September Bank Participation Report Futures IN CONTRACTS

	REPORT DATE: 9/4/2018
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		6,904	1.5	1,523	0.3	446,974
	NON U.S.		42,851	9.6	10,464	2.3
		20	49,755	11.1	11,987	2.7
CBT WHEAT-HRW	U.S.		4,751	1.9	790	0.3	253,546
	NON U.S.		13,558	5.3	3,643	1.4
		12	18,309	7.2	4,433	1.7
CBT CORN	U.S.	4	7,108	0.4	20,190	1.2	1,655,575
	NON U.S.	14	80,602	4.9	9,628	0.6
		18	87,710	5.3	29,818	1.8
CBT SOYBEANS	U.S.	4	3,080	0.4	6,312	0.8	808,144
	NON U.S.	16	44,759	5.5	12,049	1.5
		20	47,839	5.9	18,361	2.3
CBT SOYBEAN OIL	U.S.		5,905	1.1	3,036	0.6	528,062
	NON U.S.		33,433	6.3	786	0.1
		12	39,338	7.4	3,822	0.7
CBT U.S. TREASURY BONDS	U.S.		6,843	0.8	34	0.0	874,614
	NON U.S.		4,561	0.5	7,579	0.9
		12	11,404	1.3	7,613	0.9
NYME GULF # 6 FUEL 3.0% SULFUR SWAP	U.S.		2,048	4.6	688	1.5	44,966
	NON U.S.		219	0.5	64	0.1
		5	2,267	5.0	752	1.7
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		13,644	3.3	10,956	2.6	418,039
	NON U.S.		13,808	3.3	1,927	0.5
		10	27,452	6.6	12,883	3.1
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	4	17,989	0.3	1,852,341	34.8	5,327,115
	NON U.S.	7	41,216	0.8	856,915	16.1
		11	59,205	1.1	2,709,256	50.9
IFED NATURAL GAS PENULTIMATE ICE	U.S.		7,039	5.0	8,322	5.9	141,453
	NON U.S.		5,580	3.9	2,778	2.0
		7	12,619	8.9	11,100	7.8
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	83,729	23.0	364,309
	NON U.S.		4,860	1.3	153,076	42.0
		9	4,860	1.3	236,805	65.0
IFED AECO FIN BASIS	U.S.		5,390	0.6	207	0.0	857,285
	NON U.S.		42,385	4.9	641,435	74.8
		8	47,775	5.6	641,642	74.8
IFED CHICAGO FIN BASIS	U.S.		26,265	5.8	554	0.1	454,623
	NON U.S.		858	0.2	66,109	14.5
		8	27,123	6.0	66,663	14.7
IFED HSC FIN BASIS	U.S.		4,724	0.9	89,240	16.6	537,258
	NON U.S.		1,000	0.2	20,362	3.8
		8	5,724	1.1	109,602	20.4
IFED WAHA FIN BASIS	U.S.		4,847	1.5	66,670	20.9	318,809
	NON U.S.		0	0.0	18,037	5.7
		7	4,847	1.5	84,707	26.6
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	61,134	26.7	228,934
	NON U.S.		0	0.0	65,216	28.5
		7	0	0.0	126,350	55.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		13,533	2.2	122,201	19.7	621,520
	NON U.S.		15,346	2.5	41,288	6.6
		8	28,879	4.6	163,489	26.3
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		27,055	11.1	4,879	2.0	243,079
	NON U.S.		305	0.1	7,467	3.1
		6	27,360	11.3	12,346	5.1
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		3,578	1.7	5,893	2.8	214,246
	NON U.S.		0	0.0	16,736	7.8
		5	3,578	1.7	22,629	10.6
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		381	0.4	412	0.4	102,001
	NON U.S.		9,166	9.0	5,321	5.2
		5	9,547	9.4	5,733	5.6
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		6,896	3.9	25,542	14.5	176,495
	NON U.S.		6,860	3.9	7,590	4.3
		6	13,756	7.8	33,132	18.8
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		7,650	3.2	7,786	3.2	240,346
