December Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 12/6/2022
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		14,684	4.4	2,927	0.9	334,760
	NON U.S.		31,750	9.5	13,162	3.9
		14	46,434	13.9	16,089	4.8
CBT WHEAT-HRW	U.S.		7,679	5.2	769	0.5	146,353
	NON U.S.		14,416	9.9	2,631	1.8
		9	22,095	15.1	3,400	2.3
CBT CORN	U.S.		75,288	6.1	512	0.0	1,232,307
	NON U.S.		72,332	5.9	2,331	0.2
		16	147,620	12.0	2,843	0.2
CBT SOYBEANS	U.S.		26,564	4.3	18,047	2.9	622,200
	NON U.S.		30,138	4.8	8,449	1.4
		17	56,702	9.1	26,496	4.3
IFED CALIF CARBON 22	NON U.S.		13,425	17.8	15,133	20.0	75,557
		7	13,425	17.8	15,133	20.0
IFED CALIF CARBON 23	NON U.S.		5,647	3.3	71,476	42.1	169,742
		8	5,647	3.3	71,476	42.1
CBT SOYBEAN OIL	U.S.		17,582	4.1	1,490	0.3	434,000
	NON U.S.		25,124	5.8	2,190	0.5
		10	42,706	9.8	3,680	0.8
CBT UST BOND	U.S.		1,052	0.1	9,525	0.8	1,170,663
	NON U.S.		1,831	0.2	28,780	2.5
		12	2,883	0.2	38,305	3.3
CBT ULTRA UST BOND	U.S.		3,159	0.2	109	0.0	1,424,700
	NON U.S.		3,864	0.3	20,758	1.5
		8	7,023	0.5	20,867	1.5
NYME NY HARBOR ULSD	U.S.		12,480	4.9	2,520	1.0	257,158
	NON U.S.		12,752	5.0	768	0.3
		11	25,232	9.8	3,288	1.3
IFED NAT GAS ICE LD1	U.S.	5	8,662	0.1	1,900,620	32.1	5,924,725
	NON U.S.	8	93,035	1.6	910,433	15.4
		13	101,697	1.7	2,811,053	47.4
IFED NAT GAS ICE PEN	U.S.		77,145	16.5	58,398	12.5	468,534
	NON U.S.		44,499	9.5	12,781	2.7
		9	121,644	26.0	71,179	15.2
IFED NWP ROCKIES FIN BASIS	U.S.		9,969	3.2	55,088	17.8	309,226
	NON U.S.		14,773	4.8	7,303	2.4
		7	24,742	8.0	62,391	20.2
IFED AECO FIN BASIS	U.S.		151	0.0	13,100	1.7	789,415
	NON U.S.		28,045	3.6	468,918	59.4
		7	28,196	3.6	482,018	61.1
IFED CHICAGO FIN BASIS	U.S.		21,164	6.3	217	0.1	333,535
	NON U.S.		9,452	2.8	6,501	1.9
		5	30,616	9.2	6,718	2.0
IFED HSC FIN BASIS	U.S.	4	68,165	13.3	19,040	3.7	512,393
	NON U.S.	4	5,268	1.0	22,341	4.4
		8	73,433	14.3	41,381	8.1
IFED WAHA FIN BASIS	U.S.	4	5,562	1.1	134,308	26.3	509,803
	NON U.S.	4	5,021	1.0	23,612	4.6
		8	10,583	2.1	157,920	31.0
IFED CIG ROCKIES BASIS	U.S.	4	2,290	0.7	180,678	53.1	339,957
	NON U.S.	4	0	0.0	43,606	12.8
		8	2,290	0.7	224,284	66.0
IFED TCO Basis	U.S.		0	0.0	75,335	39.4	191,053
	NON U.S.		62	0.0	19,361	10.1
		6	62	0.0	94,696	49.6
IFED CG Mainline Basis	U.S.		0	0.0	59,193	22.0	268,661
	NON U.S.		0	0.0	36,020	13.4
		5	0	0.0	95,213	35.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	6,280	0.8	260,714	34.3	759,049
	NON U.S.	4	29,850	3.9	134,343	17.7
		8	36,130	4.8	395,057	52.0
IFED MICHCON BASIS	U.S.		604	0.2	37,264	15.1	246,150
	NON U.S.		3,577	1.5	7,379	3.0
		6	4,181	1.7	44,643	18.1
