BANK PARTICIPATION IN FUTURES MARKETS

(IN CONTRACTS)



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

05/06/08 CBT WHEAT                              U.S.          1        8,093  2.2          0  0.0     366,596
                                                NON U.S.     15       60,624 16.5     10,545  2.9
                                                           ----    --------- ----  --------- ----
                                                             16       68,717 18.7     10,545  2.9

05/06/08 KCBT WHEAT                             U.S.          1        2,579  2.6          0  0.0     100,872
                                                NON U.S.      5        5,237  5.2         63  0.1
                                                           ----    --------- ----  --------- ----
                                                              6        7,816  7.7         63  0.1

05/06/08 CBT CORN                               U.S.          1       24,557  1.7        815  0.1   1,404,651
                                                NON U.S.     16      121,128  8.6     18,341  1.3
                                                           ----    --------- ----  --------- ----
                                                             17      145,685 10.4     19,156  1.4

05/06/08 CBT SOYBEANS                           U.S.          1        9,760  2.1          5  0.0     457,916
                                                NON U.S.     13       39,915  8.7      2,369  0.5
                                                           ----    --------- ----  --------- ----
                                                             14       49,675 10.8      2,374  0.5

05/06/08 CBT SOYBEAN OIL                        U.S.          1        5,330  2.1          0  0.0     255,685
                                                NON U.S.      5       18,556  7.3      7,016  2.7
                                                           ----    --------- ----  --------- ----
                                                              6       23,886  9.3      7,016  2.7

05/06/08 CBT U.S. TREASURY BONDS                U.S.          4       13,481  1.5      5,615  0.6     916,018
                                                NON U.S.     14       23,518  2.6     11,899  1.3
                                                           ----    --------- ----  --------- ----
                                                             18       36,999  4.0     17,514  1.9

05/06/08 NYME NO. 2 HEATING OIL, N.Y. HARBOR    U.S.          3        5,099  2.2      1,183  0.5     227,262
                                                NON U.S.      5       18,536  8.2      9,003  4.0
                                                           ----    --------- ----  --------- ----
                                                              8       23,635 10.4     10,186  4.5

05/06/08 NYME NY HARBOR HEATING OIL CAL SWAP    U.S.          3          165  1.1      1,441  9.7      14,822
                                                NON U.S.      3          954  6.4        912  6.2
                                                           ----    --------- ----  --------- ----
                                                              6        1,119  7.5      2,353 15.9

05/06/08 NYME SING GASOIL SWAP                  U.S.          1            0  0.0        850 11.3       7,550
                                                NON U.S.      4        3,100 41.1        150  2.0
                                                           ----    --------- ----  --------- ----
                                                              5        3,100 41.1      1,000 13.2

05/06/08 NYME SING GASOIL/RDAM GASOIL SWAP      U.S.          2            0  0.0        400  6.0       6,700
                                                NON U.S.      4          225  3.4      1,625 24.3
                                                           ----    --------- ----  --------- ----
                                                              6          225  3.4      2,025 30.2

05/06/08 NYME NATURAL GAS                       U.S.          4       48,726  5.6     42,145  4.9     867,142
                                                NON U.S.      7       66,018  7.6     48,908  5.6
                                                           ----    --------- ----  --------- ----
                                                             11      114,744 13.2     91,053 10.5

05/06/08 NYME PERMIAN BASIS SWAP                U.S.          2          705  0.9        465  0.6      74,930
                                                NON U.S.      4          122  0.2      2,591  3.5
                                                           ----    --------- ----  --------- ----
                                                              6          827  1.1      3,056  4.1

05/06/08 NYME TCO BASIS SWAP                    U.S.          2        6,226  6.5      3,233  3.4      96,124
                                                NON U.S.      4        6,271  6.5      9,429  9.8
                                                           ----    --------- ----  --------- ----
                                                              6       12,497 13.0     12,662 13.2

