September Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 9/3/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		21,557	5.7	3,822	1.0	380,526
	NON U.S.		35,368	9.3	3,489	0.9
		16	56,925	15.0	7,311	1.9
CBT WHEAT-HRW	U.S.	4	19,887	8.2	0	0.0	243,056
	NON U.S.	10	25,827	10.6	898	0.4
		14	45,714	18.8	898	0.4
CBT CORN	U.S.	4	75,734	5.6	9,242	0.7	1,359,772
	NON U.S.	15	86,258	6.3	7,486	0.6
		19	161,992	11.9	16,728	1.2
CBT SOYBEANS	U.S.		48,285	5.8	9,227	1.1	828,616
	NON U.S.		51,288	6.2	7,138	0.9
		17	99,573	12.0	16,365	2.0
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		8,238	4.2	45,476	23.3	194,916
		8	8,238	4.2	45,476	23.3
IFED CALIF CARBON ALL VINTAGE 2025	NON U.S.		0	0.0	31,890	43.8	72,781
		7	0	0.0	31,890	43.8
IFED RGGI V2024	NON U.S.		2,818	6.1	30,929	67.0	46,138
		5	2,818	6.1	30,929	67.0
CBT SOYBEAN OIL	U.S.	4	32,937	6.2	1,340	0.3	534,393
	NON U.S.	13	60,504	11.3	680	0.1
		17	93,441	17.5	2,020	0.4
CBT UST BOND	U.S.	7	27,755	1.6	4,492	0.3	1,732,923
	NON U.S.	11	8,572	0.5	19,048	1.1
		18	36,327	2.1	23,540	1.4
CBT ULTRA UST BOND	U.S.		10,145	0.6	3,982	0.2	1,684,223
	NON U.S.		2,579	0.2	28,419	1.7
		8	12,724	0.8	32,401	1.9
NYME NY HARBOR ULSD	U.S.		21,796	5.3	241	0.1	410,334
	NON U.S.		20,258	4.9	2,104	0.5
		14	42,054	10.2	2,345	0.6
NYME NY HARBOR HEATING OIL CAL	U.S.		5,147	40.9	12	0.1	12,591
	NON U.S.		139	1.1	85	0.7
		5	5,286	42.0	97	0.8
IFED NAT GAS ICE LD1	U.S.	6	31,499	0.5	1,984,528	28.6	6,939,418
	NON U.S.	10	75,095	1.1	1,027,078	14.8
		16	106,594	1.5	3,011,606	43.4
IFED NAT GAS ICE PEN	U.S.		140,840	22.2	111,236	17.5	634,949
	NON U.S.		66,128	10.4	6,980	1.1
		9	206,968	32.6	118,216	18.6
IFED NWP ROCKIES FIN BASIS	U.S.	4	8,958	2.1	39,343	9.0	436,888
	NON U.S.	5	43,448	9.9	41	0.0
		9	52,406	12.0	39,384	9.0
IFED AECO FIN BASIS	U.S.		302	0.0	14,735	1.6	931,829
	NON U.S.		16,123	1.7	586,389	62.9
		7	16,425	1.8	601,124	64.5
IFED CHICAGO FIN BASIS	U.S.		13,143	3.5	2,187	0.6	374,733
	NON U.S.		12,089	3.2	848	0.2
		7	25,232	6.7	3,035	0.8
IFED HSC FIN BASIS	U.S.	4	72,790	8.1	13,402	1.5	897,535
	NON U.S.	5	78,017	8.7	51,137	5.7
		9	150,807	16.8	64,539	7.2
IFED WAHA FIN BASIS	U.S.	5	5,195	1.1	117,914	24.2	486,418
	NON U.S.	4	2,683	0.6	31,374	6.5
		9	7,878	1.6	149,288	30.7
IFED CIG ROCKIES BASIS	U.S.		1,258	0.3	169,304	44.8	378,162
	NON U.S.		320	0.1	5,880	1.6
		5	1,578	0.4	175,184	46.3
IFED TCO Basis	U.S.	4	0	0.0	79,912	40.9	195,423
	NON U.S.	4	0	0.0	25,606	13.1
