March Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 3/2/2021
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		10,641	2.5	191	0.0	418,842
	NON U.S.		40,008	9.6	14,690	3.5
		16	50,649	12.1	14,881	3.6
CBT WHEAT-HRW	U.S.		6,332	2.8	0	0.0	223,072
	NON U.S.		17,744	8.0	7,599	3.4
		12	24,076	10.8	7,599	3.4
CBT CORN	U.S.		32,226	1.8	3,948	0.2	1,799,033
	NON U.S.		98,411	5.5	21,962	1.2
		16	130,637	7.3	25,910	1.4
CBT SOYBEANS	U.S.		10,467	1.2	23,945	2.8	848,466
	NON U.S.		61,265	7.2	26,966	3.2
		19	71,732	8.5	50,911	6.0
CBT SOYBEAN OIL	U.S.		5,129	1.1	2,289	0.5	475,547
	NON U.S.		33,502	7.0	4,380	0.9
		14	38,631	8.1	6,669	1.4
CBT U.S. TREASURY BONDS	U.S.		3,296	0.3	6,537	0.5	1,228,416
	NON U.S.		1,744	0.1	12,344	1.0
		12	5,040	0.4	18,881	1.5
CBT ULTRA U.S. TREASURY BONDS	U.S.		3,826	0.3	0	0.0	1,145,336
	NON U.S.		1,072	0.1	12,465	1.1
		5	4,898	0.4	12,465	1.1
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		18,845	4.3	2,348	0.5	433,803
	NON U.S.		19,827	4.6	785	0.2
		13	38,672	8.9	3,133	0.7
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	9,670	0.2	2,219,337	35.7	6,210,091
	NON U.S.	9	67,482	1.1	1,712,494	27.6
		14	77,152	1.2	3,931,831	63.3
IFED NATURAL GAS PENULTIMATE ICE	U.S.		48,402	15.3	22,899	7.2	316,575
	NON U.S.		12,424	3.9	14,644	4.6
		7	60,826	19.2	37,543	11.9
IFED NWP ROCKIES FIN BASIS	U.S.	4	0	0.0	68,088	25.6	265,820
	NON U.S.	4	7,434	2.8	42,712	16.1
		8	7,434	2.8	110,800	41.7
IFED AECO FIN BASIS	U.S.		0	0.0	25,163	2.6	985,525
	NON U.S.		26,264	2.7	564,310	57.3
		7	26,264	2.7	589,473	59.8
IFED CHICAGO FIN BASIS	U.S.		29,010	7.9	1,431	0.4	366,956
	NON U.S.		1,588	0.4	34,587	9.4
		7	30,598	8.3	36,018	9.8
IFED HSC FIN BASIS	U.S.	4	27,506	4.3	55,262	8.6	640,391
	NON U.S.	5	1,853	0.3	71,959	11.2
		9	29,359	4.6	127,221	19.9
IFED WAHA FIN BASIS	U.S.		10,659	2.3	145,675	31.8	458,161
	NON U.S.		9,113	2.0	53,686	11.7
		9	19,772	4.3	199,361	43.5
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.	4	0	0.0	144,354	42.8	336,944
	NON U.S.	5	0	0.0	89,184	26.5
		9	0	0.0	233,538	69.3
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		5,981	3.1	43,888	22.6	193,939
	NON U.S.		860	0.4	32,147	16.6
		7	6,841	3.5	76,035	39.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,022	0.9	197,341	29.7	663,667
	NON U.S.	5	13,078	2.0	67,143	10.1
		9	19,100	2.9	264,484	39.9
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		2,031	0.9	58,294	27.1	215,067
	NON U.S.		0	0.0	59,526	27.7
		6	2,031	0.9	117,820	54.8
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		10,468	6.1	889	0.5	171,288
	NON U.S.		10,047	5.9	27,475	16.0
		8	20,515	12.0	28,364	16.6
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		7,684	4.1	1,778	0.9	189,372
	NON U.S.		6,986	3.7	29,854	15.8
		7	14,670	7.7	31,632	16.7
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		62	0.0	46,492	20.2	229,667
	NON U.S.		8,083	3.5	11,932	5.2
		5	8,145	3.5	58,424	25.4
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		716	0.3	18,457	8.9	208,094
	NON U.S.		0	0.0	19,425	9.3
		5	716	0.3	37,882	18.2
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		184	0.2	290	0.3	99,385
