BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)



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

11/06/07 CBT WHEAT                              U.S.          1        9,890  2.3         30  0.0     422,390
                                                NON U.S.     12       41,778  9.9      6,441  1.5
                                                           ----    --------- ----  --------- ----
                                                             13       51,668 12.2      6,471  1.5

11/06/07 KCBT WHEAT                             U.S.          1        2,606  1.9          0  0.0     140,789
                                                NON U.S.      4        3,721  2.6          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        6,327  4.5          0  0.0

11/06/07 CBT CORN                               U.S.          2       17,193  1.4        218  0.0   1,232,612
                                                NON U.S.     13       86,938  7.1      4,938  0.4
                                                           ----    --------- ----  --------- ----
                                                             15      104,131  8.4      5,156  0.4

11/06/07 CBT SOYBEANS                           U.S.          1        8,285  1.4        230  0.0     573,768
                                                NON U.S.      8       28,792  5.0      1,612  0.3
                                                           ----    --------- ----  --------- ----
                                                              9       37,077  6.5      1,842  0.3

11/06/07 CBT SOYBEAN OIL                        U.S.          1        2,999  1.0          0  0.0     298,199
                                                NON U.S.      6       17,254  5.8        579  0.2
                                                           ----    --------- ----  --------- ----
                                                              7       20,253  6.8        579  0.2

11/06/07 CBT U.S. TREASURY BONDS                U.S.          3       17,159  1.7     10,429  1.0     998,729
                                                NON U.S.     18       33,156  3.3     20,160  2.0
                                                           ----    --------- ----  --------- ----
                                                             21       50,315  5.0     30,589  3.1

11/06/07 NYME NY RES FUEL 1.0% SULFUR SWAP      U.S.          2          429  4.7        255  2.8       9,180
                                                NON U.S.      3        1,367 14.9        135  1.5
                                                           ----    --------- ----  --------- ----
                                                              5        1,796 19.6        390  4.2

11/06/07 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.          2        5,400  2.4        595  0.3     223,136
                                                NON U.S.      5       22,781 10.2     10,487  4.7
                                                           ----    --------- ----  --------- ----
                                                              7       28,181 12.6     11,082  5.0

11/06/07 NYME SING GASOIL SWAP                  U.S.          2           25  0.3      1,375 18.6       7,400
                                                NON U.S.      4          475  6.4        700  9.5
                                                           ----    --------- ----  --------- ----
                                                              6          500  6.8      2,075 28.0

11/06/07 NYME SING GASOIL/RDAM GASOIL SWAP      U.S.          2            0  0.0      1,500 20.9       7,175
                                                NON U.S.      3          725 10.1        525  7.3
                                                           ----    --------- ----  --------- ----
                                                              5          725 10.1      2,025 28.2

11/06/07 NYME NATURAL GAS                       U.S.          5       52,663  6.9     38,589  5.0     766,001
                                                NON U.S.     10       39,112  5.1     49,487  6.5
                                                           ----    --------- ----  --------- ----
                                                             15       91,775 12.0     88,076 11.5

11/06/07 NYME MICHCON BASIS SWAP                U.S.          3       10,234  9.6        794  0.7     106,416
                                                NON U.S.      3        5,734  5.4      4,732  4.4
                                                           ----    --------- ----  --------- ----
                                                              6       15,968 15.0      5,526  5.2

11/06/07 NYME PERMIAN BASIS SWAP                U.S.          3        9,719 13.0        602  0.8      74,595
                                                NON U.S.      3          124  0.2      3,110  4.2
                                                           ----    --------- ----  --------- ----
                                                              6        9,843 13.2      3,712  5.0

11/06/07 NYME TCO BASIS SWAP                    U.S.          3        3,578  3.3      4,122  3.8     107,087
                                                NON U.S.      2        8,804  8.2        856  0.8
                                                           ----    --------- ----  --------- ----
                                                              5       12,382 11.6      4,978  4.6

