May Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 5/7/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		8,576	1.8	2,925	0.6	474,895
	NON U.S.		40,082	8.4	11,474	2.4
		16	48,658	10.2	14,399	3.0
CBT WHEAT-HRW	U.S.		7,061	2.1	3,002	0.9	330,843
	NON U.S.		21,156	6.4	682	0.2
		11	28,217	8.5	3,684	1.1
CBT CORN	U.S.		10,895	0.7	39,409	2.4	1,611,629
	NON U.S.		72,519	4.5	5,141	0.3
		15	83,414	5.2	44,550	2.8
CBT SOYBEANS	U.S.	5	896	0.1	8,958	1.2	752,910
	NON U.S.	11	37,090	4.9	3,114	0.4
		16	37,986	5.0	12,072	1.6
CBT SOYBEAN OIL	U.S.		9,073	1.8	1,953	0.4	510,593
	NON U.S.		36,948	7.2	1,676	0.3
		11	46,021	9.0	3,629	0.7
CBT U.S. TREASURY BONDS	U.S.	7	4,349	0.4	6,709	0.7	978,323
	NON U.S.	10	3,886	0.4	17,781	1.8
		17	8,235	0.8	24,490	2.5
CBT ULTRA U.S. TREASURY BONDS	U.S.		4,159	0.3	2,582	0.2	1,224,819
	NON U.S.		3,906	0.3	13,153	1.1
		7	8,065	0.7	15,735	1.3
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	16,399	4.1	5,012	1.3	395,250
	NON U.S.	6	14,056	3.6	301	0.1
		10	30,455	7.7	5,313	1.3
NYME UP DOWN GC ULSD VS HO SPR	U.S.		3,597	9.0	30	0.1	40,070
	NON U.S.		973	2.4	0	0.0
		5	4,570	11.4	30	0.1
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	15,932	0.3	1,758,516	35.2	4,991,263
	NON U.S.	8	53,790	1.1	996,205	20.0
		13	69,722	1.4	2,754,721	55.2
IFED NATURAL GAS PENULTIMATE ICE	U.S.		16,518	11.3	7,351	5.0	146,171
	NON U.S.		4,877	3.3	3,536	2.4
		6	21,395	14.6	10,887	7.4
IFED PG&E CITYGATE FIN BASIS	U.S.		1,457	1.0	2,121	1.5	144,009
	NON U.S.		1,553	1.1	30,629	21.3
		5	3,010	2.1	32,750	22.7
IFED NWP ROCKIES FIN BASIS	U.S.		91	0.0	85,987	25.7	333,932
	NON U.S.		6,917	2.1	111,888	33.5
		8	7,008	2.1	197,875	59.3
IFED AECO FIN BASIS	U.S.		1,353	0.2	7,841	1.1	742,258
	NON U.S.		18,186	2.5	560,311	75.5
		8	19,539	2.6	568,152	76.5
IFED CHICAGO FIN BASIS	U.S.		23,240	6.2	2,806	0.7	376,634
	NON U.S.		4,447	1.2	62,024	16.5
		9	27,687	7.4	64,830	17.2
IFED HSC FIN BASIS	U.S.		11,810	2.4	94,425	19.4	486,947
	NON U.S.		1,377	0.3	14,702	3.0
		8	13,187	2.7	109,127	22.4
IFED WAHA FIN BASIS	U.S.		1,095	0.4	85,246	27.3	312,127
	NON U.S.		7,695	2.5	29,329	9.4
		7	8,790	2.8	114,575	36.7
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	66,904	26.5	252,576
	NON U.S.		0	0.0	73,177	29.0
		8	0	0.0	140,081	55.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		19,076	3.4	108,375	19.5	554,956
	NON U.S.		63,549	11.5	47,405	8.5
		8	82,625	14.9	155,780	28.1
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		31,058	15.2	2,871	1.4	204,016
	NON U.S.		90	0.0	3,422	1.7
		5	31,148	15.3	6,293	3.1
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		7,236	4.7	9,072	5.8	155,096
	NON U.S.		7,284	4.7	5,257	3.4
		5	14,520	9.4	14,329	9.2
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		2,878	1.5	9,317	4.7	196,362
	NON U.S.		0	0.0	15,741	8.0
		5	2,878	1.5	25,058	12.8
