August Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 8/6/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.	4	20,169	4.7	3,609	0.8	431,547
	NON U.S.	14	39,361	9.1	7,472	1.7
		18	59,530	13.8	11,081	2.6
CBT WHEAT-HRW	U.S.	4	21,328	8.0	4,992	1.9	265,006
	NON U.S.	7	32,543	12.3	4,850	1.8
		11	53,871	20.3	9,842	3.7
CBT CORN	U.S.	4	68,863	4.4	3,667	0.2	1,578,304
	NON U.S.	13	103,675	6.6	23,213	1.5
		17	172,538	10.9	26,880	1.7
CBT SOYBEANS	U.S.		44,290	5.6	4,759	0.6	786,832
	NON U.S.		54,749	7.0	7,058	0.9
		17	99,039	12.6	11,817	1.5
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		5,266	2.7	53,205	27.3	195,038
		8	5,266	2.7	53,205	27.3
IFED CALIF CARBON ALL VINTAGE 2025	NON U.S.		0	0.0	23,631	39.6	59,662
		6	0	0.0	23,631	39.6
IFED RGGI V2024	NON U.S.		1,207	2.4	32,490	65.2	49,855
		5	1,207	2.4	32,490	65.2
CBT SOYBEAN OIL	U.S.	4	31,026	5.6	1,373	0.2	550,787
	NON U.S.	13	58,335	10.6	623	0.1
		17	89,361	16.2	1,996	0.4
CBT UST BOND	U.S.	7	31,630	1.8	9,462	0.5	1,764,559
	NON U.S.	13	3,364	0.2	31,900	1.8
		20	34,994	2.0	41,362	2.3
NYME NY HARBOR ULSD	U.S.		19,402	4.7	838	0.2	409,414
	NON U.S.		19,291	4.7	2,544	0.6
		12	38,693	9.5	3,382	0.8
IFED NAT GAS ICE LD1	U.S.	6	32,195	0.5	2,025,314	28.7	7,046,751
	NON U.S.	9	78,006	1.1	1,023,786	14.5
		15	110,201	1.6	3,049,100	43.3
IFED NAT GAS ICE PEN	U.S.		138,445	20.6	111,950	16.7	672,115
	NON U.S.		66,427	9.9	7,359	1.1
		9	204,872	30.5	119,309	17.8
IFED NWP ROCKIES FIN BASIS	U.S.	4	7,484	1.8	38,873	9.4	411,420
	NON U.S.	4	38,308	9.3	0	0.0
		8	45,792	11.1	38,873	9.4
IFED AECO FIN BASIS	U.S.		302	0.0	14,949	1.6	910,129
	NON U.S.		16,105	1.8	575,872	63.3
		7	16,407	1.8	590,821	64.9
IFED CHICAGO FIN BASIS	U.S.		13,323	3.7	2,187	0.6	361,466
	NON U.S.		10,140	2.8	908	0.3
		7	23,463	6.5	3,095	0.9
IFED HSC FIN BASIS	U.S.	4	58,632	7.2	7,140	0.9	813,380
	NON U.S.	5	66,210	8.1	38,729	4.8
		9	124,842	15.3	45,869	5.6
IFED WAHA FIN BASIS	U.S.	5	2,014	0.5	110,979	27.5	404,012
	NON U.S.	4	1,712	0.4	30,400	7.5
		9	3,726	0.9	141,379	35.0
IFED CIG ROCKIES BASIS	U.S.		1,103	0.3	162,587	46.6	348,725
	NON U.S.		205	0.1	6,003	1.7
		5	1,308	0.4	168,590	48.3
IFED TCO Basis	U.S.	4	0	0.0	77,371	41.8	185,267
	NON U.S.	4	0	0.0	22,967	12.4
		8	0	0.0	100,338	54.2
IFED CG Mainline Basis	U.S.		0	0.0	30,766	13.2	233,386
	NON U.S.		0	0.0	12,076	5.2
		5	0	0.0	42,842	18.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	20,129	2.4	259,728	31.6	822,857
	NON U.S.	5	13,271	1.6	197,338	24.0
		10	33,400	4.1	457,066	55.5
IFED EP SAN JUAN BASIS	U.S.		6,677	3.2	21,171	10.1	209,946
	NON U.S.		0	0.0	2,266	1.1
		5	6,677	3.2	23,437	11.2
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		101,750	17.4	0	0.0	585,024
	NON U.S.		56,481	9.7	0	0.0
		6	158,231	27.0	0	0.0
IFED MICHCON BASIS	U.S.		0	0.0	15,176	6.2	245,135
	NON U.S.		689	0.3	6,976	2.8
		5	689	0.3	22,152	9.0
IFED NGPL TXOK BASIS	U.S.		3,825	1.4	34,378	12.5	275,620
