BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)


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

09/03/13 CBT WHEAT                              U.S.                  16,162  4.5        506  0.1     358,179
                                                NON U.S.               9,940  2.8      7,250  2.0
                                                           ----    --------- ----  --------- ----
                                                             12       26,102  7.3      7,756  2.2

09/03/13 KCBT WHEAT                             U.S.                   6,132  4.5          0  0.0     136,918
                                                NON U.S.               2,477  1.8        681  0.5
                                                           ----    --------- ----  --------- ----
                                                              6        8,609  6.3        681  0.5

09/03/13 CBT CORN                               U.S.                  42,218  3.9      1,920  0.2   1,071,732
                                                NON U.S.              20,038  1.9      4,148  0.4
                                                           ----    --------- ----  --------- ----
                                                             14       62,256  5.8      6,068  0.6

09/03/13 CBT SOYBEANS                           U.S.                  16,171  2.7      5,931  1.0     591,014
                                                NON U.S.               8,009  1.4      7,827  1.3
                                                           ----    --------- ----  --------- ----
                                                             11       24,180  4.1     13,758  2.3

09/03/13 CBT SOYBEAN OIL                        U.S.                  10,737  3.8        384  0.1     284,240
                                                NON U.S.               3,603  1.3        994  0.3
                                                           ----    --------- ----  --------- ----
                                                              6       14,340  5.0      1,378  0.5

09/03/13 CBT U.S. TREASURY BONDS                U.S.                   3,107  0.5      8,363  1.3     631,454
                                                NON U.S.                 419  0.1      4,074  0.6
                                                           ----    --------- ----  --------- ----
                                                              7        3,526  0.6     12,437  2.0

09/03/13 NYME EUR 3.5% FUEL OIL RTD CAL SWAP    U.S.                     275  2.3        201  1.7      12,143
                                                NON U.S.                 610  5.0        143  1.2
                                                           ----    --------- ----  --------- ----
                                                              5          885  7.3        344  2.8

09/03/13 NYME MINI EUR 3.5%FOIL RTD CAL SWAP    U.S.                   1,290 12.9        273  2.7      10,004
                                                NON U.S.                 588  5.9        342  3.4
                                                           ----    --------- ----  --------- ----
                                                              5        1,878 18.8        615  6.1

09/03/13 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.                   3,902  5.0        900  1.2      77,611
                                                NON U.S.                 808  1.0          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        4,710  6.1        900  1.2

09/03/13 IFED NATURAL GAS ICE HENRY HUB         U.S.                 108,011  1.9    545,858  9.6   5,660,768
                                                NON U.S.              28,045  0.5    503,326  8.9
                                                           ----    --------- ----  --------- ----
                                                             10      136,056  2.4  1,049,184 18.5

09/03/13 IFED NATURAL GAS PENULTIMATE ICE       U.S.                 178,519 23.0     33,405  4.3     774,685
                                                NON U.S.              36,225  4.7      4,912  0.6
                                                           ----    --------- ----  --------- ----
                                                              9      214,744 27.7     38,317  4.9

09/03/13 IFED NWP ROCKIES FIN BASIS             U.S.                     270  0.1      8,373  3.7     225,843
                                                NON U.S.               3,258  1.4     20,924  9.3
                                                           ----    --------- ----  --------- ----
                                                              6        3,528  1.6     29,297 13.0

09/03/13 IFED AECO FIN BASIS                    U.S.                   2,524  0.3      1,601  0.2     815,043
                                                NON U.S.              38,594  4.7    345,411 42.4
                                                           ----    --------- ----  --------- ----
                                                              8       41,118  5.0    347,012 42.6

09/03/13 IFED HSC FIN BASIS                     U.S.                       0  0.0     22,442  9.0     248,176
                                                NON U.S.               1,401  0.6     16,077  6.5
                                                           ----    --------- ----  --------- ----
                                                              6        1,401  0.6     38,519 15.5

09/03/13 IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)
                                                U.S.                      31  0.0          0  0.0      73,282
                                                NON U.S.               4,386  6.0      1,150  1.6
                                                           ----    --------- ----  --------- ----
                                                              5        4,417  6.0      1,150  1.6

