PRICES AS OF 08/29/08 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. SEP08 ---- ---- 56.01A 56.70B 56.86 -25 57.11 690 OCT08 ---- ---- 56.12A 56.80A 56.96 -26 57.22 2 DEC08 ---- ---- 56.34A 57.01B 57.18 -25 57.43 276 MAR09 ---- ---- 56.72A 57.38A 57.56 -26 57.82 TOTAL EST. VOL VOL OPEN INT. TOTAL 968 TFPRS 05 Cendant Corporation SEP08 ---- ---- 7.59A 7.68A 7.63 -31 7.94 OCT08 ---- ---- 7.60A 7.69A 7.64 -31 7.95 DEC08 ---- ---- 7.63A 7.73A 7.68 -31 7.99 MAR09 ---- ---- 7.69A 7.79A 7.74 -31 8.05 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 09 GlaxoSmithKline plc SEP08 ---- ---- 46.97A 47.02A 47.03 -14 47.17 55 OCT08 ---- ---- 47.06A 47.11A 47.12 -13 47.25 10 DEC08 ---- ---- 46.82A 46.86A 46.87 -12 46.99 20 MAR09 ---- ---- 46.57A 46.62A 46.62 -13 46.75 TOTAL EST. VOL VOL OPEN INT. TOTAL 85 TFPRS 0L Dominion Resources Inc. SEP08 ---- ---- 43.59A 43.59A 43.58 -84 44.42 4005 OCT08 ---- ---- 43.67A 43.67A 43.66 -84 44.50 DEC08 ---- ---- 43.48A 43.48A 43.46 -84 44.30 MAR09 ---- ---- 43.42A 43.42A 43.40 -84 44.24 TOTAL EST. VOL VOL OPEN INT. TOTAL 4005 TFPRS 0M First Energy Corporation SEP08 74.09 74.09 72.55A 72.75B 72.73 -153 10 74.26 6 NOV08 ---- ---- 72.35A 72.55A 72.49 -154 74.03 2000 DEC08 ---- ---- 72.51A 72.71A 72.65 -154 74.19 MAR09 ---- ---- 72.50A 72.71A 72.64 -154 74.18 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 2006 TFPRS 0R Weyerhaeuser Company SEP08 ---- ---- 55.35A 55.58A 55.57 -111 56.68 OCT08 ---- ---- 55.44A 55.69A 55.67 -111 56.78 DEC08 ---- ---- 55.08A 55.36A 55.31 -110 56.41 MAR09 ---- ---- 54.88A 55.16A 55.11 -110 56.21 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 0Y Southern Company SEP08 ---- ---- 37.60A 37.60A 37.55 -50 38.05 11 OCT08 ---- ---- 37.69A 37.69A 37.62 -50 38.12 DEC08 ---- ---- 37.45A 37.45A 37.37 -49 37.86 MAR09 ---- ---- 37.32A 37.32A 37.22 -50 37.72 TOTAL EST. VOL VOL OPEN INT. TOTAL 11 TFPRS 6P2 CAT IN BOX-SYNTHETIC NOV08 ---- ---- ---- ---- 2.80 UNCH 2.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 6X2 EASTERN US-SYNTHETIC NOV08 ---- ---- ---- ---- 2.80 UNCH 2.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 7P2 CAT IN BOX-SYNTHETIC NOV08 ---- ---- ---- ---- 2.80 UNCH 2.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 7X2 EASTERN US-SYNTHETIC NOV08 ---- ---- ---- ---- 2.80 UNCH 2.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 8P2 CAT IN BOX-SYNTHETIC NOV08 ---- ---- ---- ---- 2.80 UNCH 2.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 8X2 EASTERN US-SYNTHETIC NOV08 ---- ---- ---- ---- 2.80 UNCH 2.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 9KE NIKE, INC CLASS B SEP08 ---- 60.89B 60.44A 60.44A 60.45 -63 61.08 OCT08 ---- 61.06B 60.57A 60.57A 60.55 -63 61.18 DEC08 ---- 60.94B 60.61A 60.61A 60.54 -62 61.16 MAR09 ---- 61.04B 60.92A 60.92A 60.75 -62 61.37 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS 9TS NORTHERN TRUST CORPORATION SEP08 ---- ---- 79.99A 80.21A 80.21 -121 81.42 23 OCT08 ---- ---- 80.15A 80.36A 80.34 -122 81.56 DEC08 ---- ---- 80.26A 80.48A 80.41 -121 81.62 MAR09 ---- ---- 80.74A 80.96A 80.76 -122 81.98 TOTAL EST. VOL VOL OPEN INT. TOTAL 23 TFPRS A0 JKSN-AIR CDD FUTURES AUG08 ---- ---- ---- ---- 493.0 +1 492.0 SEP08 ---- ---- ---- ---- 386.0 UNCH 386.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A0K JKSN-AIR MAY CDD SEASONAL STRIP FUTURES SEP08 ---- ---- ---- ---- 2077.0 +1 2076.0 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 COLO-AIR CDD FUTURES AUG08 ---- ---- ---- ---- 148.0 -1 149.0 SEP08 ---- ---- ---- ---- 31.0 -1 32.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS A3K COLO-AIR MAY CDD SEASONAL STRIP FUTURES SEP08 ---- ---- ---- ---- 565.0 -2 567.0 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 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. SEP08 ---- ---- 34.70A 34.83A 34.81 -75 35.56 OCT08 ---- ---- 34.76A 34.89A 34.88 -74 35.62 DEC08 ---- ---- 34.92A 35.05A 35.03 -74 35.77 MAR09 ---- ---- 35.18A 35.31A 35.29 -75 36.04 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AAC Alcoa Inc. SEP08 ---- ---- 32.07A 32.14A 32.17 -28 32.45 2 OCT08 ---- ---- 32.14A 32.21A 32.24 -28 32.52 DEC08 ---- ---- 32.14A 32.21A 32.24 -28 32.52 MAR09 ---- ---- 32.23A 32.30A 32.33 -29 32.62 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS AAP Apple Computer Inc. SEP08 172.41 173.59 169.31A 169.63A 169.87 -409 261 173.96 3044 OCT08 ---- ---- 169.69A 169.98A 170.17 -408 174.25 1213 DEC08 173.54 173.89B 170.60A 170.88A 170.92 -409 12 175.01 1 454 MAR09 175.00 175.35B 172.25A 172.53A 172.32 -409 31 176.41 3 TOTAL EST. VOL VOL OPEN INT. TOTAL 304 1 4714 TFPRS ABC AmerisourceBergen Corporation SEP08 ---- ---- 41.11A 41.11A 41.06 -58 41.64 OCT08 ---- ---- 41.19A 41.19A 41.13 -58 41.71 DEC08 ---- ---- 41.31A 41.31A 41.24 -58 41.82 MAR09 ---- ---- 41.55A 41.55A 41.47 -58 42.05 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ABH AbitibiBowater Inc. SEP08 ---- ---- ---- ---- 6.59 -21 6.80 OCT08 ---- ---- ---- ---- 6.60 -21 6.81 DEC08 ---- ---- ---- ---- 6.64 -21 6.85 MAR09 ---- ---- ---- ---- 6.70 -21 6.91 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ABT Abbott Laboratories SEP08 ---- 58.83B 57.59A 57.61A 57.50 -132 58.82 650 OCT08 ---- 58.30B 57.34A 57.36A 57.25 -131 58.56 DEC08 ---- ---- 57.65A 57.65A 57.52 -130 58.82 MAR09 ---- ---- 57.73A 57.73A 57.60 -130 58.90 TOTAL EST. VOL VOL OPEN INT. TOTAL 650 TFPRS ABX bBarrick Gold Corp SEP08 ---- ---- 34.61A 34.75A 34.78 -29 35.07 3 OCT08 ---- ---- 34.67A 34.82A 34.84 -30 35.14 DEC08 ---- ---- 34.63A 34.78A 34.80 -29 35.09 48 MAR09 ---- ---- 34.89A 35.04A 35.06 -29 35.35 TOTAL EST. VOL VOL OPEN INT. TOTAL 51 TFPRS AC9 AmeriCredit Corp. SEP08 ---- ---- ---- ---- 10.60 -17 10.77 OCT08 ---- ---- ---- ---- 10.62 -17 10.79 DEC08 ---- ---- ---- ---- 10.67 -17 10.84 MAR09 ---- ---- ---- ---- 10.77 -17 10.94 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACA AMERICAN CAPITAL STRATEGIES, LTD. SEP08 ---- ---- ---- 21.75A 20.76 -11 20.87 OCT08 ---- ---- ---- 20.73A 19.54 -11 19.65 DEC08 ---- ---- ---- 19.77A 17.78 -11 17.89 MAR09 ---- ---- ---- 18.87A 16.13 -11 16.24 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACD AUSTRALIAN DOLLAR/CANADIAN DOLLAR CROSSRATE FUT SEP08 ---- ---- ---- ---- .9103 +56 .9047 19 DEC08 ---- ---- ---- ---- .9014 +55 .8959 MAR09 ---- ---- ---- ---- .8927 +52 .8875 JUN09 ---- ---- ---- ---- .8840 +50 .8790 SEP09 ---- ---- ---- ---- .8766 +50 .8716 DEC09 ---- ---- ---- ---- .8691 +50 .8641 TOTAL EST. VOL VOL OPEN INT. TOTAL 19 TFPRS ACE ACE Limited OCT08 ---- 52.73B 51.70A 52.68A 52.50 +34 52.16 DEC08 ---- 52.97B 52.05A 52.96A 52.74 +35 52.39 MAR09 ---- 53.09B 52.10A 53.09A 52.86 +35 52.51 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACF Ethanol Futures SEP08 ---- ---- ---- ---- 2.370 +64 2.306 44 68 OCT08 ---- ---- ---- ---- 2.294 +14 2.280 10 247 NOV08 ---- ---- ---- ---- 2.292 +12 2.280 4 244 DEC08 ---- ---- ---- ---- 2.294 +14 2.280 3 191 JAN09 ---- ---- ---- ---- 2.292 +24 2.268 150 FEB09 ---- ---- ---- ---- 2.285 +35 2.250 12 103 MAR09 ---- ---- ---- ---- 2.285 +35 2.250 11 134 APR09 ---- ---- ---- ---- 2.287 +37 2.250 6 159 MAY09 ---- ---- ---- ---- 2.285 +35 2.250 120 JUN09 ---- ---- ---- ---- 2.283 +33 2.250 133 JLY09 ---- ---- ---- ---- 2.290 +40 2.250 173 AUG09 ---- ---- ---- ---- 2.290 +40 2.250 119 SEP09 ---- ---- ---- ---- 2.290 +40 2.250 87 OCT09 ---- ---- ---- ---- 2.290 +40 2.250 100 NOV09 ---- ---- ---- ---- 2.300 +40 2.260 110 DEC09 ---- ---- ---- ---- 2.300 +40 2.260 113 JAN10 ---- ---- ---- ---- 2.300 +40 2.260 149 FEB10 ---- ---- ---- ---- 2.300 +30 2.270 5 MAR10 ---- ---- ---- ---- 2.300 +30 2.270 5 APR10 ---- ---- ---- ---- 2.300 +30 2.270 MAY10 ---- ---- ---- ---- 2.300 +30 2.270 JUN10 ---- ---- ---- ---- 2.300 +30 2.270 JLY10 ---- ---- ---- ---- 2.300 +30 2.270 AUG10 ---- ---- ---- ---- 2.300 +30 2.270 SEP10 ---- ---- ---- ---- 2.300 +30 2.270 OCT10 ---- ---- ---- ---- 2.300 +30 2.270 NOV10 ---- ---- ---- ---- 2.300 +30 2.270 DEC10 ---- ---- ---- ---- 2.300 +30 2.270 JAN11 ---- ---- ---- ---- 2.300 +30 2.270 FEB11 ---- ---- ---- ---- 2.300 +30 2.270 MAR11 ---- ---- ---- ---- 2.300 +30 2.270 TOTAL EST. VOL VOL OPEN INT. TOTAL 90 2410 TFPRS ACI Arch Coal, Inc. SEP08 ---- ---- 54.30A 54.42A 54.32 -115 55.47 7 OCT08 ---- ---- 54.42A 54.51A 54.42 -115 55.57 DEC08 ---- ---- 54.57A 54.67A 54.57 -116 55.73 5 MAR09 ---- ---- 54.88A 54.98A 54.89 -115 56.04 TOTAL EST. VOL VOL OPEN INT. TOTAL 12 TFPRS ACL American Commercial Lines Inc. SEP08 ---- ---- ---- ---- 12.33 -19 12.52 OCT08 ---- ---- ---- ---- 12.35 -19 12.54 DEC08 ---- ---- ---- ---- 12.42 -19 12.61 MAR09 ---- ---- ---- ---- 12.53 -19 12.72 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACS Affiliated Computer Services, Inc. SEP08 ---- 53.56B 53.05A 53.44A 53.47 -8 53.55 OCT08 ---- 53.66B 53.15A 53.54A 53.57 -7 53.64 DEC08 ---- 53.89B 53.38A 53.78A 53.81 -7 53.88 MAR09 ---- 54.28B 53.78A 54.18A 54.20 -7 54.27 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ACX SYNTHETIC ETHANOL SEP08 ---- ---- ---- ---- 2.370 +64 2.306 OCT08 ---- ---- ---- ---- 2.294 +14 2.280 NOV08 ---- ---- ---- ---- 2.292 +12 2.280 DEC08 ---- ---- ---- ---- 2.294 +14 2.280 JAN09 ---- ---- ---- ---- 2.292 +24 2.268 FEB09 ---- ---- ---- ---- 2.285 +35 2.250 MAR09 ---- ---- ---- ---- 2.285 +35 2.250 APR09 ---- ---- ---- ---- 2.287 +37 2.250 MAY09 ---- ---- ---- ---- 2.285 +35 2.250 JUN09 ---- ---- ---- ---- 2.283 +33 2.250 JLY09 ---- ---- ---- ---- ---- UNCH 2.250 AUG09 ---- ---- ---- ---- ---- UNCH 2.250 SEP09 ---- ---- ---- ---- ---- UNCH 2.250 OCT09 ---- ---- ---- ---- ---- UNCH 2.250 NOV09 ---- ---- ---- ---- ---- UNCH 2.260 DEC09 ---- ---- ---- ---- ---- UNCH 2.260 JAN10 ---- ---- ---- ---- ---- UNCH 2.260 FEB10 ---- ---- ---- ---- ---- UNCH 2.270 MAR10 ---- ---- ---- ---- ---- UNCH 2.270 APR10 ---- ---- ---- ---- ---- UNCH 2.270 MAY10 ---- ---- ---- ---- ---- UNCH 2.270 JUN10 ---- ---- ---- ---- ---- UNCH 2.270 JLY10 ---- ---- ---- ---- ---- UNCH 2.270 AUG10 ---- ---- ---- ---- ---- UNCH 2.270 SEP10 ---- ---- ---- ---- ---- UNCH 2.270 OCT10 ---- ---- ---- ---- ---- UNCH 2.270 NOV10 ---- ---- ---- ---- ---- UNCH 2.270 DEC10 ---- ---- ---- ---- ---- UNCH 2.270 JAN11 ---- ---- ---- ---- ---- UNCH 2.270 FEB11 ---- ---- ---- ---- ---- UNCH 2.270 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AD CME AUSTRALIAN DOLLAR FUTURES SEP08 .8612 .8612 .8550A .8554 .8554 -46 630 .8600 54485 77899 DEC08 ---- ---- ---- ---- .8464 -46 .8510 1495 3489 MAR09 ---- ---- ---- ---- .8384 -46 .8430 388 JUN09 ---- ---- ---- ---- .8307 -46 .8353 9 SEP09 ---- ---- ---- ---- .8237 -46 .8283 1 DEC09 ---- ---- ---- ---- .8167 -46 .8213 12 TOTAL EST. VOL VOL OPEN INT. TOTAL 630 55980 81798 TFPRS AD9 Alliance Data Systems Corporation SEP08 ---- ---- 63.69A 65.12A 64.35 -104 65.39 OCT08 ---- ---- 63.81A 65.25A 64.45 -105 65.50 DEC08 ---- ---- 64.17A 65.61A 64.73 -106 65.79 MAR09 ---- ---- 64.84A 65.45A 65.25 -107 66.32 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ADB Adobe Systems Incorporated SEP08 ---- ---- 42.85A 42.91A 42.89 -147 44.36 285 OCT08 43.42 43.42 42.94A 43.00B 42.97 -148 9 44.45 1 DEC08 ---- ---- 43.14A 43.21A 43.17 -149 44.66 10 MAR09 ---- ---- 43.47A 43.52A 43.50 -149 44.99 20 TOTAL EST. VOL VOL OPEN INT. TOTAL 9 10 306 TFPRS ADC ADC Telecommunications, Inc. SEP08 ---- 10.31B 10.11A 10.26A 10.24 -1 10.25 4376 OCT08 ---- 10.33B 10.14A 10.29A 10.27 UNCH 10.27 DEC08 ---- 10.38B 10.18A 10.34A 10.31 -1 10.32 MAR09 ---- 10.46B 10.26A 10.41A 10.39 -1 10.40 TOTAL EST. VOL VOL OPEN INT. TOTAL 4376 TFPRS ADI Analog Devices Inc. SEP08 27.95 28.12B 27.81A 28.03A 27.99 -23 10 28.22 2169 OCT08 ---- ---- 27.87A 28.08A 28.04 -23 28.27 DEC08 ---- ---- 27.79A 28.01A 27.96 -23 28.19 20 MAR09 ---- ---- 27.80A 28.02A 27.97 -22 28.19 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 2189 TFPRS ADM Archer-Daniels-Midland Company SEP08 ---- 26.30B 25.48A 25.48A 25.50 -42 25.92 46 OCT08 ---- 26.33B 25.52A 25.52A 25.56 -41 25.97 DEC08 ---- 26.25B 25.51A 25.51A 25.54 -42 25.96 2 MAR09 ---- 26.31B 25.57A 25.57A 25.60 -41 26.01 TOTAL EST. VOL VOL OPEN INT. TOTAL 48 TFPRS ADP Automatic Data Processing Inc. SEP08 ---- ---- 44.10A 44.20A 44.14 -56 44.70 OCT08 ---- ---- 44.20A 44.30A 44.22 -55 44.77 DEC08 ---- ---- 44.15A 44.24A 44.09 -55 44.64 MAR09 ---- ---- 44.30A 44.40A 44.12 -56 44.68 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ADS Autodesk SEP08 ---- ---- 35.55A 35.55A 35.59 -201 37.60 4 OCT08 ---- ---- 35.63A 35.63A 35.66 -201 37.67 DEC08 ---- ---- 35.79A 35.79A 35.82 -201 37.83 MAR09 ---- ---- 36.06A 36.06A 36.09 -202 38.11 TOTAL EST. VOL VOL OPEN INT. TOTAL 4 TFPRS AEE Ameren Corporation SEP08 ---- ---- 41.18A 41.20B 41.29 -105 42.34 OCT08 ---- ---- 41.27A 41.27A 41.37 -105 42.42 DEC08 ---- ---- 40.82A 40.82A 40.92 -104 41.96 MAR09 ---- ---- 40.49A 40.49A 40.59 -105 41.64 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AEM Agnico-Eagle Mines Limited SEP08 ---- 57.90B 56.66A 57.26A 57.30 -52 57.82 9 OCT08 ---- 57.99B 56.75A 57.35A 57.39 -52 57.91 DEC08 ---- 58.20B 56.97A 57.57A 57.61 -52 58.13 MAR09 ---- 58.38B 57.14A 57.75A 57.79 -52 58.31 TOTAL EST. VOL VOL OPEN INT. TOTAL 9 TFPRS AEO American Eagle Outfitters, Inc. SEP08 ---- 15.14B 14.67A 15.07A 15.01 +20 14.81 20 OCT08 ---- 15.07B ---- 15.00A 14.94 +20 14.74 DEC08 ---- 15.13B 14.66A 15.08A 15.01 +20 14.81 MAR09 ---- 15.13B 14.66A 15.09A 15.01 +20 14.81 TOTAL EST. VOL VOL OPEN INT. TOTAL 20 TFPRS AEP American Electric Power Company, Inc. SEP08 ---- 39.98B 39.16A 39.16A 39.11 -80 39.91 3 OCT08 ---- ---- 39.23A 39.23A 39.18 -80 39.98 DEC08 ---- ---- 38.98A 38.98A 38.92 -80 39.72 MAR09 ---- ---- 38.85A 38.85A 38.79 -80 39.59 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS AES The AES Corporation SEP08 ---- 15.58B 15.27A 15.31A 15.29 -22 15.51 149 OCT08 ---- 15.58B 15.30A 15.34A 15.32 -22 15.54 DEC08 ---- ---- 15.37A 15.41A 15.38 -23 15.61 MAR09 ---- ---- 15.47A 15.51A 15.49 -23 15.72 TOTAL EST. VOL VOL OPEN INT. TOTAL 149 TFPRS AET Aetna Inc. SEP08 ---- 44.21B 43.14A 43.19A 43.20 -3 43.23 167 OCT08 ---- 44.27B 43.23A 43.28A 43.28 -2 43.30 DEC08 ---- 44.34B 43.39A 