January Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 1/4/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		9,720	2.7	2,039	0.6	359,139
	NON U.S.		32,844	9.1	15,166	4.2
		17	42,564	11.9	17,205	4.8
CBT WHEAT-HRW	U.S.		3,275	1.5	0	0.0	222,583
	NON U.S.		14,364	6.5	2,678	1.2
		10	17,639	7.9	2,678	1.2
CBT CORN	U.S.		37,547	2.5	414	0.0	1,520,233
	NON U.S.		86,972	5.7	8,287	0.5
		15	124,519	8.2	8,701	0.6
CBT SOYBEANS	U.S.		14,360	2.2	1,490	0.2	648,148
	NON U.S.		39,661	6.1	2,833	0.4
		16	54,021	8.3	4,323	0.7
IFED CALIF CARBON ALLOWANCE V2022	NON U.S.		4,951	2.7	64,541	34.7	186,232
		6	4,951	2.7	64,541	34.7
CBT SOYBEAN OIL	U.S.		12,953	3.4	132	0.0	379,609
	NON U.S.		26,124	6.9	757	0.2
		10	39,077	10.3	889	0.2
CBT U.S. TREASURY BONDS	U.S.		4,539	0.4	7	0.0	1,210,353
	NON U.S.		6,576	0.5	24,543	2.0
		16	11,115	0.9	24,550	2.0
CBT ULTRA U.S. TREASURY BONDS	U.S.		1,564	0.1	361	0.0	1,235,006
	NON U.S.		3,697	0.3	13,620	1.1
		6	5,261	0.4	13,981	1.1
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		15,073	4.7	1,463	0.5	320,686
	NON U.S.		19,005	5.9	1,475	0.5
		11	34,078	10.6	2,938	0.9
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	8,079	0.1	2,302,920	37.2	6,185,270
	NON U.S.	9	105,471	1.7	1,216,038	19.7
		14	113,550	1.8	3,518,958	56.9
IFED NATURAL GAS PENULTIMATE ICE	U.S.		61,827	16.8	23,227	6.3	369,062
	NON U.S.		10,425	2.8	37,840	10.3
		9	72,252	19.6	61,067	16.5
IFED NWP ROCKIES FIN BASIS	U.S.	4	1,035	0.4	79,055	30.3	260,532
	NON U.S.	5	15,757	6.0	15,780	6.1
		9	16,792	6.4	94,835	36.4
IFED AECO FIN BASIS	U.S.		0	0.0	20,763	2.6	802,777
	NON U.S.		38,723	4.8	393,735	49.0
		7	38,723	4.8	414,498	51.6
IFED CHICAGO FIN BASIS	U.S.		26,837	8.7	8,937	2.9	309,617
	NON U.S.		3,881	1.3	32,244	10.4
		7	30,718	9.9	41,181	13.3
IFED HSC FIN BASIS	U.S.		58,562	10.0	39,581	6.8	586,107
	NON U.S.		0	0.0	62,258	10.6
		7	58,562	10.0	101,839	17.4
IFED WAHA FIN BASIS	U.S.		8,860	2.0	92,751	21.3	436,185
	NON U.S.		8,857	2.0	24,072	5.5
		7	17,717	4.1	116,823	26.8
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	162,985	49.1	331,821
	NON U.S.		0	0.0	65,221	19.7
		6	0	0.0	228,206	68.8
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		1,391	0.8	46,144	26.1	177,070
	NON U.S.		0	0.0	25,272	14.3
		5	1,391	0.8	71,416	40.3
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		552	0.1	302,933	44.3	683,952
	NON U.S.		32,469	4.7	52,298	7.6
		7	33,021	4.8	355,231	51.9
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		3,656	2.3	33,359	20.9	159,732
	NON U.S.		0	0.0	33,913	21.2
		7	3,656	2.3	67,272	42.1
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		11,057	7.8	5,760	4.0	142,663
	NON U.S.		5,483	3.8	8,240	5.8
		7	16,540	11.6	14,000	9.8
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		11,230	6.9	5,760	3.5	162,533
	NON U.S.		7,016	4.3	9,483	5.8
