BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


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

02/05/13 CBT WHEAT                              U.S.                  21,925  4.7      4,758  1.0     467,801
                                                NON U.S.              12,104  2.6      8,983  1.9
                                                           ----    --------- ----  --------- ----
                                                             12       34,029  7.3     13,741  2.9

02/05/13 KCBT WHEAT                             U.S.                   7,179  3.9         87  0.0     186,194
                                                NON U.S.               2,432  1.3      4,060  2.2
                                                           ----    --------- ----  --------- ----
                                                              6        9,611  5.2      4,147  2.2

02/05/13 CBT CORN                               U.S.                  40,318  3.1     14,545  1.1   1,282,117
                                                NON U.S.              16,378  1.3      3,167  0.2
                                                           ----    --------- ----  --------- ----
                                                             12       56,696  4.4     17,712  1.4

02/05/13 CBT SOYBEANS                           U.S.                   3,628  0.6     20,970  3.4     607,911
                                                NON U.S.               7,621  1.3     11,564  1.9
                                                           ----    --------- ----  --------- ----
                                                             11       11,249  1.9     32,534  5.4

02/05/13 CBT SOYBEAN OIL                        U.S.                  11,997  3.7      2,831  0.9     328,213
                                                NON U.S.               3,516  1.1      2,140  0.7
                                                           ----    --------- ----  --------- ----
                                                              5       15,513  4.7      4,971  1.5

02/05/13 CBT U.S. TREASURY BONDS                U.S.                   3,220  0.5      1,332  0.2     586,451
                                                NON U.S.                   0  0.0     12,361  2.1
                                                           ----    --------- ----  --------- ----
                                                              8        3,220  0.5     13,693  2.3

02/05/13 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.                  13,571  4.4      1,123  0.4     311,647
                                                NON U.S.               1,994  0.6          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       15,565  5.0      1,123  0.4

02/05/13 NYME GULF COAST ULSD SWAP              U.S.                     887  4.8      1,415  7.7      18,382
                                                NON U.S.                 355  1.9        160  0.9
                                                           ----    --------- ----  --------- ----
                                                              5        1,242  6.8      1,575  8.6

02/05/13 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.                   1,566  4.0         75  0.2      38,830
                                                NON U.S.                 400  1.0          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,966  5.1         75  0.2

02/05/13 IFED NATURAL GAS ICE HENRY HUB         U.S.                  87,909  1.7    528,509 10.4   5,099,569
                                                NON U.S.              42,768  0.8    501,120  9.8
                                                           ----    --------- ----  --------- ----
                                                             11      130,677  2.6  1,029,629 20.2

02/05/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 149,324 16.1     53,089  5.7     929,173
                                                NON U.S.              19,376  2.1     10,008  1.1
                                                           ----    --------- ----  --------- ----
                                                              7      168,700 18.2     63,097  6.8

02/05/13 IFED SOCAL BORDER FIN BASIS            U.S.                   4,991  1.8      4,132  1.5     272,198
                                                NON U.S.               1,499  0.6        766  0.3
                                                           ----    --------- ----  --------- ----
                                                              5        6,490  2.4      4,898  1.8

02/05/13 IFED NWP ROCKIES FIN BASIS             U.S.                     214  0.1      9,685  4.4     219,537
                                                NON U.S.               4,944  2.3     20,935  9.5
                                                           ----    --------- ----  --------- ----
                                                              7        5,158  2.3     30,620 13.9

02/05/13 IFED AECO FIN BASIS                    U.S.                   2,717  0.4        244  0.0     749,551
                                                NON U.S.              48,013  6.4    276,212 36.9
                                                           ----    --------- ----  --------- ----
                                                              8       50,730  6.8    276,456 36.9

02/05/13 IFED HSC FIN BASIS                     U.S.                       0  0.0     12,934  6.6     196,429
                                                NON U.S.                   0  0.0     13,386  6.8
                                                           ----    --------- ----  --------- ----
                                                              5            0  0.0     26,320 13.4

02/05/13 IFED NORTHWEST PIPELINE CORP. - CANADIAN BORDER (BASIS SWAP)
                                                U.S.                       0  0.0          0  0.0      75,092
                                                NON U.S.               3,085  4.1         31  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        3,085  4.1         31  0.0

