July Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 7/2/2019
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		10,533	2.9	3,419	0.9	362,642
	NON U.S.		36,548	10.1	7,948	2.2
		14	47,081	13.0	11,367	3.1
CBT WHEAT-HRW	U.S.		6,094	2.3	1,276	0.5	269,299
	NON U.S.		11,753	4.4	362	0.1
		9	17,847	6.6	1,638	0.6
CBT CORN	U.S.		9,600	0.5	1,171	0.1	1,746,923
	NON U.S.		67,845	3.9	3,376	0.2
		16	77,445	4.4	4,547	0.3
CBT SOYBEANS	U.S.	5	3,966	0.6	4,350	0.7	648,855
	NON U.S.	10	28,362	4.4	2,512	0.4
		15	32,328	5.0	6,862	1.1
CBT SOYBEAN OIL	U.S.		6,445	1.5	2,427	0.6	421,129
	NON U.S.		36,461	8.7	3,265	0.8
		10	42,906	10.2	5,692	1.4
CBT U.S. TREASURY BONDS	U.S.	5	1,995	0.2	5,927	0.6	933,255
	NON U.S.	10	3,720	0.4	4,029	0.4
		15	5,715	0.6	9,956	1.1
CBT ULTRA U.S. TREASURY BONDS	U.S.		2,018	0.2	1,751	0.2	1,150,605
	NON U.S.		2,785	0.2	10,204	0.9
		5	4,803	0.4	11,955	1.0
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.	4	16,655	4.3	3,366	0.9	384,203
	NON U.S.	6	14,996	3.9	767	0.2
		10	31,651	8.2	4,133	1.1
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	14,718	0.3	1,787,023	36.4	4,908,670
	NON U.S.	8	67,977	1.4	894,726	18.2
		13	82,695	1.7	2,681,749	54.6
IFED NATURAL GAS PENULTIMATE ICE	U.S.		13,623	9.2	11,938	8.1	147,381
	NON U.S.		4,389	3.0	3,296	2.2
		6	18,012	12.2	15,234	10.3
IFED PG&E CITYGATE FIN BASIS	U.S.		2,168	1.4	3,239	2.0	159,935
	NON U.S.		1,481	0.9	34,527	21.6
		5	3,649	2.3	37,766	23.6
IFED NWP ROCKIES FIN BASIS	U.S.		60	0.0	86,074	24.9	345,843
	NON U.S.		7,730	2.2	107,771	31.2
		8	7,790	2.3	193,845	56.0
IFED AECO FIN BASIS	U.S.		2,546	0.3	6,486	0.9	756,304
	NON U.S.		14,927	2.0	562,034	74.3
		8	17,473	2.3	568,520	75.2
IFED CHICAGO FIN BASIS	U.S.		23,552	5.9	3,241	0.8	396,524
	NON U.S.		4,425	1.1	61,039	15.4
		9	27,977	7.1	64,280	16.2
IFED HSC FIN BASIS	U.S.		12,089	2.4	90,800	18.2	498,876
	NON U.S.		1,488	0.3	13,646	2.7
		8	13,577	2.7	104,446	20.9
IFED WAHA FIN BASIS	U.S.		1,095	0.3	96,435	28.2	342,487
	NON U.S.		20,209	5.9	25,904	7.6
		6	21,304	6.2	122,339	35.7
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	65,278	25.3	257,755
	NON U.S.		0	0.0	72,950	28.3
		8	0	0.0	138,228	53.6
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		17,082	3.0	121,020	21.0	576,419
	NON U.S.		67,315	11.7	50,442	8.8
		8	84,397	14.6	171,462	29.7
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		33,613	15.6	2,391	1.1	214,812
	NON U.S.		90	0.0	4,953	2.3
		5	33,703	15.7	7,344	3.4
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		8,383	3.9	9,900	4.6	213,203
	NON U.S.		7,284	3.4	4,480	2.1
		5	15,667	7.3	14,380	6.7
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		2,214	1.1	16,198	8.0	202,264
	NON U.S.		0	0.0	14,409	7.1
		5	2,214	1.1	30,607	15.1
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	NON U.S.		15,493	18.4	3,319	3.9	84,307
		5	15,493	18.4	3,319	3.9
