July Bank Participation Report Options IN CONTRACT

  REPORT DATE: 7/5/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   3,662 1.8 616 0.3 202,735 690 0.6 1,691 1.6 108,956
NON U.S.   2,970 1.5 7,285 3.6   379 0.3 586 0.5  
  6 6,632 3.3 7,901 3.9   1,069 1.0 2,277 2.1  
CBT CORN U.S.   43,074 3.6 34,536 2.9 1,190,379 4,527 0.7 8,069 1.2 657,082
NON U.S.   4,640 0.4 12,429 1.0   3,135 0.5 2,413 0.4  
  9 47,714 4.0 46,965 3.9   7,662 1.2 10,482 1.6  
CBT SOYBEANS U.S.   3,787 1.1 1,909 0.5 360,364 3,264 1.4 1,821 0.8 233,441
NON U.S.   1,692 0.5 4,856 1.3   714 0.3 1,066 0.5  
  8 5,479 1.5 6,765 1.9   3,978 1.7 2,887 1.2  
CBT SOYBEAN OIL U.S.   4,290 4.9 1,100 1.3 87,259 150 0.2 101 0.2 62,821
NON U.S.   683 0.8 665 0.8   300 0.5 483 0.8  
  5 4,973 5.7 1,765 2.0   450 0.7 584 0.9  
CBT UST BOND U.S.   5,400 2.1 11,916 4.7 253,291 6,662 2.3 31,357 11.0 285,413
NON U.S.   11,137 4.4 17,957 7.1   12,191 4.3 8,935 3.1  
  10 16,537 6.5 29,873 11.8   18,853 6.6 40,292 14.1  
NYME NY HARBOR ULSD U.S.   925 12.8 325 4.5 7,206 375 6.4 150 2.5 5,903
NON U.S.   100 1.4 0 0.0   300 5.1 100 1.7  
  5 1,025 14.2 325 4.5   675 11.4 250 4.2  
IFED NAT GAS ICE PEN U.S.   465,360 8.8 696,182 13.1 5,299,456 428,744 11.8 279,868 7.7 3,623,740
NON U.S.   160,558 3.0 208,604 3.9   151,760 4.2 105,380 2.9  
  9 625,918 11.8 904,786 17.1   580,504 16.0 385,248 10.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 125,379 6.8 294,101 16.0 1,841,302 218,729 16.1 79,673 5.9 1,355,846
NON U.S. 7 68,141 3.7 166,511 9.0   122,658 9.0 76,893 5.7  
  11 193,520 10.5 460,612 25.0   341,387 25.2 156,566 11.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 318 1.8 5,904 32.7 18,055 2,700 20.3 630 4.7 13,319
NON U.S. 4 8,587 47.6 3,355 18.6   122 0.9 10,330 77.6  
  8 8,905 49.3 9,259 51.3   2,822 21.2 10,960 82.3  
CBT UST 10Y NOTE U.S. 6 28,942 2.4 39,626 3.3 1,202,288 46,721 3.0 58,027 3.7 1,574,594
NON U.S. 14 73,464 6.1 46,087 3.8   112,915 7.2 91,131 5.8  
  20 102,406 8.5 85,713 7.1   159,636 10.1 149,158 9.5  
CBT UST 5Y NOTE U.S. 5 26,487 4.7 3,500 0.6 561,083 38,048 5.9 11,900 1.9 640,860
NON U.S. 8 10,765 1.9 6,504 1.2   27,215 4.2 6,716 1.0  
  13 37,252 6.6 10,004 1.8   65,263 10.2 18,616 2.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   22,850 6.1 39,555 10.6 373,413 32,010 17.0 18,520 9.9 187,883
NON U.S.   6,450 1.7 5,490 1.5   2,550 1.4 2,300 1.2  
  7 29,300 7.8 45,045 12.1   34,560 18.4 20,820 11.1  
NYME WTI-PHYSICAL U.S.   60,560 4.4 96,263 6.9 1,385,166 69,230 8.8 35,807 4.6 785,518
NON U.S.   42,551 3.1 86,159 6.2   59,025 7.5 23,030 2.9  
  16 103,111 7.4 182,422 13.2   128,255 16.3 58,837 7.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,930 3.8 15,378 15.1 102,123 23,571 18.0 9,936 7.6 130,774
NON U.S. 7 15,566 15.2 41,351 40.5   35,472 27.1 15,084 11.5  
  11 19,496 19.1 56,729 55.5   59,043 45.1 25,020 19.1  
ICUS SUGAR NO. 11 U.S.   855 0.3 9,106 2.9 309,683 1,955 0.7 3,912 1.5 267,905
NON U.S.   239 0.1 10,150 3.3   100 0.0 2,549 1.0  
  5 1,094 0.4 19,256 6.2   2,055 0.8 6,461 2.4  
CMX SILVER U.S.   1,315 1.8 1,474 2.1 71,853 35 0.2 560 2.4 23,082
NON U.S.   2,194 3.1 3,023 4.2   1,096 4.7 1,325 5.7  
  7 3,509 4.9 4,497 6.3   1,131 4.9 1,885 8.2  
CMX GOLD U.S.   21,980 3.9 41,980 7.4 568,223 7,887 2.8 5,993 2.1 282,527
NON U.S.   10,000 1.8 24,549 4.3   10,076 3.6 11,415 4.0  
  13 31,980 5.6 66,529 11.7   17,963 6.4 17,408 6.2  
CME EURO FX U.S.   0 0.0 0 0.0 142,086 2,969 1.9 0 0.0 156,392
NON U.S.   3,589 2.5 4,600 3.2   3,314 2.1 7,073 4.5  
  5 3,589 2.5 4,600 3.2   6,283 4.0 7,073 4.5  
CME EURODOLLARS-3M U.S. 5 608,312 4.2 436,932 3.0 14,596,592 610,227 4.0 191,434 1.3 15,095,070
NON U.S. 15 267,747 1.8 215,644 1.5   339,520 2.2 79,727 0.5  
  20 876,059 6.0 652,576 4.5   949,747 6.3 271,161 1.8  
CME SOFR-3M U.S. 6 70,861 2.0 75,985 2.2 3,500,285 59,211 1.6 47,025 1.3 3,729,901
NON U.S. 10 41,312 1.2 63,043 1.8   159,466 4.3 127,033 3.4  
  16 112,173 3.2 139,028 4.0   218,677 5.9 174,058 4.7  
CME E-MINI S&P 500 U.S.   3,362 0.2 0 0.0 1,454,939 0 0.0 68 0.0 2,670,610
NON U.S.   16,121 1.1 22,783 1.6   20,055 0.8 19,790 0.7  
  12 19,483 1.3 22,783 1.6   20,055 0.8 19,858 0.7