June Bank Participation Report Options IN CONTRACT

  REPORT DATE: 6/7/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   6,757 2.9 1,661 0.7 233,385 2,508 1.6 3,914 2.6 152,543
NON U.S.   3,600 1.5 8,311 3.6   900 0.6 1,130 0.7  
  7 10,357 4.4 9,972 4.3   3,408 2.2 5,044 3.3  
CBT CORN U.S.   19,032 1.6 13,989 1.2 1,196,527 8,302 0.9 14,106 1.6 893,125
NON U.S.   4,474 0.4 13,229 1.1   6,486 0.7 12,456 1.4  
  10 23,506 2.0 27,218 2.3   14,788 1.7 26,562 3.0  
CBT SOYBEANS U.S.   3,467 0.8 2,970 0.7 412,575 3,782 1.0 6,372 1.7 364,570
NON U.S.   1,657 0.4 4,671 1.1   56 0.0 2,856 0.8  
  8 5,124 1.2 7,641 1.9   3,838 1.1 9,228 2.5  
CBT UST BOND U.S.   5,025 2.2 6,032 2.7 224,959 4,779 2.1 26,983 11.6 232,333
NON U.S.   15,926 7.1 17,155 7.6   5,613 2.4 7,280 3.1  
  9 20,951 9.3 23,187 10.3   10,392 4.5 34,263 14.7  
NYME NY HARBOR ULSD U.S.   725 12.1 325 5.4 5,996 725 13.1 425 7.7 5,553
NON U.S.   75 1.3 0 0.0   350 6.3 100 1.8  
  5 800 13.3 325 5.4   1,075 19.4 525 9.5  
IFED NAT GAS ICE PEN U.S.   487,410 8.6 739,852 13.1 5,663,205 447,664 11.7 262,558 6.8 3,836,950
NON U.S.   152,698 2.7 199,524 3.5   159,920 4.2 102,280 2.7  
  9 640,108 11.3 939,376 16.6   607,584 15.8 364,838 9.5  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 117,334 5.9 294,174 14.8 1,993,592 219,388 15.7 67,700 4.8 1,395,998
NON U.S. 7 66,373 3.3 171,527 8.6   127,173 9.1 76,009 5.4  
  11 183,707 9.2 465,701 23.4   346,561 24.8 143,709 10.3  
NYME HENRY HUB LAST DAY FIN U.S. 4 382 2.1 6,418 35.3 18,207 3,256 23.6 768 5.6 13,775
NON U.S. 4 8,033 44.1 3,447 18.9   165 1.2 10,128 73.5  
  8 8,415 46.2 9,865 54.2   3,421 24.8 10,896 79.1  
CBT UST 10Y NOTE U.S. 5 15,814 1.5 25,003 2.3 1,084,749 27,370 2.2 40,941 3.3 1,238,880
NON U.S. 18 74,063 6.8 49,480 4.6   104,842 8.5 87,657 7.1  
  23 89,877 8.3 74,483 6.9   132,212 10.7 128,598 10.4  
CBT UST 5Y NOTE U.S. 5 19,814 4.5 7,200 1.6 441,158 36,821 6.9 15,600 2.9 530,362
NON U.S. 11 12,962 2.9 7,866 1.8   34,102 6.4 7,308 1.4  
  16 32,776 7.4 15,066 3.4   70,923 13.4 22,908 4.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   22,445 5.5 40,300 9.9 408,081 32,450 18.1 18,695 10.4 179,469
NON U.S.   6,000 1.5 5,440 1.3   2,550 1.4 1,400 0.8  
  7 28,445 7.0 45,740 11.2   35,000 19.5 20,095 11.2  
NYME WTI-PHYSICAL U.S.   57,953 4.1 94,756 6.8 1,401,889 65,625 8.4 34,941 4.5 778,974
NON U.S.   36,786 2.6 78,995 5.6   53,105 6.8 23,143 3.0  
  16 94,739 6.8 173,751 12.4   118,730 15.2 58,084 7.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,163 3.8 16,218 15.0 108,312 25,672 18.5 11,545 8.3 138,944
NON U.S. 7 16,411 15.2 44,255 40.9   37,207 26.8 15,247 11.0  
  11 20,574 19.0 60,473 55.8   62,879 45.3 26,792 19.3  
ICUS SUGAR NO. 11 U.S.   1,264 0.4 9,077 2.5 356,677 1,441 0.5 2,340 0.8 294,144
NON U.S.   689 0.2 10,700 3.0   450 0.2 4,349 1.5  
  6 1,953 0.5 19,777 5.5   1,891 0.6 6,689 2.3  
ICUS COFFEE C U.S.   635 0.6 340 0.3 113,374 10 0.0 500 0.4 113,901
NON U.S.   107 0.1 9 0.0   7 0.0 0 0.0  
  5 742 0.7 349 0.3   17 0.0 500 0.4  
CMX SILVER U.S.   3,192 4.1 1,942 2.5 77,577 10 0.0 1,127 2.8 39,753
NON U.S.   3,629 4.7 4,174 5.4   1,602 4.0 1,053 2.6  
  9 6,821 8.8 6,116 7.9   1,612 4.1 2,180 5.5  
CMX GOLD U.S.   18,005 3.5 39,265 7.5 520,933 10,196 4.4 3,351 1.4 231,212
NON U.S.   9,932 1.9 19,453 3.7   9,529 4.1 8,145 3.5  
  12 27,937 5.4 58,718 11.3   19,725 8.5 11,496 5.0  
CME EURO FX U.S.   0 0.0 0 0.0 99,891 3,307 2.9 0 0.0 114,306
NON U.S.   3,589 3.6 3,787 3.8   3,314 2.9 6,327 5.5  
  5 3,589 3.6 3,787 3.8   6,621 5.8 6,327 5.5  
CME EURODOLLARS-3M U.S. 6 716,226 4.0 661,390 3.7 17,903,568 770,061 4.1 269,163 1.4 18,643,948
NON U.S. 17 345,961 1.9 385,867 2.2   436,160 2.3 121,455 0.7  
  23 1,062,187 5.9 1,047,257 5.8   1,206,221 6.5 390,618 2.1  
CME SOFR-3M U.S. 6 65,412 2.8 56,900 2.5 2,308,370 82,710 3.5 47,658 2.0 2,362,585
NON U.S. 11 36,662 1.6 69,305 3.0   76,602 3.2 59,943 2.5  
  17 102,074 4.4 126,205 5.5   159,312 6.7 107,601 4.6  
CME E-MINI S&P 500 U.S.   1,208 0.1 0 0.0 1,581,908 0 0.0 24 0.0 3,076,371
NON U.S.   16,383 1.0 25,256 1.6   21,767 0.7 28,385 0.9  
  15 17,591 1.1 25,256 1.6   21,767 0.7 28,409 0.9