March Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 3/7/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		12,357	3.4	1,201	0.3	360,791
	NON U.S.		29,716	8.2	9,123	2.5
		14	42,073	11.7	10,324	2.9
CBT WHEAT-HRW	U.S.		7,062	4.1	7	0.0	170,310
	NON U.S.		16,187	9.5	4,273	2.5
		10	23,249	13.7	4,280	2.5
CBT CORN	U.S.		63,892	5.0	957	0.1	1,278,143
	NON U.S.		72,944	5.7	3,989	0.3
		17	136,836	10.7	4,946	0.4
CBT SOYBEANS	U.S.		30,317	4.4	8,952	1.3	691,538
	NON U.S.		36,938	5.3	8,102	1.2
		17	67,255	9.7	17,054	2.5
IFED CALIF CARBON 23	NON U.S.		10,577	5.4	71,757	36.8	195,166
		8	10,577	5.4	71,757	36.8
CBT SOYBEAN OIL	U.S.		19,911	4.5	6	0.0	446,342
	NON U.S.		29,799	6.7	1,277	0.3
		11	49,710	11.1	1,283	0.3
CBT UST BOND	U.S.	5	4,098	0.3	5,901	0.5	1,220,465
	NON U.S.	9	1,540	0.1	26,931	2.2
		14	5,638	0.5	32,832	2.7
CBT ULTRA UST BOND	U.S.		4,491	0.3	431	0.0	1,468,489
	NON U.S.		1,200	0.1	15,085	1.0
		5	5,691	0.4	15,516	1.1
NYME NY HARBOR ULSD	U.S.		10,889	4.3	2,604	1.0	255,096
	NON U.S.		13,963	5.5	863	0.3
		12	24,852	9.7	3,467	1.4
IFED NAT GAS ICE LD1	U.S.	5	19,298	0.3	1,751,177	29.0	6,044,321
	NON U.S.	8	85,703	1.4	953,407	15.8
		13	105,001	1.7	2,704,584	44.7
IFED NAT GAS ICE PEN	U.S.		71,282	11.4	106,478	17.1	624,059
	NON U.S.		48,345	7.7	17,601	2.8
		9	119,627	19.2	124,079	19.9
IFED NWP ROCKIES FIN BASIS	U.S.		10,544	3.3	39,894	12.4	322,276
	NON U.S.		16,442	5.1	2,574	0.8
		7	26,986	8.4	42,468	13.2
IFED AECO FIN BASIS	U.S.		151	0.0	12,101	1.4	838,708
	NON U.S.		24,039	2.9	488,288	58.2
		7	24,190	2.9	500,389	59.7
IFED CHICAGO FIN BASIS	U.S.		20,113	6.2	3,662	1.1	323,542
	NON U.S.		5,875	1.8	4,391	1.4
		6	25,988	8.0	8,053	2.5
IFED HSC FIN BASIS	U.S.	4	56,676	9.7	21,180	3.6	584,341
	NON U.S.	4	6,359	1.1	38,974	6.7
		8	63,035	10.8	60,154	10.3
IFED WAHA FIN BASIS	U.S.	4	4,932	0.9	151,950	28.7	529,405
	NON U.S.	5	2,623	0.5	28,627	5.4
		9	7,555	1.4	180,577	34.1
IFED CIG ROCKIES BASIS	U.S.		1,995	0.5	195,934	51.0	384,300
	NON U.S.		0	0.0	46,096	12.0
		7	1,995	0.5	242,030	63.0
IFED TCO Basis	U.S.		0	0.0	82,844	39.0	212,485
	NON U.S.		2,200	1.0	24,280	11.4
		5	2,200	1.0	107,124	50.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	5,910	0.8	261,606	33.8	773,259
	NON U.S.	5	34,108	4.4	168,081	21.7
		9	40,018	5.2	429,687	55.6
IFED EP SAN JUAN BASIS	U.S.		1,099	0.5	32,240	13.6	237,902
	NON U.S.		0	0.0	36,392	15.3
		5	1,099	0.5	68,632	28.8
IFED MICHCON BASIS	U.S.		725	0.3	46,470	18.7	249,067
	NON U.S.		3,938	1.6	10,032	4.0
