BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


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

10/01/13 CBT WHEAT                              U.S.                  17,305  4.9        740  0.2     356,627
                                                NON U.S.               8,669  2.4      7,052  2.0
                                                           ----    --------- ----  --------- ----
                                                             12       25,974  7.3      7,792  2.2

10/01/13 KCBT WHEAT                             U.S.                   6,450  4.3          0  0.0     151,471
                                                NON U.S.               2,328  1.5        270  0.2
                                                           ----    --------- ----  --------- ----
                                                              5        8,778  5.8        270  0.2

10/01/13 CBT CORN                               U.S.                  49,841  4.2          0  0.0   1,182,752
                                                NON U.S.              15,156  1.3      2,173  0.2
                                                           ----    --------- ----  --------- ----
                                                             12       64,997  5.5      2,173  0.2

10/01/13 CBT SOYBEANS                           U.S.                  15,156  2.5      5,225  0.8     616,871
                                                NON U.S.               9,136  1.5      8,429  1.4
                                                           ----    --------- ----  --------- ----
                                                             10       24,292  3.9     13,654  2.2

10/01/13 CBT SOYBEAN OIL                        U.S.                  11,529  3.8          0  0.0     305,528
                                                NON U.S.               4,426  1.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       15,955  5.2          0  0.0

10/01/13 CBT U.S. TREASURY BONDS                U.S.                   2,539  0.4      6,507  1.0     630,995
                                                NON U.S.                 339  0.1      2,195  0.3
                                                           ----    --------- ----  --------- ----
                                                              7        2,878  0.5      8,702  1.4

10/01/13 NYME MINI EUR 3.5%FOIL RTD CAL SWAP    U.S.                   1,496 14.8        261  2.6      10,101
                                                NON U.S.                 780  7.7        480  4.8
                                                           ----    --------- ----  --------- ----
                                                              5        2,276 22.5        741  7.3

10/01/13 NYME GULF COAST ULSD SWAP              U.S.                     229  1.9      1,096  9.0      12,164
                                                NON U.S.                  44  0.4        375  3.1
                                                           ----    --------- ----  --------- ----
                                                              5          273  2.2      1,471 12.1

10/01/13 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.                   4,023  4.8        810  1.0      84,551
                                                NON U.S.                 925  1.1         30  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        4,948  5.9        840  1.0

10/01/13 IFED NATURAL GAS ICE HENRY HUB         U.S.          4      119,117  2.2    559,450 10.1   5,512,546
                                                NON U.S.      7       23,422  0.4    462,133  8.4
                                                           ----    --------- ----  --------- ----
                                                             11      142,539  2.6  1,021,583 18.5

10/01/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 173,670 25.2     33,370  4.8     690,230
                                                NON U.S.              35,392  5.1      5,734  0.8
                                                           ----    --------- ----  --------- ----
                                                              9      209,062 30.3     39,104  5.7

10/01/13 IFED NWP ROCKIES FIN BASIS             U.S.                     270  0.1      7,475  3.3     227,202
                                                NON U.S.               3,185  1.4     20,647  9.1
                                                           ----    --------- ----  --------- ----
                                                              6        3,455  1.5     28,122 12.4

10/01/13 IFED AECO FIN BASIS                    U.S.                   2,643  0.3      1,309  0.2     824,312
                                                NON U.S.              36,768  4.5    366,413 44.5
                                                           ----    --------- ----  --------- ----
                                                              8       39,411  4.8    367,722 44.6

10/01/13 IFED HSC FIN BASIS                     U.S.                      31  0.0     23,679  8.8     269,392
                                                NON U.S.               1,401  0.5     18,075  6.7
                                                           ----    --------- ----  --------- ----
                                                              6        1,432  0.5     41,754 15.5

10/01/13 IFED DOMINION - SOUTH POINT (BASIS)    U.S.                       0  0.0     38,586 10.9     355,025
                                                NON U.S.              20,268  5.7      4,441  1.3
                                                           ----    --------- ----  --------- ----
                                                              5       20,268  5.7     43,027 12.1

