September Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 9/6/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,320	4.6	3,568	1.2	289,329
	NON U.S.		30,879	10.7	14,556	5.0
		17	44,199	15.3	18,124	6.3
CBT WHEAT-HRW	U.S.		5,612	3.8	235	0.2	146,259
	NON U.S.		13,376	9.1	3,475	2.4
		13	18,988	13.0	3,710	2.5
CBT CORN	U.S.		68,602	5.4	45	0.0	1,280,087
	NON U.S.		73,487	5.7	4,794	0.4
		14	142,089	11.1	4,839	0.4
CBT SOYBEANS	U.S.		19,869	3.3	16,232	2.7	606,187
	NON U.S.		33,471	5.5	12,168	2.0
		14	53,340	8.8	28,400	4.7
IFED CALIF CARBON 22	NON U.S.		5,985	3.8	42,386	27.0	156,808
		6	5,985	3.8	42,386	27.0
CBT SOYBEAN OIL	U.S.		13,594	3.5	1,119	0.3	393,510
	NON U.S.		26,416	6.7	2,230	0.6
		11	40,010	10.2	3,349	0.9
CBT UST BOND	U.S.		1,383	0.1	6,062	0.5	1,209,340
	NON U.S.		3,092	0.3	31,725	2.6
		15	4,475	0.4	37,787	3.1
NYME NY HARBOR ULSD	U.S.		14,825	5.3	2,305	0.8	280,210
	NON U.S.		13,393	4.8	1,614	0.6
		9	28,218	10.1	3,919	1.4
IFED NAT GAS ICE LD1	U.S.	5	8,893	0.1	2,050,379	34.2	5,993,607
	NON U.S.	8	88,484	1.5	989,422	16.5
		13	97,377	1.6	3,039,801	50.7
IFED NAT GAS ICE PEN	U.S.		74,253	16.9	43,445	9.9	440,365
	NON U.S.		28,034	6.4	23,451	5.3
		9	102,287	23.2	66,896	15.2
IFED NWP ROCKIES FIN BASIS	U.S.	4	15,330	5.8	65,593	24.6	266,226
	NON U.S.	4	15,260	5.7	5,205	2.0
		8	30,590	11.5	70,798	26.6
IFED AECO FIN BASIS	U.S.		151	0.0	16,380	2.0	814,354
	NON U.S.		31,491	3.9	435,803	53.5
		7	31,642	3.9	452,183	55.5
IFED CHICAGO FIN BASIS	U.S.		24,063	7.6	2,216	0.7	316,846
	NON U.S.		8,605	2.7	13,018	4.1
		7	32,668	10.3	15,234	4.8
IFED HSC FIN BASIS	U.S.	4	22,017	3.9	47,585	8.4	563,506
	NON U.S.	4	488	0.1	36,008	6.4
		8	22,505	4.0	83,593	14.8
IFED WAHA FIN BASIS	U.S.	4	8,843	1.6	110,776	20.5	539,815
	NON U.S.	4	4,772	0.9	18,248	3.4
		8	13,615	2.5	129,024	23.9
IFED CIG ROCKIES BASIS	U.S.	4	124	0.0	158,628	47.9	331,354
	NON U.S.	4	0	0.0	55,543	16.8
		8	124	0.0	214,171	64.6
IFED TCO Basis	U.S.		0	0.0	71,931	34.3	209,577
	NON U.S.		0	0.0	25,019	11.9
		6	0	0.0	96,950	46.3
IFED CG Mainline Basis	U.S.		214	0.1	56,725	22.8	248,857
	NON U.S.		0	0.0	28,134	11.3
		5	214	0.1	84,859	34.1
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	7,784	1.1	249,693	33.8	739,787
	NON U.S.	4	26,430	3.6	110,071	14.9
		8	34,214	4.6	359,764	48.6
IFED EP SAN JUAN BASIS	U.S.		2,658	1.0	42,307	16.0	264,756
	NON U.S.		214	0.1	41,736	15.8
		7	2,872	1.1	84,043	31.7
IFED HENRY HUB INDEX	U.S.		2,178	1.4	27,119	17.3	157,164
	NON U.S.		2,072	1.3	3,104	2.0
		5	4,250	2.7	30,223	19.2
IFED MICHCON BASIS	U.S.		604	0.2	44,798	18.2	246,700
	NON U.S.		3,697	1.5	7,665	3.1
		6	4,301	1.7	52,463	21.3
IFED NWP SUMAS BASIS	U.S.		2,705	3.9	0	0.0	68,945
