BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)



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

08/05/08 CBT WHEAT                              U.S.          2        8,969  2.6        292  0.1     340,475
                                                NON U.S.     17       54,049 15.9      6,591  1.9
                                                           ----    --------- ----  --------- ----
                                                             19       63,018 18.5      6,883  2.0

08/05/08 KCBT WHEAT                             U.S.          1          998  1.0          0  0.0      98,655
                                                NON U.S.      7        4,853  4.9        608  0.6
                                                           ----    --------- ----  --------- ----
                                                              8        5,851  5.9        608  0.6

08/05/08 CBT CORN                               U.S.          1       22,978  1.9        140  0.0   1,220,735
                                                NON U.S.     16       97,143  8.0     19,352  1.6
                                                           ----    --------- ----  --------- ----
                                                             17      120,121  9.8     19,492  1.6

08/05/08 CBT SOYBEANS                           U.S.          1       10,670  2.7         73  0.0     393,411
                                                NON U.S.     15       33,552  8.5      3,282  0.8
                                                           ----    --------- ----  --------- ----
                                                             16       44,222 11.2      3,355  0.9

08/05/08 CBT SOYBEAN OIL                        U.S.          1        3,558  1.4          0  0.0     246,098
                                                NON U.S.      5       17,466  7.1      7,674  3.1
                                                           ----    --------- ----  --------- ----
                                                              6       21,024  8.5      7,674  3.1

08/05/08 CBT U.S. TREASURY BONDS                U.S.          3       10,131  1.2      7,505  0.9     857,390
                                                NON U.S.     18       26,665  3.1     28,896  3.4
                                                           ----    --------- ----  --------- ----
                                                             21       36,796  4.3     36,401  4.2

08/05/08 NYME NY RES FUEL 1.0% SULFUR SWAP      U.S.          2          785 11.7        200  3.0       6,731
                                                NON U.S.      3        1,160 17.2         70  1.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,945 28.9        270  4.0

08/05/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.          3        5,316  2.4      1,112  0.5     225,915
                                                NON U.S.      5       19,380  8.6     10,491  4.6
                                                           ----    --------- ----  --------- ----
                                                              8       24,696 10.9     11,603  5.1

08/05/08 NYME SING GASOIL SWAP                  U.S.          1            0  0.0        550  8.1       6,768
                                                NON U.S.      4        1,813 26.8        162  2.4
                                                           ----    --------- ----  --------- ----
                                                              5        1,813 26.8        712 10.5

08/05/08 NYME UP DOWN GC ULSD VS HO SPR SWAP    U.S.          2           75  0.6        200  1.5      13,281
                                                NON U.S.      3          175  1.3        795  6.0
                                                           ----    --------- ----  --------- ----
                                                              5          250  1.9        995  7.5

08/05/08 ICE NATURAL GAS PENULTIMATE ICE        U.S.          3        9,199 10.6      6,799  7.8      86,619
                                                NON U.S.      4        7,384  8.5      1,700  2.0
                                                           ----    --------- ----  --------- ----
                                                              7       16,583 19.1      8,499  9.8

08/05/08 NYME NATURAL GAS                       U.S.          4       48,747  5.2     36,929  3.9     938,687
                                                NON U.S.      8       60,016  6.4     44,795  4.8
                                                           ----    --------- ----  --------- ----
                                                             12      108,763 11.6     81,724  8.7

08/05/08 NYME TCO BASIS SWAP                    U.S.          2        6,377  7.1      2,161  2.4      89,668
                                                NON U.S.      4        3,648  4.1     10,121 11.3
                                                           ----    --------- ----  --------- ----
                                                              6       10,025 11.2     12,282 13.7

08/05/08 NYME PG&E CITYGATE BASIS SWAP          U.S.          3          151  0.2      1,858  2.5      75,368
                                                NON U.S.      3          818  1.1      4,833  6.4
                                                           ----    --------- ----  --------- ----
                                                              6          969  1.3      6,691  8.9

