May Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 5/2/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,828	3.7	1,774	0.5	373,634
	NON U.S.		26,815	7.2	6,296	1.7
		15	40,643	10.9	8,070	2.2
CBT WHEAT-HRW	U.S.		8,649	4.6	1,166	0.6	187,544
	NON U.S.		16,705	8.9	4,476	2.4
		13	25,354	13.5	5,642	3.0
CBT CORN	U.S.		68,437	5.6	326	0.0	1,223,954
	NON U.S.		84,471	6.9	9,002	0.7
		15	152,908	12.5	9,328	0.8
CBT SOYBEANS	U.S.		24,623	4.1	8,761	1.5	601,051
	NON U.S.		38,061	6.3	6,697	1.1
		16	62,684	10.4	15,458	2.6
IFED CALIF CARBON 23	NON U.S.		5,606	3.1	68,254	38.1	179,247
		8	5,606	3.1	68,254	38.1
CBT SOYBEAN OIL	U.S.		20,178	4.3	1,845	0.4	472,547
	NON U.S.		29,561	6.3	1,443	0.3
		11	49,739	10.5	3,288	0.7
CBT UST BOND	U.S.	5	2,648	0.2	6,036	0.5	1,186,143
	NON U.S.	8	97	0.0	28,582	2.4
		13	2,745	0.2	34,618	2.9
CBT ULTRA UST BOND	U.S.		5,226	0.4	276	0.0	1,450,044
	NON U.S.		1,526	0.1	12,907	0.9
		6	6,752	0.5	13,183	0.9
NYME NY HARBOR ULSD	U.S.		7,344	2.6	4,421	1.5	285,472
	NON U.S.		13,461	4.7	801	0.3
		10	20,805	7.3	5,222	1.8
IFED NAT GAS ICE LD1	U.S.	5	16,771	0.3	1,733,202	27.4	6,325,353
	NON U.S.	9	74,742	1.2	1,089,169	17.2
		14	91,513	1.4	2,822,371	44.6
IFED NAT GAS ICE PEN	U.S.		102,113	14.7	92,971	13.4	695,778
	NON U.S.		71,123	10.2	16,972	2.4
		9	173,236	24.9	109,943	15.8
IFED NWP ROCKIES FIN BASIS	U.S.	4	11,431	3.1	50,407	13.6	370,738
	NON U.S.	5	22,443	6.1	1,692	0.5
		9	33,874	9.1	52,099	14.1
IFED AECO FIN BASIS	U.S.		151	0.0	10,196	1.2	869,671
	NON U.S.		16,789	1.9	507,312	58.3
		7	16,940	1.9	517,508	59.5
IFED CHICAGO FIN BASIS	U.S.		19,173	5.1	4,524	1.2	372,386
	NON U.S.		6,074	1.6	3,591	1.0
		6	25,247	6.8	8,115	2.2
IFED HSC FIN BASIS	U.S.	4	55,838	9.7	19,093	3.3	578,231
	NON U.S.	5	7,053	1.2	33,686	5.8
		9	62,891	10.9	52,779	9.1
IFED WAHA FIN BASIS	U.S.	4	3,918	0.8	145,495	28.4	511,608
	NON U.S.	5	1,621	0.3	32,094	6.3
		9	5,539	1.1	177,589	34.7
IFED CIG ROCKIES BASIS	U.S.		2,207	0.6	204,636	52.8	387,537
	NON U.S.		0	0.0	43,710	11.3
		7	2,207	0.6	248,346	64.1
IFED TCO Basis	U.S.		0	0.0	88,681	40.8	217,292
	NON U.S.		2,100	1.0	28,200	13.0
		6	2,100	1.0	116,881	53.8
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,371	0.8	261,666	32.6	803,245
	NON U.S.	5	27,999	3.5	195,811	24.4
		9	34,370	4.3	457,477	57.0
IFED EP SAN JUAN BASIS	U.S.		2,108	0.9	30,245	13.3	227,493
	NON U.S.		0	0.0	33,456	14.7
		5	2,108	0.9	63,701	28.0
IFED MICHCON BASIS	U.S.		514	0.2	44,731	16.5	271,187
	NON U.S.		3,639	1.3	10,164	3.7
		6	4,153	1.5	54,895	20.2
IFED NGPL TXOK BASIS	U.S.		2,600	0.9	83,865	29.7	282,232
	NON U.S.		0	0.0	7,502	2.7
		5	2,600	0.9	91,367	32.4
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	17,086	39.5	43,306
