BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)



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

11/04/08 CBT WHEAT                              U.S.          2        3,551  1.3      2,502  0.9     282,821
                                                NON U.S.     15       43,334 15.3     10,573  3.7
                                                           ----    --------- ----  --------- ----
                                                             17       46,885 16.6     13,075  4.6

11/04/08 KCBT WHEAT                             U.S.          1          246  0.3      1,721  1.9      88,840
                                                NON U.S.      6        4,631  5.2        932  1.0
                                                           ----    --------- ----  --------- ----
                                                              7        4,877  5.5      2,653  3.0

11/04/08 CBT CORN                               U.S.          3        7,723  0.8        978  0.1     999,065
                                                NON U.S.     14       76,272  7.6     14,396  1.4
                                                           ----    --------- ----  --------- ----
                                                             17       83,995  8.4     15,374  1.5

11/04/08 CBT SOYBEANS                           U.S.          1        2,779  0.9        152  0.0     308,399
                                                NON U.S.     13       29,717  9.6      4,744  1.5
                                                           ----    --------- ----  --------- ----
                                                             14       32,496 10.5      4,896  1.6

11/04/08 CBT SOYBEAN OIL                        U.S.          1        1,022  0.4          0  0.0     254,054
                                                NON U.S.      5       14,462  5.7      4,191  1.6
                                                           ----    --------- ----  --------- ----
                                                              6       15,484  6.1      4,191  1.6

11/04/08 CBT U.S. TREASURY BONDS                U.S.          2       12,243  1.7      5,153  0.7     724,605
                                                NON U.S.     15       32,232  4.4     45,157  6.2
                                                           ----    --------- ----  --------- ----
                                                             17       44,475  6.1     50,310  6.9

11/04/08 NYME GULF # 6 FUEL 3.0% SULFUR SWAP    U.S.          2           75  0.4      7,037 35.1      20,076
                                                NON U.S.      3        1,142  5.7      1,880  9.4
                                                           ----    --------- ----  --------- ----
                                                              5        1,217  6.1      8,917 44.4

11/04/08 NYME SING FUEL OIL 180 CAL SWAP        U.S.          2          969 16.1        103  1.7       6,020
                                                NON U.S.      3          653 10.8         94  1.6
                                                           ----    --------- ----  --------- ----
                                                              5        1,622 26.9        197  3.3

11/04/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.          3        6,053  2.8        654  0.3     218,867
                                                NON U.S.      5       16,702  7.6      9,020  4.1
                                                           ----    --------- ----  --------- ----
                                                              8       22,755 10.4      9,674  4.4

11/04/08 NYME SING GASOIL SWAP                  U.S.          1          225  1.8        200  1.6      12,530
                                                NON U.S.      4        2,800 22.3        500  4.0
                                                           ----    --------- ----  --------- ----
                                                              5        3,025 24.1        700  5.6

11/04/08 NYME SING GASOIL/RDAM GASOIL SWAP      U.S.          1          360  5.3        150  2.2       6,840
                                                NON U.S.      5          465  6.8      1,490 21.8
                                                           ----    --------- ----  --------- ----
                                                              6          825 12.1      1,640 24.0

11/04/08 NYME NATURAL GAS                       U.S.          4       40,718  5.3     35,078  4.6     763,236
                                                NON U.S.      8       53,109  7.0     28,996  3.8
                                                           ----    --------- ----  --------- ----
                                                             12       93,827 12.3     64,074  8.4

11/04/08 NYME TCO BASIS SWAP                    U.S.          2        9,815 11.7      1,247  1.5      84,136
                                                NON U.S.      3       12,560 14.9     10,080 12.0
                                                           ----    --------- ----  --------- ----
                                                              5       22,375 26.6     11,327 13.5

11/04/08 NYME PG&E CITYGATE BASIS SWAP          U.S.          3          782  1.1      1,105  1.5      73,830
                                                NON U.S.      3        1,341  1.8     11,889 16.1
                                                           ----    --------- ----  --------- ----
                                                              6        2,123  2.9     12,994 17.6

