May Bank Participation Report Options IN CONTRACT

  REPORT DATE: 5/3/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,089 1.1 356 0.2 188,655 230 0.2 1,629 1.3 128,075
NON U.S.   2,600 1.4 8,115 4.3   0 0.0 280 0.2  
  5 4,689 2.5 8,471 4.5   230 0.2 1,909 1.5  
CBT CORN U.S.   2,013 0.2 3,245 0.3 1,092,914 2,009 0.2 5,186 0.6 810,646
NON U.S.   3,664 0.3 16,468 1.5   5,671 0.7 12,004 1.5  
  8 5,677 0.5 19,713 1.8   7,680 0.9 17,190 2.1  
CBT SOYBEANS U.S.   215 0.1 394 0.1 353,033 26 0.0 2,150 0.7 304,841
NON U.S.   1,655 0.5 4,665 1.3   50 0.0 2,856 0.9  
  6 1,870 0.5 5,059 1.4   76 0.0 5,006 1.6  
CBT UST BOND U.S. 4 2,446 1.1 15,277 7.0 217,938 16,980 7.3 9,279 4.0 232,539
NON U.S. 9 24,636 11.3 7,461 3.4   10,527 4.5 14,308 6.2  
  13 27,082 12.4 22,738 10.4   27,507 11.8 23,587 10.1  
NYME NY HARBOR ULSD U.S.   875 12.7 475 6.9 6,873 800 16.2 425 8.6 4,935
NON U.S.   50 0.7 50 0.7   300 6.1 50 1.0  
  5 925 13.5 525 7.6   1,100 22.3 475 9.6  
IFED NAT GAS ICE PEN U.S.   483,862 8.5 712,664 12.5 5,709,929 440,624 11.8 268,348 7.2 3,747,832
NON U.S.   150,618 2.6 191,696 3.4   156,180 4.2 89,240 2.4  
  9 634,480 11.1 904,360 15.8   596,804 15.9 357,588 9.5  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 109,494 6.1 276,341 15.3 1,802,911 200,241 15.5 68,153 5.3 1,290,732
NON U.S. 7 59,082 3.3 165,999 9.2   119,509 9.3 73,309 5.7  
  11 168,576 9.4 442,340 24.5   319,750 24.8 141,462 11.0  
NYME HENRY HUB LAST DAY FIN U.S. 4 445 2.4 6,929 36.9 18,795 3,812 26.3 906 6.2 14,519
NON U.S. 4 7,804 41.5 3,652 19.4   196 1.3 10,197 70.2  
  8 8,249 43.9 10,581 56.3   4,008 27.6 11,103 76.5  
CBT UST 10Y NOTE U.S. 6 26,171 1.7 38,912 2.6 1,514,184 56,414 4.4 27,807 2.2 1,286,508
NON U.S. 18 82,385 5.4 58,615 3.9   74,768 5.8 70,897 5.5  
  24 108,556 7.2 97,527 6.4   131,182 10.2 98,704 7.7  
CBT UST 5Y NOTE U.S. 5 41,614 5.8 9,843 1.4 720,114 71,325 10.4 8,454 1.2 686,261
NON U.S. 9 23,328 3.2 14,444 2.0   64,941 9.5 6,493 0.9  
  14 64,942 9.0 24,287 3.4   136,266 19.9 14,947 2.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   32,625 7.0 50,056 10.8 464,753 42,935 19.8 25,595 11.8 216,723
NON U.S.   7,700 1.7 6,050 1.3   2,825 1.3 2,800 1.3  
  7 40,325 8.7 56,106 12.1   45,760 21.1 28,395 13.1  
NYME WTI-PHYSICAL U.S.   77,564 5.3 124,955 8.5 1,473,644 86,605 9.2 46,233 4.9 937,980
NON U.S.   43,127 2.9 89,633 6.1   59,722 6.4 21,313 2.3  
  15 120,691 8.2 214,588 14.6   146,327 15.6 67,546 7.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,396 3.9 16,839 15.1 111,569 27,905 19.5 13,554 9.4 143,429
NON U.S. 7 16,924 15.2 45,545 40.8   39,127 27.3 15,233 10.6  
  11 21,320 19.1 62,384 55.9   67,032 46.7 28,787 20.1  
ICUS SUGAR NO. 11 U.S.   246 0.1 1,389 0.5 292,618 0 0.0 299 0.1 222,196
NON U.S.   689 0.2 10,700 3.7   450 0.2 4,199 1.9  
  5 935 0.3 12,089 4.1   450 0.2 4,498 2.0  
CMX SILVER U.S.   2,249 4.1 1,361 2.5 55,170 105 0.4 1,296 4.8 26,835
NON U.S.   2,683 4.9 3,002 5.4   1,463 5.5 807 3.0  
  9 4,932 8.9 4,363 7.9   1,568 5.8 2,103 7.8  
CMX GOLD U.S.   47,023 7.8 65,399 10.8 603,230 11,508 4.2 16,432 6.0 273,702
NON U.S.   11,792 2.0 21,814 3.6   10,582 3.9 5,991 2.2  
  12 58,815 9.8 87,213 14.5   22,090 8.1 22,423 8.2  
CME EURO FX U.S.   0 0.0 0 0.0 132,435 4,017 2.4 1,832 1.1 165,929
NON U.S.   4,753 3.6 7,227 5.5   7,077 4.3 9,536 5.7  
  6 4,753 3.6 7,227 5.5   11,094 6.7 11,368 6.9  
CME EURODOLLARS-3M U.S. 6 711,710 4.3 683,373 4.1 16,488,088 841,633 4.3 315,966 1.6 19,663,457
NON U.S. 16 331,136 2.0 384,116 2.3   541,258 2.8 231,688 1.2  
  22 1,042,846 6.3 1,067,489 6.5   1,382,891 7.0 547,654 2.8  
CME SOFR-3M U.S. 5 41,011 3.4 43,000 3.6 1,188,919 63,952 6.8 36,000 3.8 943,805
NON U.S. 9 15,310 1.3 41,450 3.5   57,100 6.0 35,201 3.7  
  14 56,321 4.7 84,450 7.1   121,052 12.8 71,201 7.5  
CME E-MINI S&P 500 U.S.   1,210 0.1 0 0.0 1,385,180 0 0.0 36 0.0 3,223,293
NON U.S.   7,174 0.5 12,970 0.9   17,922 0.6 24,411 0.8  
  15 8,384 0.6 12,970 0.9   17,922 0.6 24,447 0.8