February Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 2/1/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		12,770	3.3	2,904	0.7	391,162
	NON U.S.		36,352	9.3	15,182	3.9
		18	49,122	12.6	18,086	4.6
CBT WHEAT-HRW	U.S.		4,002	1.8	0	0.0	218,513
	NON U.S.		14,785	6.8	4,099	1.9
		12	18,787	8.6	4,099	1.9
CBT CORN	U.S.		31,142	2.0	2,057	0.1	1,568,959
	NON U.S.		87,430	5.6	8,762	0.6
		12	118,572	7.6	10,819	0.7
CBT SOYBEANS	U.S.		15,757	2.0	1,892	0.2	796,285
	NON U.S.		47,071	5.9	3,100	0.4
		17	62,828	7.9	4,992	0.6
IFED CALIF CARBON ALLOWANCE V2022	NON U.S.		4,236	2.3	59,823	31.9	187,418
		6	4,236	2.3	59,823	31.9
CBT SOYBEAN OIL	U.S.		14,273	3.2	1,088	0.2	439,646
	NON U.S.		24,489	5.6	486	0.1
		9	38,762	8.8	1,574	0.4
CBT U.S. TREASURY BONDS	U.S.	5	2,791	0.2	279	0.0	1,195,554
	NON U.S.	13	2,391	0.2	23,192	1.9
		18	5,182	0.4	23,471	2.0
CBT ULTRA U.S. TREASURY BONDS	U.S.		1,644	0.1	350	0.0	1,285,238
	NON U.S.		3,165	0.2	13,206	1.0
		6	4,809	0.4	13,556	1.1
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		14,723	4.2	759	0.2	347,383
	NON U.S.		18,306	5.3	1,563	0.4
		11	33,029	9.5	2,322	0.7
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	8,503	0.1	2,369,436	37.0	6,400,251
	NON U.S.	9	106,659	1.7	1,257,198	19.6
		14	115,162	1.8	3,626,634	56.7
IFED NATURAL GAS PENULTIMATE ICE	U.S.		70,303	17.6	18,554	4.6	399,857
	NON U.S.		13,799	3.5	37,569	9.4
		9	84,102	21.0	56,123	14.0
IFED NWP ROCKIES FIN BASIS	U.S.	4	1,007	0.4	79,856	30.0	266,407
	NON U.S.	5	15,795	5.9	14,515	5.4
		9	16,802	6.3	94,371	35.4
IFED AECO FIN BASIS	U.S.		0	0.0	20,937	2.6	795,993
	NON U.S.		37,874	4.8	385,249	48.4
		7	37,874	4.8	406,186	51.0
IFED CHICAGO FIN BASIS	U.S.		27,098	8.4	8,594	2.7	323,680
	NON U.S.		3,270	1.0	32,217	10.0
		7	30,368	9.4	40,811	12.6
IFED HSC FIN BASIS	U.S.		60,798	10.2	42,782	7.2	597,464
	NON U.S.		0	0.0	59,501	10.0
		7	60,798	10.2	102,283	17.1
IFED WAHA FIN BASIS	U.S.		8,430	1.8	105,083	22.2	473,670
	NON U.S.		10,101	2.1	21,293	4.5
		7	18,531	3.9	126,376	26.7
IFED CIG ROCKIES BASIS	U.S.		0	0.0	163,208	46.4	351,805
	NON U.S.		0	0.0	64,604	18.4
		6	0	0.0	227,812	64.8
IFED TCO Basis	U.S.		898	0.4	46,990	22.4	209,402
	NON U.S.		0	0.0	35,261	16.8
		6	898	0.4	82,251	39.3
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		672	0.1	304,189	43.4	700,108
	NON U.S.		31,924	4.6	63,006	9.0
		7	32,596	4.7	367,195	52.4
IFED EP SAN JUAN BASIS	U.S.		2,354	1.1	31,848	15.5	205,745
	NON U.S.		90	0.0	34,106	16.6
		7	2,444	1.2	65,954	32.1
IFED HENRY HUB BASIS	U.S.		8,874	4.9	26,126	14.6	179,319
	NON U.S.		3,770	2.1	7,304	4.1
		7	12,644	7.1	33,430	18.6
IFED HENRY HUB INDEX	U.S.		7,604	4.0	26,916	14.1	190,615
	NON U.S.		5,210	2.7	8,578	4.5
		7	12,814	6.7	35,494	18.6
IFED MICHCON BASIS	U.S.		0	0.0	56,054	26.0	215,574
	NON U.S.		4,561	2.1	2,920	1.4
		5	4,561	2.1	58,974	27.4
