July Bank Participation Report Options IN CONTRACT

  REPORT DATE: 7/2/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   11,270 1.2 7,600 0.8 975,352 464 0.1 7,976 1.3 607,209
NON U.S.   4,984 0.5 5,481 0.6   7,341 1.2 10,059 1.7  
  8 16,254 1.7 13,081 1.3   7,805 1.3 18,035 3.0  
CBT SOYBEANS U.S.   4,012 1.4 2,459 0.8 291,009 1,746 0.5 5,355 1.5 368,578
NON U.S.   2,318 0.8 4,231 1.5   4,322 1.2 6,960 1.9  
  7 6,330 2.2 6,690 2.3   6,068 1.6 12,315 3.3  
CBT SOYBEAN OIL U.S.   350 0.4 500 0.5 97,975 0 0.0 0 0.0 59,128
NON U.S.   0 0.0 1,237 1.3   1,372 2.3 687 1.2  
  5 350 0.4 1,737 1.8   1,372 2.3 687 1.2  
CBT UST BOND U.S. 4 13,104 3.3 14,208 3.5 402,817 24,015 4.8 7,097 1.4 497,046
NON U.S. 6 13,535 3.4 7,310 1.8   15,476 3.1 7,224 1.5  
  10 26,639 6.6 21,518 5.3   39,491 7.9 14,321 2.9  
NYME NY HARBOR ULSD U.S.   1,900 9.4 2,285 11.3 20,201 250 2.4 250 2.4 10,357
NON U.S.   1,822 9.0 1,620 8.0   580 5.6 832 8.0  
  8 3,722 18.4 3,905 19.3   830 8.0 1,082 10.4  
IFED NAT GAS ICE PEN U.S.   1,284,937 17.2 1,306,450 17.5 7,484,243 1,134,288 12.5 1,207,848 13.4 9,039,269
NON U.S.   124,111 1.7 229,965 3.1   175,412 1.9 107,630 1.2  
  9 1,409,048 18.8 1,536,415 20.5   1,309,700 14.5 1,315,478 14.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 198,440 9.9 314,322 15.6 2,013,105 239,950 11.6 186,192 9.0 2,062,456
NON U.S. 7 84,402 4.2 191,613 9.5   152,897 7.4 63,675 3.1  
  11 282,842 14.1 505,935 25.1   392,847 19.0 249,867 12.1  
NYME HENRY HUB LAST DAY FIN U.S. 5 13,085 13.3 6,667 6.8 98,648 5,667 8.8 1,300 2.0 64,446
NON U.S. 6 32,228 32.7 30,924 31.3   13,681 21.2 32,116 49.8  
  11 45,313 45.9 37,591 38.1   19,348 30.0 33,416 51.9  
CBT UST 10Y NOTE U.S. 5 48,043 2.9 61,885 3.7 1,675,627 32,854 2.0 103,166 6.3 1,647,211
NON U.S. 15 61,357 3.7 42,450 2.5   50,992 3.1 71,890 4.4  
  20 109,400 6.5 104,335 6.2   83,846 5.1 175,056 10.6  
CBT UST 5Y NOTE U.S. 5 24,767 2.9 21,809 2.5 863,581 12,746 1.7 34,392 4.6 755,170
NON U.S. 10 23,667 2.7 13,027 1.5   6,117 0.8 18,801 2.5  
  15 48,434 5.6 34,836 4.0   18,863 2.5 53,193 7.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   16,340 5.1 30,345 9.5 320,087 27,815 7.8 13,507 3.8 355,273
NON U.S.   14,950 4.7 6,175 1.9   7,400 2.1 13,250 3.7  
  5 31,290 9.8 36,520 11.4   35,215 9.9 26,757 7.5  
NYME WTI-PHYSICAL U.S.   44,886 3.6 76,715 6.1 1,249,278 72,066 7.7 25,039 2.7 932,380
NON U.S.   35,101 2.8 60,100 4.8   53,837 5.8 28,269 3.0  
  13 79,987 6.4 136,815 11.0   125,903 13.5 53,308 5.7  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 5,828 5.0 21,820 18.7 116,854 27,026 19.3 10,618 7.6 140,240
NON U.S. 7 4,206 3.6 47,701 40.8   48,048 34.3 12,953 9.2  
  12 10,034 8.6 69,521 59.5   75,074 53.5 23,571 16.8  
ICUS COFFEE C U.S.   880 1.1 200 0.3 77,120 430 0.6 982 1.3 75,820
NON U.S.   3 0.0 82 0.1   2,594 3.4 81 0.1  
  5 883 1.1 282 0.4   3,024 4.0 1,063 1.4  
CMX SILVER U.S.   6,707 5.8 3,503 3.0 114,988 742 1.3 3,429 6.0 56,737
NON U.S.   2,104 1.8 1,983 1.7   852 1.5 3,000 5.3  
  10 8,811 7.7 5,486 4.8   1,594 2.8 6,429 11.3  
CMX COPPER- #1 U.S.   25,550 15.2 21,211 12.6 168,030 10,876 13.4 13,486 16.6 81,007
NON U.S.   105 0.1 370 0.2   224 0.3 251 0.3  
  6 25,655 15.3 21,581 12.8   11,100 13.7 13,737 17.0  
CMX GOLD U.S. 4 46,159 7.2 48,273 7.6 639,092 13,367 3.7 14,487 4.1 357,309
NON U.S. 13 28,659 4.5 26,171 4.1   24,963 7.0 27,144 7.6  
  17 74,818 11.7 74,444 11.6   38,330 10.7 41,631 11.7  
CME EURO FX U.S.   1,600 0.8 0 0.0 193,397 800 0.4 0 0.0 187,631
NON U.S.   841 0.4 1,448 0.7   1,442 0.8 5,590 3.0  
  5 2,441 1.3 1,448 0.7   2,242 1.2 5,590 3.0  
CME SOFR-3M U.S. 8 555,482 3.4 489,267 3.0 16,208,097 669,924 3.9 530,900 3.1 17,325,497
NON U.S. 31 384,089 2.4 385,025 2.4   384,259 2.2 239,322 1.4  
  39 939,571 5.8 874,292 5.4   1,054,183 6.1 770,222 4.4  
CME E-MINI S&P 500 U.S.   360 0.0 0 0.0 1,474,302 3,535 0.1 1,200 0.0 4,168,433
NON U.S.   22,863 1.6 14,768 1.0   36,886 0.9 32,556 0.8  
  9 23,223 1.6 14,768 1.0   40,421 1.0 33,756 0.8