09/03/13 IFED PANHANDLE EASTERN- POOL GAS (BASIS)
                                                U.S.                      93  0.0     28,253  9.1     312,185
                                                NON U.S.               1,383  0.4     22,742  7.3
                                                           ----    --------- ----  --------- ----
                                                              6        1,476  0.5     50,995 16.3

09/03/13 NYME NATURAL GAS                       U.S.                  32,299  2.4     15,312  1.2   1,328,801
                                                NON U.S.              18,058  1.4      4,409  0.3
                                                           ----    --------- ----  --------- ----
                                                             11       50,357  3.8     19,721  1.5

09/03/13 NYME HENRY HUB LAST DAY FIN            U.S.                  13,023  3.5     30,189  8.1     374,361
                                                NON U.S.               1,577  0.4      9,184  2.5
                                                           ----    --------- ----  --------- ----
                                                              7       14,600  3.9     39,373 10.5

09/03/13 CBT SOYBEAN MEAL                       U.S.                   5,828  2.2      2,473  0.9     267,260
                                                NON U.S.              11,663  4.4      5,420  2.0
                                                           ----    --------- ----  --------- ----
                                                              8       17,491  6.5      7,893  3.0

09/03/13 ICUS COTTON NO. 2                      U.S.                   6,094  3.5          0  0.0     173,847
                                                NON U.S.               5,381  3.1      2,231  1.3
                                                           ----    --------- ----  --------- ----
                                                             10       11,475  6.6      2,231  1.3

09/03/13 NYME HENRY HUB SWAP                    U.S.                  83,764  3.2    291,580 11.1   2,624,348
                                                NON U.S.              17,423  0.7    217,345  8.3
                                                           ----    --------- ----  --------- ----
                                                             10      101,187  3.9    508,925 19.4

09/03/13 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  57,660  6.4     27,535  3.1     897,670
                                                NON U.S.              53,061  5.9      5,001  0.6
                                                           ----    --------- ----  --------- ----
                                                             10      110,721 12.3     32,536  3.6

09/03/13 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          5       20,018  2.4     13,721  1.7     817,707
                                                NON U.S.     12        7,895  1.0     24,905  3.0
                                                           ----    --------- ----  --------- ----
                                                             17       27,913  3.4     38,626  4.7

09/03/13 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          6       21,333  1.0     44,682  2.1   2,151,279
                                                NON U.S.     22       38,565  1.8     35,504  1.7
                                                           ----    --------- ----  --------- ----
                                                             28       59,898  2.8     80,186  3.7

09/03/13 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          6       41,584  2.6     23,028  1.5   1,581,220
                                                NON U.S.     10      106,602  6.7     45,138  2.9
                                                           ----    --------- ----  --------- ----
                                                             16      148,186  9.4     68,166  4.3

09/03/13 CBT 30-DAY FEDERAL FUNDS               U.S.          5       16,419  6.0     23,836  8.8     271,512
                                                NON U.S.      8       14,697  5.4     26,871  9.9
                                                           ----    --------- ----  --------- ----
                                                             13       31,116 11.5     50,707 18.7

09/03/13 CME LEAN HOGS                          U.S.                   6,069  2.0          0  0.0     308,419
                                                NON U.S.               5,277  1.7          1  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       11,346  3.7          1  0.0

09/03/13 CME LIVE CATTLE                        U.S.                   8,995  3.1        227  0.1     294,522
                                                NON U.S.               6,232  2.1      1,028  0.3
                                                           ----    --------- ----  --------- ----
                                                              6       15,227  5.2      1,255  0.4

09/03/13 NYME CRUDE OIL, LIGHT SWEET            U.S.                  43,124  2.3    168,808  9.1   1,856,725
                                                NON U.S.              15,389  0.8    255,981 13.8
                                                           ----    --------- ----  --------- ----
                                                             18       58,513  3.2    424,789 22.9

09/03/13 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                  12,059  7.7     31,886 20.3     157,272
                                                NON U.S.              12,025  7.6     23,163 14.7
                                                           ----    --------- ----  --------- ----
                                                             11       24,084 15.3     55,049 35.0

