BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 02/05/2013


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

CBT CORN                                  U.S.                16,871  2.3      4,300  0.6    737,399       5,189  0.7     16,259   2.1    787,473
                                          NON U.S.             3,230  0.4        375  0.1                  2,705  0.3        482   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       20,101  2.7      4,675  0.7                  7,894  1.0     16,741   2.2

CBT SOYBEANS                              U.S.                 3,052  0.6      3,394  0.6    530,904       4,458  1.0      3,538   0.8    456,978
                                          NON U.S.               414  0.1      2,345  0.4                  2,650  0.6      1,025   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        3,466  0.7      5,739  1.0                  7,108  1.6      4,563   1.0

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,625,932 15.1  1,838,968 17.0 10,788,327     858,888 13.7    590,232   9.4  6,266,488
                                          NON U.S.            74,204  0.7     81,144  0.8                 58,578  0.9     32,564   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8    1,700,136 15.8  1,920,112 17.8                917,466 14.6    622,796   9.9

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               269,906  8.1    314,823  9.5  3,315,369     146,354  7.1    115,094   5.6  2,064,873
                                          NON U.S.            33,721  1.0     49,424  1.5                 39,666  1.9     12,150   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      303,627  9.1    364,247 11.0                186,020  9.0    127,244   6.2

ICUS COTTON NO. 2                         U.S.                 1,741  1.2      2,821  1.9    147,614         675  0.5        557   0.4    141,622
                                          NON U.S.               600  0.4        265  0.2                    110  0.1        175   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        2,341  1.6      3,086  2.1                    785  0.6        732   0.5

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       18,595  2.1     41,799  4.6    906,940      74,861  5.7     69,206   5.3  1,303,252
                                          NON U.S.   17       22,724  2.5     46,265  5.1                119,205  9.1     81,109   6.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     24       41,319  4.6     88,064  9.7                194,066 14.8    150,315  11.5

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        5       12,350  2.6     24,650  5.2    474,201      15,775  1.9     35,650   4.4    819,106
                                          NON U.S.    6        5,641  1.2      4,191  0.9                226,990 27.7    217,750  26.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11       17,991  3.8     28,841  6.1                242,765 29.6    253,400  31.0

NYME CRUDE OIL, LIGHT SWEET               U.S.               114,094  6.8    136,454  8.1  1,678,635      93,808  7.1     59,350   4.5  1,328,096
                                          NON U.S.            35,240  2.1     61,235  3.6                 40,912  3.1     27,420   2.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     18      149,334  8.9    197,689 11.7                134,720 10.2     86,770   6.6

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                55,440 10.8     72,495 14.1    513,692      77,227 17.9     44,656  10.4    431,071
                                          NON U.S.            39,017  7.6     96,523 18.8                 77,230 17.9     38,224   8.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14       94,457 18.4    169,018 32.9                154,457 35.8     82,880  19.3

NYME DATED BRENT CALENDAR SWAP            U.S.                   935 20.2      2,180 47.2      4,620         900 50.7        180  10.1      1,775
                                          NON U.S.               575 12.4        660 14.3                    180 10.1        135   7.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,510 32.6      2,840 61.5                  1,080 60.8        315  17.7

NYME BRENT CRUDE OIL LAST DAY             U.S.                   500  2.4      6,670 32.0     20,830       2,900 10.2      4,650  16.3     28,490
                                          NON U.S.               350  1.7        300  1.4                    200  0.7          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6          850  4.1      6,970 33.4                  3,100 10.9      4,650  16.3

NYME BRENT AVG PRICE OPTIONS              U.S.                16,934 12.6     15,539 11.5    134,572      17,728 14.0      9,884   7.8    126,874
                                          NON U.S.            11,293  8.4     23,616 17.5                 15,230 12.0     16,985  13.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       28,227 21.0     39,155 29.0                 32,958 26.0     26,869  21.2

NYME PALLADIUM                            U.S.                   600  5.1      1,374 11.6     11,857           0  0.0        275   3.6      7,671
                                          NON U.S.               430  3.6        380  3.2                    150  2.0        600   7.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,030  8.7      1,754 14.8                    150  2.0        875  11.4

ICUS SUGAR NO. 11                         U.S.                 5,125  1.7      9,245  3.0    310,107       3,025  1.3      7,072   3.1    228,844
                                          NON U.S.             3,917  1.3      1,884  0.6                  1,775  0.8        889   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        9,042  3.0     11,129  3.6                  4,800  2.1      7,961   3.5

CMX SILVER                                U.S.                 4,983  4.5      6,341  5.7    111,967       6,973  7.0      2,340   2.3     99,866
                                          NON U.S.             4,435  4.0     16,558 14.8                  7,067  7.1     10,792  10.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        9,418  8.5     22,899 20.5                 14,040 14.1     13,132  13.1

CMX GOLD                                  U.S.                56,613  7.2     57,468  7.4    781,413      23,062  6.0     31,903   8.3    383,870
                                          NON U.S.            22,225  2.8     31,258  4.0                 13,834  3.6     20,394   5.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       78,838 10.0     88,726 11.4                 36,896  9.6     52,297  13.6

CME EURO FX                               U.S.                10,031  8.4         76  0.1    119,208       1,490  0.9         78   0.0    165,612
                                          NON U.S.             6,264  5.3      2,895  2.4                  5,354  3.2      3,421   2.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       16,295 13.7      2,971  2.5                  6,844  4.1      3,499   2.1

CME 3-MONTH EURODOLLARS                   U.S.        9      195,826  3.9    240,723  4.8  5,008,783     211,950  2.7    180,600   2.3  7,759,382
                                          NON U.S.   21      334,479  6.7    393,148  7.8                819,804 10.6  1,248,403  16.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     30      530,305 10.6    633,871 12.6              1,031,754 13.3  1,429,003  18.4

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0    897,607           0  0.0          0   0.0  1,496,140
                                          NON U.S.            16,600  1.8      3,630  0.4                  8,210  0.5      3,075   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       16,600  1.8      3,630  0.4                  8,210  0.5      3,075   0.2