October Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 10/1/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		24,109	6.4	3,250	0.9	378,936
	NON U.S.		33,349	8.8	4,083	1.1
		15	57,458	15.2	7,333	1.9
CBT WHEAT-HRW	U.S.	4	21,773	8.9	0	0.0	243,463
	NON U.S.	9	25,817	10.6	1,677	0.7
		13	47,590	19.5	1,677	0.7
CBT CORN	U.S.	4	93,200	6.3	13,133	0.9	1,484,174
	NON U.S.	12	88,685	6.0	8,205	0.6
		16	181,885	12.3	21,338	1.4
CBT SOYBEANS	U.S.		49,692	5.7	7,580	0.9	865,375
	NON U.S.		55,289	6.4	13,292	1.5
		16	104,981	12.1	20,872	2.4
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		7,329	4.6	39,699	25.1	158,447
		8	7,329	4.6	39,699	25.1
IFED CALIF CARBON ALL VINTAGE 2025	NON U.S.		0	0.0	41,095	49.1	83,745
		7	0	0.0	41,095	49.1
IFED RGGI V2024	U.S.		300	0.6	0	0.0	48,619
	NON U.S.		5,513	11.3	29,732	61.2
		5	5,813	12.0	29,732	61.2
CBT SOYBEAN OIL	U.S.	4	31,088	5.9	2,559	0.5	527,734
	NON U.S.	11	66,080	12.5	5,667	1.1
		15	97,168	18.4	8,226	1.6
CBT UST BOND	U.S.	7	21,949	1.3	5,048	0.3	1,752,653
	NON U.S.	13	10,596	0.6	36,623	2.1
		20	32,545	1.9	41,671	2.4
CBT ULTRA UST BOND	U.S.		11,237	0.7	2,951	0.2	1,716,913
	NON U.S.		513	0.0	6,071	0.4
		7	11,750	0.7	9,022	0.5
NYME NY HARBOR ULSD	U.S.		22,190	5.2	581	0.1	424,295
	NON U.S.		21,501	5.1	2,146	0.5
		14	43,691	10.3	2,727	0.6
NYME NY HARBOR HEATING OIL CAL	U.S.		4,693	37.5	12	0.1	12,500
	NON U.S.		45	0.4	257	2.1
		5	4,738	37.9	269	2.2
IFED NAT GAS ICE LD1	U.S.	6	27,657	0.4	2,013,285	29.1	6,922,211
	NON U.S.	10	75,336	1.1	1,061,652	15.3
		16	102,993	1.5	3,074,937	44.4
IFED NAT GAS ICE PEN	U.S.		158,445	27.3	107,071	18.4	580,369
	NON U.S.		64,752	11.2	6,692	1.2
		9	223,197	38.5	113,763	19.6
IFED NWP ROCKIES FIN BASIS	U.S.	5	6,184	1.4	41,553	9.7	429,216
	NON U.S.	5	43,134	10.0	0	0.0
		10	49,318	11.5	41,553	9.7
IFED AECO FIN BASIS	U.S.		302	0.0	13,931	1.5	921,093
	NON U.S.		18,044	2.0	585,540	63.6
		7	18,346	2.0	599,471	65.1
IFED CHICAGO FIN BASIS	U.S.		12,602	3.5	1,931	0.5	361,905
	NON U.S.		11,580	3.2	2,673	0.7
		7	24,182	6.7	4,604	1.3
IFED HSC FIN BASIS	U.S.	4	60,990	6.9	24,699	2.8	880,333
	NON U.S.	5	72,446	8.2	56,776	6.4
		9	133,436	15.2	81,475	9.3
IFED WAHA FIN BASIS	U.S.	5	4,844	0.9	134,456	25.5	526,779
	NON U.S.	5	2,612	0.5	43,820	8.3
		10	7,456	1.4	178,276	33.8
IFED CIG ROCKIES BASIS	U.S.		1,227	0.4	157,252	45.1	348,525
	NON U.S.		531	0.2	4,799	1.4
		5	1,758	0.5	162,051	46.5
IFED TCO Basis	U.S.	4	0	0.0	75,936	39.0	194,621
