October Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 10/5/2021
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		14,061	3.8	2,044	0.5	373,320
	NON U.S.		35,236	9.4	18,685	5.0
		17	49,297	13.2	20,729	5.6
CBT WHEAT-HRW	U.S.		3,796	1.6	560	0.2	230,413
	NON U.S.		15,405	6.7	5,854	2.5
		11	19,201	8.3	6,414	2.8
CBT CORN	U.S.		26,325	1.9	633	0.0	1,397,458
	NON U.S.		78,688	5.6	5,263	0.4
		14	105,013	7.5	5,896	0.4
CBT SOYBEANS	U.S.		9,888	1.4	22,198	3.1	715,835
	NON U.S.		35,068	4.9	15,854	2.2
		18	44,956	6.3	38,052	5.3
IFED CALIF CARBON ALLOWANCE V2022	NON U.S.		705	0.8	44,984	51.7	86,970
		5	705	0.8	44,984	51.7
CBT SOYBEAN OIL	U.S.		11,764	3.0	2,508	0.6	388,128
	NON U.S.		27,082	7.0	2,844	0.7
		13	38,846	10.0	5,352	1.4
CBT U.S. TREASURY BONDS	U.S.	4	2,973	0.2	10,339	0.8	1,232,198
	NON U.S.	10	4,482	0.4	19,860	1.6
		14	7,455	0.6	30,199	2.5
CBT ULTRA U.S. TREASURY BONDS	U.S.		1,928	0.2	100	0.0	1,222,544
	NON U.S.		2,190	0.2	10,305	0.8
		5	4,118	0.3	10,405	0.9
NYME #2 HEATING OIL- NY HARBOR-ULSD	U.S.		18,004	4.1	2,066	0.5	440,286
	NON U.S.		20,177	4.6	4,403	1.0
		11	38,181	8.7	6,469	1.5
IFED NATURAL GAS HENRY LD1 FIXED	U.S.	5	10,506	0.2	2,361,295	36.0	6,560,870
	NON U.S.	9	114,295	1.7	1,328,846	20.3
		14	124,801	1.9	3,690,141	56.2
IFED NATURAL GAS PENULTIMATE ICE	U.S.		48,400	11.5	19,689	4.7	420,028
	NON U.S.		7,900	1.9	40,814	9.7
		9	56,300	13.4	60,503	14.4
IFED NWP ROCKIES FIN BASIS	U.S.	4	1,127	0.4	86,251	33.2	260,181
	NON U.S.	4	11,404	4.4	20,676	7.9
		8	12,531	4.8	106,927	41.1
IFED AECO FIN BASIS	U.S.		0	0.0	22,073	2.5	871,896
	NON U.S.		35,419	4.1	434,918	49.9
		7	35,419	4.1	456,991	52.4
IFED CHICAGO FIN BASIS	U.S.		25,498	8.8	5,852	2.0	288,195
	NON U.S.		3,753	1.3	29,543	10.3
		8	29,251	10.1	35,395	12.3
IFED HSC FIN BASIS	U.S.		19,823	3.8	52,573	10.0	525,569
	NON U.S.		0	0.0	49,479	9.4
		6	19,823	3.8	102,052	19.4
IFED WAHA FIN BASIS	U.S.		8,422	2.1	100,670	25.2	399,797
	NON U.S.		8,968	2.2	29,484	7.4
		8	17,390	4.3	130,154	32.6
IFED COLORADO INTERSTATE - MAINLINE (BASIS)	U.S.	4	0	0.0	158,724	50.6	313,511
	NON U.S.	5	0	0.0	76,656	24.5
		9	0	0.0	235,380	75.1
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)	U.S.		2,498	1.5	34,755	20.2	171,859
	NON U.S.		1,071	0.6	28,344	16.5
		6	3,569	2.1	63,099	36.7
IFED DOMINION - SOUTH POINT (BASIS)	U.S.		642	0.1	284,948	44.3	643,906
	NON U.S.		36,099	5.6	41,206	6.4
		8	36,741	5.7	326,154	50.7
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS	U.S.		3,856	2.2	35,898	20.8	172,520
	NON U.S.		0	0.0	37,312	21.6
		6	3,856	2.2	73,210	42.4
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)	U.S.		6,901	7.3	2,117	2.2	95,032
	NON U.S.		5,660	6.0	7,752	8.2
		6	12,561	13.2	9,869	10.4
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)	U.S.		4,800	4.1	2,582	2.2	115,946
	NON U.S.		7,998	6.9	10,794	9.3
		7	12,798	11.0	13,376	11.5