11/06/07 NYME PG&E CITYGATE BASIS SWAP          U.S.          3          155  0.3      2,678  4.8      55,605
                                                NON U.S.      3          880  1.6        230  0.4
                                                           ----    --------- ----  --------- ----
                                                              6        1,035  1.9      2,908  5.2

11/06/07 NYME ANR OK BASIS SWAP                 U.S.          3            0  0.0      1,497  4.8      31,362
                                                NON U.S.      3        1,284  4.1      3,083  9.8
                                                           ----    --------- ----  --------- ----
                                                              6        1,284  4.1      4,580 14.6

11/06/07 NYME WAHA BASIS SWAP                   U.S.          4          730  0.6     16,413 14.2     115,874
                                                NON U.S.      2          734  0.6      2,746  2.4
                                                           ----    --------- ----  --------- ----
                                                              6        1,464  1.3     19,159 16.5

11/06/07 NYME CIG BASIS SWAP                    U.S.          4          114  0.3      5,124 12.2      42,086
                                                NON U.S.      3          690  1.6      6,453 15.3
                                                           ----    --------- ----  --------- ----
                                                              7          804  1.9     11,577 27.5

11/06/07 NYME CENTERPOINT BASIS SWAP            U.S.          4        1,100  3.7      4,008 13.4      29,885
                                                NON U.S.      2        1,498  5.0      6,266 21.0
                                                           ----    --------- ----  --------- ----
                                                              6        2,598  8.7     10,274 34.4

11/06/07 CME 1-MONTH LIBOR RATE                 U.S.          2        4,074  5.9      2,312  3.4      68,820
                                                NON U.S.     11       20,892 30.4     10,337 15.0
                                                           ----    --------- ----  --------- ----
                                                             13       24,966 36.3     12,649 18.4

11/06/07 NYBT COTTON NO. 2                      U.S.          1        3,015  1.2          0  0.0     250,060
                                                NON U.S.     10       17,881  7.2        732  0.3
                                                           ----    --------- ----  --------- ----
                                                             11       20,896  8.4        732  0.3

11/06/07 NYME ALBERTA BASIS SWAP                U.S.          4        5,024  3.8      2,706  2.0     133,401
                                                NON U.S.      7       17,934 13.4     21,942 16.4
                                                           ----    --------- ----  --------- ----
                                                             11       22,958 17.2     24,648 18.5

11/06/07 NYME CHICAGO BASIS SWAP                U.S.          2        1,523  1.7        793  0.9      87,445
                                                NON U.S.      3          521  0.6      1,282  1.5
                                                           ----    --------- ----  --------- ----
                                                              5        2,044  2.3      2,075  2.4

11/06/07 NYME HOUSTON SHIP CH BASIS SWAP        U.S.          6        3,328  1.3     13,088  5.3     247,313
                                                NON U.S.      4        8,208  3.3     12,193  4.9
                                                           ----    --------- ----  --------- ----
                                                             10       11,536  4.7     25,281 10.2

11/06/07 NYME NW PIPE ROCKIES BASIS SWAP        U.S.          5       10,499  5.3     21,562 10.9     197,514
                                                NON U.S.      5       15,218  7.7     19,067  9.7
                                                           ----    --------- ----  --------- ----
                                                             10       25,717 13.0     40,629 20.6

11/06/07 NYME PANHANDLE BASIS SWAP              U.S.          5        5,102  2.3     21,070  9.7     218,199
                                                NON U.S.      4        8,056  3.7     27,066 12.4
                                                           ----    --------- ----  --------- ----
                                                              9       13,158  6.0     48,136 22.1

11/06/07 NYME SAN JUAN BASIS SWAP               U.S.          6       12,971 26.9      4,999 10.4      48,148
                                                NON U.S.      4        3,650  7.6      4,142  8.6
                                                           ----    --------- ----  --------- ----
                                                             10       16,621 34.5      9,141 19.0

11/06/07 NYME SOCAL BASIS SWAP                  U.S.          5       28,351 14.6      7,970  4.1     194,721
                                                NON U.S.      5        6,493  3.3     15,618  8.0
                                                           ----    --------- ----  --------- ----
                                                             10       34,844 17.9     23,588 12.1

