March Bank Participation Report Options IN CONTRACT

  REPORT DATE: 3/1/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,713 0.9 550 0.3 197,103 180 0.2 818 0.7 113,087
NON U.S.   2,497 1.3 7,306 3.7   440 0.4 280 0.2  
  6 4,210 2.1 7,856 4.0   620 0.5 1,098 1.0  
CBT CORN U.S.   1,335 0.2 3,515 0.5 748,373 983 0.2 5,068 1.0 500,420
NON U.S.   1,747 0.2 13,309 1.8   5,536 1.1 12,249 2.4  
  6 3,082 0.4 16,824 2.2   6,519 1.3 17,317 3.5  
CBT SOYBEANS U.S.   95 0.0 458 0.1 367,776 51 0.0 4,190 1.2 339,188
NON U.S.   1,929 0.5 3,412 0.9   443 0.1 1,700 0.5  
  6 2,024 0.6 3,870 1.1   494 0.1 5,890 1.7  
CBT UST BOND U.S. 4 4,055 2.2 6,772 3.7 182,157 2,600 1.1 6,439 2.7 238,986
NON U.S. 5 4,721 2.6 1,595 0.9   5,116 2.1 9,598 4.0  
  9 8,776 4.8 8,367 4.6   7,716 3.2 16,037 6.7  
NYME NY HARBOR ULSD U.S.   775 10.6 350 4.8 7,305 450 10.3 225 5.2 4,365
NON U.S.   0 0.0 50 0.7   300 6.9 50 1.1  
  5 775 10.6 400 5.5   750 17.2 275 6.3  
IFED NAT GAS ICE PEN U.S.   232,542 5.6 510,124 12.4 4,123,634 318,924 11.4 157,128 5.6 2,800,289
NON U.S.   91,758 2.2 117,626 2.9   91,560 3.3 48,700 1.7  
  9 324,300 7.9 627,750 15.2   410,484 14.7 205,828 7.4  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 92,230 6.7 224,250 16.3 1,377,180 156,086 15.3 62,527 6.1 1,023,312
NON U.S. 7 49,808 3.6 146,917 10.7   96,697 9.4 68,200 6.7  
  11 142,038 10.3 371,167 27.0   252,783 24.7 130,727 12.8  
NYME HENRY HUB LAST DAY FIN U.S. 4 572 4.1 6,054 43.0 14,066 3,024 23.8 1,182 9.3 12,683
NON U.S. 4 5,769 41.0 1,835 13.0   281 2.2 8,847 69.8  
  8 6,341 45.1 7,889 56.1   3,305 26.1 10,029 79.1  
CBT UST 10Y NOTE U.S. 7 36,297 3.0 24,100 2.0 1,226,523 62,270 3.5 35,046 1.9 1,801,988
NON U.S. 15 93,481 7.6 32,315 2.6   77,544 4.3 51,170 2.8  
  22 129,778 10.6 56,415 4.6   139,814 7.8 86,216 4.8  
CBT UST 5Y NOTE U.S. 5 7,150 1.1 5,993 0.9 674,911 15,650 2.0 3,493 0.4 795,304
NON U.S. 6 10,526 1.6 2,500 0.4   114,721 14.4 14,250 1.8  
  11 17,676 2.6 8,493 1.3   130,371 16.4 17,743 2.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   28,625 8.0 47,090 13.2 357,506 37,785 21.9 21,970 12.7 172,889
NON U.S.   5,100 1.4 4,550 1.3   1,675 1.0 1,150 0.7  
  7 33,725 9.4 51,640 14.4   39,460 22.8 23,120 13.4  
NYME WTI-PHYSICAL U.S.   73,059 5.2 118,598 8.4 1,409,378 72,868 8.5 35,198 4.1 856,308
NON U.S.   35,517 2.5 80,998 5.7   50,338 5.9 15,879 1.9  
  15 108,576 7.7 199,596 14.2   123,206 14.4 51,077 6.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,622 4.3 16,356 15.2 107,750 31,649 19.8 16,162 10.1 159,488
NON U.S. 7 5,400 5.0 49,631 46.1   42,743 26.8 15,456 9.7  
  11 10,022 9.3 65,987 61.2   74,392 46.6 31,618 19.8  
CMX SILVER U.S.   2,065 4.5 2,097 4.6 45,462 25 0.1 3,027 9.3 32,381
NON U.S.   668 1.5 1,723 3.8   1,384 4.3 1,043 3.2  
  10 2,733 6.0 3,820 8.4   1,409 4.4 4,070 12.6  
CMX GOLD U.S.   48,390 10.4 66,312 14.3 465,227 12,665 4.1 14,311 4.6 312,237
NON U.S.   12,018 2.6 24,961 5.4   9,801 3.1 5,670 1.8  
  13 60,408 13.0 91,273 19.6   22,466 7.2 19,981 6.4  
CME EURO FX U.S.   0 0.0 201 0.2 115,990 8,945 6.6 239 0.2 135,499
NON U.S.   5,568 4.8 4,178 3.6   8,627 6.4 6,733 5.0  
  6 5,568 4.8 4,379 3.8   17,572 13.0 6,972 5.1  
CME EURODOLLARS-3M U.S. 6 703,551 4.2 556,275 3.3 16,934,485 860,071 4.0 401,252 1.9 21,595,333
NON U.S. 18 421,146 2.5 488,049 2.9   647,316 3.0 295,777 1.4  
  24 1,124,697 6.6 1,044,324 6.2   1,507,387 7.0 697,029 3.2  
CME SOFR-3M U.S.   33,520 6.1 37,000 6.8 547,442 22,150 4.6 15,000 3.1 484,705
NON U.S.   10,560 1.9 15,500 2.8   23,350 4.8 37,950 7.8  
  9 44,080 8.1 52,500 9.6   45,500 9.4 52,950 10.9  
CME E-MINI S&P 500 U.S.   2,826 0.2 0 0.0 1,518,794 0 0.0 39 0.0 3,052,647
NON U.S.   9,056 0.6 11,417 0.8   15,941 0.5 30,997 1.0  
  11 11,882 0.8 11,417 0.8   15,941 0.5 31,036 1.0