September Bank Participation Report Futures IN CONTRACT

	REPORT DATE: 9/5/2023
COMMODITY	BANK TYPE	BANK COUNT	LONG FUTURES	%	SHORT FUTURES	%	OPEN INTEREST
CBT WHEAT-SRW	U.S.		13,035	3.5	40	0.0	376,770
	NON U.S.		26,093	6.9	4,352	1.2
		17	39,128	10.4	4,392	1.2
CBT WHEAT-HRW	U.S.		7,661	3.9	2	0.0	195,685
	NON U.S.		14,442	7.4	4,169	2.1
		14	22,103	11.3	4,171	2.1
CBT CORN	U.S.		46,262	3.8	9	0.0	1,229,700
	NON U.S.		62,493	5.1	557	0.0
		14	108,755	8.8	566	0.0
CBT SOYBEANS	U.S.		34,268	4.8	56	0.0	716,200
	NON U.S.		39,206	5.5	11,667	1.6
		15	73,474	10.3	11,723	1.6
IFED CALIF CARBON 23	NON U.S.		4,933	2.7	61,965	33.8	183,540
		8	4,933	2.7	61,965	33.8
IFED RGGI V2023	NON U.S.		3,270	6.2	28,567	54.0	52,880
		5	3,270	6.2	28,567	54.0
CBT SOYBEAN OIL	U.S.		22,679	5.0	0	0.0	454,449
	NON U.S.		35,640	7.8	1,294	0.3
		11	58,319	12.8	1,294	0.3
CBT UST BOND	U.S.	7	26,074	1.9	3,997	0.3	1,343,057
	NON U.S.	13	1,970	0.1	29,198	2.2
		20	28,044	2.1	33,195	2.5
CBT ULTRA UST BOND	U.S.		4,314	0.3	185	0.0	1,548,219
	NON U.S.		4,221	0.3	6,227	0.4
		5	8,535	0.6	6,412	0.4
NYME NY HARBOR ULSD	U.S.		7,769	2.4	5,163	1.6	319,491
	NON U.S.		13,080	4.1	1,511	0.5
		11	20,849	6.5	6,674	2.1
IFED NAT GAS ICE LD1	U.S.	5	17,707	0.3	1,668,437	26.3	6,347,694
	NON U.S.	9	62,349	1.0	1,072,166	16.9
		14	80,056	1.3	2,740,603	43.2
IFED NAT GAS ICE PEN	U.S.		116,210	20.3	89,472	15.7	571,372
	NON U.S.		76,742	13.4	12,747	2.2
		9	192,952	33.8	102,219	17.9
IFED NWP ROCKIES FIN BASIS	U.S.	4	11,476	3.2	37,794	10.5	360,351
	NON U.S.	5	35,191	9.8	74	0.0
		9	46,667	13.0	37,868	10.5
IFED AECO FIN BASIS	U.S.		0	0.0	13,204	1.6	846,782
	NON U.S.		18,155	2.1	466,890	55.1
		7	18,155	2.1	480,094	56.7
IFED CHICAGO FIN BASIS	U.S.		18,368	5.5	4,907	1.5	333,035
	NON U.S.		8,015	2.4	1,137	0.3
		6	26,383	7.9	6,044	1.8
IFED HSC FIN BASIS	U.S.	4	59,839	9.2	13,070	2.0	648,515
	NON U.S.	5	15,880	2.4	41,847	6.5
		9	75,719	11.7	54,917	8.5
IFED WAHA FIN BASIS	U.S.	4	3,899	0.9	116,854	25.6	456,859
	NON U.S.	5	330	0.1	33,470	7.3
		9	4,229	0.9	150,324	32.9
IFED CIG ROCKIES BASIS	U.S.		1,688	0.5	187,990	51.4	365,706
	NON U.S.		1,362	0.4	22,736	6.2
		7	3,050	0.8	210,726	57.6
IFED TCO Basis	U.S.		0	0.0	84,719	40.6	208,484
	NON U.S.		1,381	0.7	21,187	10.2
		7	1,381	0.7	105,906	50.8
IFED CG Mainline Basis	U.S.		91	0.0	59,354	21.3	279,027
	NON U.S.		0	0.0	43,626	15.6
		5	91	0.0	102,980	36.9
