April Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 4/2/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,845	1.6	5,242	1.0	499,820
	NON U.S.		40,484	8.1	12,325	2.5
		16	48,329	9.7	17,567	3.5
CBT WHEAT-HRW	U.S.		3,998	1.2	2,087	0.6	339,363
	NON U.S.		16,355	4.8	4,185	1.2
		11	20,353	6.0	6,272	1.8
CBT CORN	U.S.	4	18,997	1.0	33,744	1.9	1,823,857
	NON U.S.	11	79,271	4.3	10,719	0.6
		15	98,268	5.4	44,463	2.4
CBT SOYBEANS	U.S.	4	2,567	0.3	3,907	0.5	737,102
	NON U.S.	12	28,687	3.9	4,270	0.6
		16	31,254	4.2	8,177	1.1
CBT SOYBEAN OIL	U.S.		8,891	1.8	2,162	0.4	482,812
	NON U.S.		37,397	7.7	1,095	0.2
		11	46,288	9.6	3,257	0.7
CBT U.S. TREASURY BONDS	U.S.	7	6,201	0.6	9,397	1.0	959,773
	NON U.S.	9	7,257	0.8	7,005	0.7
		16	13,458	1.4	16,402	1.7
CBT ULTRA U.S. TREASURY BONDS	U.S.		4,497	0.4	2,605	0.2	1,171,236
	NON U.S.		0	0.0	11,194	1.0
		5	4,497	0.4	13,799	1.2
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		16,678	4.3	4,189	1.1	384,627
	NON U.S.		13,535	3.5	768	0.2
		10	30,213	7.9	4,957	1.3
NYME UP DOWN GC ULSD VS HO SPR	U.S.		3,884	11.0	30	0.1	35,193
	NON U.S.		999	2.8	0	0.0
		5	4,883	13.9	30	0.1
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	19,030	0.4	1,778,077	35.7	4,985,525
	NON U.S.	8	50,150	1.0	1,040,774	20.9
		13	69,180	1.4	2,818,851	56.5
IFED NATURAL GAS PENULTIMATE ICE	U.S.		14,472	11.0	6,439	4.9	131,143
	NON U.S.		6,169	4.7	4,087	3.1
		7	20,641	15.7	10,526	8.0
IFED PG&E CITYGATE FIN BASIS	U.S.		1,988	1.4	1,176	0.8	139,370
	NON U.S.		3,042	2.2	28,630	20.5
		5	5,030	3.6	29,806	21.4
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	94,751	26.5	356,914
	NON U.S.		6,584	1.8	123,523	34.6
		8	6,584	1.8	218,274	61.2
IFED AECO FIN BASIS	U.S.		773	0.1	9,720	1.3	759,292
	NON U.S.		14,326	1.9	573,524	75.5
		8	15,099	2.0	583,244	76.8
IFED CHICAGO FIN BASIS	U.S.		23,965	6.1	2,477	0.6	393,377
	NON U.S.		4,233	1.1	69,499	17.7
		9	28,198	7.2	71,976	18.3
IFED HSC FIN BASIS	U.S.		14,209	2.9	105,845	21.2	498,460
	NON U.S.		1,456	0.3	16,596	3.3
		8	15,665	3.1	122,441	24.6
IFED WAHA FIN BASIS	U.S.		1,459	0.5	88,098	28.6	307,781
	NON U.S.		394	0.1	31,098	10.1
		7	1,853	0.6	119,196	38.7
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	73,952	26.8	275,818
	NON U.S.		36	0.0	74,190	26.9
		8	36	0.0	148,142	53.7
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		1,395	0.2	131,605	21.4	614,339
	NON U.S.		71,229	11.6	51,572	8.4
		8	72,624	11.8	183,177	29.8
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		34,207	16.3	2,890	1.4	209,772
	NON U.S.		90	0.0	4,188	2.0
		5	34,297	16.3	7,078	3.4
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		10,305	5.1	9,555	4.7	202,644
	NON U.S.		7,284	3.6	7,026	3.5
		6	17,589	8.7	16,581	8.2
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		11,470	5.9	3,270	1.7	195,712
	NON U.S.		368	0.2	0	0.0
		5	11,838	6.0	3,270	1.7
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		736	0.4	7,238	3.6	200,706
