February Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 2/6/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		19,819	4.7	157	0.0	419,546
	NON U.S.		31,135	7.4	5,896	1.4
		15	50,954	12.1	6,053	1.4
CBT WHEAT-HRW	U.S.		13,126	5.2	1,184	0.5	250,859
	NON U.S.		23,207	9.3	3,997	1.6
		10	36,333	14.5	5,181	2.1
CBT CORN	U.S.		67,698	4.2	0	0.0	1,609,377
	NON U.S.		85,522	5.3	15,384	1.0
		16	153,220	9.5	15,384	1.0
CBT SOYBEANS	U.S.		32,672	4.2	489	0.1	777,099
	NON U.S.		44,987	5.8	4,676	0.6
		16	77,659	10.0	5,165	0.7
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		8,102	3.9	68,783	32.7	210,204
		8	8,102	3.9	68,783	32.7
IFED RGGI V2024	NON U.S.		4,889	9.0	27,791	51.3	54,130
		5	4,889	9.0	27,791	51.3
CBT SOYBEAN OIL	U.S.		25,881	4.4	1,877	0.3	586,419
	NON U.S.		46,652	8.0	4,191	0.7
		13	72,533	12.4	6,068	1.0
CBT UST BOND	U.S.	6	29,543	2.1	5,649	0.4	1,433,426
	NON U.S.	13	1,465	0.1	36,392	2.5
		19	31,008	2.2	42,041	2.9
CBT ULTRA UST BOND	U.S.		9,873	0.6	4,244	0.3	1,651,191
	NON U.S.		1,710	0.1	14,161	0.9
		9	11,583	0.7	18,405	1.1
NYME NY HARBOR ULSD	U.S.		13,306	3.7	2,264	0.6	356,853
	NON U.S.		17,698	5.0	2,997	0.8
		13	31,004	8.7	5,261	1.5
IFED NAT GAS ICE LD1	U.S.	5	37,147	0.6	1,918,132	28.6	6,700,056
	NON U.S.	10	106,067	1.6	1,013,222	15.1
		15	143,214	2.1	2,931,354	43.8
IFED NAT GAS ICE PEN	U.S.		144,673	24.7	80,413	13.7	585,964
	NON U.S.		76,223	13.0	10,090	1.7
		9	220,896	37.7	90,503	15.4
IFED NWP ROCKIES FIN BASIS	U.S.	4	9,008	2.3	31,728	8.1	392,503
	NON U.S.	5	45,672	11.6	0	0.0
		9	54,680	13.9	31,728	8.1
IFED AECO FIN BASIS	U.S.		0	0.0	20,596	2.3	879,067
	NON U.S.		17,001	1.9	490,237	55.8
		7	17,001	1.9	510,833	58.1
IFED CHICAGO FIN BASIS	U.S.		14,527	4.7	3,542	1.2	306,111
	NON U.S.		5,624	1.8	2,049	0.7
		6	20,151	6.6	5,591	1.8
IFED HSC FIN BASIS	U.S.	4	76,756	10.5	13,397	1.8	734,074
	NON U.S.	5	22,419	3.1	34,960	4.8
		9	99,175	13.5	48,357	6.6
IFED WAHA FIN BASIS	U.S.	4	4,099	1.1	98,932	26.2	376,949
	NON U.S.	5	1,786	0.5	34,050	9.0
		9	5,885	1.6	132,982	35.3
IFED CIG ROCKIES BASIS	U.S.		555	0.2	168,263	49.7	338,527
	NON U.S.		0	0.0	12,072	3.6
		5	555	0.2	180,335	53.3
IFED TCO Basis	U.S.		310	0.2	74,379	40.8	182,483
	NON U.S.		236	0.1	20,510	11.2
		7	546	0.3	94,889	52.0
IFED CG Mainline Basis	U.S.		0	0.0	35,973	15.6	230,670
	NON U.S.		0	0.0	28,273	12.3
		5	0	0.0	64,246	27.9
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	11,982	1.6	279,700	36.5	765,553
	NON U.S.	5	18,291	2.4	221,908	29.0
		9	30,273	4.0	501,608	65.5
IFED HENRY HUB BASIS	U.S.		1,290	1.5	18,160	21.7	83,730
	NON U.S.		0	0.0	3,734	4.5
		5	1,290	1.5	21,894	26.1
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		123,073	25.0	0	0.0	491,328
	NON U.S.		16,210	3.3	0	0.0
		5	139,283	28.3	0	0.0
IFED MICHCON BASIS	U.S.		93	0.0	26,879	11.2	240,661
	NON U.S.		2,389	1.0	8,602	3.6
		5	2,482	1.0	35,481	14.7
