November Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 11/7/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,318	2.9	1,786	0.4	453,312
	NON U.S.		24,847	5.5	2,000	0.4
		13	38,165	8.4	3,786	0.8
CBT WHEAT-HRW	U.S.		8,712	3.8	1,176	0.5	227,698
	NON U.S.		14,159	6.2	2,414	1.1
		12	22,871	10.0	3,590	1.6
CBT CORN	U.S.		49,507	3.4	583	0.0	1,436,125
	NON U.S.		63,169	4.4	2,766	0.2
		15	112,676	7.8	3,349	0.2
CBT SOYBEANS	U.S.		43,006	5.9	3,956	0.5	722,948
	NON U.S.		37,253	5.2	9,959	1.4
		14	80,259	11.1	13,915	1.9
IFED CALIF CARBON 23	NON U.S.		5,371	4.2	51,089	39.9	128,186
		8	5,371	4.2	51,089	39.9
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		4,000	3.0	34,265	25.5	134,199
		6	4,000	3.0	34,265	25.5
IFED RGGI V2023	NON U.S.		2,630	4.3	27,433	45.3	60,603
		5	2,630	4.3	27,433	45.3
CBT SOYBEAN OIL	U.S.		23,743	4.7	2,258	0.4	508,680
	NON U.S.		36,240	7.1	79	0.0
		13	59,983	11.8	2,337	0.5
CBT UST BOND	U.S.	7	28,286	2.1	10,207	0.7	1,362,012
	NON U.S.	12	5,916	0.4	37,404	2.7
		19	34,202	2.5	47,611	3.5
CBT ULTRA UST BOND	U.S.		6,750	0.4	4,750	0.3	1,572,983
	NON U.S.		1,122	0.1	5,572	0.4
		6	7,872	0.5	10,322	0.7
NYME NY HARBOR ULSD	U.S.		11,981	3.9	4,211	1.4	306,918
	NON U.S.		15,466	5.0	2,134	0.7
		13	27,447	8.9	6,345	2.1
IFED NAT GAS ICE LD1	U.S.	5	25,857	0.4	1,733,191	26.5	6,535,703
	NON U.S.	9	53,606	0.8	1,181,699	18.1
		14	79,463	1.2	2,914,890	44.6
IFED NAT GAS ICE PEN	U.S.		149,178	27.0	42,817	7.7	553,500
	NON U.S.		77,760	14.0	7,782	1.4
		9	226,938	41.0	50,599	9.1
IFED NWP ROCKIES FIN BASIS	U.S.		14,923	4.0	26,079	7.1	368,708
	NON U.S.		37,416	10.1	0	0.0
		8	52,339	14.2	26,079	7.1
IFED AECO FIN BASIS	U.S.		0	0.0	21,326	2.3	908,379
	NON U.S.		13,219	1.5	506,764	55.8
		7	13,219	1.5	528,090	58.1
IFED CHICAGO FIN BASIS	U.S.		17,650	5.3	4,423	1.3	333,488
	NON U.S.		7,708	2.3	3,046	0.9
		6	25,358	7.6	7,469	2.2
IFED HSC FIN BASIS	U.S.	4	60,582	9.3	17,053	2.6	649,207
	NON U.S.	5	16,945	2.6	43,906	6.8
		9	77,527	11.9	60,959	9.4
IFED WAHA FIN BASIS	U.S.		4,243	1.1	104,674	26.4	395,995
	NON U.S.		1,186	0.3	26,340	6.7
		7	5,429	1.4	131,014	33.1
IFED CIG ROCKIES BASIS	U.S.		3,178	0.9	186,919	54.7	341,648
	NON U.S.		349	0.1	16,310	4.8
		7	3,527	1.0	203,229	59.5
IFED TCO Basis	U.S.		0	0.0	76,465	42.0	181,957
	NON U.S.		574	0.3	16,722	9.2
		7	574	0.3	93,187	51.2
IFED CG Mainline Basis	U.S.		400	0.2	40,675	17.7	230,225
	NON U.S.		0	0.0	34,394	14.9
		5	400	0.2	75,069	32.6