IFED NGPL TXOK BASIS	U.S.		0	0.0	28,758	13.6	211,714
	NON U.S.		0	0.0	5,608	2.6
		5	0	0.0	34,366	16.2
IFED NWP SUMAS BASIS	U.S.		3,663	4.4	0	0.0	82,910
	NON U.S.		11,145	13.4	15,838	19.1
		7	14,808	17.9	15,838	19.1
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	25,909	45.5	56,934
	NON U.S.		851	1.5	15,075	26.5
		5	851	1.5	40,984	72.0
IFED PANHANDLE BASIS	U.S.		3,226	2.9	11,963	10.9	110,246
	NON U.S.		1,189	1.1	14,567	13.2
		7	4,415	4.0	26,530	24.1
IFED TETCO M2 Basis (Receipts)	U.S.		60,179	18.1	155,129	46.6	332,546
	NON U.S.		2,800	0.8	9,190	2.8
		5	62,979	18.9	164,319	49.4
NYME NATURAL GAS	U.S.	4	26,286	2.3	37,493	3.2	1,162,813
	NON U.S.	11	46,037	4.0	19,771	1.7
		15	72,323	6.2	57,264	4.9
NYME HENRY HUB LAST DAY FIN	U.S.	5	5,147	1.1	80,357	17.1	470,065
	NON U.S.	8	3,504	0.7	108,370	23.1
		13	8,651	1.8	188,727	40.1
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	53,184	30.5	2,017	1.2	174,437
	NON U.S.	6	37,462	21.5	9,638	5.5
		10	90,646	52.0	11,655	6.7
CBT SOYBEAN MEAL	U.S.		5,398	1.3	0	0.0	415,978
	NON U.S.		37,161	8.9	394	0.1
		10	42,559	10.2	394	0.1
ICUS COTTON NO. 2	U.S.		2,450	0.9	2,946	1.1	260,902
	NON U.S.		20,695	7.9	12,170	4.7
		16	23,145	8.9	15,116	5.8
NYME HENRY HUB	U.S.	4	44,399	7.6	192,207	33.0	582,343
	NON U.S.	7	33,871	5.8	100,652	17.3
		11	78,270	13.4	292,859	50.3
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	53,822	27.3	8,813	4.5	196,883
	NON U.S.	7	55,978	28.4	17,361	8.8
		11	109,800	55.8	26,174	13.3
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	4	16,697	0.7	5,873	0.3	2,270,248
	NON U.S.	30	25,300	1.1	82,249	3.6
		34	41,997	1.8	88,122	3.9
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	5	38,018	1.0	12,103	0.3	3,932,501
	NON U.S.	34	24,889	0.6	94,830	2.4
		39	62,907	1.6	106,933	2.7
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,110	0.2	4,090	0.3	1,376,130
	NON U.S.		7,869	0.6	16,913	1.2
		11	10,979	0.8	21,003	1.5
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	4	5,542	0.1	13,612	0.3	4,019,069
	NON U.S.	36	31,162	0.8	106,652	2.7
		40	36,704	0.9	120,264	3.0
CBT 30-DAY FEDERAL FUNDS	U.S.	6	334,084	19.6	284,072	16.7	1,705,691
	NON U.S.	28	170,360	10.0	187,848	11.0
		34	504,444	29.6	471,920	27.7
CME LEAN HOGS	NON U.S.		14,808	5.7	3,642	1.4	258,676
		10	14,808	5.7	3,642	1.4
CME LIVE CATTLE	NON U.S.	9	20,828	6.2	365	0.1	334,255
		9	20,828	6.2	365	0.1
CME FEEDER CATTLE	NON U.S.		1,063	2.2	0	0.0	47,568
		6	1,063	2.2	0	0.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		694	2.3	2,208	7.3	30,153
	NON U.S.		66	0.2	1,929	6.4
		6	760	2.5	4,137	13.7
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		260	1.9	841	6.2	13,672
	NON U.S.		60	0.4	600	4.4
		5	320	2.3	1,441	10.5
IFED PROPANE OPIS CONWAY INWELL FP	U.S.		167	1.3	245	1.9	12,596
	NON U.S.		5,774	45.8	933	7.4
		5	5,941	47.2	1,178	9.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,817	7.7	36,610
