March Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 3/1/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,579	3.6	2,877	0.8	372,124
	NON U.S.		34,846	9.4	16,435	4.4
		15	48,425	13.0	19,312	5.2
CBT WHEAT-HRW	U.S.		3,801	1.8	143	0.1	208,293
	NON U.S.		14,392	6.9	4,031	1.9
		10	18,193	8.7	4,174	2.0
CBT CORN	U.S.		30,888	2.1	12	0.0	1,484,670
	NON U.S.		87,082	5.9	5,428	0.4
		13	117,970	7.9	5,440	0.4
CBT SOYBEANS	U.S.		13,331	1.8	2,181	0.3	758,796
	NON U.S.		45,205	6.0	3,663	0.5
		18	58,536	7.7	5,844	0.8
IFED CALIF CARBON 22	NON U.S.		6,838	3.5	61,263	31.1	197,092
		6	6,838	3.5	61,263	31.1
CBT SOYBEAN OIL	U.S.		13,050	3.5	132	0.0	376,480
	NON U.S.		25,274	6.7	450	0.1
		9	38,324	10.2	582	0.2
CBT UST BOND	U.S.	5	1,415	0.1	4,364	0.4	1,113,867
	NON U.S.	10	3,087	0.3	20,217	1.8
		15	4,502	0.4	24,581	2.2
CBT ULTRA UST BOND	U.S.		2,328	0.2	161	0.0	1,266,116
	NON U.S.		853	0.1	13,077	1.0
		6	3,181	0.3	13,238	1.0
NYME NY HARBOR ULSD	U.S.		12,426	4.4	334	0.1	285,261
	NON U.S.		18,583	6.5	1,910	0.7
		11	31,009	10.9	2,244	0.8
IFED NAT GAS ICE LD1	U.S.	4	6,390	0.1	2,304,980	35.9	6,417,522
	NON U.S.	8	96,804	1.5	1,296,893	20.2
		12	103,194	1.6	3,601,873	56.1
IFED NAT GAS ICE PEN	U.S.		88,490	21.9	5,992	1.5	403,578
	NON U.S.		13,952	3.5	34,840	8.6
		9	102,442	25.4	40,832	10.1
IFED NWP ROCKIES FIN BASIS	U.S.	4	1,007	0.4	81,581	29.6	275,229
	NON U.S.	5	15,576	5.7	13,357	4.9
		9	16,583	6.0	94,938	34.5
IFED AECO FIN BASIS	U.S.		0	0.0	22,342	2.8	790,880
	NON U.S.		39,942	5.1	389,590	49.3
		7	39,942	5.1	411,932	52.1
IFED CHICAGO FIN BASIS	U.S.		25,912	8.0	7,693	2.4	325,005
	NON U.S.		2,889	0.9	32,543	10.0
		7	28,801	8.9	40,236	12.4
IFED HSC FIN BASIS	U.S.		56,267	8.6	43,931	6.7	651,904
	NON U.S.		0	0.0	57,642	8.8
		7	56,267	8.6	101,573	15.6
IFED WAHA FIN BASIS	U.S.		8,736	1.6	117,925	21.8	540,575
	NON U.S.		6,422	1.2	24,763	4.6
		6	15,158	2.8	142,688	26.4
IFED CIG ROCKIES BASIS	U.S.		0	0.0	157,872	45.6	346,584
	NON U.S.		0	0.0	61,682	17.8
		6	0	0.0	219,554	63.3
IFED TCO Basis	U.S.		248	0.1	48,914	22.3	219,012
	NON U.S.		0	0.0	37,773	17.2
		6	248	0.1	86,687	39.6
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		618	0.1	300,390	40.2	746,465
	NON U.S.		30,099	4.0	71,580	9.6
		7	30,717	4.1	371,970	49.8
IFED EP SAN JUAN BASIS	U.S.		1,920	1.0	30,768	15.3	201,489
	NON U.S.		0	0.0	31,377	15.6
		7	1,920	1.0	62,145	30.8
IFED HENRY HUB BASIS	U.S.		8,358	4.7	25,602	14.5	176,631
	NON U.S.		3,610	2.0	8,136	4.6
		7	11,968	6.8	33,738	19.1
IFED HENRY HUB INDEX	U.S.		6,612	3.1	28,094	13.2	212,255
	NON U.S.		4,900	2.3	9,309	4.4
		7	11,512	5.4	37,403	17.6
IFED MICHCON BASIS	U.S.		0	0.0	61,170	26.5	231,067
	NON U.S.		4,559	2.0	7,665	3.3
		6	4,559	2.0	68,835	29.8
IFED NGPL TXOK BASIS	U.S.		0	0.0	27,698	11.8	234,112