43.44A 43.41 -3 43.44 2 MAR09 ---- 44.67B 43.73A 43.77A 43.74 -2 43.76 TOTAL EST. VOL VOL OPEN INT. TOTAL 169 TFPRS AFG Ambac Financial Group, Inc. SEP08 ---- ---- ---- ---- 7.17 -26 7.43 DEC08 ---- ---- ---- ---- 7.21 -27 7.48 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AFL AFLAC INCORPORATED SEP08 ---- ---- 56.64A 56.87A 56.77 -75 57.52 OCT08 ---- ---- 56.75A 56.98A 56.86 -76 57.62 DEC08 ---- ---- 56.81A 57.04A 56.84 -76 57.60 MAR09 ---- ---- 57.11A 57.35A 57.03 -76 57.79 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AGN Allergan, Inc. OCT08 ---- ---- 56.06A 56.06A 56.04 -129 57.33 DEC08 ---- ---- 56.27A 56.27A 56.24 -129 57.53 MAR09 ---- ---- 56.64A 56.64A 56.62 -130 57.92 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AGU Agrium Inc. SEP08 ---- ---- ---- ---- 84.40 +101 83.39 36 OCT08 ---- ---- ---- ---- 84.55 +100 83.55 DEC08 ---- ---- ---- ---- 84.94 +101 83.93 3 MAR09 ---- ---- ---- ---- 85.53 +100 84.53 TOTAL EST. VOL VOL OPEN INT. TOTAL 39 TFPRS AH LA-USC CDD FUTURES AUG08 ---- ---- ---- ---- 302.0 -4 306.0 SEP08 ---- ---- ---- ---- 196.0 +10 186.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AHK LA-USC MAY CDD SEASONAL STRIP FUTURES SEP08 ---- ---- ---- ---- 1048.0 +6 1042.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AI2 Apartment Investment and Management Co. SEP08 ---- ---- ---- ---- 37.89 -76 38.65 15 DEC08 ---- ---- ---- ---- 37.57 -76 38.33 MAR09 ---- ---- ---- ---- 37.33 -76 38.09 TOTAL EST. VOL VOL OPEN INT. TOTAL 15 TFPRS AIG American International Group SEP08 20.89 21.44B 20.84A 21.36A 21.30 -2 4 21.32 169 OCT08 21.00 21.45B 20.90A 21.31B 21.33 -2 57 21.35 DEC08 ---- 21.25B 20.84A 21.29A 21.20 -2 21.22 6 MAR09 ---- ---- 20.90A 21.43A 21.15 -1 21.16 6 TOTAL EST. VOL VOL OPEN INT. TOTAL 61 181 TFPRS AIV Apartment Investment and Management Co. SEP08 ---- ---- ---- ---- 35.49 -75 36.24 OCT08 ---- ---- ---- ---- 35.56 -75 36.31 DEC08 ---- ---- ---- ---- 35.15 -76 35.91 MAR09 ---- ---- ---- ---- 34.88 -77 35.65 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AIZ Assurant, Inc SEP08 ---- ---- 58.06A 58.59A 58.52 +17 58.35 OCT08 ---- ---- 58.17A 58.69A 58.62 +16 58.46 DEC08 ---- ---- 58.30A 58.83A 58.75 +17 58.58 MAR09 ---- ---- 58.61A 59.16A 59.05 +18 58.87 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AJY CME AUSTRALIAN DOLLAR/JAPANESE YEN CROSSRATE FUTUR SEP08 ---- ---- ---- ---- 92.96 -119 94.15 105 DEC08 ---- ---- ---- ---- 91.50 -117 92.67 MAR09 ---- ---- ---- ---- 90.10 -115 91.25 JUN09 ---- ---- ---- ---- 88.75 -113 89.88 SEP09 ---- ---- ---- ---- 87.46 -112 88.58 DEC09 ---- ---- ---- ---- 86.20 -110 87.30 TOTAL EST. VOL VOL OPEN INT. TOTAL 105 TFPRS AK RALEI-AIR CDD FUTURES AUG08 ---- ---- ---- ---- 413.0 +8 405.0 SEP08 ---- ---- ---- ---- 236.0 -3 239.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AKA Akamai Technologies, Inc. SEP08 ---- ---- 22.73A 22.91A 22.94 -37 23.31 9 OCT08 ---- ---- 22.78A 22.95A 22.98 -37 23.35 DEC08 ---- ---- 22.88A 23.05A 23.08 -38 23.46 1 MAR09 ---- ---- 23.05A 23.23A 23.26 -38 23.64 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS AKK RALEI-AIR MAY CDD SEASONAL STRIP FUTURES SEP08 ---- ---- ---- ---- 1639.0 +5 1634.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AKS AK Steel Holding Corporation SEP08 ---- 53.46B 51.88A 52.78A 52.68 +54 52.14 20 OCT08 ---- 53.54B 51.96A 52.89A 52.76 +54 52.22 10 DEC08 ---- 53.69B 52.10A 53.15A 52.92 +55 52.37 MAR09 ---- 54.01B 52.43A 53.69A 53.26 +57 52.69 TOTAL EST. VOL VOL OPEN INT. TOTAL 30 TFPRS ALL Allstate Corporation SEP08 45.31 45.77B 45.12A 45.28A 45.18 -47 19 45.65 8 OCT08 ---- 45.75B 45.20A 45.38A 45.26 -47 45.73 DEC08 ---- 45.53B 45.00A 45.20A 45.05 -46 45.51 MAR09 ---- 45.43B 44.92A 45.11A 44.96 -46 45.42 TOTAL EST. VOL VOL OPEN INT. TOTAL 19 8 TFPRS ALT Altera Corp. SEP08 22.97 22.98 22.63A 22.67A 22.70 -72 13 23.42 355 OCT08 22.78 22.96B 22.68A 22.72A 22.75 -71 15 23.46 5 DEC08 ---- ---- 22.75A 22.79B 22.81 -71 23.52 MAR09 ---- ---- 22.87A 22.91B 22.94 -71 23.65 TOTAL EST. VOL VOL OPEN INT. TOTAL 28 360 TFPRS ALU Alcatel-Lucent SEP08 ---- 6.34 6.10 6.17B 6.19 -24 107 6.43 10 OCT08 ---- 6.32 6.11A 6.23A 6.20 -24 100 6.44 9 DEC08 ---- 6.38 6.13 6.21 6.22 -24 107 6.46 4 34 MAR09 ---- 6.34 6.17A 6.27 6.26 -24 100 6.50 24 TOTAL EST. VOL VOL OPEN INT. TOTAL 414 4 77 TFPRS ALX Alexion Pharmaceuticals, Inc. SEP08 ---- ---- ---- ---- 45.14 +8 45.06 OCT08 ---- ---- ---- ---- 45.23 +9 45.14 DEC08 ---- ---- ---- ---- 45.47 +8 45.39 MAR09 ---- ---- ---- ---- 45.89 +9 45.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ALZ Allianz SE SEP08 ---- ---- ---- 16.75A 16.41 -11 16.52 OCT08 ---- ---- ---- 16.78A 16.41 -11 16.52 DEC08 ---- ---- ---- 16.85A 16.46 -11 16.57 MAR09 ---- ---- ---- 16.99A 16.44 -12 16.56 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AM9 TD AMERITRADE Holding Corporation SEP08 ---- 20.64B 20.29A 20.48A 20.47 -16 20.63 7 OCT08 ---- 20.68B 20.35A 20.54A 20.51 -16 20.67 DEC08 ---- ---- 20.43A 20.63A 20.60 -16 20.76 MAR09 ---- 20.91B 20.58A 20.78B 20.75 -15 20.90 TOTAL EST. VOL VOL OPEN INT. TOTAL 7 TFPRS AMA Applied Materials SEP08 17.96 18.67B 17.82A 17.99A 17.97 -54 2 18.51 37 OCT08 ---- 18.69B 17.85A 18.02A 18.00 -54 18.54 DEC08 18.40 18.72B 17.88A 18.05A 18.03 -54 1 18.57 4 MAR09 ---- ---- 17.96A 18.12A 18.11 -54 18.65 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 43 TFPRS AMD Advanced Micro Devices Inc. SEP08 ---- 6.33B 6.14A 6.33A 6.30 +4 6.26 12 OCT08 ---- 6.33B 6.15A 6.34A 6.30 +4 6.26 DEC08 ---- 6.35B 6.17A 6.36A 6.32 +4 6.28 44 MAR09 ---- 6.39B 6.20A 6.40A 6.36 +4 6.32 TOTAL EST. VOL VOL OPEN INT. TOTAL 56 TFPRS AMG Amgen Inc. SEP08 ---- 63.94B 63.00A 63.00A 62.93 -124 64.17 1112 OCT08 ---- 64.02B 63.13A 63.13A 63.03 -125 64.28 50 DEC08 ---- ---- 63.47A 63.47A 63.34 -125 64.59 120 MAR09 ---- ---- 63.99A 63.99A 63.81 -126 65.07 TOTAL EST. VOL VOL OPEN INT. TOTAL 1282 TFPRS AMK Amkor Technology, Inc. SEP08 ---- ---- 7.43A 7.53A 7.50 -15 7.65 OCT08 ---- ---- 7.45A 7.54A 7.51 -15 7.66 DEC08 ---- ---- 7.48A 7.57A 7.55 -15 7.70 MAR09 ---- ---- 7.54A 7.63A 7.60 -16 7.76 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AML Amylin Pharmaceuticals, Inc. SEP08 22.25 22.25 21.87A 22.04A 22.03 +10 3 21.93 146 OCT08 ---- 22.24B 21.89A 22.06A 22.05 +11 21.94 DEC08 ---- 22.28B 21.95A 22.11A 22.10 +10 22.00 MAR09 ---- 22.38B 22.04A 22.20A 22.20 +11 22.09 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 146 TFPRS AMP Ameriprise Financial,Inc. SEP08 ---- ---- 44.98A 45.05A 45.01 -66 45.67 143 OCT08 ---- ---- 45.07A 45.15A 45.10 -66 45.76 DEC08 ---- ---- 45.13A 45.25A 45.17 -66 45.83 1 MAR09 ---- ---- 45.33A 45.46A 45.36 -66 46.02 TOTAL EST. VOL VOL OPEN INT. TOTAL 144 TFPRS AMR AMR Corporation SEP08 ---- 10.49B 9.73A 10.37A 10.33 +17 10.16 1209 OCT08 ---- 10.50B 9.76A 10.39A 10.35 +18 10.17 DEC08 10.24 10.56B 9.81A 10.42A 10.37 +18 75 10.19 32 MAR09 ---- 10.57B 9.84A 10.46A 10.42 +18 10.24 TOTAL EST. VOL VOL OPEN INT. TOTAL 75 1241 TFPRS AMT American Tower Corporation SEP08 41.67 41.78B 41.38A 41.38A ---- UNCH 80 ---- 222 