May Bank Participation Report Options IN CONTRACT

  REPORT DATE: 5/7/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   9,865 1.3 4,351 0.6 734,325 1,092 0.2 8,466 1.4 592,799
NON U.S.   3,848 0.5 3,207 0.4   15,367 2.6 15,547 2.6  
  7 13,713 1.9 7,558 1.0   16,459 2.8 24,013 4.1  
CBT SOYBEANS U.S.   3,474 1.1 2,231 0.7 322,724 2,267 0.6 4,422 1.2 378,710
NON U.S.   1,178 0.4 2,872 0.9   5,624 1.5 7,551 2.0  
  6 4,652 1.4 5,103 1.6   7,891 2.1 11,973 3.2  
CBT SOYBEAN OIL U.S.   200 0.3 203 0.3 76,907 0 0.0 688 1.0 68,612
NON U.S.   0 0.0 1,696 2.2   1,116 1.6 696 1.0  
  5 200 0.3 1,899 2.5   1,116 1.6 1,384 2.0  
CBT UST BOND U.S.   0 0.0 17,765 5.7 310,142 10,361 2.7 6,370 1.7 377,245
NON U.S.   7,614 2.5 2,055 0.7   3,770 1.0 5,927 1.6  
  7 7,614 2.5 19,820 6.4   14,131 3.7 12,297 3.3  
NYME NY HARBOR ULSD U.S.   2,650 10.0 4,010 15.1 26,591 840 7.5 375 3.3 11,211
NON U.S.   1,615 6.1 1,565 5.9   300 2.7 770 6.9  
  6 4,265 16.0 5,575 21.0   1,140 10.2 1,145 10.2  
IFED NAT GAS ICE PEN U.S.   1,455,511 19.2 1,238,654 16.4 7,563,143 940,512 11.2 1,033,880 12.3 8,392,394
NON U.S.   134,261 1.8 239,604 3.2   186,208 2.2 116,147 1.4  
  9 1,589,772 21.0 1,478,258 19.5   1,126,720 13.4 1,150,027 13.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 210,814 10.4 311,699 15.4 2,021,942 222,515 10.4 179,707 8.4 2,139,538
NON U.S. 8 98,298 4.9 182,768 9.0   135,324 6.3 67,799 3.2  
  12 309,112 15.3 494,467 24.5   357,839 16.7 247,506 11.6  
NYME HENRY HUB LAST DAY FIN U.S. 4 17,205 17.0 2,870 2.8 101,018 1,350 2.5 350 0.6 54,181
NON U.S. 6 29,399 29.1 32,344 32.0   12,363 22.8 27,970 51.6  
  10 46,604 46.1 35,214 34.9   13,713 25.3 28,320 52.3  
CBT UST 2Y NOTE U.S.   3,600 1.3 0 0.0 274,908 3,978 3.6 750 0.7 111,590
NON U.S.   500 0.2 1,000 0.4   4,000 3.6 5,500 4.9  
  5 4,100 1.5 1,000 0.4   7,978 7.1 6,250 5.6  
CBT UST 10Y NOTE U.S. 4 75,999 4.2 71,850 4.0 1,807,713 57,912 3.5 83,913 5.1 1,637,778
NON U.S. 13 33,393 1.8 49,503 2.7   41,489 2.5 49,034 3.0  
  17 109,392 6.1 121,353 6.7   99,401 6.1 132,947 8.1  
CBT UST 5Y NOTE U.S. 6 29,618 3.9 15,508 2.0 763,224 41,039 5.4 15,293 2.0 766,387
NON U.S. 9 11,709 1.5 33,684 4.4   12,858 1.7 45,061 5.9  
  15 41,327 5.4 49,192 6.4   53,897 7.0 60,354 7.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,640 5.1 33,735 8.7 388,754 32,839 12.7 16,805 6.5 258,150
NON U.S.   10,100 2.6 5,800 1.5   3,800 1.5 6,440 2.5  
  5 29,740 7.7 39,535 10.2   36,639 14.2 23,245 9.0  
NYME WTI-PHYSICAL U.S. 4 60,638 4.4 100,215 7.3 1,366,041 76,733 7.6 30,211 3.0 1,005,218
NON U.S. 11 46,716 3.4 74,739 5.5   57,499 5.7 31,913 3.2  
  15 107,354 7.9 174,954 12.8   134,232 13.4 62,124 6.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 4,113 3.8 21,575 19.8 108,792 27,896 19.7 10,045 7.1 141,663
NON U.S. 7 4,055 3.7 42,718 39.3   42,989 30.3 12,446 8.8  
  12 8,168 7.5 64,293 59.1   70,885 50.0 22,491 15.9  
CMX SILVER U.S.   8,544 6.9 7,196 5.8 123,078 2,501 3.8 6,388 9.8 65,277
NON U.S.   4,518 3.7 3,452 2.8   1,399 2.1 2,254 3.5  
  14 13,062 10.6 10,648 8.7   3,900 6.0 8,642 13.2  
CMX COPPER- #1 U.S.   28,597 17.8 23,179 14.4 160,667 9,624 11.9 18,003 22.3 80,752
NON U.S.   0 0.0 377 0.2   120 0.1 261 0.3  
  6 28,597 17.8 23,556 14.7   9,744 12.1 18,264 22.6  
CMX GOLD U.S. 4 41,184 6.1 55,549 8.2 673,876 16,993 3.9 17,200 4.0 433,791
NON U.S. 13 28,606 4.2 32,689 4.9   28,849 6.7 31,535 7.3  
  17 69,790 10.4 88,238 13.1   45,842 10.6 48,735 11.2  
CME SOFR-3M U.S. 8 815,095 4.0 575,747 2.9 20,152,835 643,333 3.6 505,984 2.8 17,762,702
NON U.S. 32 520,688 2.6 491,874 2.4   378,446 2.1 302,889 1.7  
  40 1,335,783 6.6 1,067,621 5.3   1,021,779 5.8 808,873 4.6  
CME E-MINI S&P 500 U.S.   432 0.0 0 0.0 1,994,036 1,050 0.0 550 0.0 4,438,141
NON U.S.   27,765 1.4 18,663 0.9   41,590 0.9 37,670 0.8  
  13 28,197 1.4 18,663 0.9   42,640 1.0 38,220 0.9