January Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 1/7/2020
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.	4	5,754	1.3	1,049	0.2	434,673
	NON U.S.	16	41,601	9.6	11,455	2.6
		20	47,355	10.9	12,504	2.9
CBT WHEAT-HRW	U.S.		6,678	2.5	2,040	0.8	267,769
	NON U.S.		17,290	6.5	475	0.2
		12	23,968	9.0	2,515	0.9
CBT CORN	U.S.		3,243	0.2	13,883	0.9	1,487,222
	NON U.S.		73,333	4.9	9,704	0.7
		16	76,576	5.1	23,587	1.6
CBT SOYBEANS	U.S.	5	5,568	0.8	7,596	1.1	722,012
	NON U.S.	14	55,199	7.6	2,290	0.3
		19	60,767	8.4	9,886	1.4
CBT SOYBEAN OIL	U.S.		10,039	1.9	3,390	0.7	517,741
	NON U.S.		47,276	9.1	1,964	0.4
		12	57,315	11.1	5,354	1.0
CBT U.S. TREASURY BONDS	U.S.	5	8,696	0.9	1,546	0.2	1,010,901
	NON U.S.	13	3,559	0.4	5,094	0.5
		18	12,255	1.2	6,640	0.7
CBT ULTRA U.S. TREASURY BONDS	U.S.		3,047	0.2	2,049	0.2	1,236,648
	NON U.S.		10,216	0.8	8,696	0.7
		6	13,263	1.1	10,745	0.9
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		16,579	3.8	484	0.1	437,426
	NON U.S.		16,217	3.7	2,054	0.5
		11	32,796	7.5	2,538	0.6
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	13,006	0.3	1,886,836	37.6	5,018,664
	NON U.S.	9	82,665	1.6	913,647	18.2
		14	95,671	1.9	2,800,483	55.8
IFED NATURAL GAS PENULTIMATE ICE	U.S.		25,446	11.5	23,086	10.4	222,179
	NON U.S.		5,134	2.3	6,222	2.8
		7	30,580	13.8	29,308	13.2
IFED NWP ROCKIES FIN BASIS	U.S.		471	0.1	82,454	25.5	323,097
	NON U.S.		12,383	3.8	57,715	17.9
		7	12,854	4.0	140,169	43.4
IFED AECO FIN BASIS	U.S.		304	0.0	9,955	1.2	842,660
	NON U.S.		17,906	2.1	585,374	69.5
		7	18,210	2.2	595,329	70.6
IFED CHICAGO FIN BASIS	U.S.		24,656	6.9	3,607	1.0	357,994
	NON U.S.		5,353	1.5	37,663	10.5
		7	30,009	8.4	41,270	11.5
IFED HSC FIN BASIS	U.S.	4	11,784	2.4	73,680	14.7	499,618
	NON U.S.	4	2,069	0.4	14,777	3.0
		8	13,853	2.8	88,457	17.7
IFED WAHA FIN BASIS	U.S.		3,905	1.0	146,463	38.3	381,939
	NON U.S.		15,221	4.0	23,451	6.1
		7	19,126	5.0	169,914	44.5
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	66,587	28.1	237,283
	NON U.S.		0	0.0	55,452	23.4
		7	0	0.0	122,039	51.4
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		12,308	6.9	41,846	23.5	177,904
	NON U.S.		1,956	1.1	9,701	5.5
		6	14,264	8.0	51,547	29.0
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		19,729	3.5	130,977	23.3	561,359
	NON U.S.		45,426	8.1	79,465	14.2
		8	65,155	11.6	210,442	37.5
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		19,949	24.3	2,471	3.0	81,958
		6	19,949	24.3	2,471	3.0
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		6,644	4.4	13,042	8.6	151,547
	NON U.S.		4,965	3.3	3,496	2.3
		5	11,609	7.7	16,538	10.9
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		38,239	17.2	3,558	1.6	222,463
