December Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 12/4/2018
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		6,625	1.5	2,665	0.6	441,686
	NON U.S.		38,211	8.7	8,732	2.0
		18	44,836	10.2	11,397	2.6
CBT WHEAT-HRW	U.S.		5,727	2.0	4,345	1.5	283,969
	NON U.S.		14,092	5.0	668	0.2
		12	19,819	7.0	5,013	1.8
CBT CORN	U.S.	4	18,497	1.2	17,411	1.1	1,566,078
	NON U.S.	12	72,727	4.6	12,908	0.8
		16	91,224	5.8	30,319	1.9
CBT SOYBEANS	U.S.		6,873	0.9	3,518	0.5	741,450
	NON U.S.		36,657	4.9	7,946	1.1
		18	43,530	5.9	11,464	1.5
CBT SOYBEAN OIL	U.S.		9,356	1.8	4,938	0.9	532,993
	NON U.S.		30,934	5.8	1,927	0.4
		13	40,290	7.6	6,865	1.3
CBT U.S. TREASURY BONDS	U.S.	4	12,647	1.3	9,540	1.0	962,016
	NON U.S.	9	4,959	0.5	5,002	0.5
		13	17,606	1.8	14,542	1.5
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	17,032	4.7	3,126	0.9	365,630
	NON U.S.	6	13,886	3.8	1,155	0.3
		10	30,918	8.5	4,281	1.2
NYME UP DOWN GC ULSD VS HO SPR	U.S.		2,720	7.6	0	0.0	35,754
	NON U.S.		923	2.6	0	0.0
		5	3,643	10.2	0	0.0
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	13,740	0.3	1,861,802	36.2	5,140,717
	NON U.S.	7	42,271	0.8	990,608	19.3
		12	56,011	1.1	2,852,410	55.5
IFED NATURAL GAS PENULTIMATE ICE	U.S.		8,283	4.5	6,550	3.5	185,601
	NON U.S.		5,056	2.7	3,262	1.8
		7	13,339	7.2	9,812	5.3
IFED PG&E CITYGATE FIN BASIS	U.S.		3,200	2.3	1,036	0.7	141,532
	NON U.S.		1,426	1.0	22,507	15.9
		5	4,626	3.3	23,543	16.6
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	92,347	29.5	312,704
	NON U.S.		5,301	1.7	123,684	39.6
		9	5,301	1.7	216,031	69.1
IFED AECO FIN BASIS	U.S.		214	0.0	2,751	0.3	791,197
	NON U.S.		24,333	3.1	596,427	75.4
		7	24,547	3.1	599,178	75.7
IFED CHICAGO FIN BASIS	U.S.		24,085	5.6	316	0.1	427,324
	NON U.S.		4,447	1.0	62,713	14.7
		8	28,532	6.7	63,029	14.7
IFED HSC FIN BASIS	U.S.		12,444	2.2	129,967	23.4	555,967
	NON U.S.		1,374	0.2	18,676	3.4
		8	13,818	2.5	148,643	26.7
IFED WAHA FIN BASIS	U.S.		1,616	0.5	76,931	24.5	313,786
	NON U.S.		0	0.0	21,993	7.0
		7	1,616	0.5	98,924	31.5
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		791	0.3	76,665	30.2	253,453
	NON U.S.		0	0.0	68,321	27.0
		8	791	0.3	144,986	57.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		14,954	2.6	125,454	22.2	566,014
	NON U.S.		20,142	3.6	42,935	7.6
		8	35,096	6.2	168,389	29.7
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		32,155	15.2	4,638	2.2	211,244
	NON U.S.		305	0.1	6,843	3.2
		6	32,460	15.4	11,481	5.4
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		701	0.2	13,269	4.7	284,195
	NON U.S.		0	0.0	25,804	9.1
		6	701	0.2	39,073	13.7
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		3,191	1.5	4,781	2.3	211,806
	NON U.S.		0	0.0	17,100	8.1
		5	3,191	1.5	21,881	10.3
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		8,247	9.9	8,215	9.9	83,272
		5	8,247	9.9	8,215	9.9