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)	U.S.		948	0.5	54,517	26.6	204,853
	NON U.S.		4,559	2.2	7,619	3.7
		6	5,507	2.7	62,136	30.3
IFED NATURAL GAS PIPELINE-TEXOK (BASIS)	U.S.		0	0.0	20,127	10.6	190,178
	NON U.S.		58	0.0	9,859	5.2
		5	58	0.0	29,986	15.8
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)	U.S.		2,546	3.0	0	0.0	84,903
	NON U.S.		12,573	14.8	18,399	21.7
		7	15,119	17.8	18,399	21.7
IFED PANHANDLE EASTERN- POOL GAS (BASIS)	U.S.		1,524	1.3	13,295	11.8	113,089
	NON U.S.		1,189	1.1	21,617	19.1
		7	2,713	2.4	34,912	30.9
IFED TETCO M2 Basis (Receipts)	U.S.		63,183	20.0	143,612	45.5	315,592
	NON U.S.		2,844	0.9	12,687	4.0
		5	66,027	20.9	156,299	49.5
IFED TRANSCO LEIDY BASIS	U.S.		1,379	1.9	23,671	32.8	72,063
	NON U.S.		15,044	20.9	1,858	2.6
		5	16,423	22.8	25,529	35.4
NYME NATURAL GAS	U.S.	4	29,578	2.1	38,273	2.8	1,376,788
	NON U.S.	11	55,217	4.0	23,277	1.7
		15	84,795	6.2	61,550	4.5
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,555	0.8	116,992	20.5	571,646
	NON U.S.	9	2,051	0.4	119,584	20.9
		13	6,606	1.2	236,576	41.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	42,012	26.2	3,677	2.3	160,486
	NON U.S.	6	26,719	16.6	6,558	4.1
		10	68,731	42.8	10,235	6.4
CBT SOYBEAN MEAL	U.S.		5,294	1.3	549	0.1	399,931
	NON U.S.		27,354	6.8	2,713	0.7
		11	32,648	8.2	3,262	0.8
ICUS COTTON NO. 2	U.S.		4,732	1.6	1,961	0.7	290,858
	NON U.S.		18,030	6.2	11,237	3.9
		15	22,762	7.8	13,198	4.5
NYME HENRY HUB	U.S.	4	7,977	1.5	230,704	42.2	546,959
	NON U.S.	7	36,433	6.7	116,720	21.3
		11	44,410	8.1	347,424	63.5
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	72,162	35.3	9,075	4.4	204,558
	NON U.S.	7	44,114	21.6	11,833	5.8
		11	116,276	56.8	20,908	10.2
CBT 2-YEAR U.S. TREASURY NOTES	U.S.	6	15,258	0.9	13,283	0.7	1,773,474
	NON U.S.	24	19,066	1.1	60,944	3.4
		30	34,324	1.9	74,227	4.2
CBT 10-YEAR U.S. TREASURY NOTES	U.S.	7	84,367	2.1	9,349	0.2	4,063,952
	NON U.S.	31	65,229	1.6	110,271	2.7
		38	149,596	3.7	119,620	2.9
CBT ULTRA 10-YEAR U.S. T-NOTES	U.S.		3,076	0.2	3,915	0.3	1,450,958
	NON U.S.		525	0.0	23,027	1.6
		8	3,601	0.2	26,942	1.9
CBT 5-YEAR U.S. TREASURY NOTES	U.S.	4	14,817	0.4	8,085	0.2	3,571,119
	NON U.S.	21	42,547	1.2	74,063	2.1
		25	57,364	1.6	82,148	2.3
CBT 30-DAY FEDERAL FUNDS	U.S.	6	214,714	19.3	162,119	14.6	1,112,644
	NON U.S.	23	106,497	9.6	130,251	11.7
		29	321,211	28.9	292,370	26.3
CME LEAN HOGS	NON U.S.		14,675	5.7	4,819	1.9	257,531
		9	14,675	5.7	4,819	1.9
CME LIVE CATTLE	NON U.S.	9	18,482	6.4	384	0.1	290,019
		9	18,482	6.4	384	0.1
CME FEEDER CATTLE	NON U.S.		867	2.1	100	0.2	41,756
		6	867	2.1	100	0.2
IFED NAT GASLNE OPIS MT B NONTET FP	U.S.		213	1.4	1,492	9.6	15,490
	NON U.S.		27	0.2	1,648	10.6
		6	240	1.5	3,140	20.3
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,652	8.4	31,625
	NON U.S.		0	0.0	3,624	11.5
		7	0	0.0	6,276	19.8
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,627	2.3	2,380	3.4	69,415
