October Bank Participation Report Options IN CONTRACT

  REPORT DATE: 10/3/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   4,033 1.8 4,373 1.9 224,789 155 0.2 1,032 1.0 99,950
NON U.S.   244 0.1 31 0.0   0 0.0 400 0.4  
  5 4,277 1.9 4,404 2.0   155 0.2 1,432 1.4  
CBT CORN U.S.   9,175 1.4 7,740 1.2 637,397 20,122 3.2 18,626 2.9 632,057
NON U.S.   2,866 0.4 17,305 2.7   9,062 1.4 6,026 1.0  
  9 12,041 1.9 25,045 3.9   29,184 4.6 24,652 3.9  
CBT SOYBEANS U.S.   4,279 1.3 2,987 0.9 341,072 2,350 0.6 2,638 0.7 382,838
NON U.S.   1,033 0.3 1,148 0.3   5,369 1.4 5,060 1.3  
  7 5,312 1.6 4,135 1.2   7,719 2.0 7,698 2.0  
CBT UST BOND U.S. 5 6,568 1.5 22,628 5.1 444,919 27,562 7.5 10,742 2.9 367,578
NON U.S. 7 18,855 4.2 11,017 2.5   11,689 3.2 2,007 0.5  
  12 25,423 5.7 33,645 7.6   39,251 10.7 12,749 3.5  
NYME NY HARBOR ULSD U.S.   1,105 8.7 825 6.5 12,740 840 15.6 450 8.4 5,381
NON U.S.   1,175 9.2 925 7.3   425 7.9 275 5.1  
  5 2,280 17.9 1,750 13.7   1,265 23.5 725 13.5  
IFED NAT GAS ICE PEN U.S.   950,050 17.4 893,266 16.4 5,460,643 620,952 12.4 450,140 9.0 4,993,019
NON U.S.   152,825 2.8 279,967 5.1   232,576 4.7 109,628 2.2  
  9 1,102,875 20.2 1,173,233 21.5   853,528 17.1 559,768 11.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 166,839 11.0 243,917 16.1 1,510,875 110,368 9.5 103,766 9.0 1,156,356
NON U.S. 8 65,982 4.4 134,675 8.9   109,948 9.5 49,318 4.3  
  12 232,821 15.4 378,592 25.1   220,316 19.1 153,084 13.2  
NYME HENRY HUB LAST DAY FIN U.S.   1,125 2.1 3,105 5.8 53,750 3,155 9.4 75 0.2 33,388
NON U.S.   22,800 42.4 24,313 45.2   8,882 26.6 18,581 55.7  
  8 23,925 44.5 27,418 51.0   12,037 36.1 18,656 55.9  
CBT UST 2Y NOTE U.S.   3,000 1.8 0 0.0 164,256 0 0.0 0 0.0 112,438
NON U.S.   5,750 3.5 4,000 2.4   0 0.0 2,875 2.6  
  5 8,750 5.3 4,000 2.4   0 0.0 2,875 2.6  
CBT UST 10Y NOTE U.S. 5 14,584 1.0 52,304 3.6 1,443,531 110,073 7.8 28,680 2.0 1,415,236
NON U.S. 6 34,987 2.4 50,088 3.5   35,263 2.5 45,698 3.2  
  11 49,571 3.4 102,392 7.1   145,336 10.3 74,378 5.3  
CBT UST 5Y NOTE U.S. 4 33,531 3.7 46,030 5.1 907,360 31,240 6.0 32,263 6.2 517,845
NON U.S. 12 41,644 4.6 32,290 3.6   9,774 1.9 21,090 4.1  
  16 75,175 8.3 78,320 8.6   41,014 7.9 53,353 10.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   16,770 5.0 31,788 9.5 334,962 36,814 12.9 20,335 7.1 285,515
NON U.S.   15,550 4.6 4,500 1.3   7,600 2.7 8,850 3.1  
  6 32,320 9.6 36,288 10.8   44,414 15.6 29,185 10.2  
NYME WTI-PHYSICAL U.S.   46,927 3.6 83,134 6.4 1,295,549 78,820 7.7 24,543 2.4 1,027,215
NON U.S.   37,575 2.9 77,567 6.0   57,301 5.6 28,966 2.8  
  17 84,502 6.5 160,701 12.4   136,121 13.3 53,509 5.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,422 3.4 18,488 18.6 99,447 18,842 18.8 5,058 5.0 100,408
NON U.S. 7 6,562 6.6 33,851 34.0   31,151 31.0 9,169 9.1  
  11 9,984 10.0 52,339 52.6   49,993 49.8 14,227 14.2  
ICUS SUGAR NO. 11 U.S.   2,150 0.6 13,079 3.5 371,000 2,050 0.7 7,099 2.5 281,149
NON U.S.   270 0.1 1,243 0.3   1,000 0.4 10,950 3.9  
  5 2,420 0.7 14,322 3.9   3,050 1.1 18,049 6.4  
CMX SILVER U.S.   7,260 8.8 6,535 7.9 82,365 364 1.1 2,848 8.4 33,950
NON U.S.   1,908 2.3 2,195 2.7   630 1.9 1,009 3.0  
  11 9,168 11.1 8,730 10.6   994 2.9 3,857 11.4  
CMX COPPER- #1 U.S.   3,686 7.1 1,922 3.7 51,658 1,234 3.4 160 0.4 36,000
NON U.S.   240 0.5 0 0.0   100 0.3 100 0.3  
  5 3,926 7.6 1,922 3.7   1,334 3.7 260 0.7  
CMX GOLD U.S.   21,405 3.5 33,947 5.5 615,736 13,108 4.4 12,361 4.1 298,234
NON U.S.   23,875 3.9 24,195 3.9   13,930 4.7 12,967 4.3  
  14 45,280 7.4 58,142 9.4   27,038 9.1 25,328 8.5  
CME EURO FX U.S.   1,944 1.1 0 0.0 170,971 4,457 3.0 1,510 1.0 147,405
NON U.S.   597 0.3 4,250 2.5   4,659 3.2 3,773 2.6  
  5 2,541 1.5 4,250 2.5   9,116 6.2 5,283 3.6  
CME SOFR-3M U.S. 7 772,457 3.9 587,999 2.9 19,945,270 627,017 3.8 473,009 2.9 16,400,599
NON U.S. 24 423,366 2.1 445,746 2.2   314,117 1.9 229,507 1.4  
  31 1,195,823 6.0 1,033,745 5.2   941,134 5.7 702,516 4.3  
CME E-MINI S&P 500 U.S.   0 0.0 0 0.0 1,699,713 250 0.0 0 0.0 3,831,692
NON U.S.   18,090 1.1 9,446 0.6   40,820 1.1 44,901 1.2  
  15 18,090 1.1 9,446 0.6   41,070 1.1 44,901 1.2