August Bank Participation Report Options IN CONTRACT

  REPORT DATE: 8/2/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   4,278 1.8 1,147 0.5 232,523 834 0.7 1,946 1.5 126,317
NON U.S.   4,220 1.8 6,885 3.0   579 0.5 586 0.5  
  6 8,498 3.7 8,032 3.5   1,413 1.1 2,532 2.0  
CBT CORN U.S.   40,613 3.5 35,439 3.1 1,145,277 3,384 0.5 8,028 1.2 651,999
NON U.S.   11,288 1.0 17,417 1.5   2,998 0.5 4,705 0.7  
  8 51,901 4.5 52,856 4.6   6,382 1.0 12,733 2.0  
CBT SOYBEANS U.S.   2,421 0.7 1,585 0.5 349,008 2,584 1.1 2,776 1.1 245,524
NON U.S.   1,802 0.5 4,035 1.2   756 0.3 404 0.2  
  8 4,223 1.2 5,620 1.6   3,340 1.4 3,180 1.3  
CBT UST BOND U.S. 4 5,471 2.9 8,052 4.3 189,089 4,456 1.6 33,569 12.3 273,740
NON U.S. 5 10,748 5.7 15,971 8.4   12,639 4.6 5,028 1.8  
  9 16,219 8.6 24,023 12.7   17,095 6.2 38,597 14.1  
NYME NY HARBOR ULSD U.S.   925 12.2 325 4.3 7,557 575 8.3 300 4.3 6,936
NON U.S.   100 1.3 0 0.0   300 4.3 100 1.4  
  5 1,025 13.6 325 4.3   875 12.6 400 5.8  
IFED NAT GAS ICE PEN U.S.   508,220 10.2 707,622 14.2 4,994,537 464,804 12.7 331,138 9.1 3,647,718
NON U.S.   161,358 3.2 201,080 4.0   169,180 4.6 113,360 3.1  
  9 669,578 13.4 908,702 18.2   633,984 17.4 444,498 12.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 120,772 7.3 283,592 17.1 1,655,618 220,133 16.1 90,802 6.6 1,371,422
NON U.S. 8 72,098 4.4 166,248 10.0   124,385 9.1 72,800 5.3  
  12 192,870 11.6 449,840 27.2   344,518 25.1 163,602 11.9  
NYME HENRY HUB LAST DAY FIN U.S. 4 254 1.6 5,390 33.2 16,240 2,144 18.9 492 4.3 11,332
NON U.S. 4 7,421 45.7 3,290 20.3   201 1.8 8,872 78.3  
  8 7,675 47.3 8,680 53.4   2,345 20.7 9,364 82.6  
CBT UST 10Y NOTE U.S. 5 17,974 1.3 40,549 2.9 1,389,666 47,450 3.2 34,040 2.3 1,478,714
NON U.S. 14 72,806 5.2 49,694 3.6   59,298 4.0 43,048 2.9  
  19 90,780 6.5 90,243 6.5   106,748 7.2 77,088 5.2  
CBT UST 5Y NOTE U.S. 4 23,820 5.6 15,131 3.6 425,847 44,804 7.2 15,304 2.5 618,266
NON U.S. 8 19,670 4.6 9,151 2.1   26,421 4.3 11,375 1.8  
  12 43,490 10.2 24,282 5.7   71,225 11.5 26,679 4.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   25,925 6.9 40,535 10.8 373,722 31,685 16.9 18,220 9.7 187,799
NON U.S.   7,150 1.9 5,590 1.5   2,550 1.4 2,600 1.4  
  7 33,075 8.9 46,125 12.3   34,235 18.2 20,820 11.1  
NYME WTI-PHYSICAL U.S.   59,385 4.2 94,304 6.7 1,411,777 69,024 9.0 37,651 4.9 767,903
NON U.S.   37,695 2.7 81,090 5.7   61,723 8.0 24,000 3.1  
  15 97,080 6.9 175,394 12.4   130,747 17.0 61,651 8.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,547 3.6 14,856 15.1 98,307 21,959 18.2 8,347 6.9 120,980
NON U.S. 7 14,445 14.7 37,062 37.7   31,621 26.1 13,916 11.5  
  11 17,992 18.3 51,918 52.8   53,580 44.3 22,263 18.4  
ICUS SUGAR NO. 11 U.S.   1,055 0.3 8,629 2.4 354,525 2,005 0.7 3,510 1.2 288,082
NON U.S.   239 0.1 10,600 3.0   100 0.0 2,799 1.0  
  5 1,294 0.4 19,229 5.4   2,105 0.7 6,309 2.2  
ICUS COFFEE C U.S.   925 0.9 225 0.2 104,293 285 0.3 492 0.4 113,619
NON U.S.   12 0.0 309 0.3   807 0.7 0 0.0  
  5 937 0.9 534 0.5   1,092 1.0 492 0.4  
CMX SILVER U.S.   989 1.2 1,210 1.5 80,015 65 0.3 370 1.5 24,606
NON U.S.   1,684 2.1 2,997 3.7   1,036 4.2 1,519 6.2  
  7 2,673 3.3 4,207 5.3   1,101 4.5 1,889 7.7  
CMX GOLD U.S.   30,707 4.9 50,267 7.9 632,854 5,268 2.1 4,676 1.9 249,345
NON U.S.   7,812 1.2 25,452 4.0   8,859 3.6 8,121 3.3  
  13 38,519 6.1 75,719 12.0   14,127 5.7 12,797 5.1  
CME EURODOLLARS-3M U.S. 5 599,763 4.2 442,370 3.1 14,373,405 642,764 4.3 202,572 1.4 14,928,649
NON U.S. 15 275,097 1.9 216,544 1.5   294,543 2.0 90,523 0.6  
  20 874,860 6.1 658,914 4.6   937,307 6.3 293,095 2.0  
CME SOFR-3M U.S. 6 91,096 2.2 98,406 2.4 4,099,916 135,504 2.8 99,546 2.1 4,785,301
NON U.S. 10 47,414 1.2 92,363 2.3   259,725 5.4 204,385 4.3  
  16 138,510 3.4 190,769 4.7   395,229 8.3 303,931 6.4  
CME E-MINI S&P 500 U.S.   855 0.1 0 0.0 1,459,577 0 0.0 0 0.0 3,192,461
NON U.S.   13,218 0.9 22,411 1.5   25,716 0.8 32,274 1.0  
  14 14,073 1.0 22,411 1.5   25,716 0.8 32,274 1.0