BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


                                                BANK       BANK       LONG            SHORT           OPEN
  DATE        COMMODITY                         TYPE       COUNT     FUTURES   %     FUTURES   %     INTEREST

08/06/13 CBT WHEAT                              U.S.                  17,655  4.3      5,202  1.3     408,755
                                                NON U.S.              10,196  2.5      7,016  1.7
                                                           ----    --------- ----  --------- ----
                                                             12       27,851  6.8     12,218  3.0

08/06/13 KCBT WHEAT                             U.S.                   6,270  4.5          0  0.0     138,026
                                                NON U.S.               3,105  2.2        848  0.6
                                                           ----    --------- ----  --------- ----
                                                              5        9,375  6.8        848  0.6

08/06/13 CBT CORN                               U.S.                  42,924  3.6      3,160  0.3   1,177,978
                                                NON U.S.              18,113  1.5      2,178  0.2
                                                           ----    --------- ----  --------- ----
                                                             14       61,037  5.2      5,338  0.5

08/06/13 CBT SOYBEANS                           U.S.                  16,887  3.4      6,351  1.3     496,026
                                                NON U.S.               6,007  1.2      5,009  1.0
                                                           ----    --------- ----  --------- ----
                                                              9       22,894  4.6     11,360  2.3

08/06/13 CBT SOYBEAN OIL                        U.S.                  10,000  3.1         77  0.0     321,082
                                                NON U.S.               3,888  1.2        278  0.1
                                                           ----    --------- ----  --------- ----
                                                              6       13,888  4.3        355  0.1

08/06/13 CBT U.S. TREASURY BONDS                U.S.          5        4,210  0.7      3,095  0.5     583,333
                                                NON U.S.      5            0  0.0      7,157  1.2
                                                           ----    --------- ----  --------- ----
                                                             10        4,210  0.7     10,252  1.8

08/06/13 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.                   3,336  4.7        600  0.8      70,997
                                                NON U.S.                 798  1.1          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        4,134  5.8        600  0.8

08/06/13 IFED NATURAL GAS ICE HENRY HUB         U.S.                  84,331  1.5    550,930  9.8   5,647,601
                                                NON U.S.              26,125  0.5    541,559  9.6
                                                           ----    --------- ----  --------- ----
                                                             10      110,456  2.0  1,092,489 19.3

08/06/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 164,857 20.5     33,387  4.2     802,642
                                                NON U.S.              38,737  4.8      7,343  0.9
                                                           ----    --------- ----  --------- ----
                                                              8      203,594 25.4     40,730  5.1

08/06/13 IFED NWP ROCKIES FIN BASIS             U.S.                     270  0.1      8,283  3.8     218,149
                                                NON U.S.               4,617  2.1     21,104  9.7
                                                           ----    --------- ----  --------- ----
                                                              7        4,887  2.2     29,387 13.5

08/06/13 IFED AECO FIN BASIS                    U.S.                   1,920  0.2      1,389  0.2     788,038
                                                NON U.S.              38,618  4.9    329,540 41.8
                                                           ----    --------- ----  --------- ----
                                                              8       40,538  5.1    330,929 42.0

08/06/13 IFED HSC FIN BASIS                     U.S.                       0  0.0     24,412 10.9     224,676
                                                NON U.S.                 973  0.4     14,195  6.3
                                                           ----    --------- ----  --------- ----
                                                              6          973  0.4     38,607 17.2

08/06/13 IFED PANHANDLE EASTERN- POOL GAS (BASIS)
                                                U.S.                     214  0.1     30,572 10.1     304,165
                                                NON U.S.               1,067  0.4     23,546  7.7
                                                           ----    --------- ----  --------- ----
                                                              6        1,281  0.4     54,118 17.8

08/06/13 NYME NATURAL GAS                       U.S.                  24,930  1.8      8,763  0.6   1,368,006
                                                NON U.S.              14,249  1.0      4,873  0.4
                                                           ----    --------- ----  --------- ----
                                                             11       39,179  2.9     13,636  1.0

08/06/13 NYME HENRY HUB LAST DAY FIN            U.S.                   9,398  2.5     26,595  7.1     374,179
                                                NON U.S.                 753  0.2      8,715  2.3
                                                           ----    --------- ----  --------- ----
                                                              6       10,151  2.7     35,310  9.4

08/06/13 CBT SOYBEAN MEAL                       U.S.                   5,705  2.3      2,064  0.8     252,941
                                                NON U.S.              11,671  4.6      2,676  1.1
                                                           ----    --------- ----  --------- ----
                                                              8       17,376  6.9      4,740  1.9

08/06/13 ICUS COTTON NO. 2                      U.S.                   6,086  3.5          0  0.0     175,035
                                                NON U.S.               5,571  3.2      2,529  1.4
                                                           ----    --------- ----  --------- ----
                                                             11       11,657  6.7      2,529  1.4

08/06/13 NYME HENRY HUB SWAP                    U.S.                  82,734  3.1    280,191 10.7   2,627,283
                                                NON U.S.              16,956  0.6    227,920  8.7
                                                           ----    --------- ----  --------- ----
                                                              9       99,690  3.8    508,111 19.3

