July Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 7/2/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		22,982	5.7	1,179	0.3	402,777
	NON U.S.		36,398	9.0	4,891	1.2
		15	59,380	14.7	6,070	1.5
CBT WHEAT-HRW	U.S.	4	17,983	7.5	245	0.1	238,319
	NON U.S.	7	27,770	11.7	755	0.3
		11	45,753	19.2	1,000	0.4
CBT CORN	U.S.	4	82,991	5.5	318	0.0	1,520,100
	NON U.S.	11	84,087	5.5	7,973	0.5
		15	167,078	11.0	8,291	0.5
CBT SOYBEANS	U.S.		49,329	6.3	4,569	0.6	786,077
	NON U.S.		51,835	6.6	6,066	0.8
		18	101,164	12.9	10,635	1.4
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		4,505	2.3	59,143	29.7	199,052
		8	4,505	2.3	59,143	29.7
IFED CALIF CARBON ALLOWANCE V2025	NON U.S.		0	0.0	15,405	34.3	44,877
		6	0	0.0	15,405	34.3
CBT SOYBEAN OIL	U.S.	4	35,616	6.4	1,212	0.2	557,428
	NON U.S.	14	50,371	9.0	1,271	0.2
		18	85,987	15.4	2,483	0.4
CBT UST BOND	U.S.	6	40,786	2.4	4,705	0.3	1,686,638
	NON U.S.	12	7,612	0.5	33,511	2.0
		18	48,398	2.9	38,216	2.3
CBT ULTRA UST BOND	U.S.		7,014	0.4	334	0.0	1,665,723
	NON U.S.		4,264	0.3	8,727	0.5
		5	11,278	0.7	9,061	0.5
NYME NY HARBOR ULSD	U.S.		16,801	4.6	831	0.2	362,479
	NON U.S.		18,765	5.2	2,541	0.7
		13	35,566	9.8	3,372	0.9
IFED NAT GAS ICE LD1	U.S.	6	34,089	0.5	2,040,059	28.1	7,251,016
	NON U.S.	9	72,826	1.0	1,074,320	14.8
		15	106,915	1.5	3,114,379	43.0
IFED NAT GAS ICE PEN	U.S.		130,197	19.3	121,250	17.9	676,340
	NON U.S.		70,835	10.5	7,016	1.0
		9	201,032	29.7	128,266	19.0
IFED NWP ROCKIES FIN BASIS	U.S.	4	12,651	3.2	40,698	10.2	397,650
	NON U.S.	5	41,417	10.4	131	0.0
		9	54,068	13.6	40,829	10.3
IFED AECO FIN BASIS	U.S.		0	0.0	16,375	1.7	958,198
	NON U.S.		14,767	1.5	609,478	63.6
		7	14,767	1.5	625,853	65.3
IFED CHICAGO FIN BASIS	U.S.		14,625	3.7	2,715	0.7	392,877
	NON U.S.		10,407	2.6	1,362	0.3
		7	25,032	6.4	4,077	1.0
IFED HSC FIN BASIS	U.S.	4	77,748	8.9	9,024	1.0	876,614
	NON U.S.	5	48,515	5.5	37,122	4.2
		9	126,263	14.4	46,146	5.3
IFED WAHA FIN BASIS	U.S.	5	2,495	0.6	124,308	28.5	436,029
	NON U.S.	4	1,713	0.4	32,842	7.5
		9	4,208	1.0	157,150	36.0
IFED CIG ROCKIES BASIS	U.S.		861	0.2	173,951	46.8	371,854
	NON U.S.		59	0.0	8,361	2.2
		5	920	0.2	182,312	49.0
IFED TCO Basis	U.S.	5	0	0.0	80,557	41.3	195,176
	NON U.S.	4	0	0.0	24,432	12.5
		9	0	0.0	104,989	53.8
IFED CG Mainline Basis	U.S.		0	0.0	38,779	13.4	289,097
	NON U.S.		0	0.0	17,439	6.0
		5	0	0.0	56,218	19.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	22,661	2.5	281,073	30.8	913,282
	NON U.S.	5	12,797	1.4	215,842	23.6
		10	35,458	3.9	496,915	54.4
IFED EP SAN JUAN BASIS	U.S.		6,956	3.2	21,572	10.0	215,277
	NON U.S.		0	0.0	3,099	1.4
		5	6,956	3.2	24,671	11.5
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		110,773	18.7	0	0.0	591,081
	NON U.S.		41,959	7.1	0	0.0
		6	152,732	25.8	0	0.0
IFED MICHCON BASIS	U.S.		0	0.0	19,609	7.2	271,042
	NON U.S.		2,394	0.9	7,596	2.8
		5	2,394	0.9	27,205	10.0
IFED NGPL TXOK BASIS	U.S.		4,364	1.4	41,721	13.6	306,536
	NON U.S.		428	0.1	23,585	7.7
