May Bank Participation Report Options IN CONTRACT

  REPORT DATE: 5/4/2021
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   2,401 0.2 7,537 0.7 1,041,144 21,322 2.5 20,501 2.4 840,818
NON U.S.   8,162 0.8 11,703 1.1   3,260 0.4 15,818 1.9  
  6 10,563 1.0 19,240 1.8   24,582 2.9 36,319 4.3  
CBT SOYBEANS U.S.   6,865 1.4 3,111 0.6 486,628 850 0.2 8,273 2.1 391,941
NON U.S.   2,921 0.6 10,225 2.1   15,800 4.0 16,850 4.3  
  8 9,786 2.0 13,336 2.7   16,650 4.2 25,123 6.4  
CBT U.S. TREASURY BONDS U.S.   17,089 5.1 5,626 1.7 336,908 6,562 2.4 10,070 3.7 271,360
NON U.S.   23,042 6.8 5,816 1.7   9,255 3.4 16,102 5.9  
  12 40,131 11.9 11,442 3.4   15,817 5.8 26,172 9.6  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,175 15.6 500 6.6 7,526 450 10.2 300 6.8 4,420
NON U.S.   535 7.1 75 1.0   0 0.0 120 2.7  
  6 1,710 22.7 575 7.6   450 10.2 420 9.5  
IFED NATURAL GAS PENULTIMATE ICE U.S.   289,140 9.3 391,880 12.6 3,106,931 188,260 9.2 159,680 7.8 2,040,986
NON U.S.   54,580 1.8 91,744 3.0   51,060 2.5 30,360 1.5  
  7 343,720 11.1 483,624 15.6   239,320 11.7 190,040 9.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 114,132 7.9 237,834 16.4 1,452,176 122,315 17.0 51,247 7.1 718,060
NON U.S. 7 36,186 2.5 136,572 9.4   52,823 7.4 37,566 5.2  
  11 150,318 10.4 374,406 25.8   175,138 24.4 88,813 12.4  
NYME HENRY HUB LAST DAY FIN U.S.   3,110 14.0 6,694 30.2 22,156 4,436 24.7 1,494 8.3 17,954
NON U.S.   6,338 28.6 6,466 29.2   5,166 28.8 6,257 34.9  
  7 9,448 42.6 13,160 59.4   9,602 53.5 7,751 43.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   3,600 27.7 3,040 23.4 13,008 800 9.0 600 6.7 8,920
NON U.S.   0 0.0 200 1.5   200 2.2 0 0.0  
  5 3,600 27.7 3,240 24.9   1,000 11.2 600 6.7  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 39,700 2.8 18,445 1.3 1,404,958 43,684 1.8 40,278 1.7 2,432,749
NON U.S. 24 52,183 3.7 122,159 8.7   235,374 9.7 112,977 4.6  
  29 91,883 6.5 140,604 10.0   279,058 11.5 153,255 6.3  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 8,887 1.9 10,381 2.2 478,473 14,492 2.0 25,026 3.4 728,952
NON U.S. 8 28,759 6.0 71,320 14.9   25,512 3.5 32,395 4.4  
  12 37,646 7.9 81,701 17.1   40,004 5.5 57,421 7.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   43,645 13.5 54,565 16.9 323,549 25,130 18.9 19,021 14.3 132,903
NON U.S.   4,950 1.5 7,837 2.4   3,375 2.5 2,500 1.9  
  8 48,595 15.0 62,402 19.3   28,505 21.4 21,521 16.2  
NYME CRUDE OIL, LIGHT SWEET U.S.   94,239 6.9 123,755 9.1 1,357,923 62,391 8.3 33,469 4.5 748,318
NON U.S.   39,367 2.9 91,205 6.7   47,293 6.3 15,060 2.0  
  14 133,606 9.8 214,960 15.8   109,684 14.7 48,529 6.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 6,366 5.1 23,495 18.8 124,921 28,620 21.3 12,118 9.0 134,465
NON U.S. 8 8,064 6.5 42,161 33.8   37,598 28.0 25,360 18.9  
  12 14,430 11.6 65,656 52.6   66,218 49.2 37,478 27.9  
ICUS COFFEE C U.S.   1,350 1.0 725 0.5 132,920 0 0.0 575 0.8 76,148
NON U.S.   450 0.3 750 0.6   126 0.2 76 0.1  
  5 1,800 1.4 1,475 1.1   126 0.2 651 0.9  
CMX SILVER U.S.   3,464 4.6 1,954 2.6 75,122 1,412 6.7 864 4.1 21,173
NON U.S.   1,732 2.3 1,787 2.4   944 4.5 567 2.7  
  9 5,196 6.9 3,741 5.0   2,356 11.1 1,431 6.8  
CMX GOLD U.S.   92,712 13.1 130,283 18.4 708,610 9,025 3.5 18,381 7.1 258,652
NON U.S.   12,557 1.8 20,802 2.9   7,972 3.1 9,134 3.5  
  14 105,269 14.9 151,085 21.3   16,997 6.6 27,515 10.6  
CME 3-MONTH EURODOLLARS U.S. 5 716,559 4.6 214,858 1.4 15,732,894 592,960 2.8 503,798 2.4 21,132,823
NON U.S. 19 587,694 3.7 264,629 1.7   595,127 2.8 373,728 1.8  
  24 1,304,253 8.3 479,487 3.0   1,188,087 5.6 877,526 4.2  
CME E-MINI S&P 500 STOCK INDEX U.S.   999 0.1 0 0.0 734,630 200 0.0 0 0.0 1,998,953
NON U.S.   2,607 0.4 7,483 1.0   24,666 1.2 31,422 1.6  
  11 3,606 0.5 7,483 1.0   24,866 1.2 31,422 1.6