April Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 4/5/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,522	2.2	1,689	0.5	344,615
	NON U.S.		32,186	9.3	14,686	4.3
		15	39,708	11.5	16,375	4.8
CBT WHEAT-HRW	U.S.		3,047	1.7	1,458	0.8	178,149
	NON U.S.		14,227	8.0	4,842	2.7
		10	17,274	9.7	6,300	3.5
CBT CORN	U.S.		36,547	2.3	1,946	0.1	1,556,206
	NON U.S.		83,092	5.3	8,533	0.5
		13	119,639	7.7	10,479	0.7
CBT SOYBEANS	U.S.		13,138	1.7	6,526	0.9	756,785
	NON U.S.		45,545	6.0	14,911	2.0
		18	58,683	7.8	21,437	2.8
IFED CALIF CARBON 22	NON U.S.		1,328	0.7	51,197	27.4	186,535
		6	1,328	0.7	51,197	27.4
CBT SOYBEAN OIL	U.S.		10,558	3.0	132	0.0	349,547
	NON U.S.		26,302	7.5	21	0.0
		8	36,860	10.5	153	0.0
CBT UST BOND	U.S.	4	1,264	0.1	4,323	0.4	1,121,354
	NON U.S.	10	2,376	0.2	22,632	2.0
		14	3,640	0.3	26,955	2.4
CBT ULTRA UST BOND	U.S.		2,392	0.2	514	0.0	1,266,859
	NON U.S.		761	0.1	16,153	1.3
		6	3,153	0.2	16,667	1.3
NYME NY HARBOR ULSD	U.S.		9,125	4.3	1,514	0.7	210,320
	NON U.S.		15,722	7.5	2,371	1.1
		11	24,847	11.8	3,885	1.8
IFED NAT GAS ICE LD1	U.S.	4	3,467	0.1	2,296,116	35.6	6,446,434
	NON U.S.	8	84,271	1.3	1,310,701	20.3
		12	87,738	1.4	3,606,817	56.0
IFED NAT GAS ICE PEN	U.S.		87,299	21.3	5,669	1.4	409,203
	NON U.S.		16,931	4.1	29,653	7.2
		8	104,230	25.5	35,322	8.6
IFED NWP ROCKIES FIN BASIS	U.S.		1,098	0.4	78,594	28.4	276,269
	NON U.S.		15,121	5.5	9,523	3.4
		8	16,219	5.9	88,117	31.9
IFED AECO FIN BASIS	U.S.		0	0.0	20,848	2.7	775,003
	NON U.S.		40,931	5.3	374,649	48.3
		7	40,931	5.3	395,497	51.0
IFED CHICAGO FIN BASIS	U.S.		25,548	8.3	8,085	2.6	309,591
	NON U.S.		3,905	1.3	22,698	7.3
		6	29,453	9.5	30,783	9.9
IFED HSC FIN BASIS	U.S.	4	44,022	6.7	54,388	8.3	652,560
	NON U.S.	4	0	0.0	49,576	7.6
		8	44,022	6.7	103,964	15.9
IFED WAHA FIN BASIS	U.S.		13,727	2.5	95,071	17.1	554,834
	NON U.S.		6,604	1.2	22,347	4.0
		7	20,331	3.7	117,418	21.2
IFED CIG ROCKIES BASIS	U.S.		0	0.0	159,045	45.1	352,461
	NON U.S.		0	0.0	62,977	17.9
		7	0	0.0	222,022	63.0
IFED TCO Basis	U.S.		0	0.0	62,357	27.9	223,409
	NON U.S.		0	0.0	35,540	15.9
		6	0	0.0	97,897	43.8
IFED CG Mainline Basis	U.S.		0	0.0	42,439	17.3	245,861
	NON U.S.		0	0.0	33,824	13.8
		5	0	0.0	76,263	31.0
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		2,767	0.4	280,881	38.4	731,183
	NON U.S.		29,635	4.1	81,781	11.2
		6	32,402	4.4	362,662	49.6
IFED EP SAN JUAN BASIS	U.S.		580	0.3	24,851	11.8	210,930
	NON U.S.		214	0.1	45,321	21.5
		6	794	0.4	70,172	33.3
