December Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 12/3/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		5,681	1.6	1,134	0.3	366,477
	NON U.S.		38,821	10.6	10,651	2.9
		18	44,502	12.1	11,785	3.2
CBT WHEAT-HRW	U.S.		6,611	2.5	1,052	0.4	265,571
	NON U.S.		19,108	7.2	2,610	1.0
		12	25,719	9.7	3,662	1.4
CBT CORN	U.S.	4	4,865	0.3	16,036	1.1	1,449,806
	NON U.S.	12	75,129	5.2	8,903	0.6
		16	79,994	5.5	24,939	1.7
CBT SOYBEANS	U.S.	4	5,109	0.6	6,229	0.7	850,064
	NON U.S.	14	53,341	6.3	4,237	0.5
		18	58,450	6.9	10,466	1.2
CBT SOYBEAN OIL	U.S.		9,690	1.8	2,955	0.5	537,439
	NON U.S.		49,574	9.2	5,156	1.0
		12	59,264	11.0	8,111	1.5
CBT U.S. TREASURY BONDS	U.S.	4	8,395	0.8	1,698	0.2	988,226
	NON U.S.	7	3,919	0.4	2,478	0.3
		11	12,314	1.2	4,176	0.4
CBT ULTRA U.S. TREASURY BONDS	U.S.		5,220	0.4	0	0.0	1,214,513
	NON U.S.		12,753	1.1	5,039	0.4
		7	17,973	1.5	5,039	0.4
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	18,338	4.4	732	0.2	415,600
	NON U.S.	7	14,803	3.6	2,248	0.5
		11	33,141	8.0	2,980	0.7
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	10,416	0.2	1,927,628	39.0	4,943,402
	NON U.S.	9	79,017	1.6	906,626	18.3
		14	89,433	1.8	2,834,254	57.3
IFED NATURAL GAS PENULTIMATE ICE	U.S.		16,306	8.3	22,305	11.3	196,754
	NON U.S.		4,363	2.2	6,258	3.2
		7	20,669	10.5	28,563	14.5
IFED NWP ROCKIES FIN BASIS	U.S.		876	0.3	72,766	22.7	320,079
	NON U.S.		12,400	3.9	67,494	21.1
		7	13,276	4.1	140,260	43.8
IFED AECO FIN BASIS	U.S.		304	0.0	10,050	1.2	842,225
	NON U.S.		18,261	2.2	574,218	68.2
		7	18,565	2.2	584,268	69.4
IFED CHICAGO FIN BASIS	U.S.		25,198	6.4	4,241	1.1	393,611
	NON U.S.		6,157	1.6	41,746	10.6
		7	31,355	8.0	45,987	11.7
IFED HSC FIN BASIS	U.S.	4	11,655	2.2	83,514	15.6	536,969
	NON U.S.	5	1,971	0.4	18,154	3.4
		9	13,626	2.5	101,668	18.9
IFED WAHA FIN BASIS	U.S.		3,368	0.8	137,675	34.7	397,284
	NON U.S.		15,983	4.0	25,012	6.3
		7	19,351	4.9	162,687	40.9
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	68,460	26.7	256,467
	NON U.S.		0	0.0	65,378	25.5
		8	0	0.0	133,838	52.2
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		11,605	6.2	35,663	18.9	188,540
	NON U.S.		2,348	1.2	12,808	6.8
		7	13,953	7.4	48,471	25.7
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		21,379	3.5	152,252	24.9	612,093
	NON U.S.		50,061	8.2	72,997	11.9
		8	71,440	11.7	225,249	36.8
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		5,033	6.4	7,612	9.7	78,744
	NON U.S.		212	0.3	16,469	20.9
		5	5,245	6.7	24,081	30.6
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		13,801	4.9	4,252	1.5	279,861
	NON U.S.		10,913	3.9	771	0.3
		5	24,714	8.8	5,023	1.8
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		7,874	2.9	2,874	1.0	274,572
	NON U.S.		7,785	2.8	0	0.0
		5	15,659	5.7	2,874	1.0
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		0	0.0	17,949	7.7	231,960
	NON U.S.		0	0.0	31,553	13.6
		5	0	0.0	49,502	21.3
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		21,560	25.2	2,283	2.7	85,441
		6	21,560	25.2	2,283	2.7
