January Bank Participation Report Options IN CONTRACT

  REPORT DATE: 1/4/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   200 0.1 560 0.4 147,351 150 0.1 290 0.3 105,575
NON U.S.   1,360 0.9 7,416 5.0   1,550 1.5 4,630 4.4  
  6 1,560 1.1 7,976 5.4   1,700 1.6 4,920 4.7  
CBT SOYBEANS U.S.   250 0.1 426 0.2 227,733 175 0.1 8,009 3.6 222,921
NON U.S.   705 0.3 3,795 1.7   2,120 1.0 2,200 1.0  
  8 955 0.4 4,221 1.9   2,295 1.0 10,209 4.6  
CBT U.S. TREASURY BONDS U.S.   5,442 2.1 6,183 2.4 254,020 6,108 2.2 4,017 1.4 280,400
NON U.S.   12,002 4.7 12,675 5.0   6,025 2.1 12,734 4.5  
  8 17,444 6.9 18,858 7.4   12,133 4.3 16,751 6.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,065 4.9 1,090 5.0 21,903 275 4.6 525 8.8 5,976
NON U.S.   235 1.1 110 0.5   300 5.0 50 0.8  
  5 1,300 5.9 1,200 5.5   575 9.6 575 9.6  
IFED NATURAL GAS PENULTIMATE ICE U.S.   230,422 6.7 422,484 12.3 3,445,541 247,624 11.6 190,668 8.9 2,133,417
NON U.S.   89,200 2.6 106,352 3.1   66,460 3.1 47,180 2.2  
  8 319,622 9.3 528,836 15.3   314,084 14.7 237,848 11.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 93,371 6.9 206,732 15.3 1,351,486 139,104 15.9 64,383 7.4 872,840
NON U.S. 7 48,823 3.6 141,357 10.5   80,922 9.3 68,001 7.8  
  11 142,194 10.5 348,089 25.8   220,026 25.2 132,384 15.2  
NYME HENRY HUB LAST DAY FIN U.S.   697 4.2 7,453 45.3 16,438 4,734 37.2 1,946 15.3 12,742
NON U.S.   6,006 36.5 2,346 14.3   692 5.4 5,964 46.8  
  7 6,703 ## 9,799 59.6   5,426 42.6 7,910 62.1  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 30,701 3.2 17,843 1.9 957,157 59,441 3.7 16,001 1.0 1,622,615
NON U.S. 9 39,265 4.1 32,183 3.4   46,781 2.9 36,041 2.2  
  15 69,966 7.3 50,026 5.2   106,222 6.5 52,042 3.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 12,784 3.2 4,550 1.1 402,125 6,250 1.0 2,050 0.3 620,570
NON U.S. 5 7,724 1.9 15,725 3.9   30,916 5.0 14,859 2.4  
  9 20,508 5.1 20,275 5.0   37,166 6.0 16,909 2.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   29,000 7.4 38,715 9.9 391,749 30,785 23.5 19,725 15.1 130,893
NON U.S.   5,400 1.4 5,100 1.3   1,475 1.1 850 0.6  
  7 34,400 8.8 43,815 11.2   32,260 24.6 20,575 15.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   66,652 5.1 111,099 8.5 1,300,547 59,025 8.2 30,311 4.2 715,515
NON U.S.   31,240 2.4 68,232 5.2   42,087 5.9 11,050 1.5  
  14 97,892 7.5 179,331 13.8   101,112 14.1 41,361 5.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,668 4.3 18,348 16.9 108,327 37,140 22.5 19,305 11.7 164,738
NON U.S. 7 5,491 5.1 47,782 44.1   40,135 24.4 15,793 9.6  
  11 10,159 9.4 66,130 61.0   77,275 46.9 35,098 21.3  
CMX SILVER U.S.   3,275 5.4 1,197 2.0 61,010 625 2.1 1,619 5.4 29,961
NON U.S.   640 1.0 1,825 3.0   1,288 4.3 846 2.8  
  8 3,915 6.4 3,022 5.0   1,913 6.4 2,465 8.2  
CMX GOLD U.S.   93,189 18.3 110,970 21.8 507,897 13,537 6.0 11,636 5.1 226,628
NON U.S.   11,680 2.3 18,720 3.7   8,856 3.9 5,323 2.3  
  14 104,869 ## 129,690 25.5   22,393 9.9 16,959 7.5  
CME 3-MONTH EURODOLLARS U.S. 6 655,581 5.4 279,858 2.3 12,046,466 676,973 3.8 385,806 2.2 17,659,652
NON U.S. 19 373,777 3.1 329,467 2.7   466,078 2.6 189,858 1.1  
  25 1,029,358 8.5 609,325 5.1   1,143,051 6.5 575,664 3.3  
CME E-MINI S&P 500 STOCK INDEX U.S.   1,873 0.2 0 0.0 994,229 13 0.0 0 0.0 2,858,858
NON U.S.   1,329 0.1 2,879 0.3   22,174 0.8 24,651 0.9  
  8 3,202 0.3 2,879 0.3   22,187 0.8 24,651 0.9