April Bank Participation Report Options IN CONTRACT

  REPORT DATE: 4/5/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,849 0.8 775 0.3 224,246 270 0.2 1,483 1.0 151,551
NON U.S.   2,845 1.3 7,615 3.4   450 0.3 280 0.2  
  5 4,694 2.1 8,390 3.7   720 0.5 1,763 1.2  
CBT CORN U.S.   1,707 0.2 4,219 0.4 1,016,026 1,674 0.2 6,015 0.9 703,115
NON U.S.   2,802 0.3 13,889 1.4   6,006 0.9 12,544 1.8  
  8 4,509 0.4 18,108 1.8   7,680 1.1 18,559 2.6  
CBT SOYBEANS U.S.   265 0.1 458 0.1 396,367 51 0.0 3,690 1.0 355,517
NON U.S.   1,345 0.3 4,192 1.1   1,198 0.3 3,056 0.9  
  7 1,610 0.4 4,650 1.2   1,249 0.4 6,746 1.9  
CBT UST BOND U.S. 4 12,501 4.5 9,395 3.4 277,300 16,322 6.1 13,647 5.1 266,546
NON U.S. 5 18,723 6.8 3,869 1.4   10,733 4.0 12,702 4.8  
  9 31,224 11.3 13,264 4.8   27,055 10.2 26,349 9.9  
NYME NY HARBOR ULSD U.S.   975 13.2 475 6.5 7,362 725 13.8 425 8.1 5,264
NON U.S.   50 0.7 50 0.7   300 5.7 50 0.9  
  5 1,025 13.9 525 7.1   1,025 19.5 475 9.0  
IFED NAT GAS ICE PEN U.S.   411,342 8.0 643,564 12.5 5,160,279 405,404 11.9 203,238 6.0 3,398,366
NON U.S.   143,718 2.8 165,984 3.2   124,040 3.6 76,240 2.2  
  9 555,060 10.8 809,548 15.7   529,444 15.6 279,478 8.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 95,455 5.8 251,923 15.2 1,656,963 180,179 16.0 65,329 5.8 1,124,463
NON U.S. 6 50,756 3.1 157,870 9.5   107,911 9.6 68,064 6.1  
  10 146,211 8.8 409,793 24.7   288,090 25.6 133,393 11.9  
NYME HENRY HUB LAST DAY FIN U.S. 4 509 2.8 7,443 40.2 18,507 4,368 30.2 1,044 7.2 14,466
NON U.S. 4 6,764 36.5 3,869 20.9   239 1.7 9,499 65.7  
  8 7,273 39.3 11,312 61.1   4,607 31.8 10,543 72.9  
CBT UST 10Y NOTE U.S. 7 31,568 1.8 44,459 2.5 1,791,476 40,702 2.9 32,562 2.3 1,410,883
NON U.S. 11 55,961 3.1 39,713 2.2   57,163 4.1 65,840 4.7  
  18 87,529 4.9 84,172 4.7   97,865 6.9 98,402 7.0  
CBT UST 5Y NOTE U.S. 5 39,318 3.8 11,329 1.1 1,026,324 46,541 5.2 20,158 2.2 897,140
NON U.S. 9 26,472 2.6 19,010 1.9   103,471 11.5 12,341 1.4  
  14 65,790 6.4 30,339 3.0   150,012 16.7 32,499 3.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   32,550 7.7 53,165 12.5 424,741 41,010 19.0 23,020 10.7 215,611
NON U.S.   6,850 1.6 5,500 1.3   2,825 1.3 2,800 1.3  
  7 39,400 9.3 58,665 13.8   43,835 20.3 25,820 12.0  
NYME WTI-PHYSICAL U.S.   80,564 5.4 128,719 8.6 1,499,300 80,687 8.3 42,680 4.4 974,457
NON U.S.   42,502 2.8 90,858 6.1   58,104 6.0 20,020 2.1  
  15 123,066 8.2 219,577 14.6   138,791 14.2 62,700 6.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,539 3.9 17,400 14.8 117,623 29,988 19.4 14,673 9.5 154,254
NON U.S. 7 17,144 14.6 49,581 42.2   42,517 27.6 15,904 10.3  
  11 21,683 18.4 66,981 56.9   72,505 47.0 30,577 19.8  
ICUS SUGAR NO. 11 U.S.   214 0.1 2,570 0.7 348,627 76 0.0 1,076 0.5 231,341
NON U.S.   789 0.2 12,840 3.7   450 0.2 5,989 2.6  
  5 1,003 0.3 15,410 4.4   526 0.2 7,065 3.1  
CMX SILVER U.S.   1,889 3.2 1,771 3.0 59,134 25 0.1 2,348 7.0 33,518
NON U.S.   2,191 3.7 2,929 5.0   1,506 4.5 713 2.1  
  11 4,080 6.9 4,700 7.9   1,531 4.6 3,061 9.1  
CMX GOLD U.S.   47,886 8.6 64,028 11.5 557,943 11,865 4.0 11,982 4.1 294,584
NON U.S.   11,848 2.1 21,158 3.8   10,611 3.6 6,749 2.3  
  13 59,734 10.7 85,186 15.3   22,476 7.6 18,731 6.4  
CME EURO FX U.S.   943 0.9 0 0.0 105,147 8,220 5.9 1,048 0.8 138,504
NON U.S.   3,620 3.4 3,722 3.5   7,909 5.7 5,055 3.6  
  5 4,563 4.3 3,722 3.5   16,129 11.6 6,103 4.4  
CME EURODOLLARS-3M U.S. 6 688,214 4.5 642,661 4.2 15,458,730 769,311 3.8 315,701 1.6 20,145,530
NON U.S. 15 333,236 2.2 373,416 2.4   570,208 2.8 241,205 1.2  
  21 1,021,450 6.6 1,016,077 6.6   1,339,519 6.6 556,906 2.8  
CME SOFR-3M U.S. 5 36,007 4.4 37,000 4.5 818,536 43,651 5.9 34,000 4.6 736,964
NON U.S. 6 11,010 1.3 25,500 3.1   42,650 5.8 29,651 4.0  
  11 47,017 5.7 62,500 7.6   86,301 11.7 63,651 8.6  
CME E-MINI S&P 500 U.S.   1,566 0.1 0 0.0 1,107,347 0 0.0 0 0.0 3,151,387
NON U.S.   6,657 0.6 11,331 1.0   21,497 0.7 25,605 0.8  
  9 8,223 0.7 11,331 1.0   21,497 0.7 25,605 0.8