BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


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

07/02/13 CBT WHEAT                              U.S.                  13,212  3.2      3,696  0.9     414,335
                                                NON U.S.              10,301  2.5      7,611  1.8
                                                           ----    --------- ----  --------- ----
                                                             13       23,513  5.7     11,307  2.7

07/02/13 KCBT WHEAT                             U.S.                   6,418  4.7          0  0.0     136,680
                                                NON U.S.               2,382  1.7        222  0.2
                                                           ----    --------- ----  --------- ----
                                                              5        8,800  6.4        222  0.2

07/02/13 CBT CORN                               U.S.                  37,612  3.4      3,004  0.3   1,109,480
                                                NON U.S.              16,814  1.5      2,663  0.2
                                                           ----    --------- ----  --------- ----
                                                             14       54,426  4.9      5,667  0.5

07/02/13 CBT SOYBEANS                           U.S.                  17,679  3.4      6,276  1.2     523,071
                                                NON U.S.               6,415  1.2      4,711  0.9
                                                           ----    --------- ----  --------- ----
                                                             10       24,094  4.6     10,987  2.1

07/02/13 CBT SOYBEAN OIL                        U.S.                  10,891  3.2        992  0.3     339,471
                                                NON U.S.               3,592  1.1         76  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       14,483  4.3      1,068  0.3

07/02/13 CBT U.S. TREASURY BONDS                U.S.          5        1,972  0.4      3,362  0.6     560,247
                                                NON U.S.      5            0  0.0      9,615  1.7
                                                           ----    --------- ----  --------- ----
                                                             10        1,972  0.4     12,977  2.3

07/02/13 NYME MINI EUR 3.5%FOIL RTD CAL SWAP    U.S.                   1,179 11.9        414  4.2       9,939
                                                NON U.S.                 242  2.4        267  2.7
                                                           ----    --------- ----  --------- ----
                                                              5        1,421 14.3        681  6.9

07/02/13 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.                  18,083  6.4         73  0.0     280,621
                                                NON U.S.               2,664  0.9         15  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       20,747  7.4         88  0.0

07/02/13 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.                   2,935  4.6        600  0.9      64,273
                                                NON U.S.                 649  1.0          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        3,584  5.6        600  0.9

07/02/13 IFED NATURAL GAS ICE HENRY HUB         U.S.          4       62,902  1.1    557,711  9.8   5,698,154
                                                NON U.S.      7       28,308  0.5    581,082 10.2
                                                           ----    --------- ----  --------- ----
                                                             11       91,210  1.6  1,138,793 20.0

07/02/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 163,270 19.7     37,123  4.5     828,147
                                                NON U.S.              41,805  5.0      8,426  1.0
                                                           ----    --------- ----  --------- ----
                                                              8      205,075 24.8     45,549  5.5

07/02/13 IFED SOCAL BORDER FIN BASIS            U.S.                   5,034  1.8      4,080  1.5     280,015
                                                NON U.S.                 981  0.4        215  0.1
                                                           ----    --------- ----  --------- ----
                                                              5        6,015  2.1      4,295  1.5

07/02/13 IFED NWP ROCKIES FIN BASIS             U.S.                     270  0.1      9,052  4.0     228,037
                                                NON U.S.               2,678  1.2     24,442 10.7
                                                           ----    --------- ----  --------- ----
                                                              6        2,948  1.3     33,494 14.7

07/02/13 IFED AECO FIN BASIS                    U.S.                   2,121  0.2        835  0.1     873,409
                                                NON U.S.              40,773  4.7    346,763 39.7
                                                           ----    --------- ----  --------- ----
                                                              8       42,894  4.9    347,598 39.8

07/02/13 IFED HSC FIN BASIS                     U.S.                     124  0.0     14,469  5.7     251,952
                                                NON U.S.                   0  0.0     15,540  6.2
                                                           ----    --------- ----  --------- ----
                                                              6          124  0.0     30,009 11.9

