December Bank Participation Report Options IN CONTRACT

  REPORT DATE: 12/5/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   4,275 1.0 2,562 0.6 432,064 1,678 0.5 4,175 1.2 337,776
NON U.S.   1,793 0.4 1,090 0.3   1,600 0.5 1,024 0.3  
  6 6,068 1.4 3,652 0.8   3,278 1.0 5,199 1.5  
CBT SOYBEANS U.S.   1,224 0.5 1,974 0.8 232,522 843 0.3 1,550 0.5 300,019
NON U.S.   334 0.1 1,153 0.5   2,706 0.9 2,246 0.7  
  5 1,558 0.7 3,127 1.3   3,549 1.2 3,796 1.3  
CBT UST BOND U.S.   3,461 1.6 6,451 3.0 218,209 6,244 2.2 3,092 1.1 286,703
NON U.S.   2,676 1.2 2,634 1.2   11,611 4.0 1,274 0.4  
  9 6,137 2.8 9,085 4.2   17,855 6.2 4,366 1.5  
NYME NY HARBOR ULSD U.S.   1,095 8.3 870 6.6 13,226 390 9.2 225 5.3 4,228
NON U.S.   1,650 12.5 1,080 8.2   250 5.9 60 1.4  
  7 2,745 20.8 1,950 14.7   640 15.1 285 6.7  
IFED NAT GAS ICE PEN U.S.   1,006,976 15.5 1,050,932 16.2 6,487,159 783,452 13.5 578,000 9.9 5,813,836
NON U.S.   157,191 2.4 271,485 4.2   204,352 3.5 114,616 2.0  
  9 1,164,167 17.9 1,322,417 20.4   987,804 17.0 692,616 11.9  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 190,545 10.7 261,726 14.7 1,780,854 141,722 10.6 125,797 9.4 1,338,951
NON U.S. 8 73,485 4.1 149,840 8.4   114,842 8.6 54,978 4.1  
  12 264,030 14.8 411,566 23.1   256,564 19.2 180,775 13.5  
NYME HENRY HUB LAST DAY FIN U.S.   1,200 1.9 3,480 5.5 63,618 3,420 6.8 0 0.0 50,085
NON U.S.   20,272 31.9 31,224 49.1   18,941 37.8 21,858 43.6  
  9 21,472 33.8 34,704 54.6   22,361 44.6 21,858 43.6  
CBT UST 2Y NOTE U.S.   2,100 3.8 0 0.0 55,262 1,350 2.1 750 1.2 63,305
NON U.S.   750 1.4 1,500 2.7   1,000 1.6 1,120 1.8  
  6 2,850 5.2 1,500 2.7   2,350 3.7 1,870 3.0  
CBT UST 10Y NOTE U.S. 5 44,963 3.1 36,978 2.6 1,431,222 42,843 2.9 32,740 2.2 1,466,736
NON U.S. 11 43,369 3.0 40,030 2.8   52,478 3.6 53,721 3.7  
  16 88,332 6.2 77,008 5.4   95,321 6.5 86,461 5.9  
CBT UST 5Y NOTE U.S. 4 31,594 6.9 20,215 4.4 456,911 9,977 2.3 8,763 2.0 431,920
NON U.S. 12 12,942 2.8 13,888 3.0   9,816 2.3 15,112 3.5  
  16 44,536 9.7 34,103 7.5   19,793 4.6 23,875 5.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,975 7.0 30,068 10.6 284,406 32,469 11.4 18,045 6.3 284,877
NON U.S.   11,600 4.1 2,800 1.0   3,500 1.2 5,840 2.1  
  6 31,575 11.1 32,868 11.6   35,969 12.6 23,885 8.4  
NYME WTI-PHYSICAL U.S.   73,122 5.6 98,101 7.5 1,309,735 67,342 8.1 21,082 2.5 830,625
NON U.S.   29,162 2.2 72,583 5.5   57,172 6.9 20,610 2.5  
  12 102,284 7.8 170,684 13.0   124,514 15.0 41,692 5.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,179 3.3 16,002 16.7 95,818 24,547 18.9 11,674 9.0 130,161
NON U.S. 7 5,519 5.8 33,574 35.0   30,989 23.8 8,596 6.6  
  11 8,698 9.1 49,576 51.7   55,536 42.7 20,270 15.6  
ICUS SUGAR NO. 11 U.S.   2,959 0.6 17,813 3.6 495,137 2,150 0.5 9,546 2.4 393,324
NON U.S.   815 0.2 1,207 0.2   1,001 0.3 11,240 2.9  
  5 3,774 0.8 19,020 3.8   3,151 0.8 20,786 5.3  
ICUS COFFEE C U.S.   1,350 2.0 300 0.4 66,789 400 0.5 1,279 1.5 84,005
NON U.S.   135 0.2 360 0.5   2,175 2.6 0 0.0  
  5 1,485 2.2 660 1.0   2,575 3.1 1,279 1.5  
CMX SILVER U.S.   5,119 7.5 6,228 9.1 68,271 296 1.0 3,788 12.4 30,523
NON U.S.   2,320 3.4 1,639 2.4   569 1.9 1,490 4.9  
  6 7,439 10.9 7,867 11.5   865 2.8 5,278 17.3  
CMX GOLD U.S.   22,083 3.7 28,580 4.8 591,311 7,886 2.7 13,276 4.5 294,749
NON U.S.   26,550 4.5 26,330 4.5   14,420 4.9 14,656 5.0  
  17 48,633 8.2 54,910 9.3   22,306 7.6 27,932 9.5  
CME SOFR-3M U.S. 7 920,286 3.4 642,909 2.4 27,167,107 588,194 3.2 489,686 2.7 18,337,975
NON U.S. 25 406,039 1.5 470,926 1.7   363,566 2.0 301,268 1.6  
  32 1,326,325 4.9 1,113,835 4.1   951,760 5.2 790,954 4.3  
CME E-MINI S&P 500 U.S.   250 0.0 15 0.0 2,254,788 30 0.0 15 0.0 4,708,597
NON U.S.   27,697 1.2 16,790 0.7   47,500 1.0 49,826 1.1  
  18 27,947 1.2 16,805 0.7   47,530 1.0 49,841 1.1