May Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 5/1/2018
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S. 4 14,971 3.2 10,270 2.2 463,257
NON U.S. 12 35,302 7.6 2,391 0.5  
  16 50,273 10.9 12,661 2.7  
CBT WHEAT-HRW U.S.   5,748 2.3 3,095 1.2 249,830
NON U.S.   10,815 4.3 6,431 2.6  
  11 16,563 6.6 9,526 3.8  
CBT CORN U.S. 5 36,102 2.1 21,056 1.2 1,750,116
NON U.S. 11 72,253 4.1 5,654 0.3  
  16 108,355 6.2 26,710 1.5  
CBT SOYBEANS U.S. 4 13,085 1.5 7,483 0.9 847,595
NON U.S. 10 42,389 5.0 66 0.0  
  14 55,474 6.5 7,549 0.9  
CBT SOYBEAN OIL U.S.   6,703 1.3 4,239 0.8 509,165
NON U.S.   28,872 5.7 824 0.2  
  10 35,575 7.0 5,063 1.0  
CBT U.S. TREASURY BONDS U.S. 5 9,188 1.1 2,167 0.3 838,806
NON U.S. 8 3,830 0.5 4,518 0.5  
  13 13,018 1.6 6,685 0.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 13,889 3.2 6,047 1.4 437,185
NON U.S. 4 13,381 3.1 15 0.0  
  8 27,270 6.2 6,062 1.4  
IFED NATURAL GAS ICE HENRY HUB LD1 U.S. 4 23,887 0.5 1,763,120 34.0 5,180,018
NON U.S. 7 49,189 0.9 797,806 15.4  
  11 73,076 1.4 2,560,926 49.4  
IFED NATURAL GAS PENULTIMATE ICE U.S.   9,008 5.8 10,800 7.0 154,220
NON U.S.   8,926 5.8 2,632 1.7  
  7 17,934 11.6 13,432 8.7  
IFED NWP ROCKIES FIN BASIS U.S.   729 0.2 36,024 11.6 310,506
NON U.S.   4,170 1.3 124,744 40.2  
  7 4,899 1.6 160,768 51.8  
IFED AECO FIN BASIS U.S.   6,571 0.8 538 0.1 801,196
NON U.S.   30,201 3.8 620,161 77.4  
  7 36,772 4.6 620,699 77.5  
IFED CHICAGO FIN BASIS U.S.   28,599 5.4 992 0.2 526,624
NON U.S.   1,300 0.2 65,715 12.5  
  8 29,899 5.7 66,707 12.7  
IFED HSC FIN BASIS U.S.   7,045 1.5 74,881 15.4 485,178
NON U.S.   235 0.0 25,605 5.3  
  7 7,280 1.5 100,486 20.7  
IFED WAHA FIN BASIS U.S.   2,025 0.7 62,733 21.1 297,126
NON U.S.   31 0.0 20,900 7.0  
  7 2,056 0.7 83,633 28.1  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 43,313 23.3 186,025
NON U.S.   0 0.0 55,209 29.7  
  5 0 0.0 98,522 53.0  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   17,487 3.0 107,553 18.2 589,877
NON U.S.   16,092 2.7 28,020 4.8  
  7 33,579 5.7 135,573 23.0  
IFED EL PASO - PERMIAN BASIN (BASIS) U.S.   20,030 8.6 7,565 3.2 232,876
NON U.S.   214 0.1 5,520 2.4  
  6 20,244 8.7 13,085 5.6  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   12,057 6.5 13,904 7.4 186,674
NON U.S.   0 0.0 3,454 1.9  
  5 12,057 6.5 17,358 9.3  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   4,022 2.3 13,987 7.9 178,107
NON U.S.   4,212 2.4 6,072 3.4  
  6 8,234 4.6 20,059 11.3  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   7,982 6.7 2,692 2.3 118,856
NON U.S.   16,618 14.0 0 0.0  
  5 24,600 20.7 2,692 2.3  
NYME NATURAL GAS U.S. 4 40,246 2.8 36,609 2.6 1,421,698
NON U.S. 15 64,871 4.6 72,521 5.1  
  19 105,117 7.4 109,130 7.7  
NYME HENRY HUB LAST DAY FIN U.S.   7,194 1.9 68,987 18.7 369,485
NON U.S.   4,741 1.3 15,245 4.1  
  8 11,935 3.2 84,232 22.8  
NYME HENRY HUB PENULTIMATE FIN U.S.   10,142 12.3 2,574 3.1 82,135
NON U.S.   5,015 6.1 1,102 1.3  
