August Bank Participation Report Options IN CONTRACT

  REPORT DATE: 8/1/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   4,009 2.0 2,937 1.4 203,871 680 0.7 832 0.9 93,246
NON U.S.   3,024 1.5 2,720 1.3   20 0.0 45 0.0  
  6 7,033 3.4 5,657 2.8   700 0.8 877 0.9  
CBT CORN U.S.   13,095 1.6 14,075 1.8 799,599 12,856 1.5 18,872 2.2 841,858
NON U.S.   1,982 0.2 13,296 1.7   8,840 1.1 8,362 1.0  
  8 15,077 1.9 27,371 3.4   21,696 2.6 27,234 3.2  
CBT SOYBEANS U.S.   5,468 1.7 2,577 0.8 327,266 3,269 0.9 3,942 1.1 365,518
NON U.S.   889 0.3 1,537 0.5   2,930 0.8 2,605 0.7  
  7 6,357 1.9 4,114 1.3   6,199 1.7 6,547 1.8  
CBT UST BOND U.S. 4 6,198 2.9 11,750 5.5 212,105 13,722 4.9 6,151 2.2 278,654
NON U.S. 5 5,150 2.4 3,350 1.6   4,010 1.4 4,600 1.7  
  9 11,348 5.4 15,100 7.1   17,732 6.4 10,751 3.9  
NYME NY HARBOR ULSD U.S.   750 9.8 425 5.6 7,657 150 6.4 450 19.1 2,353
NON U.S.   1,255 16.4 1,175 15.3   575 24.4 205 8.7  
  6 2,005 26.2 1,600 20.9   725 30.8 655 27.8  
IFED NAT GAS ICE PEN U.S.   963,398 16.8 891,538 15.6 5,729,105 652,252 11.3 503,120 8.7 5,761,122
NON U.S.   163,805 2.9 286,443 5.0   226,576 3.9 135,888 2.4  
  9 1,127,203 19.7 1,177,981 20.6   878,828 15.3 639,008 11.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 163,422 10.0 266,009 16.3 1,636,403 140,453 9.5 90,098 6.1 1,475,000
NON U.S. 8 64,007 3.9 144,204 8.8   122,153 8.3 49,892 3.4  
  12 227,429 13.9 410,213 25.1   262,606 17.8 139,990 9.5  
NYME HENRY HUB LAST DAY FIN U.S.   1,630 3.9 3,150 7.6 41,430 845 4.7 75 0.4 18,132
NON U.S.   21,145 51.0 14,135 34.1   2,100 11.6 13,856 76.4  
  9 22,775 55.0 17,285 41.7   2,945 16.2 13,931 76.8  
CBT UST 10Y NOTE U.S. 6 31,597 2.5 50,988 4.0 1,279,259 52,010 4.3 16,426 1.4 1,207,232
NON U.S. 12 66,744 5.2 24,219 1.9   30,798 2.6 42,476 3.5  
  18 98,341 7.7 75,207 5.9   82,808 6.9 58,902 4.9  
CBT UST 5Y NOTE U.S. 5 20,647 3.3 19,523 3.1 633,411 42,196 9.6 12,538 2.8 441,832
NON U.S. 9 11,097 1.8 25,260 4.0   7,254 1.6 21,260 4.8  
  14 31,744 5.0 44,783 7.1   49,450 11.2 33,798 7.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   21,950 7.0 36,975 11.7 315,422 28,315 12.8 13,910 6.3 220,463
NON U.S.   11,800 3.7 5,350 1.7   5,600 2.5 7,050 3.2  
  5 33,750 10.7 42,325 13.4   33,915 15.4 20,960 9.5  
IFED WTI CRUDE OIL 1ST LINE U.S.   600 5.2 2,350 20.3 11,591 13,850 39.4 11,050 31.5 35,111
NON U.S.   50 0.4 7,435 64.1   755 2.2 0 0.0  
  5 650 5.6 9,785 84.4   14,605 41.6 11,050 31.5  
NYME WTI-PHYSICAL U.S.   48,002 3.8 83,903 6.6 1,278,623 67,943 8.0 25,472 3.0 852,731
NON U.S.   36,676 2.9 63,574 5.0   44,714 5.2 28,244 3.3  
  14 84,678 6.6 147,477 11.5   112,657 13.2 53,716 6.3  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,672 4.2 15,310 17.4 88,054 15,438 19.9 5,263 6.8 77,506
NON U.S. 7 8,043 9.1 25,929 29.4   21,797 28.1 7,572 9.8  
  11 11,715 13.3 41,239 46.8   37,235 48.0 12,835 16.6  
ICUS SUGAR NO. 11 U.S.   3,705 0.9 10,633 2.7 393,207 5,084 1.4 10,171 2.8 358,237
NON U.S.   3,494 0.9 4,494 1.1   2,100 0.6 13,140 3.7  
  6 7,199 1.8 15,127 3.8   7,184 2.0 23,311 6.5  
ICUS COFFEE C U.S.   1,789 2.5 699 1.0 70,712 500 0.9 930 1.7 55,515
NON U.S.   660 0.9 0 0.0   1,736 3.1 398 0.7  
  5 2,449 3.5 699 1.0   2,236 4.0 1,328 2.4  
CMX SILVER U.S.   5,487 7.3 6,609 8.7 75,558 371 1.2 2,308 7.4 31,068
NON U.S.   1,557 2.1 3,049 4.0   1,031 3.3 1,001 3.2  
  6 7,044 9.3 9,658 12.8   1,402 4.5 3,309 10.7  
CMX GOLD U.S.   11,893 2.3 25,595 4.9 527,579 4,122 1.7 7,693 3.2 243,291
NON U.S.   25,956 4.9 28,590 5.4   17,229 7.1 14,526 6.0  
  15 37,849 7.2 54,185 10.3   21,351 8.8 22,219 9.1  
CME EURO FX U.S.   140 0.1 0 0.0 195,398 260 0.2 0 0.0 121,110
NON U.S.   263 0.1 3,826 2.0   2,494 2.1 2,300 1.9  
  5 403 0.2 3,826 2.0   2,754 2.3 2,300 1.9  
CME SOFR-3M U.S. 7 841,573 4.7 766,220 4.3 17,986,844 671,209 3.8 436,762 2.5 17,648,772
NON U.S. 22 311,843 1.7 347,702 1.9   385,170 2.2 267,621 1.5  
  29 1,153,416 6.4 1,113,922 6.2   1,056,379 6.0 704,383 4.0  
CME E-MINI S&P 500 U.S.   290 0.0 0 0.0 1,437,919 250 0.0 0 0.0 3,612,282
NON U.S.   17,078 1.2 10,791 0.8   36,258 1.0 47,098 1.3  
  16 17,368 1.2 10,791 0.8   36,508 1.0 47,098 1.3