05/06/08 NYME NGPL TEXOK BASIS SWAP             U.S.          2       13,200 13.3      2,666  2.7      98,936
                                                NON U.S.      3        1,458  1.5      8,554  8.6
                                                           ----    --------- ----  --------- ----
                                                              5       14,658 14.8     11,220 11.3

05/06/08 NYME ANR OK BASIS SWAP                 U.S.          2            0  0.0      2,689  6.4      42,302
                                                NON U.S.      3            0  0.0      6,406 15.1
                                                           ----    --------- ----  --------- ----
                                                              5            0  0.0      9,095 21.5

05/06/08 NYME SUMAS BASIS SWAP                  U.S.          1        1,199  7.2          0  0.0      16,660
                                                NON U.S.      4        5,015 30.1        480  2.9
                                                           ----    --------- ----  --------- ----
                                                              5        6,214 37.3        480  2.9

05/06/08 NYME WAHA BASIS SWAP                   U.S.          3            0  0.0     11,022  9.8     112,191
                                                NON U.S.      2        1,314  1.2      2,190  2.0
                                                           ----    --------- ----  --------- ----
                                                              5        1,314  1.2     13,212 11.8

05/06/08 NYME CIG BASIS SWAP                    U.S.          3           58  0.2      2,435  6.4      38,342
                                                NON U.S.      2            0  0.0      8,667 22.6
                                                           ----    --------- ----  --------- ----
                                                              5           58  0.2     11,102 29.0

05/06/08 NYME CENTERPOINT BASIS SWAP            U.S.          4          612  1.6      3,072  7.9      38,662
                                                NON U.S.      3        2,589  6.7      6,160 15.9
                                                           ----    --------- ----  --------- ----
                                                              7        3,201  8.3      9,232 23.9

05/06/08 CME 1-MONTH LIBOR RATE                 U.S.          1          700  2.6        314  1.2      26,473
                                                NON U.S.      8        5,088 19.2      3,842 14.5
                                                           ----    --------- ----  --------- ----
                                                              9        5,788 21.9      4,156 15.7

05/06/08 NYBT COTTON NO. 2                      U.S.          1        3,575  1.4          0  0.0     247,979
                                                NON U.S.     13       27,630 11.1     11,596  4.7
                                                           ----    --------- ----  --------- ----
                                                             14       31,205 12.6     11,596  4.7

05/06/08 NYME ALBERTA BASIS SWAP                U.S.          3        1,952  1.5      1,764  1.4     126,621
                                                NON U.S.      7        8,969  7.1     29,407 23.2
                                                           ----    --------- ----  --------- ----
                                                             10       10,921  8.6     31,171 24.6

05/06/08 NYME HOUSTON SHIP CH BASIS SWAP        U.S.          3          896  0.4      2,274  1.0     233,620
                                                NON U.S.      5        8,288  3.5     13,126  5.6
                                                           ----    --------- ----  --------- ----
                                                              8        9,184  3.9     15,400  6.6

05/06/08 NYME NW PIPE ROCKIES BASIS SWAP        U.S.          3        2,564  1.1     26,454 11.3     234,369
                                                NON U.S.      5       18,920  8.1     22,285  9.5
                                                           ----    --------- ----  --------- ----
                                                              8       21,484  9.2     48,739 20.8

05/06/08 NYME PANHANDLE BASIS SWAP              U.S.          3        4,446  1.8     23,708  9.5     249,269
                                                NON U.S.      4        5,269  2.1     29,952 12.0
                                                           ----    --------- ----  --------- ----
                                                              7        9,715  3.9     53,660 21.5

05/06/08 NYME SAN JUAN BASIS SWAP               U.S.          5        6,047 11.4      4,180  7.9      53,169
                                                NON U.S.      4        4,461  8.4      3,419  6.4
                                                           ----    --------- ----  --------- ----
                                                              9       10,508 19.8      7,599 14.3

05/06/08 NYME SOCAL BASIS SWAP                  U.S.          3       22,718 10.7      5,595  2.6     211,873
                                                NON U.S.      5        9,241  4.4     15,811  7.5
                                                           ----    --------- ----  --------- ----
                                                              8       31,959 15.1     21,406 10.1

