BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 10/01/2013


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

CBT CORN                                  U.S.                20,938  2.5     17,742  2.1    838,984      20,393  2.4     20,263   2.4    834,771
                                          NON U.S.             2,220  0.3         50  0.0                  1,915  0.2        840   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       23,158  2.8     17,792  2.1                 22,308  2.6     21,103   2.5

CBT SOYBEANS                              U.S.                 1,317  0.3      2,140  0.6    379,668       1,415  0.3      2,911   0.5    554,027
                                          NON U.S.               686  0.2        100  0.0                  1,015  0.2        625   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        2,003  0.5      2,240  0.6                  2,430  0.5      3,536   0.6

CBT U.S. TREASURY BONDS                   U.S.                 1,500  1.1      2,800  2.1    133,425       7,100  3.1     13,625   5.9    231,349
                                          NON U.S.             1,000  0.7      2,100  1.6                  8,700  3.8      2,400   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        2,500  1.8      4,900  3.7                 15,800  6.9     16,025   6.9

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,185,363 13.3  1,433,439 16.1  8,916,430     694,368 14.0    373,152   7.5  4,958,517
                                          NON U.S.            81,176  0.9    133,336  1.5                 89,364  1.8     49,124   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10    1,266,539 14.2  1,566,775 17.6                783,732 15.8    422,276   8.5

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               224,219  7.1    256,868  8.1  3,151,884     123,546  6.7     81,947   4.4  1,852,678
                                          NON U.S.            34,072  1.1     57,198  1.8                 33,358  1.8     16,245   0.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      258,291  8.2    314,066  9.9                156,904  8.5     98,192   5.3

NYME NAT GAS OPT ON CALENDAR STRIP        U.S.                 3,388 16.1      1,485  7.0     21,087         880 10.8      2,560  31.4      8,164
                                          NON U.S.                 0  0.0        664  3.1                      0  0.0         44   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        3,388 16.1      2,149 10.1                    880 10.8      2,604  31.9

ICUS COTTON NO. 2                         U.S.                 2,701  2.0      1,300  1.0    136,584       1,596  1.3      2,090   1.7    121,220
                                          NON U.S.               715  0.5        395  0.3                    295  0.2        295   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        3,416  2.5      1,695  1.3                  1,891  1.5      2,385   1.9

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       25,115  3.5     35,764  4.9    723,939      36,235  3.4     36,439   3.5  1,051,214
                                          NON U.S.   16       19,576  2.7     39,780  5.5                 96,409  9.2     68,426   6.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     23       44,691  6.2     75,544 10.4                132,644 12.6    104,865  10.0

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        6       22,900  5.8     11,050  2.8    395,541      12,050  1.5     26,250   3.3    797,921
                                          NON U.S.    5          200  0.1    100,100 25.3                313,000 39.2    207,200  26.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11       23,100  5.9    111,150 28.1                325,050 40.7    233,450  29.3

NYME CRUDE OIL, LIGHT SWEET               U.S.               119,979  7.6    145,731  9.2  1,577,494      93,383  7.2     78,251   6.1  1,293,149
                                          NON U.S.            40,725  2.6     73,440  4.7                 51,233  4.0     31,240   2.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     17      160,704 10.2    219,171 13.9                144,616 11.2    109,491   8.5

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                45,003 11.3     66,585 16.8    397,106      60,883 19.0     35,462  11.1    320,837
                                          NON U.S.            19,871  5.0     73,899 18.6                 64,909 20.2     26,893   8.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       64,874 16.3    140,484 35.4                125,792 39.2     62,355  19.5

NYME DATED BRENT CALENDAR SWAP            U.S.                   760 32.1      1,110 46.8      2,370       1,560 50.0         30   1.0      3,120
                                          NON U.S.               400 16.9        660 27.8                    355 11.4         60   1.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,160 49.0      1,770 74.6                  1,915 61.4         90   2.9

NYME BRENT AVG PRICE OPTIONS              U.S.                14,700 10.5     15,185 10.8    140,092      25,031 19.6     15,885  12.4    127,752
                                          NON U.S.             8,967  6.4     16,402 11.7                 16,465 12.9     15,920  12.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       23,667 16.9     31,587 22.5                 41,496 32.5     31,805  24.9

ICUS SUGAR NO. 11                         U.S.                 8,045  3.4      3,295  1.4    237,420       5,661  2.9      3,180   1.6    196,029
                                          NON U.S.             1,885  0.8      1,170  0.5                  1,330  0.7        345   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        9,930  4.2      4,465  1.9                  6,991  3.6      3,525   1.8

CMX SILVER                                U.S.                 7,441  5.6      5,011  3.8    132,246       5,735  5.4      4,741   4.5    105,677
                                          NON U.S.             4,017  3.0     16,156 12.2                 11,227 10.6      9,348   8.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       11,458  8.6     21,167 16.0                 16,962 16.0     14,089  13.3

CMX GOLD                                  U.S.                43,391  4.0     52,268  4.9  1,076,610      20,689  4.2     36,386   7.4    492,681
                                          NON U.S.            33,734  3.1     53,769  5.0                 22,658  4.6     21,203   4.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14       77,125  7.1    106,037  9.9                 43,347  8.8     57,589  11.7

CME EURO FX                               U.S.                 5,749  4.0      1,395  1.0    144,585      10,750  6.4        929   0.6    168,500
                                          NON U.S.             4,317  3.0        770  0.5                  8,307  4.9      1,226   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       10,066  7.0      2,165  1.5                 19,057 11.3      2,155   1.3

CME 3-MONTH EURODOLLARS                   U.S.        9      232,000  2.8    130,150  1.6  8,264,912     418,921  3.0    216,940   1.5 14,009,827
                                          NON U.S.   23      360,764  4.4    908,644 11.0              1,107,785  7.9  1,378,187   9.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     32      592,764  7.2  1,038,794 12.6              1,526,706 10.9  1,595,127  11.3

CME E-MINI S&P 500 STOCK INDEX            U.S.                 1,000  0.1      1,000  0.1  1,037,446           2  0.0      1,000   0.1  1,775,456
                                          NON U.S.             8,170  0.8     13,902  1.3                 10,033  0.6     17,164   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        9,170  0.9     14,902  1.4                 10,035  0.6     18,164   1.1