July Bank Participation Report Options IN CONTRACT

  REPORT DATE: 7/11/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   12,118 1.3 10,314 1.1 916,778 10,970 1.3 13,198 1.6 833,883
NON U.S.   5,096 0.6 22,822 2.5   6,396 0.8 6,672 0.8  
  7 17,214 1.9 33,136 3.6   17,366 2.1 19,870 2.4  
CBT SOYBEANS U.S.   4,924 1.3 2,755 0.7 376,571 3,475 1.0 3,902 1.2 331,625
NON U.S.   648 0.2 1,137 0.3   2,906 0.9 2,605 0.8  
  7 5,572 1.5 3,892 1.0   6,381 1.9 6,507 2.0  
CBT UST BOND U.S. 4 5,074 1.9 12,698 4.8 263,758 12,468 5.5 10,135 4.5 225,528
NON U.S. 6 6,129 2.3 2,445 0.9   6,689 3.0 4,060 1.8  
  10 11,203 4.2 15,143 5.7   19,157 8.5 14,195 6.3  
NYME NY HARBOR ULSD U.S.   710 10.6 600 8.9 6,716 275 9.6 400 14.0 2,858
NON U.S.   650 9.7 625 9.3   650 22.7 325 11.4  
  6 1,360 20.3 1,225 18.2   925 32.4 725 25.4  
IFED NAT GAS ICE PEN U.S.   997,428 17.2 885,758 15.3 5,795,130 577,292 9.8 497,940 8.4 5,901,976
NON U.S.   175,890 3.0 293,414 5.1   229,340 3.9 151,052 2.6  
  9 1,173,318 20.2 1,179,172 20.3   806,632 13.7 648,992 11.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 163,142 9.6 267,529 15.8 1,691,971 134,227 8.7 88,766 5.8 1,537,461
NON U.S. 8 66,960 4.0 151,001 8.9   124,343 8.1 54,059 3.5  
  12 230,102 13.6 418,530 24.7   258,570 16.8 142,825 9.3  
NYME HENRY HUB LAST DAY FIN U.S.   1,880 4.3 3,225 7.5 43,229 770 4.3 0 0.0 18,035
NON U.S.   22,979 53.2 13,933 32.2   1,225 6.8 14,505 80.4  
  9 24,859 57.5 17,158 39.7   1,995 11.1 14,505 80.4  
CBT UST 10Y NOTE U.S. 6 29,242 2.0 44,068 3.0 1,462,958 30,015 2.8 22,058 2.1 1,058,485
NON U.S. 15 82,831 5.7 45,645 3.1   49,619 4.7 37,000 3.5  
  21 112,073 7.7 89,713 6.1   79,634 7.5 59,058 5.6  
CBT UST 5Y NOTE U.S. 5 32,246 4.0 30,761 3.8 814,714 33,931 7.0 13,075 2.7 481,612
NON U.S. 7 19,132 2.3 20,361 2.5   7,839 1.6 17,411 3.6  
  12 51,378 6.3 51,122 6.3   41,770 8.7 30,486 6.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   21,400 6.3 35,915 10.6 337,566 27,765 12.6 15,285 6.9 221,211
NON U.S.   10,600 3.1 3,600 1.1   4,100 1.9 5,950 2.7  
  5 32,000 9.5 39,515 11.7   31,865 14.4 21,235 9.6  
IFED WTI CRUDE OIL 1ST LINE U.S.   600 4.6 2,970 22.5 13,179 16,680 39.3 13,260 31.3 42,399
NON U.S.   60 0.5 7,935 60.2   855 2.0 0 0.0  
  5 660 5.0 10,905 82.7   17,535 41.4 13,260 31.3  
NYME WTI-PHYSICAL U.S.   48,895 3.6 79,323 5.9 1,355,862 66,828 7.6 27,132 3.1 880,234
NON U.S.   42,363 3.1 66,254 4.9   43,925 5.0 32,583 3.7  
  15 91,258 6.7 145,577 10.7   110,753 12.6 59,715 6.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,920 4.3 13,748 15.2 90,481 13,832 18.1 5,372 7.0 76,268
NON U.S. 7 9,426 10.4 27,126 30.0   21,592 28.3 8,403 11.0  
  11 13,346 14.8 40,874 45.2   35,424 46.4 13,775 18.1  
ICUS SUGAR NO. 11 U.S.   1,555 0.4 8,960 2.3 388,907 2,350 0.7 9,064 2.6 347,837
NON U.S.   4,100 1.1 3,910 1.0   2,100 0.6 11,780 3.4  
  6 5,655 1.5 12,870 3.3   4,450 1.3 20,844 6.0  
ICUS COFFEE C U.S.   1,494 1.8 619 0.8 81,780 500 0.8 845 1.4 60,165
NON U.S.   678 0.8 0 0.0   1,336 2.2 416 0.7  
  5 2,172 2.7 619 0.8   1,836 3.1 1,261 2.1  
CMX SILVER U.S.   6,379 8.0 6,355 8.0 79,646 351 1.2 1,398 4.7 29,666
NON U.S.   1,202 1.5 2,799 3.5   889 3.0 1,199 4.0  
  7 7,581 9.5 9,154 11.5   1,240 4.2 2,597 8.8  
CMX GOLD U.S.   18,145 3.2 27,475 4.8 574,909 7,775 2.9 10,002 3.7 272,079
NON U.S.   28,857 5.0 31,829 5.5   20,337 7.5 17,192 6.3  
  16 47,002 8.2 59,304 10.3   28,112 10.3 27,194 10.0  
CME SOFR-3M U.S. 7 784,986 4.3 615,195 3.3 18,399,958 649,270 3.7 443,044 2.6 17,348,983
NON U.S. 24 301,931 1.6 314,140 1.7   399,211 2.3 286,975 1.7  
  31 1,086,917 5.9 929,335 5.1   1,048,481 6.0 730,019 4.2  
CME E-MINI S&P 500 U.S.   0 0.0 0 0.0 1,498,699 450 0.0 0 0.0 3,559,515
NON U.S.   16,072 1.1 10,550 0.7   30,015 0.8 39,092 1.1  
  13 16,072 1.1 10,550 0.7   30,465 0.9 39,092 1.1