January Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 1/8/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,935	1.8	3,829	0.9	442,962
	NON U.S.		39,204	8.9	10,525	2.4
		17	47,139	10.6	14,354	3.2
CBT WHEAT-HRW	U.S.		4,121	1.4	4,613	1.5	300,497
	NON U.S.		13,835	4.6	5,826	1.9
		13	17,956	6.0	10,439	3.5
CBT CORN	U.S.	4	17,201	1.1	17,270	1.1	1,621,715
	NON U.S.	11	71,792	4.4	15,912	1.0
		15	88,993	5.5	33,182	2.0
CBT SOYBEANS	U.S.		6,179	0.9	1,569	0.2	673,773
	NON U.S.		31,368	4.7	5,391	0.8
		17	37,547	5.6	6,960	1.0
CBT SOYBEAN OIL	U.S.		5,859	1.2	723	0.2	477,746
	NON U.S.		28,783	6.0	1,809	0.4
		12	34,642	7.3	2,532	0.5
CBT U.S. TREASURY BONDS	U.S.	6	11,363	1.2	11,674	1.2	935,255
	NON U.S.	8	7,615	0.8	6,532	0.7
		14	18,978	2.0	18,206	1.9
CBT ULTRA U.S. TREASURY BONDS	U.S.		5,651	0.5	1,533	0.1	1,099,647
	NON U.S.		0	0.0	10,730	1.0
		5	5,651	0.5	12,263	1.1
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	18,599	5.1	3,533	1.0	365,700
	NON U.S.	6	14,903	4.1	953	0.3
		10	33,502	9.2	4,486	1.2
NYME UP DOWN GC ULSD VS HO SPR	U.S.		2,880	8.6	0	0.0	33,612
	NON U.S.		1,058	3.1	0	0.0
		5	3,938	11.7	0	0.0
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	4	12,958	0.3	1,810,894	35.6	5,091,392
	NON U.S.	8	43,892	0.9	1,004,102	19.7
		12	56,850	1.1	2,814,996	55.3
IFED NATURAL GAS PENULTIMATE ICE	U.S.		8,208	5.2	6,579	4.2	157,270
	NON U.S.		5,322	3.4	4,246	2.7
		7	13,530	8.6	10,825	6.9
IFED PG&E CITYGATE FIN BASIS	U.S.		2,418	1.9	893	0.7	124,040
	NON U.S.		1,722	1.4	17,652	14.2
		5	4,140	3.3	18,545	15.0
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	92,945	32.1	289,579
	NON U.S.		3,344	1.2	117,447	40.6
		8	3,344	1.2	210,392	72.7
IFED AECO FIN BASIS	U.S.		123	0.0	2,635	0.3	758,074
	NON U.S.		19,908	2.6	579,193	76.4
		7	20,031	2.6	581,828	76.8
IFED CHICAGO FIN BASIS	U.S.		23,577	6.0	292	0.1	394,545
	NON U.S.		4,503	1.1	60,420	15.3
		9	28,080	7.1	60,712	15.4
IFED HSC FIN BASIS	U.S.		12,522	2.4	120,611	23.3	516,857
	NON U.S.		1,168	0.2	19,765	3.8
		8	13,690	2.6	140,376	27.2
IFED WAHA FIN BASIS	U.S.		1,459	0.5	83,345	27.3	305,125
	NON U.S.		184	0.1	31,337	10.3
		7	1,643	0.5	114,682	37.6
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	67,269	28.3	237,303
	NON U.S.		0	0.0	67,630	28.5
		8	0	0.0	134,899	56.8
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		8,572	1.6	132,424	24.0	552,880
	NON U.S.		27,051	4.9	54,329	9.8
		8	35,623	6.4	186,753	33.8
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		33,913	17.4	2,936	1.5	194,410
	NON U.S.		305	0.2	4,743	2.4
		5	34,218	17.6	7,679	3.9
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		12,497	8.0	3,288	2.1	157,040