11/04/08 NYME NGPL TEXOK BASIS SWAP             U.S.          2       13,448 15.7        459  0.5      85,777
                                                NON U.S.      5        7,656  8.9      6,580  7.7
                                                           ----    --------- ----  --------- ----
                                                              7       21,104 24.6      7,039  8.2

11/04/08 NYME ANR OK BASIS SWAP                 U.S.          2            0  0.0      8,323 30.9      26,930
                                                NON U.S.      3          180  0.7      2,258  8.4
                                                           ----    --------- ----  --------- ----
                                                              5          180  0.7     10,581 39.3

11/04/08 NYME SUMAS BASIS SWAP                  U.S.          2          124  0.6        577  2.6      22,408
                                                NON U.S.      3        8,077 36.0        889  4.0
                                                           ----    --------- ----  --------- ----
                                                              5        8,201 36.6      1,466  6.5

11/04/08 NYME NGPL MID-CON BASIS SWAP           U.S.          3          214  0.2      4,776  4.8     100,529
                                                NON U.S.      4       18,312 18.2      3,174  3.2
                                                           ----    --------- ----  --------- ----
                                                              7       18,526 18.4      7,950  7.9

11/04/08 NYME WAHA BASIS SWAP                   U.S.          4          550  0.6     10,510 12.1      86,684
                                                NON U.S.      3        2,373  2.7      7,415  8.6
                                                           ----    --------- ----  --------- ----
                                                              7        2,923  3.4     17,925 20.7

11/04/08 NYME CIG BASIS SWAP                    U.S.          3          131  0.3      1,097  2.8      38,551
                                                NON U.S.      3            0  0.0     18,971 49.2
                                                           ----    --------- ----  --------- ----
                                                              6          131  0.3     20,068 52.1

11/04/08 NYME CENTERPOINT BASIS SWAP            U.S.          4           31  0.1      3,227  7.1      45,671
                                                NON U.S.      4        1,720  3.8      5,397 11.8
                                                           ----    --------- ----  --------- ----
                                                              8        1,751  3.8      8,624 18.9

11/04/08 CME 1-MONTH LIBOR RATE                 U.S.          2        6,456 18.3        491  1.4      35,253
                                                NON U.S.      8        7,471 21.2     18,951 53.8
                                                           ----    --------- ----  --------- ----
                                                             10       13,927 39.5     19,442 55.1

11/04/08 ICUS COTTON NO. 2                      U.S.          1        6,505  3.8      1,373  0.8     169,015
                                                NON U.S.     12       18,567 11.0      6,759  4.0
                                                           ----    --------- ----  --------- ----
                                                             13       25,072 14.8      8,132  4.8

11/04/08 NYME ALBERTA BASIS SWAP                U.S.          3        1,157  1.0      1,600  1.4     112,586
                                                NON U.S.      7       12,426 11.0     25,704 22.8
                                                           ----    --------- ----  --------- ----
                                                             10       13,583 12.1     27,304 24.3

11/04/08 NYME HOUSTON SHIP CH BASIS SWAP        U.S.          3        2,603  1.2      2,873  1.3     223,592
                                                NON U.S.      4       11,871  5.3     24,350 10.9
                                                           ----    --------- ----  --------- ----
                                                              7       14,474  6.5     27,223 12.2

11/04/08 NYME NW PIPE ROCKIES BASIS SWAP        U.S.          4        4,412  2.3     19,918 10.3     194,207
                                                NON U.S.      5       23,252 12.0     19,651 10.1
                                                           ----    --------- ----  --------- ----
                                                              9       27,664 14.2     39,569 20.4

11/04/08 NYME PANHANDLE BASIS SWAP              U.S.          4        9,479  3.9     17,070  7.0     244,449
                                                NON U.S.      4       19,284  7.9     24,446 10.0
                                                           ----    --------- ----  --------- ----
                                                              8       28,763 11.8     41,516 17.0

11/04/08 NYME SAN JUAN BASIS SWAP               U.S.          4        5,036 10.6        236  0.5      47,312
                                                NON U.S.      4        3,150  6.7      6,351 13.4
                                                           ----    --------- ----  --------- ----
                                                              8        8,186 17.3      6,587 13.9

