REPORT DATE: 12/1/2015

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4,975

1.3

969

0.3

370,858

NON U.S.

23,925

6.5

6,213

1.7

16

28,900

7.8

7,182

1.9

CBT WHEAT-HRW

U.S.

3,414

1.8

2,520

1.3

193,267

NON U.S.

4,837

2.5

2,814

1.5

9

8,251

4.3

5,334

2.8

CBT CORN

U.S.

37,888

2.9

17,689

1.4

1,300,942

NON U.S.

67,805

5.2

6,640

0.5

12

105,693

8.1

24,329

1.9

CBT SOYBEANS

U.S.

6,574

1.0

6,396

0.9

688,485

NON U.S.

27,911

4.1

9,863

1.4

13

34,485

5.0

16,259

2.4

CBT SOYBEAN OIL

U.S.

8,461

1.9

7,815

1.8

437,861

NON U.S.

19,532

4.5

1,560

0.4

9

27,993

6.4

9,375

2.1

CBT U.S. TREASURY BONDS

U.S.

2,658

0.5

4,060

0.8

524,811

NON U.S.

0

0.0

2,372

0.5

5

2,658

0.5

6,432

1.2

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

3,598

5.6

1,374

2.1

64,604

NON U.S.

2,243

3.5

1,103

1.7

5

5,841

9.0

2,477

3.8

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

12,803

3.7

1,706

0.5

345,784

NON U.S.

4

15,357

4.4

314

0.1

8

28,160

8.1

2,020

0.6

NYME SING GASOIL SWAP

U.S.

215

5.1

308

7.4

4,185

NON U.S.

1,753

41.9

180

4.3

5

1,968

47.0

488

11.7

NYME UP DOWN GC ULSD VS HO SPR SWAP

U.S.

1,609

3.3

3,293

6.7

49,057

NON U.S.

2,957

6.0

1,204

2.5

7

4,566

9.3

4,497

9.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

40,249

1.1

743,730

19.4

3,825,952

NON U.S.

7

81,701

2.1

584,902

15.3

11

121,950

3.2

1,328,632

34.7

IFED NATURAL GAS PENULTIMATE ICE

U.S.

14,969

3.9

34,877

9.0

388,606

NON U.S.

17,136

4.4

6,888

1.8

9

32,105

8.3

41,765

10.7

IFED SOCAL BORDER FIN BASIS

U.S.

7,086

3.0

2,377

1.0

239,186

NON U.S.

2,764

1.2

2,395

1.0

6

9,850

4.1

4,772

2.0

IFED NWP ROCKIES FIN BASIS

U.S.

974

0.4

39,387

17.8

221,426

NON U.S.

2,245

1.0

61,945

28.0

9

3,219

1.5

101,332

45.8

IFED AECO FIN BASIS

U.S.

13,991

2.2

3,769

0.6

627,799

NON U.S.

34,992

5.6

296,821

47.3

9

48,983

7.8

300,590

47.9

IFED CHICAGO FIN BASIS

U.S.

2,441

0.8

14,676

4.5

322,705

NON U.S.

123

0.0

57,590

17.8

9

2,564

0.8

72,266

22.4

IFED HSC FIN BASIS

U.S.

1,634

0.7

16,151

6.5

248,697

NON U.S.

24,334

9.8

25,442

10.2

7

25,968

10.4

41,593

16.7

IFED WAHA FIN BASIS

U.S.

571

0.5

11,429

10.6

108,106

NON U.S.

0

0.0

21,803

20.2

6

571

0.5

33,232

30.7

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

0

0.0

5,286

6.8

78,311

NON U.S.

327

0.4

13,269

16.9

5

327

0.4

18,555

23.7

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

U.S.

17,799

10.0

15,046

8.5

177,207

NON U.S.

13,654

7.7

11,696

6.6

6

31,453

17.7

26,742

15.1

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

759

0.2

48,129

13.6

354,523

NON U.S.

28,659

8.1

40,365

11.4

8

29,418

8.3

88,494

25.0

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

U.S.

2,834

4.1

5,784

8.3

69,867

NON U.S.

2,746

3.9

17,219

24.6

6

5,580

8.0

23,003

32.9

IFED NATURAL GAS PIPELINE, TEXOK (BASIS)

U.S.

9,129

8.5

5,812

5.4

106,813

NON U.S.

978

0.9

10,184

9.5

5

10,107

9.5

15,996

15.0

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

1,565

1.0

11,436

7.1

160,514

NON U.S.

3,995

2.5

18,494

11.5

6

5,560

3.5

29,930

18.6

IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)

U.S.

0

0.0

8,574

4.4

195,785

NON U.S.

6,970

3.6

9,448

4.8

5

6,970

3.6

18,022

9.2

NYME NATURAL GAS

U.S.

4

32,657

3.2

14,539

1.4

1,005,820

NON U.S.

9

45,927

4.6

18,252

1.8

13

78,584

7.8

32,791

3.3

NYME HENRY HUB LAST DAY FIN

U.S.

11,828

3.7

34,806

11.0

316,990

NON U.S.