IFED NGPL TXOK BASIS	U.S.		3,467	1.2	46,909	16.0	293,540
	NON U.S.		0	0.0	8,968	3.1
		7	3,467	1.2	55,877	19.0
IFED PANHANDLE BASIS	U.S.		1,889	1.8	16,125	15.1	106,626
	NON U.S.		0	0.0	4,880	4.6
		5	1,889	1.8	21,005	19.7
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		7,851	4.3	2,670	1.5	183,917
	NON U.S.		10,547	5.7	0	0.0
		5	18,398	10.0	2,670	1.5
IFED TETCO M2 Basis (Receipts)	U.S.		15,096	4.2	196,020	54.4	360,493
	NON U.S.		0	0.0	37,653	10.4
		6	15,096	4.2	233,673	64.8
NYME NAT GAS NYME	U.S.	4	55,609	3.6	31,572	2.1	1,533,041
	NON U.S.	11	77,369	5.0	29,497	1.9
		15	132,978	8.7	61,069	4.0
NYME HENRY HUB LAST DAY FIN	U.S.	4	5,535	1.5	47,544	13.0	366,445
	NON U.S.	5	3,899	1.1	37,859	10.3
		9	9,434	2.6	85,403	23.3
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	26,474	12.9	36,131	17.6	205,781
	NON U.S.	6	52,659	25.6	2,954	1.4
		10	79,133	38.5	39,085	19.0
CBT SOYBEAN MEAL	U.S.		19,243	3.9	317	0.1	491,214
	NON U.S.		36,295	7.4	1,911	0.4
		12	55,538	11.3	2,228	0.5
ICUS COTTON NO. 2	U.S.		9,161	3.5	2,233	0.8	264,909
	NON U.S.		24,658	9.3	11,695	4.4
		13	33,819	12.8	13,928	5.3
NYME HENRY HUB	U.S.	4	9,240	2.4	115,046	29.7	387,181
	NON U.S.	5	19,480	5.0	75,836	19.6
		9	28,720	7.4	190,882	49.3
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	31,122	22.4	15,514	11.2	138,891
	NON U.S.	5	23,871	17.2	10,203	7.3
		9	54,993	39.6	25,717	18.5
CBT UST 2Y NOTE	U.S.	8	26,620	0.7	23,311	0.6	3,944,552
	NON U.S.	31	59,100	1.5	36,952	0.9
		39	85,720	2.2	60,263	1.5
CBT UST 10Y NOTE	U.S.	5	76,773	1.6	18,053	0.4	4,707,907
	NON U.S.	25	49,014	1.0	111,427	2.4
		30	125,787	2.7	129,480	2.8
CBT ULTRA UST 10Y	U.S.	6	71,457	3.3	9,276	0.4	2,183,493
	NON U.S.	6	7,311	0.3	10,017	0.5
		12	78,768	3.6	19,293	0.9
CBT UST 5Y NOTE	U.S.	7	76,219	1.3	39,889	0.7	5,833,253
	NON U.S.	21	99,453	1.7	90,094	1.5
		28	175,672	3.0	129,983	2.2
CBT FED FUNDS	U.S.	5	221,523	12.2	150,351	8.3	1,808,611
	NON U.S.	23	226,430	12.5	159,078	8.8
		28	447,953	24.8	309,429	17.1
CME EURO SHORT TERM RATE	U.S.		1,389	3.9	482	1.4	35,485
	NON U.S.		2,428	6.8	5,780	16.3
		10	3,817	10.8	6,262	17.6
CME LEAN HOGS	U.S.		12,855	5.9	0	0.0	219,240
	NON U.S.		17,583	8.0	1,674	0.8
		11	30,438	13.9	1,674	0.8
CME LIVE CATTLE	U.S.		11,972	4.3	991	0.4	279,122
	NON U.S.		15,658	5.6	238	0.1
		10	27,630	9.9	1,229	0.4
CME FEEDER CATTLE	U.S.		1,072	2.2	4	0.0	49,409
	NON U.S.		950	1.9	602	1.2
		7	2,022	4.1	606	1.2
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		718	2.3	838	2.7	31,273
	NON U.S.		4,167	13.3	844	2.7
		6	4,885	15.6	1,682	5.4
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		30	0.1	2,036	7.5	27,062
	NON U.S.		432	1.6	987	3.6
		6	462	1.7	3,023	11.2
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,951	10.5	47,113
	NON U.S.		0	0.0	1,563	3.3
		5	0	0.0	6,514	13.8
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,438	1.2	1,517	1.3	116,656