	NON U.S.		1,068	2.5	6,629	15.3
		5	1,068	2.5	23,715	54.8
IFED TETCO M2 Basis (Receipts)	U.S.		20,642	5.3	206,901	53.5	386,884
	NON U.S.		0	0.0	13,039	3.4
		5	20,642	5.3	219,940	56.8
IFED TRANSCO LEIDY BASIS	U.S.		1,712	1.6	20,802	19.7	105,672
	NON U.S.		1,460	1.4	11,035	10.4
		5	3,172	3.0	31,837	30.1
NYME NAT GAS NYME	U.S.	4	50,064	3.8	38,663	2.9	1,330,247
	NON U.S.	11	61,044	4.6	16,722	1.3
		15	111,108	8.4	55,385	4.2
NYME HENRY HUB LAST DAY FIN	U.S.	4	2,028	0.5	49,772	12.9	384,523
	NON U.S.	6	2,968	0.8	42,639	11.1
		10	4,996	1.3	92,411	24.0
NYME HENRY HUB PENULTIMATE FIN	U.S.		38,923	19.7	12,416	6.3	198,030
	NON U.S.		48,891	24.7	7,633	3.9
		10	87,814	44.3	20,049	10.1
CBT SOYBEAN MEAL	U.S.		18,039	4.2	0	0.0	428,013
	NON U.S.		31,490	7.4	711	0.2
		11	49,529	11.6	711	0.2
ICUS COTTON NO. 2	U.S.		9,028	5.2	385	0.2	172,788
	NON U.S.		16,598	9.6	9,087	5.3
		14	25,626	14.8	9,472	5.5
NYME HENRY HUB	U.S.	4	7,667	1.7	151,387	34.0	445,841
	NON U.S.	6	20,938	4.7	104,361	23.4
		10	28,605	6.4	255,748	57.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	22,765	16.1	10,359	7.3	141,783
	NON U.S.	6	40,552	28.6	9,833	6.9
		10	63,317	44.7	20,192	14.2
CBT UST 2Y NOTE	U.S.	7	7,308	0.3	22,072	0.8	2,757,977
	NON U.S.	19	12,018	0.4	49,466	1.8
		26	19,326	0.7	71,538	2.6
CBT UST 10Y NOTE	U.S.	4	56,748	1.3	19,996	0.5	4,396,673
	NON U.S.	24	32,787	0.7	87,497	2.0
		28	89,535	2.0	107,493	2.4
CBT ULTRA UST 10Y	U.S.		2,986	0.2	3,846	0.2	1,634,769
	NON U.S.		3,284	0.2	7,000	0.4
		5	6,270	0.4	10,846	0.7
CBT UST 5Y NOTE	U.S.	6	16,525	0.3	22,766	0.5	4,760,542
	NON U.S.	23	34,971	0.7	92,380	1.9
		29	51,496	1.1	115,146	2.4
CBT FED FUNDS	U.S.	6	122,911	8.3	111,979	7.5	1,483,670
	NON U.S.	29	179,773	12.1	111,847	7.5
		35	302,684	20.4	223,826	15.1
CME LEAN HOGS	U.S.		7,813	3.4	0	0.0	230,279
	NON U.S.		18,286	7.9	4,858	2.1
		11	26,099	11.3	4,858	2.1
CME LIVE CATTLE	U.S.		9,957	2.9	994	0.3	347,280
	NON U.S.		17,545	5.1	2,480	0.7
		10	27,502	7.9	3,474	1.0
CME FEEDER CATTLE	U.S.		883	1.4	0	0.0	60,960
	NON U.S.		1,531	2.5	1,481	2.4
		6	2,414	4.0	1,481	2.4
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		247	1.2	1,504	7.3	20,736
	NON U.S.		65	0.3	1,138	5.5
		5	312	1.5	2,642	12.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,760	10.5	45,209
	NON U.S.		0	0.0	952	2.1
		6	0	0.0	5,712	12.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,144	2.5	2,938	3.4	86,513
	NON U.S.		5,685	6.6	574	0.7
		6	7,829	9.0	3,512	4.1
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.7	1,691	3.9	43,466
	NON U.S.		229	0.5	2,200	5.1
		6	529	1.2	3,891	9.0
NYME PROPANE	U.S.		3,787	2.5	5,322	3.5	152,900
	NON U.S.		925	0.6	3,456	2.3
		7	4,712	3.1	8,778	5.7