	NON U.S.		0	0.0	10,425	4.3
		5	7,650	3.2	18,211	7.6
IFED TRANSCO ZONE 6 BASIS	U.S.		2,652	1.6	10,637	6.3	168,120
	NON U.S.		0	0.0	12,178	7.2
		5	2,652	1.6	22,815	13.6
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)	U.S.		7,386	5.1	10,729	7.4	145,330
	NON U.S.		11,223	7.7	9,045	6.2
		5	18,609	12.8	19,774	13.6
IFED TETCO M2 Basis (Receipts)	U.S.		1,950	1.2	57,355	34.0	168,601
	NON U.S.		0	0.0	42,468	25.2
		7	1,950	1.2	99,823	59.2
NYME NATURAL GAS	U.S.	4	33,667	2.0	40,647	2.5	1,644,728
	NON U.S.	13	55,363	3.4	57,656	3.5
		17	89,030	5.4	98,303	6.0
NYME HENRY HUB LAST DAY FIN	U.S.		7,758	1.7	80,768	17.7	456,445
	NON U.S.		4,653	1.0	15,457	3.4
		8	12,411	2.7	96,225	21.1
NYME HENRY HUB PENULTIMATE FIN	U.S.		8,582	11.3	3,490	4.6	76,259
	NON U.S.		5,600	7.3	1,048	1.4
		6	14,182	18.6	4,538	6.0
CBT SOYBEAN MEAL	U.S.		5,246	1.0	1,647	0.3	521,993
	NON U.S.		36,169	6.9	931	0.2
		14	41,415	7.9	2,578	0.5
ICUS COTTON NO. 2	U.S.		5,142	2.0	97	0.0	253,468
	NON U.S.		18,538	7.3	6,260	2.5
		19	23,680	9.3	6,357	2.5
NYME HENRY HUB	U.S.		12,545	1.1	336,199	30.3	1,110,429
	NON U.S.		47,817	4.3	343,916	31.0
		10	60,362	5.4	680,115	61.2
NYME HENRY HUB PENULTIMATE GAS SWAP	U.S.		23,951	14.6	5,688	3.5	164,111
	NON U.S.		32,998	20.1	9,185	5.6
		9	56,949	34.7	14,873	9.1
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	7	25,124	1.2	21,275	1.0	2,127,907
	NON U.S.	22	15,406	0.7	39,094	1.8
		29	40,530	1.9	60,369	2.8
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	69,231	1.7	8,411	0.2	3,991,152
	NON U.S.	33	61,416	1.5	84,801	2.1
		40	130,647	3.3	93,212	2.3
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		4,552	0.8	0	0.0	579,786
	NON U.S.		9,443	1.6	7,445	1.3
		5	13,995	2.4	7,445	1.3
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	6	3,104	0.1	31,105	0.7	4,277,516
	NON U.S.	22	50,174	1.2	76,126	1.8
		28	53,278	1.2	107,231	2.5
CBT 30-DAY FEDERAL FUNDS	U.S.	9	294,708	16.1	232,249	12.7	1,825,371
	NON U.S.	23	133,319	7.3	109,934	6.0
		32	428,027	23.4	342,183	18.7
CME LEAN HOGS	U.S.		203	0.1	820	0.4	233,019
	NON U.S.		21,371	9.2	1,430	0.6
		11	21,574	9.3	2,250	1.0
CME LIVE CATTLE	U.S.		716	0.2	694	0.2	305,289
	NON U.S.		19,845	6.5	361	0.1
		10	20,561	6.7	1,055	0.3
CME FEEDER CATTLE	U.S.		500	1.0	0	0.0	48,434
	NON U.S.		2,409	5.0	0	0.0
		5	2,909	6.0	0	0.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		695	1.7	2,395	6.0	40,179
	NON U.S.		90	0.2	2,355	5.9
		5	785	2.0	4,750	11.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,365	10.7	22,015
	NON U.S.		10	0.0	666	3.0
		5	10	0.0	3,031	13.8
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,534	2.1	7,396	10.0	74,293
	NON U.S.		359	0.5	2,556	3.4
		7	1,893	2.5	9,952	13.4
NYME PROPANE NON-LDH MT BEL SWAP	U.S.		0	0.0	18,354	37.0	49,553
	NON U.S.		0	0.0	5,043	10.2
		7	0	0.0	23,397	47.2
