December Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 12/7/2021
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		7,739	2.2	1,540	0.4	359,186
	NON U.S.		30,762	8.6	13,332	3.7
		17	38,501	10.7	14,872	4.1
CBT WHEAT-HRW	U.S.		3,547	1.6	0	0.0	221,831
	NON U.S.		14,754	6.7	3,517	1.6
		10	18,301	8.2	3,517	1.6
CBT CORN	U.S.		36,526	2.6	262	0.0	1,430,401
	NON U.S.		84,768	5.9	1,684	0.1
		14	121,294	8.5	1,946	0.1
CBT SOYBEANS	U.S.		14,061	2.1	1,795	0.3	672,116
	NON U.S.		40,480	6.0	2,625	0.4
		15	54,541	8.1	4,420	0.7
IFED CALIF CARBON VINTAGE 2021	NON U.S.		2,973	3.5	13,337	15.8	84,287
		5	2,973	3.5	13,337	15.8
IFED CALIF CARBON ALLOWANCE V2022	NON U.S.		5,153	2.7	63,552	33.5	189,935
		6	5,153	2.7	63,552	33.5
CBT SOYBEAN OIL	U.S.		11,913	3.1	385	0.1	384,956
	NON U.S.		25,140	6.5	287	0.1
		9	37,053	9.6	672	0.2
CBT U.S. TREASURY BONDS	U.S.	4	3,058	0.3	3,920	0.3	1,211,685
	NON U.S.	12	3,861	0.3	22,349	1.8
		16	6,919	0.6	26,269	2.2
CBT ULTRA U.S. TREASURY BONDS	U.S.		1,504	0.1	287	0.0	1,231,575
	NON U.S.		1,526	0.1	11,828	1.0
		5	3,030	0.2	12,115	1.0
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		15,351	5.1	603	0.2	298,997
	NON U.S.		18,953	6.3	1,798	0.6
		11	34,304	11.5	2,401	0.8
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	9,786	0.2	2,309,633	36.1	6,397,752
	NON U.S.	9	107,461	1.7	1,222,969	19.1
		14	117,247	1.8	3,532,602	55.2
IFED NATURAL GAS PENULTIMATE ICE	U.S.		64,383	16.3	24,336	6.2	394,754
	NON U.S.		10,106	2.6	40,917	10.4
		9	74,489	18.9	65,253	16.5
IFED NWP ROCKIES FIN BASIS	U.S.	4	1,007	0.4	78,461	30.6	256,025
	NON U.S.	5	15,603	6.1	15,692	6.1
		9	16,610	6.5	94,153	36.8
IFED AECO FIN BASIS	U.S.		0	0.0	20,763	2.6	798,101
	NON U.S.		36,876	4.6	395,768	49.6
		7	36,876	4.6	416,531	52.2
IFED CHICAGO FIN BASIS	U.S.		26,644	9.3	7,661	2.7	287,929
	NON U.S.		3,633	1.3	31,990	11.1
		7	30,277	10.5	39,651	13.8
IFED HSC FIN BASIS	U.S.		47,966	8.7	43,170	7.8	551,109
	NON U.S.		0	0.0	58,499	10.6
		7	47,966	8.7	101,669	18.4
IFED WAHA FIN BASIS	U.S.		9,525	2.3	88,971	21.1	421,193
	NON U.S.		11,062	2.6	21,482	5.1
		7	20,587	4.9	110,453	26.2
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.		0	0.0	159,285	50.0	318,866
	NON U.S.		0	0.0	66,495	20.9
		6	0	0.0	225,780	70.8
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		1,211	0.7	37,775	23.2	162,766
	NON U.S.		0	0.0	24,416	15.0
		5	1,211	0.7	62,191	38.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		552	0.1	307,083	46.2	664,042
	NON U.S.		33,656	5.1	41,979	6.3
		7	34,208	5.2	349,062	52.6
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		4,233	2.7	29,989	19.4	154,524
	NON U.S.		0	0.0	34,124	22.1
		6	4,233	2.7	64,113	41.5
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		10,415	9.4	6,070	5.5	111,271
	NON U.S.		5,111	4.6	8,240	7.4
		6	15,526	14.0	14,310	12.9
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		10,464	8.0	6,070	4.6	131,234
