October Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 10/4/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		12,121	4.2	3,926	1.3	291,614
	NON U.S.		29,691	10.2	16,328	5.6
		16	41,812	14.3	20,254	6.9
CBT WHEAT-HRW	U.S.		4,999	3.3	258	0.2	153,441
	NON U.S.		12,398	8.1	4,732	3.1
		12	17,397	11.3	4,990	3.3
CBT CORN	U.S.		66,493	4.9	756	0.1	1,365,622
	NON U.S.		69,458	5.1	7,229	0.5
		15	135,951	10.0	7,985	0.6
CBT SOYBEANS	U.S.		19,495	2.9	16,208	2.4	677,178
	NON U.S.		32,091	4.7	11,450	1.7
		15	51,586	7.6	27,658	4.1
IFED CALIF CARBON 22	NON U.S.		2,580	1.9	41,707	31.1	134,000
		6	2,580	1.9	41,707	31.1
CBT SOYBEAN OIL	U.S.		15,563	3.8	2,861	0.7	406,640
	NON U.S.		26,532	6.5	3,334	0.8
		11	42,095	10.4	6,195	1.5
CBT	U.S.	4	1,382	0.1	7,736	0.6	1,207,982
	NON U.S.	8	2,529	0.2	27,902	2.3
		12	3,911	0.3	35,638	3.0
CBT ULTRA UST BOND	U.S.		2,566	0.2	140	0.0	1,403,272
	NON U.S.		388	0.0	14,808	1.1
		5	2,954	0.2	14,948	1.1
NYME NY HARBOR ULSD	U.S.		15,003	5.3	2,708	1.0	282,988
	NON U.S.		13,376	4.7	1,753	0.6
		10	28,379	10.0	4,461	1.6
IFED NAT GAS ICE LD1	U.S.	5	8,741	0.1	2,014,061	34.3	5,874,206
	NON U.S.	8	89,057	1.5	955,226	16.3
		13	97,798	1.7	2,969,287	50.5
IFED NAT GAS ICE PEN	U.S.		75,269	17.7	32,169	7.6	424,876
	NON U.S.		25,677	6.0	21,050	5.0
		9	100,946	23.8	53,219	12.5
IFED NWP ROCKIES FIN BASIS	U.S.	4	21,898	7.0	67,054	21.5	311,179
	NON U.S.	4	17,786	5.7	5,264	1.7
		8	39,684	12.8	72,318	23.2
IFED AECO FIN BASIS	U.S.		151	0.0	14,962	1.8	817,047
	NON U.S.		32,461	4.0	439,870	53.8
		7	32,612	4.0	454,832	55.7
IFED CHICAGO FIN BASIS	U.S.		23,522	6.7	2,129	0.6	352,417
	NON U.S.		8,695	2.5	13,352	3.8
		7	32,217	9.1	15,481	4.4
IFED HSC FIN BASIS	U.S.	4	29,797	5.0	41,721	7.0	600,097
	NON U.S.	4	2,987	0.5	30,276	5.0
		8	32,784	5.5	71,997	12.0
IFED WAHA FIN BASIS	U.S.	4	8,843	1.5	113,163	19.7	574,137
	NON U.S.	4	4,560	0.8	19,048	3.3
		8	13,403	2.3	132,211	23.0
IFED CIG ROCKIES BASIS	U.S.	4	1,348	0.4	170,217	47.7	357,120
	NON U.S.	4	0	0.0	54,172	15.2
		8	1,348	0.4	224,389	62.8
IFED TCO Basis	U.S.		279	0.1	74,148	34.1	217,307
	NON U.S.		0	0.0	25,170	11.6
		6	279	0.1	99,318	45.7
IFED CG Mainline Basis	U.S.		490	0.2	57,284	20.9	273,675
	NON U.S.		0	0.0	30,128	11.0
		5	490	0.2	87,412	31.9
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	7,204	0.9	267,371	34.1	783,655
	NON U.S.	4	26,494	3.4	126,917	16.2
		8	33,698	4.3	394,288	50.3
IFED EP SAN JUAN BASIS	U.S.		3,728	1.4	42,617	16.3	261,344
	NON U.S.		214	0.1	41,579	15.9
		7	3,942	1.5	84,196	32.2
IFED HENRY HUB INDEX	U.S.		2,635	1.3	28,607	13.9	206,417
	NON U.S.		2,072	1.0	3,104	1.5
		5	4,707	2.3	31,711	15.4
