REPORT DATE: 9/5/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

9,205

2.1

5,122

1.2

438,652

NON U.S.

27,072

6.2

3,190

0.7

15

36,277

8.3

8,312

1.9

CBT WHEAT-HRW

U.S.

7,188

2.6

3,747

1.4

272,800

NON U.S.

10,978

4.0

1,299

0.5

9

18,166

6.7

5,046

1.8

CBT CORN

U.S.

21,299

1.6

24,020

1.8

1,337,632

NON U.S.

70,487

5.3

4,564

0.3

14

91,786

6.9

28,584

2.1

CBT SOYBEANS

U.S.

7,317

1.1

9,607

1.4

663,179

NON U.S.

25,776

3.9

6,592

1.0

13

33,093

5.0

16,199

2.4

CBT SOYBEAN OIL

U.S.

10,476

2.4

4,552

1.1

430,341

NON U.S.

25,320

5.9

0

0.0

9

35,796

8.3

4,552

1.1

CBT U.S. TREASURY BONDS

U.S.

2,765

0.4

3,053

0.4

753,180

NON U.S.

350

0.0

1,096

0.1

7

3,115

0.4

4,149

0.6

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

18,827

4.6

6,578

1.6

413,259

NON U.S.

15,391

3.7

28

0.00

8

34,218

8.3

6,606

1.6

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

18,344

0.4

1,655,908

31.7

5,223,698

NON U.S.

7

58,848

1.1

724,252

13.9

11

77,192

1.5

2,380,160

45.6

IFED NATURAL GAS PENULTIMATE ICE

U.S.

16,482

5.8

12,498

4.4

282,787

NON U.S.

17,936

6.3

429

0.2

8

34,418

12.2

12,927

4.6

IFED NWP ROCKIES FIN BASIS

U.S.

1,282

0.5

27,145

10.7

253,606

NON U.S.

2,782

1.1

101,877

40.2

7

4,064

1.6

129,022

50.9

IFED AECO FIN BASIS

U.S.

10,061

1.1

2,629

0.3

910,673

NON U.S.

63,847

7.0

602,954

66.2

9

73,908

8.1

605,583

66.5

IFED CHICAGO FIN BASIS

U.S.

20,506

5.0

5,149

1.3

407,247

NON U.S.

151

0.0

52,783

13.0

9

20,657

5.1

57,932

14.2

IFED HSC FIN BASIS

U.S.

17,280

4.3

46,423

11.5

403,036

NON U.S.

2,909

0.7

19,072

4.7

7

20,189

5.0

65,495

16.3

IFED WAHA FIN BASIS

U.S.

669

0.3

50,944

22.5

226,219

NON U.S.

61

0.0

20,737

9.2

5

730

0.3

71,681

31.7

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

U.S.

20,770

12.7

17,369

10.6

163,975

NON U.S.

304

0.2

6,605

4.0

5

21,074

12.9

23,974

14.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

9,307

1.6

119,268

20.5

580,967

NON U.S.

5,253

0.9

11,454

2.0

7

14,560

2.5

130,722

22.5

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

U.S.

5,860

7.7

10,015

13.2

76,062

NON U.S.

2,521

3.3

4,470

5.9

5

8,381

11.0

14,485

19.0

IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

U.S.

4,213

3.4

0

0.0

125,245

NON U.S.

9,923

7.9

3,540

2.8

5

14,136

11.3

3,540

2.8

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

1,432

0.9

10,365

6.4

161,055

NON U.S.

7,433

4.6

4,123

2.6

5

8,865

5.5

14,488

9.0

IFED TRANSCO ZONE 6 BASIS

U.S.

0

0.0

11,102

10.1

109,701

NON U.S.

0

0.0

3,282

3.0

5

0

0.0

14,384

13.1

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

5,898

6.9

4,129

4.9

85,081

NON U.S.

8,987

10.6

122

0.1

5

14,885

17.5

4,251

5.0

IFED TETCO M2 Basis (Receipts)

U.S.

1,100

0.8

48,355

37.3

129,704

NON U.S.

2,608

2.0

3,894

3.0

5

3,708

2.9

52,249

40.3

NYME NATURAL GAS

U.S.