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		7,711	4.3	24,787	13.8	180,097
	NON U.S.		6,684	3.7	6,585	3.7
		6	14,395	8.0	31,372	17.4
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		6,197	2.4	8,701	3.4	253,538
	NON U.S.		0	0.0	11,276	4.4
		6	6,197	2.4	19,977	7.9
IFED TRANSCO ZONE 6 BASIS	U.S.		932	0.7	11,505	8.5	135,233
	NON U.S.		1,467	1.1	11,659	8.6
		5	2,399	1.8	23,164	17.1
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)	U.S.		4,121	2.7	14,647	9.5	154,764
	NON U.S.		4,995	3.2	9,369	6.1
		5	9,116	5.9	24,016	15.5
IFED TETCO M2 Basis (Receipts)	U.S.		13,976	5.2	101,250	37.6	269,241
	NON U.S.		10,888	4.0	60,645	22.5
		7	24,864	9.2	161,895	60.1
NYME NATURAL GAS	U.S.	5	50,741	3.9	36,628	2.8	1,304,900
	NON U.S.	13	69,045	5.3	56,566	4.3
		18	119,786	9.2	93,194	7.1
NYME HENRY HUB LAST DAY FIN	U.S.	4	8,559	2.4	63,062	17.6	358,442
	NON U.S.	6	3,746	1.0	23,172	6.5
		10	12,305	3.4	86,234	24.1
NYME HENRY HUB PENULTIMATE FIN	U.S.		17,063	19.7	3,893	4.5	86,612
	NON U.S.		3,761	4.3	1,458	1.7
		6	20,824	24.0	5,351	6.2
CBT SOYBEAN MEAL	U.S.		4,643	1.1	3,475	0.8	437,302
	NON U.S.		29,292	6.7	513	0.1
		12	33,935	7.8	3,988	0.9
ICUS COTTON NO. 2	U.S.		1,618	0.9	2,227	1.2	178,400
	NON U.S.		17,061	9.6	5,440	3.0
		17	18,679	10.5	7,667	4.3
NYME HENRY HUB	U.S.		7,710	0.8	276,139	29.1	949,236
	NON U.S.		41,892	4.4	278,853	29.4
		10	49,602	5.2	554,992	58.5
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		32,071	23.3	4,745	3.4	137,592
	NON U.S.		20,513	14.9	7,963	5.8
		7	52,584	38.2	12,708	9.2
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	7,111	0.2	14,547	0.4	3,526,478
	NON U.S.	25	54,917	1.6	49,008	1.4
		30	62,028	1.8	63,555	1.8
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	120,510	3.2	4,664	0.1	3,756,647
	NON U.S.	28	41,299	1.1	33,325	0.9
		35	161,809	4.3	37,989	1.0
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,336	0.4	2,648	0.3	756,775
	NON U.S.		3,240	0.4	12,575	1.7
		6	6,576	0.9	15,223	2.0
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	7	37,275	0.8	35,749	0.8	4,440,077
	NON U.S.	22	30,805	0.7	72,911	1.6
		29	68,080	1.5	108,660	2.4
CBT 30-DAY FEDERAL FUNDS	U.S.	7	256,842	12.5	247,603	12.1	2,050,441
	NON U.S.	30	78,433	3.8	191,070	9.3
		37	335,275	16.4	438,673	21.4
CME LEAN HOGS	U.S.		901	0.3	986	0.3	297,506
	NON U.S.		17,633	5.9	1,403	0.5
		10	18,534	6.2	2,389	0.8
CME LIVE CATTLE	U.S.		1,164	0.3	1,828	0.5	349,488
	NON U.S.		21,429	6.1	2,536	0.7
		10	22,593	6.5	4,364	1.2
CME FEEDER CATTLE	U.S.		268	0.5	133	0.3	49,579
	NON U.S.		1,643	3.3	62	0.1
		7	1,911	3.9	195	0.4
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		1,844	4.7	2,102	5.4	38,910
	NON U.S.		1,150	3.0	3,868	9.9
		6	2,994	7.7	5,970	15.3
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		182	1.3	2,207	16.2	13,661
	NON U.S.		475	3.5	210	1.5