11/06/07 NYME TRANSCO ZONE 6 BASIS SWAP         U.S.          2          984  1.3      2,291  3.0      77,282
                                                NON U.S.      3        4,973  6.4      9,099 11.8
                                                           ----    --------- ----  --------- ----
                                                              5        5,957  7.7     11,390 14.7

11/06/07 NYME HENRY HUB GAS SWAP                U.S.          6      233,382  8.6    262,339  9.6   2,718,990
                                                NON U.S.     11      255,656  9.4    156,090  5.7
                                                           ----    --------- ----  --------- ----
                                                             17      489,038 18.0    418,429 15.4

11/06/07 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.          5       90,253  9.9      9,772  1.1     907,581
                                                NON U.S.      9      219,859 24.2    139,337 15.4
                                                           ----    --------- ----  --------- ----
                                                             14      310,112 34.2    149,109 16.4

11/06/07 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          3       34,281  3.2      6,245  0.6   1,073,747
                                                NON U.S.     41       85,620  8.0     81,452  7.6
                                                           ----    --------- ----  --------- ----
                                                             44      119,901 11.2     87,697  8.2

11/06/07 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          8       30,068  1.1     41,653  1.6   2,673,772
                                                NON U.S.     54      166,729  6.2    189,627  7.1
                                                           ----    --------- ----  --------- ----
                                                             62      196,797  7.4    231,280  8.6

11/06/07 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          6       42,031  2.3     33,906  1.9   1,812,283
                                                NON U.S.     35      140,904  7.8     52,559  2.9
                                                           ----    --------- ----  --------- ----
                                                             41      182,935 10.1     86,465  4.8

11/06/07 CBT 30-DAY FEDERAL FUNDS               U.S.          4       19,429  5.3     16,973  4.6     369,937
                                                NON U.S.     31       64,741 17.5     59,956 16.2
                                                           ----    --------- ----  --------- ----
                                                             35       84,170 22.8     76,929 20.8

11/06/07 CME LEAN HOGS                          U.S.          2        4,265  2.1         64  0.0     199,598
                                                NON U.S.      5       14,090  7.1        239  0.1
                                                           ----    --------- ----  --------- ----
                                                              7       18,355  9.2        303  0.2

11/06/07 CME LIVE CATTLE                        U.S.          3        6,935  2.9      1,299  0.5     237,546
                                                NON U.S.      5       18,932  8.0        238  0.1
                                                           ----    --------- ----  --------- ----
                                                              8       25,867 10.9      1,537  0.6

11/06/07 CME FEEDER CATTLE                      U.S.          2          250  0.9         95  0.4      26,452
                                                NON U.S.      3          812  3.1          0  0.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,062  4.0         95  0.4

11/06/07 NYME PJM ELECTRICITY MONTHLY           U.S.          2        2,780  8.0      3,809 11.0      34,781
                                                NON U.S.      3          481  1.4      1,312  3.8
                                                           ----    --------- ----  --------- ----
                                                              5        3,261  9.4      5,121 14.7

11/06/07 NYME ISO NEW ENGLAND LMP SWAP          U.S.          2        1,523  8.7      2,579 14.7      17,546
                                                NON U.S.      4          348  2.0      1,307  7.4
                                                           ----    --------- ----  --------- ----
                                                              6        1,871 10.7      3,886 22.1

11/06/07 NYME CRUDE OIL, LIGHT SWEET            U.S.          4       21,973  1.5     57,523  3.8   1,513,362
                                                NON U.S.     13      125,981  8.3    118,037  7.8
                                                           ----    --------- ----  --------- ----
                                                             17      147,954  9.8    175,560 11.6

11/06/07 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.          2        6,678  6.8      2,313  2.4      98,146
                                                NON U.S.      5        7,581  7.7     15,775 16.1
                                                           ----    --------- ----  --------- ----
                                                              7       14,259 14.5     18,088 18.4

11/06/07 NYME DUBAI CRUDE OIL CALENDAR SWAP     U.S.          2          625  4.1      1,925 12.7      15,102
                                                NON U.S.      4        1,003  6.6        947  6.3
                                                           ----    --------- ----  --------- ----
                                                              6        1,628 10.8      2,872 19.0

