July Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 7/5/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		17,443	6.0	5,706	2.0	288,754
	NON U.S.		28,864	10.0	15,854	5.5
		17	46,307	16.0	21,560	7.5
CBT WHEAT-HRW	U.S.		6,118	4.0	228	0.1	153,674
	NON U.S.		13,301	8.7	3,361	2.2
		12	19,419	12.6	3,589	2.3
CBT CORN	U.S.		80,761	6.1	989	0.1	1,331,035
	NON U.S.		78,505	5.9	3,601	0.3
		15	159,266	12.0	4,590	0.3
CBT SOYBEANS	U.S.		27,406	4.3	17,538	2.7	638,675
	NON U.S.		42,664	6.7	12,276	1.9
		16	70,070	11.0	29,814	4.7
IFED CALIF CARBON 22	NON U.S.		756	0.5	42,307	25.4	166,829
		6	756	0.5	42,307	25.4
CBT SOYBEAN OIL	U.S.		18,529	5.1	3,766	1.0	364,800
	NON U.S.		23,610	6.5	578	0.2
		11	42,139	11.6	4,344	1.2
CBT UST BOND	U.S.		4,221	0.4	5,090	0.4	1,192,980
	NON U.S.		905	0.1	29,764	2.5
		14	5,126	0.4	34,854	2.9
CBT ULTRA UST BOND	U.S.		2,754	0.2	236	0.0	1,280,398
	NON U.S.		630	0.0	14,988	1.2
		6	3,384	0.3	15,224	1.2
NYME NY HARBOR ULSD	U.S.		13,929	5.3	2,311	0.9	264,269
	NON U.S.		14,018	5.3	673	0.3
		10	27,947	10.6	2,984	1.1
IFED NAT GAS ICE LD1	U.S.	4	3,682	0.1	2,158,998	34.8	6,197,619
	NON U.S.	8	88,848	1.4	1,070,333	17.3
		12	92,530	1.5	3,229,331	52.1
IFED NAT GAS ICE PEN	U.S.		83,521	19.6	22,304	5.2	425,739
	NON U.S.		20,751	4.9	23,203	5.5
		8	104,272	24.5	45,507	10.7
IFED NWP ROCKIES FIN BASIS	U.S.	4	15,410	5.4	69,071	24.2	285,503
	NON U.S.	5	17,826	6.2	5,699	2.0
		9	33,236	11.6	74,770	26.2
IFED AECO FIN BASIS	U.S.		151	0.0	17,936	2.3	778,605
	NON U.S.		39,176	5.0	419,070	53.8
		7	39,327	5.1	437,006	56.1
IFED CHICAGO FIN BASIS	U.S.		24,390	7.3	3,904	1.2	335,948
	NON U.S.		6,997	2.1	17,815	5.3
		7	31,387	9.3	21,719	6.5
IFED HSC FIN BASIS	U.S.	4	34,317	5.1	59,604	8.9	669,063
	NON U.S.	4	0	0.0	45,356	6.8
		8	34,317	5.1	104,960	15.7
IFED WAHA FIN BASIS	U.S.	4	11,072	2.0	114,826	20.6	556,807
	NON U.S.	4	4,510	0.8	25,394	4.6
		8	15,582	2.8	140,220	25.2
IFED CIG ROCKIES BASIS	U.S.	4	0	0.0	175,186	47.8	366,540
	NON U.S.	4	0	0.0	69,075	18.8
		8	0	0.0	244,261	66.6
IFED TCO Basis	U.S.		0	0.0	73,668	31.9	230,661
	NON U.S.		0	0.0	33,568	14.6
		6	0	0.0	107,236	46.5
IFED CG Mainline Basis	U.S.		0	0.0	65,846	22.9	287,795
	NON U.S.		0	0.0	33,735	11.7
		5	0	0.0	99,581	34.6
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		2,122	0.3	293,798	36.5	805,737
	NON U.S.		26,853	3.3	91,411	11.3
		7	28,975	3.6	385,209	47.8
IFED EP SAN JUAN BASIS	U.S.		2,682	0.9	47,618	16.0	296,995
	NON U.S.		214	0.1	49,922	16.8
		7	2,896	1.0	97,540	32.8
IFED HENRY HUB INDEX	U.S.		5,708	2.9	24,083	12.2	197,823
	NON U.S.		3,022	1.5	5,128	2.6