	NON U.S.		14,832	21.5	3,617	5.2
		6	17,537	25.4	3,617	5.2
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	15,402	34.5	44,689
	NON U.S.		1,029	2.3	8,925	20.0
		5	1,029	2.3	24,327	54.4
IFED PANHANDLE BASIS	U.S.		4,837	4.3	3,003	2.7	113,255
	NON U.S.		852	0.8	7,260	6.4
		5	5,689	5.0	10,263	9.1
IFED TETCO M2 Basis (Receipts)	U.S.		44,136	14.3	139,163	45.1	308,658
	NON U.S.		2,951	1.0	4,444	1.4
		5	47,087	15.3	143,607	46.5
NYME NAT GAS NYME	U.S.	4	51,531	5.2	26,289	2.7	984,642
	NON U.S.	13	50,226	5.1	18,381	1.9
		17	101,757	10.3	44,670	4.5
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,067	0.8	87,275	22.7	384,400
	NON U.S.	7	3,170	0.8	65,321	17.0
		11	6,237	1.6	152,596	39.7
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	71,165	30.7	16,778	7.2	231,723
	NON U.S.	6	41,901	18.1	11,945	5.2
		10	113,066	48.8	28,723	12.4
CBT SOYBEAN MEAL	U.S.		12,621	3.2	165	0.0	389,152
	NON U.S.		33,080	8.5	3,746	1.0
		11	45,701	11.7	3,911	1.0
ICUS COTTON NO. 2	U.S.		6,650	3.1	4,502	2.1	211,548
	NON U.S.		13,967	6.6	19,369	9.2
		15	20,617	9.7	23,871	11.3
NYME HENRY HUB	U.S.	4	18,616	3.8	143,101	29.6	483,710
	NON U.S.	6	26,757	5.5	101,954	21.1
		10	45,373	9.4	245,055	50.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	46,152	23.1	10,763	5.4	199,961
	NON U.S.	7	58,066	29.0	13,782	6.9
		11	104,218	52.1	24,545	12.3
CBT UST 2Y NOTE	U.S.	4	9,279	0.5	23,692	1.2	1,954,427
	NON U.S.	32	38,143	2.0	68,523	3.5
		36	47,422	2.4	92,215	4.7
CBT UST 10Y NOTE	U.S.	5	24,232	0.7	9,883	0.3	3,545,995
	NON U.S.	27	73,497	2.1	112,144	3.2
		32	97,729	2.8	122,027	3.4
CBT ULTRA UST 10Y	U.S.		3,856	0.3	2,107	0.2	1,334,781
	NON U.S.		3,425	0.3	13,254	1.0
		6	7,281	0.5	15,361	1.2
CBT UST 5Y NOTE	U.S.	6	30,696	0.8	11,011	0.3	4,009,309
	NON U.S.	23	76,208	1.9	59,313	1.5
		29	106,904	2.7	70,324	1.8
CBT FED FUNDS	U.S.	4	206,180	14.9	103,327	7.5	1,379,784
	NON U.S.	26	193,493	14.0	80,136	5.8
		30	399,673	29.0	183,463	13.3
CME LEAN HOGS	U.S.		8,286	3.8	0	0.0	218,123
	NON U.S.		13,337	6.1	858	0.4
		9	21,623	9.9	858	0.4
CME LIVE CATTLE	U.S.		9,659	3.3	0	0.0	296,732
	NON U.S.		14,631	4.9	399	0.1
		8	24,290	8.2	399	0.1
CME FEEDER CATTLE	U.S.		738	1.7	0	0.0	42,472
	NON U.S.		2,362	5.6	1,205	2.8
		6	3,100	7.3	1,205	2.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		148	0.5	2,028	7.5	26,942
	NON U.S.		45	0.2	1,290	4.8
		7	193	0.7	3,318	12.3
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,019	10.4	38,678
	NON U.S.		0	0.0	1,644	4.3
		7	0	0.0	5,663	14.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,537	2.2	3,184	4.6	69,164
	NON U.S.		1,165	1.7	1,443	2.1
		8	2,702	3.9	4,627	6.7