	NON U.S.		0	0.0	3,226	8.8
		6	0	0.0	6,043	16.5
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,519	2.3	1,802	2.7	67,348
	NON U.S.		2,772	4.1	4,107	6.1
		5	4,291	6.4	5,909	8.8
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.7	7,681	17.6	43,633
	NON U.S.		85	0.2	6,939	15.9
		7	385	0.9	14,620	33.5
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		2,752	2.1	6,986	5.4	130,025
	NON U.S.		1,033	0.8	6,414	4.9
		8	3,785	2.9	13,400	10.3
NYME MT BELVIEU ETHANE OPIS	U.S.	4	106	0.2	6,911	15.9	43,467
	NON U.S.	5	0	0.0	5,201	12.0
		9	106	0.2	12,112	27.9
NYME MT BELV NORM BUTANE OPIS	U.S.		386	0.9	4,811	11.0	43,796
	NON U.S.		395	0.9	2,385	5.4
		6	781	1.8	7,196	16.4
NYME MT BELV NAT GASOLINE OPIS	U.S.		48	0.1	4,018	12.2	32,870
	NON U.S.		252	0.8	3,949	12.0
		6	300	0.9	7,967	24.2
NYME CONWAY PROPANE (OPIS)	U.S.		386	2.2	281	1.6	17,169
	NON U.S.		273	1.6	1,585	9.2
		6	659	3.8	1,866	10.9
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		1,799	0.4	52,916	10.9	483,555
	NON U.S.		4,704	1.0	5,496	1.1
		7	6,503	1.3	58,412	12.1
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		150	0.3	150	0.3	55,195
	NON U.S.		205	0.4	13,585	24.6
		7	355	0.6	13,735	24.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	9,372	66.0	14,194
		6	0	0.0	9,372	66.0
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	55,831	49.2	113,538
	NON U.S.		0	0.0	14,711	13.0
		5	0	0.0	70,542	62.1
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	13,099	0.6	273,945	13.1	2,093,735
	NON U.S.	13	44,631	2.1	174,357	8.3
		17	57,730	2.8	448,302	21.4
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	9,130	6.3	26,855	18.6	144,078
	NON U.S.	6	13,213	9.2	11,629	8.1
		10	22,343	15.5	38,484	26.7
ICUS COCOA	U.S.		4,936	2.1	2,178	0.9	240,451
	NON U.S.		6,983	2.9	9,067	3.8
		7	11,919	5.0	11,245	4.7
NYME PALLADIUM	U.S.	4	78	1.0	384	4.9	7,853
	NON U.S.	11	487	6.2	401	5.1
		15	565	7.2	785	10.0
NYME PLATINUM	U.S.	5	487	0.9	17,850	33.1	53,898
	NON U.S.	11	2,377	4.4	6,425	11.9
		16	2,864	5.3	24,275	45.0
ICUS SUGAR NO. 11	U.S.		6,883	0.8	20,251	2.3	897,035
	NON U.S.		45,834	5.1	70,038	7.8
		14	52,717	5.9	90,289	10.1
ICUS COFFEE C	U.S.		3,419	1.2	5,760	2.1	274,865
	NON U.S.		7,600	2.8	33,400	12.2
		23	11,019	4.0	39,160	14.2
CMX SILVER	U.S.	5	4,615	3.1	33,445	22.4	149,136
	NON U.S.	21	10,697	7.2	30,671	20.6
		26	15,312	10.3	64,116	43.0
CMX COPPER-GRADE #1	U.S.		6,983	3.5	51	0.0	198,437
	NON U.S.		10,773	5.4	974	0.5
		14	17,756	8.9	1,025	0.5
CMX GOLD	U.S.	5	20,381	4.0	59,899	11.6	515,331
	NON U.S.	28	38,557	7.5	111,502	21.6
		33	58,938	11.4	171,401	33.3
CME RUSSIAN RUBLE	NON U.S.		888	1.9	7,383	15.9	46,358
		5	888	1.9	7,383	15.9
CME CANADIAN DOLLAR	U.S.		6	0.0	13,708	9.4	145,082
	NON U.S.		25,763	17.8	4,740	3.3
		6	25,769	17.8	18,448	12.7
CME MEXICAN PESO	NON U.S.		931	0.7	14,262	10.1	141,352
