May Bank Participation Report Options IN CONTRACT

  REPORT DATE: 5/5/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   150 0.1 6,954 3.7 188,832 4,599 2.6 3,570 2.0 179,797
NON U.S.   787 0.4 23,402 12.4   7,166 4.0 16,477 9.2  
  5 937 0.5 30,356 16.1   11,765 6.5 20,047 11.1  
CBT CORN U.S.   3,606 0.6 5,880 1.0 587,374 5,516 1.1 10,435 2.0 517,519
NON U.S.   4,925 0.8 12,675 2.2   7,925 1.5 21,650 4.2  
  6 8,531 1.5 18,555 3.2   13,441 2.6 32,085 6.2  
CBT SOYBEANS U.S.   2,968 0.8 3,418 1.0 355,066 150 0.1 6,068 2.2 274,526
NON U.S.   6,700 1.9 28,430 8.0   2,287 0.8 17,250 6.3  
  5 9,668 2.7 31,848 9.0   2,437 0.9 23,318 8.5  
CBT U.S. TREASURY BONDS U.S. 4 12,722 4.9 15,809 6.0 261,782 10,658 2.5 15,887 3.7 424,481
NON U.S. 4 3,055 1.2 4,350 1.7   7,290 1.7 13,954 3.3  
  8 15,777 6.0 20,159 7.7   17,948 4.2 29,841 7.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   4,375 16.3 3,075 11.4 26,896 500 7.8 200 3.1 6,372
NON U.S.   980 3.6 1,640 6.1   0 0.0 565 8.9  
  7 5,355 19.9 4,715 17.5   500 7.8 765 12.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   260,055 9.4 298,482 10.8 2,775,483 150,572 7.2 157,074 7.5 2,103,542
NON U.S.   27,105 1.0 68,045 2.5   34,820 1.7 44,700 2.1  
  8 287,160 10.3 366,527 13.2   185,392 8.8 201,774 9.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   105,474 7.1 175,946 11.9 1,484,761 80,713 8.2 94,216 9.5 986,777
NON U.S.   31,755 2.1 104,549 7.0   23,433 2.4 29,820 3.0  
  10 137,229 9.2 280,495 18.9   104,146 10.6 124,036 12.6  
NYME HENRY HUB LAST DAY FIN U.S.   3,487 28.5 2,670 21.8 12,256 424 3.4 1,458 11.7 12,498
NON U.S.   3,776 30.8 3,687 30.1   1,827 14.6 3,816 30.5  
  7 7,263 ## 6,357 51.9   2,251 18.0 5,274 42.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   4,100 25.0 4,500 27.5 16,384 0 0.0 640 16.8 3,800
NON U.S.   600 3.7 2,660 16.2   1,500 39.5 100 2.6  
  8 4,700 ## 7,160 43.7   1,500 39.5 740 19.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 57,286 4.2 95,616 7.0 1,370,069 95,107 4.9 114,511 5.9 1,936,239
NON U.S. 13 22,801 1.7 71,043 5.2   62,869 3.2 110,350 5.7  
  18 80,087 5.8 166,659 12.2   157,976 8.2 224,861 11.6  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 38,905 4.2 40,585 4.4 928,008 37,347 2.9 34,020 2.6 1,308,312
NON U.S. 5 18,355 2.0 32,607 3.5   25,954 2.0 62,792 4.8  
  10 57,260 6.2 73,192 7.9   63,301 4.8 96,812 7.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   56,405 11.6 63,330 13.1 484,740 37,371 12.1 35,952 11.7 308,414
NON U.S.   7,750 1.6 8,375 1.7   3,825 1.2 3,700 1.2  
  9 64,155 13.2 71,705 14.8   41,196 13.4 39,652 12.9  
NYME CRUDE OIL, LIGHT SWEET U.S.   115,070 6.9 109,671 6.6 1,663,476 77,556 5.9 75,671 5.7 1,323,604
NON U.S.   59,946 3.6 87,893 5.3   48,450 3.7 41,337 3.1  
  20 175,016 10.5 197,564 11.9   126,006 9.5 117,008 8.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 12,732 7.1 22,956 12.8 179,038 26,789 11.7 19,612 8.6 229,218
NON U.S. 8 17,318 9.7 50,229 28.1   39,679 17.3 25,257 11.0  
  12 30,050 16.8 73,185 40.9   66,468 29.0 44,869 19.6  
ICUS COFFEE C U.S.   89 0.1 0 0.0 133,449 0 0.0 75 0.1 78,459
NON U.S.   753 0.6 497 0.4   400 0.5 115 0.1  
  5 842 0.6 497 0.4   400 0.5 190 0.2  
CMX SILVER U.S.   5,670 6.4 4,111 4.7 88,082 1,859 3.7 4,437 8.9 49,907
NON U.S.   5,408 6.1 11,400 12.9   9,814 19.7 7,502 15.0  
  10 11,078 12.6 15,511 17.6   11,673 23.4 11,939 23.9  
CMX GOLD U.S.   156,471 14.4 160,064 14.8 1,082,846 27,144 5.9 36,473 8.0 456,905
NON U.S.   43,792 4.0 55,797 5.2   38,290 8.4 34,644 7.6  
  19 200,263 18.5 215,861 19.9   65,434 14.3 71,117 15.6  
CME 3-MONTH EURODOLLARS U.S. 7 1,096,784 4.8 640,386 2.8 22,721,109 890,987 3.3 951,057 3.5 27,384,324
NON U.S. 21 836,726 3.7 636,019 2.8   823,207 3.0 340,917 1.2  
  28 1,933,510 8.5 1,276,405 5.6   1,714,194 6.3 1,291,974 4.7  
CME E-MINI S&P 500 STOCK INDEX U.S.   4,264 0.3 3,146 0.2 1,449,211 1,843 0.1 2,260 0.1 2,456,255
NON U.S.   6,721 0.5 11,784 0.8   49,346 2.0 27,501 1.1  
  10 10,985 0.8 14,930 1.0   51,189 2.1 29,761 1.2