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		7,682	4.7	30,645	18.7	164,128
	NON U.S.		6,220	3.8	8,597	5.2
		6	13,902	8.5	39,242	23.9
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		6,226	2.6	13,016	5.3	243,863
	NON U.S.		0	0.0	12,077	5.0
		6	6,226	2.6	25,093	10.3
IFED TRANSCO ZONE 6 BASIS	U.S.		1,842	1.2	11,530	7.4	154,993
	NON U.S.		0	0.0	11,559	7.5
		5	1,842	1.2	23,089	14.9
IFED TETCO M2 Basis (Receipts)	U.S.		645	0.3	81,896	35.7	229,248
	NON U.S.		244	0.1	55,818	24.3
		7	889	0.4	137,714	60.1
NYME NATURAL GAS	U.S.	5	37,284	2.9	57,052	4.5	1,277,468
	NON U.S.	12	49,779	3.9	71,840	5.6
		17	87,063	6.8	128,892	10.1
NYME HENRY HUB LAST DAY FIN	U.S.		8,673	1.8	91,422	18.5	494,804
	NON U.S.		4,122	0.8	23,184	4.7
		9	12,795	2.6	114,606	23.2
NYME HENRY HUB PENULTIMATE FIN	U.S.		11,367	10.8	2,347	2.2	104,919
	NON U.S.		6,146	5.9	555	0.5
		6	17,513	16.7	2,902	2.8
CBT SOYBEAN MEAL	U.S.		5,155	1.1	4,804	1.0	467,453
	NON U.S.		37,757	8.1	739	0.2
		15	42,912	9.2	5,543	1.2
ICUS COTTON NO. 2	U.S.		1,950	0.9	1,513	0.7	220,527
	NON U.S.		16,352	7.4	3,472	1.6
		15	18,302	8.3	4,985	2.3
NYME HENRY HUB	U.S.		12,197	1.2	297,575	28.6	1,039,190
	NON U.S.		43,925	4.2	322,118	31.0
		10	56,122	5.4	619,693	59.6
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		25,246	15.2	4,067	2.5	165,838
	NON U.S.		32,620	19.7	6,888	4.2
		8	57,866	34.9	10,955	6.6
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	32,787	1.2	19,806	0.7	2,645,015
	NON U.S.	25	35,742	1.4	33,201	1.3
		31	68,529	2.6	53,007	2.0
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	67,629	1.6	27,065	0.6	4,259,897
	NON U.S.	33	41,000	1.0	83,413	2.0
		40	108,629	2.6	110,478	2.6
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		6,082	0.9	3,850	0.6	691,205
	NON U.S.		11,978	1.7	13,051	1.9
		7	18,060	2.6	16,901	2.4
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	7,999	0.2	33,946	0.7	4,748,891
	NON U.S.	29	39,560	0.8	102,245	2.2
		34	47,559	1.0	136,191	2.9
CBT 30-DAY FEDERAL FUNDS	U.S.	8	257,879	13.7	198,278	10.5	1,886,326
	NON U.S.	25	131,326	7.0	154,688	8.2
		33	389,205	20.6	352,966	18.7
CME LEAN HOGS	U.S.		864	0.4	1,196	0.6	214,875
	NON U.S.		16,480	7.7	1,230	0.6
		11	17,344	8.1	2,426	1.1
CME LIVE CATTLE	U.S.		623	0.2	597	0.2	334,919
	NON U.S.		21,781	6.5	1,431	0.4
		10	22,404	6.7	2,028	0.6
CME FEEDER CATTLE	U.S.		291	0.6	0	0.0	49,892
	NON U.S.		2,328	4.7	148	0.3
		6	2,619	5.2	148	0.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		734	2.1	1,847	5.4	34,341
	NON U.S.		58	0.2	3,049	8.9
		5	792	2.3	4,896	14.3
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,065	9.5	21,674
	NON U.S.		0	0.0	592	2.7
		5	0	0.0	2,657	12.3
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,804	3.1	5,426	9.3	58,130
	NON U.S.		26	0.0	2,213	3.8
		7	1,830	3.1	7,639	13.1
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	16,497	31.9	51,661
