August Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 8/7/2018
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,152	1.4	3,335	0.7	497,660
	NON U.S.		46,090	9.3	9,735	2.0
		19	53,242	10.7	13,070	2.6
CBT WHEAT-HRW	U.S.		4,893	1.7	1,836	0.6	285,855
	NON U.S.		13,022	4.6	902	0.3
		11	17,915	6.3	2,738	1.0
CBT CORN	U.S.	4	11,482	0.7	24,501	1.4	1,760,500
	NON U.S.	14	81,644	4.6	6,097	0.3
		18	93,126	5.3	30,598	1.7
CBT SOYBEANS	U.S.	5	8,130	1.0	10,410	1.3	789,827
	NON U.S.	14	42,847	5.4	11,682	1.5
		19	50,977	6.5	22,092	2.8
CBT SOYBEAN OIL	U.S.		7,783	1.5	5,986	1.1	524,735
	NON U.S.		39,365	7.5	1,677	0.3
		12	47,148	9.0	7,663	1.5
CBT U.S. TREASURY BONDS	U.S.	6	8,801	1.0	4,523	0.5	844,657
	NON U.S.	6	3,112	0.4	9,197	1.1
		12	11,913	1.4	13,720	1.6
CBT ULTRA U.S. TREASURY BONDS	U.S.		3,077	0.3	1,525	0.1	1,034,439
	NON U.S.		0	0.0	22,251	2.2
		6	3,077	0.3	23,776	2.3
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		10,663	2.8	9,045	2.4	378,072
	NON U.S.		14,299	3.8	1,444	0.4
		11	24,962	6.6	10,489	2.8
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	4	19,542	0.4	1,768,712	34.2	5,167,609
	NON U.S.	7	41,069	0.8	878,951	17.0
		11	60,611	1.2	2,647,663	51.2
IFED NATURAL GAS PENULTIMATE ICE	U.S.		8,327	5.7	8,967	6.1	146,403
	NON U.S.		6,890	4.7	2,512	1.7
		7	15,217	10.4	11,479	7.8
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	82,102	23.1	354,883
	NON U.S.		4,680	1.3	153,721	43.3
		9	4,680	1.3	235,823	66.5
IFED AECO FIN BASIS	U.S.		6,006	0.7	421	0.1	835,384
	NON U.S.		40,747	4.9	640,020	76.6
		8	46,753	5.6	640,441	76.7
IFED CHICAGO FIN BASIS	U.S.		25,143	5.7	500	0.1	444,596
	NON U.S.		858	0.2	64,842	14.6
		8	26,001	5.8	65,342	14.7
IFED HSC FIN BASIS	U.S.		1,692	0.3	81,423	16.4	495,560
	NON U.S.		1,000	0.2	19,464	3.9
		8	2,692	0.5	100,887	20.4
IFED WAHA FIN BASIS	U.S.		5,005	1.7	67,466	23.4	288,817
	NON U.S.		0	0.0	18,427	6.4
		7	5,005	1.7	85,893	29.7
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	57,383	26.1	219,582
	NON U.S.		0	0.0	62,194	28.3
		6	0	0.0	119,577	54.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		17,175	2.9	107,261	18.4	582,672
	NON U.S.		14,896	2.6	30,240	5.2
		7	32,071	5.5	137,501	23.6
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		22,965	9.8	5,076	2.2	233,287
	NON U.S.		305	0.1	7,467	3.2
		6	23,270	10.0	12,543	5.4
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		3,199	1.9	18,978	11.5	164,874
	NON U.S.		6,128	3.7	8,156	4.9
		6	9,327	5.7	27,134	16.5
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		7,498	3.3	6,752	3.0	225,762
	NON U.S.		0	0.0	8,485	3.8
		5	7,498	3.3	15,237	6.7
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)	U.S.		3,785	2.7	17,394	12.5	139,646
	NON U.S.		13,262	9.5	0	0.0
