REPORT DATE: 5/3/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

6,133

1.6

5,459

1.4

391,040

NON U.S.

22,754

5.8

4,244

1.1

13

28,887

7.4

9,703

2.5

CBT WHEAT-HRW

U.S.

5,477

2.7

4,585

2.3

202,441

NON U.S.

4,510

2.2

1,993

1.0

7

9,987

4.9

6,578

3.2

CBT CORN

U.S.

37,861

2.8

8,629

0.6

1,363,422

NON U.S.

63,402

4.7

3,053

0.2

13

101,263

7.4

11,682

0.9

CBT SOYBEANS

U.S.

14,118

1.8

680

0.1

794,400

NON U.S.

30,996

3.9

6,634

0.8

13

45,114

5.7

7,314

0.9

CBT SOYBEAN OIL

U.S.

7,799

1.9

2,147

0.5

408,065

NON U.S.

18,311

4.5

1,403

0.3

9

26,110

6.4

3,550

0.9

CBT U.S. TREASURY BONDS

U.S.

4,497

0.9

1,826

0.4

509,896

NON U.S.

606

0.1

388

0.1

5

5,103

1.0

2,214

0.4

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

2,247

4.0

1,715

3.0

56,612

NON U.S.

1,586

2.8

300

0.5

5

3,833

6.8

2,015

3.6

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

15,720

4.0

2,836

0.7

393,146

NON U.S.

6

19,898

5.1

25

0.00

10

35,618

9.1

2,861

0.7

NYME UP DOWN GC ULSD VS HO SPR

U.S.

1,849

3.3

3,715

6.7

55,670

NON U.S.

3,332

6.0

0

0.0

6

5,181

9.3

3,715

6.7

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

12,007

0.3

1,121,825

25.1

4,465,086

NON U.S.

9

28,928

0.6

820,653

18.4

13

40,935

0.9

1,942,478

43.5

IFED NATURAL GAS PENULTIMATE ICE

U.S.

13,670

6.0

26,789

11.8

226,615

NON U.S.

12,065

5.3

3,719

1.6

8

25,735

11.4

30,508

13.5

IFED NWP ROCKIES FIN BASIS

U.S.

302

0.1

51,549

21.6

238,522

NON U.S.

1,299

0.5

49,687

20.8

8

1,601

0.7

101,236

42.4

IFED AECO FIN BASIS

U.S.

25,072

3.3

784

0.1

753,902

NON U.S.

16,520

2.2

426,181

56.5

10

41,592

5.5

426,965

56.6

IFED CHICAGO FIN BASIS

U.S.

3,221

0.9

20,482

6.0

340,156

NON U.S.

0

0.0

54,981

16.2

9

3,221

0.9

75,463

22.2

IFED HSC FIN BASIS

U.S.

17,589

5.7

29,774

9.6

309,258

NON U.S.

16,584

5.4

27,634

8.9

8

34,173

11.0

57,408

18.6

IFED WAHA FIN BASIS

U.S.

0

0.0

9,250

6.5

142,171

NON U.S.

0

0.0

19,110

13.4

5

0

0.0

28,360

19.9

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

0

0.0

33,816

30.5

110,742

NON U.S.

0

0.0

12,566

11.3

5

0

0.0

46,382

41.9

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

U.S.

14,868

8.7

10,501

6.1

171,619

NON U.S.

22,200

12.9

12,956

7.5

6

37,068

21.6

23,457

13.7

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

129

0.0

47,805

13.9

343,242

NON U.S.

31,029

9.0

39,899

11.6

8

31,158

9.1

87,704

25.6

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

U.S.

699

0.9

4,596

6.2

74,413

NON U.S.

5,166

6.9

12,373

16.6

5

5,865

7.9

16,969

22.8

IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

U.S.

7,611

6.1

1,469

1.2

123,922

NON U.S.

6,098

4.9

0

0.0

6

13,709

11.1

1,469

1.2

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

1,090

0.8

6,217

4.4

142,466

NON U.S.

7,987

5.6

5,257

3.7

5

9,077

6.4

11,474

8.1

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

11,870

13.0

910

1.0

91,302

NON U.S.

10,076

11.0

0

0.0

5

21,946

24.0

910

1.0

NYME NATURAL GAS

U.S.

4

30,626

2.8

35,547

3.2

1,106,944

NON U.S.

10

34,340

3.1

21,964

2.0

14

64,966

5.9

57,511

5.2

NYME DOMINION BASIS SWAP

U.S.

336

0.9

5,012

12.7

39,435

NON U.S.

123

0.3

3,954

10.0

5

459

1.2

8,966

22.7

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

3,054

8.6

856

2.4

35,342

NON U.S.

4,657

13.2

8,192

23.2

5

7,711

21.8

9,048

25.6

NYME HENRY HUB LAST DAY FIN

U.S.

