BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 05/07/2013


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

CBT WHEAT                                 U.S.                 7,193  3.4      8,416  4.0    211,924       9,163  5.2     11,139   6.3    177,031
                                          NON U.S.               550  0.3        130  0.1                  1,023  0.6        130   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        7,743  3.7      8,546  4.1                 10,186  5.8     11,269   6.4

CBT CORN                                  U.S.                28,780  3.5     27,586  3.4    812,426      19,260  2.1     20,380   2.2    934,840
                                          NON U.S.             2,290  0.3        350  0.0                  2,515  0.3        350   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       31,070  3.8     27,936  3.4                 21,775  2.4     20,730   2.2

CBT SOYBEANS                              U.S.                   891  0.3      1,469  0.5    326,051       1,278  0.3      1,769   0.5    371,703
                                          NON U.S.               320  0.1        500  0.2                    720  0.2        375   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        1,211  0.4      1,969  0.7                  1,998  0.5      2,144   0.6

CBT U.S. TREASURY BONDS                   U.S.                 2,500  1.0      3,800  1.5    247,023         700  0.2      2,750   0.9    294,816
                                          NON U.S.             4,815  1.9      3,780  1.5                  3,004  1.0     11,455   3.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        7,315  2.9      7,580  3.0                  3,704  1.2     14,205   4.8

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,375,331 12.7  1,664,047 15.4 10,838,950     792,008 13.1    483,112   8.0  6,052,278
                                          NON U.S.            89,064  0.8    148,364  1.4                111,818  1.8     57,004   0.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8    1,464,395 13.5  1,812,411 16.8                903,826 14.9    540,116   8.9

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               244,882  6.6    302,146  8.2  3,687,297     133,693  6.0    101,104   4.6  2,221,925
                                          NON U.S.            37,740  1.0     63,109  1.7                 50,708  2.3     15,354   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      282,622  7.6    365,255  9.9                184,401  8.3    116,458   5.3

ICUS COTTON NO. 2                         U.S.                 2,880  2.4      1,241  1.0    119,060       2,980  3.4        100   0.1     87,528
                                          NON U.S.               560  0.5        215  0.2                     60  0.1        115   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        3,440  2.9      1,456  1.2                  3,040  3.5        215   0.2

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        9       23,800  3.2     38,275  5.1    749,877      35,872  2.7     50,520   3.8  1,312,780
                                          NON U.S.   18       13,977  1.9     70,063  9.3                135,305 10.3     79,599   6.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     27       37,777  5.1    108,338 14.4                171,177 13.0    130,119   9.9

CBT 5-YEAR U.S. TREASURY NOTES            U.S.                 2,400  0.8      1,900  0.6    306,958       9,400  1.2      8,200   1.0    792,344
                                          NON U.S.             3,000  1.0    152,000 49.5                272,000 34.3      3,013   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        5,400  1.8    153,900 50.1                281,400 35.5     11,213   1.4

NYME CRUDE OIL, LIGHT SWEET               U.S.               124,035  6.9    144,401  8.0  1,801,895      85,113  5.9     71,757   5.0  1,440,471
                                          NON U.S.            39,047  2.2     66,114  3.7                 42,200  2.9     26,970   1.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     17      163,082  9.1    210,515 11.7                127,313  8.8     98,727   6.9

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                53,323 11.5     69,030 14.9    464,359      71,199 18.8     43,086  11.4    378,896
                                          NON U.S.            32,680  7.0     84,674 18.2                 65,697 17.3     32,586   8.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15       86,003 18.5    153,704 33.1                136,896 36.1     75,672  20.0

NYME DATED BRENT CALENDAR SWAP            U.S.                   860 23.3      1,680 45.5      3,690       2,010 47.2          0   0.0      4,260
                                          NON U.S.               500 13.6        660 17.9                    455 10.7        120   2.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,360 36.9      2,340 63.4                  2,465 57.9        120   2.8

NYME BRENT CRUDE OIL LAST DAY             U.S.                 3,400  9.9      5,650 16.4     34,482       7,800 12.3     12,350  19.4     63,640
                                          NON U.S.               450  1.3        300  0.9                    200  0.3        100   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        3,850 11.2      5,950 17.3                  8,000 12.6     12,450  19.6

NYME BRENT AVG PRICE OPTIONS              U.S.                17,589 11.4     14,107  9.1    154,531      16,102 11.0     14,253   9.7    146,192
                                          NON U.S.             9,062  5.9     18,852 12.2                 13,000  8.9     15,200  10.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       26,651 17.3     32,959 21.3                 29,102 19.9     29,453  20.1

NYME PLATINUM                             U.S.                 1,000  3.5      1,014  3.5     28,647         400  8.1          0   0.0      4,932
                                          NON U.S.                50  0.2        650  2.3                     50  1.0        175   3.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,050  3.7      1,664  5.8                    450  9.1        175   3.5

CMX SILVER                                U.S.                 5,671  5.0      6,154  5.4    113,512       6,941  7.6      3,123   3.4     90,825
                                          NON U.S.             5,226  4.6     16,799 14.8                  7,983  8.8     11,361  12.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       10,897  9.6     22,953 20.2                 14,924 16.4     14,484  15.9

CMX GOLD                                  U.S.                90,900  8.2     87,440  7.9  1,105,602      35,734  6.8     44,363   8.4    527,971
                                          NON U.S.            41,824  3.8     54,862  5.0                 20,353  3.9     25,251   4.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14      132,724 12.0    142,302 12.9                 56,087 10.7     69,614  13.2

CME EURO FX                               U.S.                 3,868  5.3        540  0.7     73,078       5,161  4.1      2,346   1.9    126,413
                                          NON U.S.             1,266  1.7      1,081  1.5                  3,592  2.8      1,596   1.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        5,134  7.0      1,621  2.2                  8,753  6.9      3,942   3.2

NYME RBOB AVG PRICE OPTIONS               U.S.                 1,915 27.8          0  0.0      6,881         450  3.9      1,599  13.7     11,652
                                          NON U.S.               120  1.7        235  3.4                  1,146  9.8      1,149   9.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,035 29.5        235  3.4                  1,596 13.7      2,748  23.6

CME 3-MONTH EURODOLLARS                   U.S.        7      149,000  3.4    159,204  3.6  4,392,579     263,776  2.9    167,800   1.9  8,981,086
                                          NON U.S.   26      268,558  6.1    284,633  6.5                729,983  8.1    859,777   9.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     33      417,558  9.5    443,837 10.1                993,759 11.0  1,027,577  11.5

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0  1,144,990           0  0.0          0   0.0  1,605,145
                                          NON U.S.            14,355  1.3      5,669  0.5                 13,687  0.9      5,622   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       14,355  1.3      5,669  0.5                 13,687  0.9      5,622   0.4