December Bank Participation Report Options IN CONTRACT

  REPORT DATE: 12/1/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   274 0.2 2,909 2.1 136,190 550 0.5 6,370 5.5 116,262
NON U.S.   400 0.3 5,714 4.2   600 0.5 6,500 5.6  
  6 674 0.5 8,623 6.3   1,150 1.0 12,870 11.1  
CBT CORN U.S.   300 0.0 6,860 0.9 724,429 275 0.1 12,868 2.9 436,630
NON U.S.   850 0.1 5,930 0.8   200 0.0 0 0.0  
  5 1,150 0.2 12,790 1.8   475 0.1 12,868 2.9  
CBT SOYBEANS U.S.   150 0.0 4,516 0.9 503,440 625 0.2 3,994 1.0 398,090
NON U.S.   750 0.1 11,232 2.2   1,002 0.3 7,350 1.8  
  6 900 0.2 15,748 3.1   1,627 0.4 11,344 2.8  
CBT U.S. TREASURY BONDS U.S. 4 35,568 10.5 4,438 1.3 339,579 8,142 2.5 8,543 2.6 331,687
NON U.S. 9 18,801 5.5 21,707 6.4   27,199 8.2 20,047 6.0  
  13 54,369 16.0 26,145 7.7   35,341 10.7 28,590 8.6  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,175 12.6 225 2.4 9,329 100 2.0 100 2.0 5,124
NON U.S.   145 1.6 75 0.8   0 0.0 120 2.3  
  6 1,320 14.1 300 3.2   100 2.0 220 4.3  
IFED NATURAL GAS PENULTIMATE ICE U.S.   309,540 10.5 427,580 14.5 2,951,246 165,340 9.2 119,620 6.7 1,794,501
NON U.S.   40,340 1.4 82,324 2.8   53,520 3.0 34,960 1.9  
  7 349,880 11.9 509,904 17.3   218,860 12.2 154,580 8.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 126,012 7.6 255,476 15.4 1,658,556 127,579 16.6 58,170 7.6 767,197
NON U.S. 8 30,849 1.9 145,979 8.8   62,107 8.1 33,615 4.4  
  12 156,861 9.5 401,455 24.2   189,686 24.7 91,785 12.0  
NYME HENRY HUB LAST DAY FIN U.S.   5,157 24.1 9,354 43.7 21,413 5,606 37.8 2,774 18.7 14,813
NON U.S.   6,403 29.9 2,912 13.6   1,216 8.2 6,103 41.2  
  7 11,560 54.0 12,266 57.3   6,822 46.1 8,877 59.9  
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 4 4,100 24.6 4,680 28.0 16,700 840 8.5 1,560 15.9 9,840
NON U.S. 5 600 3.6 2,540 15.2   1,800 18.3 400 4.1  
  9 4,700 28.1 7,220 43.2   2,640 26.8 1,960 19.9  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 18,352 1.9 28,419 2.9 974,132 60,887 4.7 37,515 2.9 1,282,323
NON U.S. 14 57,686 5.9 110,068 11.3   149,562 11.7 131,711 10.3  
  18 76,038 7.8 138,487 14.2   210,449 16.4 169,226 13.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   2,000 0.5 500 0.1 380,944 17,080 6.4 7,040 2.6 267,437
NON U.S.   24,757 6.5 29,105 7.6   14,533 5.4 15,199 5.7  
  7 26,757 7.0 29,605 7.8   31,613 11.8 22,239 8.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   32,414 17.3 46,161 24.6 187,685 20,140 21.0 12,715 13.3 95,881
NON U.S.   2,150 1.1 4,200 2.2   2,000 2.1 1,100 1.1  
  7 34,564 18.4 50,361 26.8   22,140 23.1 13,815 14.4  
IFED WTI CRUDE OIL 1ST LINE U.S.   10,105 23.7 13,459 31.6 42,602 18,657 36.6 11,869 23.3 50,919
NON U.S.   200 0.5 2,010 4.7   1,530 3.0 1,055 2.1  
  5 10,305 24.2 15,469 36.3   20,187 39.6 12,924 25.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   59,990 7.5 74,817 9.4 795,859 40,561 6.7 21,685 3.6 601,033
NON U.S.   25,289 3.2 57,036 7.2   25,635 4.3 10,316 1.7  
  15 85,279 10.7 131,853 16.6   66,196 11.0 32,001 5.3  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 9,433 7.7 20,242 16.5 122,648 35,386 20.4 21,896 12.6 173,697
NON U.S. 8 10,778 8.8 36,265 29.6   32,172 18.5 23,327 13.4  
  12 20,211 16.5 56,507 46.1   67,558 38.9 45,223 26.0  
CMX SILVER U.S.   3,771 5.8 3,496 5.4 64,601 3,010 10.5 2,101 7.3 28,705
NON U.S.   2,026 3.1 1,989 3.1   1,750 6.1 1,323 4.6  
  8 5,797 9.0 5,485 8.5   4,760 16.6 3,424 11.9  
CMX GOLD U.S.   71,873 9.7 100,176 13.6 739,138 4,793 2.1 9,133 3.9 232,959
NON U.S.   12,983 1.8 20,789 2.8   7,794 3.3 11,029 4.7  
  16 84,856 11.5 120,965 16.4   12,587 5.4 20,162 8.7  
CME EURO FX U.S.   2,161 1.9 2,320 2.0 114,453 1,115 0.7 1,440 1.0 149,615
NON U.S.   4,876 4.3 1,225 1.1   1,519 1.0 5,936 4.0  
  6 7,037 6.1 3,545 3.1   2,634 1.8 7,376 4.9  
CME 3-MONTH EURODOLLARS U.S. 6 849,028 6.2 380,568 2.8 13,763,516 480,570 2.5 485,254 2.5 19,160,609
NON U.S. 23 808,758 5.9 358,341 2.6   632,326 3.3 392,636 2.0  
  29 1,657,786 12.0 738,909 5.4   1,112,896 5.8 877,890 4.6  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,175 0.5 0 0.0 1,008,106 0 0.0 0 0.0 2,095,622
NON U.S.   5,210 0.5 13,118 1.3   37,205 1.8 31,397 1.5  
  10 10,385 1.0 13,118 1.3   37,205 1.8 31,397 1.5