8,589

3.2

30,052

11.0

272,109

NON U.S.

16,388

6.0

23,701

8.7

7

24,977

9.2

53,753

19.8

NYME HENRY HUB PENULTIMATE FIN

U.S.

8,254

7.7

1,871

1.7

107,437

NON U.S.

8,398

7.8

5,481

5.1

7

16,652

15.5

7,352

6.8

CBT SOYBEAN MEAL

U.S.

7,117

2.0

214

0.1

349,070

NON U.S.

16,683

4.8

996

0.3

10

23,800

6.8

1,210

0.3

ICUS COTTON NO. 2

U.S.

4,065

2.1

96

0.0

193,424

NON U.S.

17,642

9.1

1,050

0.5

12

21,707

11.2

1,146

0.6

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

6,125

24.9

5,032

20.5

24,580

NON U.S.

1,429

5.8

552

2.2

5

7,554

30.7

5,584

22.7

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

4,060

5.1

6,092

7.7

78,861

NON U.S.

13,597

17.2

43,899

55.7

6

17,657

22.4

49,991

63.4

NYME HENRY HUB SWAP

U.S.

12,929

0.9

355,736

25.4

1,398,943

NON U.S.

49,259

3.5

471,954

33.7

10

62,188

4.4

827,690

59.2

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

32,562

10.3

13,116

4.1

316,936

NON U.S.

58,050

18.3

14,250

4.5

10

90,612

28.6

27,366

8.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

7

13,996

1.3

9,390

0.9

1,056,867

NON U.S.

14

12,530

1.2

27,529

2.6

21

26,526

2.5

36,919

3.5

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

30,293

1.1

12,249

0.5

2,662,801

NON U.S.

16

11,427

0.4

37,062

1.4

23

41,720

1.6

49,311

1.9

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

16,889

0.7

7,781

0.3

2,462,327

NON U.S.

13

25,918

1.1

52,515

2.1

17

42,807

1.7

60,296

2.4

CBT 30-DAY FEDERAL FUNDS

U.S.

6

195,129

23.3

108,417

13.0

836,320

NON U.S.

18

23,883

2.9

63,079

7.5

24

219,012

26.2

171,496

20.5

CME LEAN HOGS

U.S.

2,383

1.0

864

0.4

228,102

NON U.S.

12,590

5.5

508

0.2

9

14,973

6.6

1,372

0.6

CME LIVE CATTLE

U.S.

2,064

0.7

377

0.1

277,517

NON U.S.

11,781

4.2

469

0.2

9

13,845

5.0

846

0.3

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,719

1.4

15,694

12.8

123,021

NON U.S.

330

0.3

3,307

2.7

5

2,049

1.7

19,001

15.4

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

5

0.0

1,477

10.1

14,625

NON U.S.

7,707

52.7

0

0.0

5

7,712

52.7

1,477

10.1

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

6,079

1.4

43,277

9.7

445,329

NON U.S.

5,647

1.3

5,245

1.2

18

11,726

2.6

48,522

10.9

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

1,091

18.1

670

11.1

6,035

NON U.S.

896

14.8

200

3.3

10

1,987

32.9

870

14.4

ICEU WTI 1st Line-Brent 1st Line

U.S.

3,315

4.7

1,340

1.9

70,682

NON U.S.

20

0.0

6,410

9.1

5

3,335

4.7

7,750

11.0

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

32

0.1

5,135

14.1

36,418

NON U.S.

0

0.0

8,019

22.0

5

32

0.1

13,154

36.1

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

37,703

2.2

117,328

6.7

1,748,628

NON U.S.

18

99,517

5.7

172,424

9.9

22

137,220

7.8

289,752

16.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,912

1.6

15,196

12.5

121,109

NON U.S.

1,742

1.4

33,671

27.8

8

3,654

3.0

48,867

40.3

NYME WTI-BRENT CALENDAR SWAP

U.S.

0

0.0

8,496

12.6

67,633

NON U.S.

420

0.6

5,205

7.7

6

420

0.6

13,701

20.3

NYME BRENT (ICE) CALENDAR SWAP

U.S.

788

4.9

1,968

12.2

16,142

NON U.S.

2,112

13.1

2,036

12.6

10

2,900

18.0

4,004

24.8

NYME ARGUS LLS VS WTI TRADE MONTH

U.S.

470

3.6

410

3.1

13,114

NON U.S.

485

3.7

773

5.9

5

955

7.3

1,183

9.0

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

150

1.0

210

1.4

14,665

NON U.S.

3,055

20.8

4,145

28.3

6

3,205

21.9

4,355

29.7

ICUS COCOA

U.S.

1,472

0.6

1,550

0.6

250,904

NON U.S.

7,088

2.8

3,082

1.2

11

8,560

3.4

4,632

1.8

NYME PALLADIUM

U.S.

