December Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 12/3/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.	4	27,859	6.6	5,300	1.3	423,678
	NON U.S.	12	35,384	8.4	2,685	0.6
		16	63,243	14.9	7,985	1.9
CBT WHEAT-HRW	U.S.	4	25,827	9.9	2,648	1.0	261,784
	NON U.S.	8	23,543	9.0	162	0.1
		12	49,370	18.9	2,810	1.1
CBT CORN	U.S.		93,710	6.1	24	0.0	1,532,058
	NON U.S.		95,091	6.2	10,466	0.7
		14	188,801	12.3	10,490	0.7
CBT SOYBEANS	U.S.		49,613	5.4	12,100	1.3	923,030
	NON U.S.		56,713	6.1	9,504	1.0
		19	106,326	11.5	21,604	2.3
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		12,756	17.2	18,608	25.2	73,964
		7	12,756	17.2	18,608	25.2
IFED CALIF CARBON ALL VINTAGE 2025	NON U.S.	8	1,200	0.7	65,689	40.5	162,190
		8	1,200	0.7	65,689	40.5
IFED RGGI V2024	U.S.		300	0.8	0	0.0	35,660
	NON U.S.		4,060	11.4	17,666	49.5
		6	4,360	12.2	17,666	49.5
IFED RGGI V2025	NON U.S.		2,500	8.0	19,805	63.3	31,264
		5	2,500	8.0	19,805	63.3
CBT SOYBEAN OIL	U.S.	4	31,702	5.6	7,051	1.2	565,354
	NON U.S.	12	66,549	11.8	10,843	1.9
		16	98,251	17.4	17,894	3.2
CBT UST BOND	U.S.	6	19,824	1.1	6,788	0.4	1,857,562
	NON U.S.	10	4,188	0.2	30,005	1.6
		16	24,012	1.3	36,793	2.0
CBT ULTRA UST BOND	U.S.		9,335	0.5	1,817	0.1	1,775,818
	NON U.S.		398	0.0	10,287	0.6
		8	9,733	0.5	12,104	0.7
NYME NY HARBOR ULSD	U.S.		20,269	5.2	816	0.2	386,394
	NON U.S.		20,197	5.2	2,985	0.8
		14	40,466	10.5	3,801	1.0
IFED NAT GAS ICE LD1	U.S.	6	23,052	0.3	2,129,794	29.4	7,241,474
	NON U.S.	10	70,346	1.0	1,066,080	14.7
		16	93,398	1.3	3,195,874	44.1
IFED NAT GAS ICE PEN	U.S.		145,277	23.7	150,209	24.5	612,291
	NON U.S.		72,172	11.8	7,644	1.2
		9	217,449	35.5	157,853	25.8
IFED NWP ROCKIES FIN BASIS	U.S.	5	7,503	2.0	41,438	10.8	383,557
	NON U.S.	5	41,643	10.9	0	0.0
		10	49,146	12.8	41,438	10.8
IFED AECO FIN BASIS	U.S.		302	0.0	12,347	1.5	837,570
	NON U.S.		16,531	2.0	528,296	63.1
		7	16,833	2.0	540,643	64.5
IFED CHICAGO FIN BASIS	U.S.		11,775	3.3	1,201	0.3	352,959
	NON U.S.		13,559	3.8	1,674	0.5
		7	25,334	7.2	2,875	0.8
IFED HSC FIN BASIS	U.S.	4	60,774	6.9	25,756	2.9	885,024
	NON U.S.	5	72,253	8.2	65,692	7.4
		9	133,027	15.0	91,448	10.3
IFED WAHA FIN BASIS	U.S.	5	1,090	0.2	154,812	29.4	526,023
	NON U.S.	5	3,802	0.7	42,595	8.1
		10	4,892	0.9	197,407	37.5
IFED CIG ROCKIES BASIS	U.S.		734	0.2	152,317	46.6	327,001
	NON U.S.		536	0.2	4,250	1.3
		5	1,270	0.4	156,567	47.9
IFED TCO Basis	U.S.	4	0	0.0	71,136	35.5	200,574
	NON U.S.	4	0	0.0	24,197	12.1
		8	0	0.0	95,333	47.5