NYME PROPANE NON-LDH MT BEL	U.S.		300	1.0	3,713	11.9	31,204
	NON U.S.		54	0.2	3,460	11.1
		6	354	1.1	7,173	23.0
NYME PROPANE	U.S.		2,223	1.9	4,760	4.1	115,566
	NON U.S.		1,009	0.9	4,473	3.9
		9	3,232	2.8	9,233	8.0
NYME MT BELVIEU ETHANE OPIS	U.S.	4	0	0.0	4,972	12.4	40,079
	NON U.S.	5	6	0.0	4,415	11.0
		9	6	0.0	9,387	23.4
NYME MT BELV NORM BUTANE OPIS	U.S.		278	0.5	3,923	6.9	56,771
	NON U.S.		973	1.7	1,196	2.1
		8	1,251	2.2	5,119	9.0
NYME MT BELV NAT GASOLINE OPIS	U.S.		58	0.2	3,177	9.1	34,971
	NON U.S.		2,462	7.0	1,656	4.7
		8	2,520	7.2	4,833	13.8
NYME CONWAY PROPANE (OPIS)	U.S.		564	2.1	49	0.2	27,050
	NON U.S.		557	2.1	1,534	5.7
		6	1,121	4.1	1,583	5.9
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		6,834	1.6	34,219	8.1	422,409
	NON U.S.		3,479	0.8	4,564	1.1
		6	10,313	2.4	38,783	9.2
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,928	6.6	5,240	17.9	29,247
		6	1,928	6.6	5,240	17.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		456	4.1	3,954	35.8	11,035
		5	456	4.1	3,954	35.8
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	42,607	47.8	89,136
	NON U.S.		0	0.0	7,089	8.0
		5	0	0.0	49,696	55.8
NYME WTI-PHYSICAL	U.S.	4	19,468	1.3	210,901	14.2	1,480,320
	NON U.S.	14	46,041	3.1	117,158	7.9
		18	65,509	4.4	328,059	22.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	3,135	2.2	27,152	19.0	142,607
	NON U.S.	5	5,210	3.7	16,789	11.8
		9	8,345	5.9	43,941	30.8
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		243	0.2	24,772	18.3	135,136
	NON U.S.		0	0.0	4,026	3.0
		6	243	0.2	28,798	21.3
ICUS COCOA	U.S.		5,183	1.8	1,211	0.4	291,453
	NON U.S.		6,297	2.2	6,422	2.2
		9	11,480	3.9	7,633	2.6
NYME PALLADIUM	U.S.	4	703	11.6	126	2.1	6,065
	NON U.S.	8	579	9.5	411	6.8
		12	1,282	21.1	537	8.9
NYME PLATINUM	U.S.	4	367	0.5	11,359	14.4	78,610
	NON U.S.	14	5,703	7.3	4,588	5.8
		18	6,070	7.7	15,947	20.3
ICUS SUGAR NO. 11	U.S.		20,329	2.7	15,811	2.1	760,601
	NON U.S.		38,995	5.1	56,673	7.5
		13	59,324	7.8	72,484	9.5
ICUS COFFEE C	U.S.		3,771	1.9	94	0.0	193,938
	NON U.S.		9,200	4.7	16,510	8.5
		19	12,971	6.7	16,604	8.6
CMX SILVER	U.S.	4	3,983	2.9	20,537	14.8	138,300
	NON U.S.	19	8,791	6.4	20,327	14.7
		23	12,774	9.2	40,864	29.5
CMX COPPER- #1	U.S.		13,381	8.4	0	0.0	160,251
	NON U.S.		11,117	6.9	1,529	1.0
		16	24,498	15.3	1,529	1.0
CMX GOLD	U.S.	5	16,089	3.5	58,824	12.6	465,908
	NON U.S.	27	40,247	8.6	81,102	17.4
		32	56,336	12.1	139,926	30.0
CME CANADIAN DOLLAR	U.S.		5,346	3.3	4,800	3.0	160,567
	NON U.S.		3,547	2.2	469	0.3
		8	8,893	5.5	5,269	3.3
CME MEXICAN PESO	NON U.S.		505	0.3	110,787	55.6	199,161
		5	505	0.3	110,787	55.6
CME BRITISH POUND	U.S.		54,883	19.5	3,495	1.2	280,937
	NON U.S.		24,037	8.6	5,380	1.9
