BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 03/05/2013



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

CBT WHEAT                                 U.S.                 4,783  2.7      3,065  1.8    174,200       5,305  3.7      3,908   2.7    145,195
                                          NON U.S.               550  0.3        305  0.2                  1,150  0.8         30   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        5,333  3.0      3,370  2.0                  6,455  4.5      3,938   2.7

CBT CORN                                  U.S.                14,274  2.3      7,441  1.2    616,994       5,973  0.8      7,053   1.0    714,468
                                          NON U.S.             3,380  0.5        950  0.2                  3,305  0.5        507   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       17,654  2.8      8,391  1.4                  9,278  1.3      7,560   1.1

CBT SOYBEANS                              U.S.                 2,458  0.6      2,546  0.7    382,049       4,307  1.2      2,843   0.8    358,325
                                          NON U.S.               659  0.2        905  0.2                  2,400  0.7        525   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        3,117  0.8      3,451  0.9                  6,707  1.9      3,368   0.9

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,506,972 14.7  1,744,108 17.0 10,276,898     839,788 14.2    518,952   8.8  5,894,236
                                          NON U.S.            67,044  0.7     86,904  0.8                 68,498  1.2     29,544   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9    1,574,016 15.4  1,831,012 17.8                908,286 15.4    548,496   9.3

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               253,176  7.6    305,720  9.1  3,348,681     143,328  7.2    108,794   5.4  1,998,288
                                          NON U.S.            33,328  1.0     50,617  1.5                 38,636  1.9     12,395   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      286,504  8.6    356,337 10.6                181,964  9.1    121,189   6.0

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       16,308  1.8     34,159  3.7    915,707      63,855  6.0     55,700   5.2  1,067,108
                                          NON U.S.   20       20,175  2.2     53,144  5.8                104,875  9.8     97,545   9.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     27       36,483  4.0     87,303  9.5                168,730 15.8    153,245  14.3

CBT 5-YEAR U.S. TREASURY NOTES            U.S.                 5,500  2.4      6,150  2.6    233,088       7,000  0.8     23,050   2.6    890,766
                                          NON U.S.                 0  0.0     75,000 32.2                222,100 24.9    203,500  22.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        5,500  2.4     81,150 34.8                229,100 25.7    226,550  25.4

NYME CRUDE OIL, LIGHT SWEET               U.S.               119,573  7.1    139,062  8.3  1,676,515      90,613  7.1     61,630   4.8  1,273,203
                                          NON U.S.            37,430  2.2     61,690  3.7                 43,606  3.4     28,474   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     18      157,003  9.3    200,752 12.0                134,219 10.5     90,104   7.0

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                56,153 11.3     72,875 14.6    497,463      77,056 18.3     45,542  10.8    420,704
                                          NON U.S.            36,218  7.3     93,820 18.9                 74,939 17.8     36,188   8.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15       92,371 18.6    166,695 33.5                151,995 36.1     81,730  19.4

NYME DATED BRENT CALENDAR SWAP            U.S.                   910 21.1      2,030 47.0      4,320       1,545 43.0        180   5.0      3,595
                                          NON U.S.               550 12.7        660 15.3                    480 13.4        135   3.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,460 33.8      2,690 62.3                  2,025 56.4        315   8.8

NYME BRENT CRUDE OIL LAST DAY             U.S.                 1,400  6.8      7,070 34.2     20,655       4,300 17.6      5,350  21.9     24,390
                                          NON U.S.               450  2.2        300  1.5                    200  0.8        100   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        1,850  9.0      7,370 35.7                  4,500 18.4      5,450  22.3

NYME BRENT AVG PRICE OPTIONS              U.S.                17,903 13.7     15,016 11.5    130,271      17,536 14.2     11,791   9.6    123,203
                                          NON U.S.            10,796  8.3     21,996 16.9                 14,485 11.8     16,940  13.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       28,699 22.0     37,012 28.4                 32,021 26.0     28,731  23.3

ICUS SUGAR NO. 11                         U.S.                 2,680  1.4      4,590  2.4    195,107       2,450  1.3      4,685   2.6    182,738
                                          NON U.S.             1,802  0.9        605  0.3                  1,492  0.8        605   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        4,482  2.3      5,195  2.7                  3,942  2.1      5,290   2.9

CMX SILVER                                U.S.                 4,433  4.8      4,728  5.1     92,436       7,303  8.1      2,808   3.1     90,586
                                          NON U.S.             2,112  2.3     15,298 16.5                  6,728  7.4      8,805   9.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        6,545  7.1     20,026 21.6                 14,031 15.5     11,613  12.8

CMX GOLD                                  U.S.                68,781  7.6     65,118  7.2    907,424      23,957  5.6     29,196   6.8    431,584
                                          NON U.S.            32,109  3.5     41,119  4.5                 16,520  3.8     23,728   5.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15      100,890 11.1    106,237 11.7                 40,477  9.4     52,924  12.3

CME EURO FX                               U.S.                 5,151  3.7        780  0.6    140,322      10,610  6.5        230   0.1    162,815
                                          NON U.S.             4,437  3.2      1,997  1.4                  6,199  3.8      1,988   1.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10        9,588  6.9      2,777  2.0                 16,809 10.3      2,218   1.3

CME 3-MONTH EURODOLLARS                   U.S.        8      178,726  3.6    225,678  4.6  4,900,294     207,976  2.6    189,880   2.4  8,033,278
                                          NON U.S.   21      375,857  7.7    350,000  7.1                842,369 10.5  1,278,052  15.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     29      554,583 11.3    575,678 11.7              1,050,345 13.1  1,467,932  18.3

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0  1,042,896         270  0.0         10   0.0  1,676,826
                                          NON U.S.            17,669  1.7      5,367  0.5                  6,929  0.4      6,119   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       17,669  1.7      5,367  0.5                  7,199  0.4      6,129   0.4