	NON U.S.		0	0.0	4,942	2.1
		5	0	0.0	32,640	13.9
IFED NWP SUMAS BASIS	U.S.		3,408	4.2	0	0.0	80,541
	NON U.S.		10,518	13.1	15,782	19.6
		7	13,926	17.3	15,782	19.6
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	24,477	46.4	52,805
	NON U.S.		403	0.8	14,960	28.3
		5	403	0.8	39,437	74.7
IFED PANHANDLE BASIS	U.S.		3,226	2.8	11,250	9.7	116,197
	NON U.S.		1,098	0.9	13,239	11.4
		7	4,324	3.7	24,489	21.1
IFED TETCO M2 Basis (Receipts)	U.S.		56,629	17.1	151,222	45.7	330,919
	NON U.S.		2,800	0.8	8,586	2.6
		5	59,429	18.0	159,808	48.3
NYME NAT GAS NYME	U.S.	4	25,373	2.3	44,557	4.0	1,112,832
	NON U.S.	11	50,094	4.5	20,197	1.8
		15	75,467	6.8	64,754	5.8
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,901	0.8	84,285	18.2	463,416
	NON U.S.	7	3,377	0.7	100,100	21.6
		11	7,278	1.6	184,385	39.8
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	56,593	33.7	2,752	1.6	167,851
	NON U.S.	6	37,079	22.1	8,643	5.1
		10	93,672	55.8	11,395	6.8
CBT SOYBEAN MEAL	U.S.		5,976	1.5	0	0.0	397,377
	NON U.S.		35,938	9.0	198	0.0
		10	41,914	10.5	198	0.0
ICUS COTTON NO. 2	U.S.		2,022	0.8	3,160	1.3	238,940
	NON U.S.		19,501	8.2	11,309	4.7
		17	21,523	9.0	14,469	6.1
NYME HENRY HUB	U.S.	4	40,786	7.1	184,620	32.1	575,010
	NON U.S.	6	31,711	5.5	107,027	18.6
		10	72,497	12.6	291,647	50.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	57,762	29.0	9,545	4.8	198,895
	NON U.S.	6	53,696	27.0	16,349	8.2
		10	111,458	56.0	25,894	13.0
CBT UST 2Y NOTE	U.S.	5	17,563	0.9	8,941	0.4	2,047,626
	NON U.S.	37	37,491	1.8	95,629	4.7
		42	55,054	2.7	104,570	5.1
CBT UST 10Y NOTE	U.S.	7	35,136	0.9	16,150	0.4	3,772,058
	NON U.S.	35	43,437	1.2	102,502	2.7
		42	78,573	2.1	118,652	3.1
CBT ULTRA UST 10Y	U.S.		2,847	0.2	30	0.0	1,336,363
	NON U.S.		4,061	0.3	17,068	1.3
		8	6,908	0.5	17,098	1.3
CBT UST 5Y NOTE	U.S.	5	11,513	0.3	13,463	0.4	3,807,232
	NON U.S.	30	32,088	0.8	58,309	1.5
		35	43,601	1.1	71,772	1.9
CBT FED FUNDS	U.S.	6	375,276	20.2	254,299	13.7	1,860,806
	NON U.S.	34	230,973	12.4	222,995	12.0
		40	606,249	32.6	477,294	25.6
CME LEAN HOGS	NON U.S.		14,711	5.3	4,099	1.5	276,835
		9	14,711	5.3	4,099	1.5
CME LIVE CATTLE	NON U.S.	9	20,255	5.7	369	0.1	357,108
		9	20,255	5.7	369	0.1
CME FEEDER CATTLE	NON U.S.		1,097	2.3	112	0.2	48,641
		6	1,097	2.3	112	0.2
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		383	1.2	2,375	7.7	30,655
	NON U.S.		66	0.2	1,809	5.9
		6	449	1.5	4,184	13.6
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		182	1.3	777	5.7	13,735
	NON U.S.		30	0.2	560	4.1
		5	212	1.5	1,337	9.7
IFED PROPANE OPIS CONWAY INWELL FP	U.S.		111	0.9	245	2.0	12,322
	NON U.S.		4,994	40.5	963	7.8
		5	5,105	41.4	1,208	9.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,673	7.1	37,827
	NON U.S.		0	0.0	3,167	8.4