07/02/13 IFED PANHANDLE EASTERN- POOL GAS (BASIS)
                                                U.S.                     524  0.2     31,121 10.5     296,599
                                                NON U.S.               1,253  0.4     23,299  7.9
                                                           ----    --------- ----  --------- ----
                                                              6        1,777  0.6     54,420 18.3

07/02/13 NYME NATURAL GAS                       U.S.                  24,400  1.8     11,331  0.8   1,388,993
                                                NON U.S.              15,657  1.1      4,953  0.4
                                                           ----    --------- ----  --------- ----
                                                             11       40,057  2.9     16,284  1.2

07/02/13 NYME HENRY HUB LAST DAY FIN            U.S.                  14,210  3.8     28,487  7.6     375,801
                                                NON U.S.                 743  0.2      7,119  1.9
                                                           ----    --------- ----  --------- ----
                                                              6       14,953  4.0     35,606  9.5

07/02/13 CBT SOYBEAN MEAL                       U.S.                   3,468  1.2      3,601  1.2     294,163
                                                NON U.S.              12,226  4.2      1,897  0.6
                                                           ----    --------- ----  --------- ----
                                                              8       15,694  5.3      5,498  1.9

07/02/13 ICUS COTTON NO. 2                      U.S.                   6,203  4.0        494  0.3     156,695
                                                NON U.S.               4,963  3.2      3,078  2.0
                                                           ----    --------- ----  --------- ----
                                                             11       11,166  7.1      3,572  2.3

07/02/13 NYME HENRY HUB SWAP                    U.S.                  76,232  2.8    265,446  9.9   2,689,708
                                                NON U.S.              18,547  0.7    233,577  8.7
                                                           ----    --------- ----  --------- ----
                                                              9       94,779  3.5    499,023 18.6

07/02/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  61,003  6.3     31,878  3.3     962,782
                                                NON U.S.              59,523  6.2      5,221  0.5
                                                           ----    --------- ----  --------- ----
                                                             10      120,526 12.5     37,099  3.9

07/02/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          4       44,150  5.7     20,834  2.7     769,295
                                                NON U.S.     14        9,111  1.2     17,063  2.2
                                                           ----    --------- ----  --------- ----
                                                             18       53,261  6.9     37,897  4.9

07/02/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          8       12,885  0.6     55,763  2.6   2,154,516
                                                NON U.S.     23       32,393  1.5     36,500  1.7
                                                           ----    --------- ----  --------- ----
                                                             31       45,278  2.1     92,263  4.3

07/02/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          5       27,723  1.8     23,674  1.5   1,535,489
                                                NON U.S.     12       97,795  6.4     47,443  3.1
                                                           ----    --------- ----  --------- ----
                                                             17      125,518  8.2     71,117  4.6

07/02/13 CBT 30-DAY FEDERAL FUNDS               U.S.          6       20,622  6.8     29,618  9.8     302,643
                                                NON U.S.      9       18,831  6.2     30,085  9.9
                                                           ----    --------- ----  --------- ----
                                                             15       39,453 13.0     59,703 19.7

07/02/13 CME LEAN HOGS                          U.S.                   6,872  2.3          0  0.0     297,404
                                                NON U.S.               5,250  1.8         21  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       12,122  4.1         21  0.0

07/02/13 CME LIVE CATTLE                        U.S.                   9,474  3.6        163  0.1     266,836
                                                NON U.S.               5,543  2.1        139  0.1
                                                           ----    --------- ----  --------- ----
                                                              6       15,017  5.6        302  0.1

07/02/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  50,637  2.9    152,170  8.6   1,769,805
                                                NON U.S.              15,761  0.9    216,763 12.2
                                                           ----    --------- ----  --------- ----
                                                             16       66,398  3.8    368,933 20.8

07/02/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                  10,546  6.6     32,794 20.5     160,197
                                                NON U.S.              13,255  8.3     24,371 15.2
                                                           ----    --------- ----  --------- ----
                                                             11       23,801 14.9     57,165 35.7

