April Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 4/2/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		19,907	4.8	1,266	0.3	416,265
	NON U.S.		32,729	7.9	8,342	2.0
		14	52,636	12.6	9,608	2.3
CBT WHEAT-HRW	U.S.		14,649	5.3	916	0.3	276,992
	NON U.S.		32,761	11.8	4,982	1.8
		11	47,410	17.1	5,898	2.1
CBT CORN	U.S.		70,729	4.4	0	0.0	1,620,571
	NON U.S.		87,681	5.4	15,095	0.9
		14	158,410	9.8	15,095	0.9
CBT SOYBEANS	U.S.		39,385	4.8	1,253	0.2	823,372
	NON U.S.		51,876	6.3	7,042	0.9
		16	91,261	11.1	8,295	1.0
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		6,399	3.1	63,330	30.5	207,567
		8	6,399	3.1	63,330	30.5
IFED CALIF CARBON ALLOWANCE V2025	NON U.S.		0	0.0	9,316	33.7	27,621
		5	0	0.0	9,316	33.7
IFED RGGI V2024	NON U.S.		1,716	3.6	29,266	61.4	47,700
		5	1,716	3.6	29,266	61.4
CBT SOYBEAN OIL	U.S.		24,539	4.2	1,749	0.3	589,658
	NON U.S.		48,732	8.3	5,082	0.9
		14	73,271	12.4	6,831	1.2
CBT UST BOND	U.S.	6	32,819	2.2	1,705	0.1	1,526,420
	NON U.S.	11	2,843	0.2	37,386	2.4
		17	35,662	2.3	39,091	2.6
CBT ULTRA UST BOND	U.S.		9,771	0.6	785	0.0	1,589,631
	NON U.S.		3,585	0.2	12,372	0.8
		5	13,356	0.8	13,157	0.8
NYME NY HARBOR ULSD	U.S.		13,160	4.1	1,656	0.5	317,587
	NON U.S.		19,419	6.1	3,928	1.2
		13	32,579	10.3	5,584	1.8
IFED NAT GAS ICE LD1	U.S.	6	41,792	0.6	1,928,259	28.3	6,822,287
	NON U.S.	10	88,585	1.3	1,019,113	14.9
		16	130,377	1.9	2,947,372	43.2
IFED NAT GAS ICE PEN	U.S.		97,522	15.3	134,701	21.1	637,713
	NON U.S.		73,712	11.6	7,975	1.3
		9	171,234	26.9	142,676	22.4
IFED NWP ROCKIES FIN BASIS	U.S.	4	7,026	1.6	40,521	9.3	433,731
	NON U.S.	5	42,151	9.7	251	0.1
		9	49,177	11.3	40,772	9.4
IFED AECO FIN BASIS	U.S.		0	0.0	18,065	2.0	899,149
	NON U.S.		13,232	1.5	537,426	59.8
		7	13,232	1.5	555,491	61.8
IFED CHICAGO FIN BASIS	U.S.		14,734	4.2	3,126	0.9	354,660
	NON U.S.		6,009	1.7	1,526	0.4
		6	20,743	5.8	4,652	1.3
IFED HSC FIN BASIS	U.S.	4	82,151	9.6	8,647	1.0	851,395
	NON U.S.	5	28,136	3.3	32,023	3.8
		9	110,287	13.0	40,670	4.8
IFED WAHA FIN BASIS	U.S.	4	5,787	1.5	97,519	25.4	384,342
	NON U.S.	4	1,777	0.5	31,264	8.1
		8	7,564	2.0	128,783	33.5
IFED CIG ROCKIES BASIS	U.S.		687	0.2	176,273	45.6	386,859
	NON U.S.		0	0.0	11,035	2.9
		5	687	0.2	187,308	48.4
IFED TCO Basis	U.S.		0	0.0	77,343	37.6	205,719
	NON U.S.		236	0.1	23,999	11.7
		7	236	0.1	101,342	49.3
IFED CG Mainline Basis	U.S.		0	0.0	39,563	14.7	269,344
	NON U.S.		0	0.0	25,388	9.4
		5	0	0.0	64,951	24.1
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	14,467	1.7	299,856	35.7	839,002
	NON U.S.	5	16,636	2.0	222,933	26.6
		9	31,103	3.7	522,789	62.3
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		125,909	22.9	0	0.0	550,196
	NON U.S.		15,485	2.8	0	0.0