10/01/13 IFED PANHANDLE EASTERN- POOL GAS (BASIS)
                                                U.S.                     124  0.0     26,823  8.6     310,124
                                                NON U.S.               1,293  0.4     21,982  7.1
                                                           ----    --------- ----  --------- ----
                                                              6        1,417  0.5     48,805 15.7

10/01/13 NYME NATURAL GAS                       U.S.                  31,927  2.5     14,158  1.1   1,275,792
                                                NON U.S.              15,072  1.2      2,546  0.2
                                                           ----    --------- ----  --------- ----
                                                             11       46,999  3.7     16,704  1.3

10/01/13 NYME HENRY HUB LAST DAY FIN            U.S.                  16,375  4.3     38,116 10.0     382,386
                                                NON U.S.               1,639  0.4      7,643  2.0
                                                           ----    --------- ----  --------- ----
                                                              6       18,014  4.7     45,759 12.0

10/01/13 CBT SOYBEAN MEAL                       U.S.                   5,812  2.2      3,696  1.4     259,320
                                                NON U.S.              12,132  4.7      5,422  2.1
                                                           ----    --------- ----  --------- ----
                                                              8       17,944  6.9      9,118  3.5

10/01/13 ICUS COTTON NO. 2                      U.S.                   7,046  3.5      1,700  0.8     203,616
                                                NON U.S.               5,229  2.6      2,227  1.1
                                                           ----    --------- ----  --------- ----
                                                             11       12,275  6.0      3,927  1.9

10/01/13 NYME HENRY HUB SWAP                    U.S.                  88,335  3.5    286,284 11.2   2,548,580
                                                NON U.S.              19,547  0.8    204,753  8.0
                                                           ----    --------- ----  --------- ----
                                                             10      107,882  4.2    491,037 19.3

10/01/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  50,279  6.0     28,446  3.4     833,987
                                                NON U.S.              50,498  6.1      4,622  0.6
                                                           ----    --------- ----  --------- ----
                                                             10      100,777 12.1     33,068  4.0

10/01/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          5       21,241  2.3      8,452  0.9     916,057
                                                NON U.S.     13        4,835  0.5     31,217  3.4
                                                           ----    --------- ----  --------- ----
                                                             18       26,076  2.8     39,669  4.3

10/01/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          7       25,122  1.3     45,969  2.4   1,951,203
                                                NON U.S.     20       41,059  2.1     15,663  0.8
                                                           ----    --------- ----  --------- ----
                                                             27       66,181  3.4     61,632  3.2

10/01/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          7       16,731  1.0     22,300  1.3   1,681,909
                                                NON U.S.     11      100,730  6.0     44,093  2.6
                                                           ----    --------- ----  --------- ----
                                                             18      117,461  7.0     66,393  3.9

10/01/13 CBT 30-DAY FEDERAL FUNDS               U.S.          4       11,822  4.2     25,350  9.0     281,321
                                                NON U.S.      6       10,362  3.7     20,017  7.1
                                                           ----    --------- ----  --------- ----
                                                             10       22,184  7.9     45,367 16.1

10/01/13 CME LEAN HOGS                          U.S.                   7,565  2.4      1,317  0.4     317,068
                                                NON U.S.               5,138  1.6          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       12,703  4.0      1,317  0.4

10/01/13 CME LIVE CATTLE                        U.S.                   9,194  3.0        211  0.1     303,689
                                                NON U.S.               5,401  1.8        178  0.1
                                                           ----    --------- ----  --------- ----
                                                              6       14,595  4.8        389  0.1

10/01/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  50,579  2.7    163,074  8.8   1,856,649
                                                NON U.S.              18,563  1.0    246,471 13.3
                                                           ----    --------- ----  --------- ----
                                                             17       69,142  3.7    409,545 22.1

10/01/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                  11,965  7.7     29,084 18.6     156,324
                                                NON U.S.              11,268  7.2     22,567 14.4
                                                           ----    --------- ----  --------- ----
                                                             11       23,233 14.9     51,651 33.0

