REPORT DATE: 3/7/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

11,576

2.8

6,234

1.5

415,912

NON U.S.

26,615

6.4

4,989

1.2

14

38,191

9.2

11,223

2.7

CBT WHEAT-HRW

U.S.

5,394

2.5

626

0.3

211,872

NON U.S.

6,094

2.9

4

0.00

7

11,488

5.4

630

0.3

CBT CORN

U.S.

28,647

2.1

3,662

0.3

1,373,407

NON U.S.

72,103

5.2

2,253

0.2

15

100,750

7.3

5,915

0.4

CBT SOYBEANS

U.S.

17,127

2.5

6,145

0.9

676,564

NON U.S.

29,486

4.4

719

0.1

14

46,613

6.9

6,864

1.0

CBT SOYBEAN OIL

U.S.

8,700

2.4

4,244

1.2

367,689

NON U.S.

19,771

5.4

0

0.0

9

28,471

7.7

4,244

1.2

CBT U.S. TREASURY BONDS

U.S.

6,162

0.9

643

0.1

673,380

NON U.S.

2,518

0.4

435

0.1

7

8,680

1.3

1,078

0.2

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

19,221

4.9

2,381

0.6

393,821

NON U.S.

6

15,650

4.0

84

0.0

10

34,871

8.9

2,465

0.6

NYME UP DOWN GC ULSD VS HO SPR

U.S.

2,850

7.6

0

0.0

37,536

NON U.S.

2,807

7.5

63

0.2

8

5,657

15.1

63

0.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

13,937

0.3

1,438,704

27.3

5,260,912

NON U.S.

8

47,016

0.9

716,383

13.6

12

60,953

1.2

2,155,087

41.0

IFED NATURAL GAS PENULTIMATE ICE

U.S.

15,567

7.0

13,810

6.2

220,983

NON U.S.

21,217

9.6

470

0.2

8

36,784

16.6

14,280

6.5

IFED NWP ROCKIES FIN BASIS

U.S.

0

0.0

26,370

20.0

131,997

NON U.S.

4,769

3.6

17,750

13.4

5

4,769

3.6

44,120

33.4

IFED AECO FIN BASIS

U.S.

19,759

2.0

2,641

0.3

977,499

NON U.S.

28,518

2.9

614,324

62.8

9

48,277

4.9

616,965

63.1

IFED CHICAGO FIN BASIS

U.S.

19,390

5.0

11,059

2.9

387,119

NON U.S.

91

0.0

56,947

14.7

9

19,481

5.0

68,006

17.6

IFED HSC FIN BASIS

U.S.

22,547

7.5

38,104

12.6

301,774

NON U.S.

4,505

1.5

17,489

5.8

7

27,052

9.0

55,593

18.4

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

U.S.

25,121

15.2

3,000

1.8

164,983

NON U.S.

484

0.3

6,207

3.8

5

25,605

15.5

9,207

5.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

5,598

1.1

119,865

22.6

530,483

NON U.S.

10,014

1.9

13,552

2.6

6

15,612

2.9

133,417

25.2

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

U.S.

2,492

3.2

10,222

13.3

76,884

NON U.S.

3,829

5.0

3,684

4.8

5

6,321

8.2

13,906

18.1

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

7,351

7.9

1,612

1.7

93,424

NON U.S.

8,078

8.6

0

0.0

5

15,429

16.5

1,612

1.7

NYME NATURAL GAS

U.S.

4

44,358

3.2

35,511

2.6

1,366,662

NON U.S.

12

41,892

3.1

38,071

2.8

16

86,250

6.3

73,582

5.4

NYME HENRY HUB LAST DAY FIN

U.S.

6,656

1.8

65,324

17.5

373,375

NON U.S.

12,802

3.4

16,156

4.3

7

19,458

5.2

81,480

21.8

NYME HENRY HUB PENULTIMATE FIN

U.S.

12,795

10.8

861

0.7

118,452

NON U.S.

12,418

10.5

471

0.4

7

25,213

21.3

1,332

1.1

CBT SOYBEAN MEAL

U.S.

8,302

2.3

3,235

0.9

363,324

NON U.S.

35,910

9.9

923

0.3

12

44,212

12.2

4,158

1.1

ICUS COTTON NO. 2

U.S.

7,545

2.8

1,768

0.6

273,357

NON U.S.

