August Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 8/2/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		15,485	4.9	3,822	1.2	316,244
	NON U.S.		30,253	9.6	15,174	4.8
		17	45,738	14.5	18,996	6.0
CBT WHEAT-HRW	U.S.		5,939	3.5	235	0.1	167,999
	NON U.S.		11,968	7.1	2,361	1.4
		13	17,907	10.7	2,596	1.5
CBT CORN	U.S.		75,109	5.6	1,085	0.1	1,347,894
	NON U.S.		78,712	5.8	7,662	0.6
		15	153,821	11.4	8,747	0.6
CBT SOYBEANS	U.S.		24,523	4.3	16,896	2.9	572,925
	NON U.S.		36,578	6.4	12,854	2.2
		16	61,101	10.7	29,750	5.2
IFED CALIF CARBON 22	NON U.S.		6,419	4.1	37,691	24.2	155,861
		6	6,419	4.1	37,691	24.2
CBT SOYBEAN OIL	U.S.		17,196	4.6	2,900	0.8	373,640
	NON U.S.		22,872	6.1	577	0.2
		10	40,068	10.7	3,477	0.9
CBT UST BOND	U.S.	4	2,522	0.2	4,862	0.4	1,172,815
	NON U.S.	8	1,611	0.1	27,727	2.4
		12	4,133	0.4	32,589	2.8
CBT ULTRA UST BOND	U.S.		2,553	0.2	325	0.0	1,317,607
	NON U.S.		597	0.0	16,885	1.3
		6	3,150	0.2	17,210	1.3
NYME NY HARBOR ULSD	U.S.		15,779	5.7	2,243	0.8	276,520
	NON U.S.		13,807	5.0	1,322	0.5
		9	29,586	10.7	3,565	1.3
IFED NAT GAS ICE LD1	U.S.	4	3,944	0.1	2,080,535	34.2	6,084,332
	NON U.S.	8	92,686	1.5	1,028,077	16.9
		12	96,630	1.6	3,108,612	51.1
IFED NAT GAS ICE PEN	U.S.		74,150	18.1	29,864	7.3	410,055
	NON U.S.		21,268	5.2	24,146	5.9
		9	95,418	23.3	54,010	13.2
IFED NWP ROCKIES FIN BASIS	U.S.	4	15,410	5.6	63,631	23.0	276,582
	NON U.S.	5	17,737	6.4	4,343	1.6
		9	33,147	12.0	67,974	24.6
IFED AECO FIN BASIS	U.S.		151	0.0	17,936	2.2	822,638
	NON U.S.		41,076	5.0	422,787	51.4
		7	41,227	5.0	440,723	53.6
IFED CHICAGO FIN BASIS	U.S.		24,911	7.6	2,619	0.8	329,390
	NON U.S.		8,605	2.6	18,945	5.8
		7	33,516	10.2	21,564	6.5
IFED HSC FIN BASIS	U.S.	4	31,852	5.1	47,752	7.6	627,902
	NON U.S.	4	212	0.0	41,810	6.7
		8	32,064	5.1	89,562	14.3
IFED WAHA FIN BASIS	U.S.	4	10,326	1.8	120,233	21.1	569,309
	NON U.S.	4	4,468	0.8	24,862	4.4
		8	14,794	2.6	145,095	25.5
IFED CIG ROCKIES BASIS	U.S.	4	0	0.0	169,913	45.6	372,626
	NON U.S.	4	0	0.0	64,418	17.3
		8	0	0.0	234,331	62.9
IFED TCO Basis	U.S.		0	0.0	72,361	32.3	223,742
	NON U.S.		0	0.0	30,615	13.7
		6	0	0.0	102,976	46.0
IFED CG Mainline Basis	U.S.		214	0.1	66,326	24.4	271,581
	NON U.S.		0	0.0	31,126	11.5
		5	214	0.1	97,452	35.9
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	7,731	1.0	286,381	35.8	799,251
	NON U.S.	4	26,455	3.3	95,281	11.9
		8	34,186	4.3	381,662	47.8
IFED EP SAN JUAN BASIS	U.S.		2,658	0.9	47,384	16.5	287,262
	NON U.S.		214	0.1	47,101	16.4
		7	2,872	1.0	94,485	32.9
IFED HENRY HUB INDEX	U.S.		5,281	2.6	24,734	12.2	203,343
	NON U.S.		2,692	1.3	4,468	2.2
		5	7,973	3.9	29,202	14.4
IFED MICHCON BASIS	U.S.		302	0.1	50,731	19.0	266,541
