October Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 10/2/2018
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,520 0.6 1,550 0.6 275,233 1,760 1.0 1,100 0.6 170,638
NON U.S.   4,750 1.7 13,575 4.9   3,000 1.8 26,950 15.8  
  7 6,270 2.3 15,125 5.5   4,760 2.8 28,050 16.4  
CBT CORN U.S.   1,800 0.2 2,388 0.3 911,334 0 0.0 2,603 0.5 538,691
NON U.S.   1,425 0.2 10,450 1.1   300 0.1 22,227 4.1  
  5 3,225 0.4 12,838 1.4   300 0.1 24,830 4.6  
CBT SOYBEANS U.S.   15,111 3.4 15,517 3.5 441,978 14,338 4.9 8,640 3.0 292,456
NON U.S.   2,250 0.5 0 0.0   2,500 0.9 750 0.3  
  5 17,361 3.9 15,517 3.5   16,838 5.8 9,390 3.2  
CBT U.S. TREASURY BONDS U.S. 4 9,415 2.0 5,384 1.2 465,601 4,863 0.9 2,344 0.5 513,515
NON U.S. 7 8,750 1.9 5,100 1.1   2,550 0.5 1,900 0.4  
  11 18,165 3.9 10,484 2.3   7,413 1.4 4,244 0.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   3,075 13.2 875 3.8 23,269 475 3.1 0 0.0 15,215
NON U.S.   460 2.0 870 3.7   255 1.7 500 3.3  
  7 3,535 15.2 1,745 7.5   730 4.8 500 3.3  
IFED NATURAL GAS PENULTIMATE ICE U.S.   78,605 5.2 57,115 3.8 1,501,033 34,020 2.3 41,208 2.8 1,496,556
NON U.S.   31,868 2.1 38,840 2.6   14,720 1.0 14,220 1.0  
  8 110,473 7.4 95,955 6.4   48,740 3.3 55,428 3.7  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   67,025 6.7 79,597 8.0 996,051 54,638 5.4 54,978 5.4 1,009,498
NON U.S.   19,747 2.0 68,872 6.9   11,116 1.1 19,934 2.0  
  9 86,772 8.7 148,469 14.9   65,754 6.5 74,912 7.4  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   200 3.8 1,340 25.2 5,322 100 1.3 400 5.3 7,500
NON U.S.   160 3.0 800 15.0   0 0.0 100 1.3  
  5 360 6.8 2,140 40.2   100 1.3 500 6.7  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 85,969 5.5 124,343 7.9 1,571,972 63,336 4.2 44,000 2.9 1,515,536
NON U.S. 21 44,704 2.8 46,451 3.0   73,785 4.9 58,765 3.9  
  26 130,673 8.3 170,794 10.9   137,121 9.0 102,765 6.8  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 35,252 7.0 23,003 4.6 503,781 15,846 1.5 21,615 2.1 1,046,594
NON U.S. 7 600 0.1 11,650 2.3   10,068 1.0 6,829 0.7  
  11 35,852 7.1 34,653 6.9   25,914 2.5 28,444 2.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   70,700 16.0 57,062 12.9 442,840 103,482 21.4 76,635 15.9 482,717
NON U.S.   3,675 0.8 6,493 1.5   4,500 0.9 4,000 0.8  
  10 74,375 16.8 63,555 14.4   107,982 22.4 80,635 16.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   101,336 6.1 158,553 9.6 1,657,085 138,923 9.8 85,448 6.0 1,419,862
NON U.S.   49,401 3.0 119,628 7.2   83,723 5.9 61,750 4.3  
  21 150,737 9.1 278,181 16.8   222,646 15.7 147,198 10.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   40,562 22.1 24,016 13.1 183,634 23,641 11.6 34,578 16.9 204,674
NON U.S.   7,423 4.0 80,020 43.6   67,540 33.0 20,237 9.9  
  11 47,985 26.1 104,036 56.7   91,181 44.5 54,815 26.8  
CMX SILVER U.S.   11,203 7.8 8,950 6.3 143,102 10,899 12.2 3,236 3.6 89,617
NON U.S.   8,214 5.7 7,449 5.2   5,818 6.5 4,190 4.7  
  12 19,417 13.6 16,399 11.5   16,717 18.7 7,426 8.3  
CMX GOLD U.S.   104,325 11.8 118,991 13.5 883,218 31,865 7.4 20,348 4.7 428,995
NON U.S.   23,185 2.6 37,899 4.3   14,836 3.5 19,560 4.6  
  17 127,510 14.4 156,890 17.8   46,701 10.9 39,908 9.3  
CME EURO FX U.S.   2,830 2.2 709 0.5 131,021 13,001 7.9 0 0.0 164,466
NON U.S.   4,455 3.4 7,583 5.8   10,972 6.7 2,810 1.7  
  7 7,285 5.6 8,292 6.3   23,973 14.6 2,810 1.7  
CME 3-MONTH EURODOLLARS U.S. 7 606,212 4.0 351,431 2.3 15,000,692 761,347 2.7 572,601 2.0 28,454,978
NON U.S. 22 670,225 4.5 674,554 4.5   599,953 2.1 255,248 0.9  
  29 1,276,437 8.5 1,025,985 6.8   1,361,300 4.8 827,849 2.9  
CME E-MINI S&P 500 STOCK INDEX U.S.   15,018 1.1 5,611 0.4 1,429,135 3,402 0.1 42,198 1.5 2,807,438
NON U.S.   2,186 0.2 5,148 0.4   10,075 0.4 24,707 0.9  
  12 17,204 1.2 10,759 0.8   13,477 0.5 66,905 2.4