January Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 1/7/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,050 1.1 3,400 1.8 190,851 870 0.5 3,070 1.9 162,734
NON U.S.   6,195 3.2 24,188 12.7   4,690 2.9 17,840 11.0  
  7 8,245 4.3 27,588 14.5   5,560 3.4 20,910 12.8  
CBT CORN U.S.   700 0.1 3,589 0.6 565,830 0 0.0 7,350 2.0 369,239
NON U.S.   3,264 0.6 32,385 5.7   300 0.1 11,493 3.1  
  5 3,964 0.7 35,974 6.4   300 0.1 18,843 5.1  
CBT SOYBEANS U.S.   239 0.1 1,225 0.4 314,855 0 0.0 1,336 0.7 193,502
NON U.S.   3,900 1.2 19,950 6.3   150 0.1 4,450 2.3  
  5 4,139 1.3 21,175 6.7   150 0.1 5,786 3.0  
CBT U.S. TREASURY BONDS U.S. 5 3,927 1.1 6,779 1.9 356,079 11,023 1.9 5,449 1.0 565,833
NON U.S. 9 29,652 8.3 31,500 8.8   59,750 10.6 39,300 6.9  
  14 33,579 9.4 38,279 10.8   70,773 12.5 44,749 7.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,575 13.2 3,025 15.5 19,462 550 11.2 0 0.0 4,895
NON U.S.   500 2.6 1,055 5.4   100 2.0 625 12.8  
  6 3,075 15.8 4,080 21.0   650 13.3 625 12.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   209,175 9.9 231,718 10.9 2,117,853 121,012 7.1 126,262 7.4 1,713,197
NON U.S.   31,100 1.5 49,840 2.4   11,020 0.6 22,460 1.3  
  8 240,275 11.3 281,558 13.3   132,032 7.7 148,722 8.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   75,265 6.7 111,648 10.0 1,120,826 61,433 8.5 60,217 8.3 724,915
NON U.S.   29,560 2.6 89,335 8.0   12,838 1.8 27,254 3.8  
  10 104,825 9.4 200,983 17.9   74,271 10.2 87,471 12.1  
NYME HENRY HUB LAST DAY FIN U.S.   1,760 22.9 330 4.3 7,698 665 17.5 330 8.7 3,808
NON U.S.   1,745 22.7 3,851 50.0   1,410 37.0 2,019 53.0  
  7 3,505 ## 4,181 54.3   2,075 54.5 2,349 61.7  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   1,700 19.7 2,100 24.4 8,624 0 0.0 0 0.0 900
NON U.S.   600 7.0 1,920 22.3   200 22.2 100 11.1  
  8 2,300 ## 4,020 46.6   200 22.2 100 11.1  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 93,403 4.6 48,684 2.4 2,016,564 51,342 3.3 47,753 3.1 1,562,790
NON U.S. 16 141,102 7.0 131,234 6.5   125,570 8.0 77,369 5.0  
  23 234,505 11.6 179,918 8.9   176,912 11.3 125,122 8.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   25,600 4.3 41,965 7.0 602,190 7,935 0.8 19,800 1.9 1,041,473
NON U.S.   70,850 11.8 66,900 11.1   5,050 0.5 37,863 3.6  
  9 96,450 16.0 108,865 18.1   12,985 1.2 57,663 5.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   49,675 14.5 58,100 16.9 342,915 37,050 14.6 33,537 13.2 254,090
NON U.S.   5,150 1.5 5,625 1.6   3,625 1.4 3,700 1.5  
  11 54,825 16.0 63,725 18.6   40,675 16.0 37,237 14.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   76,342 7.2 84,337 8.0 1,057,610 61,707 7.0 51,615 5.9 876,331
NON U.S.   38,627 3.7 89,125 8.4   50,101 5.7 39,496 4.5  
  18 114,969 10.9 173,462 16.4   111,808 12.8 91,111 10.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   14,220 8.4 23,939 14.1 170,182 25,101 11.2 19,758 8.8 225,040
NON U.S.   8,612 5.1 46,404 27.3   36,733 16.3 22,298 9.9  
  12 22,832 13.4 70,343 41.3   61,834 27.5 42,056 18.7  
ICUS SUGAR NO. 11 U.S.   889 0.2 4,888 1.4 356,754 377 0.2 4,165 1.9 214,209
NON U.S.   2,050 0.6 4,150 1.2   1,260 0.6 1,010 0.5  
  5 2,939 0.8 9,038 2.5   1,637 0.8 5,175 2.4  
ICUS COFFEE C U.S.   166 0.1 600 0.5 124,955 600 0.5 91 0.1 117,612
NON U.S.   235 0.2 775 0.6   385 0.3 28 0.0  
  5 401 0.3 1,375 1.1   985 0.8 119 0.1  
CMX SILVER U.S.   3,973 4.6 4,330 5.0 85,776 2,633 4.5 3,319 5.7 58,613
NON U.S.   6,648 7.8 10,947 12.8   10,202 17.4 10,629 18.1  
  11 10,621 12.4 15,277 17.8   12,835 21.9 13,948 23.8  
CMX GOLD U.S.   139,020 13.5 133,989 13.0 1,027,712 25,737 6.2 26,333 6.3 415,565
NON U.S.   37,025 3.6 60,296 5.9   32,082 7.7 35,693 8.6  
  19 176,045 17.1 194,285 18.9   57,819 13.9 62,026 14.9  
CME 3-MONTH EURODOLLARS U.S. 7 1,102,912 4.3 669,260 2.6 25,395,256 651,676 3.3 871,973 4.4 19,894,499
NON U.S. 23 755,526 3.0 847,293 3.3   789,289 4.0 409,478 2.1  
  30 1,858,438 7.3 1,516,553 6.0   1,440,965 7.2 1,281,451 6.4  
CME E-MINI S&P 500 STOCK INDEX U.S.   6,760 0.6 2,493 0.2 1,068,440 3,012 0.1 2,493 0.1 2,378,749
NON U.S.   2,616 0.2 3,914 0.4   11,015 0.5 25,772 1.1  
  9 9,376 0.9 6,407 0.6   14,027 0.6 28,265 1.2