		6	4,663	1.9	56,502	22.7
IFED NGPL TXOK BASIS	U.S.		3,602	1.3	77,535	28.4	272,672
	NON U.S.		0	0.0	8,671	3.2
		5	3,602	1.3	86,206	31.6
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	14,339	36.0	39,827
	NON U.S.		819	2.1	7,336	18.4
		5	819	2.1	21,675	54.4
IFED TRANSCO LEIDY BASIS	U.S.		1,712	1.7	19,788	19.4	102,009
	NON U.S.		1,460	1.4	12,171	11.9
		5	3,172	3.1	31,959	31.3
NYME NAT GAS NYME	U.S.	4	48,322	3.9	31,002	2.5	1,250,073
	NON U.S.	11	64,228	5.1	19,995	1.6
		15	112,550	9.0	50,997	4.1
NYME HENRY HUB LAST DAY FIN	U.S.	4	1,497	0.4	58,051	14.4	403,539
	NON U.S.	6	3,213	0.8	46,356	11.5
		10	4,710	1.2	104,407	25.9
NYME HENRY HUB PENULTIMATE FIN	U.S.		44,692	21.0	5,205	2.4	213,276
	NON U.S.		44,385	20.8	8,398	3.9
		9	89,077	41.8	13,603	6.4
CBT SOYBEAN MEAL	U.S.		16,282	3.6	0	0.0	447,596
	NON U.S.		26,481	5.9	602	0.1
		10	42,763	9.6	602	0.1
ICUS COTTON NO. 2	U.S.		6,409	3.5	853	0.5	184,506
	NON U.S.		18,044	9.8	12,765	6.9
		16	24,453	13.3	13,618	7.4
NYME HENRY HUB	U.S.		5,344	1.2	154,030	34.9	441,690
	NON U.S.		20,482	4.6	103,517	23.4
		9	25,826	5.8	257,547	58.3
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	24,328	15.6	8,070	5.2	155,525
	NON U.S.	7	48,046	30.9	9,167	5.9
		11	72,374	46.5	17,237	11.1
CBT UST 2Y NOTE	U.S.	5	7,243	0.3	22,006	0.9	2,555,268
	NON U.S.	30	32,105	1.3	57,540	2.3
		35	39,348	1.5	79,546	3.1
CBT UST 10Y NOTE	U.S.	4	35,099	0.8	22,097	0.5	4,270,574
	NON U.S.	23	17,549	0.4	73,582	1.7
		27	52,648	1.2	95,679	2.2
CBT ULTRA UST 10Y	U.S.		3,122	0.2	7,419	0.5	1,552,496
	NON U.S.		3,236	0.2	6,762	0.4
		6	6,358	0.4	14,181	0.9
CBT UST 5Y NOTE	U.S.	6	23,980	0.6	21,809	0.5	4,232,280
	NON U.S.	23	30,438	0.7	104,022	2.5
		29	54,418	1.3	125,831	3.0
CBT FED FUNDS	U.S.	5	188,942	11.1	183,818	10.8	1,704,780
	NON U.S.	25	183,287	10.8	109,016	6.4
		30	372,229	21.8	292,834	17.2
CME LEAN HOGS	U.S.		8,080	3.6	0	0.0	221,848
	NON U.S.		14,314	6.5	2,941	1.3
		12	22,394	10.1	2,941	1.3
CME LIVE CATTLE	U.S.		9,749	2.7	0	0.0	361,617
	NON U.S.		15,634	4.3	1,299	0.4
		9	25,383	7.0	1,299	0.4
CME FEEDER CATTLE	U.S.		824	1.5	290	0.5	54,053
	NON U.S.		874	1.6	798	1.5
		5	1,698	3.1	1,088	2.0
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,422	14.6	37,108
	NON U.S.		125	0.3	1,412	3.8
		7	125	0.3	6,834	18.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,718	2.2	2,483	3.3	76,394
	NON U.S.		7,065	9.2	514	0.7
		7	8,783	11.5	2,997	3.9
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.9	1,750	5.2	33,587
	NON U.S.		72	0.2	2,612	7.8