	NON U.S.		2,834	1.8	7,939	5.1
		5	15,331	9.8	11,227	7.1
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		8,460	11.2	6,365	8.5	75,309
		5	8,460	11.2	6,365	8.5
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		7,143	4.6	28,300	18.3	154,745
	NON U.S.		6,220	4.0	8,814	5.7
		6	13,363	8.6	37,114	24.0
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		7,728	3.3	7,650	3.2	236,642
	NON U.S.		0	0.0	13,107	5.5
		6	7,728	3.3	20,757	8.8
IFED TETCO M2 Basis (Receipts)	U.S.		48	0.0	75,697	30.5	248,523
	NON U.S.		244	0.1	62,828	25.3
		6	292	0.1	138,525	55.7
NYME NATURAL GAS	U.S.	4	32,916	2.6	40,707	3.2	1,286,501
	NON U.S.	13	49,136	3.8	65,990	5.1
		17	82,052	6.4	106,697	8.3
NYME HENRY HUB LAST DAY FIN	U.S.		8,463	1.8	99,744	21.3	469,219
	NON U.S.		4,377	0.9	19,423	4.1
		8	12,840	2.7	119,167	25.4
NYME HENRY HUB PENULTIMATE FIN	U.S.		16,762	15.8	2,096	2.0	106,000
	NON U.S.		5,987	5.6	748	0.7
		7	22,749	21.5	2,844	2.7
CBT SOYBEAN MEAL	U.S.		2,552	0.6	2,194	0.5	444,936
	NON U.S.		36,550	8.2	230	0.1
		15	39,102	8.8	2,424	0.5
ICUS COTTON NO. 2	U.S.		499	0.2	2,013	0.9	224,007
	NON U.S.		14,457	6.5	5,808	2.6
		16	14,956	6.7	7,821	3.5
NYME HENRY HUB	U.S.		10,886	1.0	301,622	28.4	1,062,055
	NON U.S.		42,311	4.0	335,188	31.6
		9	53,197	5.0	636,810	60.0
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		26,368	17.1	2,680	1.7	154,049
	NON U.S.		31,245	20.3	6,548	4.3
		8	57,613	37.4	9,228	6.0
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	22,095	0.9	17,098	0.7	2,571,575
	NON U.S.	24	40,614	1.6	37,790	1.5
		30	62,709	2.4	54,888	2.1
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	10	61,555	1.5	33,478	0.8	4,093,131
	NON U.S.	32	55,005	1.3	102,367	2.5
		42	116,560	2.8	135,845	3.3
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		5,802	0.8	0	0.0	712,469
	NON U.S.		0	0.0	13,363	1.9
		5	5,802	0.8	13,363	1.9
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	17,510	0.4	13,478	0.3	4,564,764
	NON U.S.	23	43,904	1.0	120,234	2.6
		28	61,414	1.3	133,712	2.9
CBT 30-DAY FEDERAL FUNDS	U.S.	8	310,453	15.6	225,184	11.3	1,995,433
	NON U.S.	25	165,492	8.3	212,988	10.7
		33	475,945	23.9	438,172	22.0
CME LEAN HOGS	U.S.		625	0.3	1,271	0.6	212,433
	NON U.S.		18,567	8.7	2,903	1.4
		11	19,192	9.0	4,174	2.0
CME LIVE CATTLE	U.S.		1,011	0.3	603	0.2	383,428
	NON U.S.		25,923	6.8	0	0.0
		11	26,934	7.0	603	0.2
CME FEEDER CATTLE	U.S.		645	1.3	78	0.2	50,100
	NON U.S.		1,179	2.4	718	1.4
		6	1,824	3.6	796	1.6
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		527	1.4	2,441	6.7	36,513
	NON U.S.		18	0.0	3,765	10.3
		5	545	1.5	6,206	17.0
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	1,805	9.1	19,892