11/04/08 NYME SOCAL BASIS SWAP                  U.S.          3       16,655  8.4      9,147  4.6     197,460
                                                NON U.S.      5       11,615  5.9     22,057 11.2
                                                           ----    --------- ----  --------- ----
                                                              8       28,270 14.3     31,204 15.8

11/04/08 NYME HENRY HUB GAS SWAP                U.S.          5      140,574  4.0    300,387  8.5   3,541,472
                                                NON U.S.      8      192,185  5.4    355,494 10.0
                                                           ----    --------- ----  --------- ----
                                                             13      332,759  9.4    655,881 18.5

11/04/08 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.          3      110,167  9.5     17,473  1.5   1,165,349
                                                NON U.S.      8      113,679  9.8     44,876  3.9
                                                           ----    --------- ----  --------- ----
                                                             11      223,846 19.2     62,349  5.4

11/04/08 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          6        9,633  1.4     38,507  5.4     706,797
                                                NON U.S.     27       45,671  6.5     63,727  9.0
                                                           ----    --------- ----  --------- ----
                                                             33       55,304  7.8    102,234 14.5

11/04/08 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          5        6,543  0.5     47,415  3.8   1,242,935
                                                NON U.S.     34       73,406  5.9     70,260  5.7
                                                           ----    --------- ----  --------- ----
                                                             39       79,949  6.4    117,675  9.5

11/04/08 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          4        8,580  0.6     32,530  2.4   1,345,161
                                                NON U.S.     20      101,069  7.5     80,057  6.0
                                                           ----    --------- ----  --------- ----
                                                             24      109,649  8.2    112,587  8.4

11/04/08 CBT 30-DAY FEDERAL FUNDS               U.S.          4       39,855  8.2     48,329  9.9     485,789
                                                NON U.S.     17       43,123  8.9    122,512 25.2
                                                           ----    --------- ----  --------- ----
                                                             21       82,978 17.1    170,841 35.2

11/04/08 CME LEAN HOGS                          U.S.          1        1,372  0.8      1,021  0.6     169,707
                                                NON U.S.      9       17,613 10.4      1,424  0.8
                                                           ----    --------- ----  --------- ----
                                                             10       18,985 11.2      2,445  1.4

11/04/08 CME LIVE CATTLE                        U.S.          2        2,115  1.0      2,228  1.0     216,468
                                                NON U.S.     10       25,189 11.6        733  0.3
                                                           ----    --------- ----  --------- ----
                                                             12       27,304 12.6      2,961  1.4

11/04/08 CME FEEDER CATTLE                      U.S.          1           66  0.3        541  2.8      19,266
                                                NON U.S.      4        1,149  6.0          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,215  6.3        541  2.8

11/04/08 NYME PJM ELECTRICITY MONTHLY           U.S.          2        2,969 10.0      2,919  9.8      29,682
                                                NON U.S.      4        1,970  6.6      3,078 10.4
                                                           ----    --------- ----  --------- ----
                                                              6        4,939 16.6      5,997 20.2

11/04/08 NYME PJM CAL MONTH OFF PK LMP SWAP     U.S.          2        4,078 12.5      2,636  8.1      32,536
                                                NON U.S.      3        2,200  6.8      3,234  9.9
                                                           ----    --------- ----  --------- ----
                                                              5        6,278 19.3      5,870 18.0

11/04/08 NYME MT BELVIEU PROPANE SWAP           U.S.          4          180  1.6      1,133  9.9      11,436
                                                NON U.S.      1          384  3.4        784  6.9
                                                           ----    --------- ----  --------- ----
                                                              5          564  4.9      1,917 16.8

11/04/08 NYME CRUDE OIL, LIGHT SWEET            U.S.          4       39,455  3.5     60,465  5.4   1,125,366
                                                NON U.S.     16      124,105 11.0    109,357  9.7
                                                           ----    --------- ----  --------- ----
                                                             20      163,560 14.5    169,822 15.1