	NON U.S.		2,633	3.8	1,181	1.7
		6	4,260	6.1	3,561	5.1
NYME PROPANE NON-LDH MT BEL	U.S.	4	0	0.0	9,323	19.9	46,843
	NON U.S.	4	0	0.0	8,885	19.0
		8	0	0.0	18,208	38.9
NYME MT BELVIEU LDH PROPANE (OPIS)	U.S.		2,407	1.9	6,626	5.3	124,072
	NON U.S.		655	0.5	6,391	5.2
		8	3,062	2.5	13,017	10.5
NYME MT BELVIEU ETHANE OPIS	U.S.		0	0.0	7,314	14.9	49,194
	NON U.S.		0	0.0	6,739	13.7
		8	0	0.0	14,053	28.6
NYME MT BELV NORM BUTANE OPIS	U.S.		1,018	1.8	4,779	8.3	57,830
	NON U.S.		203	0.4	3,493	6.0
		7	1,221	2.1	8,272	14.3
NYME MT BELV NAT GASOLINE OPIS	U.S.		463	1.4	4,073	12.7	32,047
	NON U.S.		132	0.4	4,162	13.0
		7	595	1.9	8,235	25.7
NYME CONWAY PROPANE (OPIS)	U.S.		826	3.3	177	0.7	24,669
	NON U.S.		185	0.7	2,093	8.5
		7	1,011	4.1	2,270	9.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		12,827	2.3	57,830	10.4	556,971
	NON U.S.		6,753	1.2	9,014	1.6
		9	19,580	3.5	66,844	12.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	15,755	27.9	56,462
		6	0	0.0	15,755	27.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	9,011	60.9	14,803
		6	0	0.0	9,011	60.9
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		7,630	6.1	53,841	43.2	124,554
	NON U.S.		0	0.0	19,338	15.5
		6	7,630	6.1	73,179	58.8
NYME CRUDE OIL, LIGHT SWEET	U.S.	4	6,724	0.3	294,116	13.2	2,230,794
	NON U.S.	12	46,830	2.1	196,413	8.8
		16	53,554	2.4	490,529	22.0
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	7,399	5.3	21,635	15.6	138,778
	NON U.S.	8	13,105	9.4	15,349	11.1
		12	20,504	14.8	36,984	26.6
NYME BRENT CRUDE OIL LAST DAY	U.S.		3,891	2.0	1,011	0.5	197,795
	NON U.S.		284	0.1	658	0.3
		5	4,175	2.1	1,669	0.8
NYME WTI MIDLAND ARGUS VS FINANCIAL	U.S.		1,626	4.0	16,164	39.8	40,654
	NON U.S.		0	0.0	10,422	25.6
		5	1,626	4.0	26,586	65.4
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		1,401	1.9	10,994	14.7	74,901
	NON U.S.		0	0.0	2,547	3.4
		7	1,401	1.9	13,541	18.1
NYME WCS OIL NET ENERGY MONTHLY IND	U.S.		0	0.0	50	0.6	8,944
	NON U.S.		0	0.0	4,155	46.5
		5	0	0.0	4,205	47.0
ICUS COCOA	U.S.		2,583	1.0	1,726	0.7	251,776
	NON U.S.		5,583	2.2	7,325	2.9
		8	8,166	3.2	9,051	3.6
NYME PALLADIUM	U.S.		887	9.1	181	1.9	9,705
	NON U.S.		798	8.2	198	2.0
		12	1,685	17.4	379	3.9
NYME PLATINUM	U.S.	5	661	1.1	13,177	21.2	62,109
	NON U.S.	14	3,382	5.4	6,540	10.5
		19	4,043	6.5	19,717	31.7
ICUS SUGAR NO. 11	U.S.		4,292	0.5	21,036	2.4	888,354
	NON U.S.		42,583	4.8	69,140	7.8
		13	46,875	5.3	90,176	10.2
ICUS COFFEE C	U.S.		4,011	1.3	4,856	1.6	306,363
	NON U.S.		9,360	3.1	36,884	12.0
		27	13,371	4.4	41,740	13.6
CMX SILVER	U.S.	4	3,373	2.4	26,952	19.3	139,763
	NON U.S.	19	9,546	6.8	26,253	18.8
		23	12,919	9.2	53,205	38.1
CMX COPPER-GRADE #1	U.S.		5,506	3.0	168	0.1	185,655
	NON U.S.		8,882	4.8	243	0.1
		13	14,388	7.7	411	0.2
CMX GOLD	U.S.	5	12,655	2.6	48,487	10.0	483,789
	NON U.S.	31	43,679	9.0	124,068	25.6
		36	56,334	11.6	172,555	35.7