		8	0	0.0	105,518	54.0
IFED CG Mainline Basis	U.S.		0	0.0	31,132	12.6	246,324
	NON U.S.		0	0.0	12,501	5.1
		5	0	0.0	43,633	17.7
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	5	20,129	2.3	268,683	31.2	861,617
	NON U.S.	5	12,325	1.4	199,342	23.1
		10	32,454	3.8	468,025	54.3
IFED EP SAN JUAN BASIS	U.S.		7,003	3.3	22,658	10.5	215,090
	NON U.S.		0	0.0	2,266	1.1
		5	7,003	3.3	24,924	11.6
IFED HENRY HUB BASIS	U.S.		1,646	1.6	18,415	18.1	101,650
	NON U.S.		1,145	1.1	7,203	7.1
		5	2,791	2.7	25,618	25.2
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		101,161	15.8	0	0.0	640,728
	NON U.S.		66,846	10.4	0	0.0
		6	168,007	26.2	0	0.0
IFED MICHCON BASIS	U.S.		31	0.0	16,271	6.1	264,764
	NON U.S.		689	0.3	7,216	2.7
		5	720	0.3	23,487	8.9
IFED NGPL TXOK BASIS	U.S.		4,619	1.3	33,921	9.6	353,781
	NON U.S.		428	0.1	31,972	9.0
		7	5,047	1.4	65,893	18.6
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	10,274	20.7	49,725
	NON U.S.		1,057	2.1	5,009	10.1
		5	1,057	2.1	15,283	30.7
IFED PANHANDLE BASIS	U.S.		1,093	0.8	19,865	15.0	132,604
	NON U.S.		1,645	1.2	8,088	6.1
		6	2,738	2.1	27,953	21.1
IFED TETCO M2 Basis (Receipts)	U.S.	5	1,008	0.2	218,624	50.9	429,452
	NON U.S.	4	0	0.0	76,927	17.9
		9	1,008	0.2	295,551	68.8
IFED REX ZONE 3 BASIS	U.S.		90	0.0	40,498	14.6	277,402
	NON U.S.		244	0.1	9,748	3.5
		6	334	0.1	50,246	18.1
NYME NAT GAS NYME	U.S.	5	55,897	3.6	54,827	3.5	1,558,349
	NON U.S.	11	84,609	5.4	33,493	2.1
		16	140,506	9.0	88,320	5.7
NYME HENRY HUB LAST DAY FIN	U.S.	4	7,551	2.1	41,452	11.7	354,617
	NON U.S.	6	3,450	1.0	41,603	11.7
		10	11,001	3.1	83,055	23.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	25,055	12.2	40,469	19.6	205,979
	NON U.S.	7	56,523	27.4	2,266	1.1
		11	81,578	39.6	42,735	20.7
CBT SOYBEAN MEAL	U.S.		24,660	4.7	7,052	1.3	522,847
	NON U.S.		44,200	8.5	1,135	0.2
		14	68,860	13.2	8,187	1.6
ICUS COTTON NO. 2	U.S.	4	12,893	5.6	2,628	1.1	228,948
	NON U.S.	13	25,620	11.2	4,431	1.9
		17	38,513	16.8	7,059	3.1
NYME HENRY HUB	U.S.	4	12,140	3.7	98,981	29.9	331,102
	NON U.S.	5	16,324	4.9	64,817	19.6
		9	28,464	8.6	163,798	49.5
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	25,161	16.0	28,321	18.0	157,642
	NON U.S.	6	27,745	17.6	3,958	2.5
		10	52,906	33.6	32,279	20.5
CBT UST 2Y NOTE	U.S.	7	29,577	0.7	12,283	0.3	4,224,887
	NON U.S.	39	73,683	1.7	26,409	0.6
		46	103,260	2.4	38,692	0.9
CBT UST 10Y NOTE	U.S.	7	124,380	2.6	32,906	0.7	4,805,543
	NON U.S.	27	142,827	3.0	97,691	2.0