		5	8,730	4.4	29,211	14.8
IFED MICHCON BASIS	U.S.		0	0.0	53,539	19.9	268,518
	NON U.S.		4,468	1.7	7,665	2.9
		6	4,468	1.7	61,204	22.8
IFED NWP SUMAS BASIS	U.S.		2,496	3.4	0	0.0	73,865
	NON U.S.		13,877	18.8	7,943	10.8
		6	16,373	22.2	7,943	10.8
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		91	0.2	19,266	39.4	48,934
	NON U.S.		0	0.0	14,032	28.7
		5	91	0.2	33,298	68.0
IFED PANHANDLE BASIS	U.S.		4,508	3.9	4,658	4.1	115,011
	NON U.S.		852	0.7	9,527	8.3
		5	5,360	4.7	14,185	12.3
IFED TETCO M2 Basis (Receipts)	U.S.		49,561	14.4	149,354	43.5	343,135
	NON U.S.		3,013	0.9	6,154	1.8
		5	52,574	15.3	155,508	45.3
NYME NAT GAS NYME	U.S.	4	51,266	5.2	26,805	2.7	977,507
	NON U.S.	11	51,409	5.3	19,150	2.0
		15	102,675	10.5	45,955	4.7
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,369	0.8	82,742	20.7	399,198
	NON U.S.	7	3,117	0.8	71,510	17.9
		11	6,486	1.6	154,252	38.6
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	78,750	32.7	2,694	1.1	241,170
	NON U.S.	5	40,217	16.7	10,424	4.3
		9	118,967	49.3	13,118	5.4
CBT SOYBEAN MEAL	U.S.		11,560	2.9	124	0.0	394,947
	NON U.S.		30,595	7.7	3,065	0.8
		10	42,155	10.7	3,189	0.8
ICUS COTTON NO. 2	U.S.		2,977	1.7	1,889	1.1	174,319
	NON U.S.		12,559	7.2	17,182	9.9
		15	15,536	8.9	19,071	10.9
NYME HENRY HUB	U.S.	4	25,085	4.9	157,805	30.8	513,030
	NON U.S.	6	27,994	5.5	103,526	20.2
		10	53,079	10.3	261,331	50.9
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	53,284	24.8	8,956	4.2	214,439
	NON U.S.	7	59,094	27.6	14,079	6.6
		11	112,378	52.4	23,035	10.7
CBT UST 2Y NOTE	U.S.	5	12,950	0.6	10,051	0.5	2,103,356
	NON U.S.	41	30,475	1.4	159,091	7.6
		46	43,425	2.1	169,142	8.0
CBT UST 10Y NOTE	U.S.	6	17,389	0.5	20,642	0.6	3,469,680
	NON U.S.	29	30,525	0.9	167,378	4.8
		35	47,914	1.4	188,020	5.4
CBT ULTRA UST 10Y	U.S.		3,709	0.3	3,255	0.3	1,163,790
	NON U.S.		3,190	0.3	12,077	1.0
		6	6,899	0.6	15,332	1.3
CBT UST 5Y NOTE	U.S.	4	6,800	0.2	33,320	0.8	4,013,995
	NON U.S.	28	32,064	0.8	260,338	6.5
		32	38,864	1.0	293,658	7.3
CBT FED FUNDS	U.S.	6	244,873	15.3	201,841	12.6	1,599,372
	NON U.S.	25	189,865	11.9	124,020	7.8
		31	434,738	27.2	325,861	20.4
CME LEAN HOGS	U.S.		8,296	4.3	0	0.0	193,546
	NON U.S.		13,755	7.1	1,227	0.6
		9	22,051	11.4	1,227	0.6
CME LIVE CATTLE	U.S.		8,841	3.2	0	0.0	280,113
	NON U.S.		15,770	5.6	442	0.2
		8	24,611	8.8	442	0.2
CME FEEDER CATTLE	U.S.		662	1.6	0	0.0	42,281
	NON U.S.		1,306	3.1	686	1.6
		6	1,968	4.7	686	1.6
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		116	0.4	2,426	8.2	29,658
	NON U.S.		45	0.2	1,552	5.2