IFED NGPL TXOK BASIS	U.S.		7,723	2.9	24,076	8.9	270,134
	NON U.S.		0	0.0	7,194	2.7
		5	7,723	2.9	31,270	11.6
IFED NWP SUMAS BASIS	U.S.		2,184	3.1	0	0.0	70,382
	NON U.S.		17,117	24.3	184	0.3
		5	19,301	27.4	184	0.3
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	12,514	30.0	41,711
	NON U.S.		602	1.4	8,107	19.4
		5	602	1.4	20,621	49.4
IFED TRANSCO LEIDY BASIS	U.S.		1,883	2.0	20,343	21.4	95,263
	NON U.S.		1,460	1.5	14,053	14.8
		5	3,343	3.5	34,396	36.1
NYME NAT GAS NYME	U.S.	4	54,943	5.4	29,268	2.9	1,010,479
	NON U.S.	12	47,627	4.7	17,314	1.7
		16	102,570	10.2	46,582	4.6
NYME HENRY HUB LAST DAY FIN	U.S.	4	2,318	0.6	67,334	18.2	370,301
	NON U.S.	6	2,841	0.8	52,723	14.2
		10	5,159	1.4	120,057	32.4
NYME HENRY HUB PENULTIMATE FIN	U.S.		66,375	35.1	5,520	2.9	188,995
	NON U.S.		42,629	22.6	8,629	4.6
		9	109,004	57.7	14,149	7.5
CBT SOYBEAN MEAL	U.S.		15,465	4.0	14	0.0	388,478
	NON U.S.		28,902	7.4	5,295	1.4
		11	44,367	11.4	5,309	1.4
ICUS COTTON NO. 2	U.S.		8,321	4.3	2,573	1.3	194,946
	NON U.S.		15,873	8.1	18,106	9.3
		14	24,194	12.4	20,679	10.6
NYME HENRY HUB	U.S.	4	10,250	2.4	134,908	31.1	433,491
	NON U.S.	6	24,557	5.7	94,900	21.9
		10	34,807	8.0	229,808	53.0
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	30,267	16.9	10,092	5.6	178,881
	NON U.S.	7	53,881	30.1	14,544	8.1
		11	84,148	47.0	24,636	13.8
ICUS FRZN CONCENTRATED ORANGE JUICE	U.S.		263	2.3	0	0.0	11,234
	NON U.S.		962	8.6	74	0.7
		5	1,225	10.9	74	0.7
CBT UST 2Y NOTE	U.S.	6	8,434	0.4	15,499	0.7	2,109,988
	NON U.S.	30	27,466	1.3	55,309	2.6
		36	35,900	1.7	70,808	3.4
CBT UST 10Y NOTE	U.S.	5	21,724	0.6	10,169	0.3	3,775,431
	NON U.S.	25	46,471	1.2	76,661	2.0
		30	68,195	1.8	86,830	2.3
CBT UST 5Y NOTE	U.S.	6	9,995	0.2	13,554	0.3	4,130,322
	NON U.S.	23	26,180	0.6	79,379	1.9
		29	36,175	0.9	92,933	2.3
CBT FED FUNDS	U.S.	4	243,361	18.4	92,291	7.0	1,323,028
	NON U.S.	28	113,986	8.6	128,027	9.7
		32	357,347	27.0	220,318	16.7
CME LEAN HOGS	U.S.		7,497	3.9	80	0.0	191,791
	NON U.S.		12,284	6.4	1,397	0.7
		11	19,781	10.3	1,477	0.8
CME LIVE CATTLE	U.S.		9,092	3.1	0	0.0	292,287
	NON U.S.		16,529	5.7	2,014	0.7
		9	25,621	8.8	2,014	0.7
CME FEEDER CATTLE	U.S.		655	1.4	0	0.0	46,638
	NON U.S.		3,932	8.4	3,399	7.3
		6	4,587	9.8	3,399	7.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		321	1.3	1,662	6.8	24,404
	NON U.S.		66	0.3	1,433	5.9
		7	387	1.6	3,095	12.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,267	11.7	45,036
	NON U.S.		100	0.2	879	2.0
		7	100	0.2	6,146	13.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,010	1.3	2,929	3.9	75,096
	NON U.S.		4,972	6.6	430	0.6