11/04/08 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.          4       17,070  9.7      4,796  2.7     176,569
                                                NON U.S.      8       18,940 10.7     30,586 17.3
                                                           ----    --------- ----  --------- ----
                                                             12       36,010 20.4     35,382 20.0

11/04/08 NYME DUBAI CRUDE OIL CALENDAR SWAP     U.S.          2        5,460 11.5      3,675  7.7      47,621
                                                NON U.S.      4        1,415  3.0      2,395  5.0
                                                           ----    --------- ----  --------- ----
                                                              6        6,875 14.4      6,070 12.7

11/04/08 NYME WTI CRUDE OIL FINANCIAL           U.S.          4       24,976 12.2     18,694  9.2     204,039
                                                NON U.S.      8       28,066 13.8     29,155 14.3
                                                           ----    --------- ----  --------- ----
                                                             12       53,042 26.0     47,849 23.5

11/04/08 NYME BRENT FINANCIAL                   U.S.          2        1,518  4.4        486  1.4      34,530
                                                NON U.S.      4       12,130 35.1      6,140 17.8
                                                           ----    --------- ----  --------- ----
                                                              6       13,648 39.5      6,626 19.2

11/04/08 NYME WTI-BRENT CALENDAR SWAP           U.S.          2          780  1.0      3,226  4.2      76,994
                                                NON U.S.      5        1,813  2.4     16,095 20.9
                                                           ----    --------- ----  --------- ----
                                                              7        2,593  3.4     19,321 25.1

11/04/08 NYME DATED TO FRONTLINE BRENT SWAP     U.S.          2       11,315 19.4     11,229 19.2      58,402
                                                NON U.S.      4        1,427  2.4      8,437 14.4
                                                           ----    --------- ----  --------- ----
                                                              6       12,742 21.8     19,666 33.7

11/04/08 NYME BRENT (ICE) CALENDAR SWAP         U.S.          2        9,301 10.5      5,327  6.0      88,777
                                                NON U.S.      4       11,615 13.1      5,453  6.1
                                                           ----    --------- ----  --------- ----
                                                              6       20,916 23.6     10,780 12.1

11/04/08 NYME BRENT-DUBAI SWAP                  U.S.          2        1,425  9.3        740  4.8      15,370
                                                NON U.S.      3        2,075 13.5        855  5.6
                                                           ----    --------- ----  --------- ----
                                                              5        3,500 22.8      1,595 10.4

11/04/08 ICUS COCOA                             U.S.          1        1,941  1.5          9  0.0     129,961
                                                NON U.S.      8        6,951  5.3      3,084  2.4
                                                           ----    --------- ----  --------- ----
                                                              9        8,892  6.8      3,093  2.4

11/04/08 NYME PALLADIUM                         U.S.          3            0  0.0      1,404 10.4      13,470
                                                NON U.S.     10          627  4.7      1,243  9.2
                                                           ----    --------- ----  --------- ----
                                                             13          627  4.7      2,647 19.7

11/04/08 NYME PLATINUM                          U.S.          2            0  0.0        525  3.3      15,761
                                                NON U.S.     11        1,559  9.9        783  5.0
                                                           ----    --------- ----  --------- ----
                                                             13        1,559  9.9      1,308  8.3

11/04/08 ICUS SUGAR NO. 11                      U.S.          2       21,110  3.3      8,065  1.3     634,133
                                                NON U.S.      9       67,849 10.7     32,465  5.1
                                                           ----    --------- ----  --------- ----
                                                             11       88,959 14.0     40,530  6.4

11/04/08 ICUS COFFEE C                          U.S.          1          664  0.5         33  0.0     125,623
                                                NON U.S.     14       14,953 11.9      4,758  3.8
                                                           ----    --------- ----  --------- ----
                                                             15       15,617 12.4      4,791  3.8

11/04/08 CMX SILVER                             U.S.          2            0  0.0     22,684 24.0      94,365
                                                NON U.S.     11        6,205  6.6      3,225  3.4
                                                           ----    --------- ----  --------- ----
                                                             13        6,205  6.6     25,909 27.5

