July Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 7/6/2021
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		12,901	3.8	599	0.2	335,780
	NON U.S.		31,605	9.4	14,736	4.4
		18	44,506	13.3	15,335	4.6
CBT WHEAT-HRW	U.S.		5,619	3.0	0	0.0	188,944
	NON U.S.		17,020	9.0	7,550	4.0
		10	22,639	12.0	7,550	4.0
CBT CORN	U.S.		29,016	1.9	3,492	0.2	1,512,738
	NON U.S.		92,795	6.1	14,410	1.0
		15	121,811	8.1	17,902	1.2
CBT SOYBEANS	U.S.		11,682	1.7	22,654	3.3	690,273
	NON U.S.		41,754	6.0	19,553	2.8
		18	53,436	7.7	42,207	6.1
IFED CALIF CARBON VINTAGE 2021	NON U.S.		5,369	4.0	22,322	16.7	133,752
IFED CALIF CARBON VINTAGE 2021		5	5,369	4.0	22,322	16.7
CBT SOYBEAN OIL	U.S.		10,129	2.1	2,426	0.5	487,449
	NON U.S.		30,567	6.3	1,359	0.3
		17	40,696	8.3	3,785	0.8
CBT U.S. TREASURY BONDS	U.S.	4	3,618	0.3	1,334	0.1	1,172,492
	NON U.S.	13	10,584	0.9	13,062	1.1
		17	14,202	1.2	14,396	1.2
CBT ULTRA U.S. TREASURY BONDS	U.S.		2,123	0.2	100	0.0	1,192,800
	NON U.S.		1,670	0.1	14,116	1.2
		5	3,793	0.3	14,216	1.2
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		15,906	3.9	760	0.2	410,201
	NON U.S.		17,766	4.3	1,106	0.3
		11	33,672	8.2	1,866	0.5
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	9,592	0.1	2,304,984	34.9	6,609,787
	NON U.S.	9	102,327	1.5	1,552,909	23.5
		14	111,919	1.7	3,857,893	58.4
IFED NATURAL GAS PENULTIMATE ICE	U.S.		53,509	14.5	20,476	5.5	369,643
	NON U.S.		12,890	3.5	26,437	7.2
		8	66,399	18.0	46,913	12.7
IFED NWP ROCKIES FIN BASIS	U.S.		0	0.0	75,124	28.6	262,659
	NON U.S.		7,972	3.0	29,242	11.1
		7	7,972	3.0	104,366	39.7
IFED AECO FIN BASIS	U.S.		0	0.0	20,111	2.3	876,114
	NON U.S.		30,754	3.5	462,841	52.8
		7	30,754	3.5	482,952	55.1
IFED CHICAGO FIN BASIS	U.S.		27,763	9.2	6,735	2.2	300,832
	NON U.S.		4,597	1.5	25,838	8.6
		9	32,360	10.8	32,573	10.8
IFED HSC FIN BASIS	U.S.		23,764	4.0	55,751	9.4	591,861
	NON U.S.		2,218	0.4	57,148	9.7
		7	25,982	4.4	112,899	19.1
IFED WAHA FIN BASIS	U.S.		9,414	2.1	123,944	27.6	448,825
	NON U.S.		9,447	2.1	37,499	8.4
		8	18,861	4.2	161,443	36.0
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.	4	0	0.0	159,719	47.3	337,378
	NON U.S.	5	0	0.0	75,230	22.3
		9	0	0.0	234,949	69.6
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		2,498	1.3	41,844	22.1	188,952
	NON U.S.		1,071	0.6	34,175	18.1
		6	3,569	1.9	76,019	40.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		1,735	0.3	254,172	39.1	649,228
	NON U.S.		6,433	1.0	42,340	6.5
		8	8,168	1.3	296,512	45.7
IFED EL PASO - PERMIAN BASIN (BASIS)	U.S.		24,115	18.1	16,549	12.4	132,994
	NON U.S.		1,219	0.9	1,986	1.5
		5	25,334	19.0	18,535	13.9
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		2,151	1.2	45,697	24.6	186,121
	NON U.S.		0	0.0	46,169	24.8
		6	2,151	1.2	91,866	49.4
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		5,790	5.3	3,325	3.1	108,630
	NON U.S.		7,659	7.1	14,350	13.2