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	8,598	1.2	245,743	34.5	713,167
	NON U.S.	5	18,135	2.5	209,735	29.4
		9	26,733	3.7	455,478	63.9
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		121,880	24.5	244	0.0	497,853
	NON U.S.		15,260	3.1	0	0.0
		5	137,140	27.5	244	0.0
IFED MICHCON BASIS	U.S.		180	0.1	28,684	11.1	259,194
	NON U.S.		2,081	0.8	8,708	3.4
		6	2,261	0.9	37,392	14.4
IFED NGPL TXOK BASIS	U.S.		4,687	1.8	61,339	22.9	267,621
	NON U.S.		0	0.0	5,137	1.9
		5	4,687	1.8	66,476	24.8
IFED NWP SUMAS BASIS	U.S.		2,351	2.9	0	0.0	80,545
	NON U.S.		20,905	26.0	242	0.3
		5	23,256	28.9	242	0.3
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	11,164	25.2	44,216
	NON U.S.		2,947	6.7	3,055	6.9
		5	2,947	6.7	14,219	32.2
IFED PANHANDLE BASIS	U.S.		1,951	1.7	18,885	16.0	117,808
	NON U.S.		2,961	2.5	2,994	2.5
		6	4,912	4.2	21,879	18.6
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		13,866	6.7	5,293	2.6	206,594
	NON U.S.		10,197	4.9	0	0.0
		5	24,063	11.6	5,293	2.6
IFED TETCO M2 Basis (Receipts)	U.S.		18,230	5.2	203,796	58.6	347,551
	NON U.S.		0	0.0	28,089	8.1
		6	18,230	5.2	231,885	66.7
NYME NAT GAS NYME	U.S.	4	38,113	3.1	39,484	3.2	1,243,268
	NON U.S.	11	59,111	4.8	17,194	1.4
		15	97,224	7.8	56,678	4.6
NYME HENRY HUB LAST DAY FIN	U.S.	4	4,327	1.2	44,628	12.3	363,985
	NON U.S.	7	3,277	0.9	47,149	13.0
		11	7,604	2.1	91,777	25.2
NYME HENRY HUB PENULTIMATE FIN	U.S.		29,408	17.0	31,203	18.1	172,739
	NON U.S.		53,568	31.0	4,152	2.4
		10	82,976	48.0	35,355	20.5
CBT SOYBEAN MEAL	U.S.		16,391	3.1	6	0.0	530,616
	NON U.S.		32,788	6.2	910	0.2
		11	49,179	9.3	916	0.2
ICUS COTTON NO. 2	U.S.		7,025	3.0	1,186	0.5	231,985
	NON U.S.		21,885	9.4	8,663	3.7
		15	28,910	12.5	9,849	4.2
NYME HENRY HUB	U.S.	4	7,160	1.8	120,464	29.8	404,603
	NON U.S.	6	20,732	5.1	86,876	21.5
		10	27,892	6.9	207,340	51.2
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	30,440	23.5	14,773	11.4	129,796
	NON U.S.	6	27,084	20.9	10,387	8.0
		10	57,524	44.3	25,160	19.4
CBT UST 2Y NOTE	U.S.	7	31,589	0.8	7,872	0.2	4,157,941
	NON U.S.	30	51,875	1.2	23,719	0.6
		37	83,464	2.0	31,591	0.8
CBT UST 10Y NOTE	U.S.	6	46,203	1.0	28,257	0.6	4,626,236
	NON U.S.	23	22,833	0.5	44,724	1.0
		29	69,036	1.5	72,981	1.6
CBT ULTRA UST 10Y	U.S.	5	61,841	3.1	10,410	0.5	2,011,801
	NON U.S.	6	6,018	0.3	16,262	0.8
		11	67,859	3.4	26,672	1.3
CBT UST 5Y NOTE	U.S.	7	48,628	0.8	62,730	1.0	6,019,834
	NON U.S.	23	87,508	1.5	68,570	1.1