16,648

6.1

2,638

1.0

12

24,193

8.9

4,406

1.6

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

5,110

22.7

6,438

28.7

22,471

NON U.S.

2,100

9.3

360

1.6

5

7,210

32.1

6,798

30.3

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

3,341

5.3

3,495

5.5

63,077

NON U.S.

3,407

5.4

47,219

74.9

5

6,748

10.7

50,714

80.4

NYME SAN JUAN BASIS SWAP

U.S.

8,074

23.5

1,650

4.8

34,355

NON U.S.

966

2.8

7,365

21.4

5

9,040

26.3

9,015

26.2

NYME HENRY HUB SWAP

U.S.

6,330

0.5

326,980

25.3

1,294,499

NON U.S.

40,458

3.1

433,352

33.5

10

46,788

3.6

760,332

58.7

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

26,990

9.3

7,306

2.5

288,887

NON U.S.

74,609

25.8

6,029

2.1

10

101,599

35.2

13,335

4.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

2,668

0.2

34,893

2.5

1,416,168

NON U.S.

16

590

0.0

34,428

2.4

21

3,258

0.2

69,321

4.9

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

50,853

1.6

7,563

0.2

3,254,479

NON U.S.

26

19,304

0.6

30,403

0.9

32

70,157

2.2

37,966

1.2

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

17,149

0.6

19,817

0.6

3,082,637

NON U.S.

23

18,600

0.6

88,725

2.9

27

35,749

1.2

108,542

3.5

CBT 30-DAY FEDERAL FUNDS

U.S.

7

255,982

18.3

93,053

6.6

1,400,594

NON U.S.

24

97,939

7.0

91,194

6.5

31

353,921

25.3

184,247

13.2

CME LEAN HOGS

U.S.

2,520

1.2

748

0.3

216,581

NON U.S.

13,836

6.4

11

0.00

9

16,356

7.6

759

0.4

CME LIVE CATTLE

U.S.

2,706

0.8

472

0.1

338,857

NON U.S.

15,779

4.7

0

0.0

9

18,485

5.5

472

0.1

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

42

0.2

3,815

13.8

27,731

NON U.S.

0

0.0

1,914

6.9

5

42

0.2

5,729

20.7

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,665

1.6

12,296

12.0

102,810

NON U.S.

225

0.2

2,141

2.1

7

1,890

1.8

14,437

14.0

NYME MT BELVIEU ETHANE OPIS

U.S.

1,996

2.3

4,581

5.3

86,281

NON U.S.

1,620

1.9

5,220

6.0

6

3,616

4.2

9,801

11.4

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

0

0.0

905

7.6

11,940

NON U.S.

4,392

36.8

257

2.2

6

4,392

36.8

1,162

9.7

NYME CONWAY PROPANE (OPIS)

U.S.

186

1.4

213

1.6

13,187

NON U.S.

0

0.0

4,030

30.6

5

186

1.4

4,243

32.2

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

18,117

3.0

49,804

8.2

608,829

NON U.S.

7,305

1.2

2,384

0.4

15

25,422

4.2

52,188

8.6

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

435

7.4

742

12.5

5,915

NON U.S.

93

1.6

1,300

22.0

7

528

8.9

2,042

34.5

NYME CRUDE OIL, LIGHT SWEET

U.S.

33,817

1.6

163,832

7.7

2,137,532

NON U.S.

65,716

3.1

174,605

8.2

24

99,533

4.7

338,437

15.8

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

646

0.5

9,920

8.0

124,554

NON U.S.

11,900

9.6

18,638

15.0

7

12,546

10.1

28,558

22.9

NYME BRENT (ICE) CALENDAR SWAP

U.S.

1,837

11.6

508

3.2

15,796

NON U.S.

100

0.6

1,310

8.3

6

1,937

12.3

1,818

11.5

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

225

1.9

405

3.4

11,844

NON U.S.

600

5.1

3,645

30.8

6

825

7.0

4,050

34.2

ICUS COCOA

U.S.

728

0.2

3,242

1.1

292,026

NON U.S.

7,708

2.6

4,760

1.6

14

8,436

2.9

8,002

2.7

NYME PALLADIUM

U.S.

4

275

1.0

6,997

25.0

27,966

NON U.S.

13

1,311

4.7

5,175

18.5

17

1,586

5.7

12,172

43.5

NYME PLATINUM

U.S.

5

530

0.8

14,649

21.5

68,200

NON U.S.