		7	161	0.5	3,978	13.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,233	10.9	38,951
	NON U.S.		0	0.0	2,142	5.5
		7	0	0.0	6,375	16.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,026	3.3	2,917	4.7	61,859
	NON U.S.		1,363	2.2	1,899	3.1
		8	3,389	5.5	4,816	7.8
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.9	5,096	14.8	34,342
	NON U.S.		54	0.2	4,507	13.1
		7	354	1.0	9,603	28.0
NYME PROPANE	U.S.		1,678	1.4	5,907	4.8	121,953
	NON U.S.		1,103	0.9	5,830	4.8
		9	2,781	2.3	11,737	9.6
NYME MT BELVIEU ETHANE OPIS	U.S.	4	0	0.0	4,842	12.3	39,303
	NON U.S.	5	0	0.0	4,673	11.9
		9	0	0.0	9,515	24.2
NYME MT BELV NORM BUTANE OPIS	U.S.		133	0.3	4,410	9.2	47,907
	NON U.S.		955	2.0	1,513	3.2
		8	1,088	2.3	5,923	12.4
NYME MT BELV NAT GASOLINE OPIS	U.S.		48	0.1	3,300	9.9	33,305
	NON U.S.		1,687	5.1	2,205	6.6
		8	1,735	5.2	5,505	16.5
NYME CONWAY PROPANE (OPIS)	U.S.		270	1.1	96	0.4	25,251
	NON U.S.		968	3.8	1,280	5.1
		5	1,238	4.9	1,376	5.4
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		5,057	1.1	36,476	8.0	457,861
	NON U.S.		3,988	0.9	4,208	0.9
		7	9,045	2.0	40,684	8.9
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,278	3.7	8,511	24.5	34,688
		6	1,278	3.7	8,511	24.5
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		906	5.8	6,260	40.0	15,632
		5	906	5.8	6,260	40.0
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	45,748	47.0	97,289
	NON U.S.		0	0.0	9,265	9.5
		5	0	0.0	55,013	56.5
NYME WTI-PHYSICAL	U.S.	4	10,242	0.6	217,436	13.3	1,637,862
	NON U.S.	13	44,567	2.7	139,561	8.5
		17	54,809	3.3	356,997	21.8
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	3,003	2.0	31,495	21.1	149,152
	NON U.S.	5	6,170	4.1	16,188	10.9
		9	9,173	6.2	47,683	32.0
ICUS COCOA	U.S.		4,221	1.3	1,231	0.4	315,630
	NON U.S.		7,968	2.5	8,109	2.6
		9	12,189	3.9	9,340	3.0
NYME PALLADIUM	U.S.	5	1,289	17.5	32	0.4	7,373
	NON U.S.	9	776	10.5	435	5.9
		14	2,065	28.0	467	6.3
NYME PLATINUM	U.S.	5	513	0.7	14,052	19.3	72,895
	NON U.S.	17	5,562	7.6	4,058	5.6
		22	6,075	8.3	18,110	24.8
ICUS SUGAR NO. 11	U.S.		21,535	3.0	15,213	2.1	713,245
	NON U.S.		37,675	5.3	58,514	8.2
		13	59,210	8.3	73,727	10.3
ICUS COFFEE C	U.S.		4,285	2.2	52	0.0	193,731
	NON U.S.		6,757	3.5	21,703	11.2
		22	11,042	5.7	21,755	11.2
CMX SILVER	U.S.	5	4,696	3.3	28,140	20.0	140,463
	NON U.S.	17	9,483	6.8	26,027	18.5
		22	14,179	10.1	54,167	38.6
CMX COPPER- #1	U.S.		13,822	7.5	798	0.4	183,331
	NON U.S.		11,146	6.1	1,390	0.8
		15	24,968	13.6	2,188	1.2
CMX GOLD	U.S.	5	17,037	3.4	66,647	13.4	498,210
	NON U.S.	25	38,340	7.7	83,604	16.8
		30	55,377	11.1	150,251	30.2
CME CANADIAN DOLLAR	U.S.		8	0.0	0	0.0	145,372
