July Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 7/11/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		14,095	4.7	30	0.0	297,146
	NON U.S.		24,806	8.3	2,637	0.9
		15	38,901	13.1	2,667	0.9
CBT WHEAT-HRW	U.S.		8,699	5.6	7	0.0	155,574
	NON U.S.		14,977	9.6	2,288	1.5
		11	23,676	15.2	2,295	1.5
CBT CORN	U.S.		53,591	4.3	73	0.0	1,241,940
	NON U.S.		76,438	6.2	4,452	0.4
		14	130,029	10.5	4,525	0.4
CBT SOYBEANS	U.S.		23,313	3.7	2,325	0.4	622,509
	NON U.S.		37,154	6.0	9,164	1.5
		14	60,467	9.7	11,489	1.8
IFED CALIF CARBON 23	NON U.S.		911	0.5	64,043	37.8	169,527
		8	911	0.5	64,043	37.8
IFED RGGI V2023	NON U.S.		1,846	3.7	33,119	66.0	50,216
		5	1,846	3.7	33,119	66.0
CBT SOYBEAN OIL	U.S.		23,126	4.7	1,592	0.3	492,309
	NON U.S.		33,461	6.8	844	0.2
		11	56,587	11.5	2,436	0.5
CBT UST BOND	U.S.	5	19,960	1.6	4,129	0.3	1,251,592
	NON U.S.	11	2,945	0.2	29,907	2.4
		16	22,905	1.8	34,036	2.7
CBT ULTRA UST BOND	U.S.		6,288	0.4	259	0.0	1,527,377
	NON U.S.		1,808	0.1	9,935	0.7
		7	8,096	0.5	10,194	0.7
NYME NY HARBOR ULSD	U.S.		7,425	2.3	4,668	1.5	320,001
	NON U.S.		14,954	4.7	2,801	0.9
		10	22,379	7.0	7,469	2.3
IFED NAT GAS ICE LD1	U.S.	5	17,168	0.3	1,755,700	26.9	6,521,392
	NON U.S.	9	63,035	1.0	1,119,497	17.2
		14	80,203	1.2	2,875,197	44.1
IFED NAT GAS ICE PEN	U.S.		114,351	18.8	83,175	13.6	609,653
	NON U.S.		74,362	12.2	17,244	2.8
		9	188,713	31.0	100,419	16.5
IFED NWP ROCKIES FIN BASIS	U.S.	4	13,422	3.9	41,331	12.0	343,556
	NON U.S.	5	28,650	8.3	721	0.2
		9	42,072	12.2	42,052	12.2
IFED AECO FIN BASIS	U.S.		151	0.0	8,072	1.0	849,482
	NON U.S.		18,257	2.1	476,409	56.1
		7	18,408	2.2	484,481	57.0
IFED CHICAGO FIN BASIS	U.S.		18,859	5.6	5,031	1.5	334,372
	NON U.S.		8,089	2.4	1,663	0.5
		6	26,948	8.1	6,694	2.0
IFED HSC FIN BASIS	U.S.	4	54,579	9.6	15,001	2.6	569,968
	NON U.S.	5	9,045	1.6	42,231	7.4
		9	63,624	11.2	57,232	10.0
IFED WAHA FIN BASIS	U.S.	4	3,882	0.9	126,208	27.8	454,142
	NON U.S.	5	0	0.0	32,896	7.2
		9	3,882	0.9	159,104	35.0
IFED CIG ROCKIES BASIS	U.S.	4	1,226	0.3	193,473	53.8	359,876
	NON U.S.	4	0	0.0	39,290	10.9
		8	1,226	0.3	232,763	64.7
IFED TCO Basis	U.S.		0	0.0	86,829	41.6	208,525
	NON U.S.		1,629	0.8	22,833	10.9
		7	1,629	0.8	109,662	52.6
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,683	0.9	256,484	34.0	754,716
	NON U.S.	5	20,094	2.7	202,230	26.8
		9	26,777	3.5	458,714	60.8
IFED EP SAN JUAN BASIS	U.S.		5,995	2.8	26,167	12.2	213,726
	NON U.S.		0	0.0	21,679	10.1
		5	5,995	2.8	47,846	22.4
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		110,685	28.8	736	0.2	384,696
	NON U.S.		10,815	2.8	0	0.0
		5	121,500	31.6	736	0.2
IFED MICHCON BASIS	U.S.		302	0.1	37,961	13.9	273,833
	NON U.S.		2,875	1.0	9,446	3.4
		6	3,177	1.2	47,407	17.3
IFED NGPL TXOK BASIS	U.S.		1,833	0.7	76,671	31.1	246,793
	NON U.S.		0	0.0	7,762	3.1
