August Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 8/1/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		14,669	4.5	253	0.1	324,589
	NON U.S.		26,173	8.1	2,756	0.8
		15	40,842	12.6	3,009	0.9
CBT WHEAT-HRW	U.S.		8,445	4.5	57	0.0	186,603
	NON U.S.		15,971	8.6	3,391	1.8
		13	24,416	13.1	3,448	1.8
CBT CORN	U.S.		53,591	4.1	0	0.0	1,317,852
	NON U.S.		78,079	5.9	6,887	0.5
		14	131,670	10.0	6,887	0.5
CBT SOYBEANS	U.S.		26,041	4.1	1,833	0.3	639,859
	NON U.S.		38,160	6.0	10,169	1.6
		14	64,201	10.0	12,002	1.9
IFED CALIF CARBON 23	NON U.S.		1,170	0.7	65,241	36.7	177,808
		8	1,170	0.7	65,241	36.7
IFED RGGI V2023	NON U.S.		2,209	4.1	31,127	58.2	53,441
		5	2,209	4.1	31,127	58.2
CBT SOYBEAN OIL	U.S.		23,816	5.0	1,933	0.4	475,393
	NON U.S.		34,892	7.3	531	0.1
		11	58,708	12.3	2,464	0.5
CBT UST BOND	U.S.	6	24,747	1.9	3,490	0.3	1,293,818
	NON U.S.	10	3,525	0.3	27,195	2.1
		16	28,272	2.2	30,685	2.4
CBT ULTRA UST BOND	U.S.		4,713	0.3	147	0.0	1,542,752
	NON U.S.		2,194	0.1	12,205	0.8
		7	6,907	0.4	12,352	0.8
NYME NY HARBOR ULSD	U.S.		9,045	2.8	4,853	1.5	328,403
	NON U.S.		14,023	4.3	1,990	0.6
		12	23,068	7.0	6,843	2.1
IFED NAT GAS ICE LD1	U.S.	5	14,213	0.2	1,713,768	26.8	6,386,265
	NON U.S.	9	62,927	1.0	1,065,968	16.7
		14	77,140	1.2	2,779,736	43.5
IFED NAT GAS ICE PEN	U.S.		113,933	19.6	78,730	13.5	581,345
	NON U.S.		76,529	13.2	15,473	2.7
		9	190,462	32.8	94,203	16.2
IFED NWP ROCKIES FIN BASIS	U.S.	4	13,056	3.7	43,292	12.3	351,534
	NON U.S.	5	31,516	9.0	144	0.0
		9	44,572	12.7	43,436	12.4
IFED AECO FIN BASIS	U.S.		151	0.0	8,193	0.9	883,198
	NON U.S.		16,966	1.9	495,030	56.0
		7	17,117	1.9	503,223	57.0
IFED CHICAGO FIN BASIS	U.S.		18,459	5.5	5,031	1.5	333,391
	NON U.S.		8,606	2.6	1,571	0.5
		6	27,065	8.1	6,602	2.0
IFED HSC FIN BASIS	U.S.	4	63,799	10.4	14,332	2.3	615,020
	NON U.S.	5	12,605	2.0	43,174	7.0
		9	76,404	12.4	57,506	9.4
IFED WAHA FIN BASIS	U.S.	4	3,846	0.8	127,855	27.5	465,019
	NON U.S.	5	330	0.1	35,539	7.6
		9	4,176	0.9	163,394	35.1
IFED CIG ROCKIES BASIS	U.S.	4	1,443	0.4	204,646	53.0	386,129
	NON U.S.	4	0	0.0	40,851	10.6
		8	1,443	0.4	245,497	63.6
IFED TCO Basis	U.S.		31	0.0	88,195	40.5	217,770
	NON U.S.		1,629	0.7	22,833	10.5
		7	1,660	0.8	111,028	51.0
IFED CG Mainline Basis	U.S.		101	0.0	58,743	21.4	274,513
	NON U.S.		0	0.0	46,549	17.0
		5	101	0.0	105,292	38.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	7,109	0.9	257,409	33.8	760,838
	NON U.S.	5	20,126	2.6	202,631	26.6
		9	27,235	3.6	460,040	60.5
IFED EP SAN JUAN BASIS	U.S.		6,697	3.0	26,291	11.8	223,586
	NON U.S.		0	0.0	21,772	9.7
		5	6,697	3.0	48,063	21.5
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		130,942	28.0	705	0.2	468,042
	NON U.S.		15,908	3.4	0	0.0
		5	146,850	31.4	705	0.2
IFED MICHCON BASIS	U.S.		302	0.1	38,025	14.0	271,585
	NON U.S.		2,875	1.1	9,446	3.5
		6	3,177	1.2	47,471	17.5
IFED NGPL TXOK BASIS	U.S.		1,587	0.6	79,568	31.0	256,786
	NON U.S.		0	0.0	10,252	4.0
		6	1,587	0.6	89,820	35.0