		30	136,136	2.3	131,300	2.2
CBT FED FUNDS	U.S.	6	240,057	13.9	162,655	9.4	1,730,207
	NON U.S.	26	171,577	9.9	158,663	9.2
		32	411,634	23.8	321,318	18.6
CME EURO SHORT TERM RATE	U.S.		1,445	5.2	138	0.5	27,763
	NON U.S.		2,462	8.9	6,430	23.2
		7	3,907	14.1	6,568	23.7
CME LEAN HOGS	U.S.		8,774	4.6	0	0.0	190,827
	NON U.S.		17,182	9.0	2,613	1.4
		11	25,956	13.6	2,613	1.4
CME LIVE CATTLE	U.S.		9,325	3.2	0	0.0	294,449
	NON U.S.		15,983	5.4	0	0.0
		9	25,308	8.6	0	0.0
CME FEEDER CATTLE	U.S.		598	1.2	14	0.0	50,962
	NON U.S.		745	1.5	576	1.1
		5	1,343	2.6	590	1.2
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		139	0.5	1,226	4.3	28,797
	NON U.S.		1,890	6.6	547	1.9
		5	2,029	7.0	1,773	6.2
IFED BUTANE OPIS MT BELV NONTET FP	U.S.		45	0.1	1,333	4.4	30,507
	NON U.S.		102	0.3	564	1.8
		6	147	0.5	1,897	6.2
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,519	7.7	59,055
	NON U.S.		0	0.0	1,587	2.7
		5	0	0.0	6,106	10.3
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,412	1.2	1,134	1.0	118,794
	NON U.S.		7,187	6.0	427	0.4
		7	8,599	7.2	1,561	1.3
NYME PROPANE NON-LDH MT BEL	U.S.		49	0.1	1,473	2.9	51,607
	NON U.S.		426	0.8	1,135	2.2
		7	475	0.9	2,608	5.1
NYME PROPANE	U.S.		3,313	2.2	4,201	2.8	151,982
	NON U.S.		1,830	1.2	1,781	1.2
		8	5,143	3.4	5,982	3.9
NYME MT BELVIEU ETHANE OPIS	U.S.		380	0.8	3,815	8.1	47,238
	NON U.S.		959	2.0	2,805	5.9
		7	1,339	2.8	6,620	14.0
NYME MT BELV NORM BUTANE OPIS	U.S.		245	0.4	1,849	3.0	61,635
	NON U.S.		1,061	1.7	1,082	1.8
		7	1,306	2.1	2,931	4.8
NYME MT BELV NAT GASOLINE OPIS	U.S.		0	0.0	2,616	9.4	27,977
	NON U.S.		98	0.4	1,877	6.7
		6	98	0.4	4,493	16.1
NYME CONWAY PROPANE (OPIS)	U.S.		817	3.1	270	1.0	26,784
	NON U.S.		812	3.0	1,501	5.6
		6	1,629	6.1	1,771	6.6
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		7,253	1.2	10,144	1.7	596,499
	NON U.S.		1,943	0.3	9,049	1.5
		7	9,196	1.5	19,193	3.2
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	9,810	15.3	64,275
		6	0	0.0	9,810	15.3
NYME WTI-PHYSICAL	U.S.	4	14,630	0.9	201,973	12.0	1,688,562
	NON U.S.	14	34,608	2.0	130,479	7.7
		18	49,238	2.9	332,452	19.7
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	7,809	5.3	18,483	12.5	147,533
	NON U.S.	6	10,730	7.3	7,986	5.4
		10	18,539	12.6	26,469	17.9
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		169	0.1	23,140	10.6	217,738
	NON U.S.		0	0.0	24,422	11.2
		6	169	0.1	47,562	21.8
ICUS COCOA	U.S.		3,846	1.2	1,373	0.4	308,201
