May Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 5/7/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   2,500 1.1 1,050 0.5 219,624 1,500 1.1 0 0.0 142,268
NON U.S.   8,175 3.7 26,909 12.3   2,900 2.0 17,045 12.0  
  7 10,675 4.9 27,959 12.7   4,400 3.1 17,045 12.0  
CBT CORN U.S.   3,373 0.4 5,613 0.7 826,723 18,929 3.8 4,791 1.0 496,606
NON U.S.   7,800 0.9 24,375 2.9   1,500 0.3 15,400 3.1  
  6 11,173 1.4 29,988 3.6   20,429 4.1 20,191 4.1  
CBT SOYBEANS U.S.   1,450 0.5 500 0.2 269,557 2,300 0.7 500 0.2 314,705
NON U.S.   2,875 1.1 1,500 0.6   9,650 3.1 2,850 0.9  
  5 4,325 1.6 2,000 0.7   11,950 3.8 3,350 1.1  
CBT U.S. TREASURY BONDS U.S. 6 26,552 4.9 17,490 3.2 541,846 15,194 2.0 14,028 1.8 762,309
NON U.S. 7 11,194 2.1 4,715 0.9   2,509 0.3 1,715 0.2  
  13 37,746 7.0 22,205 4.1   17,703 2.3 15,743 2.1  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,700 14.4 3,475 8.8 39,581 0 0.0 350 2.2 16,032
NON U.S.   475 1.2 405 1.0   350 2.2 600 3.7  
  6 6,175 15.6 3,880 9.8   350 2.2 950 5.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   116,415 7.4 99,930 6.3 1,578,970 52,402 4.4 70,318 5.9 1,193,453
NON U.S.   23,840 1.5 37,360 2.4   11,240 0.9 12,320 1.0  
  8 140,255 8.9 137,290 8.7   63,642 5.3 82,638 6.9  
NYME NATURAL GAS U.S.   2,804 6.8 2,062 5.0 41,052 0 0.0 1,802 5.5 32,572
NON U.S.   0 0.0 60 0.1   0 0.0 825 2.5  
  5 2,804 6.8 2,122 5.2   0 0.0 2,627 8.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   65,097 7.9 103,122 12.6 819,912 68,217 9.3 42,713 5.8 734,843
NON U.S.   25,076 3.1 62,011 7.6   15,421 2.1 25,225 3.4  
  10 90,173 11.0 165,133 20.1   83,638 11.4 67,938 9.2  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 24.5 360 4.8 7,427 360 9.0 360 9.0 3,996
NON U.S.   491 6.6 4,129 55.6   1,297 32.5 628 15.7  
  6 2,312 31.1 4,489 60.4   1,657 41.5 988 24.7  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,420 31.9 2,000 26.4 7,584 0 0.0 200 6.5 3,100
NON U.S.   200 2.6 720 9.5   600 19.4 0 0.0  
  6 2,620 34.5 2,720 35.9   600 19.4 200 6.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 73,874 4.0 44,651 2.4 1,864,166 69,599 3.5 73,726 3.7 1,977,247
NON U.S. 14 81,129 4.4 125,240 6.7   211,123 10.7 57,684 2.9  
  20 155,003 8.3 169,891 9.1   280,722 14.2 131,410 6.6  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 57,655 7.8 71,807 9.8 735,326 25,648 1.7 32,787 2.1 1,546,846
NON U.S. 7 11,333 1.5 5,654 0.8   8,828 0.6 3,950 0.3  
  11 68,988 9.4 77,461 10.5   34,476 2.2 36,737 2.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   70,400 15.8 70,000 15.7 445,626 66,775 16.7 50,587 12.6 400,757
NON U.S.   3,075 0.7 5,910 1.3   8,850 2.2 7,600 1.9  
  10 73,475 16.5 75,910 17.0   75,625 18.9 58,187 14.5  
NYME CRUDE OIL, LIGHT SWEET U.S.   84,912 5.5 120,413 7.8 1,536,861 116,209 8.5 66,865 4.9 1,371,826
NON U.S.   60,422 3.9 113,395 7.4   81,563 5.9 54,957 4.0  
  21 145,334 9.5 233,808 15.2   197,772 14.4 121,822 8.9  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   29,761 17.3 23,984 14.0 171,812 28,631 13.2 34,433 15.9 217,189
NON U.S.   5,546 3.2 66,091 38.5   53,126 24.5 18,652 8.6  
  11 35,307 20.5 90,075 52.4   81,757 37.6 53,085 24.4  
CMX SILVER U.S.   11,009 8.0 9,737 7.1 136,945 10,204 10.8 3,155 3.3 94,681
NON U.S.   5,896 4.3 8,888 6.5   5,004 5.3 4,707 5.0  
  8 16,905 12.3 18,625 13.6   15,208 16.1 7,862 8.3  
CMX GOLD U.S.   105,796 11.6 98,502 10.8 910,330 20,933 4.6 14,579 3.2 454,504
NON U.S.   22,296 2.4 41,444 4.6   15,098 3.3 23,439 5.2  
  14 128,092 14.1 139,946 15.4   36,031 7.9 38,018 8.4  
CME EURO FX U.S.   2,521 2.3 37 0.0 109,965 2,451 1.9 488 0.4 130,026
NON U.S.   4,832 4.4 2,285 2.1   7,871 6.1 2,500 1.9  
  6 7,353 6.7 2,322 2.1   10,322 7.9 2,988 2.3  
CME 3-MONTH EURODOLLARS U.S. 7 1,156,114 4.4 717,490 2.7 26,418,457 927,934 3.0 947,962 3.1 30,828,521
NON U.S. 21 817,108 3.1 573,784 2.2   860,652 2.8 405,663 1.3  
  28 1,973,222 7.5 1,291,274 4.9   1,788,586 5.8 1,353,625 4.4  
CME E-MINI S&P 500 STOCK INDEX U.S.   12,867 0.9 3,428 0.3 1,368,398 8,356 0.3 25,946 0.8 3,237,431
NON U.S.   2,660 0.2 19,634 1.4   14,281 0.4 26,397 0.8  
  10 15,527 1.1 23,062 1.7   22,637 0.7 52,343 1.6