		5	17,047	12.2	17,394	12.5
IFED TETCO M2 Basis (Receipts)	U.S.		1,950	1.2	59,348	37.7	157,321
	NON U.S.		0	0.0	32,882	20.9
		7	1,950	1.2	92,230	58.6
NYME NATURAL GAS	U.S.	4	31,162	2.0	36,963	2.3	1,577,281
	NON U.S.	15	62,882	4.0	63,819	4.0
		19	94,044	6.0	100,782	6.4
NYME HENRY HUB LAST DAY FIN	U.S.		7,269	1.7	80,210	18.2	440,073
	NON U.S.		4,651	1.1	14,881	3.4
		8	11,920	2.7	95,091	21.6
NYME HENRY HUB PENULTIMATE FIN	U.S.		7,637	9.7	3,483	4.4	78,610
	NON U.S.		5,749	7.3	1,250	1.6
		6	13,386	17.0	4,733	6.0
CBT SOYBEAN MEAL	U.S.		6,898	1.4	965	0.2	507,395
	NON U.S.		37,509	7.4	916	0.2
		14	44,407	8.8	1,881	0.4
ICUS COTTON NO. 2	U.S.		6,303	2.3	97	0.0	270,676
	NON U.S.		17,426	6.4	6,253	2.3
		16	23,729	8.8	6,350	2.3
NYME HENRY HUB	U.S.		14,245	1.3	329,749	29.6	1,112,786
	NON U.S.		46,308	4.2	345,439	31.0
		10	60,553	5.4	675,188	60.7
NYME HENRY HUB PENULTIMATE GAS SWAP	U.S.		23,358	14.1	5,579	3.4	165,188
	NON U.S.		34,322	20.8	8,771	5.3
		9	57,680	34.9	14,350	8.7
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	17,297	0.9	74,145	3.8	1,950,521
	NON U.S.	22	17,317	0.9	38,346	2.0
		28	34,614	1.8	112,491	5.8
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	8	64,034	1.7	12,918	0.3	3,779,842
	NON U.S.	35	36,462	1.0	103,432	2.7
		43	100,496	2.7	116,350	3.1
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,823	0.7	0	0.0	572,410
	NON U.S.		12,282	2.1	3,340	0.6
		5	16,105	2.8	3,340	0.6
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	21,522	0.5	26,876	0.6	4,184,333
	NON U.S.	22	55,140	1.3	96,499	2.3
		27	76,662	1.8	123,375	2.9
CBT 30-DAY FEDERAL FUNDS	U.S.	9	275,649	15.5	272,511	15.3	1,778,908
	NON U.S.	20	123,500	6.9	107,822	6.1
		29	399,149	22.4	380,333	21.4
CME LEAN HOGS	U.S.		1,853	0.8	1,313	0.5	240,654
	NON U.S.		22,803	9.5	0	0.0
		10	24,656	10.2	1,313	0.5
CME LIVE CATTLE	U.S.		739	0.2	972	0.3	301,335
	NON U.S.		20,254	6.7	0	0.0
		10	20,993	7.0	972	0.3
CME FEEDER CATTLE	U.S.		198	0.4	0	0.0	55,164
	NON U.S.		1,976	3.6	5	0.0
		5	2,174	3.9	5	0.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		867	2.3	2,414	6.5	37,208
	NON U.S.		90	0.2	2,273	6.1
		5	957	2.6	4,687	12.6
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		490	3.6	2,060	14.9	13,798
	NON U.S.		149	1.1	275	2.0
		5	639	4.6	2,335	16.9
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	1,690	8.9	19,043
	NON U.S.		10	0.1	701	3.7
		5	10	0.1	2,391	12.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,009	1.5	7,431	11.2	66,489
	NON U.S.		231	0.3	1,825	2.7
		6	1,240	1.9	9,256	13.9
NYME PROPANE NON-LDH MT BEL SWAP	U.S.		0	0.0	18,457	37.5	49,253
	NON U.S.		0	0.0	4,842	9.8
		7	0	0.0	23,299	47.3
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		6,833	5.8	2,356	2.0	117,133
