BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


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

05/07/13 CBT WHEAT                              U.S.                  21,499  5.2        228  0.1     412,883
                                                NON U.S.               9,273  2.2      7,045  1.7
                                                           ----    --------- ----  --------- ----
                                                             12       30,772  7.5      7,273  1.8

05/07/13 KCBT WHEAT                             U.S.                   7,416  5.5          0  0.0     135,725
                                                NON U.S.               2,363  1.7      4,363  3.2
                                                           ----    --------- ----  --------- ----
                                                              6        9,779  7.2      4,363  3.2

05/07/13 CBT CORN                               U.S.                  45,075  3.9      7,004  0.6   1,143,527
                                                NON U.S.              15,210  1.3      4,767  0.4
                                                           ----    --------- ----  --------- ----
                                                             10       60,285  5.3     11,771  1.0

05/07/13 CBT SOYBEANS                           U.S.                   7,472  1.4        894  0.2     536,506
                                                NON U.S.               6,106  1.1      9,303  1.7
                                                           ----    --------- ----  --------- ----
                                                             11       13,578  2.5     10,197  1.9

05/07/13 CBT U.S. TREASURY BONDS                U.S.                   1,901  0.3      4,406  0.6     684,138
                                                NON U.S.               1,169  0.2     12,506  1.8
                                                           ----    --------- ----  --------- ----
                                                              9        3,070  0.4     16,912  2.5

05/07/13 NYME MINI EUR 3.5%FOIL RTD CAL SWAP    U.S.                   1,468 15.8        429  4.6       9,318
                                                NON U.S.                 237  2.5        393  4.2
                                                           ----    --------- ----  --------- ----
                                                              5        1,705 18.3        822  8.8

05/07/13 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.                  22,986  7.4        635  0.2     309,632
                                                NON U.S.               2,538  0.8         36  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       25,524  8.2        671  0.2

05/07/13 IFED NATURAL GAS ICE HENRY HUB         U.S.                  53,881  0.8    609,511  9.6   6,351,631
                                                NON U.S.              30,973  0.5    639,464 10.1
                                                           ----    --------- ----  --------- ----
                                                             10       84,854  1.3  1,248,975 19.7

05/07/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 163,340 17.3     44,759  4.7     946,087
                                                NON U.S.              41,007  4.3     10,262  1.1
                                                           ----    --------- ----  --------- ----
                                                              8      204,347 21.6     55,021  5.8

05/07/13 IFED SOCAL BORDER FIN BASIS            U.S.                   5,028  1.9      3,957  1.5     265,707
                                                NON U.S.               1,313  0.5        336  0.1
                                                           ----    --------- ----  --------- ----
                                                              5        6,341  2.4      4,293  1.6

05/07/13 IFED NWP ROCKIES FIN BASIS             U.S.                       0  0.0     10,622  4.9     217,515
                                                NON U.S.               2,281  1.0     20,639  9.5
                                                           ----    --------- ----  --------- ----
                                                              6        2,281  1.0     31,261 14.4

05/07/13 IFED AECO FIN BASIS                    U.S.                   1,880  0.2        249  0.0     790,044
                                                NON U.S.              38,453  4.9    338,234 42.8
                                                           ----    --------- ----  --------- ----
                                                              8       40,333  5.1    338,483 42.8

05/07/13 IFED HSC FIN BASIS                     U.S.                       0  0.0     14,767  6.6     224,794
                                                NON U.S.                   0  0.0     14,528  6.5
                                                           ----    --------- ----  --------- ----
                                                              5            0  0.0     29,295 13.0

05/07/13 IFED PANHANDLE EASTERN PIPE LINE CO. - POOL GAS (BASIS SWAP)
                                                U.S.                       0  0.0     28,385 10.5     270,189
                                                NON U.S.                 550  0.2      9,895  3.7
                                                           ----    --------- ----  --------- ----
                                                              5          550  0.2     38,280 14.2

05/07/13 NYME NATURAL GAS                       U.S.                  28,134  1.8     16,694  1.1   1,537,414
                                                NON U.S.              15,952  1.0      5,401  0.4
                                                           ----    --------- ----  --------- ----
                                                             12       44,086  2.9     22,095  1.4

05/07/13 NYME HENRY HUB LAST DAY FIN            U.S.                  12,111  3.4     26,028  7.4     352,269
                                                NON U.S.                 422  0.1      6,091  1.7
                                                           ----    --------- ----  --------- ----
                                                              6       12,533  3.6     32,119  9.1