02/05/13 IFED PANHANDLE EASTERN PIPE LINE CO. - POOL GAS (BASIS SWAP)
                                                U.S.                       0  0.0     25,403 10.1     251,293
                                                NON U.S.                 519  0.2      9,659  3.8
                                                           ----    --------- ----  --------- ----
                                                              5          519  0.2     35,062 14.0

02/05/13 NYME NATURAL GAS                       U.S.                  31,362  2.6     18,603  1.5   1,201,259
                                                NON U.S.              18,319  1.5      1,009  0.1
                                                           ----    --------- ----  --------- ----
                                                             11       49,681  4.1     19,612  1.6

02/05/13 CBT SOYBEAN MEAL                       U.S.                  11,987  4.1      3,088  1.1     293,791
                                                NON U.S.              13,112  4.5      2,055  0.7
                                                           ----    --------- ----  --------- ----
                                                              8       25,099  8.5      5,143  1.8

02/05/13 ICUS COTTON NO. 2                      U.S.                  11,075  5.2          0  0.0     212,738
                                                NON U.S.               5,620  2.6      2,041  1.0
                                                           ----    --------- ----  --------- ----
                                                             11       16,695  7.8      2,041  1.0

02/05/13 NYME HENRY HUB SWAP                    U.S.                  69,525  2.9    249,559 10.6   2,363,059
                                                NON U.S.              19,950  0.8    184,977  7.8
                                                           ----    --------- ----  --------- ----
                                                              9       89,475  3.8    434,536 18.4

02/05/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  58,727  6.5     32,746  3.6     905,617
                                                NON U.S.              49,295  5.4      5,834  0.6
                                                           ----    --------- ----  --------- ----
                                                              9      108,022 11.9     38,580  4.3

02/05/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          7       27,689  2.6     35,848  3.4   1,057,234
                                                NON U.S.     14       18,730  1.8     23,624  2.2
                                                           ----    --------- ----  --------- ----
                                                             21       46,419  4.4     59,472  5.6

02/05/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          8       27,669  1.4     44,411  2.2   2,032,227
                                                NON U.S.     23       33,967  1.7    117,186  5.8
                                                           ----    --------- ----  --------- ----
                                                             31       61,636  3.0    161,597  8.0

02/05/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          6       60,049  3.8      3,822  0.2   1,566,469
                                                NON U.S.     16       88,348  5.6     69,586  4.4
                                                           ----    --------- ----  --------- ----
                                                             22      148,397  9.5     73,408  4.7

02/05/13 CBT 30-DAY FEDERAL FUNDS               U.S.          6       23,849  7.4     45,755 14.2     321,671
                                                NON U.S.     10       21,353  6.6     27,599  8.6
                                                           ----    --------- ----  --------- ----
                                                             16       45,202 14.1     73,354 22.8

02/05/13 CME LEAN HOGS                          U.S.                   7,559  3.2         24  0.0     235,353
                                                NON U.S.               4,750  2.0        159  0.1
                                                           ----    --------- ----  --------- ----
                                                              6       12,309  5.2        183  0.1

02/05/13 CME LIVE CATTLE                        U.S.                   9,172  2.8        355  0.1     330,758
                                                NON U.S.               5,329  1.6         97  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       14,501  4.4        452  0.1

02/05/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  42,420  2.7    136,599  8.6   1,594,844
                                                NON U.S.              24,924  1.6    203,268 12.7
                                                           ----    --------- ----  --------- ----
                                                             18       67,344  4.2    339,867 21.3

02/05/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                  11,392  6.9     34,264 20.6     166,295
                                                NON U.S.              16,833 10.1     29,554 17.8
                                                           ----    --------- ----  --------- ----
                                                             13       28,225 17.0     63,818 38.4

02/05/13 NYME DATED BRENT CALENDAR SWAP         U.S.                   1,665 36.8        310  6.9       4,520
                                                NON U.S.                 216  4.8        596 13.2
                                                           ----    --------- ----  --------- ----
                                                              5        1,881 41.6        906 20.0

02/05/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   2,130  4.2      2,810  5.6      50,614
                                                NON U.S.               1,295  2.6      3,947  7.8
                                                           ----    --------- ----  --------- ----
                                                              6        3,425  6.8      6,757 13.4

02/05/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     515  5.6      1,090 11.8       9,259
                                                NON U.S.                 409  4.4      2,385 25.8
                                                           ----    --------- ----  --------- ----
                                                              6          924 10.0      3,475 37.5

