November Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 11/5/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.	4	31,570	7.1	9,014	2.0	443,288
	NON U.S.	12	37,954	8.6	8,288	1.9
		16	69,524	15.7	17,302	3.9
CBT WHEAT-HRW	U.S.	4	24,546	9.0	397	0.1	271,347
	NON U.S.	7	28,863	10.6	3,252	1.2
		11	53,409	19.7	3,649	1.3
CBT CORN	U.S.	4	92,524	5.5	20,297	1.2	1,673,634
	NON U.S.	12	93,863	5.6	16,793	1.0
		16	186,387	11.1	37,090	2.2
CBT SOYBEANS	U.S.		53,226	6.3	10,770	1.3	845,153
	NON U.S.		50,072	5.9	6,914	0.8
		17	103,298	12.2	17,684	2.1
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		2,883	2.5	32,560	27.9	116,699
		8	2,883	2.5	32,560	27.9
IFED CALIF CARBON ALL VINTAGE 2025	NON U.S.		335	0.3	39,783	38.6	103,164
		7	335	0.3	39,783	38.6
IFED RGGI V2024	U.S.		300	0.7	0	0.0	45,149
	NON U.S.		4,933	10.9	25,440	56.3
		6	5,233	11.6	25,440	56.3
IFED RGGI V2025	NON U.S.		0	0.0	12,083	54.4	22,204
		5	0	0.0	12,083	54.4
CBT SOYBEAN OIL	U.S.	4	36,696	6.6	8,687	1.6	552,254
	NON U.S.	11	64,863	11.7	5,391	1.0
		15	101,559	18.4	14,078	2.5
CBT UST BOND	U.S.	7	24,148	1.3	6,212	0.3	1,878,905
	NON U.S.	13	5,507	0.3	34,625	1.8
		20	29,655	1.6	40,837	2.2
CBT ULTRA UST BOND	U.S.		11,909	0.7	2,878	0.2	1,787,010
	NON U.S.		8,703	0.5	3,903	0.2
		6	20,612	1.2	6,781	0.4
NYME NY HARBOR ULSD	U.S.		21,955	5.3	608	0.1	413,568
	NON U.S.		18,631	4.5	2,506	0.6
		13	40,586	9.8	3,114	0.8
NYME NY HARBOR HEATING OIL CAL	U.S.		4,302	32.5	12	0.1	13,240
	NON U.S.		50	0.4	227	1.7
		5	4,352	32.9	239	1.8
IFED NAT GAS ICE LD1	U.S.	6	27,280	0.4	2,047,769	29.0	7,068,917
	NON U.S.	10	75,911	1.1	1,024,357	14.5
		16	103,191	1.5	3,072,126	43.5
IFED NAT GAS ICE PEN	U.S.		138,109	22.7	154,422	25.4	609,018
	NON U.S.		72,185	11.9	4,573	0.8
		9	210,294	34.5	158,995	26.1
IFED NWP ROCKIES FIN BASIS	U.S.	5	5,474	1.4	40,818	10.7	380,306
	NON U.S.	5	41,112	10.8	0	0.0
		10	46,586	12.2	40,818	10.7
IFED AECO FIN BASIS	U.S.		302	0.0	11,899	1.4	863,348
	NON U.S.		16,698	1.9	544,931	63.1
		7	17,000	2.0	556,830	64.5
IFED CHICAGO FIN BASIS	U.S.		11,592	3.5	1,201	0.4	332,420
	NON U.S.		13,023	3.9	1,887	0.6
		7	24,615	7.4	3,088	0.9
IFED HSC FIN BASIS	U.S.	4	48,239	6.0	25,725	3.2	805,526
	NON U.S.	5	73,824	9.2	65,914	8.2
		9	122,063	15.2	91,639	11.4
IFED WAHA FIN BASIS	U.S.	5	2,301	0.5	141,203	28.1	503,177
	NON U.S.	5	3,588	0.7	41,722	8.3
		10	5,889	1.2	182,925	36.4
IFED CIG ROCKIES BASIS	U.S.		1,103	0.4	145,635	47.7	305,547
	NON U.S.		587	0.2	2,697	0.9
		5	1,690	0.6	148,332	48.5