05/07/13 CBT SOYBEAN MEAL                       U.S.                   7,476  2.9        270  0.1     256,273
                                                NON U.S.              11,056  4.3         18  0.0
                                                           ----    --------- ----  --------- ----
                                                              8       18,532  7.2        288  0.1

05/07/13 ICUS COTTON NO. 2                      U.S.                  11,979  6.9         38  0.0     173,006
                                                NON U.S.               5,127  3.0      3,177  1.8
                                                           ----    --------- ----  --------- ----
                                                             11       17,106  9.9      3,215  1.9

05/07/13 NYME HENRY HUB SWAP                    U.S.                  76,190  2.7    267,965  9.4   2,840,868
                                                NON U.S.              17,159  0.6    241,605  8.5
                                                           ----    --------- ----  --------- ----
                                                              9       93,349  3.3    509,570 17.9

05/07/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  65,198  6.1     32,169  3.0   1,065,037
                                                NON U.S.              64,902  6.1      4,794  0.5
                                                           ----    --------- ----  --------- ----
                                                              9      130,100 12.2     36,963  3.5

05/07/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          7        9,810  1.0     23,140  2.4     947,214
                                                NON U.S.      7        3,184  0.3     25,611  2.7
                                                           ----    --------- ----  --------- ----
                                                             14       12,994  1.4     48,751  5.1

05/07/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          9       31,768  1.4     25,277  1.1   2,271,506
                                                NON U.S.     21       36,582  1.6     30,799  1.4
                                                           ----    --------- ----  --------- ----
                                                             30       68,350  3.0     56,076  2.5

05/07/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          6       89,987  4.8      9,159  0.5   1,877,284
                                                NON U.S.     12       91,081  4.9     39,893  2.1
                                                           ----    --------- ----  --------- ----
                                                             18      181,068  9.6     49,052  2.6

05/07/13 CBT 30-DAY FEDERAL FUNDS               U.S.          7       25,954  8.0     31,037  9.5     325,584
                                                NON U.S.      8       16,391  5.0     26,471  8.1
                                                           ----    --------- ----  --------- ----
                                                             15       42,345 13.0     57,508 17.7

05/07/13 CME LEAN HOGS                          U.S.                   7,421  3.1          1  0.0     235,977
                                                NON U.S.               4,497  1.9        549  0.2
                                                           ----    --------- ----  --------- ----
                                                              6       11,918  5.1        550  0.2

05/07/13 CME LIVE CATTLE                        U.S.                   9,631  3.0        147  0.0     325,354
                                                NON U.S.               5,221  1.6        203  0.1
                                                           ----    --------- ----  --------- ----
                                                              6       14,852  4.6        350  0.1

05/07/13 CME FEEDER CATTLE                      U.S.                     601  1.8        279  0.8      34,331
                                                NON U.S.                 375  1.1        130  0.4
                                                           ----    --------- ----  --------- ----
                                                              5          976  2.8        409  1.2

05/07/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  48,812  2.8    133,961  7.6   1,770,442
                                                NON U.S.              19,836  1.1    191,933 10.8
                                                           ----    --------- ----  --------- ----
                                                             17       68,648  3.9    325,894 18.4

05/07/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                   9,944  6.0     33,864 20.4     165,915
                                                NON U.S.              14,933  9.0     29,060 17.5
                                                           ----    --------- ----  --------- ----
                                                             13       24,877 15.0     62,924 37.9

05/07/13 NYME DATED BRENT CALENDAR SWAP         U.S.                   1,608 44.0         36  1.0       3,655
                                                NON U.S.                 312  8.5        324  8.9
                                                           ----    --------- ----  --------- ----
                                                              5        1,920 52.5        360  9.8

05/07/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   1,710  2.6      2,482  3.8      65,759
                                                NON U.S.               1,307  2.0      5,227  7.9
                                                           ----    --------- ----  --------- ----
                                                              7        3,017  4.6      7,709 11.7

05/07/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     480  5.6      1,075 12.6       8,526
                                                NON U.S.               1,201 14.1        885 10.4
                                                           ----    --------- ----  --------- ----
                                                              5        1,681 19.7      1,960 23.0