02/05/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   1,528  3.5      4,836 11.1      43,574
                                                NON U.S.               8,055 18.5      3,169  7.3
                                                           ----    --------- ----  --------- ----
                                                             11        9,583 22.0      8,005 18.4

02/05/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   1,769  5.6        550  1.8      31,381
                                                NON U.S.                 150  0.5        254  0.8
                                                           ----    --------- ----  --------- ----
                                                              5        1,919  6.1        804  2.6

02/05/13 ICUS COCOA                             U.S.                   2,904  1.4        414  0.2     202,479
                                                NON U.S.               2,143  1.1     12,379  6.1
                                                           ----    --------- ----  --------- ----
                                                              7        5,047  2.5     12,793  6.3

02/05/13 NYME PALLADIUM                         U.S.                       0  0.0      9,373 24.9      37,627
                                                NON U.S.                 991  2.6      4,294 11.4
                                                           ----    --------- ----  --------- ----
                                                             17          991  2.6     13,667 36.3

02/05/13 NYME PLATINUM                          U.S.                     168  0.2     19,274 26.8      71,955
                                                NON U.S.               2,124  3.0      7,012  9.7
                                                           ----    --------- ----  --------- ----
                                                             17        2,292  3.2     26,286 36.5

02/05/13 ICUS SUGAR NO. 11                      U.S.                  36,470  4.3      2,227  0.3     841,251
                                                NON U.S.              14,390  1.7     10,486  1.2
                                                           ----    --------- ----  --------- ----
                                                             11       50,860  6.0     12,713  1.5

02/05/13 ICUS COFFEE C                          U.S.                   7,051  4.3          1  0.0     162,774
                                                NON U.S.               3,001  1.8      1,468  0.9
                                                           ----    --------- ----  --------- ----
                                                             12       10,052  6.2      1,469  0.9

02/05/13 CMX SILVER                             U.S.                   1,292  0.9     41,484 27.4     151,512
                                                NON U.S.              15,164 10.0     30,534 20.2
                                                           ----    --------- ----  --------- ----
                                                             17       16,456 10.9     72,018 47.5

02/05/13 CMX COPPER-GRADE #1                    U.S.                  14,911  8.1      3,693  2.0     183,941
                                                NON U.S.               2,879  1.6      1,841  1.0
                                                           ----    --------- ----  --------- ----
                                                             14       17,790  9.7      5,534  3.0

02/05/13 CMX GOLD                               U.S.          4       37,677  8.9    106,977 25.2     423,982
                                                NON U.S.     20       30,272  7.1     79,006 18.6
                                                           ----    --------- ----  --------- ----
                                                             24       67,949 16.0    185,983 43.9

02/05/13 CME RUSSIAN RUBLE                      U.S.                   7,539 10.1      3,865  5.2      74,813
                                                NON U.S.              37,520 50.2     39,947 53.4
                                                           ----    --------- ----  --------- ----
                                                             10       45,059 60.2     43,812 58.6

02/05/13 CME CANADIAN DOLLAR                    U.S.                  12,177  8.6          0  0.0     141,807
                                                NON U.S.               3,687  2.6      4,975  3.5
                                                           ----    --------- ----  --------- ----
                                                              7       15,864 11.2      4,975  3.5

02/05/13 CME SWISS FRANC                        U.S.                       0  0.0      1,643  3.8      43,585
                                                NON U.S.                 646  1.5      9,090 20.9
                                                           ----    --------- ----  --------- ----
                                                              7          646  1.5     10,733 24.6

02/05/13 CME MEXICAN PESO                       U.S.                       0  0.0      7,570  4.2     181,131
                                                NON U.S.               9,746  5.4        644  0.4
                                                           ----    --------- ----  --------- ----
                                                              6        9,746  5.4      8,214  4.5

02/05/13 CME BRITISH POUND STERLING             U.S.          6        7,901  4.8     27,731 16.8     165,369
                                                NON U.S.      6        1,794  1.1      3,479  2.1
                                                           ----    --------- ----  --------- ----
                                                             12        9,695  5.9     31,210 18.9

02/05/13 CME JAPANESE YEN                       U.S.          4       17,950  8.2      4,032  1.9     217,709
                                                NON U.S.      6       31,387 14.4      3,255  1.5
                                                           ----    --------- ----  --------- ----
                                                             10       49,337 22.7      7,287  3.3

