January Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 1/8/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,250 0.6 50 0.0 217,576 1,555 1.2 0 0.0 129,066
NON U.S.   3,700 1.7 19,774 9.1   1,200 0.9 19,770 15.3  
  6 4,950 2.3 19,824 9.1   2,755 2.1 19,770 15.3  
CBT U.S. TREASURY BONDS U.S.   5,497 1.1 6,773 1.3 509,099 2,792 0.5 5,178 1.0 529,560
NON U.S.   14,650 2.9 7,578 1.5   5,050 1.0 8,028 1.5  
  9 20,147 4.0 14,351 2.8   7,842 1.5 13,206 2.5  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,400 12.1 1,550 3.5 44,635 300 1.8 350 2.1 16,893
NON U.S.   466 1.0 485 1.1   215 1.3 385 2.3  
  7 5,866 13.1 2,035 4.6   515 3.0 735 4.4  
IFED NATURAL GAS PENULTIMATE ICE U.S.   67,335 4.3 58,260 3.7 1,560,471 37,520 2.3 53,926 3.2 1,662,414
NON U.S.   29,000 1.9 40,360 2.6   13,660 0.8 14,960 0.9  
  8 96,335 6.2 98,620 6.3   51,180 3.1 68,886 4.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   68,150 6.4 96,645 9.1 1,059,009 58,655 6.1 52,833 5.5 967,563
NON U.S.   21,836 2.1 69,007 6.5   15,458 1.6 20,971 2.2  
  10 89,986 8.5 165,652 15.6   74,113 7.7 73,804 7.6  
NYME HENRY HUB LAST DAY FIN U.S.   1,096 20.4 200 3.7 5,366 0 0.0 0 0.0 3,039
NON U.S.   731 13.6 2,984 55.6   1,156 38.0 550 18.1  
  5 1,827 34.0 3,184 59.3   1,156 38.0 550 18.1  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   920 27.2 1,200 35.5 3,384 0 0.0 0 0.0 500
NON U.S.   0 0.0 720 21.3   100 20.0 0 0.0  
  5 920 27.2 1,920 56.7   100 20.0 0 0.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 77,112 3.6 20,254 0.9 2,133,992 68,281 3.4 33,807 1.7 2,001,845
NON U.S. 22 57,804 2.7 69,642 3.3   89,761 4.5 55,801 2.8  
  29 134,916 6.3 89,896 4.2   158,042 7.9 89,608 4.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   23,445 3.2 6,250 0.8 737,882 16,730 1.0 9,515 0.6 1,622,749
NON U.S.   11,850 1.6 26,444 3.6   21,600 1.3 19,900 1.2  
  11 35,295 4.8 32,694 4.4   38,330 2.4 29,415 1.8  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   76,016 16.3 82,905 17.7 467,704 88,100 21.6 52,246 12.8 407,722
NON U.S.   4,725 1.0 7,710 1.6   10,150 2.5 9,950 2.4  
  10 80,741 17.3 90,615 19.4   98,250 24.1 62,196 15.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   95,548 5.8 112,582 6.8 1,645,097 113,407 8.4 64,840 4.8 1,342,454
NON U.S.   62,333 3.8 114,787 7.0   75,750 5.6 57,306 4.3  
  18 157,881 9.6 227,369 13.8   189,157 14.1 122,146 9.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   37,056 24.5 20,826 13.8 150,997 20,041 12.8 33,236 21.2 156,997
NON U.S.   7,284 4.8 62,388 41.3   48,906 31.2 12,649 8.1  
  10 44,340 29.4 83,214 55.1   68,947 43.9 45,885 29.2  
CMX SILVER U.S.   9,199 6.4 8,159 5.7 142,653 8,900 9.2 3,786 3.9 96,451
NON U.S.   6,025 4.2 6,438 4.5   5,334 5.5 4,067 4.2  
  7 15,224 10.7 14,597 10.2   14,234 14.8 7,853 8.1  
CMX GOLD U.S.   93,319 11.6 97,555 12.1 807,352 22,715 5.3 19,562 4.6 429,396
NON U.S.   20,381 2.5 37,341 4.6   11,790 2.7 18,513 4.3  
  13 113,700 14.1 134,896 16.7   34,505 8.0 38,075 8.9  
CME EURO FX U.S.   2,905 3.3 1 0.0 87,346 3,283 3.0 2,172 2.0 110,192
NON U.S.   4,512 5.2 2,001 2.3   5,486 5.0 4,202 3.8  
  6 7,417 8.5 2,002 2.3   8,769 8.0 6,374 5.8  
CME 3-MONTH EURODOLLARS U.S. 7 754,118 4.6 318,302 1.9 16,447,126 827,353 3.0 460,384 1.7 27,739,872
NON U.S. 24 747,236 4.5 742,439 4.5   694,439 2.5 299,543 1.1  
  31 1,501,354 9.1 1,060,741 6.4   1,521,792 5.5 759,927 2.7  
CME E-MINI S&P 500 STOCK INDEX U.S.   8,293 0.5 4,341 0.3 1,567,170 7,895 0.3 23,900 0.9 2,602,637
NON U.S.   6,832 0.4 10,969 0.7   2,704 0.1 7,954 0.3  
  8 15,125 1.0 15,310 1.0   10,599 0.4 31,854 1.2