December Bank Participation Report Options IN CONTRACT

  REPORT DATE: 12/6/2022
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   2,855 0.6 2,949 0.6 459,148 1,315 0.3 2,299 0.6 415,139
NON U.S.   2,516 0.5 1,460 0.3   3,745 0.9 1,491 0.4  
  8 5,371 1.2 4,409 1.0   5,060 1.2 3,790 0.9  
CBT SOYBEANS U.S.   2,630 1.3 1,115 0.6 201,652 651 0.3 755 0.4 190,727
NON U.S.   2,781 1.4 1,190 0.6   2,337 1.2 3,077 1.6  
  9 5,411 2.7 2,305 1.1   2,988 1.6 3,832 2.0  
CBT SOYBEAN OIL U.S.   650 1.0 1,550 2.3 67,078 1,386 1.9 500 0.7 72,088
NON U.S.   202 0.3 295 0.4   500 0.7 202 0.3  
  5 852 1.3 1,845 2.8   1,886 2.6 702 1.0  
CBT UST BOND U.S.   3,768 2.0 3,504 1.9 185,913 2,345 1.1 2,309 1.1 213,413
NON U.S.   8,866 4.8 9,772 5.3   3,366 1.6 6,624 3.1  
  9 12,634 6.8 13,276 7.1   5,711 2.7 8,933 4.2  
IFED NAT GAS ICE PEN U.S.   735,782 14.4 654,762 12.9 5,093,042 630,044 13.4 617,300 13.1 4,703,806
NON U.S.   140,352 2.8 202,730 4.0   216,560 4.6 145,200 3.1  
  9 876,134 17.2 857,492 16.8   846,604 18.0 762,500 16.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 131,668 8.8 254,705 17.0 1,495,222 215,718 14.6 90,708 6.1 1,475,517
NON U.S. 8 66,699 4.5 153,582 10.3   134,313 9.1 75,358 5.1  
  12 198,367 13.3 408,287 27.3   350,031 23.7 166,066 11.3  
NYME HENRY HUB LAST DAY FIN U.S.   600 3.8 3,600 23.0 15,646 300 2.8 0 0.0 10,708
NON U.S.   7,097 45.4 4,732 30.2   259 2.4 7,129 66.6  
  5 7,697 49.2 8,332 53.3   559 5.2 7,129 66.6  
CBT UST 10Y NOTE U.S. 4 12,238 1.0 16,721 1.4 1,168,346 22,744 1.3 16,749 0.9 1,782,146
NON U.S. 12 27,039 2.3 35,608 3.0   63,033 3.5 54,560 3.1  
  16 39,277 3.4 52,329 4.5   85,777 4.8 71,309 4.0  
CBT UST 5Y NOTE U.S. 4 25,009 4.4 1,626 0.3 562,358 16,605 3.4 4,003 0.8 492,208
NON U.S. 8 13,131 2.3 13,843 2.5   31,406 6.4 35,176 7.1  
  12 38,140 6.8 15,469 2.8   48,011 9.8 39,179 8.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   18,660 7.9 31,270 13.3 235,078 27,515 18.9 16,100 11.1 145,568
NON U.S.   7,550 3.2 4,690 2.0   4,200 2.9 5,400 3.7  
  7 26,210 11.1 35,960 15.3   31,715 21.8 21,500 14.8  
NYME WTI-PHYSICAL U.S.   53,571 3.2 72,360 4.3 1,673,213 61,367 10.0 32,778 5.4 611,152
NON U.S.   28,348 1.7 63,820 3.8   48,371 7.9 18,827 3.1  
  15 81,919 4.9 136,180 8.1   109,738 18.0 51,605 8.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 4,850 6.2 11,331 14.6 77,699 15,014 19.3 4,979 6.4 77,845
NON U.S. 7 10,520 13.5 23,441 30.2   20,466 26.3 11,101 14.3  
  11 15,370 19.8 34,772 44.8   35,480 45.6 16,080 20.7  
ICUS SUGAR NO. 11 U.S.   1,640 0.6 9,521 3.2 296,342 1,300 0.4 7,320 2.3 312,684
NON U.S.   1,600 0.5 10,450 3.5   670 0.2 3,660 1.2  
  5 3,240 1.1 19,971 6.7   1,970 0.6 10,980 3.5  
ICUS COFFEE C U.S.   3,950 3.1 2,760 2.2 128,222 985 1.1 100 0.1 93,091
NON U.S.   322 0.3 455 0.4   308 0.3 325 0.3  
  5 4,272 3.3 3,215 2.5   1,293 1.4 425 0.5  
CMX SILVER U.S.   3,639 5.3 4,396 6.4 68,498 739 2.3 1,873 5.9 31,487
NON U.S.   1,670 2.4 2,959 4.3   1,301 4.1 2,099 6.7  
  9 5,309 7.8 7,355 10.7   2,040 6.5 3,972 12.6  
CMX GOLD U.S.   14,592 3.3 26,651 6.1 439,307 976 0.5 12,054 5.6 213,946
NON U.S.   15,251 3.5 24,997 5.7   11,119 5.2 7,167 3.3  
  12 29,843 6.8 51,648 11.8   12,095 5.7 19,221 9.0  
CME EURODOLLARS-3M U.S. 4 581,069 4.4 386,249 2.9 13,286,634 353,053 5.5 65,953 1.0 6,401,295
NON U.S. 14 212,389 1.6 96,687 0.7   199,161 3.1 21,726 0.3  
  18 793,458 6.0 482,936 3.6   552,214 8.6 87,679 1.4  
CME SOFR-3M U.S. 6 266,722 2.0 259,556 1.9 13,450,345 316,391 3.3 234,321 2.4 9,596,126
NON U.S. 22 233,655 1.7 208,850 1.6   209,458 2.2 87,612 0.9  
  28 500,377 3.7 468,406 3.5   525,849 5.5 321,933 3.4  
CME E-MINI S&P 500 U.S.   642 0.0 0 0.0 1,787,118 0 0.0 0 0.0 3,498,310
NON U.S.   28,549 1.6 29,063 1.6   23,115 0.7 38,432 1.1  
  13 29,191 1.6 29,063 1.6   23,115 0.7 38,432 1.1