  6 15,157 18.5 3,676 4.5  
CBT SOYBEAN MEAL U.S.   6,534 1.3 1,217 0.2 519,252
NON U.S.   34,039 6.6 23 0.0  
  12 40,573 7.8 1,240 0.2  
ICUS COTTON NO. 2 U.S.   4,421 1.6 0 0.0 270,245
NON U.S.   22,204 8.2 8,801 3.3  
  16 26,625 9.9 8,801 3.3  
NYME HENRY HUB SWAP U.S.   14,358 1.3 330,978 29.7 1,114,505
NON U.S.   42,258 3.8 361,973 32.5  
  10 56,616 5.1 692,951 62.2  
NYME HENRY HUB PENULTIMATE GAS SWAP U.S.   16,205 10.7 2,412 1.6 151,240
NON U.S.   40,011 26.5 7,459 4.9  
  9 56,216 37.2 9,871 6.5  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 8,157 0.4 47,748 2.4 1,997,748
NON U.S. 22 26,956 1.3 43,874 2.2  
  27 35,113 1.8 91,622 4.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 53,460 1.4 9,541 0.3 3,691,604
NON U.S. 34 38,027 1.0 84,021 2.3  
  42 91,487 2.5 93,562 2.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 20,167 0.5 19,709 0.5 3,685,665
NON U.S. 23 74,522 2.0 52,461 1.4  
  29 94,689 2.6 72,170 2.0  
CBT 30-DAY FEDERAL FUNDS U.S. 8 303,185 14.0 274,127 12.6 2,172,516
NON U.S. 18 128,623 5.9 134,315 6.2  
  26 431,808 19.9 408,442 18.8  
CME LEAN HOGS U.S.   988 0.4 1,562 0.6 255,180
NON U.S.   13,777 5.4 647 0.3  
  9 14,765 5.8 2,209 0.9  
CME LIVE CATTLE U.S.   1,367 0.4 813 0.2 351,026
NON U.S.   18,618 5.3 162 0.0  
  10 19,985 5.7 975 0.3  
CME FEEDER CATTLE U.S.   250 0.6 229 0.5 43,808
NON U.S.   891 2.0 0 0.0  
  5 1,141 2.6 229 0.5  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,080 1.4 8,545 11.3 75,336
NON U.S.   216 0.3 1,389 1.8  
  7 1,296 1.7 9,934 13.2  
NYME PROPANE NON-LDH MT BEL SWAP U.S.   0 0.0 16,253 41.1 39,579
NON U.S.   0 0.0 3,354 8.5  
  6 0 0.0 19,607 49.5  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   5,837 4.8 2,596 2.2 120,395
NON U.S.   780 0.6 2,194 1.8  
  7 6,617 5.5 4,790 4.0  
NYME MT BELVIEU ETHANE OPIS U.S.   2,690 6.1 7,493 16.9 44,285
NON U.S.   0 0.0 2,572 5.8  
  7 2,690 6.1 10,065 22.7  
NYME MT BELV NORM BUTANE OPIS U.S.   0 0.0 5,447 16.8 32,506
NON U.S.   709 2.2 733 2.3  
  6 709 2.2 6,180 19.0  
NYME CONWAY PROPANE (OPIS) U.S.   640 3.2 497 2.5 20,057
NON U.S.   5 0.0 4,569 22.8  
  5 645 3.2 5,066 25.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   11,146 1.7 64,103 9.9 649,875
NON U.S.   6,034 0.9 5,485 0.8  
  14 17,180 2.6 69,588 10.7  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   2,262 5.4 2,096 5.0 42,037
NON U.S.   3,753 8.9 8,701 20.7  
  6 6,015 14.3 10,797 25.7  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   0 0.0 17,211 11.0 155,899
NON U.S.   0 0.0 14,862 9.5  
  5 0 0.0 32,073 20.6  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 11,438 0.4 331,496 12.6 2,621,768
NON U.S. 24 62,218 2.4 309,711 11.8  
  28 73,656 2.8 641,207 24.5  
NYME WTI CRUDE OIL CALENDAR SWAP U.S.   8,446 5.0 28,529 17.0 168,077
NON U.S.   18,093 10.8 25,253 15.0  
  9 26,539 15.8 53,782 32.0  
NYME BRENT CRUDE OIL LAST DAY U.S.   6,379 3.3 3,251 1.7 191,054
NON U.S.   839 0.4 182 0.1  
