June Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 6/7/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		17,438	5.2	5,089	1.5	333,705
	NON U.S.		28,117	8.4	16,440	4.9
		17	45,555	13.7	21,529	6.5
CBT WHEAT-HRW	U.S.		7,125	4.0	213	0.1	180,335
	NON U.S.		14,262	7.9	3,248	1.8
		13	21,387	11.9	3,461	1.9
CBT CORN	U.S.		86,690	5.6	1,281	0.1	1,557,167
	NON U.S.		82,475	5.3	4,546	0.3
		16	169,165	10.9	5,827	0.4
CBT SOYBEANS	U.S.		31,068	4.1	18,639	2.5	760,444
	NON U.S.		42,909	5.6	13,821	1.8
		17	73,977	9.7	32,460	4.3
IFED CALIF CARBON 22	NON U.S.		6,221	3.2	49,559	25.5	194,120
		6	6,221	3.2	49,559	25.5
CBT SOYBEAN OIL	U.S.		19,069	4.8	2,708	0.7	399,283
	NON U.S.		23,897	6.0	1,231	0.3
		9	42,966	10.8	3,939	1.0
CBT UST BOND	U.S.		1,526	0.1	5,673	0.5	1,193,131
	NON U.S.		1,162	0.1	19,127	1.6
		13	2,688	0.2	24,800	2.1
CBT ULTRA UST BOND	U.S.		2,888	0.2	1,699	0.1	1,278,824
	NON U.S.		615	0.0	10,706	0.8
		6	3,503	0.3	12,405	1.0
NYME NY HARBOR ULSD	U.S.		14,368	5.5	1,046	0.4	261,651
	NON U.S.		14,641	5.6	1,361	0.5
		10	29,009	11.1	2,407	0.9
IFED NAT GAS ICE LD1	U.S.	4	4,277	0.1	2,185,156	34.3	6,379,093
	NON U.S.	7	84,821	1.3	1,189,320	18.6
		11	89,098	1.4	3,374,476	52.9
IFED NAT GAS ICE PEN	U.S.		104,359	22.7	9,775	2.1	460,267
	NON U.S.		23,892	5.2	22,883	5.0
		8	128,251	27.9	32,658	7.1
IFED NWP ROCKIES FIN BASIS	U.S.	4	15,656	5.7	72,320	26.2	276,517
	NON U.S.	5	17,085	6.2	5,817	2.1
		9	32,741	11.8	78,137	28.3
IFED AECO FIN BASIS	U.S.		151	0.0	19,168	2.4	814,863
	NON U.S.		40,358	5.0	434,997	53.4
		7	40,509	5.0	454,165	55.7
IFED CHICAGO FIN BASIS	U.S.		24,410	7.8	4,451	1.4	314,268
	NON U.S.		6,914	2.2	17,724	5.6
		7	31,324	10.0	22,175	7.1
IFED HSC FIN BASIS	U.S.	4	30,712	4.7	66,564	10.1	657,875
	NON U.S.	4	0	0.0	46,409	7.1
		8	30,712	4.7	112,973	17.2
IFED WAHA FIN BASIS	U.S.	4	12,276	2.2	112,794	20.4	552,538
	NON U.S.	4	4,258	0.8	25,421	4.6
		8	16,534	3.0	138,215	25.0
IFED CIG ROCKIES BASIS	U.S.	4	0	0.0	173,978	49.2	353,730
	NON U.S.	4	0	0.0	68,478	19.4
		8	0	0.0	242,456	68.5
IFED TCO Basis	U.S.		0	0.0	68,147	30.2	225,307
	NON U.S.		0	0.0	33,692	15.0
		6	0	0.0	101,839	45.2
IFED CG Mainline Basis	U.S.		0	0.0	56,520	20.4	276,872
	NON U.S.		0	0.0	34,088	12.3
		5	0	0.0	90,608	32.7
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		2,184	0.3	296,611	38.6	768,451
	NON U.S.		30,049	3.9	89,654	11.7
		7	32,233	4.2	386,265	50.3
IFED EP SAN JUAN BASIS	U.S.		1,398	0.5	48,112	16.5	291,470
	NON U.S.		214	0.1	50,078	17.2
		7	1,612	0.6	98,190	33.7
IFED HENRY HUB INDEX	U.S.		4,933	2.9	23,990	14.1	170,254
	NON U.S.		3,022	1.8	5,128	3.0
		5	7,955	4.7	29,118	17.1
IFED MICHCON BASIS	U.S.		0	0.0	53,664	20.6	259,976