	NON U.S.		428	0.2	21,994	8.0
		7	4,253	1.5	56,372	20.5
IFED PANHANDLE BASIS	U.S.		1,093	0.9	20,136	16.9	119,356
	NON U.S.		1,645	1.4	6,628	5.6
		6	2,738	2.3	26,764	22.4
IFED TETCO M2 Basis (Receipts)	U.S.	5	2,018	0.5	210,759	51.9	406,458
	NON U.S.	4	0	0.0	73,644	18.1
		9	2,018	0.5	284,403	70.0
IFED REX ZONE 3 BASIS	U.S.		0	0.0	36,729	16.0	230,139
	NON U.S.		244	0.1	9,748	4.2
		6	244	0.1	46,477	20.2
NYME NAT GAS NYME	U.S.	5	48,359	3.0	52,262	3.3	1,587,318
	NON U.S.	11	79,357	5.0	42,810	2.7
		16	127,716	8.0	95,072	6.0
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,901	2.1	43,911	11.8	373,240
	NON U.S.	5	3,514	0.9	42,653	11.4
		9	11,415	3.1	86,564	23.2
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	26,059	11.5	36,415	16.1	225,843
	NON U.S.	7	57,906	25.6	1,960	0.9
		11	83,965	37.2	38,375	17.0
CBT SOYBEAN MEAL	U.S.		24,415	4.7	6,650	1.3	517,629
	NON U.S.		39,775	7.7	641	0.1
		15	64,190	12.4	7,291	1.4
ICUS COTTON NO. 2	U.S.		14,202	6.3	2,289	1.0	226,789
	NON U.S.		23,609	10.4	5,509	2.4
		16	37,811	16.7	7,798	3.4
NYME HENRY HUB	U.S.	4	11,392	3.3	101,236	29.2	346,754
	NON U.S.	5	16,276	4.7	66,482	19.2
		9	27,668	8.0	167,718	48.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	22,481	13.2	37,572	22.0	170,879
	NON U.S.	7	31,635	18.5	4,779	2.8
		11	54,116	31.7	42,351	24.8
CBT UST 2Y NOTE	U.S.	9	35,341	0.8	15,997	0.4	4,418,535
	NON U.S.	36	67,469	1.5	39,494	0.9
		45	102,810	2.3	55,491	1.3
CBT UST 10Y NOTE	U.S.	8	124,081	2.5	35,171	0.7	4,887,707
	NON U.S.	32	117,716	2.4	95,985	2.0
		40	241,797	4.9	131,156	2.7
CBT ULTRA UST 10Y	U.S.		40,641	1.9	4,896	0.2	2,120,288
	NON U.S.		4,236	0.2	27,511	1.3
		15	44,877	2.1	32,407	1.5
CBT UST 5Y NOTE	U.S.	8	80,069	1.2	50,439	0.8	6,612,926
	NON U.S.	23	86,989	1.3	104,974	1.6
		31	167,058	2.5	155,413	2.4
CBT FED FUNDS	U.S.	6	162,599	9.7	256,434	15.3	1,673,597
	NON U.S.	33	179,544	10.7	150,814	9.0
		39	342,143	20.4	407,248	24.3
CME EURO SHORT TERM RATE	U.S.	4	6,831	12.5	13,891	25.3	54,825
	NON U.S.	11	3,911	7.1	17,003	31.0
		15	10,742	19.6	30,894	56.4
CME LEAN HOGS	U.S.		27,656	11.5	1,218	0.5	240,559
	NON U.S.		21,917	9.1	6,224	2.6
		13	49,573	20.6	7,442	3.1
CME LIVE CATTLE	U.S.		20,411	7.1	1,974	0.7	289,099
	NON U.S.		16,368	5.7	567	0.2
		11	36,779	12.7	2,541	0.9
CME FEEDER CATTLE	U.S.		1,387	2.7	97	0.2	51,493
	NON U.S.		897	1.7	430	0.8
		8	2,284	4.4	527	1.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		350	0.6	1,045	1.9	54,957
	NON U.S.		2,908	5.3	996	1.8
		5	3,258	5.9	2,041	3.7
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		323	0.9	2,231	6.0	37,097
	NON U.S.		889	2.4	1,375	3.7
		6	1,212	3.3	3,606	9.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,493	9.1	60,664
	NON U.S.		5	0.0	1,345	2.2
		6	5	0.0	6,838	11.3
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,299	1.8	887	0.7	129,273
	NON U.S.		2,556	2.0	1,453	1.1
