November Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 11/2/2021
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,093	3.2	2,044	0.5	409,137
	NON U.S.		32,356	7.9	17,122	4.2
		17	45,449	11.1	19,166	4.7
CBT WHEAT-HRW	U.S.		3,483	1.5	0	0.0	235,472
	NON U.S.		15,159	6.4	3,252	1.4
		9	18,642	7.9	3,252	1.4
CBT CORN	U.S.		27,855	1.8	444	0.0	1,506,602
	NON U.S.		79,038	5.2	4,521	0.3
		15	106,893	7.1	4,965	0.3
CBT SOYBEANS	U.S.		13,841	2.2	560	0.1	620,172
	NON U.S.		40,624	6.6	1,804	0.3
		14	54,465	8.8	2,364	0.4
IFED CALIF CARBON ALLOWANCE V2022	NON U.S.		1,130	1.0	50,780	44.0	115,379
		5	1,130	1.0	50,780	44.0
CBT SOYBEAN OIL	U.S.		11,985	2.8	2,080	0.5	426,455
	NON U.S.		28,401	6.7	4,397	1.0
		13	40,386	9.5	6,477	1.5
CBT U.S. TREASURY BONDS	U.S.		1,300	0.1	6,518	0.6	1,158,749
	NON U.S.		5,432	0.5	26,112	2.3
		15	6,732	0.6	32,630	2.8
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		17,024	4.0	921	0.2	426,636
	NON U.S.		17,119	4.0	1,043	0.2
		11	34,143	8.0	1,964	0.5
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	9,111	0.1	2,333,790	35.8	6,519,890
	NON U.S.	9	110,810	1.7	1,286,062	19.7
		14	119,921	1.8	3,619,852	55.5
IFED NATURAL GAS PENULTIMATE ICE	U.S.		54,115	13.0	18,977	4.6	415,247
	NON U.S.		10,752	2.6	39,705	9.6
		9	64,867	15.6	58,682	14.1
IFED NWP ROCKIES FIN BASIS	U.S.	4	1,127	0.4	81,179	30.4	267,327
	NON U.S.	5	13,898	5.2	19,901	7.4
		9	15,025	5.6	101,080	37.8
IFED AECO FIN BASIS	U.S.		0	0.0	21,113	2.5	836,903
	NON U.S.		34,549	4.1	423,786	50.6
		7	34,549	4.1	444,899	53.2
IFED CHICAGO FIN BASIS	U.S.		28,141	9.0	6,954	2.2	312,773
	NON U.S.		3,657	1.2	36,796	11.8
		7	31,798	10.2	43,750	14.0
IFED HSC FIN BASIS	U.S.		21,648	3.7	53,254	9.1	587,640
	NON U.S.		153	0.0	66,040	11.2
		7	21,801	3.7	119,294	20.3
IFED WAHA FIN BASIS	U.S.		8,402	1.9	101,923	23.0	443,492
	NON U.S.		8,878	2.0	28,975	6.5
		8	17,280	3.9	130,898	29.5
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.	4	0	0.0	167,495	51.2	327,081
	NON U.S.	5	0	0.0	76,017	23.2
		9	0	0.0	243,512	74.5
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		1,915	1.0	42,216	22.9	184,445
	NON U.S.		780	0.4	29,641	16.1
		6	2,695	1.5	71,857	39.0
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		642	0.1	300,973	43.4	693,377
	NON U.S.		35,858	5.2	45,552	6.6
		8	36,500	5.3	346,525	50.0
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		4,070	2.4	35,562	20.6	172,224
	NON U.S.		0	0.0	36,435	21.2
		6	4,070	2.4	71,997	41.8
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		9,702	6.5	2,530	1.7	150,375
	NON U.S.		6,020	4.0	9,426	6.3
		7	15,722	10.5	11,956	8.0
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		7,871	4.8	2,665	1.6	162,849
	NON U.S.		8,358	5.1	12,468	7.7
		7	16,229	10.0	15,133	9.3
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		856	0.4	59,428	25.3	234,963
	NON U.S.		4,559	1.9	7,619	3.2