		6	1,833	0.7	84,433	34.2
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	13,911	33.3	41,812
	NON U.S.		2,359	5.6	4,750	11.4
		5	2,359	5.6	18,661	44.6
IFED TETCO M2 Basis (Receipts)	U.S.		18,230	5.0	209,814	57.6	364,261
	NON U.S.		0	0.0	13,523	3.7
		5	18,230	5.0	223,337	61.3
IFED TRANSCO LEIDY BASIS	U.S.		1,863	2.2	15,982	18.7	85,417
	NON U.S.		1,460	1.7	8,528	10.0
		5	3,323	3.9	24,510	28.7
NYME NAT GAS NYME	U.S.	4	39,951	3.2	45,981	3.7	1,236,802
	NON U.S.	11	63,663	5.1	27,887	2.3
		15	103,614	8.4	73,868	6.0
NYME HENRY HUB LAST DAY FIN	U.S.	4	1,966	0.5	46,890	12.6	373,053
	NON U.S.	6	2,865	0.8	43,133	11.6
		10	4,831	1.3	90,023	24.1
NYME HENRY HUB PENULTIMATE FIN	U.S.		33,594	16.6	17,438	8.6	202,984
	NON U.S.		51,817	25.5	7,331	3.6
		10	85,411	42.1	24,769	12.2
CBT SOYBEAN MEAL	U.S.		17,743	3.7	60	0.0	478,857
	NON U.S.		34,943	7.3	1,179	0.2
		12	52,686	11.0	1,239	0.3
ICUS COTTON NO. 2	U.S.		11,007	6.3	0	0.0	175,601
	NON U.S.		22,305	12.7	12,908	7.4
		14	33,312	19.0	12,908	7.4
NYME HENRY HUB	U.S.	4	9,129	2.1	139,628	32.2	434,190
	NON U.S.	6	20,853	4.8	94,544	21.8
		10	29,982	6.9	234,172	53.9
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	21,059	15.3	13,479	9.8	137,834
	NON U.S.	6	38,068	27.6	9,348	6.8
		10	59,127	42.9	22,827	16.6
CBT UST 2Y NOTE	U.S.	7	14,475	0.4	32,450	0.9	3,678,629
	NON U.S.	33	47,810	1.3	36,563	1.0
		40	62,285	1.7	69,013	1.9
CBT UST 10Y NOTE	U.S.	8	72,463	1.5	12,110	0.3	4,800,091
	NON U.S.	27	32,496	0.7	91,716	1.9
		35	104,959	2.2	103,826	2.2
CBT ULTRA UST 10Y	U.S.		56,591	3.3	764	0.0	1,741,154
	NON U.S.		3,252	0.2	18,812	1.1
		8	59,843	3.4	19,576	1.1
CBT UST 5Y NOTE	U.S.	9	33,193	0.6	37,240	0.7	5,257,885
	NON U.S.	23	48,980	0.9	75,488	1.4
		32	82,173	1.6	112,728	2.1
CBT FED FUNDS	U.S.	6	159,979	11.1	82,228	5.7	1,440,370
	NON U.S.	25	210,073	14.6	126,363	8.8
		31	370,052	25.7	208,591	14.5
CME EURO SHORT TERM RATE	U.S.		1,007	14.9	151	2.2	6,777
	NON U.S.		1,001	14.8	2,071	30.6
		5	2,008	29.6	2,222	32.8
CME LEAN HOGS	U.S.		8,643	4.4	0	0.0	197,827
	NON U.S.		16,786	8.5	3,826	1.9
		10	25,429	12.9	3,826	1.9
CME LIVE CATTLE	U.S.		8,974	2.6	997	0.3	349,172
	NON U.S.		14,883	4.3	2	0.0
		9	23,857	6.8	999	0.3
CME FEEDER CATTLE	U.S.		808	1.3	0	0.0	60,156
	NON U.S.		1,227	2.0	988	1.6
		5	2,035	3.4	988	1.6
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		197	0.8	1,499	6.1	24,589
	NON U.S.		120	0.5	938	3.8
		5	317	1.3	2,437	9.9
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		185	0.8	979	4.3	22,617
	NON U.S.		135	0.6	473	2.1
		5	320	1.4	1,452	6.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,461	5.7	78,005
	NON U.S.		0	0.0	924	1.2
		5	0	0.0	5,385	6.9
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,522	2.1	2,027	1.7	118,728
	NON U.S.		5,377	4.5	485	0.4
		5	7,899	6.7	2,512	2.1
