B, E, F, H, I, M, N, U, Z
That's 9, at east in upper-case Arial.
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E, F, H, M, N, W all have parallel lines.
The capital letters of: W E F H Z N and M all have parallel lines
It really depends on how you write the letters. I count nine if there're all uppercase, but that's my handwriting.
A square has 2 pairs of opposite parallel lines.