February Bank Participation Report Options IN CONTRACT

  REPORT DATE: 2/2/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   424 0.2 3,179 1.7 190,884 550 0.3 6,490 4.1 159,116
NON U.S.   5,251 2.8 7,479 3.9   600 0.4 8,250 5.2  
  6 5,675 3.0 10,658 5.6   1,150 0.7 14,740 9.3  
CBT CORN U.S.   350 0.0 6,791 0.7 984,061 13,177 1.6 13,168 1.6 829,976
NON U.S.   11,430 1.2 10,468 1.1   1,210 0.1 8,718 1.1  
  7 11,780 1.2 17,259 1.8   14,387 1.7 21,886 2.6  
CBT SOYBEANS U.S.   175 0.0 3,981 0.6 616,515 1,100 0.2 3,973 0.9 458,550
NON U.S.   1,280 0.2 12,882 2.1   1,808 0.4 7,406 1.6  
  7 1,455 0.2 16,863 2.7   2,908 0.6 11,379 2.5  
CBT U.S. TREASURY BONDS U.S.   9,055 3.2 2,308 0.8 286,170 141 0.0 4,467 1.3 348,026
NON U.S.   11,645 4.1 12,608 4.4   12,312 3.5 10,306 3.0  
  11 20,700 7.2 14,916 5.2   12,453 3.6 14,773 4.2  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,625 18.8 500 5.8 8,646 350 7.2 450 9.3 4,845
NON U.S.   470 5.4 75 0.9   100 2.1 120 2.5  
  7 2,095 ## 575 6.7   450 9.3 570 11.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   351,820 10.7 489,140 14.9 3,280,131 186,100 9.1 121,340 5.9 2,044,298
NON U.S.   40,970 1.2 79,528 2.4   54,118 2.6 31,840 1.6  
  7 392,790 12.0 568,668 17.3   240,218 11.8 153,180 7.5  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 146,122 8.9 257,838 15.7 1,637,125 135,950 18.1 60,186 8.0 750,173
NON U.S. 8 32,027 2.0 141,778 8.7   52,821 7.0 36,396 4.9  
  12 178,149 10.9 399,616 24.4   188,771 25.2 96,582 12.9  
NYME HENRY HUB LAST DAY FIN U.S.   4,588 16.6 8,707 31.5 27,646 5,552 25.9 2,056 9.6 21,437
NON U.S.   5,835 21.1 9,426 34.1   7,796 36.4 5,573 26.0  
  7 10,423 ## 18,133 65.6   13,348 62.3 7,629 35.6  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   3,800 36.5 3,240 31.1 10,408 400 9.3 200 4.6 4,320
NON U.S.   0 0.0 200 1.9   200 4.6 0 0.0  
  5 3,800 ## 3,440 33.1   600 13.9 200 4.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 27,477 2.3 19,352 1.6 1,184,265 86,829 4.2 15,537 0.8 2,063,521
NON U.S. 21 39,454 3.3 158,892 13.4   243,848 11.8 67,337 3.3  
  26 66,931 5.7 178,244 15.1   330,677 16.0 82,874 4.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 11,000 3.3 2,446 0.7 337,692 5,000 1.1 2,946 0.7 447,091
NON U.S. 5 24,188 7.2 11,399 3.4   37,604 8.4 5,578 1.2  
  9 35,188 10.4 13,845 4.1   42,604 9.5 8,524 1.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   29,245 14.2 43,215 21.0 205,484 27,860 21.1 22,065 16.7 131,873
NON U.S.   2,800 1.4 4,500 2.2   3,250 2.5 2,300 1.7  
  7 32,045 15.6 47,715 23.2   31,110 23.6 24,365 18.5  
NYME CRUDE OIL, LIGHT SWEET U.S.   61,369 7.0 88,992 10.1 877,635 55,983 7.6 25,370 3.4 735,495
NON U.S.   37,460 4.3 75,068 8.6   37,706 5.1 14,518 2.0  
  14 98,829 11.3 164,060 18.7   93,689 12.7 39,888 5.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 7,546 6.9 21,853 20.0 109,505 37,065 24.4 19,000 12.5 152,213
NON U.S. 8 9,276 8.5 33,665 30.7   31,185 20.5 23,585 15.5  
  12 16,822 15.4 55,518 50.7   68,250 44.8 42,585 28.0  
ICUS COFFEE C U.S.   450 0.4 368 0.3 118,442 0 0.0 382 0.5 79,355
NON U.S.   775 0.7 975 0.8   0 0.0 100 0.1  
  5 1,225 1.0 1,343 1.1   0 0.0 482 0.6  
CMX SILVER U.S.   4,641 4.9 3,552 3.7 94,934 2,493 6.4 1,859 4.8 39,124
NON U.S.   1,998 2.1 2,519 2.7   2,453 6.3 1,742 4.5  
  14 6,639 7.0 6,071 6.4   4,946 12.6 3,601 9.2  
CMX GOLD U.S.   67,068 9.2 99,543 13.7 727,298 3,434 1.5 11,105 4.8 233,590
NON U.S.   10,566 1.5 18,395 2.5   6,664 2.9 8,097 3.5  
  13 77,634 10.7 117,938 16.2   10,098 4.3 19,202 8.2  
CME EURO FX U.S.   1,467 1.5 463 0.5 98,041 0 0.0 224 0.2 120,569
NON U.S.   163 0.2 2,803 2.9   777 0.6 5,098 4.2  
  5 1,630 1.7 3,266 3.3   777 0.6 5,322 4.4  
CME 3-MONTH EURODOLLARS U.S. 5 814,470 6.5 270,531 2.1 12,592,958 440,553 2.5 452,541 2.6 17,537,694
NON U.S. 20 601,637 4.8 267,430 2.1   524,198 3.0 305,514 1.7  
  25 1,416,107 11.2 537,961 4.3   964,751 5.5 758,055 4.3  
CME E-MINI S&P 500 STOCK INDEX U.S.   2,678 0.3 0 0.0 951,551 0 0.0 1,544 0.1 2,050,997
NON U.S.   5,198 0.5 14,935 1.6   23,626 1.2 39,472 1.9  
  9 7,876 0.8 14,935 1.6   23,626 1.2 41,016 2.0