February Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 2/7/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,356	3.7	1,608	0.4	358,162
	NON U.S.		30,906	8.6	12,123	3.4
		15	44,262	12.4	13,731	3.8
CBT WHEAT-HRW	U.S.		7,815	4.1	121	0.1	190,500
	NON U.S.		16,000	8.4	3,832	2.0
		10	23,815	12.5	3,953	2.1
CBT CORN	U.S.		73,585	5.6	1,710	0.1	1,319,429
	NON U.S.		72,007	5.5	10,681	0.8
		17	145,592	11.0	12,391	0.9
CBT SOYBEANS	U.S.		30,666	4.3	13,568	1.9	717,684
	NON U.S.		33,100	4.6	8,151	1.1
		16	63,766	8.9	21,719	3.0
IFED CALIF CARBON 23	NON U.S.		9,761	5.1	68,962	35.9	192,177
		8	9,761	5.1	68,962	35.9
CBT SOYBEAN OIL	U.S.		22,177	4.9	6	0.0	453,114
	NON U.S.		30,973	6.8	1,415	0.3
		11	53,150	11.7	1,421	0.3
CBT UST BOND	U.S.	4	1,102	0.1	6,950	0.6	1,206,862
	NON U.S.	10	2,550	0.2	26,000	2.2
		14	3,652	0.3	32,950	2.7
CBT ULTRA UST BOND	U.S.		3,565	0.2	82	0.0	1,460,041
	NON U.S.		1,009	0.1	21,458	1.5
		7	4,574	0.3	21,540	1.5
NYME NY HARBOR ULSD	U.S.		7,876	3.0	2,499	0.9	263,450
	NON U.S.		11,708	4.4	1,687	0.6
		11	19,584	7.4	4,186	1.6
IFED NAT GAS ICE LD1	U.S.	5	17,348	0.3	1,771,004	29.5	6,000,619
	NON U.S.	8	95,313	1.6	898,967	15.0
		13	112,661	1.9	2,669,971	44.5
IFED NAT GAS ICE PEN	U.S.		66,816	11.9	116,673	20.7	562,930
	NON U.S.		36,749	6.5	21,038	3.7
		9	103,565	18.4	137,711	24.5
IFED NWP ROCKIES FIN BASIS	U.S.		9,865	3.1	50,875	16.0	318,651
	NON U.S.		16,222	5.1	3,032	1.0
		7	26,087	8.2	53,907	16.9
IFED AECO FIN BASIS	U.S.		151	0.0	12,938	1.6	792,493
	NON U.S.		31,536	4.0	437,127	55.2
		7	31,687	4.0	450,065	56.8
IFED CHICAGO FIN BASIS	U.S.		20,328	6.2	4,123	1.3	325,724
	NON U.S.		6,103	1.9	5,255	1.6
		7	26,431	8.1	9,378	2.9
IFED HSC FIN BASIS	U.S.	4	68,963	13.0	16,653	3.1	531,381
	NON U.S.	4	6,642	1.2	34,698	6.5
		8	75,605	14.2	51,351	9.7
IFED WAHA FIN BASIS	U.S.	4	5,593	1.0	159,506	29.2	546,158
	NON U.S.	4	3,176	0.6	23,666	4.3
		8	8,769	1.6	183,172	33.5
IFED CIG ROCKIES BASIS	U.S.	4	1,965	0.5	193,103	50.5	382,682
	NON U.S.	4	0	0.0	41,210	10.8
		8	1,965	0.5	234,313	61.2
IFED TCO Basis	U.S.		310	0.1	80,897	38.8	208,460
	NON U.S.		6,832	3.3	24,611	11.8
		6	7,142	3.4	105,508	50.6
IFED CG Mainline Basis	U.S.		124	0.0	71,356	22.5	316,883
	NON U.S.		0	0.0	55,838	17.6
		5	124	0.0	127,194	40.1
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,220	0.8	267,238	33.6	795,266
	NON U.S.	5	33,323	4.2	173,984	21.9
		9	39,543	5.0	441,222	55.5
IFED EP SAN JUAN BASIS	U.S.		2,268	1.0	32,080	13.5	237,635
	NON U.S.		214	0.1	40,374	17.0
		6	2,482	1.0	72,454	30.5
IFED MICHCON BASIS	U.S.		725	0.3	41,789	16.7	250,810
	NON U.S.		3,877	1.5	6,919	2.8
		6	4,602	1.8	48,708	19.4
IFED NGPL TXOK BASIS	U.S.		6,507	2.4	70,030	26.0	269,628