IFED CG Mainline Basis	U.S.		0	0.0	23,642	8.6	275,788
	NON U.S.		0	0.0	7,166	2.6
		5	0	0.0	30,808	11.2
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	17,787	2.0	254,922	28.9	881,347
	NON U.S.	5	6,037	0.7	184,264	20.9
		10	23,824	2.7	439,186	49.8
IFED HENRY HUB BASIS	U.S.		4,489	2.8	17,076	10.6	161,658
	NON U.S.		4,272	2.6	11,019	6.8
		6	8,761	5.4	28,095	17.4
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		72,602	12.8	0	0.0	569,298
	NON U.S.		68,373	12.0	0	0.0
		6	140,975	24.8	0	0.0
IFED NGPL TXOK BASIS	U.S.		3,305	0.9	28,995	7.5	385,109
	NON U.S.		428	0.1	31,495	8.2
		7	3,733	1.0	60,490	15.7
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	10,721	22.8	46,999
	NON U.S.		720	1.5	6,469	13.8
		5	720	1.5	17,190	36.6
IFED PANHANDLE BASIS	U.S.		1,575	1.2	19,956	15.7	127,372
	NON U.S.		1,259	1.0	7,737	6.1
		6	2,834	2.2	27,693	21.7
IFED TETCO M3 BASIS	U.S.		7,651	3.5	2,174	1.0	215,641
	NON U.S.		8,071	3.7	11,871	5.5
		5	15,722	7.3	14,045	6.5
IFED TRANSCO ZONE 6 BASIS	U.S.		2,736	0.8	3,385	1.0	328,845
	NON U.S.		1,205	0.4	35,108	10.7
		5	3,941	1.2	38,493	11.7
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		3,037	1.1	12,905	4.9	264,873
	NON U.S.		11,916	4.5	0	0.0
		5	14,953	5.6	12,905	4.9
IFED TETCO M2 Basis (Receipts)	U.S.	5	1,368	0.3	228,682	49.6	461,006
	NON U.S.	4	155	0.0	89,498	19.4
		9	1,523	0.3	318,180	69.0
IFED TRANSCO LEIDY BASIS	U.S.		1,914	2.1	20,664	22.2	92,991
	NON U.S.		244	0.3	25,295	27.2
		5	2,158	2.3	45,959	49.4
IFED REX ZONE 3 BASIS	U.S.		304	0.1	38,123	13.2	288,591
	NON U.S.		0	0.0	18,210	6.3
		6	304	0.1	56,333	19.5
NYME NAT GAS NYME	U.S.	4	66,171	4.0	61,100	3.7	1,638,982
	NON U.S.	10	89,071	5.4	35,606	2.2
		14	155,242	9.5	96,706	5.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	9,496	2.6	46,778	12.7	369,682
	NON U.S.	4	3,761	1.0	39,232	10.6
		8	13,257	3.6	86,010	23.3
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	28,945	14.8	39,601	20.2	195,933
	NON U.S.	5	59,782	30.5	4,927	2.5
		9	88,727	45.3	44,528	22.7
CBT SOYBEAN MEAL	U.S.		24,353	4.0	3,974	0.7	603,891
	NON U.S.		48,080	8.0	8,824	1.5
		12	72,433	12.0	12,798	2.1
ICUS COTTON NO. 2	U.S.		13,023	5.6	105	0.0	231,775
	NON U.S.		27,644	11.9	15,537	6.7
		16	40,667	17.5	15,642	6.7
NYME HENRY HUB	U.S.	4	14,549	4.5	105,921	33.1	320,266
	NON U.S.	5	16,062	5.0	55,974	17.5
		9	30,611	9.6	161,895	50.6
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	22,795	13.5	46,450	27.4	169,469
	NON U.S.	4	24,054	14.2	4,824	2.8
		8	46,849	27.6	51,274	30.3