	NON U.S.		4,468	1.7	7,665	2.9
		6	4,468	1.7	61,329	23.6
IFED NWP SUMAS BASIS	U.S.		2,436	3.4	0	0.0	72,031
	NON U.S.		13,109	18.2	8,863	12.3
		6	15,545	21.6	8,863	12.3
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		91	0.2	18,964	39.0	48,645
	NON U.S.		0	0.0	14,032	28.8
		5	91	0.2	32,996	67.8
IFED PANHANDLE BASIS	U.S.		3,652	3.3	5,430	4.9	111,450
	NON U.S.		852	0.8	9,558	8.6
		5	4,504	4.0	14,988	13.4
IFED TETCO M2 Basis (Receipts)	U.S.		49,561	14.6	149,366	43.9	340,026
	NON U.S.		2,920	0.9	6,154	1.8
		5	52,481	15.4	155,520	45.7
NYME NAT GAS NYME	U.S.	4	52,561	4.7	35,757	3.2	1,127,731
	NON U.S.	11	48,064	4.3	15,112	1.3
		15	100,625	8.9	50,869	4.5
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,789	0.9	92,433	21.4	432,567
	NON U.S.	6	2,950	0.7	80,492	18.6
		10	6,739	1.6	172,925	40.0
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	79,793	31.5	2,341	0.9	253,637
	NON U.S.	6	42,894	16.9	9,232	3.6
		10	122,687	48.4	11,573	4.6
CBT SOYBEAN MEAL	U.S.		12,278	3.2	0	0.0	380,689
	NON U.S.		34,946	9.2	3,447	0.9
		10	47,224	12.4	3,447	0.9
ICUS COTTON NO. 2	U.S.		4,041	1.9	4,629	2.2	211,503
	NON U.S.		15,229	7.2	14,200	6.7
		16	19,270	9.1	18,829	8.9
NYME HENRY HUB	U.S.	4	29,092	5.4	166,986	30.9	540,144
	NON U.S.	6	28,731	5.3	106,329	19.7
		10	57,823	10.7	273,315	50.6
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	62,731	27.5	8,156	3.6	228,205
	NON U.S.	7	60,027	26.3	14,950	6.6
		11	122,758	53.8	23,106	10.1
CBT UST 2Y NOTE	U.S.	5	20,220	1.0	16,139	0.8	2,002,134
	NON U.S.	34	34,461	1.7	100,289	5.0
		39	54,681	2.7	116,428	5.8
CBT UST 10Y NOTE	U.S.	5	17,810	0.5	8,940	0.3	3,469,948
	NON U.S.	31	23,026	0.7	103,943	3.0
		36	40,836	1.2	112,883	3.3
CBT ULTRA UST 10Y	U.S.		3,980	0.3	3,435	0.3	1,241,841
	NON U.S.		3,190	0.3	14,464	1.2
		7	7,170	0.6	17,899	1.4
CBT UST 5Y NOTE	U.S.	4	24,909	0.7	14,489	0.4	3,784,732
	NON U.S.	27	32,176	0.9	220,453	5.8
		31	57,085	1.5	234,942	6.2
CBT FED FUNDS	U.S.	5	308,200	19.6	231,201	14.7	1,568,823
	NON U.S.	21	194,475	12.4	134,477	8.6
		26	502,675	32.0	365,678	23.3
CME LEAN HOGS	U.S.		9,066	4.6	145	0.1	195,636
	NON U.S.		14,711	7.5	2,592	1.3
		10	23,777	12.2	2,737	1.4
CME LIVE CATTLE	U.S.		10,621	3.6	0	0.0	294,693
	NON U.S.		18,165	6.2	159	0.1
		8	28,786	9.8	159	0.1
CME FEEDER CATTLE	U.S.		688	1.5	0	0.0	46,728
	NON U.S.		1,629	3.5	592	1.3
		7	2,317	5.0	592	1.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		230	0.7	1,894	5.7	33,353
	NON U.S.		45	0.1	1,878	5.6
		7	275	0.8	3,772	11.3
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,475	11.9	37,636
	NON U.S.		0	0.0	2,167	5.8
		7	0	0.0	6,642	17.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,214	3.4	1,407	2.2	65,051