	NON U.S.		6,644	5.1	9,483	7.2
		7	17,108	13.0	15,553	11.9
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		0	0.0	59,625	28.2	211,553
	NON U.S.		4,561	2.2	2,920	1.4
		5	4,561	2.2	62,545	29.6
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		0	0.0	30,293	15.2	199,257
	NON U.S.		0	0.0	6,328	3.2
		5	0	0.0	36,621	18.4
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		3,734	4.5	0	0.0	83,749
	NON U.S.		13,771	16.4	16,311	19.5
		7	17,505	20.9	16,311	19.5
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS	U.S.		30	0.1	26,351	51.3	51,384
	NON U.S.		1,170	2.3	15,530	30.2
		5	1,200	2.3	41,881	81.5
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		4,342	4.1	13,651	13.0	104,684
	NON U.S.		1,189	1.1	16,413	15.7
		7	5,531	5.3	30,064	28.7
IFED TETCO M2 Basis (Receipts)	U.S.		62,024	19.6	147,537	46.6	316,549
	NON U.S.		2,800	0.9	9,767	3.1
		5	64,824	20.5	157,304	49.7
NYME NATURAL GAS	U.S.	4	27,246	2.3	36,550	3.0	1,205,626
	NON U.S.	11	51,190	4.2	21,123	1.8
		15	78,436	6.5	57,673	4.8
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,760	0.9	98,514	18.7	527,383
	NON U.S.	8	3,605	0.7	112,867	21.4
		12	8,365	1.6	211,381	40.1
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	53,314	30.5	3,688	2.1	175,038
	NON U.S.	6	31,531	18.0	8,309	4.7
		10	84,845	48.5	11,997	6.9
CBT SOYBEAN MEAL	U.S.		8,224	2.2	134	0.0	381,626
	NON U.S.		30,910	8.1	1,297	0.3
		10	39,134	10.3	1,431	0.4
ICUS COTTON NO. 2	U.S.		3,732	1.6	3,079	1.3	234,981
	NON U.S.		19,010	8.1	10,716	4.6
		16	22,742	9.7	13,795	5.9
NYME HENRY HUB	U.S.	4	7,669	1.5	221,686	43.4	510,933
	NON U.S.	7	36,623	7.2	98,615	19.3
		11	44,292	8.7	320,301	62.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	59,500	29.6	8,539	4.2	201,270
	NON U.S.	7	46,494	23.1	18,397	9.1
		11	105,994	52.7	26,936	13.4
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	5	22,456	1.2	6,264	0.3	1,887,954
	NON U.S.	29	27,120	1.4	48,817	2.6
		34	49,576	2.6	55,081	2.9
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	5	62,480	1.6	10,709	0.3	3,788,362
	NON U.S.	29	52,722	1.4	81,107	2.1
		34	115,202	3.0	91,816	2.4
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		2,836	0.2	1,977	0.1	1,374,429
	NON U.S.		525	0.0	14,730	1.1
		6	3,361	0.2	16,707	1.2
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	6	9,119	0.3	14,106	0.4	3,532,357
	NON U.S.	31	29,919	0.8	74,687	2.1
		37	39,038	1.1	88,793	2.5
CBT 30-DAY FEDERAL FUNDS	U.S.	5	303,480	22.7	220,873	16.5	1,338,244
	NON U.S.	21	117,445	8.8	146,976	11.0
		26	420,925	31.5	367,849	27.5
CME LEAN HOGS	NON U.S.		13,664	6.1	3,480	1.6	223,771
		9	13,664	6.1	3,480	1.6
CME LIVE CATTLE	NON U.S.	8	18,774	6.1	230	0.1	305,691
		8	18,774	6.1	230	0.1
CME FEEDER CATTLE	NON U.S.		920	2.2	108	0.3	41,479
		6	920	2.2	108	0.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		387	1.3	2,003	6.7	29,947
	NON U.S.		66	0.2	1,340	4.5
		5	453	1.5	3,343	11.2