	NON U.S.		0	0.0	8,070	3.0
		5	6,507	2.4	78,100	29.0
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	14,995	39.8	37,696
	NON U.S.		752	2.0	7,715	20.5
		6	752	2.0	22,710	60.2
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		17,784	10.8	9,955	6.1	164,000
	NON U.S.		4,472	2.7	0	0.0
		5	22,256	13.6	9,955	6.1
IFED TRANSCO LEIDY BASIS	U.S.		1,712	1.6	19,763	19.0	104,172
	NON U.S.		1,460	1.4	13,370	12.8
		5	3,172	3.0	33,133	31.8
NYME NAT GAS NYME	U.S.	4	50,583	4.1	32,318	2.6	1,220,272
	NON U.S.	11	55,577	4.6	16,694	1.4
		15	106,160	8.7	49,012	4.0
NYME HENRY HUB LAST DAY FIN	U.S.	4	2,125	0.5	60,577	15.5	389,900
	NON U.S.	6	2,870	0.7	45,592	11.7
		10	4,995	1.3	106,169	27.2
NYME HENRY HUB PENULTIMATE FIN	U.S.		48,532	24.0	6,765	3.3	202,020
	NON U.S.		44,385	22.0	8,307	4.1
		9	92,917	46.0	15,072	7.5
CBT SOYBEAN MEAL	U.S.		17,137	3.9	0	0.0	434,476
	NON U.S.		25,560	5.9	691	0.2
		10	42,697	9.8	691	0.2
ICUS COTTON NO. 2	U.S.		8,052	3.8	1,883	0.9	210,928
	NON U.S.		18,629	8.8	15,196	7.2
		14	26,681	12.6	17,079	8.1
NYME HENRY HUB	U.S.		5,447	1.2	160,099	36.6	437,514
	NON U.S.		20,482	4.7	97,681	22.3
		9	25,929	5.9	257,780	58.9
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	26,711	16.2	8,573	5.2	164,868
	NON U.S.	7	49,552	30.1	10,251	6.2
		11	76,263	46.3	18,824	11.4
CBT UST 2Y NOTE	U.S.	6	12,263	0.5	15,893	0.6	2,553,998
	NON U.S.	33	43,643	1.7	56,281	2.2
		39	55,906	2.2	72,174	2.8
CBT UST 10Y NOTE	U.S.	4	31,010	0.7	20,996	0.5	4,222,841
	NON U.S.	24	65,736	1.6	38,807	0.9
		28	96,746	2.3	59,803	1.4
CBT ULTRA UST 10Y	U.S.		3,434	0.2	0	0.0	1,464,476
	NON U.S.		5,956	0.4	3,967	0.3
		6	9,390	0.6	3,967	0.3
CBT UST 5Y NOTE	U.S.	7	16,255	0.4	32,669	0.8	4,241,276
	NON U.S.	27	28,528	0.7	87,236	2.1
		34	44,783	1.1	119,905	2.8
CBT FED FUNDS	U.S.	6	174,906	10.8	187,481	11.6	1,619,917
	NON U.S.	25	153,345	9.5	117,819	7.3
		31	328,251	20.3	305,300	18.8
CME LEAN HOGS	U.S.		8,020	3.7	0	0.0	219,218
	NON U.S.		12,816	5.8	2,074	0.9
		11	20,836	9.5	2,074	0.9
CME LIVE CATTLE	U.S.		9,803	3.1	0	0.0	318,254
	NON U.S.		14,080	4.4	2,031	0.6
		9	23,883	7.5	2,031	0.6
CME FEEDER CATTLE	U.S.		505	1.1	3	0.0	47,455
	NON U.S.		2,101	4.4	2,408	5.1
		5	2,606	5.5	2,411	5.1
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,484	12.9	42,538
	NON U.S.		85	0.2	1,297	3.0
		7	85	0.2	6,781	15.9
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,634	2.0	2,742	3.3	82,349
	NON U.S.		7,386	9.0	509	0.6
		7	9,020	11.0	3,251	3.9
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.8	1,862	5.0	37,320
	NON U.S.		54	0.1	2,942	7.9
		7	354	0.9	4,804	12.9
NYME PROPANE	U.S.		2,018	1.5	3,883	2.9	135,083
	NON U.S.		1,401	1.0	3,962	2.9
		8	3,419	2.5	7,845	5.8