CBT UST 2Y NOTE	U.S.	7	19,749	0.5	16,490	0.4	4,289,906
	NON U.S.	33	187,162	4.4	16,210	0.4
		40	206,911	4.8	32,700	0.8
CBT UST 10Y NOTE	U.S.	6	145,833	3.2	12,387	0.3	4,499,899
	NON U.S.	32	92,474	2.1	81,552	1.8
		38	238,307	5.3	93,939	2.1
CBT ULTRA UST 10Y	U.S.		12,953	0.6	8,417	0.4	2,175,884
	NON U.S.		3,501	0.2	30,152	1.4
		13	16,454	0.8	38,569	1.8
CBT UST 5Y NOTE	U.S.	10	51,352	0.9	34,975	0.6	6,035,339
	NON U.S.	26	117,713	2.0	135,945	2.3
		36	169,065	2.8	170,920	2.8
CBT FED FUNDS	U.S.	6	145,387	9.5	175,784	11.5	1,527,490
	NON U.S.	30	161,826	10.6	87,971	5.8
		36	307,213	20.1	263,755	17.3
CME EURO SHORT TERM RATE	U.S.	6	6,700	9.5	5,675	8.1	70,213
	NON U.S.	11	7,286	10.4	9,516	13.6
		17	13,986	19.9	15,191	21.6
CME LEAN HOGS	U.S.		19,933	5.4	287	0.1	368,626
	NON U.S.		25,791	7.0	8,561	2.3
		13	45,724	12.4	8,848	2.4
CME LIVE CATTLE	U.S.		22,517	6.4	3,881	1.1	352,483
	NON U.S.		20,695	5.9	827	0.2
		12	43,212	12.3	4,708	1.3
CME FEEDER CATTLE	U.S.		1,762	2.9	97	0.2	60,990
	NON U.S.		1,098	1.8	620	1.0
		10	2,860	4.7	717	1.2
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		531	1.1	1,041	2.1	50,378
	NON U.S.		1,916	3.8	983	2.0
		5	2,447	4.9	2,024	4.0
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		1,101	3.4	1,813	5.6	32,582
	NON U.S.		704	2.2	1,277	3.9
		6	1,805	5.5	3,090	9.5
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,013	10.8	46,261
	NON U.S.		49	0.1	1,118	2.4
		7	49	0.1	6,131	13.3
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,829	2.5	588	0.5	114,110
	NON U.S.		1,522	1.3	2,127	1.9
		8	4,351	3.8	2,715	2.4
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	3,461	12.3	28,130
	NON U.S.		36	0.1	2,392	8.5
		7	36	0.1	5,853	20.8
NYME PROPANE	U.S.	4	1,886	1.3	6,552	4.4	150,472
	NON U.S.	6	1,276	0.8	4,540	3.0
		10	3,162	2.1	11,092	7.4
NYME MT BELVIEU ETHANE OPIS	U.S.		772	1.5	2,862	5.6	50,847
	NON U.S.		1,439	2.8	1,811	3.6
		5	2,211	4.3	4,673	9.2
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	3,140	6.8	46,098
	NON U.S.		673	1.5	1,895	4.1
		6	673	1.5	5,035	10.9
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	3,046	10.5	29,069
	NON U.S.		0	0.0	1,977	6.8
		5	0	0.0	5,023	17.3
NYME CONWAY PROPANE (OPIS)	U.S.		344	1.6	0	0.0	22,186
	NON U.S.		1,238	5.6	795	3.6
		6	1,582	7.1	795	3.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		14,351	2.0	22,690	3.2	703,087
	NON U.S.		2,573	0.4	14,997	2.1
		5	16,924	2.4	37,687	5.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		225	0.3	2,722	4.1	66,825
