BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 07/02/2013


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

CBT WHEAT                                 U.S.                 8,560  5.6      6,065  4.0    152,621       6,533  4.4      9,332   6.3    147,268
                                          NON U.S.               250  0.2      2,190  1.4                  1,617  1.1        115   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        8,810  5.8      8,255  5.4                  8,150  5.5      9,447   6.4

CBT CORN                                  U.S.                21,423  2.7     16,553  2.1    792,292      21,048  2.2     27,355   2.8    960,528
                                          NON U.S.             2,460  0.3      1,145  0.1                  3,060  0.3        270   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       23,883  3.0     17,698  2.2                 24,108  2.5     27,625   2.8

CBT SOYBEANS                              U.S.                   935  0.3        414  0.1    310,988       1,183  0.3        915   0.2    435,139
                                          NON U.S.               320  0.1        750  0.2                  1,170  0.3        475   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        1,255  0.4      1,164  0.3                  2,353  0.6      1,390   0.3

CBT U.S. TREASURY BONDS                   U.S.                 3,725  1.1      6,625  2.0    325,388       2,225  1.1      3,625   1.7    210,455
                                          NON U.S.             2,100  0.6      3,525  1.1                     50  0.0      1,000   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        5,825  1.7     10,150  3.1                  2,275  1.1      4,625   2.2

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,327,356 12.8  1,601,272 15.4 10,407,978     771,608 14.1    446,932   8.2  5,468,154
                                          NON U.S.            89,944  0.9    148,384  1.4                105,371  1.9     55,144   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9    1,417,300 13.7  1,749,656 16.8                876,979 16.0    502,076   9.2

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               243,783  7.0    292,848  8.4  3,487,224     129,898  6.2     95,407   4.5  2,097,498
                                          NON U.S.            38,313  1.1     59,913  1.7                 43,461  2.1     15,262   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      282,096  8.1    352,761 10.1                173,359  8.3    110,669   5.2

ICUS COTTON NO. 2                         U.S.                 2,813  2.9      1,028  1.1     95,442       2,505  3.5      1,433   2.0     71,699
                                          NON U.S.               590  0.6        145  0.2                     60  0.1        145   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        3,403  3.5      1,173  1.3                  2,565  3.6      1,578   2.2

CBT 2-YEAR U.S. TREASURY NOTES            U.S.                   600  0.4      3,800  2.2    170,820           0  0.0          0   0.0    141,331
                                          NON U.S.             5,500  3.2      9,400  5.5                  4,400  3.1      4,900   3.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        6,100  3.6     13,200  7.7                  4,400  3.1      4,900   3.5

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        9       54,925  4.6     31,335  2.6  1,198,226      35,098  2.1     33,585   2.0  1,650,301
                                          NON U.S.   17       30,571  2.6     61,592  5.1                137,339  8.3     70,400   4.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     26       85,496  7.2     92,927  7.7                172,437 10.4    103,985   6.3

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        4       18,500  3.2     21,100  3.7    569,982       6,000  0.7      4,200   0.5    907,051
                                          NON U.S.    7       24,400  4.3     12,300  2.2                187,018 20.6    158,022  17.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11       42,900  7.5     33,400  5.9                193,018 21.3    162,222  17.9

NYME CRUDE OIL, LIGHT SWEET               U.S.               112,172  6.9    135,982  8.4  1,626,494      72,873  5.8     63,957   5.1  1,252,280
                                          NON U.S.            35,923  2.2     63,992  3.9                 37,538  3.0     23,944   1.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15      148,095  9.1    199,974 12.3                110,411  8.8     87,901   7.0

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                47,314 11.1     65,670 15.4    425,247      65,962 19.3     40,775  12.0    341,179
                                          NON U.S.            26,437  6.2     79,818 18.8                 60,465 17.7     24,774   7.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       73,751 17.3    145,488 34.2                126,427 37.0     65,549  19.3

NYME DATED BRENT CALENDAR SWAP            U.S.                   810 26.7      1,430 47.2      3,030       1,875 50.8          0   0.0      3,690
                                          NON U.S.               475 15.7        660 21.8                    430 11.7        105   2.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,285 42.4      2,090 69.0                  2,305 62.5        105   2.8

NYME BRENT AVG PRICE OPTIONS              U.S.                16,557 11.0     14,334  9.5    150,142      13,238 10.5     12,752  10.2    125,487
                                          NON U.S.             9,438  6.3     17,982 12.0                 16,215 12.9     16,590  13.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       25,995 17.3     32,316 21.5                 29,453 23.4     29,342  23.4

ICUS SUGAR NO. 11                         U.S.                13,177  6.4      4,452  2.2    206,410      11,114  5.1      6,979   3.2    216,810
                                          NON U.S.             4,135  2.0        545  0.3                  1,285  0.6        395   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6       17,312  8.4      4,997  2.5                 12,399  5.7      7,374   3.4

CMX SILVER                                U.S.                 6,283  5.7      3,064  2.8    110,753       5,044  5.3      3,936   4.2     94,764
                                          NON U.S.             2,914  2.6     19,516 17.6                  9,901 10.4      8,015   8.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        9,197  8.3     22,580 20.4                 14,945 15.7     11,951  12.7

CMX GOLD                                  U.S.                49,583  4.3     47,590  4.2  1,143,552      22,078  4.6     31,030   6.5    477,760
                                          NON U.S.            44,709  3.9     64,026  5.6                 24,866  5.2     27,305   5.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     16       94,292  8.2    111,616  9.8                 46,944  9.8     58,335  12.2

CME EURO FX                               U.S.                 5,883  6.0        714  0.7     98,471      13,686  9.5        959   0.7    144,713
                                          NON U.S.             2,103  2.1      1,534  1.6                  6,142  4.2      1,140   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        7,986  8.1      2,248  2.3                 19,828 13.7      2,099   1.5

NYME RBOB AVG PRICE OPTIONS               U.S.                 2,365 31.2        375  4.9      7,579       1,050 15.1      1,497  21.6      6,943
                                          NON U.S.                 0  0.0         65  0.9                    796 11.5         59   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,365 31.2        440  5.8                  1,846 26.6      1,556  22.4

CME 3-MONTH EURODOLLARS                   U.S.        9      195,700  3.5    175,610  3.1  5,584,358     324,701  2.8    176,905   1.5 11,461,712
                                          NON U.S.   22      274,246  4.9    228,011  4.1                661,265  5.8    494,235   4.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     31      469,946  8.4    403,621  7.2                985,966  8.6    671,140   5.8

CME E-MINI S&P 500 STOCK INDEX            U.S.                 1,000  0.1      1,000  0.1  1,155,764           0  0.0      1,000   0.1  1,740,530
                                          NON U.S.             9,214  0.8     14,440  1.2                 12,792  0.7     16,863   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       10,214  0.9     15,440  1.3                 12,792  0.7     17,863   1.1