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	13,545	30.5	44,353
	NON U.S.		3,307	7.5	4,750	10.7
		5	3,307	7.5	18,295	41.2
IFED TETCO M2 Basis (Receipts)	U.S.		18,230	4.9	214,416	57.1	375,494
	NON U.S.		0	0.0	13,523	3.6
		5	18,230	4.9	227,939	60.7
IFED TRANSCO LEIDY BASIS	U.S.		1,802	2.1	16,376	19.4	84,581
	NON U.S.		1,460	1.7	8,559	10.1
		5	3,262	3.9	24,935	29.5
NYME NAT GAS NYME	U.S.	4	35,717	3.0	41,246	3.4	1,206,160
	NON U.S.	11	59,838	5.0	23,164	1.9
		15	95,555	7.9	64,410	5.3
NYME HENRY HUB LAST DAY FIN	U.S.	4	2,941	0.8	47,987	13.2	364,435
	NON U.S.	5	2,719	0.7	46,427	12.7
		9	5,660	1.6	94,414	25.9
NYME HENRY HUB PENULTIMATE FIN	U.S.		34,652	18.4	22,243	11.8	188,078
	NON U.S.		49,739	26.4	5,615	3.0
		10	84,391	44.9	27,858	14.8
CBT SOYBEAN MEAL	U.S.		18,515	3.8	159	0.0	489,771
	NON U.S.		34,642	7.1	563	0.1
		11	53,157	10.9	722	0.1
ICUS COTTON NO. 2	U.S.		8,947	4.2	559	0.3	211,204
	NON U.S.		22,767	10.8	12,558	5.9
		14	31,714	15.0	13,117	6.2
NYME HENRY HUB	U.S.	4	9,129	2.2	133,341	31.7	421,003
	NON U.S.	6	21,950	5.2	90,362	21.5
		10	31,079	7.4	223,703	53.1
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	22,965	17.3	14,904	11.2	133,022
	NON U.S.	6	35,660	26.8	10,339	7.8
		10	58,625	44.1	25,243	19.0
CBT UST 2Y NOTE	U.S.	6	15,977	0.4	14,840	0.4	3,634,325
	NON U.S.	29	36,597	1.0	26,810	0.7
		35	52,574	1.4	41,650	1.1
CBT UST 10Y NOTE	U.S.	8	77,274	1.6	13,154	0.3	4,830,156
	NON U.S.	25	28,089	0.6	91,575	1.9
		33	105,363	2.2	104,729	2.2
CBT ULTRA UST 10Y	U.S.		56,591	3.2	828	0.0	1,786,959
	NON U.S.		3,290	0.2	12,473	0.7
		6	59,881	3.4	13,301	0.7
CBT UST 5Y NOTE	U.S.	9	39,356	0.7	38,739	0.7	5,557,476
	NON U.S.	22	74,111	1.3	69,579	1.3
		31	113,467	2.0	108,318	1.9
CBT FED FUNDS	U.S.	6	170,923	11.8	91,915	6.4	1,445,326
	NON U.S.	25	176,216	12.2	108,422	7.5
		31	347,139	24.0	200,337	13.9
CME EURO SHORT TERM RATE	U.S.		1,345	17.9	289	3.8	7,512
	NON U.S.		2,038	27.1	2,230	29.7
		5	3,383	45.0	2,519	33.5
CME LEAN HOGS	U.S.		8,760	4.2	0	0.0	209,937
	NON U.S.		18,415	8.8	3,579	1.7
		11	27,175	12.9	3,579	1.7
CME LIVE CATTLE	U.S.		9,466	2.9	1,115	0.3	320,998
	NON U.S.		16,047	5.0	2	0.0
		10	25,513	7.9	1,117	0.3
CME FEEDER CATTLE	U.S.		791	1.4	8	0.0	58,200
	NON U.S.		1,259	2.2	1,041	1.8
		7	2,050	3.5	1,049	1.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		387	1.4	1,669	5.9	28,149
	NON U.S.		510	1.8	938	3.3
		5	897	3.2	2,607	9.3
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		185	0.7	1,269	4.8	26,400
	NON U.S.		144	0.5	622	2.4
		5	329	1.2	1,891	7.2
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,886	5.9	82,535
	NON U.S.		0	0.0	1,164	1.4
		5	0	0.0	6,050	7.3
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,711	2.2	2,010	1.6	123,845
	NON U.S.		5,287	4.3	485	0.4
		5	7,998	6.5	2,495	2.0
NYME PROPANE NON-LDH MT BEL	U.S.		18	0.0	1,583	2.5	64,136
	NON U.S.		328	0.5	1,515	2.4
		8	346	0.5	3,098	4.8
NYME PROPANE	U.S.		3,419	2.1	4,530	2.7	165,762
	NON U.S.		1,488	0.9	2,833	1.7