IFED HENRY HUB INDEX	U.S.		4,918	2.8	24,830	14.1	175,940
	NON U.S.		3,602	2.0	7,376	4.2
		6	8,520	4.8	32,206	18.3
IFED MICHCON BASIS	U.S.		91	0.0	55,029	24.3	226,869
	NON U.S.		4,529	2.0	7,665	3.4
		6	4,620	2.0	62,694	27.6
IFED NWP SUMAS BASIS	U.S.		3,044	4.1	0	0.0	74,029
	NON U.S.		11,104	15.0	12,169	16.4
		6	14,148	19.1	12,169	16.4
IFED PANHANDLE BASIS	U.S.		3,226	3.0	9,547	8.8	108,406
	NON U.S.		761	0.7	10,686	9.9
		5	3,987	3.7	20,233	18.7
IFED TETCO M2 Basis (Receipts)	U.S.		54,723	17.1	149,809	46.7	320,862
	NON U.S.		2,920	0.9	7,289	2.3
		5	57,643	18.0	157,098	49.0
NYME NAT GAS NYME	U.S.	4	21,620	1.8	45,223	3.9	1,169,620
	NON U.S.	11	50,760	4.3	15,760	1.3
		15	72,380	6.2	60,983	5.2
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,924	0.9	89,402	19.9	448,817
	NON U.S.	6	3,095	0.7	94,834	21.1
		10	7,019	1.6	184,236	41.0
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	64,978	33.9	2,098	1.1	191,727
	NON U.S.	5	41,251	21.5	6,438	3.4
		9	106,229	55.4	8,536	4.5
CBT SOYBEAN MEAL	U.S.		5,872	1.5	0	0.0	399,314
	NON U.S.		34,677	8.7	500	0.1
		10	40,549	10.2	500	0.1
ICUS COTTON NO. 2	U.S.		1,296	0.6	3,334	1.4	233,264
	NON U.S.		17,280	7.4	15,594	6.7
		16	18,576	8.0	18,928	8.1
NYME HENRY HUB	U.S.	4	37,025	6.4	178,986	30.9	579,267
	NON U.S.	6	30,395	5.2	112,729	19.5
		10	67,420	11.6	291,715	50.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	57,839	28.6	9,319	4.6	202,307
	NON U.S.	5	54,542	27.0	14,328	7.1
		9	112,381	55.5	23,647	11.7
CBT UST 2Y NOTE	U.S.	5	14,292	0.7	11,426	0.5	2,196,595
	NON U.S.	35	38,372	1.7	97,679	4.4
		40	52,664	2.4	109,105	5.0
CBT UST 10Y NOTE	U.S.	7	34,584	0.9	13,165	0.4	3,722,365
	NON U.S.	29	81,672	2.2	81,898	2.2
		36	116,256	3.1	95,063	2.6
CBT ULTRA UST 10Y	U.S.		2,836	0.2	43	0.0	1,350,195
	NON U.S.		9,248	0.7	16,359	1.2
		8	12,084	0.9	16,402	1.2
CBT UST 5Y NOTE	U.S.	5	16,407	0.4	13,482	0.4	3,793,072
	NON U.S.	30	32,256	0.9	71,238	1.9
		35	48,663	1.3	84,720	2.2
CBT FED FUNDS	U.S.	5	316,497	15.4	292,299	14.2	2,052,835
	NON U.S.	33	211,060	10.3	209,860	10.2
		38	527,557	25.7	502,159	24.5
CME LEAN HOGS	NON U.S.		15,085	6.6	3,913	1.7	229,649
		9	15,085	6.6	3,913	1.7
CME LIVE CATTLE	NON U.S.		19,398	6.4	264	0.1	302,711
		7	19,398	6.4	264	0.1
CME FEEDER CATTLE	NON U.S.		1,228	3.0	173	0.4	41,256
		6	1,228	3.0	173	0.4
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		162	0.5	2,051	6.5	31,737
	NON U.S.		45	0.1	1,990	6.3
		6	207	0.7	4,041	12.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	3,395	10.0	34,048