		34	267,207	5.6	130,597	2.7
CBT ULTRA UST 10Y	U.S.		38,092	1.8	5,800	0.3	2,113,485
	NON U.S.		3,698	0.2	39,498	1.9
		12	41,790	2.0	45,298	2.1
CBT UST 5Y NOTE	U.S.	8	59,397	0.9	39,728	0.6	6,440,182
	NON U.S.	21	95,422	1.5	70,973	1.1
		29	154,819	2.4	110,701	1.7
CBT FED FUNDS	U.S.	7	196,476	11.9	173,478	10.5	1,654,890
	NON U.S.	35	200,623	12.1	109,826	6.6
		42	397,099	24.0	283,304	17.1
CME EURO SHORT TERM RATE	U.S.	5	6,457	10.0	10,507	16.3	64,421
	NON U.S.	11	4,878	7.6	18,624	28.9
		16	11,335	17.6	29,131	45.2
CME LEAN HOGS	U.S.		26,205	10.4	874	0.3	252,510
	NON U.S.		25,797	10.2	5,670	2.2
		12	52,002	20.6	6,544	2.6
CME LIVE CATTLE	U.S.		20,484	6.9	2,599	0.9	296,405
	NON U.S.		19,642	6.6	1,029	0.3
		11	40,126	13.5	3,628	1.2
CME FEEDER CATTLE	U.S.		1,363	2.7	118	0.2	49,951
	NON U.S.		986	2.0	362	0.7
		10	2,349	4.7	480	1.0
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		754	1.5	1,048	2.1	50,934
	NON U.S.		2,256	4.4	1,093	2.1
		5	3,010	5.9	2,141	4.2
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		249	0.6	2,252	5.8	38,835
	NON U.S.		827	2.1	1,554	4.0
		6	1,076	2.8	3,806	9.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,103	8.5	59,723
	NON U.S.		100	0.2	1,277	2.1
		7	100	0.2	6,380	10.7
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		2,967	2.3	1,421	1.1	128,657
	NON U.S.		1,774	1.4	1,428	1.1
		8	4,741	3.7	2,849	2.2
NYME PROPANE NON-LDH MT BEL	U.S.		25	0.1	1,699	5.7	29,952
	NON U.S.		197	0.7	1,401	4.7
		8	222	0.7	3,100	10.3
NYME PROPANE	U.S.	4	2,393	1.4	7,978	4.7	168,410
	NON U.S.	6	2,007	1.2	3,278	1.9
		10	4,400	2.6	11,256	6.7
NYME MT BELV NORM BUTANE OPIS	U.S.		236	0.4	1,952	3.0	65,552
	NON U.S.		821	1.3	1,890	2.9
		6	1,057	1.6	3,842	5.9
NYME MT BELV NAT GASOLINE OPIS	U.S.		20	0.1	2,522	8.7	29,075
	NON U.S.		0	0.0	1,451	5.0
		6	20	0.1	3,973	13.7
NYME CONWAY PROPANE (OPIS)	U.S.		474	1.9	0	0.0	24,324
	NON U.S.		541	2.2	1,387	5.7
		5	1,015	4.2	1,387	5.7
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		7,149	1.2	20,968	3.5	600,494
	NON U.S.		1,982	0.3	11,254	1.9
		6	9,131	1.5	32,222	5.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	U.S.		0	0.0	225	0.4	54,199
	NON U.S.		0	0.0	12,469	23.0
		7	0	0.0	12,694	23.4
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	5,979	42.3	14,121
		5	0	0.0	5,979	42.3
NYME WTI-PHYSICAL	U.S.	5	9,870	0.6	196,235	11.4	1,727,524
	NON U.S.	15	42,045	2.4	134,612	7.8
		20	51,915	3.0	330,847	19.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	9,409	7.1	9,413	7.1	132,232