	NON U.S.		0	0.0	32,485	48.6
		9	225	0.3	35,207	52.7
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	5,948	40.1	14,840
		5	0	0.0	5,948	40.1
NYME WTI-PHYSICAL	U.S.	4	22,535	1.3	237,218	13.3	1,780,843
	NON U.S.	13	38,155	2.1	162,370	9.1
		17	60,690	3.4	399,588	22.4
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	8,354	6.2	6,684	5.0	134,738
	NON U.S.	7	23,618	17.5	2,732	2.0
		11	31,972	23.7	9,416	7.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	78,365	25.8	304,327
	NON U.S.		0	0.0	22,742	7.5
		6	0	0.0	101,107	33.2
ICUS COCOA	U.S.		2,075	1.6	4,852	3.7	130,235
	NON U.S.		1,906	1.5	4,033	3.1
		10	3,981	3.1	8,885	6.8
NYME PALLADIUM	U.S.	5	2,013	12.9	62	0.4	15,655
	NON U.S.	11	856	5.5	1,006	6.4
		16	2,869	18.3	1,068	6.8
NYME PLATINUM	U.S.	5	796	0.8	21,096	22.3	94,662
	NON U.S.	15	3,460	3.7	10,239	10.8
		20	4,256	4.5	31,335	33.1
ICUS SUGAR NO. 11	U.S.		36,408	4.1	7,461	0.8	890,137
	NON U.S.		59,140	6.6	48,200	5.4
		15	95,548	10.7	55,661	6.3
ICUS COFFEE C	U.S.		5,859	2.9	4,350	2.2	202,088
	NON U.S.		11,022	5.5	32,288	16.0
		22	16,881	8.4	36,638	18.1
CMX SILVER	U.S.	5	9,545	7.1	30,929	23.1	134,074
	NON U.S.	16	6,196	4.6	36,184	27.0
		21	15,741	11.7	67,113	50.1
CMX COPPER- #1	U.S.	4	20,538	9.6	11,234	5.3	213,182
	NON U.S.	14	13,356	6.3	3,730	1.7
		18	33,894	15.9	14,964	7.0
CMX GOLD	U.S.	5	11,703	2.5	109,551	23.7	462,040
	NON U.S.	24	22,570	4.9	68,353	14.8
		29	34,273	7.4	177,904	38.5
CME CANADIAN DOLLAR	U.S.		108,591	33.5	746	0.2	324,325
	NON U.S.		2,487	0.8	3,893	1.2
		7	111,078	34.2	4,639	1.4
CME SWISS FRANC	U.S.		7,446	8.7	0	0.0	85,247
	NON U.S.		2,004	2.4	0	0.0
		5	9,450	11.1	0	0.0
CME MEXICAN PESO	U.S.		35	0.0	11,650	7.9	146,854
	NON U.S.		12,944	8.8	7,387	5.0
		10	12,979	8.8	19,037	13.0
CME BRITISH POUND	U.S.		25,697	10.6	28,293	11.6	243,504
	NON U.S.		3,485	1.4	9,993	4.1
		7	29,182	12.0	38,286	15.7
CME JAPANESE YEN	U.S.		0	0.0	54,230	21.1	256,849
	NON U.S.		1,383	0.5	10,660	4.2
		8	1,383	0.5	64,890	25.3
CME EURO FX	U.S.	5	23,231	3.4	171,757	25.4	675,059
	NON U.S.	10	6,281	0.9	9,320	1.4
		15	29,512	4.4	181,077	26.8
NYME GASOLINE RBOB	U.S.		10,124	2.9	1,054	0.3	345,092
	NON U.S.		12,327	3.6	2,449	0.7
		11	22,451	6.5	3,503	1.0
CME NZ DOLLAR	U.S.		5,868	7.3	9,490	11.8	80,220
	NON U.S.		9,765	12.2	0	0.0
		5	15,633	19.5	9,490	11.8
E VIX FUTURES	U.S.		522	0.2	4,357	1.3	343,822
	NON U.S.		13,897	4.0	5,515	1.6
		10	14,419	4.2	9,872	2.9
CBT DJIA x $5	U.S.	4	470	0.5	1,978	2.1	92,337
	NON U.S.	9	2,377	2.6	21,389	23.2
