January Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 1/2/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,082	3.6	684	0.2	366,307
	NON U.S.		27,040	7.4	3,994	1.1
		15	40,122	11.0	4,678	1.3
CBT WHEAT-HRW	U.S.		12,572	6.0	760	0.4	211,166
	NON U.S.		16,481	7.8	2,283	1.1
		12	29,053	13.8	3,043	1.4
CBT CORN	U.S.		50,993	3.8	0	0.0	1,330,004
	NON U.S.		66,952	5.0	6,255	0.5
		16	117,945	8.9	6,255	0.5
CBT SOYBEANS	U.S.		32,131	5.0	33	0.0	639,490
	NON U.S.		36,864	5.8	3,559	0.6
		16	68,995	10.8	3,592	0.6
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		5,656	2.9	64,809	32.8	197,412
		8	5,656	2.9	64,809	32.8
IFED RGGI V2024	NON U.S.		1,764	3.7	28,763	59.9	47,982
		5	1,764	3.7	28,763	59.9
CBT SOYBEAN OIL	U.S.		22,010	4.5	1,786	0.4	494,485
	NON U.S.		38,309	7.7	1,182	0.2
		12	60,319	12.2	2,968	0.6
CBT UST BOND	U.S.	6	27,603	1.9	3,083	0.2	1,427,734
	NON U.S.	12	3,862	0.3	33,144	2.3
		18	31,465	2.2	36,227	2.5
CBT ULTRA UST BOND	U.S.		9,592	0.6	8,572	0.5	1,665,202
	NON U.S.		1,826	0.1	5,021	0.3
		7	11,418	0.7	13,593	0.8
NYME NY HARBOR ULSD	U.S.		14,031	4.7	1,549	0.5	300,942
	NON U.S.		16,472	5.5	1,524	0.5
		13	30,503	10.1	3,073	1.0
IFED NAT GAS ICE LD1	U.S.	5	23,490	0.4	1,908,378	28.7	6,659,928
	NON U.S.	9	67,628	1.0	1,049,478	15.8
		14	91,118	1.4	2,957,856	44.4
IFED NAT GAS ICE PEN	U.S.		146,797	25.7	55,131	9.6	572,283
	NON U.S.		74,451	13.0	10,543	1.8
		9	221,248	38.7	65,674	11.5
IFED NWP ROCKIES FIN BASIS	U.S.		12,981	3.2	22,029	5.4	406,137
	NON U.S.		47,387	11.7	0	0.0
		7	60,368	14.9	22,029	5.4
IFED AECO FIN BASIS	U.S.		0	0.0	21,127	2.3	937,849
	NON U.S.		14,324	1.5	533,159	56.8
		7	14,324	1.5	554,286	59.1
IFED CHICAGO FIN BASIS	U.S.		16,645	4.8	4,175	1.2	347,922
	NON U.S.		8,552	2.5	2,705	0.8
		6	25,197	7.2	6,880	2.0
IFED HSC FIN BASIS	U.S.	4	66,135	8.6	15,852	2.1	766,237
	NON U.S.	5	23,286	3.0	40,205	5.2
		9	89,421	11.7	56,057	7.3
IFED WAHA FIN BASIS	U.S.	4	4,123	1.0	106,199	25.7	413,093
	NON U.S.	4	1,186	0.3	32,187	7.8
		8	5,309	1.3	138,386	33.5
IFED CIG ROCKIES BASIS	U.S.		2,201	0.6	176,384	50.8	347,053
	NON U.S.		0	0.0	14,141	4.1
		5	2,201	0.6	190,525	54.9
IFED TCO Basis	U.S.		31	0.0	75,656	41.9	180,714
	NON U.S.		236	0.1	18,941	10.5
		7	267	0.1	94,597	52.3
IFED CG Mainline Basis	U.S.		232	0.1	41,151	16.5	248,931
	NON U.S.		0	0.0	34,213	13.7
		5	232	0.1	75,364	30.3
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	8,530	1.1	268,882	34.6	776,809
	NON U.S.	5	18,291	2.4	230,843	29.7
		9	26,821	3.5	499,725	64.3
IFED HENRY HUB BASIS	U.S.		2,626	1.5	18,771	11.0	169,899
	NON U.S.		548	0.3	5,271	3.1
		6	3,174	1.9	24,042	14.2
IFED HENRY HUB INDEX	U.S.		1,836	0.8	20,488	9.2	223,788
	NON U.S.		0	0.0	3,788	1.7
		5	1,836	0.8	24,276	10.8
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		122,469	23.0	0	0.0	532,991
