REPORT DATE: 6/6/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

12,558

2.6

11,340

2.4

475,391

NON U.S.

21,486

4.5

4,866

1.0

14

34,044

7.2

16,206

3.4

CBT WHEAT-HRW

U.S.

8,386

2.9

4,843

1.7

286,200

NON U.S.

7,518

2.6

362

0.1

8

15,904

5.6

5,205

1.8

CBT CORN

U.S.

19,901

1.4

34,407

2.4

1,413,738

NON U.S.

62,727

4.4

10,907

0.8

16

82,628

5.8

45,314

3.2

CBT SOYBEANS

U.S.

5,068

0.7

14,376

2.0

706,764

NON U.S.

24,427

3.5

2,587

0.4

13

29,495

4.2

16,963

2.4

CBT SOYBEAN OIL

U.S.

8,833

1.9

5,072

1.1

457,208

NON U.S.

20,858

4.6

631

0.1

9

29,691

6.5

5,703

1.2

CBT U.S. TREASURY BONDS

U.S.

5,167

0.7

2,472

0.4

704,014

NON U.S.

4,113

0.6

165

0.0

7

9,280

1.3

2,637

0.4

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

22,380

5.9

2,047

0.5

378,134

NON U.S.

15,931

4.2

72

0.0

8

38,311

10.1

2,119

0.6

NYME UP DOWN GC ULSD VS HO SPR

U.S.

2,423

6.7

52

0.1

36,431

NON U.S.

1,372

3.8

63

0.2

5

3,795

10.4

115

0.3

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

21,335

0.4

1,452,678

26.6

5,470,034

NON U.S.

8

46,369

0.8

806,066

14.7

12

67,704

1.2

2,258,744

41.3

IFED NATURAL GAS PENULTIMATE ICE

U.S.

16,535

6.2

13,735

5.2

266,536

NON U.S.

18,447

6.9

458

0.2

8

34,982

13.1

14,193

5.3

IFED NWP ROCKIES FIN BASIS

U.S.

3,664

1.7

19,755

9.1

216,066

NON U.S.

2,938

1.4

94,115

43.6

7

6,602

3.1

113,870

52.7

IFED AECO FIN BASIS

U.S.

14,634

1.4

2,368

0.2

1,042,514

NON U.S.

36,198

3.5

646,078

62.0

9

50,832

4.9

648,446

62.2

IFED CHICAGO FIN BASIS

U.S.

19,905

4.3

7,387

1.6

457,688

NON U.S.

151

0.0

56,710

12.4

9

20,056

4.4

64,097

14.0

IFED HSC FIN BASIS

U.S.

18,525

4.9

40,309

10.7

377,569

NON U.S.

3,647

1.0

19,872

5.3

7

22,172

5.9

60,181

15.9

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

U.S.

17,950

11.2

14,416

9.0

160,008

NON U.S.

484

0.3

8,196

5.1

5

18,434

11.5

22,612

14.1

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

3,696

0.6

123,312

20.9

590,750

NON U.S.

7,417

1.3

13,767

2.3

7

11,113

1.9

137,079

23.2

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

U.S.

2,033

2.7

10,020

13.2

75,764

NON U.S.

2,583

3.4

5,086

6.7

5

4,616

6.1

15,106

19.9

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

6,381

6.5

2,636

2.7

98,571

NON U.S.

8,259

8.4

122

0.1

5

14,640

14.9

2,758

2.8

NYME NATURAL GAS

U.S.

4

43,389

2.9

37,216

2.5

1,512,631

NON U.S.

13

40,131

2.7

51,670

3.4

17

83,520

5.5

88,886

5.9

NYME HENRY HUB LAST DAY FIN

U.S.

4,935

1.2

87,660

21.4

410,443

NON U.S.

9,878

2.4

16,230

4.0

8

14,813

3.6

103,890

25.3

NYME HENRY HUB PENULTIMATE FIN

U.S.

12,656

9.8

2,296

1.8

129,232

NON U.S.

12,202

9.4

172

0.1

7

24,858

19.2

2,468

1.9

CBT SOYBEAN MEAL

U.S.

7,298

1.8

11,152

2.7

413,898

NON U.S.

33,505

8.1

342

0.1

12

40,803

9.9

11,494

2.8

ICUS COTTON NO. 2

U.S.