OCT08 ---- 41.85B ---- 41.46A ---- UNCH ---- DEC08 ---- 42.03B ---- 41.64A ---- UNCH ---- MAR09 ---- 42.34B ---- 41.95A ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL 80 222 TFPRS AMX America Movil SA de CV SEP08 ---- ---- 51.05A 51.36A 51.43 -38 51.81 OCT08 ---- ---- 51.11A 51.43A 51.48 -37 51.85 DEC08 ---- ---- 51.18A 51.48A 51.55 -37 51.92 MAR09 ---- ---- 51.51A 51.82A 51.89 -37 52.26 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AMZ Amazon.com Inc. SEP08 ---- ---- 80.66A 81.07A 80.91 -264 83.55 30 OCT08 ---- ---- 80.80A 81.21A 81.05 -264 83.69 DEC08 ---- ---- 81.15A 81.56A 81.40 -265 84.05 3 MAR09 ---- ---- 81.74A 82.17A 81.99 -267 84.66 TOTAL EST. VOL VOL OPEN INT. TOTAL 33 TFPRS ANE CME AUSTRALIAN DOLLAR/NEW ZEALAND DOLLAR CROSSRATE SEP08 ---- ---- ---- ---- 1.2269 -25 1.2294 17 DEC08 ---- ---- ---- ---- 1.2296 -26 1.2322 MAR09 ---- ---- ---- ---- 1.2316 -26 1.2342 JUN09 ---- ---- ---- ---- 1.2335 -26 1.2361 SEP09 ---- ---- ---- ---- 1.2347 -26 1.2373 DEC09 ---- ---- ---- ---- 1.2359 -26 1.2385 TOTAL EST. VOL VOL OPEN INT. TOTAL 17 TFPRS ANF Abercrombie & Fitch Co. SEP08 ---- 52.98B 51.86A 52.56A 52.52 +5 52.47 17 OCT08 ---- 53.08B 51.97A 52.67A 52.62 +6 52.56 DEC08 ---- 53.15B 52.10A 52.74A 52.68 +6 52.62 14 MAR09 ---- 53.37B 52.41A 52.96A 52.90 +5 52.85 TOTAL EST. VOL VOL OPEN INT. TOTAL 31 TFPRS ANI AutoNation, Inc. SEP08 11.38 11.59B 11.23A 11.36A 11.34 -13 240 11.47 870 OCT08 ---- 11.54B 11.19A 11.32A 11.30 -13 11.43 DEC08 ---- 11.48B 11.13A 11.26A 11.24 -12 11.36 MAR09 ---- 11.44B 11.10A 11.23A 11.21 -12 11.33 TOTAL EST. VOL VOL OPEN INT. TOTAL 240 870 TFPRS ANN AnnTaylor Stores Corporation SEP08 ---- 24.82B 24.29A 24.34A 24.32 -48 24.80 10 OCT08 ---- 24.86B 24.35A 24.38A 24.36 -49 24.85 DEC08 ---- 24.97B 24.46A 24.50A 24.47 -49 24.96 MAR09 ---- 25.15B 24.64A 24.67A 24.65 -49 25.14 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS ANR Alpha Natural Resources, Inc. SEP08 ---- 99.50B 98.83A 98.83A 99.18 -15 99.33 18 OCT08 ---- 99.68B 99.00A 99.00A 99.36 -14 99.50 DEC08 ---- 100.12B 99.43A 99.43A 99.79 -14 99.93 5 MAR09 ---- 100.89B 100.18A 100.18A 100.56 -14 100.70 TOTAL EST. VOL VOL OPEN INT. TOTAL 23 TFPRS ANZ AUD/NZD SPOT DEC99 ---- ---- ---- ---- 1.2252 UNCH 1.2291 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AOC Aon Corporation SEP08 ---- ---- 47.18A 47.51A 47.55 -49 48.04 5 OCT08 ---- ---- 47.27A 47.58B 47.63 -49 48.12 DEC08 ---- ---- 47.41A 47.55B 47.68 -50 48.18 MAR09 ---- ---- 47.75A 47.83A 47.91 -50 48.41 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS AOL Time Warner Inc. SEP08 ---- 16.50B 16.19A 16.39A 16.38 +11 16.27 2500 OCT08 16.48 16.53B 16.22A 16.41A 16.41 +11 2 16.30 DEC08 ---- 16.54B 16.22A 16.42A 16.42 +12 16.30 MAR09 ---- 16.59B 16.28A 16.47A 16.47 +12 16.35 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 2500 TFPRS APA Apache Corporation SEP08 ---- 115.94B 114.25A 114.61A 114.52 +2 114.50 41 OCT08 ---- 115.92B 114.35A 114.71A 114.56 +2 114.54 DEC08 ---- 115.59B ---- 115.36A 114.98 +2 114.96 100 MAR09 ---- 116.24B ---- 116.25A 115.75 +3 115.72 TOTAL EST. VOL VOL OPEN INT. TOTAL 141 TFPRS APC Anadarko Petroleum Corporation SEP08 ---- 61.90B 61.25A 61.63A 61.71 -33 62.04 5 OCT08 ---- 61.97B 61.37A 61.76A 61.83 -32 62.15 DEC08 ---- ---- 61.57A 61.97A 62.03 -32 62.35 MAR09 ---- ---- 61.95A 62.36A 62.41 -33 62.74 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS APD Air Products and Chemicals Inc. SEP08 ---- ---- 92.08A 92.08A 91.96 -182 93.78 1 OCT08 ---- ---- 91.82A 91.82A 91.69 -181 93.50 DEC08 ---- ---- 92.30A 92.30A 92.10 -180 93.90 MAR09 ---- ---- 92.55A 92.55A 92.32 -180 94.12 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS APO Apollo Group,Inc.- Cl. A SEP08 ---- 65.91B 63.69A 63.70B 63.75 -183 65.58 41 OCT08 ---- 66.03B 63.81A 63.81A 63.87 -182 65.69 DEC08 ---- 66.32B 64.12A 64.14A 64.16 -182 65.98 MAR09 ---- 66.81B 64.59A 64.62A 64.64 -183 66.47 TOTAL EST. VOL VOL OPEN INT. TOTAL 41 TFPRS AQU Aqua America, Inc. SEP08 ---- ---- ---- ---- 18.32 +7 18.25 OCT08 ---- ---- ---- ---- 18.35 +7 18.28 DEC08 ---- ---- ---- ---- 18.32 +7 18.25 MAR09 ---- ---- ---- ---- 18.35 +7 18.28 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ART ArthroCare Corporation SEP08 ---- ---- ---- ---- 25.68 -31 25.99 OCT08 ---- ---- ---- ---- 25.73 -31 26.04 DEC08 ---- ---- ---- ---- 25.86 -32 26.18 MAR09 ---- ---- ---- ---- 26.10 -32 26.42 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ASD American Standard Companies Inc. SEP08 ---- ---- ---- ---- ---- UNCH 46.91 DEC08 ---- ---- ---- ---- ---- UNCH 47.24 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ASL Ashland Inc SEP08 ---- ---- 40.84A 40.97A 40.99 -59 41.58 OCT08 ---- ---- 40.91A 41.04A 41.06 -59 41.65 DEC08 ---- ---- 40.81A 40.95A 40.93 -59 41.52 MAR09 ---- ---- 40.87A 41.02A 40.96 -60 41.56 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ASM ASML Holding NV-NY REG SHS SEP08 ---- ---- 23.67A 23.73A 23.72 -81 24.53 3 OCT08 ---- ---- 23.73A 23.79A 23.76 -81 24.57 DEC08 ---- ---- 23.91A 23.97A 23.86 -82 24.68 MAR09 ---- ---- 24.21A 24.27A 24.05 -82 24.87 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS AT ADAMS-FLD CDD FUTURES AUG08 ---- ---- ---- ---- 478.0 UNCH 478.0 SEP08 ---- ---- ---- ---- 303.0 +2 301.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ATH Atheros Communications, Inc. SEP08 ---- ---- 32.14A 32.65A 32.65 -9 32.74 OCT08 ---- ---- 32.21A 32.71A 32.72 -7 32.79 2 DEC08 ---- ---- 32.38A 32.86A 32.87 -7 32.94 MAR09 ---- ---- 32.63A 33.12A 33.12 -8 33.20 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS ATI Allegheny Technologies Incorporated SEP08 ---- 49.80B 49.00A 49.19A 49.06 -111 50.17 2 OCT08 ---- 49.93B 49.08A 49.27A 49.14 -111 50.25 DEC08 ---- 49.91B 49.11A 49.29A 49.17 -111 50.28 2 MAR09 ---- ---- 49.29A 49.47A 49.35 -112 50.47 3 TOTAL EST. VOL VOL OPEN INT. TOTAL 7 TFPRS ATK ADAMS-FLD MAY CDD SEASONAL STRIP FUTURES SEP08 ---- ---- ---- ---- 1990.0 +2 1988.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS ATV Activision, Inc SEP08 ---- ---- ---- ---- 32.87 -54 33.41 OCT08 ---- ---- ---- ---- 32.93 -54 33.47 DEC08 ---- ---- ---- ---- 33.11 -54 33.65 MAR09 ---- ---- ---- ---- 33.41 -55 33.96 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AU REGN-AIR CDD FUTURES AUG08 ---- ---- ---- ---- 393.0 +4 389.0 SEP08 ---- ---- ---- ---- 243.0 +8 235.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AUD AUD/USD SPOT DEC99 ---- .8657B .8559A .8580B .8580 UNCH 2 .8625 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS AUK REGN-AIR MAY CDD SEASONAL STRIP FUTURES SEP08 ---- ---- ---- ---- 1574.0 +12 1562.