05/07/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   1,769  3.8      5,075 10.8      47,168
                                                NON U.S.               6,855 14.5      3,201  6.8
                                                           ----    --------- ----  --------- ----
                                                             12        8,624 18.3      8,276 17.5

05/07/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   2,389  4.3      2,070  3.7      55,994
                                                NON U.S.                 150  0.3        316  0.6
                                                           ----    --------- ----  --------- ----
                                                              6        2,539  4.5      2,386  4.3

05/07/13 ICUS COCOA                             U.S.                   2,558  1.1        813  0.4     224,357
                                                NON U.S.               2,912  1.3     12,513  5.6
                                                           ----    --------- ----  --------- ----
                                                              8        5,470  2.4     13,326  5.9

05/07/13 NYME PALLADIUM                         U.S.                     182  0.5      9,943 27.7      35,922
                                                NON U.S.               1,166  3.2      3,724 10.4
                                                           ----    --------- ----  --------- ----
                                                             18        1,348  3.8     13,667 38.0

05/07/13 NYME PLATINUM                          U.S.          4          272  0.4     16,636 26.1      63,701
                                                NON U.S.     15        3,001  4.7      5,107  8.0
                                                           ----    --------- ----  --------- ----
                                                             19        3,273  5.1     21,743 34.1

05/07/13 ICUS SUGAR NO. 11                      U.S.                  38,827  4.8      3,077  0.4     805,148
                                                NON U.S.              17,513  2.2      5,950  0.7
                                                           ----    --------- ----  --------- ----
                                                              9       56,340  7.0      9,027  1.1

05/07/13 ICUS COFFEE C                          U.S.                   7,868  4.9          2  0.0     159,403
                                                NON U.S.               3,074  1.9      1,929  1.2
                                                           ----    --------- ----  --------- ----
                                                             13       10,942  6.9      1,931  1.2

05/07/13 CMX SILVER                             U.S.                   5,148  3.6     27,021 18.7     144,156
                                                NON U.S.              13,233  9.2     24,851 17.2
                                                           ----    --------- ----  --------- ----
                                                             17       18,381 12.8     51,872 36.0

05/07/13 CMX COPPER-GRADE #1                    U.S.                  16,570 10.4      1,274  0.8     158,787
                                                NON U.S.               3,087  1.9      1,219  0.8
                                                           ----    --------- ----  --------- ----
                                                             17       19,657 12.4      2,493  1.6

05/07/13 CMX GOLD                               U.S.                  59,829 13.7     76,610 17.5     437,931
                                                NON U.S.              32,483  7.4     54,957 12.5
                                                           ----    --------- ----  --------- ----
                                                             23       92,312 21.1    131,567 30.0

05/07/13 CME RUSSIAN RUBLE                      U.S.                   6,226 10.8      4,245  7.4      57,493
                                                NON U.S.              24,440 42.5     26,193 45.6
                                                           ----    --------- ----  --------- ----
                                                             10       30,666 53.3     30,438 52.9

05/07/13 CME CANADIAN DOLLAR                    U.S.                   1,732  1.2      4,337  2.9     149,014
                                                NON U.S.               2,565  1.7      1,218  0.8
                                                           ----    --------- ----  --------- ----
                                                              6        4,297  2.9      5,555  3.7

05/07/13 CME SWISS FRANC                        U.S.                   2,627  5.3      3,591  7.3      49,245
                                                NON U.S.                 550  1.1      7,280 14.8
                                                           ----    --------- ----  --------- ----
                                                              6        3,177  6.5     10,871 22.1

05/07/13 CME MEXICAN PESO                       U.S.                       0  0.0        518  0.3     167,659
                                                NON U.S.               2,155  1.3     43,085 25.7
                                                           ----    --------- ----  --------- ----
                                                              5        2,155  1.3     43,603 26.0

05/07/13 CME BRITISH POUND STERLING             U.S.                  27,187 14.3      5,077  2.7     190,781
                                                NON U.S.               8,730  4.6      1,582  0.8
                                                           ----    --------- ----  --------- ----
                                                              8       35,917 18.8      6,659  3.5

05/07/13 CME JAPANESE YEN                       U.S.          6       13,584  6.5     11,878  5.7     209,370
                                                NON U.S.      7       26,512 12.7      3,195  1.5
                                                           ----    --------- ----  --------- ----
                                                             13       40,096 19.2     15,073  7.2