	NON U.S.		0	0.0	2,651	7.8
		7	0	0.0	6,046	17.8
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,909	3.0	981	1.6	62,770
	NON U.S.		2,039	3.2	3,334	5.3
		6	3,948	6.3	4,315	6.9
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.7	7,041	16.6	42,542
	NON U.S.		71	0.2	5,871	13.8
		7	371	0.9	12,912	30.4
NYME PROPANE	U.S.		2,400	2.1	5,443	4.8	113,588
	NON U.S.		887	0.8	6,241	5.5
		8	3,287	2.9	11,684	10.3
NYME MT BELVIEU ETHANE OPIS	U.S.	4	0	0.0	6,318	14.4	43,948
	NON U.S.	4	0	0.0	4,172	9.5
		8	0	0.0	10,490	23.9
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	4,124	9.3	44,260
	NON U.S.		377	0.9	2,131	4.8
		6	377	0.9	6,255	14.1
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	4,014	12.2	33,014
	NON U.S.		644	2.0	3,662	11.1
		7	644	2.0	7,676	23.3
NYME CONWAY PROPANE (OPIS)	U.S.		381	2.3	128	0.8	16,637
	NON U.S.		495	3.0	1,387	8.3
		5	876	5.3	1,515	9.1
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		3,738	0.7	42,965	8.5	502,562
	NON U.S.		4,335	0.9	5,490	1.1
		7	8,073	1.6	48,455	9.6
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		444	0.9	10,551	20.5	51,524
		6	444	0.9	10,551	20.5
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	8,780	43.6	20,132
		6	0	0.0	8,780	43.6
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	52,587	47.5	110,664
	NON U.S.		0	0.0	12,954	11.7
		5	0	0.0	65,541	59.2
NYME WTI-PHYSICAL	U.S.	4	4,380	0.2	275,530	15.1	1,823,366
	NON U.S.	14	47,417	2.6	160,133	8.8
		18	51,797	2.8	435,663	23.9
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	8,335	5.2	25,679	15.9	161,579
	NON U.S.	5	8,063	5.0	24,617	15.2
		9	16,398	10.1	50,296	31.1
ICUS COCOA	U.S.		2,726	1.2	457	0.2	234,624
	NON U.S.		6,635	2.8	7,725	3.3
		8	9,361	4.0	8,182	3.5
NYME PALLADIUM	U.S.	4	71	1.1	389	5.9	6,642
	NON U.S.	6	496	7.5	215	3.2
		10	567	8.5	604	9.1
NYME PLATINUM	U.S.	5	392	0.6	18,511	30.4	60,983
	NON U.S.	14	2,508	4.1	4,741	7.8
		19	2,900	4.8	23,252	38.1
ICUS SUGAR NO. 11	U.S.		7,224	0.8	20,623	2.4	859,871
	NON U.S.		43,354	5.0	67,166	7.8
		13	50,578	5.9	87,789	10.2
ICUS COFFEE C	U.S.		2,791	1.2	2,262	1.0	226,730
	NON U.S.		8,169	3.6	27,391	12.1
		26	10,960	4.8	29,653	13.1
CMX SILVER	U.S.	5	4,160	2.8	39,635	26.7	148,526
	NON U.S.	19	9,612	6.5	30,614	20.6
		24	13,772	9.3	70,249	47.3
CMX COPPER- #1	U.S.		8,676	4.0	31	0.0	216,157
	NON U.S.		11,329	5.2	1,154	0.5
		15	20,005	9.3	1,185	0.5
CMX GOLD	U.S.	5	15,318	2.7	86,778	15.5	560,666
	NON U.S.	25	38,691	6.9	113,836	20.3
		30	54,009	9.6	200,614	35.8