08/05/08 NYME NGPL TEXOK BASIS SWAP             U.S.          2       13,020 13.4      1,520  1.6      96,986
                                                NON U.S.      3        1,278  1.3      9,396  9.7
                                                           ----    --------- ----  --------- ----
                                                              5       14,298 14.7     10,916 11.3

08/05/08 NYME ANR OK BASIS SWAP                 U.S.          2            0  0.0      3,932 14.3      27,583
                                                NON U.S.      3          180  0.7      4,138 15.0
                                                           ----    --------- ----  --------- ----
                                                              5          180  0.7      8,070 29.3

08/05/08 NYME SUMAS BASIS SWAP                  U.S.          1          479  2.8          0  0.0      17,100
                                                NON U.S.      4        5,797 33.9        852  5.0
                                                           ----    --------- ----  --------- ----
                                                              5        6,276 36.7        852  5.0

08/05/08 NYME NGPL MID-CON BASIS SWAP           U.S.          3           30  0.0      2,860  2.6     110,116
                                                NON U.S.      4       13,380 12.2      3,318  3.0
                                                           ----    --------- ----  --------- ----
                                                              7       13,410 12.2      6,178  5.6

08/05/08 NYME WAHA BASIS SWAP                   U.S.          3            0  0.0      8,543  9.6      89,361
                                                NON U.S.      3        4,840  5.4      4,228  4.7
                                                           ----    --------- ----  --------- ----
                                                              6        4,840  5.4     12,771 14.3

08/05/08 NYME CIG BASIS SWAP                    U.S.          3           50  0.1      1,842  3.8      48,188
                                                NON U.S.      3          249  0.5     20,346 42.2
                                                           ----    --------- ----  --------- ----
                                                              6          299  0.6     22,188 46.0

08/05/08 NYME CENTERPOINT BASIS SWAP            U.S.          4          244  0.6      2,336  6.0      38,936
                                                NON U.S.      3        2,344  6.0      4,443 11.4
                                                           ----    --------- ----  --------- ----
                                                              7        2,588  6.6      6,779 17.4

08/05/08 CME 1-MONTH LIBOR RATE                 U.S.          2        8,246 22.3        225  0.6      36,915
                                                NON U.S.      6        3,403  9.2     15,818 42.8
                                                           ----    --------- ----  --------- ----
                                                              8       11,649 31.6     16,043 43.5

08/05/08 ICUS COTTON NO. 2                      U.S.          1        2,021  0.9          0  0.0     217,812
                                                NON U.S.     12       26,661 12.2     13,180  6.1
                                                           ----    --------- ----  --------- ----
                                                             13       28,682 13.2     13,180  6.1

08/05/08 NYME ALBERTA BASIS SWAP                U.S.          3        1,516  1.3      1,527  1.3     113,358
                                                NON U.S.      7        9,695  8.6     22,704 20.0
                                                           ----    --------- ----  --------- ----
                                                             10       11,211  9.9     24,231 21.4

08/05/08 NYME HOUSTON SHIP CH BASIS SWAP        U.S.          4        2,794  1.3      3,403  1.5     221,836
                                                NON U.S.      5        7,386  3.3     14,633  6.6
                                                           ----    --------- ----  --------- ----
                                                              9       10,180  4.6     18,036  8.1

08/05/08 NYME NW PIPE ROCKIES BASIS SWAP        U.S.          3        3,486  1.6     23,100 10.3     223,241
                                                NON U.S.      5       17,114  7.7     21,457  9.6
                                                           ----    --------- ----  --------- ----
                                                              8       20,600  9.2     44,557 20.0

08/05/08 NYME PANHANDLE BASIS SWAP              U.S.          4        8,404  3.8     21,886  9.9     220,458
                                                NON U.S.      4       10,322  4.7     23,484 10.7
                                                           ----    --------- ----  --------- ----
                                                              8       18,726  8.5     45,370 20.6

