October Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 10/1/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,418	2.0	2,994	0.8	369,530
	NON U.S.		34,639	9.4	3,794	1.0
		16	42,057	11.4	6,788	1.8
CBT WHEAT-HRW	U.S.		6,125	2.0	1,521	0.5	307,958
	NON U.S.		16,127	5.2	3,442	1.1
		11	22,252	7.2	4,963	1.6
CBT CORN	U.S.		4,335	0.3	30,765	1.9	1,602,769
	NON U.S.		66,750	4.2	5,574	0.3
		16	71,085	4.4	36,339	2.3
CBT SOYBEANS	U.S.	5	12,637	1.8	3,447	0.5	713,462
	NON U.S.	16	42,992	6.0	8,654	1.2
		21	55,629	7.8	12,101	1.7
CBT SOYBEAN OIL	U.S.		9,206	1.9	2,282	0.5	488,302
	NON U.S.		34,848	7.1	0	0.0
		12	44,054	9.0	2,282	0.5
CBT U.S. TREASURY BONDS	U.S.	5	3,123	0.3	19,738	2.0	968,522
	NON U.S.	10	5,274	0.5	3,269	0.3
		15	8,397	0.9	23,007	2.4
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	16,405	4.0	3,543	0.9	407,627
	NON U.S.	7	14,271	3.5	1,651	0.4
		11	30,676	7.5	5,194	1.3
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	10,612	0.2	1,898,382	37.3	5,094,454
	NON U.S.	8	72,887	1.4	879,568	17.3
		13	83,499	1.6	2,777,950	54.5
IFED NATURAL GAS PENULTIMATE ICE	U.S.		15,816	11.8	23,471	17.5	134,000
	NON U.S.		4,759	3.6	5,090	3.8
		7	20,575	15.4	28,561	21.3
IFED PG&E CITYGATE FIN BASIS	U.S.		898	0.6	4,513	2.9	153,364
	NON U.S.		181	0.1	34,584	22.6
		5	1,079	0.7	39,097	25.5
IFED NWP ROCKIES FIN BASIS	U.S.		910	0.3	76,640	22.1	346,352
	NON U.S.		8,891	2.6	81,680	23.6
		7	9,801	2.8	158,320	45.7
IFED AECO FIN BASIS	U.S.		866	0.1	10,355	1.2	887,254
	NON U.S.		18,020	2.0	624,855	70.4
		8	18,886	2.1	635,210	71.6
IFED CHICAGO FIN BASIS	U.S.		22,026	5.4	4,539	1.1	407,134
	NON U.S.		5,544	1.4	49,577	12.2
		9	27,570	6.8	54,116	13.3
IFED HSC FIN BASIS	U.S.	4	10,041	1.9	87,845	16.4	536,426
	NON U.S.	5	1,911	0.4	14,905	2.8
		9	11,952	2.2	102,750	19.2
IFED WAHA FIN BASIS	U.S.		29	0.0	144,431	33.2	435,619
	NON U.S.		18,518	4.3	26,609	6.1
		6	18,547	4.3	171,040	39.3
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	67,701	26.9	251,257
	NON U.S.		0	0.0	65,831	26.2
		8	0	0.0	133,532	53.1
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		12,369	6.3	30,558	15.6	195,604
	NON U.S.		2,630	1.3	13,225	6.8
		7	14,999	7.7	43,783	22.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		11,731	1.9	131,845	21.4	615,798
	NON U.S.		54,343	8.8	74,991	12.2
		8	66,074	10.7	206,836	33.6
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		15,234	5.6	4,556	1.7	270,735
	NON U.S.		10,383	3.8	2,054	0.8
		5	25,617	9.5	6,610	2.4
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		558	0.2	18,136	7.5	243,160
	NON U.S.		0	0.0	26,371	10.8
		5	558	0.2	44,507	18.3
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		3	0.0	550	0.7	84,445
	NON U.S.		16,561	19.6	2,401	2.8
		6	16,564	19.6	2,951	3.5
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		8,656	4.6	19,886	10.7	186,389
	NON U.S.		8,203	4.4	3,529	1.9
		6	16,859	9.0	23,415	12.6
