BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 01/08/2013



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

CBT CORN                                  U.S.                11,205  1.6      3,929  0.6    710,031       4,460  0.7     10,919   1.7    646,802
                                          NON U.S.             3,205  0.5        275  0.0                  3,105  0.5        507   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       14,410  2.1      4,204  0.6                  7,565  1.2     11,426   1.8

CBT SOYBEANS                              U.S.                 2,162  0.5      2,865  0.7    401,049       4,417  1.1      2,973   0.8    388,046
                                          NON U.S.                59  0.0      2,440  0.6                  1,750  0.5        475   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        2,221  0.5      5,305  1.3                  6,167  1.6      3,448   0.9

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,711,012 15.9  1,904,648 17.7 10,772,539     844,928 13.7    630,832  10.2  6,173,432
                                          NON U.S.            72,516  0.7     75,344  0.7                 53,058  0.9     32,404   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8    1,783,528 16.6  1,979,992 18.4                897,986 14.6    663,236  10.7

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               277,058  8.5    323,331 10.0  3,248,332     144,380  7.2    117,040   5.9  1,993,721
                                          NON U.S.            32,687  1.0     49,697  1.5                 40,106  2.0     12,705   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      309,745  9.5    373,028 11.5                184,486  9.2    129,745   6.5

ICUS COTTON NO. 2                         U.S.                 1,641  1.4      2,576  2.2    116,160         716  0.7        352   0.4     98,618
                                          NON U.S.               600  0.5        190  0.2                    100  0.1         90   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,241  1.9      2,766  2.4                    816  0.8        442   0.5

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       23,650  3.8     27,506  4.4    625,703      32,435  3.7     23,701   2.7    876,305
                                          NON U.S.   17       17,515  2.8     65,400 10.5                116,975 13.3     53,108   6.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     24       41,165  6.6     92,906 14.9                149,410 17.0     76,809   8.8

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        5       12,750  3.2     15,000  3.7    401,132      13,350  6.3     17,600   8.3    211,430
                                          NON U.S.    4        7,355  1.8     26,105  6.5                 12,350  5.8     18,560   8.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       20,105  5.0     41,105 10.2                 25,700 12.1     36,160  17.1

NYME CRUDE OIL, LIGHT SWEET               U.S.               110,750  7.1    132,369  8.4  1,570,265      86,110  7.3     52,260   4.4  1,186,854
                                          NON U.S.            33,332  2.1     53,432  3.4                 34,755  2.9     25,930   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     19      144,082  9.2    185,801 11.8                120,865 10.2     78,190   6.6

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                55,772 10.5     74,365 14.0    532,556      81,298 18.2     47,259  10.6    446,984
                                          NON U.S.            41,024  7.7     96,646 18.1                 77,696 17.4     39,420   8.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14       96,796 18.2    171,011 32.1                158,994 35.6     86,679  19.4

NYME DATED BRENT CALENDAR SWAP            U.S.                   960 20.3      2,280 48.1      4,740       1,000 72.5        180  13.0      1,380
                                          NON U.S.               600 12.7        660 13.9                    180 13.0          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,560 33.0      2,940 62.0                  1,180 85.5        180  13.0

NYME BRENT CRUDE OIL LAST DAY             U.S.                   500  3.3      2,670 17.6     15,180       2,900 13.0        650   2.9     22,290
                                          NON U.S.               250  1.6        300  2.0                    100  0.4          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5          750  4.9      2,970 19.6                  3,000 13.4        650   2.9

NYME BRENT AVG PRICE OPTIONS              U.S.                17,590 12.5     17,942 12.8    140,341      19,790 14.9     10,717   8.1    133,124
                                          NON U.S.            12,240  8.7     25,386 18.1                 16,245 12.2     17,600  13.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       29,830 21.2     43,328 30.9                 36,035 27.1     28,317  21.3

NYME PALLADIUM                            U.S.                   200  2.1        356  3.8      9,411           0  0.0        275   5.4      5,109
                                          NON U.S.               180  1.9        130  1.4                    150  2.9        600  11.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5          380  4.0        486  5.2                    150  2.9        875  17.1

ICUS SUGAR NO. 11                         U.S.                 4,625  1.6      8,995  3.1    291,222       3,400  1.7      4,726   2.4    199,711
                                          NON U.S.             3,417  1.2      1,684  0.6                  1,625  0.8        639   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        8,042  2.8     10,679  3.7                  5,025  2.5      5,365   2.7

CMX SILVER                                U.S.                 4,828  4.2      6,111  5.3    114,326       6,145  6.3      2,166   2.2     98,280
                                          NON U.S.             3,743  3.3     17,293 15.1                  7,804  7.9     11,060  11.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        8,571  7.5     23,404 20.4                 13,949 14.2     13,226  13.5

CMX GOLD                                  U.S.                49,988  7.5     52,474  7.9    664,440      23,458  6.3     36,115   9.6    374,351
                                          NON U.S.            24,429  3.7     35,996  5.4                 14,220  3.8     18,316   4.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       74,417 11.2     88,470 13.3                 37,678 10.1     54,431  14.5

CME EURO FX                               U.S.                   400  0.6          0  0.0     62,801         840  1.0          0   0.0     85,810
                                          NON U.S.             2,748  4.4      1,158  1.8                  2,509  2.9        910   1.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        3,148  5.0      1,158  1.8                  3,349  3.9        910   1.1

CME 3-MONTH EURODOLLARS                   U.S.        8      195,726  4.3    232,458  5.1  4,590,657     208,550  3.5    172,950   2.9  5,942,226
                                          NON U.S.   22      261,709  5.7    362,697  7.9                583,424  9.8    792,536  13.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     30      457,435 10.0    595,155 13.0                791,974 13.3    965,486  16.2

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0    802,386           0  0.0          0   0.0  1,217,652
                                          NON U.S.             8,570  1.1      2,450  0.3                  2,188  0.2      3,250   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        8,570  1.1      2,450  0.3                  2,188  0.2      3,250   0.3