	NON U.S.		9,017	9.1	24,355	24.5
		6	9,201	9.3	24,645	24.8
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		2,295	1.4	17,009	10.2	166,597
	NON U.S.		1,312	0.8	34,162	20.5
		7	3,607	2.2	51,171	30.7
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)	U.S.		10,007	4.1	19,212	7.8	244,800
	NON U.S.		0	0.0	8,484	3.5
		6	10,007	4.1	27,696	11.3
IFED TETCO M2 Basis (Receipts)	U.S.		71,861	20.6	146,904	42.1	349,239
	NON U.S.		3,992	1.1	21,754	6.2
		5	75,853	21.7	168,658	48.3
IFED REX ZONE 3 BASIS	U.S.		31	0.0	19,256	9.1	210,707
	NON U.S.		0	0.0	8,557	4.1
		5	31	0.0	27,813	13.2
NYME NATURAL GAS	U.S.	4	38,477	3.2	29,904	2.5	1,205,198
	NON U.S.	13	47,396	3.9	44,490	3.7
		17	85,873	7.1	74,394	6.2
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,177	1.2	93,298	26.2	355,618
	NON U.S.	6	3,680	1.0	45,416	12.8
		10	7,857	2.2	138,714	39.0
NYME HENRY HUB PENULTIMATE FIN	U.S.		37,673	27.1	3,258	2.3	138,760
	NON U.S.		31,688	22.8	1,328	1.0
		8	69,361	50.0	4,586	3.3
CBT SOYBEAN MEAL	U.S.		5,674	1.4	0	0.0	402,730
	NON U.S.		36,475	9.1	5,404	1.3
		14	42,149	10.5	5,404	1.3
ICUS COTTON NO. 2	U.S.		3,493	1.5	850	0.4	240,280
	NON U.S.		20,501	8.5	12,921	5.4
		14	23,994	10.0	13,771	5.7
NYME HENRY HUB	U.S.	4	10,341	1.7	266,277	42.8	622,757
	NON U.S.	8	45,699	7.3	158,203	25.4
		12	56,040	9.0	424,480	68.2
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.		95,670	34.2	7,607	2.7	279,955
	NON U.S.		61,519	22.0	10,546	3.8
		11	157,189	56.1	18,153	6.5
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	4	19,535	0.9	11,363	0.5	2,281,368
	NON U.S.	14	29,612	1.3	148,908	6.5
		18	49,147	2.2	160,271	7.0
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	6	54,519	1.5	9,214	0.3	3,556,876
	NON U.S.	31	45,867	1.3	82,970	2.3
		37	100,386	2.8	92,184	2.6
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,242	0.3	7,859	0.6	1,269,560
	NON U.S.		10,028	0.8	10,632	0.8
		8	13,270	1.0	18,491	1.5
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	4	13,370	0.4	23,210	0.7	3,500,914
	NON U.S.	21	55,126	1.6	29,257	0.8
		25	68,496	2.0	52,467	1.5
CBT 30-DAY FEDERAL FUNDS	U.S.	5	181,562	18.4	51,573	5.2	985,434
	NON U.S.	18	70,549	7.2	60,036	6.1
		23	252,111	25.6	111,609	11.3
CME LEAN HOGS	NON U.S.		14,212	5.4	6,846	2.6	263,683
		9	14,212	5.4	6,846	2.6
CME LIVE CATTLE	NON U.S.	8	19,261	5.8	640	0.2	334,771
		8	19,261	5.8	640	0.2
CME FEEDER CATTLE	NON U.S.		1,182	2.8	105	0.2	42,375
		6	1,182	2.8	105	0.2
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		690	3.7	3,112	16.5	18,819
	NON U.S.		47	0.2	3,137	16.7
		6	737	3.9	6,249	33.2
IFED PROPANE OPIS CONWAY INWELL FP	U.S.		295	5.1	330	5.7	5,751
	NON U.S.		225	3.9	1,302	22.6
		5	520	9.0	1,632	28.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	3,945	20.0	19,714
	NON U.S.		0	0.0	4,850	24.6
		6	0	0.0	8,795	44.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		3,326	6.2	2,744	5.1	53,650
	NON U.S.		2,914	5.4	2,258	4.2
		8	6,240	11.6	5,002	9.3
NYME PROPANE NON-LDH MT BEL	U.S.	4	0	0.0	12,378	20.8	59,494
	NON U.S.	5	0	0.0	10,516	17.7
		9	0	0.0	22,894	38.5
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		3,544	2.5	10,886	7.8	140,408
