April Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 4/3/2018
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.	4	10,294	2.1	5,676	1.1	498,866
	NON U.S.	12	36,651	7.3	3,603	0.7
		16	46,945	9.4	9,279	1.9
CBT WHEAT-HRW	U.S.		6,762	2.3	4,918	1.7	290,554
	NON U.S.		11,771	4.1	501	0.2
		9	18,533	6.4	5,419	1.9
CBT CORN	U.S.	5	33,696	1.8	18,159	1.0	1,865,937
	NON U.S.	11	66,157	3.5	8,570	0.5
		16	99,853	5.4	26,729	1.4
CBT SOYBEANS	U.S.	4	12,494	1.4	5,536	0.6	906,217
	NON U.S.	9	33,545	3.7	7,253	0.8
		13	46,039	5.1	12,789	1.4
CBT SOYBEAN OIL	U.S.		9,320	1.8	5,212	1.0	517,457
	NON U.S.		27,716	5.4	104	0.0
		10	37,036	7.2	5,316	1.0
CBT U.S. TREASURY BONDS	U.S.	4	5,710	0.7	2,897	0.4	773,737
	NON U.S.	6	3,764	0.5	5,296	0.7
		10	9,474	1.2	8,193	1.1
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	12,511	2.9	3,002	0.7	429,952
	NON U.S.	4	14,401	3.3	371	0.1
		8	26,912	6.3	3,373	0.8
IFED NATURAL GAS ICE HENRY HUB LD1	U.S.	4	25,491	0.5	1,748,747	33.9	5,153,405
	NON U.S.	7	59,260	1.1	750,753	14.6
		11	84,751	1.6	2,499,500	48.5
IFED NATURAL GAS PENULTIMATE ICE	U.S.		9,278	6.2	11,698	7.8	149,331
	NON U.S.		10,166	6.8	184	0.1
		7	19,444	13.0	11,882	8.0
IFED NWP ROCKIES FIN BASIS	U.S.		1,647	0.5	34,845	11.3	309,549
	NON U.S.		4,296	1.4	124,253	40.1
		7	5,943	1.9	159,098	51.4
IFED AECO FIN BASIS	U.S.		4,765	0.6	1,331	0.2	772,102
	NON U.S.		38,551	5.0	622,636	80.6
		7	43,316	5.6	623,967	80.8
IFED CHICAGO FIN BASIS	U.S.		25,618	5.0	1,100	0.2	508,403
	NON U.S.		1,484	0.3	66,709	13.1
		7	27,102	5.3	67,809	13.3
IFED HSC FIN BASIS	U.S.		8,559	1.9	58,523	13.2	442,688
	NON U.S.		1,912	0.4	26,151	5.9
		8	10,471	2.4	84,674	19.1
IFED WAHA FIN BASIS	U.S.		2,534	0.9	55,014	18.9	290,760
	NON U.S.		31	0.0	17,728	6.1
		6	2,565	0.9	72,742	25.0
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		473	0.3	36,143	19.9	181,449
	NON U.S.		0	0.0	47,956	26.4
		5	473	0.3	84,099	46.3
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		13,937	2.5	100,416	17.8	565,532
	NON U.S.		15,078	2.7	23,149	4.1
		7	29,015	5.1	123,565	21.8
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		11,058	5.2	9,291	4.3	213,726
	NON U.S.		0	0.0	5,463	2.6
		6	11,058	5.2	14,754	6.9
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		1,430	0.8	14,352	7.8	185,057
	NON U.S.		4,212	2.3	7,080	3.8
		5	5,642	3.0	21,432	11.6
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)	U.S.		8,364	6.7	4,014	3.2	124,362
	NON U.S.		17,158	13.8	0	0.0
		5	25,522	20.5	4,014	3.2
NYME NATURAL GAS	U.S.	4	47,898	3.3	39,120	2.7	1,456,501
	NON U.S.	14	65,495	4.5	72,405	5.0
		18	113,393	7.8	111,525	7.7
NYME HENRY HUB LAST DAY FIN	U.S.		7,044	1.9	71,946	19.5	368,325
	NON U.S.		4,537	1.2	16,103	4.4
		8	11,581	3.1	88,049	23.9
NYME HENRY HUB PENULTIMATE FIN	U.S.		9,926	12.1	1,660	2.0	81,740
	NON U.S.		4,982	6.1	1,027	1.3
		6	14,908	18.2	2,687	3.3
CBT SOYBEAN MEAL	U.S.		6,865	1.4	1,959	0.4	477,478