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AUY Yamana Gold Inc SEP08 ---- ---- 10.73A 10.80A 10.83 -14 10.97 33 OCT08 ---- ---- 10.74A 10.81A 10.84 -13 10.97 DEC08 ---- ---- 10.77A 10.84A 10.87 -13 11.00 12 MAR09 ---- ---- 10.82A 10.89A 10.92 -13 11.05 TOTAL EST. VOL VOL OPEN INT. TOTAL 45 TFPRS AVB AVALONBAY COMMUNITIES INC. SEP08 ---- 101.77B 99.43A 100.72A 100.21 -107 101.28 OCT08 ---- 101.07B 98.72A 100.01A 99.50 -108 100.58 DEC08 ---- ---- 99.23A 100.53A 99.96 -107 101.03 MAR09 ---- ---- 99.14A 100.50A 99.82 -107 100.89 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AVP Avon Products Inc. SEP08 ---- ---- 42.84A 42.84A 42.89 -71 43.60 1 OCT08 ---- ---- 42.93A 42.93A 42.97 -71 43.68 DEC08 ---- ---- 42.96A 42.96A 42.97 -70 43.67 MAR09 ---- ---- 43.07A 43.07A 43.07 -71 43.78 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS AVY Avery Dennison Corporation SEP08 ---- 49.13B 48.30A 48.34A 48.30 -78 49.08 OCT08 ---- ---- 48.40A 48.44A 48.39 -78 49.17 DEC08 ---- ---- 48.22A 48.27A 48.21 -78 48.99 MAR09 ---- ---- 48.19A 48.24A 48.17 -79 48.96 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AW Dow Jones AIG Commodity Index Excess Return Future SEP08 ---- ---- ---- ---- 189.7 -13 191.0 57 5713 DEC08 ---- ---- ---- ---- 189.9 -10 190.9 1 119 MAR09 ---- ---- ---- ---- 189.9 -10 190.9 JUN09 ---- ---- ---- ---- 189.9 -10 190.9 DEC09 ---- ---- ---- ---- 189.9 -10 190.9 DEC10 ---- ---- ---- ---- 189.9 -10 190.9 DEC11 ---- ---- ---- ---- 189.9 -10 190.9 DEC12 ---- ---- ---- ---- 189.9 -10 190.9 TOTAL EST. VOL VOL OPEN INT. TOTAL 58 5832 TFPRS AWI Allied Waste Industries, Inc. SEP08 ---- ---- 13.27A 13.49A 13.46 +12 13.34 OCT08 ---- ---- ---- 13.53A 13.48 +12 13.36 DEC08 ---- ---- ---- 13.67A 13.54 +12 13.42 MAR09 ---- ---- ---- 13.89A 13.64 +12 13.52 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AXP American Express Co. SEP08 ---- ---- 39.48A 39.81A 39.73 -71 40.44 1007 OCT08 ---- ---- 39.39A 39.72A 39.63 -71 40.34 DEC08 ---- ---- 39.58A 39.91A 39.82 -71 40.53 8 MAR09 ---- ---- 39.70A 40.04A 39.95 -71 40.66 30 TOTAL EST. VOL VOL OPEN INT. TOTAL 1045 TFPRS AYE ALLEGHENY ENERGY, INC SEP08 ---- ---- 45.29A 45.30A 45.24 -116 46.40 OCT08 ---- ---- 45.38A 45.38A 45.33 -115 46.48 DEC08 ---- ---- 45.44A 45.46A 45.39 -115 46.54 MAR09 ---- ---- 45.65A 45.65A 45.59 -116 46.75 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS AZ9 AstraZeneca PLC SEP08 49.11 49.12B 48.72A 48.72A 48.75 -54 555 49.29 75 OCT08 ---- ---- 48.80A 48.81A 48.83 -54 49.37 DEC08 ---- ---- 49.02A 49.02A 49.05 -53 49.58 MAR09 ---- ---- 48.05A 48.06A 48.09 -53 48.62 TOTAL EST. VOL VOL OPEN INT. TOTAL 555 75 TFPRS AZO Autozone, Inc. SEP08 ---- 139.47B 137.13A 137.62A 137.56 -112 138.68 361 OCT08 ---- 139.27B 137.42A 137.91A 137.83 -111 138.94 DEC08 ---- 139.90B 138.08A 138.58A 138.46 -111 139.57 1 MAR09 ---- 140.94B 139.14A 139.68A 139.51 -112 140.63 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 363 TFPRS B6 B-REAL RECIPROCALS SEP08 ---- 1.6388 1.6388 1.6388 ---- UNCH ---- DEC08 ---- 1.6784 1.6779 1.6779 ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BAC Bank of America Corp. SEP08 ---- ---- 30.17A 30.54A 30.23 -29 30.52 140 OCT08 ---- 30.91B 30.22A 30.61A 30.61 -28 30.89 10 DEC08 ---- ---- 29.85A 30.22A 29.83 -30 30.13 53 MAR09 ---- ---- 29.54A 29.94A 29.90 -28 30.18 11 TOTAL EST. VOL VOL OPEN INT. TOTAL 214 TFPRS BAX Baxter International Inc. SEP08 ---- ---- 67.67A 67.67A 67.63 -75 68.38 2 OCT08 ---- ---- 67.81A 67.81A 67.77 -73 68.50 1 DEC08 ---- ---- 67.92A 67.92A 67.88 -73 68.61 MAR09 ---- ---- 68.22A 68.22A 68.17 -73 68.90 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS BBB Bed Bath & Beyond Inc. SEP08 ---- 30.94B 30.22A 30.74A 30.72 -19 30.91 20 OCT08 ---- 30.99B 30.28A 30.80A 30.78 -19 30.97 DEC08 ---- 31.13B 30.42A 30.94A 30.92 -19 31.11 52 MAR09 ---- 31.36B 30.66A 31.18A 31.15 -19 31.34 TOTAL EST. VOL VOL OPEN INT. TOTAL 72 TFPRS BBT B&T Corporation SEP08 ---- 30.10B 28.91A 30.15A 29.99 +79 29.20 5 OCT08 ---- 29.62B 28.48A 29.73A 29.54 +80 28.74 DEC08 ---- ---- 28.58A 29.75A 29.54 +80 28.74 21 MAR09 ---- ---- 28.15A 29.33A 29.10 +80 28.30 7 TOTAL EST. VOL VOL OPEN INT. TOTAL 33 TFPRS BBY Best Buy Company Inc. SEP08 ---- ---- 44.71A 44.87A 44.83 -62 45.45 159 OCT08 ---- ---- 44.67A 44.83A 44.77 -62 45.39 DEC08 ---- ---- 44.88A 45.04A 44.98 -61 45.59 19 MAR09 ---- ---- 45.11A 45.28A 45.16 -62 45.78 TOTAL EST. VOL VOL OPEN INT. TOTAL 178 TFPRS BC9 Barclays PLC SEP08 ---- ---- 25.62A 25.62A 25.41 -38 25.79 OCT08 ---- ---- 25.66A 25.66A 25.40 -38 25.78 DEC08 ---- ---- 25.78A 25.78A 25.42 -38 25.80 MAR09 ---- ---- ---- 24.18A 23.67 -38 24.05 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BCR C. R. Bard,Inc. SEP08 ---- 95.39B 93.64A 93.64A 93.57 -149 95.06 OCT08 ---- 95.43B 93.66A 93.66A 93.61 -148 95.09 10 DEC08 ---- 95.80B 94.13A 94.13A 94.06 -149 95.55 MAR09 ---- ---- 94.81A 94.81A 94.69 -148 96.17 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS BCS Blue Coat Systems, Inc. SEP08 ---- ---- 18.41A 18.72A 18.63 -38 19.01 OCT08 ---- ---- 18.44A 18.76A 18.67 -38 19.05 DEC08 ---- ---- 18.53A 18.85A 18.75 -38 19.13 MAR09 ---- ---- 18.67A 18.99A 18.89 -39 19.28 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BCX SOYBEAN CRUSH SEP08 ---- 112'0 55'6 63'6 67'2 +20 65'2 OCT08 ---- 61'2 46'6 54'6 54'6 UNCH 54'6 NOV08 ---- ---- ---- ---- 59'6 -4 60'2 DEC08 ---- 66'4 55'2 59'6 59'6 -4 60'2 JAN09 ---- 57'2 44'2 54'0 54'0 UNCH 54'0 FEB09 ---- 48'6 32'2 42'2 54'0 UNCH 54'0 MAR09 ---- 65'2 51'4 57'2 57'2 +6 56'4 MAY09 ---- 65'4 46'4 58'2 58'2 -2 58'4 JLY09 ---- 69'4 58'0 60'4 65'2 +46 60'4 AUG09 ---- 75'6 61'6 63'6 66'6 +32 63'4 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BDK Black and Decker Corporation SEP08 ---- 63.24B 61.79A 62.80A 62.91 +91 62.00 9 OCT08 ---- 63.35B 61.89A 62.92A 63.02 +91 62.11 DEC08 ---- 63.22B 61.72A 62.78A 62.88 +92 61.96 1 MAR09 ---- 63.28B 61.78A 62.83A 62.93 +92 62.01 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS BDX BECTON, DICKINSON & COMPANY SEP08 ---- 87.87B ---- 87.28A ---- UNCH ---- OCT08 ---- 88.00B ---- 87.44A ---- UNCH ---- 1 DEC08 ---- ---- ---- 87.72A ---- UNCH ---- MAR09 ---- ---- ---- 88.22A ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS BEN Franklin Resources, Inc. SEP08 ---- ---- 104.05A 104.61A 104.65 -140 106.05 10 OCT08 ---- ---- 104.05A 104.62A 104.65 -140 106.05 DEC08 ---- ---- 104.54A 105.11A 105.14 -139 106.53 10 MAR09 ---- ---- 105.11A 105.70A 105.72 -139 107.11 TOTAL EST. VOL VOL OPEN INT. TOTAL 20 TFPRS BFC Brown-Forman Corporation - Cl. B SEP08 ---- ---- ---- ---- 71.77 -217 73.94 OCT08 ---- ---- ---- ---- 71.91 -217 74.08 DEC08 ---- ---- ---- ---- 71.96 -219 74.15 MAR09 ---- ---- ---- ---- 72.29 -220 74.49 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BG9 Bunge Limited SEP08 ---- ---- 89.41A 89.60A 89.46 -132 90.78 5 OCT08 ---- ---- 89.54A 89.73A 89.59 -132 90.91 DEC08 ---- ---- 89.70A 89.89A 89.74 -131 91.05 MAR09 ---- ---- 90.03A 90.23A 90.07 -131 91.38 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS BGP Borders Group, Inc. SEP08 ---- 7.19B 6.54A 7.00A 7.00 +45 6.55 OCT08 ---- 7.19B 6.54A 7.00A 7.00 +45 6.55 DEC08 ---- 7.19B 6.54A 7.01A 7.01 +46 6.55 MAR09 ---- 7.21B 6.56A 7.02A 7.02 +45 6.57 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BH The Bank of New York Company, Inc. SEP08 ---- ---- 34.54A 34.68A 34.65 -78 35.43 1 OCT08 ---- ---- 34.83A 34.95A 34.74 -79 35.53 DEC08 ---- ---- 34.75A 34.88A 34.66 -78 35.44 MAR09 ---- ---- 