NYME MT BELVIEU ETHANE OPIS	U.S.		160	0.3	2,421	5.1	47,639
	NON U.S.		0	0.0	4,394	9.2
		7	160	0.3	6,815	14.3
NYME MT BELV NORM BUTANE OPIS	U.S.		18	0.0	3,149	7.0	44,790
	NON U.S.		878	2.0	1,630	3.6
		7	896	2.0	4,779	10.7
NYME MT BELV NAT GASOLINE OPIS	U.S.		65	0.2	2,068	7.5	27,643
	NON U.S.		1,374	5.0	1,277	4.6
		6	1,439	5.2	3,345	12.1
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		12,092	2.6	11,398	2.5	463,856
	NON U.S.		2,283	0.5	2,829	0.6
		6	14,375	3.1	14,227	3.1
IFED WTI CRUDE OIL 1ST LINE	U.S.		4,660	10.5	0	0.0	44,455
	NON U.S.		2,773	6.2	0	0.0
		5	7,433	16.7	0	0.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		159	0.7	4,598	19.5	23,566
		5	159	0.7	4,598	19.5
NYME WTI-PHYSICAL	U.S.	4	16,033	0.8	189,586	9.9	1,908,299
	NON U.S.	16	36,352	1.9	99,687	5.2
		20	52,385	2.7	289,273	15.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	5,948	4.8	21,506	17.5	123,125
	NON U.S.	6	8,194	6.7	11,333	9.2
		10	14,142	11.5	32,839	26.7
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	26,951	13.1	205,526
	NON U.S.		0	0.0	24,059	11.7
		5	0	0.0	51,010	24.8
ICUS COCOA	U.S.		4,610	1.4	10,628	3.3	322,896
	NON U.S.		5,167	1.6	8,255	2.6
		8	9,777	3.0	18,883	5.8
NYME PALLADIUM	U.S.		1,870	14.3	367	2.8	13,116
	NON U.S.		1,130	8.6	267	2.0
		16	3,000	22.9	634	4.8
NYME PLATINUM	U.S.	5	1,235	1.7	20,854	28.3	73,591
	NON U.S.	18	3,071	4.2	7,241	9.8
		23	4,306	5.9	28,095	38.2
ICUS SUGAR NO. 11	U.S.		9,856	1.0	41,217	4.4	940,050
	NON U.S.		39,788	4.2	78,996	8.4
		15	49,644	5.3	120,213	12.8
ICUS COFFEE C	U.S.		8,751	4.5	29	0.0	195,728
	NON U.S.		9,927	5.1	10,696	5.5
		18	18,678	9.5	10,725	5.5
CMX SILVER	U.S.	5	3,979	2.8	30,346	21.3	142,538
	NON U.S.	18	8,578	6.0	23,922	16.8
		23	12,557	8.8	54,268	38.1
CMX COPPER- #1	U.S.		16,729	8.6	3,324	1.7	195,462
	NON U.S.		17,587	9.0	6,566	3.4
		17	34,316	17.6	9,890	5.1
CMX GOLD	U.S.	5	25,744	5.2	75,002	15.2	493,804
	NON U.S.	23	36,859	7.5	70,614	14.3
		28	62,603	12.7	145,616	29.5
CME CANADIAN DOLLAR	U.S.		7,523	4.4	219	0.1	171,054
	NON U.S.		4,166	2.4	0	0.0
		6	11,689	6.8	219	0.1
CME MEXICAN PESO	U.S.		0	0.0	5,000	1.9	260,235
	NON U.S.		560	0.2	6,149	2.4
		8	560	0.2	11,149	4.3
CME BRITISH POUND	U.S.		52,146	22.5	2,295	1.0	231,602
	NON U.S.		2,836	1.2	3,874	1.7
		7	54,982	23.7	6,169	2.7
CME JAPANESE YEN	U.S.		25,956	12.8	1,422	0.7	202,996
	NON U.S.		5,419	2.7	3,180	1.6
		7	31,375	15.5	4,602	2.3
CME EURO FX	U.S.		0	0.0	170,291	21.8	779,458
	NON U.S.		10,476	1.3	16,213	2.1
		14	10,476	1.3	186,504	23.9
CME BRAZILIAN REAL	NON U.S.		907	1.8	12,098	24.2	50,062
		5	907	1.8	12,098	24.2
NYME GASOLINE RBOB	U.S.		7,546	2.6	3,660	1.2	293,504
	NON U.S.		11,313	3.9	4,621	1.6