	NON U.S.		6,995	6.0	1,413	1.2
		7	8,433	7.2	2,930	2.5
NYME PROPANE NON-LDH MT BEL	U.S.		12	0.0	1,715	4.7	36,633
	NON U.S.		224	0.6	440	1.2
		7	236	0.6	2,155	5.9
NYME PROPANE	U.S.		3,048	2.0	6,578	4.4	150,907
	NON U.S.		2,178	1.4	4,263	2.8
		9	5,226	3.5	10,841	7.2
NYME MT BELVIEU ETHANE OPIS	U.S.		406	1.0	2,559	6.3	40,868
	NON U.S.		945	2.3	2,143	5.2
		6	1,351	3.3	4,702	11.5
NYME MT BELV NORM BUTANE OPIS	U.S.		24	0.0	1,789	3.4	52,671
	NON U.S.		663	1.3	1,123	2.1
		6	687	1.3	2,912	5.5
NYME CONWAY PROPANE (OPIS)	U.S.		612	3.5	205	1.2	17,512
	NON U.S.		673	3.8	1,654	9.4
		7	1,285	7.3	1,859	10.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		8,012	1.3	11,167	1.8	619,955
	NON U.S.		1,083	0.2	10,151	1.6
		7	9,095	1.5	21,318	3.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	16,130	32.5	49,694
		6	0	0.0	16,130	32.5
NYME WTI-PHYSICAL	U.S.	4	14,676	0.8	196,536	10.9	1,808,220
	NON U.S.	13	38,224	2.1	128,006	7.1
		17	52,900	2.9	324,542	17.9
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	8,359	6.2	10,125	7.5	135,521
	NON U.S.	6	9,083	6.7	7,559	5.6
		11	17,442	12.9	17,684	13.0
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	31,337	13.5	231,844
	NON U.S.		0	0.0	25,703	11.1
		6	0	0.0	57,040	24.6
ICUS COCOA	U.S.		3,754	1.2	2,083	0.7	317,683
	NON U.S.		2,549	0.8	8,066	2.5
		8	6,303	2.0	10,149	3.2
NYME PALLADIUM	U.S.		2,310	9.4	519	2.1	24,581
	NON U.S.		1,170	4.8	564	2.3
		15	3,480	14.2	1,083	4.4
NYME PLATINUM	U.S.	4	520	0.7	14,686	19.1	77,077
	NON U.S.	18	3,115	4.0	7,592	9.8
		22	3,635	4.7	22,278	28.9
ICUS SUGAR NO. 11	U.S.		14,989	1.7	28,571	3.2	881,004
	NON U.S.		47,898	5.4	68,555	7.8
		13	62,887	7.1	97,126	11.0
ICUS COFFEE C	U.S.		6,436	2.7	450	0.2	234,432
	NON U.S.		9,469	4.0	15,694	6.7
		21	15,905	6.8	16,144	6.9
CMX SILVER	U.S.	4	5,156	3.5	26,927	18.3	147,333
	NON U.S.	17	7,653	5.2	27,689	18.8
		21	12,809	8.7	54,616	37.1
CMX COPPER- #1	U.S.		13,050	5.3	1,331	0.5	245,784
	NON U.S.		15,107	6.1	3,402	1.4
		15	28,157	11.5	4,733	1.9
CMX GOLD	U.S.	4	18,629	4.4	60,264	14.4	419,121
	NON U.S.	25	31,034	7.4	71,979	17.2
		29	49,663	11.8	132,243	31.6
CME CANADIAN DOLLAR	U.S.		44,000	27.5	3,617	2.3	160,118
	NON U.S.		5,396	3.4	371	0.2
		7	49,396	30.8	3,988	2.5
CME MEXICAN PESO	NON U.S.		304	0.1	13,020	5.0	261,212
		8	304	0.1	13,020	5.0
CME BRITISH POUND	U.S.		20,284	10.2	10,578	5.3	199,246
	NON U.S.		5,139	2.6	841	0.4
		7	25,423	12.8	11,419	5.7
CME JAPANESE YEN	U.S.		32,769	12.6	0	0.0	259,542
	NON U.S.		6,573	2.5	1,953	0.8
		6	39,342	15.2	1,953	0.8
CME EURO FX	U.S.		857	0.1	159,877	21.8	731,991
	NON U.S.		15,225	2.1	3,951	0.5
		15	16,082	2.2	163,828	22.4
CME BRAZILIAN REAL	NON U.S.		1,274	2.1	8,630	14.1	61,057
		5	1,274	2.1	8,630	14.1
NYME GASOLINE RBOB	U.S.		8,823	2.3	5,012	1.3	376,614
	NON U.S.		11,919	3.2	3,704	1.0