		7	372	1.1	4,362	13.0
NYME PROPANE	U.S.		1,966	1.4	4,139	3.0	137,082
	NON U.S.		1,230	0.9	3,562	2.6
		8	3,196	2.3	7,701	5.6
NYME MT BELVIEU ETHANE OPIS	U.S.		68	0.1	2,903	5.8	49,746
	NON U.S.		30	0.1	4,034	8.1
		7	98	0.2	6,937	13.9
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	3,463	8.2	42,182
	NON U.S.		608	1.4	1,093	2.6
		7	608	1.4	4,556	10.8
NYME MT BELV NAT GASOLINE OPIS	U.S.		10	0.0	2,170	6.5	33,514
	NON U.S.		1,820	5.4	1,277	3.8
		7	1,830	5.5	3,447	10.3
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		6,728	1.6	16,187	3.7	431,983
	NON U.S.		2,132	0.5	3,133	0.7
		6	8,860	2.1	19,320	4.5
NYME WTI-PHYSICAL	U.S.	4	17,468	1.0	185,527	10.6	1,755,027
	NON U.S.	14	39,279	2.2	87,491	5.0
		18	56,747	3.2	273,018	15.6
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	4,747	3.6	27,570	21.0	131,152
	NON U.S.	5	3,490	2.7	13,760	10.5
		9	8,237	6.3	41,330	31.5
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	28,312	15.5	182,470
	NON U.S.		0	0.0	13,534	7.4
		5	0	0.0	41,846	22.9
ICUS COCOA	U.S.		5,183	1.5	12,465	3.6	345,258
	NON U.S.		7,354	2.1	9,603	2.8
		8	12,537	3.6	22,068	6.4
NYME PALLADIUM	U.S.	5	1,743	14.0	188	1.5	12,477
	NON U.S.	14	1,408	11.3	274	2.2
		19	3,151	25.3	462	3.7
NYME PLATINUM	U.S.	5	1,895	2.7	17,701	25.4	69,721
	NON U.S.	20	3,553	5.1	5,114	7.3
		25	5,448	7.8	22,815	32.7
ICUS SUGAR NO. 11	U.S.		14,994	1.6	15,732	1.7	929,179
	NON U.S.		45,288	4.9	54,197	5.8
		14	60,282	6.5	69,929	7.5
ICUS COFFEE C	U.S.		8,068	4.1	0	0.0	197,446
	NON U.S.		11,074	5.6	10,128	5.1
		18	19,142	9.7	10,128	5.1
CMX SILVER	U.S.	5	3,452	2.7	21,681	17.0	127,503
	NON U.S.	20	9,326	7.3	18,290	14.3
		25	12,778	10.0	39,971	31.3
CMX COPPER- #1	U.S.		17,487	8.3	2,250	1.1	210,430
	NON U.S.		16,992	8.1	4,748	2.3
		15	34,479	16.4	6,998	3.3
CMX GOLD	U.S.	5	16,999	3.7	64,978	14.2	458,474
	NON U.S.	23	49,246	10.7	59,760	13.0
		28	66,245	14.4	124,738	27.2
CME CANADIAN DOLLAR	U.S.		13,956	6.8	6,032	3.0	203,816
	NON U.S.		8,019	3.9	921	0.5
		6	21,975	10.8	6,953	3.4
CME MEXICAN PESO	NON U.S.		665	0.2	163,556	43.4	376,712
		7	665	0.2	163,556	43.4
CME BRITISH POUND	U.S.		46,782	21.0	3,079	1.4	222,558
	NON U.S.		2,990	1.3	5,098	2.3
		8	49,772	22.4	8,177	3.7
CME JAPANESE YEN	U.S.		16,449	7.8	5,824	2.8	211,297
	NON U.S.		7,321	3.5	2,140	1.0
		7	23,770	11.2	7,964	3.8
CME EURO FX	U.S.		5,102	0.6	221,932	27.0	821,057
	NON U.S.		12,227	1.5	19,416	2.4
		17	17,329	2.1	241,348	29.4
NYME GASOLINE RBOB	U.S.		9,744	3.1	1,488	0.5	311,131
	NON U.S.		11,381	3.7	4,072	1.3
