BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


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

06/04/13 CBT WHEAT                              U.S.                  19,400  4.5        540  0.1     428,452
                                                NON U.S.              12,983  3.0      7,051  1.6
                                                           ----    --------- ----  --------- ----
                                                             13       32,383  7.6      7,591  1.8

06/04/13 KCBT WHEAT                             U.S.                   7,325  5.2          0  0.0     140,702
                                                NON U.S.               2,295  1.6      2,740  1.9
                                                           ----    --------- ----  --------- ----
                                                              6        9,620  6.8      2,740  1.9

06/04/13 CBT CORN                               U.S.                  42,968  3.6      2,444  0.2   1,179,731
                                                NON U.S.              17,763  1.5      2,947  0.2
                                                           ----    --------- ----  --------- ----
                                                             10       60,731  5.1      5,391  0.5

06/04/13 CBT SOYBEANS                           U.S.                   8,291  1.4      6,576  1.1     600,319
                                                NON U.S.               7,134  1.2      6,523  1.1
                                                           ----    --------- ----  --------- ----
                                                             11       15,425  2.6     13,099  2.2

06/04/13 CBT U.S. TREASURY BONDS                U.S.          4        2,433  0.4      5,355  0.9     579,821
                                                NON U.S.      6          342  0.1     11,521  2.0
                                                           ----    --------- ----  --------- ----
                                                             10        2,775  0.5     16,876  2.9

06/04/13 NYME MINI EUR 3.5%FOIL RTD CAL SWAP    U.S.                   1,373 13.5        351  3.5      10,166
                                                NON U.S.                 230  2.3        330  3.2
                                                           ----    --------- ----  --------- ----
                                                              6        1,603 15.8        681  6.7

06/04/13 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.                  22,715  7.9        848  0.3     288,600
                                                NON U.S.               2,592  0.9         18  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       25,307  8.8        866  0.3

06/04/13 IFED NATURAL GAS ICE HENRY HUB         U.S.          4       50,691  0.8    592,484  9.7   6,128,679
                                                NON U.S.      8       27,903  0.5    635,146 10.4
                                                           ----    --------- ----  --------- ----
                                                             12       78,594  1.3  1,227,630 20.0

06/04/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 163,103 18.7     42,145  4.8     869,955
                                                NON U.S.              44,238  5.1      8,823  1.0
                                                           ----    --------- ----  --------- ----
                                                              8      207,341 23.8     50,968  5.9

06/04/13 IFED SOCAL BORDER FIN BASIS            U.S.                   4,998  1.8      3,987  1.4     281,458
                                                NON U.S.               1,375  0.5        245  0.1
                                                           ----    --------- ----  --------- ----
                                                              5        6,373  2.3      4,232  1.5

06/04/13 IFED NWP ROCKIES FIN BASIS             U.S.                       0  0.0     10,079  4.6     217,174
                                                NON U.S.               2,979  1.4     21,246  9.8
                                                           ----    --------- ----  --------- ----
                                                              7        2,979  1.4     31,325 14.4

06/04/13 IFED AECO FIN BASIS                    U.S.                   1,850  0.2        561  0.1     845,035
                                                NON U.S.              37,270  4.4    345,273 40.9
                                                           ----    --------- ----  --------- ----
                                                              8       39,120  4.6    345,834 40.9

06/04/13 IFED HSC FIN BASIS                     U.S.                      90  0.0     15,403  6.0     257,469
                                                NON U.S.                   0  0.0     14,740  5.7
                                                           ----    --------- ----  --------- ----
                                                              5           90  0.0     30,143 11.7

06/04/13 IFED PANHANDLE EASTERN- POOL GAS (BASIS)
                                                U.S.                      30  0.0     28,214 10.4     270,087
                                                NON U.S.                 550  0.2     12,122  4.5
                                                           ----    --------- ----  --------- ----
                                                              5          580  0.2     40,336 14.9

06/04/13 NYME NATURAL GAS                       U.S.                  25,586  1.8     12,972  0.9   1,460,034
                                                NON U.S.              13,767  0.9      3,746  0.3
                                                           ----    --------- ----  --------- ----
                                                             12       39,353  2.7     16,718  1.1