	NON U.S.		4,158	1.6	7,665	2.9
		6	4,460	1.7	58,396	21.9
IFED NWP SUMAS BASIS	U.S.		2,796	3.7	0	0.0	74,920
	NON U.S.		14,903	19.9	6,106	8.2
		6	17,699	23.6	6,106	8.2
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		91	0.2	17,985	38.9	46,276
	NON U.S.		0	0.0	11,686	25.3
		5	91	0.2	29,671	64.1
IFED PANHANDLE BASIS	U.S.		4,570	3.8	4,465	3.7	119,583
	NON U.S.		852	0.7	8,901	7.4
		5	5,422	4.5	13,366	11.2
IFED TETCO M2 Basis (Receipts)	U.S.		47,837	14.4	145,596	43.7	333,070
	NON U.S.		2,982	0.9	5,579	1.7
		5	50,819	15.3	151,175	45.4
NYME NAT GAS NYME	U.S.	4	52,138	5.3	24,203	2.5	984,570
	NON U.S.	11	45,054	4.6	14,924	1.5
		15	97,192	9.9	39,127	4.0
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,351	0.9	81,442	21.7	374,446
	NON U.S.	7	3,131	0.8	62,314	16.6
		11	6,482	1.7	143,756	38.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	74,039	31.4	2,425	1.0	235,692
	NON U.S.	5	39,751	16.9	12,366	5.2
		9	113,790	48.3	14,791	6.3
CBT SOYBEAN MEAL	U.S.		10,609	2.7	107	0.0	394,764
	NON U.S.		29,211	7.4	1,865	0.5
		10	39,820	10.1	1,972	0.5
ICUS COTTON NO. 2	U.S.		4,935	2.6	2,554	1.4	187,399
	NON U.S.		13,212	7.1	16,277	8.7
		13	18,147	9.7	18,831	10.0
NYME HENRY HUB	U.S.	4	21,776	4.4	154,555	31.2	495,946
	NON U.S.	6	27,527	5.6	100,425	20.2
		10	49,303	9.9	254,980	51.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	50,449	24.4	11,864	5.7	207,050
	NON U.S.	7	58,119	28.1	15,298	7.4
		11	108,568	52.4	27,162	13.1
CBT UST 2Y NOTE	U.S.	5	9,474	0.5	14,274	0.7	2,058,442
	NON U.S.	32	40,735	2.0	133,967	6.5
		37	50,209	2.4	148,241	7.2
CBT UST 10Y NOTE	U.S.	5	38,740	1.1	7,504	0.2	3,540,076
	NON U.S.	30	49,494	1.4	112,434	3.2
		35	88,234	2.5	119,938	3.4
CBT ULTRA UST 10Y	U.S.		4,069	0.3	7,553	0.6	1,168,636
	NON U.S.		3,380	0.3	13,879	1.2
		8	7,449	0.6	21,432	1.8
CBT UST 5Y NOTE	U.S.	5	22,586	0.6	9,922	0.3	3,935,263
	NON U.S.	29	31,779	0.8	150,640	3.8
		34	54,365	1.4	160,562	4.1
CBT FED FUNDS	U.S.	6	269,329	17.5	120,750	7.8	1,540,437
	NON U.S.	30	201,817	13.1	116,471	7.6
		36	471,146	30.6	237,221	15.4
CME LEAN HOGS	U.S.		7,951	3.6	24	0.0	220,206
	NON U.S.		12,392	5.6	1,107	0.5
		9	20,343	9.2	1,131	0.5
CME LIVE CATTLE	U.S.		9,479	3.8	28	0.0	250,660
	NON U.S.		15,144	6.0	401	0.2
		8	24,623	9.8	429	0.2
CME FEEDER CATTLE	U.S.		630	1.5	0	0.0	40,889
	NON U.S.		1,459	3.6	685	1.7
		6	2,089	5.1	685	1.7
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		127	0.5	2,117	7.9	26,880
	NON U.S.		45	0.2	1,411	5.2
		7	172	0.6	3,528	13.1
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,073	10.8	37,693
	NON U.S.		0	0.0	1,893	5.0
		7	0	0.0	5,966	15.8
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,811	2.9	3,085	4.9	62,683
