REPORT DATE: 7/5/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

7,179

1.7

5,658

1.3

431,701

NON U.S.

11

13,348

3.1

2,062

0.5

15

20,527

4.8

7,720

1.8

CBT WHEAT-HRW

U.S.

4,554

2.0

4,136

1.9

222,790

NON U.S.

1,736

0.8

1,977

0.9

6

6,290

2.8

6,113

2.7

CBT CORN

U.S.

4

33,400

2.6

12,226

0.9

1,288,110

NON U.S.

12

39,076

3.0

2,087

0.2

16

72,476

5.6

14,313

1.1

CBT SOYBEANS

U.S.

4

12,995

1.7

312

0.0

758,851

NON U.S.

9

13,258

1.7

2,934

0.4

13

26,253

3.5

3,246

0.4

CBT SOYBEAN OIL

U.S.

5,510

1.5

3,263

0.9

360,876

NON U.S.

11,437

3.2

723

0.2

8

16,947

4.7

3,986

1.1

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

2,337

4.6

1,312

2.6

50,604

NON U.S.

1,632

3.2

260

0.5

5

3,969

7.8

1,572

3.1

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

16,845

4.5

1,375

0.4

375,277

NON U.S.

4

11,023

2.9

255

0.1

8

27,868

7.4

1,630

0.4

NYME UP DOWN GC ULSD VS HO SPR

U.S.

1,304

1.9

2,226

3.2

70,383

NON U.S.

3,293

4.7

6

0.00

6

4,597

6.5

2,232

3.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

11,230

0.2

1,160,517

25.4

4,560,799

NON U.S.

8

24,191

0.5

673,411

14.8

12

35,421

0.8

1,833,928

40.2

IFED NATURAL GAS PENULTIMATE ICE

U.S.

13,933

6.8

24,300

11.9

204,442

NON U.S.

15,079

7.4

684

0.3

8

29,012

14.2

24,984

12.2

IFED NWP ROCKIES FIN BASIS

U.S.

302

0.1

43,372

19.1

227,415

NON U.S.

180

0.1

37,075

16.3

6

482

0.2

80,447

35.4

IFED AECO FIN BASIS

U.S.

25,762

3.3

784

0.1

788,671

NON U.S.

13,908

1.8

462,693

58.7

9

39,670

5.0

463,477

58.8

IFED CHICAGO FIN BASIS

U.S.

2,619

0.8

19,299

5.6

345,392

NON U.S.

31

0.00

54,646

15.8

8

2,650

0.8

73,945

21.4

IFED HSC FIN BASIS

U.S.

17,730

5.9

38,166

12.6

302,665

NON U.S.

14,230

4.7

18,604

6.1

7

31,960

10.6

56,770

18.8

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

U.S.

12,808

7.9

11,119

6.9

161,533

NON U.S.

4,920

3.0

9,209

5.7

5

17,728

11.0

20,328

12.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

1,302

0.4

57,815

16.0

362,290

NON U.S.

21,209

5.9

17,955

5.0

7

22,511

6.2

75,770

20.9

IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

U.S.

9,484

9.1

0

0.0

104,174

NON U.S.

9,348

9.0

881

0.8

5

18,832

18.1

881

0.8

NYME NATURAL GAS

U.S.

4

40,255

3.8

45,753

4.3

1,057,182

NON U.S.

8

16,075

1.5

21,323

2.0

12

56,330

5.3

67,076

6.3

NYME PERMIAN BASIS SWAP

U.S.

0

0.0

4,050

25.3

15,990

NON U.S.

2,043

12.8

3,815

23.9

6

2,043

12.8

7,865

49.2

NYME NGPL TEXOK BASIS SWAP

U.S.

2,133

4.0

3,899

7.3

53,700

NON U.S.

114

0.2

4,017

7.5

5

2,247

4.2

7,916

14.7

NYME DOMINION BASIS SWAP

U.S.

336

0.7

6,351

13.2

48,024

NON U.S.

399

0.8

7,249

15.1

5

735

1.5

13,600

28.3

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

2,810

8.4

856

2.6

33,297

NON U.S.

4,862

14.6

8,192

24.6

5

7,672

23.0

9,048

27.2

NYME HENRY HUB LAST DAY FIN

U.S.

8,312

2.9

30,354

10.7

284,084

NON U.S.

