- UNCH 31.59 AUG08 ---- ---- 30.41A 31.37A ---- UNCH 31.63 SEP08 ---- ---- 30.49A 31.44A ---- UNCH 31.70 DEC08 ---- ---- 30.85A 31.72A ---- UNCH 31.93 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ATI Allegheny Technologies Incorporated JLY08 51.99 54.25B 51.36A 52.62A ---- UNCH 39 52.69 5 AUG08 ---- 54.32B 51.46A 52.71A ---- UNCH 52.78 SEP08 51.30 54.23B 51.30 52.64A ---- UNCH 35 52.72 5 DEC08 ---- 54.43B 51.57A 52.83A ---- UNCH 52.93 TOTAL EST. VOL VOL OPEN INT. TOTAL 74 10 TFPRS ATK CDD STRIP FUT-AD FLD SEP08 ---- ---- ---- ---- 2077.0 UNCH 2077.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ATV Activision, Inc JLY08 ---- ---- ---- ---- ---- UNCH 31.61 AUG08 ---- ---- ---- ---- ---- UNCH 31.67 SEP08 ---- ---- ---- ---- ---- UNCH 31.77 DEC08 ---- ---- ---- ---- ---- UNCH 32.05 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AU CDD FUTURES-RALE AIR JUN08 ---- ---- ---- ---- 386.0 UNCH 386.0 JLY08 ---- ---- ---- ---- 431.0 UNCH 431.0 AUG08 ---- ---- ---- ---- 431.0 UNCH 431.0 SEP08 ---- ---- ---- ---- 208.0 UNCH 208.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AUD AUD/USD SPOT DEC99 ---- .9630B .9585A .9598B ---- UNCH 3 .9619 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS AUK CDD STRIP FUT-RG AIR SEP08 ---- ---- ---- ---- 1520.0 UNCH 1520.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AUY Yamana Gold Inc JLY08 ---- ---- 15.60A 15.97A ---- UNCH 16.19 11 AUG08 ---- ---- 15.77A 15.91A ---- UNCH 16.22 SEP08 ---- ---- 15.81A 15.95A ---- UNCH 16.26 5 DEC08 ---- ---- 15.75A 16.15A ---- UNCH 16.36 TOTAL EST. VOL VOL OPEN INT. TOTAL 16 TFPRS AVB AVALONBAY COMMUNITIES INC. JLY08 ---- ---- 86.91A 87.06A ---- UNCH 87.74 AUG08 ---- ---- 87.49A 87.49A ---- UNCH 87.91 SEP08 ---- ---- 87.36A 87.36A ---- UNCH 88.12 DEC08 ---- ---- 87.49A 87.49A ---- UNCH 87.91 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AVP Avon Products Inc. JLY08 ---- 35.73B 34.95A 35.44A ---- UNCH 35.11 AUG08 ---- 35.59B 34.83A 35.32A ---- UNCH 34.98 1 SEP08 ---- 35.66B 34.92A 35.42A ---- UNCH 35.05 DEC08 ---- 35.72B 35.03A 35.48A ---- UNCH 35.11 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS AVY Avery Dennison Corporation JLY08 ---- 42.91B ---- 42.77A ---- UNCH 42.43 AUG08 ---- 42.99B ---- 42.86A ---- UNCH 42.51 SEP08 ---- 42.68B ---- 42.56A ---- UNCH 42.20 DEC08 ---- 42.51B ---- 42.48B ---- UNCH 42.12 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AW Dow Jones AIG Commodity Index Excess Return Future SEP08 ---- ---- ---- ---- 236.1 -19 238.0 57 5682 DEC08 ---- ---- ---- ---- 236.3 -19 238.2 1 MAR09 ---- ---- ---- ---- 236.3 -19 238.2 JUN09 ---- ---- ---- ---- 236.3 -19 238.2 DEC09 ---- ---- ---- ---- 236.3 -19 238.2 DEC10 ---- ---- ---- ---- 236.3 -19 238.2 DEC11 ---- ---- ---- ---- 236.3 -19 238.2 DEC12 ---- ---- ---- ---- 236.3 -19 238.2 TOTAL EST. VOL VOL OPEN INT. TOTAL 57 5683 TFPRS AWI Allied Waste Industries, Inc. JLY08 ---- ---- ---- 12.46A ---- UNCH 12.34 60 AUG08 ---- ---- ---- 12.48A ---- UNCH 12.36 SEP08 ---- ---- ---- 12.55A ---- UNCH 12.39 DEC08 ---- ---- ---- 12.79A ---- UNCH 12.48 TOTAL EST. VOL VOL OPEN INT. TOTAL 60 TFPRS AXP American Express Co. JLY08 ---- ---- ---- 40.09A ---- UNCH 39.47 6 AUG08 ---- ---- ---- 40.18A ---- UNCH 39.55 SEP08 ---- ---- ---- 40.21A ---- UNCH 39.64 55 DEC08 ---- ---- ---- 40.32A ---- UNCH 39.76 7 TOTAL EST. VOL VOL OPEN INT. TOTAL 68 TFPRS AYE ALLEGHENY ENERGY, INC JLY08 ---- ---- 49.81A 49.94A ---- UNCH 50.18 AUG08 ---- ---- 49.89A 50.03A ---- UNCH 50.26 SEP08 ---- ---- 49.85A 49.98A ---- UNCH 50.23 DEC08 ---- ---- 50.06A 50.21A ---- UNCH 50.44 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AZ9 AstraZeneca PLC JLY08 45.69 45.95B 45.45A 45.83B ---- UNCH 195 44.17 20 AUG08 ---- ---- ---- 45.38A ---- UNCH 43.64 5 SEP08 ---- ---- ---- 45.43A ---- UNCH 43.74 25 DEC08 ---- ---- ---- 45.78A ---- UNCH 44.06 TOTAL EST. VOL VOL OPEN INT. TOTAL 195 50 TFPRS AZO Autozone, Inc. JLY08 ---- 121.70B ---- 120.19A ---- UNCH 118.58 AUG08 ---- 121.91B ---- 120.41A ---- UNCH 118.80 SEP08 120.30 122.18B 119.92A 120.68A ---- UNCH 1748 119.08 524 DEC08 ---- 123.04B ---- 121.55A ---- UNCH 119.95 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 1748 525 TFPRS B6 B-REAL RECIPROCALS SEP08 ---- 1.6348 1.6260 1.6260 ---- UNCH ---- DEC08 ---- 1.6711 1.6711 1.6711 ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BAC Bank of America Corp. JLY08 ---- 22.85B 21.81A 22.45A ---- UNCH 22.56 586 AUG08 ---- 22.87B 21.86A 22.51A ---- UNCH 22.60 91 SEP08 22.24 22.24 21.57A 22.20A ---- UNCH 2 22.24 165 DEC08 ---- ---- 21.28A 21.92A ---- UNCH 21.93 60 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 902 TFPRS BAX Baxter International Inc. JLY08 ---- 64.31B ---- 64.15B ---- UNCH 63.89 AUG08 ---- 64.41B ---- 64.27A ---- UNCH 64.01 SEP08 ---- 64.35B ---- 64.22A ---- UNCH 63.96 DEC08 ---- 64.34B ---- 64.47A ---- UNCH 64.19 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BBB Bed Bath & Beyond Inc. JLY08 ---- 28.95B ---- 