		7	18,246	11.2	15,243	9.4
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		0	0.0	58,999	27.0	218,509
	NON U.S.		4,561	2.1	2,920	1.3
		5	4,561	2.1	61,919	28.3
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		0	0.0	30,532	14.2	215,569
	NON U.S.		0	0.0	6,328	2.9
		5	0	0.0	36,860	17.1
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		3,796	4.4	0	0.0	85,434
	NON U.S.		14,383	16.8	15,983	18.7
		7	18,179	21.3	15,983	18.7
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS	U.S.		30	0.1	26,933	49.3	54,676
	NON U.S.		767	1.4	15,530	28.4
		5	797	1.5	42,463	77.7
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		4,714	4.4	13,232	12.4	106,908
	NON U.S.		1,189	1.1	16,178	15.1
		7	5,903	5.5	29,410	27.5
IFED TETCO M2 Basis (Receipts)	U.S.		62,024	18.7	150,536	45.5	331,138
	NON U.S.		2,800	0.8	9,767	2.9
		5	64,824	19.6	160,303	48.4
NYME NATURAL GAS	U.S.	4	25,201	2.3	31,472	2.8	1,117,606
	NON U.S.	11	48,206	4.3	23,074	2.1
		15	73,407	6.6	54,546	4.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	5,091	1.1	83,879	17.6	476,245
	NON U.S.	8	3,602	0.8	106,409	22.3
		12	8,693	1.8	190,288	40.0
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	48,537	29.4	3,174	1.9	165,322
	NON U.S.	6	34,191	20.7	9,519	5.8
		10	82,728	50.0	12,693	7.7
CBT SOYBEAN MEAL	U.S.		8,265	2.1	0	0.0	389,727
	NON U.S.		30,287	7.8	603	0.2
		11	38,552	9.9	603	0.2
ICUS COTTON NO. 2	U.S.		3,252	1.3	2,199	0.9	243,395
	NON U.S.		20,241	8.3	11,489	4.7
		16	23,493	9.7	13,688	5.6
NYME HENRY HUB	U.S.	4	47,907	8.1	195,423	33.0	592,121
	NON U.S.	7	34,418	5.8	104,553	17.7
		11	82,325	13.9	299,976	50.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	57,422	29.4	9,425	4.8	195,476
	NON U.S.	7	47,268	24.2	16,812	8.6
		11	104,690	53.6	26,237	13.4
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	18,159	0.9	15,568	0.8	1,947,598
	NON U.S.	27	22,071	1.1	49,412	2.5
		33	40,230	2.1	64,980	3.3
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	6	69,077	1.8	8,882	0.2	3,875,093
	NON U.S.	26	62,966	1.6	66,678	1.7
		32	132,043	3.4	75,560	1.9
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,081	0.2	3,807	0.3	1,381,817
	NON U.S.		525	0.0	13,877	1.0
		8	3,606	0.3	17,684	1.3
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	4,941	0.1	10,569	0.3	3,702,047
	NON U.S.	25	31,483	0.9	56,889	1.5
		30	36,424	1.0	67,458	1.8
CBT 30-DAY FEDERAL FUNDS	U.S.	5	304,778	23.3	226,446	17.3	1,306,160
	NON U.S.	24	130,197	10.0	138,888	10.6
		29	434,975	33.3	365,334	28.0
CME LEAN HOGS	NON U.S.		13,598	6.2	3,191	1.5	217,669
		10	13,598	6.2	3,191	1.5
CME LIVE CATTLE	NON U.S.	9	19,082	5.8	397	0.1	330,630
		9	19,082	5.8	397	0.1
CME FEEDER CATTLE	NON U.S.		976	2.3	135	0.3	41,821
		6	976	2.3	135	0.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		678	2.6	1,735	6.7	25,860
	NON U.S.		66	0.3	1,794	6.9
		6	744	2.9	3,529	13.6