		8	5,982	8.0	3,359	4.5
NYME PROPANE NON-LDH MT BEL	U.S.		300	0.9	2,453	7.1	34,477
	NON U.S.		284	0.8	2,620	7.6
		6	584	1.7	5,073	14.7
NYME PROPANE	U.S.		1,932	1.5	3,468	2.7	128,632
	NON U.S.		1,252	1.0	4,116	3.2
		9	3,184	2.5	7,584	5.9
NYME MT BELVIEU ETHANE OPIS	U.S.	4	25	0.1	3,351	8.1	41,601
	NON U.S.	5	0	0.0	4,100	9.9
		9	25	0.1	7,451	17.9
NYME MT BELV NORM BUTANE OPIS	U.S.		59	0.1	3,280	6.4	50,930
	NON U.S.		969	1.9	657	1.3
		8	1,028	2.0	3,937	7.7
NYME MT BELV NAT GASOLINE OPIS	U.S.		68	0.2	2,598	8.2	31,598
	NON U.S.		2,374	7.5	1,230	3.9
		7	2,442	7.7	3,828	12.1
NYME CONWAY PROPANE (OPIS)	U.S.		828	3.1	0	0.0	26,506
	NON U.S.		514	1.9	1,945	7.3
		6	1,342	5.1	1,945	7.3
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		7,010	1.8	21,043	5.4	388,899
	NON U.S.		2,582	0.7	3,625	0.9
		7	9,592	2.5	24,668	6.3
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		1,244	6.3	2,371	11.9	19,872
		5	1,244	6.3	2,371	11.9
NYME WTI-PHYSICAL	U.S.	4	22,917	1.6	183,635	12.8	1,436,728
	NON U.S.	14	43,617	3.0	93,813	6.5
		18	66,534	4.6	277,448	19.3
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	3,806	2.8	30,936	22.7	136,490
	NON U.S.	5	2,541	1.9	18,346	13.4
		9	6,347	4.7	49,282	36.1
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		36	0.0	26,331	19.4	135,687
	NON U.S.		126	0.1	6,147	4.5
		5	162	0.1	32,478	23.9
ICUS COCOA	U.S.		4,262	1.7	10,518	4.1	258,297
	NON U.S.		7,668	3.0	8,547	3.3
		8	11,930	4.6	19,065	7.4
NYME PALLADIUM	U.S.	4	555	7.1	620	8.0	7,785
	NON U.S.	11	629	8.1	414	5.3
		15	1,184	15.2	1,034	13.3
NYME PLATINUM	U.S.	5	1,457	2.1	20,114	29.2	68,821
	NON U.S.	15	3,403	4.9	8,076	11.7
		20	4,860	7.1	28,190	41.0
ICUS SUGAR NO. 11	U.S.		21,657	2.5	13,890	1.6	881,388
	NON U.S.		41,936	4.8	50,522	5.7
		13	63,593	7.2	64,412	7.3
ICUS COFFEE C	U.S.		4,710	2.3	36	0.0	203,296
	NON U.S.		11,551	5.7	17,236	8.5
		18	16,261	8.0	17,272	8.5
CMX SILVER	U.S.	5	5,751	4.7	32,446	26.5	122,558
	NON U.S.	16	7,859	6.4	25,362	20.7
		21	13,610	11.1	57,808	47.2
CMX COPPER- #1	U.S.		10,776	6.8	20	0.0	158,762
	NON U.S.		10,668	6.7	1,685	1.1
		13	21,444	13.5	1,705	1.1
CMX GOLD	U.S.	5	14,399	3.4	65,470	15.5	422,100
	NON U.S.	23	42,472	10.1	73,165	17.3
		28	56,871	13.5	138,635	32.8
CME CANADIAN DOLLAR	U.S.		0	0.0	6,761	4.5	148,891
	NON U.S.		1,712	1.1	4,088	2.7
		5	1,712	1.1	10,849	7.3
CME MEXICAN PESO	NON U.S.		2,449	0.8	107,130	36.5	293,708
		8	2,449	0.8	107,130	36.5
CME BRITISH POUND	U.S.		52,122	22.6	2,488	1.1	230,311
	NON U.S.		19,902	8.6	6,081	2.6
		8	72,024	31.3	8,569	3.7
CME JAPANESE YEN	U.S.		50,128	22.4	100	0.0	223,424
	NON U.S.		2,025	0.9	4,048	1.8