10/01/13 NYME DATED BRENT CALENDAR SWAP         U.S.                     805 24.1        238  7.1       3,338
                                                NON U.S.                 769 23.0        557 16.7
                                                           ----    --------- ----  --------- ----
                                                              5        1,574 47.2        795 23.8

10/01/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   1,445  2.0      2,790  3.9      70,811
                                                NON U.S.                 360  0.5      5,172  7.3
                                                           ----    --------- ----  --------- ----
                                                              6        1,805  2.5      7,962 11.2

10/01/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     660  5.6        795  6.7      11,809
                                                NON U.S.               2,418 20.5        759  6.4
                                                           ----    --------- ----  --------- ----
                                                              5        3,078 26.1      1,554 13.2

10/01/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   4,354  9.6      3,308  7.3      45,461
                                                NON U.S.               5,262 11.6      4,322  9.5
                                                           ----    --------- ----  --------- ----
                                                             12        9,616 21.2      7,630 16.8

10/01/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   2,152  3.4      1,946  3.0      63,979
                                                NON U.S.                 200  0.3        384  0.6
                                                           ----    --------- ----  --------- ----
                                                              5        2,352  3.7      2,330  3.6

10/01/13 ICUS COCOA                             U.S.                   4,074  1.9        331  0.2     213,078
                                                NON U.S.               2,889  1.4      5,533  2.6
                                                           ----    --------- ----  --------- ----
                                                              8        6,963  3.3      5,864  2.8

10/01/13 NYME PALLADIUM                         U.S.                       0  0.0     11,271 31.6      35,689
                                                NON U.S.               1,150  3.2      5,449 15.3
                                                           ----    --------- ----  --------- ----
                                                             15        1,150  3.2     16,720 46.8

10/01/13 NYME PLATINUM                          U.S.          4          703  1.2     14,772 24.7      59,708
                                                NON U.S.     14        2,244  3.8      5,170  8.7
                                                           ----    --------- ----  --------- ----
                                                             18        2,947  4.9     19,942 33.4

10/01/13 ICUS SUGAR NO. 11                      U.S.                  37,341  4.7        650  0.1     787,891
                                                NON U.S.              22,054  2.8      7,367  0.9
                                                           ----    --------- ----  --------- ----
                                                             11       59,395  7.5      8,017  1.0

10/01/13 ICUS COFFEE C                          U.S.                   7,145  4.5          0  0.0     157,422
                                                NON U.S.               2,931  1.9      1,742  1.1
                                                           ----    --------- ----  --------- ----
                                                             14       10,076  6.4      1,742  1.1

10/01/13 CMX SILVER                             U.S.                   2,989  2.6     21,895 19.0     115,238
                                                NON U.S.               7,715  6.7     25,152 21.8
                                                           ----    --------- ----  --------- ----
                                                             15       10,704  9.3     47,047 40.8

10/01/13 CMX COPPER-GRADE #1                    U.S.                  15,016 10.1        825  0.6     148,001
                                                NON U.S.               3,660  2.5        348  0.2
                                                           ----    --------- ----  --------- ----
                                                             13       18,676 12.6      1,173  0.8

10/01/13 CMX GOLD                               U.S.          4       80,375 21.5     22,368  6.0     374,151
                                                NON U.S.     20       24,296  6.5     57,665 15.4
                                                           ----    --------- ----  --------- ----
                                                             24      104,671 28.0     80,033 21.4

10/01/13 CME RUSSIAN RUBLE                      U.S.                   7,168 16.8      2,335  5.5      42,608
                                                NON U.S.              14,427 33.9     17,419 40.9
                                                           ----    --------- ----  --------- ----
                                                              7       21,595 50.7     19,754 46.4

10/01/13 CME CANADIAN DOLLAR                    U.S.          4        3,367  2.7      9,348  7.6     122,732
                                                NON U.S.      4          244  0.2      1,633  1.3
                                                           ----    --------- ----  --------- ----
                                                              8        3,611  2.9     10,981  8.9

