October Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 10/2/2018
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   5,489 1.2 1,964 0.4 475,997
NON U.S.   41,911 8.8 13,231 2.8  
  19 47,400 10.0 15,195 3.2  
CBT WHEAT-HRW U.S.   4,982 1.8 1,650 0.6 279,999
NON U.S.   12,719 4.5 5,911 2.1  
  13 17,701 6.3 7,561 2.7  
CBT CORN U.S. 4 8,561 0.5 21,898 1.3 1,683,276
NON U.S. 13 82,382 4.9 15,133 0.9  
  17 90,943 5.4 37,031 2.2  
CBT SOYBEANS U.S. 4 6,076 0.7 11,560 1.3 861,752
NON U.S. 16 43,019 5.0 16,696 1.9  
  20 49,095 5.7 28,256 3.3  
CBT SOYBEAN OIL U.S.   3,844 0.7 2,599 0.5 553,938
NON U.S.   37,345 6.7 835 0.2  
  13 41,189 7.4 3,434 0.6  
CBT U.S. TREASURY BONDS U.S. 5 6,761 0.8 2,663 0.3 886,118
NON U.S. 7 6,964 0.8 5,016 0.6  
  12 13,725 1.5 7,679 0.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   11,647 2.8 6,226 1.5 421,971
NON U.S.   14,712 3.5 2,932 0.7  
  10 26,359 6.2 9,158 2.2  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 4 19,604 0.4 1,851,513 35.9 5,163,693
NON U.S. 8 45,052 0.9 831,635 16.1  
  12 64,656 1.3 2,683,148 52.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   5,809 4.8 9,576 7.9 120,770
NON U.S.   3,952 3.3 2,778 2.3  
  6 9,761 8.1 12,354 10.2  
IFED NWP ROCKIES FIN BASIS U.S.   0 0.0 82,533 24.2 340,600
NON U.S.   4,941 1.5 142,971 42.0  
  9 4,941 1.5 225,504 66.2  
IFED AECO FIN BASIS U.S.   4,099 0.5 0 0.0 826,974
NON U.S.   31,438 3.8 621,764 75.2  
  8 35,537 4.3 621,764 75.2  
IFED CHICAGO FIN BASIS U.S.   24,282 5.5 577 0.1 445,321
NON U.S.   4,651 1.0 59,720 13.4  
  8 28,933 6.5 60,297 13.5  
IFED HSC FIN BASIS U.S.   9,025 1.7 94,742 17.8 532,360
NON U.S.   1,668 0.3 19,775 3.7  
  8 10,693 2.0 114,517 21.5  
IFED WAHA FIN BASIS U.S.   4,209 1.4 66,352 21.3 311,566
NON U.S.   30 0.0 22,522 7.2  
  7 4,239 1.4 88,874 28.5  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 59,743 25.8 231,372
NON U.S.   0 0.0 63,598 27.5  
  7 0 0.0 123,341 53.3  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   14,572 2.5 117,452 19.9 589,086
NON U.S.   14,697 2.5 38,510 6.5  
  8 29,269 5.0 155,962 26.5  
IFED EL PASO - PERMIAN BASIN (BASIS) U.S.   30,093 12.7 4,429 1.9 236,440
NON U.S.   305 0.1 8,298 3.5  
  6 30,398 12.9 12,727 5.4  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   3,354 1.6 5,771 2.7 211,345
NON U.S.   0 0.0 15,973 7.6  
  5 3,354 1.6 21,744 10.3  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   291 0.3 412 0.4 93,742
NON U.S.   8,777 9.4 4,467 4.8  
  5 9,068 9.7 4,879 5.2  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   7,683 4.1 26,227 14.1 185,547
NON U.S.   6,371 3.4 7,427 4.0  
  6 14,054 7.6 33,654 18.1  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   8,816 3.7 12,600 5.4 235,218
NON U.S.   0 0.0 12,929 5.5  