07/02/13 NYME DATED BRENT CALENDAR SWAP         U.S.                   1,245 32.4         58  1.5       3,840
                                                NON U.S.                 337  8.8        258  6.7
                                                           ----    --------- ----  --------- ----
                                                              5        1,582 41.2        316  8.2

07/02/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   1,630  2.7      2,830  4.6      61,417
                                                NON U.S.                 540  0.9      4,962  8.1
                                                           ----    --------- ----  --------- ----
                                                              6        2,170  3.5      7,792 12.7

07/02/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     480  5.5        840  9.7       8,653
                                                NON U.S.               1,893 21.9      1,367 15.8
                                                           ----    --------- ----  --------- ----
                                                              5        2,373 27.4      2,207 25.5

07/02/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   2,274  5.0      4,405  9.6      45,650
                                                NON U.S.               6,203 13.6      4,113  9.0
                                                           ----    --------- ----  --------- ----
                                                             11        8,477 18.6      8,518 18.7

07/02/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   1,972  3.2      1,780  2.8      62,544
                                                NON U.S.                 200  0.3        334  0.5
                                                           ----    --------- ----  --------- ----
                                                              5        2,172  3.5      2,114  3.4

07/02/13 ICUS COCOA                             U.S.                   2,682  1.5        719  0.4     181,096
                                                NON U.S.               2,301  1.3      7,067  3.9
                                                           ----    --------- ----  --------- ----
                                                              8        4,983  2.8      7,786  4.3

07/02/13 NYME PALLADIUM                         U.S.                     101  0.3      9,918 28.2      35,142
                                                NON U.S.               1,106  3.1      4,029 11.5
                                                           ----    --------- ----  --------- ----
                                                             16        1,207  3.4     13,947 39.7

07/02/13 NYME PLATINUM                          U.S.          4          389  0.6     12,983 21.2      61,248
                                                NON U.S.     13        2,303  3.8      4,190  6.8
                                                           ----    --------- ----  --------- ----
                                                             17        2,692  4.4     17,173 28.0

07/02/13 ICUS SUGAR NO. 11                      U.S.                  37,351  4.5      2,674  0.3     832,420
                                                NON U.S.              19,788  2.4      6,560  0.8
                                                           ----    --------- ----  --------- ----
                                                             11       57,139  6.9      9,234  1.1

07/02/13 ICUS COFFEE C                          U.S.                   7,609  5.0          2  0.0     150,935
                                                NON U.S.               2,792  1.8      1,653  1.1
                                                           ----    --------- ----  --------- ----
                                                             14       10,401  6.9      1,655  1.1

07/02/13 CMX SILVER                             U.S.                   4,366  3.2     24,673 18.1     136,146
                                                NON U.S.               8,903  6.5     21,422 15.7
                                                           ----    --------- ----  --------- ----
                                                             14       13,269  9.7     46,095 33.9

07/02/13 CMX COPPER-GRADE #1                    U.S.                  15,799  9.2      1,159  0.7     170,977
                                                NON U.S.               2,838  1.7      1,253  0.7
                                                           ----    --------- ----  --------- ----
                                                             14       18,637 10.9      2,412  1.4

07/02/13 CMX GOLD                               U.S.          4       69,656 17.0     24,939  6.1     410,399
                                                NON U.S.     20       34,904  8.5     58,656 14.3
                                                           ----    --------- ----  --------- ----
                                                             24      104,560 25.5     83,595 20.4

07/02/13 CME RUSSIAN RUBLE                      U.S.                   6,048 14.7      3,148  7.6      41,277
                                                NON U.S.              15,806 38.3     18,241 44.2
                                                           ----    --------- ----  --------- ----
                                                             10       21,854 52.9     21,389 51.8