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		6,763	5.4	2,296	1.8	124,229
	NON U.S.		454	0.4	4,975	4.0
		7	7,217	5.8	7,271	5.9
NYME MT BELVIEU ETHANE OPIS	U.S.		1,759	4.2	10,212	24.2	42,251
	NON U.S.		0	0.0	3,814	9.0
		7	1,759	4.2	14,026	33.2
NYME MT BELV NAT GASOLINE OPIS SWAP	U.S.		0	0.0	4,680	28.7	16,334
	NON U.S.		458	2.8	1,001	6.1
		6	458	2.8	5,681	34.8
NYME CONWAY PROPANE (OPIS)	U.S.		493	2.1	337	1.5	22,942
	NON U.S.		5	0.0	3,980	17.3
		6	498	2.2	4,317	18.8
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		21,676	3.5	58,444	9.3	626,318
	NON U.S.		6,677	1.1	7,414	1.2
		16	28,353	4.5	65,858	10.5
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		1,857	5.0	2,181	5.9	37,170
	NON U.S.		1,226	3.3	9,921	26.7
		6	3,083	8.3	12,102	32.6
IFED CRUDE DIFF-TMX SW 1A INDEX	U.S.		0	0.0	225	5.3	4,252
	NON U.S.		111	2.6	1,236	29.1
		5	111	2.6	1,461	34.4
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		12,180	5.7	34,950	16.4	212,869
	NON U.S.		0	0.0	8,558	4.0
		5	12,180	5.7	43,508	20.4
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	15,703	0.7	279,955	12.2	2,303,047
	NON U.S.	24	59,676	2.6	258,084	11.2
		28	75,379	3.3	538,039	23.4
NYME WTI CRUDE OIL CALENDAR SWAP	U.S.		9,734	6.0	37,728	23.4	161,382
	NON U.S.		14,992	9.3	26,966	16.7
		10	24,726	15.3	64,694	40.1
NYME BRENT (ICE) CALENDAR SWAP	U.S.		762	4.3	657	3.7	17,688
	NON U.S.		1,102	6.2	682	3.9
		5	1,864	10.5	1,339	7.6
NYME BRENT CRUDE OIL LAST DAY	U.S.		8,275	4.8	4,870	2.8	173,473
	NON U.S.		1,132	0.7	851	0.5
		7	9,407	5.4	5,721	3.3
NYME ARGUS LLS VS WTI TRADE MONTH	U.S.		310	0.8	8,957	22.4	40,046
	NON U.S.		0	0.0	2,108	5.3
		5	310	0.8	11,065	27.6
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		7,800	4.6	35,581	21.1	168,714
	NON U.S.		24	0.0	8,996	5.3
		6	7,824	4.6	44,577	26.4
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		570	4.1	240	1.7	13,821
	NON U.S.		605	4.4	3,209	23.2
		6	1,175	8.5	3,449	25.0
ICUS COCOA	U.S.		3,637	1.5	1,354	0.6	240,378
	NON U.S.		5,617	2.3	1,642	0.7
		11	9,254	3.8	2,996	1.2
NYME PALLADIUM	U.S.	4	63	0.4	3,492	19.4	17,993
	NON U.S.	12	1,378	7.7	3,225	17.9
		16	1,441	8.0	6,717	37.3
NYME PLATINUM	U.S.	4	5,111	5.7	2,536	2.8	89,546
	NON U.S.	17	3,759	4.2	4,951	5.5
		21	8,870	9.9	7,487	8.4
ICUS SUGAR NO. 11	U.S.		16,026	1.6	9,372	0.9	1,010,628
	NON U.S.		53,649	5.3	6,818	0.7
		12	69,675	6.9	16,190	1.6
ICUS COFFEE C	U.S.		2,936	0.9	3,295	1.1	313,014
	NON U.S.		13,449	4.3	773	0.2
		21	16,385	5.2	4,068	1.3
CMX SILVER	U.S.	5	4,027	1.9	18,554	8.7	212,391
	NON U.S.	25	7,586	3.6	21,659	10.2
		30	11,613	5.5	40,213	18.9
CMX COPPER-GRADE #1	U.S.	4	4,661	2.0	381	0.2	238,426
	NON U.S.	14	11,365	4.8	3,035	1.3
		18	16,026	6.7	3,416	1.4
CMX GOLD	U.S.	5	9,386	2.0	25,770	5.4	473,118
	NON U.S.	28	43,721	9.2	51,031	10.8
		33	53,107	11.2	76,801	16.2
CME CANADIAN DOLLAR	U.S.		16,626	11.0	490	0.3	151,238