14,735

5.2

24,573

8.6

7

23,047

8.1

54,927

19.3

NYME HENRY HUB PENULTIMATE FIN

U.S.

13,460

11.1

1,785

1.5

121,224

NON U.S.

8,690

7.2

2,750

2.3

7

22,150

18.3

4,535

3.7

CBT SOYBEAN MEAL

U.S.

6,820

1.8

507

0.1

377,467

NON U.S.

12,724

3.4

255

0.1

9

19,544

5.2

762

0.2

ICUS COTTON NO. 2

U.S.

4,111

2.2

237

0.1

183,962

NON U.S.

13,632

7.4

416

0.2

12

17,743

9.6

653

0.4

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

5,694

17.8

6,885

21.5

31,992

NON U.S.

1,429

4.5

552

1.7

5

7,123

22.3

7,437

23.2

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

3,810

4.2

5,052

5.6

89,741

NON U.S.

11,249

12.5

60,309

67.2

6

15,059

16.8

65,361

72.8

NYME PANHANDLE BASIS SWAP

U.S.

4,170

9.0

958

2.1

46,464

NON U.S.

2,066

4.4

12,553

27.0

5

6,236

13.4

13,511

29.1

NYME HENRY HUB SWAP

U.S.

19,696

1.4

355,237

25.4

1,395,895

NON U.S.

48,457

3.5

456,647

32.7

10

68,153

4.9

811,884

58.2

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

29,444

9.0

14,375

4.4

328,312

NON U.S.

56,173

17.1

10,845

3.3

10

85,617

26.1

25,220

7.7

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

3,614

0.3

8,256

0.7

1,101,281

NON U.S.

10

6,543

0.6

20,794

1.9

15

10,157

0.9

29,050

2.6

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

28,397

1.0

4,731

0.2

2,810,952

NON U.S.

16

25,828

0.9

29,019

1.0

22

54,225

1.9

33,750

1.2

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

3,990

0.2

5,047

0.2

2,630,738

NON U.S.

9

27,699

1.1

22,455

0.9

13

31,689

1.2

27,502

1.0

CBT 30-DAY FEDERAL FUNDS

U.S.

6

104,400

12.5

90,250

10.8

834,392

NON U.S.

16

37,495

4.5

42,401

5.1

22

141,895

17.0

132,651

15.9

CME LEAN HOGS

U.S.

2,624

1.0

1,144

0.4

260,168

NON U.S.

6,602

2.5

554

0.2

8

9,226

3.5

1,698

0.7

CME LIVE CATTLE

U.S.

1,973

0.8

297

0.1

247,585

NON U.S.

6,701

2.7

391

0.2

8

8,674

3.5

688

0.3

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,644

1.1

15,436

10.3

149,677

NON U.S.

402

0.3

3,198

2.1

6

2,046

1.4

18,634

12.4

NYME MT BELVIEU ETHANE OPIS

U.S.

2,739

3.5

3,183

4.1

77,675

NON U.S.

125

0.2

2,094

2.7

5

2,864

3.7

5,277

6.8

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

0

0.0

1,505

8.1

18,502

NON U.S.

7,622

41.2

0

0.0

5

7,622

41.2

1,505

8.1

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

31,530

1.8

94,856

5.4

1,751,823

NON U.S.

17

44,968

2.6

170,926

9.8

21

76,498

4.4

265,782

15.2

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,683

1.4

16,813

14.1

119,340

NON U.S.

1,564

1.3

32,657

27.4

8

3,247

2.7

49,470

41.5

NYME WTI-BRENT CALENDAR SWAP

U.S.

0

0.0

8,052

11.9

67,926

NON U.S.

1,605

2.4

3,480

5.1

6

1,605

2.4

11,532

17.0

NYME BRENT (ICE) CALENDAR SWAP

U.S.

1,634

9.9

1,442

8.7

16,499

NON U.S.

1,952

11.8

1,904

11.5

10

3,586

21.7

3,346

20.3

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

150

1.1

210

1.6

13,513

NON U.S.

2,760

20.4

3,787

28.0

6

2,910

21.5

3,997

29.6

ICUS COCOA

U.S.

845

0.4

392

0.2

205,072

NON U.S.

5,853

2.9

2,978

1.5

10

6,698

3.3

3,370

1.6

NYME PALLADIUM

U.S.

4

346

1.6

2,880

13.3

21,620

NON U.S.