02/05/13 CME EURO FX                            U.S.          4          736  0.3      3,440  1.4     251,236
                                                NON U.S.     13        9,817  3.9      3,223  1.3
                                                           ----    --------- ----  --------- ----
                                                             17       10,553  4.2      6,663  2.7

02/05/13 CME BRAZILIAN REAL                     U.S.                  12,333 33.7      3,514  9.6      36,636
                                                NON U.S.                 200  0.5     28,464 77.7
                                                           ----    --------- ----  --------- ----
                                                              6       12,533 34.2     31,978 87.3

02/05/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   8,934  2.8      4,238  1.3     319,552
                                                NON U.S.               2,547  0.8        700  0.2
                                                           ----    --------- ----  --------- ----
                                                              8       11,481  3.6      4,938  1.5

02/05/13 NYME RBOB CALENDAR SWAP                U.S.                     114  1.4        541  6.8       7,932
                                                NON U.S.                  67  0.8         40  0.5
                                                           ----    --------- ----  --------- ----
                                                              5          181  2.3        581  7.3

02/05/13 E VIX FUTURES                          U.S.                   2,024  0.5      3,558  0.8     429,820
                                                NON U.S.               3,052  0.7      1,855  0.4
                                                           ----    --------- ----  --------- ----
                                                              6        5,076  1.2      5,413  1.3

02/05/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   3,019  2.6          0  0.0     117,218
                                                NON U.S.                 887  0.8      1,743  1.5
                                                           ----    --------- ----  --------- ----
                                                              8        3,906  3.3      1,743  1.5

02/05/13 CME 3-MONTH EURODOLLARS                U.S.         10      900,128 10.4    749,097  8.6   8,688,167
                                                NON U.S.     28      342,424  3.9    735,182  8.5
                                                           ----    --------- ----  --------- ----
                                                             38    1,242,552 14.3  1,484,279 17.1

02/05/13 CME S&P 500 STOCK INDEX                U.S.                   1,896  0.9          0  0.0     207,632
                                                NON U.S.               2,307  1.1      3,001  1.4
                                                           ----    --------- ----  --------- ----
                                                              5        4,203  2.0      3,001  1.4

02/05/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          6       79,160  2.6      4,275  0.1   3,001,463
                                                NON U.S.     24       42,035  1.4     32,208  1.1
                                                           ----    --------- ----  --------- ----
                                                             30      121,195  4.0     36,483  1.2

02/05/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.                   1,741  0.5          0  0.0     335,692
                                                NON U.S.                 738  0.2      5,369  1.6
                                                           ----    --------- ----  --------- ----
                                                             11        2,479  0.7      5,369  1.6

02/05/13 CME AUSTRALIAN DOLLAR                  U.S.          4        7,873  4.4      2,693  1.5     180,781
                                                NON U.S.      4        2,452  1.4     14,455  8.0
                                                           ----    --------- ----  --------- ----
                                                              8       10,325  5.7     17,148  9.5

02/05/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.                   1,213  0.3      3,541  1.0     361,902
                                                NON U.S.               3,331  0.9          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              7        4,544  1.3      3,541  1.0

02/05/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0          0  0.0      77,012
                                                NON U.S.               1,277  1.7      2,329  3.0
                                                           ----    --------- ----  --------- ----
                                                              7        1,277  1.7      2,329  3.0

02/05/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     494  0.3          0  0.0     181,184
                                                NON U.S.               5,980  3.3      4,499  2.5
                                                           ----    --------- ----  --------- ----
                                                             15        6,474  3.6      4,499  2.5

02/05/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   1,644  3.4        345  0.7      48,042
                                                NON U.S.               4,279  8.9      1,466  3.1
                                                           ----    --------- ----  --------- ----
                                                              6        5,923 12.3      1,811  3.8

02/05/13 NYME HEAT OIL CRACK SPRD CAL SWAP      U.S.                     105  1.4         90  1.2       7,634
                                                NON U.S.               1,555 20.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,660 21.7         90  1.2

02/05/13 NYME EUROBOB OXY NWE CRK SPR           U.S.                     437  1.4        889  2.9      30,748
                                                NON U.S.                  67  0.2        339  1.1
                                                           ----    --------- ----  --------- ----
                                                              5          504  1.6      1,228  4.0