	NON U.S.		1,123	0.8	8,683	6.2
		8	4,667	3.3	19,569	13.9
NYME MT BELVIEU ETHANE OPIS	U.S.		909	1.9	6,529	13.8	47,369
	NON U.S.		0	0.0	9,896	20.9
		7	909	1.9	16,425	34.7
NYME MT BELV NORM BUTANE OPIS	U.S.	4	0	0.0	7,706	14.4	53,384
	NON U.S.	4	22	0.0	5,627	10.5
		8	22	0.0	13,333	25.0
NYME MT BELV NAT GASOLINE OPIS	U.S.		621	2.1	4,290	14.6	29,305
	NON U.S.		207	0.7	4,168	14.2
		7	828	2.8	8,458	28.9
NYME MT BELV ISO-BUTANE 5 DEC	U.S.		126	2.0	1,081	17.6	6,159
	NON U.S.		0	0.0	1,132	18.4
		5	126	2.0	2,213	35.9
NYME CONWAY PROPANE (OPIS)	U.S.		1,208	8.4	254	1.8	14,311
	NON U.S.		60	0.4	3,382	23.6
		6	1,268	8.9	3,636	25.4
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		21,169	4.0	75,270	14.3	528,080
	NON U.S.		5,243	1.0	8,248	1.6
		7	26,412	5.0	83,518	15.8
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		30	0.0	75	0.1	64,652
	NON U.S.		0	0.0	23,124	35.8
		7	30	0.0	23,199	35.9
IFED CRUDE DIFF-TMX SW 1A INDEX	U.S.		0	0.0	132	0.6	21,533
	NON U.S.		0	0.0	14,263	66.2
		7	0	0.0	14,395	66.9
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		33,041	18.1	64,791	35.5	182,538
	NON U.S.		6	0.0	35,028	19.2
		7	33,047	18.1	99,819	54.7
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	10,919	0.4	297,315	11.9	2,491,831
	NON U.S.	15	48,013	1.9	237,346	9.5
		19	58,932	2.4	534,661	21.5
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	10,794	7.2	16,623	11.0	150,784
	NON U.S.	8	8,592	5.7	31,321	20.8
		12	19,386	12.9	47,944	31.8
NYME BRENT CRUDE OIL LAST DAY	U.S.		4,866	2.5	2,964	1.5	194,005
	NON U.S.		676	0.3	385	0.2
		6	5,542	2.9	3,349	1.7
NYME WTI HOUSTON ARGUS/WTI TR MO	U.S.		285	0.2	20,523	14.7	140,018
	NON U.S.		0	0.0	3,370	2.4
		5	285	0.2	23,893	17.1
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		4,038	7.1	23,961	41.9	57,197
	NON U.S.		0	0.0	14,251	24.9
		6	4,038	7.1	38,212	66.8
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		2,456	2.6	8,824	9.5	93,011
	NON U.S.		360	0.4	6,807	7.3
		7	2,816	3.0	15,631	16.8
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		0	0.0	225	1.7	13,330
	NON U.S.		60	0.5	5,407	40.6
		5	60	0.5	5,632	42.3
ICUS COCOA	U.S.		1,081	0.5	0	0.0	206,316
	NON U.S.		4,803	2.3	1,454	0.7
		9	5,884	2.9	1,454	0.7
NYME PALLADIUM	U.S.	4	98	1.0	2,487	25.9	9,611
	NON U.S.	8	700	7.3	347	3.6
		12	798	8.3	2,834	29.5
NYME PLATINUM	U.S.	4	250	0.3	19,472	26.8	72,681
	NON U.S.	19	3,178	4.4	7,756	10.7
		23	3,428	4.7	27,228	37.5
ICUS SUGAR NO. 11	U.S.		12,274	1.2	18,864	1.9	1,009,386
	NON U.S.		52,039	5.2	59,923	5.9
		16	64,313	6.4	78,787	7.8
ICUS COFFEE C	U.S.		4,278	1.6	438	0.2	265,524
	NON U.S.		11,726	4.4	25,751	9.7
		22	16,004	6.0	26,189	9.9
CMX SILVER	U.S.	4	4,096	2.6	38,073	24.0	158,349
	NON U.S.	20	9,656	6.1	29,905	18.9
		24	13,752	8.7	67,978	42.9
CMX COPPER-GRADE #1	U.S.		3,893	1.5	103	0.0	251,989
	NON U.S.		12,005	4.8	1,665	0.7
		14	15,898	6.3	1,768	0.7
CMX GOLD	U.S.	5	11,997	2.6	71,626	15.3	467,008
	NON U.S.	32	39,784	8.5	102,971	22.0
		37	51,781	11.1	174,597	37.4
CME SWISS FRANC	U.S.		4,826	9.2	0	0.0	52,707
	NON U.S.		2,983	5.7	1,548	2.9
		5	7,809	14.8	1,548	2.9
CME MEXICAN PESO	NON U.S.	9	1,700	1.1	34,673	21.7	159,755
