REPORT DATE: 1/5/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4,594

1.1

7,479

1.9

400,509

NON U.S.

22,352

5.6

4,651

1.2

16

26,946

6.7

12,130

3.0

CBT WHEAT-HRW

U.S.

4,390

2.1

3,369

1.6

204,323

NON U.S.

4,677

2.3

2,729

1.3

7

9,067

4.4

6,098

3.0

CBT CORN

U.S.

39,617

2.9

20,362

1.5

1,356,517

NON U.S.

66,075

4.9

3,143

0.2

12

105,692

7.8

23,505

1.7

CBT SOYBEANS

U.S.

3,480

0.5

2,889

0.4

658,069

NON U.S.

20,297

3.1

7,957

1.2

12

23,777

3.6

10,846

1.6

CBT SOYBEAN OIL

U.S.

6,876

1.8

3,513

0.9

385,135

NON U.S.

21,100

5.5

181

0.0

8

27,976

7.3

3,694

1.0

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

13,054

3.8

1,814

0.5

345,966

NON U.S.

13,963

4.0

137

0.0

7

27,017

7.8

1,951

0.6

NYME UP DOWN GC ULSD VS HO SPR

U.S.

1,813

5.0

3,039

8.4

36,037

NON U.S.

3,426

9.5

114

0.3

7

5,239

14.5

3,153

8.7

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

19,248

0.5

833,719

20.9

3,982,622

NON U.S.

7

54,677

1.4

685,523

17.2

11

73,925

1.9

1,519,242

38.1

IFED NATURAL GAS PENULTIMATE ICE

U.S.

12,593

3.8

35,546

10.7

333,170

NON U.S.

15,446

4.6

6,132

1.8

9

28,039

8.4

41,678

12.5

IFED SOCAL BORDER FIN BASIS

U.S.

7,319

3.0

2,026

0.8

247,181

NON U.S.

2,182

0.9

347

0.1

5

9,501

3.8

2,373

1.0

IFED NWP ROCKIES FIN BASIS

U.S.

302

0.1

47,115

19.3

243,548

NON U.S.

2,059

0.8

67,462

27.7

9

2,361

1.0

114,577

47.0

IFED AECO FIN BASIS

U.S.

12,191

2.0

1,984

0.3

611,145

NON U.S.

29,351

4.8

317,759

52.0

9

41,542

6.8

319,743

52.3

IFED CHICAGO FIN BASIS

U.S.

1,559

0.5

14,459

4.7

307,687

NON U.S.

123

0.0

63,517

20.6

8

1,682

0.5

77,976

25.3

IFED HSC FIN BASIS

U.S.

2,689

1.0

15,678

5.6

281,386

NON U.S.

23,504

8.4

24,411

8.7

7

26,193

9.3

40,089

14.2

IFED WAHA FIN BASIS

U.S.

0

0.0

10,941

10.1

107,958

NON U.S.

0

0.0

21,089

19.5

5

0

0.0

32,030

29.7

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

153

0.2

11,492

11.4

100,798

NON U.S.

389

0.4

12,989

12.9

6

542

0.5

24,481

24.3

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

U.S.

17,403

10.3

15,079

8.9

168,927

NON U.S.

19,584

11.6

14,001

8.3

7

36,987

21.9

29,080

17.2

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

759

0.2

46,516

13.7

338,362

NON U.S.

32,054

9.5

36,935

10.9

8

32,813

9.7

83,451

24.7

IFED EL PASO - PERMIAN BASIN (BASIS)

U.S.

3,113

4.3

9,979

13.8

72,388

NON U.S.

524

0.7

1,698

2.3

5

3,637

5.0

11,677

16.1

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

U.S.

2,718

3.6

5,505

7.2

75,935

NON U.S.

3,377

4.4

15,810

20.8

5

6,095

8.0

21,315

28.1

IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

U.S.

7,867

7.7

2,688

2.6

102,540

NON U.S.

3,525

3.4

0

0.0

5

11,392

11.1

2,688

2.6

IFED NATURAL GAS PIPELINE, TEXOK (BASIS)

U.S.

4,804

4.5

5,799

5.4

107,622

NON U.S.

1,226

1.1

10,091

9.4

5

6,030

5.6

15,890

14.8

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

1,463

1.0

12,068

8.5

141,290

NON U.S.

214

0.2

17,350

12.3

5

1,677

1.2

29,418

20.8

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

U.S.

0

0.0

9,042

4.4

203,349

NON U.S.

4,894

2.4

7,979

3.9

5

4,894

2.4

17,021

8.4

NYME NATURAL GAS

U.S.

4

29,818

3.2

21,855

2.3

935,925

NON U.S.