09/03/13 NYME DATED BRENT CALENDAR SWAP         U.S.                   1,003 40.6         36  1.5       2,471
                                                NON U.S.                 428 17.3        232  9.4
                                                           ----    --------- ----  --------- ----
                                                              5        1,431 57.9        268 10.8

09/03/13 NYME WTI-BRENT CALENDAR SWAP           U.S.                   1,500  2.0      2,980  4.0      75,231
                                                NON U.S.                 420  0.6      5,272  7.0
                                                           ----    --------- ----  --------- ----
                                                              6        1,920  2.6      8,252 11.0

09/03/13 NYME DATED TO FRONTLINE BRENT SWAP     U.S.                     480  4.0        690  5.7      12,107
                                                NON U.S.               2,418 20.0        920  7.6
                                                           ----    --------- ----  --------- ----
                                                              5        2,898 23.9      1,610 13.3

09/03/13 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   4,060  9.2      3,756  8.5      44,034
                                                NON U.S.               5,537 12.6      3,909  8.9
                                                           ----    --------- ----  --------- ----
                                                             11        9,597 21.8      7,665 17.4

09/03/13 NYME BRENT CRUDE OIL LAST DAY          U.S.                   2,190  3.2      1,997  3.0      67,415
                                                NON U.S.                 200  0.3        284  0.4
                                                           ----    --------- ----  --------- ----
                                                              5        2,390  3.5      2,281  3.4

09/03/13 ICUS COCOA                             U.S.                   2,726  1.5        386  0.2     186,400
                                                NON U.S.               2,197  1.2      6,589  3.5
                                                           ----    --------- ----  --------- ----
                                                              8        4,923  2.6      6,975  3.7

09/03/13 NYME PALLADIUM                         U.S.                      70  0.2     12,037 34.1      35,316
                                                NON U.S.                 965  2.7      5,393 15.3
                                                           ----    --------- ----  --------- ----
                                                             13        1,035  2.9     17,430 49.4

09/03/13 NYME PLATINUM                          U.S.          4          614  0.9     14,792 22.2      66,585
                                                NON U.S.     13        2,014  3.0      6,754 10.1
                                                           ----    --------- ----  --------- ----
                                                             17        2,628  3.9     21,546 32.4

09/03/13 ICUS SUGAR NO. 11                      U.S.                  42,077  4.5        836  0.1     934,375
                                                NON U.S.              21,554  2.3      6,369  0.7
                                                           ----    --------- ----  --------- ----
                                                             10       63,631  6.8      7,205  0.8

09/03/13 ICUS COFFEE C                          U.S.                   7,086  4.7          2  0.0     151,073
                                                NON U.S.               2,990  2.0      1,765  1.2
                                                           ----    --------- ----  --------- ----
                                                             13       10,076  6.7      1,767  1.2

09/03/13 CMX SILVER                             U.S.                   1,644  1.4     25,319 21.9     115,644
                                                NON U.S.               8,431  7.3     27,418 23.7
                                                           ----    --------- ----  --------- ----
                                                             15       10,075  8.7     52,737 45.6

09/03/13 CMX COPPER-GRADE #1                    U.S.                  15,094 10.1      1,454  1.0     149,072
                                                NON U.S.               3,634  2.4        759  0.5
                                                           ----    --------- ----  --------- ----
                                                             14       18,728 12.6      2,213  1.5

09/03/13 CMX GOLD                               U.S.          4       69,510 17.9     24,604  6.3     388,584
                                                NON U.S.     19       23,626  6.1     60,350 15.5
                                                           ----    --------- ----  --------- ----
                                                             23       93,136 24.0     84,954 21.9

09/03/13 CME RUSSIAN RUBLE                      U.S.                   7,403 17.0      4,547 10.5      43,506
                                                NON U.S.              15,902 36.6     20,108 46.2
                                                           ----    --------- ----  --------- ----
                                                              9       23,305 53.6     24,655 56.7

09/03/13 CME CANADIAN DOLLAR                    U.S.                   7,688  5.4      8,855  6.2     143,241
                                                NON U.S.               1,785  1.2          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              7        9,473  6.6      8,855  6.2

09/03/13 CME SWISS FRANC                        U.S.                   3,002  7.5        660  1.6      40,091
                                                NON U.S.               1,049  2.6      5,364 13.4
                                                           ----    --------- ----  --------- ----
                                                              5        4,051 10.1      6,024 15.0