IFED TCO Basis	U.S.	4	0	0.0	71,045	36.7	193,374
	NON U.S.	4	0	0.0	24,197	12.5
		8	0	0.0	95,242	49.3
IFED CG Mainline Basis	U.S.		0	0.0	22,757	9.2	248,513
	NON U.S.		0	0.0	7,074	2.8
		5	0	0.0	29,831	12.0
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	18,066	2.2	246,187	29.7	829,752
	NON U.S.	5	8,680	1.0	178,624	21.5
		10	26,746	3.2	424,811	51.2
IFED HENRY HUB BASIS	U.S.		1,460	1.8	16,609	20.9	79,315
	NON U.S.		4,520	5.7	8,458	10.7
		6	5,980	7.5	25,067	31.6
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		66,549	12.9	0	0.0	515,111
	NON U.S.		66,204	12.9	0	0.0
		6	132,753	25.8	0	0.0
IFED NGPL TXOK BASIS	U.S.		3,116	0.8	28,377	7.3	389,621
	NON U.S.		428	0.1	31,495	8.1
		7	3,544	0.9	59,872	15.4
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	9,956	23.3	42,806
	NON U.S.		968	2.3	5,366	12.5
		5	968	2.3	15,322	35.8
IFED PANHANDLE BASIS	U.S.		1,728	1.5	16,688	14.1	118,336
	NON U.S.		1,280	1.1	7,737	6.5
		6	3,008	2.5	24,425	20.6
IFED TETCO M3 BASIS	U.S.		4,487	2.3	2,292	1.2	192,654
	NON U.S.		7,798	4.0	10,695	5.6
		5	12,285	6.4	12,987	6.7
IFED TRANSCO ZONE 6 BASIS	U.S.		3,368	1.1	2,769	0.9	319,905
	NON U.S.		1,937	0.6	38,152	11.9
		5	5,305	1.7	40,921	12.8
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		3,213	1.3	8,680	3.5	248,457
	NON U.S.		11,913	4.8	0	0.0
		5	15,126	6.1	8,680	3.5
IFED TETCO M2 Basis (Receipts)	U.S.	5	1,337	0.3	206,437	48.2	428,673
	NON U.S.	4	155	0.0	86,337	20.1
		9	1,492	0.3	292,774	68.3
IFED REX ZONE 3 BASIS	U.S.		304	0.1	36,478	14.6	249,733
	NON U.S.		0	0.0	17,719	7.1
		6	304	0.1	54,197	21.7
NYME NAT GAS NYME	U.S.	4	57,952	3.3	52,253	2.9	1,781,294
	NON U.S.	10	84,164	4.7	28,677	1.6
		14	142,116	8.0	80,930	4.5
NYME HENRY HUB LAST DAY FIN	U.S.	4	12,397	3.3	45,091	11.8	381,244
	NON U.S.	4	3,675	1.0	45,535	11.9
		8	16,072	4.2	90,626	23.8
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	27,410	13.4	46,200	22.7	203,938
	NON U.S.	6	55,269	27.1	3,807	1.9
		10	82,679	40.5	50,007	24.5
CBT SOYBEAN MEAL	U.S.		28,470	4.8	8,851	1.5	594,468
	NON U.S.		46,374	7.8	3,023	0.5
		12	74,844	12.6	11,874	2.0
ICUS COTTON NO. 2	U.S.	4	15,051	5.6	1,782	0.7	266,595
	NON U.S.	12	33,405	12.5	13,610	5.1
		16	48,456	18.2	15,392	5.8
NYME HENRY HUB	U.S.	4	12,503	3.9	99,531	30.8	323,325
	NON U.S.	5	15,698	4.9	60,303	18.7
		9	28,201	8.7	159,834	49.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	25,005	14.9	44,997	26.7	168,367
	NON U.S.	6	28,041	16.7	5,038	3.0
		10	53,046	31.5	50,035	29.7
