February Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 2/4/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,300 1.1 5,350 2.5 211,676 2,270 1.3 3,220 1.8 180,503
NON U.S.   6,895 3.3 28,423 13.4   4,990 2.8 15,540 8.6  
  8 9,195 4.3 33,773 16.0   7,260 4.0 18,760 10.4  
CBT CORN U.S.   1,859 0.3 6,339 1.1 593,083 1,200 0.3 9,350 2.2 418,351
NON U.S.   5,843 1.0 32,485 5.5   300 0.1 13,993 3.3  
  5 7,702 1.3 38,824 6.5   1,500 0.4 23,343 5.6  
CBT SOYBEANS U.S.   1,939 0.5 2,825 0.8 375,585 0 0.0 1,086 0.5 239,729
NON U.S.   10,330 2.8 26,680 7.1   350 0.1 4,750 2.0  
  5 12,269 3.3 29,505 7.9   350 0.1 5,836 2.4  
CBT U.S. TREASURY BONDS U.S. 5 11,950 2.3 12,382 2.4 509,128 6,346 0.9 6,802 0.9 741,857
NON U.S. 9 27,115 5.3 60,100 11.8   79,050 10.7 45,795 6.2  
  14 39,065 7.7 72,482 14.2   85,396 11.5 52,597 7.1  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   4,145 15.7 3,625 13.7 26,418 850 12.7 100 1.5 6,669
NON U.S.   860 3.3 1,555 5.9   50 0.7 635 9.5  
  7 5,005 18.9 5,180 19.6   900 13.5 735 11.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   244,110 10.9 255,650 11.4 2,239,278 163,092 9.2 149,380 8.5 1,764,007
NON U.S.   33,180 1.5 51,340 2.3   15,220 0.9 24,760 1.4  
  8 277,290 12.4 306,990 13.7   178,312 10.1 174,140 9.9  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   83,721 6.8 123,405 10.0 1,231,068 64,483 7.2 67,833 7.5 900,728
NON U.S.   29,939 2.4 87,841 7.1   13,020 1.4 27,947 3.1  
  10 113,660 9.2 211,246 17.2   77,503 8.6 95,780 10.6  
NYME HENRY HUB LAST DAY FIN U.S.   1,701 22.3 300 3.9 7,628 606 4.3 300 2.1 14,020
NON U.S.   2,346 30.8 3,388 44.4   1,655 11.8 2,542 18.1  
  6 4,047 53.1 3,688 48.3   2,261 16.1 2,842 20.3  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   1,700 19.1 1,900 21.3 8,904 0 0.0 0 0.0 1,700
NON U.S.   600 6.7 1,920 21.6   200 11.8 100 5.9  
  8 2,300 ## 3,820 42.9   200 11.8 100 5.9  
CBT SOYBEAN MEAL U.S.   200 0.3 100 0.2 62,638 0 0.0 0 0.0 46,568
NON U.S.   3,650 5.8 675 1.1   0 0.0 4,900 10.5  
  5 3,850 6.1 775 1.2   0 0.0 4,900 10.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 143,912 7.1 79,414 3.9 2,036,286 80,597 3.1 113,225 4.3 2,628,650
NON U.S. 24 130,214 6.4 238,603 11.7   153,391 5.8 174,786 6.6  
  32 274,126 13.5 318,017 15.6   233,988 8.9 288,011 11.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   9,600 1.4 11,400 1.7 666,139 13,050 1.0 13,300 1.0 1,307,590
NON U.S.   70,570 10.6 109,330 16.4   68,520 5.2 58,793 4.5  
  12 80,170 12.0 120,730 18.1   81,570 6.2 72,093 5.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   51,900 13.0 59,600 14.9 400,684 34,850 12.7 33,512 12.2 275,024
NON U.S.   5,550 1.4 6,075 1.5   3,925 1.4 3,600 1.3  
  8 57,450 14.3 65,675 16.4   38,775 14.1 37,112 13.5  
NYME CRUDE OIL, LIGHT SWEET U.S.   85,791 7.0 85,995 7.0 1,230,392 58,937 6.1 48,180 5.0 965,481
NON U.S.   41,608 3.4 88,979 7.2   49,123 5.1 38,489 4.0  
  21 127,399 10.4 174,974 14.2   108,060 11.2 86,669 9.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   12,959 7.9 22,097 13.4 164,489 23,438 10.4 18,459 8.2 225,781
NON U.S.   8,657 5.3 47,682 29.0   37,248 16.5 23,879 10.6  
  11 21,616 13.1 69,779 42.4   60,686 26.9 42,338 18.8  
ICUS COFFEE C U.S.   840 0.6 621 0.4 142,921 600 0.5 175 0.1 118,963
NON U.S.   389 0.3 675 0.5   385 0.3 63 0.1  
  5 1,229 0.9 1,296 0.9   985 0.8 238 0.2  
CMX SILVER U.S.   3,707 4.0 4,430 4.7 93,471 2,952 5.3 2,580 4.6 55,955
NON U.S.   6,385 6.8 12,249 13.1   9,008 16.1 11,283 20.2  
  12 10,092 10.8 16,679 17.8   11,960 21.4 13,863 24.8  
CMX GOLD U.S.   137,575 13.7 134,751 13.4 1,007,324 24,231 5.8 25,743 6.2 415,309
NON U.S.   40,994 4.1 59,436 5.9   27,428 6.6 29,090 7.0  
  17 178,569 17.7 194,187 19.3   51,659 12.4 54,833 13.2  
CME 3-MONTH EURODOLLARS U.S. 7 1,227,738 4.5 708,405 2.6 27,416,005 779,985 3.6 964,131 4.5 21,641,473
NON U.S. 24 922,436 3.4 1,144,390 4.2   785,820 3.6 354,554 1.6  
  31 2,150,174 7.8 1,852,795 6.8   1,565,805 7.2 1,318,685 6.1  
CME E-MINI S&P 500 STOCK INDEX U.S.   11,278 0.9 1,873 0.2 1,196,059 2,982 0.1 1,867 0.1 2,673,996
NON U.S.   2,294 0.2 4,705 0.4   12,899 0.5 27,611 1.0  
  11 13,572 1.1 6,578 0.5   15,881 0.6 29,478 1.1