28.42A ---- UNCH 28.05 50 AUG08 ---- 29.00B ---- 28.48A ---- UNCH 28.10 SEP08 29.00 29.06B 28.31A 28.54A ---- UNCH 8 28.16 35 DEC08 ---- 29.27B ---- 28.74A ---- UNCH 28.37 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 8 86 TFPRS BBT B&T Corporation JLY08 ---- ---- 22.35A 22.50A ---- UNCH 23.22 111 AUG08 ---- ---- 22.39A 22.55A ---- UNCH 23.26 SEP08 ---- ---- 22.45A 22.60A ---- UNCH 23.32 DEC08 ---- ---- 22.17A 22.33A ---- UNCH 23.03 TOTAL EST. VOL VOL OPEN INT. TOTAL 111 TFPRS BBY Best Buy Company Inc. JLY08 39.57 40.11B 39.25A 39.59A ---- UNCH 270 39.56 3 AUG08 ---- 40.14B 39.34A 39.66A ---- UNCH 39.63 SEP08 ---- 40.23B 39.44A 39.75A ---- UNCH 39.72 485 DEC08 ---- 40.37B 39.59A 39.90B ---- UNCH 39.87 TOTAL EST. VOL VOL OPEN INT. TOTAL 270 488 TFPRS BCR C. R. Bard,Inc. JLY08 ---- ---- 86.54A 86.80A ---- UNCH 87.30 AUG08 ---- ---- 86.69A 86.96A ---- UNCH 87.45 SEP08 ---- ---- 86.90A 87.15A ---- UNCH 87.65 DEC08 ---- ---- 87.37A 87.63A ---- UNCH 88.12 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BCS Blue Coat Systems, Inc. JLY08 ---- ---- 13.78A 14.14A ---- UNCH 14.21 AUG08 ---- ---- 14.02A 14.21A ---- UNCH 14.23 SEP08 ---- ---- 13.81A 14.21A ---- UNCH 14.25 DEC08 ---- ---- 13.92A 14.29A ---- UNCH 14.35 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BCX SOYBEAN CRUSH JLY08 ---- 86'6 65'0 73'6 73'6 -22 76'0 AUG08 ---- 82'0 65'2 74'2 74'2 -40 78'2 SEP08 ---- 96'0 63'4 78'2 78'2 +76 70'4 OCT08 ---- 92'4 55'0 67'6 67'6 -26 70'4 DEC08 ---- 90'0 62'2 71'4 71'4 -30 74'4 JAN09 ---- 90'2 59'2 66'6 66'6 -32 70'0 FEB09 ---- 73'6 46'4 57'6 ---- UNCH ---- MAR09 ---- 94'4 61'4 72'6 72'6 -32 76'0 MAY09 ---- 108'0 64'4 79'2 79'2 -32 82'4 JLY09 ---- 85'2 65'2 79'4 79'4 -16 81'2 AUG09 ---- 82'0 71'0 72'6 72'6 -84 81'2 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BDK Black and Decker Corporation JLY08 55.99 56.76B 55.35A 56.43B ---- UNCH 214 55.71 2 AUG08 ---- ---- 55.70A 56.82A ---- UNCH 55.81 SEP08 55.30 56.54B 55.30 56.43B ---- UNCH 20 55.52 3 DEC08 ---- ---- 55.12A 56.38A ---- UNCH 55.52 TOTAL EST. VOL VOL OPEN INT. TOTAL 234 5 TFPRS BDX BECTON, DICKINSON & COMPANY JLY08 ---- 82.57B ---- 82.49B ---- UNCH ---- 1 AUG08 ---- 82.69B ---- 82.61B ---- UNCH ---- SEP08 ---- 82.56B ---- 82.52A ---- UNCH ---- DEC08 ---- ---- ---- 83.03A ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS BEN Franklin Resources, Inc. JLY08 ---- 91.68B ---- 91.13A ---- UNCH 90.93 5 AUG08 ---- ---- ---- 91.34A ---- UNCH 91.10 SEP08 ---- ---- ---- 91.44A ---- UNCH 91.31 10 DEC08 ---- ---- 91.77A 92.01A ---- UNCH 91.79 60 TOTAL EST. VOL VOL OPEN INT. TOTAL 75 TFPRS BFC Brown-Forman Corporation - Cl. B JLY08 ---- ---- ---- 70.49A ---- UNCH 68.66 AUG08 ---- ---- ---- 70.63A ---- UNCH 68.78 SEP08 ---- ---- ---- 70.81A ---- UNCH 68.93 DEC08 ---- ---- ---- 71.55A ---- UNCH 69.43 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BG9 Bunge Limited JLY08 ---- ---- 93.89A 97.74A ---- UNCH 100.79 AUG08 ---- ---- 93.86A 97.62A ---- UNCH 100.75 10 SEP08 ---- ---- 94.04A 97.45A ---- UNCH 100.94 5 DEC08 ---- ---- 94.41A 97.84A ---- UNCH 101.35 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 16 TFPRS BGP Borders Group, Inc. JLY08 ---- ---- 4.50A 4.68B ---- UNCH 5.15 AUG08 ---- ---- 4.50A 4.68B ---- UNCH 5.15 SEP08 ---- ---- 4.51A 4.68B ---- UNCH 5.16 DEC08 ---- ---- 4.52A 4.69B ---- UNCH 5.17 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BH The Bank of New York Company, Inc. JLY08 ---- 37.85B ---- 36.97B ---- UNCH 36.54 AUG08 ---- 37.69B ---- 36.80B ---- UNCH 36.37 SEP08 ---- 37.78B ---- 36.88B ---- UNCH 36.46 DEC08 ---- 37.80B ---- 36.90B ---- UNCH 36.49 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BH9 Brookfield Homes Corporation JLY08 ---- ---- ---- ---- ---- UNCH 12.39 AUG08 ---- ---- ---- ---- ---- UNCH 12.42 SEP08 ---- ---- ---- ---- ---- UNCH 12.46 DEC08 ---- ---- ---- ---- ---- UNCH 12.37 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BHB HURR BIN CAT IN A BX NOV08 ---- ---- ---- ---- 7.20 UNCH 7.20 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BHF HURR BINARY FLORIDA NOV08 ---- ---- ---- ---- 7.20 UNCH 7.20 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BHG HURR BINARY GULF CST NOV08 ---- ---- ---- ---- 6.80 UNCH 6.