August Bank Participation Report Options IN CONTRACT

  REPORT DATE: 8/4/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,385 0.8 5,101 3.1 165,431 1,650 0.9 5,860 3.3 176,861
NON U.S.   4,110 2.5 18,640 11.3   1,375 0.8 10,506 5.9  
  6 5,495 3.3 23,741 14.4   3,025 1.7 16,366 9.3  
CBT CORN U.S.   5,845 0.9 3,887 0.6 670,246 6,649 1.2 15,825 2.9 547,643
NON U.S.   4,259 0.6 10,200 1.5   11,425 2.1 15,850 2.9  
  7 10,104 1.5 14,087 2.1   18,074 3.3 31,675 5.8  
CBT SOYBEANS U.S.   786 0.2 3,643 1.1 345,609 150 0.0 7,468 2.4 305,305
NON U.S.   650 0.2 23,880 6.9   3,262 1.1 17,197 5.6  
  5 1,436 0.4 27,523 8.0   3,412 1.1 24,665 8.1  
CBT U.S. TREASURY BONDS U.S. 5 12,170 4.7 6,795 2.6 259,794 10,712 2.7 24,524 6.3 391,922
NON U.S. 6 8,849 3.4 21,766 8.4   19,885 5.1 20,529 5.2  
  11 21,019 8.1 28,561 11.0   30,597 7.8 45,053 11.5  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,975 17.6 1,625 9.6 16,883 25 0.6 0 0.0 4,209
NON U.S.   375 2.2 1,125 6.7   50 1.2 80 1.9  
  6 3,350 19.8 2,750 16.3   75 1.8 80 1.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   267,800 8.7 363,840 11.9 3,061,086 124,380 6.3 132,228 6.7 1,963,298
NON U.S.   27,860 0.9 72,804 2.4   39,920 2.0 42,740 2.2  
  8 295,660 9.7 436,644 14.3   164,300 8.4 174,968 8.9  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   113,768 7.5 207,074 13.7 1,514,162 78,945 8.6 74,425 8.1 921,756
NON U.S.   29,753 2.0 129,148 8.5   39,620 4.3 34,635 3.8  
  11 143,521 9.5 336,222 22.2   118,565 12.9 109,060 11.8  
NYME HENRY HUB LAST DAY FIN U.S.   5,459 30.1 8,052 44.5 18,111 4,646 34.8 2,454 18.4 13,332
NON U.S.   3,723 20.6 3,419 18.9   1,521 11.4 3,642 27.3  
  7 9,182 ## 11,471 63.3   6,167 46.3 6,096 45.7  
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 4 4,100 25.3 4,620 28.5 16,220 0 0.0 960 22.9 4,200
NON U.S. 5 700 4.3 2,520 15.5   1,500 35.7 100 2.4  
  9 4,800 ## 7,140 44.0   1,500 35.7 1,060 25.2  
ICUS COTTON NO. 2 U.S.   850 1.3 200 0.3 64,584 850 1.3 100 0.1 66,959
NON U.S.   655 1.0 285 0.4   150 0.2 1,969 2.9  
  6 1,505 2.3 485 0.8   1,000 1.5 2,069 3.1  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 18,001 1.8 65,543 6.5 1,013,765 64,447 5.9 63,384 5.8 1,098,840
NON U.S. 13 21,051 2.1 83,246 8.2   144,888 13.2 95,815 8.7  
  19 39,052 3.9 148,789 14.7   209,335 19.1 159,199 14.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 1,250 0.3 17,559 4.8 369,310 700 0.1 57,419 11.2 514,054
NON U.S. 5 6,542 1.8 10,725 2.9   21,476 4.2 24,667 4.8  
  9 7,792 2.1 28,284 7.7   22,176 4.3 82,086 16.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   55,075 14.2 59,772 15.4 387,600 31,265 14.7 33,871 15.9 213,111
NON U.S.   10,500 2.7 10,775 2.8   4,575 2.1 3,900 1.8  
  9 65,575 16.9 70,547 18.2   35,840 16.8 37,771 17.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   103,161 8.8 91,351 7.8 1,170,767 58,262 7.2 52,778 6.5 811,841
NON U.S.   55,644 4.8 78,775 6.7   38,547 4.7 31,824 3.9  
  19 158,805 13.6 170,126 14.5   96,809 11.9 84,602 10.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 15,469 10.0 19,210 12.4 154,460 17,211 9.8 13,038 7.4 176,091
NON U.S. 8 17,587 11.4 49,700 32.2   39,192 22.3 21,664 12.3  
  12 33,056 21.4 68,910 44.6   56,403 32.0 34,702 19.7  
ICUS COFFEE C U.S.   75 0.1 75 0.1 126,962 0 0.0 300 0.4 74,250
NON U.S.   303 0.2 842 0.7   285 0.4 50 0.1  
  5 378 0.3 917 0.7   285 0.4 350 0.5  
CMX SILVER U.S.   3,813 4.2 6,554 7.2 90,687 3,042 5.8 3,471 6.6 52,716
NON U.S.   2,906 3.2 3,965 4.4   4,808 9.1 4,176 7.9  
  10 6,719 7.4 10,519 11.6   7,850 14.9 7,647 14.5  
CMX GOLD U.S.   118,121 13.0 135,491 14.9 909,217 16,494 4.5 27,573 7.5 367,813
NON U.S.   30,898 3.4 35,373 3.9   18,157 4.9 20,249 5.5  
  17 149,019 16.4 170,864 18.8   34,651 9.4 47,822 13.0  
CME 3-MONTH EURODOLLARS U.S. 7 1,012,474 5.8 538,646 3.1 17,560,317 710,357 3.4 819,584 4.0 20,629,896
NON U.S. 19 705,763 4.0 506,158 2.9   708,798 3.4 315,368 1.5  
  26 1,718,237 9.8 1,044,804 5.9   1,419,155 6.9 1,134,952 5.5  
CME E-MINI S&P 500 STOCK INDEX U.S.   4,415 0.4 3,232 0.3 1,120,680 0 0.0 1,898 0.1 2,157,062
NON U.S.   5,655 0.5 16,236 1.4   35,429 1.6 20,578 1.0  
  11 10,070 0.9 19,468 1.7   35,429 1.6 22,476 1.0