BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 06/04/2013


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

CBT WHEAT                                 U.S.                 6,959  3.4      8,538  4.2    204,888      12,787  7.2     10,154   5.7    178,109
                                          NON U.S.               600  0.3      3,210  1.6                  2,950  1.7        115   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        7,559  3.7     11,748  5.8                 15,737  8.9     10,269   5.8

CBT CORN                                  U.S.                25,906  2.9     23,343  2.6    887,265      22,833  2.2     20,534   2.0  1,026,496
                                          NON U.S.             2,810  0.3        825  0.1                  2,940  0.3        445   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       28,716  3.2     24,168  2.7                 25,773  2.5     20,979   2.0

CBT SOYBEANS                              U.S.                 1,751  0.4      1,079  0.3    406,215       1,888  0.4      1,338   0.3    506,282
                                          NON U.S.             1,050  0.3        760  0.2                  2,620  0.5      1,060   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        2,801  0.7      1,839  0.5                  4,508  0.9      2,398   0.5

CBT U.S. TREASURY BONDS                   U.S.                 3,400  0.9      8,025  2.2    371,302       2,000  0.8      5,125   2.0    258,860
                                          NON U.S.             2,750  0.7      3,500  0.9                    750  0.3      3,000   1.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        6,150  1.6     11,525  3.1                  2,750  1.1      8,125   3.2

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,366,131 12.7  1,629,007 15.2 10,746,749     781,428 13.5    469,212   8.1  5,768,534
                                          NON U.S.            87,564  0.8    147,324  1.4                109,258  1.9     55,604   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8    1,453,695 13.5  1,776,331 16.6                890,686 15.4    524,816   9.1

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               244,092  6.9    302,169  8.5  3,560,522     130,952  6.0     98,237   4.5  2,181,807
                                          NON U.S.            38,355  1.1     60,957  1.7                 47,682  2.2     15,349   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      282,447  8.0    363,126 10.2                178,634  8.2    113,586   5.2

ICUS COTTON NO. 2                         U.S.                 3,146  2.2      2,027  1.4    145,730       2,649  2.5        856   0.8    106,267
                                          NON U.S.               560  0.4        215  0.1                     60  0.1        115   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        3,706  2.6      2,242  1.5                  2,709  2.6        971   0.9

CBT 2-YEAR U.S. TREASURY NOTES            U.S.                   100  0.1      1,700  1.3    129,744           0  0.0          0   0.0    104,067
                                          NON U.S.             2,500  1.9      5,000  3.9                  2,000  1.9      2,000   1.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,600  2.0      6,700  5.2                  2,000  1.9      2,000   1.9

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        8       62,275  6.8     43,485  4.8    911,643      41,423  3.0     30,310   2.2  1,399,472
                                          NON U.S.   19       24,803  2.7     42,600  4.7                121,375  8.7     90,415   6.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     27       87,078  9.5     86,085  9.5                162,798 11.7    120,725   8.7

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        5       10,050  3.0      7,000  2.1    335,056       7,050  1.0      2,000   0.3    690,784
                                          NON U.S.    7       10,100  3.0    104,100 31.1                173,172 25.1    156,011  22.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       20,150  6.0    111,100 33.2                180,222 26.1    158,011  22.9

NYME CRUDE OIL, LIGHT SWEET               U.S.               112,048  6.9    133,867  8.2  1,629,318      77,641  6.1     67,718   5.3  1,266,957
                                          NON U.S.            32,885  2.0     61,247  3.8                 35,439  2.8     22,174   1.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14      144,933  8.9    195,114 12.0                113,080  8.9     89,892   7.1

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                50,306 11.4     64,755 14.6    442,409      67,513 18.8     41,113  11.5    358,875
                                          NON U.S.            30,438  6.9     80,761 18.3                 61,701 17.2     29,155   8.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15       80,744 18.3    145,516 32.9                129,214 36.0     70,268  19.6

NYME DATED BRENT CALENDAR SWAP            U.S.                   835 24.9      1,580 47.0      3,360       2,010 50.6          0   0.0      3,975
                                          NON U.S.               500 14.9        660 19.6                    455 11.4        120   3.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,335 39.8      2,240 66.6                  2,465 62.0        120   3.0

NYME BRENT AVG PRICE OPTIONS              U.S.                16,653 11.2     14,404  9.7    148,933      14,790 11.3     14,046  10.7    131,340
                                          NON U.S.             8,275  5.6     17,772 11.9                 12,920  9.8     14,495  11.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       24,928 16.8     32,176 21.6                 27,710 21.1     28,541  21.7

ICUS SUGAR NO. 11                         U.S.                18,342  7.9      5,007  2.1    233,415      12,849  4.8     12,813   4.8    266,236
                                          NON U.S.             2,172  0.9        655  0.3                  1,322  0.5        505   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       20,514  8.8      5,662  2.4                 14,171  5.3     13,318   5.0

CMX SILVER                                U.S.                 5,807  5.0      4,292  3.7    116,001       5,894  5.9      4,185   4.2     99,750
                                          NON U.S.             4,803  4.1     17,117 14.8                  8,958  9.0      9,085   9.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       10,610  9.1     21,409 18.5                 14,852 14.9     13,270  13.3

CMX GOLD                                  U.S.                45,609  4.7     48,293  5.0    972,579      17,465  4.0     25,359   5.8    437,506
                                          NON U.S.            38,171  3.9     53,708  5.5                 24,447  5.6     24,751   5.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       83,780  8.6    102,001 10.5                 41,912  9.6     50,110  11.5

CME EURO FX                               U.S.                 9,018  7.7      1,246  1.1    116,684      17,803 10.2      2,392   1.4    174,055
                                          NON U.S.             3,789  3.2        987  0.8                  6,222  3.6        926   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       12,807 10.9      2,233  1.9                 24,025 13.8      3,318   1.9

NYME RBOB AVG PRICE OPTIONS               U.S.                 2,065 31.1          0  0.0      6,640         750  6.9      1,548  14.2     10,890
                                          NON U.S.                60  0.9         65  1.0                  1,046  9.6        376   3.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,125 32.0         65  1.0                  1,796 16.5      1,924  17.7

CME 3-MONTH EURODOLLARS                   U.S.        7      207,650  3.8    232,178  4.3  5,415,156     288,427  2.6    174,455   1.6 10,982,754
                                          NON U.S.   22      302,998  5.6    279,785  5.2                750,468  6.8    587,952   5.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     29      510,648  9.4    511,963  9.5              1,038,895  9.4    762,407   7.0

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0  1,328,139           0  0.0          0   0.0  1,925,025
                                          NON U.S.             8,460  0.6      3,446  0.3                 10,455  0.5      4,783   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        8,460  0.6      3,446  0.3                 10,455  0.5      4,783   0.2