June Bank Participation Report Options IN CONTRACT

  REPORT DATE: 6/4/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   12,465 1.6 6,401 0.8 798,220 1,555 0.2 11,662 1.8 631,454
NON U.S.   5,208 0.7 3,427 0.4   16,122 2.6 13,819 2.2  
  8 17,673 2.2 9,828 1.2   17,677 2.8 25,481 4.0  
CBT SOYBEANS U.S.   3,349 0.9 2,431 0.7 356,925 2,367 0.5 5,397 1.2 444,081
NON U.S.   2,495 0.7 3,930 1.1   5,700 1.3 8,619 1.9  
  7 5,844 1.6 6,361 1.8   8,067 1.8 14,016 3.2  
CBT SOYBEAN OIL U.S.   387 0.4 194 0.2 92,778 0 0.0 979 1.3 73,019
NON U.S.   0 0.0 1,060 1.1   1,280 1.8 693 0.9  
  5 387 0.4 1,254 1.4   1,280 1.8 1,672 2.3  
CBT UST BOND U.S. 4 13,807 3.5 12,897 3.2 400,039 15,720 3.4 5,953 1.3 460,433
NON U.S. 6 7,350 1.8 8,971 2.2   19,921 4.3 3,526 0.8  
  10 21,157 5.3 21,868 5.5   35,641 7.7 9,479 2.1  
NYME NY HARBOR ULSD U.S.   1,980 11.6 2,445 14.4 17,020 600 6.3 150 1.6 9,581
NON U.S.   1,205 7.1 880 5.2   465 4.9 645 6.7  
  6 3,185 18.7 3,325 19.5   1,065 11.1 795 8.3  
IFED NAT GAS ICE PEN U.S.   1,391,688 18.6 1,291,346 17.3 7,467,221 1,014,460 11.7 1,113,544 12.8 8,686,955
NON U.S.   133,617 1.8 237,412 3.2   180,588 2.1 110,908 1.3  
  9 1,525,305 20.4 1,528,758 20.5   1,195,048 13.8 1,224,452 14.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 210,594 10.5 312,680 15.6 2,005,517 229,608 11.1 185,588 9.0 2,070,413
NON U.S. 7 88,790 4.4 185,526 9.3   143,268 6.9 60,793 2.9  
  11 299,384 14.9 498,206 24.8   372,876 18.0 246,381 11.9  
NYME HENRY HUB LAST DAY FIN U.S. 5 15,580 15.8 6,838 6.9 98,731 5,638 10.0 1,350 2.4 56,478
NON U.S. 6 31,144 31.5 30,986 31.4   11,880 21.0 29,750 52.7  
  11 46,724 47.3 37,824 38.3   17,518 31.0 31,100 55.1  
CBT UST 10Y NOTE U.S. 6 50,838 3.0 72,485 4.3 1,693,461 56,430 3.5 74,180 4.6 1,598,479
NON U.S. 18 37,567 2.2 90,012 5.3   52,623 3.3 50,720 3.2  
  24 88,405 5.2 162,497 9.6   109,053 6.8 124,900 7.8  
CBT UST 5Y NOTE U.S. 5 25,334 4.1 6,334 1.0 617,295 13,023 2.1 12,412 2.0 622,806
NON U.S. 7 23,826 3.9 18,554 3.0   11,624 1.9 25,378 4.1  
  12 49,160 8.0 24,888 4.0   24,647 4.0 37,790 6.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   15,365 4.8 30,670 9.6 318,267 30,840 13.6 14,732 6.5 227,164
NON U.S.   8,250 2.6 6,200 1.9   4,550 2.0 8,400 3.7  
  5 23,615 7.4 36,870 11.6   35,390 15.6 23,132 10.2  
NYME WTI-PHYSICAL U.S.   53,316 4.3 87,066 7.0 1,248,160 73,596 7.7 26,093 2.7 950,676
NON U.S.   34,584 2.8 56,899 4.6   49,834 5.2 24,870 2.6  
  13 87,900 7.0 143,965 11.5   123,430 13.0 50,963 5.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 4,027 3.8 20,798 19.8 105,257 26,079 19.3 9,367 6.9 135,177
NON U.S. 7 3,471 3.3 43,724 41.5   44,029 32.6 11,866 8.8  
  12 7,498 7.1 64,522 61.3   70,108 51.9 21,233 15.7  
NYME PLATINUM U.S.   2,829 12.5 6,967 30.7 22,668 648 6.1 3,486 32.6 10,677
NON U.S.   450 2.0 803 3.5   200 1.9 1,900 17.8  
  5 3,279 14.5 7,770 34.3   848 7.9 5,386 50.4  
CMX SILVER U.S.   7,029 4.6 5,389 3.5 152,415 2,709 3.6 7,155 9.6 74,536
NON U.S.   3,453 2.3 3,532 2.3   2,225 3.0 3,465 4.6  
  14 10,482 6.9 8,921 5.9   4,934 6.6 10,620 14.2  
CMX COPPER- #1 U.S.   27,825 15.3 24,017 13.2 182,026 13,612 13.8 19,192 19.5 98,623
NON U.S.   0 0.0 486 0.3   120 0.1 369 0.4  
  5 27,825 15.3 24,503 13.5   13,732 13.9 19,561 19.8  
CMX GOLD U.S. 4 43,354 6.9 51,044 8.1 632,350 12,767 3.4 12,282 3.3 377,100
NON U.S. 13 28,624 4.5 26,932 4.3   27,872 7.4 29,633 7.9  
  17 71,978 11.4 77,976 12.3   40,639 10.8 41,915 11.1  
CME EURO FX U.S.   1,600 0.9 1,000 0.6 174,246 800 0.5 0 0.0 150,018
NON U.S.   765 0.4 2,552 1.5   3,325 2.2 4,592 3.1  
  5 2,365 1.4 3,552 2.0   4,125 2.7 4,592 3.1  
CME SOFR-3M U.S. 9 850,227 4.0 635,226 3.0 21,194,559 769,536 3.9 558,423 2.9 19,548,962
NON U.S. 34 542,998 2.6 506,439 2.4   421,198 2.2 308,445 1.6  
  43 1,393,225 6.6 1,141,665 5.4   1,190,734 6.1 866,868 4.4  
CME E-MINI S&P 500 U.S.   360 0.0 0 0.0 1,705,495 2,350 0.1 2,050 0.0 4,631,033
NON U.S.   25,711 1.5 16,730 1.0   44,572 1.0 41,604 0.9  
  13 26,071 1.5 16,730 1.0   46,922 1.0 43,654 0.9