	NON U.S.		1,609	2.5	2,050	3.2
		8	3,823	5.9	3,457	5.3
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.8	5,785	15.8	36,621
	NON U.S.		54	0.1	4,881	13.3
		7	354	1.0	10,666	29.1
NYME PROPANE	U.S.		1,449	1.3	5,807	5.2	112,295
	NON U.S.		1,030	0.9	5,353	4.8
		9	2,479	2.2	11,160	9.9
NYME MT BELVIEU ETHANE OPIS	U.S.	4	0	0.0	5,328	11.1	48,055
	NON U.S.	5	0	0.0	4,584	9.5
		9	0	0.0	9,912	20.6
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	4,032	8.8	45,984
	NON U.S.		579	1.3	1,719	3.7
		6	579	1.3	5,751	12.5
NYME MT BELV NAT GASOLINE OPIS	U.S.		68	0.2	3,532	10.1	34,844
	NON U.S.		802	2.3	2,577	7.4
		7	870	2.5	6,109	17.5
NYME CONWAY PROPANE (OPIS)	U.S.		332	1.5	178	0.8	22,171
	NON U.S.		949	4.3	1,185	5.3
		5	1,281	5.8	1,363	6.1
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		5,019	1.0	36,127	7.5	479,085
	NON U.S.		3,479	0.7	3,500	0.7
		7	8,498	1.8	39,627	8.3
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,188	3.1	10,294	26.5	38,907
		6	1,188	3.1	10,294	26.5
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		186	1.0	7,528	42.2	17,851
		5	186	1.0	7,528	42.2
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	48,382	46.2	104,704
	NON U.S.		0	0.0	10,472	10.0
		5	0	0.0	58,854	56.2
NYME WTI-PHYSICAL	U.S.	4	16,447	0.9	239,497	13.4	1,790,618
	NON U.S.	13	40,733	2.3	146,800	8.2
		17	57,180	3.2	386,297	21.6
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	2,891	2.0	25,716	18.0	142,899
	NON U.S.	5	7,176	5.0	17,312	12.1
		9	10,067	7.0	43,028	30.1
ICUS COCOA	U.S.		4,526	1.6	1,730	0.6	286,665
	NON U.S.		5,264	1.8	6,943	2.4
		9	9,790	3.4	8,673	3.0
NYME PALLADIUM	U.S.	4	905	12.9	105	1.5	7,035
	NON U.S.	10	928	13.2	356	5.1
		14	1,833	26.1	461	6.6
NYME PLATINUM	U.S.	5	1,218	1.9	18,530	28.4	65,295
	NON U.S.	14	4,678	7.2	4,458	6.8
		19	5,896	9.0	22,988	35.2
ICUS SUGAR NO. 11	U.S.		13,437	1.6	19,955	2.3	849,814
	NON U.S.		38,447	4.5	73,014	8.6
		14	51,884	6.1	92,969	10.9
ICUS COFFEE C	U.S.		5,278	2.4	2,382	1.1	222,583
	NON U.S.		8,496	3.8	25,912	11.6
		26	13,774	6.2	28,294	12.7
CMX SILVER	U.S.	5	5,783	3.9	34,095	23.0	148,294
	NON U.S.	18	8,878	6.0	28,448	19.2
		23	14,661	9.9	62,543	42.2
CMX COPPER- #1	U.S.		15,784	8.1	0	0.0	194,187
	NON U.S.		13,120	6.8	2,786	1.4
		15	28,904	14.9	2,786	1.4
CMX GOLD	U.S.	5	20,239	4.1	72,405	14.7	494,130
	NON U.S.	25	41,440	8.4	97,386	19.7
		30	61,679	12.5	169,791	34.4
CME CANADIAN DOLLAR	U.S.		45	0.0	19,544	11.7	167,373
	NON U.S.		9,580	5.7	16,177	9.7
		7	9,625	5.8	35,721	21.3
CME MEXICAN PESO	NON U.S.		25,957	10.5	76,725	30.9	248,184
		7	25,957	10.5	76,725	30.9
CME BRITISH POUND	U.S.		43,706	16.9	6,025	2.3	258,623