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BHI Baker Hughes Incorporated JLY08 ---- 86.29B 82.17A 84.75B ---- UNCH 84.88 5 AUG08 ---- 86.30B 82.20A 84.78B ---- UNCH 84.91 SEP08 ---- 86.48B 82.41A 84.96A ---- UNCH 85.10 794 DEC08 ---- 86.94B 83.04A 85.41A ---- UNCH 85.57 TOTAL EST. VOL VOL OPEN INT. TOTAL 799 TFPRS BHP BHP BILLITON LIMITED JLY08 ---- 78.12B 76.34A 77.52A ---- UNCH 77.81 10 AUG08 ---- ---- 76.46A 77.64A ---- UNCH 77.93 1 SEP08 ---- ---- 76.09A 77.24A ---- UNCH 77.47 DEC08 ---- ---- 76.75A 77.93A ---- UNCH 77.96 TOTAL EST. VOL VOL OPEN INT. TOTAL 11 TFPRS BHR HURR BINARY N ATLNTC NOV08 ---- ---- ---- ---- 1.30 UNCH 1.30 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BHS HURR BINARY S ATLNTC NOV08 ---- ---- ---- ---- 3.70 UNCH 3.70 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BID BAIDU.COM, INC JLY08 320.53 320.53 313.97A 315.05B ---- UNCH 15 312.29 26 AUG08 ---- ---- ---- 316.60A ---- UNCH 312.85 10 SEP08 ---- ---- ---- 317.14A ---- UNCH 313.58 20 DEC08 ---- ---- ---- 319.58A ---- UNCH 315.88 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 15 58 TFPRS BIG Big Lots, Inc. JLY08 ---- 32.63B 31.31A 32.36B ---- UNCH 32.22 AUG08 ---- 32.69B 31.36A 32.42B ---- UNCH 32.28 SEP08 ---- 32.77B 31.44A 32.49B ---- UNCH 32.36 DEC08 33.00 33.00 31.67A 32.73B ---- UNCH 3 32.60 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS BII Biogen Idec Inc. JLY08 ---- 59.87B 57.64A 58.28B ---- UNCH 58.39 32 AUG08 ---- 59.94B 57.72A 58.36B ---- UNCH 58.48 SEP08 ---- 60.06B 57.82A 58.46B ---- UNCH 58.58 412 DEC08 ---- 60.32B 58.12A 58.72B ---- UNCH 58.87 TOTAL EST. VOL VOL OPEN INT. TOTAL 444 TFPRS BIO CME EMINI NASDAQ BIOTECH FUTURES SEP08 ---- ---- ---- ---- 804.80 +50 804.30 DEC08 ---- ---- ---- ---- 815.80 +50 815.30 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BJS BJ Services Company JLY08 ---- 32.05B 30.76A 30.86A ---- UNCH 31.72 AUG08 ---- 31.77B 30.83A 30.91A ---- UNCH 31.78 SEP08 ---- 31.79B 30.85A 30.93A ---- UNCH 31.80 3 DEC08 ---- 31.95B 31.03A 31.10A ---- UNCH 31.98 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS BLG Building Materials Holding Corporation JLY08 ---- ---- ---- ---- ---- UNCH 1.87 SEP08 ---- ---- ---- ---- ---- UNCH 1.88 DEC08 ---- ---- ---- ---- ---- UNCH 1.90 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BLL Ball Corporation JLY08 ---- 47.23B 45.93A 46.92B ---- UNCH 46.00 AUG08 ---- 47.29B 46.02A 47.01B ---- UNCH 46.09 SEP08 ---- 47.30B 46.03A 47.01B ---- UNCH 46.10 DEC08 ---- 47.54B 46.28A 47.25B ---- UNCH 46.34 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BMC BMC Software, Inc JLY08 ---- 36.41B 35.74A 36.05A ---- UNCH 36.06 AUG08 ---- 36.24B 35.82A 36.12A ---- UNCH 36.13 SEP08 ---- 36.32B 35.92A 36.20A ---- UNCH 36.21 DEC08 ---- 36.57B 36.18A 36.46A ---- UNCH 36.47 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BMR BioMarin Pharmaceutical Inc. JLY08 ---- ---- 28.32A 28.35A ---- UNCH 28.60 20 AUG08 ---- ---- 28.39A 28.42A ---- UNCH 28.64 SEP08 ---- ---- 28.49A 28.53A ---- UNCH 28.70 50 DEC08 ---- ---- 28.67A 28.69A ---- UNCH 28.90 TOTAL EST. VOL VOL OPEN INT. TOTAL 70 TFPRS BMS Bemis Company, Inc. JLY08 ---- 22.64B ---- 22.55B ---- UNCH 22.15 AUG08 ---- 22.41B ---- 22.37A ---- UNCH 21.97 SEP08 ---- 22.44B ---- 22.44A ---- UNCH 22.02 DEC08 ---- ---- ---- 22.60A ---- UNCH 21.96 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BMY Bristol-Myers Squibb Co. JLY08 ---- 20.87B ---- 20.77A ---- UNCH 20.62 11029 AUG08 ---- 20.91B ---- 20.81A ---- UNCH 20.65 20 SEP08 ---- 20.96B ---- 20.86A ---- UNCH 20.70 1031 OCT08 ---- 20.71B ---- 20.60A ---- UNCH 20.44 9600 DEC08 ---- 20.81B ---- 20.70A ---- UNCH 20.55 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 21681 TFPRS BNI Burlington Northern Santa Fe Corporation JLY08 ---- 95.43B ---- 93.79A ---- UNCH 92.61 5 AUG08 ---- 95.56B ---- 93.96A ---- UNCH 92.78 SEP08 ---- 95.38B ---- 93.85A ---- UNCH 92.65 568 DEC08 ---- 95.72B ---- 94.20A ---- UNCH 93.01 1140 TOTAL EST. VOL VOL OPEN INT. TOTAL 1713 TFPRS BO Soybean Oil Futures JLY08 67.35 67.50 66.85 67.30 67.33 -44 1607 67.77 6104 4081 AUG08 67.35 67.83 66.95 67.53 67.53 -46 2887 67.99 17263 51691 SEP08 67.35 68.00 67.35 67.75 67.90 -46 1518 68.36 4046 31052 OCT08 68.00 68.55 67.92 68.40 68.27 -46 760 68.73 969 17335 DEC08 69.00 69.34 68.42 69.00 68.98 -47 3171 69.45 23091 116368 JAN09 69.00 69.46 69.00 69.45 69.43 -47 59 69.90 543 7382 MAR09 69.40 70.00 69.40 70.00 69.75 -45 60 70.20 486 6944 MAY09 69.45 69.78 69.30 69.78 69.78 -45 403 70.23 209 5554 JLY09 69.40 69.40 69.35 69.35 69.90 -45 427 70.35 464 5301 AUG09 ---- ---- ---- ---- 69.80 -40 70.20 323 SEP09 ---- ---- ---- ---- 69.45 -35 69.80 179 OCT09 ---- ---- ---- ---- 68.90 -25 69.15 44 218 DEC09 ---- ---- ---- ---- 68.90 -25 10 69.15 768 11478 MAR10 ---- ---- ---- ---- 68.90 -25 69.15 10 JLY10 ---- ---- ---- ---- 68.90 -25 69.15 OCT10 ---- ---- ---- ---- 68.90 -25 69.15 DEC10 ---- ---- ---- ---- 68.90 -25 69.15 4010 TOTAL EST. VOL VOL OPEN INT. TOTAL 10902 53987 261926 TFPRS BOE Boeing Co. JLY08 64.17 64.59B 63.66A 64.53B ---- UNCH 35 63.96 9 AUG08 ---- 64.28B 63.39A 64.22B ---- UNCH 63.67 SEP08 ---- 64.40B 63.55A 64.34B ---- UNCH 63.81 146 DEC08 ---- 64.39B 63.86A 64.39B ---- UNCH 63.91 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 35 156 TFPRS BOS BOSTON HOUSING FUTURES AUG08 ---- ---- ---- 158.00B 158.00 UNCH 158.00 11 NOV08 ---- ---- ---- 155.60B 155.60 UNCH 155.60 FEB09 ---- ---- ---- ---- 151.20 UNCH 151.20 MAY09 ---- ---- ---- ---- 149.00 UNCH 149.00 AUG09 ---- ---- ---- ---- 151.00 UNCH 151.00 NOV09 ---- ---- ---- ---- 149.40 UNCH 149.40 MAY10 ---- ---- ---- ---- 148.00 UNCH 148.00 NOV10 ---- ---- ---- ---- 147.00 UNCH 147.00 MAY11 ---- ---- ---- ---- 147.00 UNCH 147.00 NOV11 ---- ---- ---- ---- 150.00 UNCH 150.00 5 NOV12 ---- ---- ---- ---- 147.00 UNCH 147.00 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 18 TFPRS NB CME BRITISH POUND FUTURES SEP08 1.9766 1.9790B 1.9700A 1.9710A 1.9713 -119 1320 1.9832 71727 87024 DEC08 ---- ---- ---- ---- 1.9576 -119 1.9695 3 1157 MAR09 ---- ---- ---- ---- 1.9444 -119 1.9563 298 JUN09 ---- ---- ---- ---- 1.9324 -119 1.9443 132 SEP09 ---- ---- ---- ---- 1.9214 -119 1.9333 DEC09 ---- ---- ---- ---- 1.9104 -119 1.9223 TOTAL EST. VOL VOL OPEN INT. TOTAL 1320 71730 88611 TFPRS BP9 BP PLC JLY08 65.68 66.44B 65.66A 66.24B ---- UNCH 950 65.61 140 AUG08 65.01 65.70B 65.00A 65.49B ---- UNCH 950 64.93 96 SEP08 ---- ---- ---- 65.93A ---- UNCH 65.07 390 DEC08 ---- ---- ---- 65.52A ---- UNCH 64.76 TOTAL EST. VOL VOL OPEN INT. TOTAL 1900 626 TFPRS BPH BluePhoenix Solutions Ltd. JLY08 ---- ---- ---- ---- ---- UNCH 4.30 AUG08 ---- ---- ---- ---- ---- UNCH 4.31 SEP08 ---- ---- ---- ---- ---- UNCH 4.33 DEC08 ---- ---- ---- ---- ---- UNCH 4.36 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BR CME BRAZILIAN REAL FUTURES AUG08 ---- ---- ---- ---- .61630 -25 .61880 SEP08 ---- ---- ---- ---- .61500 -1 .61510 121 2991 OCT08 ---- ---- ---- ---- .60750 -25 .61000 NOV08 ---- ---- ---- ---- .60270 -25 .60520 DEC08 ---- ---- ---- ---- .59840 -25 .60090 99 JAN09 ---- ---- ---- ---- .59380 -26 .59640 FEB09 ---- ---- ---- ---- .58930 -25 .59180 MAR09 ---- ---- ---- ---- .58530 -25 .58780 1 APR09 ---- ---- ---- ---- .58110 -25 .58360 MAY09 ---- ---- ---- ---- .57640 -26 .57900 407 JUN09 ---- ---- ---- ---- .57220 -25 .57470 90 JLY09 ---- ---- ---- ---- .56670 -25 .56920 50 TOTAL EST. VOL VOL OPEN INT. TOTAL 121 3638 TFPRS BRC Broadcom Corp. JLY08 ---- 26.26B 25.59A 26.29B ---- UNCH 26.36 38 AUG08 ---- 26.32B 25.64A 26.34B ---- UNCH 26.40 SEP08 ---- 26.39B 25.71A 26.40B ---- UNCH 26.47 11 DEC08 ---- 26.58B 25.90A 26.59B ---- UNCH 26.66 TOTAL EST. VOL VOL OPEN INT. TOTAL 49 TFPRS BRD Brocade Communications Sys JLY08 ---- 8.77B 8.57A 8.67A ---- UNCH 8.70 2 AUG08 ---- ---- 8.59A 8.68A ---- UNCH 8.71 SEP08 ---- ---- 8.61A 8.70A ---- UNCH 8.73 1 DEC08 ---- ---- 8.67A 8.77A ---- UNCH 8.80 5 TOTAL EST. VOL VOL OPEN INT. TOTAL 8 TFPRS BRL Barr Pharmaceuticals, Inc. JLY08 ---- ---- 43.25A 43.29B ---- UNCH 44.21 AUG08 ---- ---- 43.34A 43.34A ---- UNCH 44.28 SEP08 ---- ---- 43.45A 43.45A ---- UNCH 44.39 DEC08 ---- ---- 43.95A 43.95A ---- UNCH 44.75 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BS South American Soybean Futures JLY08 ---- ---- ---- ---- 1264'0 UNCH 1264'0 AUG08 ---- ---- ---- ---- 1264'0 UNCH 1264'0 SEP08 ---- ---- ---- ---- 1264'0 UNCH 1264'0 NOV08 ---- ---- ---- ---- 1233'0 UNCH 1233'0 JAN09 ---- ---- ---- ---- 1264'0 UNCH 1264'0 MAR09 ---- ---- ---- ---- 1271'0 UNCH 1271'0 MAY09 ---- ---- ---- ---- 1271'0 UNCH 1271'0 JLY09 ---- ---- ---- ---- 1271'0 UNCH 1271'0 NOV09 ---- ---- ---- ---- 1271'0 UNCH 1271'0 JLY10 ---- ---- ---- ---- 1271'0 UNCH 1271'0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BS2 The Bear Stearns Companies Inc. JLY08 ---- ---- ---- 7.80A ---- UNCH 7.60 SEP08 ---- ---- ---- 7.84A ---- UNCH 7.64 DEC08 ---- ---- ---- 7.86A ---- UNCH 7.62 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BSX Boston Scientific Corporation JLY08 ---- ---- 12.32A 12.33B ---- UNCH 12.43 AUG08 ---- ---- 12.35A 12.35A ---- UNCH 12.46 SEP08 ---- 12.42B 12.37A 12.38B ---- UNCH 12.48 5 DEC08 ---- 12.52B 12.47A 12.47A ---- UNCH 12.58 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS BTU Peabody Energy Corporation JLY08 79.52 81.17B 73.85A 77.46B ---- UNCH 312 77.97 17 AUG08 ---- 81.22B 73.91A 77.53B ---- UNCH 78.04 5 SEP08 ---- 81.37B 74.07A 77.70B ---- UNCH 78.22 27 DEC08 ---- 81.44B 74.54A 78.20B ---- UNCH 78.75 TOTAL EST. VOL VOL OPEN INT. TOTAL 312 49 TFPRS BUC Bucyrus International, Inc. JLY08 ---- ---- 59.98A 63.96A ---- UNCH 65.83 170 AUG08 ---- ---- 60.10A 64.04A ---- UNCH 65.93 SEP08 ---- 64.70B 60.16A 64.05A ---- UNCH 66.09 10 DEC08 ---- ---- 61.15A 64.83A ---- UNCH 66.66 TOTAL EST. VOL VOL OPEN INT. TOTAL 180 TFPRS BUD Aneuser-Busch Inc. JLY08 ---- 61.83B 61.49A 61.60A ---- UNCH 61.74 15 AUG08 ---- ---- 61.26A 61.37A ---- UNCH 61.49 34 SEP08 61.83 61.83 61.54A 61.65A ---- UNCH 284 61.65 1089 DEC08 ---- ---- ---- 61.92A ---- UNCH 61.49 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 284 1140 TFPRS BUX BINARY FUTURES AUG08 ---- ---- ---- ---- 97.960 +15 97.945 SEP08 ---- ---- ---- ---- 97.905 +15 97.890 OCT08 ---- ---- ---- ---- 97.825 +10 97.815 DEC08 ---- ---- ---- ---- 97.695 +25 97.670 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BXP Boston Properties Inc. JLY08 ---- 90.53B 88.37A 89.10A ---- UNCH 88.84 AUG08 ---- 90.66B 88.54A 89.27A ---- UNCH 88.99 SEP08 ---- 90.84B 88.76A 89.49A ---- UNCH 89.19 5 DEC08 ---- 90.61B 88.92A 89.66A ---- UNCH 89.16 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS BYD Boyd Gaming Corporation JLY08 ---- ---- 