14,631

4.6

25,896

8.2

7

26,459

8.3

60,702

19.1

NYME HENRY HUB PENULTIMATE FIN

U.S.

5,077

5.4

3,224

3.5

93,274

NON U.S.

6,350

6.8

2,555

2.7

5

11,427

12.3

5,779

6.2

CBT SOYBEAN MEAL

U.S.

5,174

1.2

6,264

1.5

418,708

NON U.S.

19,406

4.6

2,121

0.5

12

24,580

5.9

8,385

2.0

ICUS COTTON NO. 2

U.S.

3,935

2.2

119

0.1

180,779

NON U.S.

14,294

7.9

1,711

0.9

13

18,229

10.1

1,830

1.0

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

2,646

4.8

4,977

9.0

55,123

NON U.S.

5,172

9.4

31,598

57.3

6

7,818

14.2

36,575

66.4

NYME HENRY HUB SWAP

U.S.

30,154

2.0

339,506

22.9

1,483,771

NON U.S.

31,820

2.1

423,129

28.5

11

61,974

4.2

762,635

51.4

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

41,086

11.7

14,074

4.0

350,368

NON U.S.

59,297

16.9

12,432

3.5

10

100,383

28.7

26,506

7.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6

4,343

0.4

16,471

1.7

983,589

NON U.S.

11

7,585

0.8

21,586

2.2

17

11,928

1.2

38,057

3.9

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

22,381

0.8

14,746

0.5

2,780,808

NON U.S.

13

8,558

0.3

57,233

2.1

19

30,939

1.1

71,979

2.6

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

11,675

0.5

16,277

0.6

2,508,295

NON U.S.

16

16,887

0.7

46,327

1.8

20

28,562

1.1

62,604

2.5

CBT 30-DAY FEDERAL FUNDS

U.S.

5

96,518

14.6

88,087

13.3

662,350

NON U.S.

17

14,664

2.2

29,459

4.4

22

111,182

16.8

117,546

17.7

CME LEAN HOGS

U.S.

1,760

0.9

1,150

0.6

195,714

NON U.S.

11,055

5.6

1,137

0.6

12

12,815

6.5

2,287

1.2

CME LIVE CATTLE

U.S.

1,402

0.5

460

0.2

274,364

NON U.S.

11,089

4.0

800

0.3

7

12,491

4.6

1,260

0.5

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

632

2.7

5,038

21.3

23,647

NON U.S.

465

2.0

240

1.0

5

1,097

4.6

5,278

22.3

NYME MT BELVIEU PROPANE (OPIS) SWAP

U.S.

2,646

2.9

5,550

6.1

90,930

NON U.S.

1,409

1.5

2,661

2.9

5

4,055

4.5

8,211

9.0

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

11,405

2.9

37,900

9.7

391,436

NON U.S.

10,672

2.7

5,835

1.5

19

22,077

5.6

43,735

11.2

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

1,633

16.8

2,002

20.6

9,727

NON U.S.

2,521

25.9

353

3.6

12

4,154

42.7

2,355

24.2

ICEU WTI 1st Line-Brent 1st Line

U.S.

3,800

5.4

1,965

2.8

70,577

NON U.S.

210

0.3

6,983

9.9

7

4,010

5.7

8,948

12.7

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

85

0.3

3,322

10.2

32,635

NON U.S.

0

0.0

10,242

31.4

5

85

0.3

13,564

41.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

23,625

1.4

109,455

6.6

1,661,176

NON U.S.

15

88,149

5.3

153,616

9.2

19

111,774

6.7

263,071

15.8

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,563

1.3

15,357

12.4

124,269

NON U.S.

6,313

5.1

29,752

23.9

9

7,876

6.3

45,109

36.3

NYME DATED BRENT CALENDAR SWAP

U.S.

8

0.1

3

0.0

7,733

NON U.S.

5,301

68.6

0

0.0

5

5,309

68.7

3

0.0

NYME WTI-BRENT CALENDAR SWAP

U.S.

0

0.0

12,661

12.3

102,719

NON U.S.

180

0.2

8,361

8.1

7

180

0.2

21,022

20.5

NYME BRENT (ICE) CALENDAR SWAP

U.S.

308

1.6

3,434

17.9

19,200

NON U.S.

1,832

9.5

2,557

13.3

10

2,140

11.1

5,991

31.2

ICUS COCOA

U.S.

1,809

0.7

358

0.1

246,943

NON U.S.

5,603

2.3

4,006

1.6

8

7,412

3.0

4,364

1.8

NYME PALLADIUM

U.S.

4

525

2.0

3,764

14.0

26,853

NON U.S.

16

2,238

8.3

4,001

14.9

20

2,763

10.3

7,765

28.9

NYME PLATINUM

U.S.

4

30

0.0

6,915

9.1

76,282

NON U.S.

16

3,010

3.9

8,909

11.7

20

3,040

4.0

15,824

20.7

ICUS SUGAR NO. 11

U.S.

14,836

1.7

1,367

0.2

863,941

NON U.S.

