June Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 6/4/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		23,920	5.5	1,260	0.3	434,569
	NON U.S.		36,174	8.3	7,356	1.7
		16	60,094	13.8	8,616	2.0
CBT WHEAT-HRW	U.S.	4	15,003	5.9	430	0.2	252,601
	NON U.S.	7	27,503	10.9	4,781	1.9
		11	42,506	16.8	5,211	2.1
CBT CORN	U.S.	4	75,650	4.6	348	0.0	1,635,740
	NON U.S.	13	100,397	6.1	14,613	0.9
		17	176,047	10.8	14,961	0.9
CBT SOYBEANS	U.S.		43,211	5.2	837	0.1	835,855
	NON U.S.		56,972	6.8	12,594	1.5
		18	100,183	12.0	13,431	1.6
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		6,959	3.2	59,902	27.7	216,153
		8	6,959	3.2	59,902	27.7
IFED CALIF CARBON ALLOWANCE V2025	NON U.S.		0	0.0	13,556	35.8	37,849
		5	0	0.0	13,556	35.8
CBT SOYBEAN OIL	U.S.	4	34,442	6.0	3,386	0.6	570,856
	NON U.S.	11	52,822	9.3	5,060	0.9
		15	87,264	15.3	8,446	1.5
CBT UST BOND	U.S.	6	27,310	1.7	4,621	0.3	1,643,723
	NON U.S.	10	1,815	0.1	33,647	2.0
		16	29,125	1.8	38,268	2.3
CBT ULTRA UST BOND	U.S.		7,687	0.4	3,842	0.2	1,716,588
	NON U.S.		819	0.0	6,551	0.4
		5	8,506	0.5	10,393	0.6
NYME NY HARBOR ULSD	U.S.		18,456	4.7	2,165	0.6	392,535
	NON U.S.		20,267	5.2	2,619	0.7
		12	38,723	9.9	4,784	1.2
IFED NAT GAS ICE LD1	U.S.	6	33,036	0.5	1,889,844	27.0	7,005,559
	NON U.S.	9	76,661	1.1	1,075,770	15.4
		15	109,697	1.6	2,965,614	42.3
IFED NAT GAS ICE PEN	U.S.		118,137	17.5	152,647	22.7	673,291
	NON U.S.		73,876	11.0	7,359	1.1
		9	192,013	28.5	160,006	23.8
IFED NWP ROCKIES FIN BASIS	U.S.	4	15,398	3.7	40,374	9.8	411,096
	NON U.S.	5	41,967	10.2	100	0.0
		9	57,365	14.0	40,474	9.8
IFED AECO FIN BASIS	U.S.		0	0.0	16,375	1.7	951,961
	NON U.S.		13,106	1.4	607,462	63.8
		7	13,106	1.4	623,837	65.5
IFED CHICAGO FIN BASIS	U.S.		14,307	3.7	2,727	0.7	385,483
	NON U.S.		9,360	2.4	986	0.3
		8	23,667	6.1	3,713	1.0
IFED HSC FIN BASIS	U.S.	4	77,752	9.0	10,248	1.2	865,036
	NON U.S.	5	42,527	4.9	38,317	4.4
		9	120,279	13.9	48,565	5.6
IFED WAHA FIN BASIS	U.S.	4	3,821	0.9	107,848	25.5	423,012
	NON U.S.	4	1,713	0.4	30,406	7.2
		8	5,534	1.3	138,254	32.7
IFED CIG ROCKIES BASIS	U.S.		613	0.2	181,116	48.6	372,517
	NON U.S.		59	0.0	9,562	2.6
		5	672	0.2	190,678	51.2
IFED TCO Basis	U.S.	4	0	0.0	82,282	40.9	201,403
	NON U.S.	4	30	0.0	26,038	12.9
		8	30	0.0	108,320	53.8
IFED CG Mainline Basis	U.S.		0	0.0	34,826	12.7	274,223
	NON U.S.		0	0.0	20,319	7.4
		5	0	0.0	55,145	20.1
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	22,630	2.6	292,744	33.5	874,207
	NON U.S.	5	13,099	1.5	214,149	24.5
		10	35,729	4.1	506,893	58.0
IFED EP SAN JUAN BASIS	U.S.		6,644	3.1	20,957	9.8	212,926
	NON U.S.		0	0.0	3,319	1.6
		5	6,644	3.1	24,276	11.4
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		112,292	18.8	0	0.0	595,928
	NON U.S.		33,437	5.6	0	0.0
		6	145,729	24.5	0	0.0
IFED MICHCON BASIS	U.S.		0	0.0	21,680	8.5	256,457
	NON U.S.		2,640	1.0	7,896	3.1