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		260	2.0	1,576	12.3	12,810
	NON U.S.		62	0.5	870	6.8
		6	322	2.5	2,446	19.1
IFED PROPANE OPIS CONWAY INWELL FP	U.S.		186	1.5	179	1.4	12,566
	NON U.S.		5,750	45.8	933	7.4
		5	5,936	47.2	1,112	8.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,016	7.3	27,575
	NON U.S.		0	0.0	3,517	12.8
		7	0	0.0	5,533	20.1
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,333	2.2	2,237	3.6	61,879
	NON U.S.		2,847	4.6	4,321	7.0
		6	4,180	6.8	6,558	10.6
NYME PROPANE NON-LDH MT BEL	U.S.	4	0	0.0	8,537	19.5	43,804
	NON U.S.	4	0	0.0	7,941	18.1
		8	0	0.0	16,478	37.6
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		3,300	2.8	6,012	5.0	119,714
	NON U.S.		966	0.8	7,164	6.0
		8	4,266	3.6	13,176	11.0
NYME MT BELVIEU ETHANE OPIS	U.S.	4	42	0.1	7,390	15.4	48,054
	NON U.S.	6	0	0.0	5,799	12.1
		10	42	0.1	13,189	27.4
NYME MT BELV NORM BUTANE OPIS	U.S.		928	2.0	4,696	9.9	47,468
	NON U.S.		382	0.8	2,749	5.8
		7	1,310	2.8	7,445	15.7
NYME MT BELV NAT GASOLINE OPIS	U.S.	4	403	1.3	3,586	11.7	30,765
	NON U.S.	4	76	0.2	4,317	14.0
		8	479	1.6	7,903	25.7
NYME CONWAY PROPANE (OPIS)	U.S.		591	2.8	253	1.2	21,466
	NON U.S.		556	2.6	1,780	8.3
		7	1,147	5.3	2,033	9.5
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		4,253	1.0	52,157	11.9	437,856
	NON U.S.		4,414	1.0	6,894	1.6
		7	8,667	2.0	59,051	13.5
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		180	0.3	10,901	19.6	55,716
		6	180	0.3	10,901	19.6
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	8,181	66.0	12,399
		6	0	0.0	8,181	66.0
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		60	0.1	52,325	49.1	106,637
	NON U.S.		0	0.0	19,410	18.2
		6	60	0.1	71,735	67.3
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	10,624	0.5	280,335	14.2	1,972,536
	NON U.S.	12	46,344	2.3	176,129	8.9
		16	56,968	2.9	456,464	23.1
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	6,828	4.9	20,801	14.8	140,244
	NON U.S.	8	14,409	10.3	11,126	7.9
		12	21,237	15.1	31,927	22.8
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		782	2.0	14,072	35.7	39,377
	NON U.S.		0	0.0	9,522	24.2
		5	782	2.0	23,594	59.9
ICUS COCOA	U.S.		2,333	1.0	0	0.0	241,761
	NON U.S.		5,455	2.3	7,057	2.9
		8	7,788	3.2	7,057	2.9
NYME PALLADIUM	U.S.		368	4.0	183	2.0	9,253
	NON U.S.		754	8.1	389	4.2
		14	1,122	12.1	572	6.2
NYME PLATINUM	U.S.	5	472	0.7	15,390	23.6	65,134
	NON U.S.	15	4,142	6.4	6,498	10.0
		20	4,614	7.1	21,888	33.6
ICUS SUGAR NO. 11	U.S.		746	0.1	22,249	2.6	857,621
	NON U.S.		41,881	4.9	74,859	8.7
		12	42,627	5.0	97,108	11.3
ICUS COFFEE C	U.S.		3,351	1.3	4,507	1.7	265,046
	NON U.S.		9,452	3.6	32,551	12.3
		25	12,803	4.8	37,058	14.0
CMX SILVER	U.S.	5	3,793	2.8	32,008	23.4	136,572
	NON U.S.	17	8,473	6.2	31,880	23.3
		22	12,266	9.0	63,888	46.8
CMX COPPER-GRADE #1	U.S.		6,409	3.7	0	0.0	173,954
	NON U.S.		9,454	5.4	1,140	0.7
		13	15,863	9.1	1,140	0.7
CMX GOLD	U.S.	5	14,313	2.9	46,362	9.3	499,307
