October Bank Participation Report Options IN CONTRACT

  REPORT DATE: 10/6/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   274 0.2 5,278 3.0 177,526 850 0.5 7,420 4.4 169,661
NON U.S.   2,265 1.3 19,189 10.8   1,397 0.8 10,700 6.3  
  7 2,539 1.4 24,467 13.8   2,247 1.3 18,120 10.7  
CBT CORN U.S.   2,596 0.4 7,842 1.1 703,265 4,454 0.8 15,984 2.9 553,017
NON U.S.   4,831 0.7 15,375 2.2   9,701 1.8 4,436 0.8  
  6 7,427 1.1 23,217 3.3   14,155 2.6 20,420 3.7  
CBT SOYBEANS U.S.   786 0.2 6,585 1.6 409,529 2,950 0.9 7,868 2.3 346,582
NON U.S.   4,997 1.2 30,240 7.4   9,454 2.7 15,896 4.6  
  6 5,783 1.4 36,825 9.0   12,404 3.6 23,764 6.9  
CBT U.S. TREASURY BONDS U.S. 5 13,620 4.4 8,533 2.8 308,580 17,745 4.7 19,916 5.3 377,110
NON U.S. 7 9,826 3.2 12,065 3.9   8,022 2.1 14,374 3.8  
  12 23,446 7.6 20,598 6.7   25,767 6.8 34,290 9.1  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,450 18.5 900 6.8 13,259 0 0.0 0 0.0 5,236
NON U.S.   245 1.8 525 4.0   0 0.0 150 2.9  
  7 2,695 20.3 1,425 10.7   0 0.0 150 2.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   276,610 9.6 410,900 14.3 2,866,493 148,240 9.4 117,344 7.4 1,584,588
NON U.S.   26,740 0.9 76,604 2.7   50,100 3.2 42,620 2.7  
  8 303,350 10.6 487,504 17.0   198,340 12.5 159,964 10.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 99,243 6.6 227,665 15.0 1,513,398 93,929 12.1 56,446 7.3 774,834
NON U.S. 8 28,293 1.9 140,235 9.3   53,478 6.9 33,253 4.3  
  12 127,536 8.4 367,900 24.3   147,407 19.0 89,699 11.6  
NYME HENRY HUB LAST DAY FIN U.S.   5,398 26.4 9,274 45.4 20,432 5,967 43.3 3,074 22.3 13,785
NON U.S.   5,013 24.5 3,162 15.5   1,231 8.9 4,841 35.1  
  7 10,411 51.0 12,436 60.9   7,198 52.2 7,915 57.4  
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 4 4,100 25.6 4,620 28.8 16,020 0 0.0 1,160 21.1 5,500
NON U.S. 5 700 4.4 2,520 15.7   1,500 27.3 400 7.3  
  9 4,800 30.0 7,140 44.6   1,500 27.3 1,560 28.4  
ICUS COTTON NO. 2 U.S.   600 0.9 485 0.7 66,627 985 1.3 300 0.4 74,739
NON U.S.   450 0.7 80 0.1   180 0.2 1,969 2.6  
  5 1,050 1.6 565 0.8   1,165 1.6 2,269 3.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 17,858 2.1 19,352 2.3 842,427 84,031 6.2 60,873 4.5 1,365,870
NON U.S. 12 40,642 4.8 54,197 6.4   146,143 10.7 64,285 4.7  
  17 58,500 6.9 73,549 8.7   230,174 16.9 125,158 9.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   1,819 0.6 5,574 1.7 325,766 0 0.0 9,119 4.0 230,395
NON U.S.   24,830 7.6 9,697 3.0   15,675 6.8 16,265 7.1  
  10 26,649 8.2 15,271 4.7   15,675 6.8 25,384 11.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   48,120 14.5 56,747 17.1 332,642 27,299 15.3 21,837 12.3 177,858
NON U.S.   8,050 2.4 8,600 2.6   3,250 1.8 1,950 1.1  
  9 56,170 16.9 65,347 19.6   30,549 17.2 23,787 13.4  
IFED WTI CRUDE OIL 1ST LINE U.S.   7,590 16.2 10,734 22.9 46,779 8,734 24.3 5,549 15.4 35,947
NON U.S.   0 0.0 2,580 5.5   1,290 3.6 1,365 3.8  
  5 7,590 16.2 13,314 28.5   10,024 27.9 6,914 19.2  
NYME CRUDE OIL, LIGHT SWEET U.S.   86,011 7.6 96,933 8.6 1,131,657 51,693 6.8 37,303 4.9 757,851
NON U.S.   44,730 4.0 70,481 6.2   37,522 5.0 24,089 3.2  
  17 130,741 11.6 167,414 14.8   89,215 11.8 61,392 8.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 12,597 9.5 16,142 12.1 133,069 15,824 10.9 9,787 6.7 145,789
NON U.S. 8 13,085 9.8 45,459 34.2   34,302 23.5 20,469 14.0  
  12 25,682 19.3 61,601 46.3   50,126 34.4 30,256 20.8  
ICUS COFFEE C U.S.   75 0.1 300 0.2 123,020 0 0.0 475 0.6 76,191
NON U.S.   253 0.2 1,392 1.1   298 0.4 265 0.3  
  6 328 0.3 1,692 1.4   298 0.4 740 1.0  
CMX SILVER U.S.   4,621 5.1 4,156 4.6 89,753 4,260 9.7 3,840 8.8 43,874
NON U.S.   1,971 2.2 2,427 2.7   3,678 8.4 2,322 5.3  
  10 6,592 7.3 6,583 7.3   7,938 18.1 6,162 14.0  
CMX GOLD U.S.   78,514 9.5 94,150 11.3 829,541 15,938 4.9 25,831 8.0 324,815
NON U.S.   26,790 3.2 30,660 3.7   15,693 4.8 15,803 4.9  
  17 105,304 12.7 124,810 15.0   31,631 9.7 41,634 12.8  
CME EURO FX U.S.   5,752 4.0 1,985 1.4 145,534 76 0.1 2,267 1.6 139,529
NON U.S.   3,235 2.2 2,035 1.4   394 0.3 3,948 2.8  
  5 8,987 6.2 4,020 2.8   470 0.3 6,215 4.5  
CME 3-MONTH EURODOLLARS U.S. 6 783,323 6.2 342,433 2.7 12,696,808 453,761 2.6 473,671 2.7 17,248,529
NON U.S. 21 688,280 5.4 320,260 2.5   553,538 3.2 388,164 2.3  
  27 1,471,603 11.6 662,693 5.2   1,007,299 5.8 861,835 5.0  
CME E-MINI S&P 500 STOCK INDEX U.S.   4,226 0.4 1,836 0.2 1,110,106 0 0.0 914 0.0 2,186,595
NON U.S.   6,509 0.6 10,731 1.0   28,920 1.3 30,322 1.4  
  10 10,735 1.0 12,567 1.1   28,920 1.3 31,236 1.4