CME CANADIAN DOLLAR	U.S.		0	0.0	23,830	15.1	157,562
	NON U.S.		3,632	2.3	8,510	5.4
		7	3,632	2.3	32,340	20.5
CME MEXICAN PESO	NON U.S.		1,043	0.6	39,111	22.6	172,712
		7	1,043	0.6	39,111	22.6
CME BRITISH POUND	U.S.		40,189	16.9	5,567	2.3	238,266
	NON U.S.		14,559	6.1	0	0.0
		6	54,748	23.0	5,567	2.3
CME EURO FX	U.S.		0	0.0	173,615	26.2	663,589
	NON U.S.		13,411	2.0	39,081	5.9
		17	13,411	2.0	212,696	32.1
NYME GASOLINE RBOB	U.S.		3,637	1.2	2,776	0.9	292,778
	NON U.S.		12,560	4.3	2,682	0.9
		11	16,197	5.5	5,458	1.9
E VIX FUTURES	U.S.		1,158	0.4	2,745	0.9	306,405
	NON U.S.		17,362	5.7	8,794	2.9
		7	18,520	6.0	11,539	3.8
CBT DJIA x $5	U.S.	5	2,981	4.5	55	0.1	66,632
	NON U.S.	6	9,538	14.3	4,899	7.4
		11	12,519	18.8	4,954	7.4
CME EURODOLLARS-3M	U.S.	6	1,889,213	17.3	630,286	5.8	10,944,908
	NON U.S.	26	752,614	6.9	476,387	4.4
		32	2,641,827	24.1	1,106,673	10.1
CME SOFR-3M	U.S.	14	1,044,208	25.0	622,220	14.9	4,184,437
	NON U.S.	54	767,241	18.3	301,743	7.2
		68	1,811,449	43.3	923,963	22.1
CME SOFR-1M	U.S.	8	62,597	16.4	61,740	16.2	381,593
	NON U.S.	22	37,388	9.8	42,970	11.3
		30	99,985	26.2	104,710	27.4
ICUS CANOLA	NON U.S.		178	0.1	1,430	1.0	148,347
		5	178	0.1	1,430	1.0
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		1,729	14.9	3,665	31.6	11,601
		5	1,729	14.9	3,665	31.6
CME E-MINI S&P ENERGY INDEX	NON U.S.		0	0.0	20,631	55.1	37,460
		6	0	0.0	20,631	55.1
CME E-MINI S&P 500	U.S.	8	31,018	1.5	32,174	1.5	2,122,357
	NON U.S.	20	88,642	4.2	83,265	3.9
		28	119,660	5.6	115,439	5.4
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	21,020	25.6	82,169
	NON U.S.		18,066	22.0	35,609	43.3
		8	18,066	22.0	56,629	68.9
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		19,500	9.4	8,794	4.2	207,014
	NON U.S.		18,105	8.7	45,150	21.8
		6	37,605	18.2	53,944	26.1
CME NASDAQ MINI	U.S.		9,091	3.9	714	0.3	232,689
	NON U.S.		19,113	8.2	4,955	2.1
		11	28,204	12.1	5,669	2.4
CME AUSTRALIAN DOLLAR	U.S.		18,786	12.6	0	0.0	148,898
	NON U.S.		3,995	2.7	1,043	0.7
		5	22,781	15.3	1,043	0.7
CME RUSSELL E-MINI	U.S.	6	24,820	5.3	2	0.0	470,730
	NON U.S.	13	36,038	7.7	4,487	1.0
		19	60,858	12.9	4,489	1.0
ICUS MSCI EAFE	U.S.	4	2,130	0.5	7,240	1.8	404,766
	NON U.S.	6	1,467	0.4	28,133	7.0
		10	3,597	0.9	35,373	8.7
ICUS MSCI EM INDEX	U.S.	4	2,635	0.2	6,312	0.5	1,184,954
	NON U.S.	9	14,277	1.2	62,516	5.3
		13	16,912	1.4	68,828	5.8
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	141	0.1	26,688	13.2	201,670
	NON U.S.	10	3,447	1.7	35,515	17.6
		14	3,588	1.8	62,203	30.8