34.77A 34.90A 34.68 -78 35.46 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS BH9 Brookfield Homes Corporation SEP08 ---- ---- ---- ---- 12.85 +42 12.43 OCT08 ---- ---- ---- ---- 12.87 +42 12.45 DEC08 ---- ---- ---- ---- 12.74 +42 12.32 MAR09 ---- ---- ---- ---- 12.86 +43 12.43 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 SEP08 ---- ---- 80.05A 80.10A 80.12 -112 81.24 40 OCT08 ---- ---- 80.20A 80.25A 80.26 -111 81.37 DEC08 ---- ---- 80.40A 80.45A 80.46 -110 81.56 1 MAR09 ---- ---- 80.84A 80.89A 80.89 -110 81.99 TOTAL EST. VOL VOL OPEN INT. TOTAL 41 TFPRS BHP BHP BILLITON LIMITED SEP08 ---- ---- 69.60A 69.73A 69.78 -147 71.25 20 OCT08 ---- ---- 69.72A 69.85A 69.90 -146 71.36 DEC08 ---- ---- 70.01A 70.14A 70.18 -146 71.64 5 MAR09 ---- ---- 69.65A 69.78A 69.82 -146 71.28 TOTAL EST. VOL VOL OPEN INT. TOTAL 25 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 SEP08 ---- ---- 310.85A 314.46A 314.51 -244 316.95 26 OCT08 ---- ---- 311.51A 315.06A 315.11 -239 317.50 DEC08 ---- ---- 312.93A 316.37A 316.54 -238 318.92 3 MAR09 ---- ---- 315.09A 318.72A 318.90 -241 321.31 TOTAL EST. VOL VOL OPEN INT. TOTAL 29 TFPRS BIG Big Lots, Inc. SEP08 ---- 29.82B 29.25A 29.64A 29.61 +1 29.60 OCT08 ---- 29.88B 29.32A 29.70A 29.67 +2 29.65 DEC08 ---- 30.01B 29.45A 29.84A 29.80 +2 29.78 1 MAR09 ---- 30.23B 29.67A 30.07A 30.03 +2 30.01 TOTAL EST. VOL VOL OPEN INT. TOTAL 1 TFPRS BII Biogen Idec Inc. SEP08 ---- ---- 50.68A 51.09A 50.99 -36 51.35 435 OCT08 ---- ---- 50.77A 51.18A 51.08 -36 51.44 DEC08 ---- ---- 50.98A 51.39A 51.29 -36 51.65 100 MAR09 ---- ---- 51.33A 51.73A 51.64 -36 52.00 TOTAL EST. VOL VOL OPEN INT. TOTAL 535 TFPRS BIO CME EMINI NASDAQ BIOTECH FUTURES SEP08 ---- ---- ---- ---- 887.20 -1010 897.30 DEC08 ---- ---- ---- ---- 898.20 -1010 908.30 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BJS BJ Services Company SEP08 ---- ---- 26.89A 26.89A 26.83 -67 27.50 6 OCT08 ---- ---- 26.95A 26.95A 26.89 -67 27.56 DEC08 ---- ---- 27.01A 27.01A 26.96 -67 27.63 MAR09 ---- ---- 27.16A 27.16A 27.11 -67 27.78 TOTAL EST. VOL VOL OPEN INT. TOTAL 6 TFPRS BLG Building Materials Holding Corporation SEP08 ---- ---- ---- ---- 1.21 -2 1.23 DEC08 ---- ---- ---- ---- 1.22 -2 1.24 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BLL Ball Corporation SEP08 ---- 46.10B 45.75A 46.00B 45.98 -4 46.02 OCT08 ---- 46.18B 45.85A 46.09B 46.06 -5 46.11 DEC08 ---- 46.28B 46.02A 46.20B 46.18 -4 46.22 MAR09 ---- 46.52B 46.29A 46.43A 46.43 -4 46.47 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BMC BMC Software, Inc SEP08 ---- ---- 32.29A 32.64A 32.60 -40 33.00 OCT08 ---- ---- 32.35A 32.71A 32.66 -41 33.07 DEC08 ---- ---- 32.50A 32.86A 32.81 -40 33.21 MAR09 ---- ---- 32.75A 33.11A 33.06 -40 33.46 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BMR BioMarin Pharmaceutical Inc. SEP08 ---- ---- 29.35A 30.11A 30.14 +73 29.41 50 OCT08 ---- ---- 29.42A 30.18A 30.19 +73 29.46 DEC08 ---- ---- 29.41A 30.37A 30.33 +75 29.58 MAR09 ---- ---- 29.62A 30.60A 30.55 +76 29.79 TOTAL EST. VOL VOL OPEN INT. TOTAL 50 TFPRS BMS Bemis Company, Inc. SEP08 ---- ---- 27.87A 27.97A 27.98 -43 28.41 OCT08 ---- ---- 27.94A 28.03A 28.03 -42 28.45 DEC08 ---- ---- 27.91A 28.00A 27.93 -42 28.35 MAR09 ---- ---- 28.01A 28.10A 27.92 -43 28.35 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BMY Bristol-Myers Squibb Co. SEP08 ---- 21.71B 21.38A 21.38A 21.36 -31 21.67 1010 OCT08 ---- 21.45B 21.12A 21.12A 21.10 -30 21.40 9600 DEC08 ---- 21.55B 21.22A 21.22A 21.20 -30 21.50 MAR09 ---- 21.40B 21.07A 21.07A 21.05 -30 21.35 1 TOTAL EST. VOL VOL OPEN INT. TOTAL 10611 TFPRS BNI Burlington Northern Santa Fe Corporation SEP08 ---- 107.72B 105.74A 107.25A 107.13 +101 106.12 282 OCT08 ---- 107.91B 105.96A 107.45A 107.32 +102 106.30 DEC08 ---- 107.95B 106.01A 107.51A 107.36 +103 106.33 80 MAR09 ---- 108.34B 106.42A 107.94A 107.76 +103 106.73 TOTAL EST. VOL VOL OPEN INT. TOTAL 362 TFPRS BO Soybean Oil Futures SEP08 53.85 53.85 53.05A 53.20 53.40 +6 2456 53.34 20738 7851 OCT08 54.05 54.05 53.20 53.60 53.67 +9 2192 53.58 10068 31420 DEC08 54.50 54.55 53.69 54.20 54.20 +12 3822 54.08 36619 135029 JAN09 55.10 55.10 54.30A 54.70B 54.72 +13 313 54.59 2376 19953 MAR09 55.60 55.67 54.95A 55.20B 55.30 +12 38 55.18 3333 16122 MAY09 56.03 56.03 55.30A 55.60B 55.70 +12 17 55.58 662 8545 JLY09 56.60 56.60 55.70A 56.05B 56.10 +12 153 55.98 1251 10863 AUG09 56.35 56.35 56.00A 56.15B 56.28 +12 1 56.16 25 1231 SEP09 56.40 56.40 56.10A 56.10A 56.36 +12 1 56.24 14 826 OCT09 56.45 56.45 56.00A 56.00A 56.32 +12 1 56.20 16 928 DEC09 56.45 56.55 56.00A 56.00A 56.40 +12 214 56.28 456 12614 JAN10 ---- ---- ---- ---- 56.40 +12 56.28 MAR10 ---- ---- ---- ---- 56.40 +12 56.28 44 MAY10 ---- ---- ---- ---- 56.40 +12 56.28 JLY10 ---- ---- ---- ---- 56.40 +12 56.28 OCT10 ---- ---- ---- ---- 57.15 +12 57.03 DEC10 ---- ---- ---- ---- 57.15 +12 57.03 4050 JLY11 ---- ---- ---- ---- 57.15 +12 57.03 TOTAL EST. VOL VOL OPEN INT. TOTAL 9208 75558 249476 TFPRS BOE Boeing Co. SEP08 ---- ---- 65.23A 65.63A 65.64 -79 66.43 308 NOV08 ---- ---- 65.17A 65.56A 65.58 -78 66.36 4036 DEC08 ---- ---- 65.32A 65.71A 65.73 -79 66.52 3 MAR09 ---- ---- 65.44A 65.83A 65.86 -79 66.65 TOTAL EST. VOL VOL OPEN INT. TOTAL 4347 TFPRS BOS BOSTON HOUSING FUTURES NOV08 ---- ---- ---- 160.20B 160.20 UNCH 160.20 FEB09 ---- ---- ---- 154.20B 154.20 UNCH 154.20 MAY09 ---- ---- ---- ---- 150.00 UNCH 150.00 AUG09 ---- ---- ---- ---- 151.00 UNCH 151.00 NOV09 ---- ---- ---- ---- 149.40 UNCH 149.40 FEB10 ---- ---- ---- ---- 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 NOV12 ---- ---- ---- ---- 147.00 UNCH 147.00 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS NB CME BRITISH POUND FUTURES SEP08 1.8275 1.8290B 1.8150A 1.8150A 1.8156 -110 2780 1.8266 75819 112818 DEC08 ---- ---- 1.8060A 1.8060A 1.8039 -110 1.8149 1575 3476 MAR09 ---- ---- ---- ---- 1.7927 -110 1.8037 1 1102 JUN09 ---- ---- ---- ---- 1.7844 -110 1.7954 980 SEP09 ---- ---- ---- ---- 1.7761 -110 1.7871 DEC09 ---- ---- ---- ---- 1.7678 -110 1.7788 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 2780 77395 118378 TFPRS BP9 BP PLC SEP08 ---- 57.85B 57.58A 57.69A 57.70 UNCH 57.70 386 OCT08 ---- 57.88B 57.69A 57.80A 57.80 -1 57.81 DEC08 ---- 57.17B 57.09A 57.20A 57.20 UNCH 57.20 MAR09 ---- ---- 56.67A 56.78A 56.79 UNCH 56.79 TOTAL EST. VOL VOL OPEN INT. TOTAL 386 TFPRS BPH BluePhoenix Solutions Ltd. SEP08 ---- ---- ---- ---- 5.37 +24 5.13 OCT08 ---- ---- ---- ---- 5.38 +24 5.14 DEC08 ---- ---- ---- ---- 5.41 +24 5.17 MAR09 ---- ---- ---- ---- 5.46 +25 5.21 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BR CME BRAZILIAN REAL FUTURES SEP08 ---- ---- ---- ---- .61020 -20 .61220 9 1883 OCT08 ---- ---- ---- ---- .60550 -20 .60750 NOV08 ---- ---- ---- ---- .60040 -21 .60250 DEC08 ---- ---- ---- ---- .59600 -18 .59780 25 2226 JAN09 ---- ---- ---- ---- .59110 -20 .59310 FEB09 ---- ---- ---- ---- .58650 -20 .58850 MAR09 ---- ---- ---- ---- .58250 -20 .58450 1 APR09 ---- ---- ---- ---- .57830 -21 .58040 MAY09 ---- ---- ---- ---- .57390 -21 .57600 405 JUN09 ---- ---- ---- ---- .56990 -20 .57190 90 JLY09 ---- ---- ---- ---- .56550 -20 .56750 50 AUG09 ---- ---- ---- ---- .56060 -21 .56270 SEP09 ---- ---- ---- ---- .55680 UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL 34 4655 TFPRS BRC Broadcom Corp. SEP08 24.79 24.79 23.87A 24.05B 24.12 -82 106 24.94 40 OCT08 ---- 24.39B 23.92A 24.16A 24.17 -81 20 24.98 4 DEC08 ---- ---- 24.02A 24.20B 24.28 -81 25.09 5 MAR09 ---- ---- 24.21A 24.45A 24.46 -83 25.29 TOTAL EST. VOL VOL OPEN INT. TOTAL 126 49 TFPRS BRD Brocade Communications Sys SEP08 ---- ---- 7.38A 7.42A 7.42 -12 7.54 OCT08 ---- ---- 7.38A 7.43A 7.43 -12 7.55 DEC08 ---- ---- 7.42A 7.49A 7.47 -12 7.59 MAR09 ---- ---- 7.48A 7.53A 7.53 -12 7.65 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BRL Barr Pharmaceuticals, Inc. SEP08 ---- ---- 67.47A 67.77A 67.59 -34 67.93 OCT08 ---- ---- 67.60A 67.90A 67.69 -34 68.03 DEC08 ---- ---- 67.96A 68.27A 68.00 -34 68.34 MAR09 ---- ---- 68.61A 68.92A 68.47 -33 68.80 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BS South American Soybean Futures SEP08 ---- ---- ---- ---- 1264'0 UNCH 1264'0 NOV08 ---- ---- ---- ---- 1247'2 UNCH 1247'2 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 BSX Boston Scientific Corporation SEP08 ---- 12.85B 12.59A 12.59A 12.58 -28 12.86 5 OCT08 ---- 12.86B 12.62A 12.62A 12.60 -29 12.89 DEC08 ---- 12.93B 12.68A 12.68A 12.67 -28 12.95 1 MAR09 ---- 13.03B 12.78A 12.78A 12.77 -28 13.05 TOTAL EST. VOL VOL OPEN INT. TOTAL 6 TFPRS BTU Peabody Energy Corporation SEP08 ---- 66.09B 63.07A 63.07A 63.04 -211 65.15 16 OCT08 ---- 65.39B 63.18A 63.18A 63.16 -210 65.26 DEC08 ---- ---- 63.39A 63.39A 63.36 -211 65.47 MAR09 ---- ---- 63.79A 63.79A 63.76 -212 65.88 TOTAL EST. VOL VOL OPEN INT. TOTAL 16 TFPRS BUC Bucyrus International, Inc. SEP08 ---- ---- 69.10A 69.88A 69.93 -75 70.68 14 OCT08 ---- ---- 69.29A 70.02A 70.05 -75 70.80 1 DEC08 ---- ---- 69.60A 70.37A 70.34 -75 71.09 MAR09 ---- ---- 70.16A 70.93A 70.84 -73 71.57 TOTAL EST. VOL VOL OPEN INT. TOTAL 15 TFPRS BUD Aneuser-Busch Inc. SEP08 ---- ---- 68.02A 68.03A 67.94 -15 68.09 387 OCT08 ---- ---- ---- 68.59A 68.08 -14 68.22 DEC08 ---- ---- ---- 68.89A 68.52 -15 68.67 2 MAR09 ---- ---- ---- 69.10A 68.59 -11 68.70 TOTAL EST. VOL VOL OPEN INT. TOTAL 389 TFPRS BUX BINARY FUTURES SEP08 ---- ---- ---- ---- 97.985 UNCH 97.985 OCT08 ---- ---- ---- ---- 97.975 UNCH 97.975 DEC08 ---- ---- ---- ---- 97.945 UNCH 97.945 JAN09 ---- ---- ---- ---- 97.925 UNCH 97.925 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS BXP Boston Properties Inc. SEP08 ---- 104.38B 102.86A 103.14A 102.59 -147 104.06 OCT08 ---- 103.85B 102.39A 102.67A 102.09 -147 103.56 DEC08 ---- 104.22B 102.90A 103.19A 102.53 -147 104.00 10 MAR09 ---- 104.25B 103.14A 103.43A 102.67 -146 104.13 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS BYD Boyd Gaming Corporation SEP08 ---- 12.39B 12.06A 12.21A 12.19 +2 12.17 202 OCT08 ---- 12.36B 12.04A 12.18A 12.17 +3 12.14 DEC08 ---- 12.31B 11.99A 12.14A 12.12 +3 12.09 8 MAR09 ---- 12.25B 11.94A 12.09A 12.06 +2 12.04 TOTAL EST. VOL VOL OPEN INT. TOTAL 210 TFPRS BYI Bally Technologies, Inc. SEP08 ---- 34.54B 33.97A 34.19A 34.27 -20 34.47 5 OCT08 ---- 34.60B 34.04A 34.26B 34.33 -21 34.54 DEC08 ---- 34.76B 34.20A 34.42B 34.49 -21 34.70 MAR09 ---- 35.03B 34.47A 34.68B 34.76 -22 34.98 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS BZH Beazer Homes USA, Inc. SEP08 ---- 7.13B 6.87A 6.94A 6.90 -11 7.01 10 OCT08 ---- 7.03B 6.77A 6.87A 6.80 -12 6.92 DEC08 ---- 6.90B 6.65A 6.72A 6.68 -13 6.81 MAR09 ---- 6.94B 6.69A 6.76A 6.71 -14 6.85 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS C Corn Futures SEP08 569'0 582'0 568'0 568'2 568'2 -16 10K 570'0 78569 31776 DEC08 586'0 599'4 582'0 582'0A 585'0 -26 18K 587'6 125294 600819 MAR09 605'4 618'0 601'0 601'4 604'0 -26 1997 606'6 15623 179006 MAY09 617'0 629'0B 617'0 621'4 616'2 -30 236 619'2 2316 33461 JLY09 629'0 638'0B 627'0 627'0 625'6 -32 121 629'0 4759 85402 SEP09 626'4 626'4 626'4 626'4 622'0 -40 3 626'0 411 16749 DEC09 624'0 630'0 620'4 620'4 620'0 -36 352 623'6 4042 100802 MAR10 637'4 637'4 637'4 637'4 629'6 -40 3 633'6 31 5098 MAY10 ---- ---- ---- ---- 634'4 -36 638'2 278 JLY10 ---- ---- ---- ---- 638'4 -32 17 641'6 47 1745 DEC10 625'0 625'0 620'0 620'0 618'4 -42 12 622'6 248 27282 JLY11 ---- ---- ---- ---- 631'4 -222 653'6 9 40 DEC11 ---- ---- ---- ---- 618'4 -42 622'6 26 351 TOTAL EST. VOL VOL OPEN INT. TOTAL 31915 231375 1082809 TFPRS C2 CA, Inc SEP08 ---- ---- 23.71A 23.93A 23.95 -30 24.25 OCT08 ---- ---- 23.77A 23.99A 24.00 -30 24.30 DEC08 ---- ---- 23.83A 24.07A 24.07 -30 24.37 MAR09 ---- ---- 23.97A 24.21A 24.20 -30 24.50 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS C6 CD RECIPROCALS SEP08 ---- 1.0642 1.0522 1.0642 ---- UNCH ---- TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS C7 Celgene Corporation SEP08 ---- 70.31B 69.24A 69.53A 69.49 -61 70.10 246 OCT08 ---- 70.53B 69.39A 69.67A 69.64 -60 70.24 75 DEC08 ---- 70.81B 69.74A 70.03A 69.99 -60 70.59 MAR09 ---- 71.36B 70.28A 70.57A 70.53 -61 71.14 TOTAL EST. VOL VOL OPEN INT. TOTAL 321 TFPRS CA9 Century Aluminum Company SEP08 ---- ---- 48.81A 48.88A 48.82 -61 49.43 5 OCT08 ---- ---- 48.93A 48.98A 48.91 -61 49.52 DEC08 ---- ---- 49.20A 49.24A 49.15 -59 49.74 5 MAR09 ---- ---- 49.58A 49.64A 49.51 -60 50.11 TOTAL EST. VOL VOL OPEN INT. TOTAL 10 TFPRS CAB Cabela's Incorporated SEP08 ---- ---- ---- ---- 12.27 +2 12.25 OCT08 ---- ---- ---- ---- 12.29 +2 12.27 DEC08 ---- ---- ---- ---- 12.36 +2 12.34 MAR09 ---- ---- ---- ---- 12.47 +2 12.45 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CAD UAS/CAD SPOT DEC99 ---- 1.0638B 1.0476A 1.0622A 1.0638 UNCH 2 1.0512 TOTAL EST. VOL VOL OPEN INT. TOTAL 2 TFPRS CAG ConAgra Foods, Inc. SEP08 21.48 21.48 21.28A 21.30A 21.30 -33 3 21.63 2171 OCT08 ---- ---- 21.32A 21.33A 21.33 -34 21.67 DEC08 ---- ---- 21.23A 21.24A 21.23 -34 21.57 MAR09 ---- ---- 21.20A 21.21A 21.20 -34 21.54 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 2171 TFPRS CAH Cardinal Health, Inc. OCT08 ---- ---- 55.15A 55.15A 55.01 -64 55.65 DEC08 ---- ---- 55.40A 55.40A 55.25 -64 55.89 MAR09 ---- ---- 55.67A 55.67A 55.51 -65 56.16 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CAK The Cheesecake Factory Incorporated SEP08 ---- 15.37B 15.29A 15.42A 15.38 +8 15.30 OCT08 ---- ---- 15.32A 15.45A 15.41 +8 15.33 DEC08 ---- ---- ---- 15.52A 15.47 +8 15.39 15 MAR09 ---- ---- ---- 15.63A 15.58 +8 15.50 TOTAL EST. VOL VOL OPEN INT. TOTAL 15 TFPRS CAL Continental Airlines, Inc. SEP08 ---- 16.53B 15.36A 16.30A 16.26 +15 16.11 683 OCT08 ---- 16.56B 15.40A 16.33A 16.29 +15 16.14 DEC08 ---- 16.62B 15.46A 16.39A 16.36 +16 16.20 25 MAR09 ---- 16.74B 15.61A 16.50A 16.46 +15 16.31 TOTAL EST. VOL VOL OPEN INT. TOTAL 708 TFPRS CAT Caterpillar Inc. SEP08 ---- 71.96B 70.57A 70.79B 70.82 -96 71.78 90 OCT08 ---- 71.71B 70.31A 70.56A 70.57 -96 71.53 25 DEC08 ---- 72.05B 70.66A 70.91A 70.92 -96 71.88 6 MAR09 ---- 72.30B 70.88A 71.14A 71.15 -96 72.11 TOTAL EST. VOL VOL OPEN INT. TOTAL 121 TFPRS CB CME CASH SETTLED BUTTER FUTURES AUG08 