February Bank Participation Report Options IN CONTRACT

  REPORT DATE: 2/7/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,822 1.3 2,926 1.4 209,408 1,646 1.7 1,161 1.2 96,143
NON U.S.   792 0.4 539 0.3   460 0.5 640 0.7  
  5 3,614 1.7 3,465 1.7   2,106 2.2 1,801 1.9  
CBT CORN U.S.   6,566 1.1 4,362 0.7 608,363 1,515 0.3 5,822 1.1 550,027
NON U.S.   5,038 0.8 2,834 0.5   4,357 0.8 1,519 0.3  
  9 11,604 1.9 7,196 1.2   5,872 1.1 7,341 1.3  
CBT SOYBEANS U.S.   4,415 2.0 2,010 0.9 219,688 2,011 0.7 1,870 0.7 286,592
NON U.S.   2,371 1.1 2,641 1.2   2,524 0.9 2,438 0.9  
  8 6,786 3.1 4,651 2.1   4,535 1.6 4,308 1.5  
CBT UST BOND U.S. 4 12,897 5.1 8,935 3.5 254,928 7,514 2.9 8,832 3.4 262,892
NON U.S. 6 9,496 3.7 17,497 6.9   10,645 4.0 9,604 3.7  
  10 22,393 8.8 26,432 10.4   18,159 6.9 18,436 7.0  
IFED NAT GAS ICE PEN U.S.   850,440 15.9 677,260 12.7 5,349,130 602,612 11.8 630,460 12.4 5,086,478
NON U.S.   159,262 3.0 175,858 3.3   209,820 4.1 156,780 3.1  
  9 1,009,702 18.9 853,118 15.9   812,432 16.0 787,240 15.5  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 139,663 9.1 229,518 14.9 1,537,085 199,310 11.6 88,379 5.1 1,719,708
NON U.S. 8 71,803 4.7 150,284 9.8   138,498 8.1 77,287 4.5  
  12 211,466 13.8 379,802 24.7   337,808 19.6 165,666 9.6  
NYME HENRY HUB LAST DAY FIN U.S.   500 2.1 3,250 13.7 23,772 100 0.9 0 0.0 10,648
NON U.S.   11,031 46.4 10,976 46.2   259 2.4 7,549 70.9  
  7 11,531 48.5 14,226 59.8   359 3.4 7,549 70.9  
CBT UST 10Y NOTE U.S. 4 34,984 2.7 31,277 2.4 1,284,984 31,362 1.8 37,760 2.1 1,762,086
NON U.S. 14 56,477 4.4 46,516 3.6   99,034 5.6 111,738 6.3  
  18 91,461 7.1 77,793 6.1   130,396 7.4 149,498 8.5  
CBT UST 5Y NOTE U.S. 5 22,757 2.5 8,191 0.9 903,448 15,317 2.7 13,700 2.4 562,948
NON U.S. 8 28,355 3.1 17,977 2.0   23,919 4.2 38,376 6.8  
  13 51,112 5.7 26,168 2.9   39,236 7.0 52,076 9.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   23,520 8.8 35,270 13.2 266,616 33,935 17.6 20,210 10.5 192,825
NON U.S.   7,975 3.0 2,440 0.9   4,200 2.2 5,475 2.8  
  8 31,495 11.8 37,710 14.1   38,135 19.8 25,685 13.3  
IFED WTI CRUDE OIL 1ST LINE U.S.   0 0.0 4,045 20.7 19,575 31,795 42.5 25,075 33.5 74,890
NON U.S.   0 0.0 10,385 53.1   1,215 1.6 0 0.0  
  5 0 0.0 14,430 73.7   33,010 44.1 25,075 33.5  
NYME WTI-PHYSICAL U.S.   54,840 3.4 77,012 4.8 1,620,912 77,297 10.1 35,548 4.7 761,849
NON U.S.   38,831 2.4 74,893 4.6   62,154 8.2 22,976 3.0  
  16 93,671 5.8 151,905 9.4   139,451 18.3 58,524 7.7  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,916 5.0 12,530 16.0 78,172 17,482 22.2 7,449 9.4 78,906
NON U.S. 7 10,103 12.9 22,571 28.9   19,028 24.1 9,351 11.9  
  11 14,019 17.9 35,101 44.9   36,510 46.3 16,800 21.3  
ICUS SUGAR NO. 11 U.S.   1,890 0.5 12,667 3.7 345,027 2,480 0.8 8,909 2.7 326,572
NON U.S.   1,464 0.4 13,457 3.9   4,589 1.4 7,287 2.2  
  6 3,354 1.0 26,124 7.6   7,069 2.2 16,196 5.0  
ICUS COFFEE C U.S.   2,725 2.1 409 0.3 130,371 120 0.1 355 0.4 99,594
NON U.S.   1,122 0.9 316 0.2   139 0.1 925 0.9  
  6 3,847 3.0 725 0.6   259 0.3 1,280 1.3  
CMX SILVER U.S.   3,861 4.7 5,219 6.3 82,316 2,124 5.1 2,838 6.9 41,385
NON U.S.   2,942 3.6 5,366 6.5   1,435 3.5 2,188 5.3  
  9 6,803 8.3 10,585 12.9   3,559 8.6 5,026 12.1  
CMX GOLD U.S.   15,123 3.1 32,021 6.5 494,087 7,682 2.8 12,270 4.4 276,469
NON U.S.   16,539 3.3 28,307 5.7   13,508 4.9 9,809 3.5  
  16 31,662 6.4 60,328 12.2   21,190 7.7 22,079 8.0  
CME EURODOLLARS-3M U.S. 4 340,436 4.9 199,185 2.9 6,906,970 189,298 6.6 21,354 0.7 2,863,380
NON U.S. 10 128,642 1.9 64,276 0.9   98,529 3.4 9,570 0.3  
  14 469,078 6.8 263,461 3.8   287,827 10.1 30,924 1.1  
CME SOFR-3M U.S. 7 375,646 2.0 335,490 1.8 18,529,411 518,022 2.8 422,120 2.3 18,515,573
NON U.S. 26 274,082 1.5 236,055 1.3   306,400 1.7 152,652 0.8  
  33 649,728 3.5 571,545 3.1   824,422 4.5 574,772 3.1  
CME E-MINI S&P 500 U.S.   569 0.0 0 0.0 1,654,123 25 0.0 0 0.0 3,282,890
NON U.S.   13,062 0.8 14,098 0.9   20,257 0.6 29,908 0.9  
  15 13,631 0.8 14,098 0.9   20,282 0.6 29,908 0.9