June Bank Participation Report Options IN CONTRACT

  REPORT DATE: 6/2/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   600 0.3 7,201 3.6 198,705 4,599 2.6 4,170 2.3 179,836
NON U.S.   4,692 2.4 26,227 13.2   6,916 3.8 16,477 9.2  
  6 5,292 2.7 33,428 16.8   11,515 6.4 20,647 11.5  
CBT CORN U.S.   4,026 0.6 6,250 1.0 655,953 7,866 1.4 15,311 2.8 547,847
NON U.S.   5,525 0.8 12,275 1.9   8,425 1.5 21,649 4.0  
  6 9,551 1.5 18,525 2.8   16,291 3.0 36,960 6.7  
CBT SOYBEANS U.S.   2,668 0.7 3,668 0.9 404,750 740 0.3 6,808 2.4 287,381
NON U.S.   6,700 1.7 28,130 6.9   2,637 0.9 16,999 5.9  
  5 9,368 2.3 31,798 7.9   3,377 1.2 23,807 8.3  
CBT U.S. TREASURY BONDS U.S.   9,488 4.9 3,491 1.8 195,376 5,490 1.9 13,781 4.8 285,664
NON U.S.   4,387 2.2 1,112 0.6   6,931 2.4 8,977 3.1  
  7 13,875 7.1 4,603 2.4   12,421 4.3 22,758 8.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,725 16.9 1,550 9.6 16,133 0 0.0 0 0.0 3,815
NON U.S.   250 1.5 1,065 6.6   0 0.0 80 2.1  
  6 2,975 18.4 2,615 16.2   0 0.0 80 2.1  
IFED NATURAL GAS PENULTIMATE ICE U.S.   237,590 8.4 301,922 10.7 2,825,422 126,662 5.6 123,892 5.5 2,251,335
NON U.S.   31,865 1.1 70,165 2.5   37,940 1.7 49,700 2.2  
  8 269,455 9.5 372,087 13.2   164,602 7.3 173,592 7.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 107,097 7.2 192,989 13.0 1,488,128 79,892 8.7 86,522 9.4 921,028
NON U.S. 8 29,921 2.0 116,538 7.8   26,108 2.8 33,848 3.7  
  12 137,018 9.2 309,527 20.8   106,000 11.5 120,370 13.1  
NYME HENRY HUB LAST DAY FIN U.S.   3,427 29.2 2,640 22.5 11,746 544 4.8 1,608 14.3 11,249
NON U.S.   3,737 31.8 3,511 29.9   1,693 15.1 3,700 32.9  
  7 7,164 61.0 6,151 52.4   2,237 19.9 5,308 47.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   4,100 26.3 4,500 28.9 15,584 0 0.0 960 24.0 4,000
NON U.S.   700 4.5 2,660 17.1   1,500 37.5 100 2.5  
  8 4,800 ## 7,160 45.9   1,500 37.5 1,060 26.5  
ICUS COTTON NO. 2 U.S.   700 0.9 1,000 1.2 82,310 200 0.2 100 0.1 86,673
NON U.S.   655 0.8 205 0.2   50 0.1 2,629 3.0  
  5 1,355 1.6 1,205 1.5   250 0.3 2,729 3.1  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 58,108 6.9 14,354 1.7 840,793 61,733 7.3 46,199 5.5 844,123
NON U.S. 9 13,685 1.6 53,478 6.4   40,382 4.8 52,915 6.3  
  14 71,793 8.5 67,832 8.1   102,115 12.1 99,114 11.7  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 2,366 0.5 6,224 1.4 450,172 1,816 0.3 31,862 5.5 577,338
NON U.S. 4 6,616 1.5 600 0.1   4,916 0.9 15,355 2.7  
  8 8,982 2.0 6,824 1.5   6,732 1.2 47,217 8.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   53,900 13.6 53,580 13.5 397,468 22,746 10.9 24,552 11.8 208,161
NON U.S.   8,000 2.0 8,950 2.3   2,575 1.2 3,350 1.6  
  8 61,900 15.6 62,530 15.7   25,321 12.2 27,902 13.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   91,074 7.4 92,155 7.4 1,238,072 60,273 6.6 54,749 6.0 909,736
NON U.S.   49,809 4.0 73,675 6.0   35,499 3.9 32,480 3.6  
  20 140,883 11.4 165,830 13.4   95,772 10.5 87,229 9.6  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 12,021 7.5 21,297 13.2 161,095 22,155 10.8 17,209 8.4 205,235
NON U.S. 8 15,365 9.5 45,841 28.5   36,625 17.8 23,092 11.3  
  12 27,386 17.0 67,138 41.7   58,780 28.6 40,301 19.6  
ICUS COFFEE C U.S.   252 0.2 0 0.0 135,208 0 0.0 375 0.4 84,461
NON U.S.   973 0.7 645 0.5   385 0.5 50 0.1  
  5 1,225 0.9 645 0.5   385 0.5 425 0.5  
CMX SILVER U.S.   5,948 6.9 4,085 4.8 85,776 1,957 4.1 5,611 11.9 47,210
NON U.S.   4,912 5.7 7,236 8.4   7,302 15.5 5,994 12.7  
  10 10,860 12.7 11,321 13.2   9,259 19.6 11,605 24.6  
CMX GOLD U.S.   124,629 14.3 138,450 15.9 872,911 17,385 5.1 28,392 8.3 341,427
NON U.S.   33,243 3.8 36,120 4.1   21,644 6.3 25,649 7.5  
  17 157,872 18.1 174,570 20.0   39,029 11.4 54,041 15.8  
CME 3-MONTH EURODOLLARS U.S. 7 1,125,617 5.2 630,387 2.9 21,547,521 936,503 3.5 1,000,704 3.7 27,142,905
NON U.S. 23 877,417 4.1 627,672 2.9   826,667 3.0 326,942 1.2  
  30 2,003,034 9.3 1,258,059 5.8   1,763,170 6.5 1,327,646 4.9  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,473 0.4 2,217 0.2 1,380,015 0 0.0 1,330 0.1 2,321,594
NON U.S.   7,852 0.6 13,614 1.0   55,560 2.4 29,032 1.3  
  12 13,325 1.0 15,831 1.1   55,560 2.4 30,362 1.3