May Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 5/3/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,923	2.5	2,979	0.9	319,233
	NON U.S.		31,603	9.9	15,610	4.9
		16	39,526	12.4	18,589	5.8
CBT WHEAT-HRW	U.S.		2,993	1.7	143	0.1	171,872
	NON U.S.		15,229	8.9	2,870	1.7
		11	18,222	10.6	3,013	1.8
CBT CORN	U.S.		35,583	2.4	2,082	0.1	1,513,880
	NON U.S.		84,030	5.6	4,852	0.3
		13	119,613	7.9	6,934	0.5
CBT SOYBEANS	U.S.		10,682	1.5	6,791	1.0	700,856
	NON U.S.		46,593	6.6	9,903	1.4
		17	57,275	8.2	16,694	2.4
IFED CALIF CARBON 22	NON U.S.		3,494	1.9	47,212	25.9	182,495
		6	3,494	1.9	47,212	25.9
CBT SOYBEAN OIL	U.S.		10,206	2.8	132	0.0	361,527
	NON U.S.		26,292	7.3	1,159	0.3
		10	36,498	10.1	1,291	0.4
CBT UST BOND	U.S.	4	5,663	0.5	3,089	0.3	1,187,151
	NON U.S.	11	628	0.1	28,307	2.4
		15	6,291	0.5	31,396	2.6
CBT ULTRA UST BOND	U.S.		2,573	0.2	263	0.0	1,277,130
	NON U.S.		654	0.1	13,083	1.0
		5	3,227	0.3	13,346	1.0
NYME NY HARBOR ULSD	U.S.		9,618	4.1	1,713	0.7	232,939
	NON U.S.		15,303	6.6	3,240	1.4
		11	24,921	10.7	4,953	2.1
IFED NAT GAS ICE LD1	U.S.	4	4,263	0.1	2,241,982	34.3	6,541,521
	NON U.S.	7	77,315	1.2	1,249,333	19.1
		11	81,578	1.2	3,491,315	53.4
IFED NAT GAS ICE PEN	U.S.		97,070	21.9	8,398	1.9	443,057
	NON U.S.		21,285	4.8	24,238	5.5
		8	118,355	26.7	32,636	7.4
IFED NWP ROCKIES FIN BASIS	U.S.	4	11,117	3.8	81,317	27.8	292,999
	NON U.S.	5	16,325	5.6	9,248	3.2
		9	27,442	9.4	90,565	30.9
IFED AECO FIN BASIS	U.S.		151	0.0	19,465	2.4	801,768
	NON U.S.		40,109	5.0	431,089	53.8
		7	40,260	5.0	450,554	56.2
IFED CHICAGO FIN BASIS	U.S.		24,935	7.4	7,080	2.1	337,913
	NON U.S.		6,761	2.0	24,357	7.2
		7	31,696	9.4	31,437	9.3
IFED HSC FIN BASIS	U.S.	4	43,363	6.1	58,444	8.3	705,100
	NON U.S.	4	0	0.0	48,164	6.8
		8	43,363	6.1	106,608	15.1
IFED WAHA FIN BASIS	U.S.		12,209	2.1	108,119	18.9	572,460
	NON U.S.		4,621	0.8	22,560	3.9
		7	16,830	2.9	130,679	22.8
IFED CIG ROCKIES BASIS	U.S.	4	0	0.0	173,289	45.7	378,779
	NON U.S.	4	0	0.0	73,013	19.3
		8	0	0.0	246,302	65.0
IFED TCO Basis	U.S.		0	0.0	66,161	27.8	238,129
	NON U.S.		0	0.0	35,481	14.9
		6	0	0.0	101,642	42.7
IFED CG Mainline Basis	U.S.		0	0.0	43,829	15.5	282,511
	NON U.S.		0	0.0	36,758	13.0
		5	0	0.0	80,587	28.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		2,922	0.4	308,610	38.4	803,651
	NON U.S.		29,270	3.6	87,602	10.9
		6	32,192	4.0	396,212	49.3
IFED EP SAN JUAN BASIS	U.S.		860	0.3	54,171	20.3	266,675
	NON U.S.		214	0.1	54,713	20.5
		7	1,074	0.4	108,884	40.8