10/01/13 CME SWISS FRANC                        U.S.                       0  0.0      3,516  7.8      45,298
                                                NON U.S.               1,301  2.9      5,828 12.9
                                                           ----    --------- ----  --------- ----
                                                              6        1,301  2.9      9,344 20.6

10/01/13 CME MEXICAN PESO                       U.S.                       0  0.0        389  0.3     119,788
                                                NON U.S.              35,691 29.8          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5       35,691 29.8        389  0.3

10/01/13 CME BRITISH POUND STERLING             U.S.          4          501  0.3     11,842  6.9     172,422
                                                NON U.S.      5        1,671  1.0      2,807  1.6
                                                           ----    --------- ----  --------- ----
                                                              9        2,172  1.3     14,649  8.5

10/01/13 CME JAPANESE YEN                       U.S.                  12,540  7.4         44  0.0     170,525
                                                NON U.S.               2,904  1.7      2,206  1.3
                                                           ----    --------- ----  --------- ----
                                                             10       15,444  9.1      2,250  1.3

10/01/13 CME EURO FX                            U.S.          5        1,622  0.6     18,035  7.1     255,067
                                                NON U.S.     18       10,543  4.1      3,478  1.4
                                                           ----    --------- ----  --------- ----
                                                             23       12,165  4.8     21,513  8.4

10/01/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   9,853  4.2        142  0.1     234,955
                                                NON U.S.               3,182  1.4        301  0.1
                                                           ----    --------- ----  --------- ----
                                                              7       13,035  5.5        443  0.2

10/01/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.          4        5,447  4.6          0  0.0     118,555
                                                NON U.S.      4        4,395  3.7      3,692  3.1
                                                           ----    --------- ----  --------- ----
                                                              8        9,842  8.3      3,692  3.1

10/01/13 CME 3-MONTH EURODOLLARS                U.S.         10      926,151 10.4    671,111  7.5   8,928,021
                                                NON U.S.     24      211,639  2.4    919,040 10.3
                                                           ----    --------- ----  --------- ----
                                                             34    1,137,790 12.7  1,590,151 17.8

10/01/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          6       33,990  1.3     12,414  0.5   2,623,895
                                                NON U.S.     21       34,175  1.3     50,641  1.9
                                                           ----    --------- ----  --------- ----
                                                             27       68,165  2.6     63,055  2.4

10/01/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          4        1,463  0.4      3,343  0.8     401,871
                                                NON U.S.      9        2,791  0.7      7,854  2.0
                                                           ----    --------- ----  --------- ----
                                                             13        4,254  1.1     11,197  2.8

10/01/13 CME AUSTRALIAN DOLLAR                  U.S.                  20,202 17.8      2,164  1.9     113,676
                                                NON U.S.                 439  0.4        472  0.4
                                                           ----    --------- ----  --------- ----
                                                              7       20,641 18.2      2,636  2.3

10/01/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.          5        5,485  1.6      5,963  1.7     344,696
                                                NON U.S.      4        4,846  1.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              9       10,331  3.0      5,963  1.7

10/01/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0          0  0.0      69,433
                                                NON U.S.               2,436  3.5        677  1.0
                                                           ----    --------- ----  --------- ----
                                                              8        2,436  3.5        677  1.0

10/01/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     233  0.1        424  0.2     248,975
                                                NON U.S.               7,200  2.9      9,686  3.9
                                                           ----    --------- ----  --------- ----
                                                             15        7,433  3.0     10,110  4.1

10/01/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   2,343  6.7      1,284  3.7      34,846
                                                NON U.S.               3,938 11.3        423  1.2
                                                           ----    --------- ----  --------- ----
                                                              8        6,281 18.0      1,707  4.9

10/01/13 NYME EUROBOB OXY NWE CRK SPR           U.S.                     367  1.6      1,195  5.2      23,071
                                                NON U.S.                  17  0.1        664  2.9
                                                           ----    --------- ----  --------- ----
                                                              5          384  1.7      1,859  8.1