		9	4,907	3.0	7,363	4.4
NYME MT BELVIEU ETHANE OPIS	U.S.		323	0.7	2,820	6.4	44,037
	NON U.S.		240	0.5	3,151	7.2
		7	563	1.3	5,971	13.6
NYME MT BELV NORM BUTANE OPIS	U.S.		511	0.8	2,803	4.4	64,209
	NON U.S.		1,111	1.7	1,218	1.9
		6	1,622	2.5	4,021	6.3
NYME MT BELV NAT GASOLINE OPIS	U.S.		55	0.2	1,938	6.2	31,490
	NON U.S.		730	2.3	1,275	4.0
		6	785	2.5	3,213	10.2
NYME CONWAY PROPANE (OPIS)	U.S.		787	2.8	0	0.0	28,064
	NON U.S.		720	2.6	1,596	5.7
		5	1,507	5.4	1,596	5.7
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		9,765	1.9	9,849	1.9	521,014
	NON U.S.		1,431	0.3	2,385	0.5
		5	11,196	2.1	12,234	2.3
IFED WTI CRUDE OIL 1ST LINE	U.S.		2,988	7.5	2,400	6.0	40,100
	NON U.S.		2,298	5.7	0	0.0
		5	5,286	13.2	2,400	6.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	15,800	28.8	54,798
		6	0	0.0	15,800	28.8
NYME WTI-PHYSICAL	U.S.	4	18,581	1.1	183,566	10.5	1,752,072
	NON U.S.	11	36,877	2.1	108,480	6.2
		15	55,458	3.2	292,046	16.7
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	6,035	4.8	32,088	25.3	126,830
	NON U.S.	6	7,649	6.0	11,490	9.1
		10	13,684	10.8	43,578	34.4
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		1,015	0.4	4,076	1.7	235,988
	NON U.S.		150	0.1	183	0.1
		5	1,165	0.5	4,259	1.8
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		2,059	1.0	17,120	8.4	203,008
	NON U.S.		0	0.0	24,659	12.1
		6	2,059	1.0	41,779	20.6
ICUS COCOA	U.S.		2,859	0.8	8,681	2.5	350,955
	NON U.S.		3,914	1.1	13,246	3.8
		9	6,773	1.9	21,927	6.2
NYME PALLADIUM	U.S.		2,996	16.0	215	1.1	18,706
	NON U.S.		1,427	7.6	149	0.8
		13	4,423	23.6	364	1.9
NYME PLATINUM	U.S.	5	1,137	1.7	18,781	27.3	68,875
	NON U.S.	22	3,576	5.2	4,773	6.9
		27	4,713	6.8	23,554	34.2
ICUS SUGAR NO. 11	U.S.		7,275	0.8	22,087	2.4	919,658
	NON U.S.		41,689	4.5	64,050	7.0
		12	48,964	5.3	86,137	9.4
ICUS COFFEE C	U.S.		8,453	4.3	96	0.0	198,202
	NON U.S.		11,257	5.7	10,959	5.5
		18	19,710	9.9	11,055	5.6
CMX SILVER	U.S.	5	3,533	2.5	32,309	22.4	144,138
	NON U.S.	16	8,695	6.0	25,165	17.5
		21	12,228	8.5	57,474	39.9
CMX COPPER- #1	U.S.		13,439	5.7	1,853	0.8	236,399
	NON U.S.		18,649	7.9	7,866	3.3
		17	32,088	13.6	9,719	4.1
CMX GOLD	U.S.	5	23,825	5.4	71,169	16.2	439,383
	NON U.S.	24	35,660	8.1	76,599	17.4
		29	59,485	13.5	147,768	33.6
CME CANADIAN DOLLAR	U.S.		27,000	17.7	3,637	2.4	152,606
	NON U.S.		1,944	1.3	0	0.0
		5	28,944	19.0	3,637	2.4
CME MEXICAN PESO	U.S.		0	0.0	3,992	1.7	236,446
	NON U.S.		612	0.3	1,214	0.5
		7	612	0.3	5,206	2.2
CME BRITISH POUND	U.S.		163	0.1	27,269	12.3	220,906
	NON U.S.		1,053	0.5	5,529	2.5
		6	1,216	0.6	32,798	14.8
CME JAPANESE YEN	U.S.		50,450	22.0	0	0.0	229,015
	NON U.S.		2,399	1.0	6,341	2.8
		8	52,849	23.1	6,341	2.8
CME EURO FX	U.S.		0	0.0	227,717	30.2	755,156
	NON U.S.		13,097	1.7	5,307	0.7
		15	13,097	1.7	233,024	30.9
CME BRAZILIAN REAL	NON U.S.		13,135	21.4	18,303	29.8	61,510
		5	13,135	21.4	18,303	29.8
NYME GASOLINE RBOB	U.S.		9,084	2.5	5,244	1.4	366,551
	NON U.S.		11,594	3.2	3,645	1.0