05/06/08 NYME HENRY HUB GAS SWAP                U.S.          5      112,310  3.4    282,910  8.7   3,258,611
                                                NON U.S.      8      210,006  6.4    263,840  8.1
                                                           ----    --------- ----  --------- ----
                                                             13      322,316  9.9    546,750 16.8

05/06/08 NYME HENRY HUB PENULTIMATE GAS SWAP    U.S.          3      128,165 11.5      3,891  0.3   1,114,954
                                                NON U.S.      8      159,898 14.3     67,195  6.0
                                                           ----    --------- ----  --------- ----
                                                             11      288,063 25.8     71,086  6.4

05/06/08 NYBT FRZN CONCENTRATED ORANGE JUICE    NON U.S.      5        4,861 15.8          0  0.0      30,671

05/06/08 CBT 2-YEAR U.S. TREASURY NOTES         U.S.          4       14,353  1.2     19,041  1.7   1,153,281
                                                NON U.S.     44       48,157  4.2    140,436 12.2
                                                           ----    --------- ----  --------- ----
                                                             48       62,510  5.4    159,477 13.8

05/06/08 CBT 10-YEAR U.S. TREASURY NOTES        U.S.          5       41,281  2.0     23,059  1.1   2,116,867
                                                NON U.S.     45       93,086  4.4    139,917  6.6
                                                           ----    --------- ----  --------- ----
                                                             50      134,367  6.3    162,976  7.7

05/06/08 CBT 5-YEAR U.S. TREASURY NOTES         U.S.          5       27,768  1.5     79,356  4.2   1,911,841
                                                NON U.S.     29       39,466  2.1    105,624  5.5
                                                           ----    --------- ----  --------- ----
                                                             34       67,234  3.5    184,980  9.7

05/06/08 CBT 30-DAY FEDERAL FUNDS               U.S.          4       30,903  4.9     90,396 14.3     632,829
                                                NON U.S.     26       88,348 14.0    116,061 18.3
                                                           ----    --------- ----  --------- ----
                                                             30      119,251 18.8    206,457 32.6

05/06/08 CME LEAN HOGS                          U.S.          1        2,156  0.9          0  0.0     249,562
                                                NON U.S.      8       22,968  9.2      1,451  0.6
                                                           ----    --------- ----  --------- ----
                                                              9       25,124 10.1      1,451  0.6

05/06/08 CME LIVE CATTLE                        U.S.          2        6,907  2.3      1,979  0.7     298,329
                                                NON U.S.     10       28,429  9.5      2,115  0.7
                                                           ----    --------- ----  --------- ----
                                                             12       35,336 11.8      4,094  1.4

05/06/08 CME FEEDER CATTLE                      U.S.          2          104  0.3        766  2.4      31,432
                                                NON U.S.      5        1,090  3.5          2  0.0
                                                           ----    --------- ----  --------- ----
                                                              7        1,194  3.8        768  2.4

05/06/08 NYME PJM ELECTRICITY MONTHLY           U.S.          2        3,000  9.9      3,495 11.6      30,206
                                                NON U.S.      3        1,009  3.3      1,253  4.1
                                                           ----    --------- ----  --------- ----
                                                              5        4,009 13.3      4,748 15.7

05/06/08 NYME NORTH ILL OFF PK LMP SWAP         U.S.          2        5,850 20.7        240  0.9      28,200
                                                NON U.S.      3        2,640  9.4      2,516  8.9
                                                           ----    --------- ----  --------- ----
                                                              5        8,490 30.1      2,756  9.8

05/06/08 NYME CRUDE OIL, LIGHT SWEET            U.S.          4       23,567  1.7     57,108  4.0   1,422,431
                                                NON U.S.     19      120,079  8.4     98,893  7.0
                                                           ----    --------- ----  --------- ----
                                                             23      143,646 10.1    156,001 11.0

