March Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 3/5/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		5,384	1.1	994	0.2	478,153
	NON U.S.		39,560	8.3	7,114	1.5
		16	44,944	9.4	8,108	1.7
CBT WHEAT-HRW	U.S.		4,081	1.4	2,340	0.8	297,996
	NON U.S.		14,956	5.0	589	0.2
		12	19,037	6.4	2,929	1.0
CBT CORN	U.S.	4	11,721	0.7	19,688	1.2	1,667,797
	NON U.S.	12	81,785	4.9	9,958	0.6
		16	93,506	5.6	29,646	1.8
CBT SOYBEANS	U.S.		6,649	1.0	5,372	0.8	658,689
	NON U.S.		28,697	4.4	4,036	0.6
		16	35,346	5.4	9,408	1.4
CBT SOYBEAN OIL	U.S.		8,585	1.7	4,195	0.9	492,337
	NON U.S.		34,573	7.0	1,483	0.3
		11	43,158	8.8	5,678	1.2
CBT U.S. TREASURY BONDS	U.S.	6	9,940	1.0	10,080	1.0	963,855
	NON U.S.	7	5,331	0.6	5,633	0.6
		13	15,271	1.6	15,713	1.6
CBT ULTRA U.S. TREASURY BONDS	U.S.		7,981	0.7	185	0.0	1,132,104
	NON U.S.		0	0.0	13,354	1.2
		5	7,981	0.7	13,539	1.2
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	16,809	3.8	3,327	0.8	441,195
	NON U.S.	6	13,814	3.1	286	0.1
		10	30,623	6.9	3,613	0.8
NYME UP DOWN GC ULSD VS HO SPR	U.S.		3,111	9.7	120	0.4	32,188
	NON U.S.		951	3.0	0	0.0
		5	4,062	12.6	120	0.4
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	16,116	0.3	1,864,181	37.2	5,008,671
	NON U.S.	8	45,999	0.9	1,051,278	21.0
		13	62,115	1.2	2,915,459	58.2
IFED NATURAL GAS PENULTIMATE ICE	U.S.		12,473	9.5	6,780	5.1	131,789
	NON U.S.		5,108	3.9	4,658	3.5
		7	17,581	13.3	11,438	8.7
IFED PG&E CITYGATE FIN BASIS	U.S.		2,262	1.8	93	0.1	126,515
	NON U.S.		3,062	2.4	26,679	21.1
		5	5,324	4.2	26,772	21.2
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	96,151	29.4	327,532
	NON U.S.		3,069	0.9	114,866	35.1
		8	3,069	0.9	211,017	64.4
IFED AECO FIN BASIS	U.S.		527	0.1	10,384	1.3	769,475
	NON U.S.		10,224	1.3	593,417	77.1
		8	10,751	1.4	603,801	78.5
IFED CHICAGO FIN BASIS	U.S.		22,954	6.1	2,140	0.6	375,531
	NON U.S.		4,233	1.1	68,503	18.2
		9	27,187	7.2	70,643	18.8
IFED HSC FIN BASIS	U.S.		14,621	3.2	106,393	23.3	457,074
	NON U.S.		1,186	0.3	16,689	3.7
		8	15,807	3.5	123,082	26.9
IFED WAHA FIN BASIS	U.S.		1,459	0.5	85,985	29.9	287,662
	NON U.S.		184	0.1	28,266	9.8
		7	1,643	0.6	114,251	39.7
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	70,999	27.3	260,446
	NON U.S.		36	0.0	72,428	27.8
		8	36	0.0	143,427	55.1
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		1,287	0.2	142,851	23.8	600,928
	NON U.S.		52,339	8.7	54,600	9.1
		8	53,626	8.9	197,451	32.9
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		33,002	15.6	3,765	1.8	211,911
	NON U.S.		0	0.0	4,795	2.3
		5	33,002	15.6	8,560	4.0
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		8,155	5.9	7,901	5.7	139,321
	NON U.S.		6,428	4.6	6,049	4.3
		5	14,583	10.5	13,950	10.0
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		678	0.4	2,974	1.6	189,421
	NON U.S.		200	0.1	14,498	7.7
		5	878	0.5	17,472	9.2