CBT UST 2Y NOTE	U.S.	6	11,752	0.3	12,939	0.3	4,403,064
	NON U.S.	35	132,560	3.0	28,026	0.6
		41	144,312	3.3	40,965	0.9
CBT UST 10Y NOTE	U.S.	7	116,768	2.6	7,665	0.2	4,566,389
	NON U.S.	29	84,325	1.8	89,922	2.0
		36	201,093	4.4	97,587	2.1
CBT ULTRA UST 10Y	U.S.		13,841	0.6	8,043	0.4	2,180,479
	NON U.S.		604	0.0	47,614	2.2
		12	14,445	0.7	55,657	2.6
CBT UST 5Y NOTE	U.S.	9	53,330	0.9	24,365	0.4	6,263,013
	NON U.S.	25	90,465	1.4	40,601	0.6
		34	143,795	2.3	64,966	1.0
CBT FED FUNDS	U.S.	7	136,296	9.4	144,230	9.9	1,452,656
	NON U.S.	29	175,479	12.1	112,656	7.8
		36	311,775	21.5	256,886	17.7
CME EURO SHORT TERM RATE	U.S.	6	6,869	10.2	7,373	10.9	67,488
	NON U.S.	11	6,261	9.3	9,119	13.5
		17	13,130	19.5	16,492	24.4
CME LEAN HOGS	U.S.		23,450	6.8	3,510	1.0	345,650
	NON U.S.		26,763	7.7	8,307	2.4
		13	50,213	14.5	11,817	3.4
CME LIVE CATTLE	U.S.		26,560	7.4	3,844	1.1	357,246
	NON U.S.		21,780	6.1	1,938	0.5
		12	48,340	13.5	5,782	1.6
CME FEEDER CATTLE	U.S.		1,626	3.1	97	0.2	52,154
	NON U.S.		949	1.8	437	0.8
		10	2,575	4.9	534	1.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		445	0.9	856	1.7	50,455
	NON U.S.		2,376	4.7	839	1.7
		5	2,821	5.6	1,695	3.4
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		1,081	2.8	2,408	6.2	38,888
	NON U.S.		708	1.8	1,316	3.4
		6	1,789	4.6	3,724	9.6
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,213	11.8	44,128
	NON U.S.		89	0.2	911	2.1
		7	89	0.2	6,124	13.9
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,872	2.3	600	0.5	125,522
	NON U.S.		1,768	1.4	1,871	1.5
		8	4,640	3.7	2,471	2.0
NYME PROPANE NON-LDH MT BEL	U.S.		65	0.2	3,327	12.1	27,560
	NON U.S.		54	0.2	2,064	7.5
		7	119	0.4	5,391	19.6
NYME PROPANE	U.S.	4	1,728	1.2	6,227	4.4	141,113
	NON U.S.	6	2,000	1.4	4,540	3.2
		10	3,728	2.6	10,767	7.6
NYME MT BELVIEU ETHANE OPIS	U.S.		1,007	1.9	2,375	4.6	52,133
	NON U.S.		1,439	2.8	2,006	3.8
		5	2,446	4.7	4,381	8.4
NYME MT BELV NORM BUTANE OPIS	U.S.		504	0.9	2,816	5.2	54,479
	NON U.S.		502	0.9	1,733	3.2
		6	1,006	1.8	4,549	8.4
NYME MT BELV NAT GASOLINE OPIS	U.S.		20	0.1	2,846	9.4	30,425
	NON U.S.		50	0.2	2,081	6.8
		5	70	0.2	4,927	16.2
NYME CONWAY PROPANE (OPIS)	U.S.		564	2.3	0	0.0	24,175
	NON U.S.		1,029	4.3	960	4.0
		6	1,593	6.6	960	4.0
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		14,281	2.1	27,059	4.0	679,338
	NON U.S.		3,223	0.5	16,232	2.4
		5	17,504	2.6	43,291	6.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		225	0.4	1,871	3.0	62,919
	NON U.S.		0	0.0	26,823	42.6
