October Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 10/3/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		12,037	2.8	60	0.0	429,333
	NON U.S.		28,472	6.6	5,658	1.3
		15	40,509	9.4	5,718	1.3
CBT WHEAT-HRW	U.S.		7,899	3.6	0	0.0	216,870
	NON U.S.		15,418	7.1	4,523	2.1
		14	23,317	10.8	4,523	2.1
CBT CORN	U.S.		46,621	3.4	34	0.0	1,367,904
	NON U.S.		69,306	5.1	657	0.0
		14	115,927	8.5	691	0.1
CBT SOYBEANS	U.S.		34,986	4.4	215	0.0	803,439
	NON U.S.		39,264	4.9	10,151	1.3
		14	74,250	9.2	10,366	1.3
IFED CALIF CARBON 23	NON U.S.		2,686	1.7	60,079	38.4	156,303
		8	2,686	1.7	60,079	38.4
IFED CALIF CARBON ALLOWANCE V2024	NON U.S.		750	1.0	17,978	24.3	74,026
		5	750	1.0	17,978	24.3
IFED RGGI V2023	NON U.S.		5,130	9.0	29,529	51.7	57,116
		5	5,130	9.0	29,529	51.7
CBT SOYBEAN OIL	U.S.		22,670	5.4	2,030	0.5	417,636
	NON U.S.		34,825	8.3	1,056	0.3
		12	57,495	13.8	3,086	0.7
CBT UST BOND	U.S.	7	36,583	2.6	10,740	0.8	1,409,347
	NON U.S.	14	6,734	0.5	27,364	1.9
		21	43,317	3.1	38,104	2.7
NYME NY HARBOR ULSD	U.S.		7,989	2.4	5,307	1.6	330,825
	NON U.S.		14,198	4.3	2,899	0.9
		11	22,187	6.7	8,206	2.5
IFED NAT GAS ICE LD1	U.S.	5	20,287	0.3	1,651,544	25.8	6,413,062
	NON U.S.	9	59,366	0.9	1,092,665	17.0
		14	79,653	1.2	2,744,209	42.8
IFED NAT GAS ICE PEN	U.S.		107,244	20.9	69,734	13.6	513,129
	NON U.S.		78,770	15.4	10,323	2.0
		9	186,014	36.3	80,057	15.6
IFED NWP ROCKIES FIN BASIS	U.S.	4	14,439	3.8	31,424	8.4	376,065
	NON U.S.	5	37,459	10.0	8	0.0
		9	51,898	13.8	31,432	8.4
IFED AECO FIN BASIS	U.S.		0	0.0	22,015	2.5	878,224
	NON U.S.		15,327	1.7	488,553	55.6
		7	15,327	1.7	510,568	58.1
IFED CHICAGO FIN BASIS	U.S.		18,127	5.6	4,787	1.5	323,805
	NON U.S.		8,393	2.6	565	0.2
		6	26,520	8.2	5,352	1.7
IFED HSC FIN BASIS	U.S.	4	67,076	10.0	17,568	2.6	671,370
	NON U.S.	5	18,017	2.7	40,600	6.0
		9	85,093	12.7	58,168	8.7
IFED WAHA FIN BASIS	U.S.	4	4,285	0.9	112,284	24.9	451,588
	NON U.S.	4	1,186	0.3	31,166	6.9
		8	5,471	1.2	143,450	31.8
IFED CIG ROCKIES BASIS	U.S.		3,649	1.0	189,774	53.4	355,337
	NON U.S.		1,032	0.3	20,749	5.8
		7	4,681	1.3	210,523	59.2
IFED TCO Basis	U.S.		0	0.0	80,712	40.2	200,801
	NON U.S.		1,093	0.5	20,112	10.0
		7	1,093	0.5	100,824	50.2
IFED CG Mainline Basis	U.S.		31	0.0	50,264	19.1	263,789
	NON U.S.		0	0.0	40,623	15.4
		5	31	0.0	90,887	34.5
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	8,599	1.1	246,618	32.6	755,756