		6	13,449	12.4	17,675	16.3
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		5,641	4.0	3,914	2.8	142,093
	NON U.S.		7,838	5.5	17,268	12.2
		7	13,479	9.5	21,182	14.9
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		558	0.3	53,599	24.9	214,959
	NON U.S.		6,848	3.2	10,286	4.8
		6	7,406	3.4	63,885	29.7
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		308	0.2	19,382	9.9	195,911
	NON U.S.		0	0.0	16,005	8.2
		5	308	0.2	35,387	18.1
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		2,610	3.1	0	0.0	85,310
	NON U.S.		9,611	11.3	20,870	24.5
		5	12,221	14.3	20,870	24.5
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		1,863	1.3	12,289	8.7	140,521
	NON U.S.		1,312	0.9	27,153	19.3
		7	3,175	2.3	39,442	28.1
IFED TETCO M2 Basis (Receipts)	U.S.		67,184	20.2	143,115	42.9	333,346
	NON U.S.		3,388	1.0	16,255	4.9
		5	70,572	21.2	159,370	47.8
NYME NATURAL GAS	U.S.	4	25,021	1.7	32,006	2.2	1,444,905
	NON U.S.	12	54,520	3.8	33,511	2.3
		16	79,541	5.5	65,517	4.5
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,859	1.1	104,201	23.6	442,358
	NON U.S.	8	3,904	0.9	74,310	16.8
		12	8,763	2.0	178,511	40.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	39,786	28.6	4,773	3.4	138,877
	NON U.S.	6	29,390	21.2	2,927	2.1
		10	69,176	49.8	7,700	5.5
CBT SOYBEAN MEAL	U.S.		5,723	1.5	18	0.0	378,880
	NON U.S.		32,157	8.5	2,278	0.6
		13	37,880	10.0	2,296	0.6
ICUS COTTON NO. 2	U.S.		2,137	1.0	0	0.0	221,249
	NON U.S.		22,483	10.2	11,355	5.1
		17	24,620	11.1	11,355	5.1
NYME HENRY HUB	U.S.	4	9,191	1.6	245,472	42.1	582,746
	NON U.S.	8	40,155	6.9	129,330	22.2
		12	49,346	8.5	374,802	64.3
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		73,273	32.3	11,564	5.1	227,059
	NON U.S.		55,869	24.6	8,786	3.9
		10	129,142	56.9	20,350	9.0
CBT 2-YEAR U.S. TREASURY NOTES	U.S.		29,149	1.4	17,430	0.8	2,080,200
	NON U.S.		24,566	1.2	52,923	2.5
		28	53,715	2.6	70,353	3.4
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	6	76,343	1.8	22,055	0.5	4,271,063
	NON U.S.	34	84,047	2.0	102,731	2.4
		40	160,390	3.8	124,786	2.9
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,215	0.2	4,533	0.3	1,540,355
	NON U.S.		9,564	0.6	18,849	1.2
		9	12,779	0.8	23,382	1.5
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	4	15,397	0.4	10,117	0.3	3,488,950
	NON U.S.	25	33,490	1.0	63,580	1.8
		29	48,887	1.4	73,697	2.1
CBT 30-DAY FEDERAL FUNDS	U.S.	5	198,958	19.5	149,945	14.7	1,019,905
	NON U.S.	23	86,506	8.5	96,002	9.4
		28	285,464	28.0	245,947	24.1
CME LEAN HOGS	NON U.S.		15,576	5.9	5,359	2.0	264,471
CME LEAN HOGS		9	15,576	5.9	5,359	2.0
CME LIVE CATTLE	NON U.S.	8	20,544	6.8	554	0.2	301,276
CME LIVE CATTLE		8	20,544	6.8	554	0.2
CME FEEDER CATTLE	NON U.S.		992	2.1	0	0.0	46,422
CME FEEDER CATTLE		6	992	2.1	0	0.0
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		176	1.1	1,756	11.3	15,529
	NON U.S.		92	0.6	2,698	17.4
