December Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 12/5/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		15,161	3.7	2,044	0.5	405,309
	NON U.S.		29,787	7.3	5,542	1.4
		15	44,948	11.1	7,586	1.9
CBT WHEAT-HRW	U.S.		9,797	4.8	667	0.3	205,431
	NON U.S.		16,351	8.0	2,510	1.2
		12	26,148	12.7	3,177	1.5
CBT CORN	U.S.		51,891	4.1	9	0.0	1,256,256
	NON U.S.		64,609	5.1	3,502	0.3
		15	116,500	9.3	3,511	0.3
CBT SOYBEANS	U.S.		40,010	5.6	33	0.0	715,603
	NON U.S.		39,614	5.5	8,792	1.2
		15	79,624	11.1	8,825	1.2
IFED CALIF CARBON 23	NON U.S.		0	0.0	31,189	36.7	85,022
		7	0	0.0	31,189	36.7
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		4,303	2.4	55,425	31.0	179,078
		8	4,303	2.4	55,425	31.0
IFED RGGI V2023	NON U.S.		6,778	11.9	25,188	44.3	56,900
		5	6,778	11.9	25,188	44.3
IFED RGGI V2024	NON U.S.		2,276	8.0	12,928	45.2	28,611
		5	2,276	8.0	12,928	45.2
CBT SOYBEAN OIL	U.S.		23,728	4.9	1,952	0.4	480,969
	NON U.S.		40,198	8.4	1,752	0.4
		13	63,926	13.3	3,704	0.8
CBT UST BOND	U.S.	5	26,194	2.0	6,852	0.5	1,299,431
	NON U.S.	13	1,972	0.2	30,601	2.4
		18	28,166	2.2	37,453	2.9
CBT ULTRA UST BOND	U.S.		8,562	0.5	6,350	0.4	1,583,683
	NON U.S.		3,324	0.2	9,253	0.6
		8	11,886	0.8	15,603	1.0
NYME NY HARBOR ULSD	U.S.		13,386	4.4	2,717	0.9	307,563
	NON U.S.		16,856	5.5	1,995	0.6
		14	30,242	9.8	4,712	1.5
IFED NAT GAS ICE LD1	U.S.	5	22,404	0.3	1,868,173	27.9	6,691,443
	NON U.S.	9	46,054	0.7	1,175,139	17.6
		14	68,458	1.0	3,043,312	45.5
IFED NAT GAS ICE PEN	U.S.		157,766	28.0	65,923	11.7	563,161
	NON U.S.		73,834	13.1	10,382	1.8
		9	231,600	41.1	76,305	13.5
IFED NWP ROCKIES FIN BASIS	U.S.		6,576	1.8	25,523	6.8	373,530
	NON U.S.		38,473	10.3	0	0.0
		8	45,049	12.1	25,523	6.8
IFED AECO FIN BASIS	U.S.		0	0.0	21,127	2.3	911,665
	NON U.S.		13,177	1.4	517,606	56.8
		7	13,177	1.4	538,733	59.1
IFED CHICAGO FIN BASIS	U.S.		16,476	4.9	4,175	1.2	334,275
	NON U.S.		8,281	2.5	2,705	0.8
		6	24,757	7.4	6,880	2.1
IFED HSC FIN BASIS	U.S.	4	55,433	8.5	15,497	2.4	655,145
	NON U.S.	5	16,609	2.5	41,592	6.3
		9	72,042	11.0	57,089	8.7
IFED WAHA FIN BASIS	U.S.		4,457	1.2	97,427	25.3	384,551
	NON U.S.		1,186	0.3	24,960	6.5
		7	5,643	1.5	122,387	31.8
IFED CIG ROCKIES BASIS	U.S.		2,437	0.8	175,193	54.3	322,895
	NON U.S.		8	0.0	14,589	4.5
		6	2,445	0.8	189,782	58.8
IFED TCO Basis	U.S.		0	0.0	76,595	44.6	171,648
	NON U.S.		326	0.2	16,837	9.8
		7	326	0.2	93,432	54.4
IFED CG Mainline Basis	U.S.		477	0.2	40,175	18.1	221,439
	NON U.S.		0	0.0	33,969	15.3
		5	477	0.2	74,144	33.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	8,381	1.2	253,456	35.1	721,300
