June Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 6/6/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		14,993	3.7	820	0.2	405,201
	NON U.S.		28,690	7.1	4,812	1.2
		15	43,683	10.8	5,632	1.4
CBT WHEAT-HRW	U.S.		8,724	4.5	2,122	1.1	194,113
	NON U.S.		16,557	8.5	3,321	1.7
		12	25,281	13.0	5,443	2.8
CBT CORN	U.S.		71,712	5.4	381	0.0	1,322,137
	NON U.S.		88,813	6.7	9,029	0.7
		15	160,525	12.1	9,410	0.7
CBT SOYBEANS	U.S.		16,250	2.4	9,077	1.4	669,123
	NON U.S.		43,597	6.5	14,268	2.1
		16	59,847	8.9	23,345	3.5
IFED CALIF CARBON 23	NON U.S.		5,435	2.9	68,315	36.6	186,844
		8	5,435	2.9	68,315	36.6
CBT SOYBEAN OIL	U.S.		23,299	4.3	2,133	0.4	539,291
	NON U.S.		37,395	6.9	975	0.2
		12	60,694	11.3	3,108	0.6
CBT UST BOND	U.S.	5	1,250	0.1	2,776	0.2	1,249,240
	NON U.S.	8	3,991	0.3	28,429	2.3
		13	5,241	0.4	31,205	2.5
NYME NY HARBOR ULSD	U.S.		7,128	2.3	5,405	1.8	307,550
	NON U.S.		13,888	4.5	2,166	0.7
		9	21,016	6.8	7,571	2.5
IFED NAT GAS ICE LD1	U.S.	5	16,203	0.2	1,789,460	27.3	6,552,674
	NON U.S.	9	67,513	1.0	1,118,783	17.1
		14	83,716	1.3	2,908,243	44.4
IFED NAT GAS ICE PEN	U.S.		110,736	16.5	84,009	12.5	671,948
	NON U.S.		69,456	10.3	17,900	2.7
		9	180,192	26.8	101,909	15.2
IFED NWP ROCKIES FIN BASIS	U.S.	4	12,294	3.5	44,082	12.5	352,168
	NON U.S.	5	23,573	6.7	855	0.2
		9	35,867	10.2	44,937	12.8
IFED AECO FIN BASIS	U.S.		151	0.0	9,179	1.1	862,857
	NON U.S.		17,019	2.0	492,194	57.0
		7	17,170	2.0	501,373	58.1
IFED CHICAGO FIN BASIS	U.S.		19,198	5.5	5,155	1.5	347,545
	NON U.S.		8,224	2.4	2,128	0.6
		6	27,422	7.9	7,283	2.1
IFED HSC FIN BASIS	U.S.	4	50,930	9.3	25,511	4.6	549,105
	NON U.S.	4	7,778	1.4	28,959	5.3
		8	58,708	10.7	54,470	9.9
IFED WAHA FIN BASIS	U.S.	4	3,894	0.8	130,202	28.0	465,195
	NON U.S.	5	1,258	0.3	33,881	7.3
		9	5,152	1.1	164,083	35.3
IFED CIG ROCKIES BASIS	U.S.		1,692	0.5	197,896	53.9	367,102
	NON U.S.		0	0.0	39,532	10.8
		7	1,692	0.5	237,428	64.7
IFED TCO Basis	U.S.		0	0.0	89,246	42.5	210,067
	NON U.S.		1,582	0.8	24,661	11.7
		7	1,582	0.8	113,907	54.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,529	0.9	249,648	32.9	759,171
	NON U.S.	5	22,261	2.9	195,079	25.7
		9	28,790	3.8	444,727	58.6
IFED EP SAN JUAN BASIS	U.S.		3,504	1.7	27,065	12.9	209,130
	NON U.S.		0	0.0	25,617	12.2
		5	3,504	1.7	52,682	25.2
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		98,755	28.0	736	0.2	352,754
	NON U.S.		11,407	3.2	0	0.0
		5	110,162	31.2	736	0.2
IFED MICHCON BASIS	U.S.		453	0.2	39,699	15.7	253,606
	NON U.S.		2,726	1.1	9,688	3.8
		6	3,179	1.3	49,387	19.5
IFED NGPL TXOK BASIS	U.S.		2,202	0.9	79,445	31.5	252,290
	NON U.S.		0	0.0	6,726	2.7
		6	2,202	0.9	86,171	34.2
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	14,767	37.9	38,945
	NON U.S.		1,341	3.4	5,351	13.7
		5	1,341	3.4	20,118	51.7