		5	2,640	1.0	29,576	11.5
IFED NGPL TXOK BASIS	U.S.		5,111	1.7	35,183	11.4	309,573
	NON U.S.		428	0.1	24,138	7.8
		7	5,539	1.8	59,321	19.2
IFED PANHANDLE BASIS	U.S.		582	0.4	18,009	12.9	139,974
	NON U.S.		1,095	0.8	7,306	5.2
		5	1,677	1.2	25,315	18.1
IFED TETCO M2 Basis (Receipts)	U.S.	5	7,575	1.9	210,869	52.8	399,532
	NON U.S.	4	0	0.0	57,587	14.4
		9	7,575	1.9	268,456	67.2
IFED REX ZONE 3 BASIS	U.S.		0	0.0	41,260	16.1	256,556
	NON U.S.		612	0.2	10,408	4.1
		6	612	0.2	51,668	20.1
NYME NAT GAS NYME	U.S.	4	62,919	4.3	43,582	3.0	1,475,789
	NON U.S.	11	81,755	5.5	38,604	2.6
		15	144,674	9.8	82,186	5.6
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,378	2.1	45,347	12.9	351,958
	NON U.S.	5	3,726	1.1	39,855	11.3
		9	11,104	3.2	85,202	24.2
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	26,601	12.1	44,383	20.2	219,567
	NON U.S.	6	58,228	26.5	2,777	1.3
		10	84,829	38.6	47,160	21.5
CBT SOYBEAN MEAL	U.S.		17,931	3.8	670	0.1	475,793
	NON U.S.		41,062	8.6	2,590	0.5
		14	58,993	12.4	3,260	0.7
ICUS COTTON NO. 2	U.S.		9,091	3.9	443	0.2	231,359
	NON U.S.		28,245	12.2	13,028	5.6
		15	37,336	16.1	13,471	5.8
NYME HENRY HUB	U.S.	4	10,538	2.9	102,569	28.5	360,241
	NON U.S.	5	17,391	4.8	70,060	19.4
		9	27,929	7.8	172,629	47.9
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	26,058	15.6	25,564	15.3	167,345
	NON U.S.	7	30,563	18.3	7,970	4.8
		11	56,621	33.8	33,534	20.0
CBT UST 2Y NOTE	U.S.	8	13,418	0.3	28,534	0.7	3,841,898
	NON U.S.	31	72,255	1.9	53,427	1.4
		39	85,673	2.2	81,961	2.1
CBT UST 10Y NOTE	U.S.	7	72,489	1.6	30,829	0.7	4,413,936
	NON U.S.	31	46,308	1.0	99,345	2.3
		38	118,797	2.7	130,174	2.9
CBT ULTRA UST 10Y	U.S.		52,401	2.6	2,421	0.1	2,026,469
	NON U.S.		6,899	0.3	35,267	1.7
		11	59,300	2.9	37,688	1.9
CBT UST 5Y NOTE	U.S.	8	52,872	0.8	48,385	0.8	6,248,427
	NON U.S.	22	162,420	2.6	96,431	1.5
		30	215,292	3.4	144,816	2.3
CBT FED FUNDS	U.S.	6	177,013	12.8	214,806	15.5	1,386,054
	NON U.S.	29	174,835	12.6	138,251	10.0
		35	351,848	25.4	353,057	25.5
CME EURO SHORT TERM RATE	U.S.	4	8,450	14.4	11,319	19.3	58,511
	NON U.S.	12	8,360	14.3	15,839	27.1
		16	16,810	28.7	27,158	46.4
CME LEAN HOGS	U.S.		16,527	5.9	0	0.0	280,853
	NON U.S.		27,091	9.6	8,652	3.1
		11	43,618	15.5	8,652	3.1
CME LIVE CATTLE	U.S.		11,536	4.0	2,997	1.0	288,856
	NON U.S.		16,393	5.7	165	0.1
		10	27,929	9.7	3,162	1.1
CME FEEDER CATTLE	U.S.		1,171	2.4	0	0.0	48,058
	NON U.S.		777	1.6	266	0.6
		7	1,948	4.1	266	0.6
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		929	2.2	1,014	2.4	43,077
	NON U.S.		3,223	7.5	917	2.1
		5	4,152	9.6	1,931	4.5
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		300	0.8	2,512	6.8	36,706
	NON U.S.		867	2.4	1,755	4.8
		6	1,167	3.2	4,267	11.6
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,618	7.9	58,611
	NON U.S.		100	0.2	2,059	3.5