  5 7,218 3.8 3,433 1.8  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   620 2.6 260 1.1 24,035
NON U.S.   345 1.4 5,286 22.0  
  6 965 4.0 5,546 23.1  
ICUS COCOA U.S.   5,027 1.6 2,252 0.7 308,518
NON U.S.   5,102 1.7 2,932 1.0  
  12 10,129 3.3 5,184 1.7  
NYME PALLADIUM U.S. 4 263 1.1 7,261 31.4 23,155
NON U.S. 12 1,369 5.9 3,707 16.0  
  16 1,632 7.0 10,968 47.4  
NYME PLATINUM U.S. 4 1,276 1.6 8,904 11.0 80,633
NON U.S. 17 4,583 5.7 8,318 10.3  
  21 5,859 7.3 17,222 21.4  
ICUS SUGAR NO. 11 U.S.   15,858 1.6 6,086 0.6 977,547
NON U.S.   64,378 6.6 4,128 0.4  
  11 80,236 8.2 10,214 1.0  
ICUS COFFEE C U.S.   2,869 1.1 1,997 0.8 253,078
NON U.S.   15,082 6.0 587 0.2  
  17 17,951 7.1 2,584 1.0  
CMX SILVER U.S. 5 2,495 1.3 26,868 13.8 194,685
NON U.S. 20 9,749 5.0 23,296 12.0  
  25 12,244 6.3 50,164 25.8  
CMX COPPER-GRADE #1 U.S.   4,250 1.7 411 0.2 243,337
NON U.S.   12,724 5.2 5,182 2.1  
  17 16,974 7.0 5,593 2.3  
CMX GOLD U.S. 5 11,560 2.3 93,890 18.5 507,756
NON U.S. 26 34,772 6.8 90,218 17.8  
  31 46,332 9.1 184,108 36.3  
CME CANADIAN DOLLAR U.S.   6,669 5.5 438 0.4 121,676
NON U.S.   3,232 2.7 712 0.6  
  6 9,901 8.1 1,150 0.9  
CME MEXICAN PESO NON U.S.   4,538 2.1 40,473 18.7 216,905
  7 4,538 2.1 40,473 18.7  
CME BRITISH POUND STERLING U.S.   1,780 0.9 6,532 3.4 194,859
NON U.S.   4,430 2.3 7,488 3.8  
  6 6,210 3.2 14,020 7.2  
CME JAPANESE YEN U.S.   3,866 2.4 6,964 4.3 160,337
NON U.S.   9,754 6.1 7,165 4.5  
  6 13,620 8.5 14,129 8.8  
CME EURO FX U.S.   238 0.0 10,082 2.0 509,659
NON U.S.   25,133 4.9 16,303 3.2  
  16 25,371 5.0 26,385 5.2  
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 9,682 2.1 6,981 1.5 460,350
NON U.S. 9 14,850 3.2 188 0.0  
  13 24,532 5.3 7,169 1.6  
NYME RBOB CALENDAR SWAP U.S.   720 7.6 146 1.5 9,470
NON U.S.   83 0.9 500 5.3  
  5 803 8.5 646 6.8  
E VIX FUTURES U.S.   3,015 0.8 0 0.0 372,034
NON U.S.   14,174 3.8 60,402 16.2  
  5 17,189 4.6 60,402 16.2  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 3,821 3.7 1,056 1.0 103,878
NON U.S. 8 3,766 3.6 4,322 4.2  
  13 7,587 7.3 5,378 5.2  
CME 3-MONTH EURODOLLARS U.S. 8 2,872,237 17.3 689,555 4.1 16,640,727
NON U.S. 34 1,136,857 6.8 553,643 3.3  
  42 4,009,094 24.1 1,243,198 7.5  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 22,226 0.7 119,430 4.0 2,994,612
NON U.S. 21 39,115 1.3 229,291 7.7  
  28 61,341 2.0 348,721 11.6  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 6,222 2.6 3,195 1.3 239,248
NON U.S. 10 5,805 2.4 1,021 0.4  
  14 12,027 5.0 4,216 1.8  
CME E-MINI RUSSELL 2000 INDEX U.S. 5 8,982 1.8 1,075 0.2 507,421
NON U.S. 9 14,803 2.9 4,068 0.8  
  14 23,785 4.7 5,143 1.0  
ICUS MSCI EAFE MINI INDEX U.S.   0 0.0 1,610 0.5 295,495
NON U.S.   966 0.3 15,612 5.3  
  6 966 0.3 17,222 5.8  
ICUS MSCI EMERGING MKTS MINI INDEX U.S.   1,240 0.1 2,994 0.3 1,077,695
NON U.S.   15,230 1.4 21,173 2.0  
  15 16,470 1.5 24,167 2.2  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   281 0.3 1,325 1.2 107,728
NON U.S.   50 0.0 3,440 3.2  
  5 331 0.3 4,765 4.4