		6	5,415	2.3	67,047	28.5
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		0	0.0	21,583	11.5	187,197
	NON U.S.		0	0.0	9,945	5.3
		5	0	0.0	31,528	16.8
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		2,546	2.9	0	0.0	88,093
	NON U.S.		15,083	17.1	18,342	20.8
		7	17,629	20.0	18,342	20.8
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		2,333	2.0	12,460	10.8	115,794
	NON U.S.		1,189	1.0	20,529	17.7
		7	3,522	3.0	32,989	28.5
IFED TETCO M2 Basis (Receipts)	U.S.		63,183	19.4	145,117	44.5	326,277
	NON U.S.		2,844	0.9	12,594	3.9
		5	66,027	20.2	157,711	48.3
NYME NATURAL GAS	U.S.	4	30,576	2.4	38,680	3.1	1,267,227
	NON U.S.	11	52,275	4.1	22,681	1.8
		15	82,851	6.5	61,361	4.8
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,817	0.9	106,623	19.7	541,637
	NON U.S.	9	2,898	0.5	121,682	22.5
		13	7,715	1.4	228,305	42.2
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	48,295	27.7	3,657	2.1	174,072
	NON U.S.	6	29,655	17.0	6,438	3.7
		10	77,950	44.8	10,095	5.8
CBT SOYBEAN MEAL	U.S.		9,159	2.0	0	0.0	447,015
	NON U.S.		30,181	6.8	5,821	1.3
		13	39,340	8.8	5,821	1.3
ICUS COTTON NO. 2	U.S.		4,559	1.6	3,388	1.2	284,931
	NON U.S.		17,864	6.3	10,278	3.6
		16	22,423	7.9	13,666	4.8
NYME HENRY HUB	U.S.	4	7,834	1.5	226,626	42.6	532,278
	NON U.S.	7	36,557	6.9	108,949	20.5
		11	44,391	8.3	335,575	63.0
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	60,950	29.6	8,753	4.3	205,879
	NON U.S.	6	45,646	22.2	15,730	7.6
		10	106,596	51.8	24,483	11.9
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	4	22,204	1.1	15,621	0.8	2,052,533
	NON U.S.	27	26,114	1.3	67,466	3.3
		31	48,318	2.4	83,087	4.0
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	5	85,416	2.1	5,990	0.2	3,973,988
	NON U.S.	36	81,632	2.1	112,460	2.8
		41	167,048	4.2	118,450	3.0
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,125	0.2	3,131	0.2	1,579,463
	NON U.S.		525	0.0	23,742	1.5
		9	3,650	0.2	26,873	1.7
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	5	14,197	0.4	12,243	0.3	3,568,732
	NON U.S.	27	32,705	0.9	72,370	2.0
		32	46,902	1.3	84,613	2.4
CBT 30-DAY FEDERAL FUNDS	U.S.	6	240,880	20.7	159,473	13.7	1,160,971
	NON U.S.	21	111,423	9.6	156,114	13.4
		27	352,303	30.3	315,587	27.2
CME LEAN HOGS	NON U.S.		14,734	6.3	4,033	1.7	233,482
		9	14,734	6.3	4,033	1.7
CME LIVE CATTLE	NON U.S.	8	18,430	6.2	232	0.1	296,599
		8	18,430	6.2	232	0.1
CME FEEDER CATTLE	NON U.S.		897	2.1	134	0.3	42,349
		6	897	2.1	134	0.3
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		371	2.9	1,586	12.5	12,690
	NON U.S.		27	0.2	1,263	10.0
		6	398	3.1	2,849	22.5
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,115	7.8	27,137
	NON U.S.		0	0.0	3,797	14.0
		7	0	0.0	5,912	21.8
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,340	2.2	2,169	3.5	61,962
	NON U.S.		3,561	5.7	627	1.0
		6	4,901	7.9	2,796	4.5
NYME PROPANE NON-LDH MT BEL	U.S.	4	0	0.0	8,262	19.2	43,085