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		260	2.7	811	8.4	9,634
	NON U.S.		62	0.6	618	6.4
		6	322	3.3	1,429	14.8
IFED PROPANE OPIS CONWAY INWELL FP	U.S.		186	1.6	114	1.0	11,604
	NON U.S.		5,733	49.4	619	5.3
		5	5,919	51.0	733	6.3
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	1,671	6.5	25,884
	NON U.S.		0	0.0	3,156	12.2
		6	0	0.0	4,827	18.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		848	1.6	1,851	3.4	53,858
	NON U.S.		2,815	5.2	4,122	7.7
		5	3,663	6.8	5,973	11.1
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	7,771	18.8	41,280
	NON U.S.		0	0.0	7,294	17.7
		7	0	0.0	15,065	36.5
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		3,544	2.7	6,387	4.9	129,904
	NON U.S.		1,042	0.8	7,263	5.6
		8	4,586	3.5	13,650	10.5
NYME MT BELVIEU ETHANE OPIS	U.S.	4	23	0.1	6,570	17.2	38,206
	NON U.S.	4	0	0.0	5,232	13.7
		8	23	0.1	11,802	30.9
NYME MT BELV NORM BUTANE OPIS	U.S.		898	2.2	4,230	10.2	41,315
	NON U.S.		365	0.9	2,505	6.1
		7	1,263	3.1	6,735	16.3
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	3,516	12.1	29,008
	NON U.S.		27	0.1	4,236	14.6
		7	27	0.1	7,752	26.7
NYME CONWAY PROPANE (OPIS)	U.S.		589	2.9	247	1.2	19,991
	NON U.S.		373	1.9	1,907	9.5
		7	962	4.8	2,154	10.8
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		3,755	0.9	55,671	12.8	434,647
	NON U.S.		4,736	1.1	5,714	1.3
		7	8,491	2.0	61,385	14.1
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		180	0.4	10,623	21.9	48,523
		6	180	0.4	10,623	21.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	8,001	66.0	12,128
		6	0	0.0	8,001	66.0
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	50,728	49.0	103,485
	NON U.S.		0	0.0	15,497	15.0
		5	0	0.0	66,225	64.0
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	10,906	0.6	267,871	14.2	1,887,131
	NON U.S.	12	52,652	2.8	172,723	9.2
		16	63,558	3.4	440,594	23.3
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	9,899	7.0	21,208	15.1	140,556
	NON U.S.	6	12,075	8.6	10,389	7.4
		10	21,974	15.6	31,597	22.5
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		360	1.0	13,086	36.4	35,905
	NON U.S.		0	0.0	8,535	23.8
		5	360	1.0	21,621	60.2
ICUS COCOA	U.S.		5,205	2.2	2,310	1.0	233,026
	NON U.S.		5,534	2.4	8,702	3.7
		7	10,739	4.6	11,012	4.7
NYME PALLADIUM	U.S.		475	5.0	195	2.1	9,480
	NON U.S.		749	7.9	282	3.0
		13	1,224	12.9	477	5.0
NYME PLATINUM	U.S.	5	648	1.1	16,367	28.1	58,275
	NON U.S.	16	3,989	6.8	6,616	11.4
		21	4,637	8.0	22,983	39.4
ICUS SUGAR NO. 11	U.S.		7,390	0.8	20,436	2.3	873,918
	NON U.S.		45,084	5.2	71,928	8.2
		13	52,474	6.0	92,364	10.6
ICUS COFFEE C	U.S.		4,851	1.8	6,517	2.5	262,231
	NON U.S.		8,613	3.3	31,452	12.0
		23	13,464	5.1	37,969	14.5
CMX SILVER	U.S.	5	3,780	2.7	32,608	23.4	139,521
	NON U.S.	18	8,288	5.9	31,038	22.2
		23	12,068	8.6	63,646	45.6
CMX COPPER-GRADE #1	U.S.		6,517	3.5	0	0.0	185,905