		7	0	0.0	5,840	15.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,537	2.1	1,513	2.1	72,138
	NON U.S.		2,908	4.0	3,949	5.5
		6	4,445	6.2	5,462	7.6
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.7	7,657	18.0	42,639
	NON U.S.		0	0.0	6,551	15.4
		7	300	0.7	14,208	33.3
NYME PROPANE	U.S.		2,505	1.8	6,509	4.8	135,582
	NON U.S.		1,019	0.8	7,142	5.3
		8	3,524	2.6	13,651	10.1
NYME MT BELVIEU ETHANE OPIS	U.S.	4	63	0.1	6,625	15.0	44,085
	NON U.S.	4	0	0.0	4,507	10.2
		8	63	0.1	11,132	25.3
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	4,981	11.4	43,702
	NON U.S.		283	0.6	2,261	5.2
		6	283	0.6	7,242	16.6
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	4,100	12.4	33,145
	NON U.S.		141	0.4	3,886	11.7
		7	141	0.4	7,986	24.1
NYME CONWAY PROPANE (OPIS)	U.S.		413	2.8	259	1.8	14,788
	NON U.S.		410	2.8	1,598	10.8
		5	823	5.6	1,857	12.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		3,610	0.7	47,519	9.0	525,187
	NON U.S.		4,054	0.8	5,780	1.1
		7	7,664	1.5	53,299	10.1
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		480	0.9	10,502	19.3	54,550
		6	480	0.9	10,502	19.3
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	9,267	58.1	15,955
		6	0	0.0	9,267	58.1
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	54,699	47.1	116,170
	NON U.S.		0	0.0	14,065	12.1
		5	0	0.0	68,764	59.2
NYME WTI-PHYSICAL	U.S.	4	6,955	0.3	281,109	13.9	2,028,476
	NON U.S.	14	43,302	2.1	186,615	9.2
		18	50,257	2.5	467,724	23.1
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	8,239	5.9	25,728	18.3	140,310
	NON U.S.	6	13,195	9.4	13,334	9.5
		10	21,434	15.3	39,062	27.8
ICUS COCOA	U.S.		4,804	1.9	575	0.2	252,279
	NON U.S.		6,544	2.6	8,049	3.2
		8	11,348	4.5	8,624	3.4
NYME PALLADIUM	U.S.	4	34	0.5	419	5.8	7,242
	NON U.S.	9	463	6.4	333	4.6
		13	497	6.9	752	10.4
NYME PLATINUM	U.S.	5	482	0.7	20,104	30.7	65,383
	NON U.S.	15	2,812	4.3	6,772	10.4
		20	3,294	5.0	26,876	41.1
ICUS SUGAR NO. 11	U.S.		14,290	1.8	20,631	2.5	816,211
	NON U.S.		47,878	5.9	48,984	6.0
		13	62,168	7.6	69,615	8.5
ICUS COFFEE C	U.S.		1,486	0.6	2,159	0.9	252,545
	NON U.S.		7,825	3.1	26,539	10.5
		23	9,311	3.7	28,698	11.4
CMX SILVER	U.S.	5	5,913	3.8	37,039	23.5	157,391
	NON U.S.	20	10,713	6.8	36,937	23.5
		25	16,626	10.6	73,976	47.0
CMX COPPER- #1	U.S.		8,403	4.3	0	0.0	195,398
	NON U.S.		12,207	6.2	1,093	0.6
		14	20,610	10.5	1,093	0.6
CMX GOLD	U.S.	5	18,171	3.0	82,758	13.4	615,600
	NON U.S.	27	38,462	6.2	130,487	21.2
		32	56,633	9.2	213,245	34.6
CME CANADIAN DOLLAR	U.S.		483	0.3	11,772	8.2	143,507
	NON U.S.		24,580	17.1	6,800	4.7
		7	25,063	17.5	18,572	12.9
CME MEXICAN PESO	NON U.S.		1,211	0.8	16,772	10.8	154,664
		7	1,211	0.8	16,772	10.8
CME BRITISH POUND	U.S.		77,277	36.5	3,052	1.4	211,869
	NON U.S.		7,967	3.8	1,891	0.9