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		10,268	14.4	4,434	6.2	71,411
		5	10,268	14.4	4,434	6.2
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		7,389	4.2	29,909	17.0	176,256
	NON U.S.		6,379	3.6	8,086	4.6
		6	13,768	7.8	37,995	21.6
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		7,495	3.4	5,477	2.4	223,621
	NON U.S.		0	0.0	12,810	5.7
		6	7,495	3.4	18,287	8.2
IFED TETCO M2 Basis (Receipts)	U.S.		2,871	1.2	77,615	31.5	246,090
	NON U.S.		14,210	5.8	53,865	21.9
		6	17,081	6.9	131,480	53.4
NYME NATURAL GAS	U.S.	5	31,281	2.6	50,519	4.2	1,203,769
	NON U.S.	13	58,933	4.9	69,521	5.8
		18	90,214	7.5	120,040	10.0
NYME HENRY HUB LAST DAY FIN	U.S.		7,168	1.7	80,868	19.6	412,462
	NON U.S.		3,675	0.9	23,285	5.6
		9	10,843	2.6	104,153	25.3
NYME HENRY HUB PENULTIMATE FIN	U.S.		15,829	17.6	2,697	3.0	90,124
	NON U.S.		3,917	4.3	582	0.6
		6	19,746	21.9	3,279	3.6
CBT SOYBEAN MEAL	U.S.		6,140	1.4	8,844	2.0	445,351
	NON U.S.		34,992	7.9	1,020	0.2
		15	41,132	9.2	9,864	2.2
ICUS COTTON NO. 2	U.S.		1,884	0.8	2,234	1.0	223,290
	NON U.S.		14,723	6.6	5,999	2.7
		15	16,607	7.4	8,233	3.7
NYME HENRY HUB	U.S.		13,694	1.3	297,082	28.8	1,031,108
	NON U.S.		40,397	3.9	329,067	31.9
		9	54,091	5.2	626,149	60.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		28,539	20.3	2,734	1.9	140,737
	NON U.S.		28,127	20.0	7,052	5.0
		8	56,666	40.3	9,786	7.0
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	18,536	0.6	57,202	2.0	2,926,538
	NON U.S.	22	43,205	1.5	32,301	1.1
		28	61,741	2.1	89,503	3.1
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	8	89,871	2.4	14,733	0.4	3,781,543
	NON U.S.	28	53,048	1.4	65,327	1.7
		36	142,919	3.8	80,060	2.1
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,586	0.5	1,414	0.2	664,646
	NON U.S.		0	0.0	15,073	2.3
		6	3,586	0.5	16,487	2.5
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	18,056	0.4	24,223	0.6	4,203,625
	NON U.S.	18	25,241	0.6	104,660	2.5
		23	43,297	1.0	128,883	3.1
CBT 30-DAY FEDERAL FUNDS	U.S.	8	268,991	16.4	164,890	10.0	1,644,146
	NON U.S.	21	92,536	5.6	166,111	10.1
		29	361,527	22.0	331,001	20.1
CME LEAN HOGS	U.S.		589	0.2	1,784	0.7	261,028
	NON U.S.		18,064	6.9	1,593	0.6
		11	18,653	7.1	3,377	1.3
CME LIVE CATTLE	U.S.		1,081	0.3	416	0.1	423,752
	NON U.S.		25,245	6.0	0	0.0
		11	26,326	6.2	416	0.1
CME FEEDER CATTLE	U.S.		0	0.0	321	0.6	55,331
	NON U.S.		1,344	2.4	665	1.2
		6	1,344	2.4	986	1.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		512	1.4	2,990	8.4	35,731
	NON U.S.		612	1.7	3,634	10.2
		6	1,124	3.1	6,624	18.5
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		99	0.4	4,490	20.2	22,242
	NON U.S.		35	0.2	946	4.3
		6	134	0.6	5,436	24.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		3,529	6.4	4,342	7.9	54,834
	NON U.S.		645	1.2	1,710	3.1
		7	4,174	7.6	6,052	11.0
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	14,988	27.8	53,874