		6	268	1.7	4,454	28.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	3,060	12.1	25,248
	NON U.S.		0	0.0	4,279	16.9
		6	0	0.0	7,339	29.1
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		3,187	5.5	2,570	4.5	57,505
	NON U.S.		2,857	5.0	1,698	3.0
		7	6,044	10.5	4,268	7.4
NYME PROPANE NON-LDH MT BEL	U.S.	4	0	0.0	11,177	22.9	48,783
	NON U.S.	5	0	0.0	9,126	18.7
		9	0	0.0	20,303	41.6
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.	4	2,547	2.2	8,452	7.2	118,188
	NON U.S.	5	876	0.7	8,410	7.1
		9	3,423	2.9	16,862	14.3
NYME MT BELVIEU ETHANE OPIS	U.S.		53	0.1	6,946	16.7	41,475
	NON U.S.		0	0.0	7,200	17.4
		7	53	0.1	14,146	34.1
NYME MT BELV NORM BUTANE OPIS	U.S.		700	1.4	6,196	12.0	51,691
	NON U.S.		420	0.8	3,820	7.4
		7	1,120	2.2	10,016	19.4
NYME MT BELV NAT GASOLINE OPIS	U.S.		512	1.7	4,557	15.0	30,435
	NON U.S.		127	0.4	4,352	14.3
		6	639	2.1	8,909	29.3
NYME CONWAY PROPANE (OPIS)	U.S.		857	4.0	81	0.4	21,557
	NON U.S.		217	1.0	2,378	11.0
		6	1,074	5.0	2,459	11.4
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		11,042	1.9	72,600	12.3	592,568
	NON U.S.		5,188	0.9	6,954	1.2
		9	16,230	2.7	79,554	13.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	17,408	30.9	56,296
IFED CRUDE DIFF-TMX WCS 1A INDEX		6	0	0.0	17,408	30.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	9,455	59.5	15,899
IFED CRUDE DIFF-TMX SW 1A INDEX		6	0	0.0	9,455	59.5
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		18,432	12.0	57,603	37.5	153,775
	NON U.S.		0	0.0	24,275	15.8
		6	18,432	12.0	81,878	53.2
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	4,510	0.2	295,100	12.2	2,413,946
	NON U.S.	13	48,054	2.0	216,473	9.0
		17	52,564	2.2	511,573	21.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	9,106	6.3	16,766	11.5	145,245
	NON U.S.	7	6,541	4.5	19,004	13.1
		11	15,647	10.8	35,770	24.6
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		3,117	6.3	21,687	43.6	49,761
	NON U.S.		0	0.0	12,833	25.8
		5	3,117	6.3	34,520	69.4
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		2,022	2.4	7,984	9.3	85,455
	NON U.S.		90	0.1	4,126	4.8
		7	2,112	2.5	12,110	14.2
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		0	0.0	125	1.1	11,859
	NON U.S.		0	0.0	5,764	48.6
		5	0	0.0	5,889	49.7
ICUS COCOA	U.S.		1,447	0.6	0	0.0	246,712
	NON U.S.		4,009	1.6	6,045	2.5
		8	5,456	2.2	6,045	2.5
NYME PALLADIUM	U.S.	4	0	0.0	2,223	22.0	10,114
	NON U.S.	7	583	5.8	269	2.7
		11	583	5.8	2,492	24.6
NYME PLATINUM	U.S.	5	422	0.8	17,137	30.9	55,441
	NON U.S.	18	2,883	5.2	7,067	12.7
		23	3,305	6.0	24,204	43.7
ICUS SUGAR NO. 11	U.S.		7,058	0.8	18,676	2.0	931,814
	NON U.S.		52,603	5.6	88,283	9.5
		15	59,661	6.4	106,959	11.5
ICUS COFFEE C	U.S.		2,981	1.1	2,035	0.7	282,563
	NON U.S.		10,980	3.9	36,628	13.0
		25	13,961	4.9	38,663	13.7
CMX SILVER	U.S.	5	4,304	2.7	34,007	21.6	157,216
	NON U.S.	23	10,400	6.6	33,552	21.3
		28	14,704	9.4	67,559	43.0