	NON U.S.		200	0.1	14,498	7.2
		6	936	0.5	21,736	10.8
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		10,996	13.8	4,641	5.8	79,958
		5	10,996	13.8	4,641	5.8
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		7,817	3.9	29,849	14.8	202,134
	NON U.S.		6,288	3.1	7,180	3.6
		6	14,105	7.0	37,029	18.3
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		6,037	2.5	9,725	4.0	245,766
	NON U.S.		0	0.0	10,548	4.3
		5	6,037	2.5	20,273	8.2
IFED TRANSCO ZONE 6 BASIS	U.S.		2,128	1.5	11,471	8.1	142,481
	NON U.S.		248	0.2	10,190	7.2
		5	2,376	1.7	21,661	15.2
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)	U.S.		4,731	3.2	14,587	10.0	146,020
	NON U.S.		7,361	5.0	9,369	6.4
		5	12,092	8.3	23,956	16.4
IFED TETCO M2 Basis (Receipts)	U.S.		2,015	0.8	86,248	32.5	265,156
	NON U.S.		13,816	5.2	61,019	23.0
		7	15,831	6.0	147,267	55.5
NYME NATURAL GAS	U.S.	5	29,521	2.5	42,417	3.6	1,172,418
	NON U.S.	11	63,840	5.4	74,021	6.3
		16	93,361	8.0	116,438	9.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,048	1.8	78,876	20.4	385,999
	NON U.S.	6	3,310	0.9	23,725	6.1
		10	10,358	2.7	102,601	26.6
NYME HENRY HUB PENULTIMATE FIN	U.S.		15,838	18.8	3,169	3.8	84,416
	NON U.S.		2,904	3.4	819	1.0
		5	18,742	22.2	3,988	4.7
CBT SOYBEAN MEAL	U.S.		7,409	1.6	8,355	1.8	460,239
	NON U.S.		31,427	6.8	1,820	0.4
		14	38,836	8.4	10,175	2.2
ICUS COTTON NO. 2	U.S.		3,317	1.4	2,423	1.1	230,528
	NON U.S.		15,356	6.7	6,003	2.6
		16	18,673	8.1	8,426	3.7
NYME HENRY HUB	U.S.		13,314	1.3	292,623	29.3	999,348
	NON U.S.		38,295	3.8	313,729	31.4
		9	51,609	5.2	606,352	60.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		28,432	21.6	3,374	2.6	131,804
	NON U.S.		26,018	19.7	7,490	5.7
		7	54,450	41.3	10,864	8.2
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	14,290	0.4	62,954	1.9	3,305,001
	NON U.S.	21	46,714	1.4	46,023	1.4
		27	61,004	1.8	108,977	3.3
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	116,919	3.0	14,280	0.4	3,856,274
	NON U.S.	30	58,479	1.5	43,491	1.1
		37	175,398	4.5	57,771	1.5
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,336	0.5	105	0.0	732,789
	NON U.S.		6,735	0.9	10,532	1.4
		6	10,071	1.4	10,637	1.5
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	46,871	1.1	30,651	0.7	4,251,886
	NON U.S.	22	18,585	0.4	93,729	2.2
		27	65,456	1.5	124,380	2.9
CBT 30-DAY FEDERAL FUNDS	U.S.	8	275,529	15.5	134,331	7.6	1,773,289
	NON U.S.	21	61,022	3.4	116,208	6.6
		29	336,551	19.0	250,539	14.1
CME LEAN HOGS	U.S.		660	0.2	1,488	0.5	279,347
	NON U.S.		18,096	6.5	1,132	0.4
		11	18,756	6.7	2,620	0.9
CME LIVE CATTLE	U.S.		1,743	0.4	430	0.1	440,142
	NON U.S.		25,384	5.8	0	0.0
		10	27,127	6.2	430	0.1
CME FEEDER CATTLE	U.S.		36	0.1	111	0.2	50,526
	NON U.S.		1,643	3.3	1,049	2.1
		6	1,679	3.3	1,160	2.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		1,012	2.7	2,881	7.8	36,976
	NON U.S.		1,175	3.2	3,662	9.9