IFED MICHCON BASIS	U.S.		604	0.2	46,253	17.4	265,857
	NON U.S.		3,697	1.4	7,379	2.8
		6	4,301	1.6	53,632	20.2
IFED NGPL TXOK BASIS	U.S.		8,020	2.5	27,943	8.6	324,867
	NON U.S.		0	0.0	2,472	0.8
		5	8,020	2.5	30,415	9.4
IFED NWP SUMAS BASIS	U.S.		2,705	3.7	0	0.0	73,377
	NON U.S.		15,914	21.7	2,974	4.1
		6	18,619	25.4	2,974	4.1
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	15,522	33.2	46,700
	NON U.S.		1,029	2.2	8,894	19.0
		5	1,029	2.2	24,416	52.3
IFED PANHANDLE BASIS	U.S.		5,447	4.7	3,002	2.6	117,054
	NON U.S.		852	0.7	7,473	6.4
		5	6,299	5.4	10,475	8.9
IFED TRANSCO LEIDY BASIS	U.S.		244	0.2	25,291	25.3	100,135
	NON U.S.		5,932	5.9	5,329	5.3
		5	6,176	6.2	30,620	30.6
NYME NAT GAS NYME	U.S.	4	51,457	5.3	28,745	3.0	967,126
	NON U.S.	12	51,291	5.3	18,192	1.9
		16	102,748	10.6	46,937	4.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	2,525	0.7	83,112	21.9	379,211
	NON U.S.	7	3,118	0.8	58,605	15.5
		11	5,643	1.5	141,717	37.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	73,956	34.3	17,841	8.3	215,911
	NON U.S.	6	41,812	19.4	10,613	4.9
		10	115,768	53.6	28,454	13.2
CBT SOYBEAN MEAL	U.S.		10,817	3.0	0	0.0	359,963
	NON U.S.		31,817	8.8	4,708	1.3
		12	42,634	11.8	4,708	1.3
ICUS COTTON NO. 2	U.S.		7,850	3.5	6,050	2.7	224,735
	NON U.S.		17,288	7.7	18,274	8.1
		15	25,138	11.2	24,324	10.8
NYME HENRY HUB	U.S.	4	17,063	3.6	142,394	30.3	469,196
	NON U.S.	6	26,385	5.6	98,650	21.0
		10	43,448	9.3	241,044	51.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	37,720	19.6	9,573	5.0	192,215
	NON U.S.	7	58,837	30.6	11,461	6.0
		11	96,557	50.2	21,034	10.9
CBT UST 2Y NOTE	U.S.	5	4,973	0.3	17,038	0.9	1,963,479
	NON U.S.	30	29,466	1.5	75,380	3.8
		35	34,439	1.8	92,418	4.7
CBT UST 10Y NOTE	U.S.	5	22,467	0.6	15,139	0.4	3,850,494
	NON U.S.	28	98,966	2.6	83,080	2.2
		33	121,433	3.2	98,219	2.6
CBT ULTRA UST 10Y	U.S.		3,535	0.3	3,334	0.2	1,356,081
	NON U.S.		3,388	0.2	7,890	0.6
		5	6,923	0.5	11,224	0.8
CBT UST 5Y NOTE	U.S.	5	25,133	0.6	19,540	0.5	3,995,725
	NON U.S.	24	73,364	1.8	76,910	1.9
		29	98,497	2.5	96,450	2.4
CBT FED FUNDS	U.S.	5	217,858	14.4	153,947	10.2	1,516,168
	NON U.S.	29	171,382	11.3	96,620	6.4
		34	389,240	25.7	250,567	16.5
CME LEAN HOGS	U.S.		6,948	3.4	0	0.0	202,140
	NON U.S.		12,233	6.1	419	0.2
		9	19,181	9.5	419	0.2
CME LIVE CATTLE	U.S.		8,815	3.3	197	0.1	270,733
	NON U.S.		12,962	4.8	656	0.2
		8	21,777	8.0	853	0.3
CME FEEDER CATTLE	U.S.		775	1.6	0	0.0	48,582
	NON U.S.		2,653	5.5	1,201	2.5
		6	3,428	7.1	1,201	2.5
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		134	0.5	1,905	6.9	27,550
	NON U.S.		45	0.2	1,245	4.5
		7	179	0.6	3,150	11.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	3,822	9.8	39,038