	NON U.S.	4	20	0.0	8,365	19.4
		8	20	0.0	16,627	38.6
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		2,085	1.5	6,397	4.6	138,048
	NON U.S.		964	0.7	8,909	6.5
		9	3,049	2.2	15,306	11.1
NYME MT BELVIEU ETHANE OPIS	U.S.		0	0.0	7,057	15.2	46,502
	NON U.S.		0	0.0	6,247	13.4
		9	0	0.0	13,304	28.6
NYME MT BELV NORM BUTANE OPIS	U.S.		1,096	2.0	4,606	8.3	55,182
	NON U.S.		386	0.7	3,171	5.7
		8	1,482	2.7	7,777	14.1
NYME MT BELV NAT GASOLINE OPIS	U.S.	4	403	1.4	3,937	13.3	29,685
	NON U.S.	4	119	0.4	4,346	14.6
		8	522	1.8	8,283	27.9
NYME CONWAY PROPANE (OPIS)	U.S.		582	2.6	220	1.0	22,780
	NON U.S.		321	1.4	1,942	8.5
		6	903	4.0	2,162	9.5
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		7,104	1.4	51,400	10.2	504,577
	NON U.S.		6,241	1.2	8,415	1.7
		9	13,345	2.6	59,815	11.9
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	13,620	21.7	62,907
		6	0	0.0	13,620	21.7
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	8,227	61.8	13,318
		6	0	0.0	8,227	61.8
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		3,840	3.3	52,593	44.9	117,233
	NON U.S.		0	0.0	26,353	22.5
		8	3,840	3.3	78,946	67.3
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	8,931	0.4	303,741	14.3	2,121,461
	NON U.S.	14	52,186	2.5	197,107	9.3
		18	61,117	2.9	500,848	23.6
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	7,338	5.4	20,764	15.2	136,983
	NON U.S.	8	14,721	10.7	13,412	9.8
		12	22,059	16.1	34,176	24.9
NYME BRENT CRUDE OIL LAST DAY	U.S.		668	0.4	1,011	0.6	183,766
	NON U.S.		997	0.5	26	0.0
		5	1,665	0.9	1,037	0.6
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		1,204	2.8	15,298	35.4	43,164
	NON U.S.		0	0.0	10,614	24.6
		5	1,204	2.8	25,912	60.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		1,365	1.9	11,097	15.4	71,907
	NON U.S.		120	0.2	1,886	2.6
		7	1,485	2.1	12,983	18.1
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		0	0.0	25	0.3	8,752
	NON U.S.		0	0.0	3,565	40.7
		5	0	0.0	3,590	41.0
ICUS COCOA	U.S.		2,174	0.9	894	0.4	252,906
	NON U.S.		5,855	2.3	6,928	2.7
		9	8,029	3.2	7,822	3.1
NYME PALLADIUM	U.S.		1,193	10.9	528	4.8	10,926
	NON U.S.		939	8.6	316	2.9
		13	2,132	19.5	844	7.7
NYME PLATINUM	U.S.	5	425	0.8	17,906	31.7	56,508
	NON U.S.	16	3,452	6.1	7,363	13.0
		21	3,877	6.9	25,269	44.7
ICUS SUGAR NO. 11	U.S.		561	0.1	22,134	2.5	884,507
	NON U.S.		43,551	4.9	73,413	8.3
		13	44,112	5.0	95,547	10.8
ICUS COFFEE C	U.S.		4,489	1.4	5,839	1.9	310,931
	NON U.S.		9,537	3.1	33,198	10.7
		25	14,026	4.5	39,037	12.6
CMX SILVER	U.S.	4	3,557	2.5	31,203	22.1	141,394
	NON U.S.	21	8,725	6.2	32,241	22.8
		25	12,282	8.7	63,444	44.9
CMX COPPER-GRADE #1	U.S.		6,553	3.0	350	0.2	217,216
	NON U.S.		9,472	4.4	65	0.0
		13	16,025	7.4	415	0.2
CMX GOLD	U.S.	5	13,517	2.7	47,251	9.3	507,616
	NON U.S.	33	37,473	7.4	130,965	25.8
		38	50,990	10.0	178,216	35.1
CME RUSSIAN RUBLE	NON U.S.		105	0.2	19,762	32.1	61,601