		5	141,394	25.7	0	0.0
IFED MICHCON BASIS	U.S.		0	0.0	26,191	9.7	269,498
	NON U.S.		3,067	1.1	8,506	3.2
		5	3,067	1.1	34,697	12.9
IFED NGPL TXOK BASIS	U.S.		4,130	1.4	44,064	14.8	297,301
	NON U.S.		428	0.1	9,370	3.2
		7	4,558	1.5	53,434	18.0
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		6,058	3.0	5,989	2.9	204,395
	NON U.S.		10,327	5.1	0	0.0
		5	16,385	8.0	5,989	2.9
IFED TETCO M2 Basis (Receipts)	U.S.		11,475	3.0	202,882	52.7	385,309
	NON U.S.		0	0.0	41,532	10.8
		6	11,475	3.0	244,414	63.4
NYME NAT GAS NYME	U.S.	4	63,770	4.0	39,073	2.5	1,590,071
	NON U.S.	14	87,537	5.5	38,338	2.4
		18	151,307	9.5	77,411	4.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	6,945	1.9	46,167	12.6	366,058
	NON U.S.	6	5,186	1.4	33,471	9.1
		10	12,131	3.3	79,638	21.8
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	29,016	13.5	43,318	20.2	214,415
	NON U.S.	6	54,745	25.5	2,626	1.2
		10	83,761	39.1	45,944	21.4
CBT SOYBEAN MEAL	U.S.		17,195	3.6	1,760	0.4	479,358
	NON U.S.		39,163	8.2	3,199	0.7
		11	56,358	11.8	4,959	1.0
ICUS COTTON NO. 2	U.S.		8,227	2.9	1,031	0.4	284,839
	NON U.S.		28,289	9.9	13,777	4.8
		15	36,516	12.8	14,808	5.2
NYME HENRY HUB	U.S.	4	11,306	3.1	106,179	29.0	365,667
	NON U.S.	5	18,897	5.2	72,503	19.8
		9	30,203	8.3	178,682	48.9
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	21,390	15.6	22,931	16.7	137,373
	NON U.S.	6	27,703	20.2	10,126	7.4
		10	49,093	35.7	33,057	24.1
CBT UST 2Y NOTE	U.S.	6	19,594	0.5	47,779	1.3	3,802,228
	NON U.S.	36	67,606	1.8	60,743	1.6
		42	87,200	2.3	108,522	2.9
CBT UST 10Y NOTE	U.S.	5	72,419	1.7	16,875	0.4	4,384,695
	NON U.S.	24	45,032	1.0	78,098	1.8
		29	117,451	2.7	94,973	2.2
CBT ULTRA UST 10Y	U.S.		68,125	3.3	5,585	0.3	2,046,603
	NON U.S.		8,824	0.4	18,400	0.9
		11	76,949	3.8	23,985	1.2
CBT UST 5Y NOTE	U.S.	8	69,990	1.1	71,820	1.2	6,088,816
	NON U.S.	25	82,273	1.4	113,198	1.9
		33	152,263	2.5	185,018	3.0
CBT FED FUNDS	U.S.	6	149,352	8.5	163,073	9.2	1,764,795
	NON U.S.	25	187,192	10.6	188,482	10.7
		31	336,544	19.1	351,555	19.9
CME EURO SHORT TERM RATE	U.S.		1,907	5.9	6,240	19.3	32,370
	NON U.S.		4,688	14.5	4,727	14.6
		11	6,595	20.4	10,967	33.9
CME LEAN HOGS	U.S.		14,312	5.0	0	0.0	287,192
	NON U.S.		23,121	8.1	5,991	2.1
		11	37,433	13.0	5,991	2.1
CME LIVE CATTLE	U.S.		13,154	4.4	2,977	1.0	302,149
	NON U.S.		16,924	5.6	391	0.1
		10	30,078	10.0	3,368	1.1
CME FEEDER CATTLE	U.S.		1,066	2.1	0	0.0	51,773
	NON U.S.		1,122	2.2	660	1.3
		7	2,188	4.2	660	1.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		658	1.8	840	2.4	35,703
	NON U.S.		3,870	10.8	753	2.1
		6	4,528	12.7	1,593	4.5
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		20	0.1	2,029	7.0	28,939
	NON U.S.		277	1.0	1,015	3.5
		6	297	1.0	3,044	10.5