	NON U.S.		25	0.1	622	3.1
		5	25	0.1	2,427	12.2
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,662	3.3	4,981	9.7	51,130
	NON U.S.		36	0.1	2,092	4.1
		7	1,698	3.3	7,073	13.8
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	14,857	29.7	50,051
	NON U.S.		0	0.0	5,882	11.8
		6	0	0.0	20,739	41.4
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		7,232	6.8	2,502	2.4	105,969
	NON U.S.		913	0.9	3,089	2.9
		7	8,145	7.7	5,591	5.3
NYME MT BELVIEU ETHANE OPIS	U.S.		1,171	3.0	8,566	21.7	39,491
	NON U.S.		108	0.3	3,981	10.1
		5	1,279	3.2	12,547	31.8
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	5,432	14.8	36,735
	NON U.S.		78	0.2	1,904	5.2
		5	78	0.2	7,336	20.0
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	3,484	20.6	16,945
	NON U.S.		3,151	18.6	612	3.6
		5	3,151	18.6	4,096	24.2
NYME CONWAY PROPANE (OPIS)	U.S.		494	2.5	233	1.2	19,551
	NON U.S.		66	0.3	2,773	14.2
		6	560	2.9	3,006	15.4
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		30,139	5.3	45,471	8.0	567,729
	NON U.S.		12,373	2.2	2,730	0.5
		17	42,512	7.5	48,201	8.5
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		1,050	2.5	459	1.1	42,116
	NON U.S.		933	2.2	22,940	54.5
		6	1,983	4.7	23,399	55.6
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		19,520	10.0	38,162	19.6	195,030
	NON U.S.		24	0.0	6,658	3.4
		5	19,544	10.0	44,820	23.0
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	41,296	1.9	181,437	8.6	2,120,930
	NON U.S.	19	64,599	3.0	169,059	8.0
		23	105,895	5.0	350,496	16.5
NYME WTI CRUDE OIL CALENDAR	U.S.		9,856	6.6	35,518	23.8	148,929
	NON U.S.		9,906	6.7	28,023	18.8
		8	19,762	13.3	63,541	42.7
NYME WTI-BRENT CALENDAR	U.S.		20,713	15.9	20,889	16.0	130,611
	NON U.S.		6,276	4.8	180	0.1
		6	26,989	20.7	21,069	16.1
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		0	0.0	11,653	27.9	41,745
	NON U.S.		0	0.0	1,667	4.0
		5	0	0.0	13,320	31.9
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		18,995	12.8	34,924	23.6	147,858
	NON U.S.		0	0.0	8,600	5.8
		6	18,995	12.8	43,524	29.4
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		260	2.1	0	0.0	12,364
	NON U.S.		330	2.7	7,530	60.9
		6	590	4.8	7,530	60.9
ICUS COCOA	U.S.		2,455	1.0	339	0.1	251,408
	NON U.S.		6,480	2.6	1,404	0.6
		11	8,935	3.6	1,743	0.7
NYME PALLADIUM	U.S.	4	1,622	5.7	7,761	27.2	28,529
	NON U.S.	13	819	2.9	3,091	10.8
		17	2,441	8.6	10,852	38.0
NYME PLATINUM	U.S.	5	2,662	3.1	15,157	17.5	86,645
	NON U.S.	18	1,985	2.3	8,849	10.2
		23	4,647	5.4	24,006	27.7
ICUS SUGAR NO. 11	U.S.		11,624	1.3	2,402	0.3	901,214
	NON U.S.		50,297	5.6	10,253	1.1
		12	61,921	6.9	12,655	1.4