	NON U.S.		386	0.3	4,423	3.8
		7	7,219	6.2	6,779	5.8
NYME MT BELVIEU ETHANE OPIS	U.S.		1,766	4.2	9,822	23.2	42,387
	NON U.S.		0	0.0	3,861	9.1
		7	1,766	4.2	13,683	32.3
NYME MT BELV NAT GASOLINE OPIS SWAP	U.S.		0	0.0	4,767	27.5	17,309
	NON U.S.		128	0.7	866	5.0
		6	128	0.7	5,633	32.5
NYME CONWAY PROPANE (OPIS)	U.S.		565	2.3	478	1.9	24,721
	NON U.S.		0	0.0	4,275	17.3
		6	565	2.3	4,753	19.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		22,624	3.5	56,738	8.9	638,314
	NON U.S.		4,695	0.7	7,551	1.2
		15	27,319	4.3	64,289	10.1
IFED WTI CRUDE OIL 1ST LINE	U.S.		525	3.2	6,064	36.6	16,588
	NON U.S.		1,702	10.3	1,000	6.0
		5	2,227	13.4	7,064	42.6
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		2,667	7.1	1,621	4.3	37,621
	NON U.S.		3,058	8.1	5,800	15.4
		6	5,725	15.2	7,421	19.7
IFED CRUDE DIFF-TMX SW 1A INDEX	U.S.		0	0.0	300	6.2	4,859
	NON U.S.		111	2.3	1,661	34.2
		5	111	2.3	1,961	40.4
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		12,605	5.9	30,652	14.5	211,987
	NON U.S.		0	0.0	9,303	4.4
		5	12,605	5.9	39,955	18.8
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	14,091	0.6	291,971	12.5	2,342,575
	NON U.S.	22	52,871	2.3	265,703	11.3
		26	66,962	2.9	557,674	23.8
NYME WTI CRUDE OIL CALENDAR SWAP	U.S.		8,788	5.3	37,287	22.6	165,066
	NON U.S.		16,235	9.8	28,619	17.3
		10	25,023	15.2	65,906	39.9
NYME BRENT CRUDE OIL LAST DAY	U.S.		7,711	4.3	5,280	2.9	181,320
	NON U.S.		1,180	0.7	208	0.1
		5	8,891	4.9	5,488	3.0
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		430	1.0	9,262	20.6	45,019
	NON U.S.		0	0.0	1,828	4.1
		5	430	1.0	11,090	24.6
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		8,659	5.0	35,532	20.5	173,605
	NON U.S.		32	0.0	7,813	4.5
		5	8,691	5.0	43,345	25.0
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		645	3.8	85	0.5	17,045
	NON U.S.		770	4.5	3,572	21.0
		6	1,415	8.3	3,657	21.5
ICUS COCOA	U.S.		2,016	0.8	1,063	0.4	251,029
	NON U.S.		3,860	1.5	2,567	1.0
		10	5,876	2.3	3,630	1.4
NYME PALLADIUM	U.S.	4	2,093	9.1	5,239	22.8	23,010
	NON U.S.	12	1,334	5.8	3,000	13.0
		16	3,427	14.9	8,239	35.8
NYME PLATINUM	U.S.	4	1,608	2.0	2,230	2.8	79,082
	NON U.S.	16	3,380	4.3	6,241	7.9
		20	4,988	6.3	8,471	10.7
ICUS SUGAR NO. 11	U.S.		14,556	1.4	3,409	0.3	1,035,639
	NON U.S.		53,730	5.2	6,705	0.6
		12	68,286	6.6	10,114	1.0
ICUS COFFEE C	U.S.		4,306	1.3	3,495	1.1	326,532
	NON U.S.		13,364	4.1	633	0.2
		18	17,670	5.4	4,128	1.3
CMX SILVER	U.S.	5	4,246	1.8	32,368	13.7	235,440
	NON U.S.	21	8,746	3.7	30,315	12.9
		26	12,992	5.5	62,683	26.6
CMX COPPER-GRADE #1	U.S.		6,061	2.1	1,621	0.6	289,908
	NON U.S.		12,415	4.3	4,294	1.5
		17	18,476	6.4	5,915	2.0
CMX GOLD	U.S.	5	6,143	1.3	29,104	6.3	459,474
	NON U.S.	28	40,871	8.9	65,766	14.3
