October Bank Participation Report Options IN CONTRACT

  REPORT DATE: 10/5/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   314 0.2 3,473 2.1 162,321 325 0.3 325 0.3 101,831
NON U.S.   1,350 0.8 4,046 2.5   865 0.8 1,750 1.7  
  5 1,664 1.0 7,519 4.6   1,190 1.2 2,075 2.0  
CBT CORN U.S.   972 0.1 6,386 0.7 864,432 11,590 1.9 22,586 3.7 614,771
NON U.S.   3,325 0.4 12,417 1.4   2,770 0.5 15,521 2.5  
  6 4,297 0.5 18,803 2.2   14,360 2.3 38,107 6.2  
CBT SOYBEANS U.S.   970 0.3 1,768 0.5 357,818 285 0.1 8,454 2.5 337,129
NON U.S.   6,987 2.0 8,045 2.2   15,907 4.7 16,500 4.9  
  8 7,957 2.2 9,813 2.7   16,192 4.8 24,954 7.4  
CBT U.S. TREASURY BONDS U.S. 4 11,856 3.6 5,086 1.5 330,667 5,274 1.8 11,286 3.9 289,357
NON U.S. 5 21,046 6.4 21,248 6.4   9,891 3.4 23,269 8.0  
  9 32,902 10.0 26,334 8.0   15,165 5.2 34,555 11.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,340 5.6 1,590 6.6 24,144 225 4.4 375 7.3 5,163
NON U.S.   360 1.5 110 0.5   50 1.0 0 0.0  
  6 1,700 7.0 1,700 7.0   275 5.3 375 7.3  
IFED NATURAL GAS PENULTIMATE ICE U.S.   250,522 6.5 426,104 11.1 3,830,163 216,004 7.3 180,828 6.1 2,943,845
NON U.S.   89,020 2.3 104,684 2.7   61,840 2.1 46,540 1.6  
  8 339,542 8.9 530,788 13.9   277,844 9.4 227,368 7.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 108,815 7.1 234,413 15.2 1,538,089 143,132 14.0 75,967 7.4 1,023,746
NON U.S. 7 48,373 3.1 136,542 8.9   69,547 6.8 61,338 6.0  
  11 157,188 10.2 370,955 24.1   212,679 20.8 137,305 13.4  
NYME HENRY HUB LAST DAY FIN U.S.   1,419 9.2 6,469 41.7 15,501 5,728 36.5 2,596 16.5 15,710
NON U.S.   6,438 41.5 496 3.2   572 3.6 6,430 40.9  
  7 7,857 50.7 6,965 44.9   6,300 40.1 9,026 57.5  
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. 6 24,304 2.1 12,777 1.1 1,147,010 53,473 3.6 16,307 1.1 1,474,342
NON U.S. 14 66,420 5.8 71,581 6.2   96,312 6.5 64,064 4.3  
  20 90,724 7.9 84,358 7.4   149,785 10.2 80,371 5.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 22,806 6.5 18,010 5.2 349,543 6,187 1.3 24,372 5.0 488,150
NON U.S. 5 11,856 3.4 21,444 6.1   29,948 6.1 22,696 4.6  
  9 34,662 9.9 39,454 11.3   36,135 7.4 47,068 9.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   40,020 11.4 44,625 12.8 349,971 25,210 22.1 14,200 12.4 114,167
NON U.S.   6,700 1.9 8,690 2.5   1,975 1.7 1,100 1.0  
  8 46,720 13.3 53,315 15.2   27,185 23.8 15,300 13.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   77,243 5.3 128,044 8.7 1,464,031 65,762 8.1 30,893 3.8 813,530
NON U.S.   41,229 2.8 84,106 5.7   49,190 6.0 16,340 2.0  
  14 118,472 8.1 212,150 14.5   114,952 14.1 47,233 5.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,941 4.1 19,049 15.9 119,572 16,371 14.4 4,318 3.8 113,393
NON U.S. 8 6,635 5.5 50,862 42.5   39,746 35.1 19,385 17.1  
  12 11,576 9.7 69,911 58.5   56,117 49.5 23,703 20.9  
CMX SILVER U.S.   2,890 3.6 2,128 2.7 80,013 1,798 5.7 2,089 6.7 31,301
NON U.S.   770 1.0 1,454 1.8   1,780 5.7 955 3.1  
  8 3,660 4.6 3,582 4.5   3,578 11.4 3,044 9.7  
CMX GOLD U.S.   69,807 12.9 97,529 18.0 541,161 4,875 2.1 12,750 5.4 235,558
NON U.S.   9,292 1.7 17,841 3.3   9,329 4.0 6,645 2.8  
  12 79,099 14.6 115,370 21.3   14,204 6.0 19,395 8.2  
CME 3-MONTH EURODOLLARS U.S. 6 623,264 4.7 225,868 1.7 13,271,852 686,895 3.7 393,408 2.1 18,723,087
NON U.S. 19 468,684 3.5 363,719 2.7   567,589 3.0 316,188 1.7  
  25 1,091,948 8.2 589,587 4.4   1,254,484 6.7 709,596 3.8  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,118 0.5 0 0.0 1,071,034 342 0.0 167 0.0 2,859,348
NON U.S.   4,244 0.4 8,655 0.8   19,039 0.7 22,237 0.8  
  11 9,362 0.9 8,655 0.8   19,381 0.7 22,404 0.8