51,889

6.0

11,933

1.4

12

66,725

7.7

13,300

1.5

ICUS COFFEE C

U.S.

1,979

1.1

1,199

0.7

172,338

NON U.S.

10,797

6.3

2,747

1.6

16

12,776

7.4

3,946

2.3

CMX SILVER

U.S.

4

4,088

2.5

20,831

12.8

163,286

NON U.S.

13

11,877

7.3

26,304

16.1

17

15,965

9.8

47,135

28.9

CMX COPPER-GRADE #1

U.S.

4

5,902

3.3

3

0.00

180,517

NON U.S.

10

13,826

7.7

1,490

0.8

14

19,728

10.9

1,493

0.8

CMX GOLD

U.S.

5

9,613

2.5

42,866

11.0

390,940

NON U.S.

19

39,407

10.1

36,911

9.4

24

49,020

12.5

79,777

20.4

CME RUSSIAN RUBLE

U.S.

235

0.6

3,100

7.4

41,692

NON U.S.

26,310

63.1

20,146

48.3

6

26,545

63.7

23,246

55.8

CME CANADIAN DOLLAR

U.S.

13,783

9.5

261

0.2

145,547

NON U.S.

1,198

0.8

1,090

0.7

5

14,981

10.3

1,351

0.9

CME MEXICAN PESO

U.S.

0

0.0

25,878

13.9

186,826

NON U.S.

57,310

30.7

8,738

4.7

5

57,310

30.7

34,616

18.5

CME BRITISH POUND STERLING

U.S.

28,951

15.4

1,027

0.5

187,628

NON U.S.

3,990

2.1

1,894

1.0

6

32,941

17.6

2,921

1.6

CME JAPANESE YEN

U.S.

37,845

14.9

0

0.0

253,505

NON U.S.

6,479

2.6

3,950

1.6

8

44,324

17.5

3,950

1.6

CME EURO FX

U.S.

48,323

10.4

4,583

1.0

462,447

NON U.S.

43,001

9.3

5,927

1.3

17

91,324

19.7

10,510

2.3

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

6,643

1.8

7,936

2.2

363,376

NON U.S.

7

10,767

3.0

990

0.3

11

17,410

4.8

8,926

2.5

NYME RBOB CALENDAR SWAP

U.S.

124

1.0

771

6.3

12,202

NON U.S.

139

1.1

211

1.7

5

263

2.2

982

8.0

NYME MINI EUROBOB GAS OXY NWE

U.S.

40

0.8

193

3.8

5,064

NON U.S.

105

2.1

50

1.0

5

145

2.9

243

4.8

E VIX FUTURES

U.S.

3,297

1.1

1,076

0.3

312,156

NON U.S.

21,365

6.8

979

0.3

8

24,662

7.9

2,055

0.7

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

2,425

2.3

316

0.3

106,807

NON U.S.

5

3,941

3.7

9,564

9.0

9

6,366

6.0

9,880

9.3

CME 3-MONTH EURODOLLARS

U.S.

8

2,368,945

20.8

942,014

8.3

11,377,628

NON U.S.

35

687,398

6.0

690,153

6.1

43

3,056,343

26.9

1,632,167

14.3

CME E-MINI S&P 500 STOCK INDEX

U.S.

4

14,525

0.5

24,311

0.8

2,906,354

NON U.S.

20

61,475

2.1

57,879

2.0

24

76,000

2.6

82,190

2.8

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

2,138

0.6

711

0.2

346,572

NON U.S.

12

4,672

1.3

22,386

6.5

16

6,810

2.0

23,097

6.7

CME AUSTRALIAN DOLLAR

U.S.

12,045

7.8

12

0.00

154,800

NON U.S.

9,839

6.4

742

0.5

7

21,884

14.1

754

0.5

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

300

0.1

2,648

0.7

397,933

NON U.S.

3,454

0.9

459

0.1

9

3,754

0.9

3,107

0.8

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

621

0.6

97,519

NON U.S.

5,002

5.1

1,302

1.3

10

5,002

5.1

1,923

2.0

ICUS MSCI EAFE MINI INDEX

U.S.

726

0.4

260

0.2

169,266

NON U.S.

7,075

4.2

4,792

2.8

7

7,801

4.6

5,052

3.0

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

1,243

0.3

424

0.1

442,707

NON U.S.

13

18,089

4.1

21,546

4.9

17

19,332

4.4

21,970

5.0

NYME GULF COAST JET FUEL CAL SWAP

U.S.

509

36.6

258

18.5

1,391

NON U.S.

130

9.3

258

18.5

5

639

45.9

516

37.1

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

4,559

13.6

0

0.0

33,570

NON U.S.

3,442

10.3

120

0.4

6

8,001

23.8

120

0.4

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

638

4.2

2,589

17.2

15,096

NON U.S.

3,363

22.3

572

3.8

7

4,001

26.5

3,161

20.9

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

491

3.5

608

4.3

14,085

NON U.S.

2,495

17.7

948

6.7

6

2,986

21.2

1,556

11.0