To participate in this airdrop do we have to hold our BNT on the bancor platform or holding on exchanges/myetherwallet wallet will work as well?
Major exchanges may facilitate the airdrop and details will come closer to the time. But users who hold BNT in a non-custodial wallet do not need take any action in order to receive the airdrop in their wallets, except hold BNT.
Cool. My BNTs would be ready for receiving more free coins

I constantly keep trading my BNT on Binance so if they will support the airdrops that would be greaat.