		7	4,792	1.6	65,306	21.3
IFED PANHANDLE BASIS	U.S.		489	0.4	17,895	13.3	134,098
	NON U.S.		1,461	1.1	7,062	5.3
		5	1,950	1.5	24,957	18.6
IFED TETCO M2 Basis (Receipts)	U.S.	5	2,839	0.7	220,695	51.0	432,430
	NON U.S.	4	0	0.0	74,884	17.3
		9	2,839	0.7	295,579	68.4
IFED REX ZONE 3 BASIS	U.S.		0	0.0	43,623	17.0	255,885
	NON U.S.		492	0.2	10,084	3.9
		6	492	0.2	53,707	21.0
NYME NAT GAS NYME	U.S.	5	67,611	4.5	53,749	3.6	1,508,732
	NON U.S.	11	73,513	4.9	34,329	2.3
		16	141,124	9.4	88,078	5.8
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,615	2.1	42,277	11.4	369,302
	NON U.S.	5	3,475	0.9	44,302	12.0
		9	11,090	3.0	86,579	23.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	31,925	14.9	36,136	16.9	214,188
	NON U.S.	6	56,746	26.5	2,535	1.2
		10	88,671	41.4	38,671	18.1
CBT SOYBEAN MEAL	U.S.		20,087	4.0	1,509	0.3	498,442
	NON U.S.		36,898	7.4	769	0.2
		14	56,985	11.4	2,278	0.5
ICUS COTTON NO. 2	U.S.	4	13,829	6.6	1,067	0.5	210,048
	NON U.S.	11	23,925	11.4	4,675	2.2
		15	37,754	18.0	5,742	2.7
NYME HENRY HUB	U.S.	4	11,633	3.3	103,376	29.1	355,667
	NON U.S.	5	17,391	4.9	69,046	19.4
		9	29,024	8.2	172,422	48.5
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	23,866	13.4	39,725	22.3	178,146
	NON U.S.	7	36,444	20.5	6,193	3.5
		11	60,310	33.9	45,918	25.8
CBT UST 2Y NOTE	U.S.	9	17,867	0.4	19,820	0.5	4,251,335
	NON U.S.	33	70,982	1.7	28,574	0.7
		42	88,849	2.1	48,394	1.1
CBT UST 10Y NOTE	U.S.	7	68,922	1.6	58,023	1.3	4,374,310
	NON U.S.	32	71,495	1.6	76,352	1.7
		39	140,417	3.2	134,375	3.1
CBT ULTRA UST 10Y	U.S.		49,719	2.4	384	0.0	2,081,059
	NON U.S.		1,014	0.0	29,591	1.4
		12	50,733	2.4	29,975	1.4
CBT UST 5Y NOTE	U.S.	8	61,908	1.0	41,793	0.7	6,267,434
	NON U.S.	26	116,889	1.9	86,613	1.4
		34	178,797	2.9	128,406	2.0
CBT FED FUNDS	U.S.	7	193,621	11.9	257,688	15.8	1,629,768
	NON U.S.	26	186,374	11.4	183,250	11.2
		33	379,995	23.3	440,938	27.1
CME EURO SHORT TERM RATE	U.S.	4	5,037	12.2	9,114	22.1	41,224
	NON U.S.	10	4,531	11.0	16,250	39.4
		14	9,568	23.2	25,364	61.5
CME LEAN HOGS	U.S.		29,386	11.3	204	0.1	260,392
	NON U.S.		27,196	10.4	8,429	3.2
		12	56,582	21.7	8,633	3.3
CME LIVE CATTLE	U.S.		19,613	6.1	2,233	0.7	319,976
	NON U.S.		16,761	5.2	1,395	0.4
		10	36,374	11.4	3,628	1.1
CME FEEDER CATTLE	U.S.		1,406	2.8	0	0.0	50,143
	NON U.S.		771	1.5	232	0.5
		7	2,177	4.3	232	0.5
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		756	1.5	1,032	2.1	49,767
	NON U.S.		3,108	6.2	1,067	2.1
		6	3,864	7.8	2,099	4.2
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		328	0.8	2,332	6.0	38,806
	NON U.S.		974	2.5	1,833	4.7
		6	1,302	3.4	4,165	10.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,400	8.6	63,140
	NON U.S.		45	0.1	1,620	2.6
		8	45	0.1	7,020	11.1
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,370	1.8	903	0.7	129,554
	NON U.S.		2,896	2.2	1,366	1.1
		8	5,266	4.1	2,269	1.8
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	1,904	4.9	38,554
	NON U.S.		274	0.7	1,258	3.3
		8	274	0.7	3,162	8.2
