December Bank Participation Report Options IN CONTRACT

  REPORT DATE: 12/7/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   0 0.0 710 0.5 143,238 150 0.2 350 0.4 97,934
NON U.S.   1,510 1.1 8,316 5.8   1,350 1.4 3,630 3.7  
  7 1,510 1.1 9,026 6.3   1,500 1.5 3,980 4.1  
CBT SOYBEANS U.S.   0 0.0 835 0.4 213,187 0 0.0 8,359 3.9 214,008
NON U.S.   1,069 0.5 4,460 2.1   2,463 1.2 1,900 0.9  
  8 1,069 0.5 5,295 2.5   2,463 1.2 10,259 4.8  
CBT U.S. TREASURY BONDS U.S. 4 15,769 4.5 7,717 2.2 346,979 10,577 3.3 6,841 2.1 321,041
NON U.S. 6 10,381 3.0 7,900 2.3   1,575 0.5 8,318 2.6  
  10 26,150 7.5 15,617 4.5   12,152 3.8 15,159 4.7  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,065 4.5 1,240 5.2 23,801 275 4.8 625 11.0 5,706
NON U.S.   235 1.0 110 0.5   58 1.0 0 0.0  
  5 1,300 5.5 1,350 5.7   333 5.8 625 11.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   246,942 6.6 453,344 12.1 3,748,203 261,624 10.7 196,088 8.0 2,456,513
NON U.S.   95,020 2.5 113,404 3.0   63,940 2.6 49,820 2.0  
  8 341,962 9.1 566,748 15.1   325,564 13.3 245,908 10.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 98,179 6.8 218,558 15.2 1,442,223 145,507 16.2 68,344 7.6 900,628
NON U.S. 7 50,801 3.5 138,266 9.6   75,698 8.4 68,716 7.6  
  11 148,980 10.3 356,824 24.7   221,205 24.6 137,060 15.2  
NYME HENRY HUB LAST DAY FIN U.S.   761 4.7 8,157 50.0 16,309 5,694 38.3 2,328 15.6 14,878
NON U.S.   6,546 40.1 801 4.9   947 6.4 6,507 43.7  
  6 7,307 44.8 8,958 54.9   6,641 44.6 8,835 59.4  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   6,000 26.3 4,440 19.5 22,804 3,900 16.4 2,800 11.8 23,780
NON U.S.   100 0.4 200 0.9   400 1.7 100 0.4  
  6 6,100 26.7 4,640 20.3   4,300 18.1 2,900 12.2  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 29,184 2.9 14,275 1.4 1,003,659 51,483 3.0 16,588 1.0 1,727,750
NON U.S. 12 54,776 5.5 19,737 2.0   113,924 6.6 24,603 1.4  
  17 83,960 8.4 34,012 3.4   165,407 9.6 41,191 2.4  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 14,319 2.7 8,262 1.5 535,209 11,319 1.6 7,262 1.0 697,256
NON U.S. 9 10,759 2.0 10,450 2.0   49,887 7.2 29,478 4.2  
  14 25,078 4.7 18,712 3.5   61,206 8.8 36,740 5.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   23,350 6.0 37,140 9.5 390,001 28,335 23.2 16,100 13.2 122,166
NON U.S.   6,150 1.6 4,800 1.2   1,275 1.0 850 0.7  
  7 29,500 7.6 41,940 10.8   29,610 24.2 16,950 13.9  
NYME CRUDE OIL, LIGHT SWEET U.S.   66,192 4.6 106,209 7.4 1,429,207 54,788 7.4 24,691 3.4 735,847
NON U.S.   30,665 2.1 66,220 4.6   39,226 5.3 13,072 1.8  
  14 96,857 6.8 172,429 12.1   94,014 12.8 37,763 5.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,893 4.3 16,759 14.7 113,829 17,501 16.5 3,090 2.9 106,226
NON U.S. 8 5,548 4.9 50,924 44.7   40,510 38.1 15,457 14.6  
  12 10,441 9.2 67,683 59.5   58,011 54.6 18,547 17.5  
ICUS SUGAR NO. 11 U.S.   514 0.1 3,120 0.8 375,799 60 0.0 1,988 0.8 254,091
NON U.S.   625 0.2 3,760 1.0   100 0.0 4,955 2.0  
  5 1,139 0.3 6,880 1.8   160 0.1 6,943 2.7  
CMX SILVER U.S.   2,523 3.8 1,469 2.2 65,870 325 1.5 1,444 6.6 22,019
NON U.S.   754 1.1 2,100 3.2   1,408 6.4 686 3.1  
  8 3,277 5.0 3,569 5.4   1,733 7.9 2,130 9.7  
CMX GOLD U.S.   90,712 17.6 108,801 21.1 514,724 10,545 4.4 13,847 5.8 238,439
NON U.S.   9,688 1.9 19,677 3.8   9,397 3.9 5,486 2.3  
  13 100,400 19.5 128,478 25.0   19,942 8.4 19,333 8.1  
CME EURO FX U.S.   1,400 1.7 0 0.0 80,286 0 0.0 0 0.0 98,601
NON U.S.   2,069 2.6 1,371 1.7   621 0.6 2,512 2.5  
  5 3,469 4.3 1,371 1.7   621 0.6 2,512 2.5  
CME 3-MONTH EURODOLLARS U.S. 6 731,523 4.5 333,143 2.0 16,329,332 785,801 3.6 466,070 2.2 21,587,877
NON U.S. 21 508,805 3.1 418,730 2.6   580,519 2.7 291,491 1.4  
  27 1,240,328 7.6 751,873 4.6   1,366,320 6.3 757,561 3.5  
CME E-MINI S&P 500 STOCK INDEX U.S.   1,760 0.1 0 0.0 1,334,162 26 0.0 52 0.0 3,755,463
NON U.S.   8,422 0.6 12,185 0.9   24,325 0.6 31,489 0.8  
  11 10,182 0.8 12,185 0.9   24,351 0.6 31,541 0.8