	NON U.S.	4	0	0.0	25,944	13.3
		8	0	0.0	101,880	52.3
IFED CG Mainline Basis	U.S.		0	0.0	30,520	10.9	280,839
	NON U.S.		0	0.0	9,921	3.5
		5	0	0.0	40,441	14.4
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	19,379	2.3	256,832	30.0	856,509
	NON U.S.	5	11,205	1.3	191,750	22.4
		10	30,584	3.6	448,582	52.4
IFED EP SAN JUAN BASIS	U.S.		4,193	1.9	23,680	10.9	217,421
	NON U.S.		0	0.0	4,847	2.2
		5	4,193	1.9	28,527	13.1
IFED HENRY HUB BASIS	U.S.		2,689	2.2	15,689	12.6	125,006
	NON U.S.		1,145	0.9	5,943	4.8
		5	3,834	3.1	21,632	17.3
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		87,266	14.1	0	0.0	619,035
	NON U.S.		65,597	10.6	372	0.1
		7	152,863	24.7	372	0.1
IFED MICHCON BASIS	U.S.		31	0.0	14,623	5.5	265,277
	NON U.S.		217	0.1	8,376	3.2
		5	248	0.1	22,999	8.7
IFED NGPL TXOK BASIS	U.S.		3,315	0.9	35,849	9.2	389,910
	NON U.S.		428	0.1	34,882	8.9
		8	3,743	1.0	70,731	18.1
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	9,839	21.5	45,704
	NON U.S.		1,119	2.4	4,763	10.4
		5	1,119	2.4	14,602	31.9
IFED PANHANDLE BASIS	U.S.		1,728	1.3	18,172	14.0	130,181
	NON U.S.		1,645	1.3	7,780	6.0
		6	3,373	2.6	25,952	19.9
IFED TETCO M2 Basis (Receipts)	U.S.	5	977	0.2	213,490	49.6	430,138
	NON U.S.	4	0	0.0	79,874	18.6
		9	977	0.2	293,364	68.2
IFED REX ZONE 3 BASIS	U.S.		304	0.1	39,183	14.8	264,684
	NON U.S.		124	0.0	12,512	4.7
		6	428	0.2	51,695	19.5
NYME NAT GAS NYME	U.S.	4	58,860	3.9	56,108	3.8	1,495,890
	NON U.S.	11	84,816	5.7	34,076	2.3
		15	143,676	9.6	90,184	6.0
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,764	2.2	43,044	12.3	350,122
	NON U.S.	5	3,594	1.0	39,920	11.4
		9	11,358	3.2	82,964	23.7
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	23,862	13.5	37,088	20.9	177,195
	NON U.S.	6	54,587	30.8	3,107	1.8
		10	78,449	44.3	40,195	22.7
CBT SOYBEAN MEAL	U.S.		27,805	5.1	8,946	1.6	549,435
	NON U.S.		47,435	8.6	4,021	0.7
		14	75,240	13.7	12,967	2.4
ICUS COTTON NO. 2	U.S.	4	13,698	5.9	2,378	1.0	233,189
	NON U.S.	12	26,896	11.5	6,546	2.8
		16	40,594	17.4	8,924	3.8
NYME HENRY HUB	U.S.	4	12,442	3.8	96,769	29.4	328,733
	NON U.S.	5	15,848	4.8	62,061	18.9
		9	28,290	8.6	158,830	48.3
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	24,146	17.1	35,151	24.9	141,293
	NON U.S.	6	27,146	19.2	5,551	3.9
		10	51,292	36.3	40,702	28.8
CBT UST 2Y NOTE	U.S.	8	24,544	0.5	13,757	0.3	4,465,492
	NON U.S.	42	87,532	2.0	31,403	0.7
		50	112,076	2.5	45,160	1.0