IFED DOMINION - SOUTH POINT (BASIS)	U.S.	4	7,475	1.0	247,370	32.9	752,204
	NON U.S.	5	19,274	2.6	203,070	27.0
		9	26,749	3.6	450,440	59.9
IFED EP SAN JUAN BASIS	U.S.		6,108	2.8	25,972	12.0	215,803
	NON U.S.		0	0.0	17,834	8.3
		5	6,108	2.8	43,806	20.3
IFED HENRY HUB BASIS	U.S.		7,103	4.7	20,092	13.4	149,985
	NON U.S.		0	0.0	4,204	2.8
		5	7,103	4.7	24,296	16.2
IFED HOUSTON SHIP CHANNEL (INDEX)	U.S.		134,968	26.9	581	0.1	501,922
	NON U.S.		17,808	3.5	0	0.0
		5	152,776	30.4	581	0.1
IFED MICHCON BASIS	U.S.		331	0.1	35,574	12.9	275,164
	NON U.S.		2,596	0.9	9,264	3.4
		6	2,927	1.1	44,838	16.3
IFED NGPL TXOK BASIS	U.S.		1,285	0.5	76,114	28.3	268,652
	NON U.S.		0	0.0	9,216	3.4
		6	1,285	0.5	85,330	31.8
IFED ONEOK GAS TRANSPORTATION BASIS	U.S.		0	0.0	14,396	32.1	44,869
	NON U.S.		3,307	7.4	4,195	9.3
		5	3,307	7.4	18,591	41.4
IFED TRANSCO STATION 85-ZONE 4 BASI	U.S.		19,414	10.9	5,671	3.2	178,371
	NON U.S.		7,621	4.3	0	0.0
		5	27,035	15.2	5,671	3.2
IFED TETCO M2 Basis (Receipts)	U.S.		18,230	4.8	216,628	57.4	377,156
	NON U.S.		0	0.0	17,205	4.6
		6	18,230	4.8	233,833	62.0
IFED TRANSCO LEIDY BASIS	U.S.		1,956	2.2	16,383	18.1	90,326
	NON U.S.		1,460	1.6	7,400	8.2
		5	3,416	3.8	23,783	26.3
NYME NAT GAS NYME	U.S.	4	41,449	3.5	43,037	3.7	1,169,725
	NON U.S.	11	58,580	5.0	19,744	1.7
		15	100,029	8.6	62,781	5.4
NYME HENRY HUB LAST DAY FIN	U.S.	4	3,164	0.9	49,780	13.5	368,060
	NON U.S.	5	2,730	0.7	43,469	11.8
		9	5,894	1.6	93,249	25.3
NYME HENRY HUB PENULTIMATE FIN	U.S.		33,482	18.8	25,280	14.2	178,136
	NON U.S.		48,596	27.3	5,592	3.1
		10	82,078	46.1	30,872	17.3
CBT SOYBEAN MEAL	U.S.		17,412	3.8	0	0.0	455,533
	NON U.S.		34,400	7.6	1,652	0.4
		11	51,812	11.4	1,652	0.4
ICUS COTTON NO. 2	U.S.		8,246	3.6	67	0.0	228,746
	NON U.S.		23,053	10.1	13,898	6.1
		15	31,299	13.7	13,965	6.1
NYME HENRY HUB	U.S.	4	8,535	2.0	130,713	31.4	416,932
	NON U.S.	6	21,777	5.2	90,630	21.7
		10	30,312	7.3	221,343	53.1
NYME HENRY HUB PENULTIMATE NAT GAS	U.S.	4	23,677	18.8	15,247	12.1	125,619
	NON U.S.	6	32,638	26.0	10,250	8.2
		10	56,315	44.8	25,497	20.3
CBT UST 2Y NOTE	U.S.	6	17,814	0.5	9,134	0.2	3,661,941
	NON U.S.	30	48,156	1.3	22,031	0.6
		36	65,970	1.8	31,165	0.9
CBT UST 10Y NOTE	U.S.	7	53,564	1.1	25,514	0.5	4,718,782
	NON U.S.	23	29,832	0.6	47,089	1.0
		30	83,396	1.8	72,603	1.5
CBT ULTRA UST 10Y	U.S.		55,911	3.2	1,946	0.1	1,772,231
	NON U.S.		3,170	0.2	12,799	0.7
		7	59,081	3.3	14,745	0.8