17

3,468

5.1

12,398

18.2

22

3,998

5.9

27,047

39.7

ICUS SUGAR NO. 11

U.S.

11,110

1.5

2,550

0.3

765,590

NON U.S.

39,040

5.1

10,862

1.4

10

50,150

6.6

13,412

1.8

ICUS COFFEE C

U.S.

4,252

2.4

851

0.5

175,170

NON U.S.

10,024

5.7

5,551

3.2

16

14,276

8.1

6,402

3.7

CMX SILVER

U.S.

5

6,778

3.5

38,608

20.1

192,398

NON U.S.

20

7,701

4.0

44,007

22.9

25

14,479

7.5

82,615

42.9

CMX COPPER-GRADE #1

U.S.

6,534

2.4

8

0.00

267,379

NON U.S.

15,337

5.7

3,383

1.3

22

21,871

8.2

3,391

1.3

CMX GOLD

U.S.

5

10,434

2.4

65,333

15.0

434,401

NON U.S.

31

22,124

5.1

70,723

16.3

36

32,558

7.5

136,056

31.3

CME CANADIAN DOLLAR

U.S.

4,742

3.2

2,088

1.4

147,601

NON U.S.

1,059

0.7

4,227

2.9

5

5,801

3.9

6,315

4.3

CME MEXICAN PESO

U.S.

0

0.0

9,312

4.4

209,454

NON U.S.

80,283

38.3

19,418

9.3

6

80,283

38.3

28,730

13.7

CME BRITISH POUND STERLING

U.S.

8,555

3.3

5,011

1.9

262,512

NON U.S.

4,593

1.7

1,583

0.6

5

13,148

5.0

6,594

2.5

CME JAPANESE YEN

U.S.

58,390

26.8

0

0.0

217,982

NON U.S.

5,640

2.6

7,109

3.3

9

64,030

29.4

7,109

3.3

CME EURO FX

U.S.

27,542

6.3

128

0.0

435,309

NON U.S.

20,401

4.7

6,098

1.4

17

47,943

11.0

6,226

1.4

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

13,466

3.3

8,418

2.0

410,660

NON U.S.

10

11,993

2.9

1,165

0.3

14

25,459

6.2

9,583

2.3

E VIX FUTURES

U.S.

2,734

0.5

140

0.0

596,912

NON U.S.

41,940

7.0

5,242

0.9

10

44,674

7.5

5,382

0.9

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

838

0.6

1,532

1.0

147,532

NON U.S.

5

2,820

1.9

9,015

6.1

9

3,658

2.5

10,547

7.1

CME 3-MONTH EURODOLLARS

U.S.

7

3,444,557

25.8

788,920

5.9

13,375,593

NON U.S.

36

706,146

5.3

799,594

6.0

43

4,150,703

31.0

1,588,514

11.9

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

37,139

1.1

132,402

4.1

3,231,427

NON U.S.

16

69,961

2.2

101,388

3.1

22

107,100

3.3

233,790

7.2

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

285

0.1

1,641

0.7

234,280

NON U.S.

9,286

4.0

3,878

1.7

12

9,571

4.1

5,519

2.4

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

1,239

0.2

16,090

2.6

607,697

NON U.S.

9

4,258

0.7

9,162

1.5

14

5,497

0.9

25,252

4.2

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

825

1.0

1,332

1.7

79,732

NON U.S.

1,483

1.9

2,003

2.5

5

2,308

2.9

3,335

4.2

ICUS MSCI EAFE MINI INDEX

U.S.

435

0.1

12

0.00

291,868

NON U.S.

12,285

4.2

23,120

7.9

6

12,720

4.4

23,132

7.9

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

1,251

0.1

9,277

1.0

902,024

NON U.S.

17,732

2.0

47,767

5.3

16

18,983

2.1

57,044

6.3

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

4,442

13.8

0

0.0

32,281

NON U.S.

2,201

6.8

0

0.0

5

6,643

20.6

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

1,884

10.8

812

4.7

17,367

NON U.S.

1,986

11.4

277

1.6

7

3,870

22.3

1,089

6.3

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

1,155

12.6

1,425

15.6

9,163

NON U.S.

1,200

13.1

300

3.3

5

2,355

25.7

1,725

18.8

NYME EUROBOB OXY NWE CRK SPR

U.S.

654

2.6

1,050

4.1

25,515

NON U.S.

340

1.3

74

0.3

5

994

3.9

1,124

4.4