April Bank Participation Report Options IN CONTRACT

  REPORT DATE: 4/7/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,550 0.7 6,929 3.3 208,100 4,599 2.4 3,770 1.9 194,150
NON U.S.   8,138 3.9 23,152 11.1   6,746 3.5 16,627 8.6  
  5 9,688 4.7 30,081 14.5   11,345 5.8 20,397 10.5  
CBT CORN U.S.   3,506 0.6 4,410 0.8 569,158 6,206 1.3 9,425 2.0 482,098
NON U.S.   4,875 0.9 12,148 2.1   7,375 1.5 21,723 4.5  
  7 8,381 1.5 16,558 2.9   13,581 2.8 31,148 6.5  
CBT SOYBEANS U.S.   5,113 1.4 2,843 0.8 368,583 468 0.2 4,300 1.5 280,646
NON U.S.   16,181 4.4 28,230 7.7   3,687 1.3 12,700 4.5  
  5 21,294 5.8 31,073 8.4   4,155 1.5 17,000 6.1  
CBT U.S. TREASURY BONDS U.S. 5 14,692 4.0 31,369 8.4 371,544 21,942 3.8 21,507 3.8 570,571
NON U.S. 5 20,673 5.6 23,650 6.4   7,213 1.3 23,204 4.1  
  10 35,365 9.5 55,019 14.8   29,155 5.1 44,711 7.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   4,275 17.9 3,075 12.9 23,890 400 6.1 50 0.8 6,546
NON U.S.   1,180 4.9 1,600 6.7   0 0.0 665 10.2  
  7 5,455 ## 4,675 19.6   400 6.1 715 10.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   242,940 9.3 295,062 11.3 2,616,622 151,002 6.3 159,156 6.6 2,407,337
NON U.S.   31,245 1.2 68,725 2.6   23,780 1.0 35,420 1.5  
  8 274,185 10.5 363,787 13.9   174,782 7.3 194,576 8.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   96,178 6.7 154,886 10.7 1,441,878 71,744 6.5 99,269 9.0 1,097,327
NON U.S.   32,268 2.2 98,863 6.9   18,815 1.7 26,977 2.5  
  10 128,446 8.9 253,749 17.6   90,559 8.3 126,246 11.5  
NYME HENRY HUB LAST DAY FIN U.S.   3,548 33.6 2,700 25.6 10,562 485 3.9 1,488 12.0 12,352
NON U.S.   2,129 20.2 3,755 35.6   1,964 15.9 2,331 18.9  
  7 5,677 ## 6,455 61.1   2,449 19.8 3,819 30.9  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   4,200 28.4 4,900 33.2 14,764 0 0.0 0 0.0 2,100
NON U.S.   600 4.1 2,540 17.2   200 9.5 100 4.8  
  8 4,800 ## 7,440 50.4   200 9.5 100 4.8  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 91,486 5.4 110,618 6.5 1,709,451 141,235 6.3 207,763 9.2 2,251,746
NON U.S. 13 20,775 1.2 72,262 4.2   66,795 3.0 105,934 4.7  
  21 112,261 6.6 182,880 10.7   208,030 9.2 313,697 13.9  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 45,523 3.9 38,710 3.4 1,153,151 42,105 2.0 36,894 1.7 2,126,570
NON U.S. 7 35,248 3.1 36,561 3.2   48,912 2.3 92,580 4.4  
  12 80,771 7.0 75,271 6.5   91,017 4.3 129,474 6.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   56,825 12.3 67,950 14.7 462,386 46,950 14.7 41,937 13.1 320,057
NON U.S.   7,700 1.7 8,575 1.9   4,025 1.3 3,800 1.2  
  10 64,525 14.0 76,525 16.6   50,975 15.9 45,737 14.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   109,366 7.0 103,170 6.6 1,570,741 68,224 5.2 72,822 5.5 1,322,267
NON U.S.   56,326 3.6 87,467 5.6   49,889 3.8 44,949 3.4  
  18 165,692 10.5 190,637 12.1   118,113 8.9 117,771 8.9  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 12,448 6.6 24,793 13.2 188,112 29,522 12.8 20,765 9.0 231,371
NON U.S. 8 19,330 10.3 54,760 29.1   42,352 18.3 27,302 11.8  
  12 31,778 16.9 79,553 42.3   71,874 31.1 48,067 20.8  
ICUS SUGAR NO. 11 U.S.   4,787 1.1 4,601 1.1 421,892 750 0.2 9,852 2.8 353,829
NON U.S.   2,702 0.6 1,450 0.3   586 0.2 1,800 0.5  
  5 7,489 1.8 6,051 1.4   1,336 0.4 11,652 3.3  
ICUS COFFEE C U.S.   485 0.3 21 0.0 153,587 0 0.0 75 0.1 104,934
NON U.S.   525 0.3 745 0.5   398 0.4 13 0.0  
  5 1,010 0.7 766 0.5   398 0.4 88 0.1  
CMX SILVER U.S.   5,132 5.2 4,022 4.0 99,505 1,671 2.6 3,797 5.9 64,543
NON U.S.   7,242 7.3 15,067 15.1   14,692 22.8 13,153 20.4  
  12 12,374 12.4 19,089 19.2   16,363 25.4 16,950 26.3  
CMX GOLD U.S.   163,862 14.7 168,087 15.1 1,116,378 29,383 5.9 38,459 7.8 495,408
NON U.S.   48,571 4.4 63,629 5.7   35,404 7.1 37,267 7.5  
  17 212,433 19.0 231,716 20.8   64,787 13.1 75,726 15.3  
CME 3-MONTH EURODOLLARS U.S. 7 1,141,460 4.6 673,733 2.7 25,053,577 822,265 3.0 935,799 3.4 27,254,540
NON U.S. 18 785,462 3.1 600,694 2.4   726,652 2.7 288,717 1.1  
  25 1,926,922 7.7 1,274,427 5.1   1,548,917 5.7 1,224,516 4.5  
CME E-MINI S&P 500 STOCK INDEX U.S.   3,418 0.2 2,582 0.1 1,823,454 1,843 0.1 2,520 0.1 2,698,880
NON U.S.   7,103 0.4 12,752 0.7   40,784 1.5 27,064 1.0  
  9 10,521 0.6 15,334 0.8   42,627 1.6 29,584 1.1