January Bank Participation Report Options IN CONTRACT

  REPORT DATE: 1/3/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   3,300 0.7 2,998 0.6 474,401 1,965 0.5 3,318 0.8 409,082
NON U.S.   2,637 0.6 1,400 0.3   4,300 1.1 1,635 0.4  
  8 5,937 1.3 4,398 0.9   6,265 1.5 4,953 1.2  
CBT SOYBEANS U.S.   2,980 1.6 1,090 0.6 188,774 836 0.4 1,495 0.7 203,102
NON U.S.   2,060 1.1 434 0.2   2,268 1.1 2,138 1.1  
  7 5,040 2.7 1,524 0.8   3,104 1.5 3,633 1.8  
CBT UST BOND U.S.   8,771 4.7 6,382 3.4 187,599 5,282 2.4 3,563 1.6 220,438
NON U.S.   4,771 2.5 5,994 3.2   7,944 3.6 2,713 1.2  
  8 13,542 7.2 12,376 6.6   13,226 6.0 6,276 2.8  
NYME NY HARBOR ULSD U.S.   425 6.5 75 1.1 6,576 425 6.6 100 1.6 6,407
NON U.S.   150 2.3 125 1.9   425 6.6 225 3.5  
  5 575 8.7 200 3.0   850 13.3 325 5.1  
IFED NAT GAS ICE PEN U.S.   830,012 16.4 661,562 13.0 5,070,127 579,084 12.2 595,980 12.6 4,730,201
NON U.S.   132,382 2.6 182,188 3.6   216,180 4.6 128,700 2.7  
  9 962,394 19.0 843,750 16.6   795,264 16.8 724,680 15.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 128,607 8.9 238,783 16.5 1,445,893 202,336 13.9 90,040 6.2 1,453,286
NON U.S. 8 62,830 4.3 154,203 10.7   139,239 9.6 75,426 5.2  
  12 191,437 13.2 392,986 27.2   341,575 23.5 165,466 11.4  
NYME HENRY HUB LAST DAY FIN U.S.   550 2.8 3,425 17.6 19,476 200 1.9 0 0.0 10,721
NON U.S.   7,999 41.1 8,353 42.9   259 2.4 7,448 69.5  
  6 8,549 43.9 11,778 60.5   459 4.3 7,448 69.5  
CBT UST 10Y NOTE U.S. 4 15,210 1.4 10,966 1.0 1,109,489 9,336 0.6 12,776 0.8 1,650,295
NON U.S. 8 35,416 3.2 20,980 1.9   35,303 2.1 31,681 1.9  
  12 50,626 4.6 31,946 2.9   44,639 2.7 44,457 2.7  
CBT UST 5Y NOTE U.S. 5 10,175 2.1 7,125 1.4 492,559 11,412 2.8 9,444 2.3 406,441
NON U.S. 6 25,956 5.3 25,137 5.1   13,770 3.4 33,340 8.2  
  11 36,131 7.3 32,262 6.5   25,182 6.2 42,784 10.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   18,135 7.6 31,170 13.1 237,188 29,752 17.3 20,035 11.6 172,419
NON U.S.   7,650 3.2 4,690 2.0   4,150 2.4 5,350 3.1  
  7 25,785 10.9 35,860 15.1   33,902 19.7 25,385 14.7  
NYME WTI-PHYSICAL U.S.   52,638 3.1 73,756 4.3 1,695,954 66,813 10.3 36,963 5.7 646,264
NON U.S.   32,000 1.9 68,153 4.0   53,512 8.3 21,737 3.4  
  16 84,638 5.0 141,909 8.4   120,325 18.6 58,700 9.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,377 6.0 13,263 18.0 73,540 17,256 23.9 6,585 9.1 72,262
NON U.S. 7 10,077 13.7 19,335 26.3   16,136 22.3 9,706 13.4  
  11 14,454 19.7 32,598 44.3   33,392 46.2 16,291 22.5  
ICUS SUGAR NO. 11 U.S.   1,640 0.6 11,271 4.4 255,288 1,150 0.4 8,220 2.9 284,124
NON U.S.   1,100 0.4 11,227 4.4   3,456 1.2 5,873 2.1  
  6 2,740 1.1 22,498 8.8   4,606 1.6 14,093 5.0  
ICUS COFFEE C U.S.   5,410 4.3 2,759 2.2 125,100 1,740 2.0 100 0.1 89,093
NON U.S.   522 0.4 166 0.1   19 0.0 525 0.6  
  5 5,932 4.7 2,925 2.3   1,759 2.0 625 0.7  
CMX SILVER U.S.   3,739 6.0 4,846 7.8 62,179 350 1.1 1,887 6.2 30,678
NON U.S.   1,662 2.7 2,951 4.7   1,410 4.6 1,526 5.0  
  8 5,401 8.7 7,797 12.5   1,760 5.7 3,413 11.1  
CMX GOLD U.S.   17,995 4.4 25,272 6.1 413,226 1,383 0.7 11,100 5.4 205,553
NON U.S.   12,960 3.1 21,952 5.3   11,546 5.6 6,352 3.1  
  13 30,955 7.5 47,224 11.4   12,929 6.3 17,452 8.5  
CME EURODOLLARS-3M U.S. 4 342,318 4.6 182,535 2.5 7,427,724 211,948 5.9 30,261 0.8 3,566,059
NON U.S. 11 118,142 1.6 66,776 0.9   102,529 2.9 15,840 0.4  
  15 460,460 6.2 249,311 3.4   314,477 8.8 46,101 1.3  
CME SOFR-3M U.S. 6 295,121 2.6 267,816 2.4 11,345,391 282,874 3.0 236,693 2.5 9,495,504
NON U.S. 19 204,304 1.8 164,832 1.5   183,678 1.9 87,973 0.9  
  25 499,425 4.4 432,648 3.8   466,552 4.9 324,666 3.4  
CME E-MINI S&P 500 U.S.   567 0.0 0 0.0 1,334,993 0 0.0 0 0.0 2,680,510
NON U.S.   10,990 0.8 10,598 0.8   10,642 0.4 24,249 0.9  
  11 11,557 0.9 10,598 0.8   10,642 0.4 24,249 0.9