11/06/07 NYME WTI CRUDE OIL FINANCIAL           U.S.          3        6,573  5.1      4,113  3.2     129,123
                                                NON U.S.     10       24,628 19.1     14,247 11.0
                                                           ----    --------- ----  --------- ----
                                                             13       31,201 24.2     18,360 14.2

11/06/07 NYME DATED TO FRONTLINE BRENT SWAP     U.S.          2        1,804  6.9      2,330  9.0      25,980
                                                NON U.S.      3          150  0.6      3,400 13.1
                                                           ----    --------- ----  --------- ----
                                                              5        1,954  7.5      5,730 22.1

11/06/07 NYBT COCOA                             U.S.          1          650  0.5          0  0.0     137,788
                                                NON U.S.      7        4,165  3.0      3,884  2.8
                                                           ----    --------- ----  --------- ----
                                                              8        4,815  3.5      3,884  2.8

11/06/07 NYME PALLADIUM                         U.S.          3           84  0.5      1,622  9.2      17,698
                                                NON U.S.      7          915  5.2      2,331 13.2
                                                           ----    --------- ----  --------- ----
                                                             10          999  5.6      3,953 22.3

11/06/07 NYME PLATINUM                          U.S.          3            0  0.0        596  3.6      16,382
                                                NON U.S.      8        1,051  6.4        961  5.9
                                                           ----    --------- ----  --------- ----
                                                             11        1,051  6.4      1,557  9.5

11/06/07 NYBT SUGAR NO. 11                      U.S.          2        7,302  1.0      3,091  0.4     767,239
                                                NON U.S.      8       71,878  9.4     23,240  3.0
                                                           ----    --------- ----  --------- ----
                                                             10       79,180 10.3     26,331  3.4

11/06/07 NYBT COFFEE C                          U.S.          1        1,773  1.1          0  0.0     163,302
                                                NON U.S.     11        9,957  6.1      8,002  4.9
                                                           ----    --------- ----  --------- ----
                                                             12       11,730  7.2      8,002  4.9

11/06/07 CMX SILVER                             U.S.          4          706  0.5      7,711  5.1     150,120
                                                NON U.S.     10        6,648  4.4      1,748  1.2
                                                           ----    --------- ----  --------- ----
                                                             14        7,354  4.9      9,459  6.3

11/06/07 CMX COPPER-GRADE #1                    U.S.          2        1,890  2.3          0  0.0      83,317
                                                NON U.S.     10        7,202  8.6      1,410  1.7
                                                           ----    --------- ----  --------- ----
                                                             12        9,092 10.9      1,410  1.7

11/06/07 CBT GOLD, 100 TROY OZ                  U.S.          2          504  2.2        411  1.8      22,742
                                                NON U.S.      5        1,007  4.4      1,785  7.8
                                                           ----    --------- ----  --------- ----
                                                              7        1,511  6.6      2,196  9.7

11/06/07 CMX GOLD                               U.S.          5        3,081  0.6     76,099 13.7     556,856
                                                NON U.S.     19       17,872  3.2     55,974 10.1
                                                           ----    --------- ----  --------- ----
                                                             24       20,953  3.8    132,073 23.7

11/06/07 CME CANADIAN DOLLAR                    U.S.          3          460  0.3        948  0.7     138,502
                                                NON U.S.      9        8,460  6.1     32,620 23.6
                                                           ----    --------- ----  --------- ----
                                                             12        8,920  6.4     33,568 24.2

11/06/07 CME SWISS FRANC                        U.S.          4           20  0.0      6,631  7.6      86,821
                                                NON U.S.      4       27,141 31.3      2,161  2.5
                                                           ----    --------- ----  --------- ----
                                                              8       27,161 31.3      8,792 10.1

11/06/07 CME MEXICAN PESO                       U.S.          4        1,123  1.0      7,987  7.0     113,295
                                                NON U.S.      6        3,965  3.5     80,391 71.0
                                                           ----    --------- ----  --------- ----
                                                             10        5,088  4.5     88,378 78.0