10.64A 10.96A ---- UNCH 11.27 1 AUG08 ---- ---- 10.49A 10.82A ---- UNCH 11.12 SEP08 ---- ---- 10.51A 10.82A ---- UNCH 11.13 1962 DEC08 ---- ---- 10.38A 10.70A ---- UNCH 11.01 8 TOTAL EST. VOL VOL OPEN INT. TOTAL 1971 TFPRS BYI Bally Technologies, Inc. JLY08 ---- ---- 29.46A 30.18A ---- UNCH 30.95 AUG08 ---- ---- 29.53A 30.25A ---- UNCH 31.00 SEP08 ---- ---- 29.62A 30.30B ---- UNCH 31.06 DEC08 ---- ---- 29.91A 30.49B ---- UNCH 31.27 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BZH Beazer Homes USA, Inc. JLY08 ---- ---- 4.91A 4.95A ---- UNCH 5.15 AUG08 ---- ---- 4.83A 4.87A ---- UNCH 5.06 SEP08 4.85 4.85 4.78A 4.82A ---- UNCH 3 5.01 DEC08 ---- ---- 4.79A 4.83A ---- UNCH 5.02 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS C Corn Futures JLY08 738'0 750'0 734'0 745'0A 746'0 -26 10K 748'6 35992 17599 SEP08 749'4 762'6 743'0 757'4 757'6 -32 8324 761'0 91610 380476 DEC08 768'0 782'4 762'0 774'4 777'0 -34 15K 780'4 130805 582498 MAR09 785'0 799'0 783'0 793'0 794'0 -36 417 797'6 8016 114593 MAY09 793'4 807'0 793'0 803'0 803'4 -32 148 806'6 2967 18613 JLY09 797'0 808'6 797'0 805'0 807'4 -20 529 809'4 6767 62435 SEP09 748'0 753'0 742'0A 742'0A 742'0 -124 18 754'4 254 6806 DEC09 686'4 700'4 686'4 693'0 697'4 -30 728 700'4 6951 101017 MAR10 ---- ---- ---- ---- 705'4 -30 708'4 75 4219 MAY10 ---- ---- ---- ---- 709'4 -24 26 712'0 28 137 JLY10 712'0 712'0 711'0 711'0 712'4 -20 28 714'4 112 1372 DEC10 680'0 690'0 680'0 690'0 688'0 -14 3 689'4 902 26111 TOTAL EST. VOL VOL OPEN INT. TOTAL 35813 284479 1315876 TFPRS C2 CA, Inc JLY08 ---- 22.52B 22.24A 22.30A ---- UNCH 22.41 AUG08 ---- 22.55B 22.30A 22.34A ---- UNCH 22.45 SEP08 ---- 22.55B 22.30A 22.35A ---- UNCH 22.45 DEC08 ---- 22.66B 22.41A 22.46A ---- UNCH 22.56 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS C6 CD RECIPROCALS SEP08 ---- 1.0225 1.0155 1.0225 ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS C7 Celgene Corporation JLY08 68.44 68.98B 67.04A 67.47B ---- UNCH 170 67.92 108 AUG08 ---- 68.89B 67.16A 67.59B ---- UNCH 68.03 SEP08 ---- 69.03B 67.30A 67.73B ---- UNCH 68.17 134 DEC08 ---- 69.50B 67.76A 68.19B ---- UNCH 68.63 TOTAL EST. VOL VOL OPEN INT. TOTAL 170 242 TFPRS CA9 Century Aluminum Company JLY08 ---- ---- 56.65A 58.22A ---- UNCH 59.25 2 AUG08 ---- ---- 56.64A 58.28A ---- UNCH 59.35 SEP08 ---- ---- 56.91A 58.56A ---- UNCH 59.49 DEC08 ---- ---- 57.39A 58.85A ---- UNCH 59.97 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS CAB Cabela's Incorporated JLY08 ---- ---- ---- ---- ---- UNCH 10.68 AUG08 ---- ---- ---- ---- ---- UNCH 10.70 SEP08 ---- ---- ---- ---- ---- UNCH 10.74 DEC08 ---- ---- ---- ---- ---- UNCH 10.83 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CAD UAS/CAD SPOT DEC99 ---- 1.0216B 1.0124A 1.0196A ---- UNCH 1.0126 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CAG ConAgra Foods, Inc. JLY08 ---- 19.66B 19.41A 19.46A ---- UNCH 19.47 51 AUG08 ---- 19.38B 19.25A 19.31A ---- UNCH 19.31 4027 SEP08 ---- 19.42B 19.29A 19.36B ---- UNCH 19.36 2172 DEC08 ---- 19.36B 19.23A 19.30B ---- UNCH 19.30 TOTAL EST. VOL VOL OPEN INT. TOTAL 6250 TFPRS CAH Cardinal Health, Inc. JLY08 ---- ---- 50.52A 50.75A ---- UNCH 50.79 14 AUG08 ---- ---- 50.64A 50.81A ---- UNCH 50.88 DEC08 ---- ---- 50.98A 51.19A ---- UNCH 51.23 TOTAL EST. VOL VOL OPEN INT. TOTAL 14 TFPRS CAK The Cheesecake Factory Incorporated JLY08 ---- ---- 15.29A 15.36A ---- UNCH 15.32 20 AUG08 ---- ---- ---- 15.43A ---- UNCH 15.35 12 SEP08 ---- ---- 15.36A 15.43A ---- UNCH 15.38 DEC08 ---- ---- ---- 15.57A ---- UNCH 15.49 TOTAL EST. VOL VOL OPEN INT. TOTAL 32 TFPRS CAL Continental Airlines, Inc. JLY08 ---- 9.40B 8.58A 9.10A ---- UNCH 8.85 AUG08 ---- 9.39B 8.60A 9.11A ---- UNCH 8.86 SEP08 8.88 9.39B 8.62A 9.13A ---- UNCH 3472 8.88 2048 DEC08 ---- 9.41B 8.68A 9.18A ---- UNCH 8.94 TOTAL EST. VOL VOL OPEN INT. TOTAL 3472 2048 TFPRS CAT Caterpillar Inc. JLY08 ---- 70.23B 68.60A 69.87A ---- UNCH 70.07 178 AUG08 ---- 70.31B 68.72A 69.98A ---- UNCH 70.20 40 SEP08 ---- 70.47B 68.88A 70.15A ---- UNCH 70.36 69 DEC08 ---- 70.55B 68.96A 70.23A ---- UNCH 70.46 TOTAL EST. VOL VOL OPEN INT. TOTAL 287 TFPRS CB CME CASH SETTLED BUTTER FUTURES JLY08 ---- ---- ---- ---- 153.500 UNCH 153.500 3 558 AUG08 ---- ---- ---- ---- 155.500 UNCH 155.500 1 746 SEP08 155.250 155.250 155.250 155.250 155.250 UNCH 3 155.250 4 730 OCT08 155.000 155.500 155.000 155.500 155.500 UNCH 5 155.500 2 762 NOV08 155.000 155.500 155.000 155.500 155.500 +500 7 155.000 4 593 DEC08 157.475 157.475 157.475 157.475 157.475 +975 5 156.500 3 359 JAN09 ---- ---- ---- 157.500B 157.500 UNCH 1 157.500 6 39 FEB09 ---- ---- ---- 157.250B 157.250 UNCH 157.250 4 42 MAR09 161.975 163.500B 161.975 163.500B 163.500 +3500 1 160.000 19 APR09 ---- 162.000B ---- 162.000B 162.000 +2000 160.000 2 MAY09 ---- ---- ---- 160.000B 162.000 +2000 160.000 2 JUN09 ---- ---- ---- ---- 162.000 +2000 160.000 2 JLY09 ---- ---- ---- 159.000B 159.000 UNCH 159.000 AUG09 ---- ---- ---- 160.000B 160.000 UNCH 