April Bank Participation Report Options IN CONTRACT

  REPORT DATE: 4/6/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   1,930 0.2 8,849 0.9 1,020,287 26,698 3.3 21,160 2.6 802,184
NON U.S.   8,190 0.8 9,143 0.9   1,710 0.2 14,448 1.8  
  7 10,120 1.0 17,992 1.8   28,408 3.5 35,608 4.4  
CBT SOYBEANS U.S.   6,220 1.1 4,133 0.7 560,534 1,050 0.3 7,268 1.8 411,509
NON U.S.   3,018 0.5 11,780 2.1   15,950 3.9 17,150 4.2  
  7 9,238 1.6 15,913 2.8   17,000 4.1 24,418 5.9  
CBT U.S. TREASURY BONDS U.S. 4 17,750 4.0 4,125 0.9 447,442 9,753 3.3 14,501 4.9 297,517
NON U.S. 7 23,219 5.2 5,662 1.3   12,639 4.2 13,640 4.6  
  11 40,969 9.2 9,787 2.2   22,392 7.5 28,141 9.5  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,425 19.0 500 6.7 7,503 350 8.7 350 8.7 4,024
NON U.S.   535 7.1 75 1.0   50 1.2 170 4.2  
  6 1,960 26.1 575 7.7   400 9.9 520 12.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   291,480 9.5 418,940 13.6 3,072,452 201,380 9.2 174,680 7.9 2,197,890
NON U.S.   52,080 1.7 86,904 2.8   47,120 2.1 30,420 1.4  
  7 343,560 11.2 505,844 16.5   248,500 11.3 205,100 9.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 120,350 8.2 244,367 16.7 1,460,995 133,280 18.3 56,581 7.8 728,603
NON U.S. 7 34,765 2.4 136,939 9.4   50,770 7.0 33,698 4.6  
  11 155,115 10.6 381,306 26.1   184,050 25.3 90,279 12.4  
NYME HENRY HUB LAST DAY FIN U.S.   3,485 15.0 7,280 31.3 23,222 4,718 25.7 1,708 9.3 18,361
NON U.S.   5,667 24.4 7,420 32.0   5,971 32.5 5,487 29.9  
  7 9,152 39.4 14,700 63.3   10,689 58.2 7,195 39.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   3,600 26.5 3,040 22.3 13,608 800 12.3 600 9.2 6,520
NON U.S.   0 0.0 200 1.5   200 3.1 0 0.0  
  5 3,600 26.5 3,240 23.8   1,000 15.3 600 9.2  
ICUS COTTON NO. 2 U.S.   526 0.5 500 0.4 112,798 25 0.0 1 0.0 79,365
NON U.S.   0 0.0 146 0.1   376 0.5 461 0.6  
  5 526 0.5 646 0.6   401 0.5 462 0.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 46,540 3.3 21,482 1.5 1,426,969 36,493 1.9 45,099 2.3 1,966,625
NON U.S. 18 32,739 2.3 84,312 5.9   141,390 7.2 36,454 1.9  
  23 79,279 5.6 105,794 7.4   177,883 9.0 81,553 4.1  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   15,176 2.9 8,385 1.6 522,781 8,180 1.0 28,347 3.4 825,678
NON U.S.   43,444 8.3 50,238 9.6   30,375 3.7 66,696 8.1  
  13 58,620 11.2 58,623 11.2   38,555 4.7 95,043 11.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   44,530 13.9 56,370 17.6 320,176 32,480 22.2 24,966 17.0 146,461
NON U.S.   4,000 1.2 6,940 2.2   3,225 2.2 1,900 1.3  
  8 48,530 15.2 63,310 19.8   35,705 24.4 26,866 18.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   89,283 6.8 111,901 8.5 1,318,708 66,061 8.5 39,923 5.1 775,875
NON U.S.   36,170 2.7 85,258 6.5   43,945 5.7 15,793 2.0  
  14 125,453 9.5 197,159 15.0   110,006 14.2 55,716 7.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 6,426 5.3 22,821 18.9 120,760 30,285 22.0 14,688 10.7 137,756
NON U.S. 8 8,303 6.9 36,993 30.6   32,499 23.6 22,868 16.6  
  12 14,729 12.2 59,814 49.5   62,784 45.6 37,556 27.3  
ICUS COFFEE C U.S.   600 0.4 325 0.2 144,278 0 0.0 425 0.5 86,249
NON U.S.   535 0.4 750 0.5   105 0.1 55 0.1  
  5 1,135 0.8 1,075 0.7   105 0.1 480 0.6  
CMX SILVER U.S.   5,431 7.1 2,703 3.5 76,945 2,244 8.5 1,536 5.8 26,406
NON U.S.   1,898 2.5 2,577 3.3   1,024 3.9 1,194 4.5  
  11 7,329 9.5 5,280 6.9   3,268 12.4 2,730 10.3  
CMX GOLD U.S.   97,504 14.1 124,488 18.1 689,409 5,849 2.4 18,843 7.6 248,600
NON U.S.   12,059 1.7 15,929 2.3   6,389 2.6 7,406 3.0  
  14 109,563 15.9 140,417 20.4   12,238 4.9 26,249 10.6  
CME 3-MONTH EURODOLLARS U.S. 5 670,094 4.5 232,455 1.6 14,983,219 528,471 2.7 426,309 2.2 19,811,128
NON U.S. 21 557,919 3.7 251,157 1.7   516,957 2.6 322,478 1.6  
  26 1,228,013 8.2 483,612 3.2   1,045,428 5.3 748,787 3.8  
CME E-MINI S&P 500 STOCK INDEX U.S.   1,005 0.1 0 0.0 738,676 0 0.0 0 0.0 1,732,569
NON U.S.   4,417 0.6 10,199 1.4   19,196 1.1 24,429 1.4  
  10 5,422 0.7 10,199 1.4   19,196 1.1 24,429 1.4