4,129

1.8

826

0.4

234,798

NON U.S.

13,723

5.8

1,864

0.8

13

17,852

7.6

2,690

1.1

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

5,110

23.2

4,891

22.2

22,052

NON U.S.

1,736

7.9

360

1.6

5

6,846

31.0

5,251

23.8

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

3,341

6.0

3,040

5.5

55,234

NON U.S.

3,656

6.6

40,729

73.7

5

6,997

12.7

43,769

79.2

NYME SAN JUAN BASIS SWAP

U.S.

7,073

24.9

1,104

3.9

28,440

NON U.S.

966

3.4

5,272

18.5

5

8,039

28.3

6,376

22.4

NYME HENRY HUB SWAP

U.S.

6,330

0.5

329,503

26.0

1,268,683

NON U.S.

42,696

3.4

436,860

34.4

10

49,026

3.9

766,363

60.4

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

33,620

13.7

2,824

1.2

244,857

NON U.S.

66,633

27.2

7,719

3.2

10

100,253

40.9

10,543

4.3

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6,338

0.5

8,793

0.6

1,366,339

NON U.S.

19,983

1.5

33,241

2.4

19

26,321

1.9

42,034

3.1

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

72,767

2.3

44,050

1.4

3,208,578

NON U.S.

27

31,417

1.0

35,692

1.1

34

104,184

3.2

79,742

2.5

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

12,747

0.4

17,634

0.5

3,216,254

NON U.S.

21

10,413

0.3

81,044

2.5

26

23,160

0.7

98,678

3.1

CBT 30-DAY FEDERAL FUNDS

U.S.

7

171,329

10.7

209,723

13.0

1,608,314

NON U.S.

21

93,515

5.8

126,207

7.8

28

264,844

16.5

335,930

20.9

CME LEAN HOGS

U.S.

2,399

1.0

757

0.3

249,335

NON U.S.

17,472

7.0

605

0.2

11

19,871

8.0

1,362

0.5

CME LIVE CATTLE

U.S.

2,225

0.5

368

0.1

414,712

NON U.S.

13,637

3.3

228

0.1

9

15,862

3.8

596

0.1

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

0

0.0

3,946

18.4

21,435

NON U.S.

0

0.0

1,793

8.4

5

0

0.0

5,739

26.8

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

2,557

2.5

10,038

9.9

100,979

NON U.S.

204

0.2

1,750

1.7

5

2,761

2.7

11,788

11.7

NYME MT BELVIEU ETHANE OPIS

U.S.

1,380

1.8

4,798

6.2

77,236

NON U.S.

1,620

2.1

4,294

5.6

6

3,000

3.9

9,092

11.8

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

110

1.2

1,237

13.1

9,432

NON U.S.

3,091

32.8

349

3.7

6

3,201

33.9

1,586

16.8

NYME CONWAY PROPANE (OPIS)

U.S.

213

1.4

534

3.5

15,192

NON U.S.

0

0.0

3,372

22.2

5

213

1.4

3,906

25.7

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

18,938

3.2

53,006

8.9

598,744

NON U.S.

5,721

1.0

2,233

0.4

15

24,659

4.1

55,239

9.2

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

444

6.9

727

11.3

6,448

NON U.S.

285

4.4

1,270

19.7

7

729

11.3

1,997

31.0

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

65,344

2.9

186,444

8.4

2,228,585

NON U.S.

23

77,756

3.5

158,149

7.1

27

143,100

6.4

344,593

15.5

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

646

0.5

6,859

5.7

119,892

NON U.S.

14,135

11.8

21,029

17.5

8

14,781

12.3

27,888

23.3

NYME BRENT (ICE) CALENDAR SWAP

U.S.

1,335

8.6

411

2.6

15,510

NON U.S.

0

0.0

877

5.7

5

1,335

8.6

1,288

8.3

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

225

2.9

45

0.6

7,800

NON U.S.

585

7.5

2,340

30.0

6

810

10.4

2,385

30.6

ICUS COCOA

U.S.

6,546

2.4

6,260

2.3

271,462

NON U.S.

9,021

3.3

7,020

2.6

12

15,567

5.7

13,280

4.9

NYME PALLADIUM

U.S.

319

0.9

7,271

21.0

34,586

NON U.S.

1,082

3.1

7,351

21.3

15

1,401

4.1

14,622

42.3

NYME PLATINUM

U.S.

