September Bank Participation Report Options IN CONTRACT

  REPORT DATE: 9/3/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   7,483 1.3 6,406 1.1 598,078 341 0.1 11,056 2.3 476,534
NON U.S.   2,955 0.5 3,364 0.6   2,114 0.4 6,940 1.5  
  7 10,438 1.7 9,770 1.6   2,455 0.5 17,996 3.8  
CBT SOYBEANS U.S.   4,375 1.3 2,841 0.8 342,106 3,546 0.9 5,670 1.5 390,879
NON U.S.   1,064 0.3 3,303 1.0   7,558 1.9 8,228 2.1  
  6 5,439 1.6 6,144 1.8   11,104 2.8 13,898 3.6  
CBT UST BOND U.S. 4 4,647 2.1 10,159 4.5 225,243 26,885 8.6 10,470 3.3 313,923
NON U.S. 5 5,658 2.5 7,007 3.1   16,133 5.1 6,453 2.1  
  9 10,305 4.6 17,166 7.6   43,018 13.7 16,923 5.4  
NYME NY HARBOR ULSD U.S.   1,595 8.1 1,440 7.3 19,716 0 0.0 0 0.0 8,890
NON U.S.   1,377 7.0 1,390 7.1   535 6.0 782 8.8  
  8 2,972 15.1 2,830 14.4   535 6.0 782 8.8  
NYME HEATING OIL AVG PRICE OPTIONS U.S.   1,884 7.0 9,017 33.5 26,887 7,615 58.4 378 2.9 13,046
NON U.S.   809 3.0 712 2.6   610 4.7 330 2.5  
  5 2,693 10.0 9,729 36.2   8,225 63.0 708 5.4  
IFED NAT GAS ICE PEN U.S.   1,211,899 15.9 1,258,602 16.5 7,606,897 1,101,744 13.9 1,129,076 14.3 7,918,922
NON U.S.   120,299 1.6 211,305 2.8   170,924 2.2 110,416 1.4  
  9 1,332,198 17.5 1,469,907 19.3   1,272,668 16.1 1,239,492 15.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 207,848 10.4 308,773 15.5 1,992,187 218,642 11.6 182,746 9.7 1,883,292
NON U.S. 7 85,575 4.3 191,733 9.6   153,086 8.1 55,834 3.0  
  11 293,423 14.7 500,506 25.1   371,728 19.7 238,580 12.7  
NYME HENRY HUB LAST DAY FIN U.S. 5 7,975 9.2 6,131 7.0 86,999 5,531 8.8 1,200 1.9 62,513
NON U.S. 6 31,255 35.9 27,986 32.2   14,125 22.6 32,397 51.8  
  11 39,230 45.1 34,117 39.2   19,656 31.4 33,597 53.7  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 460 9.8 4,684 0 0.0 0 0.0 300
NON U.S.   320 6.8 0 0.0   0 0.0 0 0.0  
  5 320 6.8 460 9.8   0 0.0 0 0.0  
CBT SOYBEAN MEAL U.S.   50 0.1 350 0.5 76,809 175 0.2 0 0.0 84,904
NON U.S.   626 0.8 541 0.7   210 0.2 802 0.9  
  5 676 0.9 891 1.2   385 0.5 802 0.9  
CBT UST 2Y NOTE U.S.   1,300 1.6 0 0.0 81,001 0 0.0 0 0.0 163,029
NON U.S.   4,700 5.8 3,800 4.7   2,310 1.4 2,975 1.8  
  5 6,000 7.4 3,800 4.7   2,310 1.4 2,975 1.8  
CBT UST 10Y NOTE U.S. 5 32,524 2.4 88,901 6.6 1,344,111 40,031 2.3 108,166 6.2 1,751,281
NON U.S. 17 42,380 3.2 42,040 3.1   100,210 5.7 55,445 3.2  
  22 74,904 5.6 130,941 9.7   140,241 8.0 163,611 9.3  
CBT UST 5Y NOTE U.S. 5 12,600 2.9 14,469 3.3 437,112 11,160 2.6 17,659 4.1 435,247
NON U.S. 6 2,269 0.5 9,083 2.1   17,078 3.9 14,083 3.2  
  11 14,869 3.4 23,552 5.4   28,238 6.5 31,742 7.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   17,980 5.9 27,205 8.9 305,539 20,685 6.0 13,607 3.9 345,325
NON U.S.   18,350 6.0 10,825 3.5   10,750 3.1 14,400 4.2  
  5 36,330 11.9 38,030 12.4   31,435 9.1 28,007 8.1  
NYME WTI-PHYSICAL U.S. 4 56,041 4.3 84,347 6.4 1,310,857 78,392 7.7 20,541 2.0 1,011,568
NON U.S. 12 40,150 3.1 66,566 5.1   64,166 6.3 28,814 2.8  
  16 96,191 7.3 150,913 11.5   142,558 14.1 49,355 4.9  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 5,758 5.1 20,968 18.6 112,907 25,473 19.9 8,853 6.9 127,717
NON U.S. 7 3,490 3.1 44,488 39.4   48,251 37.8 10,543 8.3  
  12 9,248 8.2 65,456 58.0   73,724 57.7 19,396 15.2  
NYME PALLADIUM U.S.   0 0.0 305 29.0 1,052 200 36.3 0 0.0 551
NON U.S.   201 19.1 100 9.5   0 0.0 56 10.2  
  5 201 19.1 405 38.5   200 36.3 56 10.2  
ICUS SUGAR NO. 11 U.S.   5,426 1.5 12,330 3.3 371,201 4,545 1.9 3,585 1.5 239,457
NON U.S.   576 0.2 3,751 1.0   1,577 0.7 6,630 2.8  
  5 6,002 1.6 16,081 4.3   6,122 2.6 10,215 4.3  
ICUS COFFEE C U.S.   625 0.8 130 0.2 83,057 100 0.1 1,100 1.4 76,554
NON U.S.   53 0.1 36 0.0   3,487 4.6 35 0.0  
  6 678 0.8 166 0.2   3,587 4.7 1,135 1.5  
CMX SILVER U.S.   8,346 7.5 4,832 4.4 110,672 902 1.7 3,521 6.6 53,696
NON U.S.   2,111 1.9 2,156 1.9   2,427 4.5 3,822 7.1  
  11 10,457 9.4 6,988 6.3   3,329 6.2 7,343 13.7  
CMX GOLD U.S. 4 72,264 10.4 70,762 10.2 694,628 12,743 3.3 29,822 7.8 384,103
NON U.S. 13 23,117 3.3 24,367 3.5   22,518 5.9 26,738 7.0  
  17 95,381 13.7 95,129 13.7   35,261 9.2 56,560 14.7  
CME SOFR-3M U.S. 8 857,500 4.1 711,788 3.4 20,754,055 830,308 3.7 562,554 2.5 22,178,589
NON U.S. 32 496,806 2.4 531,336 2.6   539,930 2.4 296,568 1.3  
  40 1,354,306 6.5 1,243,124 6.0   1,370,238 6.2 859,122 3.9  
CME E-MINI S&P 500 U.S.   410 0.0 0 0.0 1,656,777 4,100 0.1 4,100 0.1 5,108,819
NON U.S.   24,433 1.5 13,374 0.8   36,530 0.7 38,107 0.7  
  12 24,843 1.5 13,374 0.8   40,630 0.8 42,207 0.8