	NON U.S.		0	0.0	1,395	3.6
		7	0	0.0	5,217	13.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,142	1.6	3,038	4.3	70,108
	NON U.S.		1,270	1.8	821	1.2
		8	2,412	3.4	3,859	5.5
NYME PROPANE NON-LDH MT BEL	U.S.		300	1.0	3,072	10.4	29,471
	NON U.S.		54	0.2	2,969	10.1
		5	354	1.2	6,041	20.5
NYME PROPANE	U.S.		2,595	2.0	5,513	4.2	131,205
	NON U.S.		1,337	1.0	4,890	3.7
		9	3,932	3.0	10,403	7.9
NYME MT BELVIEU ETHANE OPIS	U.S.	4	25	0.1	3,851	10.2	37,771
	NON U.S.	5	0	0.0	4,309	11.4
		9	25	0.1	8,160	21.6
NYME MT BELV NORM BUTANE OPIS	U.S.		210	0.4	3,428	6.3	54,486
	NON U.S.		975	1.8	991	1.8
		8	1,185	2.2	4,419	8.1
NYME MT BELV NAT GASOLINE OPIS	U.S.		53	0.2	3,060	9.2	33,308
	NON U.S.		2,422	7.3	1,611	4.8
		7	2,475	7.4	4,671	14.0
NYME CONWAY PROPANE (OPIS)	U.S.		617	2.3	27	0.1	26,702
	NON U.S.		141	0.5	1,329	5.0
		5	758	2.8	1,356	5.1
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		5,851	1.4	30,903	7.4	420,287
	NON U.S.		3,601	0.9	4,484	1.1
		6	9,452	2.2	35,387	8.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		2,228	7.8	3,997	14.0	28,558
		6	2,228	7.8	3,997	14.0
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		402	4.1	2,787	28.4	9,802
		5	402	4.1	2,787	28.4
IFED ARGUS WTI Mid/WTI TRADE MONTH	U.S.		0	0.0	39,423	46.5	84,742
	NON U.S.		0	0.0	6,192	7.3
		5	0	0.0	45,615	53.8
NYME WTI-PHYSICAL	U.S.	4	23,995	1.6	208,645	14.0	1,495,538
	NON U.S.	12	48,722	3.3	109,045	7.3
		16	72,717	4.9	317,690	21.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	3,867	2.5	31,611	20.5	154,165
	NON U.S.	5	3,896	2.5	16,478	10.7
		9	7,763	5.0	48,089	31.2
NYME BRENT LAST DAY	U.S.		1,393	0.9	0	0.0	162,762
	NON U.S.		1,126	0.7	155	0.1
		5	2,519	1.5	155	0.1
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		378	0.2	25,924	17.1	151,820
	NON U.S.		0	0.0	5,496	3.6
		6	378	0.2	31,420	20.7
ICUS COCOA	U.S.		4,529	1.4	1,318	0.4	315,413
	NON U.S.		7,229	2.3	6,607	2.1
		9	11,758	3.7	7,925	2.5
NYME PALLADIUM	U.S.	4	587	8.3	270	3.8	7,080
	NON U.S.	9	567	8.0	575	8.1
		13	1,154	16.3	845	11.9
NYME PLATINUM	U.S.	5	426	0.8	13,381	24.0	55,682
	NON U.S.	16	3,798	6.8	3,944	7.1
		21	4,224	7.6	17,325	31.1
ICUS SUGAR NO. 11	U.S.		22,369	3.3	12,315	1.8	687,018
	NON U.S.		34,848	5.1	41,642	6.1
		13	57,217	8.3	53,957	7.9
ICUS COFFEE C	U.S.		3,883	2.1	192	0.1	184,698
	NON U.S.		8,210	4.4	17,664	9.6
		19	12,093	6.5	17,856	9.7
CMX SILVER	U.S.	5	3,768	2.9	28,299	21.8	129,524
	NON U.S.	18	7,518	5.8	23,982	18.5
		23	11,286	8.7	52,281	40.4
CMX COPPER- #1	U.S.		12,656	7.6	0	0.0	166,161
	NON U.S.		14,394	8.7	5,370	3.2
		15	27,050	16.3	5,370	3.2
CMX GOLD	U.S.	5	12,114	2.8	57,660	13.2	437,065