	NON U.S.	5	18,544	2.5	212,600	28.1
		9	27,143	3.6	459,218	60.8
IFED EP SAN JUAN BASIS	U.S.		7,239	3.3	24,942	11.5	217,302
	NON U.S.		151	0.1	13,902	6.4
		5	7,390	3.4	38,844	17.9
IFED HENRY HUB BASIS	U.S.		4,189	2.7	20,216	13.2	152,800
	NON U.S.		0	0.0	4,204	2.8
		6	4,189	2.7	24,420	16.0
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		138,054	26.3	364	0.1	524,807
	NON U.S.		17,610	3.4	0	0.0
		5	155,664	29.7	364	0.1
IFED MICHCON BASIS	U.S.		180	0.1	33,114	12.7	261,648
	NON U.S.		2,266	0.9	9,244	3.5
		6	2,446	0.9	42,358	16.2
IFED NGPL TXOK BASIS	U.S.		3,718	1.3	72,139	24.8	291,455
	NON U.S.		0	0.0	6,440	2.2
		5	3,718	1.3	78,579	27.0
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	13,425	28.3	47,358
	NON U.S.		3,307	7.0	3,655	7.7
		5	3,307	7.0	17,080	36.1
IFED PANHANDLE BASIS	U.S.		2,073	1.5	20,082	14.2	141,697
	NON U.S.		2,961	2.1	3,451	2.4
		6	5,034	3.6	23,533	16.6
IFED TGT ZONE 1 BASIS	U.S.		924	0.6	74,778	47.4	157,851
	NON U.S.		0	0.0	18,865	12.0
		5	924	0.6	93,643	59.3
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		16,850	8.5	5,611	2.8	198,960
	NON U.S.		9,183	4.6	0	0.0
		5	26,033	13.1	5,611	2.8
IFED TETCO M2 Basis (Receipts)	U.S.		18,260	5.0	209,836	57.8	362,804
	NON U.S.		0	0.0	19,985	5.5
		6	18,260	5.0	229,821	63.3
IFED TRANSCO LEIDY BASIS	U.S.		1,956	2.4	16,469	19.9	82,873
	NON U.S.		1,460	1.8	6,805	8.2
		5	3,416	4.1	23,274	28.1
NYME NAT GAS NYME	U.S.	4	40,412	3.4	37,459	3.2	1,174,386
	NON U.S.	11	67,263	5.7	22,817	1.9
		15	107,675	9.2	60,276	5.1
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,703	1.1	46,105	13.1	350,810
	NON U.S.	5	3,083	0.9	40,496	11.5
		9	6,786	1.9	86,601	24.7
NYME HENRY HUB PENULTIMATE FIN	U.S.	4	29,740	18.3	29,398	18.0	162,898
	NON U.S.	7	48,602	29.8	5,840	3.6
		11	78,342	48.1	35,238	21.6
CBT SOYBEAN MEAL	U.S.		17,229	3.7	0	0.0	465,299
	NON U.S.		38,388	8.3	6,215	1.3
		11	55,617	12.0	6,215	1.3
ICUS COTTON NO. 2	U.S.		9,018	3.6	1,668	0.7	251,554
	NON U.S.		21,300	8.5	12,742	5.1
		14	30,318	12.1	14,410	5.7
NYME HENRY HUB	U.S.	4	7,773	1.9	128,803	31.3	411,082
	NON U.S.	6	22,054	5.4	86,582	21.1
		10	29,827	7.3	215,385	52.4
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	22,678	18.7	18,359	15.1	121,488
	NON U.S.	6	29,341	24.2	10,974	9.0
		10	52,019	42.8	29,333	24.1
CBT UST 2Y NOTE	U.S.	6	18,682	0.5	9,880	0.2	3,959,247
	NON U.S.	33	53,306	1.3	27,832	0.7