4

41,091

3.2

42,239

3.2

1,303,527

NON U.S.

13

44,213

3.4

54,068

4.1

17

85,304

6.5

96,307

7.4

NYME HENRY HUB LAST DAY FIN

U.S.

5,794

1.6

75,215

20.2

371,784

NON U.S.

6,115

1.6

10,767

2.9

7

11,909

3.2

85,982

23.1

NYME HENRY HUB PENULTIMATE FIN

U.S.

16,070

14.0

2,168

1.9

114,663

NON U.S.

9,234

8.1

508

0.4

7

25,304

22.1

2,676

2.3

CBT SOYBEAN MEAL

U.S.

3,729

1.0

6,345

1.6

390,740

NON U.S.

28,699

7.3

1,582

0.4

10

32,428

8.3

7,927

2.0

ICUS COTTON NO. 2

U.S.

3,823

1.6

49

0.0

234,800

NON U.S.

26,337

11.2

934

0.4

13

30,160

12.8

983

0.4

NYME HENRY HUB SWAP

U.S.

14,857

1.2

418,309

34.4

1,215,314

NON U.S.

38,422

3.2

328,898

27.1

10

53,279

4.4

747,207

61.5

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

33,337

14.8

2,521

1.1

224,507

NON U.S.

52,022

23.2

7,232

3.2

9

85,359

38.0

9,753

4.3

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

604

0.0

20,545

1.4

1,490,582

NON U.S.

20

12,944

0.9

42,405

2.8

25

13,548

0.9

62,950

4.2

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

90,905

2.7

50,761

1.5

3,403,957

NON U.S.

27

11,964

0.4

103,463

3.0

35

102,869

3.0

154,224

4.5

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

29,760

0.9

14,690

0.5

3,225,663

NON U.S.

21

35,834

1.1

81,890

2.5

26

65,594

2.0

96,580

3.0

CBT 30-DAY FEDERAL FUNDS

U.S.

8

307,126

18.1

177,197

10.5

1,693,063

NON U.S.

25

83,762

4.9

150,637

8.9

33

390,888

23.1

327,834

19.4

CME LEAN HOGS

U.S.

1,648

0.7

813

0.3

246,850

NON U.S.

17,098

6.9

9

0.00

10

18,746

7.6

822

0.3

CME LIVE CATTLE

U.S.

1,357

0.4

318

0.1

315,133

NON U.S.

13,963

4.4

3

0.000

9

15,320

4.9

321

0.1

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

0

0.0

3,047

16.3

18,650

NON U.S.

0

0.0

1,578

8.5

5

0

0.0

4,625

24.8

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

2,756

2.5

9,429

8.5

111,545

NON U.S.

162

0.1

1,353

1.2

6

2,918

2.6

10,782

9.7

NYME MT BELVIEU ETHANE OPIS

U.S.

3,407

4.7

5,451

7.5

72,798

NON U.S.

244

0.3

2,558

3.5

7

3,651

5.0

8,009

11.0

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

1,554

17.8

1,019

11.7

8,708

NON U.S.

343

3.9

325

3.7

6

1,897

21.8

1,344

15.4

NYME CONWAY PROPANE (OPIS)

U.S.

542

3.6

618

4.1

15,120

NON U.S.

0

0.0

3,072

20.3

6

542

3.6

3,690

24.4

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

16,855

2.9

46,861

8.1

577,295

NON U.S.

6,411

1.1

2,108

0.4

15

23,266

4.0

48,969

8.5

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

529

5.9

1,122

12.4

9,015

NON U.S.

545

6.0

1,006

11.2

8

1,074

11.9

2,128

23.6

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

0

0.0

17,561

11.2

156,985

NON U.S.

0

0.0

15,790

10.1

5

0

0.0

33,351

21.2

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

38,233

1.6

227,602

9.8

2,326,586

NON U.S.

20

85,393

3.7

168,402

7.2

24

123,626

5.3

396,004

17.0

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

1,249

1.1

7,548

6.4

118,863

NON U.S.

13,644

11.5

12,790

10.8

7

14,893

12.5

20,338

17.1

ICUS COCOA

U.S.

1,212

0.5

1,349

0.5

248,497

NON U.S.