		11	21,125	6.8	5,560	1.8
E VIX FUTURES	U.S.		573	0.2	2,422	0.7	356,442
	NON U.S.		23,147	6.5	5,683	1.6
		9	23,720	6.7	8,105	2.3
CBT DJIA x $5	U.S.	4	2,687	3.0	1,427	1.6	89,418
	NON U.S.	7	3,512	3.9	12,870	14.4
		11	6,199	6.9	14,297	16.0
CME EURODOLLARS-3M	U.S.	4	835,616	14.8	591,179	10.5	5,640,245
	NON U.S.	17	451,182	8.0	517,488	9.2
		21	1,286,798	22.8	1,108,667	19.7
CME SOFR-3M	U.S.	17	1,814,400	17.7	308,702	3.0	10,232,834
	NON U.S.	75	1,216,341	11.9	852,609	8.3
		92	3,030,741	29.6	1,161,311	11.3
CME SOFR-1M	U.S.	8	138,914	20.9	88,260	13.3	664,466
	NON U.S.	25	59,420	8.9	75,483	11.4
		33	198,334	29.8	163,743	24.6
ICUS CANOLA	U.S.		225	0.1	53	0.0	288,738
	NON U.S.		2,069	0.7	1,638	0.6
		6	2,294	0.8	1,691	0.6
CME E-MINI S&P 500	U.S.	6	82,226	3.9	42,951	2.0	2,133,169
	NON U.S.	20	100,284	4.7	70,600	3.3
		26	182,510	8.6	113,551	5.3
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		8,736	15.6	32,793	58.7	55,868
		5	8,736	15.6	32,793	58.7
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		514	2.6	6,048	30.9	19,552
		5	514	2.6	6,048	30.9
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		443	3.2	7,020	51.3	13,681
		6	443	3.2	7,020	51.3
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	10,764	90.7	11,871
		5	0	0.0	10,764	90.7
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		29,058	9.4	44,637	14.5	307,515
	NON U.S.		45,483	14.8	53,727	17.5
		8	74,541	24.2	98,364	32.0
CMX ALUMINUM MWP	U.S.		8,078	33.1	0	0.0	24,432
	NON U.S.		3,252	13.3	0	0.0
		5	11,330	46.4	0	0.0
CME NASDAQ MINI	U.S.	5	10,479	4.0	0	0.0	260,810
	NON U.S.	13	16,123	6.2	8,356	3.2
		18	26,602	10.2	8,356	3.2
CME AUSTRALIAN DOLLAR	U.S.		8,337	5.3	3,572	2.3	157,990
	NON U.S.		1,384	0.9	887	0.6
		5	9,721	6.2	4,459	2.8
CME RUSSELL E-MINI	U.S.	7	12,828	2.9	114	0.0	440,865
	NON U.S.	11	50,535	11.5	14,191	3.2
		18	63,363	14.4	14,305	3.2
ICUS MSCI EAFE	U.S.	5	1,687	0.4	10,885	2.8	391,261
	NON U.S.	5	3,975	1.0	42,593	10.9
		10	5,662	1.4	53,478	13.7
ICUS MSCI EM INDEX	U.S.	4	1,350	0.1	10,268	0.9	1,189,480
	NON U.S.	16	19,822	1.7	81,661	6.9
		20	21,172	1.8	91,929	7.7
CME E-MINI S&P 400 STOCK INDEX	U.S.		119	0.3	816	1.8	44,677
	NON U.S.		0	0.0	3,926	8.8
		5	119	0.3	4,742	10.6
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		236	0.1	33,201	18.8	176,817
	NON U.S.		11,637	6.6	19,837	11.2
		13	11,873	6.7	53,038	30.0
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,733	6.5	251	0.9	26,718
	NON U.S.		1,221	4.6	14,389	53.9
		6	2,954	11.1	14,640	54.8