NYME MT BELVIEU ETHANE OPIS	U.S.		77	0.2	2,839	5.7	49,543
	NON U.S.		0	0.0	3,711	7.5
		7	77	0.2	6,550	13.2
NYME MT BELV NORM BUTANE OPIS	U.S.		27	0.1	3,436	8.5	40,299
	NON U.S.		796	2.0	526	1.3
		6	823	2.0	3,962	9.8
NYME MT BELV NAT GASOLINE OPIS	U.S.		5	0.0	2,335	6.7	34,817
	NON U.S.		1,999	5.7	1,229	3.5
		7	2,004	5.8	3,564	10.2
NYME CONWAY PROPANE (OPIS)	U.S.		589	2.7	0	0.0	21,654
	NON U.S.		331	1.5	3,257	15.0
		5	920	4.2	3,257	15.0
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		6,448	1.5	16,888	3.9	431,938
	NON U.S.		3,081	0.7	3,089	0.7
		8	9,529	2.2	19,977	4.6
IFED WTI CRUDE OIL 1ST LINE	U.S.		6,169	14.7	0	0.0	42,086
	NON U.S.		3,064	7.3	0	0.0
		5	9,233	21.9	0	0.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,101	5.0	2,001	9.0	22,172
		5	1,101	5.0	2,001	9.0
NYME WTI-PHYSICAL	U.S.	4	20,832	1.2	192,371	10.7	1,791,955
	NON U.S.	14	37,430	2.1	87,037	4.9
		18	58,262	3.3	279,408	15.6
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	4,629	3.4	29,940	21.9	136,593
	NON U.S.	6	5,009	3.7	16,533	12.1
		10	9,638	7.1	46,473	34.0
NYME BRENT LAST DAY	U.S.		447	0.3	53	0.0	144,514
	NON U.S.		159	0.1	197	0.1
		5	606	0.4	250	0.2
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		306	0.2	26,626	16.7	159,056
	NON U.S.		0	0.0	12,591	7.9
		6	306	0.2	39,217	24.7
ICUS COCOA	U.S.		5,886	2.1	12,586	4.4	282,937
	NON U.S.		7,282	2.6	8,328	2.9
		8	13,168	4.7	20,914	7.4
NYME PALLADIUM	U.S.	4	1,191	10.0	424	3.6	11,896
	NON U.S.	13	1,027	8.6	574	4.8
		17	2,218	18.6	998	8.4
NYME PLATINUM	U.S.	5	1,867	2.9	19,780	30.2	65,469
	NON U.S.	17	3,594	5.5	5,549	8.5
		22	5,461	8.3	25,329	38.7
ICUS SUGAR NO. 11	U.S.		12,752	1.3	9,969	1.0	1,001,483
	NON U.S.		44,315	4.4	61,562	6.1
		14	57,067	5.7	71,531	7.1
ICUS COFFEE C	U.S.		7,363	3.3	32	0.0	222,099
	NON U.S.		12,111	5.5	12,745	5.7
		18	19,474	8.8	12,777	5.8
CMX SILVER	U.S.	5	6,399	4.8	30,516	22.8	133,601
	NON U.S.	17	8,859	6.6	22,073	16.5
		22	15,258	11.4	52,589	39.4
CMX COPPER- #1	U.S.		17,158	7.7	1,046	0.5	222,502
	NON U.S.		19,062	8.6	7,844	3.5
		15	36,220	16.3	8,890	4.0
CMX GOLD	U.S.	5	19,330	4.4	70,339	16.0	439,755
	NON U.S.	23	40,431	9.2	64,575	14.7
		28	59,761	13.6	134,914	30.7
CME CANADIAN DOLLAR	U.S.		7,872	5.3	0	0.0	149,621
	NON U.S.		7,699	5.1	709	0.5
		5	15,571	10.4	709	0.5
CME MEXICAN PESO	NON U.S.		1,054	0.4	164,883	62.8	262,449
		9	1,054	0.4	164,883	62.8
CME BRITISH POUND	U.S.		45,596	22.4	2,415	1.2	203,720
	NON U.S.		3,447	1.7	1,187	0.6
		5	49,043	24.1	3,602	1.8
CME JAPANESE YEN	U.S.		13,030	7.9	11,984	7.3	164,069
	NON U.S.		6,260	3.8	5,671	3.5
		7	19,290	11.8	17,655	10.8
CME EURO FX	U.S.		0	0.0	215,891	27.6	781,287
	NON U.S.		10,434	1.3	19,383	2.5
		15	10,434	1.3	235,274	30.1
