REPORT DATE: 8/2/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

11,198

2.3

15,789

3.2

488,242

NON U.S.

11

19,868

4.1

5,794

1.2

15

31,066

6.4

21,583

4.4

CBT WHEAT-HRW

U.S.

7,066

2.9

6,498

2.7

241,221

NON U.S.

6,669

2.8

1,813

0.8

7

13,735

5.7

8,311

3.4

CBT CORN

U.S.

4

20,130

1.5

10,608

0.8

1,339,998

NON U.S.

11

64,164

4.8

3,460

0.3

15

84,294

6.3

14,068

1.0

CBT SOYBEANS

U.S.

4

8,300

1.2

1,107

0.2

682,021

NON U.S.

11

18,222

2.7

3,866

0.6

15

26,522

3.9

4,973

0.7

CBT SOYBEAN OIL

U.S.

5,607

1.6

2,760

0.8

358,148

NON U.S.

18,554

5.2

479

0.1

9

24,161

6.7

3,239

0.9

CBT U.S. TREASURY BONDS

U.S.

2,222

0.4

2,198

0.4

563,228

NON U.S.

340

0.1

320

0.1

6

2,562

0.5

2,518

0.4

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

2,413

4.7

1,330

2.6

51,045

NON U.S.

1,382

2.7

230

0.5

5

3,795

7.4

1,560

3.1

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

16,844

4.3

1,117

0.3

393,209

NON U.S.

4

17,758

4.5

115

0.0

8

34,602

8.8

1,232

0.3

NYME UP DOWN GC ULSD VS HO SPR

U.S.

1,375

2.5

1,756

3.2

55,150

NON U.S.

4,507

8.2

0

0.0

6

5,882

10.7

1,756

3.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

12,466

0.3

1,136,664

25.2

4,511,311

NON U.S.

8

29,900

0.7

666,604

14.8

12

42,366

0.9

1,803,268

40.0

IFED NATURAL GAS PENULTIMATE ICE

U.S.

13,919

7.2

24,025

12.4

194,508

NON U.S.

15,754

8.1

684

0.4

8

29,673

15.3

24,709

12.7

IFED NWP ROCKIES FIN BASIS

U.S.

333

0.2

40,001

18.7

214,050

NON U.S.

0

0.0

35,312

16.5

6

333

0.2

75,313

35.2

IFED AECO FIN BASIS

U.S.

25,238

3.1

784

0.1

820,203

NON U.S.

16,565

2.0

472,131

57.6

9

41,803

5.1

472,915

57.7

IFED CHICAGO FIN BASIS

U.S.

2,371

0.7

18,084

5.4

337,038

NON U.S.

31

0.00

53,621

15.9

8

2,402

0.7

71,705

21.3

IFED HSC FIN BASIS

U.S.

19,798

7.0

37,686

13.4

281,368

NON U.S.

11,042

3.9

21,298

7.6

7

30,840

11.0

58,984

21.0

IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)

U.S.

10,334

6.8

11,043

7.3

152,000

NON U.S.

3,680

2.4

8,090

5.3

5

14,014

9.2

19,133

12.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

1,300

0.4

53,461

14.5

368,048

NON U.S.

20,112

5.5

16,546

4.5

7

21,412

5.8

70,007

19.0

IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

U.S.

5,306

6.2

858

1.0

86,100

NON U.S.

1,202

1.4

0

0.0

5

6,508

7.6

858

1.0

NYME NATURAL GAS

U.S.

4

31,235

3.1

36,465

3.6

1,008,978

NON U.S.

9

35,040

3.5

23,906

2.4

13

66,275

6.6

60,371

6.0

NYME PERMIAN BASIS SWAP

U.S.

0

0.0

3,709

23.3

15,888

NON U.S.

2,281

14.4

3,474

21.9

6

2,281

14.4

7,183

45.2

NYME NGPL TEXOK BASIS SWAP

U.S.

2,071

4.2

3,744

7.6

49,536

NON U.S.

106

0.2

3,955

8.0

5

2,177

4.4

7,699

15.5

NYME DOMINION BASIS SWAP

U.S.

336

0.7

5,614

12.5

45,077

NON U.S.

306

0.7

6,919

15.3

5

642

1.4

12,533

27.8

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

2,686

9.9

856

3.1

27,211

NON U.S.

4,593

16.9

8,409

30.9

5

7,279

26.8

9,265

34.0

NYME HENRY HUB LAST DAY FIN

U.S.

8,276

3.0

30,566

11.0

278,125

NON U.S.

14,901

5.4

24,824

8.9

7

23,177

8.3

55,390

19.9

NYME HENRY HUB PENULTIMATE FIN

U.S.

15,350

12.5

5,479

4.4

123,268

NON U.S.

