REPORT DATE: 5/2/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

6,514

1.5

5,507

1.3

438,524

NON U.S.

23,110

5.3

4,033

0.9

15

29,624

6.8

9,540

2.2

CBT WHEAT-HRW

U.S.

12,060

4.8

8,379

3.4

249,823

NON U.S.

7,095

2.8

406

0.2

8

19,155

7.7

8,785

3.5

CBT CORN

U.S.

11,702

0.9

29,496

2.2

1,326,162

NON U.S.

64,108

4.8

6,457

0.5

16

75,810

5.7

35,953

2.7

CBT SOYBEANS

U.S.

1,288

0.2

9,971

1.6

641,899

NON U.S.

26,435

4.1

1,489

0.2

13

27,723

4.3

11,460

1.8

CBT SOYBEAN OIL

U.S.

5,730

1.4

2,912

0.7

415,214

NON U.S.

21,947

5.3

0

0.0

9

27,677

6.7

2,912

0.7

CBT U.S. TREASURY BONDS

U.S.

5

7,486

1.2

3,760

0.6

642,881

NON U.S.

4

1,707

0.3

482

0.1

9

9,193

1.4

4,242

0.7

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

21,338

5.0

2,820

0.7

426,835

NON U.S.

15,158

3.6

1

0.000

8

36,496

8.6

2,821

0.7

NYME UP DOWN GC ULSD VS HO SPR

U.S.

2,484

6.4

0

0.0

38,809

NON U.S.

2,106

5.4

63

0.2

7

4,590

11.8

63

0.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

19,570

0.4

1,414,772

25.6

5,528,502

NON U.S.

8

38,850

0.7

830,659

15.0

12

58,420

1.1

2,245,431

40.6

IFED NATURAL GAS PENULTIMATE ICE

U.S.

15,488

6.9

13,215

5.9

224,999

NON U.S.

19,170

8.5

412

0.2

8

34,658

15.4

13,627

6.1

IFED NWP ROCKIES FIN BASIS

U.S.

0

0.0

22,259

11.4

196,022

NON U.S.

4,920

2.5

61,824

31.5

5

4,920

2.5

84,083

42.9

IFED AECO FIN BASIS

U.S.

16,999

1.6

2,519

0.2

1,037,480

NON U.S.

31,405

3.0

639,372

61.6

9

48,404

4.7

641,891

61.9

IFED CHICAGO FIN BASIS

U.S.

19,449

4.2

9,468

2.1

461,266

NON U.S.

91

0.0

60,461

13.1

9

19,540

4.2

69,929

15.2

IFED HSC FIN BASIS

U.S.

20,048

5.4

41,368

11.2

370,269

NON U.S.

3,961

1.1

20,033

5.4

7

24,009

6.5

61,401

16.6

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

U.S.

25,111

14.9

4,091

2.4

168,116

NON U.S.

484

0.3

5,270

3.1

5

25,595

15.2

9,361

5.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

2,990

0.5

118,103

19.6

601,098

NON U.S.

9,751

1.6

14,606

2.4

7

12,741

2.1

132,709

22.1

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

U.S.

2,311

2.8

11,127

13.3

83,871

NON U.S.

2,914

3.5

5,086

6.1

5

5,225

6.2

16,213

19.3

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

7,305

6.8

3,020

2.8

107,865

NON U.S.

7,590

7.0

122

0.1

5

14,895

13.8

3,142

2.9

NYME NATURAL GAS

U.S.

4

47,645

3.1

40,277

2.7

1,519,525

NON U.S.

11

35,337

2.3

47,544

3.1

15

82,982

5.5

87,821

5.8

NYME HENRY HUB LAST DAY FIN

U.S.

5,194

1.4

74,405

19.9

374,703

NON U.S.

10,046

2.7

15,931

4.3

8

15,240

4.1

90,336

24.1

NYME HENRY HUB PENULTIMATE FIN

U.S.

11,538

9.1

1,368

1.1

126,709

NON U.S.

12,248

9.7

207

0.2

7

23,786

18.8

1,575

1.2

CBT SOYBEAN MEAL

U.S.

2,740

0.7

5,445

1.5

366,491

NON U.S.

34,795

9.5

122

0.0

12

37,535

10.2

5,567

1.5

ICUS COTTON NO. 2

U.S.

