BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 10/02/2007



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


CBT WHEAT                                 NON U.S.    5        3,465  1.9      3,344  1.9    178,990       9,027  4.1      1,712   0.8    219,062

CBT CORN                                  U.S.        2          250  0.0          0  0.0    862,687         278  0.0          0   0.0    640,253
                                          NON U.S.    7       13,440  1.6      4,300  0.5                 18,308  2.9        575   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       13,690  1.6      4,300  0.5                 18,586  2.9        575   0.1

CBT U.S. TREASURY BONDS                   U.S.        2        2,336  0.7        250  0.1    316,170       8,486  1.8        700   0.1    477,473
                                          NON U.S.    4            0  0.0          0  0.0                 26,841  5.6      3,501   0.7
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        2,336  0.7        250  0.1                 35,327  7.4      4,201   0.8

NYME NATURAL GAS                          U.S.        4        4,935  0.8      8,010  1.3    606,647       9,285  1.7      4,330   0.8    541,371
                                          NON U.S.    6      355,529 58.6      2,684  0.4                354,717 65.5      4,856   0.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10      360,464 59.4     10,694  1.7                364,002 67.2      9,186   1.7

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.        5      114,405  4.2    122,505  4.5  2,727,930     128,079  5.1    122,482   4.9  2,507,328
                                          NON U.S.    9      332,623 12.2    698,058 25.6                317,721 12.7    559,195  22.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14      447,028 16.4    820,563 30.1                445,800 17.8    681,677  27.2

NYBT COTTON NO. 2                         NON U.S.    5        5,235  1.9      2,785  1.0    277,862         195  0.1        350   0.1    236,581

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        5      161,071 12.2    104,606  7.9  1,322,280      69,950  4.6    112,978   7.4  1,520,606
                                          NON U.S.   28       28,150  2.1     30,054  2.3                 80,016  5.3     38,597   2.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     33      189,221 14.3    134,660 10.2                149,966  9.9    151,575   9.9

CBT 5-YEAR U.S. TREASURY NOTES            U.S.        4       31,194  6.0     12,644  2.4    518,503      37,650 11.3     12,900   3.9    334,074
                                          NON U.S.   11       12,286  2.4     13,016  2.5                 23,200  6.9     27,115   8.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15       43,480  8.4     25,660  4.9                 60,850 18.2     40,015  12.0

CBT 30-DAY FEDERAL FUNDS                  U.S.        2        1,500  0.8        393  0.2    177,331       9,333  2.0     12,260   2.7    456,454
                                          NON U.S.    8        7,845  4.4      6,720  3.8                 14,762  3.2      5,100   1.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     10        9,345  5.2      7,113  4.0                 24,095  5.2     17,360   3.8

NYME PJM ELECTRICITY MONTHLY              U.S.        2        1,800  2.6        920  1.3     70,547       2,320  3.3        800   1.1     69,980
                                          NON U.S.    3        5,180  7.3      2,300  3.3                  6,380  9.1      1,320   1.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        6,980  9.9      3,220  4.6                  8,700 12.4      2,120   3.0

NYME CRUDE OIL, LIGHT SWEET               U.S.        4       87,257  5.8     98,008  6.5  1,496,383     105,800  5.3    112,077   5.7  1,983,120
                                          NON U.S.   10      124,522  8.3    193,275 12.9                211,222 10.7    163,044   8.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     14      211,779 14.1    291,283 19.4                317,022 16.0    275,121  13.9

NYME EUR STYLE CRUDE OIL OPTIONS          U.S.        5        9,848  3.8     22,635  8.8    256,891      14,575  5.6     18,125   6.9    261,750
                                          NON U.S.    7       17,074  6.6     30,414 11.8                 29,550 11.3     17,900   6.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     12       26,922 10.4     53,049 20.6                 44,125 16.9     36,025  13.7

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.        4       24,178  8.4     30,540 10.7    286,210      34,805 11.9     15,465   5.3    293,570
                                          NON U.S.    9       45,945 16.1     62,977 22.0                 76,989 26.2     47,363  16.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13       70,123 24.5     93,517 32.7                111,794 38.1     62,828  21.4

NYBT SUGAR NO. 11                         NON U.S.    6       11,386  2.6      3,370  0.8    433,778       2,565  1.5        440   0.2    176,332

CMX SILVER                                U.S.        3        2,549  3.3      3,729  4.8     77,101       3,400  8.0      1,320   3.1     42,524
                                          NON U.S.    4        7,619  9.9      9,109 11.8                  4,035  9.5      6,293  14.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7       10,168 13.2     12,838 16.6                  7,435 17.5      7,613  17.9

CMX GOLD                                  U.S.        3       12,284  5.3     28,585 12.4    230,038      12,525  7.8     16,785  10.5    160,499
                                          NON U.S.    5       37,394 16.3     39,171 17.0                 29,320 18.3     24,966  15.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8       49,678 21.6     67,756 29.4                 41,845 26.1     41,751  26.1

CME EURO FX                               U.S.        2        4,063  5.5      3,844  5.2     73,928       3,396  4.4      5,586   7.3     76,802
                                          NON U.S.    5        3,206  4.3      1,866  2.5                  6,855  8.9        750   1.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      7        7,269  9.8      5,710  7.7                 10,251 13.3      6,336   8.3

CME 3-MONTH EURODOLLARS                   U.S.        8      360,500  2.3    354,974  2.3 15,688,382     338,813  2.9    294,071   2.5 11,685,212
                                          NON U.S.   48    1,563,290 10.0  1,148,294  7.3                871,073  7.5    775,886   6.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     56    1,923,790 12.3  1,503,268  9.6              1,209,886 10.4  1,069,957   9.1

CME S&P 500 STOCK INDEX                   U.S.        1          210  0.1          0  0.0    293,454           0  0.0          0   0.0    792,255
                                          NON U.S.    4        1,506  0.5          1  0.0                  5,099  0.6         31   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        1,716  0.6          1  0.0                  5,099  0.6         31   0.0

CME E-MINI S&P 500 STOCK INDEX            U.S.        1            0  0.0        200  0.1    243,765           0  0.0          0   0.0    319,659
                                          NON U.S.    5          440  0.2        140  0.1                 11,555  3.6        420   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6          440  0.2        340  0.2                 11,555  3.6        420   0.1