November Bank Participation Report Options IN CONTRACT

  REPORT DATE: 11/5/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   11,237 1.2 11,577 1.2 929,666 2,491 0.4 17,804 2.7 661,243
NON U.S.   4,413 0.5 5,508 0.6   1,775 0.3 8,390 1.3  
  9 15,650 1.7 17,085 1.8   4,266 0.6 26,194 4.0  
CBT SOYBEANS U.S.   3,435 1.1 1,100 0.4 302,762 3,175 0.6 5,210 1.0 518,266
NON U.S.   489 0.2 2,743 0.9   10,794 2.1 11,628 2.2  
  6 3,924 1.3 3,843 1.3   13,969 2.7 16,838 3.2  
CBT UST BOND U.S. 4 27,117 5.4 20,433 4.1 504,429 48,995 9.7 30,602 6.1 502,777
NON U.S. 11 12,784 2.5 20,388 4.0   22,555 4.5 13,022 2.6  
  15 39,901 7.9 40,821 8.1   71,550 14.2 43,624 8.7  
NYME NY HARBOR ULSD U.S.   3,540 10.1 2,685 7.7 34,952 425 3.0 750 5.3 14,183
NON U.S.   1,757 5.0 1,370 3.9   530 3.7 562 4.0  
  6 5,297 15.2 4,055 11.6   955 6.7 1,312 9.3  
NYME HEATING OIL AVG PRICE OPTIONS U.S.   1,751 6.8 7,639 29.8 25,641 6,060 46.7 145 1.1 12,984
NON U.S.   1,232 4.8 747 2.9   470 3.6 470 3.6  
  5 2,983 11.6 8,386 32.7   6,530 50.3 615 4.7  
IFED NAT GAS ICE PEN U.S.   1,230,450 16.3 1,244,143 16.5 7,528,104 1,091,272 15.7 1,109,316 16.0 6,933,718
NON U.S.   107,893 1.4 209,990 2.8   167,648 2.4 115,775 1.7  
  9 1,338,343 17.8 1,454,133 19.3   1,258,920 18.2 1,225,091 17.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 212,078 10.3 308,855 14.9 2,067,120 213,148 12.5 179,487 10.5 1,701,985
NON U.S. 7 74,862 3.6 183,145 8.9   134,241 7.9 47,615 2.8  
  11 286,940 13.9 492,000 23.8   347,389 20.4 227,102 13.3  
NYME HENRY HUB LAST DAY FIN U.S. 5 3,820 4.3 5,558 6.2 89,497 5,468 8.1 1,800 2.7 67,410
NON U.S. 6 40,289 45.0 28,245 31.6   15,372 22.8 36,772 54.5  
  11 44,109 49.3 33,803 37.8   20,840 30.9 38,572 57.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 1,260 15.0 8,404 0 0.0 0 0.0 300
NON U.S.   320 3.8 0 0.0   80 26.7 0 0.0  
  5 320 3.8 1,260 15.0   80 26.7 0 0.0  
CBT UST 2Y NOTE U.S.   2,000 1.6 0 0.0 123,467 0 0.0 0 0.0 84,207
NON U.S.   2,638 2.1 0 0.0   500 0.6 701 0.8  
  7 4,638 3.8 0 0.0   500 0.6 701 0.8  
CBT UST 10Y NOTE U.S. 6 60,151 2.5 105,970 4.3 2,449,519 89,707 4.6 80,168 4.1 1,957,969
NON U.S. 21 142,402 5.8 77,968 3.2   119,988 6.1 91,167 4.7  
  27 202,553 8.3 183,938 7.5   209,695 10.7 171,335 8.8  
CBT UST 5Y NOTE U.S. 5 22,668 3.2 16,624 2.3 710,858 17,432 3.4 17,100 3.3 519,567
NON U.S. 10 34,146 4.8 28,670 4.0   33,846 6.5 31,553 6.1  