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,770	9.9	48,220
	NON U.S.		13	0.0	2,067	4.3
		7	13	0.0	6,837	14.2
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,140	1.0	1,589	1.4	116,682
	NON U.S.		4,805	4.1	726	0.6
		7	5,945	5.1	2,315	2.0
NYME PROPANE NON-LDH MT BEL	U.S.		6	0.0	1,758	4.5	39,369
	NON U.S.		67	0.2	1,136	2.9
		8	73	0.2	2,894	7.4
NYME PROPANE	U.S.		2,735	1.7	8,128	4.9	164,511
	NON U.S.		1,871	1.1	4,649	2.8
		9	4,606	2.8	12,777	7.8
NYME MT BELVIEU ETHANE OPIS	U.S.		252	0.5	2,800	6.0	46,723
	NON U.S.		1,410	3.0	1,903	4.1
		6	1,662	3.6	4,703	10.1
NYME MT BELV NORM BUTANE OPIS	U.S.		22	0.0	1,999	3.9	51,904
	NON U.S.		611	1.2	1,200	2.3
		6	633	1.2	3,199	6.2
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,355	8.9	26,464
	NON U.S.		0	0.0	1,492	5.6
		5	0	0.0	3,847	14.5
NYME CONWAY PROPANE (OPIS)	U.S.		342	2.2	15	0.1	15,517
	NON U.S.		295	1.9	1,163	7.5
		6	637	4.1	1,178	7.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		9,640	1.7	10,003	1.8	568,166
	NON U.S.		917	0.2	8,055	1.4
		5	10,557	1.9	18,058	3.2
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	16,096	38.1	42,205
		6	0	0.0	16,096	38.1
IFED CRUDE DIFF-TMX SW 1A INDEX	NON U.S.		0	0.0	9,387	53.4	17,590
		5	0	0.0	9,387	53.4
NYME WTI-PHYSICAL	U.S.	4	8,242	0.5	198,738	11.3	1,757,685
	NON U.S.	15	41,224	2.3	135,913	7.7
		19	49,466	2.8	334,651	19.0
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	10,007	6.9	9,441	6.5	145,033
	NON U.S.	7	14,871	10.3	8,013	5.5
		12	24,878	17.2	17,454	12.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		300	0.1	36,582	14.1	260,090
	NON U.S.		0	0.0	29,232	11.2
		7	300	0.1	65,814	25.3
ICUS COCOA	U.S.		2,381	1.3	2,391	1.3	184,072
	NON U.S.		2,218	1.2	5,752	3.1
		12	4,599	2.5	8,143	4.4
NYME PALLADIUM	U.S.		2,309	11.7	9	0.0	19,665
	NON U.S.		1,276	6.5	653	3.3
		13	3,585	18.2	662	3.4
NYME PLATINUM	U.S.	4	919	1.1	12,100	15.1	80,099
	NON U.S.	19	2,406	3.0	8,459	10.6
		23	3,325	4.2	20,559	25.7
ICUS SUGAR NO. 11	U.S.		16,272	1.9	22,830	2.7	845,531
	NON U.S.		46,039	5.4	55,134	6.5
		12	62,311	7.4	77,964	9.2
ICUS COFFEE C	U.S.		6,696	2.7	3,467	1.4	247,741
	NON U.S.		13,423	5.4	24,408	9.9
		24	20,119	8.1	27,875	11.3
CMX SILVER	U.S.	4	8,242	4.9	27,544	16.5	166,823
	NON U.S.	16	7,389	4.4	36,627	22.0
		20	15,631	9.4	64,171	38.5
CMX COPPER- #1	U.S.		20,872	7.1	372	0.1	293,955
	NON U.S.		16,047	5.5	5,129	1.7
		16	36,919	12.6	5,501	1.9
CMX GOLD	U.S.	4	37,078	7.4	68,930	13.8	500,045
	NON U.S.	24	31,131	6.2	97,992	19.6
		28	68,209	13.6	166,922	33.4
CME CANADIAN DOLLAR	U.S.		40,242	20.4	0	0.0	197,171
	NON U.S.		2,563	1.3	214	0.1
		7	42,805	21.7	214	0.1
CME SWISS FRANC	U.S.		2,707	3.1	84	0.1	87,108
	NON U.S.		3,780	4.3	0	0.0
