March Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 3/5/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		21,633	5.4	473	0.1	401,311
	NON U.S.		32,101	8.0	6,437	1.6
		17	53,734	13.4	6,910	1.7
CBT WHEAT-HRW	U.S.		14,358	5.6	738	0.3	256,482
	NON U.S.		26,029	10.1	2,438	1.0
		12	40,387	15.7	3,176	1.2
CBT CORN	U.S.		65,874	4.4	0	0.0	1,502,134
	NON U.S.		88,813	5.9	8,452	0.6
		14	154,687	10.3	8,452	0.6
CBT SOYBEANS	U.S.		34,274	4.8	1,121	0.2	720,033
	NON U.S.		47,426	6.6	3,672	0.5
		16	81,700	11.3	4,793	0.7
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		10,497	4.7	70,952	32.1	221,010
		8	10,497	4.7	70,952	32.1
IFED RGGI V2024	NON U.S.		7,446	14.1	29,710	56.4	52,673
		5	7,446	14.1	29,710	56.4
CBT SOYBEAN OIL	U.S.		23,966	4.4	1,941	0.4	546,479
	NON U.S.		47,492	8.7	2,795	0.5
		14	71,458	13.1	4,736	0.9
CBT UST BOND	U.S.	6	27,091	1.8	2,847	0.2	1,492,384
	NON U.S.	10	2,218	0.1	37,709	2.5
		16	29,309	2.0	40,556	2.7
CBT ULTRA UST BOND	U.S.		10,561	0.7	2,926	0.2	1,603,112
	NON U.S.		1,564	0.1	16,256	1.0
		7	12,125	0.8	19,182	1.2
NYME NY HARBOR ULSD	U.S.		12,599	4.0	1,407	0.5	312,072
	NON U.S.		17,154	5.5	1,957	0.6
		13	29,753	9.5	3,364	1.1
IFED NAT GAS ICE LD1	U.S.	5	43,977	0.7	1,891,052	28.0	6,748,329
	NON U.S.	10	92,354	1.4	1,002,768	14.9
		15	136,331	2.0	2,893,820	42.9
IFED NAT GAS ICE PEN	U.S.		137,682	21.9	86,110	13.7	628,286
	NON U.S.		72,598	11.6	10,631	1.7
		9	210,280	33.5	96,741	15.4
IFED NWP ROCKIES FIN BASIS	U.S.	4	6,936	1.7	32,006	7.9	405,176
	NON U.S.	5	43,987	10.9	0	0.0
		9	50,923	12.6	32,006	7.9
IFED AECO FIN BASIS	U.S.		0	0.0	18,719	2.1	888,713
	NON U.S.		13,889	1.6	514,023	57.8
		7	13,889	1.6	532,742	59.9
IFED CHICAGO FIN BASIS	U.S.		13,975	4.3	3,185	1.0	321,404
	NON U.S.		5,034	1.6	1,526	0.5
		6	19,009	5.9	4,711	1.5
IFED HSC FIN BASIS	U.S.	4	75,939	9.8	14,212	1.8	777,873
	NON U.S.	5	25,232	3.2	33,376	4.3
		9	101,171	13.0	47,588	6.1
IFED WAHA FIN BASIS	U.S.	4	6,053	1.7	92,613	25.6	362,265
	NON U.S.	5	1,357	0.4	33,990	9.4
		9	7,410	2.0	126,603	34.9
IFED CIG ROCKIES BASIS	U.S.		307	0.1	163,884	46.0	355,948
	NON U.S.		0	0.0	11,004	3.1
		5	307	0.1	174,888	49.1
IFED TCO Basis	U.S.		0	0.0	75,402	40.8	184,613
	NON U.S.		236	0.1	23,351	12.6
		7	236	0.1	98,753	53.5
IFED CG Mainline Basis	U.S.		0	0.0	37,332	15.4	241,814
	NON U.S.		0	0.0	25,205	10.4
		5	0	0.0	62,537	25.9
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	12,222	1.5	295,098	36.6	805,449
	NON U.S.	5	16,422	2.0	225,485	28.0
		9	28,644	3.6	520,583	64.6
IFED HENRY HUB BASIS	U.S.		946	1.2	17,540	21.4	82,126
	NON U.S.		0	0.0	4,850	5.9
		6	946	1.2	22,390	27.3
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		120,833	23.4	0	0.0	517,025
	NON U.S.		15,485	3.0	0	0.0
		5	136,318	26.4	0	0.0
IFED MICHCON BASIS	U.S.		0	0.0	26,067	10.7	242,701
	NON U.S.		2,513	1.0	8,506	3.5
		5	2,513	1.0	34,573	14.2
IFED NGPL TXOK BASIS	U.S.		2,570	0.9	44,842	15.9	282,032
