BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 04/02/2013


                                          BANK     BANK        LONG            SHORT           CALL        LONG            SHORT             PUT
  COMMODITY NAME                          TYPE     COUNT       CALLS   %       CALLS   %       O. I.       PUTS    %       PUTS     %        O. I.

CBT CORN                                  U.S.                23,160  2.7     21,084  2.5    855,890      13,693  1.6     17,159   2.0    837,783
                                          NON U.S.             2,680  0.3        925  0.1                  2,955  0.4        550   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       25,840  3.0     22,009  2.6                 16,648  2.0     17,709   2.1

CBT SOYBEANS                              U.S.                 2,198  0.6      3,494  0.9    387,168       4,428  1.1      2,857   0.7    410,597
                                          NON U.S.             1,059  0.3      1,158  0.3                    950  0.2        825   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        3,257  0.9      4,652  1.2                  5,378  1.3      3,682   0.9

CBT U.S. TREASURY BONDS                   U.S.                 7,016  3.6      4,700  2.4    194,314       8,716  3.7      9,100   3.8    237,605
                                          NON U.S.             1,000  0.5      5,850  3.0                  2,265  1.0      9,931   4.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        8,016  4.1     10,550  5.4                 10,981  4.7     19,031   8.0

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,362,248 13.2  1,692,444 16.5 10,287,745     791,148 13.7    496,512   8.6  5,761,736
                                          NON U.S.            85,304  0.8    131,844  1.3                 94,018  1.6     42,784   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9    1,447,552 14.0  1,824,288 17.8                885,166 15.3    539,296   9.3

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               236,322  7.0    292,328  8.7  3,352,691     137,667  6.8    101,994   5.0  2,036,714
                                          NON U.S.            32,461  1.0     59,310  1.8                 41,769  2.1     13,979   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      268,783  8.0    351,638 10.5                179,436  8.9    115,973   5.7

ICUS COTTON NO. 2                         U.S.                 2,005  1.3      2,316  1.6    148,623         910  0.7      1,125   0.9    127,206
                                          NON U.S.               600  0.4        265  0.2                    100  0.1        165   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        2,605  1.7      2,581  1.8                  1,010  0.8      1,290   1.0

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       18,108  2.3     27,716  3.6    774,496      25,730  2.4     37,573   3.6  1,050,307
                                          NON U.S.   18        9,587  1.2     77,105 10.0                122,900 11.7     70,950   6.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     25       27,695  3.5    104,821 13.6                148,630 14.1    108,523  10.4

CBT 5-YEAR U.S. TREASURY NOTES            U.S.                 8,070  3.1      7,270  2.8    263,807       3,100  0.5      6,000   0.9    641,838
                                          NON U.S.             2,000  0.8    131,560 49.9                220,000 34.3    104,700  16.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       10,070  3.9    138,830 52.7                223,100 34.8    110,700  17.2

NYME CRUDE OIL, LIGHT SWEET               U.S.               119,553  7.2    142,910  8.5  1,671,930      84,951  6.7     62,052   4.9  1,272,254
                                          NON U.S.            36,255  2.2     61,856  3.7                 44,374  3.5     26,414   2.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     18      155,808  9.4    204,766 12.2                129,325 10.2     88,466   7.0

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                55,101 11.5     70,740 14.8    477,724      72,770 18.4     42,914  10.9    394,774
                                          NON U.S.            33,686  7.1     89,817 18.8                 70,563 17.9     33,282   8.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15       88,787 18.6    160,557 33.6                143,333 36.3     76,196  19.3

NYME DATED BRENT CALENDAR SWAP            U.S.                   885 22.0      1,880 46.8      4,020       2,220 48.8          0   0.0      4,545
                                          NON U.S.               550 13.7        660 16.4                    480 10.6        135   3.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,435 35.7      2,540 63.2                  2,700 59.4        135   3.0

NYME BRENT CRUDE OIL LAST DAY             U.S.                   400  2.1      6,350 32.8     19,362       6,300 21.7      6,350  21.9     29,040
                                          NON U.S.               450  2.3        300  1.5                    200  0.7        100   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6          850  4.4      6,650 34.3                  6,500 22.4      6,450  22.2

NYME BRENT AVG PRICE OPTIONS              U.S.                17,097 12.2     13,813  9.8    140,274      16,964 12.6     13,842  10.3    134,585
                                          NON U.S.             9,849  7.0     20,526 14.6                 13,770 10.2     16,025  11.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       26,946 19.2     34,339 24.4                 30,734 22.8     29,867  22.2

ICUS SUGAR NO. 11                         U.S.                 3,050  1.4      4,680  2.1    218,461       2,030  0.9      4,850   2.2    220,342
                                          NON U.S.             2,135  1.0        605  0.3                  1,335  0.6        505   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        5,185  2.4      5,285  2.4                  3,365  1.5      5,355   2.4

CMX SILVER                                U.S.                 4,427  4.6      5,243  5.4     97,187       8,034  8.9      2,688   3.0     90,331
                                          NON U.S.             2,795  2.9     16,206 16.7                  7,143  7.9     10,375  11.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        7,222  7.5     21,449 22.1                 15,177 16.8     13,063  14.5

CMX GOLD                                  U.S.                81,510  8.9     77,742  8.5    918,038      27,323  6.4     34,897   8.2    424,360
                                          NON U.S.            36,895  4.0     44,151  4.8                 17,524  4.1     22,531   5.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15      118,405 12.9    121,893 13.3                 44,847 10.5     57,428  13.5

CME EURO FX                               U.S.                 2,403  2.0        820  0.7    117,360       4,327  2.8        491   0.3    152,232
                                          NON U.S.             3,410  2.9      1,340  1.1                  2,917  1.9      1,026   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        5,813  4.9      2,160  1.8                  7,244  4.7      1,517   1.0

CME 3-MONTH EURODOLLARS                   U.S.        9      139,450  3.6    145,223  3.7  3,891,137     238,146  3.5    139,225   2.1  6,761,788
                                          NON U.S.   23      230,543  5.9    271,795  7.0                659,643  9.8    827,687  12.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     32      369,993  9.5    417,018 10.7                897,789 13.3    966,912  14.3

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0  1,046,369           0  0.0          0   0.0  1,537,008
                                          NON U.S.            13,980  1.3      5,064  0.5                 12,535  0.8      3,329   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       13,980  1.3      5,064  0.5                 12,535  0.8      3,329   0.2