		6	2,187	5.9	6,543	17.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,415	16.8	26,265
	NON U.S.		0	0.0	898	3.4
		6	0	0.0	5,313	20.2
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		3,456	6.1	4,650	8.2	56,866
	NON U.S.		640	1.1	1,461	2.6
		7	4,096	7.2	6,111	10.7
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	13,916	24.4	57,064
	NON U.S.		0	0.0	4,742	8.3
		6	0	0.0	18,658	32.7
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		7,563	5.7	4,650	3.5	131,820
	NON U.S.		1,786	1.4	4,663	3.5
		7	9,349	7.1	9,313	7.1
NYME MT BELVIEU ETHANE OPIS	U.S.		840	2.3	8,004	22.0	36,346
	NON U.S.		195	0.5	4,740	13.0
		6	1,035	2.8	12,744	35.1
NYME MT BELV NORM BUTANE OPIS	U.S.		74	0.2	5,587	15.8	35,457
	NON U.S.		319	0.9	2,625	7.4
		6	393	1.1	8,212	23.2
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	3,323	21.5	15,490
	NON U.S.		2,692	17.4	248	1.6
		6	2,692	17.4	3,571	23.1
NYME CONWAY PROPANE (OPIS)	U.S.		446	2.7	177	1.1	16,736
	NON U.S.		0	0.0	3,003	17.9
		6	446	2.7	3,180	19.0
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		20,823	3.5	54,537	9.2	592,991
	NON U.S.		13,304	2.2	4,112	0.7
		16	34,127	5.8	58,649	9.9
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		159	0.3	1,067	2.3	46,707
	NON U.S.		412	0.9	26,881	57.6
		6	571	1.2	27,948	59.8
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		13,900	6.5	53,453	25.1	212,720
	NON U.S.		0	0.0	7,600	3.6
		5	13,900	6.5	61,053	28.7
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	13,942	0.7	228,287	11.6	1,975,009
	NON U.S.	19	60,762	3.1	209,142	10.6
		23	74,704	3.8	437,429	22.1
NYME WTI FINANCIAL CRUDE OIL	U.S.		7,087	4.6	30,836	19.8	155,435
	NON U.S.		7,337	4.7	29,305	18.9
		8	14,424	9.3	60,141	38.7
NYME WTI-BRENT CALENDAR	U.S.		16,952	12.9	18,744	14.3	130,935
	NON U.S.		5,520	4.2	180	0.1
		6	22,472	17.2	18,924	14.5
NYME BRENT (ICE) CALENDAR	U.S.		683	3.6	543	2.9	18,959
	NON U.S.		246	1.3	2,193	11.6
		5	929	4.9	2,736	14.4
NYME BRENT CRUDE OIL LAST DAY	U.S.		8,073	4.1	2,395	1.2	195,512
	NON U.S.		1,203	0.6	386	0.2
		7	9,276	4.7	2,781	1.4
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		0	0.0	7,504	21.6	34,699
	NON U.S.		0	0.0	1,175	3.4
		5	0	0.0	8,679	25.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		13,735	10.8	31,331	24.5	127,632
	NON U.S.		0	0.0	8,190	6.4
		6	13,735	10.8	39,521	31.0
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		180	1.0	95	0.5	18,880
	NON U.S.		270	1.4	12,500	66.2
		6	450	2.4	12,595	66.7
ICUS COCOA	U.S.		1,498	0.6	121	0.0	252,224
	NON U.S.		11,963	4.7	4,650	1.8
		9	13,461	5.3	4,771	1.9
NYME PALLADIUM	U.S.		1,442	6.0	7,831	32.8	23,841
	NON U.S.		1,056	4.4	1,941	8.1
		15	2,498	10.5	9,772	41.0
NYME PLATINUM	U.S.	5	1,417	2.1	12,127	17.8	68,064
	NON U.S.	15	2,229	3.3	12,298	18.1
		20	3,646	5.4	24,425	35.9
ICUS SUGAR NO. 11	U.S.		12,464	1.4	3,528	0.4	911,127
	NON U.S.		46,566	5.1	7,405	0.8
		12	59,030	6.5	10,933	1.2