11/06/07 CME BRITISH POUND STERLING             U.S.          5        3,438  2.3      8,613  5.8     147,306
                                                NON U.S.      6        3,810  2.6     50,559 34.3
                                                           ----    --------- ----  --------- ----
                                                             11        7,248  4.9     59,172 40.2

11/06/07 CME JAPANESE YEN                       U.S.          2        2,171  1.0     29,343 13.6     216,041
                                                NON U.S.      9       41,782 19.3     14,696  6.8
                                                           ----    --------- ----  --------- ----
                                                             11       43,953 20.3     44,039 20.4

11/06/07 CME EURO FX                            U.S.          4          898  0.4      7,724  3.5     217,765
                                                NON U.S.     19       13,936  6.4     69,659 32.0
                                                           ----    --------- ----  --------- ----
                                                             23       14,834  6.8     77,383 35.5

11/06/07 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.          3        3,564  1.8        539  0.3     203,363
                                                NON U.S.      9        9,456  4.6      7,266  3.6
                                                           ----    --------- ----  --------- ----
                                                             12       13,020  6.4      7,805  3.8

11/06/07 NYBT NEW ZEALAND DOLLAR                NON U.S.      7          120  5.8      1,279 61.4       2,084

11/06/07 CME NEW ZEALAND DOLLAR                 U.S.          2          449  1.8        500  2.0      25,305
                                                NON U.S.      4          909  3.6     12,842 50.7
                                                           ----    --------- ----  --------- ----
                                                              6        1,358  5.4     13,342 52.7

11/06/07 E VIX FUTURES                          U.S.          1           18  0.0        219  0.3      77,811
                                                NON U.S.      7        2,852  3.7        102  0.1
                                                           ----    --------- ----  --------- ----
                                                              8        2,870  3.7        321  0.4

11/06/07 CBT DOW JONES INDUSTRIAL AVERAGE       U.S.          2        4,222 12.3         22  0.1      34,320
                                                NON U.S.      6        1,860  5.4      1,118  3.3
                                                           ----    --------- ----  --------- ----
                                                              8        6,082 17.7      1,140  3.3

11/06/07 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.          3        1,391  1.3          0  0.0     105,630
                                                NON U.S.      6        5,734  5.4      1,463  1.4
                                                           ----    --------- ----  --------- ----
                                                              9        7,125  6.7      1,463  1.4

11/06/07 CME 3-MONTH EURODOLLARS                U.S.         10      642,306  6.1    814,894  7.8  10,504,487
                                                NON U.S.     62    1,524,325 14.5  1,568,409 14.9
                                                           ----    --------- ----  --------- ----
                                                             72    2,166,631 20.6  2,383,303 22.7

11/06/07 CME S&P 500 STOCK INDEX                U.S.          5        9,850  1.6        247  0.0     616,031
                                                NON U.S.     23       18,249  3.0     52,668  8.5
                                                           ----    --------- ----  --------- ----
                                                             28       28,099  4.6     52,915  8.6

11/06/07 CME E-MINI S&P 500 STOCK INDEX         U.S.          9       11,322  0.6     14,968  0.7   2,036,619
                                                NON U.S.     34      106,078  5.2     91,879  4.5
                                                           ----    --------- ----  --------- ----
                                                             43      117,400  5.8    106,847  5.2

11/06/07 CME NASDAQ-100 STOCK INDEX             U.S.          3        1,109  1.9      1,984  3.4      58,533
                                                NON U.S.     13        3,771  6.4      4,847  8.3
                                                           ----    --------- ----  --------- ----
                                                             16        4,880  8.3      6,831 11.7

11/06/07 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          6       10,373  2.3      6,357  1.4     448,210
                                                NON U.S.     28       15,372  3.4      6,849  1.5
                                                           ----    --------- ----  --------- ----
                                                             34       25,745  5.7     13,206  2.9