	NON U.S.	7	18,636	14.1	5,738	4.3
		12	28,045	21.2	15,151	11.5
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		250	0.1	3,041	0.8	363,337
	NON U.S.		0	0.0	1,270	0.3
		5	250	0.1	4,311	1.2
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		300	0.1	61,331	19.4	315,893
	NON U.S.		0	0.0	23,045	7.3
		6	300	0.1	84,376	26.7
ICUS COCOA	U.S.		1,409	1.0	3,558	2.6	138,428
	NON U.S.		1,965	1.4	2,781	2.0
		10	3,374	2.4	6,339	4.6
NYME PALLADIUM	U.S.	4	5,200	23.5	0	0.0	22,098
	NON U.S.	14	1,360	6.2	591	2.7
		18	6,560	29.7	591	2.7
NYME PLATINUM	U.S.	5	2,110	2.4	16,505	18.9	87,185
	NON U.S.	18	4,077	4.7	7,170	8.2
		23	6,187	7.1	23,675	27.2
ICUS SUGAR NO. 11	U.S.		30,080	3.6	5,756	0.7	831,823
	NON U.S.		54,002	6.5	46,569	5.6
		15	84,082	10.1	52,325	6.3
ICUS COFFEE C	U.S.	4	4,486	2.3	807	0.4	196,203
	NON U.S.	20	12,141	6.2	35,646	18.2
		24	16,627	8.5	36,453	18.6
CMX SILVER	U.S.	5	5,731	4.4	30,274	23.1	130,928
	NON U.S.	15	5,617	4.3	42,793	32.7
		20	11,348	8.7	73,067	55.8
CMX COPPER- #1	U.S.	4	22,648	11.2	10,046	5.0	201,953
	NON U.S.	16	12,091	6.0	2,266	1.1
		20	34,739	17.2	12,312	6.1
CMX GOLD	U.S.	5	12,727	2.5	128,814	25.2	511,136
	NON U.S.	24	21,175	4.1	103,769	20.3
		29	33,902	6.6	232,583	45.5
CME CANADIAN DOLLAR	U.S.		88,726	34.7	19,101	7.5	255,897
	NON U.S.		3,032	1.2	2,394	0.9
		9	91,758	35.9	21,495	8.4
CME MEXICAN PESO	U.S.		0	0.0	15,232	8.9	171,000
	NON U.S.		9,902	5.8	53,959	31.6
		8	9,902	5.8	69,191	40.5
CME BRITISH POUND	U.S.		5,505	1.9	49,175	17.2	285,461
	NON U.S.		2,452	0.9	5,142	1.8
		8	7,957	2.8	54,317	19.0
CME JAPANESE YEN	U.S.		98,293	30.1	26,258	8.0	326,795
	NON U.S.		4,601	1.4	5,967	1.8
		9	102,894	31.5	32,225	9.9
CME EURO FX	U.S.	5	12,530	1.7	188,005	25.4	740,311
	NON U.S.	10	5,688	0.8	3,470	0.5
		15	18,218	2.5	191,475	25.9
NYME GASOLINE RBOB	U.S.	4	11,164	3.3	766	0.2	336,620
	NON U.S.	11	13,515	4.0	1,302	0.4
		15	24,679	7.3	2,068	0.6
CME NZ DOLLAR	U.S.		7,252	11.4	13,940	21.9	63,566
	NON U.S.		507	0.8	2,816	4.4
		7	7,759	12.2	16,756	26.4
E VIX FUTURES	U.S.	5	2,066	0.5	1,442	0.4	380,203
	NON U.S.	6	18,574	4.9	6,492	1.7
		11	20,640	5.4	7,934	2.1
CME SO AFRICAN RAND	U.S.		0	0.0	3,600	6.5	55,565
	NON U.S.		334	0.6	7,075	12.7
		5	334	0.6	10,675	19.2
CBT DJIA x $5	U.S.		1,320	1.5	0	0.0	85,167
	NON U.S.		3,351	3.9	18,594	21.8
		10	4,671	5.5	18,594	21.8
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,022	3.1	0	0.0	65,094