	NON U.S.		1,189	1.9	1,800	2.9
		8	3,000	4.8	4,885	7.8
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.9	4,254	12.9	32,962
	NON U.S.		54	0.2	3,710	11.3
		6	354	1.1	7,964	24.2
NYME PROPANE	U.S.		1,435	1.2	5,358	4.4	120,732
	NON U.S.		1,037	0.9	5,065	4.2
		9	2,472	2.0	10,423	8.6
NYME MT BELVIEU ETHANE OPIS	U.S.	4	0	0.0	4,898	12.5	39,306
	NON U.S.	5	6	0.0	4,716	12.0
		9	6	0.0	9,614	24.5
NYME MT BELV NORM BUTANE OPIS	U.S.		163	0.3	4,171	7.9	52,712
	NON U.S.		881	1.7	1,375	2.6
		8	1,044	2.0	5,546	10.5
NYME MT BELV NAT GASOLINE OPIS	U.S.		63	0.2	3,157	9.3	33,873
	NON U.S.		2,520	7.4	1,909	5.6
		8	2,583	7.6	5,066	15.0
NYME CONWAY PROPANE (OPIS)	U.S.		405	1.6	80	0.3	25,995
	NON U.S.		765	2.9	1,443	5.6
		6	1,170	4.5	1,523	5.9
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		6,224	1.4	40,274	9.0	449,195
	NON U.S.		3,897	0.9	4,104	0.9
		7	10,121	2.3	44,378	9.9
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,638	5.4	6,608	21.9	30,148
		6	1,638	5.4	6,608	21.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		906	6.7	5,032	36.9	13,622
		5	906	6.7	5,032	36.9
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	43,804	47.3	92,557
	NON U.S.		0	0.0	8,098	8.7
		5	0	0.0	51,902	56.1
NYME WTI-PHYSICAL	U.S.	4	21,181	1.3	215,830	13.4	1,606,910
	NON U.S.	14	46,665	2.9	126,128	7.8
		18	67,846	4.2	341,958	21.3
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	3,258	2.4	24,806	18.4	134,731
	NON U.S.	5	5,626	4.2	13,058	9.7
		9	8,884	6.6	37,864	28.1
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		240	0.2	16,507	12.4	132,756
	NON U.S.		0	0.0	4,126	3.1
		5	240	0.2	20,633	15.5
ICUS COCOA	U.S.		4,054	1.3	2,031	0.6	315,995
	NON U.S.		7,103	2.2	7,451	2.4
		9	11,157	3.5	9,482	3.0
NYME PALLADIUM	U.S.	5	1,008	14.5	117	1.7	6,945
	NON U.S.	9	744	10.7	652	9.4
		14	1,752	25.2	769	11.1
NYME PLATINUM	U.S.	5	434	0.6	14,132	20.7	68,266
	NON U.S.	16	4,310	6.3	3,713	5.4
		21	4,744	6.9	17,845	26.1
ICUS SUGAR NO. 11	U.S.		22,597	3.0	14,278	1.9	760,093
	NON U.S.		35,325	4.6	53,250	7.0
		13	57,922	7.6	67,528	8.9
ICUS COFFEE C	U.S.		4,475	2.2	284	0.1	207,740
	NON U.S.		7,738	3.7	20,433	9.8
		21	12,213	5.9	20,717	10.0
CMX SILVER	U.S.	5	4,489	3.3	27,736	20.4	136,267
	NON U.S.	15	7,152	5.2	23,200	17.0
		20	11,641	8.5	50,936	37.4
CMX COPPER- #1	U.S.		13,110	7.1	4	0.0	184,441
	NON U.S.		13,120	7.1	4,263	2.3
		15	26,230	14.2	4,267	2.3
CMX GOLD	U.S.	5	16,629	3.6	62,668	13.6	459,649
	NON U.S.	24	41,193	9.0	80,673	17.6
		29	57,822	12.6	143,341	31.2
CME CANADIAN DOLLAR	U.S.		760	0.5	0	0.0	145,914
	NON U.S.		1,652	1.1	1,641	1.1
		6	2,412	1.7	1,641	1.1
CME BRITISH POUND	U.S.		54,022	23.8	2,495	1.1	226,987
	NON U.S.		18,765	8.3	1,871	0.8
