November Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 11/6/2018
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		6,455	1.2	5,033	0.9	547,913
	NON U.S.		45,432	8.3	14,622	2.7
		21	51,887	9.5	19,655	3.6
CBT WHEAT-HRW	U.S.		4,928	1.5	2,846	0.8	335,619
	NON U.S.		12,981	3.9	4,894	1.5
		12	17,909	5.3	7,740	2.3
CBT CORN	U.S.	5	17,947	1.0	23,741	1.4	1,711,027
	NON U.S.	14	79,605	4.7	15,441	0.9
		19	97,552	5.7	39,182	2.3
CBT SOYBEANS	U.S.		9,546	1.3	5,986	0.8	749,701
	NON U.S.		37,042	4.9	7,964	1.1
		19	46,588	6.2	13,950	1.9
CBT SOYBEAN OIL	U.S.		9,299	1.7	6,416	1.2	552,996
	NON U.S.		39,942	7.2	5,361	1.0
		14	49,241	8.9	11,777	2.1
CBT U.S. TREASURY BONDS	U.S.	4	10,756	1.2	2,679	0.3	925,781
	NON U.S.	9	7,679	0.8	5,411	0.6
		13	18,435	2.0	8,090	0.9
CBT ULTRA U.S. TREASURY BONDS	U.S.		3,840	0.4	1,472	0.1	1,071,364
	NON U.S.		0	0.0	8,556	0.8
		5	3,840	0.4	10,028	0.9
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	15,380	3.9	5,621	1.4	389,963
	NON U.S.	6	12,512	3.2	1,727	0.4
		10	27,892	7.2	7,348	1.9
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	4	15,583	0.3	1,861,540	35.2	5,286,103
	NON U.S.	8	46,117	0.9	916,833	17.3
		12	61,700	1.2	2,778,373	52.6
IFED NATURAL GAS PENULTIMATE ICE	U.S.		8,701	6.8	7,744	6.0	128,606
	NON U.S.		3,923	3.1	2,760	2.1
		6	12,624	9.8	10,504	8.2
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	83,536	27.4	304,659
	NON U.S.		4,012	1.3	131,038	43.0
		9	4,012	1.3	214,574	70.4
IFED AECO FIN BASIS	U.S.		1,359	0.2	987	0.1	823,290
	NON U.S.		27,964	3.4	611,878	74.3
		7	29,323	3.6	612,865	74.4
IFED CHICAGO FIN BASIS	U.S.		23,177	5.7	471	0.1	405,202
	NON U.S.		4,651	1.1	60,961	15.0
		8	27,828	6.9	61,432	15.2
IFED HSC FIN BASIS	U.S.		12,783	2.4	122,073	22.6	539,053
	NON U.S.		1,278	0.2	19,685	3.7
		8	14,061	2.6	141,758	26.3
IFED WAHA FIN BASIS	U.S.		2,255	0.8	65,956	22.4	294,390
	NON U.S.		0	0.0	20,667	7.0
		7	2,255	0.8	86,623	29.4
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		881	0.4	73,832	30.0	246,085
	NON U.S.		0	0.0	62,086	25.2
		7	881	0.4	135,918	55.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		14,645	2.7	121,468	22.5	539,743
	NON U.S.		16,718	3.1	39,397	7.3
		8	31,363	5.8	160,865	29.8
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		29,872	14.2	3,823	1.8	210,700
	NON U.S.		305	0.1	7,138	3.4
		6	30,177	14.3	10,961	5.2
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		1,218	0.5	12,102	4.6	265,333
	NON U.S.		0	0.0	18,209	6.9
		6	1,218	0.5	30,311	11.4
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		3,340	1.7	4,595	2.3	198,570
	NON U.S.		0	0.0	15,335	7.7
		5	3,340	1.7	19,930	10.0
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		7,143	4.6	26,607	17.1	155,848
	NON U.S.		6,220	4.0	8,971	5.8
		6	13,363	8.6	35,578	22.8
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		6,684	2.9	14,272	6.2	230,436