08/05/08 NYME SAN JUAN BASIS SWAP               U.S.          5        5,035 11.6      2,030  4.7      43,529
                                                NON U.S.      4        3,569  8.2      4,705 10.8
                                                           ----    --------- ----  --------- ----
                                                              9        8,604 19.8      6,735 15.5

08/05/08 NYME SOCAL BASIS SWAP                  U.S.          3       19,932  9.9      6,111  3.0     201,872
                                                NON U.S.      5       13,480  6.7     16,254  8.1
                                                           ----    --------- ----  --------- ----
                                                              8       33,412 16.6     22,365 11.1

08/05/08 NYME HENRY HUB GAS SWAP                U.S.          5      132,992  3.6    299,155  8.1   3,672,857
                                                NON U.S.      9      209,707  5.7    306,765  8.4
                                                           ----    --------- ----  --------- ----
                                                             14      342,699  9.3    605,920 16.5

08/05/08 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.          3      150,184 13.6     10,445  0.9   1,106,148
                                                NON U.S.      8      156,019 14.1     45,094  4.1
                                                           ----    --------- ----  --------- ----
                                                             11      306,203 27.7     55,539  5.0

08/05/08 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          5       12,549  1.4     38,262  4.3     891,937
                                                NON U.S.     36       41,304  4.6    127,857 14.3
                                                           ----    --------- ----  --------- ----
                                                             41       53,853  6.0    166,119 18.6

08/05/08 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          5       20,117  1.1     10,663  0.6   1,817,373
                                                NON U.S.     45       55,449  3.1    156,727  8.6
                                                           ----    --------- ----  --------- ----
                                                             50       75,566  4.2    167,390  9.2

08/05/08 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          7       18,358  1.2     44,009  2.8   1,564,440
                                                NON U.S.     27       50,044  3.2     77,766  5.0
                                                           ----    --------- ----  --------- ----
                                                             34       68,402  4.4    121,775  7.8

08/05/08 CBT 30-DAY FEDERAL FUNDS               U.S.          5       32,343  5.7     74,125 13.0     568,417
                                                NON U.S.     23       45,269  8.0    196,272 34.5
                                                           ----    --------- ----  --------- ----
                                                             28       77,612 13.7    270,397 47.6

08/05/08 CME LEAN HOGS                          U.S.          1        4,482  1.9          0  0.0     238,308
                                                NON U.S.      7       22,950  9.6        654  0.3
                                                           ----    --------- ----  --------- ----
                                                              8       27,432 11.5        654  0.3

08/05/08 CME LIVE CATTLE                        U.S.          2       10,525  3.5      1,725  0.6     296,992
                                                NON U.S.      7       29,017  9.8        445  0.1
                                                           ----    --------- ----  --------- ----
                                                              9       39,542 13.3      2,170  0.7

08/05/08 CME FEEDER CATTLE                      U.S.          2           11  0.0        675  1.9      35,329
                                                NON U.S.      4        1,214  3.4          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              6        1,225  3.5        675  1.9

08/05/08 NYME CRUDE OIL, LIGHT SWEET            U.S.          4       26,238  2.1     65,943  5.3   1,249,302
                                                NON U.S.     20      167,389 13.4     96,590  7.7
                                                           ----    --------- ----  --------- ----
                                                             24      193,627 15.5    162,533 13.0

08/05/08 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.          3       10,746  8.3      7,987  6.2     128,755
                                                NON U.S.      6        8,440  6.6      9,777  7.6
                                                           ----    --------- ----  --------- ----
                                                              9       19,186 14.9     17,764 13.8

08/05/08 NYME DUBAI CRUDE OIL CALENDAR SWAP     U.S.          2        3,300 18.4      2,350 13.1      17,957
                                                NON U.S.      4          175  1.0      2,855 15.9
                                                           ----    --------- ----  --------- ----
                                                              6        3,475 19.4      5,205 29.0

