February Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 2/5/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,500 0.6 50 0.0 244,888 1,805 1.2 0 0.0 152,923
NON U.S.   5,599 2.3 22,499 9.2   1,800 1.2 20,745 13.6  
  6 7,099 2.9 22,549 9.2   3,605 2.4 20,745 13.6  
CBT U.S. TREASURY BONDS U.S. 5 15,610 3.2 4,982 1.0 484,848 2,285 0.5 8,092 1.8 438,732
NON U.S. 6 9,603 2.0 7,728 1.6   800 0.2 9,280 2.1  
  11 25,213 5.2 12,710 2.6   3,085 0.7 17,372 4.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,650 12.6 3,050 6.8 44,835 300 1.7 200 1.1 17,767
NON U.S.   450 1.0 360 0.8   200 1.1 385 2.2  
  7 6,100 13.6 3,410 7.6   500 2.8 585 3.3  
IFED NATURAL GAS PENULTIMATE ICE U.S.   79,490 5.1 57,280 3.7 1,544,483 39,180 2.5 43,724 2.8 1,551,291
NON U.S.   26,860 1.7 38,480 2.5   13,180 0.8 15,920 1.0  
  8 106,350 6.9 95,760 6.2   52,360 3.4 59,644 3.8  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   59,776 6.1 93,942 9.6 981,303 55,564 6.1 46,169 5.1 907,098
NON U.S.   22,158 2.3 65,960 6.7   16,497 1.8 21,759 2.4  
  10 81,934 8.3 159,902 16.3   72,061 7.9 67,928 7.5  
NYME HENRY HUB LAST DAY FIN U.S.   1,096 19.3 100 1.8 5,672 0 0.0 0 0.0 3,131
NON U.S.   491 8.7 3,156 55.6   1,228 39.2 650 20.8  
  5 1,587 28.0 3,256 57.4   1,228 39.2 650 20.8  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   920 24.3 1,200 31.7 3,784 0 0.0 200 40.0 500
NON U.S.   0 0.0 720 19.0   100 20.0 0 0.0  
  5 920 24.3 1,920 50.7   100 20.0 200 40.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 73,514 4.1 43,253 2.4 1,803,004 36,814 2.4 67,500 4.4 1,525,179
NON U.S. 18 64,662 3.6 81,286 4.5   118,853 7.8 32,327 2.1  
  24 138,176 7.7 124,539 6.9   155,667 10.2 99,827 6.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 39,545 8.1 34,816 7.1 487,206 20,915 1.5 8,202 0.6 1,366,450
NON U.S. 6 8,500 1.7 6,150 1.3   22,000 1.6 30,950 2.3  
  10 48,045 9.9 40,966 8.4   42,915 3.1 39,152 2.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   77,900 17.1 76,050 16.7 454,709 82,350 21.3 52,737 13.6 387,055
NON U.S.   4,825 1.1 8,010 1.8   10,150 2.6 9,950 2.6  
  10 82,725 18.2 84,060 18.5   92,500 23.9 62,687 16.2  
NYME CRUDE OIL, LIGHT SWEET U.S.   89,086 5.8 109,700 7.1 1,544,525 109,564 8.6 65,820 5.2 1,269,738
NON U.S.   66,437 4.3 115,346 7.5   74,025 5.8 56,102 4.4  
  20 155,523 10.1 225,046 14.6   183,589 14.5 121,922 9.6  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   33,890 23.5 19,633 13.6 144,326 18,805 12.4 30,695 20.3 151,091
NON U.S.   7,517 5.2 58,941 40.8   46,507 30.8 13,357 8.8  
  10 41,407 28.7 78,574 54.4   65,312 43.2 44,052 29.2  
CMX SILVER U.S.   10,865 7.0 10,547 6.8 154,987 10,950 10.5 2,895 2.8 103,813
NON U.S.   6,301 4.1 7,894 5.1   6,062 5.8 5,070 4.9  
  7 17,166 11.1 18,441 11.9   17,012 16.4 7,965 7.7  
CMX GOLD U.S.   94,912 11.6 99,374 12.1 820,359 23,735 5.7 14,272 3.4 416,671
NON U.S.   21,259 2.6 36,310 4.4   13,207 3.2 19,259 4.6  
  16 116,171 14.2 135,684 16.5   36,942 8.9 33,531 8.0  
CME EURO FX U.S.   2,543 2.2 67 0.1 116,543 2,323 1.9 334 0.3 123,783
NON U.S.   4,046 3.5 4,780 4.1   5,494 4.4 4,638 3.7  
  5 6,589 5.7 4,847 4.2   7,817 6.3 4,972 4.0  
CME 3-MONTH EURODOLLARS U.S. 7 815,498 4.3 449,216 2.4 19,058,508 934,440 3.1 552,999 1.8 30,021,720
NON U.S. 24 726,342 3.8 670,121 3.5   791,079 2.6 364,274 1.2  
  31 1,541,840 8.1 1,119,337 5.9   1,725,519 5.7 917,273 3.1  
CME E-MINI S&P 500 STOCK INDEX U.S.   7,877 0.6 4,400 0.3 1,390,502 7,809 0.3 22,929 0.9 2,631,369
NON U.S.   11,245 0.8 10,680 0.8   8,454 0.3 13,574 0.5  
  13 19,122 1.4 15,080 1.1   16,263 0.6 36,503 1.4