		5	931	0.7	14,262	10.1
CME BRITISH POUND STERLING	U.S.		65,246	35.5	3,363	1.8	184,007
	NON U.S.		8,532	4.6	1,478	0.8
		6	73,778	40.1	4,841	2.6
CME EURO FX	U.S.		3,363	0.5	176,180	25.7	685,431
	NON U.S.		8,017	1.2	37,596	5.5
		16	11,380	1.7	213,776	31.2
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		3,892	1.1	3,670	1.0	367,470
	NON U.S.		12,561	3.4	2,845	0.8
		9	16,453	4.5	6,515	1.8
E VIX FUTURES	U.S.	4	2,412	0.8	1,227	0.4	300,194
	NON U.S.	6	25,779	8.6	9,481	3.2
		10	28,191	9.4	10,708	3.6
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	8,510	9.7	163	0.2	87,365
	NON U.S.	6	750	0.9	16,978	19.4
		11	9,260	10.6	17,141	19.6
CME 3-MONTH EURODOLLARS	U.S.	7	2,073,059	18.6	670,726	6.0	11,123,574
	NON U.S.	25	855,310	7.7	495,482	4.5
		32	2,928,369	26.3	1,166,208	10.5
CME 3-MONTH SOFR	U.S.	11	652,777	24.1	346,651	12.8	2,711,352
	NON U.S.	47	341,238	12.6	337,337	12.4
		58	994,015	36.7	683,988	25.2
CME 1-MONTH SOFR	U.S.	6	55,743	18.1	20,544	6.7	307,461
	NON U.S.	16	28,297	9.2	46,566	15.1
		22	84,040	27.3	67,110	21.8
ICUS CANOLA	NON U.S.		111	0.1	1,563	0.9	169,877
		5	111	0.1	1,563	0.9
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		0	0.0	400	2.0	19,960
	NON U.S.		3,349	16.8	12,252	61.4
		7	3,349	16.8	12,652	63.4
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	1,121	3.1	36,708
	NON U.S.		0	0.0	21,880	59.6
		7	0	0.0	23,001	62.7
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	15,727	0.7	92,300	4.0	2,283,969
	NON U.S.	20	35,372	1.5	91,541	4.0
		27	51,099	2.2	183,841	8.0
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		5,879	20.8	14,698	52.0	28,275
		6	5,879	20.8	14,698	52.0
CME E-MINI S&P MATERIALS INDEX	U.S.		0	0.0	235	1.5	15,276
	NON U.S.		652	4.3	4,225	27.7
		5	652	4.3	4,460	29.2
CME S&P 500 TOTAL RETURN INDEX	U.S.		2,000	2.4	8,301	10.1	82,540
	NON U.S.		17,862	21.6	46,999	56.9
		8	19,862	24.1	55,300	67.0
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		20,000	11.8	14,250	8.4	170,152
	NON U.S.		15,999	9.4	28,995	17.0
		5	35,999	21.2	43,245	25.4
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	1,336	0.6	4,573	1.9	239,334
	NON U.S.	8	32,493	13.6	354	0.1
		12	33,829	14.1	4,927	2.1
CME E-MINI RUSSELL 2000 INDEX	U.S.	7	20,615	4.3	5,609	1.2	477,959
	NON U.S.	13	30,289	6.3	9,991	2.1
		20	50,904	10.7	15,600	3.3
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		1,686	3.2	1,180	2.3	51,941
		5	1,686	3.2	1,180	2.3
ICUS MSCI EAFE MINI INDEX	U.S.	4	4,510	1.2	9,359	2.5	370,075
	NON U.S.	5	1,387	0.4	40,825	11.0
		9	5,897	1.6	50,184	13.6
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	5,140	0.5	371	0.0	1,105,267
	NON U.S.	10	13,359	1.2	81,639	7.4
		15	18,499	1.7	82,010	7.4
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		16	0.0	20,682	10.2	203,733
	NON U.S.		6,289	3.1	25,452	12.5
		11	6,305	3.1	46,134	22.6