February Bank Participation Report Options IN CONTRACT

	REPORT DATE: 2/6/2024
COMMODITY	BANK TYPE	BANK COUNT	LONG CALLS	%	SHORT CALLS	%	CALL O.I.	LONG PUTS	%	SHORT PUTS	%	PUT O.I.
CBT CORN	U.S.		6,650	1.0	7,162	1.1	665,032	7,109	1.3	7,703	1.4	567,315
	NON U.S.		6,171	0.9	4,777	0.7		11,874	2.1	15,827	2.8
		9	12,821	1.9	11,939	1.8		18,983	3.3	23,530	4.1
CBT SOYBEANS	U.S.		1,942	0.6	2,862	0.9	315,271	1,839	0.5	2,048	0.5	405,485
	NON U.S.		2,086	0.7	1,875	0.6		8,166	2.0	7,901	1.9
		7	4,028	1.3	4,737	1.5		10,005	2.5	9,949	2.5
CBT UST BOND	U.S.	4	4,877	1.7	13,731	4.7	290,881	32,273	7.0	10,035	2.2	461,594
	NON U.S.	6	5,119	1.8	11,204	3.9		8,875	1.9	7,531	1.6
		10	9,996	3.4	24,935	8.6		41,148	8.9	17,566	3.8
NYME NY HARBOR ULSD	U.S.		1,370	8.0	2,605	15.3	17,042	70	2.1	285	8.5	3,334
	NON U.S.		1,743	10.2	1,468	8.6		0	0.0	25	0.7
		6	3,113	18.3	4,073	23.9		70	2.1	310	9.3
IFED NAT GAS ICE PEN	U.S.		1,171,646	15.9	1,178,464	16.0	7,353,769	972,452	13.2	856,832	11.6	7,356,435
	NON U.S.		151,166	2.1	251,373	3.4		209,016	2.8	119,276	1.6
		9	1,322,812	18.0	1,429,837	19.4		1,181,468	16.1	976,108	13.3
NYME EUR STYLE NATURAL GAS OPTIONS	U.S.	4	197,976	9.8	288,893	14.3	2,023,980	197,433	10.9	148,205	8.2	1,809,757
	NON U.S.	8	87,093	4.3	156,387	7.7		122,783	6.8	67,034	3.7
		12	285,069	14.1	445,280	22.0		320,216	17.7	215,239	11.9
NYME HENRY HUB LAST DAY FIN	U.S.	4	24,425	27.5	2,780	3.1	88,749	1,620	3.3	500	1.0	49,434
	NON U.S.	6	20,267	22.8	26,534	29.9		13,552	27.4	24,465	49.5
		10	44,692	##	29,314	33.0		15,172	30.7	24,965	50.5
CBT UST 10Y NOTE	U.S.	4	28,151	2.1	58,276	4.4	1,334,428	57,703	3.2	40,717	2.2	1,822,671
	NON U.S.	14	36,493	2.7	41,300	3.1		65,524	3.6	64,685	3.5
		18	64,644	4.8	99,576	7.5		123,227	6.8	105,402	5.8
CBT UST 5Y NOTE	U.S.	5	5,742	1.0	23,212	4.1	560,313	22,771	4.4	15,300	2.9	520,888
	NON U.S.	9	20,863	3.7	16,132	2.9		17,798	3.4	25,109	4.8
		14	26,605	4.7	39,344	7.0		40,569	7.8	40,409	7.8
ICEU CRUDE OIL, LIGHT SWEET-WTI	U.S.		21,040	6.4	29,508	8.9	331,209	30,839	10.6	19,220	6.6	290,477
	NON U.S.		17,000	5.1	5,950	1.8		5,600	1.9	7,890	2.7
		6	38,040	11.5	35,458	10.7		36,439	12.5	27,110	9.3
NYME WTI-PHYSICAL	U.S.		66,164	4.9	93,292	7.0	1,338,532	65,658	7.6	20,061	2.3	859,057
	NON U.S.		34,485	2.6	73,825	5.5		62,385	7.3	28,326	3.3
		13	100,649	7.5	167,117	12.5		128,043	14.9	48,387	5.6
NYME CRUDE OIL AVG PRICE OPTIONS	U.S.	5	3,092	3.6	18,429	21.6	85,502	24,935	19.9	11,046	8.8	125,288
	NON U.S.	7	4,531	5.3	31,123	36.4		31,321	25.0	9,711	7.8
		12	7,623	8.9	49,552	58.0		56,256	44.9	20,757	16.6
ICUS SUGAR NO. 11	U.S.		5,632	1.0	23,866	4.2	564,402	2,900	0.6	16,679	3.7	454,432
	NON U.S.		1,390	0.2	2,485	0.4		2,102	0.5	10,392	2.3
		6	7,022	1.2	26,351	4.7		5,002	1.1	27,071	6.0
CMX SILVER	U.S.		5,618	7.9	5,913	8.3	71,397	746	2.2	4,765	14.2	33,605
	NON U.S.		3,514	4.9	1,911	2.7		1,140	3.4	2,137	6.4
		9	9,132	12.8	7,824	11.0		1,886	5.6	6,902	20.5
CMX GOLD	U.S.		25,143	4.6	29,225	5.4	540,807	6,429	2.4	8,232	3.1	266,155
	NON U.S.		26,323	4.9	26,931	5.0		17,704	6.7	15,342	5.8
		16	51,466	9.5	56,156	10.4		24,133	9.1	23,574	8.9
CME SOFR-3M	U.S.	7	866,669	3.5	588,722	2.4	24,461,655	562,865	3.1	403,528	2.2	18,395,917
	NON U.S.	26	418,132	1.7	401,790	1.6		364,324	2.0	259,145	1.4
		33	1,284,801	5.3	990,512	4.0		927,189	5.0	662,673	3.6
CME E-MINI S&P 500	U.S.		226	0.0	0	0.0	1,687,688	450	0.0	0	0.0	4,420,403
	NON U.S.		24,514	1.5	14,188	0.8		48,535	1.1	48,206	1.1
		16	24,740	1.5	14,188	0.8		48,985	1.1	48,206	1.1