		33	47,014	10.2	94,870	20.6
CME CANADIAN DOLLAR	U.S.		16,201	11.2	0	0.0	144,934
	NON U.S.		8,436	5.8	1,524	1.1
		6	24,637	17.0	1,524	1.1
CME MEXICAN PESO	NON U.S.		900	0.5	38,929	19.6	198,476
		8	900	0.5	38,929	19.6
CME BRITISH POUND STERLING	U.S.		27,006	12.3	6,651	3.0	219,746
	NON U.S.		7,346	3.3	2,850	1.3
		6	34,352	15.6	9,501	4.3
CME JAPANESE YEN	U.S.		7,675	4.1	8	0.0	187,902
	NON U.S.		11,868	6.3	2,035	1.1
		5	19,543	10.4	2,043	1.1
CME EURO FX	U.S.		12,445	2.5	1,115	0.2	507,186
	NON U.S.		23,517	4.6	6,541	1.3
		18	35,962	7.1	7,656	1.5
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.	4	6,172	1.3	11,154	2.4	472,539
	NON U.S.	8	13,631	2.9	3,051	0.6
		12	19,803	4.2	14,205	3.0
E VIX FUTURES	U.S.		2,709	0.6	0	0.0	476,020
	NON U.S.		26,127	5.5	7,504	1.6
		7	28,836	6.1	7,504	1.6
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	1,469	1.5	2,212	2.2	100,255
	NON U.S.	8	796	0.8	21,267	21.2
		12	2,265	2.3	23,479	23.4
CME 3-MONTH EURODOLLARS	U.S.	8	2,516,259	17.9	830,173	5.9	14,039,548
	NON U.S.	31	931,163	6.6	932,062	6.6
		39	3,447,422	24.6	1,762,235	12.6
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	1,006	3.9	25,516
	NON U.S.		6	0.0	4,957	19.4
		6	6	0.0	5,963	23.4
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	10,902	0.4	64,369	2.3	2,830,470
	NON U.S.	22	64,015	2.3	142,525	5.0
		29	74,917	2.6	206,894	7.3
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	600	6.9	8,660
	NON U.S.		284	3.3	2,717	31.4
		5	284	3.3	3,317	38.3
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		0	0.0	1,987	13.8	14,426
	NON U.S.		1,754	12.2	2,061	14.3
		5	1,754	12.2	4,048	28.1
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	7,070	23.3	30,358
	NON U.S.		6,922	22.8	1,477	4.9
		5	6,922	22.8	8,547	28.2
CME S&P 500 TOTAL RETURN INDEX	U.S.		5,000	3.3	17,850	12.0	149,315
	NON U.S.		16,561	11.1	20,553	13.8
		6	21,561	14.4	38,403	25.7
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	5,925	2.4	4,957	2.0	244,972
	NON U.S.	10	2,090	0.9	14,332	5.9
		14	8,015	3.3	19,289	7.9
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	11,795	2.1	5,049	0.9	549,595
	NON U.S.	12	19,211	3.5	11,170	2.0
		18	31,006	5.6	16,219	3.0
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		0	0.0	463	0.9	51,610
	NON U.S.		1,083	2.1	1,327	2.6
		6	1,083	2.1	1,790	3.5
ICUS MSCI EAFE MINI INDEX	U.S.		297	0.1	231	0.1	287,744
	NON U.S.		1,764	0.6	20,688	7.2
		9	2,061	0.7	20,919	7.3
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	5	2,242	0.2	1,186	0.1	1,012,893
	NON U.S.	14	17,324	1.7	21,007	2.1
		19	19,566	1.9	22,193	2.2
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		489	0.4	1,844	1.6	114,156
	NON U.S.		45,936	40.2	27,228	23.9
		6	46,425	40.7	29,072	25.5