IFED HENRY HUB BASIS	U.S.		6,403	3.6	23,990	13.5	177,535
	NON U.S.		248	0.1	5,810	3.3
		5	6,651	3.7	29,800	16.8
IFED HENRY HUB INDEX	U.S.		5,197	2.3	24,830	11.0	226,463
	NON U.S.		3,850	1.7	6,470	2.9
		6	9,047	4.0	31,300	13.8
IFED MICHCON BASIS	U.S.		91	0.0	58,019	21.6	268,697
	NON U.S.		4,529	1.7	7,665	2.9
		6	4,620	1.7	65,684	24.4
IFED NWP SUMAS BASIS	U.S.		3,226	4.0	0	0.0	80,578
	NON U.S.		12,352	15.3	12,377	15.4
		6	15,578	19.3	12,377	15.4
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		91	0.2	21,518	39.7	54,236
	NON U.S.		0	0.0	16,380	30.2
		5	91	0.2	37,898	69.9
IFED PANHANDLE BASIS	U.S.		3,438	2.9	8,971	7.6	117,517
	NON U.S.		761	0.6	11,504	9.8
		5	4,199	3.6	20,475	17.4
IFED TETCO M2 Basis (Receipts)	U.S.		54,723	15.6	161,955	46.1	351,446
	NON U.S.		2,920	0.8	7,289	2.1
		5	57,643	16.4	169,244	48.2
NYME NAT GAS NYME	U.S.	4	22,305	2.0	49,253	4.3	1,138,319
	NON U.S.	12	52,583	4.6	17,081	1.5
		16	74,888	6.6	66,334	5.8
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,774	0.9	88,734	20.0	442,751
	NON U.S.	6	2,997	0.7	89,292	20.2
		10	6,771	1.5	178,026	40.2
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	71,371	30.3	2,357	1.0	235,811
	NON U.S.	5	43,440	18.4	8,035	3.4
		9	114,811	48.7	10,392	4.4
CBT SOYBEAN MEAL	U.S.		6,831	1.9	7	0.0	366,569
	NON U.S.		36,089	9.8	109	0.0
		11	42,920	11.7	116	0.0
ICUS COTTON NO. 2	U.S.		1,352	0.7	3,035	1.5	206,391
	NON U.S.		15,078	7.3	12,738	6.2
		16	16,430	8.0	15,773	7.6
NYME HENRY HUB	U.S.	4	33,128	5.9	170,053	30.4	559,044
	NON U.S.	6	29,626	5.3	108,840	19.5
		10	62,754	11.2	278,893	49.9
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	59,238	27.9	8,609	4.1	212,163
	NON U.S.	6	57,151	26.9	14,815	7.0
		10	116,389	54.9	23,424	11.0
CBT UST 2Y NOTE	U.S.	5	8,507	0.4	16,193	0.7	2,232,148
	NON U.S.	44	38,647	1.7	122,696	5.5
		49	47,154	2.1	138,889	6.2
CBT UST 10Y NOTE	U.S.	5	25,976	0.7	9,080	0.2	3,680,764
	NON U.S.	30	35,114	1.0	153,423	4.2
		35	61,090	1.7	162,503	4.4
CBT ULTRA UST 10Y	U.S.		2,836	0.2	142	0.0	1,272,865
	NON U.S.		10,544	0.8	12,767	1.0
		7	13,380	1.1	12,909	1.0
CBT UST 5Y NOTE	U.S.	5	33,960	0.9	25,290	0.7	3,818,836
	NON U.S.	31	19,115	0.5	112,525	2.9
		36	53,075	1.4	137,815	3.6
CBT FED FUNDS	U.S.	5	365,547	22.0	258,631	15.6	1,662,069
	NON U.S.	29	208,351	12.5	184,003	11.1
		34	573,898	34.5	442,634	26.6
CME LEAN HOGS	NON U.S.		14,283	6.5	2,824	1.3	221,217
		9	14,283	6.5	2,824	1.3
CME LIVE CATTLE	NON U.S.		19,031	6.1	192	0.1	309,979
		7	19,031	6.1	192	0.1
CME FEEDER CATTLE	NON U.S.		1,345	3.2	221	0.5	41,573