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		14,091	18.6	4,069	5.4	75,913
		5	14,091	18.6	4,069	5.4
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		8,011	4.3	25,522	13.8	185,205
	NON U.S.		6,902	3.7	6,393	3.5
		6	14,913	8.1	31,915	17.2
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		5,989	2.4	13,441	5.4	246,948
	NON U.S.		0	0.0	12,146	4.9
		6	5,989	2.4	25,587	10.4
IFED TRANSCO ZONE 6 BASIS	U.S.		1,306	1.0	10,923	8.1	134,423
	NON U.S.		0	0.0	11,357	8.4
		5	1,306	1.0	22,280	16.6
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)	U.S.		3,999	2.6	13,977	9.2	151,445
	NON U.S.		5,775	3.8	9,369	6.2
		5	9,774	6.5	23,346	15.4
IFED TETCO M2 Basis (Receipts)	U.S.		2,015	0.8	91,868	35.7	257,208
	NON U.S.		10,071	3.9	61,580	23.9
		7	12,086	4.7	153,448	59.7
NYME NATURAL GAS	U.S.	5	31,380	2.5	37,482	3.0	1,268,920
	NON U.S.	11	64,008	5.0	62,223	4.9
		16	95,388	7.5	99,705	7.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	8,461	2.3	66,714	17.9	373,696
	NON U.S.	6	3,407	0.9	24,358	6.5
		10	11,868	3.2	91,072	24.4
NYME HENRY HUB PENULTIMATE FIN	U.S.		17,343	20.4	3,038	3.6	84,898
	NON U.S.		3,359	4.0	1,130	1.3
		5	20,702	24.4	4,168	4.9
CBT SOYBEAN MEAL	U.S.		6,005	1.2	3,609	0.7	484,655
	NON U.S.		31,173	6.4	843	0.2
		14	37,178	7.7	4,452	0.9
ICUS COTTON NO. 2	U.S.		1,886	0.9	287	0.1	220,228
	NON U.S.		16,879	7.7	6,263	2.8
		17	18,765	8.5	6,550	3.0
NYME HENRY HUB	U.S.		12,415	1.3	283,405	28.9	978,996
	NON U.S.		39,373	4.0	301,147	30.8
		9	51,788	5.3	584,552	59.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		28,459	21.7	3,838	2.9	130,866
	NON U.S.		24,333	18.6	7,354	5.6
		7	52,792	40.3	11,192	8.6
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	12,832	0.3	26,220	0.6	4,163,492
	NON U.S.	18	87,770	2.1	39,660	1.0
		24	100,602	2.4	65,880	1.6
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	108,462	2.7	20,733	0.5	4,015,511
	NON U.S.	27	55,322	1.4	44,338	1.1
		34	163,784	4.1	65,071	1.6
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,889	0.5	0	0.0	745,839
	NON U.S.		6,015	0.8	10,084	1.4
		6	9,904	1.3	10,084	1.4
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	23,603	0.5	28,553	0.6	4,786,121
	NON U.S.	21	32,496	0.7	94,644	2.0
		26	56,099	1.2	123,197	2.6
CBT 30-DAY FEDERAL FUNDS	U.S.	8	286,767	14.4	181,775	9.2	1,986,315
	NON U.S.	22	119,179	6.0	118,121	5.9
		30	405,946	20.4	299,896	15.1
CME LEAN HOGS	U.S.		21	0.0	160	0.1	308,459
	NON U.S.		21,339	6.9	2,439	0.8
		10	21,360	6.9	2,599	0.8
CME LIVE CATTLE	U.S.		1,467	0.4	1,733	0.5	383,343
	NON U.S.		25,456	6.6	38	0.0
		11	26,923	7.0	1,771	0.5
CME FEEDER CATTLE	U.S.		0	0.0	219	0.5	48,562
	NON U.S.		1,715	3.5	861	1.8
		7	1,715	3.5	1,080	2.2
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		1,274	3.2	2,721	6.9	39,207
	NON U.S.		1,170	3.0	3,476	8.9
		6	2,444	6.2	6,197	15.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,795	17.0	34,104