08/05/08 NYME WTI CRUDE OIL FINANCIAL           U.S.          4       21,192 11.0     11,519  6.0     192,010
                                                NON U.S.      7       18,185  9.5     15,770  8.2
                                                           ----    --------- ----  --------- ----
                                                             11       39,377 20.5     27,289 14.2

08/05/08 NYME BRENT FINANCIAL                   U.S.          2        1,018  3.3        686  2.2      30,811
                                                NON U.S.      4       11,613 37.7      4,290 13.9
                                                           ----    --------- ----  --------- ----
                                                              6       12,631 41.0      4,976 16.2

08/05/08 NYME WTI-BRENT CALENDAR SWAP           U.S.          2          840  1.4        743  1.2      62,038
                                                NON U.S.      5        2,755  4.4     13,850 22.3
                                                           ----    --------- ----  --------- ----
                                                              7        3,595  5.8     14,593 23.5

08/05/08 NYME BRENT (ICE) CALENDAR SWAP         U.S.          1        7,392 11.4      3,639  5.6      64,568
                                                NON U.S.      4        1,683  2.6      1,547  2.4
                                                           ----    --------- ----  --------- ----
                                                              5        9,075 14.1      5,186  8.0

08/05/08 ICUS COCOA                             U.S.          1        3,473  2.4         16  0.0     143,049
                                                NON U.S.      8        7,813  5.5      8,967  6.3
                                                           ----    --------- ----  --------- ----
                                                              9       11,286  7.9      8,983  6.3

08/05/08 NYME PALLADIUM                         U.S.          3            0  0.0        788  5.8      13,680
                                                NON U.S.      7          817  6.0      2,008 14.7
                                                           ----    --------- ----  --------- ----
                                                             10          817  6.0      2,796 20.4

08/05/08 NYME PLATINUM                          U.S.          1            0  0.0         59  0.5      12,078
                                                NON U.S.     10        1,102  9.1        455  3.8
                                                           ----    --------- ----  --------- ----
                                                             11        1,102  9.1        514  4.3

08/05/08 ICUS SUGAR NO. 11                      U.S.          2       28,140  3.6      3,366  0.4     791,850
                                                NON U.S.      8       99,462 12.6     46,013  5.8
                                                           ----    --------- ----  --------- ----
                                                             10      127,602 16.1     49,379  6.2

08/05/08 ICUS COFFEE C                          U.S.          1        3,328  2.3          0  0.0     145,055
                                                NON U.S.     15       19,305 13.3      7,680  5.3
                                                           ----    --------- ----  --------- ----
                                                             16       22,633 15.6      7,680  5.3

08/05/08 CMX SILVER                             U.S.          2            0  0.0     33,805 25.4     133,255
                                                NON U.S.     11        8,287  6.2      5,791  4.3
                                                           ----    --------- ----  --------- ----
                                                             13        8,287  6.2     39,596 29.7

08/05/08 CMX COPPER-GRADE #1                    U.S.          2        3,424  3.1          0  0.0     110,205
                                                NON U.S.     12        8,809  8.0      3,712  3.4
                                                           ----    --------- ----  --------- ----
                                                             14       12,233 11.1      3,712  3.4

08/05/08 CMX GOLD                               U.S.          3        4,170  1.0     86,398 21.2     408,430
                                                NON U.S.     22       20,214  4.9     54,267 13.3
                                                           ----    --------- ----  --------- ----
                                                             25       24,384  6.0    140,665 34.4

08/05/08 CME RUSSIAN RUBLE                      NON U.S.      6        9,257 57.7     13,777 85.9      16,033

08/05/08 CME CANADIAN DOLLAR                    U.S.          2        2,126  1.8          0  0.0     116,660
                                                NON U.S.     10       12,963 11.1     15,235 13.1
                                                           ----    --------- ----  --------- ----
                                                             12       15,089 12.9     15,235 13.1