8,925

7.2

2,583

2.1

7

24,275

19.7

8,062

6.5

CBT SOYBEAN MEAL

U.S.

6,505

1.8

764

0.2

359,746

NON U.S.

24,787

6.9

270

0.1

10

31,292

8.7

1,034

0.3

ICUS COTTON NO. 2

U.S.

5,586

2.4

594

0.3

237,053

NON U.S.

16,747

7.1

846

0.4

13

22,333

9.4

1,440

0.6

NYME HENRY HUB BASIS SWAP

U.S.

488

1.1

2,198

4.8

45,483

NON U.S.

4,020

8.8

856

1.9

5

4,508

9.9

3,054

6.7

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

5,353

18.4

6,885

23.7

29,054

NON U.S.

1,429

4.9

552

1.9

5

6,782

23.3

7,437

25.6

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

3,132

3.6

4,407

5.1

85,922

NON U.S.

10,683

12.4

60,242

70.1

6

13,815

16.1

64,649

75.2

NYME PANHANDLE BASIS SWAP

U.S.

4,561

10.6

772

1.8

42,862

NON U.S.

2,618

6.1

12,141

28.3

5

7,179

16.7

12,913

30.1

NYME HENRY HUB SWAP

U.S.

19,464

1.4

350,002

25.5

1,371,382

NON U.S.

48,805

3.6

455,659

33.2

10

68,269

5.0

805,661

58.7

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

26,757

8.5

14,375

4.6

314,208

NON U.S.

60,194

19.2

9,627

3.1

10

86,951

27.7

24,002

7.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6

4,038

0.4

6,996

0.6

1,093,965

NON U.S.

13

8,074

0.7

19,350

1.8

19

12,112

1.1

26,346

2.4

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

42,835

1.5

573

0.0

2,769,492

NON U.S.

14

23,702

0.9

39,693

1.4

20

66,537

2.4

40,266

1.5

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

13,894

0.5

12,619

0.5

2,755,966

NON U.S.

9

35,813

1.3

43,121

1.6

14

49,707

1.8

55,740

2.0

CBT 30-DAY FEDERAL FUNDS

U.S.

7

121,847

15.9

79,635

10.4

764,199

NON U.S.

16

59,496

7.8

48,865

6.4

23

181,343

23.7

128,500

16.8

CME LEAN HOGS

U.S.

2,399

1.1

967

0.4

224,120

NON U.S.

11,686

5.2

418

0.2

9

14,085

6.3

1,385

0.6

CME LIVE CATTLE

U.S.

2,423

1.0

775

0.3

252,242

NON U.S.

11,578

4.6

299

0.1

9

14,001

5.6

1,074

0.4

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,396

1.0

16,304

11.5

142,321

NON U.S.

392

0.3

2,974

2.1

6

1,788

1.3

19,278

13.5

NYME MT BELVIEU ETHANE OPIS

U.S.

2,587

3.3

3,150

4.0

78,457

NON U.S.

116

0.1

2,086

2.7

5

2,703

3.4

5,236

6.7

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

0

0.0

1,366

8.3

16,555

NON U.S.

7,612

46.0

0

0.0

5

7,612

46.0

1,366

8.3

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

7,624

1.5

49,003

9.7

505,169

NON U.S.

3,388

0.7

3,925

0.8

15

11,012

2.2

52,928

10.5

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

866

14.1

564

9.2

6,161

NON U.S.

415

6.7

145

2.4

8

1,281

20.8

709

11.5

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

27,955

1.6

91,005

5.1

1,792,640

NON U.S.

16

76,186

4.2

151,962

8.5

20

104,141

5.8

242,967

13.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,527

1.3

16,655

14.6

113,939

NON U.S.

1,444

1.3

31,316

27.5

8

2,971

2.6

47,971

42.1

NYME WTI-BRENT CALENDAR SWAP

U.S.

235

0.3

7,585

11.2

67,607

NON U.S.

1,605

2.4

3,030

4.5

6

1,840

2.7

10,615

15.7

NYME BRENT (ICE) CALENDAR SWAP

U.S.

1,495

9.1

1,303

8.0

16,358

NON U.S.

1,811

11.1

1,880

11.5

10

3,306

20.2

3,183

19.5

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

240

2.0

180

1.5

11,965

NON U.S.

2,760

23.1

3,169

26.5

6

3,000

25.1

3,349

28.0

ICUS COCOA

U.S.

2,731

1.2

2,295

1.0

229,453

NON U.S.

6,204

2.7

2,461

1.1

10

8,935

3.9

4,756

2.1

NYME PALLADIUM

U.S.

4

554

1.9

4,837

16.5

29,287

NON U.S.

15

1,005

3.4

5,485

18.7

19

1,559

5.3

10,322

35.2

NYME PLATINUM

U.S.

5

96

0.1

14,150

17.8

79,541

NON U.S.