	NON U.S.		3,379	1.1	11,155	3.6
		10	7,225	2.3	12,528	4.1
NYME PALLADIUM	U.S.	4	2,605	10.3	474	1.9	25,310
	NON U.S.	13	1,958	7.7	87	0.3
		17	4,563	18.0	561	2.2
NYME PLATINUM	U.S.		2,110	2.9	14,503	19.7	73,613
	NON U.S.		3,275	4.4	4,456	6.1
		21	5,385	7.3	18,959	25.8
ICUS SUGAR NO. 11	U.S.		19,217	2.2	18,170	2.1	879,489
	NON U.S.		39,972	4.5	67,490	7.7
		12	59,189	6.7	85,660	9.7
ICUS COFFEE C	U.S.		8,079	4.0	62	0.0	201,099
	NON U.S.		10,254	5.1	9,379	4.7
		19	18,333	9.1	9,441	4.7
CMX SILVER	U.S.	4	3,883	3.0	23,950	18.3	131,073
	NON U.S.	19	10,197	7.8	26,678	20.4
		23	14,080	10.7	50,628	38.6
CMX COPPER- #1	U.S.		11,963	5.6	1,288	0.6	213,615
	NON U.S.		13,385	6.3	1,483	0.7
		15	25,348	11.9	2,771	1.3
CMX GOLD	U.S.	4	17,992	3.7	57,673	11.9	484,347
	NON U.S.	26	34,051	7.0	85,057	17.6
		30	52,043	10.7	142,730	29.5
CME CANADIAN DOLLAR	U.S.		74,050	37.0	19,357	9.7	200,364
	NON U.S.		7,095	3.5	31	0.0
		7	81,145	40.5	19,388	9.7
CME MEXICAN PESO	U.S.		0	0.0	2,312	1.1	216,534
	NON U.S.		285	0.1	5,718	2.6
		8	285	0.1	8,030	3.7
CME BRITISH POUND	U.S.		38,202	18.0	3,724	1.8	212,730
	NON U.S.		2,125	1.0	2,747	1.3
		5	40,327	19.0	6,471	3.0
CME JAPANESE YEN	U.S.		57,555	22.2	115	0.0	259,698
	NON U.S.		3,134	1.2	684	0.3
		8	60,689	23.4	799	0.3
CME EURO FX	U.S.		15	0.0	180,747	25.9	697,624
	NON U.S.		14,438	2.1	5,524	0.8
		14	14,453	2.1	186,271	26.7
CME BRAZILIAN REAL	NON U.S.		1,111	1.8	17,760	28.8	61,594
		7	1,111	1.8	17,760	28.8
NYME GASOLINE RBOB	U.S.		9,088	2.9	3,344	1.1	317,633
	NON U.S.		10,923	3.4	1,396	0.4
		9	20,011	6.3	4,740	1.5
CME NZ DOLLAR	U.S.		16,341	32.0	0	0.0	51,001
	NON U.S.		4,084	8.0	354	0.7
		5	20,425	40.0	354	0.7
E VIX FUTURES	U.S.		2,233	0.6	6,532	1.7	374,777
	NON U.S.		28,672	7.7	5,570	1.5
		9	30,905	8.2	12,102	3.2
CBT DJIA x $5	U.S.	4	2,319	2.2	711	0.7	103,306
	NON U.S.	7	12,729	12.3	5,784	5.6
		11	15,048	14.6	6,495	6.3
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,557	6.3	0	0.0	40,688
	NON U.S.		0	0.0	16,554	40.7
		5	2,557	6.3	16,554	40.7
CME BITCOIN	NON U.S.		164	0.8	2,555	11.7	21,749
		5	164	0.8	2,555	11.7
CME SOFR-3M	U.S.	20	775,360	7.3	1,210,661	11.4	10,599,743
	NON U.S.	82	1,060,088	10.0	825,763	7.8
		102	1,835,448	17.3	2,036,424	19.2
CME SOFR-1M	U.S.	10	131,884	16.6	95,338	12.0	795,095
	NON U.S.	34	121,780	15.3	114,788	14.4
		44	253,664	31.9	210,126	26.4
ICUS CANOLA	U.S.		405	0.1	0	0.0	275,435
	NON U.S.		2,673	1.0	2,120	0.8
		7	3,078	1.1	2,120	0.8
