July Bank Participation Report Options IN CONTRACT

  REPORT DATE: 7/7/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,235 0.8 5,101 3.3 154,022 0 0.0 4,060 3.1 129,682
NON U.S.   1,980 1.3 18,790 12.2   875 0.7 8,756 6.8  
  6 3,215 2.1 23,891 15.5   875 0.7 12,816 9.9  
CBT CORN U.S.   3,771 0.5 6,289 0.9 697,973 5,729 1.1 14,853 2.8 533,775
NON U.S.   4,059 0.6 9,000 1.3   9,425 1.8 17,150 3.2  
  7 7,830 1.1 15,289 2.2   15,154 2.8 32,003 6.0  
CBT SOYBEANS U.S.   886 0.2 3,443 0.9 375,892 0 0.0 7,468 3.0 252,796
NON U.S.   1,500 0.4 23,330 6.2   2,737 1.1 16,347 6.5  
  5 2,386 0.6 26,773 7.1   2,737 1.1 23,815 9.4  
CBT U.S. TREASURY BONDS U.S. 5 15,787 5.5 4,726 1.7 285,397 14,559 4.3 13,581 4.0 338,754
NON U.S. 5 12,413 4.3 6,818 2.4   7,452 2.2 13,559 4.0  
  10 28,200 9.9 11,544 4.0   22,011 6.5 27,140 8.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,650 15.2 1,600 9.2 17,482 800 12.3 450 6.9 6,495
NON U.S.   300 1.7 1,125 6.4   100 1.5 80 1.2  
  6 2,950 16.9 2,725 15.6   900 13.9 530 8.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   272,985 9.0 327,300 10.8 3,032,479 125,890 5.7 136,510 6.2 2,203,812
NON U.S.   29,125 1.0 65,284 2.2   36,580 1.7 47,020 2.1  
  8 302,110 10.0 392,584 12.9   162,470 7.4 183,530 8.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   106,406 7.1 198,080 13.1 1,507,978 75,192 7.7 74,618 7.7 973,987
NON U.S.   31,760 2.1 117,556 7.8   29,289 3.0 35,127 3.6  
  11 138,166 9.2 315,636 20.9   104,481 10.7 109,745 11.3  
NYME HENRY HUB LAST DAY FIN U.S.   3,366 28.9 2,610 22.4 11,633 483 4.8 1,578 15.7 10,074
NON U.S.   3,637 31.3 3,546 30.5   1,686 16.7 3,688 36.6  
  7 7,003 ## 6,156 52.9   2,169 21.5 5,266 52.3  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   4,100 26.3 4,500 28.9 15,584 0 0.0 960 24.0 4,000
NON U.S.   700 4.5 2,660 17.1   1,500 37.5 100 2.5  
  8 4,800 ## 7,160 45.9   1,500 37.5 1,060 26.5  
ICUS COTTON NO. 2 U.S.   850 1.5 200 0.4 56,610 275 0.5 100 0.2 57,387
NON U.S.   655 1.2 285 0.5   130 0.2 1,969 3.4  
  6 1,505 2.7 485 0.9   405 0.7 2,069 3.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 48,365 4.1 56,043 4.8 1,177,816 72,749 5.9 80,196 6.5 1,227,503
NON U.S. 15 18,127 1.5 83,990 7.1   149,793 12.2 120,232 9.8  
  20 66,492 5.6 140,033 11.9   222,542 18.1 200,428 16.3  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 1,750 0.4 15,558 3.5 449,269 13,250 1.8 59,518 8.2 725,125
NON U.S. 6 10,526 2.3 7,375 1.6   23,420 3.2 23,701 3.3  
  11 12,276 2.7 22,933 5.1   36,670 5.1 83,219 11.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   54,800 14.0 52,156 13.3 391,629 24,175 11.5 29,231 13.8 211,056
NON U.S.   8,950 2.3 10,050 2.6   3,275 1.6 3,100 1.5  
  8 63,750 16.3 62,206 15.9   27,450 13.0 32,331 15.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   100,334 8.2 93,469 7.6 1,222,308 56,623 6.7 48,679 5.8 843,985
NON U.S.   54,594 4.5 76,298 6.2   39,408 4.7 31,841 3.8  
  18 154,928 12.7 169,767 13.9   96,031 11.4 80,520 9.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 16,387 9.9 21,276 12.8 166,056 19,214 9.8 15,114 7.7 196,692
NON U.S. 8 16,872 10.2 50,165 30.2   41,704 21.2 22,601 11.5  
  12 33,259 ## 71,441 43.0   60,918 31.0 37,715 19.2  
ICUS COFFEE C U.S.   288 0.2 275 0.2 116,550 0 0.0 500 0.7 70,820
NON U.S.   837 0.7 792 0.7   285 0.4 50 0.1  
  5 1,125 1.0 1,067 0.9   285 0.4 550 0.8  
CMX SILVER U.S.   3,797 5.4 3,377 4.8 69,945 1,815 4.9 4,367 11.8 37,070
NON U.S.   3,171 4.5 4,309 6.2   4,294 11.6 4,141 11.2  
  9 6,968 10.0 7,686 11.0   6,109 16.5 8,508 23.0  
CMX GOLD U.S.   124,763 13.7 139,761 15.4 909,933 15,838 4.6 23,309 6.8 342,726
NON U.S.   29,223 3.2 34,964 3.8   18,399 5.4 20,042 5.8  
  18 153,986 16.9 174,725 19.2   34,237 10.0 43,351 12.6  
CME 3-MONTH EURODOLLARS U.S. 7 992,976 5.5 553,597 3.1 17,909,382 723,284 3.5 789,656 3.8 20,595,592
NON U.S. 19 669,569 3.7 518,010 2.9   694,204 3.4 238,877 1.2  
  26 1,662,545 9.3 1,071,607 6.0   1,417,488 6.9 1,028,533 5.0  
CME E-MINI S&P 500 STOCK INDEX U.S.   6,039 0.5 2,028 0.2 1,165,043 0 0.0 1,348 0.1 2,040,619
NON U.S.   5,377 0.5 9,832 0.8   35,344 1.7 18,388 0.9  
  9 11,416 1.0 11,860 1.0   35,344 1.7 19,736 1.0