	NON U.S.		0	0.0	11,533	5.0
		6	6,684	2.9	25,805	11.2
IFED TRANSCO ZONE 6 BASIS	U.S.		1,452	1.0	11,574	7.7	150,615
	NON U.S.		0	0.0	11,866	7.9
		5	1,452	1.0	23,440	15.6
IFED TETCO M2 Basis (Receipts)	U.S.		521	0.3	72,241	35.0	206,157
	NON U.S.		120	0.1	57,559	27.9
		7	641	0.3	129,800	63.0
NYME NATURAL GAS	U.S.	5	31,826	2.1	51,096	3.4	1,515,475
	NON U.S.	13	47,523	3.1	60,380	4.0
		18	79,349	5.2	111,476	7.4
NYME HENRY HUB LAST DAY FIN	U.S.		8,537	1.8	86,645	18.6	465,607
	NON U.S.		4,743	1.0	18,427	4.0
		8	13,280	2.9	105,072	22.6
NYME HENRY HUB PENULTIMATE FIN	U.S.		9,592	11.8	4,107	5.0	81,576
	NON U.S.		6,143	7.5	655	0.8
		6	15,735	19.3	4,762	5.8
CBT SOYBEAN MEAL	U.S.		8,628	1.7	6,745	1.3	516,768
	NON U.S.		42,251	8.2	3,662	0.7
		15	50,879	9.8	10,407	2.0
ICUS COTTON NO. 2	U.S.		2,164	0.8	1,744	0.6	269,274
	NON U.S.		19,003	7.1	5,036	1.9
		16	21,167	7.9	6,780	2.5
NYME HENRY HUB	U.S.		13,984	1.3	304,279	28.8	1,057,067
	NON U.S.		47,370	4.5	326,885	30.9
		10	61,354	5.8	631,164	59.7
NYME HENRY HUB PENULTIMATE GAS SWAP	U.S.		26,551	16.5	3,801	2.4	160,475
	NON U.S.		33,281	20.7	8,198	5.1
		9	59,832	37.3	11,999	7.5
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	30,336	1.2	20,570	0.8	2,474,725
	NON U.S.	22	58,310	2.4	37,109	1.5
		27	88,646	3.6	57,679	2.3
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	9	53,465	1.3	9,409	0.2	4,259,998
	NON U.S.	38	43,352	1.0	86,569	2.0
		47	96,817	2.3	95,978	2.3
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,586	0.5	27	0.0	667,290
	NON U.S.		8,694	1.3	9,923	1.5
		6	12,280	1.8	9,950	1.5
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	31,326	0.7	69,363	1.4	4,803,768
	NON U.S.	26	35,593	0.7	106,029	2.2
		31	66,919	1.4	175,392	3.7
CBT 30-DAY FEDERAL FUNDS	U.S.	8	248,486	13.8	198,926	11.0	1,803,602
	NON U.S.	24	112,552	6.2	100,494	5.6
		32	361,038	20.0	299,420	16.6
CME LEAN HOGS	U.S.		848	0.4	1,488	0.7	220,776
	NON U.S.		18,739	8.5	1,203	0.5
		11	19,587	8.9	2,691	1.2
CME LIVE CATTLE	U.S.		623	0.2	991	0.3	353,057
	NON U.S.		21,401	6.1	2,333	0.7
		10	22,024	6.2	3,324	0.9
CME FEEDER CATTLE	U.S.		771	1.6	0	0.0	49,475
	NON U.S.		2,153	4.4	1	0.0
		6	2,924	5.9	1	0.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		679	1.9	1,803	5.1	35,462
	NON U.S.		114	0.3	2,999	8.5
		5	793	2.2	4,802	13.5
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	1,715	9.8	17,580
	NON U.S.		0	0.0	637	3.6
		5	0	0.0	2,352	13.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,414	2.3	6,441	10.4	61,888
	NON U.S.		34	0.1	2,454	4.0
		7	1,448	2.3	8,895	14.4
NYME PROPANE NON-LDH MT BEL SWAP	U.S.		0	0.0	17,667	32.3	54,634
	NON U.S.		0	0.0	6,721	12.3
		7	0	0.0	24,388	44.6
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		6,539	5.5	1,837	1.5	119,070
	NON U.S.		396	0.3	4,814	4.0
		7	6,935	5.8	6,651	5.6
NYME MT BELVIEU ETHANE OPIS	U.S.		1,521	4.0	9,635	25.1	38,366