	NON U.S.		428	0.2	8,212	2.9
		7	2,998	1.1	53,054	18.8
IFED PANHANDLE BASIS	U.S.		2,195	2.0	15,178	13.8	110,088
	NON U.S.		730	0.7	6,275	5.7
		5	2,925	2.7	21,453	19.5
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		5,240	2.7	5,287	2.7	192,560
	NON U.S.		10,291	5.3	0	0.0
		5	15,531	8.1	5,287	2.7
IFED TETCO M2 Basis (Receipts)	U.S.		12,548	3.5	190,875	53.6	356,094
	NON U.S.		0	0.0	41,363	11.6
		6	12,548	3.5	232,238	65.2
NYME NAT GAS NYME	U.S.	4	63,919	4.2	40,264	2.6	1,533,317
	NON U.S.	12	80,137	5.2	29,502	1.9
		16	144,056	9.4	69,766	4.6
NYME HENRY HUB LAST DAY FIN	U.S.	4	5,994	1.6	50,389	13.2	380,500
	NON U.S.	6	5,149	1.4	34,954	9.2
		10	11,143	2.9	85,343	22.4
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	26,874	13.1	38,706	18.8	205,783
	NON U.S.	6	54,293	26.4	2,908	1.4
		10	81,167	39.4	41,614	20.2
CBT SOYBEAN MEAL	U.S.		13,752	3.0	721	0.2	463,741
	NON U.S.		36,034	7.8	889	0.2
		11	49,786	10.7	1,610	0.3
ICUS COTTON NO. 2	U.S.		8,138	3.0	643	0.2	271,301
	NON U.S.		24,866	9.2	15,558	5.7
		16	33,004	12.2	16,201	6.0
NYME HENRY HUB	U.S.	4	10,451	2.8	111,873	29.5	378,896
	NON U.S.	5	18,927	5.0	74,346	19.6
		9	29,378	7.8	186,219	49.1
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	22,729	16.1	25,668	18.2	140,743
	NON U.S.	5	28,419	20.2	9,297	6.6
		9	51,148	36.3	34,965	24.8
CBT UST 2Y NOTE	U.S.	8	28,251	0.8	18,990	0.5	3,607,622
	NON U.S.	31	56,187	1.6	50,559	1.4
		39	84,438	2.3	69,549	1.9
CBT UST 10Y NOTE	U.S.	5	74,921	1.8	18,718	0.4	4,277,776
	NON U.S.	26	38,208	0.9	95,416	2.2
		31	113,129	2.6	114,134	2.7
CBT ULTRA UST 10Y	U.S.		65,434	3.1	8,525	0.4	2,086,852
	NON U.S.		3,039	0.1	15,809	0.8
		10	68,473	3.3	24,334	1.2
CBT UST 5Y NOTE	U.S.	8	64,903	1.1	65,208	1.1	5,815,202
	NON U.S.	18	105,472	1.8	84,954	1.5
		26	170,375	2.9	150,162	2.6
CBT FED FUNDS	U.S.	5	201,727	12.4	168,068	10.3	1,625,095
	NON U.S.	22	223,741	13.8	142,987	8.8
		27	425,468	26.2	311,055	19.1
CME EURO SHORT TERM RATE	U.S.		2,553	6.4	3,743	9.4	39,986
	NON U.S.		3,686	9.2	4,097	10.2
		11	6,239	15.6	7,840	19.6
CME LEAN HOGS	U.S.		12,225	4.8	0	0.0	256,984
	NON U.S.		20,023	7.8	5,212	2.0
		11	32,248	12.5	5,212	2.0
CME LIVE CATTLE	U.S.		12,013	3.8	1,485	0.5	317,436
	NON U.S.		16,591	5.2	471	0.1
		10	28,604	9.0	1,956	0.6
CME FEEDER CATTLE	U.S.		1,094	1.9	0	0.0	58,417
	NON U.S.		1,050	1.8	644	1.1
		7	2,144	3.7	644	1.1
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		647	1.9	752	2.2	34,778
	NON U.S.		4,032	11.6	734	2.1
		6	4,679	13.5	1,486	4.3
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		0	0.0	2,015	7.6	26,385
	NON U.S.		247	0.9	1,062	4.0
		6	247	0.9	3,077	11.7
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	5,173	11.4	45,508
	NON U.S.		0	0.0	1,626	3.6
		5	0	0.0	6,799	14.9
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,399	1.2	1,372	1.2	111,989
	NON U.S.		5,653	5.0	1,515	1.4