		10	18,859	6.4	8,281	2.8
E VIX FUTURES	U.S.		768	0.2	2,574	0.7	385,804
	NON U.S.		21,448	5.6	4,644	1.2
		9	22,216	5.8	7,218	1.9
CBT DJIA x $5	U.S.		3,069	3.2	59	0.1	97,094
	NON U.S.		11,759	12.1	8,018	8.3
		10	14,828	15.3	8,077	8.3
CME EURODOLLARS-3M	U.S.	4	51,847	8.3	92,075	14.8	622,901
	NON U.S.	13	96,238	15.4	138,779	22.3
		17	148,085	23.8	230,854	37.1
CME SOFR-3M	U.S.	17	1,567,409	16.3	551,829	5.7	9,641,185
	NON U.S.	82	1,051,940	10.9	1,010,917	10.5
		99	2,619,349	27.2	1,562,746	16.2
CME SOFR-1M	U.S.	9	127,325	17.4	99,343	13.5	733,712
	NON U.S.	32	81,948	11.2	112,313	15.3
		41	209,273	28.5	211,656	28.8
ICUS CANOLA	U.S.		536	0.2	0	0.0	252,657
	NON U.S.		2,997	1.2	565	0.2
		6	3,533	1.4	565	0.2
CME E-MINI S&P ENERGY INDEX	NON U.S.		2,628	11.7	5,835	25.9	22,520
		5	2,628	11.7	5,835	25.9
CME E-MINI S&P 500	U.S.	7	138,491	6.1	22,702	1.0	2,276,183
	NON U.S.	21	69,129	3.0	70,847	3.1
		28	207,620	9.1	93,549	4.1
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		1,977	5.3	25,288	67.2	37,648
		5	1,977	5.3	25,288	67.2
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		1,728	7.7	9,776	43.7	22,351
		5	1,728	7.7	9,776	43.7
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		2,404	13.2	8,847	48.7	18,166
		6	2,404	13.2	8,847	48.7
CME E-MINI S&P UTILITIES INDEX	NON U.S.		8,382	34.7	7,193	29.8	24,156
		5	8,382	34.7	7,193	29.8
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.		1,377	19.4	3,632	51.2	7,093
		5	1,377	19.4	3,632	51.2
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		22,308	6.9	55,406	17.1	324,161
	NON U.S.		55,928	17.3	63,948	19.7
		7	78,236	24.1	119,354	36.8
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		85	0.7	8,446	68.4	12,353
	NON U.S.		30	0.2	357	2.9
		5	115	0.9	8,803	71.3
CMX ALUMINUM MWP	U.S.		8,225	33.3	0	0.0	24,679
	NON U.S.		3,298	13.4	0	0.0
		5	11,523	46.7	0	0.0
CME NASDAQ MINI	U.S.	5	12,166	4.9	105	0.0	246,962
	NON U.S.	10	9,984	4.0	16,241	6.6
		15	22,150	9.0	16,346	6.6
CME RUSSELL E-MINI	U.S.	7	32,782	6.1	4,865	0.9	540,747
	NON U.S.	17	61,773	11.4	15,209	2.8
		24	94,555	17.5	20,074	3.7
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		1,384	2.9	0	0.0	47,635
		5	1,384	2.9	0	0.0
ICUS MSCI EAFE	U.S.	5	1,546	0.4	14,542	3.5	421,373
	NON U.S.	5	3,859	0.9	68,490	16.3
		10	5,405	1.3	83,032	19.7
ICUS MSCI EM INDEX	U.S.	4	1,546	0.1	11,238	1.0	1,158,895
	NON U.S.	14	26,727	2.3	83,375	7.2
		18	28,273	2.4	94,613	8.2
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		0	0.0	39,705	19.7	201,776
	NON U.S.		14,630	7.3	20,028	9.9
		13	14,630	7.3	59,733	29.6
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		2,365	6.3	409	1.1	37,398
	NON U.S.		844	2.3	16,863	45.1
		5	3,209	8.6	17,272	46.2