BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 09/03/2013


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

CBT CORN                                  U.S.                17,917  2.3      7,702  1.0    781,710      10,806  1.4     16,758   2.1    796,902
                                          NON U.S.             2,170  0.3        220  0.0                  2,160  0.3        770   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       20,087  2.6      7,922  1.0                 12,966  1.7     17,528   2.2

CBT SOYBEANS                              U.S.                 1,096  0.3      1,155  0.3    407,094       2,524  0.5      1,800   0.3    535,842
                                          NON U.S.               395  0.1         50  0.0                    895  0.2        425   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        1,491  0.4      1,205  0.3                  3,419  0.7      2,225   0.4

CBT U.S. TREASURY BONDS                   U.S.                     0  0.0      2,500  2.1    120,810      12,050  7.3      1,950   1.2    164,466
                                          NON U.S.                 0  0.0        100  0.1                  7,900  4.8      1,900   1.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5            0  0.0      2,600  2.2                 19,950 12.1      3,850   2.4

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,229,743 12.9  1,520,559 16.0  9,531,592     709,488 13.6    394,352   7.6  5,213,844
                                          NON U.S.            78,176  0.8    136,576  1.4                 91,404  1.8     49,904   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9    1,307,919 13.7  1,657,135 17.4                800,892 15.4    444,256   8.6

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               228,826  7.0    276,629  8.4  3,274,977     131,879  6.9     87,286   4.5  1,919,340
                                          NON U.S.            36,215  1.1     57,993  1.8                 36,969  1.9     16,060   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      265,041  8.1    334,622 10.2                168,848  8.8    103,346   5.3

ICUS COTTON NO. 2                         U.S.                 3,448  2.7        903  0.7    130,105       2,578  2.4      1,251   1.1    109,603
                                          NON U.S.               635  0.5        165  0.1                    135  0.1        165   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        4,083  3.2      1,068  0.8                  2,713  2.5      1,416   1.3

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        6       19,375  2.9     22,385  3.4    660,232      37,579  3.5     28,435   2.6  1,081,770
                                          NON U.S.   15       26,446  4.0     76,225 11.5                 92,517  8.6     88,570   8.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     21       45,821  6.9     98,610 14.9                130,096 12.1    117,005  10.8

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        5       18,850  6.6      6,800  2.4    286,646      11,050  1.6     10,000   1.5    687,089
                                          NON U.S.    4          200  0.1      1,100  0.4                214,600 31.2    203,500  29.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       19,050  6.7      7,900  2.8                225,650 32.8    213,500  31.1

NYME CRUDE OIL, LIGHT SWEET               U.S.               113,953  7.1    144,902  9.0  1,609,030      83,986  6.5     74,732   5.7  1,300,538
                                          NON U.S.            38,409  2.4     70,270  4.4                 47,659  3.7     28,202   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     19      152,362  9.5    215,172 13.4                131,645 10.2    102,934   7.9

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                44,600 11.0     67,610 16.7    404,272      61,468 19.2     37,850  11.8    320,479
                                          NON U.S.            21,939  5.4     78,882 19.5                 62,371 19.5     24,915   7.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       66,539 16.4    146,492 36.2                123,839 38.7     62,765  19.6

NYME DATED BRENT CALENDAR SWAP            U.S.                   785 29.1      1,290 47.8      2,700       1,740 51.1         60   1.8      3,405
                                          NON U.S.               425 15.7        660 24.4                    380 11.2         75   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,210 44.8      1,950 72.2                  2,120 62.3        135   4.0

NYME BRENT AVG PRICE OPTIONS              U.S.                15,094 10.6     15,391 10.8    141,922      24,428 19.0     15,059  11.7    128,470
                                          NON U.S.             8,124  5.7     16,142 11.4                 15,645 12.2     14,950  11.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       23,218 16.3     31,533 22.2                 40,073 31.2     30,009  23.3

ICUS SUGAR NO. 11                         U.S.                12,327  4.3      3,355  1.2    285,760      11,154  4.6      3,429   1.4    242,786
                                          NON U.S.             2,235  0.8        545  0.2                  2,460  1.0      1,470   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6       14,562  5.1      3,900  1.4                 13,614  5.6      4,899   2.0

CMX SILVER                                U.S.                 7,391  5.9      5,425  4.3    125,143       5,574  5.5      4,191   4.1    101,791
                                          NON U.S.             6,129  4.9     15,816 12.6                 10,003  9.8     11,267  11.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       13,520 10.8     21,241 16.9                 15,577 15.3     15,458  15.2

CMX GOLD                                  U.S.                44,266  4.0     52,305  4.7  1,104,783      21,089  4.2     33,678   6.7    501,213
                                          NON U.S.            40,782  3.7     57,834  5.2                 24,993  5.0     22,354   4.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       85,048  7.7    110,139  9.9                 46,082  9.2     56,032  11.2

CME EURO FX                               U.S.                 2,794  2.2      3,511  2.7    128,711      12,889  7.2        724   0.4    179,258
                                          NON U.S.             4,467  3.5        952  0.7                  8,381  4.7        819   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        7,261  5.7      4,463  3.4                 21,270 11.9      1,543   0.9

NYME RBOB AVG PRICE OPTIONS               U.S.                 1,825 28.5        540  8.4      6,409         900 11.8      1,210  15.8      7,644
                                          NON U.S.                 0  0.0          0  0.0                  1,042 13.6         66   0.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,825 28.5        540  8.4                  1,942 25.4      1,276  16.7

CME 3-MONTH EURODOLLARS                   U.S.       10      218,550  2.6    145,860  1.8  8,252,232     365,101  2.4    168,805   1.1 15,126,566
                                          NON U.S.   26      300,233  3.6    664,016  8.0                991,135  6.6  1,196,366   7.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     36      518,783  6.2    809,876  9.8              1,356,236  9.0  1,365,171   9.0

CME E-MINI S&P 500 STOCK INDEX            U.S.                 1,000  0.1      1,000  0.1  1,147,418           2  0.0      1,000   0.1  1,950,739
                                          NON U.S.             9,803  0.9      5,470  0.5                 15,760  0.8     23,222   1.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11       10,803  1.0      6,470  0.6                 15,762  0.8     24,222   1.3