  15 56,814 8.0 45,294 6.4   51,278 9.9 48,653 9.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   17,660 4.0 41,670 9.5 439,673 28,355 7.0 15,457 3.8 407,251
NON U.S.   19,750 4.5 12,175 2.8   11,450 2.8 20,600 5.1  
  5 37,410 8.5 53,845 12.2   39,805 9.8 36,057 8.9  
NYME WTI-PHYSICAL U.S. 4 50,310 3.3 82,218 5.5 1,506,915 77,819 6.9 21,997 2.0 1,121,480
NON U.S. 11 53,919 3.6 69,791 4.6   70,168 6.3 48,492 4.3  
  15 104,229 6.9 152,009 10.1   147,987 13.2 70,489 6.3  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 7,726 5.1 23,489 15.7 150,036 27,427 18.2 8,371 5.5 151,028
NON U.S. 7 5,770 3.8 58,495 39.0   60,051 39.8 13,614 9.0  
  12 13,496 9.0 81,984 54.6   87,478 57.9 21,985 14.6  
NYME PALLADIUM U.S.   160 5.3 683 22.7 3,015 695 20.7 647 19.3 3,351
NON U.S.   105 3.5 125 4.1   407 12.1 390 11.6  
  5 265 8.8 808 26.8   1,102 32.9 1,037 30.9  
NYME PLATINUM U.S.   7,702 22.7 5,108 15.1 33,934 414 2.5 3,663 21.7 16,854
NON U.S.   950 2.8 1,550 4.6   600 3.6 3,091 18.3  
  5 8,652 25.5 6,658 19.6   1,014 6.0 6,754 40.1  
ICUS SUGAR NO. 11 U.S.   7,050 2.2 10,230 3.1 326,993 3,950 1.7 11,830 5.0 234,565
NON U.S.   792 0.2 1,815 0.6   1,432 0.6 2,538 1.1  
  6 7,842 2.4 12,045 3.7   5,382 2.3 14,368 6.1  
ICUS COFFEE C U.S.   800 0.8 350 0.3 101,987 50 0.1 693 0.8 86,787
NON U.S.   54 0.1 94 0.1   3,964 4.6 4 0.0  
  8 854 0.8 444 0.4   4,014 4.6 697 0.8  
CMX SILVER U.S.   8,664 6.8 6,595 5.1 128,343 796 1.2 3,666 5.5 66,448
NON U.S.   2,901 2.3 3,084 2.4   4,872 7.3 2,579 3.9  
  11 11,565 9.0 9,679 7.5   5,668 8.5 6,245 9.4  
CMX COPPER- #1 U.S.   20,759 14.3 14,215 9.8 144,690 11,838 17.9 5,250 7.9 66,181
NON U.S.   100 0.1 847 0.6   153 0.2 1,184 1.8  
  5 20,859 14.4 15,062 10.4   11,991 18.1 6,434 9.7  
CMX GOLD U.S. 4 86,549 13.7 94,002 14.8 633,590 25,587 5.5 44,134 9.5 465,510
NON U.S. 13 24,572 3.9 29,167 4.6   29,641 6.4 25,767 5.5  
  17 111,121 17.5 123,169 19.4   55,228 11.9 69,901 15.0  
CME EURO FX U.S.   3,041 1.9 0 0.0 163,833 1,600 0.9 0 0.0 180,855
NON U.S.   40 0.0 463 0.3   3,121 1.7 4,738 2.6  
  6 3,081 1.9 463 0.3   4,721 2.6 4,738 2.6  
CME SOFR-3M U.S. 10 774,566 4.5 627,482 3.6 17,207,871 786,667 3.4 634,768 2.8 22,963,251
NON U.S. 29 443,325 2.6 525,726 3.1   509,724 2.2 332,567 1.4  
  39 1,217,891 7.1 1,153,208 6.7   1,296,391 5.6 967,335 4.2  
CME E-MINI S&P 500 U.S.   871 0.1 0 0.0 1,518,582 3,650 0.1 2,500 0.1 4,506,521
NON U.S.   20,505 1.4 9,122 0.6   38,456 0.9 41,296 0.9  
  10 21,376 1.4 9,122 0.6   42,106 0.9 43,796 1.0