BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 11/06/2012



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

CBT CORN                                  U.S.                15,226  1.5     11,197  1.1  1,019,256      22,187  2.3     15,281   1.6    957,873
                                          NON U.S.             2,537  0.2      1,500  0.1                  2,495  0.3      5,460   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       17,763  1.7     12,697  1.2                 24,682  2.6     20,741   2.2

CBT SOYBEANS                              U.S.                 2,545  0.6      4,509  1.1    426,477       4,893  1.5      3,092   1.0    324,300
                                          NON U.S.               304  0.1      1,335  0.3                  1,245  0.4        570   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,849  0.7      5,844  1.4                  6,138  1.9      3,662   1.2

CBT U.S. TREASURY BONDS                   U.S.                 6,725  3.3     14,667  7.2    204,995      20,958  7.4      5,750   2.0    283,220
                                          NON U.S.             4,500  2.2      9,727  4.7                 12,716  4.5     16,425   5.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       11,225  5.5     24,394 11.9                 33,674 11.9     22,175   7.8

NYME HEATING OIL AVG PRICE OPTIONS        U.S.                 7,935 13.9      4,788  8.4     57,090       2,000  4.8      7,687  18.4     41,674
                                          NON U.S.             1,186  2.1        200  0.4                  1,790  4.3      1,225   2.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        9,121 16.0      4,988  8.8                  3,790  9.1      8,912  21.3

IFED NATURAL GAS PENULTIMATE ICE          U.S.             1,950,852 17.2  2,026,708 17.9 11,324,142     989,568 15.5    745,972  11.7  6,398,816
                                          NON U.S.            71,400  0.6     81,664  0.7                 56,324  0.9     29,588   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8    2,022,252 17.8  2,108,372 18.6              1,045,892 16.4    775,560  12.2

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               289,744  8.3    329,996  9.5  3,478,657     160,106  7.5    135,034   6.3  2,145,758
                                          NON U.S.            33,108  1.0     49,899  1.4                 39,022  1.8     11,445   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      322,852  9.3    379,895 10.9                199,128  9.3    146,479   6.8

NYME NAT GAS OPT ON CALENDAR STRIP        U.S.                 3,428 14.8      2,205  9.5     23,167       1,400 15.7      2,120  23.8      8,904
                                          NON U.S.                 0  0.0        460  2.0                      0  0.0         44   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        3,428 14.8      2,665 11.5                  1,400 15.7      2,164  24.3

ICUS COTTON NO. 2                         U.S.                 4,655  2.6      3,856  2.1    179,372       2,125  1.1      1,074   0.5    195,305
                                          NON U.S.             1,065  0.6        535  0.3                    291  0.1        285   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        5,720  3.2      4,391  2.4                  2,416  1.2      1,359   0.6

CBT 2-YEAR U.S. TREASURY NOTES            U.S.                10,750  4.5     15,100  6.4    236,401       7,300  5.5      1,000   0.8    132,481
                                          NON U.S.             2,000  0.8          0  0.0                      0  0.0        400   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       12,750  5.3     15,100  6.4                  7,300  5.5      1,400   1.1

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        8       15,535  2.4     37,059  5.6    656,070     101,525  7.8     64,150   5.0  1,294,161
                                          NON U.S.   19       20,625  3.1     71,055 10.8                229,468 17.7    112,705   8.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     27       36,160  5.5    108,114 16.4                330,993 25.5    176,855  13.7

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        5        3,200  0.9      8,650  2.4    361,640       8,050  2.5      9,300   2.9    320,395
                                          NON U.S.    6        4,100  1.1     32,357  8.9                 59,904 18.7      4,550   1.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11        7,300  2.0     41,007 11.3                 67,954 21.2     13,850   4.3

NYME CRUDE OIL, LIGHT SWEET               U.S.               144,846  6.8    173,252  8.1  2,132,203      93,971  6.0     73,408   4.7  1,556,325
                                          NON U.S.            35,650  1.7     56,151  2.6                 41,680  2.7     29,770   1.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     17      180,496  8.5    229,403 10.7                135,651  8.7    103,178   6.6