	NON U.S.		2,884	2.0	571	0.4
		6	2,892	2.0	571	0.4
CME MEXICAN PESO	NON U.S.		880	0.4	109,704	55.6	197,463
		5	880	0.4	109,704	55.6
CME BRITISH POUND	U.S.		54,605	22.7	2,495	1.0	240,926
	NON U.S.		20,342	8.4	2,169	0.9
		7	74,947	31.1	4,664	1.9
CME JAPANESE YEN	U.S.		76,957	35.4	100	0.0	217,672
	NON U.S.		20,281	9.3	182	0.1
		5	97,238	44.7	282	0.1
CME EURO FX	U.S.		450	0.1	144,095	21.4	673,772
	NON U.S.		18,964	2.8	68,755	10.2
		16	19,414	2.9	212,850	31.6
NYME GASOLINE RBOB	U.S.		10,115	3.7	847	0.3	270,987
	NON U.S.		11,795	4.4	2,160	0.8
		11	21,910	8.1	3,007	1.1
E VIX FUTURES	U.S.		414	0.2	1,726	0.6	266,933
	NON U.S.		13,471	5.0	6,697	2.5
		9	13,885	5.2	8,423	3.2
CBT DJIA x $5	U.S.		556	0.8	355	0.5	67,437
	NON U.S.		15,758	23.4	2,116	3.1
		10	16,314	24.2	2,471	3.7
CME EURODOLLARS-3M	U.S.	5	1,472,602	15.4	666,389	7.0	9,569,471
	NON U.S.	23	579,065	6.1	448,756	4.7
		28	2,051,667	21.4	1,115,145	11.7
CME SOFR-3M	U.S.	15	1,615,015	27.7	415,994	7.1	5,822,950
	NON U.S.	62	824,364	14.2	602,904	10.4
		77	2,439,379	41.9	1,018,898	17.5
CME SOFR-1M	U.S.	8	51,477	9.5	122,600	22.7	539,528
	NON U.S.	23	46,910	8.7	57,659	10.7
		31	98,387	18.2	180,259	33.4
ICUS CANOLA	U.S.		207	0.2	0	0.0	130,952
	NON U.S.		0	0.0	864	0.7
		5	207	0.2	864	0.7
CME E-MINI S&P ENERGY INDEX	NON U.S.		288	0.9	10,652	33.5	31,842
		5	288	0.9	10,652	33.5
CME E-MINI S&P 500	U.S.	7	41,695	1.8	40,716	1.8	2,309,241
	NON U.S.	23	105,637	4.6	88,051	3.8
		30	147,332	6.4	128,767	5.6
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		3,722	18.1	10,065	49.0	20,545
		5	3,722	18.1	10,065	49.0
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	26,268	32.5	80,790
	NON U.S.		14,326	17.7	28,169	34.9
		8	14,326	17.7	54,437	67.4
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		27,706	12.8	5,750	2.7	216,636
	NON U.S.		17,100	7.9	38,445	17.7
		6	44,806	20.7	44,195	20.4
CME NASDAQ MINI	U.S.		3,564	1.4	2,698	1.0	259,449
	NON U.S.		13,714	5.3	21,599	8.3
		16	17,278	6.7	24,297	9.4
CME AUSTRALIAN DOLLAR	U.S.		0	0.0	859	0.6	146,950
	NON U.S.		16,769	11.4	0	0.0
		5	16,769	11.4	859	0.6
CME RUSSELL E-MINI	U.S.	6	27,868	4.7	75	0.0	587,115
	NON U.S.	14	31,209	5.3	20,076	3.4
		20	59,077	10.1	20,151	3.4
ICUS MSCI EAFE	U.S.	4	2,116	0.5	7,948	1.9	423,952
	NON U.S.	4	578	0.1	35,733	8.4
		8	2,694	0.6	43,681	10.3
ICUS MSCI EM INDEX	U.S.	4	2,708	0.2	6,344	0.6	1,137,125
	NON U.S.	12	18,453	1.6	90,439	8.0
		16	21,161	1.9	96,783	8.5
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	185	0.1	35,269	15.4	228,820
	NON U.S.	10	3,486	1.5	32,992	14.4
		14	3,671	1.6	68,261	29.8