	NON U.S.		0	0.0	6,454	12.5
		7	0	0.0	22,951	44.4
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		7,282	5.7	2,726	2.1	127,763
	NON U.S.		835	0.7	3,951	3.1
		7	8,117	6.4	6,677	5.2
NYME MT BELVIEU ETHANE OPIS	U.S.		1,401	3.8	9,098	24.4	37,231
	NON U.S.		0	0.0	3,361	9.0
		7	1,401	3.8	12,459	33.5
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	5,961	14.4	41,299
	NON U.S.		307	0.7	1,998	4.8
		5	307	0.7	7,959	19.3
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	4,007	21.3	18,852
	NON U.S.		3,016	16.0	1,137	6.0
		6	3,016	16.0	5,144	27.3
NYME CONWAY PROPANE (OPIS)	U.S.		631	3.1	314	1.5	20,418
	NON U.S.		66	0.3	2,962	14.5
		6	697	3.4	3,276	16.0
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		34,041	5.8	42,683	7.2	590,164
	NON U.S.		13,014	2.2	6,738	1.1
		16	47,055	8.0	49,421	8.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		1,887	5.8	813	2.5	32,489
	NON U.S.		1,182	3.6	15,114	46.5
		6	3,069	9.4	15,927	49.0
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		21,190	10.5	38,651	19.1	202,698
	NON U.S.		24	0.0	7,109	3.5
		5	21,214	10.5	45,760	22.6
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	27,350	1.3	205,924	10.1	2,048,735
	NON U.S.	22	65,802	3.2	200,870	9.8
		26	93,152	4.5	406,794	19.9
NYME WTI CRUDE OIL CALENDAR	U.S.		8,609	5.6	38,122	24.9	153,394
	NON U.S.		11,005	7.2	29,630	19.3
		9	19,614	12.8	67,752	44.2
NYME WTI-BRENT CALENDAR	U.S.		20,888	16.0	20,412	15.6	130,688
	NON U.S.		6,276	4.8	390	0.3
		7	27,164	20.8	20,802	15.9
NYME BRENT (ICE) CALENDAR	U.S.		762	3.7	600	2.9	20,802
	NON U.S.		556	2.7	403	1.9
		5	1,318	6.3	1,003	4.8
NYME BRENT CRUDE OIL LAST DAY	U.S.		6,309	3.1	3,054	1.5	201,537
	NON U.S.		1,510	0.7	300	0.1
		7	7,819	3.9	3,354	1.7
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		15	0.0	12,201	29.4	41,523
	NON U.S.		0	0.0	1,835	4.4
		5	15	0.0	14,036	33.8
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		20,845	14.4	34,868	24.1	144,926
	NON U.S.		0	0.0	8,637	6.0
		6	20,845	14.4	43,505	30.0
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		555	5.9	75	0.8	9,336
	NON U.S.		405	4.3	3,565	38.2
		6	960	10.3	3,640	39.0
ICUS COCOA	U.S.		1,981	0.8	614	0.3	235,692
	NON U.S.		6,310	2.7	1,547	0.7
		11	8,291	3.5	2,161	0.9
NYME PALLADIUM	U.S.	4	780	3.0	7,811	29.7	26,316
	NON U.S.	13	863	3.3	2,720	10.3
		17	1,643	6.2	10,531	40.0
NYME PLATINUM	U.S.	5	1,591	2.1	12,630	16.4	76,828
	NON U.S.	17	2,855	3.7	8,607	11.2
		22	4,446	5.8	21,237	27.6
ICUS SUGAR NO. 11	U.S.		15,361	1.9	2,899	0.4	818,050
	NON U.S.		47,100	5.8	8,072	1.0
		11	62,461	7.6	10,971	1.3
ICUS COFFEE C	U.S.		4,186	1.7	4,418	1.8	245,505
	NON U.S.		10,948	4.5	879	0.4
		19	15,134	6.2	5,297	2.2
CMX SILVER	U.S.	5	3,481	1.9	28,364	15.8	179,909
	NON U.S.	19	8,600	4.8	24,226	13.5
		24	12,081	6.7	52,590	29.2
CMX COPPER-GRADE #1	U.S.	4	5,162	2.4	756	0.3	216,791