4,588

1.8

51

0.0

260,058

NON U.S.

16,643

6.4

1,964

0.8

14

21,231

8.2

2,015

0.8

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

5,110

23.6

5,401

24.9

21,648

NON U.S.

1,856

8.6

360

1.7

5

6,966

32.2

5,761

26.6

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

3,341

5.8

3,190

5.6

57,442

NON U.S.

3,172

5.5

42,829

74.6

5

6,513

11.3

46,019

80.1

NYME SAN JUAN BASIS SWAP

U.S.

7,403

24.4

1,284

4.2

30,390

NON U.S.

966

3.2

5,962

19.6

5

8,369

27.5

7,246

23.8

NYME HENRY HUB SWAP

U.S.

6,822

0.5

319,470

25.2

1,269,842

NON U.S.

39,452

3.1

441,855

34.8

10

46,274

3.6

761,325

60.0

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

30,415

12.4

2,566

1.0

246,219

NON U.S.

69,440

28.2

5,502

2.2

10

99,855

40.6

8,068

3.3

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

3,924

0.3

26,131

1.9

1,388,577

NON U.S.

21

8,693

0.6

41,242

3.0

26

12,617

0.9

67,373

4.9

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

51,063

1.6

21,451

0.7

3,250,046

NON U.S.

26

22,538

0.7

37,289

1.1

34

73,601

2.3

58,740

1.8

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

6

6,815

0.2

24,707

0.8

3,238,721

NON U.S.

24

20,466

0.6

79,497

2.5

30

27,281

0.8

104,204

3.2

CBT 30-DAY FEDERAL FUNDS

U.S.

7

160,360

12.6

155,159

12.2

1,274,482

NON U.S.

24

105,835

8.3

124,232

9.7

31

266,195

20.9

279,391

21.9

CME LEAN HOGS

U.S.

2,087

0.9

650

0.3

221,089

NON U.S.

17,799

8.1

742

0.3

10

19,886

9.0

1,392

0.6

CME LIVE CATTLE

U.S.

1,877

0.4

189

0.0

431,718

NON U.S.

15,653

3.6

0

0.0

10

17,530

4.1

189

0.0

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

0

0.0

4,479

18.4

24,288

NON U.S.

0

0.0

1,944

8.0

5

0

0.0

6,423

26.4

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

1,455

1.4

11,484

10.7

107,029

NON U.S.

184

0.2

2,083

1.9

5

1,639

1.5

13,567

12.7

NYME MT BELVIEU ETHANE OPIS

U.S.

1,380

1.7

5,482

6.9

79,269

NON U.S.

1,620

2.0

4,770

6.0

6

3,000

3.8

10,252

12.9

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

110

1.2

1,263

13.6

9,313

NON U.S.

3,544

38.1

357

3.8

6

3,654

39.2

1,620

17.4

NYME CONWAY PROPANE (OPIS)

U.S.

186

1.5

510

4.0

12,735

NON U.S.

0

0.0

3,652

28.7

5

186

1.5

4,162

32.7

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

24,592

4.1

49,497

8.2

603,641

NON U.S.

7,667

1.3

2,493

0.4

15

32,259

5.3

51,990

8.6

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

369

5.7

932

14.4

6,473

NON U.S.

285

4.4

1,280

19.8

7

654

10.1

2,212

34.2

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

46,678

2.1

177,011

8.0

2,215,531

NON U.S.

22

77,440

3.5

166,442

7.5

26

124,118

5.6

343,453

15.5

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

646

0.5

7,652

6.3

121,094

NON U.S.

12,688

10.5

19,520

16.1

7

13,334

11.0

27,172

22.4

NYME BRENT (ICE) CALENDAR SWAP

U.S.

1,483

9.4

459

2.9

15,826

NON U.S.

0

0.0

988

6.2

5

1,483

9.4

1,447

9.1

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

225

2.5

165

1.8

8,983

NON U.S.

590

6.6

2,920

32.5

7

815

9.1

3,085

34.3

ICUS COCOA

U.S.

652

0.2

3,436

1.1

307,188

NON U.S.

8,723

2.8

5,614

1.8

12

9,375

3.1

9,050

2.9

NYME PALLADIUM

U.S.