  6 8,816 3.7 25,529 10.9  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   6,913 5.0 9,116 6.6 138,901
NON U.S.   9,920 7.1 9,045 6.5  
  5 16,833 12.1 18,161 13.1  
IFED TETCO M2 Basis (Receipts) U.S.   721 0.4 63,171 31.9 198,127
NON U.S.   0 0.0 54,368 27.4  
  7 721 0.4 117,539 59.3  
NYME NATURAL GAS U.S. 4 33,039 2.0 44,694 2.7 1,658,072
NON U.S. 14 60,001 3.6 61,428 3.7  
  18 93,040 5.6 106,122 6.4  
NYME HENRY HUB LAST DAY FIN U.S.   8,276 1.8 81,087 17.3 468,032
NON U.S.   4,734 1.0 15,526 3.3  
  8 13,010 2.8 96,613 20.6  
NYME HENRY HUB PENULTIMATE FIN U.S.   8,257 10.0 4,851 5.9 82,647
NON U.S.   5,725 6.9 1,367 1.7  
  6 13,982 16.9 6,218 7.5  
CBT SOYBEAN MEAL U.S.   6,259 1.2 2,944 0.6 515,973
NON U.S.   37,627 7.3 1,160 0.2  
  14 43,886 8.5 4,104 0.8  
ICUS COTTON NO. 2 U.S.   3,285 1.3 759 0.3 250,658
NON U.S.   19,360 7.7 6,536 2.6  
  18 22,645 9.0 7,295 2.9  
NYME HENRY HUB U.S.   12,585 1.2 317,486 29.1 1,089,914
NON U.S.   47,484 4.4 333,986 30.6  
  10 60,069 5.5 651,472 59.8  
NYME HENRY HUB PENULTIMATE GAS SWAP U.S.   24,829 15.9 3,615 2.3 156,632
NON U.S.   31,239 19.9 9,626 6.1  
  8 56,068 35.8 13,241 8.5  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 38,706 1.8 25,967 1.2 2,184,417
NON U.S. 24 44,745 2.0 44,343 2.0  
  30 83,451 3.8 70,310 3.2  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 51,929 1.3 7,470 0.2 3,978,827
NON U.S. 36 41,669 1.0 113,780 2.9  
  43 93,598 2.4 121,250 3.0  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   6,574 1.1 0 0.0 619,757
NON U.S.   9,199 1.5 10,657 1.7  
  7 15,773 2.5 10,657 1.7  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 4,861 0.1 33,963 0.8 4,405,554
NON U.S. 22 35,716 0.8 77,898 1.8  
  27 40,577 0.9 111,861 2.5  
CBT 30-DAY FEDERAL FUNDS U.S. 8 252,717 14.3 253,196 14.3 1,765,958
NON U.S. 23 134,356 7.6 109,768 6.2  
  31 387,073 21.9 362,964 20.6  
CME LEAN HOGS U.S.   1,409 0.6 1,500 0.7 230,243
NON U.S.   17,094 7.4 807 0.4  
  11 18,503 8.0 2,307 1.0  
CME LIVE CATTLE U.S.   545 0.2 369 0.1 336,247
NON U.S.   21,102 6.3 1,376 0.4  
  11 21,647 6.4 1,745 0.5  
CME FEEDER CATTLE U.S.   358 0.6 0 0.0 57,350
NON U.S.   2,455 4.3 0 0.0  
  5 2,813 4.9 0 0.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   708 1.9 1,957 5.4 36,451
NON U.S.   135 0.4 2,902 8.0  
  5 843 2.3 4,859 13.3  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 1,965 11.0 17,910
NON U.S.   0 0.0 682 3.8  
  5 0 0.0 2,647 14.8  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,444 2.1 6,919 10.1 68,447
NON U.S.   39 0.1 2,586 3.8  
  7 1,483 2.2 9,505 13.9  
NYME PROPANE NON-LDH MT BEL SWAP U.S.   0 0.0 18,607 35.2 52,805
NON U.S.   0 0.0 6,954 13.2  
  7 0 0.0 25,561 48.4  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   6,943 5.5 2,010 1.6 126,849
NON U.S.   320 0.3 5,586 4.4  