	NON U.S.		0	0.0	5,229	9.7
		6	0	0.0	20,217	37.5
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		6,467	5.8	3,973	3.6	111,143
	NON U.S.		1,694	1.5	4,122	3.7
		7	8,161	7.3	8,095	7.3
NYME MT BELVIEU ETHANE OPIS	U.S.		992	2.7	8,673	24.0	36,156
	NON U.S.		90	0.2	4,856	13.4
		7	1,082	3.0	13,529	37.4
NYME MT BELV NORM BUTANE OPIS	U.S.		38	0.1	5,752	16.3	35,244
	NON U.S.		117	0.3	2,890	8.2
		7	155	0.4	8,642	24.5
NYME MT BELV NAT GASOLINE OPIS	U.S.		7	0.0	3,558	21.9	16,213
	NON U.S.		2,982	18.4	269	1.7
		5	2,989	18.4	3,827	23.6
NYME CONWAY PROPANE (OPIS)	U.S.		418	2.5	211	1.3	16,807
	NON U.S.		37	0.2	2,962	17.6
		6	455	2.7	3,173	18.9
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		21,865	3.6	54,717	9.0	608,146
	NON U.S.		12,276	2.0	2,929	0.5
		17	34,141	5.6	57,646	9.5
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		450	1.0	705	1.6	43,431
	NON U.S.		552	1.3	23,945	55.1
		6	1,002	2.3	24,650	56.8
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		16,208	7.8	51,906	25.0	208,037
	NON U.S.		0	0.0	7,290	3.5
		5	16,208	7.8	59,196	28.5
NYME CRUDE OIL, LIGHT SWEET	U.S.		17,740	0.9	209,984	10.2	2,067,851
	NON U.S.		61,377	3.0	178,079	8.6
		22	79,117	3.8	388,063	18.8
NYME WTI CRUDE OIL CALENDAR	U.S.		7,969	5.4	31,645	21.5	146,916
	NON U.S.		8,284	5.6	30,337	20.6
		8	16,253	11.1	61,982	42.2
NYME WTI-BRENT CALENDAR	U.S.		17,497	13.6	20,179	15.6	129,003
	NON U.S.		6,012	4.7	180	0.1
		6	23,509	18.2	20,359	15.8
NYME BRENT (ICE) CALENDAR	U.S.		684	3.5	569	2.9	19,310
	NON U.S.		246	1.3	2,406	12.5
		5	930	4.8	2,975	15.4
NYME BRENT CRUDE OIL LAST DAY	U.S.		7,532	4.0	3,052	1.6	187,368
	NON U.S.		695	0.4	390	0.2
		6	8,227	4.4	3,442	1.8
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		0	0.0	8,982	24.2	37,128
	NON U.S.		0	0.0	1,320	3.6
		5	0	0.0	10,302	27.7
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		14,845	10.9	32,510	23.8	136,597
	NON U.S.		0	0.0	8,512	6.2
		6	14,845	10.9	41,022	30.0
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		165	0.9	135	0.8	17,890
	NON U.S.		270	1.5	10,910	61.0
		6	435	2.4	11,045	61.7
ICUS COCOA	U.S.		1,420	0.6	84	0.0	244,590
	NON U.S.		7,893	3.2	1,322	0.5
		12	9,313	3.8	1,406	0.6
NYME PALLADIUM	U.S.		1,348	5.1	9,312	35.2	26,465
	NON U.S.		768	2.9	1,773	6.7
		15	2,116	8.0	11,085	41.9
NYME PLATINUM	U.S.	5	1,664	2.1	13,530	17.5	77,483
	NON U.S.	17	3,115	4.0	12,507	16.1
		22	4,779	6.2	26,037	33.6
ICUS SUGAR NO. 11	U.S.		15,309	1.9	4,796	0.6	825,365
	NON U.S.		51,517	6.2	6,188	0.7
		12	66,826	8.1	10,984	1.3
ICUS COFFEE C	U.S.		2,857	0.9	2,699	0.9	315,146
	NON U.S.		14,193	4.5	870	0.3
		19	17,050	5.4	3,569	1.1
CMX SILVER	U.S.	5	4,979	2.6	36,622	19.3	190,024
	NON U.S.	21	11,083	5.8	40,201	21.2
		26	16,062	8.5	76,823	40.4
CMX COPPER-GRADE #1	U.S.	4	5,901	2.3	1,016	0.4	255,162
	NON U.S.	15	11,350	4.4	1,634	0.6