CBT UST 10Y NOTE	U.S.	7	177,317	3.6	25,255	0.5	4,969,440
	NON U.S.	26	188,526	3.8	82,049	1.7
		33	365,843	7.4	107,304	2.2
CBT ULTRA UST 10Y	U.S.	4	20,798	1.0	9,100	0.4	2,146,045
	NON U.S.	12	3,928	0.2	42,078	2.0
		16	24,726	1.2	51,178	2.4
CBT UST 5Y NOTE	U.S.	10	63,463	1.0	31,991	0.5	6,381,426
	NON U.S.	21	72,635	1.1	52,729	0.8
		31	136,098	2.1	84,720	1.3
CBT FED FUNDS	U.S.	6	165,304	8.2	207,590	10.3	2,012,976
	NON U.S.	32	178,042	8.8	167,641	8.3
		38	343,346	17.1	375,231	18.6
CME EURO SHORT TERM RATE	U.S.	6	6,438	10.9	8,059	13.7	58,831
	NON U.S.	11	6,127	10.4	9,817	16.7
		17	12,565	21.4	17,876	30.4
CME LEAN HOGS	U.S.		25,272	9.1	1,861	0.7	276,478
	NON U.S.		25,809	9.3	4,494	1.6
		13	51,081	18.5	6,355	2.3
CME LIVE CATTLE	U.S.		24,361	7.5	3,929	1.2	325,515
	NON U.S.		18,974	5.8	502	0.2
		11	43,335	13.3	4,431	1.4
CME FEEDER CATTLE	U.S.		1,372	2.7	97	0.2	51,348
	NON U.S.		985	1.9	430	0.8
		10	2,357	4.6	527	1.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		969	1.7	1,131	1.9	58,414
	NON U.S.		2,381	4.1	1,123	1.9
		6	3,350	5.7	2,254	3.9
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		444	1.0	2,485	5.7	43,582
	NON U.S.		988	2.3	1,766	4.1
		6	1,432	3.3	4,251	9.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,093	7.3	69,845
	NON U.S.		145	0.2	1,472	2.1
		7	145	0.2	6,565	9.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		3,184	2.0	1,498	0.9	159,241
	NON U.S.		2,049	1.3	1,500	0.9
		8	5,233	3.3	2,998	1.9
NYME PROPANE NON-LDH MT BEL	U.S.		0	0.0	1,923	7.1	27,220
	NON U.S.		74	0.3	1,713	6.3
		8	74	0.3	3,636	13.4
NYME PROPANE	U.S.	4	2,836	1.7	6,761	3.9	171,549
	NON U.S.	6	1,977	1.2	2,779	1.6
		10	4,813	2.8	9,540	5.6
NYME MT BELV NORM BUTANE OPIS	U.S.		264	0.4	2,077	3.2	64,069
	NON U.S.		781	1.2	1,971	3.1
		6	1,045	1.6	4,048	6.3
NYME MT BELV NAT GASOLINE OPIS	U.S.		20	0.1	2,233	7.6	29,393
	NON U.S.		42	0.1	1,372	4.7
		5	62	0.2	3,605	12.3
NYME CONWAY PROPANE (OPIS)	U.S.		664	2.7	0	0.0	24,893
	NON U.S.		774	3.1	905	3.6
		6	1,438	5.8	905	3.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		9,206	1.5	20,742	3.4	617,401
	NON U.S.		1,146	0.2	13,145	2.1
		5	10,352	1.7	33,887	5.5
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		0	0.0	180	0.4	46,060
	NON U.S.		0	0.0	13,234	28.7
		7	0	0.0	13,414	29.1
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	6,604	42.6	15,508
		6	0	0.0	6,604	42.6
NYME WTI-PHYSICAL	U.S.	4	13,232	0.7	196,776	11.1	1,771,336