	NON U.S.		0	0.0	9,085	4.1
		5	38,239	17.2	12,643	5.7
IFED TRANSCO ZONE 6 BASIS	U.S.		1,658	1.3	9,695	7.7	126,579
	NON U.S.		180	0.1	13,379	10.6
		5	1,838	1.5	23,074	18.2
IFED TETCO M2 Basis (Receipts)	U.S.		17,505	6.4	112,587	40.9	275,368
	NON U.S.		5,924	2.2	43,450	15.8
		6	23,429	8.5	156,037	56.7
IFED REX ZONE 3 BASIS	U.S.		642	0.3	11,319	5.7	200,060
	NON U.S.		0	0.0	13,878	6.9
		5	642	0.3	25,197	12.6
NYME NATURAL GAS	U.S.	5	57,975	4.3	33,382	2.5	1,344,906
	NON U.S.	16	80,091	6.0	52,324	3.9
		21	138,066	10.3	85,706	6.4
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,319	2.4	72,716	24.2	300,128
	NON U.S.	6	4,329	1.4	16,511	5.5
		10	11,648	3.9	89,227	29.7
NYME HENRY HUB PENULTIMATE FIN	U.S.		16,154	18.7	6,136	7.1	86,462
	NON U.S.		6,847	7.9	1,293	1.5
		7	23,001	26.6	7,429	8.6
CBT SOYBEAN MEAL	U.S.		5,349	1.2	3,761	0.8	444,311
	NON U.S.		44,140	9.9	280	0.1
		16	49,489	11.1	4,041	0.9
ICUS COTTON NO. 2	U.S.		2,994	1.3	1,242	0.5	236,605
	NON U.S.		13,491	5.7	16,363	6.9
		15	16,485	7.0	17,605	7.4
NYME HENRY HUB	U.S.		11,659	1.5	257,619	33.5	768,480
	NON U.S.		37,194	4.8	254,325	33.1
		11	48,853	6.4	511,944	66.6
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		33,262	27.5	5,535	4.6	121,077
	NON U.S.		18,184	15.0	5,638	4.7
		8	51,446	42.5	11,173	9.2
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	34,188	1.0	13,031	0.4	3,537,903
	NON U.S.	21	21,295	0.6	57,063	1.6
		26	55,483	1.6	70,094	2.0
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	8	100,944	2.7	12,760	0.3	3,753,965
	NON U.S.	33	47,446	1.3	57,669	1.5
		41	148,390	4.0	70,429	1.9
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	11,167	0.3	33,764	0.8	4,251,556
	NON U.S.	19	21,949	0.5	77,983	1.8
		24	33,116	0.8	111,747	2.6
CBT 30-DAY FEDERAL FUNDS	U.S.	6	241,816	13.6	111,358	6.2	1,782,381
	NON U.S.	24	147,094	8.3	70,299	3.9
		30	388,910	21.8	181,657	10.2
CME LEAN HOGS	U.S.		330	0.1	1,426	0.5	288,334
	NON U.S.		18,603	6.5	2,188	0.8
		12	18,933	6.6	3,614	1.3
CME LIVE CATTLE	U.S.		1,030	0.3	1,887	0.5	381,118
	NON U.S.		23,951	6.3	0	0.0
		10	24,981	6.6	1,887	0.5
CME FEEDER CATTLE	U.S.		25	0.0	106	0.2	51,424
	NON U.S.		1,477	2.9	270	0.5
		7	1,502	2.9	376	0.7
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		2,592	8.8	3,693	12.5	29,583
	NON U.S.		0	0.0	2,275	7.7
		5	2,592	8.8	5,968	20.2
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	7,716	19.2	40,150
	NON U.S.		0	0.0	2,504	6.2
		5	0	0.0	10,220	25.5
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		6,281	11.7	1,435	2.7	53,755
	NON U.S.		3,394	6.3	249	0.5
		7	9,675	18.0	1,684	3.1
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	9,304	16.9	55,003
