December Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 12/4/2018
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,250 0.8 0 0.0 166,078 1,580 1.6 0 0.0 100,356
NON U.S.   1,700 1.0 17,774 10.7   1,200 1.2 19,770 19.7  
  6 2,950 1.8 17,774 10.7   2,780 2.8 19,770 19.7  
CBT U.S. TREASURY BONDS U.S.   7,873 1.6 3,350 0.7 500,390 1,146 0.3 4,209 1.0 428,457
NON U.S.   6,539 1.3 2,800 0.6   3,385 0.8 9,700 2.3  
  8 14,412 2.9 6,150 1.2   4,531 1.1 13,909 3.2  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   3,450 9.9 475 1.4 34,996 0 0.0 350 2.1 17,023
NON U.S.   265 0.8 485 1.4   215 1.3 385 2.3  
  7 3,715 10.6 960 2.7   215 1.3 735 4.3  
IFED NATURAL GAS PENULTIMATE ICE U.S.   71,120 4.1 56,040 3.2 1,733,377 46,160 2.5 60,788 3.3 1,863,675
NON U.S.   30,396 1.8 40,160 2.3   14,940 0.8 14,200 0.8  
  8 101,516 5.9 96,200 5.5   61,100 3.3 74,988 4.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   69,273 6.2 86,868 7.8 1,110,955 52,005 4.7 63,064 5.7 1,111,278
NON U.S.   19,950 1.8 70,502 6.3   15,736 1.4 21,229 1.9  
  11 89,223 8.0 157,370 14.2   67,741 6.1 84,293 7.6  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   1,120 10.1 2,140 19.3 11,102 100 1.0 1,100 10.8 10,140
NON U.S.   160 1.4 1,700 15.3   200 2.0 100 1.0  
  7 1,280 11.5 3,840 34.6   300 3.0 1,200 11.8  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 53,444 2.6 32,044 1.6 2,021,673 47,884 2.7 28,454 1.6 1,792,665
NON U.S. 17 84,916 4.2 54,266 2.7   50,710 2.8 82,258 4.6  
  22 138,360 6.8 86,310 4.3   98,594 5.5 110,712 6.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   12,327 2.1 6,250 1.0 595,765 16,577 1.2 6,250 0.4 1,420,387
NON U.S.   19,680 3.3 26,832 4.5   24,930 1.8 15,200 1.1  
  13 32,007 5.4 33,082 5.6   41,507 2.9 21,450 1.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   66,091 14.3 76,705 16.6 461,384 99,156 21.8 59,288 13.0 454,318
NON U.S.   5,225 1.1 7,710 1.7   9,900 2.2 11,400 2.5  
  10 71,316 15.5 84,415 18.3   109,056 24.0 70,688 15.6  
NYME CRUDE OIL, LIGHT SWEET U.S.   87,669 5.2 112,771 6.7 1,693,310 119,338 8.3 70,383 4.9 1,438,218
NON U.S.   60,717 3.6 113,057 6.7   77,115 5.4 56,331 3.9  
  20 148,386 8.8 225,828 13.3   196,453 13.7 126,714 8.8  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   37,677 23.6 19,306 12.1 159,712 20,324 11.7 32,683 18.8 173,985
NON U.S.   8,502 5.3 70,921 44.4   57,289 32.9 17,159 9.9  
  11 46,179 28.9 90,227 56.5   77,613 44.6 49,842 28.6  
CMX SILVER U.S.   9,363 7.4 7,269 5.8 126,261 8,340 9.4 4,361 4.9 88,791
NON U.S.   5,219 4.1 5,925 4.7   5,453 6.1 3,735 4.2  
  8 14,582 11.5 13,194 10.4   13,793 15.5 8,096 9.1  
CMX GOLD U.S.   83,910 11.8 87,263 12.3 708,269 19,159 4.8 18,044 4.5 403,171
NON U.S.   18,038 2.5 34,076 4.8   10,139 2.5 18,047 4.5  
  14 101,948 14.4 121,339 17.1   29,298 7.3 36,091 9.0  
CME EURO FX U.S.   5,879 4.4 1,311 1.0 133,544 8,637 6.2 438 0.3 140,074
NON U.S.   8,284 6.2 2,584 1.9   8,002 5.7 2,477 1.8  
  6 14,163 10.6 3,895 2.9   16,639 11.9 2,915 2.1  
CME 3-MONTH EURODOLLARS U.S. 7 880,096 4.5 428,963 2.2 19,647,881 1,044,749 3.5 644,331 2.1 30,233,771
NON U.S. 25 786,425 4.0 876,359 4.5   708,444 2.3 329,137 1.1  
  32 1,666,521 8.5 1,305,322 6.6   1,753,193 5.8 973,468 3.2  
CME E-MINI S&P 500 STOCK INDEX U.S.   14,920 0.9 6,031 0.3 1,735,727 16,846 0.5 59,182 1.9 3,080,093
NON U.S.   11,149 0.6 10,811 0.6   12,798 0.4 12,624 0.4  
  14 26,069 1.5 16,842 1.0   29,644 1.0 71,806 2.3