	NON U.S.		9,999	5.4	1,625	0.9
		15	16,516	8.9	1,625	0.9
CMX GOLD	U.S.	5	13,411	2.7	46,466	9.2	502,717
	NON U.S.	31	36,448	7.3	126,199	25.1
		36	49,859	9.9	172,665	34.3
CME CANADIAN DOLLAR	U.S.		761	0.6	4,108	3.0	135,633
	NON U.S.		25,500	18.8	1,217	0.9
		6	26,261	19.4	5,325	3.9
CME MEXICAN PESO	NON U.S.		931	0.8	5,530	4.6	119,748
		6	931	0.8	5,530	4.6
CME BRITISH POUND STERLING	U.S.		87,029	43.5	4,536	2.3	200,007
	NON U.S.		4,573	2.3	6,971	3.5
		7	91,602	45.8	11,507	5.8
CME JAPANESE YEN	U.S.		78,150	33.4	0	0.0	234,068
	NON U.S.		5,847	2.5	195	0.1
		6	83,997	35.9	195	0.1
CME EURO FX	U.S.		4,535	0.7	155,700	23.0	678,218
	NON U.S.		7,699	1.1	34,415	5.1
		16	12,234	1.8	190,115	28.0
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		4,055	1.3	3,421	1.1	312,263
	NON U.S.		12,372	4.0	995	0.3
		9	16,427	5.3	4,416	1.4
E VIX FUTURES	U.S.		1,698	0.6	893	0.3	301,754
	NON U.S.		33,915	11.2	3,333	1.1
		7	35,613	11.8	4,226	1.4
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	5	8,566	8.4	55	0.1	101,757
	NON U.S.	5	859	0.8	22,639	22.2
		10	9,425	9.3	22,694	22.3
CME 3-MONTH EURODOLLARS	U.S.	7	2,069,241	18.4	564,159	5.0	11,248,084
	NON U.S.	27	1,122,293	10.0	475,491	4.2
		34	3,191,534	28.4	1,039,650	9.2
CME 3-MONTH SOFR	U.S.	10	342,570	20.2	406,704	24.0	1,695,730
	NON U.S.	37	269,250	15.9	131,266	7.7
		47	611,820	36.1	537,970	31.7
CME 1-MONTH SOFR	U.S.	6	40,538	22.2	24,917	13.6	182,896
	NON U.S.	10	15,296	8.4	17,096	9.3
		16	55,834	30.5	42,013	23.0
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		0	0.0	8,638	72.7	11,885
		5	0	0.0	8,638	72.7
CME E-MINI S&P ENERGY INDEX	NON U.S.		0	0.0	12,277	45.5	26,990
		5	0	0.0	12,277	45.5
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	23,878	1.0	27,827	1.2	2,297,290
	NON U.S.	20	32,095	1.4	171,639	7.5
		27	55,973	2.4	199,466	8.7
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		5,375	20.5	10,425	39.9	26,157
		6	5,375	20.5	10,425	39.9
CME S&P 500 TOTAL RETURN INDEX	U.S.		2,000	2.4	8,301	9.8	84,912
	NON U.S.		20,234	23.8	49,371	58.1
		8	22,234	26.2	57,672	67.9
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	4,497	59.1	7,610
		5	0	0.0	4,497	59.1
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	5,512	2.6	899	0.4	210,931
	NON U.S.	11	15,388	7.3	7,338	3.5
		15	20,900	9.9	8,237	3.9
CME E-MINI RUSSELL 2000 INDEX	U.S.	7	10,576	2.3	11,758	2.6	455,202
	NON U.S.	11	34,862	7.7	30,632	6.7
		18	45,438	10.0	42,390	9.3
ICUS MSCI EAFE MINI INDEX	U.S.	4	4,672	1.2	9,352	2.4	385,699
	NON U.S.	5	1,624	0.4	40,651	10.5
		9	6,296	1.6	50,003	13.0
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	5,215	0.5	12	0.0	1,071,267
	NON U.S.	8	12,000	1.1	80,708	7.5
		13	17,215	1.6	80,720	7.5
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		16	0.0	19,897	10.6	187,996
	NON U.S.		6,249	3.3	24,037	12.8
		11	6,265	3.3	43,934	23.4