		6	1,345	3.2	221	0.5
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		237	0.7	2,073	6.5	31,793
	NON U.S.		45	0.1	1,708	5.4
		6	282	0.9	3,781	11.9
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	3,689	10.6	34,682
	NON U.S.		0	0.0	2,444	7.0
		7	0	0.0	6,133	17.7
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,795	2.9	1,031	1.7	61,661
	NON U.S.		2,198	3.6	2,916	4.7
		7	3,993	6.5	3,947	6.4
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.8	6,507	17.6	36,949
	NON U.S.		117	0.3	5,305	14.4
		7	417	1.1	11,812	32.0
NYME PROPANE	U.S.		2,398	2.0	5,903	4.8	122,197
	NON U.S.		732	0.6	6,448	5.3
		8	3,130	2.6	12,351	10.1
NYME MT BELVIEU ETHANE OPIS	U.S.	4	0	0.0	5,786	12.6	46,075
	NON U.S.	5	0	0.0	4,378	9.5
		9	0	0.0	10,164	22.1
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	4,510	10.3	43,832
	NON U.S.		599	1.4	1,944	4.4
		7	599	1.4	6,454	14.7
NYME MT BELV NAT GASOLINE OPIS	U.S.		8	0.0	3,856	11.8	32,558
	NON U.S.		597	1.8	3,418	10.5
		7	605	1.9	7,274	22.3
NYME CONWAY PROPANE (OPIS)	U.S.		439	2.4	158	0.9	18,295
	NON U.S.		697	3.8	993	5.4
		5	1,136	6.2	1,151	6.3
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		5,161	1.0	40,106	8.0	500,256
	NON U.S.		4,419	0.9	4,955	1.0
		7	9,580	1.9	45,061	9.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		339	0.7	10,828	22.7	47,632
		6	339	0.7	10,828	22.7
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	7,901	43.1	18,334
		6	0	0.0	7,901	43.1
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	49,487	47.7	103,789
	NON U.S.		0	0.0	11,743	11.3
		5	0	0.0	61,230	59.0
NYME WTI-PHYSICAL	U.S.	4	8,660	0.5	268,788	15.3	1,751,564
	NON U.S.	13	53,136	3.0	163,211	9.3
		17	61,796	3.5	431,999	24.7
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	2,572	1.7	28,560	18.9	151,172
	NON U.S.	5	7,899	5.2	19,574	12.9
		9	10,471	6.9	48,134	31.8
ICUS COCOA	U.S.		1,582	0.6	697	0.3	255,322
	NON U.S.		5,951	2.3	8,009	3.1
		9	7,533	3.0	8,706	3.4
NYME PALLADIUM	U.S.	4	429	5.6	117	1.5	7,638
	NON U.S.	8	840	11.0	450	5.9
		12	1,269	16.6	567	7.4
NYME PLATINUM	U.S.	5	526	0.8	15,204	22.8	66,545
	NON U.S.	16	4,761	7.2	3,271	4.9
		21	5,287	7.9	18,475	27.8
ICUS SUGAR NO. 11	U.S.		3,483	0.4	15,955	1.9	818,627
	NON U.S.		42,351	5.2	64,566	7.9
		13	45,834	5.6	80,521	9.8
ICUS COFFEE C	U.S.		2,587	1.3	1,997	1.0	206,337
	NON U.S.		8,113	3.9	23,363	11.3
		24	10,700	5.2	25,360	12.3
CMX SILVER	U.S.	5	3,984	2.9	31,618	23.0	137,692
	NON U.S.	20	12,103	8.8	32,985	24.0
		25	16,087	11.7	64,603	46.9