05/06/08 NYME WTI CRUDE OIL CALENDAR SWAP       U.S.          3       11,560  9.4      6,887  5.6     122,882
                                                NON U.S.      7       12,311 10.0     16,777 13.7
                                                           ----    --------- ----  --------- ----
                                                             10       23,871 19.4     23,664 19.3

05/06/08 NYME WTI CRUDE OIL FINANCIAL           U.S.          4       17,119  9.3      9,491  5.1     184,565
                                                NON U.S.      6       23,975 13.0     20,150 10.9
                                                           ----    --------- ----  --------- ----
                                                             10       41,094 22.3     29,641 16.1

05/06/08 NYME BRENT FINANCIAL                   U.S.          2        1,338  5.5        186  0.8      24,508
                                                NON U.S.      4        5,690 23.2      3,350 13.7
                                                           ----    --------- ----  --------- ----
                                                              6        7,028 28.7      3,536 14.4

05/06/08 NYME DATED TO FRONTLINE BRENT SWAP     U.S.          2        1,267  7.7      1,040  6.3      16,484
                                                NON U.S.      4           50  0.3      3,325 20.2
                                                           ----    --------- ----  --------- ----
                                                              6        1,317  8.0      4,365 26.5

05/06/08 NYME BRENT (ICE) CALENDAR SWAP         U.S.          1        7,791 16.4      4,311  9.1      47,533
                                                NON U.S.      4        2,919  6.1      1,370  2.9
                                                           ----    --------- ----  --------- ----
                                                              5       10,710 22.5      5,681 12.0

05/06/08 NYME BRENT-DUBAI SWAP                  U.S.          1            0  0.0      1,550 27.6       5,620
                                                NON U.S.      4          450  8.0      1,100 19.6
                                                           ----    --------- ----  --------- ----
                                                              5          450  8.0      2,650 47.2

05/06/08 NYBT COCOA                             U.S.          1        2,904  2.0          0  0.0     141,699
                                                NON U.S.      8        7,401  5.2      9,766  6.9
                                                           ----    --------- ----  --------- ----
                                                              9       10,305  7.3      9,766  6.9

05/06/08 NYME PALLADIUM                         U.S.          3            0  0.0      2,224 11.4      19,590
                                                NON U.S.      9          641  3.3      3,479 17.8
                                                           ----    --------- ----  --------- ----
                                                             12          641  3.3      5,703 29.1

05/06/08 NYME PLATINUM                          U.S.          2            0  0.0        466  3.3      13,961
                                                NON U.S.     11        1,041  7.5        339  2.4
                                                           ----    --------- ----  --------- ----
                                                             13        1,041  7.5        805  5.8

05/06/08 NYBT SUGAR NO. 11                      U.S.          2       26,973  2.9      7,048  0.8     920,281
                                                NON U.S.     12      124,817 13.6     57,932  6.3
                                                           ----    --------- ----  --------- ----
                                                             14      151,790 16.5     64,980  7.1

05/06/08 NYBT COFFEE C                          U.S.          1        1,666  1.1          0  0.0     148,003
                                                NON U.S.     15       17,855 12.1      6,783  4.6
                                                           ----    --------- ----  --------- ----
                                                             16       19,521 13.2      6,783  4.6

05/06/08 CMX SILVER                             U.S.          2            0  0.0      3,077  2.5     121,057
                                                NON U.S.     11        3,917  3.2      2,739  2.3
                                                           ----    --------- ----  --------- ----
                                                             13        3,917  3.2      5,816  4.8

05/06/08 CMX COPPER-GRADE #1                    U.S.          2        1,944  2.0          0  0.0      99,434
                                                NON U.S.      8        8,985  9.0      1,800  1.8
                                                           ----    --------- ----  --------- ----
                                                             10       10,929 11.0      1,800  1.8