06/04/13 NYME HENRY HUB LAST DAY FIN            U.S.                  13,239  3.6     29,646  8.0     370,272
                                                NON U.S.                 468  0.1      7,219  1.9
                                                           ----    --------- ----  --------- ----
                                                              6       13,707  3.7     36,865 10.0

06/04/13 CBT SOYBEAN MEAL                       U.S.                   2,448  0.9      7,435  2.6     287,234
                                                NON U.S.              10,794  3.8      1,185  0.4
                                                           ----    --------- ----  --------- ----
                                                              8       13,242  4.6      8,620  3.0

06/04/13 ICUS COTTON NO. 2                      U.S.                   6,799  3.8         36  0.0     180,736
                                                NON U.S.               5,146  2.8      3,186  1.8
                                                           ----    --------- ----  --------- ----
                                                             11       11,945  6.6      3,222  1.8

06/04/13 NYME HENRY HUB SWAP                    U.S.                  75,232  2.7    258,990  9.2   2,812,269
                                                NON U.S.              17,196  0.6    246,153  8.8
                                                           ----    --------- ----  --------- ----
                                                              9       92,428  3.3    505,143 18.0

06/04/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  61,642  6.1     32,673  3.2   1,006,460
                                                NON U.S.              61,188  6.1      5,741  0.6
                                                           ----    --------- ----  --------- ----
                                                             10      122,830 12.2     38,414  3.8

06/04/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          4       14,855  1.7     30,810  3.5     869,462
                                                NON U.S.      8        4,395  0.5     17,270  2.0
                                                           ----    --------- ----  --------- ----
                                                             12       19,250  2.2     48,080  5.5

06/04/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          8       36,358  1.7     49,546  2.3   2,198,731
                                                NON U.S.     23       35,227  1.6     71,881  3.3
                                                           ----    --------- ----  --------- ----
                                                             31       71,585  3.3    121,427  5.5

06/04/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          7      117,767  7.1      9,218  0.6   1,666,325
                                                NON U.S.     14       98,394  5.9     44,477  2.7
                                                           ----    --------- ----  --------- ----
                                                             21      216,161 13.0     53,695  3.2

06/04/13 CBT 30-DAY FEDERAL FUNDS               U.S.          6       18,348  5.9     33,601 10.7     312,601
                                                NON U.S.      9       17,250  5.5     25,360  8.1
                                                           ----    --------- ----  --------- ----
                                                             15       35,598 11.4     58,961 18.9

06/04/13 CME LEAN HOGS                          U.S.                   7,838  3.0          0  0.0     265,685
                                                NON U.S.               4,458  1.7         14  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       12,296  4.6         14  0.0

06/04/13 CME LIVE CATTLE                        U.S.                   9,470  3.2        169  0.1     298,950
                                                NON U.S.               4,903  1.6          3  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       14,373  4.8        172  0.1

06/04/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  47,677  2.7    141,090  8.1   1,740,663
                                                NON U.S.              17,670  1.0    199,343 11.5
                                                           ----    --------- ----  --------- ----
                                                             15       65,347  3.8    340,433 19.6

06/04/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                   9,985  6.3     34,809 22.0     158,242
                                                NON U.S.              14,168  9.0     27,025 17.1
                                                           ----    --------- ----  --------- ----
                                                             13       24,153 15.3     61,834 39.1

06/04/13 NYME DATED BRENT CALENDAR SWAP         U.S.                   1,478 34.0         36  0.8       4,353
                                                NON U.S.                 346  7.9        313  7.2
                                                           ----    --------- ----  --------- ----
                                                              5        1,824 41.9        349  8.0

06/04/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   1,650  2.6      2,471  3.9      63,332
                                                NON U.S.               1,087  1.7      5,107  8.1
                                                           ----    --------- ----  --------- ----
                                                              7        2,737  4.3      7,578 12.0

06/04/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     480  5.2        920  9.9       9,281
                                                NON U.S.               2,061 22.2      1,415 15.2
                                                           ----    --------- ----  --------- ----
                                                              5        2,541 27.4      2,335 25.2

06/04/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   2,006  4.3      4,325  9.4      46,219
                                                NON U.S.               6,537 14.1      3,201  6.9
                                                           ----    --------- ----  --------- ----
                                                             11        8,543 18.5      7,526 16.3