09/03/13 CME MEXICAN PESO                       U.S.                       0  0.0      3,167  2.9     107,974
                                                NON U.S.              31,479 29.2      4,812  4.5
                                                           ----    --------- ----  --------- ----
                                                              6       31,479 29.2      7,979  7.4

09/03/13 CME BRITISH POUND STERLING             U.S.          6       12,284  7.8      7,379  4.7     156,870
                                                NON U.S.      5          432  0.3      2,274  1.4
                                                           ----    --------- ----  --------- ----
                                                             11       12,716  8.1      9,653  6.2

09/03/13 CME JAPANESE YEN                       U.S.          4        7,478  4.2        217  0.1     178,360
                                                NON U.S.      6        5,428  3.0      2,420  1.4
                                                           ----    --------- ----  --------- ----
                                                             10       12,906  7.2      2,637  1.5

09/03/13 CME EURO FX                            U.S.          4        9,371  3.8      4,117  1.7     244,563
                                                NON U.S.     16        9,925  4.1      3,335  1.4
                                                           ----    --------- ----  --------- ----
                                                             20       19,296  7.9      7,452  3.0

09/03/13 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   8,091  2.9        511  0.2     279,219
                                                NON U.S.               3,191  1.1        942  0.3
                                                           ----    --------- ----  --------- ----
                                                              7       11,282  4.0      1,453  0.5

09/03/13 E VIX FUTURES                          U.S.                   4,032  1.1      2,409  0.7     355,427
                                                NON U.S.               2,387  0.7          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              6        6,419  1.8      2,409  0.7

09/03/13 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   4,811  4.9          0  0.0      98,038
                                                NON U.S.               4,852  4.9      2,609  2.7
                                                           ----    --------- ----  --------- ----
                                                              7        9,663  9.9      2,609  2.7

09/03/13 CME 3-MONTH EURODOLLARS                U.S.         11    1,091,328 11.6    679,444  7.2   9,433,491
                                                NON U.S.     26      302,102  3.2    862,133  9.1
                                                           ----    --------- ----  --------- ----
                                                             37    1,393,430 14.8  1,541,577 16.3

09/03/13 CME E-MINI S&P 500 STOCK INDEX         U.S.          7       31,989  1.1     38,143  1.3   2,986,537
                                                NON U.S.     22       29,459  1.0     65,618  2.2
                                                           ----    --------- ----  --------- ----
                                                             29       61,448  2.1    103,761  3.5

09/03/13 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          4        2,742  0.8      2,469  0.7     350,631
                                                NON U.S.     11        1,649  0.5      4,684  1.3
                                                           ----    --------- ----  --------- ----
                                                             15        4,391  1.3      7,153  2.0

09/03/13 CME AUSTRALIAN DOLLAR                  U.S.                  19,858 10.5      6,130  3.2     189,334
                                                NON U.S.                   0  0.0        430  0.2
                                                           ----    --------- ----  --------- ----
                                                              5       19,858 10.5      6,560  3.5

09/03/13 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.                   3,794  1.1      5,703  1.7     341,453
                                                NON U.S.               5,568  1.6          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              8        9,362  2.7      5,703  1.7

09/03/13 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0          0  0.0      59,419
                                                NON U.S.               2,467  4.2      3,109  5.2
                                                           ----    --------- ----  --------- ----
                                                              7        2,467  4.2      3,109  5.2

09/03/13 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                     196  0.1      2,252  0.9     248,619
                                                NON U.S.               7,143  2.9      6,467  2.6
                                                           ----    --------- ----  --------- ----
                                                             15        7,339  3.0      8,719  3.5

09/03/13 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   2,592  8.0      1,339  4.1      32,309
                                                NON U.S.               2,656  8.2        920  2.8
                                                           ----    --------- ----  --------- ----
                                                              8        5,248 16.2      2,259  7.0

09/03/13 NYME EUROBOB OXY NWE CRK SPR           U.S.                     504  2.3        897  4.1      22,060
                                                NON U.S.                  34  0.2        713  3.2
                                                           ----    --------- ----  --------- ----
                                                              5          538  2.4      1,610  7.3