157.300 157.300 157.300 157.300 157.300 -450 1 157.750 639 SEP08 ---- ---- ---- ---- 159.000 UNCH 159.000 2 794 OCT08 158.750 158.750 158.500 158.500 158.500 -500 8 159.000 13 930 NOV08 158.000 158.000 158.000 158.000 158.000 -1000 16 159.000 7 785 DEC08 157.500 157.500 157.500 157.500 157.500 -500 7 158.000 4 464 JAN09 156.000 156.000 156.000 156.000 156.000 UNCH 4 156.000 3 69 FEB09 156.000 156.000 156.000 156.000 156.000 +500 2 155.500 10 70 MAR09 156.500 156.500 156.500 156.500 156.500 UNCH 4 156.500 10 67 APR09 158.000 159.000 158.000 159.000 159.000 +1000 8 158.000 9 46 MAY09 159.000 159.000 159.000 159.000 159.000 +1000 3 158.000 27 JUN09 159.000 159.000 159.000 159.000 159.000 UNCH 2 159.000 6 22 JLY09 ---- ---- ---- ---- 161.500 UNCH 161.500 7 AUG09 ---- ---- ---- ---- 164.000 UNCH 164.000 7 SEP09 ---- ---- ---- 165.750A 165.750 UNCH 165.750 7 OCT09 ---- ---- ---- 165.750A 165.750 UNCH 165.750 11 NOV09 ---- ---- ---- ---- 165.000 UNCH 165.000 2 DEC09 ---- ---- ---- ---- 166.000 UNCH 166.000 2 JAN10 ---- ---- ---- ---- 157.000 UNCH 157.000 FEB10 ---- ---- ---- ---- 157.000 UNCH 157.000 MAR10 ---- ---- ---- ---- 157.000 UNCH 157.000 APR10 ---- ---- ---- ---- 156.250 UNCH 156.250 MAY10 ---- ---- ---- ---- 157.000 UNCH 157.000 JUN10 ---- ---- ---- ---- 158.250 UNCH 158.250 JLY10 ---- ---- ---- ---- 159.500 UNCH 159.500 TOTAL EST. VOL VOL OPEN INT. TOTAL 55 64 3949 TFPRS CBE Cooper Industries, Ltd. - Cl. A SEP08 ---- ---- 47.68A 47.75A 47.70 -53 48.23 OCT08 ---- ---- 47.78A 47.85A 47.78 -54 48.32 DEC08 ---- ---- 47.76A 47.84A 47.75 -54 48.29 MAR09 ---- ---- 47.88A 47.95A 47.85 -55 48.40 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CBG CB Richard Ellis Group, Inc. - Cl. A SEP08 ---- 13.32B 13.07A 13.15A 13.09 -9 13.18 1 OCT08 ---- 13.32B 13.09A 13.19A 13.10 -10 13.20 DEC08 ---- 13.36B 13.14A 13.23A 13.14 -10 13.24 MAR09 ---- 13.44B 13.22A 13.31A 13.22 -9 13.31 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 SEP08 ---- ---- 16.23A 16.23A 16.20 -29 16.49 15 OCT08 ---- ---- 16.25A 16.25A 16.23 -29 16.52 DEC08 ---- ---- 16.07A 16.07A 16.03 -29 16.32 MAR09 ---- ---- 15.92A 15.92A 15.88 -29 16.17 TOTAL EST. VOL VOL OPEN INT. TOTAL 15 TFPRS CC8 Career Education Corporation SEP08 ---- ---- 18.75A 18.81A 18.76 -19 18.95 OCT08 ---- ---- 18.78A 18.86A 18.79 -18 18.97 DEC08 ---- ---- 18.85A 18.93A 18.86 -18 19.04 MAR09 ---- ---- 18.97A 19.04A 18.98 -18 19.16 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CC9 Circuit City Stores, Inc. SEP08 ---- ---- ---- ---- 1.80 +12 1.68 30 DEC08 ---- ---- ---- ---- 1.82 +19 1.63 TOTAL EST. VOL VOL OPEN INT. TOTAL 30 TFPRS CCE Coca-Cola Enterprises Inc. SEP08 ---- ---- 17.06A 17.06A 17.02 -18 17.20 7 OCT08 ---- ---- 17.09A 17.09A 17.05 -18 17.23 DEC08 ---- ---- 17.10A 17.10A 17.06 -18 17.24 MAR09 ---- ---- 17.16A 17.16A 17.12 -18 17.30 TOTAL EST. VOL VOL OPEN INT. TOTAL 7 TFPRS CCI Crown Castle International Corp. SEP08 ---- ---- 37.12A 37.43A 37.45 -47 37.92 OCT08 ---- ---- 37.19A 37.52A 37.53 -46 37.99 DEC08 ---- ---- 37.35A 37.69A 37.69 -46 38.15 MAR09 ---- ---- 37.63A 37.97A 37.97 -47 38.44 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CCJ Cameco Corporation SEP08 ---- ---- 29.83A 30.07A 30.12 -23 30.35 20 OCT08 ---- ---- 29.84A 30.08A 30.13 -23 30.36 10 DEC08 ---- ---- 29.99A 30.22A 30.27 -23 30.50 5 MAR09 ---- ---- 30.18A 30.41A 30.46 -24 30.70 TOTAL EST. VOL VOL OPEN INT. TOTAL 35 TFPRS CCK Crown Holdings, Inc. SEP08 ---- ---- 27.44A 27.66B 27.77 +6 27.71 5 OCT08 ---- ---- 27.49A 27.70A 27.82 +7 27.75 DEC08 ---- ---- 27.60A 27.81A 27.93 +6 27.87 MAR09 ---- ---- 27.81A 28.02A 28.14 +7 28.07 TOTAL EST. VOL VOL OPEN INT. TOTAL 5 TFPRS CCL Carnival Corporation SEP08 ---- ---- 36.84A 37.03A 37.10 -73 37.83 7 OCT08 ---- ---- 36.93A 37.11A 37.17 -72 37.89 DEC08 ---- ---- 36.71A 36.90A 36.88 -72 37.60 6 MAR09 ---- ---- 36.68A 36.87A 36.75 -74 37.49 TOTAL EST. VOL VOL OPEN INT. TOTAL 13 TFPRS CCU Clear Channel Communications Inc. SEP08 ---- ---- ---- ---- ---- UNCH 36.02 DEC08 ---- ---- ---- ---- ---- UNCH 36.19 MAR09 ---- ---- ---- ---- ---- UNCH 36.26 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CD CANADIAN DOLLAR FUTURES SEP08 .9492 .9504 .9402A .9402A .9397 -109 1657 .9506 38802 101014 DEC08 ---- ---- ---- ---- .9389 -109 .9498 1174 9611 MAR09 ---- ---- ---- ---- .9391 -107 .9498 3 1450 JUN09 ---- ---- ---- ---- .9396 -106 .9502 30 1362 SEP09 ---- ---- ---- ---- .9396 -107 51 .9503 291 2330 DEC09 ---- ---- ---- ---- .9396 -108 .9504 284 TOTAL EST. VOL VOL OPEN INT. TOTAL 1708 40300 116051 TFPRS CDE Coeur d'Alene Mines Corporation SEP08 ---- ---- 1.79A 1.80A 1.79 -6 1.85 DEC08 ---- ---- 1.79A 1.81A 1.80 -5 1.85 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 SEP08 ---- ---- 66.28A 66.46A 66.31 -174 68.05 323 OCT08 ---- ---- 66.41A 66.54A 66.42 -174 68.16 DEC08 ---- ---- 66.30A 66.43A 66.23 -174 67.97 MAR09 ---- ---- 66.46A 66.59A 66.24 -174 67.98 TOTAL EST. VOL VOL OPEN INT. TOTAL 323 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. SEP08 ---- 77.64B 76.59A 76.67A 76.70 -52 77.22 7 OCT08 ---- 77.75B 76.71A 76.79A 76.81 -52 77.33 DEC08 ---- 78.01B 77.03A 77.11A 77.12 -51 77.63 MAR09 ---- 78.57B 77.58A 77.66A 77.67 -52 78.19 TOTAL EST. VOL VOL OPEN INT. TOTAL 7 TFPRS CER Cerner Corporation SEP08 ---- ---- 46.17A 46.18A 46.10 -95 47.05 4 OCT08 ---- ---- 46.25A 46.25A 46.16 -97 47.13 DEC08 ---- ---- 46.43A 46.43A 46.34 -97 47.31 MAR09 ---- ---- 46.75A 46.75A 46.66 -97 47.63 TOTAL EST. VOL VOL OPEN INT. TOTAL 4 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 CFI CF Industries Holdings, Inc. SEP08 ---- 152.69B ---- 152.99A 152.55 +176 150.79 3 OCT08 ---- 152.95B ---- 153.25A 152.80 +174 151.06 DEC08 ---- 153.43B ---- 153.77A 153.31 +169 151.62 MAR09 ---- 154.36B ---- 154.71A 154.28 +163 152.65 TOTAL EST. VOL VOL OPEN INT. TOTAL 3 TFPRS CG9 Loews Corporation SEP08 ---- ---- 72.15A 72.29A 72.31 -134 73.65 56 OCT08 ---- ---- 72.24A 72.39A 72.40 -133 73.73 DEC08 ---- ---- 71.37A 71.54A 71.51 -133 72.84 MAR09 ---- ---- 70.76A 70.95A 70.87 -133 72.20 TOTAL EST. VOL VOL OPEN INT. TOTAL 56 TFPRS CH2 CREDIT EVENT FUTURES JUN12 ---- ---- ---- ---- 995.0 -85 1003. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CH3 CREDIT EVENT FUTURES DEC12 ---- ---- ---- ---- 1011. -95 1021. TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CH4 CREDIT EVENT FUTURES JUN13 ---- ---- ---- ---- 859.5 -25 862.0 TOTAL EST. VOL VOL OPEN INT. TOTAL TFPRS CH9 Chesapeake Energy Corporation SEP08 ---- 49.74B 48.43A 48.48A 48.47 -84 49.31 83 OCT08 ---- 49.76B 48.45A 48.51A 48.49 -85 49.34 1 DEC08 ---- 50.00B 48.69A 48.72A 48.73 -84 49.57 2375 MAR09 ---- 50.31B 48.99A 49.03A 49.03 -86 49.89 2 TOTAL EST. VOL VOL OPEN INT. TOTAL 2461 TFPRS CHF USD/CHF SPOT DEC99 ---- 1.1035B 1.0928A 1.1013B 1.1013 UNCH 6 1.0987 TOTAL EST. VOL VOL OPEN INT. TOTAL 6 TFPRS CHI HOUSING - CHICGO FUT NOV08 ---- ---- ---- 148.00B 148.00 UNCH 148.00 8 FEB09 ---- ---- ---- ---- 141.00 UNCH 141.00 11 MAY09 ---- ---- ---- ---- 133.00 UNCH 133.00 AUG09 ---- ---- ---- ---- 155.20 UNCH 155.20 N