BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 10/02/2012



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

CBT CORN                                  U.S.                19,223  1.9     12,521  1.2  1,028,935      22,437  2.4     15,620   1.7    923,606
                                          NON U.S.             1,912  0.2      1,194  0.1                  1,795  0.2      5,030   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       21,135  2.1     13,715  1.3                 24,232  2.6     20,650   2.2

CBT SOYBEANS                              U.S.                 5,799  0.9      5,450  0.8    666,318       8,185  1.4      5,570   1.0    570,151
                                          NON U.S.               790  0.1      1,734  0.3                    890  0.2        620   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        6,589  1.0      7,184  1.1                  9,075  1.6      6,190   1.1

CBT U.S. TREASURY BONDS                   U.S.        5        8,443  4.4      7,250  3.8    192,141       7,943  2.4      7,250   2.2    334,693
                                          NON U.S.    4        6,000  3.1     12,105  6.3                  4,166  1.2      8,150   2.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       14,443  7.5     19,355 10.1                 12,109  3.6     15,400   4.6

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               298,651  8.3    339,974  9.4  3,606,565     167,721  7.1    137,199   5.8  2,348,068
                                          NON U.S.            33,526  0.9     48,582  1.3                 36,627  1.6     10,956   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      332,177  9.2    388,556 10.7                204,348  8.7    148,155   6.3

NYME NAT GAS OPT ON CALENDAR STRIP        U.S.                 3,428 15.1      2,205  9.7     22,739       1,400 15.8      2,120  23.9      8,860
                                          NON U.S.                 0  0.0        448  2.0                      0  0.0          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        3,428 15.1      2,653 11.7                  1,400 15.8      2,120  23.9

ICUS COTTON NO. 2                         U.S.                 4,120  2.6      3,881  2.4    160,990       1,745  1.1      1,696   1.0    162,749
                                          NON U.S.             1,065  0.7        535  0.3                    291  0.2        285   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        5,185  3.3      4,416  2.7                  2,036  1.3      1,981   1.2

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        6       12,550  2.4     27,440  5.3    513,695      34,628  3.5     33,425   3.4    982,193
                                          NON U.S.   15       21,050  4.1     28,015  5.5                113,243 11.5     99,980  10.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     21       33,600  6.5     55,455 10.8                147,871 15.0    133,405  13.6

CBT 5-YEAR U.S. TREASURY NOTES            U.S.                 2,750  1.2      7,050  3.2    221,787       6,250  4.2     11,050   7.4    149,339
                                          NON U.S.                 0  0.0     17,000  7.7                      0  0.0          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        2,750  1.2     24,050 10.9                  6,250  4.2     11,050   7.4

NYME CRUDE OIL, LIGHT SWEET               U.S.               142,499  6.7    170,174  7.9  2,142,462      93,993  6.2     75,812   5.0  1,526,050
                                          NON U.S.            33,596  1.6     55,881  2.6                 40,960  2.7     28,197   1.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     16      176,095  8.3    226,055 10.5                134,953  8.9    104,009   6.8

NYME EUR STYLE CRUDE OIL OPTIONS          U.S.                24,946 12.4     29,872 14.8    201,205       9,307 12.2      2,629   3.4     76,359
                                          NON U.S.               900  0.4        940  0.5                    470  0.6        200   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       25,846 12.8     30,812 15.3                  9,777 12.8      2,829   3.7

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.                59,068  9.6     86,200 14.0    614,981      94,033 17.4     54,287  10.1    539,178
                                          NON U.S.            45,261  7.4    100,404 16.3                 88,825 16.5     43,455   8.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13      104,329 17.0    186,604 30.3                182,858 33.9     97,742  18.2

NYME BRENT AVG PRICE OPTIONS              U.S.                21,515 11.1     22,692 11.7    193,172      26,265 14.9     15,321   8.7    176,246
                                          NON U.S.            13,938  7.2     32,655 16.9                 24,210 13.7     19,589  11.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       35,453 18.3     55,347 28.6                 50,475 28.6     34,910  19.8

NYME PALLADIUM                            U.S.                   100  1.8          0  0.0      5,559         300 17.7         50   2.9      1,698
                                          NON U.S.               150  2.7        800 14.4                    100  5.9        250  14.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5          250  4.5        800 14.4                    400 23.6        300  17.6

NYME PLATINUM                             U.S.                   225  2.3        392  4.0      9,779       1,092 17.1        250   3.9      6,402
                                          NON U.S.               675  6.9        725  7.4                    200  3.1      1,125  17.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5          900  9.2      1,117 11.4                  1,292 20.2      1,375  21.5

ICUS SUGAR NO. 11                         U.S.                 2,805  1.2      7,620  3.4    227,154       2,465  1.6      4,045   2.6    154,914
                                          NON U.S.             2,765  1.2      1,664  0.7                  1,009  0.7        374   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        5,570  2.4      9,284  4.1                  3,474  2.3      4,419   2.8

CMX SILVER                                U.S.                 4,963  4.1      6,797  5.7    120,073       6,730  6.9      4,042   4.1     97,871
                                          NON U.S.             5,316  4.4     11,654  9.7                  4,754  4.9     12,978  13.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       10,279  8.5     18,451 15.4                 11,484 11.8     17,020  17.4

CMX GOLD                                  U.S.                69,894  8.4     63,434  7.6    836,769      37,801  8.6     51,379  11.7    439,454
                                          NON U.S.            36,797  4.4     37,970  4.5                 20,307  4.6     20,575   4.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12      106,691 12.8    101,404 12.1                 58,108 13.2     71,954  16.4

CME EURO FX                               U.S.                 7,676  7.6        250  0.2    101,223         900  0.5      2,397   1.2    195,102
                                          NON U.S.             5,748  5.7        570  0.6                  6,743  3.5      1,439   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       13,424 13.3        820  0.8                  7,643  4.0      3,836   1.9

CME 3-MONTH EURODOLLARS                   U.S.        9      273,825  4.9    291,732  5.3  5,554,850     262,725  3.8    333,450   4.8  6,908,625
                                          NON U.S.   25      364,172  6.6    381,412  6.9                804,291 11.6    913,515  13.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     34      637,997 11.5    673,144 12.2              1,067,016 15.4  1,246,965  18.0

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0    728,502           0  0.0          0   0.0  1,131,857
                                          NON U.S.            10,925  1.5      1,855  0.3                  7,967  0.7      8,387   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       10,925  1.5      1,855  0.3                  7,967  0.7      8,387   0.7