May Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 5/7/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		18,410	5.0	1,115	0.3	369,477
	NON U.S.		35,326	9.6	7,044	1.9
		14	53,736	14.5	8,159	2.2
CBT WHEAT-HRW	U.S.		11,334	4.9	110	0.0	229,435
	NON U.S.		25,829	11.3	1,139	0.5
		10	37,163	16.2	1,249	0.5
CBT CORN	U.S.		62,256	4.3	410	0.0	1,456,699
	NON U.S.		89,310	6.1	12,811	0.9
		16	151,566	10.4	13,221	0.9
CBT SOYBEANS	U.S.		33,160	4.5	1,467	0.2	743,039
	NON U.S.		53,153	7.2	9,618	1.3
		17	86,313	11.6	11,085	1.5
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		6,944	3.3	59,460	28.2	210,513
		8	6,944	3.3	59,460	28.2
IFED CALIF CARBON ALLOWANCE V2025	NON U.S.		0	0.0	12,177	37.3	32,653
		5	0	0.0	12,177	37.3
CBT SOYBEAN OIL	U.S.		25,696	4.7	1,782	0.3	550,319
	NON U.S.		53,808	9.8	5,136	0.9
		14	79,504	14.4	6,918	1.3
CBT UST BOND	U.S.	6	31,872	2.0	2,884	0.2	1,604,531
	NON U.S.	10	2,061	0.1	41,325	2.6
		16	33,933	2.1	44,209	2.8
CBT ULTRA UST BOND	U.S.		7,135	0.4	2,625	0.2	1,643,488
	NON U.S.		706	0.0	6,713	0.4
		6	7,841	0.5	9,338	0.6
NYME NY HARBOR ULSD	U.S.		17,254	4.5	1,580	0.4	380,627
	NON U.S.		19,613	5.2	3,272	0.9
		12	36,867	9.7	4,852	1.3
IFED NAT GAS ICE LD1	U.S.	6	33,020	0.5	1,912,262	27.9	6,849,026
	NON U.S.	9	75,176	1.1	1,114,126	16.3
		15	108,196	1.6	3,026,388	44.2
IFED NAT GAS ICE PEN	U.S.		105,588	16.3	155,896	24.1	646,931
	NON U.S.		76,456	11.8	7,740	1.2
		9	182,044	28.1	163,636	25.3
IFED NWP ROCKIES FIN BASIS	U.S.	4	9,259	2.3	39,667	9.7	407,430
	NON U.S.	5	39,588	9.7	131	0.0
		9	48,847	12.0	39,798	9.8
IFED AECO FIN BASIS	U.S.		0	0.0	17,239	1.8	936,239
	NON U.S.		12,137	1.3	592,211	63.3
		7	12,137	1.3	609,450	65.1
IFED CHICAGO FIN BASIS	U.S.		14,733	4.2	2,667	0.8	351,506
	NON U.S.		7,038	2.0	955	0.3
		7	21,771	6.2	3,622	1.0
IFED HSC FIN BASIS	U.S.	4	68,712	8.5	9,982	1.2	804,147
	NON U.S.	5	37,446	4.7	37,519	4.7
		9	106,158	13.2	47,501	5.9
IFED WAHA FIN BASIS	U.S.	4	6,253	1.5	98,074	24.3	403,649
	NON U.S.	4	1,683	0.4	27,573	6.8
		8	7,936	2.0	125,647	31.1
IFED CIG ROCKIES BASIS	U.S.		338	0.1	177,017	47.8	370,306
	NON U.S.		0	0.0	9,293	2.5
		5	338	0.1	186,310	50.3
IFED TCO Basis	U.S.	4	0	0.0	76,135	39.5	192,506
	NON U.S.	4	266	0.1	24,307	12.6
		8	266	0.1	100,442	52.2
IFED CG Mainline Basis	U.S.		0	0.0	33,471	13.6	246,812
	NON U.S.		0	0.0	19,501	7.9
		5	0	0.0	52,972	21.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	21,774	2.7	280,674	34.3	819,221
	NON U.S.	5	14,081	1.7	207,013	25.3
		9	35,855	4.4	487,687	59.5
IFED EP SAN JUAN BASIS	U.S.		4,974	2.4	20,808	10.2	203,193
	NON U.S.		0	0.0	3,316	1.6
		5	4,974	2.4	24,124	11.9
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		104,027	20.4	0	0.0	510,726
	NON U.S.		24,146	4.7	0	0.0
		5	128,173	25.1	0	0.0
IFED MICHCON BASIS	U.S.		0	0.0	21,650	8.3	260,554
	NON U.S.		2,580	1.0	7,896	3.0
		5	2,580	1.0	29,546	11.3
IFED NGPL TXOK BASIS	U.S.		4,870	1.8	34,776	13.0	267,016