		39	71,988	1.8	37,712	1.0
CBT UST 10Y NOTE	U.S.	7	74,421	1.6	19,971	0.4	4,782,725
	NON U.S.	21	33,418	0.7	61,943	1.3
		28	107,839	2.3	81,914	1.7
CBT ULTRA UST 10Y	U.S.	4	56,115	3.0	7,833	0.4	1,892,552
	NON U.S.	5	9,955	0.5	12,086	0.6
		9	66,070	3.5	19,919	1.1
CBT UST 5Y NOTE	U.S.	7	33,263	0.6	46,006	0.8	5,630,744
	NON U.S.	26	26,895	0.5	105,259	1.9
		33	60,158	1.1	151,265	2.7
CBT FED FUNDS	U.S.	5	214,593	12.9	109,751	6.6	1,665,599
	NON U.S.	26	171,299	10.3	132,182	7.9
		31	385,892	23.2	241,933	14.5
CME EURO SHORT TERM RATE	U.S.		1,345	8.7	138	0.9	15,445
	NON U.S.		2,726	17.6	4,367	28.3
		6	4,071	26.4	4,505	29.2
CME LEAN HOGS	U.S.		8,463	4.4	0	0.0	190,279
	NON U.S.		17,811	9.4	3,540	1.9
		11	26,274	13.8	3,540	1.9
CME LIVE CATTLE	U.S.		9,190	3.0	363	0.1	308,993
	NON U.S.		15,784	5.1	0	0.0
		9	24,974	8.1	363	0.1
CME FEEDER CATTLE	U.S.		717	1.3	6	0.0	54,666
	NON U.S.		1,471	2.7	1,359	2.5
		5	2,188	4.0	1,365	2.5
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		176	0.7	1,373	5.3	25,942
	NON U.S.		624	2.4	601	2.3
		5	800	3.1	1,974	7.6
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		20	0.0	4,547	7.6	59,540
	NON U.S.		0	0.0	1,240	2.1
		6	20	0.0	5,787	9.7
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,489	1.2	1,110	0.9	119,368
	NON U.S.		4,467	3.7	561	0.5
		5	5,956	5.0	1,671	1.4
NYME PROPANE NON-LDH MT BEL	U.S.		18	0.0	1,979	3.6	55,266
	NON U.S.		426	0.8	975	1.8
		7	444	0.8	2,954	5.3
NYME PROPANE	U.S.		3,443	2.2	3,899	2.5	156,673
	NON U.S.		2,228	1.4	2,069	1.3
		9	5,671	3.6	5,968	3.8
NYME MT BELVIEU ETHANE OPIS	U.S.		239	0.5	3,475	7.2	47,932
	NON U.S.		515	1.1	3,432	7.2
		7	754	1.6	6,907	14.4
NYME MT BELV NORM BUTANE OPIS	U.S.		326	0.5	1,922	2.8	68,687
	NON U.S.		998	1.5	1,197	1.7
		7	1,324	1.9	3,119	4.5
NYME MT BELV NAT GASOLINE OPIS	U.S.		25	0.1	2,013	7.0	28,883
	NON U.S.		232	0.8	1,367	4.7
		6	257	0.9	3,380	11.7
NYME CONWAY PROPANE (OPIS)	U.S.		859	3.0	270	0.9	29,060
	NON U.S.		837	2.9	1,680	5.8
		6	1,696	5.8	1,950	6.7
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		8,114	1.4	9,338	1.6	599,680
	NON U.S.		1,625	0.3	3,177	0.5
		6	9,739	1.6	12,515	2.1
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	14,355	23.0	62,313
		6	0	0.0	14,355	23.0
NYME WTI-PHYSICAL	U.S.	4	13,898	0.8	220,698	12.3	1,787,495
	NON U.S.	13	35,005	2.0	134,863	7.5
		17	48,903	2.7	355,561	19.9
