January Bank Participation Report Options IN CONTRACT

  REPORT DATE: 1/5/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   274 0.2 3,029 1.9 160,949 550 0.4 6,490 5.2 125,150
NON U.S.   1,250 0.8 5,714 3.6   600 0.5 6,500 5.2  
  6 1,524 0.9 8,743 5.4   1,150 0.9 12,990 10.4  
CBT CORN U.S.   300 0.0 6,735 0.8 824,508 275 0.0 12,768 2.2 587,136
NON U.S.   1,675 0.2 6,930 0.8   200 0.0 200 0.0  
  5 1,975 0.2 13,665 1.7   475 0.1 12,968 2.2  
CBT SOYBEANS U.S.   125 0.0 4,011 0.8 492,782 550 0.1 3,608 0.9 380,531
NON U.S.   300 0.1 11,232 2.3   573 0.2 7,371 1.9  
  5 425 0.1 15,243 3.1   1,123 0.3 10,979 2.9  
CBT U.S. TREASURY BONDS U.S.   24,027 8.0 3,460 1.2 298,637 11,118 3.5 12,867 4.1 316,644
NON U.S.   12,507 4.2 18,943 6.3   9,126 2.9 8,406 2.7  
  10 36,534 12.2 22,403 7.5   20,244 6.4 21,273 6.7  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,725 16.9 500 4.9 10,183 200 3.4 250 4.2 5,921
NON U.S.   445 4.4 75 0.7   0 0.0 120 2.0  
  6 2,170 21.3 575 5.6   200 3.4 370 6.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   318,800 11.0 404,600 14.0 2,888,919 155,720 8.6 102,480 5.7 1,803,705
NON U.S.   43,040 1.5 83,678 2.9   54,604 3.0 33,700 1.9  
  7 361,840 12.5 488,278 16.9   210,324 11.7 136,180 7.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 153,184 9.2 260,462 15.7 1,661,478 131,945 17.7 56,517 7.6 745,534
NON U.S. 8 34,714 2.1 151,174 9.1   61,916 8.3 37,287 5.0  
  12 187,898 11.3 411,636 24.8   193,861 26.0 93,804 12.6  
NYME HENRY HUB LAST DAY FIN U.S.   5,732 27.3 8,618 41.1 20,985 5,194 37.8 2,580 18.8 13,741
NON U.S.   6,098 29.1 2,772 13.2   1,135 8.3 5,711 41.6  
  7 11,830 56.4 11,390 54.3   6,329 46.1 8,291 60.3  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   3,600 36.7 3,240 33.0 9,808 400 12.8 200 6.4 3,120
NON U.S.   0 0.0 200 2.0   200 6.4 0 0.0  
  5 3,600 36.7 3,440 35.1   600 19.2 200 6.4  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 27,798 4.0 22,640 3.2 697,625 92,055 5.0 24,339 1.3 1,846,508
NON U.S. 17 33,114 4.7 99,158 14.2   145,635 7.9 69,038 3.7  
  22 60,912 8.7 121,798 17.5   237,690 12.9 93,377 5.1  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   0 0.0 5,110 2.8 182,317 2,000 0.6 6,110 1.9 315,830
NON U.S.   11,393 6.2 38,450 21.1   16,966 5.4 10,327 3.3  
  8 11,393 6.2 43,560 23.9   18,966 6.0 16,437 5.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   32,995 17.1 42,570 22.1 192,862 22,810 19.9 20,415 17.8 114,777
NON U.S.   2,700 1.4 4,100 2.1   2,450 2.1 2,550 2.2  
  7 35,695 18.5 46,670 24.2   25,260 22.0 22,965 20.0  
NYME CRUDE OIL, LIGHT SWEET U.S.   60,657 7.2 82,271 9.8 839,712 51,089 7.9 23,764 3.7 642,714
NON U.S.   28,214 3.4 70,191 8.4   34,646 5.4 12,725 2.0  
  16 88,871 10.6 152,462 18.2   85,735 13.3 36,489 5.7  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 7,836 6.7 23,679 20.4 116,097 42,112 24.8 22,562 13.3 170,061
NON U.S. 8 9,186 7.9 34,445 29.7   32,169 18.9 23,781 14.0  
  12 17,022 14.7 58,124 50.1   74,281 43.7 46,343 27.3  
CMX SILVER U.S.   2,889 4.1 2,103 3.0 70,981 2,117 7.3 1,601 5.5 28,849
NON U.S.   2,242 3.2 2,058 2.9   2,188 7.6 1,521 5.3  
  9 5,131 7.2 4,161 5.9   4,305 14.9 3,122 10.8  
CMX GOLD U.S.   65,961 9.1 102,521 14.1 725,400 4,408 2.0 6,982 3.2 220,608
NON U.S.   12,691 1.7 18,680 2.6   7,099 3.2 9,842 4.5  
  14 78,652 10.8 121,201 16.7   11,507 5.2 16,824 7.6  
CME EURO FX U.S.   2,496 2.7 252 0.3 91,489 515 0.4 86 0.1 125,105
NON U.S.   2,024 2.2 2,129 2.3   1,440 1.2 5,404 4.3  
  6 4,520 4.9 2,381 2.6   1,955 1.6 5,490 4.4  
CME 3-MONTH EURODOLLARS U.S. 5 700,563 6.7 236,388 2.2 10,529,731 362,868 2.7 363,931 2.7 13,487,482
NON U.S. 21 583,028 5.5 271,866 2.6   448,039 3.3 269,422 2.0  
  26 1,283,591 12.2 508,254 4.8   810,907 6.0 633,353 4.7  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,052 0.7 0 0.0 742,440 0 0.0 0 0.0 1,773,911
NON U.S.   4,658 0.6 13,869 1.9   15,226 0.9 33,628 1.9  
  10 9,710 1.3 13,869 1.9   15,226 0.9 33,628 1.9