September Bank Participation Report Options IN CONTRACT

  REPORT DATE: 9/1/2020
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   199 0.1 5,278 3.3 161,779 400 0.3 7,420 4.9 151,847
NON U.S.   2,215 1.4 18,640 11.5   397 0.3 10,700 7.0  
  7 2,414 1.5 23,918 14.8   797 0.5 18,120 11.9  
CBT CORN U.S.   2,896 0.5 5,417 0.9 582,228 6,479 1.3 14,863 3.1 486,493
NON U.S.   4,297 0.7 14,375 2.5   7,775 1.6 3,210 0.7  
  6 7,193 1.2 19,792 3.4   14,254 2.9 18,073 3.7  
CBT SOYBEANS U.S.   786 0.3 6,543 2.1 314,117 2,950 1.2 7,668 3.2 239,111
NON U.S.   1,500 0.5 27,000 8.6   5,962 2.5 15,397 6.4  
  5 2,286 0.7 33,543 10.7   8,912 3.7 23,065 9.6  
CBT U.S. TREASURY BONDS U.S.   9,835 3.5 4,991 1.8 281,268 10,009 3.0 11,896 3.5 337,731
NON U.S.   10,001 3.6 14,378 5.1   12,703 3.8 16,467 4.9  
  7 19,836 7.1 19,369 6.9   22,712 6.7 28,363 8.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,150 19.2 850 7.6 11,200 100 3.0 0 0.0 3,378
NON U.S.   175 1.6 525 4.7   0 0.0 130 3.8  
  6 2,325 ## 1,375 12.3   100 3.0 130 3.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   278,855 9.5 381,720 13.0 2,937,801 146,550 7.9 142,526 7.7 1,859,538
NON U.S.   26,220 0.9 73,924 2.5   47,060 2.5 44,440 2.4  
  8 305,075 10.4 455,644 15.5   193,610 10.4 186,966 10.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   104,572 6.8 215,027 13.9 1,543,977 87,268 9.8 72,438 8.1 890,256
NON U.S.   28,442 1.8 131,610 8.5   43,765 4.9 34,735 3.9  
  10 133,014 8.6 346,637 22.5   131,033 14.7 107,173 12.0  
NYME HENRY HUB LAST DAY FIN U.S.   5,459 28.0 8,622 44.3 19,482 5,306 37.9 2,964 21.2 13,993
NON U.S.   4,744 24.4 3,289 16.9   1,369 9.8 4,580 32.7  
  7 10,203 ## 11,911 61.1   6,675 47.7 7,544 53.9  
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 4 4,100 25.3 4,620 28.5 16,220 0 0.0 960 22.3 4,300
NON U.S. 5 700 4.3 2,520 15.5   1,500 34.9 100 2.3  
  9 4,800 ## 7,140 44.0   1,500 34.9 1,060 24.7  
ICUS COTTON NO. 2 U.S.   750 1.2 335 0.5 63,980 1,685 2.5 100 0.1 66,789
NON U.S.   655 1.0 285 0.4   160 0.2 1,969 2.9  
  6 1,405 2.2 620 1.0   1,845 2.8 2,069 3.1  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 19,878 2.3 37,349 4.2 880,285 58,031 5.5 32,862 3.1 1,054,529
NON U.S. 13 43,967 5.0 86,328 9.8   114,107 10.8 83,170 7.9  
  17 63,845 7.3 123,677 14.0   172,138 16.3 116,032 11.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   1,750 0.6 6,404 2.2 296,614 0 0.0 8,799 3.9 228,025
NON U.S.   3,500 1.2 1,940 0.7   5,000 2.2 6,109 2.7  
  7 5,250 1.8 8,344 2.8   5,000 2.2 14,908 6.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   44,420 14.1 52,622 16.8 313,988 27,915 16.0 23,662 13.6 174,495
NON U.S.   8,200 2.6 9,300 3.0   4,200 2.4 2,000 1.1  
  9 52,620 16.8 61,922 19.7   32,115 18.4 25,662 14.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   84,752 8.2 84,278 8.2 1,029,277 51,317 7.3 39,092 5.6 699,105
NON U.S.   41,545 4.0 71,040 6.9   41,042 5.9 24,177 3.5  
  16 126,297 12.3 155,318 15.1   92,359 13.2 63,269 9.0  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 13,621 9.3 18,068 12.3 146,955 16,522 10.3 11,387 7.1 160,207
NON U.S. 8 15,272 10.4 48,075 32.7   37,087 23.1 21,424 13.4  
  12 28,893 19.7 66,143 45.0   53,609 33.5 32,811 20.5  
ICUS COFFEE C U.S.   75 0.1 150 0.1 116,025 0 0.0 300 0.4 69,114
NON U.S.   257 0.2 1,475 1.3   287 0.4 57 0.1  
  6 332 0.3 1,625 1.4   287 0.4 357 0.5  
CMX SILVER U.S.   4,490 5.1 5,702 6.4 88,810 5,167 10.8 4,401 9.2 47,788
NON U.S.   1,981 2.2 2,446 2.8   3,571 7.5 2,217 4.6  
  10 6,471 7.3 8,148 9.2   8,738 18.3 6,618 13.8  
CMX GOLD U.S.   97,397 10.8 115,173 12.8 900,957 18,452 5.1 29,024 8.0 362,144
NON U.S.   29,582 3.3 34,253 3.8   16,259 4.5 19,326 5.3  
  18 126,979 14.1 149,426 16.6   34,711 9.6 48,350 13.4  
CME 3-MONTH EURODOLLARS U.S. 6 852,774 4.9 412,614 2.4 17,471,698 607,635 2.8 641,188 3.0 21,580,489
NON U.S. 21 941,703 5.4 582,953 3.3   872,816 4.0 531,029 2.5  
  27 1,794,477 10.3 995,567 5.7   1,480,451 6.9 1,172,217 5.4  
CME E-MINI S&P 500 STOCK INDEX U.S.   4,414 0.4 588 0.1 1,146,283 0 0.0 588 0.0 2,257,390
NON U.S.   5,450 0.5 17,606 1.5   39,213 1.7 36,996 1.6  
  12 9,864 0.9 18,194 1.6   39,213 1.7 37,584 1.7