160.000 SEP09 ---- ---- ---- 160.000B 160.000 UNCH 160.000 OCT09 ---- ---- ---- 157.500B 157.500 UNCH 157.500 NOV09 ---- ---- ---- 157.500B 157.500 UNCH 157.500 DEC09 ---- ---- ---- 157.500B 157.500 UNCH 157.500 JAN10 ---- ---- ---- ---- 154.000 UNCH 154.000 FEB10 ---- ---- ---- ---- 154.000 UNCH 154.000 MAR10 ---- ---- ---- ---- 155.250 UNCH 155.250 APR10 ---- ---- ---- ---- 156.250 UNCH 156.250 MAY10 ---- ---- ---- ---- 157.000 UNCH 157.000 JUN10 ---- ---- ---- ---- 158.250 UNCH 158.250 TOTAL EST. VOL VOL OPEN INT. TOTAL 22 27 3854 TFPRS CBE Cooper Industries, Ltd. - Cl. A JLY08 ---- ---- ---- 37.69A ---- UNCH 37.14 AUG08 ---- ---- ---- 37.75A ---- UNCH 37.20 SEP08 ---- ---- ---- 37.62A ---- UNCH 37.04 DEC08 ---- ---- ---- 37.65A ---- UNCH 37.06 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CBG CB Richard Ellis Group, Inc. - Cl. A JLY08 ---- 18.74B 17.93A 18.59A ---- UNCH 18.35 AUG08 ---- 18.75B 17.98A 18.64A ---- UNCH 18.37 SEP08 ---- 18.77B 18.04A 18.68A ---- UNCH 18.40 1 DEC08 ---- 18.80B 18.19A 18.79A ---- UNCH 18.49 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS CBH Commmerce Bancorp, Inc. SEP08 ---- ---- ---- ---- ---- UNCH 36.05 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CBS CBS Corporation - Class B JLY08 ---- 18.89B 18.58A 18.63A ---- UNCH 18.75 5 AUG08 ---- 18.85B 18.61A 18.66A ---- UNCH 18.78 SEP08 18.57 18.62B 18.38A 18.43A ---- UNCH 90 18.55 10 DEC08 ---- 18.48B 18.25A 18.30A ---- UNCH 18.42 TOTAL EST. VOL VOL OPEN INT. TOTAL 90 15 TFPRS CC8 Career Education Corporation JLY08 ---- ---- 14.57A 14.74A ---- UNCH 15.00 20 AUG08 ---- ---- 14.60A 14.74A ---- UNCH 15.04 SEP08 ---- ---- 14.63A 14.78A ---- UNCH 15.07 DEC08 ---- ---- 14.74A 14.90A ---- UNCH 15.18 TOTAL EST. VOL VOL OPEN INT. TOTAL 20 TFPRS CC9 Circuit City Stores, Inc. JLY08 ---- ---- 2.24A 2.34A ---- UNCH 2.29 AUG08 ---- ---- 2.25A 2.35A ---- UNCH 2.28 SEP08 ---- ---- ---- 2.36A ---- UNCH 2.26 30 DEC08 ---- ---- ---- 2.49A ---- UNCH 2.25 TOTAL EST. VOL VOL OPEN INT. TOTAL 30 TFPRS CCE Coca-Cola Enterprises Inc. JLY08 ---- ---- 17.00A 17.06A ---- UNCH 17.14 AUG08 ---- ---- 17.03A 17.09A ---- UNCH 17.16 SEP08 ---- ---- 17.00A 17.06A ---- UNCH 17.13 7 DEC08 ---- ---- 17.06A 17.12A ---- UNCH 17.19 TOTAL EST. VOL VOL OPEN INT. TOTAL 7 TFPRS CCI Crown Castle International Corp. JLY08 ---- 37.62B ---- 36.64B ---- UNCH 36.23 AUG08 ---- 37.68B ---- 36.68B ---- UNCH 36.30 SEP08 ---- 37.77B ---- 36.74A ---- UNCH 36.39 DEC08 ---- 37.38B ---- 37.00A ---- UNCH 36.65 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CCJ Cameco Corporation JLY08 ---- ---- 39.28A 40.95A ---- UNCH 41.09 20 AUG08 ---- 40.97B 39.37A 41.03A ---- UNCH 41.17 5 SEP08 ---- 41.04B 39.45A 41.12A ---- UNCH 41.26 DEC08 ---- ---- 39.70A 41.39A ---- UNCH 41.54 TOTAL EST. VOL VOL OPEN INT. TOTAL 25 TFPRS CCK Crown Holdings, Inc. JLY08 ---- 26.20B 25.52A 26.16B ---- UNCH 25.56 1 AUG08 ---- 26.24B 25.57A 26.20B ---- UNCH 25.61 SEP08 ---- 26.30B 25.62A 26.26B ---- UNCH 25.66 DEC08 ---- 26.48B 25.80A 26.45B ---- UNCH 25.85 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS CCL Carnival Corporation JLY08 ---- 32.84B 31.86A 31.91A ---- UNCH 32.25 2 AUG08 ---- 32.36B 31.92A 31.97A ---- UNCH 32.30 SEP08 ---- 32.06B 31.64A 31.70A ---- UNCH 31.97 2 DEC08 ---- ---- 31.53A 31.60A ---- UNCH 31.79 21 TOTAL EST. VOL VOL OPEN INT. TOTAL 25 TFPRS CCU Clear Channel Communications Inc. JLY08 ---- ---- ---- 35.32A ---- UNCH 35.20 30 AUG08 ---- ---- ---- 35.39A ---- UNCH 35.26 SEP08 ---- ---- ---- 35.46A ---- UNCH 35.33 DEC08 ---- ---- ---- 35.71A ---- UNCH 35.57 TOTAL EST. VOL VOL OPEN INT. TOTAL 30 TFPRS CD CANADIAN DOLLAR FUTURES SEP08 .9847 .9847 .9780 .9780 .9783 -85 1779 .9868 54017 80054 DEC08 ---- ---- ---- ---- .9776 -85 .9861 461 5011 MAR09 ---- ---- ---- ---- .9770 -85 .9855 16 1039 JUN09 ---- ---- ---- ---- .9764 -85 .9849 25 1070 SEP09 ---- ---- ---- ---- .9758 -85 .9843 87 1060 DEC09 ---- ---- ---- ---- .9752 -85 .9837 110 230 TOTAL EST. VOL VOL OPEN INT. TOTAL 1779 54716 88464 TFPRS CDE Coeur d'Alene Mines Corporation JLY08 ---- ---- 2.49A 2.54A ---- UNCH 2.70 SEP08 ---- ---- 2.49A 2.55A ---- UNCH 2.71 DEC08 ---- ---- 2.50A 2.56A ---- UNCH 2.72 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEA Commercial Real Estate Apartments SEP08 ---- ---- ---- ---- 142.80 UNCH 142.80 DEC08 ---- ---- ---- ---- 144.60 UNCH 144.60 MAR09 ---- ---- ---- ---- 146.40 UNCH 146.40 JUN09 ---- ---- ---- ---- 148.00 UNCH 148.00 SEP09 ---- ---- ---- ---- 149.80 UNCH 149.80 DEC09 ---- ---- ---- ---- 151.60 UNCH 151.60 MAR10 ---- ---- ---- ---- 153.20 UNCH 153.20 JUN10 ---- ---- ---- ---- 155.00 UNCH 155.00 SEP10 ---- ---- ---- ---- 156.60 UNCH 156.60 DEC10 ---- ---- ---- ---- 158.20 UNCH 158.20 MAR11 ---- ---- ---- ---- 159.80 UNCH 159.80 JUN11 ---- ---- ---- ---- 161.40 UNCH 161.40 SEP11 ---- ---- ---- ---- 163.00 UNCH 163.00 DEC11 ---- ---- ---- ---- 164.40 UNCH 164.40 MAR12 ---- ---- ---- ---- 166.00 UNCH 166.00 JUN12 ---- ---- ---- ---- 167.60 UNCH 167.60 SEP12 ---- ---- ---- ---- 169.20 UNCH 169.20 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEC Commercial Real Estate Natnl Composite SEP08 ---- ---- ---- ---- 143.80 UNCH 143.80 DEC08 ---- ---- ---- ---- 150.00 UNCH 150.00 MAR09 ---- ---- ---- ---- 147.40 UNCH 147.40 JUN09 ---- ---- ---- ---- 149.20 UNCH 149.20 SEP09 ---- ---- ---- ---- 150.80 UNCH 150.80 DEC09 ---- ---- ---- ---- 152.60 UNCH 152.60 MAR10 ---- ---- ---- ---- 154.40 UNCH 154.40 JUN10 ---- ---- ---- ---- 156.00 UNCH 156.00 SEP10 ---- ---- ---- ---- 157.60 UNCH 157.60 DEC10 ---- ---- ---- ---- 159.40 UNCH 159.40 MAR11 ---- ---- ---- ---- 161.00 UNCH 161.00 JUN11 ---- ---- ---- ---- 162.60 UNCH 162.60 SEP11 ---- ---- ---- ---- 164.20 UNCH 164.20 DEC11 ---- ---- ---- ---- 165.80 UNCH 165.80 MAR12 ---- ---- ---- ---- 167.40 UNCH 167.40 JUN12 ---- ---- ---- ---- 169.00 UNCH 169.00 SEP12 ---- ---- ---- ---- 170.60 UNCH 170.60 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CED Commercial Real Estate Desert Mountain West SEP08 ---- ---- ---- ---- 146.40 UNCH 146.40 DEC08 ---- ---- ---- ---- 148.20 UNCH 148.20 MAR09 ---- ---- ---- ---- 150.00 UNCH 150.00 JUN09 ---- ---- ---- ---- 152.00 UNCH 152.00 SEP09 ---- ---- ---- ---- 153.80 UNCH 153.80 DEC09 ---- ---- ---- ---- 155.60 UNCH 155.60 MAR10 ---- ---- ---- ---- 157.40 UNCH 157.40 JUN10 ---- ---- ---- ---- 159.20 UNCH 159.20 SEP10 ---- ---- ---- ---- 161.00 UNCH 161.00 DEC10 ---- ---- ---- ---- 162.80 UNCH 162.80 MAR11 ---- ---- ---- ---- 164.60 UNCH 164.60 JUN11 ---- ---- ---- ---- 166.40 UNCH 166.40 SEP11 ---- ---- ---- ---- 168.00 UNCH 168.00 DEC11 ---- ---- ---- ---- 169.80 UNCH 169.80 MAR12 ---- ---- ---- ---- 171.60 UNCH 171.60 JUN12 ---- ---- ---- ---- 173.40 UNCH 173.40 SEP12 ---- ---- ---- ---- 175.00 UNCH 175.00 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEE Commercial Real Estate Warehouse SEP08 ---- ---- ---- ---- 145.60 UNCH 145.60 DEC08 ---- ---- ---- ---- 147.40 UNCH 147.40 MAR09 ---- ---- ---- ---- 149.20 UNCH 149.20 JUN09 ---- ---- ---- ---- 150.80 UNCH 150.80 SEP09 ---- ---- ---- ---- 152.60 UNCH 152.60 DEC09 ---- ---- ---- ---- 156.00 UNCH 156.00 MAR10 ---- ---- ---- ---- 156.00 UNCH 156.00 JUN10 ---- ---- ---- ---- 157.80 UNCH 157.80 SEP10 ---- ---- ---- ---- 159.40 UNCH 159.40 DEC10 ---- ---- ---- ---- 161.20 UNCH 161.20 MAR11 ---- ---- ---- ---- 163.00 UNCH 163.00 JUN11 ---- ---- ---- ---- 164.60 UNCH 164.60 SEP11 ---- ---- ---- ---- 166.40 UNCH 166.40 DEC11 ---- ---- ---- ---- 168.20 UNCH 168.20 MAR12 ---- ---- ---- ---- 170.00 UNCH 170.00 JUN12 ---- ---- ---- ---- 171.80 UNCH 171.80 SEP12 ---- ---- ---- ---- 173.80 UNCH 173.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEG Constellation Energy Group JLY08 ---- 84.28B 82.11A 82.11A ---- UNCH 83.04 AUG08 ---- 84.40B 82.27A 82.27A ---- UNCH 83.18 SEP08 83.91 84.08B 82.02A 82.02A ---- UNCH 120 82.93 1651 DEC08 ---- ---- 82.32A 82.32A ---- UNCH 83.02 TOTAL EST. VOL VOL OPEN INT. TOTAL 120 1651 TFPRS CEL Commercial Real Estate Retail SEP08 ---- ---- ---- ---- 147.40 UNCH 147.40 DEC08 ---- ---- ---- ---- 149.40 UNCH 149.40 MAR09 ---- ---- ---- ---- 151.20 UNCH 151.20 JUN09 ---- ---- ---- ---- 153.20 UNCH 153.20 SEP09 ---- ---- ---- ---- 155.00 UNCH 155.00 DEC09 ---- ---- ---- ---- 156.80 UNCH 156.80 MAR10 ---- ---- ---- ---- 158.60 UNCH 158.60 JUN10 ---- ---- ---- ---- 160.60 UNCH 160.60 SEP10 ---- ---- ---- ---- 162.40 UNCH 162.40 DEC10 ---- ---- ---- ---- 164.20 UNCH 164.20 MAR11 ---- ---- ---- ---- 166.00 UNCH 166.00 JUN11 ---- ---- ---- ---- 167.80 UNCH 167.80 SEP11 ---- ---- ---- ---- 169.60 UNCH 169.60 DEC11 ---- ---- ---- ---- 171.40 UNCH 171.40 MAR12 ---- ---- ---- ---- 173.20 UNCH 173.20 JUN12 ---- ---- ---- ---- 174.80 UNCH 174.80 SEP12 ---- ---- ---- ---- 176.60 UNCH 176.60 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEM Commercial Real Estate Midwest SEP08 ---- ---- ---- ---- 129.80 UNCH 129.80 DEC08 ---- ---- ---- ---- 130.80 UNCH 130.80 MAR09 ---- ---- ---- ---- 132.00 UNCH 132.00 JUN09 ---- ---- ---- ---- 133.20 UNCH 133.20 SEP09 ---- ---- ---- ---- 134.40 UNCH 134.40 DEC09 ---- ---- ---- ---- 135.40 UNCH 135.40 MAR10 ---- ---- ---- ---- 136.40 UNCH 136.40 JUN10 ---- ---- ---- ---- 137.60 UNCH 137.60 SEP10 ---- ---- ---- ---- 138.60 UNCH 138.60 DEC10 ---- ---- ---- ---- 139.60 UNCH 139.60 MAR11 ---- ---- ---- ---- 140.60 UNCH 140.60 JUN11 ---- ---- ---- ---- 141.60 UNCH 141.60 SEP11 ---- ---- ---- ---- 142.60 UNCH 142.60 DEC11 ---- ---- ---- ---- 143.80 UNCH 143.80 MAR12 ---- ---- ---- ---- 144.80 UNCH 144.80 JUN12 ---- ---- ---- ---- 146.00 UNCH 146.00 SEP12 ---- ---- ---- ---- 147.20 UNCH 147.20 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEN Commercial Real Estate Northeast SEP08 ---- ---- ---- ---- 141.20 UNCH 141.20 DEC08 ---- ---- ---- ---- 143.20 UNCH 143.20 MAR09 ---- ---- ---- ---- 145.00 UNCH 145.00 JUN09 ---- ---- ---- ---- 146.80 UNCH 146.80 SEP09 ---- ---- ---- ---- 148.60 UNCH 148.60 DEC09 ---- ---- ---- ---- 150.20 UNCH 150.20 MAR10 ---- ---- ---- ---- 152.00 UNCH 152.00 JUN10 ---- ---- ---- ---- 153.80 UNCH 153.80 SEP10 ---- ---- ---- ---- 155.40 UNCH 155.40 DEC10 ---- ---- ---- ---- 157.20 UNCH 157.20 MAR11 ---- ---- ---- ---- 158.80 UNCH 158.80 JUN11 ---- ---- ---- ---- 160.40 UNCH 160.40 SEP11 ---- ---- ---- ---- 162.00 UNCH 162.00 DEC11 ---- ---- ---- ---- 163.40 UNCH 163.40 MAR12 ---- ---- ---- ---- 165.00 UNCH 165.00 JUN12 ---- ---- ---- ---- 166.40 UNCH 166.40 SEP12 ---- ---- ---- ---- 167.80 UNCH 167.