January Bank Participation Report Options IN CONTRACT

  REPORT DATE: 1/2/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   5,301 1.1 3,462 0.7 471,601 1,678 0.5 4,175 1.1 367,266
NON U.S.   4,374 0.9 1,027 0.2   2,779 0.8 1,412 0.4  
  8 9,675 2.1 4,489 1.0   4,457 1.2 5,587 1.5  
CBT SOYBEANS U.S.   900 0.4 1,710 0.8 223,002 793 0.3 1,395 0.5 295,112
NON U.S.   839 0.4 1,122 0.5   2,953 1.0 2,977 1.0  
  5 1,739 0.8 2,832 1.3   3,746 1.3 4,372 1.5  
CBT UST BOND U.S. 4 2,500 1.1 14,300 6.6 218,294 21,267 6.4 5,478 1.6 332,260
NON U.S. 7 4,432 2.0 7,225 3.3   14,468 4.4 4,365 1.3  
  11 6,932 3.2 21,525 9.9   35,735 10.8 9,843 3.0  
NYME NY HARBOR ULSD U.S.   1,395 11.3 965 7.8 12,330 230 5.6 535 13.0 4,123
NON U.S.   1,230 10.0 1,105 9.0   200 4.9 75 1.8  
  6 2,625 21.3 2,070 16.8   430 10.4 610 14.8  
IFED NAT GAS ICE PEN U.S.   1,108,941 16.2 1,078,804 15.7 6,854,705 932,776 15.6 614,020 10.3 5,978,406
NON U.S.   168,547 2.5 259,385 3.8   197,764 3.3 105,428 1.8  
  9 1,277,488 18.6 1,338,189 19.5   1,130,540 18.9 719,448 12.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 184,328 10.0 267,340 14.5 1,841,383 140,488 9.9 129,816 9.2 1,414,059
NON U.S. 8 74,565 4.0 144,477 7.8   113,153 8.0 60,565 4.3  
  12 258,893 14.1 411,817 22.4   253,641 17.9 190,381 13.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 26,475 27.6 3,130 3.3 96,088 2,520 5.1 550 1.1 49,426
NON U.S. 6 21,678 22.6 28,823 30.0   16,519 33.4 25,208 51.0  
  10 48,153 50.1 31,953 33.3   19,039 38.5 25,758 52.1  
CBT UST 10Y NOTE U.S. 5 40,672 3.9 29,857 2.9 1,047,296 38,159 3.1 24,744 2.0 1,249,186
NON U.S. 12 27,050 2.6 32,619 3.1   68,807 5.5 42,840 3.4  
  17 67,722 6.5 62,476 6.0   106,966 8.6 67,584 5.4  
CBT UST 5Y NOTE U.S. 4 4,548 0.9 19,852 3.8 527,754 4,257 1.1 10,775 2.9 373,407
NON U.S. 9 11,147 2.1 16,426 3.1   21,563 5.8 4,700 1.3  
  13 15,695 3.0 36,278 6.9   25,820 6.9 15,475 4.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   21,130 7.4 28,688 10.0 286,548 29,994 11.2 19,945 7.4 268,273
NON U.S.   11,250 3.9 2,400 0.8   3,500 1.3 5,840 2.2  
  6 32,380 11.3 31,088 10.8   33,494 12.5 25,785 9.6  
NYME WTI-PHYSICAL U.S.   71,358 5.7 98,790 7.9 1,245,319 61,761 8.4 19,415 2.6 738,278
NON U.S.   30,758 2.5 71,697 5.8   57,827 7.8 23,210 3.1  
  12 102,116 8.2 170,487 13.7   119,588 16.2 42,625 5.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 3,017 3.4 18,316 20.9 87,563 25,458 20.5 11,094 8.9 124,224
NON U.S. 7 4,857 5.5 31,322 35.8   29,738 23.9 9,110 7.3  
  12 7,874 9.0 49,638 56.7   55,196 44.4 20,204 16.3  
ICUS SUGAR NO. 11 U.S.   4,940 0.9 22,226 4.2 523,374 2,050 0.5 13,554 3.2 423,316
NON U.S.   1,215 0.2 2,971 0.6   3,905 0.9 10,839 2.6  
  6 6,155 1.2 25,197 4.8   5,955 1.4 24,393 5.8  
CMX SILVER U.S.   4,236 6.8 5,308 8.6 62,035 296 1.1 3,478 13.1 26,566
NON U.S.   1,784 2.9 1,230 2.0   886 3.3 1,811 6.8  
  6 6,020 9.7 6,538 10.5   1,182 4.4 5,289 19.9  
CMX GOLD U.S.   18,584 3.4 28,696 5.3 540,210 4,996 1.9 8,333 3.2 260,916
NON U.S.   24,496 4.5 26,552 4.9   14,355 5.5 12,267 4.7  
  16 43,080 8.0 55,248 10.2   19,351 7.4 20,600 7.9  
CME SOFR-3M U.S. 7 666,802 3.3 386,597 1.9 20,430,259 442,664 3.1 427,102 2.9 14,498,173
NON U.S. 22 284,846 1.4 282,835 1.4   236,405 1.6 229,224 1.6  
  29 951,648 4.7 669,432 3.3   679,069 4.7 656,326 4.5  
CME E-MINI S&P 500 U.S.   256 0.0 15 0.0 1,446,084 530 0.0 15 0.0 3,717,125
NON U.S.   20,576 1.4 11,845 0.8   35,639 1.0 37,774 1.0  
  14 20,832 1.4 11,860 0.8   36,169 1.0 37,789 1.0