March Bank Participation Report Options IN CONTRACTS-NOT DELTA ADJUSTED

                         
 

REPORT DATE: 3/6/2018

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

252,080

0

0.0

740

0.4

175,623

NON U.S.

 

1,265

0.5

2,300

0.9

 

183

0.1

9,750

5.6

 
 

5

1,465

0.6

2,540

1.0

 

183

0.1

10,490

6.0

 

CBT U.S. TREASURY BONDS

U.S.

4

15,591

4.1

3,670

1.0

381,381

6,062

1.5

1,824

0.5

397,950

NON U.S.

8

1,150

0.3

3,430

0.9

 

12,010

3.0

4,300

1.1

 
 

12

16,741

4.4

7,100

1.9

 

18,072

4.5

6,124

1.5

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

88,180

3.9

64,540

2.9

2,242,390

34,700

2.2

19,168

1.2

1,576,001

NON U.S.

 

21,800

1.0

62,388

2.8

 

26,848

1.7

7,340

0.5

 
 

9

109,980

4.9

126,928

5.7

 

61,548

3.9

26,508

1.7

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

50,730

5.3

76,530

8.0

960,725

48,557

7.2

33,545

5.0

670,245

NON U.S.

 

26,373

2.7

87,859

9.1

 

12,884

1.9

23,746

3.5

 
 

9

77,103

8.0

164,389

17.1

 

61,441

9.2

57,291

8.5

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

35,909

2.0

32,036

1.8

1,809,868

37,985

1.8

47,541

2.2

2,152,749

NON U.S.

21

44,972

2.5

57,393

3.2

 

118,627

5.5

53,623

2.5

 
 

27

80,881

4.5

89,429

4.9

 

156,612

7.3

101,164

4.7

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

 

13,293

2.0

4,878

0.7

681,596

19,743

1.8

3,378

0.3

1,099,361

NON U.S.

 

8,450

1.2

23,713

3.5

 

11,100

1.0

7,900

0.7

 
 

12

21,743

3.2

28,591

4.2

 

30,843

2.8

11,278

1.0

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

64,581

16.4

61,270

15.6

392,634

56,975

15.7

38,584

10.7

361,876

NON U.S.

 

3,750

1.0

7,110

1.8

 

3,600

1.0

3,425

0.9

 
 

11

68,331

17.4

68,380

17.4

 

60,575

16.7

42,009

11.6

 

IFED WTI CRUDE OIL 1ST LINE

U.S.

 

4,303

18.0

4,333

18.1

23,915

5,213

18.5

3,563

12.6

28,236

NON U.S.

 

1,100

4.6

3,812

15.9

 

3,312

11.7

820

2.9

 
 

6

5,403

22.6

8,145

34.1

 

8,525

30.2

4,383

15.5

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

89,236

5.4

121,371

7.4

1,646,802

106,227

8.3

87,984

6.9

1,273,750

NON U.S.

 

37,908

2.3

105,105

6.4

 

74,629

5.9

53,484

4.2

 
 

20

127,144

7.7

226,476

13.8

 

180,856

14.2

141,468

11.1

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

18,190

8.4

29,416

13.6

216,406

20,657

8.6

14,713

6.1

240,030

NON U.S.

 

6,918

3.2

74,762

34.5

 

78,300

32.6

25,464

10.6

 
 

10

25,108

11.6

104,178

48.1

 

98,957

41.2

40,177

16.7

 

CMX SILVER

U.S.

 

9,207

10.4

2,683

3.0

88,667

7,970

12.9

1,200

1.9

61,919

NON U.S.

 

3,365

3.8

3,983

4.5

 

2,955

4.8

4,428

7.2

 
 

11

12,572

14.2

6,666

7.5

 

10,925

17.6

5,628

9.1

 

CMX GOLD

U.S.

 

56,221

8.6

53,830

8.2

656,849

22,949

6.2

6,747

1.8

372,430

NON U.S.

 

20,815

3.2

29,609

4.5

 

11,268

3.0

15,163

4.1

 
 

14

77,036

11.7

83,439

12.7

 

34,217

9.2

21,910

5.9

 

CME EURO FX

U.S.

 

5,311

3.4

48

0.0

156,616

1,568

0.8

281

0.1

206,763

NON U.S.

 

20,932

13.4

6,426

4.1

 

23,633

11.4

9,551

4.6

 
 

7

26,243

16.8

6,474

4.1

 

25,201

12.2

9,832

4.8

 

CME 3-MONTH EURODOLLARS

U.S.

7

635,816

3.0

1,133,809

5.3

21,439,271

528,827

1.8

279,897

1.0

28,725,392

NON U.S.

23

602,158

2.8

332,153

1.5

 

495,921

1.7

346,960

1.2

 
 

30

1,237,974

5.8

1,465,962

6.8

 

1,024,748

3.6

626,857

2.2

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

10,507

0.7

1,241

0.1

1,443,171

7,067

0.2

4,500

0.1

3,579,320

NON U.S.

 

11,287

0.8

9,956

0.7

 

13,207

0.4

30,859

0.9

 
 

11

21,794

1.5

11,197

0.8

 

20,274

0.6

35,359

1.0