	NON U.S.		37,349	7.8	1,259	0.3
		12	44,214	9.3	3,218	0.7
ICUS COTTON NO. 2	U.S.		4,203	1.5	0	0.0	277,835
	NON U.S.		21,345	7.7	8,397	3.0
		16	25,548	9.2	8,397	3.0
NYME HENRY HUB SWAP	U.S.		14,325	1.3	343,463	31.2	1,099,914
	NON U.S.		43,990	4.0	351,502	32.0
		10	58,315	5.3	694,965	63.2
NYME HENRY HUB PENULTIMATE GAS SWAP	U.S.		17,829	11.7	2,209	1.5	152,164
	NON U.S.		41,359	27.2	8,453	5.6
		9	59,188	38.9	10,662	7.0
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	5,697	0.3	62,272	3.2	1,918,159
	NON U.S.	24	23,563	1.2	39,737	2.1
		29	29,260	1.5	102,009	5.3
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	42,151	1.2	12,252	0.4	3,439,319
	NON U.S.	31	42,767	1.2	86,312	2.5
		38	84,918	2.5	98,564	2.9
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	6	10,253	0.3	20,979	0.6	3,397,735
	NON U.S.	22	46,806	1.4	63,592	1.9
		28	57,059	1.7	84,571	2.5
CBT 30-DAY FEDERAL FUNDS	U.S.	9	299,726	12.9	256,112	11.0	2,325,474
	NON U.S.	22	113,932	4.9	177,324	7.6
		31	413,658	17.8	433,436	18.6
CME LEAN HOGS	U.S.		995	0.4	1,513	0.6	239,313
	NON U.S.		14,025	5.9	55	0.0
		9	15,020	6.3	1,568	0.7
CME LIVE CATTLE	U.S.		1,121	0.3	364	0.1	356,975
	NON U.S.		18,405	5.2	0	0.0
		8	19,526	5.5	364	0.1
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,210	1.8	8,239	11.9	69,100
	NON U.S.		126	0.2	840	1.2
		5	1,336	1.9	9,079	13.1
NYME PROPANE NON-LDH MT BEL SWAP	U.S.		0	0.0	12,924	36.7	35,174
	NON U.S.		0	0.0	3,229	9.2
		6	0	0.0	16,153	45.9
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		4,724	4.1	4,856	4.2	114,545
	NON U.S.		753	0.7	1,455	1.3
		6	5,477	4.8	6,311	5.5
NYME MT BELVIEU ETHANE OPIS	U.S.		2,712	6.0	7,520	16.7	44,973
	NON U.S.		0	0.0	2,573	5.7
		7	2,712	6.0	10,093	22.4
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	5,395	20.0	26,960
	NON U.S.		780	2.9	457	1.7
		5	780	2.9	5,852	21.7
NYME CONWAY PROPANE (OPIS)	U.S.		462	2.4	447	2.4	18,975
	NON U.S.		0	0.0	4,714	24.8
		5	462	2.4	5,161	27.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		11,365	2.0	59,645	10.4	574,008
	NON U.S.		6,380	1.1	2,381	0.4
		14	17,745	3.1	62,026	10.8
IFED WTI CRUDE OIL 1ST LINE	U.S.		1,386	9.2	2,136	14.1	15,122
	NON U.S.		1,575	10.4	0	0.0
		5	2,961	19.6	2,136	14.1
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		1,722	4.3	1,351	3.4	40,276
	NON U.S.		3,503	8.7	8,459	21.0
		6	5,225	13.0	9,810	24.4
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	18,535	0.7	331,541	13.0	2,547,337
	NON U.S.	22	58,419	2.3	302,880	11.9
		26	76,954	3.0	634,421	24.9
NYME WTI CRUDE OIL CALENDAR SWAP	U.S.		7,550	4.7	27,184	17.1	159,185
	NON U.S.		18,085	11.4	22,041	13.8
		9	25,635	16.1	49,225	30.9
NYME BRENT CRUDE OIL LAST DAY	U.S.		7,004	3.6	2,443	1.3	192,830
	NON U.S.		883	0.5	0	0.0
		5	7,887	4.1	2,443	1.3
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		600	2.4	255	1.0	25,255
	NON U.S.		225	0.9	5,774	22.9