		8	100	0.2	6,677	11.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,230	0.9	1,410	1.1	132,126
	NON U.S.		3,666	2.8	1,367	1.0
		7	4,896	3.7	2,777	2.1
NYME PROPANE NON-LDH MT BEL	U.S.		3	0.0	1,858	5.0	37,524
	NON U.S.		286	0.8	1,181	3.1
		8	289	0.8	3,039	8.1
NYME PROPANE	U.S.		3,386	2.0	9,371	5.7	165,288
	NON U.S.		1,120	0.7	3,615	2.2
		9	4,506	2.7	12,986	7.9
NYME MT BELVIEU ETHANE OPIS	U.S.		135	0.3	3,737	7.4	50,693
	NON U.S.		1,484	2.9	1,909	3.8
		6	1,619	3.2	5,646	11.1
NYME MT BELV NORM BUTANE OPIS	U.S.		56	0.1	2,277	4.2	54,627
	NON U.S.		1,520	2.8	1,652	3.0
		6	1,576	2.9	3,929	7.2
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,695	9.5	28,244
	NON U.S.		20	0.1	1,475	5.2
		6	20	0.1	4,170	14.8
NYME CONWAY PROPANE (OPIS)	U.S.		510	2.6	0	0.0	19,358
	NON U.S.		434	2.2	1,869	9.7
		5	944	4.9	1,869	9.7
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		7,485	1.4	13,349	2.5	530,681
	NON U.S.		1,183	0.2	7,947	1.5
		5	8,668	1.6	21,296	4.0
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	13,346	27.7	48,260
		6	0	0.0	13,346	27.7
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	8,594	47.0	18,295
		5	0	0.0	8,594	47.0
NYME WTI-PHYSICAL	U.S.	4	10,572	0.6	194,127	10.7	1,814,253
	NON U.S.	14	43,649	2.4	135,342	7.5
		18	54,221	3.0	329,469	18.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	8,885	6.1	17,479	11.9	146,326
	NON U.S.	7	17,372	11.9	7,501	5.1
		12	26,257	17.9	24,980	17.1
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		300	0.1	38,568	12.8	300,972
	NON U.S.		0	0.0	25,374	8.4
		6	300	0.1	63,942	21.2
ICUS COCOA	U.S.		2,986	1.9	1,030	0.7	155,918
	NON U.S.		2,505	1.6	2,681	1.7
		9	5,491	3.5	3,711	2.4
NYME PALLADIUM	U.S.	5	4,583	18.4	172	0.7	24,911
	NON U.S.	12	1,546	6.2	607	2.4
		17	6,129	24.6	779	3.1
NYME PLATINUM	U.S.	4	2,205	2.3	16,178	16.8	96,267
	NON U.S.	20	2,632	2.7	12,596	13.1
		24	4,837	5.0	28,774	29.9
ICUS SUGAR NO. 11	U.S.		19,820	2.2	9,775	1.1	881,990
	NON U.S.		53,177	6.0	38,971	4.4
		12	72,997	8.3	48,746	5.5
ICUS COFFEE C	U.S.		5,471	2.2	3,881	1.5	250,691
	NON U.S.		13,092	5.2	36,431	14.5
		24	18,563	7.4	40,312	16.1
CMX SILVER	U.S.	5	4,958	2.8	40,665	22.6	179,854
	NON U.S.	20	7,682	4.3	43,789	24.3
		25	12,640	7.0	84,454	47.0
CMX COPPER- #1	U.S.	4	26,598	9.4	9,863	3.5	283,719
	NON U.S.	12	15,516	5.5	3,270	1.2
		16	42,114	14.8	13,133	4.6
CMX GOLD	U.S.	5	13,892	3.1	108,358	24.2	447,488
	NON U.S.	24	18,556	4.1	90,993	20.3
		29	32,448	7.3	199,351	44.5
CME CANADIAN DOLLAR	U.S.		76,470	28.8	0	0.0	265,761
	NON U.S.		557	0.2	2,528	1.0
		8	77,027	29.0	2,528	1.0
CME SWISS FRANC	U.S.		6,253	6.3	743	0.8	98,815
	NON U.S.		641	0.6	1,750	1.8
		6	6,894	7.0	2,493	2.5
CME MEXICAN PESO	U.S.		0	0.0	13,116	5.0	264,788
	NON U.S.		7,401	2.8	10,206	3.9
		10	7,401	2.8	23,322	8.8
CME BRITISH POUND	U.S.	4	54,940	20.5	16,976	6.3	267,750
	NON U.S.	5	151	0.1	4,982	1.9