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	7,516	5.6	20,415	15.2	134,213
	NON U.S.	6	10,302	7.7	8,540	6.4
		10	17,818	13.3	28,955	21.6
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	21,512	9.9	217,412
	NON U.S.		0	0.0	24,987	11.5
		5	0	0.0	46,499	21.4
ICUS COCOA	U.S.		4,240	1.5	1,758	0.6	284,276
	NON U.S.		3,628	1.3	11,371	4.0
		9	7,868	2.8	13,129	4.6
NYME PALLADIUM	U.S.		2,720	14.8	180	1.0	18,421
	NON U.S.		1,561	8.5	35	0.2
		16	4,281	23.2	215	1.2
NYME PLATINUM	U.S.	4	2,293	2.8	14,580	17.9	81,529
	NON U.S.	19	3,735	4.6	3,844	4.7
		23	6,028	7.4	18,424	22.6
ICUS SUGAR NO. 11	U.S.		17,675	2.2	15,980	1.9	820,468
	NON U.S.		39,629	4.8	64,356	7.8
		11	57,304	7.0	80,336	9.8
ICUS COFFEE C	U.S.		8,572	4.1	204	0.1	210,215
	NON U.S.		10,510	5.0	8,735	4.2
		19	19,082	9.1	8,939	4.3
CMX SILVER	U.S.	4	4,341	3.4	22,829	18.1	125,847
	NON U.S.	18	9,183	7.3	24,780	19.7
		22	13,524	10.7	47,609	37.8
CMX COPPER- #1	U.S.		13,390	6.4	1,374	0.7	208,795
	NON U.S.		14,034	6.7	2,255	1.1
		16	27,424	13.1	3,629	1.7
CMX GOLD	U.S.	4	16,233	3.8	58,570	13.6	431,226
	NON U.S.	24	29,168	6.8	55,949	13.0
		28	45,401	10.5	114,519	26.6
CME CANADIAN DOLLAR	U.S.		74,050	39.1	20,317	10.7	189,443
	NON U.S.		6,111	3.2	0	0.0
		7	80,161	42.3	20,317	10.7
CME MEXICAN PESO	U.S.		0	0.0	2,312	1.1	212,539
	NON U.S.		2,839	1.3	1,719	0.8
		7	2,839	1.3	4,031	1.9
CME BRITISH POUND	U.S.		37,159	15.4	4,347	1.8	241,045
	NON U.S.		7,287	3.0	2,289	0.9
		7	44,446	18.4	6,636	2.8
CME JAPANESE YEN	U.S.		58,306	20.6	0	0.0	282,682
	NON U.S.		1,047	0.4	4,412	1.6
		8	59,353	21.0	4,412	1.6
CME EURO FX	U.S.		408	0.1	178,823	25.5	702,433
	NON U.S.		11,644	1.7	3,987	0.6
		13	12,052	1.7	182,810	26.0
NYME GASOLINE RBOB	U.S.		11,779	3.9	4,914	1.6	304,531
	NON U.S.		12,182	4.0	2,787	0.9
		11	23,961	7.9	7,701	2.5
CME NZ DOLLAR	U.S.		16,399	31.4	0	0.0	52,291
	NON U.S.		3,580	6.8	1,102	2.1
		5	19,979	38.2	1,102	2.1
E VIX FUTURES	U.S.		4,316	1.1	1,115	0.3	381,162
	NON U.S.		37,502	9.8	5,181	1.4
		10	41,818	11.0	6,296	1.7
CBT DJIA x $5	U.S.	4	2,034	2.0	631	0.6	100,823
	NON U.S.	8	10,009	9.9	12,197	12.1
		12	12,043	11.9	12,828	12.7
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,171	4.7	0	0.0	46,539
	NON U.S.		0	0.0	15,668	33.7
		5	2,171	4.7	15,668	33.7
CME BITCOIN	NON U.S.		119	0.8	1,451	10.0	14,447
		5	119	0.8	1,451	10.0
CME SOFR-3M	U.S.	20	888,679	9.0	871,646	8.9	9,830,949
	NON U.S.	82	877,627	8.9	805,695	8.2
