REPORT DATE: 2/2/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

5,772

1.4

10,780

2.6

407,498

NON U.S.

21,839

5.4

5,037

1.2

15

27,611

6.8

15,817

3.9

CBT WHEAT-HRW

U.S.

3,936

1.8

2,261

1.0

219,124

NON U.S.

4,918

2.2

2,550

1.2

7

8,854

4.0

4,811

2.2

CBT CORN

U.S.

32,147

2.3

19,263

1.4

1,368,832

NON U.S.

63,294

4.6

4,539

0.3

13

95,441

7.0

23,802

1.7

CBT SOYBEANS

U.S.

13,739

1.9

1,758

0.2

715,617

NON U.S.

26,325

3.7

8,015

1.1

13

40,064

5.6

9,773

1.4

CBT SOYBEAN OIL

U.S.

6,889

1.7

4,092

1.0

416,968

NON U.S.

19,701

4.7

1,709

0.4

10

26,590

6.4

5,801

1.4

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

2,682

5.1

1,257

2.4

52,776

NON U.S.

1,636

3.1

750

1.4

5

4,318

8.2

2,007

3.8

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

15,849

4.4

1,933

0.5

358,889

NON U.S.

5

17,631

4.9

240

0.1

9

33,480

9.3

2,173

0.6

NYME UP DOWN GC ULSD VS HO SPR

U.S.

1,912

4.5

2,719

6.4

42,226

NON U.S.

3,487

8.3

119

0.3

6

5,399

12.8

2,838

6.7

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

13,648

0.3

958,501

23.7

4,050,921

NON U.S.

8

43,243

1.1

789,692

19.5

12

56,891

1.4

1,748,193

43.2

IFED NATURAL GAS PENULTIMATE ICE

U.S.

13,933

5.0

33,669

12.1

278,121

NON U.S.

15,137

5.4

3,868

1.4

9

29,070

10.5

37,537

13.5

IFED NWP ROCKIES FIN BASIS

U.S.

302

0.1

49,855

20.1

248,637

NON U.S.

1,780

0.7

67,455

27.1

9

2,082

0.8

117,310

47.2

IFED AECO FIN BASIS

U.S.

13,333

2.1

1,280

0.2

642,551

NON U.S.

25,008

3.9

337,605

52.5

9

38,341

6.0

338,885

52.7

IFED CHICAGO FIN BASIS

U.S.

0

0.0

14,056

4.5

314,646

NON U.S.

123

0.0

62,354

19.8

7

123

0.0

76,410

24.3

IFED HSC FIN BASIS

U.S.

15,396

5.2

27,911

9.3

298,579

NON U.S.

21,349

7.2

20,486

6.9

7

36,745

12.3

48,397

16.2

IFED WAHA FIN BASIS

U.S.

0

0.0

10,842

9.1

118,758

NON U.S.

0

0.0

21,187

17.8

5

0

0.0

32,029

27.0

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

203

0.2

24,235

21.9

110,804

NON U.S.

0

0.0

11,171

10.1

5

203

0.2

35,406

32.0

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

U.S.

17,005

9.9

13,920

8.1

170,919

NON U.S.

18,558

10.9

16,256

9.5

7

35,563

20.8

30,176

17.7

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

214

0.1

49,891

15.0

332,348

NON U.S.

30,901

9.3

41,317

12.4

8

31,115

9.4

91,208

27.4

IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS

U.S.

1,754

2.2

5,560

7.0

79,746

NON U.S.

4,159

5.2

14,843

18.6

5

5,913

7.4

20,403

25.6

IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

U.S.

9,546

11.2

1,295

1.5

84,978

NON U.S.

6,116

7.2

0

0.0

5

15,662

18.4

1,295

1.5

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

1,582

1.1

8,584

6.1

140,988

NON U.S.

214

0.2

16,541

11.7

5

1,796

1.3

25,125

17.8

NYME NATURAL GAS

U.S.

4

29,178

3.1

20,830

2.2

947,373

NON U.S.

9

37,209

3.9

20,627

2.2

13

66,387

7.0

41,457

4.4

NYME DOMINION BASIS SWAP

U.S.

1,195

3.6

4,953

14.8

33,534

NON U.S.

123

0.4

3,738

11.1

5

1,318

3.9

8,691

25.9

NYME HENRY HUB LAST DAY FIN

U.S.

11,743

4.0

33,211

11.4

292,274

NON U.S.

16,882

5.8

28,204

9.6

7

28,625

9.8

61,415

21.0

NYME HENRY HUB PENULTIMATE FIN

U.S.

9,753

9.9

1,959

2.0

98,069

NON U.S.

8,881

9.1

5,165

5.3

7

18,634

19.0

7,124

7.3

CBT SOYBEAN MEAL

U.S.

4,124

1.0

5,148

1.3

409,219

NON U.S.

