March Bank Participation Report Options IN CONTRACT

  REPORT DATE: 3/7/2023
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,431 1.3 600 0.3 181,359 1,144 1.2 1,050 1.1 96,209
NON U.S.   842 0.5 479 0.3   300 0.3 640 0.7  
  5 3,273 1.8 1,079 0.6   1,444 1.5 1,690 1.8  
CBT CORN U.S.   7,114 1.3 3,044 0.6 543,933 3,193 0.6 5,224 1.0 521,541
NON U.S.   3,331 0.6 2,773 0.5   1,163 0.2 2,127 0.4  
  8 10,445 1.9 5,817 1.1   4,356 0.8 7,351 1.4  
CBT SOYBEANS U.S.   4,281 1.9 908 0.4 222,886 1,090 0.5 1,953 0.8 240,298
NON U.S.   2,532 1.1 1,913 0.9   343 0.1 3,200 1.3  
  8 6,813 3.1 2,821 1.3   1,433 0.6 5,153 2.1  
CBT UST BOND U.S. 5 7,521 3.3 14,079 6.1 230,618 6,659 1.7 9,166 2.3 395,377
NON U.S. 5 20,218 8.8 12,511 5.4   4,862 1.2 9,302 2.4  
  10 27,739 12.0 26,590 11.5   11,521 2.9 18,468 4.7  
NYME NY HARBOR ULSD U.S.   1,000 12.5 1,100 13.7 8,028 925 15.6 100 1.7 5,924
NON U.S.   500 6.2 525 6.5   675 11.4 300 5.1  
  7 1,500 18.7 1,625 20.2   1,600 27.0 400 6.8  
IFED NAT GAS ICE PEN U.S.   821,760 15.1 753,590 13.8 5,445,759 633,712 12.1 612,960 11.7 5,231,190
NON U.S.   157,342 2.9 199,296 3.7   221,820 4.2 157,420 3.0  
  9 979,102 18.0 952,886 17.5   855,532 16.4 770,380 14.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 161,253 9.7 244,582 14.7 1,668,688 189,192 10.7 85,535 4.8 1,767,971
NON U.S. 8 71,493 4.3 142,316 8.5   134,622 7.6 73,728 4.2  
  12 232,746 13.9 386,898 23.2   323,814 18.3 159,263 9.0  
NYME HENRY HUB LAST DAY FIN U.S.   450 1.5 3,075 10.4 29,546 0 0.0 0 0.0 11,313
NON U.S.   11,574 39.2 16,591 56.2   284 2.5 8,538 75.5  
  7 12,024 40.7 19,666 66.6   284 2.5 8,538 75.5  
CBT UST 10Y NOTE U.S. 4 25,398 2.2 28,271 2.4 1,176,709 29,874 1.9 19,000 1.2 1,532,353
NON U.S. 14 66,933 5.7 44,432 3.8   47,944 3.1 50,391 3.3  
  18 92,331 7.8 72,703 6.2   77,818 5.1 69,391 4.5  
CBT UST 5Y NOTE U.S. 4 17,274 2.1 9,138 1.1 814,938 23,571 3.1 5,605 0.7 764,819
NON U.S. 8 73,747 9.0 12,320 1.5   21,237 2.8 88,264 11.5  
  12 91,021 11.2 21,458 2.6   44,808 5.9 93,869 12.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   20,970 7.3 29,590 10.2 289,023 28,735 14.1 17,655 8.7 203,137
NON U.S.   7,875 2.7 1,990 0.7   3,750 1.8 4,575 2.3  
  6 28,845 10.0 31,580 10.9   32,485 16.0 22,230 10.9  
NYME WTI-PHYSICAL U.S.   48,108 3.3 74,000 5.1 1,459,310 68,862 9.3 27,067 3.7 740,567
NON U.S.   35,326 2.4 71,633 4.9   54,525 7.4 21,946 3.0  
  16 83,434 5.7 145,633 10.0   123,387 16.7 49,013 6.6  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,455 4.4 11,797 15.1 78,322 16,653 21.3 6,908 8.8 78,060
NON U.S. 7 9,197 11.7 22,174 28.3   19,344 24.8 8,971 11.5  
  11 12,652 16.2 33,971 43.4   35,997 46.1 15,879 20.3  
ICUS SUGAR NO. 11 U.S.   1,000 0.3 7,281 2.2 337,651 700 0.3 6,775 2.8 245,232
NON U.S.   1,310 0.4 8,480 2.5   801 0.3 3,351 1.4  
  6 2,310 0.7 15,761 4.7   1,501 0.6 10,126 4.1  
ICUS COFFEE C U.S.   400 0.5 495 0.6 80,745 30 0.0 295 0.4 72,788
NON U.S.   520 0.6 313 0.4   888 1.2 520 0.7  
  5 920 1.1 808 1.0   918 1.3 815 1.1  
CMX SILVER U.S.   5,105 7.1 3,277 4.5 72,074 2,683 6.8 3,441 8.8 39,190
NON U.S.   2,798 3.9 4,350 6.0   1,409 3.6 1,667 4.3  
  9 7,903 11.0 7,627 10.6   4,092 10.4 5,108 13.0  
CMX GOLD U.S.   13,805 2.9 29,289 6.1 481,997 8,143 3.2 12,370 4.9 254,210
NON U.S.   19,082 4.0 30,431 6.3   12,333 4.9 15,433 6.1  
  15 32,887 6.8 59,720 12.4   20,476 8.1 27,803 10.9  
CME EURO FX U.S.   824 0.4 0 0.0 185,792 2,724 2.5 0 0.0 110,900
NON U.S.   240 0.1 5,557 3.0   1,290 1.2 8,198 7.4  
  5 1,064 0.6 5,557 3.0   4,014 3.6 8,198 7.4  
CME EURODOLLARS-3M U.S. 4 344,936 5.0 198,085 2.9 6,935,909 94,118 4.3 10,013 0.5 2,213,250
NON U.S. 10 123,292 1.8 61,951 0.9   75,054 3.4 3,697 0.2  
  14 468,228 6.8 260,036 3.7   169,172 7.6 13,710 0.6  
CME SOFR-3M U.S. 7 455,221 2.2 358,103 1.7 20,897,167 544,484 2.5 385,353 1.8 21,673,911
NON U.S. 28 326,982 1.6 282,461 1.4   404,364 1.9 184,652 0.9  
  35 782,203 3.7 640,564 3.1   948,848 4.4 570,005 2.6  
CME E-MINI S&P 500 U.S.   1,020 0.1 0 0.0 1,706,708 875 0.0 500 0.0 3,499,087
NON U.S.   17,540 1.0 14,913 0.9   24,567 0.7 35,228 1.0  
  15 18,560 1.1 14,913 0.9   25,442 0.7 35,728 1.0