October Bank Participation Report Options IN CONTRACT

  REPORT DATE: 10/4/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   6,198 2.8 3,721 1.7 225,039 2,453 2.3 3,330 3.1 105,962
NON U.S.   4,120 1.8 5,900 2.6   125 0.1 736 0.7  
  7 10,318 4.6 9,621 4.3   2,578 2.4 4,066 3.8  
CBT CORN U.S.   40,100 3.9 29,418 2.9 1,017,581 3,834 0.6 11,417 1.8 641,945
NON U.S.   17,787 1.7 13,831 1.4   2,900 0.5 9,584 1.5  
  10 57,887 5.7 43,249 4.3   6,734 1.0 21,001 3.3  
CBT SOYBEANS U.S.   3,530 1.1 1,228 0.4 308,414 2,755 1.1 3,205 1.3 253,324
NON U.S.   1,210 0.4 2,109 0.7   1,412 0.6 1,942 0.8  
  8 4,740 1.5 3,337 1.1   4,167 1.6 5,147 2.0  
CBT  U.S. 4 9,619 3.1 13,712 4.4 314,316 11,167 3.6 14,059 4.5 309,575
NON U.S. 7 10,530 3.4 5,420 1.7   8,544 2.8 6,700 2.2  
  11 20,149 6.4 19,132 6.1   19,711 6.4 20,759 6.7  
NYME NY HARBOR ULSD U.S.   375 4.1 325 3.6 9,044 875 8.7 500 5.0 10,022
NON U.S.   150 1.7 50 0.6   250 2.5 175 1.7  
  5 525 5.8 375 4.1   1,125 11.2 675 6.7  
IFED NAT GAS ICE PEN U.S.   567,100 11.9 668,702 14.0 4,773,469 478,744 11.2 395,358 9.3 4,257,134
NON U.S.   165,868 3.5 211,606 4.4   214,140 5.0 157,780 3.7  
  9 732,968 15.4 880,308 18.4   692,884 16.3 553,138 13.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 136,318 9.0 272,148 17.9 1,521,483 207,642 15.9 86,864 6.6 1,306,254
NON U.S. 8 69,619 4.6 157,837 10.4   131,183 10.0 70,454 5.4  
  12 205,937 13.5 429,985 28.3   338,825 25.9 157,318 12.0  
NYME HENRY HUB LAST DAY FIN U.S.   127 0.9 4,365 30.3 14,427 1,032 11.3 216 2.4 9,095
NON U.S.   7,093 49.2 2,804 19.4   89 1.0 7,874 86.6  
  7 7,220 50.0 7,169 49.7   1,121 12.3 8,090 88.9  
CBT UST 10Y NOTE U.S. 5 50,047 3.1 55,213 3.4 1,623,340 59,971 4.5 40,094 3.0 1,333,945
NON U.S. 11 65,276 4.0 40,848 2.5   101,033 7.6 81,131 6.1  
  16 115,323 7.1 96,061 5.9   161,004 12.1 121,225 9.1  
CBT UST 5Y NOTE U.S. 4 25,215 3.1 11,946 1.5 802,384 52,498 7.7 9,198 1.3 682,382
NON U.S. 9 50,625 6.3 7,776 1.0   39,366 5.8 15,784 2.3  
  13 75,840 9.5 19,722 2.5   91,864 13.5 24,982 3.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   28,390 7.0 44,100 10.8 407,734 28,965 18.1 14,100 8.8 159,721
NON U.S.   7,050 1.7 4,840 1.2   1,800 1.1 2,500 1.6  
  6 35,440 8.7 48,940 12.0   30,765 19.3 16,600 10.4  
NYME WTI-PHYSICAL U.S.   65,097 3.8 94,137 5.5 1,711,939 64,500 9.0 34,916 4.8 720,176
NON U.S.   34,429 2.0 76,182 4.5   58,311 8.1 22,925 3.2  
  15 99,526 5.8 170,319 9.9   122,811 17.1 57,841 8.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,146 4.6 14,277 15.8 90,547 19,500 18.8 7,257 7.0 103,885
NON U.S. 7 11,264 12.4 31,564 34.9   28,181 27.1 13,343 12.8  
  11 15,410 17.0 45,841 50.6   47,681 45.9 20,600 19.8  
ICUS SUGAR NO. 11 U.S.   2,100 0.8 6,070 2.4 252,744 1,000 0.5 3,770 1.8 214,637
NON U.S.   800 0.3 8,620 3.4   670 0.3 2,720 1.3  
  5 2,900 1.1 14,690 5.8   1,670 0.8 6,490 3.0  
ICUS COFFEE C U.S.   50 0.0 200 0.2 108,087 13 0.0 30 0.0 97,244
NON U.S.   20 0.0 302 0.3   809 0.8 2 0.0  
  6 70 0.1 502 0.5   822 0.8 32 0.0  
CMX SILVER U.S.   2,054 2.2 2,367 2.6 91,429 5 0.0 850 2.4 35,637
NON U.S.   3,164 3.5 3,331 3.6   1,506 4.2 2,286 6.4  
  9 5,218 5.7 5,698 6.2   1,511 4.2 3,136 8.8  
CMX GOLD U.S.   22,119 3.7 51,255 8.6 593,773 5,455 2.1 10,233 3.9 261,823
NON U.S.   10,113 1.7 23,065 3.9   8,522 3.3 9,446 3.6  
  13 32,232 5.4 74,320 12.5   13,977 5.3 19,679 7.5  
CME EURODOLLARS-3M U.S. 4 578,071 4.7 373,381 3.1 12,224,911 401,478 4.0 112,521 1.1 10,095,444
NON U.S. 13 201,039 1.6 90,347 0.7   228,177 2.3 47,494 0.5  
  17 779,110 6.4 463,728 3.8   629,655 6.2 160,015 1.6  
CME SOFR-3M U.S. 6 167,482 2.5 159,432 2.4 6,665,616 233,479 3.1 151,184 2.0 7,514,837
NON U.S. 17 91,876 1.4 121,550 1.8   153,909 2.0 84,333 1.1  
  23 259,358 3.9 280,982 4.2   387,388 5.2 235,517 3.1  
CME E-MINI S&P 500 U.S.   0 0.0 75 0.0 1,641,324 993 0.0 0 0.0 3,245,931
NON U.S.   24,219 1.5 32,920 2.0   23,401 0.7 41,320 1.3  
  15 24,219 1.5 32,995 2.0   24,394 0.8 41,320 1.3