NYME PROPANE	U.S.		2,803	1.7	9,577	5.8	165,547
	NON U.S.		990	0.6	3,352	2.0
		9	3,793	2.3	12,929	7.8
NYME MT BELVIEU ETHANE OPIS	U.S.		610	1.1	3,652	6.7	54,362
	NON U.S.		1,440	2.6	1,841	3.4
		6	2,050	3.8	5,493	10.1
NYME MT BELV NORM BUTANE OPIS	U.S.		148	0.2	2,373	3.9	61,053
	NON U.S.		1,319	2.2	1,816	3.0
		6	1,467	2.4	4,189	6.9
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,709	9.1	29,901
	NON U.S.		20	0.1	1,355	4.5
		6	20	0.1	4,064	13.6
NYME CONWAY PROPANE (OPIS)	U.S.		1,049	4.8	0	0.0	21,888
	NON U.S.		943	4.3	1,206	5.5
		5	1,992	9.1	1,206	5.5
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		9,133	1.5	17,051	2.8	613,245
	NON U.S.		746	0.1	11,231	1.8
		6	9,879	1.6	28,282	4.6
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		0	0.0	180	0.4	49,848
	NON U.S.		0	0.0	11,255	22.6
		7	0	0.0	11,435	22.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	7,084	46.1	15,357
		5	0	0.0	7,084	46.1
NYME WTI-PHYSICAL	U.S.	5	3,467	0.2	192,587	11.2	1,721,585
	NON U.S.	15	41,100	2.4	149,817	8.7
		20	44,567	2.6	342,404	19.9
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	9,661	6.9	15,224	10.9	139,381
	NON U.S.	7	18,946	13.6	6,380	4.6
		12	28,607	20.5	21,604	15.5
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		300	0.1	48,261	16.3	296,328
	NON U.S.		0	0.0	23,791	8.0
		6	300	0.1	72,052	24.3
ICUS COCOA	U.S.		2,899	2.1	1,448	1.1	135,205
	NON U.S.		1,682	1.2	1,882	1.4
		9	4,581	3.4	3,330	2.5
NYME PALLADIUM	U.S.	4	5,005	19.7	351	1.4	25,450
	NON U.S.	15	1,521	6.0	1,163	4.6
		19	6,526	25.6	1,514	5.9
NYME PLATINUM	U.S.	5	1,099	1.4	18,498	24.2	76,572
	NON U.S.	16	2,212	2.9	13,519	17.7
		21	3,311	4.3	32,017	41.8
ICUS SUGAR NO. 11	U.S.		34,922	4.5	7,385	1.0	775,139
	NON U.S.		48,198	6.2	39,811	5.1
		14	83,120	10.7	47,196	6.1
ICUS COFFEE C	U.S.	4	5,514	2.6	3,331	1.6	211,372
	NON U.S.	21	11,590	5.5	40,100	19.0
		25	17,104	8.1	43,431	20.5
CMX SILVER	U.S.	5	6,330	4.1	37,861	24.5	154,724
	NON U.S.	18	5,871	3.8	44,017	28.4
		23	12,201	7.9	81,878	52.9
CMX COPPER- #1	U.S.	4	24,887	9.7	6,704	2.6	256,039
	NON U.S.	12	12,667	4.9	749	0.3
		16	37,554	14.7	7,453	2.9
CMX GOLD	U.S.	5	18,779	4.1	100,704	22.1	454,730
	NON U.S.	25	18,949	4.2	88,418	19.4
		30	37,728	8.3	189,122	41.6
CME CANADIAN DOLLAR	U.S.		106,154	40.3	1,956	0.7	263,465
	NON U.S.		273	0.1	2,026	0.8
		7	106,427	40.4	3,982	1.5
CME SWISS FRANC	U.S.		4,261	4.6	322	0.3	92,286
	NON U.S.		4,636	5.0	1,067	1.2
		6	8,897	9.6	1,389	1.5
CME MEXICAN PESO	U.S.		0	0.0	15,232	8.1	188,324
	NON U.S.		0	0.0	28,998	15.4
		8	0	0.0	44,230	23.5
CME BRITISH POUND	U.S.		6,068	3.1	26,428	13.3	198,119
	NON U.S.		1,237	0.6	3,247	1.6
		8	7,305	3.7	29,675	15.0
CME JAPANESE YEN	U.S.		109,150	31.2	1,234	0.4	349,817
	NON U.S.		7,023	2.0	2,048	0.6
		8	116,173	33.2	3,282	0.9
CME EURO FX	U.S.	4	5,714	0.9	146,978	23.1	636,895
	NON U.S.	10	3,490	0.5	3,064	0.5
		14	9,204	1.4	150,042	23.6
CME BRAZILIAN REAL	NON U.S.		23,639	29.4	439	0.5	80,305
		5	23,639	29.4	439	0.5