		19	17,251	6.8	2,650	1.0
CMX GOLD	U.S.	5	16,948	3.6	78,176	16.6	471,311
	NON U.S.	29	26,778	5.7	80,978	17.2
		34	43,726	9.3	159,154	33.8
CME CANADIAN DOLLAR	U.S.		5,827	4.0	525	0.4	146,552
	NON U.S.		7,115	4.9	6,517	4.4
		6	12,942	8.8	7,042	4.8
CME MEXICAN PESO	NON U.S.		1,125	0.5	46,789	19.0	246,641
		11	1,125	0.5	46,789	19.0
CME BRITISH POUND STERLING	U.S.		20,463	10.6	3,786	2.0	193,497
	NON U.S.		1,746	0.9	16,336	8.4
		7	22,209	11.5	20,122	10.4
CME JAPANESE YEN	U.S.		3,302	1.6	34,646	16.7	207,083
	NON U.S.		5,624	2.7	7,105	3.4
		6	8,926	4.3	41,751	20.2
CME EURO FX	U.S.		0	0.0	19,136	3.5	541,753
	NON U.S.		31,612	5.8	13,697	2.5
		16	31,612	5.8	32,833	6.1
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		6,515	1.7	5,846	1.5	394,647
	NON U.S.		10,405	2.6	178	0.0
		9	16,920	4.3	6,024	1.5
E VIX FUTURES	U.S.		350	0.1	974	0.3	341,448
	NON U.S.		4,673	1.4	12,190	3.6
		7	5,023	1.5	13,164	3.9
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	2,612	2.9	2,041	2.3	88,817
	NON U.S.	7	1,167	1.3	5,553	6.3
		11	3,779	4.3	7,594	8.6
CME 3-MONTH EURODOLLARS	U.S.	8	1,185,004	9.4	1,076,665	8.5	12,665,700
	NON U.S.	33	830,754	6.6	898,203	7.1
		41	2,015,758	15.9	1,974,868	15.6
CME 3-MONTH SOFR	U.S.		3,272	5.5	11,933	20.0	59,715
	NON U.S.		26	0.0	498	0.8
		5	3,298	5.5	12,431	20.8
CME 1-MONTH SOFR	U.S.		4,065	6.4	7,011	11.0	63,463
	NON U.S.		800	1.3	1,817	2.9
		7	4,865	7.7	8,828	13.9
CME E-MINI S&P 500 STOCK INDEX	U.S.	6	11,548	0.4	74,003	2.8	2,623,571
	NON U.S.	20	114,077	4.3	130,103	5.0
		26	125,625	4.8	204,106	7.8
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	1,073	6.1	17,666
	NON U.S.		618	3.5	2,367	13.4
		6	618	3.5	3,440	19.5
CME S&P 500 TOTAL RETURN INDEX	U.S.		6,000	2.3	32,000	12.1	265,239
	NON U.S.		46,061	17.4	57,156	21.5
		6	52,061	19.6	89,156	33.6
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	1,763	0.8	5,769	2.5	232,670
	NON U.S.	14	16,439	7.1	3,116	1.3
		18	18,202	7.8	8,885	3.8
CME AUSTRALIAN DOLLAR	U.S.		9,442	6.7	2,978	2.1	141,773
	NON U.S.		3,076	2.2	5,378	3.8
		5	12,518	8.8	8,356	5.9
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	10,680	2.1	2,406	0.5	513,085
	NON U.S.	11	30,697	6.0	5,471	1.1
		17	41,377	8.1	7,877	1.5
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		0	0.0	379	0.4	87,241
	NON U.S.		5,277	6.0	82	0.1
		7	5,277	6.0	461	0.5
ICUS MSCI EAFE MINI INDEX	U.S.		1,206	0.4	0	0.0	309,532
	NON U.S.		2,577	0.8	29,309	9.5
		7	3,783	1.2	29,309	9.5
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.		2,105	0.2	0	0.0	1,365,338
	NON U.S.		18,764	1.4	59,143	4.3
		16	20,869	1.5	59,143	4.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		616	0.7	3,069	3.7	82,296
	NON U.S.		32,758	39.8	16,474	20.0
		5	33,374	40.6	19,543	23.7
NYME GULF JET NY HEAT OIL SPR	U.S.		2,186	8.7	309	1.2	25,055
	NON U.S.		1,160	4.6	0	0.0
		5	3,346	13.4	309	1.2