BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 08/04/2009



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


CBT WHEAT                                 U.S.        1        2,180  1.5      1,195  0.8    149,599         955  0.8        620   0.5    119,419
                                          NON U.S.    6        1,588  1.1        690  0.5                  8,866  7.4        290   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        3,768  2.6      1,885  1.3                  9,821  8.2        910   0.7

CBT CORN                                  U.S.        2        4,647  0.7      2,750  0.4    708,949       1,270  0.2      1,667   0.3    547,813
                                          NON U.S.    7       39,375  5.6     11,859  1.7                 55,975 10.2     12,739   2.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       44,022  6.3     14,609  2.1                 57,245 10.4     14,406   2.6

CBT SOYBEANS                              U.S.        1        5,000  1.5      3,475  1.0    331,736         500  0.2        675   0.3    222,262
                                          NON U.S.    6        1,027  0.3        550  0.2                    882  0.4        150   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        6,027  1.8      4,025  1.2                  1,382  0.6        825   0.4

CBT U.S. TREASURY BONDS                   U.S.        4        5,857  3.9          0  0.0    148,517       2,907  2.6        100   0.1    112,922
                                          NON U.S.    2        1,550  1.0      1,650  1.1                    200  0.2        400   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        7,407  4.9      1,650  1.1                  3,107  2.8        500   0.5

NYME HEATING OIL AVG PRICE OPTIONS        U.S.        3       10,170  7.7      8,815  6.7    131,311       6,095  5.7      7,205   6.8    106,475
                                          NON U.S.    2        2,091  1.6        785  0.6                    180  0.2        259   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       12,261  9.3      9,600  7.3                  6,275  5.9      7,464   7.0

NYME NATURAL GAS                          U.S.        1        3,910  1.3      3,825  1.3    295,919         475  0.2      1,760   0.7    267,725
                                          NON U.S.    4        9,966  3.4      2,100  0.7                  9,350  3.5        629   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       13,876  4.7      5,925  2.0                  9,825  3.7      2,389   0.9

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.        3      252,692  8.5    287,603  9.6  2,987,842     205,743  8.0    172,418   6.7  2,577,376
                                          NON U.S.    6      123,694  4.1    142,841  4.8                116,439  4.5     95,239   3.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      376,386 12.6    430,444 14.4                322,182 12.5    267,657  10.4

CBT 2-YEAR U.S. TREASURY NOTES            U.S.        1        3,700  3.8      7,400  7.6     97,819           0  0.0          0   0.0     64,090
                                          NON U.S.    4        8,600  8.8     17,200 17.6                  2,800  4.4          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       12,300 12.6     24,600 25.2                  2,800  4.4          0   0.0

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       21,425  3.3     69,800 10.9    640,544      56,200 11.7     13,975   2.9    480,701
                                          NON U.S.   11       40,515  6.3     42,368  6.6                 21,675  4.5      6,751   1.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     18       61,940  9.6    112,168 17.5                 77,875 16.2     20,726   4.3

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        2        3,000  2.8          0  0.0    105,643       2,500  2.1          0   0.0    118,890
                                          NON U.S.    4        2,720  2.6      7,872  7.5                  8,060  6.8      4,160   3.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        5,720  5.4      7,872  7.5                 10,560  8.9      4,160   3.5

CBT 30-DAY FEDERAL FUNDS                  U.S.        3        2,400  0.8        850  0.3    305,752       1,100  0.6      1,650   0.9    174,464
                                          NON U.S.    3       11,800  3.9     15,500  5.1                  2,600  1.5      8,710   5.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6       14,200  4.7     16,350  5.4                  3,700  2.1     10,360   5.9

NYME CRUDE OIL, LIGHT SWEET               U.S.        3      107,534  4.7    139,804  6.2  2,265,989     132,781  5.9    142,692   6.3  2,258,732
                                          NON U.S.   20      129,665  5.7    156,520  6.9                145,622  6.4    129,685   5.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     23      237,199 10.4    296,324 13.1                278,403 12.3    272,377  12.0

NYME EUR STYLE CRUDE OIL OPTIONS          U.S.        3       20,689  5.2     38,274  9.6    399,149      25,045  8.3     22,270   7.4    300,881
                                          NON U.S.    6       20,455  5.1     27,620  6.9                 15,319  5.1     13,175   4.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       41,144 10.3     65,894 16.5                 40,364 13.4     35,445  11.8

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.        3       88,702  9.8     98,027 10.8    905,489      52,120  8.6     62,863  10.4    606,721
                                          NON U.S.    8      122,605 13.5    116,309 12.8                 85,300 14.1     99,345  16.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11      211,307 23.3    214,336 23.6                137,420 22.7    162,208  26.8

NYME BRENT AVG PRICE OPTIONS              U.S.        2        8,725 10.7     11,600 14.2     81,750       3,262  9.5      2,805   8.2     34,367
                                          NON U.S.    3       10,740 13.1      4,910  6.0                  3,065  8.9      2,280   6.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       19,465 23.8     16,510 20.2                  6,327 18.4      5,085  14.8

ICUS SUGAR NO. 11                         U.S.        1       10,490  1.9      2,150  0.4    550,745       4,985  1.4      7,750   2.1    361,238
                                          NON U.S.    6       13,769  2.5      5,360  1.0                  7,115  2.0      5,120   1.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       24,259  4.4      7,510  1.4                 12,100  3.4     12,870   3.5

CMX GOLD                                  U.S.        1       16,864  5.0     18,741  5.5    339,308       3,275  1.6      9,682   4.7    204,891
                                          NON U.S.   10       29,015  8.6     39,922 11.8                 11,858  5.8     30,886  15.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11       45,879 13.6     58,663 17.3                 15,133  7.4     40,568  19.8

NYME GASOLINE BLENDSTOCK (RBOB)           U.S.        3          940  1.5        470  0.7     64,728       1,375  2.2        825   1.3     62,896
                                          NON U.S.    2           50  0.1         75  0.1                    100  0.2         50   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5          990  1.6        545  0.8                  1,475  2.4        875   1.4

CME 3-MONTH EURODOLLARS                   U.S.       10      504,587  5.8    628,071  7.3  8,626,007     761,618  9.5    543,630   6.8  7,999,717
                                          NON U.S.   33    1,017,086 11.8  1,085,175 12.6                501,068  6.3    714,122   8.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     43    1,521,673 17.6  1,713,246 19.9              1,262,686 15.8  1,257,752  15.7

CME E-MINI S&P 500 STOCK INDEX            NON U.S.    8        4,625  1.6        420  0.1    289,560       7,641  2.1        572   0.2    366,744