05/06/08 CMX GOLD                               U.S.          3       11,016  2.5     12,689  2.9     433,741
                                                NON U.S.     21       21,445  4.9     47,463 10.9
                                                           ----    --------- ----  --------- ----
                                                             24       32,461  7.5     60,152 13.9

05/06/08 CME RUSSIAN RUBLE                      NON U.S.      6       14,253 69.7     13,695 67.0      20,437

05/06/08 CME CANADIAN DOLLAR                    U.S.          3        1,268  1.1      4,795  4.2     114,709
                                                NON U.S.      9       14,027 12.2     32,837 28.6
                                                           ----    --------- ----  --------- ----
                                                             12       15,295 13.3     37,632 32.8

05/06/08 CME SWISS FRANC                        U.S.          1          997  1.6          0  0.0      63,405
                                                NON U.S.      4       20,783 32.8     13,448 21.2
                                                           ----    --------- ----  --------- ----
                                                              5       21,780 34.4     13,448 21.2

05/06/08 CME MEXICAN PESO                       U.S.          2        1,101  0.9     10,027  8.2     122,815
                                                NON U.S.      9          194  0.2     60,984 49.7
                                                           ----    --------- ----  --------- ----
                                                             11        1,295  1.1     71,011 57.8

05/06/08 CME BRITISH POUND STERLING             U.S.          2        5,609  3.9          0  0.0     144,702
                                                NON U.S.      7       97,913 67.7     13,539  9.4
                                                           ----    --------- ----  --------- ----
                                                              9      103,522 71.5     13,539  9.4

05/06/08 CME JAPANESE YEN                       U.S.          3        2,387  1.4     17,350 10.3     169,098
                                                NON U.S.      8       14,826  8.8     40,037 23.7
                                                           ----    --------- ----  --------- ----
                                                             11       17,213 10.2     57,387 33.9

05/06/08 CME EURO FX                            U.S.          5        2,862  1.4      2,488  1.2     204,066
                                                NON U.S.     16       68,049 33.3     14,386  7.0
                                                           ----    --------- ----  --------- ----
                                                             21       70,911 34.7     16,874  8.3

05/06/08 NYME GASOLINE BLENDSTOCK (RBOB)        U.S.          4        3,946  1.5        887  0.3     262,307
                                                NON U.S.      9       10,212  3.9      2,850  1.1
                                                           ----    --------- ----  --------- ----
                                                             13       14,158  5.4      3,737  1.4

05/06/08 CME NEW ZEALAND DOLLAR                 U.S.          1        1,852  7.7          0  0.0      23,946
                                                NON U.S.      5        4,595 19.2      7,839 32.7
                                                           ----    --------- ----  --------- ----
                                                              6        6,447 26.9      7,839 32.7

05/06/08 E VIX FUTURES                          NON U.S.      5        1,279  2.1          1  0.0      60,219

05/06/08 CBT DOW JONES INDUSTRIAL AVERAGE       U.S.          2        1,443  4.7        130  0.4      30,645
                                                NON U.S.      8        1,067  3.5      4,798 15.7
                                                           ----    --------- ----  --------- ----
                                                             10        2,510  8.2      4,928 16.1

05/06/08 CBT DOW JONES INDUSTRIAL AVG- x $5     U.S.          1          312  0.3          0  0.0     100,759
                                                NON U.S.      7        3,457  3.4      5,963  5.9
                                                           ----    --------- ----  --------- ----
                                                              8        3,769  3.7      5,963  5.9

05/06/08 CME 3-MONTH EURODOLLARS                U.S.         11      705,668  7.7    917,086 10.0   9,215,557
                                                NON U.S.     63    1,605,431 17.4  1,388,279 15.1
                                                           ----    --------- ----  --------- ----
                                                             74    2,311,099 25.1  2,305,365 25.0

05/06/08 CME S&P 500 STOCK INDEX                U.S.          4        5,393  1.0        151  0.0     559,532
                                                NON U.S.     21       14,538  2.6     65,143 11.6
                                                           ----    --------- ----  --------- ----
                                                             25       19,931  3.6     65,294 11.7

