May Bank Participation Report Options IN CONTRACT

  REPORT DATE: 5/2/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   4,838 2.7 1,998 1.1 181,992 744 0.7 350 0.3 104,618
NON U.S.   2,789 1.5 1,277 0.7   500 0.5 600 0.6  
  7 7,627 4.2 3,275 1.8   1,244 1.2 950 0.9  
CBT CORN U.S.   5,400 0.9 4,623 0.7 629,891 14,029 2.2 8,725 1.4 634,056
NON U.S.   2,079 0.3 4,165 0.7   7,777 1.2 9,208 1.5  
  8 7,479 1.2 8,788 1.4   21,806 3.4 17,933 2.8  
CBT SOYBEANS U.S.   4,170 1.4 1,037 0.3 302,704 2,160 1.0 1,806 0.8 219,152
NON U.S.   379 0.1 1,166 0.4   103 0.0 0 0.0  
  7 4,549 1.5 2,203 0.7   2,263 1.0 1,806 0.8  
CBT UST BOND U.S.   5,567 2.8 8,964 4.5 198,347 15,781 5.1 7,062 2.3 308,602
NON U.S.   10,417 5.3 3,117 1.6   3,184 1.0 4,700 1.5  
  7 15,984 8.1 12,081 6.1   18,965 6.1 11,762 3.8  
NYME NY HARBOR ULSD U.S.   855 9.8 1,310 15.1 8,686 800 13.6 825 14.0 5,879
NON U.S.   975 11.2 975 11.2   800 13.6 375 6.4  
  6 1,830 21.1 2,285 26.3   1,600 27.2 1,200 20.4  
IFED NAT GAS ICE PEN U.S.   876,206 15.8 751,376 13.5 5,553,364 614,412 11.8 520,660 10.0 5,220,361
NON U.S.   179,624 3.2 258,318 4.7   249,996 4.8 162,968 3.1  
  9 1,055,830 19.0 1,009,694 18.2   864,408 16.6 683,628 13.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 158,701 9.7 252,718 15.4 1,638,424 163,240 10.0 88,526 5.4 1,627,376
NON U.S. 8 68,481 4.2 145,835 8.9   130,025 8.0 60,624 3.7  
  12 227,182 13.9 398,553 24.3   293,265 18.0 149,150 9.2  
NYME HENRY HUB LAST DAY FIN U.S.   350 1.2 2,925 9.8 29,895 0 0.0 0 0.0 13,167
NON U.S.   13,352 44.7 14,952 50.0   356 2.7 10,880 82.6  
  7 13,702 45.8 17,877 59.8   356 2.7 10,880 82.6  
CBT UST 10Y NOTE U.S. 4 49,666 3.8 28,459 2.2 1,295,543 55,614 4.6 16,493 1.4 1,216,036
NON U.S. 12 61,401 4.7 24,181 1.9   30,530 2.5 72,429 6.0  
  16 111,067 8.6 52,640 4.1   86,144 7.1 88,922 7.3  
CBT UST 5Y NOTE U.S. 4 32,325 3.9 9,586 1.1 833,618 27,562 4.5 8,849 1.4 610,787
NON U.S. 11 82,095 9.8 50,442 6.1   18,502 3.0 59,442 9.7  
  15 114,420 13.7 60,028 7.2   46,064 7.5 68,291 11.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   21,225 6.6 41,750 13.0 321,245 32,475 14.3 17,695 7.8 227,721
NON U.S.   9,125 2.8 2,940 0.9   4,450 2.0 4,875 2.1  
  6 30,350 9.4 44,690 13.9   36,925 16.2 22,570 9.9  
IFED WTI CRUDE OIL 1ST LINE U.S.   0 0.0 3,260 22.3 14,630 22,930 40.2 17,870 31.3 57,050
NON U.S.   80 0.5 8,985 61.4   1,105 1.9 0 0.0  
  5 80 0.5 12,245 83.7   24,035 42.1 17,870 31.3  
NYME WTI-PHYSICAL U.S.   55,764 3.5 81,245 5.1 1,579,491 80,142 8.8 26,797 2.9 908,833
NON U.S.   41,574 2.6 79,769 5.1   64,727 7.1 29,564 3.3  
  17 97,338 6.2 161,014 10.2   144,869 15.9 56,361 6.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 2,788 3.3 12,703 15.2 83,811 16,030 19.1 5,496 6.5 83,970
NON U.S. 7 8,958 10.7 28,862 34.4   24,720 29.4 9,736 11.6  
  11 11,746 14.0 41,565 49.6   40,750 48.5 15,232 18.1  
ICUS SUGAR NO. 11 U.S.   1,905 0.5 12,540 3.1 408,359 1,630 0.5 16,030 4.4 361,242
NON U.S.   4,660 1.1 4,723 1.2   3,201 0.9 7,991 2.2  
  7 6,565 1.6 17,263 4.2   4,831 1.3 24,021 6.6  
ICUS COFFEE C U.S.   1,009 1.4 609 0.8 74,723 25 0.0 475 0.7 71,488
NON U.S.   522 0.7 10 0.0   933 1.3 520 0.7  
  5 1,531 2.0 619 0.8   958 1.3 995 1.4  
CMX SILVER U.S.   5,539 6.5 4,736 5.6 85,113 1,229 2.6 1,266 2.7 46,406
NON U.S.   3,985 4.7 4,828 5.7   1,109 2.4 1,157 2.5  
  9 9,524 11.2 9,564 11.2   2,338 5.0 2,423 5.2  
CMX GOLD U.S.   15,372 2.6 38,514 6.5 593,771 16,902 5.4 13,686 4.4 310,607
NON U.S.   20,757 3.5 31,531 5.3   15,738 5.1 15,592 5.0  
  15 36,129 6.1 70,045 11.8   32,640 10.5 29,278 9.4  
CME EURODOLLARS-3M U.S.   36,750 2.3 19,349 1.2 1,622,944 3,625 1.0 66 0.0 380,125
NON U.S.   22,829 1.4 13,250 0.8   10,450 2.7 1 0.0  
  10 59,579 3.7 32,599 2.0   14,075 3.7 67 0.0  
CME SOFR-3M U.S. 7 652,765 3.5 479,343 2.5 18,804,884 827,717 3.8 532,025 2.5 21,640,373
NON U.S. 28 342,198 1.8 302,632 1.6   459,158 2.1 300,451 1.4  
  35 994,963 5.3 781,975 4.2   1,286,875 5.9 832,476 3.8  
CME E-MINI S&P 500 U.S.   156 0.0 0 0.0 1,544,773 1,100 0.0 1,100 0.0 3,555,008
NON U.S.   14,798 1.0 15,083 1.0   29,372 0.8 36,073 1.0  
  14 14,954 1.0 15,083 1.0   30,472 0.9 37,173 1.0