		9	225	0.4	28,694	45.6
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	7,093	43.2	16,406
		6	0	0.0	7,093	43.2
NYME WTI-PHYSICAL	U.S.	5	15,675	0.9	208,685	11.9	1,746,717
	NON U.S.	13	35,148	2.0	157,306	9.0
		18	50,823	2.9	365,991	21.0
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	10,604	7.7	5,880	4.3	137,261
	NON U.S.	7	25,425	18.5	2,812	2.0
		12	36,029	26.2	8,692	6.3
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		801	0.2	2,028	0.5	380,839
	NON U.S.		75	0.0	1,325	0.3
		5	876	0.2	3,353	0.9
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	78,534	24.3	323,674
	NON U.S.		0	0.0	24,349	7.5
		6	0	0.0	102,883	31.8
ICUS COCOA	U.S.		2,481	2.0	3,593	2.9	125,901
	NON U.S.		2,022	1.6	2,271	1.8
		8	4,503	3.6	5,864	4.7
NYME PALLADIUM	U.S.	5	2,174	11.9	295	1.6	18,297
	NON U.S.	13	773	4.2	1,229	6.7
		18	2,947	16.1	1,524	8.3
NYME PLATINUM	U.S.	5	800	0.9	19,553	22.9	85,562
	NON U.S.	17	2,341	2.7	12,665	14.8
		22	3,141	3.7	32,218	37.7
ICUS SUGAR NO. 11	U.S.		37,463	4.3	4,849	0.6	863,169
	NON U.S.		49,197	5.7	37,319	4.3
		14	86,660	10.0	42,168	4.9
ICUS COFFEE C	U.S.	4	5,700	2.6	4,494	2.1	218,149
	NON U.S.	21	12,966	5.9	37,438	17.2
		25	18,666	8.6	41,932	19.2
CMX SILVER	U.S.	5	6,130	4.1	29,796	19.7	151,126
	NON U.S.	18	6,123	4.1	42,099	27.9
		23	12,253	8.1	71,895	47.6
CMX COPPER- #1	U.S.	4	21,193	8.4	8,577	3.4	251,994
	NON U.S.	15	16,331	6.5	6,265	2.5
		19	37,524	14.9	14,842	5.9
CMX GOLD	U.S.	5	14,152	2.5	108,252	19.4	558,034
	NON U.S.	25	24,864	4.5	80,463	14.4
		30	39,016	7.0	188,715	33.8
CME CANADIAN DOLLAR	U.S.		111,873	33.2	211	0.1	336,467
	NON U.S.		657	0.2	3,366	1.0
		7	112,530	33.4	3,577	1.1
CME MEXICAN PESO	U.S.		0	0.0	11,615	8.1	143,741
	NON U.S.		5,679	4.0	7,666	5.3
		10	5,679	4.0	19,281	13.4
CME BRITISH POUND	U.S.		3,008	1.4	30,001	13.6	219,857
	NON U.S.		3,511	1.6	7,754	3.5
		8	6,519	3.0	37,755	17.2
CME JAPANESE YEN	U.S.		0	0.0	36,402	15.4	235,762
	NON U.S.		2,516	1.1	7,048	3.0
		8	2,516	1.1	43,450	18.4
CME EURO FX	U.S.	5	1,581	0.2	178,687	27.7	645,597
	NON U.S.	10	3,068	0.5	10,960	1.7
		15	4,649	0.7	189,647	29.4
NYME GASOLINE RBOB	U.S.		8,972	2.5	1,262	0.4	357,069
	NON U.S.		12,093	3.4	1,348	0.4
		11	21,065	5.9	2,610	0.7
CME NZ DOLLAR	U.S.		3,149	5.3	9,164	15.3	59,800
	NON U.S.		10,145	17.0	0	0.0
		5	13,294	22.2	9,164	15.3
E VIX FUTURES	U.S.		193	0.1	1,860	0.5	344,314
	NON U.S.		21,729	6.3	9,277	2.7
		11	21,922	6.4	11,137	3.2
CBT DJIA x $5	U.S.		586	0.7	21	0.0	86,343
	NON U.S.		1,020	1.2	24,156	28.0