		12	20,678	5.6	8,889	2.4
CME NZ DOLLAR	U.S.		1,054	2.9	0	0.0	36,091
	NON U.S.		3,582	9.9	699	1.9
		5	4,636	12.8	699	1.9
E VIX FUTURES	U.S.		600	0.1	2,626	0.7	400,082
	NON U.S.		28,603	7.1	5,944	1.5
		9	29,203	7.3	8,570	2.1
CBT DJIA x $5	U.S.		4,122	3.6	59	0.1	113,039
	NON U.S.		5,390	4.8	24,186	21.4
		11	9,512	8.4	24,245	21.4
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		3,197	8.4	0	0.0	38,270
	NON U.S.		468	1.2	4,625	12.1
		5	3,665	9.6	4,625	12.1
CME SOFR-3M	U.S.	19	1,385,292	13.7	585,576	5.8	10,113,567
	NON U.S.	84	919,709	9.1	1,040,111	10.3
		103	2,305,001	22.8	1,625,687	16.1
CME SOFR-1M	U.S.	9	177,900	25.4	57,380	8.2	700,329
	NON U.S.	32	110,731	15.8	87,389	12.5
		41	288,631	41.2	144,769	20.7
ICUS CANOLA	NON U.S.		3,742	1.5	1,332	0.5	244,549
		5	3,742	1.5	1,332	0.5
CME E-MINI S&P CONSUMER DISC INDEX	U.S.		0	0.0	218	2.8	7,846
	NON U.S.		0	0.0	4,883	62.2
		5	0	0.0	5,101	65.0
CME E-MINI S&P CONSU STAPLES INDEX	NON U.S.		174	1.1	10,163	65.8	15,453
		5	174	1.1	10,163	65.8
CME E-MINI S&P 500	U.S.	7	170,913	7.6	17,714	0.8	2,241,749
	NON U.S.	23	56,686	2.5	141,796	6.3
		30	227,599	10.2	159,510	7.1
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		0	0.0	18,271	53.5	34,135
		5	0	0.0	18,271	53.5
CME E-MINI S&P HEALTH CARE INDEX	U.S.		679	4.5	0	0.0	14,936
	NON U.S.		638	4.3	7,067	47.3
		8	1,317	8.8	7,067	47.3
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		211	1.8	0	0.0	11,906
	NON U.S.		236	2.0	6,733	56.6
		6	447	3.8	6,733	56.6
CME E-MINI S&P UTILITIES INDEX	U.S.		577	1.4	279	0.7	39,988
	NON U.S.		8,372	20.9	7,834	19.6
		5	8,949	22.4	8,113	20.3
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	28,996	53.2	54,536
	NON U.S.		3,698	6.8	3,000	5.5
		5	3,698	6.8	31,996	58.7
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	7,889	80.6	9,788
		5	0	0.0	7,889	80.6
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		28,550	7.8	65,970	18.0	367,352
	NON U.S.		39,908	10.9	90,220	24.6
		9	68,458	18.6	156,190	42.5
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		2	0.0	6,110	79.1	7,726
	NON U.S.		34	0.4	345	4.5
		5	36	0.5	6,455	83.5
CMX ALUMINUM MWP	U.S.		9,069	33.1	0	0.0	27,394
	NON U.S.		3,164	11.5	0	0.0
		5	12,233	44.7	0	0.0
CME NASDAQ MINI	U.S.	5	10,551	4.0	1,741	0.7	262,908
	NON U.S.	12	14,036	5.3	28,231	10.7
		17	24,587	9.4	29,972	11.4
CME RUSSELL E-MINI	U.S.	8	25,129	4.9	7,576	1.5	515,705
	NON U.S.	17	59,214	11.5	14,145	2.7
		25	84,343	16.4	21,721	4.2
ICUS MSCI EAFE	U.S.	6	16,822	4.1	13,024	3.2	405,924
	NON U.S.	5	4,176	1.0	73,293	18.1
		11	20,998	5.2	86,317	21.3
ICUS MSCI EM INDEX	U.S.	6	25,110	2.2	12,657	1.1	1,132,280
	NON U.S.	15	26,899	2.4	70,559	6.2
		21	52,009	4.6	83,216	7.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		205	0.1	25,435	12.3	206,571
	NON U.S.		15,000	7.3	37,884	18.3
		13	15,205	7.4	63,319	30.7
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		8,834	25.1	0	0.0	35,255
	NON U.S.		912	2.6	16,336	46.3
		5	9,746	27.6	16,336	46.3