	NON U.S.		0	0.0	3,794	9.9
		7	1,521	4.0	13,429	35.0
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	6,396	13.8	46,354
	NON U.S.		151	0.3	2,111	4.6
		5	151	0.3	8,507	18.4
NYME MT BELV NAT GASOLINE OPIS SWAP	U.S.		0	0.0	4,393	23.4	18,792
	NON U.S.		2,919	15.5	1,237	6.6
		6	2,919	15.5	5,630	30.0
NYME CONWAY PROPANE (OPIS)	U.S.		533	2.5	328	1.5	21,741
	NON U.S.		63	0.3	3,623	16.7
		6	596	2.7	3,951	18.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		24,189	3.9	52,023	8.3	625,759
	NON U.S.		17,316	2.8	4,882	0.8
		16	41,505	6.6	56,905	9.1
IFED WTI CRUDE OIL 1ST LINE	U.S.		278	1.3	5,778	27.9	20,712
	NON U.S.		2,938	14.2	770	3.7
		5	3,216	15.5	6,548	31.6
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		2,112	6.0	1,443	4.1	35,105
	NON U.S.		1,248	3.6	12,647	36.0
		6	3,360	9.6	14,090	40.1
IFED CRUDE DIFF-TMX SW 1A INDEX	U.S.		0	0.0	75	2.8	2,661
	NON U.S.		37	1.4	571	21.5
		5	37	1.4	646	24.3
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		23,070	11.0	39,004	18.6	209,197
	NON U.S.		24	0.0	8,405	4.0
		5	23,094	11.0	47,409	22.7
NYME CRUDE OIL, LIGHT SWEET	U.S.		14,949	0.7	226,625	10.9	2,075,239
	NON U.S.		66,660	3.2	238,039	11.5
		25	81,609	3.9	464,664	22.4
NYME WTI CRUDE OIL CALENDAR SWAP	U.S.		9,101	5.5	40,505	24.4	165,848
	NON U.S.		13,628	8.2	33,239	20.0
		10	22,729	13.7	73,744	44.5
NYME WTI-BRENT CALENDAR SWAP	U.S.		17,632	13.8	20,655	16.1	128,071
	NON U.S.		5,544	4.3	450	0.4
		6	23,176	18.1	21,105	16.5
NYME BRENT (ICE) CALENDAR SWAP	U.S.		762	3.6	621	3.0	21,043
	NON U.S.		766	3.6	478	2.3
		5	1,528	7.3	1,099	5.2
NYME BRENT CRUDE OIL LAST DAY	U.S.		6,622	3.3	3,474	1.7	201,467
	NON U.S.		691	0.3	258	0.1
		5	7,313	3.6	3,732	1.9
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		195	0.5	10,532	24.6	42,850
	NON U.S.		0	0.0	1,739	4.1
		5	195	0.5	12,271	28.6
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		22,730	15.0	34,834	22.9	151,927
	NON U.S.		0	0.0	8,662	5.7
		6	22,730	15.0	43,496	28.6
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		570	5.2	75	0.7	10,896
	NON U.S.		435	4.0	3,598	33.0
		6	1,005	9.2	3,673	33.7
ICUS COCOA	U.S.		4,425	1.7	2,526	1.0	259,654
	NON U.S.		8,797	3.4	2,761	1.1
		10	13,222	5.1	5,287	2.0
NYME PALLADIUM	U.S.	4	1,027	3.7	7,912	28.4	27,859
	NON U.S.	14	1,469	5.3	3,364	12.1
		18	2,496	9.0	11,276	40.5
NYME PLATINUM	U.S.	5	1,591	2.1	12,155	16.3	74,364
	NON U.S.	17	2,892	3.9	9,802	13.2
		22	4,483	6.0	21,957	29.5
ICUS SUGAR NO. 11	U.S.		15,382	2.0	1,867	0.2	773,056
	NON U.S.		45,884	5.9	6,935	0.9
		10	61,266	7.9	8,802	1.1
ICUS COFFEE C	U.S.		4,086	1.5	4,474	1.6	278,081
	NON U.S.		11,220	4.0	1,082	0.4
		19	15,306	5.5	5,556	2.0
CMX SILVER	U.S.	5	8,653	4.1	35,746	16.7	213,566
	NON U.S.	21	11,421	5.3	30,984	14.5
		26	20,074	9.4	66,730	31.2
CMX COPPER-GRADE #1	U.S.	4	6,209	2.5	1,644	0.7	247,313
