August Bank Participation Report Options IN CONTRACT

  REPORT DATE: 8/6/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   10,071 1.1 12,119 1.3 912,563 389 0.1 11,119 1.8 614,644
NON U.S.   3,069 0.3 6,384 0.7   7,759 1.3 8,672 1.4  
  8 13,140 1.4 18,503 2.0   8,148 1.3 19,791 3.2  
CBT SOYBEANS U.S.   3,062 0.9 3,661 1.0 352,916 3,096 0.7 6,382 1.5 417,244
NON U.S.   1,419 0.4 3,494 1.0   8,653 2.1 8,788 2.1  
  6 4,481 1.3 7,155 2.0   11,749 2.8 15,170 3.6  
CBT UST BOND U.S. 4 9,884 2.7 13,840 3.7 372,115 15,510 3.8 8,743 2.2 404,051
NON U.S. 6 6,995 1.9 9,937 2.7   14,250 3.5 9,224 2.3  
  10 16,879 4.5 23,777 6.4   29,760 7.4 17,967 4.4  
NYME NY HARBOR ULSD U.S.   2,225 9.8 2,010 8.8 22,782 250 2.4 285 2.7 10,370
NON U.S.   1,755 7.7 1,645 7.2   605 5.8 920 8.9  
  7 3,980 17.5 3,655 16.0   855 8.2 1,205 11.6  
IFED NAT GAS ICE PEN U.S.   1,246,518 16.1 1,290,126 16.6 7,763,797 1,119,236 12.4 1,174,932 13.0 9,006,495
NON U.S.   119,021 1.5 219,713 2.8   170,776 1.9 109,993 1.2  
  9 1,365,539 17.6 1,509,839 19.4   1,290,012 14.3 1,284,925 14.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 199,079 9.7 298,603 14.5 2,055,514 220,309 10.9 175,273 8.7 2,013,669
NON U.S. 7 83,782 4.1 188,079 9.1   148,396 7.4 59,884 3.0  
  11 282,861 13.8 486,682 23.7   368,705 18.3 235,157 11.7  
NYME HENRY HUB LAST DAY FIN U.S. 5 10,560 11.4 6,386 6.9 92,982 5,586 9.1 1,250 2.0 61,234
NON U.S. 6 31,255 33.6 29,829 32.1   13,783 22.5 30,411 49.7  
  11 41,815 45.0 36,215 38.9   19,369 31.6 31,661 51.7  
CBT SOYBEAN MEAL U.S.   2,190 2.7 700 0.8 82,559 125 0.1 803 0.8 104,354
NON U.S.   291 0.4 375 0.5   210 0.2 301 0.3  
  5 2,481 3.0 1,075 1.3   335 0.3 1,104 1.1  
CBT UST 2Y NOTE U.S.   3,000 2.4 0 0.0 126,414 2,000 1.7 0 0.0 120,082
NON U.S.   900 0.7 1,550 1.2   3,200 2.7 800 0.7  
  5 3,900 3.1 1,550 1.2   5,200 4.3 800 0.7  
CBT UST 10Y NOTE U.S. 6 69,014 3.9 89,624 5.1 1,761,164 69,767 3.7 87,172 4.7 1,862,834
NON U.S. 19 37,405 2.1 59,874 3.4   101,741 5.5 49,354 2.6  
  25 106,419 6.0 149,498 8.5   171,508 9.2 136,526 7.3  
CBT UST 5Y NOTE U.S. 5 26,369 4.3 5,946 1.0 618,952 21,175 2.9 20,215 2.8 720,485
NON U.S. 8 17,365 2.8 24,608 4.0   24,151 3.4 27,842 3.9  
  13 43,734 7.1 30,554 4.9   45,326 6.3 48,057 6.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   18,780 5.8 28,840 8.9 323,502 24,865 6.8 15,907 4.4 363,668
NON U.S.   15,900 4.9 9,275 2.9   9,700 2.7 13,250 3.6  
  5 34,680 10.7 38,115 11.8   34,565 9.5 29,157 8.0  
NYME WTI-PHYSICAL U.S.   59,539 4.1 86,018 5.9 1,468,890 75,481 7.1 23,867 2.3 1,056,892
NON U.S.   39,867 2.7 67,779 4.6   64,877 6.1 29,949 2.8  
  15 99,406 6.8 153,797 10.5   140,358 13.3 53,816 5.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 6,357 5.5 21,880 19.0 115,332 26,132 19.1 10,130 7.4 137,161
NON U.S. 7 3,899 3.4 47,515 41.2   51,233 37.4 12,047 8.8  
  12 10,256 8.9 69,395 60.2   77,365 56.4 22,177 16.2  
NYME PALLADIUM U.S.   628 21.4 1,010 34.4 2,936 293 33.0 195 22.0 887
NON U.S.   401 13.7 115 3.9   0 0.0 51 5.7  
  5 1,029 35.0 1,125 38.3   293 33.0 246 27.7  
ICUS SUGAR NO. 11 U.S.   4,225 1.3 11,930 3.7 325,601 3,620 1.7 3,080 1.4 214,115
NON U.S.   430 0.1 3,847 1.2   907 0.4 7,007 3.3  
  5 4,655 1.4 15,777 4.8   4,527 2.1 10,087 4.7  
ICUS COFFEE C U.S.   955 1.0 335 0.3 100,131 430 0.5 917 1.0 89,887
NON U.S.   10 0.0 4 0.0   2,996 3.3 1 0.0  
  5 965 1.0 339 0.3   3,426 3.8 918 1.0  
CMX SILVER U.S.   7,769 6.0 4,051 3.1 130,570 873 1.3 4,293 6.2 68,751
NON U.S.   2,607 2.0 2,833 2.2   3,194 4.6 3,941 5.7  
  10 10,376 7.9 6,884 5.3   4,067 5.9 8,234 12.0  
CMX COPPER- #1 U.S.   26,670 15.2 24,017 13.7 175,400 15,861 15.6 13,520 13.3 101,494
NON U.S.   260 0.1 566 0.3   200 0.2 525 0.5  
  5 26,930 15.4 24,583 14.0   16,061 15.8 14,045 13.8  
CMX GOLD U.S. 4 73,846 9.9 78,550 10.6 742,446 18,241 4.6 24,019 6.0 398,503
NON U.S. 13 25,042 3.4 25,806 3.5   22,044 5.5 23,202 5.8  
  17 98,888 13.3 104,356 14.1   40,285 10.1 47,221 11.8  
CME SOFR-3M U.S. 9 629,019 3.4 580,353 3.1 18,565,320 766,684 3.7 545,090 2.7 20,485,603
NON U.S. 29 411,382 2.2 453,631 2.4   476,872 2.3 266,743 1.3  
  38 1,040,401 5.6 1,033,984 5.6   1,243,556 6.1 811,833 4.0  
CME E-MINI S&P 500 U.S.   337 0.0 0 0.0 1,776,328 4,250 0.1 4,100 0.1 4,571,141
NON U.S.   20,743 1.2 10,365 0.6   33,349 0.7 33,514 0.7  
  11 21,080 1.2 10,365 0.6   37,599 0.8 37,614 0.8