		13	2,847	3.1	23,367	25.3
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		883	1.3	0	0.0	69,388
	NON U.S.		0	0.0	21,154	30.5
		6	883	1.3	21,154	30.5
CME BITCOIN	NON U.S.		340	0.9	1,571	4.2	37,021
		6	340	0.9	1,571	4.2
CME SOFR-3M	U.S.	18	1,286,333	11.6	1,150,923	10.4	11,071,303
	NON U.S.	88	1,274,491	11.5	605,301	5.5
		106	2,560,824	23.1	1,756,224	15.9
CME SOFR-1M	U.S.	11	193,821	16.0	73,832	6.1	1,214,688
	NON U.S.	35	164,644	13.6	116,566	9.6
		46	358,465	29.5	190,398	15.7
CME E-MINI S&P 500	U.S.	9	65,864	2.9	78,823	3.5	2,279,466
	NON U.S.	22	38,112	1.7	336,519	14.8
		31	103,976	4.6	415,342	18.2
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		21,351	3.0	40,363	5.6	716,322
	NON U.S.		131,039	18.3	198,876	27.8
		13	152,390	21.3	239,239	33.4
CMX LITHIUM HYDROXIDE	U.S.		967	3.2	0	0.0	29,828
	NON U.S.		12,126	40.7	0	0.0
		5	13,093	43.9	0	0.0
CMX ALUMINUM MWP	U.S.		6,938	25.5	385	1.4	27,233
	NON U.S.		4,041	14.8	256	0.9
		9	10,979	40.3	641	2.4
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,507	8.7	56	0.3	17,384
	NON U.S.		1,861	10.7	0	0.0
		5	3,368	19.4	56	0.3
CME NASDAQ MINI	U.S.	6	14,099	4.8	9,299	3.2	293,572
	NON U.S.	8	13,101	4.5	32,489	11.1
		14	27,200	9.3	41,788	14.2
CBT BBG COMMODITY	U.S.		6,493	3.5	60,000	32.7	183,645
	NON U.S.		148,057	80.6	6,143	3.3
		6	154,550	84.2	66,143	36.0
CME AUSTRALIAN DOLLAR	U.S.		19,122	10.1	25,759	13.5	190,247
	NON U.S.		2,676	1.4	582	0.3
		6	21,798	11.5	26,341	13.8
CME RUSSELL E-MINI	U.S.	7	12,711	2.5	8,288	1.6	503,146
	NON U.S.	15	26,353	5.2	22,777	4.5
		22	39,064	7.8	31,065	6.2
CME RUSSELL 2000 ANNUAL DIVIDEND	U.S.		0	0.0	2,070	8.7	23,803
	NON U.S.		2,280	9.6	3,555	14.9
		5	2,280	9.6	5,625	23.6
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		0	0.0	268	0.7	37,510
	NON U.S.		1,989	5.3	1,393	3.7
		5	1,989	5.3	1,661	4.4
ICUS MSCI EAFE	U.S.	5	19,030	4.2	15,739	3.5	455,457
	NON U.S.	5	782	0.2	66,167	14.5
		10	19,812	4.3	81,906	18.0
ICUS MSCI EM INDEX	U.S.	7	21,832	2.0	10,655	1.0	1,114,927
	NON U.S.	11	20,019	1.8	43,528	3.9
		18	41,851	3.8	54,183	4.9
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,587	3.1	1,936	3.8	50,755
	NON U.S.		485	1.0	3,778	7.4
		6	2,072	4.1	5,714	11.3
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		2,261	0.7	18,567	5.4	346,394
	NON U.S.		7,136	2.1	75,523	21.8
		11	9,397	2.7	94,090	27.2
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,398	3.7	103	0.3	38,045
	NON U.S.		1,084	2.8	9,342	24.6
		6	2,482	6.5	9,445	24.8