	NON U.S.		18,071	3.4	0	0.0
		5	140,540	26.4	0	0.0
IFED MICHCON BASIS	U.S.		215	0.1	28,043	10.7	262,792
	NON U.S.		2,264	0.9	9,202	3.5
		5	2,479	0.9	37,245	14.2
IFED NGPL TXOK BASIS	U.S.		4,600	1.5	57,257	18.2	314,733
	NON U.S.		0	0.0	9,980	3.2
		7	4,600	1.5	67,237	21.4
IFED NWP SUMAS BASIS	U.S.		1,645	1.8	0	0.0	89,321
	NON U.S.		23,762	26.6	242	0.3
		5	25,407	28.4	242	0.3
IFED PANHANDLE BASIS	U.S.		1,889	1.5	17,952	14.5	124,091
	NON U.S.		3,263	2.6	2,412	1.9
		6	5,152	4.2	20,364	16.4
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		10,078	4.7	4,880	2.3	215,151
	NON U.S.		11,029	5.1	0	0.0
		5	21,107	9.8	4,880	2.3
IFED TETCO M2 Basis (Receipts)	U.S.		18,016	5.0	203,789	56.1	363,426
	NON U.S.		0	0.0	35,120	9.7
		6	18,016	5.0	238,909	65.7
NYME NAT GAS NYME	U.S.	4	56,292	4.0	31,229	2.2	1,396,907
	NON U.S.	11	62,013	4.4	20,597	1.5
		15	118,305	8.5	51,826	3.7
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,641	1.0	43,549	11.9	366,245
	NON U.S.	5	3,311	0.9	36,729	10.0
		9	6,952	1.9	80,278	21.9
NYME HENRY HUB PENULTIMATE FIN	U.S.		25,197	14.0	39,305	21.9	179,878
	NON U.S.		49,209	27.4	4,591	2.6
		9	74,406	41.4	43,896	24.4
CBT SOYBEAN MEAL	U.S.		17,386	4.1	171	0.0	421,504
	NON U.S.		32,113	7.6	814	0.2
		12	49,499	11.7	985	0.2
ICUS COTTON NO. 2	U.S.		9,958	5.0	1,954	1.0	197,450
	NON U.S.		24,159	12.2	12,455	6.3
		14	34,117	17.3	14,409	7.3
NYME HENRY HUB	U.S.	4	7,082	1.9	109,653	28.7	382,555
	NON U.S.	5	18,492	4.8	76,802	20.1
		9	25,574	6.7	186,455	48.7
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	31,846	24.0	16,220	12.2	132,940
	NON U.S.	5	22,070	16.6	6,148	4.6
		9	53,916	40.6	22,368	16.8
CBT UST 2Y NOTE	U.S.	7	19,466	0.5	10,345	0.3	3,770,545
	NON U.S.	27	45,065	1.2	29,187	0.8
		34	64,531	1.7	39,532	1.0
CBT UST 10Y NOTE	U.S.	5	65,492	1.4	22,318	0.5	4,620,698
	NON U.S.	20	54,446	1.2	96,694	2.1
		25	119,938	2.6	119,012	2.6
CBT ULTRA UST 10Y	U.S.	5	62,796	3.0	9,822	0.5	2,082,311
	NON U.S.	6	3,249	0.2	14,457	0.7
		11	66,045	3.2	24,279	1.2
CBT UST 5Y NOTE	U.S.	7	54,895	0.9	43,746	0.8	5,797,316
	NON U.S.	22	61,693	1.1	47,890	0.8
		29	116,588	2.0	91,636	1.6
CBT FED FUNDS	U.S.	4	227,902	15.3	98,638	6.6	1,484,841
	NON U.S.	22	198,052	13.3	113,828	7.7
		26	425,954	28.7	212,466	14.3
CME EURO SHORT TERM RATE	U.S.		1,366	4.8	208	0.7	28,248
	NON U.S.		2,943	10.4	5,884	20.8
		11	4,309	15.3	6,092	21.6
CME LEAN HOGS	U.S.		9,146	4.7	0	0.0	196,178
	NON U.S.		17,257	8.8	2,760	1.4
		11	26,403	13.5	2,760	1.4
CME LIVE CATTLE	U.S.		9,704	3.6	995	0.4	269,565
	NON U.S.		16,455	6.1	240	0.1
		10	26,159	9.7	1,235	0.5
CME FEEDER CATTLE	U.S.		515	1.0	7	0.0	50,960
	NON U.S.		1,063	2.1	928	1.8
		5	1,578	3.1	935	1.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		852	2.1	788	1.9	41,009
	NON U.S.		4,501	11.0	942	2.3
		6	5,353	13.1	1,730	4.2