	NON U.S.	32	35,783	7.2	135,111	27.1
		37	50,096	10.0	181,473	36.3
CME CANADIAN DOLLAR	U.S.		2,791	1.8	818	0.5	155,078
	NON U.S.		3,876	2.5	4,062	2.6
		7	6,667	4.3	4,880	3.1
CME MEXICAN PESO	NON U.S.		10,444	5.2	87,344	43.6	200,173
		9	10,444	5.2	87,344	43.6
CME BRITISH POUND STERLING	U.S.		44,934	18.9	12,596	5.3	238,310
	NON U.S.		20,031	8.4	2,397	1.0
		8	64,965	27.3	14,993	6.3
CME JAPANESE YEN	U.S.		87,413	42.4	177	0.1	205,970
	NON U.S.		4,084	2.0	5,573	2.7
		5	91,497	44.4	5,750	2.8
CME EURO FX	U.S.		4,054	0.6	147,730	20.6	716,213
	NON U.S.		20,822	2.9	48,796	6.8
		16	24,876	3.5	196,526	27.4
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		3,282	1.1	3,754	1.3	293,412
	NON U.S.		13,945	4.8	1,826	0.6
		9	17,227	5.9	5,580	1.9
E VIX FUTURES	U.S.	4	1,214	0.4	1,447	0.5	300,082
	NON U.S.	6	35,461	11.8	4,263	1.4
		10	36,675	12.2	5,710	1.9
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.	4	6,708	6.5	0	0.0	103,059
	NON U.S.	5	585	0.6	18,934	18.4
		9	7,293	7.1	18,934	18.4
CME 3-MONTH EURODOLLARS	U.S.	7	1,803,441	14.7	633,513	5.2	12,241,710
	NON U.S.	29	1,145,748	9.4	623,185	5.1
		36	2,949,189	24.1	1,256,698	10.3
CME 3-MONTH SOFR	U.S.	8	290,907	20.3	324,876	22.6	1,436,521
	NON U.S.	31	233,311	16.2	99,199	6.9
		39	524,218	36.5	424,075	29.5
CME 1-MONTH SOFR	U.S.	4	28,728	14.9	17,932	9.3	192,608
	NON U.S.	10	21,208	11.0	14,347	7.4
		14	49,936	25.9	32,279	16.8
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	982	3.2	30,927
	NON U.S.		1,615	5.2	14,617	47.3
		6	1,615	5.2	15,599	50.4
CME E-MINI S&P 500 STOCK INDEX	U.S.	8	38,741	1.5	29,062	1.2	2,514,383
	NON U.S.	22	81,231	3.2	210,632	8.4
		30	119,972	4.8	239,694	9.5
CME E-MINI S&P FINANCIAL INDEX	U.S.		545	1.5	0	0.0	36,342
	NON U.S.		9,210	25.3	17,661	48.6
		7	9,755	26.8	17,661	48.6
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		2,799	18.3	7,021	45.9	15,284
		5	2,799	18.3	7,021	45.9
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		931	6.6	0	0.0	14,001
	NON U.S.		2,018	14.4	7,398	52.8
		6	2,949	21.1	7,398	52.8
CME E-MINI S&P UTILITIES INDEX	NON U.S.		0	0.0	8,346	35.2	23,732
		5	0	0.0	8,346	35.2
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	15,991	6.3	862	0.3	251,880
	NON U.S.	11	18,332	7.3	12,948	5.1
		15	34,323	13.6	13,810	5.5
CME AUSTRALIAN DOLLAR	U.S.		56,777	26.8	0	0.0	212,150
	NON U.S.		8,704	4.1	1,063	0.5
		6	65,481	30.9	1,063	0.5
CME E-MINI RUSSELL 2000 INDEX	U.S.	6	14,284	3.1	9,098	2.0	461,315
	NON U.S.	13	42,914	9.3	15,666	3.4
		19	57,198	12.4	24,764	5.4
ICUS MSCI EAFE MINI INDEX	U.S.	4	4,741	1.2	9,329	2.3	400,675
	NON U.S.	4	1,502	0.4	39,559	9.9
		8	6,243	1.6	48,888	12.2
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	6,140	0.6	12	0.0	1,112,919
	NON U.S.	11	10,550	0.9	96,240	8.6
		16	16,690	1.5	96,252	8.6
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	5	519	0.2	25,557	10.6	242,106
	NON U.S.	12	6,304	2.6	37,722	15.6
		17	6,823	2.8	63,279	26.1