		8	4,855	3.8	2,340	1.8
NYME PROPANE NON-LDH MT BEL	U.S.		25	0.1	1,880	5.3	35,668
	NON U.S.		235	0.7	1,106	3.1
		8	260	0.7	2,986	8.4
NYME PROPANE	U.S.	4	2,371	1.5	8,514	5.5	153,438
	NON U.S.	6	1,619	1.1	3,593	2.3
		10	3,990	2.6	12,107	7.9
NYME MT BELV NORM BUTANE OPIS	U.S.		108	0.2	2,503	4.0	63,209
	NON U.S.		871	1.4	2,030	3.2
		6	979	1.5	4,533	7.2
NYME MT BELV NAT GASOLINE OPIS	U.S.		15	0.0	2,591	8.5	30,591
	NON U.S.		20	0.1	1,356	4.4
		6	35	0.1	3,947	12.9
NYME CONWAY PROPANE (OPIS)	U.S.		1,029	4.4	0	0.0	23,545
	NON U.S.		536	2.3	1,381	5.9
		5	1,565	6.6	1,381	5.9
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		7,708	1.2	17,504	2.8	634,719
	NON U.S.		1,082	0.2	9,374	1.5
		5	8,790	1.4	26,878	4.2
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		0	0.0	120	0.2	49,791
	NON U.S.		0	0.0	10,156	20.4
		7	0	0.0	10,276	20.6
NYME WTI-PHYSICAL	U.S.	5	14,963	0.8	208,270	11.4	1,828,846
	NON U.S.	15	44,315	2.4	142,861	7.8
		20	59,278	3.2	351,131	19.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	9,766	6.9	13,340	9.5	140,769
	NON U.S.	7	19,972	14.2	5,992	4.3
		12	29,738	21.1	19,332	13.7
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		300	0.1	60,719	19.9	304,773
	NON U.S.		0	0.0	24,452	8.0
		6	300	0.1	85,171	27.9
ICUS COCOA	U.S.		1,931	1.4	3,639	2.7	137,261
	NON U.S.		2,278	1.7	3,083	2.2
		8	4,209	3.1	6,722	4.9
NYME PALLADIUM	U.S.	5	5,514	17.9	790	2.6	30,871
	NON U.S.	14	1,456	4.7	647	2.1
		19	6,970	22.6	1,437	4.7
NYME PLATINUM	U.S.	5	1,536	1.9	16,678	20.6	81,153
	NON U.S.	20	3,512	4.3	7,088	8.7
		25	5,048	6.2	23,766	29.3
ICUS SUGAR NO. 11	U.S.		33,379	4.2	7,652	1.0	803,315
	NON U.S.		50,913	6.3	41,270	5.1
		15	84,292	10.5	48,922	6.1
ICUS COFFEE C	U.S.	4	5,436	2.2	4,533	1.9	243,034
	NON U.S.	23	13,442	5.5	45,506	18.7
		27	18,878	7.8	50,039	20.6
CMX SILVER	U.S.	5	6,296	4.3	33,200	22.5	147,537
	NON U.S.	17	7,675	5.2	41,938	28.4
		22	13,971	9.5	75,138	50.9
CMX COPPER- #1	U.S.	5	21,850	8.8	10,723	4.3	249,019
	NON U.S.	11	14,185	5.7	4,372	1.8
		16	36,035	14.5	15,095	6.1
CMX GOLD	U.S.	5	14,487	3.0	123,312	25.7	480,645
	NON U.S.	23	23,661	4.9	90,524	18.8
		28	38,148	7.9	213,836	44.5
CME CANADIAN DOLLAR	U.S.		119,263	35.6	1,218	0.4	335,120
	NON U.S.		1,580	0.5	968	0.3
		8	120,843	36.1	2,186	0.7
CME SWISS FRANC	U.S.		4,058	5.9	0	0.0	68,503
	NON U.S.		2,028	3.0	2,557	3.7
		5	6,086	8.9	2,557	3.7
CME MEXICAN PESO	U.S.		0	0.0	15,232	8.0	190,477
	NON U.S.		1,389	0.7	23,731	12.5
		7	1,389	0.7	38,963	20.5
CME BRITISH POUND	U.S.		5,162	2.3	27,303	12.2	224,042
	NON U.S.		5,165	2.3	3,238	1.4
		9	10,327	4.6	30,541	13.6
CME JAPANESE YEN	U.S.		99,159	33.2	12,324	4.1	298,937
	NON U.S.		5,542	1.9	5,872	2.0
		9	104,701	35.0	18,196	6.1
CME EURO FX	U.S.	5	5,575	0.8	148,677	22.2	671,104
	NON U.S.	9	3,472	0.5	3,852	0.6
		14	9,047	1.3	152,529	22.7
CME BRAZILIAN REAL	NON U.S.		7,370	8.1	596	0.7	91,105
		5	7,370	8.1	596	0.7
