April Bank Participation Report Options IN CONTRACT

  REPORT DATE: 4/2/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   9,700 1.3 7,082 0.9 747,273 1,153 0.2 7,385 1.2 638,217
NON U.S.   4,459 0.6 5,631 0.8   14,238 2.2 15,279 2.4  
  7 14,159 1.9 12,713 1.7   15,391 2.4 22,664 3.6  
CBT SOYBEANS U.S.   2,329 0.6 2,607 0.7 377,733 3,464 0.8 2,926 0.7 418,099
NON U.S.   2,003 0.5 962 0.3   4,813 1.2 7,832 1.9  
  5 4,332 1.1 3,569 0.9   8,277 2.0 10,758 2.6  
CBT SOYBEAN OIL U.S.   484 0.5 1,134 1.3 88,901 1,000 1.5 873 1.3 68,293
NON U.S.   0 0.0 800 0.9   430 0.6 812 1.2  
  5 484 0.5 1,934 2.2   1,430 2.1 1,685 2.5  
CBT UST BOND U.S. 4 9,406 3.0 9,533 3.0 312,874 12,802 3.2 5,460 1.4 397,574
NON U.S. 6 6,575 2.1 7,062 2.3   18,686 4.7 5,929 1.5  
  10 15,981 5.1 16,595 5.3   31,488 7.9 11,389 2.9  
NYME NY HARBOR ULSD U.S.   1,100 6.5 2,810 16.5 17,026 70 1.8 75 1.9 3,857
NON U.S.   1,140 6.7 1,040 6.1   176 4.6 226 5.9  
  6 2,240 13.2 3,850 22.6   246 6.4 301 7.8  
IFED NAT GAS ICE PEN U.S.   1,405,055 19.0 1,202,563 16.2 7,410,923 930,844 11.3 1,060,676 12.8 8,255,638
NON U.S.   146,820 2.0 240,841 3.2   191,368 2.3 118,968 1.4  
  9 1,551,875 ## 1,443,404 19.5   1,122,212 13.6 1,179,644 14.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 214,158 10.9 312,722 16.0 1,955,858 213,612 9.9 192,313 8.9 2,160,339
NON U.S. 8 93,906 4.8 173,107 8.9   127,670 5.9 66,586 3.1  
  12 308,064 15.8 485,829 24.8   341,282 15.8 258,899 12.0  
NYME HENRY HUB LAST DAY FIN U.S. 4 19,610 20.1 2,350 2.4 97,602 810 1.6 400 0.8 50,846
NON U.S. 6 27,076 27.7 33,323 34.1   13,774 27.1 27,109 53.3  
  10 46,686 ## 35,673 36.5   14,584 28.7 27,509 54.1  
CBT UST 10Y NOTE U.S. 4 26,709 1.8 59,197 3.9 1,524,803 41,588 3.0 58,517 4.3 1,374,988
NON U.S. 14 19,670 1.3 41,133 2.7   28,714 2.1 37,733 2.7  
  18 46,379 3.0 100,330 6.6   70,302 5.1 96,250 7.0  
CBT UST 5Y NOTE U.S. 6 21,007 3.0 16,414 2.4 693,972 29,373 5.5 21,378 4.0 533,873
NON U.S. 9 10,291 1.5 34,148 4.9   8,388 1.6 35,241 6.6  
  15 31,298 4.5 50,562 7.3   37,761 7.1 56,619 10.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   16,590 4.9 28,943 8.5 341,228 30,304 12.8 16,325 6.9 237,171
NON U.S.   13,800 4.0 4,700 1.4   3,800 1.6 6,440 2.7  
  5 30,390 8.9 33,643 9.9   34,104 14.4 22,765 9.6  
NYME WTI-PHYSICAL U.S.   54,809 4.2 90,951 7.0 1,300,987 66,524 7.6 27,468 3.1 879,901
NON U.S.   37,087 2.9 75,332 5.8   52,558 6.0 27,190 3.1  
  14 91,896 7.1 166,283 12.8   119,082 13.5 54,658 6.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 3,021 3.1 22,137 23.0 96,050 28,108 20.2 9,845 7.1 139,115
NON U.S. 7 4,399 4.6 35,200 36.6   38,458 27.6 11,787 8.5  
  12 7,420 7.7 57,337 59.7   66,566 47.8 21,632 15.5  
ICUS COCOA U.S.   4,099 2.3 1,991 1.1 180,509 900 0.3 3,450 1.1 302,834
NON U.S.   425 0.2 403 0.2   0 0.0 275 0.1  
  5 4,524 2.5 2,394 1.3   900 0.3 3,725 1.2  
ICUS SUGAR NO. 11 U.S.   4,365 1.2 20,144 5.6 362,288 1,100 0.4 9,441 3.4 280,881
NON U.S.   1,455 0.4 1,041 0.3   302 0.1 8,932 3.2  
  5 5,820 1.6 21,185 5.8   1,402 0.5 18,373 6.5  
CMX SILVER U.S.   4,733 4.7 5,486 5.4 100,669 1,202 2.4 3,236 6.6 49,373
NON U.S.   2,416 2.4 2,508 2.5   1,088 2.2 1,910 3.9  
  10 7,149 7.1 7,994 7.9   2,290 4.6 5,146 10.4  
CMX GOLD U.S.   24,372 4.3 30,756 5.4 566,526 8,335 2.1 11,540 2.9 391,978
NON U.S.   25,846 4.6 32,339 5.7   23,682 6.0 23,133 5.9  
  14 50,218 8.9 63,095 11.1   32,017 8.2 34,673 8.8  
CME SOFR-3M U.S. 8 693,233 3.7 494,060 2.6 18,983,649 565,346 3.5 441,541 2.7 16,138,702
NON U.S. 30 432,823 2.3 362,969 1.9   359,342 2.2 217,638 1.3  
  38 1,126,056 5.9 857,029 4.5   924,688 5.7 659,179 4.1  
CME E-MINI S&P 500 U.S.   649 0.0 0 0.0 1,770,657 200 0.0 0 0.0 4,110,355
NON U.S.   21,218 1.2 12,873 0.7   40,833 1.0 35,442 0.9  
  11 21,867 1.2 12,873 0.7   41,033 1.0 35,442 0.9