November Bank Participation Report Options IN CONTRACT

  REPORT DATE: 11/2/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   514 0.2 3,473 1.7 205,843 325 0.3 225 0.2 114,557
NON U.S.   2,050 1.0 6,496 3.2   2,365 2.1 1,750 1.5  
  6 2,564 1.2 9,969 4.8   2,690 2.3 1,975 1.7  
CBT CORN U.S.   1,799 0.2 7,693 0.8 925,087 11,446 1.8 22,642 3.6 635,883
NON U.S.   8,121 0.9 15,519 1.7   4,011 0.6 15,197 2.4  
  6 9,920 1.1 23,212 2.5   15,457 2.4 37,839 6.0  
CBT SOYBEANS U.S.   0 0.0 840 0.5 186,209 0 0.0 8,364 4.6 182,111
NON U.S.   769 0.4 3,985 2.1   1,413 0.8 1,900 1.0  
  7 769 0.4 4,825 2.6   1,413 0.8 10,264 5.6  
CBT U.S. TREASURY BONDS U.S.   11,868 3.5 3,586 1.0 342,531 3,849 1.2 5,261 1.6 328,103
NON U.S.   23,892 7.0 16,224 4.7   19,184 5.8 31,157 9.5  
  14 35,760 10.4 19,810 5.8   23,033 7.0 36,418 11.1  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,340 5.1 1,540 5.9 26,303 225 3.7 675 11.0 6,162
NON U.S.   310 1.2 110 0.4   68 1.1 0 0.0  
  7 1,650 6.3 1,650 6.3   293 4.8 675 11.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   242,462 6.6 435,804 11.8 3,690,905 224,484 7.4 177,028 5.9 3,014,156
NON U.S.   82,240 2.2 107,464 2.9   63,440 2.1 46,080 1.5  
  8 324,702 8.8 543,268 14.7   287,924 9.6 223,108 7.4  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 105,704 7.1 224,645 15.2 1,479,903 137,079 14.0 74,342 7.6 980,421
NON U.S. 7 47,976 3.2 135,791 9.2   72,076 7.4 65,309 6.7  
  11 153,680 10.4 360,436 24.4   209,155 21.3 139,651 14.2  
NYME HENRY HUB LAST DAY FIN U.S.   1,091 7.5 5,843 40.1 14,561 5,441 36.5 2,462 16.5 14,916
NON U.S.   6,125 42.1 1,060 7.3   735 4.9 6,316 42.3  
  7 7,216 49.6 6,903 47.4   6,176 41.4 8,778 58.8  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   6,000 25.9 4,840 20.9 23,204 3,900 16.1 3,000 12.4 24,180
NON U.S.   100 0.4 200 0.9   400 1.7 100 0.4  
  6 6,100 26.3 5,040 21.7   4,300 17.8 3,100 12.8  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 16,627 1.7 9,300 0.9 992,078 42,655 2.8 21,040 1.4 1,542,419
NON U.S. 14 32,768 3.3 55,250 5.6   123,384 8.0 43,644 2.8  
  18 49,395 5.0 64,550 6.5   166,039 10.8 64,684 4.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 12,722 3.2 6,558 1.6 402,386 14,222 1.8 12,558 1.6 782,135
NON U.S. 6 11,374 2.8 22,341 5.6   52,486 6.7 18,079 2.3  
  11 24,096 6.0 28,899 7.2   66,708 8.5 30,637 3.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   47,470 11.5 54,450 13.2 412,843 28,110 22.3 18,150 14.4 126,081
NON U.S.   7,650 1.9 8,979 2.2   1,975 1.6 1,100 0.9  
  8 55,120 13.4 63,429 15.4   30,085 23.9 19,250 15.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   86,118 5.8 133,020 9.0 1,484,885 71,514 7.9 34,496 3.8 907,036
NON U.S.   43,169 2.9 87,942 5.9   54,681 6.0 16,770 1.8  
  14 129,287 8.7 220,962 14.9   126,195 13.9 51,266 5.7  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 5,166 4.3 18,341 15.1 121,411 15,223 13.8 3,678 3.3 110,366
NON U.S. 8 6,046 5.0 54,365 44.8   43,263 39.2 17,682 16.0  
  12 11,212 9.2 72,706 59.9   58,486 53.0 21,360 19.4  
ICUS COFFEE C U.S.   1,025 0.7 1,125 0.8 143,529 400 0.3 875 0.7 117,667
NON U.S.   533 0.4 665 0.5   400 0.3 450 0.4  
  6 1,558 1.1 1,790 1.2   800 0.7 1,325 1.1  
CMX SILVER U.S.   2,725 3.3 3,180 3.8 83,007 1,798 5.8 2,064 6.7 30,839
NON U.S.   1,904 2.3 1,893 2.3   1,890 6.1 973 3.2  
  10 4,629 5.6 5,073 6.1   3,688 12.0 3,037 9.8  
CMX GOLD U.S.   102,380 15.4 130,378 19.7 663,453 5,475 2.2 14,050 5.8 243,472
NON U.S.   12,080 1.8 19,591 3.0   8,461 3.5 9,037 3.7  
  15 114,460 17.3 149,969 22.6   13,936 5.7 23,087 9.5  
CME EURO FX U.S.   2,706 2.5 0 0.0 106,857 3,185 2.8 3 0.0 115,430
NON U.S.   5,543 5.2 1,728 1.6   2,404 2.1 1,969 1.7  
  6 8,249 7.7 1,728 1.6   5,589 4.8 1,972 1.7  
CME 3-MONTH EURODOLLARS U.S. 5 655,159 4.4 306,003 2.0 14,988,999 693,014 3.8 428,506 2.3 18,344,437
NON U.S. 20 489,970 3.3 386,506 2.6   523,376 2.9 299,955 1.6  
  25 1,145,129 7.6 692,509 4.6   1,216,390 6.6 728,461 4.0  
CME E-MINI S&P 500 STOCK INDEX U.S.   1,964 0.2 0 0.0 1,063,744 1,043 0.0 1,057 0.0 3,122,039
NON U.S.   3,847 0.4 3,005 0.3   15,831 0.5 24,289 0.8  
  12 5,811 0.5 3,005 0.3   16,874 0.5 25,346 0.8