NYME EUR STYLE CRUDE OIL OPTIONS          U.S.                25,024 12.8     29,992 15.3    195,621       9,460 12.3      2,542   3.3     76,783
                                          NON U.S.               900  0.5        720  0.4                    470  0.6        200   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       25,924 13.3     30,712 15.7                  9,930 12.9      2,742   3.6

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                58,501 10.0     81,634 14.0    582,489      89,234 17.5     52,866  10.4    509,108
                                          NON U.S.            44,128  7.6     95,468 16.4                 83,873 16.5     43,760   8.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14      102,629 17.6    177,102 30.4                173,107 34.0     96,626  19.0

NYME BRENT AVG PRICE OPTIONS              U.S.                20,630 11.6     21,519 12.1    177,143      24,870 15.2     14,121   8.6    163,962
                                          NON U.S.            13,272  7.5     31,041 17.5                 21,855 13.3     17,977  11.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       33,902 19.1     52,560 29.6                 46,725 28.5     32,098  19.6

NYME PALLADIUM                            U.S.                   200  2.8        100  1.4      7,267         300 10.6        150   5.3      2,840
                                          NON U.S.               130  1.8      1,000 13.8                    100  3.5        200   7.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5          330  4.6      1,100 15.2                    400 14.1        350  12.3

NYME PLATINUM                             U.S.                 1,250  9.5      1,109  8.4     13,191       1,434 19.6      1,556  21.3      7,308
                                          NON U.S.               540  4.1        890  6.7                    200  2.7        525   7.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,790 13.6      1,999 15.1                  1,634 22.3      2,081  28.5

ICUS SUGAR NO. 11                         U.S.                 3,675  1.4      8,575  3.2    269,211       2,720  1.5      3,435   1.8    187,286
                                          NON U.S.             2,615  1.0      1,414  0.5                  1,040  0.6        374   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        6,290  2.4      9,989  3.7                  3,760  2.1      3,809   2.0

ICUS COFFEE C                             U.S.                   781  0.5      2,065  1.3    154,079       1,278  1.2        437   0.4    107,929
                                          NON U.S.               808  0.5        935  0.6                    128  0.1        338   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,589  1.0      3,000  1.9                  1,406  1.3        775   0.7

CMX SILVER                                U.S.                 5,025  3.8      8,433  6.5    130,669       8,953  7.6      5,226   4.5    117,295
                                          NON U.S.             5,328  4.1     14,476 11.1                  6,275  5.3     14,855  12.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       10,353  7.9     22,909 17.6                 15,228 12.9     20,081  17.2

CMX GOLD                                  U.S.                66,100  7.6     68,350  7.8    872,988      36,331  7.4     52,749  10.7    494,203
                                          NON U.S.            37,412  4.3     42,852  4.9                 22,741  4.6     22,627   4.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14      103,512 11.9    111,202 12.7                 59,072 12.0     75,376  15.3

CME EURO FX                               U.S.                 6,384  5.9        500  0.5    107,891       1,600  1.0      2,365   1.5    152,636
                                          NON U.S.             4,065  3.8        965  0.9                  5,689  3.7      1,197   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       10,449  9.7      1,465  1.4                  7,289  4.7      3,562   2.3

CME 3-MONTH EURODOLLARS                   U.S.        9      263,026  4.7    289,328  5.2  5,544,901     341,025  4.0    320,400   3.8  8,501,236
                                          NON U.S.   26      365,672  6.6    422,593  7.6              1,049,041 12.3  1,032,145  12.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     35      628,698 11.3    711,921 12.8              1,390,066 16.3  1,352,545  15.9

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0    904,209           0  0.0          0   0.0  1,292,323
                                          NON U.S.            15,111  1.7      2,600  0.3                  6,382  0.5     10,797   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       15,111  1.7      2,600  0.3                  6,382  0.5     10,797   0.8