	NON U.S.	5	18,381	2.5	221,003	30.6
		9	26,762	3.7	474,459	65.8
IFED EP SAN JUAN BASIS	U.S.		4,846	2.5	22,436	11.6	193,006
	NON U.S.		120	0.1	4,653	2.4
		5	4,966	2.6	27,089	14.0
IFED HENRY HUB BASIS	U.S.		3,842	4.5	19,360	22.5	86,172
	NON U.S.		0	0.0	4,574	5.3
		5	3,842	4.5	23,934	27.8
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		111,821	23.4	0	0.0	478,072
	NON U.S.		14,150	3.0	0	0.0
		5	125,971	26.3	0	0.0
IFED MICHCON BASIS	U.S.		180	0.1	26,696	10.9	245,123
	NON U.S.		2,050	0.8	8,834	3.6
		5	2,230	0.9	35,530	14.5
IFED NGPL TXOK BASIS	U.S.		4,696	1.9	55,880	22.0	253,686
	NON U.S.		0	0.0	7,124	2.8
		6	4,696	1.9	63,004	24.8
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	10,096	22.9	44,008
	NON U.S.		2,546	5.8	2,981	6.8
		5	2,546	5.8	13,077	29.7
IFED PANHANDLE BASIS	U.S.		1,889	1.6	18,170	15.7	115,559
	NON U.S.		3,263	2.8	2,501	2.2
		6	5,152	4.5	20,671	17.9
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		10,078	5.1	5,004	2.5	197,635
	NON U.S.		10,212	5.2	0	0.0
		5	20,290	10.3	5,004	2.5
IFED TETCO M2 Basis (Receipts)	U.S.		18,230	5.3	199,123	58.0	343,074
	NON U.S.		0	0.0	30,536	8.9
		6	18,230	5.3	229,659	66.9
NYME NAT GAS NYME	U.S.	4	51,518	3.8	40,027	3.0	1,339,392
	NON U.S.	11	66,414	5.0	23,208	1.7
		15	117,932	8.8	63,235	4.7
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,216	1.1	42,536	11.6	368,102
	NON U.S.	6	3,658	1.0	41,838	11.4
		10	7,874	2.1	84,374	22.9
NYME HENRY HUB PENULTIMATE FIN	U.S.		28,500	15.6	38,745	21.2	182,962
	NON U.S.		52,179	28.5	3,453	1.9
		9	80,679	44.1	42,198	23.1
CBT SOYBEAN MEAL	U.S.		17,478	3.4	0	0.0	518,896
	NON U.S.		31,422	6.1	1,002	0.2
		11	48,900	9.4	1,002	0.2
ICUS COTTON NO. 2	U.S.		8,818	4.5	969	0.5	196,836
	NON U.S.		21,686	11.0	11,348	5.8
		15	30,504	15.5	12,317	6.3
NYME HENRY HUB	U.S.	4	7,297	1.8	112,886	28.5	396,784
	NON U.S.	5	17,636	4.4	81,909	20.6
		9	24,933	6.3	194,795	49.1
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	30,225	23.6	16,867	13.2	128,254
	NON U.S.	5	24,131	18.8	8,409	6.6
		9	54,356	42.4	25,276	19.7
CBT UST 2Y NOTE	U.S.	8	26,796	0.7	11,081	0.3	4,111,534
	NON U.S.	28	73,507	1.8	36,594	0.9
		36	100,303	2.4	47,675	1.2
CBT UST 10Y NOTE	U.S.	6	58,477	1.3	34,411	0.8	4,536,418
	NON U.S.	22	42,993	0.9	47,840	1.1
		28	101,470	2.2	82,251	1.8
CBT ULTRA UST 10Y	U.S.	5	65,453	3.3	10,965	0.6	1,991,409
	NON U.S.	6	3,894	0.2	18,910	0.9
		11	69,347	3.5	29,875	1.5
CBT UST 5Y NOTE	U.S.	6	50,086	0.9	41,331	0.7	5,775,249
	NON U.S.	23	73,617	1.3	49,705	0.9