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		35	0.1	1,572	5.2	30,443
	NON U.S.		418	1.4	803	2.6
		7	453	1.5	2,375	7.8
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,416	7.6	58,380
	NON U.S.		0	0.0	1,610	2.8
		6	0	0.0	6,026	10.3
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,804	1.5	1,410	1.2	118,870
	NON U.S.		7,894	6.6	1,080	0.9
		7	9,698	8.2	2,490	2.1
NYME PROPANE NON-LDH MT BEL	U.S.		208	0.5	1,746	4.5	38,947
	NON U.S.		483	1.2	480	1.2
		7	691	1.8	2,226	5.7
NYME PROPANE	U.S.		3,767	2.6	5,645	3.9	146,234
	NON U.S.		2,413	1.7	2,900	2.0
		9	6,180	4.2	8,545	5.8
NYME MT BELVIEU ETHANE OPIS	U.S.		594	1.3	2,922	6.6	44,213
	NON U.S.		945	2.1	2,288	5.2
		6	1,539	3.5	5,210	11.8
NYME MT BELV NORM BUTANE OPIS	U.S.		32	0.1	1,702	3.7	45,669
	NON U.S.		866	1.9	1,092	2.4
		6	898	2.0	2,794	6.1
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,472	10.1	24,408
	NON U.S.		0	0.0	1,752	7.2
		5	0	0.0	4,224	17.3
NYME CONWAY PROPANE (OPIS)	U.S.		793	4.0	270	1.4	19,964
	NON U.S.		814	4.1	1,588	8.0
		7	1,607	8.0	1,858	9.3
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		6,185	1.1	13,678	2.4	572,387
	NON U.S.		382	0.1	8,906	1.6
		6	6,567	1.1	22,584	3.9
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	10,568	21.8	48,463
		6	0	0.0	10,568	21.8
NYME WTI-PHYSICAL	U.S.	4	14,436	0.9	195,787	12.3	1,586,914
	NON U.S.	12	32,397	2.0	130,768	8.2
		16	46,833	3.0	326,555	20.6
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	7,543	6.0	9,351	7.4	126,163
	NON U.S.	6	9,389	7.4	7,169	5.7
		11	16,932	13.4	16,520	13.1
NYME WTI  HOUSTON ARGUS/WTI TR MO	U.S.		169	0.1	6,393	2.3	283,405
	NON U.S.		130	0.0	405	0.1
		5	299	0.1	6,798	2.4
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		54	0.0	27,554	12.7	217,685
	NON U.S.		0	0.0	26,227	12.0
		6	54	0.0	53,781	24.7
ICUS COCOA	U.S.		4,189	1.3	1,641	0.5	313,986
	NON U.S.		2,157	0.7	8,159	2.6
		9	6,346	2.0	9,800	3.1
NYME PALLADIUM	U.S.	4	1,943	11.9	227	1.4	16,345
	NON U.S.	11	1,045	6.4	610	3.7
		15	2,988	18.3	837	5.1
NYME PLATINUM	U.S.		1,279	1.7	18,420	24.9	73,883
	NON U.S.		3,486	4.7	10,717	14.5
		19	4,765	6.4	29,137	39.4
ICUS SUGAR NO. 11	U.S.		16,632	2.0	26,198	3.2	826,270
	NON U.S.		49,093	5.9	61,491	7.4
		12	65,725	8.0	87,689	10.6
ICUS COFFEE C	U.S.		7,328	3.3	314	0.1	223,299
	NON U.S.		12,637	5.7	15,480	6.9
		22	19,965	8.9	15,794	7.1
CMX SILVER	U.S.	4	5,337	4.0	27,541	20.4	134,725
	NON U.S.	15	8,957	6.6	32,739	24.3
		19	14,294	10.6	60,280	44.7
CMX COPPER- #1	U.S.		11,508	6.0	1,074	0.6	190,752
	NON U.S.		12,600	6.6	1,088	0.6
		13	24,108	12.6	2,162	1.1
CMX GOLD	U.S.	4	18,857	3.8	66,380	13.3	500,364
	NON U.S.	25	30,396	6.1	87,380	17.5
		29	49,253	9.8	153,760	30.7
CME CANADIAN DOLLAR	U.S.		44,036	23.9	2,496	1.4	184,476
	NON U.S.		4,055	2.2	1,605	0.9
		6	48,091	26.1	4,101	2.2