	NON U.S.	14	39,382	2.2	133,687	7.5
		18	52,614	3.0	330,463	18.7
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	9,030	6.9	9,037	6.9	131,676
	NON U.S.	7	19,934	15.1	3,675	2.8
		12	28,964	22.0	12,712	9.7
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		300	0.1	2,439	0.6	377,537
	NON U.S.		59	0.0	1,280	0.3
		5	359	0.1	3,719	1.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		45	0.0	66,245	20.3	326,067
	NON U.S.		0	0.0	21,872	6.7
		6	45	0.0	88,117	27.0
ICUS COCOA	U.S.		2,775	1.9	4,361	2.9	148,224
	NON U.S.		1,909	1.3	2,806	1.9
		9	4,684	3.2	7,167	4.8
NYME PALLADIUM	U.S.		3,796	20.6	0	0.0	18,462
	NON U.S.		1,041	5.6	878	4.8
		16	4,837	26.2	878	4.8
NYME PLATINUM	U.S.	5	376	0.5	21,218	29.2	72,633
	NON U.S.	17	2,737	3.8	11,838	16.3
		22	3,113	4.3	33,056	45.5
ICUS SUGAR NO. 11	U.S.		37,549	4.7	5,918	0.7	791,833
	NON U.S.		47,362	6.0	33,072	4.2
		15	84,911	10.7	38,990	4.9
ICUS COFFEE C	U.S.	4	5,323	2.5	1,009	0.5	210,615
	NON U.S.	21	12,972	6.2	38,066	18.1
		25	18,295	8.7	39,075	18.6
CMX SILVER	U.S.	5	6,117	4.2	29,573	20.4	144,757
	NON U.S.	18	6,127	4.2	48,471	33.5
		23	12,244	8.5	78,044	53.9
CMX COPPER- #1	U.S.	4	21,379	8.9	9,800	4.1	240,587
	NON U.S.	14	14,277	5.9	4,707	2.0
		18	35,656	14.8	14,507	6.0
CMX GOLD	U.S.	5	8,758	1.6	121,895	22.9	533,107
	NON U.S.	24	20,757	3.9	104,643	19.6
		29	29,515	5.5	226,538	42.5
CME CANADIAN DOLLAR	U.S.		105,541	48.9	0	0.0	216,044
	NON U.S.		1,347	0.6	2,305	1.1
		7	106,888	49.5	2,305	1.1
CME SWISS FRANC	U.S.		4,199	6.8	0	0.0	62,140
	NON U.S.		1,512	2.4	0	0.0
		5	5,711	9.2	0	0.0
CME MEXICAN PESO	U.S.		0	0.0	11,615	8.2	141,622
	NON U.S.		3,494	2.5	8,037	5.7
		11	3,494	2.5	19,652	13.9
CME BRITISH POUND	U.S.		1,086	0.4	30,001	11.7	257,312
	NON U.S.		48	0.0	9,995	3.9
		7	1,134	0.4	39,996	15.5
CME JAPANESE YEN	U.S.		0	0.0	38,927	19.8	196,200
	NON U.S.		863	0.4	6,876	3.5
		9	863	0.4	45,803	23.3
CME EURO FX	U.S.	5	107	0.0	211,666	31.4	674,734
	NON U.S.	9	6,071	0.9	4,127	0.6
		14	6,178	0.9	215,793	32.0
NYME GASOLINE RBOB	U.S.	4	10,300	3.2	610	0.2	323,893
	NON U.S.	7	13,112	4.0	1,382	0.4
		11	23,412	7.2	1,992	0.6
CME NZ DOLLAR	U.S.		0	0.0	9,850	16.1	61,226
	NON U.S.		7,012	11.5	2,007	3.3
		6	7,012	11.5	11,857	19.4
E VIX FUTURES	U.S.		1,883	0.6	767	0.2	319,104
	NON U.S.		15,709	4.9	7,888	2.5
		9	17,592	5.5	8,655	2.7
CBT DJIA x $5	U.S.		1,652	1.8	113	0.1	89,570
	NON U.S.		429	0.5	27,367	30.6
		10	2,081	2.3	27,480	30.7