CME RUSSIAN RUBLE	NON U.S.		143	0.3	19,659	37.2	52,913
		5	143	0.3	19,659	37.2
CME CANADIAN DOLLAR	U.S.		191	0.2	4,450	3.7	120,168
	NON U.S.		978	0.8	1,877	1.6
		5	1,169	1.0	6,327	5.3
CME MEXICAN PESO	NON U.S.		3,010	1.8	91,866	54.6	168,119
		9	3,010	1.8	91,866	54.6
CME BRITISH POUND STERLING	U.S.		594	0.3	9,105	5.0	182,338
	NON U.S.		16,112	8.8	466	0.3
		8	16,706	9.2	9,571	5.2
CME EURO FX	U.S.		255	0.0	152,663	22.0	693,591
	NON U.S.		7,717	1.1	45,250	6.5
		17	7,972	1.1	197,913	28.5
NYME GASOLINE BLENDSTOCK (RBOB)	U.S.		4,543	1.4	3,409	1.1	314,226
	NON U.S.		13,556	4.3	1,904	0.6
		9	18,099	5.8	5,313	1.7
E VIX FUTURES	U.S.		144	0.0	1,940	0.6	307,664
	NON U.S.		39,821	12.9	7,809	2.5
		7	39,965	13.0	9,749	3.2
CBT DOW JONES INDUSTRIAL AVG- x $5	U.S.		8,807	9.2	96	0.1	96,240
	NON U.S.		550	0.6	16,798	17.5
		8	9,357	9.7	16,894	17.6
CME 3-MONTH EURODOLLARS	U.S.	9	2,048,145	16.4	244,311	2.0	12,461,197
	NON U.S.	30	1,144,035	9.2	660,322	5.3
		39	3,192,180	25.6	904,633	7.3
CME BITCOIN	NON U.S.		472	5.3	95	1.1	8,886
		5	472	5.3	95	1.1
CME 3-MONTH SOFR	U.S.	7	213,614	24.9	150,899	17.6	857,962
	NON U.S.	23	102,495	11.9	75,528	8.8
		30	316,109	36.8	226,427	26.4
CME 1-MONTH SOFR	U.S.	4	39,145	24.2	14,014	8.7	161,491
	NON U.S.	10	4,210	2.6	6,940	4.3
		14	43,355	26.8	20,954	13.0
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	982	3.0	32,257
	NON U.S.		1,285	4.0	17,528	54.3
		6	1,285	4.0	18,510	57.4
CME E-MINI S&P 500 STOCK INDEX	U.S.	6	16,954	0.7	73,465	3.0	2,437,353
	NON U.S.	23	71,321	2.9	208,216	8.5
		29	88,275	3.6	281,681	11.6
CME E-MINI S&P FINANCIAL INDEX	U.S.		545	1.9	0	0.0	28,072
	NON U.S.		4,608	16.4	18,096	64.5
		6	5,153	18.4	18,096	64.5
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		3,080	22.2	5,918	42.6	13,903
		5	3,080	22.2	5,918	42.6
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		931	7.5	0	0.0	12,433
	NON U.S.		2,486	20.0	7,552	60.7
		6	3,417	27.5	7,552	60.7
CME E-MINI S&P UTILITIES INDEX	NON U.S.		0	0.0	9,543	37.5	25,439
		5	0	0.0	9,543	37.5
CME S&P 500 TOTAL RETURN INDEX	U.S.		2,000	1.9	7,600	7.2	106,153
	NON U.S.		18,740	17.7	55,010	51.8
		7	20,740	19.5	62,610	59.0
CME NASDAQ-100 STOCK INDEX (MINI)	U.S.		6,092	2.7	216	0.1	225,151
	NON U.S.		25,848	11.5	10,673	4.7
		15	31,940	14.2	10,889	4.8
CME AUSTRALIAN DOLLAR	U.S.		49,466	26.2	0	0.0	188,691
	NON U.S.		5,511	2.9	224	0.1
		5	54,977	29.1	224	0.1
CME E-MINI RUSSELL 2000 INDEX	U.S.	5	8,282	1.9	594	0.1	445,599
	NON U.S.	11	39,586	8.9	5,444	1.2
		16	47,868	10.7	6,038	1.4
ICUS MSCI EAFE MINI INDEX	U.S.		2,278	0.6	9,225	2.3	395,203
	NON U.S.		1,461	0.4	31,039	7.9
		7	3,739	0.9	40,264	10.2
ICUS MSCI EMERGING MKTS INDEX	U.S.	5	2,151	0.2	560	0.1	1,100,635
	NON U.S.	9	10,666	1.0	106,588	9.7
		14	12,817	1.2	107,148	9.7
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	5	506	0.2	24,583	10.1	244,024
	NON U.S.	12	6,705	2.7	38,326	15.7
		17	7,211	3.0	62,909	25.8