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		8,107	4.9	16,993	10.3	164,625
	NON U.S.		5,334	3.2	4,176	2.5
		5	13,441	8.2	21,169	12.9
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		38,155	15.7	5,421	2.2	243,021
	NON U.S.		0	0.0	9,393	3.9
		6	38,155	15.7	14,814	6.1
IFED TRANSCO ZONE 6 BASIS	U.S.		1,709	1.2	11,099	7.9	139,855
	NON U.S.		550	0.4	14,180	10.1
		6	2,259	1.6	25,279	18.1
IFED TETCO M2 Basis (Receipts)	U.S.		14,988	5.3	112,948	39.8	284,066
	NON U.S.		5,924	2.1	49,683	17.5
		6	20,912	7.4	162,631	57.3
IFED REX ZONE 3 BASIS	U.S.		642	0.3	12,249	5.7	216,010
	NON U.S.		0	0.0	16,358	7.6
		5	642	0.3	28,607	13.2
NYME NATURAL GAS	U.S.	5	72,794	5.6	40,776	3.1	1,304,990
	NON U.S.	16	83,495	6.4	55,996	4.3
		21	156,289	12.0	96,772	7.4
NYME HENRY HUB LAST DAY FIN	U.S.	4	8,586	2.8	59,826	19.8	302,295
	NON U.S.	6	4,563	1.5	16,827	5.6
		10	13,149	4.3	76,653	25.4
NYME HENRY HUB PENULTIMATE FIN	U.S.		14,870	17.7	6,781	8.1	83,783
	NON U.S.		5,188	6.2	1,673	2.0
		6	20,058	23.9	8,454	10.1
CBT SOYBEAN MEAL	U.S.		3,622	0.8	3,580	0.8	437,104
	NON U.S.		39,236	9.0	915	0.2
		15	42,858	9.8	4,495	1.0
ICUS COTTON NO. 2	U.S.		3,078	1.6	2,609	1.3	196,723
	NON U.S.		12,395	6.3	11,828	6.0
		15	15,473	7.9	14,437	7.3
NYME HENRY HUB	U.S.		13,237	1.7	249,278	32.3	771,785
	NON U.S.		39,095	5.1	239,920	31.1
		11	52,332	6.8	489,198	63.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		35,032	27.4	4,759	3.7	127,854
	NON U.S.		18,145	14.2	6,090	4.8
		8	53,177	41.6	10,849	8.5
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	28,583	0.8	10,561	0.3	3,548,970
	NON U.S.	19	40,488	1.1	53,833	1.5
		24	69,071	1.9	64,394	1.8
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	96,161	2.6	19,788	0.5	3,717,853
	NON U.S.	25	47,385	1.3	47,416	1.3
		32	143,546	3.9	67,204	1.8
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,991	0.4	5,859	0.7	895,429
	NON U.S.		0	0.0	9,390	1.0
		5	3,991	0.4	15,249	1.7
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	10,130	0.2	46,043	1.1	4,305,068
	NON U.S.	17	50,145	1.2	64,529	1.5
		22	60,275	1.4	110,572	2.6
CBT 30-DAY FEDERAL FUNDS	U.S.	6	264,178	14.3	85,341	4.6	1,842,087
	NON U.S.	31	176,432	9.6	80,764	4.4
		37	440,610	23.9	166,105	9.0
CME LEAN HOGS	U.S.		345	0.1	1,098	0.4	297,770
	NON U.S.		17,584	5.9	2,038	0.7
		12	17,929	6.0	3,136	1.1
CME LIVE CATTLE	U.S.		726	0.2	1,933	0.5	382,583
	NON U.S.		22,673	5.9	0	0.0
		10	23,399	6.1	1,933	0.5
CME FEEDER CATTLE	U.S.		439	0.9	0	0.0	47,327
	NON U.S.		1,491	3.2	255	0.5
		7	1,930	4.1	255	0.5
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		3,035	9.3	3,763	11.6	32,467
	NON U.S.		100	0.3	2,688	8.3
		6	3,135	9.7	6,451	19.9
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	7,300	19.2	38,066
	NON U.S.		0	0.0	2,492	6.5
		5	0	0.0	9,792	25.7
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		6,183	11.0	2,190	3.9	56,101
	NON U.S.		3,211	5.7	375	0.7
		7	9,394	16.7	2,565	4.6
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	10,396	19.2	54,196
