December Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 12/3/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   300 0.2 2,600 1.9 138,567 0 0.0 1,250 1.1 116,177
NON U.S.   1,590 1.1 20,965 15.1   1,500 1.3 12,775 11.0  
  7 1,890 1.4 23,565 17.0   1,500 1.3 14,025 12.1  
CBT CORN U.S.   0 0.0 5,100 1.0 501,642 0 0.0 7,350 2.2 338,242
NON U.S.   2,134 0.4 30,492 6.1   300 0.1 10,423 3.1  
  5 2,134 0.4 35,592 7.1   300 0.1 17,773 5.3  
CBT SOYBEANS U.S.   1,689 0.6 1,160 0.4 272,831 0 0.0 1,821 0.9 209,771
NON U.S.   2,201 0.8 17,250 6.3   0 0.0 4,100 2.0  
  5 3,890 1.4 18,410 6.7   0 0.0 5,921 2.8  
CBT U.S. TREASURY BONDS U.S.   3,001 0.8 1,635 0.4 397,009 3,891 0.7 4,575 0.8 573,269
NON U.S.   20,670 5.2 69,500 17.5   43,250 7.5 54,559 9.5  
  9 23,671 6.0 71,135 17.9   47,141 8.2 59,134 10.3  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,925 15.4 2,750 14.5 18,986 600 7.8 200 2.6 7,684
NON U.S.   250 1.3 605 3.2   0 0.0 400 5.2  
  5 3,175 16.7 3,355 17.7   600 7.8 600 7.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   212,100 9.6 213,086 9.6 2,215,648 112,992 6.4 122,964 7.0 1,768,560
NON U.S.   30,272 1.4 46,440 2.1   10,220 0.6 21,960 1.2  
  8 242,372 10.9 259,526 11.7   123,212 7.0 144,924 8.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   75,119 6.8 113,538 10.3 1,102,575 62,356 8.4 66,725 9.0 744,349
NON U.S.   30,942 2.8 86,134 7.8   11,890 1.6 28,518 3.8  
  10 106,061 9.6 199,672 18.1   74,246 10.0 95,243 12.8  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 23.5 360 4.7 7,733 726 20.6 360 10.2 3,526
NON U.S.   1,286 16.6 4,139 53.5   1,523 43.2 1,621 46.0  
  7 3,107 ## 4,499 58.2   2,249 63.8 1,981 56.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,220 15.6 3,200 22.5 14,204 200 2.7 520 7.1 7,320
NON U.S.   800 5.6 3,180 22.4   600 8.2 100 1.4  
  9 3,020 21.3 6,380 44.9   800 10.9 620 8.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 72,927 4.4 41,722 2.5 1,671,252 77,301 4.9 69,588 4.4 1,569,424
NON U.S. 14 86,172 5.2 102,430 6.1   72,214 4.6 47,922 3.1  
  20 159,099 9.5 144,152 8.6   149,515 9.5 117,510 7.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   14,450 2.4 10,000 1.6 607,400 6,000 0.5 14,050 1.2 1,154,118
NON U.S.   48,350 8.0 131,765 21.7   24,900 2.2 43,528 3.8  
  7 62,800 10.3 141,765 23.3   30,900 2.7 57,578 5.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   43,500 13.9 59,200 19.0 312,336 34,625 16.5 29,787 14.2 209,275
NON U.S.   4,450 1.4 4,975 1.6   3,350 1.6 3,400 1.6  
  10 47,950 15.4 64,175 20.5   37,975 18.1 33,187 15.9  
NYME CRUDE OIL, LIGHT SWEET U.S.   65,535 6.6 86,246 8.7 991,283 66,922 8.9 40,992 5.5 750,055
NON U.S.   41,270 4.2 82,318 8.3   42,610 5.7 32,671 4.4  
  19 106,805 10.8 168,564 17.0   109,532 14.6 73,663 9.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   20,181 12.3 21,677 13.3 163,553 19,781 9.2 23,891 11.1 214,893
NON U.S.   6,242 3.8 39,046 23.9   33,052 15.4 19,347 9.0  
  10 26,423 16.2 60,723 37.1   52,833 24.6 43,238 20.1  
ICUS SUGAR NO. 11 U.S.   2,439 0.7 3,408 1.0 358,282 477 0.2 3,915 2.0 197,676
NON U.S.   1,700 0.5 3,450 1.0   0 0.0 610 0.3  
  5 4,139 1.2 6,858 1.9   477 0.2 4,525 2.3  
CMX SILVER U.S.   5,628 7.6 4,089 5.5 73,890 2,728 5.4 1,792 3.6 50,066
NON U.S.   3,521 4.8 7,023 9.5   8,094 16.2 8,160 16.3  
  10 9,149 12.4 11,112 15.0   10,822 21.6 9,952 19.9  
CMX GOLD U.S.   121,500 13.1 121,700 13.1 929,408 22,995 6.0 28,974 7.5 385,504
NON U.S.   37,691 4.1 59,756 6.4   28,331 7.3 30,284 7.9  
  18 159,191 17.1 181,456 19.5   51,326 13.3 59,258 15.4  
CME 3-MONTH EURODOLLARS U.S. 7 1,349,362 4.5 829,064 2.8 29,956,414 959,327 3.4 1,263,375 4.4 28,615,782
NON U.S. 23 854,997 2.9 915,489 3.1   1,016,183 3.6 538,366 1.9  
  30 2,204,359 7.4 1,744,553 5.8   1,975,510 6.9 1,801,741 6.3  
CME E-MINI S&P 500 STOCK INDEX U.S.   6,740 0.5 2,538 0.2 1,246,815 3,088 0.1 1,895 0.1 3,127,965
NON U.S.   16,099 1.3 28,353 2.3   33,922 1.1 33,764 1.1  
  10 22,839 1.8 30,891 2.5   37,010 1.2 35,659 1.1