11/06/07 CME AUSTRALIAN DOLLAR                  U.S.          4          239  0.3      3,789  4.0      93,618
                                                NON U.S.      5           25  0.0     32,229 34.4
                                                           ----    --------- ----  --------- ----
                                                              9          264  0.3     36,018 38.5

11/06/07 CME RUSSEL 2000 STOCK INDEX FUTURE     U.S.          2          182  0.5      1,391  3.8      36,190
                                                NON U.S.      8        3,567  9.9      2,734  7.6
                                                           ----    --------- ----  --------- ----
                                                             10        3,749 10.4      4,125 11.4

11/06/07 CME RUSSEL 2000 STOCK INDEX (MINI)     U.S.          7          703  0.1      9,858  1.6     619,078
                                                NON U.S.     20        9,820  1.6     19,172  3.1
                                                           ----    --------- ----  --------- ----
                                                             27       10,523  1.7     29,030  4.7

11/06/07 CME NIKKEI STOCK AVERAGE               U.S.          1        1,771  2.5          0  0.0      69,729
                                                NON U.S.     16       12,171 17.5      5,859  8.4
                                                           ----    --------- ----  --------- ----
                                                             17       13,942 20.0      5,859  8.4

11/06/07 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.          3        7,264 11.3          0  0.0      64,369
                                                NON U.S.     14        2,921  4.5     12,342 19.2
                                                           ----    --------- ----  --------- ----
                                                             17       10,185 15.8     12,342 19.2

11/06/07 CBT INTEREST RATE SWAPS 10YR - 3MO     U.S.          2        1,904  3.3     17,376 30.4      57,069
                                                NON U.S.      4          503  0.9      2,766  4.8
                                                           ----    --------- ----  --------- ----
                                                              6        2,407  4.2     20,142 35.3

11/06/07 CBT INTEREST RATE SWAPS 5YR - 3MO      U.S.          2            0  0.0     11,459 66.1      17,346
                                                NON U.S.      3          846  4.9      2,434 14.0
                                                           ----    --------- ----  --------- ----
                                                              5          846  4.9     13,893 80.1

11/06/07 NYBT BRITISH POUND/JPN YEN XRATE       U.S.          2            0  0.0        533 13.0       4,108
                                                NON U.S.      3            0  0.0      1,327 32.3
                                                           ----    --------- ----  --------- ----
                                                              5            0  0.0      1,860 45.3

11/06/07 NYBT EURO FX/JAPANESE YEN XRATE        U.S.          1            0  0.0      1,058  7.8      13,536
                                                NON U.S.      5           61  0.5      2,239 16.5
                                                           ----    --------- ----  --------- ----
                                                              6           61  0.5      3,297 24.4

11/06/07 CME E-MINI S&P 400 STOCK INDEX         U.S.          1          238  0.2          0  0.0     100,798
                                                NON U.S.      4            0  0.0      5,180  5.1
                                                           ----    --------- ----  --------- ----
                                                              5          238  0.2      5,180  5.1

11/06/07 CME 3-MO. EUROYEN TIBOR                U.S.          5          935  2.6      3,062  8.7      35,329
                                                NON U.S.     18       11,511 32.6      7,546 21.4
                                                           ----    --------- ----  --------- ----
                                                             23       12,446 35.2     10,608 30.0

11/06/07 NYBT EURO FX/BRITISH POUND XRATE       U.S.          1          109  1.1          0  0.0      10,326
                                                NON U.S.      4          737  7.1      1,559 15.1
                                                           ----    --------- ----  --------- ----
                                                              5          846  8.2      1,559 15.1

11/06/07 NYME SING JET KERO GASOIL SPR SWAP     U.S.          3           50  1.8        650 23.6       2,750
                                                NON U.S.      3            0  0.0        625 22.7
                                                           ----    --------- ----  --------- ----
                                                              6           50  1.8      1,275 46.4

11/06/07 NYME HEAT OIL CRACK SPRD CAL SWAP      U.S.          3          495  5.6        100  1.1       8,827
                                                NON U.S.      2        1,335 15.1        510  5.8
                                                           ----    --------- ----  --------- ----
                                                              5        1,830 20.7        610  6.9