		29	123,703	2.1	91,036	1.6
CBT FED FUNDS	U.S.	6	269,865	18.2	123,023	8.3	1,482,072
	NON U.S.	22	187,661	12.7	91,008	6.1
		28	457,526	30.9	214,031	14.4
CME EURO SHORT TERM RATE	U.S.		1,646	5.3	138	0.4	31,214
	NON U.S.		1,891	6.1	5,747	18.4
		8	3,537	11.3	5,885	18.9
CME LEAN HOGS	U.S.		9,208	4.8	66	0.0	192,668
	NON U.S.		17,215	8.9	2,458	1.3
		11	26,423	13.7	2,524	1.3
CME LIVE CATTLE	U.S.		10,013	3.8	0	0.0	265,444
	NON U.S.		16,600	6.3	0	0.0
		9	26,613	10.0	0	0.0
CME FEEDER CATTLE	U.S.		529	1.0	19	0.0	51,599
	NON U.S.		1,270	2.5	1,176	2.3
		5	1,799	3.5	1,195	2.3
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		214	0.6	835	2.5	33,310
	NON U.S.		4,081	12.3	774	2.3
		6	4,295	12.9	1,609	4.8
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		45	0.2	1,462	5.5	26,526
	NON U.S.		209	0.8	624	2.4
		6	254	1.0	2,086	7.9
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,155	7.2	57,447
	NON U.S.		0	0.0	1,545	2.7
		5	0	0.0	5,700	9.9
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,270	1.1	1,245	1.1	112,019
	NON U.S.		7,084	6.3	498	0.4
		7	8,354	7.5	1,743	1.6
NYME PROPANE NON-LDH MT BEL	U.S.		18	0.0	1,583	3.5	45,589
	NON U.S.		426	0.9	815	1.8
		8	444	1.0	2,398	5.3
NYME PROPANE	U.S.		3,357	2.4	4,556	3.3	137,123
	NON U.S.		1,993	1.5	2,238	1.6
		8	5,350	3.9	6,794	5.0
NYME MT BELVIEU ETHANE OPIS	U.S.		292	0.6	3,711	7.8	47,511
	NON U.S.		978	2.1	2,158	4.5
		7	1,270	2.7	5,869	12.4
NYME MT BELV NORM BUTANE OPIS	U.S.		151	0.3	1,834	3.4	54,603
	NON U.S.		922	1.7	1,212	2.2
		7	1,073	2.0	3,046	5.6
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,539	9.4	27,001
	NON U.S.		28	0.1	1,891	7.0
		6	28	0.1	4,430	16.4
NYME CONWAY PROPANE (OPIS)	U.S.		785	3.2	270	1.1	24,314
	NON U.S.		736	3.0	1,716	7.1
		6	1,521	6.3	1,986	8.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		4,720	0.8	11,182	1.9	594,106
	NON U.S.		486	0.1	9,064	1.5
		6	5,206	0.9	20,246	3.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	10,312	17.9	57,504
		6	0	0.0	10,312	17.9
NYME WTI-PHYSICAL	U.S.	4	16,711	1.0	201,699	12.2	1,650,437
	NON U.S.	12	37,892	2.3	131,702	8.0
		16	54,603	3.3	333,401	20.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	7,378	5.4	11,677	8.6	135,684
	NON U.S.	6	9,858	7.3	7,170	5.3
		10	17,236	12.7	18,847	13.9
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		838	0.3	5,431	1.9	285,959
	NON U.S.		180	0.1	180	0.1
		5	1,018	0.4	5,611	2.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		99	0.0	28,563	13.3	214,025
	NON U.S.		0	0.0	27,587	12.9
		6	99	0.0	56,150	26.2
