April Bank Participation Report Options IN CONTRACTS-NOT DELTA ADJUSTED

  REPORT DATE: 4/3/2018
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   200 0.1 240 0.1 260,581 0 0.0 740 0.4 177,371
NON U.S.   2,415 0.9 2,300 0.9   150 0.1 11,207 6.3  
  5 2,615 1.0 2,540 1.0   150 0.1 11,947 6.7  
CBT U.S. TREASURY BONDS U.S. 4 9,980 2.9 4,594 1.3 342,225 5,833 1.7 4,386 1.3 340,065
NON U.S. 7 19,888 5.8 3,625 1.1   8,850 2.6 1,732 0.5  
  11 29,868 8.7 8,219 2.4   14,683 4.3 6,118 1.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   83,220 4.4 58,580 3.1 1,895,115 30,600 2.2 19,868 1.4 1,372,405
NON U.S.   30,040 1.6 60,228 3.2   24,408 1.8 8,980 0.7  
  9 113,260 6.0 118,808 6.3   55,008 4.0 28,848 2.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   47,791 5.7 74,626 9.0 831,568 52,841 8.5 34,325 5.5 625,063
NON U.S.   25,582 3.1 84,966 10.2   11,375 1.8 22,554 3.6  
  9 73,373 8.8 159,592 19.2   64,216 10.3 56,879 9.1  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 940 24.0 3,922 100 3.5 0 0.0 2,880
NON U.S.   60 1.5 800 20.4   0 0.0 100 3.5  
  5 60 1.5 1,740 44.4   100 3.5 100 3.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 55,577 3.6 40,731 2.7 1,535,059 58,978 4.0 48,372 3.2 1,491,633
NON U.S. 14 25,380 1.7 43,360 2.8   18,275 1.2 18,833 1.3  
  19 80,957 5.3 84,091 5.5   77,253 5.2 67,205 4.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   9,700 1.8 9,206 1.8 525,123 23,722 2.4 6,360 0.6 996,133
NON U.S.   6,100 1.2 11,600 2.2   3,550 0.4 6,300 0.6  
  8 15,800 3.0 20,806 4.0   27,272 2.7 12,660 1.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   64,375 15.7 61,950 15.1 411,252 59,750 16.5 42,684 11.8 361,286
NON U.S.   3,575 0.9 7,410 1.8   3,050 0.8 3,325 0.9  
  10 67,950 16.5 69,360 16.9   62,800 17.4 46,009 ###  
IFED WTI CRUDE OIL 1ST LINE U.S.   4,689 20.4 3,879 16.9 22,965 4,719 17.7 3,294 12.4 26,616
NON U.S.   90 0.4 2,607 11.4   3,087 11.6 720 2.7  
  5 4,779 20.8 6,486 28.2   7,806 29.3 4,014 ###  
NYME CRUDE OIL, LIGHT SWEET U.S.   99,629 5.9 141,041 8.3 1,694,055 109,197 8.4 87,644 6.8 1,292,379
NON U.S.   37,709 2.2 109,419 6.5   76,408 5.9 57,827 4.5  
  21 137,338 8.1 250,460 14.8   185,605 14.4 145,471 ###  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   18,509 8.6 29,578 13.7 215,602 20,307 8.6 15,318 6.5 237,125
NON U.S.   7,308 3.4 77,251 35.8   78,915 33.3 27,694 11.7  
  10 25,817 12.0 106,829 49.5   99,222 41.8 43,012 ###  
CMX SILVER U.S.   9,098 9.8 3,356 3.6 92,429 8,078 13.2 1,200 2.0 61,111
NON U.S.   3,179 3.4 4,138 4.5   2,907 4.8 3,803 6.2  
  11 12,277 13.3 7,494 8.1   10,985 18.0 5,003 8.2  
CMX GOLD U.S.   64,205 9.5 49,481 7.3 674,473 19,429 5.3 8,290 2.3 364,229
NON U.S.   20,462 3.0 33,313 4.9   12,565 3.4 16,421 4.5  
  15 84,667 12.6 82,794 12.3   31,994 8.8 24,711 6.8  
CME EURO FX U.S.   3,950 2.8 14 0.0 141,966 1,314 0.7 17 0.0 183,143
NON U.S.   16,794 11.8 5,275 3.7   14,167 7.7 6,507 3.6  
  6 20,744 14.6 5,289 3.7   15,481 8.5 6,524 3.6  
CME 3-MONTH EURODOLLARS U.S. 7 764,505 4.1 1,526,009 8.2 18,657,322 500,691 1.8 365,362 1.3 27,893,519
NON U.S. 21 477,734 2.6 308,648 1.7   509,107 1.8 335,171 1.2  
  28 1,242,239 6.7 1,834,657 9.8   1,009,798 3.6 700,533 2.5  
CME E-MINI S&P 500 STOCK INDEX U.S.   10,880 0.9 1,601 0.1 1,225,194 5,092 0.2 24,762 0.8 2,998,149
NON U.S.   6,138 0.5 8,344 0.7   7,271 0.2 29,132 1.0  
  12 17,018 1.4 9,945 0.8   12,363 0.4 53,894 1.8