05/07/13 CME EURO FX                            U.S.          5       22,926 10.7      4,790  2.2     214,597
                                                NON U.S.     14        8,971  4.2      2,635  1.2
                                                           ----    --------- ----  --------- ----
                                                             19       31,897 14.9      7,425  3.5

05/07/13 CME BRAZILIAN REAL                     U.S.                  15,500 39.3      2,317  5.9      39,392
                                                NON U.S.                   0  0.0     28,871 73.3
                                                           ----    --------- ----  --------- ----
                                                              7       15,500 39.3     31,188 79.2

05/07/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   7,682  2.7        583  0.2     281,991
                                                NON U.S.               3,117  1.1      1,272  0.5
                                                           ----    --------- ----  --------- ----
                                                              8       10,799  3.8      1,855  0.7

05/07/13 NYME RBOB CALENDAR SWAP                U.S.                     105  0.8        563  4.4      12,725
                                                NON U.S.               1,603 12.6        420  3.3
                                                           ----    --------- ----  --------- ----
                                                              7        1,708 13.4        983  7.7

05/07/13 CME NEW ZEALAND DOLLAR                 U.S.                     331  0.7      1,946  4.2      46,005
                                                NON U.S.                   0  0.0        183  0.4
                                                           ----    --------- ----  --------- ----
                                                              5          331  0.7      2,129  4.6

05/07/13 E VIX FUTURES                          U.S.                     750  0.2      9,775  2.4     405,092
                                                NON U.S.               2,478  0.6      2,151  0.5
                                                           ----    --------- ----  --------- ----
                                                              5        3,228  0.8     11,926  2.9

05/07/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   7,156  5.9        380  0.3     120,360
                                                NON U.S.               1,379  1.1      1,156  1.0
                                                           ----    --------- ----  --------- ----
                                                              7        8,535  7.1      1,536  1.3

05/07/13 CME 3-MONTH EURODOLLARS                U.S.          8      671,164  7.0    729,650  7.6   9,586,564
                                                NON U.S.     33      340,729  3.6    961,307 10.0
                                                           ----    --------- ----  --------- ----
                                                             41    1,011,893 10.6  1,690,957 17.6

05/07/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          5       39,386  1.2     19,701  0.6   3,189,841
                                                NON U.S.     22       27,044  0.8     40,546  1.3
                                                           ----    --------- ----  --------- ----
                                                             27       66,430  2.1     60,247  1.9

05/07/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.                   1,037  0.3      4,315  1.1     409,077
                                                NON U.S.               3,080  0.8      1,309  0.3
                                                           ----    --------- ----  --------- ----
                                                             13        4,117  1.0      5,624  1.4

05/07/13 CME AUSTRALIAN DOLLAR                  U.S.          5       18,742 11.9      2,115  1.3     157,170
                                                NON U.S.      4          914  0.6        202  0.1
                                                           ----    --------- ----  --------- ----
                                                              9       19,656 12.5      2,317  1.5

05/07/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.          4        3,522  0.9      3,421  0.9     371,698
                                                NON U.S.      4        5,532  1.5          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              8        9,054  2.4      3,421  0.9

05/07/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                     241  0.3      1,042  1.1      94,333
                                                NON U.S.               2,216  2.3      7,040  7.5
                                                           ----    --------- ----  --------- ----
                                                              9        2,457  2.6      8,082  8.6

05/07/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     230  0.1          0  0.0     201,042
                                                NON U.S.               6,495  3.2      5,423  2.7
                                                           ----    --------- ----  --------- ----
                                                             12        6,725  3.3      5,423  2.7

05/07/13 CME E-MINI S&P 400 STOCK INDEX         U.S.                     578  0.5        696  0.6     112,142
                                                NON U.S.                   0  0.0      1,352  1.2
                                                           ----    --------- ----  --------- ----
                                                              5          578  0.5      2,048  1.8

05/07/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   2,117  5.2        421  1.0      40,856
                                                NON U.S.               3,657  9.0        805  2.0
                                                           ----    --------- ----  --------- ----
                                                              8        5,774 14.1      1,226  3.0

05/07/13 NYME EUROBOB OXY NWE CRK SPR           U.S.                   1,430  4.9      1,834  6.3      29,299
                                                NON U.S.                 199  0.7        487  1.7
                                                           ----    --------- ----  --------- ----
                                                              5        1,629  5.6      2,321  7.9