18,386

4.5

1,896

0.5

12

22,510

5.5

7,044

1.7

ICUS COTTON NO. 2

U.S.

4,269

2.2

137

0.1

197,632

NON U.S.

13,857

7.0

1,488

0.8

12

18,126

9.2

1,625

0.8

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

2,166

3.1

7,036

10.1

69,916

NON U.S.

5,290

7.6

41,895

59.9

6

7,456

10.7

48,931

70.0

NYME HENRY HUB SWAP

U.S.

21,132

1.5

341,529

23.9

1,429,461

NON U.S.

37,026

2.6

453,251

31.7

10

58,158

4.1

794,780

55.6

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

40,405

13.0

13,680

4.4

310,993

NON U.S.

57,449

18.5

12,853

4.1

10

97,854

31.5

26,533

8.5

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6

2,625

0.2

12,855

1.1

1,130,156

NON U.S.

15

9,415

0.8

24,571

2.2

21

12,040

1.1

37,426

3.3

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

24,503

0.8

13,136

0.4

2,984,496

NON U.S.

16

5,327

0.2

46,455

1.6

23

29,830

1.0

59,591

2.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

14,030

0.5

12,550

0.5

2,698,198

NON U.S.

9

19,575

0.7

26,542

1.0

14

33,605

1.2

39,092

1.4

CBT 30-DAY FEDERAL FUNDS

U.S.

6

61,290

8.3

82,136

11.1

740,448

NON U.S.

15

17,284

2.3

50,076

6.8

21

78,574

10.6

132,212

17.9

CME LEAN HOGS

U.S.

967

0.5

614

0.3

183,386

NON U.S.

12,114

6.6

563

0.3

10

13,081

7.1

1,177

0.6

CME LIVE CATTLE

U.S.

1,119

0.4

500

0.2

276,556

NON U.S.

11,616

4.2

421

0.2

8

12,735

4.6

921

0.3

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,862

1.7

15,103

13.7

110,279

NON U.S.

474

0.4

3,174

2.9

5

2,336

2.1

18,277

16.6

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

12,782

2.8

39,077

8.5

462,240

NON U.S.

8,137

1.8

6,665

1.4

16

20,919

4.5

45,742

9.9

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

1,247

14.2

1,120

12.7

8,799

NON U.S.

1,681

19.1

221

2.5

10

2,928

33.3

1,341

15.2

ICEU WTI 1st Line-Brent 1st Line

U.S.

3,620

5.7

1,715

2.7

63,162

NON U.S.

150

0.2

6,225

9.9

5

3,770

6.0

7,940

12.6

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

32

0.1

4,063

12.6

32,241

NON U.S.

0

0.0

9,658

30.0

5

32

0.1

13,721

42.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

39,857

2.1

107,644

5.8

1,855,603

NON U.S.

17

96,062

5.2

132,607

7.1

21

135,919

7.3

240,251

12.9

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

2,098

1.8

13,637

11.6

117,229

NON U.S.

3,716

3.2

23,567

20.1

7

5,814

5.0

37,204

31.7

NYME WTI-BRENT CALENDAR SWAP

U.S.

0

0.0

10,802

12.9

83,948

NON U.S.

240

0.3

7,460

8.9

6

240

0.3

18,262

21.8

NYME BRENT (ICE) CALENDAR SWAP

U.S.

308

2.1

2,879

19.2

15,002

NON U.S.

1,426

9.5

2,306

15.4

8

1,734

11.6

5,185

34.6

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

180

1.0

375

2.1

18,080

NON U.S.

4,203

23.2

2,550

14.1

5

4,383

24.2

2,925

16.2

ICUS COCOA

U.S.

1,647

0.7

283

0.1

239,603

NON U.S.

5,514

2.3

3,249

1.4

8

7,161

3.0

3,532

1.5

NYME PALLADIUM

U.S.

4

841

3.2

2,993

11.4

26,235

NON U.S.

17

2,379

9.1

3,060

11.7

21

3,220

12.3

6,053

23.1

NYME PLATINUM

U.S.

4

192

0.3

6,740

10.2

66,265

NON U.S.

17

2,570

3.9

10,576

16.0

21

2,762

4.2

17,316

26.1

ICUS SUGAR NO. 11

U.S.

13,650

1.6

2,602

0.3

877,254

NON U.S.

41,294

4.7

13,822

1.6

12

54,944

6.3

16,424

1.9

ICUS COFFEE C

U.S.

2,011

1.0

1,020

0.5

201,589

NON U.S.

10,712

5.3

2,919

1.4

16

12,723

6.3

3,939

2.0

CMX SILVER

U.S.

4

3,165

2.0

23,205

14.7

157,934

NON U.S.

13

8,319

5.3

29,765

18.8

17

11,484

7.3

52,970

33.5

CMX COPPER-GRADE #1

U.S.

4

7,070

3.5

129

0.1

201,682

NON U.S.