06/04/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   1,922  3.3      1,870  3.3      57,390
                                                NON U.S.                 200  0.3        334  0.6
                                                           ----    --------- ----  --------- ----
                                                              5        2,122  3.7      2,204  3.8

06/04/13 ICUS COCOA                             U.S.                   2,862  1.3      1,474  0.7     217,046
                                                NON U.S.               1,670  0.8     12,544  5.8
                                                           ----    --------- ----  --------- ----
                                                              8        4,532  2.1     14,018  6.5

06/04/13 NYME PALLADIUM                         U.S.                     100  0.3      9,070 24.9      36,364
                                                NON U.S.               1,253  3.4      4,738 13.0
                                                           ----    --------- ----  --------- ----
                                                             17        1,353  3.7     13,808 38.0

06/04/13 NYME PLATINUM                          U.S.          4          278  0.4     12,249 19.8      61,991
                                                NON U.S.     13        2,955  4.8      4,377  7.1
                                                           ----    --------- ----  --------- ----
                                                             17        3,233  5.2     16,626 26.8

06/04/13 ICUS SUGAR NO. 11                      U.S.                  39,275  4.2      2,632  0.3     932,648
                                                NON U.S.              19,969  2.1      7,797  0.8
                                                           ----    --------- ----  --------- ----
                                                             11       59,244  6.4     10,429  1.1

06/04/13 ICUS COFFEE C                          U.S.                   7,491  4.1          2  0.0     180,876
                                                NON U.S.               3,492  1.9      2,199  1.2
                                                           ----    --------- ----  --------- ----
                                                             14       10,983  6.1      2,201  1.2

06/04/13 CMX SILVER                             U.S.                   6,467  4.4     25,391 17.4     145,734
                                                NON U.S.              10,288  7.1     22,451 15.4
                                                           ----    --------- ----  --------- ----
                                                             17       16,755 11.5     47,842 32.8

06/04/13 CMX COPPER-GRADE #1                    U.S.                  17,582 10.4      2,244  1.3     168,538
                                                NON U.S.               3,304  2.0      1,634  1.0
                                                           ----    --------- ----  --------- ----
                                                             16       20,886 12.4      3,878  2.3

06/04/13 CMX GOLD                               U.S.                  56,751 15.2     27,129  7.3     373,061
                                                NON U.S.              24,035  6.4     49,075 13.2
                                                           ----    --------- ----  --------- ----
                                                             24       80,786 21.7     76,204 20.4

06/04/13 CME RUSSIAN RUBLE                      U.S.                   6,489 13.0      4,183  8.4      49,774
                                                NON U.S.              18,543 37.3     19,478 39.1
                                                           ----    --------- ----  --------- ----
                                                             10       25,032 50.3     23,661 47.5

06/04/13 CME CANADIAN DOLLAR                    U.S.                   4,120  2.9      4,991  3.5     141,838
                                                NON U.S.                 273  0.2      1,705  1.2
                                                           ----    --------- ----  --------- ----
                                                              6        4,393  3.1      6,696  4.7

06/04/13 CME SWISS FRANC                        U.S.                   3,837  5.9      1,468  2.3      64,552
                                                NON U.S.                 115  0.2      7,821 12.1
                                                           ----    --------- ----  --------- ----
                                                              6        3,952  6.1      9,289 14.4

06/04/13 CME MEXICAN PESO                       U.S.                       0  0.0        518  0.4     126,313
                                                NON U.S.               4,791  3.8     24,390 19.3
                                                           ----    --------- ----  --------- ----
                                                              6        4,791  3.8     24,908 19.7

06/04/13 CME BRITISH POUND STERLING             U.S.          4       33,233 15.8      6,627  3.1     210,499
                                                NON U.S.      4        8,673  4.1      1,179  0.6
                                                           ----    --------- ----  --------- ----
                                                              8       41,906 19.9      7,806  3.7

06/04/13 CME JAPANESE YEN                       U.S.          6       19,389  8.8     13,055  6.0     219,135
                                                NON U.S.      7       26,647 12.2      5,021  2.3
                                                           ----    --------- ----  --------- ----
                                                             13       46,036 21.0     18,076  8.2