	NON U.S.		0	0.0	2,712	5.0
		6	0	0.0	13,108	24.2
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		4,237	3.1	6,234	4.5	138,150
	NON U.S.		3,053	2.2	4,389	3.2
		7	7,290	5.3	10,623	7.7
NYME MT BELVIEU ETHANE OPIS	U.S.		2,618	6.9	7,463	19.7	37,845
	NON U.S.		0	0.0	6,331	16.7
		6	2,618	6.9	13,794	36.4
NYME MT BELV NORM BUTANE OPIS	U.S.		59	0.1	6,018	12.1	49,545
	NON U.S.		731	1.5	3,250	6.6
		8	790	1.6	9,268	18.7
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	5,716	31.5	18,140
	NON U.S.		1,721	9.5	1,473	8.1
		6	1,721	9.5	7,189	39.6
NYME CONWAY PROPANE (OPIS)	U.S.		899	4.7	156	0.8	18,996
	NON U.S.		159	0.8	2,000	10.5
		6	1,058	5.6	2,156	11.3
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		17,627	2.9	74,203	12.3	604,877
	NON U.S.		4,350	0.7	6,596	1.1
		15	21,977	3.6	80,799	13.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		0	0.0	867	3.6	24,256
	NON U.S.		0	0.0	13,649	56.3
		6	0	0.0	14,516	59.8
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	5,886	55.3	10,641
		5	0	0.0	5,886	55.3
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		120	0.1	65,072	30.8	211,261
	NON U.S.		0	0.0	24,756	11.7
		5	120	0.1	89,828	42.5
NYME CRUDE OIL, LIGHT SWEET	U.S.		19,707	0.9	255,295	11.8	2,163,757
	NON U.S.		56,052	2.6	230,608	10.7
		22	75,759	3.5	485,903	22.5
NYME WTI FINANCIAL CRUDE OIL	U.S.		1,041	0.6	21,843	13.4	162,884
	NON U.S.		3,932	2.4	45,215	27.8
		9	4,973	3.1	67,058	41.2
NYME WTI-BRENT CALENDAR	U.S.		2,370	1.4	19,474	11.7	166,149
	NON U.S.		2,124	1.3	180	0.1
		7	4,494	2.7	19,654	11.8
NYME BRENT CRUDE OIL LAST DAY	U.S.		4,083	2.0	1,522	0.7	204,378
	NON U.S.		675	0.3	714	0.3
		5	4,758	2.3	2,236	1.1
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		0	0.0	23,570	14.4	163,168
	NON U.S.		0	0.0	7,134	4.4
		6	0	0.0	30,704	18.8
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		3,396	2.7	18,645	14.7	126,768
	NON U.S.		0	0.0	11,457	9.0
		5	3,396	2.7	30,102	23.7
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		135	2.0	45	0.7	6,868
	NON U.S.		264	3.8	3,745	54.5
		6	399	5.8	3,790	55.2
ICUS COCOA	U.S.		2,634	0.8	206	0.1	322,897
	NON U.S.		7,939	2.5	1,694	0.5
		10	10,573	3.3	1,900	0.6
NYME PALLADIUM	U.S.	4	198	0.8	7,029	27.5	25,563
	NON U.S.	15	1,085	4.2	3,264	12.8
		19	1,283	5.0	10,293	40.3
NYME PLATINUM	U.S.	5	973	1.1	22,479	24.7	90,939
	NON U.S.	21	4,016	4.4	26,850	29.5
		26	4,989	5.5	49,329	54.2
ICUS SUGAR NO. 11	U.S.		11,799	1.2	3,786	0.4	1,004,980
	NON U.S.		61,017	6.1	5,178	0.5
		15	72,816	7.2	8,964	0.9
ICUS COFFEE C	U.S.		3,649	1.3	883	0.3	283,874
	NON U.S.		13,157	4.6	11,401	4.0
		20	16,806	5.9	12,284	4.3
CMX SILVER	U.S.	4	3,938	1.9	35,756	17.4	205,807
	NON U.S.	21	11,460	5.6	55,339	26.9
		25	15,398	7.5	91,095	44.3
CMX COPPER-GRADE #1	U.S.		3,330	1.5	0	0.0	215,424
	NON U.S.		11,959	5.6	786	0.4
		16	15,289	7.1	786	0.4
CMX GOLD	U.S.	4	6,587	0.9	107,121	15.3	701,016
	NON U.S.	32	104,855	15.0	209,545	29.9
		36	111,442	15.9	316,666	45.2
CME CANADIAN DOLLAR	U.S.		6,652	3.6	48,581	26.4	184,060