07/02/13 CME CANADIAN DOLLAR                    U.S.                   2,159  1.7      4,475  3.5     126,754
                                                NON U.S.                 821  0.6      1,756  1.4
                                                           ----    --------- ----  --------- ----
                                                              7        2,980  2.4      6,231  4.9

07/02/13 CME MEXICAN PESO                       U.S.                       0  0.0        365  0.6      64,863
                                                NON U.S.              25,174 38.8        190  0.3
                                                           ----    --------- ----  --------- ----
                                                              5       25,174 38.8        555  0.9

07/02/13 CME BRITISH POUND STERLING             U.S.                   8,867  6.7         99  0.1     131,817
                                                NON U.S.                 400  0.3      1,282  1.0
                                                           ----    --------- ----  --------- ----
                                                              8        9,267  7.0      1,381  1.0

07/02/13 CME JAPANESE YEN                       U.S.          4        6,506  3.6          0  0.0     178,926
                                                NON U.S.      6        3,188  1.8      2,381  1.3
                                                           ----    --------- ----  --------- ----
                                                             10        9,694  5.4      2,381  1.3

07/02/13 CME EURO FX                            U.S.          4        5,056  2.6      4,504  2.3     196,064
                                                NON U.S.     13        9,683  4.9      1,705  0.9
                                                           ----    --------- ----  --------- ----
                                                             17       14,739  7.5      6,209  3.2

07/02/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   7,936  3.1        796  0.3     257,364
                                                NON U.S.               2,941  1.1        656  0.3
                                                           ----    --------- ----  --------- ----
                                                              8       10,877  4.2      1,452  0.6

07/02/13 NYME RBOB CALENDAR SWAP                U.S.                     125  1.1        795  7.0      11,416
                                                NON U.S.               1,080  9.5        462  4.0
                                                           ----    --------- ----  --------- ----
                                                              6        1,205 10.6      1,257 11.0

07/02/13 E VIX FUTURES                          U.S.                     375  0.1     11,267  3.7     301,348
                                                NON U.S.               2,062  0.7      1,284  0.4
                                                           ----    --------- ----  --------- ----
                                                              5        2,437  0.8     12,551  4.2

07/02/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   4,812  5.1         47  0.0      94,107
                                                NON U.S.               4,101  4.4      2,909  3.1
                                                           ----    --------- ----  --------- ----
                                                              7        8,913  9.5      2,956  3.1

07/02/13 CME 3-MONTH EURODOLLARS                U.S.         10      934,139 10.9    628,582  7.3   8,590,139
                                                NON U.S.     25      247,738  2.9    852,582  9.9
                                                           ----    --------- ----  --------- ----
                                                             35    1,181,877 13.8  1,481,164 17.2

07/02/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          6       32,128  1.2     23,772  0.9   2,707,222
                                                NON U.S.     21       25,100  0.9     58,423  2.2
                                                           ----    --------- ----  --------- ----
                                                             27       57,228  2.1     82,195  3.0

07/02/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          4        2,341  0.8      1,425  0.5     307,520
                                                NON U.S.      9        1,827  0.6      3,761  1.2
                                                           ----    --------- ----  --------- ----
                                                             13        4,168  1.4      5,186  1.7

07/02/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.                   3,838  1.1      5,405  1.6     344,325
                                                NON U.S.               5,350  1.6          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              8        9,188  2.7      5,405  1.6

07/02/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0          0  0.0      72,269
                                                NON U.S.               1,442  2.0      4,144  5.7
                                                           ----    --------- ----  --------- ----
                                                              8        1,442  2.0      4,144  5.7

07/02/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     239  0.1      1,828  0.8     237,837
                                                NON U.S.               6,647  2.8      6,943  2.9
                                                           ----    --------- ----  --------- ----
                                                             16        6,886  2.9      8,771  3.7

07/02/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   2,592  8.0        530  1.6      32,575
                                                NON U.S.               2,611  8.0        991  3.0
                                                           ----    --------- ----  --------- ----
                                                              8        5,203 16.0      1,521  4.7