		5	657	4.8	2,417	17.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,865	18.4	31,895
	NON U.S.		0	0.0	1,381	4.3
		5	0	0.0	7,246	22.7
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		5,375	8.8	3,636	6.0	60,871
	NON U.S.		1,890	3.1	919	1.5
		7	7,265	11.9	4,555	7.5
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	11,084	21.2	52,352
	NON U.S.		0	0.0	4,363	8.3
		6	0	0.0	15,447	29.5
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		5,308	3.9	3,361	2.5	136,354
	NON U.S.		3,120	2.3	5,192	3.8
		7	8,428	6.2	8,553	6.3
NYME MT BELVIEU ETHANE OPIS	U.S.		482	1.3	7,693	21.3	36,082
	NON U.S.		0	0.0	5,741	15.9
		6	482	1.3	13,434	37.2
NYME MT BELV NORM BUTANE OPIS	U.S.		294	0.6	4,643	9.8	47,449
	NON U.S.		698	1.5	3,597	7.6
		6	992	2.1	8,240	17.4
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,685	18.0	14,906
	NON U.S.		1,555	10.4	565	3.8
		5	1,555	10.4	3,250	21.8
NYME CONWAY PROPANE (OPIS)	U.S.		775	3.4	200	0.9	22,671
	NON U.S.		154	0.7	2,760	12.2
		6	929	4.1	2,960	13.1
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		15,725	2.3	79,576	11.7	680,966
	NON U.S.		8,562	1.3	4,492	0.7
		17	24,287	3.6	84,068	12.3
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		3	0.0	1,050	3.5	30,007
	NON U.S.		0	0.0	18,353	61.2
		5	3	0.0	19,403	64.7
NYME CRUDE OIL, LIGHT SWEET	U.S.		14,745	0.7	222,054	10.9	2,031,169
	NON U.S.		61,000	3.0	221,001	10.9
		20	75,745	3.7	443,055	21.8
NYME WTI FINANCIAL CRUDE OIL	U.S.		4,832	2.9	32,025	19.5	163,975
	NON U.S.		8,686	5.3	38,760	23.6
		10	13,518	8.2	70,785	43.2
NYME WTI-BRENT CALENDAR	U.S.		8,400	5.2	19,044	11.8	160,849
	NON U.S.		4,464	2.8	180	0.1
		7	12,864	8.0	19,224	12.0
NYME BRENT CRUDE OIL LAST DAY	U.S.		10,859	4.7	2,613	1.1	231,159
	NON U.S.		414	0.2	148	0.1
		5	11,273	4.9	2,761	1.2
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		640	0.4	15,926	10.5	151,288
	NON U.S.		0	0.0	7,204	4.8
		6	640	0.4	23,130	15.3
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		0	0.0	5,935	22.0	27,008
	NON U.S.		0	0.0	734	2.7
		5	0	0.0	6,669	24.7
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		14,202	11.1	24,672	19.3	127,905
	NON U.S.		10	0.0	9,793	7.7
		6	14,212	11.1	34,465	26.9
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		150	1.1	135	1.0	13,050
	NON U.S.		132	1.0	8,522	65.3
		6	282	2.2	8,657	66.3
ICUS COCOA	U.S.		2,376	0.9	0	0.0	269,419
	NON U.S.		8,257	3.1	652	0.2
		10	10,633	3.9	652	0.2
NYME PALLADIUM	U.S.	4	114	0.5	7,879	32.7	24,091
	NON U.S.	15	512	2.1	2,864	11.9
		19	626	2.6	10,743	44.6
NYME PLATINUM	U.S.	5	1,175	1.5	11,729	14.6	80,391
	NON U.S.	18	2,453	3.1	11,909	14.8
		23	3,628	4.5	23,638	29.4
ICUS SUGAR NO. 11	U.S.		9,894	1.2	3,467	0.4	851,542
	NON U.S.		47,271	5.6	4,141	0.5
		11	57,165	6.7	7,608	0.9
ICUS COFFEE C	U.S.		2,048	0.8	957	0.4	258,485
	NON U.S.		12,187	4.7	1,030	0.4
		17	14,235	5.5	1,987	0.8
CMX SILVER	U.S.	4	4,645	2.1	32,134	14.5	221,224