	NON U.S.		428	0.2	9,586	3.6
		7	5,298	2.0	44,362	16.6
IFED PANHANDLE BASIS	U.S.		582	0.5	17,870	13.9	128,344
	NON U.S.		730	0.6	7,213	5.6
		5	1,312	1.0	25,083	19.5
IFED TETCO M2 Basis (Receipts)	U.S.	4	9,225	2.4	204,269	53.5	382,081
	NON U.S.	4	0	0.0	56,288	14.7
		8	9,225	2.4	260,557	68.2
IFED REX ZONE 3 BASIS	U.S.		0	0.0	39,269	15.9	246,617
	NON U.S.		0	0.0	8,696	3.5
		5	0	0.0	47,965	19.4
NYME NAT GAS NYME	U.S.	4	65,565	4.2	39,004	2.5	1,560,152
	NON U.S.	12	85,918	5.5	37,112	2.4
		16	151,483	9.7	76,116	4.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	10,469	2.9	46,107	13.0	355,029
	NON U.S.	5	3,927	1.1	31,233	8.8
		9	14,396	4.1	77,340	21.8
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	26,202	11.9	42,495	19.3	220,751
	NON U.S.	6	56,897	25.8	2,740	1.2
		10	83,099	37.6	45,235	20.5
CBT SOYBEAN MEAL	U.S.		14,914	3.3	96	0.0	455,403
	NON U.S.		40,619	8.9	2,187	0.5
		11	55,533	12.2	2,283	0.5
ICUS COTTON NO. 2	U.S.		10,336	4.9	405	0.2	211,893
	NON U.S.		24,272	11.5	12,072	5.7
		14	34,608	16.3	12,477	5.9
NYME HENRY HUB	U.S.	4	10,993	3.1	104,037	28.9	359,731
	NON U.S.	5	17,980	5.0	70,751	19.7
		9	28,973	8.1	174,788	48.6
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	24,500	15.3	24,462	15.3	160,056
	NON U.S.	6	29,220	18.3	10,323	6.4
		10	53,720	33.6	34,785	21.7
CBT UST 2Y NOTE	U.S.	8	13,708	0.3	32,032	0.8	4,077,234
	NON U.S.	34	70,766	1.7	28,864	0.7
		42	84,474	2.1	60,896	1.5
CBT UST 10Y NOTE	U.S.	6	61,924	1.4	24,796	0.6	4,412,228
	NON U.S.	28	35,894	0.8	100,974	2.3
		34	97,818	2.2	125,770	2.9
CBT ULTRA UST 10Y	U.S.		47,171	2.2	4,600	0.2	2,143,284
	NON U.S.		9,330	0.4	16,221	0.8
		13	56,501	2.6	20,821	1.0
CBT UST 5Y NOTE	U.S.	9	62,038	1.0	60,251	1.0	6,059,408
	NON U.S.	23	65,228	1.1	124,487	2.1
		32	127,266	2.1	184,738	3.0
CBT FED FUNDS	U.S.	7	133,695	8.8	181,533	11.9	1,519,831
	NON U.S.	26	174,941	11.5	178,103	11.7
		33	308,636	20.3	359,636	23.7
CME EURO SHORT TERM RATE	U.S.	4	3,872	9.1	9,208	21.7	42,511
	NON U.S.	11	6,124	14.4	6,896	16.2
		15	9,996	23.5	16,104	37.9
CME LEAN HOGS	U.S.		15,812	5.4	0	0.0	291,977
	NON U.S.		25,538	8.7	8,063	2.8
		11	41,350	14.2	8,063	2.8
CME LIVE CATTLE	U.S.		12,493	4.6	2,984	1.1	272,777
	NON U.S.		17,505	6.4	377	0.1
		9	29,998	11.0	3,361	1.2
CME FEEDER CATTLE	U.S.		1,139	2.4	0	0.0	47,917
	NON U.S.		871	1.8	404	0.8
		7	2,010	4.2	404	0.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		659	1.7	910	2.3	39,514
	NON U.S.		3,736	9.5	892	2.3
		6	4,395	11.1	1,802	4.6
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,157	6.0	35,912
	NON U.S.		590	1.6	1,940	5.4
		7	590	1.6	4,097	11.4
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,635	8.6	53,831
	NON U.S.		69	0.1	2,148	4.0
		8	69	0.1	6,783	12.6
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,222	0.9	1,553	1.2	129,160
	NON U.S.		4,404	3.4	1,425	1.1
		7	5,626	4.4	2,978	2.3
NYME PROPANE NON-LDH MT BEL	U.S.		3	0.0	1,884	4.8	38,890