06/04/13 CME EURO FX                            U.S.          5       33,004 13.7      9,834  4.1     240,733
                                                NON U.S.     18        9,767  4.1      3,176  1.3
                                                           ----    --------- ----  --------- ----
                                                             23       42,771 17.8     13,010  5.4

06/04/13 CME BRAZILIAN REAL                     U.S.                  16,620 42.7      1,646  4.2      38,940
                                                NON U.S.                 274  0.7     20,666 53.1
                                                           ----    --------- ----  --------- ----
                                                              8       16,894 43.4     22,312 57.3

06/04/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   7,753  3.0        682  0.3     261,064
                                                NON U.S.               2,634  1.0        654  0.3
                                                           ----    --------- ----  --------- ----
                                                              8       10,387  4.0      1,336  0.5

06/04/13 NYME RBOB CALENDAR SWAP                U.S.                      50  0.4      1,282 11.4      11,284
                                                NON U.S.                 989  8.8        508  4.5
                                                           ----    --------- ----  --------- ----
                                                              7        1,039  9.2      1,790 15.9

06/04/13 CME NEW ZEALAND DOLLAR                 U.S.                     330  1.3      1,678  6.6      25,530
                                                NON U.S.                 109  0.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5          439  1.7      1,678  6.6

06/04/13 E VIX FUTURES                          U.S.                     992  0.3      3,849  1.0     372,793
                                                NON U.S.               2,994  0.8      1,183  0.3
                                                           ----    --------- ----  --------- ----
                                                              6        3,986  1.1      5,032  1.3

06/04/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   6,639  5.7      1,002  0.9     116,141
                                                NON U.S.               1,272  1.1      1,835  1.6
                                                           ----    --------- ----  --------- ----
                                                              7        7,911  6.8      2,837  2.4

06/04/13 CME 3-MONTH EURODOLLARS                U.S.          9      865,652  9.2    691,140  7.3   9,453,810
                                                NON U.S.     27      334,541  3.5    964,551 10.2
                                                           ----    --------- ----  --------- ----
                                                             36    1,200,193 12.7  1,655,691 17.5

06/04/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          6       54,870  1.7     23,697  0.7   3,307,852
                                                NON U.S.     22       27,981  0.8     37,356  1.1
                                                           ----    --------- ----  --------- ----
                                                             28       82,851  2.5     61,053  1.8

06/04/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          4        2,034  0.5      4,195  1.0     430,036
                                                NON U.S.     12        2,885  0.7      1,912  0.4
                                                           ----    --------- ----  --------- ----
                                                             16        4,919  1.1      6,107  1.4

06/04/13 CME AUSTRALIAN DOLLAR                  U.S.                  34,299 16.2      3,335  1.6     212,222
                                                NON U.S.               1,850  0.9          1  0.0
                                                           ----    --------- ----  --------- ----
                                                              8       36,149 17.0      3,336  1.6

06/04/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.          5        3,493  0.9      3,933  1.0     374,767
                                                NON U.S.      4        5,751  1.5          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              9        9,244  2.5      3,933  1.0

06/04/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0      1,427  1.7      86,161
                                                NON U.S.               2,859  3.3      6,508  7.6
                                                           ----    --------- ----  --------- ----
                                                              8        2,859  3.3      7,935  9.2

06/04/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     288  0.1          0  0.0     224,281
                                                NON U.S.               8,365  3.7      4,215  1.9
                                                           ----    --------- ----  --------- ----
                                                             12        8,653  3.9      4,215  1.9

06/04/13 CME E-MINI S&P 400 STOCK INDEX         U.S.                     617  0.6        644  0.6     108,988
                                                NON U.S.                   0  0.0      1,302  1.2
                                                           ----    --------- ----  --------- ----
                                                              5          617  0.6      1,946  1.8

06/04/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   2,027  5.6        360  1.0      36,321
                                                NON U.S.               3,033  8.4        997  2.7
                                                           ----    --------- ----  --------- ----
                                                              8        5,060 13.9      1,357  3.7

06/04/13 NYME EUROBOB OXY NWE CRK SPR           U.S.                   1,389  5.6      1,290  5.2      24,922
                                                NON U.S.                  17  0.1        523  2.1
                                                           ----    --------- ----  --------- ----
                                                              5        1,406  5.6      1,813  7.3