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		33,704	13.5	5,224	2.1	249,040
	NON U.S.		0	0.0	8,608	3.5
		6	33,704	13.5	13,832	5.6
IFED TRANSCO ZONE 6 BASIS	U.S.		551	0.4	10,157	7.7	131,200
	NON U.S.		1,254	1.0	14,415	11.0
		6	1,805	1.4	24,572	18.7
IFED TETCO M2 Basis (Receipts)	U.S.		14,100	5.2	110,087	40.6	271,352
	NON U.S.		7,656	2.8	54,345	20.0
		7	21,756	8.0	164,432	60.6
NYME NATURAL GAS	U.S.	5	35,508	3.0	43,486	3.7	1,179,297
	NON U.S.	14	71,879	6.1	56,053	4.8
		19	107,387	9.1	99,539	8.4
NYME HENRY HUB LAST DAY FIN	U.S.	4	8,381	2.7	61,805	19.9	311,113
	NON U.S.	6	4,233	1.4	20,946	6.7
		10	12,614	4.1	82,751	26.6
NYME HENRY HUB PENULTIMATE FIN	U.S.		14,429	16.3	5,300	6.0	88,368
	NON U.S.		3,418	3.9	419	0.5
		6	17,847	20.2	5,719	6.5
CBT SOYBEAN MEAL	U.S.		4,533	1.1	4,617	1.1	418,560
	NON U.S.		30,378	7.3	1,459	0.3
		13	34,911	8.3	6,076	1.5
ICUS COTTON NO. 2	U.S.		1,701	0.7	2,715	1.2	234,958
	NON U.S.		15,792	6.7	5,121	2.2
		15	17,493	7.4	7,836	3.3
NYME HENRY HUB	U.S.		12,819	1.5	263,179	31.1	846,779
	NON U.S.		37,261	4.4	262,751	31.0
		10	50,080	5.9	525,930	62.1
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		32,809	24.3	4,828	3.6	135,006
	NON U.S.		17,563	13.0	7,796	5.8
		7	50,372	37.3	12,624	9.4
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	7,694	0.2	22,183	0.6	3,709,981
	NON U.S.	18	32,312	0.9	59,158	1.6
		23	40,006	1.1	81,341	2.2
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	108,670	3.0	11,524	0.3	3,600,495
	NON U.S.	27	61,778	1.7	35,208	1.0
		34	170,448	4.7	46,732	1.3
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		8,215	1.0	4,055	0.5	817,083
	NON U.S.		3,930	0.5	18,749	2.3
		8	12,145	1.5	22,804	2.8
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	9,291	0.2	27,482	0.7	4,173,004
	NON U.S.	20	28,233	0.7	87,407	2.1
		25	37,524	0.9	114,889	2.8
CBT 30-DAY FEDERAL FUNDS	U.S.	8	258,888	13.1	240,472	12.2	1,969,608
	NON U.S.	25	135,095	6.9	110,939	5.6
		33	393,983	20.0	351,411	17.8
CME LEAN HOGS	U.S.		815	0.3	1,532	0.6	266,578
	NON U.S.		16,980	6.4	1,121	0.4
		11	17,795	6.7	2,653	1.0
CME LIVE CATTLE	U.S.		414	0.1	1,876	0.6	313,045
	NON U.S.		19,377	6.2	87	0.0
		11	19,791	6.3	1,963	0.6
CME FEEDER CATTLE	U.S.		379	0.9	70	0.2	41,773
	NON U.S.		1,978	4.7	220	0.5
		7	2,357	5.6	290	0.7
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		3,210	8.6	3,026	8.1	37,526
	NON U.S.		300	0.8	3,772	10.1
		7	3,510	9.4	6,798	18.1
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		169	1.0	2,399	14.1	17,017
	NON U.S.		200	1.2	213	1.3
		5	369	2.2	2,612	15.3
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	6,425	16.7	38,414
	NON U.S.		0	0.0	2,454	6.4
		5	0	0.0	8,879	23.1
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		5,337	7.8	2,718	4.0	68,676
	NON U.S.		2,981	4.3	429	0.6
		6	8,318	12.1	3,147	4.6
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	9,668	22.0	43,966
