March Bank Participation Report Options IN CONTRACT

  REPORT DATE: 3/3/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   250 0.1 4,875 2.6 185,112 2,495 1.6 2,170 1.4 158,182
NON U.S.   6,438 3.5 17,067 9.2   801 0.5 17,227 10.9  
  6 6,688 3.6 21,942 11.9   3,296 2.1 19,397 12.3  
CBT CORN U.S.   1,300 0.3 3,740 0.9 434,491 2,130 0.6 8,461 2.5 341,130
NON U.S.   1,925 0.4 11,048 2.5   0 0.0 14,198 4.2  
  5 3,225 0.7 14,788 3.4   2,130 0.6 22,659 6.6  
CBT U.S. TREASURY BONDS U.S. 6 20,187 3.7 33,022 6.1 542,719 20,620 2.9 28,757 4.0 717,132
NON U.S. 9 17,076 3.1 22,548 4.2   22,061 3.1 9,425 1.3  
  15 37,263 6.9 55,570 10.2   42,681 6.0 38,182 5.3  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   3,925 17.3 2,900 12.8 22,680 650 12.0 0 0.0 5,396
NON U.S.   930 4.1 1,525 6.7   0 0.0 635 11.8  
  7 4,855 21.4 4,425 19.5   650 12.0 635 11.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   264,705 10.2 291,422 11.2 2,602,994 157,192 8.2 156,818 8.2 1,921,933
NON U.S.   32,820 1.3 62,440 2.4   25,740 1.3 33,380 1.7  
  8 297,525 11.4 353,862 13.6   182,932 9.5 190,198 9.9  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   89,500 6.8 145,935 11.1 1,312,546 88,287 9.2 89,125 9.3 957,504
NON U.S.   29,602 2.3 86,368 6.6   12,150 1.3 25,859 2.7  
  10 119,102 9.1 232,303 17.7   100,437 10.5 114,984 12.0  
NYME HENRY HUB LAST DAY FIN U.S.   1,640 23.0 270 3.8 7,138 545 4.4 270 2.2 12,458
NON U.S.   2,213 31.0 3,275 45.9   1,498 12.0 2,348 18.8  
  6 3,853 ## 3,545 49.7   2,043 16.4 2,618 21.0  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   3,200 22.6 3,400 24.0 14,164 0 0.0 0 0.0 1,700
NON U.S.   600 4.2 2,540 17.9   200 11.8 100 5.9  
  8 3,800 ## 5,940 41.9   200 11.8 100 5.9  
CBT SOYBEAN MEAL U.S.   300 0.6 100 0.2 52,175 0 0.0 100 0.2 47,362
NON U.S.   2,600 5.0 75 0.1   0 0.0 3,850 8.1  
  5 2,900 5.6 175 0.3   0 0.0 3,950 8.3  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 125,182 5.9 102,801 4.9 2,112,399 178,153 6.2 220,495 7.7 2,866,280
NON U.S. 16 70,390 3.3 161,150 7.6   127,250 4.4 109,717 3.8  
  23 195,572 9.3 263,951 12.5   305,403 10.7 330,212 11.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 44,428 5.0 44,685 5.0 892,948 32,098 2.2 11,968 0.8 1,449,172
NON U.S. 7 36,950 4.1 38,765 4.3   108,425 7.5 63,902 4.4  
  12 81,378 9.1 83,450 9.3   140,523 9.7 75,870 5.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   45,900 12.4 55,050 14.9 368,746 45,750 16.2 39,887 14.1 282,611
NON U.S.   5,150 1.4 6,325 1.7   4,025 1.4 3,600 1.3  
  10 51,050 13.8 61,375 16.6   49,775 17.6 43,487 15.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   86,413 7.1 82,279 6.7 1,222,858 56,687 5.9 51,467 5.3 966,884
NON U.S.   42,092 3.4 77,377 6.3   39,423 4.1 39,472 4.1  
  18 128,505 10.5 159,656 13.1   96,110 9.9 90,939 9.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   11,160 7.1 19,905 12.6 157,425 21,580 10.1 18,225 8.5 213,519
NON U.S.   8,917 5.7 48,932 31.1   37,386 17.5 23,405 11.0  
  11 20,077 12.8 68,837 43.7   58,966 27.6 41,630 19.5  
ICUS COFFEE C U.S.   490 0.4 21 0.0 133,324 0 0.0 75 0.1 98,101
NON U.S.   551 0.4 901 0.7   385 0.4 0 0.0  
  5 1,041 0.8 922 0.7   385 0.4 75 0.1  
CMX SILVER U.S.   4,291 4.6 4,060 4.4 92,893 1,919 3.2 2,790 4.7 59,725
NON U.S.   5,562 6.0 11,310 12.2   9,012 15.1 13,103 21.9  
  11 9,853 10.6 15,370 16.5   10,931 18.3 15,893 26.6  
CMX GOLD U.S.   168,759 14.2 163,200 13.8 1,185,795 26,282 5.4 30,641 6.2 490,825
NON U.S.   46,535 3.9 68,330 5.8   32,578 6.6 33,258 6.8  
  17 215,294 18.2 231,530 19.5   58,860 12.0 63,899 13.0  
CME EURO FX U.S.   5,979 3.3 1,331 0.7 182,717 2,149 1.3 437 0.3 166,968
NON U.S.   15,659 8.6 5,669 3.1   8,391 5.0 8,344 5.0  
  6 21,638 11.8 7,000 3.8   10,540 6.3 8,781 5.3  
CME 3-MONTH EURODOLLARS U.S. 7 1,248,563 4.3 744,156 2.5 29,272,632 847,506 3.2 1,015,750 3.8 26,803,437
NON U.S. 24 730,466 2.5 679,718 2.3   823,229 3.1 334,923 1.2  
  31 1,979,029 6.8 1,423,874 4.9   1,670,735 6.2 1,350,673 5.0  
CME E-MINI S&P 500 STOCK INDEX U.S.   11,250 0.7 636 0.0 1,702,620 2,943 0.1 2,446 0.1 3,244,588
NON U.S.   6,217 0.4 9,176 0.5   14,865 0.5 32,367 1.0  
  15 17,467 1.0 9,812 0.6   17,808 0.5 34,813 1.1