October Bank Participation Report Options IN CONTRACT

  REPORT DATE: 10/1/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   5,987 0.8 7,060 1.0 729,756 1,641 0.3 12,754 2.3 559,794
NON U.S.   4,704 0.6 4,466 0.6   1,678 0.3 8,392 1.5  
  8 10,691 1.5 11,526 1.6   3,319 0.6 21,146 3.8  
CBT SOYBEANS U.S.   6,922 1.6 4,060 1.0 419,675 7,746 1.4 9,545 1.7 550,477
NON U.S.   1,209 0.3 4,678 1.1   7,797 1.4 8,339 1.5  
  6 8,131 1.9 8,738 2.1   15,543 2.8 17,884 3.2  
CBT UST BOND U.S. 4 2,506 1.0 7,400 2.9 253,401 22,036 6.9 12,763 4.0 320,037
NON U.S. 9 12,725 5.0 9,629 3.8   20,247 6.3 7,547 2.4  
  13 15,231 6.0 17,029 6.7   42,283 13.2 20,310 6.3  
NYME NY HARBOR ULSD U.S.   3,050 12.7 1,935 8.1 24,023 50 0.5 450 4.4 10,270
NON U.S.   1,767 7.4 1,200 5.0   380 3.7 632 6.2  
  8 4,817 20.1 3,135 13.0   430 4.2 1,082 10.5  
NYME HEATING OIL AVG PRICE OPTIONS U.S.   1,959 7.5 8,312 31.8 26,115 6,750 51.6 212 1.6 13,089
NON U.S.   1,138 4.4 552 2.1   490 3.7 610 4.7  
  5 3,097 11.9 8,864 33.9   7,240 55.3 822 6.3  
IFED NAT GAS ICE PEN U.S.   1,142,166 16.1 1,285,784 18.1 7,098,856 1,149,568 16.2 1,107,416 15.6 7,087,947
NON U.S.   114,374 1.6 205,642 2.9   167,144 2.4 120,259 1.7  
  9 1,256,540 17.7 1,491,426 21.0   1,316,712 18.6 1,227,675 17.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 203,780 10.7 298,798 15.7 1,900,711 198,430 12.7 171,026 11.0 1,560,516
NON U.S. 7 78,549 4.1 180,856 9.5   141,519 9.1 49,646 3.2  
  11 282,329 14.9 479,654 25.2   339,949 21.8 220,672 14.1  
NYME HENRY HUB LAST DAY FIN U.S. 5 6,050 6.7 5,794 6.4 90,827 5,394 8.2 1,750 2.7 66,022
NON U.S. 6 36,880 40.6 28,970 31.9   15,894 24.1 34,652 52.5  
  11 42,930 47.3 34,764 38.3   21,288 32.2 36,402 55.1  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 1,260 15.2 8,284 0 0.0 0 0.0 300
NON U.S.   320 3.9 0 0.0   0 0.0 0 0.0  
  5 320 3.9 1,260 15.2   0 0.0 0 0.0  
CBT SOYBEAN MEAL U.S.   50 0.1 100 0.1 85,082 175 0.2 0 0.0 100,402
NON U.S.   526 0.6 380 0.4   260 0.3 591 0.6  
  5 576 0.7 480 0.6   435 0.4 591 0.6  
CBT UST 10Y NOTE U.S. 4 52,096 4.1 68,645 5.5 1,256,599 55,300 3.7 71,585 4.8 1,493,778
NON U.S. 15 35,794 2.8 31,220 2.5   55,137 3.7 67,479 4.5  
  19 87,890 7.0 99,865 7.9   110,437 7.4 139,064 9.3  
CBT UST 5Y NOTE U.S. 6 16,707 3.4 11,300 2.3 486,139 18,857 3.9 13,979 2.9 480,789
NON U.S. 8 5,046 1.0 9,422 1.9   23,664 4.9 16,462 3.4  
  14 21,753 4.5 20,722 4.3   42,521 8.8 30,441 6.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   17,540 5.3 30,750 9.4 328,557 21,935 6.4 12,312 3.6 345,226
NON U.S.   20,350 6.2 8,025 2.4   11,900 3.4 12,850 3.7  
  5 37,890 11.5 38,775 11.8   33,835 9.8 25,162 7.3  
NYME WTI-PHYSICAL U.S.   59,275 4.2 92,602 6.5 1,421,372 82,752 7.6 23,028 2.1 1,082,952
NON U.S.   48,245 3.4 67,327 4.7   61,484 5.7 36,386 3.4  
  15 107,520 7.6 159,929 11.3   144,236 13.3 59,414 5.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 6,750 5.7 20,370 17.3 117,444 25,443 19.4 8,146 6.2 130,863
NON U.S. 7 3,392 2.9 47,071 40.1   52,092 39.8 10,431 8.0  
  12 10,142 8.6 67,441 57.4   77,535 59.2 18,577 14.2  
ICUS SUGAR NO. 11 U.S.   7,050 2.3 11,530 3.7 308,939 3,750 1.7 10,980 5.0 218,483
NON U.S.   249 0.1 2,367 0.8   1,182 0.5 2,488 1.1  
  5 7,299 2.4 13,897 4.5   4,932 2.3 13,468 6.2  
ICUS COFFEE C U.S.   800 0.8 450 0.5 99,484 325 0.4 993 1.1 88,672
NON U.S.   53 0.1 11 0.0   3,961 4.5 1 0.0  
  6 853 0.9 461 0.5   4,286 4.8 994 1.1  
CMX SILVER U.S.   8,939 7.5 6,697 5.6 119,102 1,152 1.7 5,127 7.6 67,832
NON U.S.   2,854 2.4 3,044 2.6   3,292 4.9 3,247 4.8  
  11 11,793 9.9 9,741 8.2   4,444 6.6 8,374 12.3  
CMX COPPER- #1 U.S.   23,603 15.3 17,339 11.2 154,263 12,372 17.1 6,231 8.6 72,195
NON U.S.   100 0.1 273 0.2   0 0.0 294 0.4  
  5 23,703 15.4 17,612 11.4   12,372 17.1 6,525 9.0  
CMX GOLD U.S. 4 84,974 13.0 84,065 12.9 651,618 17,961 4.0 38,677 8.5 452,682
NON U.S. 13 25,632 3.9 27,281 4.2   23,659 5.2 25,331 5.6  
  17 110,606 17.0 111,346 17.1   41,620 9.2 64,008 14.1  
CME EURO FX U.S.   1 0.0 0 0.0 162,742 800 0.4 0 0.0 203,079
NON U.S.   400 0.2 812 0.5   3,086 1.5 4,249 2.1  
  5 401 0.2 812 0.5   3,886 1.9 4,249 2.1  
CME SOFR-3M U.S. 8 683,220 4.1 575,228 3.5 16,490,898 741,315 3.4 544,431 2.5 21,979,087
NON U.S. 31 405,142 2.5 465,931 2.8   428,423 1.9 303,213 1.4  
  39 1,088,362 6.6 1,041,159 6.3   1,169,738 5.3 847,644 3.9  
CME E-MINI S&P 500 U.S.   360 0.0 0 0.0 1,286,967 4,150 0.1 4,000 0.1 4,553,947
NON U.S.   17,461 1.4 9,612 0.7   38,443 0.8 40,872 0.9  
  9 17,821 1.4 9,612 0.7   42,593 0.9 44,872 1.0