CBT UST 5Y NOTE	U.S.	9	39,743	0.7	66,263	1.2	5,415,832
	NON U.S.	21	58,016	1.1	76,257	1.4
		30	97,759	1.8	142,520	2.6
CBT FED FUNDS	U.S.	5	194,077	14.3	79,393	5.9	1,352,672
	NON U.S.	26	129,828	9.6	87,296	6.5
		31	323,905	23.9	166,689	12.3
CME EURO SHORT TERM RATE	U.S.		1,345	11.1	289	2.4	12,132
	NON U.S.		2,553	21.0	3,288	27.1
		6	3,898	32.1	3,577	29.5
CME LEAN HOGS	U.S.		8,895	4.4	0	0.0	203,242
	NON U.S.		20,582	10.1	3,896	1.9
		11	29,477	14.5	3,896	1.9
CME LIVE CATTLE	U.S.		8,753	2.8	995	0.3	314,848
	NON U.S.		16,788	5.3	1,352	0.4
		11	25,541	8.1	2,347	0.7
CME FEEDER CATTLE	U.S.		753	1.3	0	0.0	57,612
	NON U.S.		1,308	2.3	1,031	1.8
		6	2,061	3.6	1,031	1.8
IFED ETHANE, MT. BELV-ENTERPRISE	U.S.		264	1.1	1,278	5.3	24,275
	NON U.S.		624	2.6	674	2.8
		5	888	3.7	1,952	8.0
IFED PROPANE OPIS MT BELV NONTET FP	U.S.		0	0.0	4,224	6.4	65,583
	NON U.S.		25	0.0	1,282	2.0
		6	25	0.0	5,506	8.4
IFED PROPANE OPIS MT BELVIEU TET FP	U.S.		1,672	1.5	1,596	1.4	114,728
	NON U.S.		3,722	3.2	389	0.3
		5	5,394	4.7	1,985	1.7
NYME PROPANE NON-LDH MT BEL	U.S.		18	0.0	2,186	3.8	57,278
	NON U.S.		436	0.8	1,395	2.4
		8	454	0.8	3,581	6.3
NYME PROPANE	U.S.		3,306	2.0	4,716	2.9	163,734
	NON U.S.		2,443	1.5	2,942	1.8
		9	5,749	3.5	7,658	4.7
NYME MT BELVIEU ETHANE OPIS	U.S.		259	0.5	2,957	6.3	47,293
	NON U.S.		540	1.1	3,758	7.9
		7	799	1.7	6,715	14.2
NYME MT BELV NORM BUTANE OPIS	U.S.		608	0.9	2,620	3.8	69,794
	NON U.S.		1,015	1.5	1,217	1.7
		7	1,623	2.3	3,837	5.5
NYME MT BELV NAT GASOLINE OPIS	U.S.		45	0.1	2,098	6.6	31,819
	NON U.S.		455	1.4	1,351	4.2
		6	500	1.6	3,449	10.8
NYME CONWAY PROPANE (OPIS)	U.S.		778	2.7	0	0.0	28,516
	NON U.S.		832	2.9	1,779	6.2
		5	1,610	5.6	1,779	6.2
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		8,372	1.4	10,653	1.7	614,114
	NON U.S.		1,214	0.2	3,202	0.5
		6	9,586	1.6	13,855	2.3
IFED WTI CRUDE OIL 1ST LINE	U.S.		2,533	6.4	2,561	6.4	39,717
	NON U.S.		2,181	5.5	0	0.0
		5	4,714	11.9	2,561	6.4
IFED CRUDE DIFF-TMX WCS 1A INDEX	NON U.S.		0	0.0	16,570	27.5	60,250
		6	0	0.0	16,570	27.5
NYME WTI-PHYSICAL	U.S.	4	14,974	0.9	203,632	12.0	1,703,130
	NON U.S.	13	36,980	2.2	120,001	7.0
		17	51,954	3.1	323,633	19.0
NYME WTI FINANCIAL CRUDE OIL	U.S.	4	6,253	4.5	27,135	19.6	138,421
	NON U.S.	6	8,236	5.9	10,069	7.3
		10	14,489	10.5	37,204	26.9
NYME WTI MIDLAND ARGUS VS WTI TRADE	U.S.		0	0.0	21,319	9.9	216,096
	NON U.S.		0	0.0	25,237	11.7