	NON U.S.		0	0.0	3,078	7.0
		5	0	0.0	12,746	29.0
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		4,651	3.2	5,936	4.1	146,321
	NON U.S.		3,352	2.3	5,590	3.8
		7	8,003	5.5	11,526	7.9
NYME MT BELVIEU ETHANE OPIS	U.S.		2,357	5.7	9,479	23.0	41,252
	NON U.S.		0	0.0	6,863	16.6
		6	2,357	5.7	16,342	39.6
NYME MT BELV NORM BUTANE OPIS	U.S.		78	0.1	4,511	8.7	52,008
	NON U.S.		758	1.5	3,870	7.4
		8	836	1.6	8,381	16.1
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	4,362	30.1	14,505
	NON U.S.		792	5.5	1,712	11.8
		5	792	5.5	6,074	41.9
NYME CONWAY PROPANE (OPIS)	U.S.		1,071	4.9	66	0.3	21,858
	NON U.S.		203	0.9	2,385	10.9
		6	1,274	5.8	2,451	11.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		16,462	2.6	78,159	12.2	638,237
	NON U.S.		8,260	1.3	2,025	0.3
		16	24,722	3.9	80,184	12.6
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		6	0.0	957	3.4	28,068
	NON U.S.		0	0.0	17,883	63.7
		6	6	0.0	18,840	67.1
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		3,120	1.5	62,636	29.6	211,593
	NON U.S.		0	0.0	19,571	9.2
		5	3,120	1.5	82,207	38.9
NYME CRUDE OIL, LIGHT SWEET	U.S.		27,484	1.3	257,900	12.4	2,085,676
	NON U.S.		64,590	3.1	227,320	10.9
		21	92,074	4.4	485,220	23.3
NYME WTI FINANCIAL CRUDE OIL	U.S.		2,745	1.7	25,405	16.2	156,957
	NON U.S.		6,117	3.9	41,739	26.6
		10	8,862	5.6	67,144	42.8
NYME WTI-BRENT CALENDAR	U.S.		5,010	3.3	19,284	12.7	151,372
	NON U.S.		3,108	2.1	180	0.1
		7	8,118	5.4	19,464	12.9
NYME BRENT CRUDE OIL LAST DAY	U.S.		3,821	1.8	2,166	1.0	218,257
	NON U.S.		996	0.5	788	0.4
		7	4,817	2.2	2,954	1.4
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		0	0.0	18,136	12.2	149,017
	NON U.S.		0	0.0	7,264	4.9
		5	0	0.0	25,400	17.0
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		0	0.0	4,536	23.8	19,055
	NON U.S.		0	0.0	293	1.5
		5	0	0.0	4,829	25.3
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		420	0.7	29,770	48.4	61,515
	NON U.S.		0	0.0	12,774	20.8
		5	420	0.7	42,544	69.2
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		7,698	5.9	20,596	15.8	130,135
	NON U.S.		0	0.0	8,543	6.6
		6	7,698	5.9	29,139	22.4
NYME WCS OIL NET ENERGY MONTHLY IND	NON U.S.		492	5.3	6,085	65.7	9,256
		5	492	5.3	6,085	65.7
ICUS COCOA	U.S.		2,498	0.8	6	0.0	304,738
	NON U.S.		10,354	3.4	366	0.1
		9	12,852	4.2	372	0.1
NYME PALLADIUM	U.S.	4	175	0.7	6,806	28.8	23,624
	NON U.S.	13	503	2.1	2,980	12.6
		17	678	2.9	9,786	41.4
NYME PLATINUM	U.S.	5	1,228	1.4	20,284	23.8	85,115
	NON U.S.	20	4,008	4.7	22,709	26.7
		25	5,236	6.2	42,993	50.5
ICUS SUGAR NO. 11	U.S.		12,701	1.4	5,518	0.6	880,474
	NON U.S.		50,100	5.7	2,110	0.2
		12	62,801	7.1	7,628	0.9
ICUS COFFEE C	U.S.		2,473	0.9	810	0.3	264,751
	NON U.S.		12,854	4.9	4,057	1.5
		19	15,327	5.8	4,867	1.8
CMX SILVER	U.S.	4	5,795	2.7	39,971	18.8	212,266
	NON U.S.	24	12,253	5.8	52,972	25.0
		28	18,048	8.5	92,943	43.8