ICUS COCOA	U.S.		3,274	1.2	611	0.2	281,714
	NON U.S.		2,469	0.9	8,824	3.1
		9	5,743	2.0	9,435	3.3
NYME PALLADIUM	U.S.	4	2,527	11.9	323	1.5	21,271
	NON U.S.	13	2,006	9.4	42	0.2
		17	4,533	21.3	365	1.7
NYME PLATINUM	U.S.	4	1,655	2.2	15,742	20.8	75,508
	NON U.S.	18	4,693	6.2	4,728	6.3
		22	6,348	8.4	20,470	27.1
ICUS SUGAR NO. 11	U.S.		25,208	3.0	22,699	2.7	853,428
	NON U.S.		42,504	5.0	63,551	7.4
		11	67,712	7.9	86,250	10.1
ICUS COFFEE C	U.S.		8,714	4.2	51	0.0	208,686
	NON U.S.		10,096	4.8	9,369	4.5
		18	18,810	9.0	9,420	4.5
CMX SILVER	U.S.	4	5,966	4.3	26,108	18.7	139,753
	NON U.S.	16	9,155	6.6	35,402	25.3
		20	15,121	10.8	61,510	44.0
CMX COPPER- #1	U.S.		11,816	6.7	1,211	0.7	176,373
	NON U.S.		13,265	7.5	1,703	1.0
		14	25,081	14.2	2,914	1.7
CMX GOLD	U.S.	4	21,948	4.5	68,254	14.0	487,469
	NON U.S.	26	27,729	5.7	90,208	18.5
		30	49,677	10.2	158,462	32.5
CME CANADIAN DOLLAR	U.S.		74,000	37.4	18,578	9.4	197,791
	NON U.S.		6,988	3.5	1,172	0.6
		6	80,988	40.9	19,750	10.0
CME MEXICAN PESO	U.S.		0	0.0	2,312	0.9	257,053
	NON U.S.		7	0.0	6,195	2.4
		8	7	0.0	8,507	3.3
CME BRITISH POUND	U.S.		25,840	11.8	8,844	4.0	218,873
	NON U.S.		2,135	1.0	4,523	2.1
		5	27,975	12.8	13,367	6.1
CME JAPANESE YEN	U.S.		57,506	21.5	153	0.1	267,482
	NON U.S.		2,561	1.0	447	0.2
		8	60,067	22.5	600	0.2
CME EURO FX	U.S.		0	0.0	183,541	24.3	756,615
	NON U.S.		14,807	2.0	6,448	0.9
		15	14,807	2.0	189,989	25.1
NYME GASOLINE RBOB	U.S.		9,293	2.7	3,520	1.0	341,351
	NON U.S.		11,176	3.3	2,200	0.6
		13	20,469	6.0	5,720	1.7
CME NZ DOLLAR	U.S.		17,450	31.9	0	0.0	54,732
	NON U.S.		2,879	5.3	580	1.1
		5	20,329	37.1	580	1.1
E VIX FUTURES	U.S.		1,919	0.5	3,335	0.8	406,711
	NON U.S.		32,199	7.9	11,419	2.8
		10	34,118	8.4	14,754	3.6
CBT DJIA x $5	U.S.		1,819	1.9	1,043	1.1	94,870
	NON U.S.		8,876	9.4	11,555	12.2
		9	10,695	11.3	12,598	13.3
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,509	5.8	0	0.0	43,267
	NON U.S.		0	0.0	22,373	51.7
		5	2,509	5.8	22,373	51.7
CME BITCOIN	NON U.S.		207	0.9	2,408	10.5	23,035
		5	207	0.9	2,408	10.5
CME SOFR-3M	U.S.	20	763,997	7.0	1,276,074	11.6	10,972,383
	NON U.S.	79	1,107,346	10.1	853,766	7.8
		99	1,871,343	17.1	2,129,840	19.4
CME SOFR-1M	U.S.	9	51,381	5.9	71,188	8.2	865,357
	NON U.S.	33	119,629	13.8	105,972	12.2
		42	171,010	19.8	177,160	20.5
ICUS CANOLA	U.S.		498	0.2	0	0.0	271,839
	NON U.S.		2,218	0.8	1,808	0.7
		7	2,716	1.0	1,808	0.7
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		2,189	9.2	0	0.0	23,829
	NON U.S.		514	2.2	10,661	44.7
		8	2,703	11.3	10,661	44.7