16

2,622

3.3

14,791

18.6

21

2,718

3.4

28,941

36.4

ICUS SUGAR NO. 11

U.S.

15,466

1.8

1,696

0.2

846,754

NON U.S.

39,369

4.6

15,074

1.8

11

54,835

6.5

16,770

2.0

ICUS COFFEE C

U.S.

4

2,927

1.5

739

0.4

189,156

NON U.S.

15

10,823

5.7

3,353

1.8

19

13,750

7.3

4,092

2.2

CMX SILVER

U.S.

5

5,929

2.6

43,063

19.2

224,540

NON U.S.

21

7,317

3.3

45,111

20.1

26

13,246

5.9

88,174

39.3

CMX COPPER-GRADE #1

U.S.

4

7,895

4.2

0

0.0

188,805

NON U.S.

13

14,063

7.4

1,066

0.6

17

21,958

11.6

1,066

0.6

CMX GOLD

U.S.

5

9,813

1.7

106,631

18.3

582,211

NON U.S.

28

20,903

3.6

95,884

16.5

33

30,716

5.3

202,515

34.8

CME MEXICAN PESO

U.S.

11,990

9.4

0

0.0

128,186

NON U.S.

32,934

25.7

8,529

6.7

7

44,924

35.0

8,529

6.7

CME BRITISH POUND STERLING

U.S.

11,549

5.0

4,386

1.9

233,265

NON U.S.

10,585

4.5

1,339

0.6

7

22,134

9.5

5,725

2.5

CME JAPANESE YEN

U.S.

993

0.6

35,109

22.4

156,696

NON U.S.

2,845

1.8

684

0.4

7

3,838

2.4

35,793

22.8

CME EURO FX

U.S.

14,997

4.0

12,282

3.2

378,500

NON U.S.

26,105

6.9

3,770

1.0

19

41,102

10.9

16,052

4.2

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

10,084

2.6

1,749

0.4

391,069

NON U.S.

10

12,859

3.3

2,285

0.6

14

22,943

5.9

4,034

1.0

E VIX FUTURES

U.S.

778

0.2

2,104

0.4

516,359

NON U.S.

114,252

22.1

3,715

0.7

5

115,030

22.3

5,819

1.1

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

418

0.3

1,283

0.9

139,480

NON U.S.

2,066

1.5

3,103

2.2

9

2,484

1.8

4,386

3.1

CME 3-MONTH EURODOLLARS

U.S.

8

2,193,714

20.9

979,473

9.3

10,506,734

NON U.S.

34

692,561

6.6

490,415

4.7

42

2,886,275

27.5

1,469,888

14.0

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

14,917

0.5

46,047

1.6

2,943,229

NON U.S.

22

104,439

3.5

54,946

1.9

27

119,356

4.1

100,993

3.4

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

0

0.0

24,613

8.7

284,511

NON U.S.

9

6,208

2.2

3,841

1.4

13

6,208

2.2

28,454

10.0

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

1,249

0.4

8,696

2.6

328,302

NON U.S.

6

2,680

0.8

1,658

0.5

11

3,929

1.2

10,354

3.2

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

1,005

1.4

71,526

NON U.S.

1,893

2.6

2,180

3.0

9

1,893

2.6

3,185

4.5

ICUS MSCI EAFE MINI INDEX

U.S.

104

0.0

0

0.0

223,450

NON U.S.

5,191

2.3

390

0.2

6

5,295

2.4

390

0.2

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

5

2,427

0.3

424

0.1

759,662

NON U.S.

12

14,114

1.9

34,945

4.6

17

16,541

2.2

35,369

4.7

NYME GULF COAST JET FUEL CAL SWAP

U.S.

249

23.9

288

27.7

1,040

NON U.S.

159

15.3

424

40.8

5

408

39.2

712

68.5

CME EURO FX/BRITISH POUND XRATE

U.S.

0

0.0

6,122

18.6

32,986

NON U.S.

1,380

4.2

334

1.0

6

1,380

4.2

6,456

19.6

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

5,673

15.7

0

0.0

36,114

NON U.S.

3,392

9.4

0

0.0

6

9,065

25.1

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

1,950

10.4

1,684

9.0

18,688

NON U.S.

2,111

11.3

448

2.4

6

4,061

21.7

2,132

11.4

NYME Heating Oil/Brent Crack Sprd

U.S.

900

6.4

710

5.0

14,113

NON U.S.

273

1.9

150

1.1

5

1,173

8.3

860

6.1

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

1,506

11.2

1,549

11.5

13,435

NON U.S.

3,739

27.8

0

0.0

6

5,245

39.0

1,549

11.5

NYME EUROBOB OXY NWE CRK SPR

U.S.

513

2.5

139

0.7

20,856

NON U.S.

406

1.9

259

1.2

5

919

4.4

398

1.9