BANK PARTICIPATION IN FUTURES OPTIONS MARKETS

(IN CONTRACTS - NOT DELTA ADJUSTED)

REPORT DATE: 04/05/2011



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

CBT WHEAT                                 U.S.                 8,655  3.4     13,422  5.2    256,908      13,275  6.8     13,172   6.7    196,152
                                          NON U.S.               891  0.3        440  0.2                    776  0.4        690   0.4
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        9,546  3.7     13,862  5.4                 14,051  7.2     13,862   7.1

CBT CORN                                  U.S.                26,230  2.3     28,236  2.4  1,158,186      23,504  2.5     19,025   2.1    922,840
                                          NON U.S.             2,888  0.2      1,705  0.1                  1,668  0.2      2,050   0.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       29,118  2.5     29,941  2.5                 25,172  2.7     21,075   2.3

CBT SOYBEANS                              U.S.                   905  0.2      1,419  0.3    492,038       3,444  0.8      1,678   0.4    417,596
                                          NON U.S.               573  0.1        586  0.1                    518  0.1        281   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        1,478  0.3      2,005  0.4                  3,962  0.9      1,959   0.5

NYME HEATING OIL AVG PRICE OPTIONS        U.S.                10,458  5.2      5,574  2.8    200,636       3,066  3.0      8,727   8.4    103,802
                                          NON U.S.             3,030  1.5      3,240  1.6                  2,420  2.3      2,325   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5       13,488  6.7      8,814  4.4                  5,486  5.3     11,052  10.6

NYME EUR STYLE NATURAL GAS OPTIONS        U.S.               272,078  8.4    300,421  9.3  3,242,705     157,105  6.7    141,731   6.1  2,331,879
                                          NON U.S.            27,177  0.8     49,894  1.5                 39,105  1.7     19,002   0.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9      299,255  9.2    350,315 10.8                196,210  8.4    160,733   6.9

ICUS COTTON NO. 2                         U.S.                 7,671  4.1      1,904  1.0    186,675       2,944  1.2      2,053   0.8    249,196
                                          NON U.S.               475  0.3        543  0.3                    175  0.1         35   0.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      5        8,146  4.4      2,447  1.3                  3,119  1.3      2,088   0.8

CBT 2-YEAR U.S. TREASURY NOTES            U.S.        4          700  1.8      2,200  5.8     38,134       5,200  2.6      8,300   4.1    203,002
                                          NON U.S.    4            0  0.0      2,001  5.2                 10,050  5.0      5,950   2.9
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8          700  1.8      4,201 11.0                 15,250  7.6     14,250   7.0

CBT 10-YEAR U.S. TREASURY NOTES           U.S.        7       10,015  1.5     48,439  7.2    668,676      43,258  4.3     34,139   3.4  1,000,481
                                          NON U.S.   23       14,600  2.2     18,545  2.8                 42,740  4.3     29,568   3.0
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     30       24,615  3.7     66,984 10.0                 85,998  8.6     63,707   6.4

CBT 5-YEAR U.S. TREASURY NOTES            U.S.                 3,000  1.4      2,375  1.1    208,991       7,260  2.4      2,975   1.0    305,351
                                          NON U.S.             2,050  1.0      8,015  3.8                  5,400  1.8      8,460   2.8
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9        5,050  2.4     10,390  4.9                 12,660  4.2     11,435   3.8

CBT 30-DAY FEDERAL FUNDS                  U.S.        5        6,875  2.0      4,750  1.4    346,604       6,700  1.3      7,200   1.4    504,507
                                          NON U.S.    6       11,450  3.3      3,750  1.1                 22,650  4.5     23,350   4.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     11       18,325  5.3      8,500  2.5                 29,350  5.8     30,550   6.0

NYME CRUDE OIL, LIGHT SWEET               U.S.               121,137  5.0    172,098  7.0  2,446,537     133,590  6.4    109,792   5.3  2,090,879
                                          NON U.S.            25,449  1.0     55,221  2.3                 50,482  2.4     27,620   1.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     15      146,586  6.0    227,319  9.3                184,072  8.8    137,412   6.6

NYME EUR STYLE CRUDE OIL OPTIONS          U.S.                37,005 13.5     24,315  8.9    273,798       8,910  6.0      3,936   2.7    147,448
                                          NON U.S.               600  0.2        400  0.1                    250  0.2        400   0.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6       37,605 13.7     24,715  9.0                  9,160  6.2      4,336   3.0

NYME CRUDE OIL AVG PRICE OPTIONS          U.S.        4      106,638 10.7    140,006 14.1    995,286     160,946 17.1     84,030   8.9    943,702
                                          NON U.S.    9       32,102  3.2     83,794  8.4                 96,955 10.3     43,117   4.6
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     13      138,740 13.9    223,800 22.5                257,901 27.4    127,147  13.5

ICUS SUGAR NO. 11                         U.S.                 4,402  1.0      4,023  1.0    422,368       7,417  2.3      2,000   0.6    323,850
                                          NON U.S.             5,592  1.3      4,937  1.2                  1,612  0.5        337   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      6        9,994  2.3      8,960  2.2                  9,029  2.8      2,337   0.7

CMX SILVER                                U.S.                 2,671  2.7      5,377  5.4     99,309       5,201  6.0      1,440   1.7     86,768
                                          NON U.S.             1,467  1.5      2,826  2.8                  1,970  2.3      1,945   2.2
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        4,138  4.2      8,203  8.2                  7,171  8.3      3,385   3.9

CMX GOLD                                  U.S.                46,178  8.3     54,774  9.8    557,339      32,415  8.6     31,228   8.3    375,119
                                          NON U.S.            15,068  2.7     35,960  6.5                 12,505  3.3     20,609   5.5
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      9       61,246 11.0     90,734 16.3                 44,920 11.9     51,837  13.8

CME 3-MONTH EURODOLLARS                   U.S.       12      250,975  3.3    327,784  4.3  7,693,929     827,535  7.7    447,100   4.1 10,782,856
                                          NON U.S.   32      337,906  4.4    488,906  6.4                538,265  5.0    572,625   5.3
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                     44      588,881  7.7    816,690 10.7              1,365,800 12.7  1,019,725   9.4

CME E-MINI S&P 500 STOCK INDEX            U.S.                     0  0.0          0  0.0    487,288       3,652  0.5          0   0.0    736,007
                                          NON U.S.             5,000  1.0        200  0.0                  4,650  0.6        805   0.1
                                                   ----    --------- ----  --------- ----              --------- ----  ---------  ----
                                                      8        5,000  1.0        200  0.0                  8,302  1.1        805   0.1