CMX COPPER-GRADE #1	U.S.		5,651	2.8	63	0.0	202,781
	NON U.S.		10,994	5.4	921	0.5
		16	16,645	8.2	984	0.5
CMX GOLD	U.S.	4	13,096	2.8	47,923	10.3	465,811
	NON U.S.	31	39,465	8.5	112,859	24.2
		35	52,561	11.3	160,782	34.5
CME RUSSIAN RUBLE	NON U.S.		191	0.4	12,737	27.7	45,994
CME RUSSIAN RUBLE		5	191	0.4	12,737	27.7
CME MEXICAN PESO	NON U.S.		505	0.3	79,956	54.2	147,459
CME MEXICAN PESO		7	505	0.3	79,956	54.2
CME BRITISH POUND STERLING	U.S.		28,174	15.8	3,677	2.1	178,783
	NON U.S.		4,001	2.2	2,616	1.5
		6	32,175	18.0	6,293	3.5
CME JAPANESE YEN	U.S.		43,101	21.0	340	0.2	205,341
	NON U.S.		3,722	1.8	730	0.4
		5	46,823	22.8	1,070	0.5
CME EURO FX	U.S.		0	0.0	111,811	16.0	699,383
	NON U.S.		14,471	2.1	38,885	5.6
		18	14,471	2.1	150,696	21.5
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		4,620	1.2	3,839	1.0	372,520
	NON U.S.		14,070	3.8	2,458	0.7
		11	18,690	5.0	6,297	1.7
E VIX FUTURES	U.S.		244	0.1	1,052	0.3	341,157
	NON U.S.		43,241	12.7	2,769	0.8
		7	43,485	12.7	3,821	1.1
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	6,405	6.0	229	0.2	105,971
	NON U.S.	4	0	0.0	20,688	19.5
		8	6,405	6.0	20,917	19.7
CME 3-MONTH EURODOLLARS	U.S.	9	1,882,156	15.3	396,015	3.2	12,331,565
	NON U.S.	34	1,030,283	8.4	840,293	6.8
		43	2,912,439	23.6	1,236,308	10.0
CME 3-MONTH SOFR	U.S.	5	83,036	13.1	116,841	18.5	631,975
	NON U.S.	14	67,221	10.6	38,532	6.1
		19	150,257	23.8	155,373	24.6
CME 1-MONTH SOFR	U.S.	5	8,030	4.5	38,601	21.5	179,591
	NON U.S.	7	4,714	2.6	7,435	4.1
		12	12,744	7.1	46,036	25.6
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		0	0.0	1,626	6.8	23,894
	NON U.S.		1,561	6.5	5,547	23.2
		6	1,561	6.5	7,173	30.0
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	19,144	0.7	84,811	3.2	2,610,712
	NON U.S.	21	44,534	1.7	284,128	10.9
		28	63,678	2.4	368,939	14.1
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		553	1.3	21,884	53.4	41,002
CME E-MINI S&P FINANCIAL INDEX		5	553	1.3	21,884	53.4
CME S&P 500 TOTAL RETURN INDEX	U.S.		3,140	2.7	7,600	6.5	116,510
	NON U.S.		22,440	19.3	57,718	49.5
		8	25,580	22.0	65,318	56.1
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	8,089	3.5	1,359	0.6	228,288
	NON U.S.	12	11,898	5.2	2,688	1.2
		16	19,987	8.8	4,047	1.8
CME E-MINI RUSSELL 2000 INDEX	U.S.	7	20,002	4.8	2,515	0.6	419,777
	NON U.S.	11	33,586	8.0	3,114	0.7
		18	53,588	12.8	5,629	1.3
ICUS MSCI EAFE MINI INDEX	U.S.	4	2,605	0.6	7,817	1.8	424,244
	NON U.S.	4	2,411	0.6	45,246	10.7
		8	5,016	1.2	53,063	12.5
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	3,020	0.3	1,068	0.1	1,043,998
	NON U.S.	10	12,443	1.2	81,620	7.8
		15	15,463	1.5	82,688	7.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	506	0.2	21,822	9.9	220,735
	NON U.S.	10	6,478	2.9	40,815	18.5
		14	6,984	3.2	62,637	28.4

July Bank Participation Report Futures IN CONTRACT

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