11/04/08 CMX COPPER-GRADE #1                    U.S.          2        1,533  2.0          0  0.0      77,976
                                                NON U.S.     10        8,977 11.5      2,865  3.7
                                                           ----    --------- ----  --------- ----
                                                             12       10,510 13.5      2,865  3.7

11/04/08 CMX GOLD                               U.S.          3        5,660  1.9     44,609 14.7     303,908
                                                NON U.S.     18       34,587 11.4     40,433 13.3
                                                           ----    --------- ----  --------- ----
                                                             21       40,247 13.2     85,042 28.0

11/04/08 CME RUSSIAN RUBLE                      NON U.S.      6       14,078 71.5     17,023 86.5      19,680

11/04/08 CME CANADIAN DOLLAR                    U.S.          2            0  0.0      5,067  4.7     107,787
                                                NON U.S.      6       12,098 11.2     19,009 17.6
                                                           ----    --------- ----  --------- ----
                                                              8       12,098 11.2     24,076 22.3

11/04/08 CME SWISS FRANC                        U.S.          2            0  0.0      1,921  4.6      41,403
                                                NON U.S.      5        5,577 13.5      6,969 16.8
                                                           ----    --------- ----  --------- ----
                                                              7        5,577 13.5      8,890 21.5

11/04/08 CME MEXICAN PESO                       U.S.          3        2,933  6.7        236  0.5      43,809
                                                NON U.S.      5       15,250 34.8      6,870 15.7
                                                           ----    --------- ----  --------- ----
                                                              8       18,183 41.5      7,106 16.2

11/04/08 CME BRITISH POUND STERLING             U.S.          2        4,192  3.6      2,578  2.2     115,676
                                                NON U.S.      3       24,918 21.5     30,906 26.7
                                                           ----    --------- ----  --------- ----
                                                              5       29,110 25.2     33,484 28.9

11/04/08 CME JAPANESE YEN                       U.S.          3        3,499  2.7     18,421 14.2     129,500
                                                NON U.S.      9        6,287  4.9     21,705 16.8
                                                           ----    --------- ----  --------- ----
                                                             12        9,786  7.6     40,126 31.0

11/04/08 CME EURO FX                            U.S.          4       10,108  6.0     17,224 10.2     169,608
                                                NON U.S.     15       32,025 18.9     13,019  7.7
                                                           ----    --------- ----  --------- ----
                                                             19       42,133 24.8     30,243 17.8

11/04/08 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.          4        2,061  1.3        886  0.6     159,174
                                                NON U.S.      7        7,620  4.8      2,610  1.6
                                                           ----    --------- ----  --------- ----
                                                             11        9,681  6.1      3,496  2.2

11/04/08 CME NEW ZEALAND DOLLAR                 U.S.          2            0  0.0      3,956 21.4      18,501
                                                NON U.S.      5        9,288 50.2      1,117  6.0
                                                           ----    --------- ----  --------- ----
                                                              7        9,288 50.2      5,073 27.4

11/04/08 ICUS NORWEGIAN KRONE                   U.S.          2          103  5.5        261 14.1       1,856
                                                NON U.S.      3          500 26.9      1,052 56.7
                                                           ----    --------- ----  --------- ----
                                                              5          603 32.5      1,313 70.7

11/04/08 CBT DOW JONES INDUSTRIAL AVERAGE       U.S.          2        1,411  5.2        100  0.4      26,957
                                                NON U.S.      4          819  3.0      6,192 23.0
                                                           ----    --------- ----  --------- ----
                                                              6        2,230  8.3      6,292 23.3

11/04/08 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.          4        1,902  1.8        467  0.4     107,331
                                                NON U.S.      9       12,237 11.4      1,209  1.1
                                                           ----    --------- ----  --------- ----
                                                             13       14,139 13.2      1,676  1.6

11/04/08 CME 3-MONTH EURODOLLARS                U.S.         11      636,754  7.7  1,523,141 18.5   8,252,085
                                                NON U.S.     53    1,078,345 13.1  1,670,395 20.2
                                                           ----    --------- ----  --------- ----
                                                             64    1,715,099 20.8  3,193,536 38.7