NYME GASOLINE RBOB	U.S.		12,980	3.2	2,493	0.6	400,397
	NON U.S.		13,192	3.3	631	0.2
		10	26,172	6.5	3,124	0.8
CME NZ DOLLAR	U.S.		0	0.0	14,740	23.6	62,491
	NON U.S.		288	0.5	1,275	2.0
		7	288	0.5	16,015	25.6
E VIX FUTURES	U.S.		2,337	0.5	1,838	0.4	450,316
	NON U.S.		36,890	8.2	19,957	4.4
		12	39,227	8.7	21,795	4.8
CBT DJIA x $5	U.S.		1,249	1.5	0	0.0	82,128
	NON U.S.		3,103	3.8	22,680	27.6
		10	4,352	5.3	22,680	27.6
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		1,326	2.6	0	0.0	50,711
	NON U.S.		0	0.0	17,989	35.5
		5	1,326	2.6	17,989	35.5
CME BITCOIN	NON U.S.		672	2.5	1,464	5.4	27,063
		5	672	2.5	1,464	5.4
CME SOFR-3M	U.S.	18	769,100	8.1	931,978	9.8	9,519,355
	NON U.S.	86	905,942	9.5	600,797	6.3
		104	1,675,042	17.6	1,532,775	16.1
CME SOFR-1M	U.S.	10	144,145	16.4	108,520	12.3	881,361
	NON U.S.	34	136,138	15.4	61,489	7.0
		44	280,283	31.8	170,009	19.3
CME E-MINI S&P 500	U.S.	8	59,296	2.9	91,911	4.5	2,037,086
	NON U.S.	17	25,445	1.2	318,921	15.7
		25	84,741	4.2	410,832	20.2
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		224	1.7	0	0.0	13,455
	NON U.S.		214	1.6	9,150	68.0
		7	438	3.3	9,150	68.0
CME E-MINI S&P UTILITIES INDEX	U.S.		259	1.0	0	0.0	25,259
	NON U.S.		3,783	15.0	13,648	54.0
		6	4,042	16.0	13,648	54.0
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		392	5.0	3,522	45.3	7,774
		5	392	5.0	3,522	45.3
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		26,245	5.1	35,885	6.9	519,177
	NON U.S.		75,846	14.6	113,918	21.9
		11	102,091	19.7	149,803	28.9
CMX ALUMINUM MWP	U.S.		5,691	26.9	362	1.7	21,182
	NON U.S.		2,155	10.2	217	1.0
		7	7,846	37.0	579	2.7
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,082	6.1	479	2.7	17,859
	NON U.S.		2,570	14.4	0	0.0
		5	3,652	20.4	479	2.7
CME NASDAQ MINI	U.S.	5	20,820	8.0	8,229	3.2	258,776
	NON U.S.	10	2,463	1.0	28,578	11.0
		15	23,283	9.0	36,807	14.2
CBT BBG COMMODITY	U.S.		262	0.2	60,747	36.0	168,854
	NON U.S.		146,689	86.9	0	0.0
		7	146,951	87.0	60,747	36.0
CME AUSTRALIAN DOLLAR	U.S.		50,309	25.4	9,849	5.0	197,799
	NON U.S.		10,715	5.4	1,158	0.6
		7	61,024	30.9	11,007	5.6
CME RUSSELL E-MINI	U.S.	9	21,244	4.7	741	0.2	449,927
	NON U.S.	15	37,279	8.3	5,108	1.1
		24	58,523	13.0	5,849	1.3
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		1,862	3.7	0	0.0	50,218
	NON U.S.		975	1.9	3,717	7.4
		5	2,837	5.6	3,717	7.4
ICUS MSCI EAFE	U.S.	5	18,862	4.4	15,021	3.5	425,927
	NON U.S.	5	785	0.2	61,060	14.3
		10	19,647	4.6	76,081	17.9
ICUS MSCI EM INDEX	U.S.	7	27,980	2.6	11,207	1.1	1,056,031
	NON U.S.	12	27,921	2.6	83,303	7.9
		19	55,901	5.3	94,510	8.9
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,752	4.6	214	0.6	37,729
	NON U.S.		0	0.0	1,996	5.3
		6	1,752	4.6	2,210	5.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,996	0.8	18,297	7.3	251,267
	NON U.S.		9,846	3.9	35,501	14.1
		10	11,842	4.7	53,798	21.4
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,058	2.8	0	0.0	37,500
	NON U.S.		1,635	4.4	8,970	23.9
		6	2,693	7.2	8,970	23.9