		7	7,052	6.3	2,887	2.6
NYME PROPANE NON-LDH MT BEL	U.S.		9	0.0	1,892	4.7	40,507
	NON U.S.		99	0.2	1,086	2.7
		8	108	0.3	2,978	7.4
NYME PROPANE	U.S.		2,608	1.8	7,653	5.2	148,146
	NON U.S.		1,571	1.1	3,760	2.5
		9	4,179	2.8	11,413	7.7
NYME MT BELVIEU ETHANE OPIS	U.S.		196	0.4	2,740	6.2	44,455
	NON U.S.		1,199	2.7	2,052	4.6
		6	1,395	3.1	4,792	10.8
NYME MT BELV NORM BUTANE OPIS	U.S.		0	0.0	1,925	3.5	54,376
	NON U.S.		681	1.3	1,337	2.5
		6	681	1.3	3,262	6.0
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,538	9.3	27,206
	NON U.S.		0	0.0	1,566	5.8
		5	0	0.0	4,104	15.1
NYME CONWAY PROPANE (OPIS)	U.S.		340	2.3	135	0.9	14,726
	NON U.S.		550	3.7	1,368	9.3
		7	890	6.0	1,503	10.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		11,622	2.0	10,090	1.8	572,853
	NON U.S.		1,151	0.2	7,875	1.4
		5	12,773	2.2	17,965	3.1
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	16,115	32.7	49,268
		6	0	0.0	16,115	32.7
NYME WTI-PHYSICAL	U.S.	4	6,839	0.4	189,358	11.5	1,642,519
	NON U.S.	14	35,684	2.2	126,197	7.7
		18	42,523	2.6	315,555	19.2
NYME WTI FINANCIAL CRUDE OIL	U.S.	5	9,512	7.0	9,574	7.0	136,071
	NON U.S.	7	12,306	9.0	7,757	5.7
		12	21,818	16.0	17,331	12.7
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		120	0.1	32,201	14.2	227,006
	NON U.S.		0	0.0	24,913	11.0
		6	120	0.1	57,114	25.2
ICUS COCOA	U.S.		3,144	1.5	2,468	1.2	207,303
	NON U.S.		2,275	1.1	5,822	2.8
		11	5,419	2.6	8,290	4.0
NYME PALLADIUM	U.S.		2,458	11.5	6	0.0	21,297
	NON U.S.		1,494	7.0	654	3.1
		13	3,952	18.6	660	3.1
NYME PLATINUM	U.S.	4	1,683	1.7	11,626	12.0	96,814
	NON U.S.	19	3,900	4.0	7,008	7.2
		23	5,583	5.8	18,634	19.2
ICUS SUGAR NO. 11	U.S.		19,055	2.3	27,155	3.2	842,380
	NON U.S.		45,702	5.4	47,393	5.6
		12	64,757	7.7	74,548	8.8
ICUS COFFEE C	U.S.		6,425	3.0	2,711	1.2	217,132
	NON U.S.		11,115	5.1	19,408	8.9
		18	17,540	8.1	22,119	10.2
CMX SILVER	U.S.	4	5,332	3.8	27,001	19.1	141,026
	NON U.S.	17	6,934	4.9	33,267	23.6
		21	12,266	8.7	60,268	42.7
CMX COPPER- #1	U.S.		14,321	7.2	324	0.2	198,561
	NON U.S.		12,607	6.3	1,084	0.5
		15	26,928	13.6	1,408	0.7
CMX GOLD	U.S.	4	18,582	3.9	55,055	11.7	471,616
	NON U.S.	25	29,076	6.2	80,660	17.1
		29	47,658	10.1	135,715	28.8
CME CANADIAN DOLLAR	U.S.		44,783	24.4	6,300	3.4	183,697
	NON U.S.		7,091	3.9	662	0.4
		7	51,874	28.2	6,962	3.8
CME MEXICAN PESO	U.S.		295	0.1	315	0.1	294,670
	NON U.S.		2,582	0.9	17,311	5.9
		11	2,877	1.0	17,626	6.0
CME BRITISH POUND	U.S.		20,627	9.3	14,918	6.7	221,726
	NON U.S.		125	0.1	4,754	2.1
		7	20,752	9.4	19,672	8.9
CME JAPANESE YEN	U.S.		69,839	22.2	0	0.0	314,586
	NON U.S.		1,879	0.6	6,787	2.2
		10	71,718	22.8	6,787	2.2
CME EURO FX	U.S.		1,636	0.2	154,543	21.9	707,108
	NON U.S.		6,454	0.9	5,393	0.8
		14	8,090	1.1	159,936	22.6
NYME GASOLINE RBOB	U.S.		8,511	2.3	4,467	1.2	368,877
	NON U.S.		12,436	3.4	4,817	1.3
		10	20,947	5.7	9,284	2.5
CME NZ DOLLAR	U.S.		5,344	10.7	2,923	5.8	50,123