	NON U.S.		0	0.0	2,146	3.9
		5	0	0.0	11,450	20.8
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		2,731	2.3	7,632	6.5	117,840
	NON U.S.		2,547	2.2	4,232	3.6
		6	5,278	4.5	11,864	10.1
NYME MT BELVIEU ETHANE OPIS	U.S.		2,438	6.6	7,390	19.9	37,048
	NON U.S.		0	0.0	6,221	16.8
		5	2,438	6.6	13,611	36.7
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	6,539	14.0	46,855
	NON U.S.		934	2.0	2,881	6.1
		6	934	2.0	9,420	20.1
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	5,781	32.9	17,565
	NON U.S.		2,047	11.7	1,109	6.3
		5	2,047	11.7	6,890	39.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		17,698	3.0	80,783	13.8	585,747
	NON U.S.		5,338	0.9	11,410	1.9
		16	23,036	3.9	92,193	15.7
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		0	0.0	716	2.9	24,940
	NON U.S.		0	0.0	13,601	54.5
		6	0	0.0	14,317	57.4
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	5,445	55.6	9,797
		5	0	0.0	5,445	55.6
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	21,171	0.9	326,312	14.5	2,244,930
	NON U.S.	19	52,400	2.3	272,139	12.1
		23	73,571	3.3	598,451	26.7
NYME WTI FINANCIAL CRUDE OIL	U.S.		2,500	1.5	18,742	11.2	167,163
	NON U.S.		1,995	1.2	47,615	28.5
		10	4,495	2.7	66,357	39.7
NYME WTI-BRENT CALENDAR	U.S.		1,140	0.7	21,042	13.4	157,486
	NON U.S.		1,512	1.0	180	0.1
		6	2,652	1.7	21,222	13.5
NYME BRENT CRUDE OIL LAST DAY	U.S.		3,961	1.8	1,161	0.5	224,404
	NON U.S.		354	0.2	904	0.4
		5	4,315	1.9	2,065	0.9
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		0	0.0	21,339	14.1	151,596
	NON U.S.		0	0.0	585	0.4
		5	0	0.0	21,924	14.5
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		3,372	2.7	18,506	14.6	126,922
	NON U.S.		0	0.0	11,128	8.8
		5	3,372	2.7	29,634	23.3
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		90	1.5	45	0.7	6,192
	NON U.S.		264	4.3	3,628	58.6
		6	354	5.7	3,673	59.3
ICUS COCOA	U.S.		2,943	1.0	96	0.0	285,602
	NON U.S.		7,802	2.7	1,494	0.5
		11	10,745	3.8	1,590	0.6
NYME PALLADIUM	U.S.	4	184	0.7	6,997	28.1	24,888
	NON U.S.	14	593	2.4	2,438	9.8
		18	777	3.1	9,435	37.9
NYME PLATINUM	U.S.	4	931	0.9	27,988	27.3	102,495
	NON U.S.	21	3,748	3.7	29,898	29.2
		25	4,679	4.6	57,886	56.5
ICUS SUGAR NO. 11	U.S.		12,852	1.3	2,044	0.2	990,792
	NON U.S.		58,961	6.0	11,552	1.2
		14	71,813	7.2	13,596	1.4
ICUS COFFEE C	U.S.		3,524	1.2	263	0.1	284,371
	NON U.S.		12,497	4.4	14,304	5.0
		22	16,021	5.6	14,567	5.1
CMX SILVER	U.S.	4	3,626	1.5	37,609	16.0	234,324
	NON U.S.	24	11,635	5.0	58,582	25.0
		28	15,261	6.5	96,191	41.1
CMX COPPER-GRADE #1	U.S.		3,492	1.3	123	0.0	270,889
	NON U.S.		12,839	4.7	1,187	0.4
		15	16,331	6.0	1,310	0.5
CMX GOLD	U.S.	5	6,690	0.9	116,257	14.8	785,857
	NON U.S.	35	90,084	11.5	205,628	26.2