NYME PROPANE NON-LDH MT BEL	U.S.		271	0.4	838	1.3	64,843
	NON U.S.		358	0.6	1,905	2.9
		7	629	1.0	2,743	4.2
NYME PROPANE	U.S.		4,658	2.9	5,428	3.4	161,355
	NON U.S.		1,100	0.7	2,520	1.6
		9	5,758	3.6	7,948	4.9
NYME MT BELVIEU ETHANE OPIS	U.S.		233	0.5	2,255	4.9	45,761
	NON U.S.		0	0.0	3,468	7.6
		7	233	0.5	5,723	12.5
NYME MT BELV NORM BUTANE OPIS	U.S.		731	1.2	3,419	5.5	62,281
	NON U.S.		1,276	2.0	1,213	1.9
		6	2,007	3.2	4,632	7.4
NYME MT BELV NAT GASOLINE OPIS	U.S.		70	0.2	1,883	5.7	32,963
	NON U.S.		870	2.6	1,265	3.8
		6	940	2.9	3,148	9.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		10,161	1.9	11,658	2.2	531,107
	NON U.S.		1,004	0.2	2,317	0.4
		5	11,165	2.1	13,975	2.6
IFED WTI CRUDE OIL 1ST LINE	U.S.		3,660	8.5	2,400	5.5	43,289
	NON U.S.		2,463	5.7	0	0.0
		5	6,123	14.1	2,400	5.5
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	15,995	31.0	51,582
		6	0	0.0	15,995	31.0
NYME WTI-PHYSICAL	U.S.	4	16,803	0.9	172,813	9.6	1,796,348
	NON U.S.	13	38,635	2.2	105,547	5.9
		17	55,438	3.1	278,360	15.5
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	4,685	3.6	34,097	26.4	129,360
	NON U.S.	6	8,607	6.7	11,415	8.8
		10	13,292	10.3	45,512	35.2
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		2,322	1.1	17,055	8.3	206,610
	NON U.S.		0	0.0	24,631	11.9
		6	2,322	1.1	41,686	20.2
ICUS COCOA	U.S.		3,781	1.1	9,087	2.6	349,927
	NON U.S.		4,212	1.2	11,689	3.3
		9	7,993	2.3	20,776	5.9
NYME PALLADIUM	U.S.	4	2,542	16.1	340	2.2	15,772
	NON U.S.	9	1,425	9.0	87	0.6
		13	3,967	25.2	427	2.7
NYME PLATINUM	U.S.	5	1,290	1.8	18,012	25.4	71,007
	NON U.S.	19	3,176	4.5	4,207	5.9
		24	4,466	6.3	22,219	31.3
ICUS SUGAR NO. 11	U.S.		7,051	0.8	22,070	2.5	877,695
	NON U.S.		38,838	4.4	67,529	7.7
		13	45,889	5.2	89,599	10.2
ICUS COFFEE C	U.S.		8,618	4.5	111	0.1	192,361
	NON U.S.		9,971	5.2	10,603	5.5
		18	18,589	9.7	10,714	5.6
CMX SILVER	U.S.	5	3,405	2.8	25,684	21.4	120,282
	NON U.S.	17	8,512	7.1	21,139	17.6
		22	11,917	9.9	46,823	38.9
CMX COPPER- #1	U.S.		13,573	6.9	2,240	1.1	197,785
	NON U.S.		18,308	9.3	8,445	4.3
		18	31,881	16.1	10,685	5.4
CMX GOLD	U.S.	5	17,559	3.6	64,492	13.3	483,170
	NON U.S.	26	37,057	7.7	72,178	14.9
		31	54,616	11.3	136,670	28.3
CME MEXICAN PESO	U.S.		0	0.0	3,992	1.7	239,738
	NON U.S.		574	0.2	2,101	0.9
		7	574	0.2	6,093	2.5
CME BRITISH POUND	U.S.		0	0.0	26,679	11.2	239,125
	NON U.S.		0	0.0	9,876	4.1
		6	0	0.0	36,555	15.3
CME JAPANESE YEN	U.S.		50,156	19.9	0	0.0	252,349
	NON U.S.		1,548	0.6	6,836	2.7
		9	51,704	20.5	6,836	2.7
CME EURO FX	U.S.		0	0.0	229,737	31.2	736,056
	NON U.S.		12,070	1.6	9,135	1.2
		16	12,070	1.6	238,872	32.5
CME BRAZILIAN REAL	NON U.S.		1,170	2.4	6,533	13.2	49,363
		5	1,170	2.4	6,533	13.2
NYME GASOLINE RBOB	U.S.		7,517	2.2	5,205	1.5	343,549
	NON U.S.		12,401	3.6	3,817	1.1
		10	19,918	5.8	9,022	2.6
