BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)



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

10/02/12 CBT WHEAT                              U.S.                  21,651  4.7      8,143  1.8     456,198
                                                NON U.S.               9,575  2.1      8,813  1.9
                                                           ----    --------- ----  --------- ----
                                                             14       31,226  6.8     16,956  3.7

10/02/12 KCBT WHEAT                             U.S.                   2,682  1.7        675  0.4     159,279
                                                NON U.S.               1,950  1.2      4,082  2.6
                                                           ----    --------- ----  --------- ----
                                                              6        4,632  2.9      4,757  3.0

10/02/12 CBT CORN                               U.S.                  42,638  3.5     14,368  1.2   1,206,089
                                                NON U.S.              17,398  1.4        918  0.1
                                                           ----    --------- ----  --------- ----
                                                             10       60,036  5.0     15,286  1.3

10/02/12 CBT SOYBEANS                           U.S.                   9,810  1.4     35,743  5.0     721,122
                                                NON U.S.               4,547  0.6      4,042  0.6
                                                           ----    --------- ----  --------- ----
                                                             10       14,357  2.0     39,785  5.5

10/02/12 CBT SOYBEAN OIL                        U.S.                  15,396  5.2      1,688  0.6     296,713
                                                NON U.S.               2,731  0.9      1,924  0.6
                                                           ----    --------- ----  --------- ----
                                                              5       18,127  6.1      3,612  1.2

10/02/12 CBT U.S. TREASURY BONDS                U.S.          5        1,495  0.3      4,999  0.9     574,605
                                                NON U.S.      6        4,966  0.9     11,068  1.9
                                                           ----    --------- ----  --------- ----
                                                             11        6,461  1.1     16,067  2.8

10/02/12 NYME GULF # 6 FUEL 3.0% SULFUR SWAP    U.S.                   2,173  5.4      1,148  2.9      40,021
                                                NON U.S.                 473  1.2        101  0.3
                                                           ----    --------- ----  --------- ----
                                                              5        2,646  6.6      1,249  3.1

10/02/12 NYME MINI EUR 3.5%FOIL RTD CAL SWAP    U.S.                   3,066 33.5        737  8.0       9,163
                                                NON U.S.                 773  8.4        447  4.9
                                                           ----    --------- ----  --------- ----
                                                              5        3,839 41.9      1,184 12.9

10/02/12 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.                  19,201  6.0      5,711  1.8     322,021
                                                NON U.S.               3,790  1.2        141  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       22,991  7.1      5,852  1.8

10/02/12 NYME GULF COAST ULSD SWAP              U.S.                   1,238  6.6      2,195 11.7      18,841
                                                NON U.S.                 465  2.5        244  1.3
                                                           ----    --------- ----  --------- ----
                                                              5        1,703  9.0      2,439 12.9

10/02/12 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.                   3,550  8.0        204  0.5      44,536
                                                NON U.S.               1,077  2.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        4,627 10.4        204  0.5

10/02/12 NYME NATURAL GAS                       U.S.                  22,930  2.0     16,735  1.5   1,147,792
                                                NON U.S.              16,848  1.5        736  0.1
                                                           ----    --------- ----  --------- ----
                                                              9       39,778  3.5     17,471  1.5

10/02/12 CBT SOYBEAN MEAL                       U.S.                   7,042  3.4      3,030  1.4     209,593
                                                NON U.S.               3,436  1.6      2,552  1.2
                                                           ----    --------- ----  --------- ----
                                                              6       10,478  5.0      5,582  2.7

10/02/12 ICUS COTTON NO. 2                      U.S.                  10,006  5.3      3,347  1.8     189,437
                                                NON U.S.               4,666  2.5        560  0.3
                                                           ----    --------- ----  --------- ----
                                                             10       14,672  7.7      3,907  2.1

10/02/12 NYME NW PIPE ROCKIES BASIS SWAP        U.S.                   1,500  3.9      2,030  5.3      38,659
                                                NON U.S.               3,506  9.1          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        5,006 12.9      2,030  5.3

10/02/12 NYME HENRY HUB SWAP                    U.S.                 110,855  4.5    262,259 10.5   2,490,757
                                                NON U.S.              18,075  0.7    176,603  7.1
                                                           ----    --------- ----  --------- ----
                                                              8      128,930  5.2    438,862 17.6

10/02/12 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.                  78,067  7.8     31,621  3.2   1,001,791
                                                NON U.S.              48,316  4.8      7,846  0.8
                                                           ----    --------- ----  --------- ----
                                                              8      126,383 12.6     39,467  3.9

10/02/12 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          4       26,210  2.8      2,492  0.3     921,816
                                                NON U.S.     14       11,087  1.2     27,842  3.0
                                                           ----    --------- ----  --------- ----
                                                             18       37,297  4.0     30,334  3.3

10/02/12 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          7       18,118  1.1     29,782  1.8   1,694,919
                                                NON U.S.     19       31,071  1.8     30,283  1.8
                                                           ----    --------- ----  --------- ----
                                                             26       49,189  2.9     60,065  3.5