		10	78,920	28.1	8,875	3.2
CME JAPANESE YEN	U.S.		89,787	31.9	13,523	4.8	281,266
	NON U.S.		24,372	8.7	0	0.0
		6	114,159	40.6	13,523	4.8
CME EURO FX	U.S.		1,270	0.2	149,437	20.7	721,678
	NON U.S.		22,900	3.2	70,528	9.8
		17	24,170	3.3	219,965	30.5
NYME GASOLINE RBOB	U.S.		11,227	4.6	1,098	0.4	244,409
	NON U.S.		12,166	5.0	3,484	1.4
		12	23,393	9.6	4,582	1.9
E VIX FUTURES	U.S.	4	361	0.1	2,587	0.8	326,476
	NON U.S.	5	17,563	5.4	6,175	1.9
		9	17,924	5.5	8,762	2.7
CBT DJIA x $5	U.S.		1,950	2.5	0	0.0	76,726
	NON U.S.		15,229	19.8	925	1.2
		10	17,179	22.4	925	1.2
CME EURODOLLARS-3M	U.S.	4	1,329,565	13.9	702,039	7.3	9,566,532
	NON U.S.	23	563,667	5.9	561,850	5.9
		27	1,893,232	19.8	1,263,889	13.2
CME SOFR-3M	U.S.	16	1,698,057	23.7	558,032	7.8	7,168,644
	NON U.S.	66	1,064,936	14.9	647,136	9.0
		82	2,762,993	38.5	1,205,168	16.8
CME SOFR-1M	U.S.	7	48,686	9.4	47,956	9.3	518,151
	NON U.S.	24	43,946	8.5	85,404	16.5
		31	92,632	17.9	133,360	25.7
ICUS CANOLA	U.S.		288	0.2	0	0.0	187,437
	NON U.S.		0	0.0	3,442	1.8
		5	288	0.2	3,442	1.8
CME E-MINI S&P ENERGY INDEX	NON U.S.		0	0.0	11,116	31.4	35,367
		5	0	0.0	11,116	31.4
CME E-MINI S&P 500	U.S.	7	72,788	3.1	21,793	0.9	2,314,290
	NON U.S.	26	183,584	7.9	42,172	1.8
		33	256,372	11.1	63,965	2.8
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		1,772	10.0	6,103	34.5	17,666
		5	1,772	10.0	6,103	34.5
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		3,359	15.2	6,268	28.4	22,102
		5	3,359	15.2	6,268	28.4
CME E-MINI S&P UTILITIES INDEX	NON U.S.		5,652	22.3	8,822	34.8	25,322
		5	5,652	22.3	8,822	34.8
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.		24,706	10.4	6,750	2.8	237,207
	NON U.S.		21,705	9.2	38,800	16.4
		6	46,411	19.6	45,550	19.2
CMX ALUMINUM MWP	U.S.		6,512	24.0	0	0.0	27,123
	NON U.S.		2,941	10.8	0	0.0
		5	9,453	34.9	0	0.0
CME NASDAQ MINI	U.S.	4	8,204	2.9	290	0.1	286,754
	NON U.S.	11	19,264	6.7	3,790	1.3
		15	27,468	9.6	4,080	1.4
CME AUSTRALIAN DOLLAR	U.S.		4,305	2.4	5,366	3.0	178,232
	NON U.S.		16,565	9.3	0	0.0
		5	20,870	11.7	5,366	3.0
CME RUSSELL E-MINI	U.S.	7	29,419	5.4	745	0.1	542,267
	NON U.S.	14	28,930	5.3	19,742	3.6
		21	58,349	10.8	20,487	3.8
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		1,554	2.0	2,332	3.0	77,781
		5	1,554	2.0	2,332	3.0
ICUS MSCI EAFE	U.S.	5	2,312	0.6	9,228	2.3	405,541
	NON U.S.	4	517	0.1	36,405	9.0
		9	2,829	0.7	45,633	11.3
ICUS MSCI EM INDEX	U.S.	4	4,082	0.3	5,260	0.4	1,201,234
	NON U.S.	13	20,358	1.7	141,955	11.8
		17	24,440	2.0	147,215	12.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	154	0.1	38,321	16.4	233,107
	NON U.S.	10	4,349	1.9	29,664	12.7
		14	4,503	1.9	67,985	29.2