5

239

0.3

8,051

11.6

69,495

NON U.S.

16

3,250

4.7

12,009

17.3

21

3,489

5.0

20,060

28.9

ICUS SUGAR NO. 11

U.S.

8,714

1.0

3,273

0.4

842,105

NON U.S.

33,551

4.0

5,854

0.7

11

42,265

5.0

9,127

1.1

ICUS COFFEE C

U.S.

4,530

2.0

1,282

0.6

224,297

NON U.S.

9,455

4.2

4,554

2.0

17

13,985

6.2

5,836

2.6

CMX SILVER

U.S.

5

2,664

1.3

33,566

16.1

208,967

NON U.S.

23

7,317

3.5

39,076

18.7

28

9,981

4.8

72,642

34.8

CMX COPPER-GRADE #1

U.S.

6,911

2.7

1,159

0.5

253,643

NON U.S.

12,500

4.9

8,629

3.4

19

19,411

7.7

9,788

3.9

CMX GOLD

U.S.

6

8,500

1.7

108,153

21.9

494,041

NON U.S.

32

20,128

4.1

96,962

19.6

38

28,628

5.8

205,115

41.5

CME MEXICAN PESO

U.S.

829

0.4

0

0.0

207,116

NON U.S.

31,006

15.0

30,589

14.8

5

31,835

15.4

30,589

14.8

CME BRITISH POUND STERLING

U.S.

14,955

6.0

3,194

1.3

248,173

NON U.S.

6,044

2.4

4,673

1.9

5

20,999

8.5

7,867

3.2

CME JAPANESE YEN

U.S.

28,065

12.4

1,241

0.6

225,549

NON U.S.

3,922

1.7

4,899

2.2

6

31,987

14.2

6,140

2.7

CME EURO FX

U.S.

1,953

0.4

47,056

10.5

447,178

NON U.S.

32,700

7.3

11,311

2.5

20

34,653

7.7

58,367

13.1

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

12,800

3.3

5,478

1.4

387,713

NON U.S.

7

11,834

3.1

1,012

0.3

11

24,634

6.4

6,490

1.7

E VIX FUTURES

U.S.

3,666

0.6

25

0.00

614,761

NON U.S.

61,135

9.9

2,798

0.5

11

64,801

10.5

2,823

0.5

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

5

2,479

2.0

3,469

2.8

124,686

NON U.S.

5

541

0.4

18,256

14.6

10

3,020

2.4

21,725

17.4

CME 3-MONTH EURODOLLARS

U.S.

8

2,834,578

20.1

1,044,786

7.4

14,075,364

NON U.S.

37

519,365

3.7

743,880

5.3

45

3,353,943

23.8

1,788,666

12.7

CME S&P 500 STOCK INDEX

U.S.

400

0.5

7,200

9.2

78,376

NON U.S.

0

0.0

5,162

6.6

5

400

0.5

12,362

15.8

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

28,661

0.9

47,651

1.5

3,142,563

NON U.S.

19

99,612

3.2

64,623

2.1

25

128,273

4.1

112,274

3.6

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

1,268

0.4

2,473

0.8

316,206

NON U.S.

2,030

0.6

8,504

2.7

14

3,298

1.0

10,977

3.5

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

301

0.1

13,581

2.4

571,114

NON U.S.

12

10,202

1.8

3,020

0.5

16

10,503

1.8

16,601

2.9

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

1,197

1.2

102,861

NON U.S.

2,933

2.9

3,326

3.2

7

2,933

2.9

4,523

4.4

ICUS MSCI EAFE MINI INDEX

U.S.

497

0.2

0

0.0

306,466

NON U.S.

12,678

4.1

8,492

2.8

7

13,175

4.3

8,492

2.8

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

847

0.1

10,034

1.0

986,884

NON U.S.

12

17,516

1.8

47,544

4.8

16

18,363

1.9

57,578

5.8

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

4,445

14.6

0

0.0

30,389

NON U.S.

1,903

6.3

0

0.0

5

6,348

20.9

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

2,736

13.9

1,052

5.3

19,678

NON U.S.

1,562

7.9

193

1.0

6

4,298

21.8

1,245

6.3

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

555

7.3

1,180

15.5

7,589

NON U.S.

1,346

17.7

300

4.0

5

1,901

25.0

1,480

19.5