11/04/08 CME S&P 500 STOCK INDEX                U.S.          5        5,364  0.9      4,355  0.7     615,559
                                                NON U.S.     15        4,273  0.7     65,747 10.7
                                                           ----    --------- ----  --------- ----
                                                             20        9,637  1.6     70,102 11.4

11/04/08 CME E-MINI S&P 500 STOCK INDEX         U.S.          7       17,007  0.6    106,269  3.7   2,896,273
                                                NON U.S.     37       92,745  3.2    179,986  6.2
                                                           ----    --------- ----  --------- ----
                                                             44      109,752  3.8    286,255  9.9

11/04/08 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          5        3,333  0.9     17,691  5.0     351,396
                                                NON U.S.     17       11,070  3.2     12,667  3.6
                                                           ----    --------- ----  --------- ----
                                                             22       14,403  4.1     30,358  8.6

11/04/08 CME AUSTRALIAN DOLLAR                  U.S.          2            0  0.0      1,607  2.4      67,219
                                                NON U.S.      4        7,350 10.9     22,538 33.5
                                                           ----    --------- ----  --------- ----
                                                              6        7,350 10.9     24,145 35.9

11/04/08 ICUS RUSSELL 2000 MINI INDEX FUTURE    U.S.          5        6,534  1.4      6,851  1.4     483,019
                                                NON U.S.     11        7,687  1.6      8,660  1.8
                                                           ----    --------- ----  --------- ----
                                                             16       14,221  2.9     15,511  3.2

11/04/08 CME NIKKEI STOCK AVERAGE               U.S.          3            0  0.0     13,424 21.2      63,210
                                                NON U.S.     13        5,472  8.7      2,448  3.9
                                                           ----    --------- ----  --------- ----
                                                             16        5,472  8.7     15,872 25.1

11/04/08 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.          3          683  0.8      1,477  1.7      89,146
                                                NON U.S.     13        1,006  1.1     26,746 30.0
                                                           ----    --------- ----  --------- ----
                                                             16        1,689  1.9     28,223 31.7

11/04/08 CBT INTEREST RATE SWAPS 5YR            U.S.          2          457  0.8      9,460 16.8      56,351
                                                NON U.S.      3        2,425  4.3          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        2,882  5.1      9,460 16.8

11/04/08 NYME SING JET KERO SWAP                U.S.          1          180  2.7          0  0.0       6,572
                                                NON U.S.      4          751 11.4      1,051 16.0
                                                           ----    --------- ----  --------- ----
                                                              5          931 14.2      1,051 16.0

11/04/08 ICUS EURO FX/JAPANESE YEN - SMALL      U.S.          2        2,400 42.2        874 15.4       5,685
                                                NON U.S.      3        1,678 29.5        887 15.6
                                                           ----    --------- ----  --------- ----
                                                              5        4,078 71.7      1,761 31.0

11/04/08 CME 3-MO. EUROYEN TIBOR                U.S.          1        3,000 30.4         50  0.5       9,866
                                                NON U.S.      9        4,568 46.3        400  4.1
                                                           ----    --------- ----  --------- ----
                                                             10        7,568 76.7        450  4.6

11/04/08 NYME SING JET KERO GASOIL SPR SWAP     U.S.          2          500  8.7        440  7.7       5,735
                                                NON U.S.      5        1,575 27.5        500  8.7
                                                           ----    --------- ----  --------- ----
                                                              7        2,075 36.2        940 16.4

11/04/08 NYME 3.5% FUEL OIL RDAM CRACK SPR      U.S.          2           64  0.5      2,335 16.8      13,860
                                                NON U.S.      3          666  4.8      2,805 20.2
                                                           ----    --------- ----  --------- ----
                                                              5          730  5.3      5,140 37.1

11/04/08 NYME GASOIL CRACK SPR SWAP             U.S.          2        3,052  8.2        177  0.5      37,056
                                                NON U.S.      4        5,226 14.1      1,221  3.3
                                                           ----    --------- ----  --------- ----
                                                              6        8,278 22.3      1,398  3.8