		5	0	0.0	46,556	21.5
ICUS COCOA	U.S.		2,626	0.9	9,615	3.3	290,190
	NON U.S.		4,316	1.5	11,882	4.1
		9	6,942	2.4	21,497	7.4
NYME PALLADIUM	U.S.	5	2,825	16.0	123	0.7	17,644
	NON U.S.	11	1,460	8.3	35	0.2
		16	4,285	24.3	158	0.9
NYME PLATINUM	U.S.	5	985	1.4	18,628	27.1	68,721
	NON U.S.	21	2,955	4.3	4,434	6.5
		26	3,940	5.7	23,062	33.6
ICUS SUGAR NO. 11	U.S.		9,739	1.0	27,402	2.8	966,992
	NON U.S.		43,291	4.5	75,354	7.8
		13	53,030	5.5	102,756	10.6
ICUS COFFEE C	U.S.		8,902	4.5	156	0.1	196,556
	NON U.S.		11,289	5.7	8,634	4.4
		17	20,191	10.3	8,790	4.5
CMX SILVER	U.S.	5	4,548	3.5	27,250	21.2	128,279
	NON U.S.	16	9,328	7.3	23,550	18.4
		21	13,876	10.8	50,800	39.6
CMX COPPER- #1	U.S.		13,163	6.8	1,543	0.8	193,597
	NON U.S.		13,267	6.9	2,986	1.5
		17	26,430	13.7	4,529	2.3
CMX GOLD	U.S.	5	18,703	4.3	70,096	16.0	438,672
	NON U.S.	24	29,852	6.8	65,247	14.9
		29	48,555	11.1	135,343	30.9
CME CANADIAN DOLLAR	U.S.		35,291	18.6	3,869	2.0	189,660
	NON U.S.		3,125	1.6	0	0.0
		6	38,416	20.3	3,869	2.0
CME MEXICAN PESO	U.S.		0	0.0	3,992	1.6	246,061
	NON U.S.		1,545	0.6	2,757	1.1
		9	1,545	0.6	6,749	2.7
CME BRITISH POUND	U.S.		1,505	0.7	23,690	10.5	225,404
	NON U.S.		4,471	2.0	6,808	3.0
		8	5,976	2.7	30,498	13.5
CME JAPANESE YEN	U.S.		57,182	21.3	3,130	1.2	268,344
	NON U.S.		7,649	2.9	1,868	0.7
		8	64,831	24.2	4,998	1.9
CME EURO FX	U.S.		0	0.0	227,768	30.2	754,263
	NON U.S.		17,596	2.3	5,799	0.8
		15	17,596	2.3	233,567	31.0
CME BRAZILIAN REAL	NON U.S.		1,163	3.3	13,811	39.6	34,871
		5	1,163	3.3	13,811	39.6
NYME GASOLINE RBOB	U.S.		8,162	2.2	4,134	1.1	373,081
	NON U.S.		11,141	3.0	2,622	0.7
		11	19,303	5.2	6,756	1.8
CME NZ DOLLAR	U.S.		811	1.4	0	0.0	56,462
	NON U.S.		5,237	9.3	1	0.0
		5	6,048	10.7	1	0.0
E VIX FUTURES	U.S.		985	0.2	5,410	1.3	402,061
	NON U.S.		35,044	8.7	6,543	1.6
		9	36,029	9.0	11,953	3.0
CBT DJIA x $5	U.S.	4	4,535	4.8	59	0.1	93,933
	NON U.S.	7	8,662	9.2	19,644	20.9
		11	13,197	14.0	19,703	21.0
CBT DOW JONES U.S. REAL ESTATE IDX	U.S.		2,441	5.7	0	0.0	42,486
	NON U.S.		468	1.1	4,982	11.7
		5	2,909	6.8	4,982	11.7
CME SOFR-3M	U.S.	20	1,339,485	12.6	781,172	7.3	10,646,087
	NON U.S.	88	952,598	8.9	971,028	9.1
		108	2,292,083	21.5	1,752,200	16.5
CME SOFR-1M	U.S.	10	156,222	19.6	57,813	7.2	797,779
	NON U.S.	30	126,718	15.9	82,661	10.4
		40	282,940	35.5	140,474	17.6
ICUS CANOLA	U.S.		159	0.1	0	0.0	286,155
	NON U.S.		3,940	1.4	2,537	0.9