	NON U.S.		5	0.0	1,061	3.1
		5	5	0.0	6,856	20.1
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		5,073	7.8	4,489	6.9	64,726
	NON U.S.		1,299	2.0	1,224	1.9
		7	6,372	9.8	5,713	8.8
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	13,415	23.0	58,201
	NON U.S.		0	0.0	4,742	8.1
		6	0	0.0	18,157	31.2
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		5,269	4.0	4,858	3.6	133,196
	NON U.S.		2,193	1.6	5,291	4.0
		7	7,462	5.6	10,149	7.6
NYME MT BELVIEU ETHANE OPIS	U.S.		844	2.3	7,420	20.3	36,563
	NON U.S.		130	0.4	4,805	13.1
		6	974	2.7	12,225	33.4
NYME MT BELV NORM BUTANE OPIS	U.S.		84	0.2	5,133	13.3	38,709
	NON U.S.		297	0.8	3,636	9.4
		6	381	1.0	8,769	22.7
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	3,255	20.2	16,080
	NON U.S.		2,245	14.0	293	1.8
		5	2,245	14.0	3,548	22.1
NYME CONWAY PROPANE (OPIS)	U.S.		404	2.3	201	1.1	17,613
	NON U.S.		0	0.0	2,746	15.6
		6	404	2.3	2,947	16.7
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		18,941	3.0	55,932	8.8	634,678
	NON U.S.		13,124	2.1	3,240	0.5
		16	32,065	5.1	59,172	9.3
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		69	0.2	970	2.3	41,280
	NON U.S.		347	0.8	24,454	59.2
		6	416	1.0	25,424	61.6
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		11,620	5.4	56,366	26.1	216,120
	NON U.S.		0	0.0	7,459	3.5
		5	11,620	5.4	63,825	29.5
NYME CRUDE OIL, LIGHT SWEET	U.S.		8,288	0.4	252,033	11.8	2,133,539
	NON U.S.		55,512	2.6	235,940	11.1
		21	63,800	3.0	487,973	22.9
NYME WTI FINANCIAL CRUDE OIL	U.S.		6,183	3.5	37,264	21.1	176,954
	NON U.S.		9,587	5.4	35,638	20.1
		10	15,770	8.9	72,902	41.2
NYME WTI-BRENT CALENDAR	U.S.		16,604	10.5	18,604	11.8	157,514
	NON U.S.		5,448	3.5	180	0.1
		7	22,052	14.0	18,784	11.9
NYME BRENT (ICE) CALENDAR	U.S.		683	3.3	443	2.1	20,736
	NON U.S.		164	0.8	1,980	9.5
		5	847	4.1	2,423	11.7
NYME BRENT CRUDE OIL LAST DAY	U.S.		9,718	4.4	2,718	1.2	221,077
	NON U.S.		579	0.3	128	0.1
		5	10,297	4.7	2,846	1.3
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		0	0.0	6,846	22.1	30,916
	NON U.S.		0	0.0	1,027	3.3
		5	0	0.0	7,873	25.5
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		12,525	10.2	30,440	24.8	122,634
	NON U.S.		0	0.0	7,684	6.3
		6	12,525	10.2	38,124	31.1
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		135	0.8	70	0.4	17,160
	NON U.S.		90	0.5	11,270	65.7
		6	225	1.3	11,340	66.1
ICUS COCOA	U.S.		2,479	1.0	582	0.2	247,756
	NON U.S.		8,109	3.3	898	0.4
		12	10,588	4.3	1,480	0.6
NYME PALLADIUM	U.S.	4	323	1.5	7,621	35.5	21,485
	NON U.S.	15	1,451	6.8	2,138	10.0
		19	1,774	8.3	9,759	45.4
NYME PLATINUM	U.S.	5	1,851	2.5	18,963	25.3	74,901
	NON U.S.	20	3,014	4.0	14,501	19.4
		25	4,865	6.5	33,464	44.7
ICUS SUGAR NO. 11	U.S.		9,748	1.0	2,519	0.3	960,539
	NON U.S.		52,619	5.5	5,466	0.6
		10	62,367	6.5	7,985	0.8
ICUS COFFEE C	U.S.		3,154	0.9	3,116	0.9	339,590
