September Bank Participation Report Options IN CONTRACT

  REPORT DATE: 9/5/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   4,033 2.2 4,198 2.3 184,858 155 0.2 432 0.5 85,925
NON U.S.   2,269 1.2 1,231 0.7   10 0.0 50 0.1  
  7 6,302 3.4 5,429 2.9   165 0.2 482 0.6  
CBT CORN U.S.   9,295 1.5 7,530 1.2 634,245 17,198 2.6 17,396 2.6 661,266
NON U.S.   2,624 0.4 16,284 2.6   7,679 1.2 8,079 1.2  
  8 11,919 1.9 23,814 3.8   24,877 3.8 25,475 3.9  
CBT SOYBEANS U.S.   4,379 1.4 2,812 0.9 318,895 2,350 0.7 3,038 0.9 338,613
NON U.S.   898 0.3 1,547 0.5   2,519 0.7 2,094 0.6  
  8 5,277 1.7 4,359 1.4   4,869 1.4 5,132 1.5  
CBT UST BOND U.S. 5 13,169 5.1 13,354 5.2 258,443 19,859 6.7 15,326 5.2 294,683
NON U.S. 6 11,971 4.6 6,412 2.5   5,875 2.0 4,078 1.4  
  11 25,140 9.7 19,766 7.6   25,734 8.7 19,404 6.6  
NYME NY HARBOR ULSD U.S.   1,270 10.7 740 6.3 11,816 575 10.2 390 6.9 5,637
NON U.S.   1,175 9.9 1,000 8.5   475 8.4 275 4.9  
  5 2,445 20.7 1,740 14.7   1,050 18.6 665 11.8  
IFED NAT GAS ICE PEN U.S.   972,982 16.7 923,832 15.8 5,835,703 644,872 11.7 491,560 8.9 5,512,634
NON U.S.   161,350 2.8 296,202 5.1   231,224 4.2 126,336 2.3  
  9 1,134,332 19.4 1,220,034 20.9   876,096 15.9 617,896 11.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 161,890 9.9 256,772 15.7 1,637,779 130,280 9.6 103,904 7.6 1,361,607
NON U.S. 8 63,535 3.9 137,597 8.4   117,221 8.6 49,902 3.7  
  12 225,425 13.8 394,369 24.1   247,501 18.2 153,806 11.3  
NYME HENRY HUB LAST DAY FIN U.S.   1,450 3.0 3,045 6.3 48,702 845 4.3 75 0.4 19,489
NON U.S.   22,820 46.9 19,987 41.0   3,200 16.4 14,164 72.7  
  9 24,270 49.8 23,032 47.3   4,045 20.8 14,239 73.1  
CBT UST 10Y NOTE U.S. 5 30,395 2.8 25,743 2.4 1,091,546 27,405 2.7 24,324 2.4 998,399
NON U.S. 12 35,665 3.3 66,422 6.1   23,989 2.4 34,110 3.4  
  17 66,060 6.1 92,165 8.4   51,394 5.1 58,434 5.9  
CBT UST 5Y NOTE U.S. 4 37,353 6.1 38,141 6.2 612,523 23,831 5.7 23,542 5.7 414,502
NON U.S. 11 24,060 3.9 25,745 4.2   6,360 1.5 25,245 6.1  
  15 61,413 10.0 63,886 10.4   30,191 7.3 48,787 11.8  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,150 6.2 31,160 10.0 310,882 31,365 11.9 17,885 6.8 262,932
NON U.S.   11,250 3.6 4,650 1.5   6,100 2.3 8,300 3.2  
  6 30,400 9.8 35,810 11.5   37,465 14.2 26,185 10.0  
IFED WTI CRUDE OIL 1ST LINE U.S.   600 5.4 1,730 15.5 11,158 11,020 36.7 8,840 29.4 30,023
NON U.S.   40 0.4 7,055 63.2   775 2.6 0 0.0  
  5 640 5.7 8,785 78.7   11,795 39.3 8,840 29.4  
NYME WTI-PHYSICAL U.S.   40,789 3.2 79,112 6.2 1,281,054 67,413 7.0 22,971 2.4 960,572
NON U.S.   32,598 2.5 66,190 5.2   49,142 5.1 26,267 2.7  
  17 73,387 5.7 145,302 11.3   116,555 12.1 49,238 5.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,344 3.6 15,850 17.1 92,782 15,799 18.4 5,080 5.9 85,640
NON U.S. 7 7,378 8.0 28,920 31.2   25,204 29.4 7,582 8.9  
  11 10,722 11.6 44,770 48.3   41,003 47.9 12,662 14.8  
NYME PLATINUM U.S.   1,280 6.2 6,102 29.4 20,722 437 6.9 2,125 33.5 6,341
NON U.S.   486 2.3 1,200 5.8   0 0.0 275 4.3  
  5 1,766 8.5 7,302 35.2   437 6.9 2,400 37.8  
ICUS SUGAR NO. 11 U.S.   3,628 0.8 12,971 2.9 453,073 6,603 1.7 10,887 2.9 377,857
NON U.S.   4,010 0.9 3,462 0.8   2,400 0.6 12,660 3.4  
  6 7,638 1.7 16,433 3.6   9,003 2.4 23,547 6.2  
CMX SILVER U.S.   5,214 7.4 4,260 6.0 70,801 334 1.1 2,274 7.5 30,340
NON U.S.   1,538 2.2 3,074 4.3   1,186 3.9 1,161 3.8  
  8 6,752 9.5 7,334 10.4   1,520 5.0 3,435 11.3  
CMX GOLD U.S.   14,323 2.6 27,786 5.0 557,399 6,138 2.5 8,824 3.6 244,544
NON U.S.   25,773 4.6 27,806 5.0   18,642 7.6 15,040 6.2  
  14 40,096 7.2 55,592 10.0   24,780 10.1 23,864 9.8  
CME SOFR-3M U.S. 7 880,921 4.2 823,884 3.9 21,096,542 736,693 3.8 554,767 2.9 19,145,680
NON U.S. 25 402,943 1.9 436,902 2.1   386,515 2.0 277,165 1.4  
  32 1,283,864 6.1 1,260,786 6.0   1,123,208 5.9 831,932 4.3  
CME E-MINI S&P 500 U.S.   290 0.0 0 0.0 1,570,119 1,700 0.0 0 0.0 3,967,052
NON U.S.   22,183 1.4 14,280 0.9   41,910 1.1 50,059 1.3  
  16 22,473 1.4 14,280 0.9   43,610 1.1 50,059 1.3