9

43,125

4.6

16,258

1.7

13

72,943

7.8

38,113

4.1

NYME DOMINION BASIS SWAP

U.S.

1,918

6.1

3,536

11.3

31,187

NON U.S.

123

0.4

4,103

13.2

5

2,041

6.5

7,639

24.5

NYME HENRY HUB LAST DAY FIN

U.S.

11,577

3.9

30,744

10.3

298,549

NON U.S.

14,602

4.9

26,343

8.8

7

26,179

8.8

57,087

19.1

NYME HENRY HUB PENULTIMATE FIN

U.S.

5,078

5.0

2,529

2.5

101,476

NON U.S.

7,015

6.9

3,029

3.0

6

12,093

11.9

5,558

5.5

CBT SOYBEAN MEAL

U.S.

2,199

0.5

3,797

0.9

405,616

NON U.S.

18,759

4.6

2,586

0.6

11

20,958

5.2

6,383

1.6

ICUS COTTON NO. 2

U.S.

4,595

2.5

169

0.1

185,123

NON U.S.

14,455

7.8

1,349

0.7

10

19,050

10.3

1,518

0.8

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

1,802

2.7

5,338

8.1

66,193

NON U.S.

5,223

7.9

40,665

61.4

6

7,025

10.6

46,003

69.5

NYME HENRY HUB SWAP

U.S.

30,769

2.1

336,431

23.5

1,432,907

NON U.S.

32,002

2.2

440,452

30.7

11

62,771

4.4

776,883

54.2

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

37,337

11.6

14,272

4.4

321,476

NON U.S.

59,622

18.5

11,996

3.7

10

96,959

30.2

26,268

8.2

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6

3,450

0.3

11,349

1.1

1,031,431

NON U.S.

18

10,841

1.1

24,880

2.4

24

14,291

1.4

36,229

3.5

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

26,641

1.1

17,280

0.7

2,534,485

NON U.S.

16

9,972

0.4

45,921

1.8

22

36,613

1.4

63,201

2.5

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5,927

0.3

11,622

0.5

2,294,334

NON U.S.

13,782

0.6

37,788

1.6

14

19,709

0.9

49,410

2.2

CBT 30-DAY FEDERAL FUNDS

U.S.

6

62,503

9.1

115,595

16.8

690,098

NON U.S.

13

23,211

3.4

51,950

7.5

19

85,714

12.4

167,545

24.3

CME LEAN HOGS

U.S.

1,290

0.8

1,168

0.7

164,890

NON U.S.

10,722

6.5

641

0.4

11

12,012

7.3

1,809

1.1

CME LIVE CATTLE

U.S.

876

0.3

499

0.2

265,072

NON U.S.

10,471

4.0

326

0.1

8

11,347

4.3

825

0.3

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

2,433

2.4

15,624

15.3

102,114

NON U.S.

579

0.6

3,298

3.2

5

3,012

2.9

18,922

18.5

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

10,994

2.7

37,639

9.2

409,836

NON U.S.

8,262

2.0

6,227

1.5

16

19,256

4.7

43,866

10.7

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

1,320

16.4

1,200

14.9

8,053

NON U.S.

1,926

23.9

228

2.8

10

3,246

40.3

1,428

17.7

ICEU WTI 1st Line-Brent 1st Line

U.S.

3,800

6.0

1,705

2.7

63,464

NON U.S.

210

0.3

5,835

9.2

5

4,010

6.3

7,540

11.9

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

0

0.0

3,988

12.1

33,066

NON U.S.

0

0.0

10,130

30.6

5

0

0.0

14,118

42.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

32,150

1.9

98,052

5.8

1,703,201

NON U.S.

16

87,371

5.1

144,647

8.5

20

119,521

7.0

242,699

14.2

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,165

1.0

14,018

12.1

116,029

NON U.S.

2,894

2.5

23,127

19.9

6

4,059

3.5

37,145

32.0

NYME WTI-BRENT CALENDAR SWAP

U.S.

0

0.0

11,724

12.6

92,851

NON U.S.

180

0.2

6,570

7.1

6

180

0.2

18,294

19.7

NYME BRENT (ICE) CALENDAR SWAP

U.S.

308

1.9

3,107

18.7

16,589

NON U.S.

1,288

7.8

1,882

11.3

8

1,596

9.6

4,989

30.1

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

405

2.8

0

0.0

14,337

NON U.S.

4,071

28.4

2,706

18.9

5

4,476

31.2

2,706

18.9

ICUS COCOA

U.S.

1,522

0.7

0

0.0

222,486

NON U.S.

4,785

2.2

2,755

1.2

6

6,307

2.8

2,755

1.2

NYME PALLADIUM

U.S.