  7 7,263 5.7 7,596 6.0  
NYME MT BELVIEU ETHANE OPIS U.S.   1,629 3.9 10,087 24.5 41,243
NON U.S.   0 0.0 3,918 9.5  
  7 1,629 3.9 14,005 34.0  
NYME MT BELV NORM BUTANE OPIS U.S.   0 0.0 6,934 14.6 47,393
NON U.S.   96 0.2 1,956 4.1  
  5 96 0.2 8,890 18.8  
NYME MT BELV NAT GASOLINE OPIS SWAP U.S.   0 0.0 4,616 25.7 17,942
NON U.S.   1,477 8.2 1,119 6.2  
  6 1,477 8.2 5,735 32.0  
NYME CONWAY PROPANE (OPIS) U.S.   507 2.2 315 1.4 22,676
NON U.S.   63 0.3 3,839 16.9  
  6 570 2.5 4,154 18.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   25,041 3.9 57,270 9.0 634,538
NON U.S.   10,913 1.7 4,079 0.6  
  16 35,954 5.7 61,349 9.7  
IFED WTI CRUDE OIL 1ST LINE U.S.   278 1.4 6,257 31.9 19,635
NON U.S.   3,030 15.4 1,455 7.4  
  6 3,308 16.8 7,712 39.3  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   1,899 5.4 1,945 5.5 35,253
NON U.S.   1,459 4.1 10,564 30.0  
  6 3,358 9.5 12,509 35.5  
IFED CRUDE DIFF-TMX SW 1A INDEX U.S.   0 0.0 150 4.5 3,323
NON U.S.   74 2.2 909 27.4  
  5 74 2.2 1,059 31.9  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   24,930 11.4 36,391 16.7 217,946
NON U.S.   0 0.0 7,072 3.2  
  5 24,930 11.4 43,463 19.9  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 16,623 0.7 274,771 12.2 2,245,589
NON U.S. 25 57,774 2.6 252,464 11.2  
  29 74,397 3.3 527,235 23.5  
NYME WTI CRUDE OIL CALENDAR SWAP U.S.   9,263 5.7 39,674 24.6 161,361
NON U.S.   14,617 9.1 28,216 17.5  
  10 23,880 14.8 67,890 42.1  
NYME WTI-BRENT CALENDAR SWAP U.S.   16,740 13.0 20,298 15.8 128,451
NON U.S.   5,400 4.2 330 0.3  
  5 22,140 17.2 20,628 16.1  
NYME BRENT (ICE) CALENDAR SWAP U.S.   762 4.6 641 3.8 16,660
NON U.S.   976 5.9 553 3.3  
  5 1,738 10.4 1,194 7.2  
NYME BRENT CRUDE OIL LAST DAY U.S.   9,086 4.9 5,239 2.8 187,048
NON U.S.   1,270 0.7 587 0.3  
  7 10,356 5.5 5,826 3.1  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   35 0.1 11,422 30.0 38,049
NON U.S.   0 0.0 1,989 5.2  
  5 35 0.1 13,411 35.2  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   24,585 15.3 35,795 22.2 161,046
NON U.S.   0 0.0 8,797 5.5  
  6 24,585 15.3 44,592 27.7  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   625 5.0 75 0.6 12,576
NON U.S.   605 4.8 3,201 25.5  
  6 1,230 9.8 3,276 26.0  
ICUS COCOA U.S.   2,686 1.0 711 0.3 265,888
NON U.S.   8,310 3.1 1,720 0.6  
  12 10,996 4.1 2,431 0.9  
NYME PALLADIUM U.S. 4 655 2.8 6,673 28.3 23,614
NON U.S. 14 1,335 5.7 3,527 14.9  
  18 1,990 8.4 10,200 43.2  
NYME PLATINUM U.S. 5 1,914 2.6 6,684 9.1 73,139
NON U.S. 16 2,930 4.0 6,534 8.9  
  21 4,844 6.6 13,218 18.1  
ICUS SUGAR NO. 11 U.S.   12,028 1.5 2,701 0.3 812,368
NON U.S.   51,741 6.4 4,539 0.6  
  13 63,769 7.8 7,240 0.9  
ICUS COFFEE C U.S.   3,567 1.1 4,072 1.2 332,046
NON U.S.   13,501 4.1 802 0.2  
  20 17,068 5.1 4,874 1.5  