10/02/12 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          6       38,159  2.6     14,116  1.0   1,445,346
                                                NON U.S.      9       40,306  2.8     36,366  2.5
                                                           ----    --------- ----  --------- ----
                                                             15       78,465  5.4     50,482  3.5

10/02/12 CBT 30-DAY FEDERAL FUNDS               U.S.          6       28,140  7.6     31,090  8.4     369,890
                                                NON U.S.     11       25,293  6.8     33,111  9.0
                                                           ----    --------- ----  --------- ----
                                                             17       53,433 14.4     64,201 17.4

10/02/12 CME LEAN HOGS                          U.S.                   8,654  3.9        104  0.0     223,253
                                                NON U.S.               3,342  1.5         14  0.0
                                                           ----    --------- ----  --------- ----
                                                              6       11,996  5.4        118  0.1

10/02/12 CME LIVE CATTLE                        U.S.                   9,503  3.3        297  0.1     287,430
                                                NON U.S.               4,142  1.4        109  0.0
                                                           ----    --------- ----  --------- ----
                                                              7       13,645  4.7        406  0.1

10/02/12 NYME CRUDE OIL, LIGHT SWEET            U.S.                  54,096  3.5    142,186  9.1   1,556,877
                                                NON U.S.              25,588  1.6    158,826 10.2
                                                           ----    --------- ----  --------- ----
                                                             16       79,684  5.1    301,012 19.3

10/02/12 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.                  15,087  8.5     32,967 18.6     176,949
                                                NON U.S.              17,665 10.0     30,207 17.1
                                                           ----    --------- ----  --------- ----
                                                             13       32,752 18.5     63,174 35.7

10/02/12 NYME WTI CRUDE OIL FINANCIAL           U.S.                  10,933 12.6     17,829 20.6      86,542
                                                NON U.S.               4,721  5.5      3,910  4.5
                                                           ----    --------- ----  --------- ----
                                                              7       15,654 18.1     21,739 25.1

10/02/12 NYME WTI-BRENT CALENDAR SWAP           U.S.                   2,265  5.0      2,310  5.1      45,547
                                                NON U.S.               2,630  5.8      4,237  9.3
                                                           ----    --------- ----  --------- ----
                                                              8        4,895 10.7      6,547 14.4

10/02/12 NYME BRENT (ICE) CALENDAR SWAP         U.S.                   4,893  8.0      5,194  8.5      60,953
                                                NON U.S.               9,445 15.5      2,823  4.6
                                                           ----    --------- ----  --------- ----
                                                             11       14,338 23.5      8,017 13.2

10/02/12 ICUS COCOA                             U.S.                   1,410  0.7        219  0.1     199,186
                                                NON U.S.               2,013  1.0     12,894  6.5
                                                           ----    --------- ----  --------- ----
                                                              7        3,423  1.7     13,113  6.6

10/02/12 NYME PALLADIUM                         U.S.                     124  0.6      3,906 19.1      20,458
                                                NON U.S.               1,228  6.0      2,282 11.2
                                                           ----    --------- ----  --------- ----
                                                             15        1,352  6.6      6,188 30.2

10/02/12 NYME PLATINUM                          U.S.          4          290  0.5     14,699 24.1      60,889
                                                NON U.S.     13        1,435  2.4      8,767 14.4
                                                           ----    --------- ----  --------- ----
                                                             17        1,725  2.8     23,466 38.5

10/02/12 ICUS SUGAR NO. 11                      U.S.                  22,148  3.3      2,567  0.4     674,997
                                                NON U.S.              10,221  1.5     10,740  1.6
                                                           ----    --------- ----  --------- ----
                                                             11       32,369  4.8     13,307  2.0

10/02/12 ICUS COFFEE C                          U.S.                   4,512  3.2         20  0.0     140,954
                                                NON U.S.               2,365  1.7      1,738  1.2
                                                           ----    --------- ----  --------- ----
                                                             13        6,877  4.9      1,758  1.2

10/02/12 CMX SILVER                             U.S.          4          631  0.5     38,415 27.6     139,117
                                                NON U.S.     15       11,475  8.2     28,587 20.5
                                                           ----    --------- ----  --------- ----
                                                             19       12,106  8.7     67,002 48.2

10/02/12 CMX COPPER-GRADE #1                    U.S.                  14,348  9.4      2,607  1.7     152,264
                                                NON U.S.               1,356  0.9        451  0.3
                                                           ----    --------- ----  --------- ----
                                                              9       15,704 10.3      3,058  2.0

10/02/12 CMX GOLD                               U.S.          4       40,625  8.4    146,809 30.5     480,908
                                                NON U.S.     20       34,881  7.3    113,445 23.6
                                                           ----    --------- ----  --------- ----
                                                             24       75,506 15.7    260,254 54.1

10/02/12 CME RUSSIAN RUBLE                      U.S.                   7,545  8.6      4,599  5.3      87,588
                                                NON U.S.              51,262 58.5     55,843 63.8
                                                           ----    --------- ----  --------- ----
                                                             10       58,807 67.1     60,442 69.0

