July Bank Participation Report Options IN CONTRACT

 

REPORT DATE: 7/6/2021

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT CORN

U.S.

 

3,665

0.4

6,127

0.6

1,014,548

13,424

1.8

23,635

3.2

735,196

NON U.S.

 

5,176

0.5

13,087

1.3

 

7,243

1.0

24,234

3.3

 

 

7

8,841

0.9

19,214

1.9

 

20,667

2.8

47,869

6.5

 

CBT SOYBEANS

U.S.

 

1,020

0.2

1,525

0.3

448,865

295

0.1

8,515

2.3

372,483

NON U.S.

 

2,998

0.7

5,950

1.3

 

16,203

4.3

16,800

4.5

 

 

9

4,018

0.9

7,475

1.7

 

16,498

4.4

25,315

6.8

 

CBT U.S. TREASURY BONDS

U.S.

4

3,781

1.2

5,577

1.8

313,244

4,044

1.2

7,570

2.3

329,985

NON U.S.

6

8,888

2.8

16,840

5.4

 

25,092

7.6

17,073

5.2

 

 

10

12,669

4.0

22,417

7.2

 

29,136

8.8

24,643

7.5

 

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

 

825

12.7

425

6.5

6,517

275

5.9

250

5.4

4,629

NON U.S.

 

340

5.2

50

0.8

 

0

0.0

0

0.0

 

 

6

1,165

17.9

475

7.3

 

275

5.9

250

5.4

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

250,560

7.0

408,740

11.3

3,603,753

218,180

9.0

194,280

8.0

2,425,667

NON U.S.

 

56,880

1.6

98,904

2.7

 

58,120

2.4

35,100

1.4

 

 

8

307,440

8.5

507,644

14.1

 

276,300

11.4

229,380

9.5

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

4

103,611

7.0

222,173

15.0

1,481,071

128,244

14.1

66,166

7.3

911,578

NON U.S.

7

39,359

2.7

139,750

9.4

 

65,396

7.2

48,078

5.3

 

 

11

142,970

9.7

361,923

24.4

 

193,640

21.2

114,244

12.5

 

NYME HENRY HUB LAST DAY FIN

U.S.

 

2,407

11.9

7,462

36.9

20,249

5,764

30.2

3,058

16.0

19,068

NON U.S.

 

5,846

28.9

3,497

17.3

 

3,338

17.5

5,747

30.1

 

 

7

8,253

40.8

10,959

54.1

 

9,102

47.7

8,805

46.2

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

5,800

25.0

4,440

19.1

23,204

1,900

15.1

800

6.3

12,620

NON U.S.

 

100

0.4

200

0.9

 

400

3.2

100

0.8

 

 

6

5,900

25.4

4,640

20.0

 

2,300

18.2

900

7.1

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

36,359

3.5

14,223

1.4

1,049,086

40,916

2.3

13,805

0.8

1,766,399

NON U.S.

17

55,165

5.3

62,098

5.9

 

138,514

7.8

71,839

4.1

 

 

22

91,524

8.7

76,321

7.3

 

179,430

10.2

85,644

4.8

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

10,357

2.7

3,548

0.9

379,156

12,532

1.7

16,754

2.3

718,970

NON U.S.

11

15,109

4.0

30,200

8.0

 

59,987

8.3

19,304

2.7

 

 

15

25,466

6.7

33,748

8.9

 

72,519

10.1

36,058

5.0

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

41,670

13.9

39,715

13.2

299,889

23,510

20.9

19,275

17.1

112,667

NON U.S.

 

4,500

1.5

9,240

3.1

 

3,975

3.5

3,300

2.9

 

 

9

46,170

15.4

48,955

16.3

 

27,485

24.4

22,575

20.0

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

91,006

6.7

128,659

9.5

1,358,709

67,923

9.1

38,475

5.1

749,724

NON U.S.

 

38,522

2.8

83,774

6.2

 

48,403

6.5

16,226

2.2

 

 

16

129,528

9.5

212,433

15.6

 

116,326

15.5

54,701

7.3

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

4

5,526

4.3

22,518

17.5

128,757

21,285

16.8

6,048

4.8

126,350

NON U.S.

8

7,106

5.5

48,619

37.8

 

39,114

31.0

24,041

19.0

 

 

12

12,632

9.8

71,137

55.2

 

60,399

47.8

30,089

23.8

 

ICUS COFFEE C

U.S.

 

1,265

0.9

1,015

0.7

141,174

0

0.0

800

0.8

95,971

NON U.S.

 

175

0.1

330

0.2

 

31

0.0

56

0.1

 

 

5

1,440

1.0

1,345

1.0

 

31

0.0

856

0.9

 

CMX SILVER

U.S.

 

2,275

2.9

1,614

2.0

79,680

544

1.9

786

2.7

28,816

NON U.S.

 

1,130

1.4

1,833

2.3

 

1,111

3.9

410

1.4

 

 

9

3,405

4.3

3,447

4.3

 

1,655

5.7

1,196

4.2

 

CMX GOLD

U.S.

 

70,803

12.2

104,464

18.0

580,616

5,757

2.3

11,578

4.6

252,481

NON U.S.

 

10,502

1.8

20,242

3.5

 

6,675

2.6

9,452

3.7

 

 

14

81,305

14.0

124,706

21.5

 

12,432

4.9

21,030

8.3

 

CME 3-MONTH EURODOLLARS

U.S.

6

614,429

4.2

176,640

1.2

14,612,068

558,105

2.6

396,137

1.8

21,528,994

NON U.S.

19

539,409

3.7

296,420

2.0

 

619,513

2.9

441,848

2.1

 

 

25

1,153,838

7.9

473,060

3.2

 

1,177,618

5.5

837,985

3.9

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

945

0.1

0

0.0

667,274

0

0.0

0

0.0

2,239,021

NON U.S.

 

4,133

0.6

4,875

0.7

 

12,035

0.5

19,189

0.9

 

 

9

5,078

0.8

4,875

0.7

 

12,035

0.5

19,189

0.9