	NON U.S.		9,499	6.3	931	0.6
		9	26,125	17.3	1,421	0.9
CME MEXICAN PESO	NON U.S.		0	0.0	43,019	19.5	220,430
		8	0	0.0	43,019	19.5
CME BRITISH POUND STERLING	U.S.		42,171	16.1	3,222	1.2	261,700
	NON U.S.		8,271	3.2	1,634	0.6
		5	50,442	19.3	4,856	1.9
CME JAPANESE YEN	U.S.		10,679	5.8	881	0.5	185,347
	NON U.S.		13,325	7.2	2,287	1.2
		6	24,004	13.0	3,168	1.7
CME EURO FX	U.S.		16,159	3.1	2,076	0.4	527,579
	NON U.S.		26,002	4.9	11,296	2.1
		17	42,161	8.0	13,372	2.5
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		7,305	1.6	12,521	2.8	446,937
	NON U.S.		13,650	3.1	2,779	0.6
		14	20,955	4.7	15,300	3.4
E VIX FUTURES	U.S.		2,836	0.6	400	0.1	500,107
	NON U.S.		32,303	6.5	6,080	1.2
		9	35,139	7.0	6,480	1.3
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	1,570	1.5	2,746	2.6	106,292
	NON U.S.	7	796	0.7	20,792	19.6
		12	2,366	2.2	23,538	22.1
CME 3-MONTH EURODOLLARS	U.S.	8	2,301,711	16.1	917,073	6.4	14,276,081
	NON U.S.	36	838,190	5.9	1,009,224	7.1
		44	3,139,901	22.0	1,926,297	13.5
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	606	2.9	21,006
	NON U.S.		7,365	35.1	1,892	9.0
		6	7,365	35.1	2,498	11.9
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	14,193	0.5	88,464	3.1	2,893,316
	NON U.S.	24	55,927	1.9	158,038	5.5
		31	70,120	2.4	246,502	8.5
CME E-MINI S&P FINANCIAL INDEX	U.S.		727	2.4	41	0.1	30,599
	NON U.S.		1,017	3.3	3,330	10.9
		7	1,744	5.7	3,371	11.0
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	828	6.9	12,059
	NON U.S.		284	2.4	3,573	29.6
		6	284	2.4	4,401	36.5
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		263	1.6	1,250	7.4	16,880
	NON U.S.		2,636	15.6	2,061	12.2
		5	2,899	17.2	3,311	19.6
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	7,470	22.4	33,317
	NON U.S.		6,922	20.8	1,791	5.4
		5	6,922	20.8	9,261	27.8
CME S&P 500 TOTAL RETURN INDEX	U.S.		5,000	3.1	17,850	11.0	162,015
	NON U.S.		16,561	10.2	20,553	12.7
		6	21,561	13.3	38,403	23.7
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	7,386	2.8	4,732	1.8	266,283
	NON U.S.	10	6,356	2.4	15,642	5.9
		14	13,742	5.2	20,374	7.7
CME AUSTRALIAN DOLLAR	U.S.		1,506	1.0	1,282	0.8	156,234
	NON U.S.		7,088	4.5	595	0.4
		5	8,594	5.5	1,877	1.2
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	12,150	2.2	5,957	1.1	547,017
	NON U.S.	10	16,897	3.1	10,521	1.9
		16	29,047	5.3	16,478	3.0
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		0	0.0	593	1.1	54,889
	NON U.S.		2,016	3.7	1,688	3.1
		7	2,016	3.7	2,281	4.2
ICUS MSCI EAFE MINI INDEX	U.S.		358	0.1	231	0.1	295,053
	NON U.S.		2,183	0.7	19,095	6.5
		9	2,541	0.9	19,326	6.6
ICUS MSCI EMERGING MKTS MINI INDEX	U.S.	5	3,379	0.3	584	0.1	1,047,783
	NON U.S.	13	23,271	2.2	19,573	1.9
		18	26,650	2.5	20,157	1.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		660	0.6	1,844	1.6	113,695
	NON U.S.		47,438	41.7	26,478	23.3
		6	48,098	42.3	28,322	24.9