	NON U.S.		4,373	2.4	6,140	3.3
		5	11,025	6.0	54,721	29.7
CME MEXICAN PESO	NON U.S.		1,198	0.4	59,651	20.5	290,980
		8	1,198	0.4	59,651	20.5
CME BRITISH POUND STERLING	U.S.		1,056	0.4	14,087	6.0	236,714
	NON U.S.		1,279	0.5	16,656	7.0
		7	2,335	1.0	30,743	13.0
CME JAPANESE YEN	U.S.		40,092	18.7	1,227	0.6	214,223
	NON U.S.		11,074	5.2	857	0.4
		5	51,166	23.9	2,084	1.0
CME EURO FX	U.S.		5,365	0.9	41,266	7.0	590,124
	NON U.S.		22,607	3.8	4,265	0.7
		13	27,972	4.7	45,531	7.7
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		3,958	1.1	3,615	1.0	361,944
	NON U.S.		15,478	4.3	5,851	1.6
		13	19,436	5.4	9,466	2.6
E VIX FUTURES	U.S.		7,194	1.5	4,751	1.0	483,774
	NON U.S.		52,751	10.9	1,837	0.4
		7	59,945	12.4	6,588	1.4
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.		870	0.9	4,057	4.0	101,933
	NON U.S.		0	0.0	17,824	17.5
		10	870	0.9	21,881	21.5
CME 3-MONTH EURODOLLARS	U.S.	7	1,056,187	8.6	1,542,183	12.6	12,276,044
	NON U.S.	37	1,045,554	8.5	1,004,468	8.2
		44	2,101,741	17.1	2,546,651	20.7
CME 3-MONTH SOFR	U.S.	4	1,474	0.8	16,523	9.2	180,085
	NON U.S.	5	681	0.4	7,521	4.2
		9	2,155	1.2	24,044	13.4
CME 1-MONTH SOFR	U.S.	5	8,715	2.7	9,865	3.0	327,427
	NON U.S.	8	999	0.3	10,785	3.3
		13	9,714	3.0	20,650	6.3
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	821	7.6	10,861
	NON U.S.		720	6.6	6,652	61.2
		6	720	6.6	7,473	68.8
CME E-MINI S&P 500 STOCK INDEX	U.S.	8	37,382	1.3	34,454	1.2	2,893,602
	NON U.S.	21	117,461	4.1	157,830	5.5
		29	154,843	5.4	192,284	6.6
CME E-MINI S&P FINANCIAL INDEX	U.S.		619	2.3	0	0.0	27,316
	NON U.S.		357	1.3	12,249	44.8
		7	976	3.6	12,249	44.8
CME E-MINI S&P INDUSTRIAL INDEX	U.S.		0	0.0	1,210	10.2	11,837
	NON U.S.		3,206	27.1	4,760	40.2
		6	3,206	27.1	5,970	50.4
CME S&P 500 TOTAL RETURN INDEX	U.S.		11,000	4.1	40,075	14.8	270,522
	NON U.S.		50,460	18.7	19,907	7.4
		8	61,460	22.7	59,982	22.2
CME E-MINI S&P COMMUNICATION INDEX	NON U.S.		9,523	84.8	7,945	70.7	11,233
		5	9,523	84.8	7,945	70.7
CMX ALUMINUM MW US TR PLATTS	U.S.		2,638	10.4	90	0.4	25,429
	NON U.S.		3,304	13.0	0	0.0
		5	5,942	23.4	90	0.4
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.		410	0.2	3,092	1.5	210,730
	NON U.S.		12,640	6.0	6,799	3.2
		19	13,050	6.2	9,891	4.7
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	4,362	0.9	8,900	1.9	478,609
	NON U.S.	13	17,673	3.7	32,011	6.7
		19	22,035	4.6	40,911	8.5
ICUS MSCI EAFE MINI INDEX	U.S.	5	4,145	1.1	2,032	0.5	386,469
	NON U.S.	5	2,885	0.7	26,124	6.8
		10	7,030	1.8	28,156	7.3
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	5	5,152	0.4	22,336	1.5	1,444,959
	NON U.S.	15	18,663	1.3	95,880	6.6
		20	23,815	1.6	118,216	8.2
CME EURO FX/JAPANESE YEN XRATE	NON U.S.		4,807	20.3	2,508	10.6	23,734
		5	4,807	20.3	2,508	10.6
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	3,178	2.4	6,083	4.7	129,750
	NON U.S.	4	50,006	38.5	27,929	21.5
		8	53,184	41.0	34,012	26.2
NYME GULF JET NY HEAT OIL SPR	U.S.		2,149	13.6	0	0.0	15,829
	NON U.S.		931	5.9	0	0.0
		5	3,080	19.5	0	0.0