January Bank Participation Report Options IN CONTRACTS-NOT DELTA ADJUSTED

REPORT DATE: 1/2/2018

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT WHEAT-SRW

U.S.

0

0.0

340

0.2

171,607

0

0.0

590

0.4

143,031

NON U.S.

877

0.5

1,000

0.6

0

0.0

9,000

6.3

5

877

0.5

1,340

0.8

0

0.0

9,590

6.7

CBT U.S. TREASURY BONDS

U.S.

4

4,727

1.8

1,579

0.6

258,269

6,503

1.7

5,579

1.5

373,668

NON U.S.

6

2,125

0.8

3,724

1.4

2,050

0.5

3,264

0.9

10

6,852

2.7

5,303

2.1

8,553

2.3

8,843

2.4

IFED NATURAL GAS PENULTIMATE ICE

U.S.

94,100

3.4

78,600

2.9

2,735,030

50,800

2.9

23,568

1.3

1,750,777

NON U.S.

24,500

0.9

70,528

2.6

29,708

1.7

8,840

0.5

9

118,600

4.3

149,128

5.5

80,508

4.6

32,408

1.9

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

78,072

5.3

97,092

6.6

1,464,086

45,890

6.0

31,767

4.2

761,368

NON U.S.

27,247

1.9

89,255

6.1

17,468

2.3

20,253

2.7

9

105,319

7.2

186,347

12.7

63,358

8.3

52,020

6.8

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

19,150

1.9

24,842

2.4

1,021,629

77,756

5.5

30,543

2.2

1,418,999

NON U.S.

42,855

4.2

29,751

2.9

38,980

2.7

41,625

2.9

16

62,005

6.1

54,593

5.3

116,736

8.2

72,168

5.1

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

15,872

4.1

19,510

5.0

389,222

4,424

0.7

16,010

2.6

616,121

NON U.S.

6

5,455

1.4

11,196

2.9

750

0.1

3,866

0.6

11

21,327

5.5

30,706

7.9

5,174

0.8

19,876

3.2

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

48,975

15.1

60,050

18.5

323,733

59,261

20.3

36,695

12.6

291,949

NON U.S.

4,200

1.3

7,260

2.2

6,000

2.1

4,225

1.4

10

53,175

16.4

67,310

20.8

65,261

22.4

40,920

14.0

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

5,091

19.5

4,941

19.0

26,043

5,901

23.8

4,101

16.6

24,744

NON U.S.

1,320

5.1

5,622

21.6

4,182

16.9

1,020

4.1

7

6,411

24.6

10,563

40.6

10,083

40.7

5,121

20.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

79,695

5.7

108,886

7.8

1,394,394

108,385

9.5

60,040

5.2

1,145,911

NON U.S.

33,801

2.4

92,819

6.7

73,580

6.4

56,532

4.9

20

113,496

8.1

201,705

14.5

181,965

15.9

116,572

10.2

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

15,350

7.5

18,016

8.8

203,981

18,822

7.9

11,808

5.0

237,858

NON U.S.

6,618

3.2

74,444

36.5

74,460

31.3

26,824

11.3

10

21,968

10.8

92,460

45.3

93,282

39.2

38,632

16.2

CMX SILVER

U.S.

5,154

7.6

2,006

2.9

68,092

4,324

8.3

987

1.9

51,941

NON U.S.

1,595

2.3

2,439

3.6

2,263

4.4

2,613

5.0

10

6,749

9.9

4,445

6.5

6,587

12.7

3,600

6.9

CMX GOLD

U.S.

47,685

8.6

42,763

7.7

556,622

16,715

5.7

5,427

1.9

291,172

NON U.S.

18,364

3.3

17,734

3.2

8,156

2.8

15,728

5.4

14

66,049

11.9

60,497

10.9

24,871

8.5

21,155

7.3

CME EURO FX

U.S.

2,814

1.8

34

0.0

156,685

3,766

2.4

264

0.2

155,971

NON U.S.

19,156

12.2

1,847

1.2

10,511

6.7

4,026

2.6

6

21,970

14.0

1,881

1.2

14,277

9.2

4,290

2.8

CME 3-MONTH EURODOLLARS

U.S.

6

330,930

2.3

354,775

2.4

14,644,055

394,730

1.9

227,804

1.1

21,276,075

NON U.S.

20

499,998

3.4

235,295

1.6

339,252

1.6

325,865

1.5