4

324

0.9

6,660

18.2

36,686

NON U.S.

13

1,136

3.1

7,648

20.8

17

1,460

4.0

14,308

39.0

NYME PLATINUM

U.S.

4

675

0.9

10,165

14.2

71,757

NON U.S.

16

2,984

4.2

10,315

14.4

20

3,659

5.1

20,480

28.5

ICUS SUGAR NO. 11

U.S.

11,974

1.6

3,197

0.4

765,024

NON U.S.

36,906

4.8

4,644

0.6

10

48,880

6.4

7,841

1.0

ICUS COFFEE C

U.S.

6,635

3.2

3,385

1.6

206,724

NON U.S.

9,893

4.8

4,302

2.1

16

16,528

8.0

7,687

3.7

CMX SILVER

U.S.

5

3,478

1.8

29,940

15.8

189,240

NON U.S.

22

6,633

3.5

39,844

21.1

27

10,111

5.3

69,784

36.9

CMX COPPER-GRADE #1

U.S.

6,849

2.8

367

0.1

248,643

NON U.S.

13,537

5.4

4,947

2.0

17

20,386

8.2

5,314

2.1

CMX GOLD

U.S.

6

8,546

1.9

100,937

21.9

461,905

NON U.S.

30

19,548

4.2

88,570

19.2

36

28,094

6.1

189,507

41.0

CME MEXICAN PESO

U.S.

447

0.3

0

0.0

177,326

NON U.S.

38,934

22.0

33,433

18.9

6

39,381

22.2

33,433

18.9

CME BRITISH POUND STERLING

U.S.

22,148

8.3

3,871

1.4

267,230

NON U.S.

4,199

1.6

6,654

2.5

5

26,347

9.9

10,525

3.9

CME JAPANESE YEN

U.S.

23,510

11.9

1,480

0.8

196,845

NON U.S.

3,441

1.7

7,380

3.7

8

26,951

13.7

8,860

4.5

CME EURO FX

U.S.

807

0.2

29,496

7.2

409,936

NON U.S.

22,653

5.5

7,153

1.7

19

23,460

5.7

36,649

8.9

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

13,660

3.3

6,201

1.5

407,813

NON U.S.

11,022

2.7

592

0.1

10

24,682

6.1

6,793

1.7

E VIX FUTURES

U.S.

1,892

0.4

485

0.1

540,301

NON U.S.

36,692

6.8

1,439

0.3

12

38,584

7.1

1,924

0.4

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

2,158

1.7

3,164

2.5

126,370

NON U.S.

516

0.4

17,408

13.8

7

2,674

2.1

20,572

16.3

CME 3-MONTH EURODOLLARS

U.S.

7

3,147,573

23.7

950,297

7.1

13,306,893

NON U.S.

39

657,776

4.9

724,345

5.4

46

3,805,349

28.6

1,674,642

12.6

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

17,071

0.6

61,054

2.1

2,958,197

NON U.S.

16

72,378

2.4

67,840

2.3

22

89,449

3.0

128,894

4.4

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

697

0.3

1,576

0.6

272,977

NON U.S.

2,261

0.8

5,806

2.1

11

2,958

1.1

7,382

2.7

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

212

0.0

13,105

2.2

583,258

NON U.S.

10

7,181

1.2

2,015

0.3

15

7,393

1.3

15,120

2.6

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

0

0.0

1,166

1.4

81,188

NON U.S.

1,727

2.1

1,443

1.8

6

1,727

2.1

2,609

3.2

ICUS MSCI EAFE MINI INDEX

U.S.

759

0.3

0

0.0

288,898

NON U.S.

8,497

2.9

413

0.1

8

9,256

3.2

413

0.1

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

872

0.1

10,119

1.1

924,551

NON U.S.

13

12,524

1.4

39,839

4.3

17

13,396

1.4

49,958

5.4

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

4,155

14.3

0

0.0

29,150

NON U.S.

1,735

6.0

0

0.0

5

5,890

20.2

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

2,202

11.7

536

2.8

18,886

NON U.S.

1,720

9.1

206

1.1

6

3,922

20.8

742

3.9

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

855

10.1

1,295

15.3

8,484

NON U.S.

1,342

15.8

300

3.5

5

2,197

25.9

1,595

18.8