	NON U.S.	10	9,948	4.6	965	0.4
		14	15,110	7.0	1,721	0.8
CMX GOLD	U.S.	5	4,369	1.1	66,560	16.6	399,919
	NON U.S.	28	28,947	7.2	55,021	13.8
		33	33,316	8.3	121,581	30.4
CME MEXICAN PESO	U.S.		5,649	2.9	0	0.0	191,512
	NON U.S.		5,038	2.6	85,390	44.6
		9	10,687	5.6	85,390	44.6
CME BRITISH POUND STERLING	U.S.		980	0.4	23,723	10.1	235,704
	NON U.S.		4,600	2.0	8,163	3.5
		7	5,580	2.4	31,886	13.5
CME JAPANESE YEN	U.S.		15,645	6.9	1,136	0.5	226,835
	NON U.S.		14,940	6.6	2,093	0.9
		8	30,585	13.5	3,229	1.4
CME EURO FX	U.S.		14,983	2.7	5,628	1.0	545,537
	NON U.S.		20,020	3.7	17,815	3.3
		17	35,003	6.4	23,443	4.3
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		6,612	1.6	9,110	2.2	405,069
	NON U.S.		13,061	3.2	2,368	0.6
		12	19,673	4.9	11,478	2.8
E VIX FUTURES	U.S.		79	0.0	768	0.2	404,672
	NON U.S.		10,691	2.6	27,079	6.7
		8	10,770	2.7	27,847	6.9
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	1,754	2.3	1,869	2.4	77,071
	NON U.S.	6	856	1.1	18,124	23.5
		11	2,610	3.4	19,993	25.9
CME 3-MONTH EURODOLLARS	U.S.	8	2,083,401	14.5	1,150,995	8.0	14,381,327
	NON U.S.	41	901,198	6.3	980,282	6.8
		49	2,984,599	20.8	2,131,277	14.8
CME 3-MONTH SOFR	U.S.		505	1.8	1,209	4.3	28,351
	NON U.S.		26	0.1	300	1.1
		5	531	1.9	1,509	5.3
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		647	4.4	1,612	10.9	14,813
	NON U.S.		0	0.0	2,081	14.0
		5	647	4.4	3,693	24.9
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	19,771	0.6	172,929	5.6	3,072,144
	NON U.S.	29	114,701	3.7	103,695	3.4
		36	134,472	4.4	276,624	9.0
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	956	4.8	19,937
	NON U.S.		5,441	27.3	1,833	9.2
		6	5,441	27.3	2,789	14.0
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	5,044	26.1	19,318
	NON U.S.		375	1.9	3,421	17.7
		5	375	1.9	8,465	43.8
CME S&P 500 TOTAL RETURN INDEX	U.S.		10,000	4.1	26,900	11.2	241,007
	NON U.S.		45,656	18.9	42,000	17.4
		6	55,656	23.1	68,900	28.6
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	8,482	3.5	4,998	2.1	243,099
	NON U.S.	14	10,477	4.3	12,033	4.9
		18	18,959	7.8	17,031	7.0
CME AUSTRALIAN DOLLAR	U.S.		2,492	1.7	14,467	9.7	148,755
	NON U.S.		10,206	6.9	6,993	4.7
		5	12,698	8.5	21,460	14.4
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	9,190	1.9	83	0.0	472,008
	NON U.S.	13	24,557	5.2	17,586	3.7
		19	33,747	7.1	17,669	3.7
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		499	0.7	0	0.0	67,750
	NON U.S.		3,464	5.1	486	0.7
		8	3,963	5.8	486	0.7
ICUS MSCI EAFE MINI INDEX	U.S.		0	0.0	263	0.1	281,517
	NON U.S.		566	0.2	28,244	10.0
		8	566	0.2	28,507	10.1
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	5	4,031	0.3	690	0.1	1,223,206
	NON U.S.	13	35,656	2.9	53,664	4.4
		18	39,687	3.2	54,354	4.4
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		811	0.7	1,644	1.4	113,511
	NON U.S.		50,453	44.4	20,868	18.4
		5	51,264	45.2	22,512	19.8