4

523

2.1

3,771

15.1

25,036

NON U.S.

15

1,826

7.3

2,902

11.6

19

2,349

9.4

6,673

26.7

NYME PLATINUM

U.S.

4

230

0.4

8,548

13.0

65,506

NON U.S.

16

3,260

5.0

9,076

13.9

20

3,490

5.3

17,624

26.9

ICUS SUGAR NO. 11

U.S.

15,151

1.7

1,541

0.2

868,697

NON U.S.

48,387

5.6

7,405

0.9

11

63,538

7.3

8,946

1.0

ICUS COFFEE C

U.S.

1,910

1.1

1,133

0.7

172,537

NON U.S.

10,527

6.1

2,568

1.5

16

12,437

7.2

3,701

2.1

CMX SILVER

U.S.

4

3,354

2.0

21,986

13.1

167,520

NON U.S.

11

12,753

7.6

23,670

14.1

15

16,107

9.6

45,656

27.3

CMX COPPER-GRADE #1

U.S.

4

6,596

3.8

0

0.0

171,819

NON U.S.

10

12,496

7.3

1,437

0.8

14

19,092

11.1

1,437

0.8

CMX GOLD

U.S.

5

6,387

1.5

49,447

12.0

413,688

NON U.S.

20

35,499

8.6

37,698

9.1

25

41,886

10.1

87,145

21.1

CME RUSSIAN RUBLE

U.S.

235

0.8

3,247

11.0

29,446

NON U.S.

19,566

66.4

13,351

45.3

5

19,801

67.2

16,598

56.4

CME CANADIAN DOLLAR

U.S.

4,029

2.4

1,172

0.7

166,610

NON U.S.

6,258

3.8

0

0.0

5

10,287

6.2

1,172

0.7

CME MEXICAN PESO

U.S.

0

0.0

6,951

4.8

143,374

NON U.S.

54,276

37.9

8,830

6.2

5

54,276

37.9

15,781

11.0

CME BRITISH POUND STERLING

U.S.

14,195

6.4

4,873

2.2

221,993

NON U.S.

7,108

3.2

0

0.0

5

21,303

9.6

4,873

2.2

CME JAPANESE YEN

U.S.

38,040

17.2

16,885

7.7

220,707

NON U.S.

2,177

1.0

0

0.0

5

40,217

18.2

16,885

7.7

CME EURO FX

U.S.

37,522

9.2

3,996

1.0

407,105

NON U.S.

28,789

7.1

3,201

0.8

15

66,311

16.3

7,197

1.8

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

6,750

1.9

8,179

2.3

361,434

NON U.S.

6

10,526

2.9

3,524

1.0

10

17,276

4.8

11,703

3.2

E VIX FUTURES

U.S.

8,313

3.4

0

0.0

243,307

NON U.S.

21,833

9.0

1,829

0.8

8

30,146

12.4

1,829

0.8

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

2,456

3.3

941

1.3

74,890

NON U.S.

5

2,800

3.7

1,526

2.0

9

5,256

7.0

2,467

3.3

CME 3-MONTH EURODOLLARS

U.S.

8

2,183,855

20.8

922,633

8.8

10,501,396

NON U.S.

36

807,065

7.7

589,156

5.6

44

2,990,920

28.5

1,511,789

14.4

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

16,843

0.7

18,449

0.7

2,573,728

NON U.S.

20

54,143

2.1

51,229

2.0

25

70,986

2.8

69,678

2.7

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

1,692

0.6

1,530

0.5

302,181

NON U.S.

5,740

1.9

16,614

5.5

13

7,432

2.5

18,144

6.0

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

1,250

0.3

0

0.0

376,074

NON U.S.

767

0.2

2,083

0.6

7

2,017

0.5

2,083

0.6

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

991

1.3

73,704

NON U.S.

1,409

1.9

328

0.4

6

1,409

1.9

1,319

1.8

ICUS MSCI EAFE MINI INDEX

U.S.

812

0.5

360

0.2

172,956

NON U.S.

4,191

2.4

0

0.0

7

5,003

2.9

360

0.2

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

1,903

0.4

424

0.1

479,172

NON U.S.

16,378

3.4

22,732

4.7

18

18,281

3.8

23,156

4.8

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

2,555

9.2

85

0.3

27,677

NON U.S.

3,590

13.0

0

0.0

6

6,145

22.2

85

0.3

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

420

3.0

2,550

18.2

14,010

NON U.S.

2,339

16.7

0

0.0

5

2,759

19.7

2,550

18.2

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

440

3.2

379

2.7

13,920

NON U.S.

5,097

36.6

48

0.3

6

5,537

39.8

427

3.1