NYME GASOLINE RBOB	U.S.		9,741	3.0	1,444	0.4	327,421
	NON U.S.		9,830	3.0	2,718	0.8
		11	19,571	6.0	4,162	1.3
E VIX FUTURES	U.S.		937	0.3	2,084	0.7	317,316
	NON U.S.		23,805	7.5	4,925	1.6
		9	24,742	7.8	7,009	2.2
CBT DJIA x $5	U.S.	4	2,401	2.8	1,755	2.0	86,299
	NON U.S.	7	1,099	1.3	9,318	10.8
		11	3,500	4.1	11,073	12.8
CME EURODOLLARS-3M	U.S.	4	882,175	15.2	560,080	9.6	5,820,860
	NON U.S.	19	486,866	8.4	505,100	8.7
		23	1,369,041	23.5	1,065,180	18.3
CME SOFR-3M	U.S.	16	1,677,305	18.1	328,737	3.5	9,273,630
	NON U.S.	82	1,009,273	10.9	826,179	8.9
		98	2,686,578	29.0	1,154,916	12.5
CME SOFR-1M	U.S.	7	113,906	18.1	101,218	16.1	630,284
	NON U.S.	28	74,031	11.7	65,568	10.4
		35	187,937	29.8	166,786	26.5
ICUS CANOLA	U.S.		181	0.1	0	0.0	251,849
	NON U.S.		3,556	1.4	2,224	0.9
		6	3,737	1.5	2,224	0.9
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		3,900	27.0	1,571	10.9	14,438
		5	3,900	27.0	1,571	10.9
CME E-MINI S&P 500	U.S.	6	54,266	2.6	99,445	4.8	2,053,086
	NON U.S.	22	75,664	3.7	41,215	2.0
		28	129,930	6.3	140,660	6.9
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		514	3.8	4,874	35.9	13,560
		5	514	3.8	4,874	35.9
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		237	1.8	6,889	52.9	13,034
		5	237	1.8	6,889	52.9
CME E-MINI S&P UTILITIES INDEX	NON U.S.		3,593	18.7	3,094	16.1	19,232
		5	3,593	18.7	3,094	16.1
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	28,312	51.3	55,146
	NON U.S.		3,698	6.7	3,000	5.4
		5	3,698	6.7	31,312	56.8
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	12,944	89.5	14,466
		5	0	0.0	12,944	89.5
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		27,650	11.2	9,295	3.8	247,423
	NON U.S.		36,983	14.9	45,227	18.3
		7	64,633	26.1	54,522	22.0
CMX ALUMINUM MWP	U.S.		7,961	29.8	0	0.0	26,707
	NON U.S.		3,353	12.6	0	0.0
		5	11,314	42.4	0	0.0
CME NASDAQ MINI	U.S.		7,858	2.8	7,171	2.6	279,306
	NON U.S.		19,082	6.8	7,767	2.8
		15	26,940	9.6	14,938	5.3
CME RUSSELL E-MINI	U.S.	7	12,882	2.9	41	0.0	437,574
	NON U.S.	12	47,193	10.8	12,615	2.9
		19	60,075	13.7	12,656	2.9
ICUS MSCI EAFE	U.S.	5	1,733	0.5	9,310	2.4	382,862
	NON U.S.	4	3,680	1.0	31,330	8.2
		9	5,413	1.4	40,640	10.6
ICUS MSCI EM INDEX	U.S.	4	2,938	0.2	10,117	0.9	1,186,026
	NON U.S.	13	21,599	1.8	73,975	6.2
		17	24,537	2.1	84,092	7.1
CME E-MINI S&P 400 STOCK INDEX	U.S.		125	0.3	816	1.9	43,466
	NON U.S.		0	0.0	3,906	9.0
		5	125	0.3	4,722	10.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		38	0.0	32,681	18.5	176,501
	NON U.S.		10,864	6.2	17,766	10.1
		12	10,902	6.2	50,447	28.6
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,066	4.2	626	2.5	25,240
	NON U.S.		997	4.0	14,039	55.6
		6	2,063	8.2	14,665	58.1