BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 10/06/2009



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


CBT WHEAT                                 U.S.        2        2,555  1.5      1,235  0.7    168,988       2,030  1.6      1,201   0.9    128,482
                                          NON U.S.    3          740  0.4        635  0.4                  4,436  3.5        156   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        3,295  1.9      1,870  1.1                  6,466  5.1      1,357   1.0

CBT CORN                                  U.S.        3        4,762  0.6      3,625  0.5    767,979       2,670  0.4      3,666   0.6    621,837
                                          NON U.S.    5       30,350  4.0        845  0.1                 45,782  7.4        670   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       35,112  4.6      4,470  0.6                 48,452  7.8      4,336   0.7

CBT SOYBEANS                              U.S.        2        6,800  1.8      4,947  1.3    375,917       1,600  0.6        860   0.3    268,282
                                          NON U.S.    4          691  0.2        500  0.1                  1,279  0.5        100   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        7,491  2.0      5,447  1.4                  2,879  1.1        960   0.3

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.        3      242,875  8.6    332,148 11.7  2,829,673     214,201  9.4    153,323   6.7  2,287,758
                                          NON U.S.    6       46,106  1.6     81,411  2.9                 65,672  2.9     35,471   1.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      288,981 10.2    413,559 14.6                279,873 12.3    188,794   8.3

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       11,675  2.2     50,500  9.7    520,306      49,225  7.8     33,600   5.4    627,103
                                          NON U.S.   15       33,260  6.4     12,505  2.4                 24,455  3.9     18,728   3.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     22       44,935  8.6     63,005 12.1                 73,680 11.7     52,328   8.4

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        3        2,000  3.3      1,000  1.6     61,447       3,000  3.3     10,000  11.1     89,753
                                          NON U.S.    2        3,200  5.2        100  0.2                    400  0.4          0   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        5,200  8.5      1,100  1.8                  3,400  3.7     10,000  11.1

CBT 30-DAY FEDERAL FUNDS                  U.S.        6       11,700  2.3      4,050  0.8    505,257       7,750  1.9      7,150   1.7    418,329
                                          NON U.S.    4        2,000  0.4        700  0.1                  4,000  1.0      2,000   0.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10       13,700  2.7      4,750  0.9                 11,750  2.9      9,150   2.2

NYME CRUDE OIL, LIGHT SWEET               U.S.        3      108,094  4.4    150,119  6.1  2,475,648     146,789  5.8    161,130   6.3  2,538,859
                                          NON U.S.   12       23,221  0.9     38,973  1.6                 34,489  1.4     26,482   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15      131,315  5.3    189,092  7.7                181,278  7.2    187,612   7.3

NYME EUR STYLE CRUDE OIL OPTIONS          U.S.        3       22,154  5.5     38,904  9.7    401,558      24,595  8.5     20,500   7.0    290,843
                                          NON U.S.    6        1,950  0.5      1,750  0.4                  1,640  0.6      1,800   0.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       24,104  6.0     40,654 10.1                 26,235  9.1     22,300   7.6

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.        3       89,827  9.4     96,871 10.1    957,093      54,739  8.1     69,653  10.4    672,813
                                          NON U.S.    7       33,281  3.5     59,781  6.2                 56,989  8.5     39,624   5.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      123,108 12.9    156,652 16.3                111,728 16.6    109,277  16.3

ICUS SUGAR NO. 11                         U.S.        2        7,950  1.3      4,460  0.7    616,498       8,485  2.0      4,285   1.0    415,406
                                          NON U.S.    4        2,390  0.4      1,460  0.2                    900  0.2        850   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6       10,340  1.7      5,920  0.9                  9,385  2.2      5,135   1.2

CMX GOLD                                  U.S.        1       23,581  6.2     28,846  7.6    380,142       6,498  2.9     15,877   7.1    222,717
                                          NON U.S.    6        6,587  1.7     12,287  3.2                  3,642  1.6      7,039   3.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       30,168  7.9     41,133 10.8                 10,140  4.5     22,916  10.3

CME 3-MONTH EURODOLLARS                   U.S.       12      456,016  6.0    580,090  7.6  7,587,625     696,298  8.8    494,620   6.2  7,926,068
                                          NON U.S.   38      565,302  7.5    596,516  7.9                538,955  6.8    676,027   8.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     50    1,021,318 13.5  1,176,606 15.5              1,235,253 15.6  1,170,647  14.7

CME E-MINI S&P 500 STOCK INDEX            NON U.S.    8        1,156  0.4         19  0.0    299,417       6,030  1.4        420   0.1    433,546