	NON U.S.	26	11,617	5.3	48,545	21.9
		30	16,262	7.4	80,679	36.5
CMX COPPER-GRADE #1	U.S.		3,145	1.2	106	0.0	254,342
	NON U.S.		13,239	5.2	1,449	0.6
		14	16,384	6.4	1,555	0.6
CMX GOLD	U.S.	5	10,178	1.7	117,400	19.4	605,949
	NON U.S.	28	33,859	5.6	139,318	23.0
		33	44,037	7.3	256,718	42.4
CME CANADIAN DOLLAR	U.S.		1,147	0.7	47,585	30.1	157,998
	NON U.S.		4,383	2.8	5,295	3.4
		5	5,530	3.5	52,880	33.5
CME MEXICAN PESO	NON U.S.		931	0.4	91,162	38.6	236,052
		8	931	0.4	91,162	38.6
CME BRITISH POUND STERLING	U.S.		50,356	22.4	2,495	1.1	224,591
	NON U.S.		5,170	2.3	988	0.4
		6	55,526	24.7	3,483	1.6
CME EURO FX	U.S.		0	0.0	11,679	2.2	520,970
	NON U.S.		22,159	4.3	11,398	2.2
		18	22,159	4.3	23,077	4.4
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.	4	6,506	1.7	2,472	0.7	372,638
	NON U.S.	10	13,041	3.5	2,294	0.6
		14	19,547	5.2	4,766	1.3
E VIX FUTURES	U.S.		125	0.0	1,904	0.5	416,468
	NON U.S.		33,313	8.0	2,480	0.6
		8	33,438	8.0	4,384	1.1
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	872	1.0	2,867	3.4	85,063
	NON U.S.	7	1,935	2.3	15,801	18.6
		11	2,807	3.3	18,668	21.9
CME 3-MONTH EURODOLLARS	U.S.	8	1,154,665	9.0	1,575,602	12.2	12,898,895
	NON U.S.	29	1,021,197	7.9	841,996	6.5
		37	2,175,862	16.9	2,417,598	18.7
CME 3-MONTH SOFR	U.S.		6,450	11.2	4,189	7.3	57,660
	NON U.S.		721	1.3	892	1.5
		8	7,171	12.4	5,081	8.8
CME 1-MONTH SOFR	U.S.	4	5,391	7.6	7,351	10.4	70,795
	NON U.S.	4	970	1.4	5,375	7.6
		8	6,361	9.0	12,726	18.0
CME E-MINI S&P 500 STOCK INDEX	U.S.	5	23,409	0.9	10,071	0.4	2,545,506
	NON U.S.	20	63,851	2.5	93,094	3.7
		25	87,260	3.4	103,165	4.1
CME S&P 500 TOTAL RETURN INDEX	U.S.		1,000	0.5	33,699	15.6	216,280
	NON U.S.		25,750	11.9	21,864	10.1
		5	26,750	12.4	55,563	25.7
CMX ALUMINUM MW US TR PLATTS	U.S.		1,715	8.8	0	0.0	19,531
	NON U.S.		589	3.0	49	0.3
		5	2,304	11.8	49	0.3
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	1,664	0.8	1,780	0.9	209,069
	NON U.S.	9	3,963	1.9	5,152	2.5
		13	5,627	2.7	6,932	3.3
CME AUSTRALIAN DOLLAR	U.S.		9,389	5.8	1,593	1.0	162,186
	NON U.S.		1,135	0.7	2,976	1.8
		6	10,524	6.5	4,569	2.8
CME E-MINI RUSSELL 2000 INDEX	U.S.	4	4,134	1.0	10,049	2.4	414,369
	NON U.S.	11	14,544	3.5	13,225	3.2
		15	18,678	4.5	23,274	5.6
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		2,309	4.2	275	0.5	55,355
		5	2,309	4.2	275	0.5
ICUS MSCI EAFE MINI INDEX	U.S.	4	2,693	0.9	0	0.0	314,259
	NON U.S.	5	876	0.3	7,095	2.3
		9	3,569	1.1	7,095	2.3
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	4	4,183	0.3	0	0.0	1,239,926
	NON U.S.	12	14,430	1.2	56,724	4.6
		16	18,613	1.5	56,724	4.6
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		2,650	2.2	5,240	4.4	119,897
	NON U.S.		54,733	45.7	29,230	24.4
		7	57,383	47.9	34,470	28.7
NYME GULF JET NY HEAT OIL SPR	U.S.		2,742	11.2	0	0.0	24,494
	NON U.S.		1,615	6.6	0	0.0
		5	4,357	17.8	0	0.0