April Bank Participation Report Options IN CONTRACT

  REPORT DATE: 4/4/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,181 1.1 600 0.3 191,353 1,294 1.3 1,250 1.3 98,826
NON U.S.   859 0.4 279 0.1   300 0.3 620 0.6  
  5 3,040 1.6 879 0.5   1,594 1.6 1,870 1.9  
CBT CORN U.S.   8,750 1.4 3,458 0.5 633,065 9,098 1.4 16,364 2.5 647,949
NON U.S.   3,069 0.5 2,363 0.4   4,274 0.7 5,458 0.8  
  9 11,819 1.9 5,821 0.9   13,372 2.1 21,822 3.4  
CBT SOYBEANS U.S.   6,010 1.8 1,306 0.4 339,406 1,279 0.5 2,664 1.0 272,255
NON U.S.   4,601 1.4 4,056 1.2   465 0.2 1,785 0.7  
  8 10,611 3.1 5,362 1.6   1,744 0.6 4,449 1.6  
CBT UST BOND U.S.   5,191 2.6 16,044 8.1 198,827 10,713 3.6 7,335 2.5 295,658
NON U.S.   9,836 4.9 6,044 3.0   3,433 1.2 8,497 2.9  
  8 15,027 7.6 22,088 11.1   14,146 4.8 15,832 5.4  
NYME NY HARBOR ULSD U.S.   970 10.5 1,410 15.3 9,201 1,160 15.1 385 5.0 7,699
NON U.S.   925 10.1 825 9.0   725 9.4 425 5.5  
  6 1,895 20.6 2,235 24.3   1,885 24.5 810 10.5  
IFED NAT GAS ICE PEN U.S.   831,298 15.0 756,298 13.6 5,555,578 613,532 11.9 615,200 11.9 5,157,236
NON U.S.   165,607 3.0 211,989 3.8   226,240 4.4 167,680 3.3  
  9 996,905 17.9 968,287 17.4   839,772 16.3 782,880 15.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 155,788 9.5 240,028 14.7 1,635,027 182,536 10.8 86,737 5.1 1,697,286
NON U.S. 8 69,512 4.3 139,580 8.5   131,550 7.8 69,760 4.1  
  12 225,300 13.8 379,608 23.2   314,086 18.5 156,497 9.2  
NYME HENRY HUB LAST DAY FIN U.S.   400 1.3 4,039 13.6 29,807 1,039 8.4 0 0.0 12,344
NON U.S.   12,530 42.0 15,781 52.9   284 2.3 9,844 79.7  
  8 12,930 43.4 19,820 66.5   1,323 10.7 9,844 79.7  
CBT UST 2Y NOTE U.S.   0 0.0 0 0.0 74,768 5,150 5.5 3,650 3.9 93,575
NON U.S.   3,780 5.1 4,000 5.3   0 0.0 0 0.0  
  5 3,780 5.1 4,000 5.3   5,150 5.5 3,650 3.9  
CBT UST 10Y NOTE U.S. 5 46,260 3.3 23,499 1.7 1,392,544 57,137 4.3 15,840 1.2 1,316,633
NON U.S. 12 65,014 4.7 28,296 2.0   44,290 3.4 43,511 3.3  
  17 111,274 8.0 51,795 3.7   101,427 7.7 59,351 4.5  
CBT UST 5Y NOTE U.S. 5 39,796 4.3 16,439 1.8 921,294 42,611 5.3 9,849 1.2 808,058
NON U.S. 10 49,120 5.3 12,259 1.3   28,820 3.6 50,659 6.3  
  15 88,916 9.7 28,698 3.1   71,431 8.8 60,508 7.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,745 5.7 34,700 10.0 347,572 30,425 13.0 19,295 8.3 233,606
NON U.S.   9,025 2.6 2,340 0.7   3,850 1.6 5,175 2.2  
  6 28,770 8.3 37,040 10.7   34,275 14.7 24,470 10.5  
NYME WTI-PHYSICAL U.S.   52,817 3.5 78,689 5.1 1,530,256 74,935 8.5 28,629 3.2 884,317
NON U.S.   36,354 2.4 71,844 4.7   56,097 6.3 24,647 2.8  
  16 89,171 5.8 150,533 9.8   131,032 14.8 53,276 6.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 2,994 3.6 13,067 15.6 83,614 17,267 21.7 5,937 7.4 79,728
NON U.S. 7 8,924 10.7 26,577 31.8   21,023 26.4 8,007 10.0  
  11 11,918 14.3 39,644 47.4   38,290 48.0 13,944 17.5  
ICUS SUGAR NO. 11 U.S.   2,205 0.6 9,538 2.7 359,372 1,835 0.6 10,225 3.4 297,093
NON U.S.   910 0.3 8,561 2.4   2,151 0.7 5,351 1.8  
  6 3,115 0.9 18,099 5.0   3,986 1.3 15,576 5.2  
ICUS COFFEE C U.S.   759 0.9 759 0.9 85,918 30 0.0 250 0.3 73,502
NON U.S.   522 0.6 313 0.4   488 0.7 520 0.7  
  5 1,281 1.5 1,072 1.2   518 0.7 770 1.0  
CMX SILVER U.S.   6,109 7.6 5,013 6.2 80,679 2,648 5.2 3,261 6.4 51,131
NON U.S.   4,190 5.2 5,073 6.3   1,520 3.0 1,550 3.0  
  10 10,299 12.8 10,086 12.5   4,168 8.2 4,811 9.4  
CMX GOLD U.S.   13,875 2.5 35,348 6.3 559,234 20,264 6.6 15,178 4.9 308,794
NON U.S.   23,730 4.2 32,360 5.8   14,145 4.6 15,972 5.2  
  14 37,605 6.7 67,708 12.1   34,409 11.1 31,150 10.1  
CME EURODOLLARS-3M U.S.   254,706 5.9 95,199 2.2 4,353,803 66,281 4.7 5,740 0.4 1,401,604
NON U.S.   63,768 1.5 36,251 0.8   37,855 2.7 3,062 0.2  
  12 318,474 7.3 131,450 3.0   104,136 7.4 8,802 0.6  
CME SOFR-3M U.S. 7 420,533 2.6 388,185 2.4 16,433,292 683,479 3.1 470,237 2.1 22,053,720
NON U.S. 23 285,019 1.7 261,965 1.6   382,824 1.7 229,233 1.0  
  30 705,552 4.3 650,150 4.0   1,066,303 4.8 699,470 3.2  
CME E-MINI S&P 500 U.S.   479 0.0 0 0.0 1,518,051 1,850 0.1 750 0.0 3,347,724
NON U.S.   12,307 0.8 14,875 1.0   24,920 0.7 30,440 0.9  
  12 12,786 0.8 14,875 1.0   26,770 0.8 31,190 0.9