NYME GASOLINE RBOB	U.S.	4	11,544	3.1	2,539	0.7	371,882
	NON U.S.	9	14,192	3.8	1,815	0.5
		13	25,736	6.9	4,354	1.2
CME NZ DOLLAR	U.S.		12,106	16.3	13,815	18.6	74,141
	NON U.S.		1,404	1.9	648	0.9
		7	13,510	18.2	14,463	19.5
E VIX FUTURES	U.S.	5	4,620	1.0	4,266	0.9	453,022
	NON U.S.	8	44,427	9.8	9,075	2.0
		13	49,047	10.8	13,341	2.9
CBT DJIA x $5	U.S.		1,611	1.9	0	0.0	84,440
	NON U.S.		3,518	4.2	16,462	19.5
		10	5,129	6.1	16,462	19.5
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		1,702	2.7	0	0.0	61,934
	NON U.S.		0	0.0	33,651	54.3
		6	1,702	2.7	33,651	54.3
CME BITCOIN	NON U.S.		271	1.0	1,656	6.0	27,535
		5	271	1.0	1,656	6.0
CME SOFR-3M	U.S.	18	704,038	6.8	1,174,335	11.4	10,324,648
	NON U.S.	84	1,004,499	9.7	695,996	6.7
		102	1,708,537	16.5	1,870,331	18.1
CME SOFR-1M	U.S.	10	114,742	12.6	98,236	10.8	907,112
	NON U.S.	30	118,500	13.1	118,945	13.1
		40	233,242	25.7	217,181	23.9
CME E-MINI S&P 500	U.S.	8	50,205	2.5	116,122	5.7	2,025,834
	NON U.S.	20	18,346	0.9	215,574	10.6
		28	68,551	3.4	331,696	16.4
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		273	2.1	0	0.0	12,727
	NON U.S.		0	0.0	7,963	62.6
		6	273	2.1	7,963	62.6
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		33,295	6.0	42,385	7.6	556,224
	NON U.S.		74,688	13.4	121,026	21.8
		12	107,983	19.4	163,411	29.4
CMX ALUMINUM MWP	U.S.		5,216	23.6	312	1.4	22,130
	NON U.S.		2,541	11.5	170	0.8
		7	7,757	35.1	482	2.2
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,311	7.0	752	4.0	18,792
	NON U.S.		2,496	13.3	0	0.0
		5	3,807	20.3	752	4.0
CME NASDAQ MINI	U.S.	6	12,495	5.0	8,197	3.3	249,366
	NON U.S.	10	1,934	0.8	23,582	9.5
		16	14,429	5.8	31,779	12.7
CBT BBG COMMODITY	U.S.	4	262	0.1	63,718	35.0	182,038
	NON U.S.	4	155,360	85.3	0	0.0
		8	155,622	85.5	63,718	35.0
CME AUSTRALIAN DOLLAR	U.S.	4	53,947	28.0	0	0.0	192,634
	NON U.S.	5	12,345	6.4	1,176	0.6
		9	66,292	34.4	1,176	0.6
CME RUSSELL E-MINI	U.S.	8	19,261	4.5	42	0.0	428,191
	NON U.S.	16	12,619	2.9	17,561	4.1
		24	31,880	7.4	17,603	4.1
CME RUSSELL 2000 ANNUAL DIVIDEND	U.S.		0	0.0	2,470	11.1	22,294
	NON U.S.		2,072	9.3	3,565	16.0
		5	2,072	9.3	6,035	27.1
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		1,557	2.7	0	0.0	56,948
	NON U.S.		3,281	5.8	7,699	13.5
		8	4,838	8.5	7,699	13.5
ICUS MSCI EAFE	U.S.	5	17,502	4.1	14,870	3.5	422,357
	NON U.S.	5	535	0.1	53,419	12.6
		10	18,037	4.3	68,289	16.2
ICUS MSCI EM INDEX	U.S.	7	29,538	2.9	11,935	1.2	1,008,957
	NON U.S.	11	23,112	2.3	86,518	8.6
		18	52,650	5.2	98,453	9.8
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,448	4.2	486	1.4	34,746
	NON U.S.		0	0.0	2,541	7.3
		5	1,448	4.2	3,027	8.7
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,996	0.8	17,964	7.0	258,212
	NON U.S.		12,330	4.8	34,370	13.3
		11	14,326	5.5	52,334	20.3
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,263	3.2	0	0.0	39,925
	NON U.S.		1,525	3.8	10,829	27.1
		6	2,788	7.0	10,829	27.1