4

391

1.7

3,153

13.9

22,749

NON U.S.

15

1,321

5.8

4,013

17.6

19

1,712

7.5

7,166

31.5

NYME PLATINUM

U.S.

5

28

0.0

10,217

15.9

64,158

NON U.S.

18

2,969

4.6

15,752

24.6

23

2,997

4.7

25,969

40.5

ICUS SUGAR NO. 11

U.S.

20,766

2.6

2,399

0.3

789,143

NON U.S.

43,606

5.5

12,618

1.6

12

64,372

8.2

15,017

1.9

ICUS COFFEE C

U.S.

3,292

1.7

1,368

0.7

192,813

NON U.S.

11,052

5.7

3,583

1.9

17

14,344

7.4

4,951

2.6

CMX SILVER

U.S.

5

6,970

3.5

31,773

16.0

198,237

NON U.S.

14

6,305

3.2

43,916

22.2

19

13,275

6.7

75,689

38.2

CMX COPPER-GRADE #1

U.S.

4

8,134

4.6

105

0.1

176,458

NON U.S.

11

13,832

7.8

901

0.5

15

21,966

12.4

1,006

0.6

CMX GOLD

U.S.

4

10,791

1.9

118,437

20.9

565,774

NON U.S.

18

21,905

3.9

109,511

19.4

22

32,696

5.8

227,948

40.3

CME RUSSIAN RUBLE

U.S.

235

0.8

2,150

7.6

28,426

NON U.S.

14,878

52.3

11,387

40.1

5

15,113

53.2

13,537

47.6

CME MEXICAN PESO

U.S.

0

0.0

19,178

16.5

116,533

NON U.S.

39,151

33.6

5,703

4.9

5

39,151

33.6

24,881

21.4

CME BRITISH POUND STERLING

U.S.

10,669

4.3

7,874

3.2

248,180

NON U.S.

22,648

9.1

501

0.2

7

33,317

13.4

8,375

3.4

CME JAPANESE YEN

U.S.

2,162

1.3

11,288

7.0

161,529

NON U.S.

6,682

4.1

577

0.4

7

8,844

5.5

11,865

7.3

CME EURO FX

U.S.

15,785

4.4

7,314

2.0

360,461

NON U.S.

24,155

6.7

4,801

1.3

15

39,940

11.1

12,115

3.4

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,785

2.2

7,173

1.8

394,714

NON U.S.

9

13,403

3.4

1,825

0.5

13

22,188

5.6

8,998

2.3

E VIX FUTURES

U.S.

7,101

1.6

137

0.0

451,899

NON U.S.

71,876

15.9

1,744

0.4

7

78,977

17.5

1,881

0.4

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

997

0.8

237

0.2

124,586

NON U.S.

2,986

2.4

721

0.6

6

3,983

3.2

958

0.8

CME 3-MONTH EURODOLLARS

U.S.

8

2,025,854

19.7

958,017

9.3

10,303,832

NON U.S.

34

764,576

7.4

461,954

4.5

42

2,790,430

27.1

1,419,971

13.8

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

18,439

0.7

8,253

0.3

2,811,993

NON U.S.

23

34,254

1.2

45,844

1.6

28

52,693

1.9

54,097

1.9

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

0

0.0

1,503

0.6

240,748

NON U.S.

4,453

1.8

925

0.4

9

4,453

1.8

2,428

1.0

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

216

0.1

1,510

0.4

377,846

NON U.S.

4,850

1.3

1,177

0.3

8

5,066

1.3

2,687

0.7

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

1,526

1.6

96,727

NON U.S.

3,206

3.3

396

0.4

8

3,206

3.3

1,922

2.0

ICUS MSCI EAFE MINI INDEX

U.S.

795

0.4

0

0.0

192,274

NON U.S.

4,431

2.3

1,061

0.6

7

5,226

2.7

1,061

0.6

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

5

1,569

0.2

2,084

0.3

633,388

NON U.S.

12

14,756

2.3

46,082

7.3

17

16,325

2.6

48,166

7.6

CME EURO FX/BRITISH POUND XRATE

U.S.

0

0.0

6,000

20.3

29,518

NON U.S.

1,261

4.3

1,523

5.2

6

1,261

4.3

7,523

25.5

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

3,738

12.6

0

0.0

29,620

NON U.S.

3,854

13.0

0

0.0

6

7,592

25.6

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

1,914

10.2

2,004

10.7

18,777

NON U.S.

2,971

15.8

436

2.3

6

4,885

26.0

2,440

13.0

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

953

7.4

1,095

8.6

12,792

NON U.S.

4,252

33.2

48

0.4

6

5,205

40.7

1,143

8.9

NYME EUROBOB OXY NWE CRK SPR

U.S.

1,155

3.8

205

0.7

30,186

NON U.S.

345

1.1

330

1.1

5

1,500

5.0

535

1.8