14

1,146

5.3

3,625

16.8

18

1,492

6.9

6,505

30.1

NYME PLATINUM

U.S.

5

273

0.4

10,165

15.9

63,840

NON U.S.

14

1,369

2.1

13,939

21.8

19

1,642

2.6

24,104

37.8

ICUS SUGAR NO. 11

U.S.

15,885

1.9

1,899

0.2

842,090

NON U.S.

23,134

2.7

15,646

1.9

11

39,019

4.6

17,545

2.1

ICUS COFFEE C

U.S.

4

2,195

1.2

0

0.0

176,566

NON U.S.

14

8,182

4.6

3,394

1.9

18

10,377

5.9

3,394

1.9

CMX SILVER

U.S.

5

7,420

3.5

39,749

18.8

211,347

NON U.S.

19

2,840

1.3

40,860

19.3

24

10,260

4.9

80,609

38.1

CMX COPPER-GRADE #1

U.S.

4

7,944

4.8

0

0.0

164,665

NON U.S.

9

5,044

3.1

645

0.4

13

12,988

7.9

645

0.4

CMX GOLD

U.S.

5

9,314

1.4

102,684

15.7

652,971

NON U.S.

25

14,622

2.2

113,086

17.3

30

23,936

3.7

215,770

33.0

CME MEXICAN PESO

U.S.

0

0.0

4,072

3.9

103,117

NON U.S.

39,590

38.4

8,690

8.4

7

39,590

38.4

12,762

12.4

CME BRITISH POUND STERLING

U.S.

2,900

1.3

505

0.2

227,939

NON U.S.

8,362

3.7

510

0.2

6

11,262

4.9

1,015

0.4

CME JAPANESE YEN

U.S.

427

0.3

42,209

28.1

150,417

NON U.S.

2,732

1.8

540

0.4

6

3,159

2.1

42,749

28.4

CME EURO FX

U.S.

4,262

1.2

8,194

2.3

362,649

NON U.S.

21,443

5.9

4,535

1.3

15

25,705

7.1

12,729

3.5

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

9,880

2.6

3,350

0.9

377,609

NON U.S.

8

6,544

1.7

1,313

0.3

12

16,424

4.3

4,663

1.2

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

356

0.4

1,210

1.2

99,280

NON U.S.

2,088

2.1

2,960

3.0

9

2,444

2.5

4,170

4.2

CME 3-MONTH EURODOLLARS

U.S.

7

1,648,552

16.3

515,913

5.1

10,138,678

NON U.S.

34

604,261

6.0

504,042

5.0

41

2,252,813

22.2

1,019,955

10.1

CME E-MINI S&P 500 STOCK INDEX

U.S.

4

6,581

0.2

46,699

1.6

3,003,946

NON U.S.

23

99,858

3.3

32,285

1.1

27

106,439

3.5

78,984

2.6

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

0

0.0

1,039

0.5

200,097

NON U.S.

5,779

2.9

1,511

0.8

10

5,779

2.9

2,550

1.3

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

371

0.1

3,954

1.2

332,346

NON U.S.

1,945

0.6

2,145

0.6

9

2,316

0.7

6,099

1.8

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

927

1.2

75,103

NON U.S.

835

1.1

1,691

2.3

5

835

1.1

2,618

3.5

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

2,991

0.5

424

0.1

653,187

NON U.S.

13

14,902

2.3

20,244

3.1

17

17,893

2.7

20,668

3.2

NYME GULF COAST JET FUEL CAL SWAP

U.S.

228

20.2

288

25.5

1,129

NON U.S.

174

15.4

444

39.3

5

402

35.6

732

64.8

CME EURO FX/BRITISH POUND XRATE

NON U.S.

1,311

4.5

335

1.1

29,247

5

1,311

4.5

335

1.1

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

6,578

15.0

0

0.0

43,747

NON U.S.

4,036

9.2

0

0.0

5

10,614

24.3

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

1,860

9.3

1,642

8.2

20,068

NON U.S.

2,497

12.4

480

2.4

6

4,357

21.7

2,122

10.6

NYME Heating Oil/Brent Crack Sprd

U.S.

900

5.9

870

5.7

15,211

NON U.S.

318

2.1

210

1.4

5

1,218

8.0

1,080

7.1

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

1,591

11.7

1,464

10.8

13,608

NON U.S.

3,546

26.1

348

2.6

6

5,137

37.7

1,812

13.3