September Bank Participation Report Options IN CONTRACT

  REPORT DATE: 9/6/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   3,225 1.8 876 0.5 177,090 657 0.7 1,451 1.6 91,851
NON U.S.   4,520 2.6 5,900 3.3   25 0.0 736 0.8  
  6 7,745 4.4 6,776 3.8   682 0.7 2,187 2.4  
CBT CORN U.S.   37,476 4.0 29,555 3.1 946,586 2,020 0.3 8,128 1.4 591,904
NON U.S.   11,490 1.2 15,775 1.7   2,890 0.5 4,584 0.8  
  8 48,966 5.2 45,330 4.8   4,910 0.8 12,712 2.1  
CBT SOYBEANS U.S.   3,623 1.2 2,414 0.8 302,189 2,706 1.0 3,121 1.2 261,773
NON U.S.   1,210 0.4 2,089 0.7   1,141 0.4 1,921 0.7  
  8 4,833 1.6 4,503 1.5   3,847 1.5 5,042 1.9  
CBT UST BOND U.S.   6,461 2.8 9,747 4.3 228,299 6,301 2.7 11,972 5.2 230,636
NON U.S.   12,193 5.3 6,943 3.0   7,757 3.4 3,875 1.7  
  12 18,654 8.2 16,690 7.3   14,058 6.1 15,847 6.9  
NYME NY HARBOR ULSD U.S.   375 4.7 325 4.1 7,978 875 9.1 540 5.6 9,626
NON U.S.   100 1.3 50 0.6   250 2.6 100 1.0  
  5 475 6.0 375 4.7   1,125 11.7 640 6.6  
IFED NAT GAS ICE PEN U.S.   541,420 10.6 701,362 13.8 5,094,800 477,684 10.6 405,248 9.0 4,506,444
NON U.S.   155,558 3.1 206,016 4.0   194,960 4.3 140,940 3.1  
  9 696,978 13.7 907,378 17.8   672,644 14.9 546,188 12.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 136,079 8.3 280,092 17.2 1,633,155 216,526 15.2 102,162 7.2 1,422,991
NON U.S. 8 70,039 4.3 163,531 10.0   130,876 9.2 73,278 5.1  
  12 206,118 12.6 443,623 27.2   347,402 24.4 175,440 12.3  
NYME HENRY HUB LAST DAY FIN U.S. 4 191 1.2 4,879 30.9 15,775 1,588 14.9 354 3.3 10,647
NON U.S. 4 7,716 48.9 3,043 19.3   128 1.2 8,800 82.7  
  8 7,907 50.1 7,922 50.2   1,716 16.1 9,154 86.0  
CBT UST 10Y NOTE U.S. 4 32,233 2.6 40,614 3.3 1,227,026 34,411 3.0 34,259 3.0 1,155,559
NON U.S. 12 47,836 3.9 22,685 1.8   35,560 3.1 33,532 2.9  
  16 80,069 6.5 63,299 5.2   69,971 6.1 67,791 5.9  
CBT UST 5Y NOTE U.S. 5 21,621 4.6 12,652 2.7 467,573 37,291 8.5 9,492 2.2 437,323
NON U.S. 6 31,509 6.7 9,026 1.9   45,400 10.4 57,283 13.1  
  11 53,130 11.4 21,678 4.6   82,691 18.9 66,775 15.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   24,050 6.5 37,570 10.1 371,995 28,785 17.8 14,095 8.7 161,968
NON U.S.   6,850 1.8 4,915 1.3   1,800 1.1 2,500 1.5  
  6 30,900 8.3 42,485 11.4   30,585 18.9 16,595 10.2  
NYME WTI-PHYSICAL U.S.   59,826 3.6 91,611 5.6 1,649,214 63,493 8.8 35,787 5.0 718,602
NON U.S.   33,136 2.0 76,261 4.6   58,053 8.1 23,926 3.3  
  16 92,962 5.6 167,872 10.2   121,546 16.9 59,713 8.3  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 3,704 3.9 13,902 14.7 94,622 19,055 17.2 6,998 6.3 110,896
NON U.S. 7 11,780 12.4 35,353 37.4   31,383 28.3 13,877 12.5  
  11 15,484 16.4 49,255 52.1   50,438 45.5 20,875 18.8  
ICUS SUGAR NO. 11 U.S.   3,850 1.0 8,484 2.2 378,701 2,405 0.8 4,560 1.6 291,326
NON U.S.   439 0.1 10,100 2.7   100 0.0 2,799 1.0  
  5 4,289 1.1 18,584 4.9   2,505 0.9 7,359 2.5  
CMX SILVER U.S.   1,124 1.6 1,483 2.1 69,441 65 0.3 363 1.5 25,005
NON U.S.   1,900 2.7 2,635 3.8   1,707 6.8 990 4.0  
  8 3,024 4.4 4,118 5.9   1,772 7.1 1,353 5.4  
CMX GOLD U.S.   22,711 3.9 46,228 7.9 587,866 5,117 2.1 8,234 3.4 243,681
NON U.S.   7,048 1.2 22,949 3.9   10,811 4.4 10,162 4.2  
  13 29,759 5.1 69,177 11.8   15,928 6.5 18,396 7.5  
CME EURO FX U.S.   745 0.5 0 0.0 163,209 16,542 9.3 3,750 2.1 177,770
NON U.S.   2,500 1.5 5,135 3.1   2,841 1.6 5,108 2.9  
  5 3,245 2.0 5,135 3.1   19,383 10.9 8,858 5.0  
CME EURODOLLARS-3M U.S. 4 610,438 4.2 452,120 3.1 14,523,878 605,469 4.3 174,859 1.3 13,930,060
NON U.S. 14 282,372 1.9 114,169 0.8   286,533 2.1 70,152 0.5  
  18 892,810 6.1 566,289 3.9   892,002 6.4 245,011 1.8  
CME SOFR-3M U.S. 6 135,685 2.9 115,496 2.4 4,731,676 205,668 3.0 108,261 1.6 6,867,031
NON U.S. 13 56,714 1.2 102,205 2.2   267,148 3.9 194,029 2.8  
  19 192,399 4.1 217,701 4.6   472,816 6.9 302,290 4.4  
CME E-MINI S&P 500 NON U.S.   13,261 0.8 18,651 1.2 1,609,833 25,177 0.8 44,128 1.4 3,223,743
  15 13,261 0.8 18,651 1.2   25,177 0.8 44,128 1.4