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		1,919	8.4	0	0.0	22,911
	NON U.S.		514	2.2	9,932	43.4
		7	2,433	10.6	9,932	43.4
CME E-MINI S&P 500	U.S.	9	95,505	4.4	19,161	0.9	2,177,947
	NON U.S.	21	66,331	3.0	154,580	7.1
		30	161,836	7.4	173,741	8.0
CME E-MINI S&P FINANCIAL INDEX	U.S.		0	0.0	650	1.8	36,665
	NON U.S.		2,650	7.2	20,670	56.4
		6	2,650	7.2	21,320	58.1
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	533	4.1	12,956
	NON U.S.		2,193	16.9	6,496	50.1
		5	2,193	16.9	7,029	54.3
CME E-MINI S&P INDUSTRIAL INDEX	U.S.		1,513	10.1	0	0.0	15,045
	NON U.S.		321	2.1	10,677	71.0
		5	1,834	12.2	10,677	71.0
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		0	0.0	758	4.9	15,497
	NON U.S.		205	1.3	12,723	82.1
		7	205	1.3	13,481	87.0
CME E-MINI S&P UTILITIES INDEX	U.S.		2,765	9.0	0	0.0	30,808
	NON U.S.		8,854	28.7	7,785	25.3
		7	11,619	37.7	7,785	25.3
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	4.3	7,751
	NON U.S.		214	2.8	3,790	48.9
		6	214	2.8	4,123	53.2
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	4,430	59.1	7,502
		5	0	0.0	4,430	59.1
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		23,550	5.9	69,837	17.6	397,260
	NON U.S.		48,463	12.2	99,635	25.1
		9	72,013	18.1	169,472	42.7
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		0	0.0	1,954	65.5	2,982
	NON U.S.		33	1.1	152	5.1
		5	33	1.1	2,106	70.6
CMX ALUMINUM MWP	U.S.		9,300	32.3	0	0.0	28,788
	NON U.S.		3,504	12.2	0	0.0
		5	12,804	44.5	0	0.0
CME NASDAQ MINI	U.S.	5	15,545	5.8	1,212	0.5	268,597
	NON U.S.	15	18,608	6.9	29,137	10.8
		20	34,153	12.7	30,349	11.3
CME AUSTRALIAN DOLLAR	U.S.		66,276	34.4	0	0.0	192,496
	NON U.S.		21,612	11.2	770	0.4
		5	87,888	45.7	770	0.4
CME RUSSELL E-MINI	U.S.	8	25,154	4.6	4,909	0.9	546,859
	NON U.S.	17	32,866	6.0	12,864	2.4
		25	58,020	10.6	17,773	3.3
CME NIKKEI STOCK AVERAGE YEN DENOM	NON U.S.		1,505	2.6	2,696	4.6	57,996
		5	1,505	2.6	2,696	4.6
ICUS MSCI EAFE	U.S.	7	16,139	4.0	14,250	3.6	400,042
	NON U.S.	6	775	0.2	60,188	15.0
		13	16,914	4.2	74,438	18.6
ICUS MSCI EM INDEX	U.S.	6	23,045	2.3	24,799	2.5	1,008,373
	NON U.S.	11	16,371	1.6	65,874	6.5
		17	39,416	3.9	90,673	9.0
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		527	0.2	24,032	9.4	255,852
	NON U.S.		14,918	5.8	43,106	16.8
		14	15,445	6.0	67,138	26.2
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		4,606	10.3	0	0.0	44,855
	NON U.S.		976	2.2	14,195	31.6
		5	5,582	12.4	14,195	31.6