	NON U.S.	13	12,362	5.0	3,503	1.4
		17	18,571	7.5	5,147	2.1
CMX GOLD	U.S.	5	12,812	2.6	65,015	13.1	494,911
	NON U.S.	27	53,289	10.8	61,629	12.5
		32	66,101	13.4	126,644	25.6
CME CANADIAN DOLLAR	U.S.		2,060	1.8	245	0.2	116,284
	NON U.S.		78	0.1	4,631	4.0
		5	2,138	1.8	4,876	4.2
CME MEXICAN PESO	U.S.		5,649	3.1	0	0.0	184,085
	NON U.S.		3,499	1.9	84,299	45.8
		9	9,148	5.0	84,299	45.8
CME BRITISH POUND STERLING	U.S.		481	0.2	18,853	8.3	227,514
	NON U.S.		5,223	2.3	4,470	2.0
		6	5,704	2.5	23,323	10.3
CME JAPANESE YEN	U.S.		14,396	6.9	753	0.4	209,453
	NON U.S.		15,419	7.4	0	0.0
		5	29,815	14.2	753	0.4
CME EURO FX	U.S.		13,067	2.6	5,112	1.0	510,193
	NON U.S.		20,358	4.0	13,253	2.6
		17	33,425	6.6	18,365	3.6
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		5,587	1.4	8,469	2.1	395,548
	NON U.S.		13,847	3.5	1,916	0.5
		13	19,434	4.9	10,385	2.6
E VIX FUTURES	U.S.		96	0.0	450	0.1	479,813
	NON U.S.		11,478	2.4	19,817	4.1
		9	11,574	2.4	20,267	4.2
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	1,688	2.0	1,945	2.3	83,163
	NON U.S.	8	3,428	4.1	18,820	22.6
		13	5,116	6.2	20,765	25.0
CME 3-MONTH EURODOLLARS	U.S.	7	2,312,801	16.0	848,966	5.9	14,441,220
	NON U.S.	36	863,601	6.0	974,809	6.8
		43	3,176,402	22.0	1,823,775	12.6
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		647	4.8	1,612	12.0	13,426
	NON U.S.		0	0.0	2,235	16.6
		5	647	4.8	3,847	28.7
CME E-MINI S&P 500 STOCK INDEX	U.S.	6	15,661	0.5	155,681	5.3	2,940,426
	NON U.S.	27	99,654	3.4	86,134	2.9
		33	115,315	3.9	241,815	8.2
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	956	6.3	15,274
	NON U.S.		4,087	26.8	1,833	12.0
		6	4,087	26.8	2,789	18.3
CME E-MINI S&P INDUSTRIAL INDEX	U.S.		0	0.0	859	5.2	16,627
	NON U.S.		2,325	14.0	1,301	7.8
		5	2,325	14.0	2,160	13.0
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	4,894	31.1	15,760
	NON U.S.		375	2.4	3,028	19.2
		5	375	2.4	7,922	50.3
CME S&P 500 TOTAL RETURN INDEX	U.S.		9,000	4.1	25,400	11.6	219,007
	NON U.S.		43,156	19.7	41,250	18.8
		6	52,156	23.8	66,650	30.4
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	9,810	4.0	4,520	1.9	243,313
	NON U.S.	14	905	0.4	10,674	4.4
		18	10,715	4.4	15,194	6.2
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	8,626	1.8	1,673	0.4	472,437
	NON U.S.	13	19,684	4.2	13,844	2.9
		19	28,310	6.0	15,517	3.3
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		544	0.9	0	0.0	58,001
	NON U.S.		2,236	3.9	1,380	2.4
		7	2,780	4.8	1,380	2.4
ICUS MSCI EAFE MINI INDEX	U.S.		422	0.2	267	0.1	279,825
	NON U.S.		564	0.2	18,606	6.6
		7	986	0.4	18,873	6.7
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	4	5,423	0.4	1,695	0.1	1,210,213
	NON U.S.	14	35,098	2.9	49,785	4.1
		18	40,521	3.3	51,480	4.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		720	0.6	1,604	1.4	115,974
	NON U.S.		49,982	43.1	21,298	18.4
		5	50,702	43.7	22,902	19.7