	NON U.S.		13,731	4.0	724	0.2
		18	16,885	5.0	3,840	1.1
CMX SILVER	U.S.	4	5,096	2.6	14,738	7.4	199,467
	NON U.S.	22	13,466	6.8	41,471	20.8
		26	18,562	9.3	56,209	28.2
CMX COPPER-GRADE #1	U.S.		5,835	2.4	1,932	0.8	245,088
	NON U.S.		11,022	4.5	2,659	1.1
		16	16,857	6.9	4,591	1.9
CMX GOLD	U.S.	5	6,833	1.5	34,114	7.6	450,039
	NON U.S.	28	29,674	6.6	85,525	19.0
		33	36,507	8.1	119,639	26.6
CME MEXICAN PESO	NON U.S.		1,044	0.4	75,090	28.5	263,669
		11	1,044	0.4	75,090	28.5
CME JAPANESE YEN	U.S.		29,396	14.6	198	0.1	201,462
	NON U.S.		2,076	1.0	584	0.3
		5	31,472	15.6	782	0.4
CME EURO FX	U.S.		120	0.0	4,574	0.9	516,282
	NON U.S.		24,753	4.8	12,660	2.5
		16	24,873	4.8	17,234	3.3
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		5,463	1.4	2,334	0.6	400,228
	NON U.S.		12,725	3.2	761	0.2
		11	18,188	4.5	3,095	0.8
E VIX FUTURES	U.S.		761	0.2	1,458	0.3	425,097
	NON U.S.		32,752	7.7	2,990	0.7
		8	33,513	7.9	4,448	1.0
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	867	1.0	3,756	4.5	82,815
	NON U.S.	6	571	0.7	11,858	14.3
		11	1,438	1.7	15,614	18.9
CME 3-MONTH EURODOLLARS	U.S.	8	897,230	6.8	1,216,682	9.3	13,114,717
	NON U.S.	29	1,000,016	7.6	895,382	6.8
		37	1,897,246	14.5	2,112,064	16.1
CME 3-MONTH SOFR	U.S.		2,296	3.4	10,224	15.0	67,952
	NON U.S.		167	0.2	2,457	3.6
		6	2,463	3.6	12,681	18.7
CME 1-MONTH SOFR	U.S.		7,898	12.5	4,825	7.7	62,953
	NON U.S.		2,608	4.1	932	1.5
		7	10,506	16.7	5,757	9.1
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	25,995	1.0	107,456	4.1	2,642,843
	NON U.S.	19	108,037	4.1	147,422	5.6
		26	134,032	5.1	254,878	9.6
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	200	0.6	32,210
	NON U.S.		2,404	7.5	9,564	29.7
		6	2,404	7.5	9,764	30.3
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		460	5.1	2,680	29.7	9,020
		5	460	5.1	2,680	29.7
CME S&P 500 TOTAL RETURN INDEX	U.S.		8,000	3.7	28,830	13.4	214,390
	NON U.S.		30,750	14.3	44,660	20.8
		6	38,750	18.1	73,490	34.3
CMX ALUMINUM MW US TR PLATTS	U.S.		2,007	8.0	0	0.0	25,073
	NON U.S.		741	3.0	65	0.3
		5	2,748	11.0	65	0.3
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	2,545	1.2	1,870	0.9	208,882
	NON U.S.	11	9,237	4.4	2,534	1.2
		15	11,782	5.6	4,404	2.1
CME E-MINI RUSSELL 2000 INDEX	U.S.	4	8,545	2.0	1,248	0.3	436,608
	NON U.S.	12	18,038	4.1	11,393	2.6
		16	26,583	6.1	12,641	2.9
ICUS MSCI EAFE MINI INDEX	U.S.	4	2,552	0.8	0	0.0	336,588
	NON U.S.	5	1,820	0.5	12,994	3.9
		9	4,372	1.3	12,994	3.9
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.		2,271	0.2	0	0.0	1,301,303
	NON U.S.		21,838	1.7	78,050	6.0
		15	24,109	1.9	78,050	6.0
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		901	0.9	3,575	3.4	104,161
	NON U.S.		47,211	45.3	24,948	24.0
		7	48,112	46.2	28,523	27.4
NYME GULF JET NY HEAT OIL SPR	U.S.		2,417	7.7	210	0.7	31,249
	NON U.S.		1,420	4.5	0	0.0
		5	3,837	12.3	210	0.7