November Bank Participation Report Options IN CONTRACT

  REPORT DATE: 11/7/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   8,875 1.3 8,390 1.2 698,253 6,467 1.0 15,149 2.4 640,584
NON U.S.   2,625 0.4 9,430 1.4   9,277 1.4 6,172 1.0  
  9 11,500 1.6 17,820 2.6   15,744 2.5 21,321 3.3  
CBT SOYBEANS U.S.   1,350 0.6 1,437 0.6 224,263 793 0.3 1,125 0.4 253,157
NON U.S.   370 0.2 1,205 0.5   4,091 1.6 3,746 1.5  
  5 1,720 0.8 2,642 1.2   4,884 1.9 4,871 1.9  
CBT UST BOND U.S. 5 10,637 2.8 13,776 3.6 381,388 10,842 2.9 8,815 2.4 371,768
NON U.S. 5 17,625 4.6 8,575 2.2   5,885 1.6 3,125 0.8  
  10 28,262 7.4 22,351 5.9   16,727 4.5 11,940 3.2  
NYME NY HARBOR ULSD U.S.   1,600 9.2 915 5.3 17,302 740 12.0 360 5.8 6,188
NON U.S.   1,245 7.2 1,130 6.5   475 7.7 175 2.8  
  6 2,845 16.4 2,045 11.8   1,215 19.6 535 8.6  
IFED NAT GAS ICE PEN U.S.   916,102 14.3 1,039,528 16.2 6,419,357 783,052 14.8 431,180 8.2 5,281,209
NON U.S.   144,970 2.3 285,542 4.4   218,052 4.1 106,464 2.0  
  9 1,061,072 16.5 1,325,070 20.6   1,001,104 19.0 537,644 10.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 171,550 10.0 256,033 15.0 1,708,058 143,858 11.1 125,391 9.7 1,294,351
NON U.S. 8 72,522 4.2 143,693 8.4   114,620 8.9 56,126 4.3  
  12 244,072 14.3 399,726 23.4   258,478 20.0 181,517 14.0  
NYME HENRY HUB LAST DAY FIN U.S. 4 1,450 2.2 3,555 5.4 65,237 3,805 7.8 75 0.2 48,594
NON U.S. 6 22,773 34.9 31,535 48.3   19,197 39.5 20,700 42.6  
  10 24,223 37.1 35,090 53.8   23,002 47.3 20,775 42.8  
CBT UST 2Y NOTE U.S.   2,400 1.2 500 0.3 192,613 1,550 1.6 500 0.5 94,930
NON U.S.   3,450 1.8 2,400 1.2   900 0.9 2,150 2.3  
  6 5,850 3.0 2,900 1.5   2,450 2.6 2,650 2.8  
CBT UST 10Y NOTE U.S. 5 41,175 2.5 34,996 2.1 1,649,059 46,278 3.0 41,007 2.7 1,538,276
NON U.S. 12 61,002 3.7 48,372 2.9   67,324 4.4 50,596 3.3  
  17 102,177 6.2 83,368 5.1   113,602 7.4 91,603 6.0  
CBT UST 5Y NOTE U.S. 4 36,181 4.7 32,739 4.3 768,313 16,078 3.7 20,737 4.8 431,936
NON U.S. 9 14,141 1.8 22,242 2.9   9,841 2.3 19,917 4.6  
  13 50,322 6.5 54,981 7.2   25,919 6.0 40,654 9.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   21,850 5.8 36,473 9.7 377,787 48,024 14.6 23,370 7.1 328,345
NON U.S.   15,750 4.2 6,850 1.8   8,000 2.4 7,790 2.4  
  7 37,600 10.0 43,323 11.5   56,024 17.1 31,160 9.5  
NYME WTI-PHYSICAL U.S.   82,657 4.9 122,242 7.3 1,673,878 87,243 8.1 27,866 2.6 1,076,924
NON U.S.   37,351 2.2 83,017 5.0   65,522 6.1 29,677 2.8  
  14 120,008 7.2 205,259 12.3   152,765 14.2 57,543 5.3  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,057 3.0 17,956 17.9 100,503 20,985 19.3 8,171 7.5 108,488
NON U.S. 7 6,331 6.3 36,530 36.3   32,843 30.3 9,694 8.9  
  11 9,388 9.3 54,486 54.2   53,828 49.6 17,865 16.5  
ICUS SUGAR NO. 11 U.S.   2,150 0.5 13,529 3.0 443,951 2,150 0.6 7,549 2.2 344,578
NON U.S.   670 0.2 2,134 0.5   1,260 0.4 11,410 3.3  
  6 2,820 0.6 15,663 3.5   3,410 1.0 18,959 5.5  
CMX SILVER U.S.   7,675 8.2 6,641 7.1 93,372 364 1.0 3,743 10.7 35,027
NON U.S.   2,251 2.4 2,983 3.2   899 2.6 1,173 3.3  
  11 9,926 10.6 9,624 10.3   1,263 3.6 4,916 14.0  
CMX COPPER- #1 U.S.   3,077 5.1 2,345 3.9 59,939 550 1.3 910 2.2 40,919
NON U.S.   350 0.6 230 0.4   100 0.2 110 0.3  
  5 3,427 5.7 2,575 4.3   650 1.6 1,020 2.5  
CMX GOLD U.S.   25,610 3.8 35,260 5.2 678,474 12,441 3.4 14,034 3.8 368,267
NON U.S.   30,547 4.5 33,598 5.0   19,095 5.2 18,397 5.0  
  16 56,157 8.3 68,858 10.1   31,536 8.6 32,431 8.8  
CME SOFR-3M U.S. 7 959,905 4.0 658,559 2.8 23,701,380 559,167 3.0 464,262 2.5 18,345,084
NON U.S. 24 418,661 1.8 472,999 2.0   344,586 1.9 287,368 1.6  
  31 1,378,566 5.8 1,131,558 4.8   903,753 4.9 751,630 4.1  
CME E-MINI S&P 500 U.S.   220 0.0 0 0.0 2,151,643 1,100 0.0 0 0.0 4,614,337
NON U.S.   23,942 1.1 15,742 0.7   35,278 0.8 43,572 0.9  
  15 24,162 1.1 15,742 0.7   36,378 0.8 43,572 0.9