CMX COPPER-GRADE #1	U.S.		3,187	1.3	134	0.1	242,951
	NON U.S.		11,294	4.6	1,362	0.6
		14	14,481	6.0	1,496	0.6
CMX GOLD	U.S.	4	12,837	2.1	107,275	17.7	604,885
	NON U.S.	28	60,699	10.0	157,286	26.0
		32	73,536	12.2	264,561	43.7
CME MEXICAN PESO	NON U.S.		800	0.4	60,853	28.2	215,614
		7	800	0.4	60,853	28.2
CME BRITISH POUND STERLING	U.S.		61,098	25.6	3,147	1.3	238,392
	NON U.S.		1,866	0.8	1,315	0.6
		6	62,964	26.4	4,462	1.9
CME JAPANESE YEN	U.S.		6,735	4.4	1,891	1.2	151,860
	NON U.S.		8,335	5.5	270	0.2
		5	15,070	9.9	2,161	1.4
CME EURO FX	U.S.		1	0.0	4,660	0.9	511,934
	NON U.S.		16,518	3.2	4,971	1.0
		14	16,519	3.2	9,631	1.9
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		5,783	1.7	3,743	1.1	339,363
	NON U.S.		14,257	4.2	4,521	1.3
		11	20,040	5.9	8,264	2.4
E VIX FUTURES	U.S.		4,032	0.9	4,266	1.0	429,251
	NON U.S.		23,055	5.4	1,546	0.4
		7	27,087	6.3	5,812	1.4
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	780	0.8	4,299	4.2	103,486
	NON U.S.	8	0	0.0	35,551	34.4
		13	780	0.8	39,850	38.5
CME 3-MONTH EURODOLLARS	U.S.	8	1,093,415	9.1	1,619,563	13.5	12,004,288
	NON U.S.	34	1,157,158	9.6	829,165	6.9
		42	2,250,573	18.7	2,448,728	20.4
CME 3-MONTH SOFR	U.S.		1,449	1.0	9,799	6.6	149,515
	NON U.S.		1,005	0.7	4,211	2.8
		7	2,454	1.6	14,010	9.4
CME 1-MONTH SOFR	U.S.	4	5,824	2.4	6,052	2.5	240,619
	NON U.S.	5	2,662	1.1	2,413	1.0
		9	8,486	3.5	8,465	3.5
CME E-MINI S&P 500 STOCK INDEX	U.S.	6	12,308	0.5	30,313	1.2	2,477,294
	NON U.S.	19	81,476	3.3	127,201	5.1
		25	93,784	3.8	157,514	6.4
CME E-MINI S&P FINANCIAL INDEX	U.S.		567	3.7	0	0.0	15,386
	NON U.S.		357	2.3	7,042	45.8
		7	924	6.0	7,042	45.8
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		3,206	39.5	3,546	43.7	8,113
		5	3,206	39.5	3,546	43.7
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	1,200	9.8	12,279
	NON U.S.		3,606	29.4	500	4.1
		5	3,606	29.4	1,700	13.8
CME S&P 500 TOTAL RETURN INDEX	U.S.		4,000	1.6	37,203	14.8	252,193
	NON U.S.		26,460	10.5	15,250	6.0
		6	30,460	12.1	52,453	20.8
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.		101	0.0	2,901	1.4	206,517
	NON U.S.		11,796	5.7	6,859	3.3
		16	11,897	5.8	9,760	4.7
CME E-MINI RUSSELL 2000 INDEX	U.S.	7	3,217	0.7	7,752	1.8	441,168
	NON U.S.	12	14,927	3.4	32,903	7.5
		19	18,144	4.1	40,655	9.2
ICUS MSCI EAFE MINI INDEX	U.S.	4	2,514	0.7	0	0.0	350,418
	NON U.S.	4	2,724	0.8	10,610	3.0
		8	5,238	1.5	10,610	3.0
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	4	4,955	0.4	0	0.0	1,229,136
	NON U.S.	11	16,523	1.3	79,770	6.5
		15	21,478	1.7	79,770	6.5
CME EURO FX/JAPANESE YEN XRATE	NON U.S.		4,947	21.5	2,901	12.6	23,033
		5	4,947	21.5	2,901	12.6
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		3,341	2.9	5,414	4.6	117,202
	NON U.S.		55,079	47.0	29,023	24.8
		7	58,420	49.8	34,437	29.4
NYME GULF JET NY HEAT OIL SPR	U.S.		3,589	12.0	0	0.0	29,922
	NON U.S.		1,366	4.6	0	0.0
		5	4,955	16.6	0	0.0