CME NZ DOLLAR	U.S.		887	2.5	0	0.0	34,947
	NON U.S.		3,582	10.2	1,654	4.7
		5	4,469	12.8	1,654	4.7
E VIX FUTURES	U.S.		1,402	0.3	4,335	1.1	403,072
	NON U.S.		34,871	8.7	8,020	2.0
		9	36,273	9.0	12,355	3.1
CBT DJIA x $5	U.S.	4	4,799	4.9	59	0.1	97,782
	NON U.S.	6	7,761	7.9	19,018	19.4
		10	12,560	12.8	19,077	19.5
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,887	6.8	0	0.0	42,603
	NON U.S.		666	1.6	7,427	17.4
		5	3,553	8.3	7,427	17.4
CME SOFR-3M	U.S.	18	1,196,015	12.6	577,401	6.1	9,506,863
	NON U.S.	80	864,970	9.1	1,039,681	10.9
		98	2,060,985	21.7	1,617,082	17.0
CME SOFR-1M	U.S.	9	153,005	17.2	69,865	7.8	890,172
	NON U.S.	32	139,406	15.7	119,206	13.4
		41	292,411	32.8	189,071	21.2
ICUS CANOLA	NON U.S.		3,350	1.6	1,188	0.6	205,960
		5	3,350	1.6	1,188	0.6
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		40	0.3	9,825	70.6	13,907
		5	40	0.3	9,825	70.6
CME E-MINI S&P 500	U.S.	6	159,160	7.2	22,532	1.0	2,209,607
	NON U.S.	21	62,114	2.8	143,048	6.5
		27	221,274	10.0	165,580	7.5
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		0	0.0	20,523	58.7	34,992
		5	0	0.0	20,523	58.7
CME E-MINI S&P HEALTH CARE INDEX	U.S.		458	3.3	0	0.0	13,830
	NON U.S.		383	2.8	7,161	51.8
		7	841	6.1	7,161	51.8
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		294	2.8	6,237	58.4	10,671
		5	294	2.8	6,237	58.4
CME E-MINI S&P UTILITIES INDEX	U.S.		467	1.1	279	0.7	41,197
	NON U.S.		12,242	29.7	5,010	12.2
		5	12,709	30.8	5,289	12.8
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	28,996	53.2	54,536
	NON U.S.		3,698	6.8	3,000	5.5
		5	3,698	6.8	31,996	58.7
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	6,684	79.0	8,461
		5	0	0.0	6,684	79.0
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		28,050	8.1	64,470	18.6	346,015
	NON U.S.		40,158	11.6	86,400	25.0
		9	68,208	19.7	150,870	43.6
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		0	0.0	6,354	79.8	7,961
	NON U.S.		31	0.4	144	1.8
		5	31	0.4	6,498	81.6
CMX ALUMINUM MWP	U.S.		8,496	34.6	0	0.0	24,551
	NON U.S.		3,010	12.3	0	0.0
		5	11,506	46.9	0	0.0
CME NASDAQ MINI	U.S.	5	17,114	6.6	1,346	0.5	259,491
	NON U.S.	11	3,807	1.5	31,356	12.1
		16	20,921	8.1	32,702	12.6
CME RUSSELL E-MINI	U.S.	8	19,858	3.8	7,831	1.5	523,492
	NON U.S.	18	64,258	12.3	14,891	2.8
		26	84,116	16.1	22,722	4.3
ICUS MSCI EAFE	U.S.	6	17,234	4.5	12,941	3.3	387,191
	NON U.S.	5	4,171	1.1	73,395	19.0
		11	21,405	5.5	86,336	22.3
ICUS MSCI EM INDEX	U.S.	6	24,134	2.2	13,293	1.2	1,112,582
	NON U.S.	14	25,510	2.3	63,923	5.7
		20	49,644	4.5	77,216	6.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		205	0.1	26,179	12.7	205,345
	NON U.S.		15,015	7.3	36,530	17.8
		13	15,220	7.4	62,709	30.5
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		7,047	23.1	0	0.0	30,554
	NON U.S.		412	1.3	13,988	45.8
		5	7,459	24.4	13,988	45.8