		9	55,091	20.6	21,958	8.2
CME JAPANESE YEN	U.S.	4	79,100	26.1	10,018	3.3	303,009
	NON U.S.	7	5,430	1.8	10,676	3.5
		11	84,530	27.9	20,694	6.8
CME EURO FX	U.S.	4	8,202	1.2	138,604	20.6	671,736
	NON U.S.	10	4,451	0.7	6,298	0.9
		14	12,653	1.9	144,902	21.6
NYME GASOLINE RBOB	U.S.		10,191	2.7	2,116	0.6	378,249
	NON U.S.		13,851	3.7	2,855	0.8
		10	24,042	6.4	4,971	1.3
CME NZ DOLLAR	U.S.	4	5,515	10.1	6,001	11.0	54,758
	NON U.S.	4	245	0.4	6,688	12.2
		8	5,760	10.5	12,689	23.2
E VIX FUTURES	U.S.		1,701	0.4	1,650	0.4	420,389
	NON U.S.		24,912	5.9	14,334	3.4
		11	26,613	6.3	15,984	3.8
CBT DJIA x $5	U.S.	4	2,006	2.0	11	0.0	100,634
	NON U.S.	7	2,169	2.2	49,995	49.7
		11	4,175	4.1	50,006	49.7
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		1,833	3.5	0	0.0	52,172
	NON U.S.		522	1.0	17,257	33.1
		5	2,355	4.5	17,257	33.1
CME BITCOIN	NON U.S.		727	2.3	1,773	5.7	31,086
		6	727	2.3	1,773	5.7
CME SOFR-3M	U.S.	19	1,040,393	9.8	824,838	7.8	10,635,546
	NON U.S.	91	1,041,912	9.8	630,931	5.9
		110	2,082,305	19.6	1,455,769	13.7
CME SOFR-1M	U.S.	9	77,144	10.3	62,990	8.4	752,094
	NON U.S.	32	122,973	16.4	69,581	9.3
		41	200,117	26.6	132,571	17.6
CME E-MINI S&P 500	U.S.	10	80,570	3.7	132,387	6.1	2,160,026
	NON U.S.	20	84,688	3.9	296,900	13.7
		30	165,258	7.7	429,287	19.9
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		214	1.4	12,203	80.6	15,133
		5	214	1.4	12,203	80.6
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		392	2.8	8,968	64.5	13,911
		5	392	2.8	8,968	64.5
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		34,796	6.7	41,717	8.0	521,975
	NON U.S.		71,351	13.7	110,404	21.2
		12	106,147	20.3	152,121	29.1
CMX ALUMINUM MWP	U.S.		6,261	30.3	515	2.5	20,675
	NON U.S.		2,384	11.5	227	1.1
		7	8,645	41.8	742	3.6
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,313	6.8	580	3.0	19,203
	NON U.S.		2,711	14.1	0	0.0
		5	4,024	21.0	580	3.0
CME NASDAQ MINI	U.S.	5	18,500	7.5	6,757	2.7	246,536
	NON U.S.	11	7,596	3.1	22,634	9.2
		16	26,096	10.6	29,391	11.9
CME AUSTRALIAN DOLLAR	U.S.		78,553	39.3	12,976	6.5	199,796
	NON U.S.		11,531	5.8	2	0.0
		6	90,084	45.1	12,978	6.5
CME RUSSELL E-MINI	U.S.	8	23,601	5.0	2,157	0.5	469,252
	NON U.S.	14	39,226	8.4	11,978	2.6
		22	62,827	13.4	14,135	3.0
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		2,994	6.0	2,866	5.7	49,947
		5	2,994	6.0	2,866	5.7
ICUS MSCI EAFE	U.S.	6	15,264	3.7	15,394	3.7	413,770
	NON U.S.	4	291	0.1	80,238	19.4
		10	15,555	3.8	95,632	23.1
ICUS MSCI EM INDEX	U.S.	7	25,236	2.5	13,005	1.3	1,029,152
	NON U.S.	12	26,892	2.6	73,384	7.1
		19	52,128	5.1	86,389	8.4
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,996	0.8	25,436	10.2	250,249
	NON U.S.		12,344	4.9	31,476	12.6
		11	14,340	5.7	56,912	22.7
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,161	2.5	0	0.0	45,631
	NON U.S.		3,120	6.8	9,603	21.0
		7	4,281	9.4	9,603	21.0