CME E-MINI S&P 500	U.S.	9	96,536	4.2	12,532	0.5	2,314,400
	NON U.S.	24	106,053	4.6	204,771	8.8
		33	202,589	8.8	217,303	9.4
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	650	1.8	36,227
	NON U.S.		336	0.9	20,827	57.5
		5	336	0.9	21,477	59.3
CME E-MINI S&P HEALTH CARE INDEX	U.S.		229	1.7	764	5.7	13,306
	NON U.S.		2,193	16.5	7,458	56.0
		6	2,422	18.2	8,222	61.8
CME E-MINI S&P INDUSTRIAL INDEX	U.S.		1,513	8.0	0	0.0	18,836
	NON U.S.		550	2.9	10,852	57.6
		6	2,063	11.0	10,852	57.6
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		0	0.0	758	4.8	15,722
	NON U.S.		284	1.8	11,977	76.2
		7	284	1.8	12,735	81.0
CME E-MINI S&P UTILITIES INDEX	U.S.		3,096	8.4	0	0.0	36,710
	NON U.S.		8,844	24.1	8,767	23.9
		7	11,940	32.5	8,767	23.9
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	28,996	52.6	55,106
	NON U.S.		3,198	5.8	2,500	4.5
		5	3,198	5.8	31,496	57.2
CME E-MINI S&P COMMUNICATION INDEX	U.S.		0	0.0	333	4.2	7,839
	NON U.S.		251	3.2	3,493	44.6
		6	251	3.2	3,826	48.8
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	4,808	63.6	7,564
		5	0	0.0	4,808	63.6
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		23,800	5.4	74,721	17.1	437,943
	NON U.S.		48,948	11.2	112,760	25.7
		9	72,748	16.6	187,481	42.8
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		0	0.0	1,953	64.7	3,020
	NON U.S.		36	1.2	252	8.3
		5	36	1.2	2,205	73.0
CMX ALUMINUM MWP	U.S.		8,294	28.5	93	0.3	29,060
	NON U.S.		3,159	10.9	0	0.0
		5	11,453	39.4	93	0.3
CME NASDAQ MINI	U.S.	5	18,252	6.6	1,155	0.4	277,746
	NON U.S.	13	19,994	7.2	44,745	16.1
		18	38,246	13.8	45,900	16.5
CME AUSTRALIAN DOLLAR	U.S.		62,798	32.1	41	0.0	195,569
	NON U.S.		21,609	11.0	1,519	0.8
		6	84,407	43.2	1,560	0.8
CME RUSSELL E-MINI	U.S.	8	23,336	4.2	6,023	1.1	557,407
	NON U.S.	16	25,026	4.5	22,049	4.0
		24	48,362	8.7	28,072	5.0
CME E-MINI RUSSELL 1000 FUTURE	U.S.		4,433	57.6	224	2.9	7,690
	NON U.S.		0	0.0	1,698	22.1
		5	4,433	57.6	1,922	25.0
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		5,001	7.6	4,983	7.6	65,677
		6	5,001	7.6	4,983	7.6
ICUS MSCI EAFE	U.S.	7	18,723	4.6	13,394	3.3	405,627
	NON U.S.	6	606	0.1	63,938	15.8
		13	19,329	4.8	77,332	19.1
ICUS MSCI EM INDEX	U.S.	7	21,511	2.2	19,487	2.0	994,036
	NON U.S.	11	18,274	1.8	68,383	6.9
		18	39,785	4.0	87,870	8.8
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		727	0.3	24,440	9.0	272,313
	NON U.S.		16,649	6.1	43,344	15.9
		14	17,376	6.4	67,784	24.9
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		4,805	9.7	0	0.0	49,531
	NON U.S.		627	1.3	15,139	30.6
		5	5,432	11.0	15,139	30.6