		10	1,606	1.9	24,177	28.0
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		1,033	1.5	0	0.0	70,570
	NON U.S.		0	0.0	23,844	33.8
		6	1,033	1.5	23,844	33.8
CME BITCOIN	NON U.S.		739	2.3	1,830	5.7	32,011
		7	739	2.3	1,830	5.7
CME SOFR-3M	U.S.	18	1,062,329	10.4	1,154,314	11.3	10,252,799
	NON U.S.	87	1,168,499	11.4	540,075	5.3
		105	2,230,828	21.8	1,694,389	16.5
CME SOFR-1M	U.S.	11	147,389	13.7	78,617	7.3	1,073,292
	NON U.S.	36	122,755	11.4	117,432	10.9
		47	270,144	25.2	196,049	18.3
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		249	1.0	0	0.0	24,893
	NON U.S.		4,179	16.8	7,327	29.4
		5	4,428	17.8	7,327	29.4
CME E-MINI S&P 500	U.S.	9	54,573	2.5	79,944	3.7	2,140,451
	NON U.S.	20	25,378	1.2	308,641	14.4
		29	79,951	3.7	388,585	18.2
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		23,351	3.8	42,035	6.9	611,386
	NON U.S.		96,383	15.8	157,601	25.8
		13	119,734	19.6	199,636	32.7
CMX LITHIUM HYDROXIDE	U.S.		999	3.3	0	0.0	29,917
	NON U.S.		12,713	42.5	0	0.0
		5	13,712	45.8	0	0.0
CMX ALUMINUM MWP	U.S.		6,494	25.3	212	0.8	25,710
	NON U.S.		3,631	14.1	102	0.4
		8	10,125	39.4	314	1.2
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,777	10.0	79	0.4	17,799
	NON U.S.		2,131	12.0	0	0.0
		5	3,908	22.0	79	0.4
CME NASDAQ MINI	U.S.	6	10,877	4.3	9,181	3.6	252,753
	NON U.S.	7	13,237	5.2	20,219	8.0
		13	24,114	9.5	29,400	11.6
CBT BBG COMMODITY	U.S.		4,820	2.7	60,000	33.5	178,869
	NON U.S.		148,603	83.1	6,143	3.4
		7	153,423	85.8	66,143	37.0
CME AUSTRALIAN DOLLAR	U.S.		18,752	10.6	32,327	18.2	177,416
	NON U.S.		3,112	1.8	549	0.3
		6	21,864	12.3	32,876	18.5
CME RUSSELL E-MINI	U.S.	7	14,450	3.2	5,288	1.2	448,893
	NON U.S.	16	21,616	4.8	16,448	3.7
		23	36,066	8.0	21,736	4.8
CME RUSSELL 2000 ANNUAL DIVIDEND	U.S.		0	0.0	2,170	9.4	23,081
	NON U.S.		2,280	9.9	3,440	14.9
		5	2,280	9.9	5,610	24.3
ICUS MSCI EAFE	U.S.	5	16,516	3.6	16,307	3.5	464,546
	NON U.S.	5	784	0.2	52,332	11.3
		10	17,300	3.7	68,639	14.8
ICUS MSCI EM INDEX	U.S.	7	20,869	1.9	9,998	0.9	1,120,490
	NON U.S.	12	23,130	2.1	24,940	2.2
		19	43,999	3.9	34,938	3.1
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,194	3.1	1,338	3.5	38,183
	NON U.S.		193	0.5	1,882	4.9
		5	1,387	3.6	3,220	8.4
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		2,261	0.7	20,020	5.8	346,382
	NON U.S.		7,602	2.2	71,649	20.7
		11	9,863	2.8	91,669	26.5
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		960	2.7	103	0.3	36,209
	NON U.S.		1,119	3.1	7,651	21.1
		6	2,079	5.7	7,754	21.4