	NON U.S.		262	0.7	1,313	3.4
		8	265	0.7	3,197	8.2
NYME PROPANE	U.S.		2,796	1.9	8,715	5.8	149,058
	NON U.S.		1,091	0.7	3,601	2.4
		9	3,887	2.6	12,316	8.3
NYME MT BELVIEU ETHANE OPIS	U.S.		271	0.5	2,863	5.8	49,648
	NON U.S.		1,379	2.8	1,973	4.0
		6	1,650	3.3	4,836	9.7
NYME MT BELV NORM BUTANE OPIS	U.S.		46	0.1	2,246	4.2	53,156
	NON U.S.		1,318	2.5	1,401	2.6
		7	1,364	2.6	3,647	6.9
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,259	7.9	28,472
	NON U.S.		20	0.1	1,537	5.4
		6	20	0.1	3,796	13.3
NYME CONWAY PROPANE (OPIS)	U.S.		480	2.7	0	0.0	17,927
	NON U.S.		462	2.6	2,140	11.9
		5	942	5.3	2,140	11.9
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		10,579	1.8	14,786	2.6	575,862
	NON U.S.		916	0.2	9,736	1.7
		6	11,495	2.0	24,522	4.3
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	14,903	31.9	46,670
		6	0	0.0	14,903	31.9
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	9,459	51.9	18,233
		5	0	0.0	9,459	51.9
NYME WTI-PHYSICAL	U.S.	5	7,847	0.4	202,786	11.0	1,836,765
	NON U.S.	15	39,076	2.1	139,895	7.6
		20	46,923	2.6	342,681	18.7
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	8,846	5.9	17,944	11.9	150,745
	NON U.S.	7	17,128	11.4	6,803	4.5
		12	25,974	17.2	24,747	16.4
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		71	0.0	5,629	1.6	342,047
	NON U.S.		165	0.0	225	0.1
		5	236	0.1	5,854	1.7
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		445	0.1	38,294	12.7	301,182
	NON U.S.		0	0.0	30,249	10.0
		7	445	0.1	68,543	22.8
ICUS COCOA	U.S.		2,734	1.9	1,149	0.8	147,634
	NON U.S.		1,409	1.0	2,389	1.6
		9	4,143	2.8	3,538	2.4
NYME PALLADIUM	U.S.	4	3,723	14.5	581	2.3	25,749
	NON U.S.	14	1,579	6.1	947	3.7
		18	5,302	20.6	1,528	5.9
NYME PLATINUM	U.S.	5	3,608	4.5	14,443	17.9	80,677
	NON U.S.	18	2,590	3.2	9,406	11.7
		23	6,198	7.7	23,849	29.6
ICUS SUGAR NO. 11	U.S.		22,755	2.8	14,576	1.8	825,438
	NON U.S.		48,105	5.8	34,868	4.2
		11	70,860	8.6	49,444	6.0
ICUS COFFEE C	U.S.		5,086	2.2	3,947	1.7	227,220
	NON U.S.		12,852	5.7	36,011	15.8
		24	17,938	7.9	39,958	17.6
CMX SILVER	U.S.	5	6,289	3.9	34,495	21.3	161,868
	NON U.S.	20	6,870	4.2	40,388	25.0
		25	13,159	8.1	74,883	46.3
CMX COPPER- #1	U.S.	4	22,808	7.6	6,939	2.3	300,392
	NON U.S.	14	13,806	4.6	3,491	1.2
		18	36,614	12.2	10,430	3.5
CMX GOLD	U.S.	5	36,365	6.9	115,121	21.7	529,835
	NON U.S.	23	33,409	6.3	98,089	18.5
		28	69,774	13.2	213,210	40.2
CME CANADIAN DOLLAR	U.S.		63,701	29.4	0	0.0	216,708
	NON U.S.		938	0.4	2,661	1.2
		7	64,639	29.8	2,661	1.2
CME SWISS FRANC	U.S.		5,035	5.3	464	0.5	94,645
	NON U.S.		1,555	1.6	497	0.5
		6	6,590	7.0	961	1.0
CME MEXICAN PESO	U.S.		0	0.0	13,116	5.3	246,848
	NON U.S.		1,867	0.8	12,863	5.2
		10	1,867	0.8	25,979	10.5
CME BRITISH POUND	U.S.	4	56,874	25.4	4,000	1.8	223,730
	NON U.S.	5	1,801	0.8	1,487	0.7
		9	58,675	26.2	5,487	2.5
CME JAPANESE YEN	U.S.	4	78,641	26.2	9,568	3.2	299,859
	NON U.S.	7	7,429	2.5	5,754	1.9