IFED TETCO M2 Basis (Receipts)	U.S.		18,960	5.1	210,925	56.5	373,394
	NON U.S.		0	0.0	13,671	3.7
		5	18,960	5.1	224,596	60.1
IFED TRANSCO LEIDY BASIS	U.S.		1,863	2.0	16,896	18.0	93,707
	NON U.S.		1,460	1.6	9,446	10.1
		5	3,323	3.5	26,342	28.1
NYME NAT GAS NYME	U.S.	4	42,004	3.0	41,130	3.0	1,389,864
	NON U.S.	12	70,068	5.0	31,043	2.2
		16	112,072	8.1	72,173	5.2
NYME HENRY HUB LAST DAY FIN	U.S.	4	1,777	0.5	51,111	13.4	382,202
	NON U.S.	7	3,032	0.8	39,518	10.3
		11	4,809	1.3	90,629	23.7
NYME HENRY HUB PENULTIMATE FIN	U.S.		37,403	18.1	12,009	5.8	207,043
	NON U.S.		50,026	24.2	6,625	3.2
		10	87,429	42.2	18,634	9.0
CBT SOYBEAN MEAL	U.S.		17,846	3.6	0	0.0	494,964
	NON U.S.		34,928	7.1	2,313	0.5
		11	52,774	10.7	2,313	0.5
ICUS COTTON NO. 2	U.S.		10,537	5.4	997	0.5	194,270
	NON U.S.		19,385	10.0	9,831	5.1
		14	29,922	15.4	10,828	5.6
NYME HENRY HUB	U.S.	4	9,129	2.1	146,066	32.9	444,243
	NON U.S.	6	21,096	4.7	99,470	22.4
		10	30,225	6.8	245,536	55.3
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	21,319	15.0	12,218	8.6	142,401
	NON U.S.	6	38,846	27.3	9,456	6.6
		10	60,165	42.3	21,674	15.2
CBT UST 2Y NOTE	U.S.	6	11,399	0.3	46,380	1.4	3,351,277
	NON U.S.	28	32,625	1.0	38,267	1.1
		34	44,024	1.3	84,647	2.5
CBT UST 10Y NOTE	U.S.	6	80,605	1.8	11,599	0.3	4,578,932
	NON U.S.	26	40,216	0.9	69,980	1.5
		32	120,821	2.6	81,579	1.8
CBT ULTRA UST 10Y	U.S.		2,836	0.2	215	0.0	1,661,225
	NON U.S.		3,254	0.2	21,090	1.3
		7	6,090	0.4	21,305	1.3
CBT UST 5Y NOTE	U.S.	8	19,005	0.4	28,814	0.6	4,850,014
	NON U.S.	23	58,410	1.2	89,995	1.9
		31	77,415	1.6	118,809	2.4
CBT FED FUNDS	U.S.	6	167,214	11.3	73,716	5.0	1,482,369
	NON U.S.	23	186,941	12.6	98,658	6.7
		29	354,155	23.9	172,374	11.6
CME LEAN HOGS	U.S.		8,949	3.9	59	0.0	226,949
	NON U.S.		19,611	8.6	5,856	2.6
		11	28,560	12.6	5,915	2.6
CME LIVE CATTLE	U.S.		9,054	2.7	1,042	0.3	331,142
	NON U.S.		16,385	4.9	2,004	0.6
		10	25,439	7.7	3,046	0.9
CME FEEDER CATTLE	U.S.		869	1.4	0	0.0	64,060
	NON U.S.		1,641	2.6	1,319	2.1
		6	2,510	3.9	1,319	2.1
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		197	0.8	1,454	5.7	25,525
	NON U.S.		64	0.3	1,098	4.3
		5	261	1.0	2,552	10.0
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,635	9.1	50,692
	NON U.S.		3	0.0	959	1.9
		5	3	0.0	5,594	11.0
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,536	2.6	3,225	3.3	98,381
	NON U.S.		6,302	6.4	389	0.4
		5	8,838	9.0	3,614	3.7
NYME PROPANE NON-LDH MT BEL	U.S.		391	0.8	1,612	3.2	49,907
	NON U.S.		258	0.5	2,195	4.4
		6	649	1.3	3,807	7.6
NYME PROPANE	U.S.		4,524	3.1	5,310	3.6	146,119
	NON U.S.		1,062	0.7	3,069	2.1
		9	5,586	3.8	8,379	5.7
NYME MT BELVIEU ETHANE OPIS	U.S.		163	0.3	2,272	4.6	49,278
	NON U.S.		0	0.0	4,286	8.7
		7	163	0.3	6,558	13.3
NYME MT BELV NORM BUTANE OPIS	U.S.		328	0.6	3,259	5.6	58,351
	NON U.S.		1,138	2.0	1,556	2.7
		7	1,466	2.5	4,815	8.3