		5	6,487	7.4	84	0.1
CME MEXICAN PESO	U.S.		0	0.0	13,116	4.2	314,517
	NON U.S.		313	0.1	15,691	5.0
		11	313	0.1	28,807	9.2
CME BRITISH POUND	U.S.		26,293	12.0	4,000	1.8	219,176
	NON U.S.		5,778	2.6	1,344	0.6
		9	32,071	14.6	5,344	2.4
CME JAPANESE YEN	U.S.		65,036	20.5	0	0.0	316,809
	NON U.S.		7,859	2.5	1,234	0.4
		9	72,895	23.0	1,234	0.4
CME EURO FX	U.S.		6,316	0.9	135,745	19.9	682,768
	NON U.S.		8,784	1.3	862	0.1
		12	15,100	2.2	136,607	20.0
NYME GASOLINE RBOB	U.S.		10,287	2.5	4,731	1.2	406,513
	NON U.S.		13,322	3.3	3,773	0.9
		12	23,609	5.8	8,504	2.1
CME NZ DOLLAR	U.S.		2,453	4.0	2,104	3.4	61,732
	NON U.S.		2,987	4.8	4,392	7.1
		8	5,440	8.8	6,496	10.5
E VIX FUTURES	U.S.		1,661	0.5	400	0.1	367,340
	NON U.S.		29,302	8.0	13,349	3.6
		11	30,963	8.4	13,749	3.7
CBT DJIA x $5	U.S.	4	1,455	1.6	545	0.6	93,520
	NON U.S.	8	1,150	1.2	48,476	51.8
		12	2,605	2.8	49,021	52.4
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,570	4.8	0	0.0	53,860
	NON U.S.		0	0.0	20,041	37.2
		5	2,570	4.8	20,041	37.2
CME BITCOIN	NON U.S.		861	2.9	1,874	6.3	29,745
		6	861	2.9	1,874	6.3
CME SOFR-3M	U.S.	18	526,568	5.3	843,592	8.4	10,011,835
	NON U.S.	93	865,005	8.6	667,296	6.7
		111	1,391,573	13.9	1,510,888	15.1
CME SOFR-1M	U.S.	9	136,229	16.3	67,684	8.1	837,455
	NON U.S.	29	185,665	22.2	57,655	6.9
		38	321,894	38.4	125,339	15.0
CME E-MINI S&P 500	U.S.	8	81,158	3.9	99,749	4.8	2,089,222
	NON U.S.	18	88,109	4.2	318,376	15.2
		26	169,267	8.1	418,125	20.0
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		392	3.0	7,435	56.7	13,108
		5	392	3.0	7,435	56.7
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		25,550	6.5	48,489	12.4	390,924
	NON U.S.		49,751	12.7	79,225	20.3
		11	75,301	19.3	127,714	32.7
CME ETHER CASH SETTLED	NON U.S.		54	0.8	732	11.3	6,498
		5	54	0.8	732	11.3
CMX LITHIUM HYDROXIDE	U.S.		2,293	10.4	0	0.0	22,121
	NON U.S.		4,019	18.2	0	0.0
		5	6,312	28.5	0	0.0
CMX ALUMINUM MWP	U.S.		7,498	30.4	0	0.0	24,659
	NON U.S.		3,021	12.3	227	0.9
		6	10,519	42.7	227	0.9
CME NASDAQ MINI	U.S.	5	18,416	7.1	143	0.1	259,439
	NON U.S.	12	7,465	2.9	38,799	15.0
		17	25,881	10.0	38,942	15.0
CME AUSTRALIAN DOLLAR	U.S.		65,267	29.0	0	0.0	224,894
	NON U.S.		11,771	5.2	1,364	0.6
		6	77,038	34.3	1,364	0.6
CME RUSSELL E-MINI	U.S.	8	33,724	7.1	186	0.0	472,737
	NON U.S.	14	29,175	6.2	17,705	3.7
		22	62,899	13.3	17,891	3.8
ICUS MSCI EAFE	U.S.	6	22,713	5.1	13,706	3.1	441,946
	NON U.S.	4	371	0.1	88,114	19.9
		10	23,084	5.2	101,820	23.0
ICUS MSCI EM INDEX	U.S.	6	22,102	2.2	9,200	0.9	1,006,416
	NON U.S.	12	24,622	2.4	49,884	5.0
		18	46,724	4.6	59,084	5.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,484	0.7	23,475	10.4	225,210
	NON U.S.		7,742	3.4	29,681	13.2
		11	9,226	4.1	53,156	23.6