		9	1,700	1.1	34,673	21.7
CME BRITISH POUND STERLING	U.S.		378	0.2	23,220	13.7	169,363
	NON U.S.		2,326	1.4	5,899	3.5
		8	2,704	1.6	29,119	17.2
CME EURO FX	U.S.		19,277	2.8	137,391	19.7	698,229
	NON U.S.		24,701	3.5	40,784	5.8
		19	43,978	6.3	178,175	25.5
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		6,582	1.6	3,270	0.8	409,863
	NON U.S.		12,717	3.1	3,693	0.9
		11	19,299	4.7	6,963	1.7
E VIX FUTURES	U.S.		828	0.2	1,830	0.5	386,381
	NON U.S.		52,529	13.6	4,311	1.1
		8	53,357	13.8	6,141	1.6
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	5,639	6.3	304	0.3	89,395
	NON U.S.	7	3,892	4.4	5,372	6.0
		11	9,531	10.7	5,676	6.3
CME 3-MONTH EURODOLLARS	U.S.	6	1,701,612	14.9	469,763	4.1	11,453,608
	NON U.S.	33	991,631	8.7	860,895	7.5
		39	2,693,243	23.5	1,330,658	11.6
CME 3-MONTH SOFR	U.S.	5	70,824	14.3	119,553	24.1	495,267
	NON U.S.	16	46,983	9.5	43,577	8.8
		21	117,807	23.8	163,130	32.9
CME 1-MONTH SOFR	U.S.	4	21,494	10.2	39,706	18.9	209,765
	NON U.S.	10	4,251	2.0	18,750	8.9
		14	25,745	12.3	58,456	27.9
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		4,469	34.5	1,448	11.2	12,967
		5	4,469	34.5	1,448	11.2
CME E-MINI S&P ENERGY INDEX	NON U.S.		0	0.0	13,801	48.0	28,728
		5	0	0.0	13,801	48.0
CME E-MINI S&P 500 STOCK INDEX	U.S.	7	38,411	1.4	88,676	3.2	2,767,213
	NON U.S.	25	87,084	3.1	275,073	9.9
		32	125,495	4.5	363,749	13.1
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	956	1.8	51,811
	NON U.S.		344	0.7	18,239	35.2
		5	344	0.7	19,195	37.0
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		309	1.4	8,131	38.0	21,395
		5	309	1.4	8,131	38.0
CME E-MINI S&P MATERIALS INDEX	NON U.S.		927	10.0	4,882	52.8	9,248
		5	927	10.0	4,882	52.8
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		690	7.5	7,165	77.7	9,220
		5	690	7.5	7,165	77.7
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	1,090	6.1	17,964
	NON U.S.		2,766	15.4	393	2.2
		5	2,766	15.4	1,483	8.3
CME S&P 500 TOTAL RETURN INDEX	U.S.	4	12,449	9.9	14,018	11.1	125,938
	NON U.S.	6	17,740	14.1	37,764	30.0
		10	30,189	24.0	51,782	41.1
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.		1,022	0.4	1,760	0.7	244,016
	NON U.S.		33,750	13.8	7,139	2.9
		18	34,772	14.2	8,899	3.6
CME AUSTRALIAN DOLLAR	U.S.		3,800	2.5	830	0.6	149,904
	NON U.S.		470	0.3	3,621	2.4
		5	4,270	2.8	4,451	3.0
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	19,242	3.4	493	0.1	565,395
	NON U.S.	14	42,157	7.5	29,023	5.1
		20	61,399	10.9	29,516	5.2
CME EMINI RUSSELL 1000 VALUE INDEX	U.S.		0	0.0	952	5.5	17,431
	NON U.S.		4,519	25.9	4,556	26.1
		5	4,519	25.9	5,508	31.6
ICUS MSCI EAFE MINI INDEX	U.S.	6	2,716	0.6	7,680	1.8	433,954
	NON U.S.	4	2,166	0.5	38,111	8.8
		10	4,882	1.1	45,791	10.6
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	7,134	0.6	2,246	0.2	1,214,100
	NON U.S.	10	17,377	1.4	127,508	10.5
		15	24,511	2.0	129,754	10.7
CME E-MINI S&P 400 STOCK INDEX	U.S.		847	1.7	0	0.0	49,634
	NON U.S.		246	0.5	3,417	6.9
		5	1,093	2.2	3,417	6.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	360	0.2	11,876	7.1	168,435
	NON U.S.	9	8,291	4.9	32,912	19.5
		13	8,651	5.1	44,788	26.6