		5	105	0.2	19,762	32.1
CME CANADIAN DOLLAR	U.S.		191	0.1	23,676	15.2	156,194
	NON U.S.		942	0.6	4,634	3.0
		6	1,133	0.7	28,310	18.1
CME MEXICAN PESO	NON U.S.		1,479	0.9	93,206	55.6	167,676
		8	1,479	0.9	93,206	55.6
CME BRITISH POUND STERLING	U.S.		587	0.4	15,502	9.3	166,780
	NON U.S.		10,655	6.4	2,971	1.8
		8	11,242	6.7	18,473	11.1
CME EURO FX	U.S.		1,200	0.2	157,274	23.2	678,024
	NON U.S.		20,220	3.0	45,942	6.8
		18	21,420	3.2	203,216	30.0
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		3,560	1.2	3,751	1.2	305,371
	NON U.S.		13,088	4.3	1,355	0.4
		9	16,648	5.5	5,106	1.7
E VIX FUTURES	U.S.		78	0.0	1,951	0.6	353,549
	NON U.S.		55,781	15.8	5,957	1.7
		8	55,859	15.8	7,908	2.2
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.		8,771	7.7	0	0.0	114,131
	NON U.S.		489	0.4	18,414	16.1
		8	9,260	8.1	18,414	16.1
CME 3-MONTH EURODOLLARS	U.S.	7	1,763,688	14.3	479,656	3.9	12,358,986
	NON U.S.	36	1,045,694	8.5	701,592	5.7
		43	2,809,382	22.7	1,181,248	9.6
CME 3-MONTH SOFR	U.S.	7	254,111	25.1	232,777	23.0	1,013,227
	NON U.S.	24	155,225	15.3	79,828	7.9
		31	409,336	40.4	312,605	30.9
CME 1-MONTH SOFR	U.S.	4	34,260	21.5	17,521	11.0	159,042
	NON U.S.	9	7,620	4.8	10,365	6.5
		13	41,880	26.3	27,886	17.5
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	982	3.1	31,767
	NON U.S.		1,285	4.0	18,190	57.3
		6	1,285	4.0	19,172	60.4
CME E-MINI S&P 500 STOCK INDEX	U.S.	5	25,403	1.0	76,484	3.1	2,431,931
	NON U.S.	21	68,045	2.8	154,037	6.3
		26	93,448	3.8	230,521	9.5
CME E-MINI S&P FINANCIAL INDEX	U.S.		545	1.6	0	0.0	35,126
	NON U.S.		8,055	22.9	19,601	55.8
		7	8,600	24.5	19,601	55.8
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		2,799	19.9	6,136	43.7	14,034
		5	2,799	19.9	6,136	43.7
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		931	7.7	0	0.0	12,098
	NON U.S.		2,236	18.5	7,148	59.1
		6	3,167	26.2	7,148	59.1
CME E-MINI S&P UTILITIES INDEX	NON U.S.		0	0.0	9,493	40.1	23,681
		5	0	0.0	9,493	40.1
CME S&P 500 TOTAL RETURN INDEX	U.S.		2,000	1.9	7,600	7.1	106,853
	NON U.S.		18,740	17.5	56,710	53.1
		7	20,740	19.4	64,310	60.2
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.	4	13,001	5.1	1,097	0.4	255,587
	NON U.S.	14	19,195	7.5	14,149	5.5
		18	32,196	12.6	15,246	6.0
CME AUSTRALIAN DOLLAR	U.S.		49,466	30.4	0	0.0	162,888
	NON U.S.		1,438	0.9	1,575	1.0
		6	50,904	31.3	1,575	1.0
CME E-MINI RUSSELL 2000 INDEX	U.S.	5	9,072	2.0	7,798	1.7	455,400
	NON U.S.	12	39,689	8.7	26,075	5.7
		17	48,761	10.7	33,873	7.4
ICUS MSCI EAFE MINI INDEX	U.S.		4,629	1.2	9,229	2.3	397,340
	NON U.S.		1,442	0.4	38,193	9.6
		7	6,071	1.5	47,422	11.9
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	4,415	0.4	541	0.1	1,053,696
	NON U.S.	10	10,947	1.0	93,206	8.8
		15	15,362	1.5	93,747	8.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	5	508	0.2	24,796	10.3	241,102
	NON U.S.	12	6,154	2.6	38,946	16.2
		17	6,662	2.8	63,742	26.4