	NON U.S.		10,586	4.1	4,521	1.7
		7	54,292	21.0	10,546	4.1
CME JAPANESE YEN	U.S.		65,337	24.6	1,501	0.6	266,054
	NON U.S.		7,451	2.8	11,150	4.2
		7	72,788	27.4	12,651	4.8
CME EURO FX	U.S.		3,293	0.5	178,406	24.4	730,667
	NON U.S.		9,408	1.3	43,039	5.9
		18	12,701	1.7	221,445	30.3
NYME GASOLINE RBOB	U.S.		12,204	4.0	1,087	0.4	308,245
	NON U.S.		11,568	3.8	2,766	0.9
		12	23,772	7.7	3,853	1.2
E VIX FUTURES	U.S.		266	0.1	1,675	0.6	288,366
	NON U.S.		13,513	4.7	5,369	1.9
		8	13,779	4.8	7,044	2.4
CBT DJIA x $5	U.S.	4	1,509	1.9	350	0.4	80,410
	NON U.S.	6	11,909	14.8	3,169	3.9
		10	13,418	16.7	3,519	4.4
CME EURODOLLARS-3M	U.S.	6	1,646,589	15.8	633,333	6.1	10,409,834
	NON U.S.	24	628,748	6.0	491,250	4.7
		30	2,275,337	21.9	1,124,583	10.8
CME SOFR-3M	U.S.	16	1,656,388	30.1	608,619	11.1	5,493,937
	NON U.S.	58	953,843	17.4	526,199	9.6
		74	2,610,231	47.5	1,134,818	20.7
CME SOFR-1M	U.S.	7	56,270	15.5	61,747	17.1	362,126
	NON U.S.	22	61,637	17.0	48,966	13.5
		29	117,907	32.6	110,713	30.6
ICUS CANOLA	U.S.		0	0.0	438	0.3	143,641
	NON U.S.		44	0.0	889	0.6
		6	44	0.0	1,327	0.9
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		3,325	24.6	4,997	37.0	13,496
		6	3,325	24.6	4,997	37.0
CME E-MINI S&P ENERGY INDEX	NON U.S.		294	0.6	24,053	53.1	45,289
		6	294	0.6	24,053	53.1
CME E-MINI S&P 500	U.S.	7	71,639	3.2	84,706	3.7	2,267,420
	NON U.S.	27	102,950	4.5	53,116	2.3
		34	174,589	7.7	137,822	6.1
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		1,302	6.8	4,595	24.1	19,097
		6	1,302	6.8	4,595	24.1
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		1,001	8.1	0	0.0	12,339
	NON U.S.		2,532	20.5	6,404	51.9
		5	3,533	28.6	6,404	51.9
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	750	3.3	22,505
	NON U.S.		1,105	4.9	6,902	30.7
		6	1,105	4.9	7,652	34.0
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.		22,956	10.6	8,750	4.0	216,766
	NON U.S.		17,600	8.1	45,195	20.8
		6	40,556	18.7	53,945	24.9
CME NASDAQ MINI	U.S.	4	8,712	3.2	1,603	0.6	268,293
	NON U.S.	14	23,450	8.7	4,233	1.6
		18	32,162	12.0	5,836	2.2
CME AUSTRALIAN DOLLAR	U.S.		20,161	12.1	985	0.6	166,422
	NON U.S.		5,902	3.5	3,137	1.9
		7	26,063	15.7	4,122	2.5
CME RUSSELL E-MINI	U.S.	6	31,572	5.7	1,167	0.2	551,907
	NON U.S.	14	41,125	7.5	18,745	3.4
		20	72,697	13.2	19,912	3.6
ICUS MSCI EAFE	U.S.	4	1,711	0.4	8,096	2.0	403,227
	NON U.S.	5	2,511	0.6	33,432	8.3
		9	4,222	1.0	41,528	10.3
ICUS MSCI EM INDEX	U.S.	4	3,202	0.3	3,283	0.3	1,148,356
	NON U.S.	11	17,169	1.5	56,372	4.9
		15	20,371	1.8	59,655	5.2
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	236	0.1	32,645	14.6	224,200
	NON U.S.	10	2,226	1.0	38,276	17.1
		14	2,462	1.1	70,921	31.6