		102	1,766,306	18.0	1,677,341	17.1
CME SOFR-1M	U.S.	10	131,764	16.1	84,201	10.3	820,854
	NON U.S.	32	129,906	15.8	85,137	10.4
		42	261,670	31.9	169,338	20.6
ICUS CANOLA	U.S.		342	0.1	3	0.0	312,236
	NON U.S.		2,659	0.9	1,755	0.6
		5	3,001	1.0	1,758	0.6
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		908	5.2	0	0.0	17,584
	NON U.S.		924	5.3	3,903	22.2
		6	1,832	10.4	3,903	22.2
CME E-MINI S&P 500	U.S.	7	101,734	4.8	21,851	1.0	2,138,034
	NON U.S.	22	48,960	2.3	159,542	7.5
		29	150,694	7.0	181,393	8.5
CME E-MINI S&P FINANCIAL INDEX	NON U.S.		336	1.0	20,909	62.4	33,498
		5	336	1.0	20,909	62.4
CME E-MINI S&P HEALTH CARE INDEX	U.S.		0	0.0	533	4.7	11,462
	NON U.S.		2,316	20.2	6,477	56.5
		6	2,316	20.2	7,010	61.2
CME E-MINI S&P INDUSTRIAL INDEX	U.S.		1,513	12.9	0	0.0	11,739
	NON U.S.		321	2.7	8,596	73.2
		5	1,834	15.6	8,596	73.2
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		0	0.0	1,256	9.8	12,777
	NON U.S.		0	0.0	8,851	69.3
		5	0	0.0	10,107	79.1
CME E-MINI S&P UTILITIES INDEX	U.S.		3,332	8.2	0	0.0	40,622
	NON U.S.		6,459	15.9	7,179	17.7
		5	9,791	24.1	7,179	17.7
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 ADJUSTED INT RATE S&P 500 TOTL	U.S.		27,050	7.4	64,728	17.8	364,222
	NON U.S.		40,318	11.1	84,894	23.3
		9	67,368	18.5	149,622	41.1
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		0	0.0	1,954	64.6	3,023
	NON U.S.		42	1.4	40	1.3
		5	42	1.4	1,994	66.0
CMX ALUMINUM MWP	U.S.		7,778	30.3	0	0.0	25,710
	NON U.S.		3,634	14.1	0	0.0
		5	11,412	44.4	0	0.0
CME NASDAQ MINI	U.S.	4	10,546	4.1	75	0.0	254,924
	NON U.S.	14	22,328	8.8	21,851	8.6
		18	32,874	12.9	21,926	8.6
CME AUSTRALIAN DOLLAR	U.S.		65,316	31.4	0	0.0	207,782
	NON U.S.		21,745	10.5	16	0.0
		7	87,061	41.9	16	0.0
CME RUSSELL E-MINI	U.S.	8	24,048	4.9	4,545	0.9	486,106
	NON U.S.	17	43,802	9.0	10,912	2.2
		25	67,850	14.0	15,457	3.2
ICUS MSCI EAFE	U.S.	7	15,625	4.0	16,201	4.1	393,786
	NON U.S.	6	851	0.2	61,831	15.7
		13	16,476	4.2	78,032	19.8
ICUS MSCI EM INDEX	U.S.	6	23,943	2.3	24,132	2.3	1,054,424
	NON U.S.	12	19,240	1.8	70,598	6.7
		18	43,183	4.1	94,730	9.0
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		307	0.1	23,792	10.0	237,241
	NON U.S.		11,475	4.8	42,028	17.7
		14	11,782	5.0	65,820	27.7
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		4,435	11.1	0	0.0	39,849
	NON U.S.		976	2.4	13,004	32.6
		5	5,411	13.6	13,004	32.6