	NON U.S.		448	0.9	444	0.9
		6	5,792	11.6	3,367	6.7
E VIX FUTURES	U.S.		2,364	0.6	1,538	0.4	364,498
	NON U.S.		32,515	8.9	8,820	2.4
		9	34,879	9.6	10,358	2.8
CBT DJIA x $5	U.S.	4	4,818	4.9	59	0.1	99,156
	NON U.S.	7	1,680	1.7	43,793	44.2
		11	6,498	6.6	43,852	44.2
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,273	4.2	0	0.0	53,966
	NON U.S.		5,113	9.5	23,441	43.4
		5	7,386	13.7	23,441	43.4
CME BITCOIN	NON U.S.		730	2.6	2,345	8.5	27,747
		5	730	2.6	2,345	8.5
CME SOFR-3M	U.S.	19	672,759	6.2	971,855	9.0	10,783,746
	NON U.S.	90	1,201,261	11.1	505,826	4.7
		109	1,874,020	17.4	1,477,681	13.7
CME SOFR-1M	U.S.	10	148,896	16.4	77,381	8.5	907,957
	NON U.S.	33	188,178	20.7	75,919	8.4
		43	337,074	37.1	153,300	16.9
ICUS CANOLA	NON U.S.		651	0.2	1,064	0.4	303,516
		5	651	0.2	1,064	0.4
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		3,908	16.6	0	0.0	23,605
	NON U.S.		2,535	10.7	11,693	49.5
		7	6,443	27.3	11,693	49.5
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	1,133	4.0	28,111
	NON U.S.		2,035	7.2	13,468	47.9
		5	2,035	7.2	14,601	51.9
CME E-MINI S&P 500	U.S.	9	113,686	4.8	107,169	4.5	2,377,697
	NON U.S.	23	131,748	5.5	232,234	9.8
		32	245,434	10.3	339,403	14.3
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	1,421	3.2	44,785
	NON U.S.		0	0.0	27,639	61.7
		5	0	0.0	29,060	64.9
CME E-MINI S&P UTILITIES INDEX	U.S.		840	2.1	0	0.0	39,324
	NON U.S.		2,021	5.1	12,849	32.7
		7	2,861	7.3	12,849	32.7
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		608	3.4	5,680	31.9	17,782
		5	608	3.4	5,680	31.9
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		26,050	6.5	67,451	16.8	401,549
	NON U.S.		54,935	13.7	96,022	23.9
		12	80,985	20.2	163,473	40.7
CMX LITHIUM HYDROXIDE	U.S.		2,399	11.1	0	0.0	21,529
	NON U.S.		3,645	16.9	15	0.1
		5	6,044	28.1	15	0.1
CMX ALUMINUM MWP	U.S.		8,656	31.2	34	0.1	27,768
	NON U.S.		3,221	11.6	0	0.0
		5	11,877	42.8	34	0.1
CME NASDAQ MINI	U.S.	6	17,513	6.1	2,871	1.0	289,047
	NON U.S.	9	26,015	9.0	48,867	16.9
		15	43,528	15.1	51,738	17.9
CME AUSTRALIAN DOLLAR	U.S.		32,555	13.9	100	0.0	234,196
	NON U.S.		14,380	6.1	1,168	0.5
		6	46,935	20.0	1,268	0.5
CME RUSSELL E-MINI	U.S.	8	39,959	7.7	4,856	0.9	517,143
	NON U.S.	15	22,688	4.4	32,395	6.3
		23	62,647	12.1	37,251	7.2
ICUS MSCI EAFE	U.S.	5	17,852	4.1	13,829	3.2	431,565
	NON U.S.	5	376	0.1	77,821	18.0
		10	18,228	4.2	91,650	21.2
ICUS MSCI EM INDEX	U.S.	6	24,275	2.5	8,900	0.9	987,810
	NON U.S.	11	43,260	4.4	82,892	8.4
		17	67,535	6.8	91,792	9.3
CME E-MINI S&P 400 STOCK INDEX	U.S.		1,891	4.9	0	0.0	38,313
	NON U.S.		0	0.0	4,518	11.8
		5	1,891	4.9	4,518	11.8
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		1,164	0.5	23,445	10.9	216,044
	NON U.S.		5,463	2.5	27,254	12.6
		10	6,627	3.1	50,699	23.5
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		393	0.7	531	0.9	57,186
	NON U.S.		851	1.5	12,826	22.4
		6	1,244	2.2	13,357	23.4