	NON U.S.		0	0.0	29,820	45.8
		6	2,022	3.1	29,820	45.8
CME BITCOIN	NON U.S.		495	1.8	1,641	6.1	26,859
		5	495	1.8	1,641	6.1
CME SOFR-3M	U.S.	18	783,828	7.0	1,370,147	12.2	11,250,775
	NON U.S.	91	990,545	8.8	827,405	7.4
		109	1,774,373	15.8	2,197,552	19.5
CME SOFR-1M	U.S.	9	104,029	9.6	92,081	8.5	1,082,354
	NON U.S.	35	136,628	12.6	96,722	8.9
		44	240,657	22.2	188,803	17.4
ICUS CANOLA	U.S.		0	0.0	77	0.0	304,139
	NON U.S.		992	0.3	344	0.1
		5	992	0.3	421	0.1
CME E-MINI S&P 500	U.S.	8	62,203	3.0	111,327	5.3	2,106,791
	NON U.S.	22	27,399	1.3	273,889	13.0
		30	89,602	4.3	385,216	18.3
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		319	2.1	0	0.0	15,092
	NON U.S.		0	0.0	7,342	48.6
		6	319	2.1	7,342	48.6
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		33,792	5.9	42,885	7.5	573,040
	NON U.S.		70,591	12.3	126,257	22.0
		13	104,383	18.2	169,142	29.5
CMX ALUMINUM MWP	U.S.		6,145	24.0	462	1.8	25,600
	NON U.S.		2,988	11.7	170	0.7
		8	9,133	35.7	632	2.5
CMX ALUMINIUM EURO PREM DUTY-PAID	U.S.		1,401	7.0	752	3.8	19,942
	NON U.S.		2,636	13.2	0	0.0
		5	4,037	20.2	752	3.8
CME NASDAQ MINI	U.S.	6	16,264	6.4	8,249	3.2	254,089
	NON U.S.	9	1,057	0.4	23,967	9.4
		15	17,321	6.8	32,216	12.7
CBT BBG COMMODITY	U.S.	4	262	0.1	61,948	33.8	183,529
	NON U.S.	4	153,309	83.5	0	0.0
		8	153,571	83.7	61,948	33.8
CME AUSTRALIAN DOLLAR	U.S.	4	45,124	21.1	19,297	9.0	213,538
	NON U.S.	4	10,473	4.9	2,052	1.0
		8	55,597	26.0	21,349	10.0
CME RUSSELL E-MINI	U.S.	8	15,874	3.7	311	0.1	433,596
	NON U.S.	15	17,604	4.1	15,566	3.6
		23	33,478	7.7	15,877	3.7
CME RUSSELL 2000 ANNUAL DIVIDEND	U.S.		0	0.0	2,470	10.9	22,721
	NON U.S.		1,852	8.2	3,552	15.6
		5	1,852	8.2	6,022	26.5
CME NIKKEI STOCK AVERAGE YEN DENOM	U.S.		551	1.1	0	0.0	52,250
	NON U.S.		2,283	4.4	8,909	17.1
		6	2,834	5.4	8,909	17.1
ICUS MSCI EAFE	U.S.	5	15,779	3.9	15,144	3.8	401,737
	NON U.S.	5	588	0.1	53,552	13.3
		10	16,367	4.1	68,696	17.1
ICUS MSCI EM INDEX	U.S.	7	28,189	2.7	11,501	1.1	1,029,527
	NON U.S.	11	24,257	2.4	76,939	7.5
		18	52,446	5.1	88,440	8.6
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,710	5.0	490	1.4	34,004
	NON U.S.		202	0.6	1,610	4.7
		5	1,912	5.6	2,100	6.2
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,996	0.7	17,827	6.7	267,109
	NON U.S.		9,655	3.6	34,544	12.9
		11	11,651	4.4	52,371	19.6
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		1,113	2.5	0	0.0	43,677
	NON U.S.		1,675	3.8	11,941	27.3
		6	2,788	6.4	11,941	27.3