08/06/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  56,779  6.0     32,040  3.4     943,286
                                                NON U.S.              61,240  6.5      5,839  0.6
                                                           ----    --------- ----  --------- ----
                                                              9      118,019 12.5     37,879  4.0

08/06/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          5       29,100  3.4     32,476  3.8     846,112
                                                NON U.S.     10        6,945  0.8     20,556  2.4
                                                           ----    --------- ----  --------- ----
                                                             15       36,045  4.3     53,032  6.3

08/06/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          6       16,531  0.7     54,159  2.3   2,343,075
                                                NON U.S.     19       41,382  1.8     40,337  1.7
                                                           ----    --------- ----  --------- ----
                                                             25       57,913  2.5     94,496  4.0

08/06/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          4       29,112  1.8     17,452  1.1   1,631,852
                                                NON U.S.     12      101,841  6.2     35,653  2.2
                                                           ----    --------- ----  --------- ----
                                                             16      130,953  8.0     53,105  3.3

08/06/13 CBT 30-DAY FEDERAL FUNDS               U.S.          4       18,194  6.7     28,217 10.3     272,741
                                                NON U.S.      7       12,169  4.5     24,100  8.8
                                                           ----    --------- ----  --------- ----
                                                             11       30,363 11.1     52,317 19.2

08/06/13 CME LEAN HOGS                          U.S.                   6,200  2.0          0  0.0     308,708
                                                NON U.S.               4,416  1.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       10,616  3.4          0  0.0

08/06/13 CME LIVE CATTLE                        U.S.                   9,276  3.3        206  0.1     279,718
                                                NON U.S.               5,183  1.9        638  0.2
                                                           ----    --------- ----  --------- ----
                                                              6       14,459  5.2        844  0.3

08/06/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  58,180  3.1    179,591  9.6   1,879,218
                                                NON U.S.              17,658  0.9    252,394 13.4
                                                           ----    --------- ----  --------- ----
                                                             16       75,838  4.0    431,985 23.0

08/06/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                  11,572  7.4     33,731 21.4     157,339
                                                NON U.S.              12,832  8.2     22,679 14.4
                                                           ----    --------- ----  --------- ----
                                                             11       24,404 15.5     56,410 35.9

08/06/13 NYME DATED BRENT CALENDAR SWAP         U.S.                   1,191 38.0         36  1.1       3,134
                                                NON U.S.                 428 13.7        388 12.4
                                                           ----    --------- ----  --------- ----
                                                              5        1,619 51.7        424 13.5

08/06/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   1,570  2.4      3,290  5.1      65,140
                                                NON U.S.                 300  0.5      3,653  5.6
                                                           ----    --------- ----  --------- ----
                                                              5        1,870  2.9      6,943 10.7

08/06/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     480  4.6        765  7.3      10,524
                                                NON U.S.               1,739 16.5        852  8.1
                                                           ----    --------- ----  --------- ----
                                                              5        2,219 21.1      1,617 15.4

08/06/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   2,233  5.2      4,133  9.5      43,335
                                                NON U.S.               6,099 14.1      4,011  9.3
                                                           ----    --------- ----  --------- ----
                                                             11        8,332 19.2      8,144 18.8

08/06/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   1,953  3.0      1,874  2.9      64,506
                                                NON U.S.                 200  0.3        334  0.5
                                                           ----    --------- ----  --------- ----
                                                              5        2,153  3.3      2,208  3.4

08/06/13 ICUS COCOA                             U.S.                   3,301  1.9      1,453  0.8     177,633
                                                NON U.S.               1,981  1.1      6,628  3.7
                                                           ----    --------- ----  --------- ----
                                                              7        5,282  3.0      8,081  4.5

08/06/13 NYME PALLADIUM                         U.S.                       0  0.0      9,301 24.4      38,182
                                                NON U.S.               1,102  2.9      5,030 13.2
                                                           ----    --------- ----  --------- ----
                                                             16        1,102  2.9     14,331 37.5

08/06/13 NYME PLATINUM                          U.S.          4          503  0.8     13,154 20.5      64,066
                                                NON U.S.     13        2,531  4.0      5,681  8.9
                                                           ----    --------- ----  --------- ----
                                                             17        3,034  4.7     18,835 29.4

08/06/13 ICUS SUGAR NO. 11                      U.S.                  40,020  4.7      1,077  0.1     852,042
                                                NON U.S.              20,119  2.4      7,047  0.8
                                                           ----    --------- ----  --------- ----
                                                             11       60,139  7.1      8,124  1.0

08/06/13 ICUS COFFEE C                          U.S.                   6,663  4.1          2  0.0     162,900
                                                NON U.S.               3,112  1.9      1,829  1.1
                                                           ----    --------- ----  --------- ----
                                                             13        9,775  6.0      1,831  1.1

08/06/13 CMX SILVER                             U.S.                   3,222  2.4     22,370 16.9     132,053
                                                NON U.S.               8,536  6.5     20,143 15.3
                                                           ----    --------- ----  --------- ----
                                                             15       11,758  8.9     42,513 32.2