CMX COPPER- #1	U.S.		8,270	4.5	0	0.0	185,255
	NON U.S.		10,834	5.8	2,399	1.3
		14	19,104	10.3	2,399	1.3
CMX GOLD	U.S.	5	13,689	2.4	74,705	13.3	560,441
	NON U.S.	24	39,785	7.1	109,972	19.6
		29	53,474	9.5	184,677	33.0
CME CANADIAN DOLLAR	U.S.		1	0.0	19,839	13.0	152,779
	NON U.S.		2,356	1.5	6,421	4.2
		7	2,357	1.5	26,260	17.2
CME MEXICAN PESO	NON U.S.		732	0.5	34,291	22.6	151,933
		6	732	0.5	34,291	22.6
CME BRITISH POUND	U.S.		44,252	16.5	5,563	2.1	268,496
	NON U.S.		16,208	6.0	51	0.0
		6	60,460	22.5	5,614	2.1
CME EURO FX	U.S.		450	0.1	177,776	25.6	694,926
	NON U.S.		21,333	3.1	38,753	5.6
		18	21,783	3.1	216,529	31.2
NYME GASOLINE RBOB	U.S.		2,324	0.8	1,243	0.4	309,304
	NON U.S.		13,427	4.3	3,494	1.1
		10	15,751	5.1	4,737	1.5
E VIX FUTURES	U.S.		1,173	0.4	2,807	0.9	320,512
	NON U.S.		22,290	7.0	11,997	3.7
		8	23,463	7.3	14,804	4.6
CBT DJIA x $5	U.S.	4	1,504	1.9	335	0.4	79,448
	NON U.S.	6	12,694	16.0	4,677	5.9
		10	14,198	17.9	5,012	6.3
CME EURODOLLARS-3M	U.S.	6	1,650,437	15.6	601,459	5.7	10,548,844
	NON U.S.	24	690,477	6.5	513,617	4.9
		30	2,340,914	22.2	1,115,076	10.6
CME SOFR-3M	U.S.	15	1,359,523	28.3	661,320	13.8	4,801,008
	NON U.S.	60	914,343	19.0	429,207	8.9
		75	2,273,866	47.4	1,090,527	22.7
CME SOFR-1M	U.S.	8	73,804	19.9	64,931	17.6	369,955
	NON U.S.	21	52,835	14.3	50,396	13.6
		29	126,639	34.2	115,327	31.2
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		1,794	9.9	6,191	34.2	18,084
		6	1,794	9.9	6,191	34.2
CME E-MINI S&P ENERGY INDEX	NON U.S.		0	0.0	22,515	51.2	43,957
		6	0	0.0	22,515	51.2
CME E-MINI S&P 500	U.S.	7	32,370	1.5	66,369	3.0	2,208,674
	NON U.S.	24	66,563	3.0	48,269	2.2
		31	98,933	4.5	114,638	5.2
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		906	4.3	4,790	23.0	20,829
		6	906	4.3	4,790	23.0
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.		19,500	9.1	8,794	4.1	215,110
	NON U.S.		18,250	8.5	45,295	21.1
		6	37,750	17.5	54,089	25.1
CME NASDAQ MINI	U.S.		5,645	2.5	949	0.4	226,722
	NON U.S.		14,363	6.3	9,008	4.0
		15	20,008	8.8	9,957	4.4
CME RUSSELL E-MINI	U.S.	6	30,518	6.2	4	0.0	494,389
	NON U.S.	14	46,977	9.5	4,792	1.0
		20	77,495	15.7	4,796	1.0
ICUS MSCI EAFE	U.S.		1,797	0.4	7,240	1.8	411,029
	NON U.S.		1,503	0.4	30,785	7.5
		9	3,300	0.8	38,025	9.3
ICUS MSCI EM INDEX	U.S.	4	6,657	0.6	7,754	0.6	1,196,881
	NON U.S.	10	16,768	1.4	55,873	4.7
		14	23,425	2.0	63,627	5.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	171	0.1	29,183	13.6	215,217
	NON U.S.	10	2,842	1.3	34,837	16.2
		14	3,013	1.4	64,020	29.7