		5	825	3.3	6,029	23.9
ICUS COCOA	U.S.		3,150	1.1	453	0.2	299,390
	NON U.S.		6,126	2.0	3,365	1.1
		13	9,276	3.1	3,818	1.3
NYME PALLADIUM	U.S.	4	148	0.6	7,966	33.9	23,486
	NON U.S.	15	1,322	5.6	3,529	15.0
		19	1,470	6.3	11,495	48.9
NYME PLATINUM	U.S.	4	1,289	1.7	13,133	17.3	75,757
	NON U.S.	17	3,709	4.9	9,243	12.2
		21	4,998	6.6	22,376	29.5
ICUS SUGAR NO. 11	U.S.		19,978	2.0	11,717	1.2	990,051
	NON U.S.		64,465	6.5	4,499	0.5
		12	84,443	8.5	16,216	1.6
ICUS COFFEE C	U.S.		3,497	1.3	4,019	1.4	279,405
	NON U.S.		15,466	5.5	322	0.1
		17	18,963	6.8	4,341	1.6
CMX SILVER	U.S.	5	5,450	2.3	27,451	11.8	232,682
	NON U.S.	21	10,767	4.6	24,365	10.5
		26	16,217	7.0	51,816	22.3
CMX COPPER-GRADE #1	U.S.	4	8,150	2.8	3,891	1.3	289,138
	NON U.S.	16	14,046	4.9	5,992	2.1
		20	22,196	7.7	9,883	3.4
CMX GOLD	U.S.	4	9,734	2.0	104,897	21.3	493,141
	NON U.S.	30	27,356	5.5	96,987	19.7
		34	37,090	7.5	201,884	40.9
CME CANADIAN DOLLAR	U.S.		6,848	5.4	480	0.4	127,509
	NON U.S.		3,124	2.5	51	0.0
		5	9,972	7.8	531	0.4
CME MEXICAN PESO	NON U.S.		1,300	0.6	39,594	18.9	209,945
		6	1,300	0.6	39,594	18.9
CME BRITISH POUND STERLING	U.S.		2,597	1.5	3,022	1.8	172,017
	NON U.S.		484	0.3	4,737	2.8
		6	3,081	1.8	7,759	4.5
CME JAPANESE YEN	U.S.		335	0.2	7,055	4.7	148,818
	NON U.S.		9,948	6.7	6,785	4.6
		6	10,283	6.9	13,840	9.3
CME EURO FX	U.S.		238	0.0	9,823	2.0	493,677
	NON U.S.		26,890	5.4	12,687	2.6
		17	27,128	5.5	22,510	4.6
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.	4	6,781	1.6	4,502	1.1	425,243
	NON U.S.	8	13,882	3.3	1,205	0.3
		12	20,663	4.9	5,707	1.3
E VIX FUTURES	U.S.		410	0.1	3,225	0.9	377,503
	NON U.S.		12,194	3.2	82,628	21.9
		7	12,604	3.3	85,853	22.7
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	3,604	3.7	849	0.9	96,907
	NON U.S.	7	3,322	3.4	4,455	4.6
		12	6,926	7.1	5,304	5.5
CME 3-MONTH EURODOLLARS	U.S.	8	2,773,137	16.4	661,559	3.9	16,917,039
	NON U.S.	33	1,244,550	7.4	537,392	3.2
		41	4,017,687	23.7	1,198,951	7.1
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	17,048	0.6	75,895	2.5	3,052,445
	NON U.S.	25	38,304	1.3	217,551	7.1
		32	55,352	1.8	293,446	9.6
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	3,700	10.4	35,425
	NON U.S.		0	0.0	5,602	15.8
		5	0	0.0	9,302	26.3
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	11,680	4.6	3,583	1.4	253,749
	NON U.S.	9	2,898	1.1	2,821	1.1
		13	14,578	5.7	6,404	2.5
CME E-MINI RUSSELL 2000 INDEX	U.S.	5	8,519	1.8	8,356	1.7	482,368
	NON U.S.	9	13,567	2.8	3,508	0.7
		14	22,086	4.6	11,864	2.5
ICUS MSCI EAFE MINI INDEX	U.S.		0	0.0	1,609	0.6	280,390
	NON U.S.		856	0.3	10,199	3.6
		7	856	0.3	11,808	4.2
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.		859	0.1	2,699	0.3	1,067,881
	NON U.S.		16,394	1.5	26,658	2.5
		18	17,253	1.6	29,357	2.7
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		270	0.3	1,310	1.2	107,179
	NON U.S.		50	0.0	3,440	3.2
		5	320	0.3	4,750	4.4