10/02/12 CME CANADIAN DOLLAR                    U.S.                   3,896  2.0      1,990  1.0     196,895
                                                NON U.S.                 688  0.3     13,314  6.8
                                                           ----    --------- ----  --------- ----
                                                              8        4,584  2.3     15,304  7.8

10/02/12 CME BRITISH POUND STERLING             U.S.                   1,661  0.9     19,792 11.1     177,746
                                                NON U.S.                   0  0.0      7,285  4.1
                                                           ----    --------- ----  --------- ----
                                                              8        1,661  0.9     27,077 15.2

10/02/12 CME JAPANESE YEN                       U.S.          5        2,906  2.1     24,699 17.4     141,693
                                                NON U.S.      5        3,470  2.4      2,060  1.5
                                                           ----    --------- ----  --------- ----
                                                             10        6,376  4.5     26,759 18.9

10/02/12 CME EURO FX                            U.S.          4       12,893  5.9      5,688  2.6     217,516
                                                NON U.S.     16       16,260  7.5      2,549  1.2
                                                           ----    --------- ----  --------- ----
                                                             20       29,153 13.4      8,237  3.8

10/02/12 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.                   5,845  2.1      4,394  1.6     277,184
                                                NON U.S.               2,150  0.8        320  0.1
                                                           ----    --------- ----  --------- ----
                                                              7        7,995  2.9      4,714  1.7

10/02/12 NYME RBOB CALENDAR SWAP                U.S.                     145  0.7        264  1.3      20,398
                                                NON U.S.                 134  0.7          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5          279  1.4        264  1.3

10/02/12 E VIX FUTURES                          U.S.                   1,065  0.3      3,029  0.8     390,364
                                                NON U.S.               3,011  0.8      1,294  0.3
                                                           ----    --------- ----  --------- ----
                                                              5        4,076  1.0      4,323  1.1

10/02/12 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.                   6,348  5.1          0  0.0     124,083
                                                NON U.S.                 479  0.4     12,652 10.2
                                                           ----    --------- ----  --------- ----
                                                              6        6,827  5.5     12,652 10.2

10/02/12 CME 3-MONTH EURODOLLARS                U.S.         11      698,106  8.7    866,453 10.8   8,041,081
                                                NON U.S.     29      278,435  3.5    707,409  8.8
                                                           ----    --------- ----  --------- ----
                                                             40      976,541 12.1  1,573,862 19.6

10/02/12 CME S&P 500 STOCK INDEX                U.S.                   2,174  1.1          0  0.0     192,396
                                                NON U.S.               3,046  1.6      5,309  2.8
                                                           ----    --------- ----  --------- ----
                                                              7        5,220  2.7      5,309  2.8

10/02/12 CME E-MINI S&P 500 STOCK INDEX         U.S.          6       57,120  2.0      8,071  0.3   2,926,111
                                                NON U.S.     24       32,486  1.1     38,999  1.3
                                                           ----    --------- ----  --------- ----
                                                             30       89,606  3.1     47,070  1.6

10/02/12 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.                   1,181  0.3          0  0.0     412,593
                                                NON U.S.               2,700  0.7      1,868  0.5
                                                           ----    --------- ----  --------- ----
                                                              9        3,881  0.9      1,868  0.5

10/02/12 CME AUSTRALIAN DOLLAR                  U.S.          4       18,083 11.1      5,068  3.1     162,699
                                                NON U.S.      4        1,490  0.9      7,890  4.8
                                                           ----    --------- ----  --------- ----
                                                              8       19,573 12.0     12,958  8.0

10/02/12 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.          5        1,654  0.4      3,259  0.9     380,623
                                                NON U.S.      4        2,182  0.6        323  0.1
                                                           ----    --------- ----  --------- ----
                                                              9        3,836  1.0      3,582  0.9

10/02/12 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.                       0  0.0        220  0.7      32,548
                                                NON U.S.               1,025  3.1      5,201 16.0
                                                           ----    --------- ----  --------- ----
                                                              8        1,025  3.1      5,421 16.7

10/02/12 NYL MSCI EMERGING MKTS MINI INDEX      U.S.                       0  0.0          0  0.0     115,210
                                                NON U.S.               5,038  4.4      3,297  2.9
                                                           ----    --------- ----  --------- ----
                                                             11        5,038  4.4      3,297  2.9

10/02/12 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.                   1,080  2.1      1,490  3.0      50,430
                                                NON U.S.               2,248  4.5      1,386  2.7
                                                           ----    --------- ----  --------- ----
                                                              8        3,328  6.6      2,876  5.7

10/02/12 NYME HEAT OIL CRACK SPRD CAL SWAP      U.S.                     540  3.9        495  3.6      13,775
                                                NON U.S.               1,429 10.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,969 14.3        495  3.6

10/02/12 NYME GASOIL CRACK SPR SWAP             U.S.                     318  1.5        852  4.1      20,634
                                                NON U.S.                 861  4.2        250  1.2
                                                           ----    --------- ----  --------- ----
                                                              7        1,179  5.7      1,102  5.3