05/06/08 CME E-MINI S&P 500 STOCK INDEX         U.S.          8       19,096  0.9     31,386  1.5   2,117,598
                                                NON U.S.     40       83,770  4.0    168,552  8.0
                                                           ----    --------- ----  --------- ----
                                                             48      102,866  4.9    199,938  9.4

05/06/08 CME NASDAQ-100 STOCK INDEX             U.S.          2          638  1.7        791  2.2      36,665
                                                NON U.S.      7        5,340 14.6        163  0.4
                                                           ----    --------- ----  --------- ----
                                                              9        5,978 16.3        954  2.6

05/06/08 CME NASDAQ-100 STOCK INDEX (MINI)      U.S.          4        2,020  0.5      4,111  1.1     369,548
                                                NON U.S.     27       62,282 16.9     10,754  2.9
                                                           ----    --------- ----  --------- ----
                                                             31       64,302 17.4     14,865  4.0

05/06/08 CME AUSTRALIAN DOLLAR                  U.S.          2          680  0.6      1,060  1.0     106,209
                                                NON U.S.      5          159  0.1     23,632 22.3
                                                           ----    --------- ----  --------- ----
                                                              7          839  0.8     24,692 23.2

05/06/08 CME RUSSEL 2000 STOCK INDEX FUTURE     U.S.          2           60  0.2      1,137  3.0      38,458
                                                NON U.S.      4          649  1.7      1,054  2.7
                                                           ----    --------- ----  --------- ----
                                                              6          709  1.8      2,191  5.7

05/06/08 CME RUSSEL 2000 STOCK INDEX (MINI)     U.S.          5          279  0.0     10,331  1.5     677,233
                                                NON U.S.     16       41,553  6.1     22,724  3.4
                                                           ----    --------- ----  --------- ----
                                                             21       41,832  6.2     33,055  4.9

05/06/08 CME NIKKEI STOCK AVERAGE               U.S.          3            0  0.0      7,874  8.9      88,719
                                                NON U.S.     16       22,981 25.9      4,090  4.6
                                                           ----    --------- ----  --------- ----
                                                             19       22,981 25.9     11,964 13.5

05/06/08 CME NIKKEI STOCK AVERAGE YEN DENOM     U.S.          3        2,134  3.6      2,413  4.1      59,187
                                                NON U.S.      9        4,172  7.0     12,540 21.2
                                                           ----    --------- ----  --------- ----
                                                             12        6,306 10.7     14,953 25.3

05/06/08 NYBT EURO FX/JAPANESE YEN XRATE        U.S.          2          409  3.1      1,304  9.7      13,394
                                                NON U.S.      3          243  1.8      2,252 16.8
                                                           ----    --------- ----  --------- ----
                                                              5          652  4.9      3,556 26.5

05/06/08 CME E-MINI S&P 400 STOCK INDEX         U.S.          2          408  0.5        307  0.3      88,733
                                                NON U.S.      4        1,430  1.6        830  0.9
                                                           ----    --------- ----  --------- ----
                                                              6        1,838  2.1      1,137  1.3

05/06/08 CME 3-MO. EUROYEN TIBOR                U.S.          5        1,053  4.0      1,728  6.5      26,544
                                                NON U.S.     13       10,419 39.3      5,328 20.1
                                                           ----    --------- ----  --------- ----
                                                             18       11,472 43.2      7,056 26.6

05/06/08 NYME GASOIL CRACK SPR SWAP             U.S.          2        1,458 11.1          0  0.0      13,164
                                                NON U.S.      4        1,121  8.5      1,226  9.3
                                                           ----    --------- ----  --------- ----
                                                              6        2,579 19.6      1,226  9.3

05/06/08 NYME RBOB CRACK SPREAD SWAP            U.S.          2          227  1.8        345  2.7      12,611
                                                NON U.S.      3          817  6.5      1,165  9.2
                                                           ----    --------- ----  --------- ----
                                                              5        1,044  8.3      1,510 12.0