February Bank Participation Report Options IN CONTRACT

  REPORT DATE: 2/1/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,657 1.2 1,401 0.7 213,322 226 0.2 827 0.7 123,442
NON U.S.   1,610 0.8 7,416 3.5   1,550 1.3 2,130 1.7  
  5 4,267 2.0 8,817 4.1   1,776 1.4 2,957 2.4  
CBT CORN U.S.   1,986 0.3 4,670 0.6 736,881 507 0.1 8,943 1.7 513,242
NON U.S.   3,887 0.5 15,139 2.1   5,731 1.1 17,019 3.3  
  5 5,873 0.8 19,809 2.7   6,238 1.2 25,962 5.1  
CBT SOYBEANS U.S.   320 0.1 551 0.2 304,377 632 0.2 7,359 2.4 301,431
NON U.S.   1,248 0.4 3,795 1.2   2,078 0.7 2,300 0.8  
  8 1,568 0.5 4,346 1.4   2,710 0.9 9,659 3.2  
CBT U.S. TREASURY BONDS U.S. 5 8,477 3.5 6,858 2.9 239,616 5,099 1.9 9,662 3.7 263,809
NON U.S. 7 11,299 4.7 14,620 6.1   3,371 1.3 12,574 4.8  
  12 19,776 8.3 21,478 9.0   8,470 3.2 22,236 8.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,365 7.3 1,315 7.1 18,645 685 10.9 425 6.8 6,266
NON U.S.   135 0.7 110 0.6   300 4.8 50 0.8  
  5 1,500 8.0 1,425 7.6   985 15.7 475 7.6  
IFED NATURAL GAS PENULTIMATE ICE U.S.   201,742 5.7 417,064 11.7 3,552,568 273,944 10.3 187,568 7.1 2,648,908
NON U.S.   89,120 2.5 110,728 3.1   77,820 2.9 50,740 1.9  
  8 290,862 8.2 527,792 14.9   351,764 13.3 238,308 9.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 88,913 6.6 217,458 16.1 1,352,254 150,529 15.0 63,805 6.4 1,001,814
NON U.S. 7 46,968 3.5 145,609 10.8   90,230 9.0 64,467 6.4  
  11 135,881 10.0 363,067 26.8   240,759 24.0 128,272 12.8  
NYME HENRY HUB LAST DAY FIN U.S. 4 636 3.9 6,758 41.7 16,199 3,984 26.6 1,564 10.4 14,973
NON U.S. 4 6,232 38.5 2,641 16.3   587 3.9 9,595 64.1  
  8 6,868 42.4 9,399 58.0   4,571 30.5 11,159 74.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 33,729 2.7 8,936 0.7 1,242,934 44,552 2.4 25,112 1.3 1,867,222
NON U.S. 17 96,350 7.8 42,370 3.4   105,073 5.6 59,499 3.2  
  22 130,079 10.5 51,306 4.1   149,625 8.0 84,611 4.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   9,650 1.6 4,050 0.7 595,353 5,400 0.8 50 0.0 694,947
NON U.S.   21,737 3.7 20,869 3.5   55,203 7.9 15,740 2.3  
  13 31,387 5.3 24,919 4.2   60,603 8.7 15,790 2.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   33,000 8.8 43,015 11.4 375,938 32,535 21.1 21,545 14.0 154,161
NON U.S.   5,050 1.3 5,100 1.4   1,475 1.0 850 0.6  
  7 38,050 10.1 48,115 12.8   34,010 22.1 22,395 14.5  
NYME CRUDE OIL, LIGHT SWEET U.S.   71,127 5.1 118,983 8.6 1,388,705 65,686 7.8 29,525 3.5 845,830
NON U.S.   33,882 2.4 75,708 5.5   48,553 5.7 13,218 1.6  
  14 105,009 7.6 194,691 14.0   114,239 13.5 42,743 5.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,825 4.3 17,472 15.5 112,545 34,732 20.6 17,771 10.5 168,939
NON U.S. 7 5,735 5.1 50,727 45.1   43,191 25.6 16,469 9.7  
  11 10,560 9.4 68,199 60.6   77,923 46.1 34,240 20.3  
CMX SILVER U.S.   3,238 4.7 2,032 3.0 68,454 525 1.6 3,084 9.2 33,636
NON U.S.   428 0.6 1,826 2.7   1,558 4.6 549 1.6  
  8 3,666 5.4 3,858 5.6   2,083 6.2 3,633 10.8  
CMX GOLD U.S.   63,266 14.0 83,845 18.6 450,573 11,562 5.0 13,806 5.9 232,266
NON U.S.   10,657 2.4 24,079 5.3   9,550 4.1 4,876 2.1  
  13 73,923 16.4 107,924 24.0   21,112 9.1 18,682 8.0  
CME EURO FX U.S.   0 0.0 0 0.0 98,924 1,123 1.0 0 0.0 108,598
NON U.S.   4,367 4.4 1,312 1.3   3,395 3.1 2,140 2.0  
  5 4,367 4.4 1,312 1.3   4,518 4.2 2,140 2.0  
CME 3-MONTH EURODOLLARS U.S. 6 663,676 4.6 372,621 2.6 14,535,451 773,302 3.9 378,058 1.9 19,582,300
NON U.S. 19 409,052 2.8 441,724 3.0   607,235 3.1 268,934 1.4  
  25 1,072,728 7.4 814,345 5.6   1,380,537 7.0 646,992 3.3  
CME 3-MONTH SOFR U.S.   8,500 4.7 5,000 2.8 179,548 17,150 13.6 15,000 11.9 125,781
NON U.S.   60 0.0 0 0.0   5,050 4.0 5,000 4.0  
  6 8,560 4.8 5,000 2.8   22,200 17.6 20,000 15.9  
CME E-MINI S&P 500 STOCK INDEX U.S.   3,702 0.3 0 0.0 1,421,641 0 0.0 196 0.0 3,137,054
NON U.S.   4,411 0.3 8,813 0.6   11,417 0.4 27,814 0.9  
  9 8,113 0.6 8,813 0.6   11,417 0.4 28,010 0.9