		5	52,153	23.3	4,148	1.9
CME EURO FX	U.S.		459	0.1	126,877	17.8	711,537
	NON U.S.		11,624	1.6	38,447	5.4
		17	12,083	1.7	165,324	23.2
CME BRAZILIAN REAL	NON U.S.		385	1.5	3,859	15.2	25,464
		5	385	1.5	3,859	15.2
NYME GASOLINE RBOB	U.S.		10,304	4.0	185	0.1	255,669
	NON U.S.		11,570	4.5	4,706	1.8
		11	21,874	8.6	4,891	1.9
E VIX FUTURES	U.S.	4	606	0.2	3,287	1.0	334,630
	NON U.S.	6	25,551	7.6	3,501	1.0
		10	26,157	7.8	6,788	2.0
CBT DJIA x $5	U.S.		2,914	3.6	1,460	1.8	81,777
	NON U.S.		6,505	8.0	4,421	5.4
		10	9,419	11.5	5,881	7.2
CME EURODOLLARS-3M	U.S.	4	1,140,527	15.7	730,180	10.1	7,263,670
	NON U.S.	22	542,193	7.5	589,572	8.1
		26	1,682,720	23.2	1,319,752	18.2
CME SOFR-3M	U.S.	16	1,628,055	19.4	358,575	4.3	8,410,056
	NON U.S.	69	1,137,696	13.5	848,633	10.1
		85	2,765,751	32.9	1,207,208	14.4
CME SOFR-1M	U.S.	9	43,539	7.1	91,719	15.0	613,451
	NON U.S.	31	44,629	7.3	78,824	12.8
		40	88,168	14.4	170,543	27.8
CME E-MINI S&P 500	U.S.	7	48,736	2.1	38,123	1.7	2,287,691
	NON U.S.	25	109,031	4.8	180,687	7.9
		32	157,767	6.9	218,810	9.6
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		2,880	9.8	16,354	55.5	29,441
		5	2,880	9.8	16,354	55.5
CME E-MINI S&P HEALTH CARE INDEX	NON U.S.		2,186	14.1	4,054	26.2	15,502
		5	2,186	14.1	4,054	26.2
CME E-MINI S&P UTILITIES INDEX	NON U.S.		0	0.0	7,482	41.5	18,043
		5	0	0.0	7,482	41.5
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.		30,027	10.4	11,794	4.1	287,472
	NON U.S.		48,533	16.9	53,328	18.6
		7	78,560	27.3	65,122	22.7
CMX ALUMINUM MWP	U.S.		7,113	25.7	0	0.0	27,675
	NON U.S.		3,179	11.5	0	0.0
		5	10,292	37.2	0	0.0
CME NASDAQ MINI	U.S.	5	14,376	5.7	8,683	3.5	250,102
	NON U.S.	11	17,789	7.1	4,124	1.6
		16	32,165	12.9	12,807	5.1
CME AUSTRALIAN DOLLAR	U.S.		2,777	1.7	2,010	1.3	158,755
	NON U.S.		17,952	11.3	1,500	0.9
		5	20,729	13.1	3,510	2.2
CME RUSSELL E-MINI	U.S.	7	23,070	4.8	3,220	0.7	482,440
	NON U.S.	12	41,469	8.6	16,011	3.3
		19	64,539	13.4	19,231	4.0
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		0	0.0	239	0.4	54,730
	NON U.S.		4,985	9.1	36	0.1
		6	4,985	9.1	275	0.5
ICUS MSCI EAFE	U.S.	4	1,668	0.5	9,195	2.6	348,622
	NON U.S.	6	4,827	1.4	43,669	12.5
		10	6,495	1.9	52,864	15.2
ICUS MSCI EM INDEX	U.S.	4	1,622	0.2	10,503	1.0	1,045,329
	NON U.S.	13	18,032	1.7	51,512	4.9
		17	19,654	1.9	62,015	5.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.	5	403	0.1	42,362	15.4	275,819
	NON U.S.	11	11,430	4.1	33,161	12.0
		16	11,833	4.3	75,523	27.4
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		968	5.6	1,174	6.8	17,245
	NON U.S.		1,124	6.5	7,854	45.5
		6	2,092	12.1	9,028	52.4