		11	20,742	5.5	8,716	2.3
CME NZ DOLLAR	U.S.		3,000	7.6	400	1.0	39,305
	NON U.S.		921	2.3	365	0.9
		5	3,921	10.0	765	1.9
E VIX FUTURES	U.S.		1,081	0.3	2,208	0.6	361,732
	NON U.S.		26,608	7.4	6,852	1.9
		9	27,689	7.7	9,060	2.5
CBT DJIA x $5	U.S.	4	4,564	4.4	329	0.3	104,421
	NON U.S.	8	1,352	1.3	47,651	45.6
		12	5,916	5.7	47,980	45.9
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,799	4.8	0	0.0	58,070
	NON U.S.		7,101	12.2	23,441	40.4
		6	9,900	17.0	23,441	40.4
CME SOFR-3M	U.S.	19	548,970	5.4	950,923	9.3	10,225,902
	NON U.S.	87	913,087	8.9	538,029	5.3
		106	1,462,057	14.3	1,488,952	14.6
CME SOFR-1M	U.S.	10	129,306	15.0	42,386	4.9	861,712
	NON U.S.	36	132,647	15.4	82,334	9.6
		46	261,953	30.4	124,720	14.5
ICUS CANOLA	NON U.S.		1,276	0.4	1,065	0.3	304,808
		5	1,276	0.4	1,065	0.3
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		2,157	9.1	0	0.0	23,801
	NON U.S.		2,523	10.6	12,745	53.5
		6	4,680	19.7	12,745	53.5
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	1,133	4.5	25,336
	NON U.S.		0	0.0	15,130	59.7
		5	0	0.0	16,263	64.2
CME E-MINI S&P 500	U.S.	9	100,397	4.4	105,408	4.6	2,297,385
	NON U.S.	24	102,866	4.5	173,656	7.6
		33	203,263	8.8	279,064	12.1
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		1,388	7.8	6,639	37.2	17,860
		5	1,388	7.8	6,639	37.2
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		239	1.9	5,970	48.4	12,322
		5	239	1.9	5,970	48.4
CME E-MINI S&P UTILITIES INDEX	U.S.		815	2.5	0	0.0	32,899
	NON U.S.		756	2.3	13,340	40.5
		6	1,571	4.8	13,340	40.5
CME E-MINI S&P COMMUNICATION INDEX	NON U.S.		467	6.0	5,320	68.2	7,797
		5	467	6.0	5,320	68.2
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		26,550	6.6	67,301	16.8	400,068
	NON U.S.		50,346	12.6	93,838	23.5
		11	76,896	19.2	161,139	40.3
CMX ALUMINUM MWP	U.S.		8,572	30.4	0	0.0	28,219
	NON U.S.		3,024	10.7	0	0.0
		5	11,596	41.1	0	0.0
CME NASDAQ MINI	U.S.	5	16,284	5.7	2,790	1.0	285,062
	NON U.S.	10	22,722	8.0	52,591	18.4
		15	39,006	13.7	55,381	19.4
CME AUSTRALIAN DOLLAR	U.S.		32,339	17.9	302	0.2	180,793
	NON U.S.		11,497	6.4	113	0.1
		5	43,836	24.2	415	0.2
CME RUSSELL E-MINI	U.S.	8	29,587	6.2	5,203	1.1	479,790
	NON U.S.	18	26,733	5.6	28,490	5.9
		26	56,320	11.7	33,693	7.0
ICUS MSCI EAFE	U.S.	5	19,852	4.7	12,453	2.9	425,165
	NON U.S.	5	402	0.1	75,378	17.7
		10	20,254	4.8	87,831	20.7
ICUS MSCI EM INDEX	U.S.	6	26,008	2.5	8,721	0.8	1,039,510
	NON U.S.	13	43,884	4.2	85,185	8.2
		19	69,892	6.7	93,906	9.0
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,865	4.9	0	0.0	37,738
	NON U.S.		0	0.0	4,580	12.1
		5	1,865	4.9	4,580	12.1
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		841	0.4	21,305	10.2	209,309
	NON U.S.		4,257	2.0	27,712	13.2
		11	5,098	2.4	49,017	23.4
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		712	1.3	257	0.5	55,897
	NON U.S.		850	1.5	12,655	22.6
		5	1,562	2.8	12,912	23.1