BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 08/06/2013


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

CBT CORN                                  U.S.                22,977  2.5     20,608  2.2    921,358      34,159  3.7     32,577   3.5    929,641
                                          NON U.S.             2,840  0.3      1,070  0.1                  2,110  0.2        870   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       25,817  2.8     21,678  2.3                 36,269  3.9     33,447   3.6

CBT SOYBEANS                              U.S.                 1,196  0.4        544  0.2    337,781       2,439  0.5      1,869   0.4    457,839
                                          NON U.S.               270  0.1         50  0.0                    170  0.0        425   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,466  0.5        594  0.2                  2,609  0.5      2,294   0.5

CBT U.S. TREASURY BONDS                   U.S.                     0  0.0      1,980  0.8    256,139       2,000  1.1      2,000   1.1    190,266
                                          NON U.S.             2,750  1.1      5,600  2.2                    900  0.5      3,300   1.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,750  1.1      7,580  3.0                  2,900  1.6      5,300   2.8

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,269,411 12.7  1,548,087 15.4 10,020,362     735,688 13.9    410,232   7.8  5,288,348
                                          NON U.S.            86,736  0.9    143,616  1.4                 99,384  1.9     54,724   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8    1,356,147 13.6  1,691,703 16.8                835,072 15.8    464,956   8.8

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               230,915  6.8    280,792  8.3  3,382,469     131,088  6.6     92,831   4.7  1,984,675
                                          NON U.S.            38,242  1.1     63,310  1.9                 40,635  2.0     16,210   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      269,157  7.9    344,102 10.2                171,723  8.6    109,041   5.5

ICUS COTTON NO. 2                         U.S.                 2,503  2.2      1,020  0.9    112,896       2,504  2.8      1,198   1.4     88,727
                                          NON U.S.               590  0.5        270  0.2                     60  0.1        270   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        3,093  2.7      1,290  1.1                  2,564  2.9      1,468   1.7

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       34,925  3.0     42,345  3.7  1,156,130      59,098  4.3     57,469   4.1  1,390,092
                                          NON U.S.   15       44,398  3.8    111,710  9.7                160,380 11.5     87,355   6.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     22       79,323  6.8    154,055 13.4                219,478 15.8    144,824  10.4

CBT 5-YEAR U.S. TREASURY NOTES            U.S.                 8,920  1.8      5,900  1.2    503,918       6,050  0.7      7,750   0.8    917,039
                                          NON U.S.            60,950 12.1     12,100  2.4                188,751 20.6    157,411  17.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       69,870 13.9     18,000  3.6                194,801 21.3    165,161  18.0

NYME CRUDE OIL, LIGHT SWEET               U.S.               115,711  6.8    142,595  8.4  1,704,711      79,118  5.7     72,138   5.2  1,385,256
                                          NON U.S.            37,696  2.2     69,335  4.1                 44,488  3.2     28,839   2.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     16      153,407  9.0    211,930 12.5                123,606  8.9    100,977   7.3

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                47,452 11.2     68,920 16.3    423,264      63,485 18.9     38,320  11.4    335,217
                                          NON U.S.            23,753  5.6     80,775 19.1                 63,783 19.0     25,372   7.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       71,205 16.8    149,695 35.4                127,268 37.9     63,692  19.0

NYME DATED BRENT CALENDAR SWAP            U.S.                   785 29.1      1,290 47.8      2,700       1,740 51.1         60   1.8      3,405
                                          NON U.S.               425 15.7        660 24.4                    380 11.2         75   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,210 44.8      1,950 72.2                  2,120 62.3        135   4.0

NYME BRENT AVG PRICE OPTIONS              U.S.                15,888 10.9     14,246  9.8    145,415      15,053 11.9     13,128  10.4    126,261
                                          NON U.S.             8,756  6.0     17,287 11.9                 15,845 12.5     15,295  12.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       24,644 16.9     31,533 21.7                 30,898 24.4     28,423  22.5

ICUS SUGAR NO. 11                         U.S.                14,527  5.7      3,980  1.6    255,310      11,154  4.7      6,070   2.5    238,942
                                          NON U.S.             2,235  0.9        545  0.2                  2,499  1.0      1,395   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       16,762  6.6      4,525  1.8                 13,653  5.7      7,465   3.1

ICUS COFFEE C                             U.S.                   794  0.5        580  0.4    144,613         187  0.3        340   0.6     53,616
                                          NON U.S.               475  0.3        625  0.4                     75  0.1        100   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,269  0.8      1,205  0.8                    262  0.4        440   0.8

CMX SILVER                                U.S.                 6,948  5.5      4,749  3.8    125,465       6,539  6.5      4,496   4.4    101,317
                                          NON U.S.             3,535  2.8     21,838 17.4                  9,782  9.7      8,558   8.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6       10,483  8.3     26,587 21.2                 16,321 16.2     13,054  12.8

CMX GOLD                                  U.S.                46,538  4.2     50,134  4.5  1,112,972      22,881  4.6     34,358   6.9    498,005
                                          NON U.S.            42,357  3.8     61,930  5.6                 24,375  4.9     24,315   4.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15       88,895  8.0    112,064 10.1                 47,256  9.5     58,673  11.8

CME EURO FX                               U.S.                 3,657  2.9      1,614  1.3    125,200      11,934  7.1        459   0.3    167,920
                                          NON U.S.             3,261  2.6      1,242  1.0                  5,999  3.6      1,211   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        6,918  5.5      2,856  2.3                 17,933 10.7      1,670   1.0

NYME RBOB AVG PRICE OPTIONS               U.S.                 2,095 28.3        450  6.1      7,411         975 11.7      1,346  16.2      8,316
                                          NON U.S.                 0  0.0         65  0.9                  1,206 14.5         78   0.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,095 28.3        515  7.0                  2,181 26.2      1,424  17.1

CME 3-MONTH EURODOLLARS                   U.S.        9      214,850  3.4    167,760  2.6  6,364,243     351,201  2.8    187,055   1.5 12,507,441
                                          NON U.S.   24      258,315  4.1    251,523  4.0                704,945  5.6    533,575   4.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     33      473,165  7.5    419,283  6.6              1,056,146  8.4    720,630   5.8

CME E-MINI S&P 500 STOCK INDEX            U.S.                 1,000  0.1      1,000  0.1  1,109,501           2  0.0      1,000   0.1  1,839,385
                                          NON U.S.            10,013  0.9      6,028  0.5                 11,765  0.6     13,015   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       11,013  1.0      7,028  0.6                 11,767  0.6     14,015   0.8