		6	4,099	1.4	2,537	0.9
CME E-MINI S&P CONSUMER DISC INDEX	U.S.		0	0.0	218	2.7	8,180
	NON U.S.		0	0.0	5,082	62.1
		5	0	0.0	5,300	64.8
CME E-MINI S&P CONSU STAPLES INDEX	U.S.		1,473	6.5	0	0.0	22,836
	NON U.S.		174	0.8	7,826	34.3
		7	1,647	7.2	7,826	34.3
CME E-MINI S&P ENERGY INDEX	U.S.		0	0.0	954	3.0	31,815
	NON U.S.		2,588	8.1	13,393	42.1
		5	2,588	8.1	14,347	45.1
CME E-MINI S&P 500	U.S.	7	162,323	7.2	12,974	0.6	2,259,160
	NON U.S.	19	60,593	2.7	147,080	6.5
		26	222,916	9.9	160,054	7.1
CME E-MINI S&P FINANCIAL INDEX	U.S.		675	1.8	0	0.0	38,242
	NON U.S.		2,238	5.9	17,441	45.6
		6	2,913	7.6	17,441	45.6
CME E-MINI S&P HEALTH CARE INDEX	U.S.		1,941	12.4	0	0.0	15,595
	NON U.S.		2,155	13.8	6,478	41.5
		8	4,096	26.3	6,478	41.5
CME E-MINI S&P TECHNOLOGY INDEX	U.S.		0	0.0	497	4.1	12,239
	NON U.S.		349	2.9	9,144	74.7
		6	349	2.9	9,641	78.8
CME E-MINI S&P UTILITIES INDEX	U.S.		577	1.2	279	0.6	47,436
	NON U.S.		8,399	17.7	13,886	29.3
		6	8,976	18.9	14,165	29.9
CME S&P 500 TOTAL RETURN INDEX	U.S.		0	0.0	28,996	53.2	54,536
	NON U.S.		3,698	6.8	3,000	5.5
		5	3,698	6.8	31,996	58.7
CME E-MINI S&P REAL ESTATE INDEX	NON U.S.		0	0.0	6,858	66.7	10,287
		5	0	0.0	6,858	66.7
CME ADJUSTED INT RATE S&P 500 TOTL	U.S.		29,800	8.0	64,970	17.5	371,290
	NON U.S.		44,461	12.0	91,183	24.6
		9	74,261	20.0	156,153	42.1
CME THREE-MONTH BLOOMBERG  ST BANK	U.S.		2	0.0	6,098	79.0	7,716
	NON U.S.		37	0.5	345	4.5
		5	39	0.5	6,443	83.5
CMX ALUMINUM MWP	U.S.		8,287	34.3	0	0.0	24,131
	NON U.S.		2,539	10.5	0	0.0
		5	10,826	44.9	0	0.0
CME NASDAQ MINI	U.S.	5	13,843	5.0	2,118	0.8	274,701
	NON U.S.	14	18,374	6.7	28,541	10.4
		19	32,217	11.7	30,659	11.2
CME AUSTRALIAN DOLLAR	U.S.		1,551	0.6	805	0.3	241,201
	NON U.S.		13,815	5.7	1,467	0.6
		5	15,366	6.4	2,272	0.9
CME RUSSELL E-MINI	U.S.	8	27,062	5.3	9,434	1.8	512,207
	NON U.S.	16	51,405	10.0	12,309	2.4
		24	78,467	15.3	21,743	4.2
ICUS MSCI EAFE	U.S.	6	17,020	4.4	12,899	3.3	390,404
	NON U.S.	5	3,678	0.9	73,669	18.9
		11	20,698	5.3	86,568	22.2
ICUS MSCI EM INDEX	U.S.	6	24,827	2.3	19,627	1.8	1,072,046
	NON U.S.	14	31,389	2.9	59,538	5.6
		20	56,216	5.2	79,165	7.4
CME S&P 500 ANNUAL DIVIDEND INDEX	U.S.		205	0.1	24,185	11.1	217,772
	NON U.S.		15,669	7.2	37,989	17.4
		14	15,874	7.3	62,174	28.6
CME S&P 500 QUARTERLY DIVIDEND IND	U.S.		8,904	21.7	0	0.0	41,125
	NON U.S.		777	1.9	16,730	40.7
		5	9,681	23.5	16,730	40.7