		40	96,774	12.3	321,885	41.0
CME CANADIAN DOLLAR	U.S.		500	0.3	38,881	20.5	189,996
	NON U.S.		4,307	2.3	2,584	1.4
		5	4,807	2.5	41,465	21.8
CME MEXICAN PESO	NON U.S.		1,211	0.4	91,264	32.2	283,332
		9	1,211	0.4	91,264	32.2
CME BRITISH POUND STERLING	U.S.		282	0.1	7,302	3.7	197,490
	NON U.S.		1,072	0.5	3,908	2.0
		6	1,354	0.7	11,210	5.7
CME EURO FX	U.S.		443	0.1	17,805	3.2	555,940
	NON U.S.		17,973	3.2	9,132	1.6
		12	18,416	3.3	26,937	4.8
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		3,959	1.0	2,243	0.6	391,316
	NON U.S.		13,048	3.3	3,299	0.8
		12	17,007	4.3	5,542	1.4
E VIX FUTURES	U.S.		5,738	1.3	5,417	1.3	429,698
	NON U.S.		31,443	7.3	1,668	0.4
		8	37,181	8.7	7,085	1.6
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	1,510	1.5	11,410	11.6	98,155
	NON U.S.	6	1,143	1.2	15,112	15.4
		11	2,653	2.7	26,522	27.0
CME 3-MONTH EURODOLLARS	U.S.	8	1,141,481	10.4	1,246,767	11.3	10,988,558
	NON U.S.	31	1,049,004	9.5	829,684	7.6
		39	2,190,485	19.9	2,076,451	18.9
CME 3-MONTH SOFR	U.S.		239	0.2	13,985	10.6	131,476
	NON U.S.		639	0.5	7,107	5.4
		8	878	0.7	21,092	16.0
CME 1-MONTH SOFR	U.S.	4	6,225	3.0	13,689	6.6	208,807
	NON U.S.	8	770	0.4	10,696	5.1
		12	6,995	3.3	24,385	11.7
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	34,139	1.3	94,695	3.5	2,709,583
	NON U.S.	23	60,352	2.2	285,036	10.5
		30	94,491	3.5	379,731	14.0
CME E-MINI S&P FINANCIAL INDEX	U.S.		395	1.5	0	0.0	26,480
	NON U.S.		299	1.1	9,975	37.7
		6	694	2.6	9,975	37.7
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	1,536	12.7	12,111
	NON U.S.		561	4.6	4,014	33.1
		6	561	4.6	5,550	45.8
CME S&P 500 TOTAL RETURN INDEX	U.S.		11,000	4.8	17,229	7.5	229,676
	NON U.S.		50,707	22.1	21,907	9.5
		8	61,707	26.9	39,136	17.0
CME E-MINI S&P COMMUNICATION INDEX	U.S.		1,000	16.7	0	0.0	5,989
	NON U.S.		2,612	43.6	3,174	53.0
		5	3,612	60.3	3,174	53.0
CMX ALUMINUM MW US TR PLATTS	U.S.		2,960	11.9	27	0.1	24,971
	NON U.S.		3,449	13.8	0	0.0
		5	6,409	25.7	27	0.1
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.		0	0.0	4,162	2.0	210,289
	NON U.S.		5,662	2.7	10,090	4.8
		16	5,662	2.7	14,252	6.8
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	3,970	0.8	14,817	3.0	487,072
	NON U.S.	12	12,266	2.5	53,548	11.0
		18	16,236	3.3	68,365	14.0
ICUS MSCI EAFE MINI INDEX	U.S.	5	4,221	1.1	2,027	0.5	378,279
	NON U.S.	5	1,374	0.4	21,806	5.8
		10	5,595	1.5	23,833	6.3
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	4	15,484	1.1	535	0.0	1,462,808
	NON U.S.	15	18,392	1.3	145,490	9.9
		19	33,876	2.3	146,025	10.0
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	661	0.9	5,456	7.0	77,755
	NON U.S.	4	11,625	15.0	18,880	24.3
		8	12,286	15.8	24,336	31.3