NYME MT BELV NAT GASOLINE OPIS	U.S.		55	0.2	1,983	6.9	28,861
	NON U.S.		1,142	4.0	1,250	4.3
		6	1,197	4.1	3,233	11.2
NYME CONWAY PROPANE (OPIS)	U.S.		835	3.4	0	0.0	24,470
	NON U.S.		654	2.7	1,504	6.1
		5	1,489	6.1	1,504	6.1
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		10,346	2.0	12,519	2.4	528,997
	NON U.S.		718	0.1	1,439	0.3
		5	11,064	2.1	13,958	2.6
IFED WTI CRUDE OIL 1ST LINE	U.S.		4,075	8.8	2,400	5.2	46,079
	NON U.S.		2,618	5.7	0	0.0
		5	6,693	14.5	2,400	5.2
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	9,175	22.1	41,588
		6	0	0.0	9,175	22.1
NYME WTI-PHYSICAL	U.S.	4	21,546	1.1	191,026	9.8	1,951,628
	NON U.S.	14	47,071	2.4	113,662	5.8
		18	68,617	3.5	304,688	15.6
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	4,288	3.5	28,175	23.1	122,213
	NON U.S.	6	8,429	6.9	9,632	7.9
		10	12,717	10.4	37,807	30.9
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		33	0.0	25,656	12.2	209,545
	NON U.S.		0	0.0	24,077	11.5
		5	33	0.0	49,733	23.7
ICUS COCOA	U.S.		3,926	1.2	9,795	2.9	335,729
	NON U.S.		5,805	1.7	9,364	2.8
		9	9,731	2.9	19,159	5.7
NYME PALLADIUM	U.S.		2,081	18.0	265	2.3	11,541
	NON U.S.		1,200	10.4	92	0.8
		15	3,281	28.4	357	3.1
NYME PLATINUM	U.S.	5	1,417	2.1	21,314	31.6	67,537
	NON U.S.	18	3,368	5.0	6,662	9.9
		23	4,785	7.1	27,976	41.4
ICUS SUGAR NO. 11	U.S.		5,763	0.6	39,103	3.8	1,021,535
	NON U.S.		41,948	4.1	81,758	8.0
		15	47,711	4.7	120,861	11.8
ICUS COFFEE C	U.S.		8,288	4.1	24	0.0	204,447
	NON U.S.		12,490	6.1	13,663	6.7
		17	20,778	10.2	13,687	6.7
CMX SILVER	U.S.	5	4,103	3.0	27,075	19.6	137,871
	NON U.S.	17	9,912	7.2	23,093	16.7
		22	14,015	10.2	50,168	36.4
CMX COPPER- #1	U.S.		13,691	6.0	2,810	1.2	229,756
	NON U.S.		19,907	8.7	9,937	4.3
		15	33,598	14.6	12,747	5.5
CMX GOLD	U.S.	5	16,633	3.8	64,339	14.7	436,301
	NON U.S.	24	36,659	8.4	71,110	16.3
		29	53,292	12.2	135,449	31.0
CME CANADIAN DOLLAR	U.S.		8,309	4.9	957	0.6	168,025
	NON U.S.		6,153	3.7	0	0.0
		6	14,462	8.6	957	0.6
CME MEXICAN PESO	U.S.		0	0.0	5,000	2.1	235,994
	NON U.S.		427	0.2	5,975	2.5
		9	427	0.2	10,975	4.7
CME BRITISH POUND	U.S.		52,359	21.6	2,295	0.9	242,117
	NON U.S.		6,340	2.6	9,767	4.0
		7	58,699	24.2	12,062	5.0
CME JAPANESE YEN	U.S.		25,258	10.3	1,422	0.6	245,332
	NON U.S.		7,763	3.2	4,136	1.7
		8	33,021	13.5	5,558	2.3
CME EURO FX	U.S.		0	0.0	169,788	21.7	781,967
	NON U.S.		16,041	2.1	9,144	1.2
		14	16,041	2.1	178,932	22.9
CME BRAZILIAN REAL	NON U.S.		984	2.1	12,134	26.0	46,686
		5	984	2.1	12,134	26.0
NYME GASOLINE RBOB	U.S.		7,885	2.3	5,085	1.5	347,367
	NON U.S.		12,110	3.5	3,860	1.1
		10	19,995	5.8	8,945	2.6
E VIX FUTURES	U.S.		1,510	0.4	9,737	2.3	417,626
	NON U.S.		26,778	6.4	7,399	1.8
		9	28,288	6.8	17,136	4.1
CBT DJIA x $5	U.S.		4,685	4.7	59	0.1	100,587
	NON U.S.		9,916	9.9	16,976	16.9
		10	14,601	14.5	17,035	16.9