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEO Commercial Real Estate Office SEP08 ---- ---- ---- ---- 143.00 UNCH 143.00 DEC08 ---- ---- ---- ---- 144.60 UNCH 144.60 MAR09 ---- ---- ---- ---- 146.40 UNCH 146.40 JUN09 ---- ---- ---- ---- 148.00 UNCH 148.00 SEP09 ---- ---- ---- ---- 149.60 UNCH 149.60 DEC09 ---- ---- ---- ---- 151.20 UNCH 151.20 MAR10 ---- ---- ---- ---- 153.00 UNCH 153.00 JUN10 ---- ---- ---- ---- 154.60 UNCH 154.60 SEP10 ---- ---- ---- ---- 156.00 UNCH 156.00 DEC10 ---- ---- ---- ---- 157.60 UNCH 157.60 MAR11 ---- ---- ---- ---- 159.20 UNCH 159.20 JUN11 ---- ---- ---- ---- 160.80 UNCH 160.80 SEP11 ---- ---- ---- ---- 162.20 UNCH 162.20 DEC11 ---- ---- ---- ---- 163.80 UNCH 163.80 MAR12 ---- ---- ---- ---- 165.40 UNCH 165.40 JUN12 ---- ---- ---- ---- 166.80 UNCH 166.80 SEP12 ---- ---- ---- ---- 168.40 UNCH 168.40 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEP Cephalon Inc. JLY08 ---- 68.88B 67.15A 68.26A ---- UNCH 67.49 10 AUG08 ---- 68.99B 67.26A 68.42A ---- UNCH 67.61 SEP08 ---- 69.14B 67.41A 68.59A ---- UNCH 67.76 11 DEC08 ---- 69.61B 67.87A 69.05A ---- UNCH 68.24 TOTAL EST. VOL VOL OPEN INT. TOTAL 21 TFPRS CER Cerner Corporation JLY08 ---- 45.17B 44.23A 44.27B ---- UNCH 45.05 AUG08 ---- 45.22B 44.30A 44.32B ---- UNCH 45.12 SEP08 ---- ---- 44.40A 44.40A ---- UNCH 45.21 9 DEC08 ---- ---- 44.72A 44.72A ---- UNCH 45.54 TOTAL EST. VOL VOL OPEN INT. TOTAL 9 TFPRS CES Commercial Real Estate Mid Atlantic South SEP08 ---- ---- ---- ---- 148.40 UNCH 148.40 DEC08 ---- ---- ---- ---- 150.00 UNCH 150.00 MAR09 ---- ---- ---- ---- 151.60 UNCH 151.60 JUN09 ---- ---- ---- ---- 153.20 UNCH 153.20 SEP09 ---- ---- ---- ---- 154.80 UNCH 154.80 DEC09 ---- ---- ---- ---- 156.20 UNCH 156.20 MAR10 ---- ---- ---- ---- 157.80 UNCH 157.80 JUN10 ---- ---- ---- ---- 159.40 UNCH 159.40 SEP10 ---- ---- ---- ---- 161.00 UNCH 161.00 DEC10 ---- ---- ---- ---- 162.60 UNCH 162.60 MAR11 ---- ---- ---- ---- 164.20 UNCH 164.20 JUN11 ---- ---- ---- ---- 165.80 UNCH 165.80 SEP11 ---- ---- ---- ---- 167.40 UNCH 167.40 DEC11 ---- ---- ---- ---- 169.00 UNCH 169.00 MAR12 ---- ---- ---- ---- 170.60 UNCH 170.60 JUN12 ---- ---- ---- ---- 172.20 UNCH 172.20 SEP12 ---- ---- ---- ---- 173.80 UNCH 173.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CEW Commercial Real Estate Pacific West SEP08 ---- ---- ---- ---- 151.60 UNCH 151.60 DEC08 ---- ---- ---- ---- 153.80 UNCH 153.80 MAR09 ---- ---- ---- ---- 155.80 UNCH 155.80 JUN09 ---- ---- ---- ---- 157.80 UNCH 157.80 SEP09 ---- ---- ---- ---- 159.80 UNCH 159.80 DEC09 ---- ---- ---- ---- 161.60 UNCH 161.60 MAR10 ---- ---- ---- ---- 163.60 UNCH 163.60 JUN10 ---- ---- ---- ---- 165.60 UNCH 165.60 SEP10 ---- ---- ---- ---- 167.60 UNCH 167.60 DEC10 ---- ---- ---- ---- 169.40 UNCH 169.40 MAR11 ---- ---- ---- ---- 171.40 UNCH 171.40 JUN11 ---- ---- ---- ---- 173.20 UNCH 173.20 SEP11 ---- ---- ---- ---- 175.20 UNCH 175.20 DEC11 ---- ---- ---- ---- 177.00 UNCH 177.00 MAR12 ---- ---- ---- ---- 179.00 UNCH 179.00 JUN12 ---- ---- ---- ---- 181.00 UNCH 181.00 SEP12 ---- ---- ---- ---- 183.00 UNCH 183.00 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CFC Countrywide Financial Corp. JLY08 ---- ---- ---- ---- ---- UNCH 4.34 AUG08 ---- ---- ---- ---- ---- UNCH 4.35 SEP08 ---- ---- ---- ---- ---- UNCH 4.25 DEC08 ---- ---- ---- ---- ---- UNCH 4.17 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CFI CF Industries Holdings, Inc. JLY08 ---- ---- 138.32A 142.90A ---- UNCH 143.78 1 AUG08 ---- ---- 138.61A 143.00A ---- UNCH 144.00 SEP08 ---- ---- 138.82A 143.40A ---- UNCH 144.31 DEC08 ---- ---- 139.72A 144.36A ---- UNCH 145.33 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS CG9 Loews Corporation JLY08 ---- ---- 67.11A 67.32A ---- UNCH 68.31 AUG08 ---- ---- 67.17A 67.39A ---- UNCH 68.37 SEP08 ---- ---- 66.63A 66.84A ---- UNCH 67.82 35 DEC08 ---- ---- 66.28A 66.55A ---- UNCH 67.49 TOTAL EST. VOL VOL OPEN INT. TOTAL 35 TFPRS CH2 CREDIT EVENT FUTURES JUN12 ---- ---- ---- ---- 936.5 +290 907.5 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CH3 CREDIT EVENT FUTURES DEC12 ---- ---- ---- ---- 932.5 +480 884.5 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CH4 CREDIT EVENT FUTURES JUN13 ---- ---- ---- ---- 837.5 +390 798.5 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CH9 Chesapeake Energy Corporation JLY08 68.56 68.66B 64.28A 67.04A ---- UNCH 12 69.47 147 AUG08 ---- ---- 64.41A 67.17A ---- UNCH 69.61