		8	72,787	32.1	4,366	1.9
CME JAPANESE YEN	U.S.		76,569	32.3	0	0.0	236,737
	NON U.S.		18,576	7.8	4,183	1.8
		5	95,145	40.2	4,183	1.8
CME EURO FX	U.S.		0	0.0	147,243	21.5	683,883
	NON U.S.		21,290	3.1	67,955	9.9
		15	21,290	3.1	215,198	31.5
NYME GASOLINE RBOB	U.S.		11,834	4.7	650	0.3	253,520
	NON U.S.		11,785	4.6	2,820	1.1
		11	23,619	9.3	3,470	1.4
E VIX FUTURES	U.S.		465	0.1	3,458	1.1	322,604
	NON U.S.		13,829	4.3	3,679	1.1
		9	14,294	4.4	7,137	2.2
CBT DJIA x $5	U.S.		647	0.9	248	0.3	72,619
	NON U.S.		15,834	21.8	1,791	2.5
		11	16,481	22.7	2,039	2.8
CME EURODOLLARS-3M	U.S.	5	1,366,166	14.2	658,221	6.8	9,609,609
	NON U.S.	24	515,020	5.4	481,066	5.0
		29	1,881,186	19.6	1,139,287	11.9
CME SOFR-3M	U.S.	16	1,733,291	25.5	411,268	6.0	6,803,368
	NON U.S.	67	887,279	13.0	656,559	9.7
		83	2,620,570	38.5	1,067,827	15.7
CME SOFR-1M	U.S.	7	54,329	10.2	148,421	28.0	530,955
	NON U.S.	25	52,351	9.9	65,152	12.3
		32	106,680	20.1	213,573	40.2
ICUS CANOLA	U.S.		222	0.2	0	0.0	140,252
	NON U.S.		0	0.0	1,357	1.0
		5	222	0.2	1,357	1.0
CME E-MINI S&P ENERGY INDEX	NON U.S.		2,362	7.2	10,536	31.9	33,009
		5	2,362	7.2	10,536	31.9
CME E-MINI S&P 500	U.S.	8	56,511	2.4	41,388	1.8	2,310,665
	NON U.S.	23	143,663	6.2	49,164	2.1
		31	200,174	8.7	90,552	3.9
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		2,609	13.2	6,497	33.0	19,716
		5	2,609	13.2	6,497	33.0
CME E-MINI S&P UTILITIES INDEX	U.S.		0	0.0	900	4.3	20,818
	NON U.S.		4,854	23.3	7,650	36.7
		6	4,854	23.3	8,550	41.1
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	26,268	32.5	80,790
	NON U.S.		14,326	17.7	28,169	34.9
		8	14,326	17.7	54,437	67.4
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		27,206	12.4	5,750	2.6	219,147
	NON U.S.		18,100	8.3	38,195	17.4
		6	45,306	20.7	43,945	20.1
CMX ALUMINUM MWP	U.S.		6,900	28.6	0	0.0	24,149
	NON U.S.		1,409	5.8	0	0.0
		5	8,309	34.4	0	0.0
CME NASDAQ MINI	U.S.		5,822	2.2	2,797	1.1	262,325
	NON U.S.		12,859	4.9	8,269	3.2
		13	18,681	7.1	11,066	4.2
CME AUSTRALIAN DOLLAR	U.S.		43	0.0	551	0.3	167,931
	NON U.S.		18,216	10.8	0	0.0
		6	18,259	10.9	551	0.3
CME RUSSELL E-MINI	U.S.	7	27,836	5.0	1,099	0.2	555,976
	NON U.S.	12	29,739	5.3	18,897	3.4
		19	57,575	10.4	19,996	3.6
ICUS MSCI EAFE	U.S.	5	2,257	0.6	8,004	2.0	405,577
	NON U.S.	5	729	0.2	44,424	11.0
		10	2,986	0.7	52,428	12.9
ICUS MSCI EM INDEX	U.S.	4	3,539	0.3	6,147	0.5	1,236,980
	NON U.S.	13	20,803	1.7	103,816	8.4
		17	24,342	2.0	109,963	8.9
CME E-MINI S&P 400 STOCK INDEX	U.S.		307	0.6	0	0.0	52,037
	NON U.S.		491	0.9	639	1.2
		5	798	1.5	639	1.2
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	4	235	0.1	35,947	15.8	227,933
	NON U.S.	10	3,864	1.7	30,310	13.3
		14	4,099	1.8	66,257	29.1