	NON U.S.	23	38,671	8.8	71,432	16.3
		28	50,785	11.6	129,092	29.5
CME CANADIAN DOLLAR	U.S.		0	0.0	6,159	4.3	141,799
	NON U.S.		1,153	0.8	4,349	3.1
		7	1,153	0.8	10,508	7.4
CME MEXICAN PESO	NON U.S.		680	0.4	108,646	56.5	192,352
		7	680	0.4	108,646	56.5
CME BRITISH POUND	U.S.		52,002	20.2	2,495	1.0	256,906
	NON U.S.		21,102	8.2	2,009	0.8
		7	73,104	28.5	4,504	1.8
CME JAPANESE YEN	U.S.		52,270	21.5	0	0.0	243,289
	NON U.S.		1,720	0.7	4,042	1.7
		5	53,990	22.2	4,042	1.7
CME EURO FX	U.S.		0	0.0	113,371	17.7	640,458
	NON U.S.		12,787	2.0	33,325	5.2
		15	12,787	2.0	146,696	22.9
CME BRAZILIAN REAL	NON U.S.		337	0.8	5,137	12.8	39,984
		5	337	0.8	5,137	12.8
NYME GASOLINE RBOB	U.S.		10,111	4.2	258	0.1	242,669
	NON U.S.		11,426	4.7	3,949	1.6
		11	21,537	8.9	4,207	1.7
E VIX FUTURES	U.S.		980	0.3	1,999	0.6	322,187
	NON U.S.		18,722	5.8	5,546	1.7
		8	19,702	6.1	7,545	2.3
CBT DJIA x $5	U.S.	4	3,008	4.5	310	0.5	66,652
	NON U.S.	7	7,924	11.9	1,293	1.9
		11	10,932	16.4	1,603	2.4
CME EURODOLLARS-3M	U.S.	4	986,616	12.0	716,378	8.7	8,226,075
	NON U.S.	20	553,823	6.7	505,707	6.1
		24	1,540,439	18.7	1,222,085	14.9
CME SOFR-3M	U.S.	16	1,797,581	25.3	460,822	6.5	7,112,149
	NON U.S.	64	895,052	12.6	690,353	9.7
		80	2,692,633	37.9	1,151,175	16.2
CME SOFR-1M	U.S.	8	81,344	13.7	51,839	8.8	592,157
	NON U.S.	27	64,075	10.8	73,333	12.4
		35	145,419	24.6	125,172	21.1
CME E-MINI S&P 500	U.S.	7	62,021	2.7	25,597	1.1	2,261,285
	NON U.S.	23	200,028	8.8	34,704	1.5
		30	262,049	11.6	60,301	2.7
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	22,060	38.2	57,797
	NON U.S.		3,698	6.4	9,101	15.7
		7	3,698	6.4	31,161	53.9
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		31,106	11.6	7,750	2.9	267,573
	NON U.S.		37,233	13.9	49,178	18.4
		7	68,339	25.5	56,928	21.3
CMX ALUMINUM MWP	U.S.		6,469	22.3	0	0.0	28,969
	NON U.S.		3,343	11.5	0	0.0
		5	9,812	33.9	0	0.0
CME NASDAQ MINI	U.S.	5	19,864	7.3	0	0.0	272,171
	NON U.S.	9	36,490	13.4	1,239	0.5
		14	56,354	20.7	1,239	0.5
CME RUSSELL E-MINI	U.S.	7	27,543	4.9	4,061	0.7	557,855
	NON U.S.	14	37,238	6.7	13,773	2.5
		21	64,781	11.6	17,834	3.2
ICUS MSCI EAFE	U.S.	4	2,148	0.5	8,582	2.1	413,964
	NON U.S.	7	1,800	0.4	46,821	11.3
		11	3,948	1.0	55,403	13.4
ICUS MSCI EM INDEX	U.S.	4	3,787	0.3	7,129	0.7	1,083,335
	NON U.S.	11	16,501	1.5	61,329	5.7
		15	20,288	1.9	68,458	6.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	5	289	0.1	42,191	17.4	242,258
	NON U.S.	10	8,321	3.4	30,764	12.7
		15	8,610	3.6	72,955	30.1
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		350	3.6	1,219	12.4	9,808
	NON U.S.		1,237	12.6	2,950	30.1
		5	1,587	16.2	4,169	42.5