CME EURODOLLARS-3M	U.S.	4	55,736	10.6	100,177	19.0	527,383
	NON U.S.	13	63,053	12.0	154,113	29.2
		17	118,789	22.5	254,290	48.2
CME SOFR-3M	U.S.	17	1,638,698	16.6	737,423	7.5	9,864,501
	NON U.S.	79	1,002,022	10.2	1,097,118	11.1
		96	2,640,720	26.8	1,834,541	18.6
CME SOFR-1M	U.S.	9	113,597	12.4	99,890	10.9	918,790
	NON U.S.	30	74,168	8.1	140,422	15.3
		39	187,765	20.4	240,312	26.2
ICUS CANOLA	U.S.		527	0.2	0	0.0	253,542
	NON U.S.		2,487	1.0	593	0.2
		7	3,014	1.2	593	0.2
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		874	5.2	8,073	48.4	16,684
		6	874	5.2	8,073	48.4
CME E-MINI S&P ENERGY INDEX	NON U.S.		3,143	11.9	5,649	21.4	26,381
		5	3,143	11.9	5,649	21.4
CME E-MINI S&P 500	U.S.	5	277,182	11.1	11,127	0.4	2,500,232
	NON U.S.	23	87,302	3.5	154,939	6.2
		28	364,484	14.6	166,066	6.6
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		0	0.0	28,529	86.7	32,911
		5	0	0.0	28,529	86.7
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		2,784	14.3	12,907	66.4	19,428
		5	2,784	14.3	12,907	66.4
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		2,303	12.9	8,975	50.2	17,869
		5	2,303	12.9	8,975	50.2
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		0	0.0	8,313	67.4	12,334
		5	0	0.0	8,313	67.4
CME E-MINI S&P UTILITIES INDEX	NON U.S.		12,214	42.8	7,117	24.9	28,546
		5	12,214	42.8	7,117	24.9
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	28,996	53.2	54,536
	NON U.S.		3,698	6.8	3,000	5.5
		5	3,698	6.8	31,996	58.7
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		917	13.4	4,112	60.1	6,846
		5	917	13.4	4,112	60.1
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		29,108	8.4	60,220	17.4	345,150
	NON U.S.		52,428	15.2	76,248	22.1
		8	81,536	23.6	136,468	39.5
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		85	0.7	7,972	66.4	12,013
	NON U.S.		31	0.3	702	5.8
		5	116	1.0	8,674	72.2
CMX ALUMINUM MWP	U.S.		8,378	34.1	0	0.0	24,568
	NON U.S.		3,107	12.6	0	0.0
		5	11,485	46.7	0	0.0
CME NASDAQ MINI	U.S.	5	20,483	6.7	2,621	0.9	306,736
	NON U.S.	14	8,313	2.7	29,148	9.5
		19	28,796	9.4	31,769	10.4
CME RUSSELL E-MINI	U.S.	6	30,149	5.7	12,507	2.4	525,412
	NON U.S.	18	50,537	9.6	17,639	3.4
		24	80,686	15.4	30,146	5.7
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		2,821	3.3	990	1.2	84,288
		6	2,821	3.3	990	1.2
ICUS MSCI EAFE	U.S.	5	1,374	0.3	14,942	3.6	420,360
	NON U.S.	5	3,729	0.9	76,750	18.3
		10	5,103	1.2	91,692	21.8
ICUS MSCI EM INDEX	U.S.	4	1,959	0.2	12,244	1.1	1,115,591
	NON U.S.	14	33,525	3.0	67,424	6.0
		18	35,484	3.2	79,668	7.1
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		56	0.0	30,319	14.6	208,114
	NON U.S.		14,834	7.1	30,450	14.6
		13	14,890	7.2	60,769	29.2
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		7,649	18.2	0	0.0	42,136
	NON U.S.		1,078	2.6	17,565	41.7
		5	8,727	20.7	17,565	41.7