08/06/13 CMX COPPER-GRADE #1                    U.S.                  17,094 10.4      2,669  1.6     163,880
                                                NON U.S.               3,037  1.9      1,654  1.0
                                                           ----    --------- ----  --------- ----
                                                             15       20,131 12.3      4,323  2.6

08/06/13 CMX GOLD                               U.S.          4       90,949 23.0     31,476  7.9     396,062
                                                NON U.S.     20       25,957  6.6     47,996 12.1
                                                           ----    --------- ----  --------- ----
                                                             24      116,906 29.5     79,472 20.1

08/06/13 CME RUSSIAN RUBLE                      U.S.                   6,081 14.2      3,087  7.2      42,869
                                                NON U.S.              15,753 36.7     19,280 45.0
                                                           ----    --------- ----  --------- ----
                                                             10       21,834 50.9     22,367 52.2

08/06/13 CME CANADIAN DOLLAR                    U.S.                   1,331  1.2      9,082  8.5     106,787
                                                NON U.S.               1,205  1.1      1,772  1.7
                                                           ----    --------- ----  --------- ----
                                                              6        2,536  2.4     10,854 10.2

08/06/13 CME MEXICAN PESO                       U.S.                       0  0.0      3,213  3.4      94,275
                                                NON U.S.              19,999 21.2      2,877  3.1
                                                           ----    --------- ----  --------- ----
                                                              5       19,999 21.2      6,090  6.5

08/06/13 CME BRITISH POUND STERLING             U.S.          6       11,347  7.8      1,281  0.9     145,387
                                                NON U.S.      5          801  0.6      1,952  1.3
                                                           ----    --------- ----  --------- ----
                                                             11       12,148  8.4      3,233  2.2

08/06/13 CME JAPANESE YEN                       U.S.          4        7,721  4.5        151  0.1     172,059
                                                NON U.S.      7        4,276  2.5      2,405  1.4
                                                           ----    --------- ----  --------- ----
                                                             11       11,997  7.0      2,556  1.5

08/06/13 CME EURO FX                            U.S.          4        7,574  3.3      5,238  2.3     228,726
                                                NON U.S.     14        8,621  3.8      3,825  1.7
                                                           ----    --------- ----  --------- ----
                                                             18       16,195  7.1      9,063  4.0

08/06/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   6,615  2.5        311  0.1     266,552
                                                NON U.S.               3,119  1.2        893  0.3
                                                           ----    --------- ----  --------- ----
                                                              7        9,734  3.7      1,204  0.5

08/06/13 NYME RBOB CALENDAR SWAP                U.S.                     238  1.4        715  4.2      17,121
                                                NON U.S.                 698  4.1        210  1.2
                                                           ----    --------- ----  --------- ----
                                                              5          936  5.5        925  5.4

08/06/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   5,057  4.1        292  0.2     122,681
                                                NON U.S.               4,621  3.8      2,889  2.4
                                                           ----    --------- ----  --------- ----
                                                              7        9,678  7.9      3,181  2.6

08/06/13 CME 3-MONTH EURODOLLARS                U.S.         10      959,908 10.6    699,456  7.7   9,073,939
                                                NON U.S.     25      249,870  2.8    878,853  9.7
                                                           ----    --------- ----  --------- ----
                                                             35    1,209,778 13.3  1,578,309 17.4

08/06/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          7       33,841  1.2     43,574  1.5   2,844,836
                                                NON U.S.     20       28,297  1.0     64,698  2.3
                                                           ----    --------- ----  --------- ----
                                                             27       62,138  2.2    108,272  3.8

08/06/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          4        2,272  0.6      2,275  0.6     405,851
                                                NON U.S.     11        1,878  0.5      4,657  1.1
                                                           ----    --------- ----  --------- ----
                                                             15        4,150  1.0      6,932  1.7

08/06/13 CME AUSTRALIAN DOLLAR                  U.S.                  22,381 11.1        981  0.5     201,885
                                                NON U.S.                 613  0.3         29  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       22,994 11.4      1,010  0.5

08/06/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.                   3,882  1.1      5,295  1.5     357,914
                                                NON U.S.               5,458  1.5          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              8        9,340  2.6      5,295  1.5

08/06/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0          0  0.0      64,465
                                                NON U.S.               2,507  3.9      2,928  4.5
                                                           ----    --------- ----  --------- ----
                                                              7        2,507  3.9      2,928  4.5

08/06/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     246  0.1      2,252  1.0     223,140
                                                NON U.S.               7,835  3.5      6,623  3.0
                                                           ----    --------- ----  --------- ----
                                                             17        8,081  3.6      8,875  4.0

08/06/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   2,496  8.1        386  1.3      30,830
                                                NON U.S.               2,243  7.3        769  2.5
                                                           ----    --------- ----  --------- ----
                                                              7        4,739 15.4      1,155  3.7

08/06/13 NYME EUROBOB OXY NWE CRK SPR           U.S.                     451  1.9      1,046  4.5      23,264
                                                NON U.S.                 524  2.3        652  2.8
                                                           ----    --------- ----  --------- ----
                                                              5          975  4.2      1,698  7.3