		6	85,244	40.2	4,943	2.3
CME EURO FX	U.S.		715	0.1	201,768	28.0	719,975
	NON U.S.		12,702	1.8	46,762	6.5
		17	13,417	1.9	248,530	34.5
NYME GASOLINE RBOB	U.S.		3,208	0.9	3,896	1.1	362,097
	NON U.S.		12,866	3.6	3,039	0.8
		9	16,074	4.4	6,935	1.9
E VIX FUTURES	U.S.		564	0.2	1,528	0.5	291,214
	NON U.S.		27,556	9.5	10,717	3.7
		9	28,120	9.7	12,245	4.2
CBT DJIA x $5	U.S.	5	8,841	11.3	55	0.1	78,067
	NON U.S.	7	1,062	1.4	14,493	18.6
		12	9,903	12.7	14,548	18.6
CME EURODOLLARS-3M	U.S.	6	2,180,345	19.6	590,850	5.3	11,107,908
	NON U.S.	24	751,673	6.8	485,618	4.4
		30	2,932,018	26.4	1,076,468	9.7
CME SOFR-3M	U.S.	11	907,333	26.7	510,520	15.0	3,398,766
	NON U.S.	49	413,699	12.2	407,727	12.0
		60	1,321,032	38.9	918,247	27.0
CME SOFR-1M	U.S.	6	47,050	13.9	59,190	17.5	338,290
	NON U.S.	20	31,717	9.4	54,747	16.2
		26	78,767	23.3	113,937	33.7
ICUS CANOLA	NON U.S.		100	0.1	1,467	1.0	148,654
		5	100	0.1	1,467	1.0
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		0	0.0	400	2.0	19,728
	NON U.S.		3,334	16.9	13,021	66.0
		7	3,334	16.9	13,421	68.0
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	1,210	3.1	38,720
	NON U.S.		0	0.0	25,432	65.7
		7	0	0.0	26,642	68.8
CME E-MINI S&P 500	U.S.	8	53,786	2.3	76,778	3.2	2,387,492
	NON U.S.	21	87,209	3.7	46,320	1.9
		29	140,995	5.9	123,098	5.2
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		7,841	26.1	14,432	48.0	30,047
		5	7,841	26.1	14,432	48.0
CME E-MINI S&P MATERIALS INDEX	U.S.		0	0.0	235	1.8	13,260
	NON U.S.		1,110	8.4	4,240	32.0
		5	1,110	8.4	4,475	33.7
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	1,200	7.1	16,867
	NON U.S.		4,094	24.3	4,092	24.3
		6	4,094	24.3	5,292	31.4
CME S&P 500 TOTAL RETURN INDEX	U.S.		2,000	2.4	8,301	10.1	82,540
	NON U.S.		17,862	21.6	46,999	56.9
		8	19,862	24.1	55,300	67.0
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		20,500	11.1	9,994	5.4	185,336
	NON U.S.		15,999	8.6	36,345	19.6
		6	36,499	19.7	46,339	25.0
CMX ALUMINUM MWP	U.S.		4,749	18.7	0	0.0	25,369
	NON U.S.		1,121	4.4	0	0.0
		5	5,870	23.1	0	0.0
CME NASDAQ MINI	U.S.	4	11,465	4.6	436	0.2	249,537
	NON U.S.	8	26,119	10.5	2,804	1.1
		12	37,584	15.1	3,240	1.3
CME RUSSELL E-MINI	U.S.	7	27,138	5.3	1,076	0.2	509,940
	NON U.S.	13	40,571	8.0	8,501	1.7
		20	67,709	13.3	9,577	1.9
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		1,656	3.1	1,280	2.4	52,878
		5	1,656	3.1	1,280	2.4
ICUS MSCI EAFE	U.S.	4	2,496	0.6	9,562	2.5	389,404
	NON U.S.	6	1,582	0.4	50,987	13.1
		10	4,078	1.0	60,549	15.5
ICUS MSCI EM INDEX	U.S.	4	5,965	0.5	167	0.0	1,201,390
	NON U.S.	9	12,225	1.0	79,263	6.6
		13	18,190	1.5	79,430	6.6
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		16	0.0	25,736	13.4	192,293
	NON U.S.		5,988	3.1	23,724	12.3
		12	6,004	3.1	49,460	25.7