08/05/08 CME SWISS FRANC                        U.S.          2        3,576  6.0          0  0.0      59,128
                                                NON U.S.      6       17,557 29.7      8,744 14.8
                                                           ----    --------- ----  --------- ----
                                                              8       21,133 35.7      8,744 14.8

08/05/08 CME MEXICAN PESO                       U.S.          2        4,948  4.4        382  0.3     113,239
                                                NON U.S.      7        7,497  6.6     68,190 60.2
                                                           ----    --------- ----  --------- ----
                                                              9       12,445 11.0     68,572 60.6

08/05/08 CME BRITISH POUND STERLING             U.S.          3        2,905  3.1      5,182  5.6      93,022
                                                NON U.S.      6       18,747 20.2      4,171  4.5
                                                           ----    --------- ----  --------- ----
                                                              9       21,652 23.3      9,353 10.1

08/05/08 CME JAPANESE YEN                       U.S.          4       18,460  9.2     34,629 17.2     200,818
                                                NON U.S.     11        9,856  4.9     34,494 17.2
                                                           ----    --------- ----  --------- ----
                                                             15       28,316 14.1     69,123 34.4

08/05/08 CME EURO FX                            U.S.          3          550  0.3      2,591  1.6     160,311
                                                NON U.S.     18       15,337  9.6     22,504 14.0
                                                           ----    --------- ----  --------- ----
                                                             21       15,887  9.9     25,095 15.7

08/05/08 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.          4        4,387  2.0      1,473  0.7     218,125
                                                NON U.S.      9       13,862  6.4      6,664  3.1
                                                           ----    --------- ----  --------- ----
                                                             13       18,249  8.4      8,137  3.7

08/05/08 CME NEW ZEALAND DOLLAR                 U.S.          2        2,599  8.1        573  1.8      32,162
                                                NON U.S.      3        2,983  9.3         37  0.1
                                                           ----    --------- ----  --------- ----
                                                              5        5,582 17.4        610  1.9

08/05/08 E VIX FUTURES                          U.S.          1          205  0.4          0  0.0      47,192
                                                NON U.S.      5        1,326  2.8          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              6        1,531  3.2          0  0.0

08/05/08 CBT DOW JONES INDUSTRIAL AVERAGE       U.S.          1        1,916  5.9          0  0.0      32,488
                                                NON U.S.      7        2,045  6.3      2,176  6.7
                                                           ----    --------- ----  --------- ----
                                                              8        3,961 12.2      2,176  6.7

08/05/08 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.          3        1,064  0.9        309  0.3     113,776
                                                NON U.S.     12        6,504  5.7      2,670  2.3
                                                           ----    --------- ----  --------- ----
                                                             15        7,568  6.7      2,979  2.6

08/05/08 CME 3-MONTH EURODOLLARS                U.S.         12      828,473  8.5  1,400,566 14.4   9,719,739
                                                NON U.S.     57    1,247,466 12.8  1,815,878 18.7
                                                           ----    --------- ----  --------- ----
                                                             69    2,075,939 21.4  3,216,444 33.1

08/05/08 CME S&P 500 STOCK INDEX                U.S.          3        4,822  0.9        112  0.0     562,504
                                                NON U.S.     18       10,228  1.8     56,630 10.1
                                                           ----    --------- ----  --------- ----
                                                             21       15,050  2.7     56,742 10.1

08/05/08 CME E-MINI S&P 500 STOCK INDEX         U.S.          5       10,327  0.4     42,365  1.7   2,492,891
                                                NON U.S.     39       99,626  4.0    185,545  7.4
                                                           ----    --------- ----  --------- ----
                                                             44      109,953  4.4    227,910  9.1

08/05/08 CME NASDAQ-100 STOCK INDEX             U.S.          2          563  1.8      1,233  4.0      30,635
                                                NON U.S.      5        7,852 25.6        658  2.1
                                                           ----    --------- ----  --------- ----
                                                              7        8,415 27.5      1,891  6.2