CME MEXICAN PESO	NON U.S.		397	0.1	9,841	3.7	268,627
		7	397	0.1	9,841	3.7
CME BRITISH POUND	U.S.		20,055	11.3	8,353	4.7	177,770
	NON U.S.		4,064	2.3	1,187	0.7
		7	24,119	13.6	9,540	5.4
CME EURO FX	U.S.		0	0.0	151,612	21.1	718,885
	NON U.S.		10,961	1.5	16,544	2.3
		13	10,961	1.5	168,156	23.4
CME BRAZILIAN REAL	NON U.S.	8	1,413	2.2	6,485	10.0	65,029
		8	1,413	2.2	6,485	10.0
NYME GASOLINE RBOB	U.S.		8,563	2.6	3,092	0.9	333,793
	NON U.S.		10,824	3.2	2,104	0.6
		11	19,387	5.8	5,196	1.6
E VIX FUTURES	U.S.		824	0.2	1,058	0.3	335,960
	NON U.S.		30,463	9.1	13,806	4.1
		8	31,287	9.3	14,864	4.4
CBT DJIA x $5	U.S.	4	4,605	4.5	422	0.4	103,364
	NON U.S.	8	1,270	1.2	36,530	35.3
		12	5,875	5.7	36,952	35.7
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,412	4.6	0	0.0	52,886
	NON U.S.		0	0.0	22,956	43.4
		6	2,412	4.6	22,956	43.4
CME BITCOIN	NON U.S.		534	2.3	1,722	7.3	23,579
		5	534	2.3	1,722	7.3
CME SOFR-3M	U.S.	20	546,558	5.5	1,075,489	10.9	9,854,055
	NON U.S.	79	968,208	9.8	565,146	5.7
		99	1,514,766	15.4	1,640,635	16.6
CME SOFR-1M	U.S.	9	59,572	7.0	66,023	7.7	854,481
	NON U.S.	33	114,878	13.4	66,286	7.8
		42	174,450	20.4	132,309	15.5
ICUS CANOLA	NON U.S.		2,226	1.0	1,511	0.6	233,307
		5	2,226	1.0	1,511	0.6
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		874	4.6	0	0.0	18,800
	NON U.S.		2,508	13.3	5,091	27.1
		6	3,382	18.0	5,091	27.1
CME E-MINI S&P 500	U.S.	8	91,823	4.1	69,758	3.1	2,221,215
	NON U.S.	22	64,225	2.9	266,644	12.0
		30	156,048	7.0	336,402	15.1
CME E-MINI S&P INDUSTRIAL INDEX	NON U.S.		1,382	7.2	6,069	31.5	19,275
		5	1,382	7.2	6,069	31.5
CME E-MINI S&P TECHNOLOGY INDEX	NON U.S.		209	1.9	5,383	48.9	11,017
		5	209	1.9	5,383	48.9
CME E-MINI S&P UTILITIES INDEX	U.S.		898	3.4	0	0.0	26,321
	NON U.S.		0	0.0	9,427	35.8
		5	898	3.4	9,427	35.8
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		24,050	6.3	56,151	14.8	380,406
	NON U.S.		37,743	9.9	90,477	23.8
		9	61,793	16.2	146,628	38.5
CMX ALUMINUM MWP	U.S.		8,628	28.7	93	0.3	30,070
	NON U.S.		3,433	11.4	0	0.0
		5	12,061	40.1	93	0.3
CME NASDAQ MINI	U.S.	5	20,482	7.5	1,933	0.7	272,832
	NON U.S.	9	19,232	7.0	63,347	23.2
		14	39,714	14.6	65,280	23.9
CME RUSSELL E-MINI	U.S.	8	25,453	4.9	7,092	1.4	516,339
	NON U.S.	18	30,609	5.9	47,057	9.1
		26	56,062	10.9	54,149	10.5
ICUS MSCI EAFE	U.S.	6	22,284	5.2	15,134	3.5	432,683
	NON U.S.	5	391	0.1	64,771	15.0
		11	22,675	5.2	79,905	18.5
ICUS MSCI EM INDEX	U.S.	6	27,080	2.5	11,637	1.1	1,085,958
	NON U.S.	12	40,514	3.7	95,551	8.8
		18	67,594	6.2	107,188	9.9
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		727	0.4	21,955	11.4	192,881
	NON U.S.		3,954	2.0	27,388	14.2
		13	4,681	2.4	49,343	25.6
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		2,496	5.1	0	0.0	49,345
	NON U.S.		200	0.4	10,535	21.3
		5	2,696	5.5	10,535	21.3