10,165

4.1

5,353

2.2

11

11,377

4.6

6,702

2.7

NYME PALLADIUM

U.S.

4

530

1.5

11,243

32.1

34,977

NON U.S.

13

928

2.7

5,757

16.5

17

1,458

4.2

17,000

48.6

NYME PLATINUM

U.S.

5

233

0.3

15,086

19.0

79,308

NON U.S.

15

2,725

3.4

15,083

19.0

20

2,958

3.7

30,169

38.0

ICUS SUGAR NO. 11

U.S.

12,006

1.5

3,591

0.4

824,467

NON U.S.

48,271

5.9

5,526

0.7

13

60,277

7.3

9,117

1.1

ICUS COFFEE C

U.S.

4

4,103

2.0

1,331

0.6

206,646

NON U.S.

15

11,998

5.8

3,862

1.9

19

16,101

7.8

5,193

2.5

CMX SILVER

U.S.

4

2,609

1.4

38,916

21.2

183,276

NON U.S.

19

6,273

3.4

37,434

20.4

23

8,882

4.8

76,350

41.7

CMX COPPER-GRADE #1

U.S.

4

5,815

1.8

181

0.1

330,702

NON U.S.

14

12,713

3.8

7,022

2.1

18

18,528

5.6

7,203

2.2

CMX GOLD

U.S.

6

9,512

1.7

136,995

24.2

566,817

NON U.S.

30

20,032

3.5

106,295

18.8

36

29,544

5.2

243,290

42.9

CME RUSSIAN RUBLE

U.S.

0

0.0

2,450

6.1

40,072

NON U.S.

2,605

6.5

3,454

8.6

5

2,605

6.5

5,904

14.7

CME MEXICAN PESO

U.S.

0

0.0

1,177

0.5

240,705

NON U.S.

8,427

3.5

59,538

24.7

8

8,427

3.5

60,715

25.2

CME BRITISH POUND STERLING

U.S.

21,290

9.7

6,286

2.9

219,048

NON U.S.

6,702

3.1

358

0.2

5

27,992

12.8

6,644

3.0

CME JAPANESE YEN

U.S.

30,280

14.2

295

0.1

213,200

NON U.S.

8,117

3.8

3,771

1.8

6

38,397

18.0

4,066

1.9

CME EURO FX

U.S.

3,135

0.7

46,368

10.0

464,988

NON U.S.

33,315

7.2

13,183

2.8

18

36,450

7.8

59,551

12.8

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,187

2.0

6,706

1.6

416,762

NON U.S.

9

11,710

2.8

924

0.2

13

19,897

4.8

7,630

1.8

E VIX FUTURES

U.S.

1,046

0.2

9

0.00

618,725

NON U.S.

61,458

9.9

8,512

1.4

9

62,504

10.1

8,521

1.4

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

5

3,231

2.2

3,853

2.6

149,637

NON U.S.

7

491

0.3

10,188

6.8

12

3,722

2.5

14,041

9.4

CME 3-MONTH EURODOLLARS

U.S.

8

2,230,926

15.8

1,279,134

9.1

14,129,650

NON U.S.

37

841,781

6.0

647,717

4.6

45

3,072,707

21.7

1,926,851

13.6

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

16,784

0.5

100,892

3.0

3,327,423

NON U.S.

22

81,104

2.4

105,975

3.2

28

97,888

2.9

206,867

6.2

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

7,868

2.8

2,402

0.9

281,453

NON U.S.

1,194

0.4

14,817

5.3

17

9,062

3.2

17,219

6.1

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

6,043

1.1

13,080

2.4

545,269

NON U.S.

13

8,362

1.5

7,447

1.4

17

14,405

2.6

20,527

3.8

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

94

0.1

468

0.7

65,043

NON U.S.

1,930

3.0

3,281

5.0

6

2,024

3.1

3,749

5.8

ICUS MSCI EAFE MINI INDEX

U.S.

3,057

0.9

372

0.1

349,043

NON U.S.

12,708

3.6

18,329

5.3

9

15,765

4.5

18,701

5.4

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

0

0.0

9,581

0.8

1,136,874

NON U.S.

23,093

2.0

13,312

1.2

17

23,093

2.0

22,893

2.0