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		895	1.3	58	0.1	69,110
	NON U.S.		0	0.0	22,439	32.5
		5	895	1.3	22,497	32.6
CME BITCOIN	NON U.S.		472	1.7	1,705	6.0	28,539
		5	472	1.7	1,705	6.0
CME SOFR-3M	U.S.	19	908,985	8.4	1,337,061	12.3	10,855,711
	NON U.S.	93	1,048,906	9.7	708,137	6.5
		112	1,957,891	18.0	2,045,198	18.8
CME SOFR-1M	U.S.	11	143,405	12.9	76,841	6.9	1,110,826
	NON U.S.	33	122,545	11.0	121,176	10.9
		44	265,950	23.9	198,017	17.8
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		249	1.1	0	0.0	22,750
	NON U.S.		4,283	18.8	2,146	9.4
		5	4,532	19.9	2,146	9.4
CME E-MINI S&P 500	U.S.	9	58,258	2.8	78,325	3.8	2,081,475
	NON U.S.	18	27,233	1.3	299,747	14.4
		27	85,491	4.1	378,072	18.2
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		24,250	4.5	39,479	7.3	537,518
	NON U.S.		77,382	14.4	126,103	23.5
		13	101,632	18.9	165,582	30.8
CMX LITHIUM HYDROXIDE	U.S.		993	3.0	0	0.0	32,795
	NON U.S.		13,709	41.8	0	0.0
		5	14,702	44.8	0	0.0
CMX ALUMINUM MWP	U.S.		6,119	21.9	467	1.7	27,929
	NON U.S.		3,855	13.8	151	0.5
		8	9,974	35.7	618	2.2
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,504	7.8	654	3.4	19,204
	NON U.S.		2,589	13.5	0	0.0
		5	4,093	21.3	654	3.4
CME NASDAQ MINI	U.S.	6	12,135	5.2	8,245	3.5	234,108
	NON U.S.	8	12,123	5.2	12,976	5.5
		14	24,258	10.4	21,221	9.1
CBT BBG COMMODITY	U.S.		112	0.1	61,546	35.1	175,358
	NON U.S.		148,603	84.7	3,748	2.1
		7	148,715	84.8	65,294	37.2
CME AUSTRALIAN DOLLAR	U.S.		17,586	8.7	33,956	16.9	201,032
	NON U.S.		3,007	1.5	1,729	0.9
		8	20,593	10.2	35,685	17.8
CME RUSSELL E-MINI	U.S.	7	11,449	2.5	3,403	0.8	451,559
	NON U.S.	15	21,582	4.8	18,529	4.1
		22	33,031	7.3	21,932	4.9
CME RUSSELL 2000 ANNUAL DIVIDEND	U.S.		0	0.0	2,170	9.5	22,778
	NON U.S.		1,952	8.6	3,362	14.8
		5	1,952	8.6	5,532	24.3
ICUS MSCI EAFE	U.S.	5	13,921	3.4	15,468	3.8	411,808
	NON U.S.	5	465	0.1	42,879	10.4
		10	14,386	3.5	58,347	14.2
ICUS MSCI EM INDEX	U.S.	6	22,824	2.1	8,665	0.8	1,113,340
	NON U.S.	14	24,566	2.2	30,798	2.8
		20	47,390	4.3	39,463	3.5
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,319	4.1	1,231	3.8	32,200
	NON U.S.		207	0.6	1,558	4.8
		5	1,526	4.7	2,789	8.7
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		2,035	0.6	20,441	6.2	330,159
	NON U.S.		7,957	2.4	59,858	18.1
		11	9,992	3.0	80,299	24.3
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		788	2.4	0	0.0	32,305
	NON U.S.		1,289	4.0	6,771	21.0
		6	2,077	6.4	6,771	21.0