CMX SILVER U.S. 5 5,687 2.8 22,216 11.1 200,173
NON U.S. 21 6,407 3.2 26,574 13.3  
  26 12,094 6.0 48,790 24.4  
CMX COPPER-GRADE #1 U.S. 4 5,464 2.3 1,246 0.5 234,368
NON U.S. 13 10,709 4.6 3,405 1.5  
  17 16,173 6.9 4,651 2.0  
CMX GOLD U.S. 5 10,418 2.3 32,537 7.1 459,776
NON U.S. 28 50,615 11.0 52,575 11.4  
  33 61,033 13.3 85,112 18.5  
CME MEXICAN PESO NON U.S.   800 0.4 83,980 38.7 217,218
  6 800 0.4 83,980 38.7  
CME BRITISH POUND STERLING U.S.   781 0.4 7,729 3.7 210,495
NON U.S.   1,229 0.6 4,001 1.9  
  5 2,010 1.0 11,730 5.6  
CME JAPANESE YEN U.S.   14,549 5.8 170 0.1 252,277
NON U.S.   17,626 7.0 75 0.0  
  6 32,175 12.8 245 0.1  
CME EURO FX U.S.   3,714 0.8 2,805 0.6 479,644
NON U.S.   19,803 4.1 12,588 2.6  
  17 23,517 4.9 15,393 3.2  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   4,307 1.0 9,245 2.2 422,891
NON U.S.   14,179 3.4 2,530 0.6  
  14 18,486 4.4 11,775 2.8  
E VIX FUTURES U.S.   874 0.2 547 0.1 535,724
NON U.S.   48,788 9.1 7,145 1.3  
  8 49,662 9.3 7,692 1.4  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 1,153 1.0 2,928 2.6 114,363
NON U.S. 8 742 0.6 33,090 28.9  
  13 1,895 1.7 36,018 31.5  
CME 3-MONTH EURODOLLARS U.S. 8 2,424,610 17.2 856,688 6.1 14,131,125
NON U.S. 37 817,987 5.8 792,126 5.6  
  45 3,242,597 22.9 1,648,814 11.7  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 10,049 0.4 119,570 4.3 2,783,452
NON U.S. 22 63,773 2.3 183,488 6.6  
  29 73,822 2.7 303,058 10.9  
CME E-MINI S&P HEALTH CARE INDEX U.S.   0 0.0 956 6.7 14,343
NON U.S.   1,937 13.5 2,402 16.7  
  6 1,937 13.5 3,358 23.4  
CME E-MINI S&P INDUSTRIAL INDEX U.S.   0 0.0 1,000 14.4 6,950
NON U.S.   243 3.5 1,537 22.1  
  5 243 3.5 2,537 36.5  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 4,894 27.3 17,896
NON U.S.   2,897 16.2 843 4.7  
  5 2,897 16.2 5,737 32.1  
CME S&P 500 TOTAL RETURN INDEX U.S.   10,000 5.0 22,900 11.5 198,507
NON U.S.   31,906 16.1 39,750 20.0  
  6 41,906 21.1 62,650 31.6  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 10,038 4.1 4,621 1.9 247,207
NON U.S. 14 1,624 0.7 23,842 9.6  
  18 11,662 4.7 28,463 11.5  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 7,083 1.3 3,684 0.7 529,942
NON U.S. 12 21,247 4.0 18,243 3.4  
  18 28,330 5.3 21,927 4.1  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   59 0.1 0 0.0 72,087
NON U.S.   2,374 3.3 1,680 2.3  
  8 2,433 3.4 1,680 2.3  
ICUS MSCI EAFE MINI INDEX U.S.   439 0.2 166 0.1 263,988
NON U.S.   580 0.2 10,611 4.0  
  7 1,019 0.4 10,777 4.1  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 4 2,252 0.2 1,720 0.1 1,157,847
NON U.S. 13 21,829 1.9 30,343 2.6  
  17 24,081 2.1 32,063 2.8  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   660 0.6 2,044 1.8 115,557
NON U.S.   49,222 42.6 28,495 24.7  
  6 49,882 43.2 30,539 26.4