		11	86,070	28.7	15,322	5.1
CME EURO FX	U.S.	4	19,504	3.0	121,645	18.6	654,804
	NON U.S.	9	5,027	0.8	1,717	0.3
		13	24,531	3.7	123,362	18.8
NYME GASOLINE RBOB	U.S.		10,560	2.6	2,135	0.5	407,123
	NON U.S.		13,469	3.3	2,133	0.5
		10	24,029	5.9	4,268	1.0
CME NZ DOLLAR	U.S.	4	8,781	15.7	1,969	3.5	55,822
	NON U.S.	4	1,115	2.0	4,392	7.9
		8	9,896	17.7	6,361	11.4
E VIX FUTURES	U.S.		2,461	0.6	2,710	0.7	403,483
	NON U.S.		25,106	6.2	17,531	4.3
		10	27,567	6.8	20,241	5.0
CBT DJIA x $5	U.S.	4	1,681	1.8	11	0.0	92,752
	NON U.S.	8	1,762	1.9	47,533	51.2
		12	3,443	3.7	47,544	51.3
CME BITCOIN	NON U.S.		688	2.6	1,460	5.6	26,155
		5	688	2.6	1,460	5.6
CME SOFR-3M	U.S.	19	910,315	8.8	871,050	8.4	10,337,769
	NON U.S.	91	942,343	9.1	683,805	6.6
		110	1,852,658	17.9	1,554,855	15.0
CME SOFR-1M	U.S.	10	108,054	15.2	54,723	7.7	710,741
	NON U.S.	30	166,866	23.5	68,516	9.6
		40	274,920	38.7	123,239	17.3
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		278	1.0	0	0.0	27,425
	NON U.S.		5,035	18.4	4,813	17.5
		5	5,313	19.4	4,813	17.5
CME E-MINI S&P 500	U.S.	9	59,956	3.0	110,970	5.5	2,030,975
	NON U.S.	20	66,950	3.3	244,548	12.0
		29	126,906	6.2	355,518	17.5
CME E-MINI S&P HEALTH CARE INDEX	U.S.		210	1.7	0	0.0	12,135
	NON U.S.		0	0.0	7,388	60.9
		5	210	1.7	7,388	60.9
CME E-MINI S&P UTILITIES INDEX	U.S.		254	1.0	0	0.0	26,522
	NON U.S.		7,681	29.0	1,112	4.2
		5	7,935	29.9	1,112	4.2
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		392	2.7	8,971	62.1	14,447
		5	392	2.7	8,971	62.1
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		35,816	7.9	39,417	8.7	451,198
	NON U.S.		64,619	14.3	87,721	19.4
		11	100,435	22.3	127,138	28.2
CME ETHER CASH SETTLED	NON U.S.		84	1.9	393	8.9	4,411
		5	84	1.9	393	8.9
CMX LITHIUM HYDROXIDE	U.S.		1,907	9.3	0	0.0	20,568
	NON U.S.		3,800	18.5	0	0.0
		5	5,707	27.7	0	0.0
CMX ALUMINUM MWP	U.S.		7,654	33.7	795	3.5	22,730
	NON U.S.		2,672	11.8	227	1.0
		7	10,326	45.4	1,022	4.5
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,104	5.6	822	4.2	19,591
	NON U.S.		3,091	15.8	0	0.0
		5	4,195	21.4	822	4.2
CME NASDAQ MINI	U.S.	6	13,074	5.6	4,674	2.0	235,162
	NON U.S.	12	8,783	3.7	25,283	10.8
		18	21,857	9.3	29,957	12.7
CME AUSTRALIAN DOLLAR	U.S.	4	85,685	40.9	0	0.0	209,670
	NON U.S.	4	11,610	5.5	2,139	1.0
		8	97,295	46.4	2,139	1.0
CME RUSSELL E-MINI	U.S.	8	26,774	5.8	2,163	0.5	465,495
	NON U.S.	14	41,391	8.9	13,298	2.9
		22	68,165	14.6	15,461	3.3
ICUS MSCI EAFE	U.S.	5	18,760	4.5	13,708	3.3	412,957
	NON U.S.	4	422	0.1	87,451	21.2
		9	19,182	4.6	101,159	24.5
ICUS MSCI EM INDEX	U.S.	7	24,307	2.4	10,936	1.1	1,018,889
	NON U.S.	12	26,034	2.6	60,376	5.9
		19	50,341	4.9	71,312	7.0
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,996	0.8	25,544	10.2	249,303
	NON U.S.		10,190	4.1	35,655	14.3
		11	12,186	4.9	61,199	24.5
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,589	3.6	478	1.1	44,550
	NON U.S.		1,968	4.4	8,858	19.9
		7	3,557	8.0	9,336	21.0