November Bank Participation Report Options IN CONTRACT

  REPORT DATE: 11/3/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,109 1.0 7,113 3.5 204,431 900 0.5 7,420 3.8 196,938
NON U.S.   2,765 1.4 20,854 10.2   4,318 2.2 12,600 6.4  
  7 4,874 2.4 27,967 13.7   5,218 2.6 20,020 10.2  
CBT CORN U.S.   2,598 0.3 7,526 0.9 797,821 3,052 0.5 17,544 2.8 630,741
NON U.S.   2,456 0.3 15,374 1.9   5,716 0.9 1,611 0.3  
  7 5,054 0.6 22,900 2.9   8,768 1.4 19,155 3.0  
CBT SOYBEANS U.S.   250 0.1 4,050 1.0 386,128 350 0.1 3,593 1.3 274,611
NON U.S.   2,919 0.8 11,252 2.9   202 0.1 7,350 2.7  
  5 3,169 0.8 15,302 4.0   552 0.2 10,943 4.0  
CBT U.S. TREASURY BONDS U.S. 4 12,961 3.0 13,861 3.2 435,979 16,732 4.1 12,470 3.0 410,929
NON U.S. 9 15,305 3.5 11,497 2.6   22,052 5.4 13,409 3.3  
  13 28,266 6.5 25,358 5.8   38,784 9.4 25,879 6.3  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,900 18.8 1,450 9.4 15,442 200 3.6 100 1.8 5,543
NON U.S.   270 1.7 525 3.4   0 0.0 150 2.7  
  7 3,170 ## 1,975 12.8   200 3.6 250 4.5  
IFED NATURAL GAS PENULTIMATE ICE U.S.   299,465 10.1 423,100 14.3 2,962,503 171,640 9.9 123,782 7.2 1,725,074
NON U.S.   40,260 1.4 81,524 2.8   51,940 3.0 37,360 2.2  
  8 339,725 11.5 504,624 17.0   223,580 13.0 161,142 9.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 124,402 7.5 251,800 15.2 1,660,294 114,911 14.6 61,353 7.8 788,988
NON U.S. 8 30,606 1.8 145,364 8.8   58,498 7.4 34,197 4.3  
  12 155,008 9.3 397,164 23.9   173,409 22.0 95,550 12.1  
NYME HENRY HUB LAST DAY FIN U.S.   5,678 25.5 9,594 43.0 22,309 5,787 38.2 2,924 19.3 15,169
NON U.S.   6,553 29.4 3,089 13.8   1,309 8.6 6,296 41.5  
  7 12,231 ## 12,683 56.9   7,096 46.8 9,220 60.8  
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 4 4,100 25.6 4,620 28.8 16,020 400 4.6 1,360 15.6 8,720
NON U.S. 5 700 4.4 2,520 15.7   1,800 20.6 400 4.6  
  9 4,800 ## 7,140 44.6   2,200 25.2 1,760 20.2  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 19,225 1.5 27,983 2.2 1,265,024 102,403 5.4 43,292 2.3 1,911,869
NON U.S. 22 75,511 6.0 90,347 7.1   268,184 14.0 94,303 4.9  
  27 94,736 7.5 118,330 9.4   370,587 19.4 137,595 7.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   0 0.0 6,824 2.3 298,746 16,580 5.4 11,003 3.6 309,748
NON U.S.   26,732 8.9 9,800 3.3   11,350 3.7 13,130 4.2  
  9 26,732 8.9 16,624 5.6   27,930 9.0 24,133 7.8  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   54,933 15.2 64,918 18.0 360,981 30,324 16.4 25,214 13.6 185,043
NON U.S.   8,550 2.4 9,250 2.6   2,900 1.6 1,950 1.1  
  9 63,483 17.6 74,168 20.5   33,224 18.0 27,164 14.7  
IFED WTI CRUDE OIL 1ST LINE U.S.   6,050 15.8 8,804 23.0 38,231 7,504 24.8 4,316 14.3 30,231
NON U.S.   200 0.5 2,115 5.5   1,230 4.1 1,030 3.4  
  5 6,250 16.3 10,919 28.6   8,734 28.9 5,346 17.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   88,962 7.7 103,120 9.0 1,148,053 52,438 6.6 36,922 4.7 791,227
NON U.S.   46,416 4.0 73,982 6.4   39,272 5.0 25,742 3.3  
  17 135,378 11.8 177,102 15.4   91,710 11.6 62,664 7.9  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 10,360 8.5 16,216 13.3 122,149 15,382 11.7 6,511 5.0 131,131
NON U.S. 8 12,411 10.2 40,219 32.9   29,929 22.8 20,090 15.3  
  12 22,771 18.6 56,435 46.2   45,311 34.6 26,601 20.3  
ICUS COFFEE C U.S.   138 0.1 200 0.2 117,719 0 0.0 475 0.6 79,408
NON U.S.   353 0.3 1,442 1.2   299 0.4 116 0.1  
  6 491 0.4 1,642 1.4   299 0.4 591 0.7  
CMX SILVER U.S.   3,694 4.4 5,476 6.5 84,354 4,579 10.4 2,889 6.6 43,858
NON U.S.   2,791 3.3 3,339 4.0   3,816 8.7 2,719 6.2  
  10 6,485 7.7 8,815 10.5   8,395 19.1 5,608 12.8  
CMX GOLD U.S.   91,201 10.3 113,960 12.8 887,759 14,133 4.6 20,715 6.7 307,988
NON U.S.   27,618 3.1 32,214 3.6   14,051 4.6 15,691 5.1  
  20 118,819 13.4 146,174 16.5   28,184 9.2 36,406 11.8  
CME EURO FX U.S.   2,400 1.9 2,240 1.8 123,459 3,490 2.5 1,335 1.0 139,444
NON U.S.   3,177 2.6 1,812 1.5   1,814 1.3 4,477 3.2  
  5 5,577 4.5 4,052 3.3   5,304 3.8 5,812 4.2  
CME 3-MONTH EURODOLLARS U.S. 6 795,723 6.1 363,188 2.8 13,060,614 445,152 2.4 494,672 2.7 18,282,871
NON U.S. 22 752,286 5.8 359,559 2.8   572,836 3.1 391,882 2.1  
  28 1,548,009 11.9 722,747 5.5   1,017,988 5.6 886,554 4.8  
CME E-MINI S&P 500 STOCK INDEX U.S.   4,349 0.4 0 0.0 1,239,074 3,895 0.2 5,842 0.3 2,171,575
NON U.S.   9,168 0.7 14,829 1.2   34,648 1.6 36,528 1.7  
  14 13,517 1.1 14,829 1.2   38,543 1.8 42,370 2.0