ICUS COFFEE C	U.S.		3,564	1.3	4,089	1.5	279,795
	NON U.S.		11,894	4.3	841	0.3
		19	15,458	5.5	4,930	1.8
CMX SILVER	U.S.	5	4,131	2.2	47,736	25.6	186,506
	NON U.S.	21	8,425	4.5	35,196	18.9
		26	12,556	6.7	82,932	44.5
CMX COPPER-GRADE #1	U.S.	4	4,669	1.9	202	0.1	242,731
	NON U.S.	12	9,599	4.0	302	0.1
		16	14,268	5.9	504	0.2
CMX GOLD	U.S.	5	4,557	1.0	76,077	16.7	455,232
	NON U.S.	28	29,660	6.5	77,869	17.1
		33	34,217	7.5	153,946	33.8
CME CANADIAN DOLLAR	U.S.		11,826	7.1	0	0.0	167,005
	NON U.S.		7,607	4.6	0	0.0
		5	19,433	11.6	0	0.0
CME MEXICAN PESO	NON U.S.		1,085	0.7	49,274	30.7	160,493
		9	1,085	0.7	49,274	30.7
CME BRITISH POUND STERLING	U.S.		41,154	19.5	3,486	1.7	210,800
	NON U.S.		5,953	2.8	3,034	1.4
		7	47,107	22.3	6,520	3.1
CME JAPANESE YEN	U.S.		3,142	1.4	16,847	7.3	230,524
	NON U.S.		3,086	1.3	19,099	8.3
		7	6,228	2.7	35,946	15.6
CME EURO FX	U.S.		833	0.2	8,776	1.7	514,545
	NON U.S.		21,550	4.2	15,832	3.1
		15	22,383	4.4	24,608	4.8
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		4,292	1.1	3,509	0.9	404,907
	NON U.S.		12,762	3.2	1,035	0.3
		10	17,054	4.2	4,544	1.1
E VIX FUTURES	U.S.		307	0.1	300	0.1	372,059
	NON U.S.		5,740	1.5	52,643	14.1
		8	6,047	1.6	52,943	14.2
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	976	1.3	2,306	3.1	74,455
	NON U.S.	4	1,415	1.9	1,546	2.1
		9	2,391	3.2	3,852	5.2
CME 3-MONTH EURODOLLARS	U.S.	8	1,422,036	11.1	1,235,159	9.7	12,799,488
	NON U.S.	34	705,082	5.5	704,433	5.5
		42	2,127,118	16.6	1,939,592	15.2
CME E-MINI S&P 500 STOCK INDEX	U.S.	6	13,080	0.5	171,789	6.5	2,628,458
	NON U.S.	22	71,342	2.7	96,281	3.7
		28	84,422	3.2	268,070	10.2
CME S&P 500 TOTAL RETURN INDEX	U.S.		10,000	4.6	9,000	4.2	215,859
	NON U.S.		41,061	19.0	37,250	17.3
		6	51,061	23.7	46,250	21.4
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	942	0.5	4,099	2.0	205,311
	NON U.S.	15	19,296	9.4	4,929	2.4
		19	20,238	9.9	9,028	4.4
CME AUSTRALIAN DOLLAR	U.S.		5,584	4.4	1,047	0.8	127,476
	NON U.S.		2,700	2.1	2,357	1.8
		6	8,284	6.5	3,404	2.7
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	9,676	2.1	695	0.1	471,110
	NON U.S.	11	26,941	5.7	4,777	1.0
		17	36,617	7.8	5,472	1.2
ICUS MSCI EAFE MINI INDEX	U.S.		416	0.1	0	0.0	311,927
	NON U.S.		558	0.2	23,782	7.6
		8	974	0.3	23,782	7.6
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.		3,373	0.3	0	0.0	1,258,234
	NON U.S.		15,589	1.2	63,752	5.1
		18	18,962	1.5	63,752	5.1
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		814	1.2	2,708	4.1	65,301
	NON U.S.		15,321	23.5	16,584	25.4
		5	16,135	24.7	19,292	29.5
NYME GULF JET NY HEAT OIL SPR	U.S.		2,611	13.8	0	0.0	18,888
	NON U.S.		1,365	7.2	0	0.0
		5	3,976	21.1	0	0.0