9

12,979

6.4

1,780

0.9

13

20,049

9.9

1,909

0.9

CMX GOLD

U.S.

5

9,136

2.4

54,150

14.3

379,185

NON U.S.

19

22,313

5.9

42,663

11.3

24

31,449

8.3

96,813

25.5

CME RUSSIAN RUBLE

U.S.

235

0.8

4,747

15.3

31,078

NON U.S.

18,543

59.7

13,351

43.0

5

18,778

60.4

18,098

58.2

CME CANADIAN DOLLAR

U.S.

4,000

2.5

9,625

6.1

157,362

NON U.S.

7,502

4.8

0

0.0

6

11,502

7.3

9,625

6.1

CME MEXICAN PESO

U.S.

7,181

4.3

0

0.0

166,295

NON U.S.

55,067

33.1

9,017

5.4

5

62,248

37.4

9,017

5.4

CME BRITISH POUND STERLING

U.S.

15,714

5.8

3,913

1.4

270,680

NON U.S.

7,814

2.9

0

0.0

7

23,528

8.7

3,913

1.4

CME JAPANESE YEN

U.S.

38,212

16.1

6,902

2.9

237,289

NON U.S.

1,786

0.8

4,787

2.0

8

39,998

16.9

11,689

4.9

CME EURO FX

U.S.

38,379

9.5

15,910

3.9

403,939

NON U.S.

29,130

7.2

8,764

2.2

15

67,509

16.7

24,674

6.1

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,288

2.1

9,557

2.4

398,909

NON U.S.

6

11,386

2.9

2,393

0.6

10

19,674

4.9

11,950

3.0

NYME RBOB GASOLINE/BRENT CRACK SPRD

U.S.

2,070

10.2

582

2.9

20,312

NON U.S.

295

1.5

0

0.0

5

2,365

11.6

582

2.9

NYME MINI EUROBOB GAS OXY NWE

U.S.

330

5.6

10

0.2

5,903

NON U.S.

222

3.8

100

1.7

5

552

9.4

110

1.9

E VIX FUTURES

U.S.

3,458

1.4

1,519

0.6

252,613

NON U.S.

6,688

2.6

12,955

5.1

6

10,146

4.0

14,474

5.7

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

1,781

3.0

1,420

2.4

59,934

NON U.S.

2,863

4.8

1,684

2.8

8

4,644

7.7

3,104

5.2

CME 3-MONTH EURODOLLARS

U.S.

8

2,009,273

18.0

1,019,592

9.1

11,169,637

NON U.S.

39

720,928

6.5

555,231

5.0

47

2,730,201

24.4

1,574,823

14.1

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

20,577

0.7

31,896

1.1

2,989,501

NON U.S.

22

61,610

2.1

56,487

1.9

27

82,187

2.7

88,383

3.0

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

1,532

0.6

1,353

0.5

271,070

NON U.S.

6,818

2.5

17,291

6.4

14

8,350

3.1

18,644

6.9

CME AUSTRALIAN DOLLAR

U.S.

6,811

5.6

2,470

2.0

122,056

NON U.S.

2,868

2.3

441

0.4

5

9,679

7.9

2,911

2.4

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

2,101

0.5

0

0.0

418,965

NON U.S.

6,920

1.7

1,078

0.3

9

9,021

2.2

1,078

0.3

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

719

0.8

94,529

NON U.S.

2,352

2.5

810

0.9

8

2,352

2.5

1,529

1.6

ICUS MSCI EAFE MINI INDEX

U.S.

781

0.4

460

0.2

196,967

NON U.S.

1,853

0.9

1,003

0.5

7

2,634

1.3

1,463

0.7

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

1,968

0.4

424

0.1

523,662

NON U.S.

14,275

2.7

18,675

3.6

19

16,243

3.1

19,099

3.6

CME EURO FX/BRITISH POUND XRATE

U.S.

0

0.0

4,000

11.5

34,847

NON U.S.

407

1.2

175

0.5

5

407

1.2

4,175

12.0

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

3,838

12.5

45

0.1

30,773

NON U.S.

3,589

11.7

0

0.0

6

7,427

24.1

45

0.1

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

490

3.3

2,460

16.6

14,797

NON U.S.

2,852

19.3

412

2.8

6

3,342

22.6

2,872

19.4

NYME NAPHTHA CRACK SPR SWAP

U.S.

81

0.8

1,259

13.0

9,666

NON U.S.

145

1.5

155

1.6

5

226

2.3

1,414

14.6

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

400

2.9

1,145

8.2

13,933

NON U.S.

4,725

33.9

48

0.3

6

5,125

36.8

1,193

8.6

NYME EUROBOB OXY NWE CRK SPR

U.S.

774

2.5

832

2.7

30,403

NON U.S.

309

1.0

543

1.8

5

1,083

3.6

1,375

4.5