08/05/08 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          5        3,901  1.3      3,988  1.3     308,577
                                                NON U.S.     30       24,645  8.0      4,445  1.4
                                                           ----    --------- ----  --------- ----
                                                             35       28,546  9.3      8,433  2.7

08/05/08 CME AUSTRALIAN DOLLAR                  U.S.          2        4,018  5.0          0  0.0      80,980
                                                NON U.S.      3          834  1.0     14,366 17.7
                                                           ----    --------- ----  --------- ----
                                                              5        4,852  6.0     14,366 17.7

08/05/08 CME RUSSEL 2000 STOCK INDEX FUTURE     U.S.          2           31  0.1      1,916  6.2      30,823
                                                NON U.S.      3        4,621 15.0        317  1.0
                                                           ----    --------- ----  --------- ----
                                                              5        4,652 15.1      2,233  7.2

08/05/08 CME RUSSEL 2000 STOCK INDEX (MINI)     U.S.          7        1,130  0.2     16,066  2.8     581,480
                                                NON U.S.     17       11,526  2.0     17,301  3.0
                                                           ----    --------- ----  --------- ----
                                                             24       12,656  2.2     33,367  5.7

08/05/08 CME NIKKEI STOCK AVERAGE               U.S.          2            0  0.0      6,677  8.5      78,107
                                                NON U.S.     12       13,542 17.3        733  0.9
                                                           ----    --------- ----  --------- ----
                                                             14       13,542 17.3      7,410  9.5

08/05/08 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.          3        1,534  2.3         73  0.1      65,794
                                                NON U.S.     15        6,418  9.8     20,796 31.6
                                                           ----    --------- ----  --------- ----
                                                             18        7,952 12.1     20,869 31.7

08/05/08 CBT INTEREST RATE SWAPS 5YR - 3MO      U.S.          2          455  0.8      4,265  7.4      57,997
                                                NON U.S.      3        1,208  2.1        348  0.6
                                                           ----    --------- ----  --------- ----
                                                              5        1,663  2.9      4,613  8.0

08/05/08 ICUS BRITISH POUND/JPN YEN XRATE       U.S.          2          120  2.9        781 19.0       4,110
                                                NON U.S.      3          241  5.9      1,208 29.4
                                                           ----    --------- ----  --------- ----
                                                              5          361  8.8      1,989 48.4

08/05/08 ICUS EURO FX/JAPANESE YEN XRATE        U.S.          2          439  2.6      2,851 17.2      16,611
                                                NON U.S.      4        1,860 11.2      5,870 35.3
                                                           ----    --------- ----  --------- ----
                                                              6        2,299 13.8      8,721 52.5

08/05/08 CME E-MINI S&P 400 STOCK INDEX         U.S.          1            0  0.0        386  0.4     104,675
                                                NON U.S.      4            0  0.0     11,851 11.3
                                                           ----    --------- ----  --------- ----
                                                              5            0  0.0     12,237 11.7

08/05/08 CME EURO FX/JAPANESE YEN XRATE         U.S.          2            0  0.0        721  6.1      11,910
                                                NON U.S.      4        9,515 79.9      6,587 55.3
                                                           ----    --------- ----  --------- ----
                                                              6        9,515 79.9      7,308 61.4

08/05/08 CME 3-MO. EUROYEN TIBOR                NON U.S.     11        6,397 47.7      2,319 17.3      13,415

08/05/08 NYME SING JET KERO GASOIL SPR SWAP     U.S.          2          100  2.4        200  4.9       4,095
                                                NON U.S.      3          900 22.0         75  1.8
                                                           ----    --------- ----  --------- ----
                                                              5        1,000 24.4        275  6.7

08/05/08 NYME RBOB CRACK SPREAD SWAP            U.S.          2           10  0.1        281  2.0      13,724
                                                NON U.S.      3          362  2.6      1,256  9.2
                                                           ----    --------- ----  --------- ----
                                                              5          372  2.7      1,537 11.2