November Bank Participation Report Options IN CONTRACT

  REPORT DATE: 11/1/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   6,473 2.8 3,732 1.6 232,870 1,754 1.5 2,905 2.4 119,129
NON U.S.   4,120 1.8 4,475 1.9   125 0.1 736 0.6  
  7 10,593 4.5 8,207 3.5   1,879 1.6 3,641 3.1  
CBT CORN U.S.   44,916 4.7 31,329 3.3 950,680 3,884 0.6 11,917 1.8 649,026
NON U.S.   18,855 2.0 11,428 1.2   3,400 0.5 10,073 1.6  
  11 63,771 6.7 42,757 4.5   7,284 1.1 21,990 3.4  
CBT SOYBEANS U.S.   2,430 1.4 590 0.3 172,378 811 0.5 1,245 0.8 162,019
NON U.S.   233 0.1 417 0.2   672 0.4 308 0.2  
  5 2,663 1.5 1,007 0.6   1,483 0.9 1,553 1.0  
CBT UST BOND U.S. 4 13,480 4.4 10,546 3.4 306,707 2,050 0.7 19,541 6.5 300,982
NON U.S. 7 13,987 4.6 7,903 2.6   7,343 2.4 5,050 1.7  
  11 27,467 9.0 18,449 6.0   9,393 3.1 24,591 8.2  
NYME NY HARBOR ULSD U.S.   525 4.9 375 3.5 10,619 875 6.8 500 3.9 12,817
NON U.S.   225 2.1 125 1.2   600 4.7 425 3.3  
  5 750 7.1 500 4.7   1,475 11.5 925 7.2  
IFED NAT GAS ICE PEN U.S.   679,171 13.7 614,782 12.4 4,942,290 482,455 10.6 465,440 10.2 4,553,833
NON U.S.   158,448 3.2 205,762 4.2   218,060 4.8 154,100 3.4  
  9 837,619 16.9 820,544 16.6   700,515 15.4 619,540 13.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 132,130 8.7 264,693 17.5 1,516,500 203,259 14.7 89,499 6.5 1,378,183
NON U.S. 8 69,506 4.6 152,688 10.1   131,983 9.6 74,066 5.4  
  12 201,636 13.3 417,381 27.5   335,242 24.3 163,565 11.9  
NYME HENRY HUB LAST DAY FIN U.S.   64 0.5 3,984 28.3 14,083 666 7.7 108 1.2 8,650
NON U.S.   7,246 51.5 2,639 18.7   298 3.4 7,606 87.9  
  7 7,310 51.9 6,623 47.0   964 11.1 7,714 89.2  
CBT UST 10Y NOTE U.S. 4 37,503 2.5 51,193 3.4 1,491,914 40,021 3.4 30,320 2.6 1,180,301
NON U.S. 10 94,956 6.4 58,845 3.9   60,820 5.2 74,439 6.3  
  14 132,459 8.9 110,038 7.4   100,841 8.5 104,759 8.9  
CBT UST 5Y NOTE U.S. 4 28,546 4.5 13,924 2.2 639,937 25,725 4.3 16,587 2.8 591,582
NON U.S. 8 43,668 6.8 16,193 2.5   60,468 10.2 44,459 7.5  
  12 72,214 11.3 30,117 4.7   86,193 14.6 61,046 10.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   28,686 6.5 46,335 10.5 439,520 35,080 18.5 19,325 10.2 189,542
NON U.S.   8,650 2.0 6,540 1.5   3,850 2.0 4,550 2.4  
  6 37,336 8.5 52,875 12.0   38,930 20.5 23,875 12.6  
NYME WTI-PHYSICAL U.S.   67,680 3.1 93,999 4.3 2,168,485 71,811 9.3 41,568 5.4 768,403
NON U.S.   38,047 1.8 82,243 3.8   67,074 8.7 27,133 3.5  
  16 105,727 4.9 176,242 8.1   138,885 18.1 68,701 8.9  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,483 5.2 12,849 14.9 86,440 17,107 18.6 5,668 6.2 91,926
NON U.S. 7 11,269 13.0 28,133 32.5   24,766 26.9 12,486 13.6  
  11 15,752 18.2 40,982 47.4   41,873 45.6 18,154 19.7  
ICUS SUGAR NO. 11 U.S.   2,640 1.0 5,610 2.0 275,233 1,000 0.4 5,370 2.1 251,706
NON U.S.   800 0.3 8,870 3.2   670 0.3 3,020 1.2  
  5 3,440 1.2 14,480 5.3   1,670 0.7 8,390 3.3  
ICUS COFFEE C U.S.   375 0.3 450 0.3 133,063 13 0.0 43 0.0 100,571
NON U.S.   2 0.0 302 0.2   309 0.3 4 0.0  
  5 377 0.3 752 0.6   322 0.3 47 0.0  
CMX SILVER U.S.   2,404 2.3 3,715 3.6 102,932 0 0.0 963 3.0 31,579
NON U.S.   3,972 3.9 4,039 3.9   1,702 5.4 1,510 4.8  
  9 6,376 6.2 7,754 7.5   1,702 5.4 2,473 7.8  
CMX GOLD U.S.   24,376 4.1 38,536 6.5 593,585 4,196 1.8 9,234 3.9 237,692
NON U.S.   14,700 2.5 24,115 4.1   9,386 3.9 8,068 3.4  
  13 39,076 6.6 62,651 10.6   13,582 5.7 17,302 7.3  
CME EURODOLLARS-3M U.S. 4 604,171 4.6 383,556 2.9 13,036,493 382,528 4.6 101,041 1.2 8,381,989
NON U.S. 15 217,039 1.7 97,737 0.7   207,685 2.5 32,419 0.4  
  19 821,210 6.3 481,293 3.7   590,213 7.0 133,460 1.6  
CME SOFR-3M U.S. 6 224,616 2.4 192,743 2.1 9,357,411 271,463 3.2 209,261 2.5 8,509,247
NON U.S. 19 154,256 1.6 152,434 1.6   174,836 2.1 92,109 1.1  
  25 378,872 4.0 345,177 3.7   446,299 5.2 301,370 3.5  
CME E-MINI S&P 500 NON U.S. 14 27,019 1.6 29,803 1.7 1,715,475 20,668 0.6 41,025 1.3 3,232,348
  14 27,019 1.6 29,803 1.7   20,668 0.6 41,025 1.3