ICUS COFFEE C	U.S.		2,904	0.8	3,884	1.1	356,646
	NON U.S.		17,735	5.0	3,047	0.9
		21	20,639	5.8	6,931	1.9
CMX SILVER	U.S.	4	4,982	2.5	24,998	12.5	199,592
	NON U.S.	24	12,360	6.2	40,036	20.1
		28	17,342	8.7	65,034	32.6
CMX COPPER-GRADE #1	U.S.	4	5,595	2.2	1,113	0.4	250,309
	NON U.S.	13	11,308	4.5	1,637	0.7
		17	16,903	6.8	2,750	1.1
CMX GOLD	U.S.	5	7,522	1.7	53,264	12.1	440,170
	NON U.S.	28	24,421	5.5	82,155	18.7
		33	31,943	7.3	135,419	30.8
CME MEXICAN PESO	NON U.S.		2,023	0.9	72,577	31.9	227,327
		9	2,023	0.9	72,577	31.9
CME JAPANESE YEN	U.S.		9,441	6.0	629	0.4	156,838
	NON U.S.		6,698	4.3	0	0.0
		5	16,139	10.3	629	0.4
CME EURO FX	U.S.		2,002	0.4	132	0.0	497,717
	NON U.S.		22,350	4.5	11,533	2.3
		16	24,352	4.9	11,665	2.3
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		5,448	1.3	3,189	0.8	420,515
	NON U.S.		12,376	2.9	2,152	0.5
		12	17,824	4.2	5,341	1.3
E VIX FUTURES	U.S.		910	0.2	644	0.2	377,403
	NON U.S.		10,416	2.8	5,879	1.6
		7	11,326	3.0	6,523	1.7
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	882	1.1	3,296	4.1	79,760
	NON U.S.	6	404	0.5	10,915	13.7
		10	1,286	1.6	14,211	17.8
CME 3-MONTH EURODOLLARS	U.S.	8	946,898	7.6	1,251,555	10.0	12,539,905
	NON U.S.	27	1,034,623	8.3	819,178	6.5
		35	1,981,521	15.8	2,070,733	16.5
CME 3-MONTH SOFR	U.S.		642	1.0	10,514	16.5	63,901
	NON U.S.		0	0.0	1,431	2.2
		6	642	1.0	11,945	18.7
CME 1-MONTH SOFR	U.S.		3,856	8.2	4,470	9.5	47,180
	NON U.S.		0	0.0	1,164	2.5
		5	3,856	8.2	5,634	11.9
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	18,196	0.7	95,809	3.8	2,527,763
	NON U.S.	19	113,153	4.5	132,610	5.2
		26	131,349	5.2	228,419	9.0
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	200	0.6	33,568
	NON U.S.		2,887	8.6	10,504	31.3
		6	2,887	8.6	10,704	31.9
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	306	3.0	10,186
	NON U.S.		665	6.5	3,173	31.2
		6	665	6.5	3,479	34.2
CME S&P 500 TOTAL RETURN INDEX	U.S.		6,000	3.2	28,830	15.2	189,610
	NON U.S.		29,250	15.4	32,380	17.1
		6	35,250	18.6	61,210	32.3
CMX ALUMINUM MW US TR PLATTS	U.S.		1,949	7.8	0	0.0	24,959
	NON U.S.		761	3.0	180	0.7
		5	2,710	10.9	180	0.7
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	2,630	1.3	834	0.4	196,541
	NON U.S.	10	5,144	2.6	2,951	1.5
		14	7,774	4.0	3,785	1.9
CME E-MINI RUSSELL 2000 INDEX	U.S.	5	8,759	2.0	669	0.2	439,956
	NON U.S.	12	28,486	6.5	9,587	2.2
		17	37,245	8.5	10,256	2.3
ICUS MSCI EAFE MINI INDEX	U.S.	4	2,192	0.7	0	0.0	320,234
	NON U.S.	4	1,666	0.5	12,821	4.0
		8	3,858	1.2	12,821	4.0
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.		2,141	0.2	0	0.0	1,278,468
	NON U.S.		15,794	1.2	86,395	6.8
		14	17,935	1.4	86,395	6.8
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		604	0.6	3,346	3.6	93,308
	NON U.S.		40,183	43.1	20,150	21.6
		6	40,787	43.7	23,496	25.2
NYME GULF JET NY HEAT OIL SPR	U.S.		2,743	10.4	160	0.6	26,431
	NON U.S.		1,065	4.0	0	0.0
		5	3,808	14.4	160	0.6