April Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 4/2/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,750 0.7 2,495 1.0 249,398 1,650 1.0 2,300 1.4 163,600
NON U.S.   10,825 4.3 25,849 10.4   1,800 1.1 15,945 9.7  
  7 12,575 5.0 28,344 11.4   3,450 2.1 18,245 11.2  
CBT CORN U.S.   1,805 0.2 8,470 1.1 795,364 2,344 0.5 1,090 0.2 481,210
NON U.S.   10,250 1.3 22,525 2.8   1,200 0.2 15,400 3.2  
  6 12,055 1.5 30,995 3.9   3,544 0.7 16,490 3.4  
CBT U.S. TREASURY BONDS U.S. 6 20,228 4.0 15,620 3.1 502,327 13,250 2.0 12,330 1.8 670,899
NON U.S. 5 17,161 3.4 1,000 0.2   350 0.1 8,208 1.2  
  11 37,389 7.4 16,620 3.3   13,600 2.0 20,538 3.1  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,750 15.8 3,600 9.9 36,504 0 0.0 350 2.4 14,885
NON U.S.   375 1.0 280 0.8   300 2.0 550 3.7  
  6 6,125 16.8 3,880 10.6   300 2.0 900 6.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   97,660 7.3 83,928 6.2 1,346,255 51,660 4.5 58,020 5.1 1,144,402
NON U.S.   23,340 1.7 37,020 2.7   11,800 1.0 13,280 1.2  
  8 121,000 9.0 120,948 9.0   63,460 5.5 71,300 6.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   66,967 8.8 99,785 13.2 757,797 56,601 8.4 37,424 5.5 677,653
NON U.S.   21,751 2.9 59,713 7.9   16,117 2.4 25,755 3.8  
  11 88,718 11.7 159,498 21.0   72,718 10.7 63,179 9.3  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 24.3 360 4.8 7,482 360 9.2 360 9.2 3,922
NON U.S.   491 6.6 4,170 55.7   1,197 30.5 590 15.0  
  6 2,312 30.9 4,530 60.5   1,557 39.7 950 24.2  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,020 28.1 1,600 22.3 7,184 0 0.0 200 6.9 2,900
NON U.S.   200 2.8 720 10.0   600 20.7 0 0.0  
  6 2,220 30.9 2,320 32.3   600 20.7 200 6.9  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 76,284 3.8 54,628 2.7 2,023,658 54,656 3.0 98,197 5.3 1,841,348
NON U.S. 16 34,049 1.7 28,890 1.4   111,590 6.1 81,806 4.4  
  22 110,333 5.5 83,518 4.1   166,246 9.0 180,003 9.8  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 57,585 6.7 28,164 3.3 857,438 47,428 2.8 26,350 1.6 1,679,136
NON U.S. 4 33,613 3.9 24,354 2.8   12,967 0.8 7,654 0.5  
  9 91,198 10.6 52,518 6.1   60,395 3.6 34,004 2.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   71,900 17.2 62,775 15.0 418,102 64,627 17.4 45,837 12.3 371,789
NON U.S.   3,075 0.7 5,910 1.4   8,150 2.2 7,650 2.1  
  10 74,975 17.9 68,685 16.4   72,777 19.6 53,487 14.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   89,944 6.3 111,652 7.8 1,426,501 115,624 9.7 68,010 5.7 1,187,281
NON U.S.   62,134 4.4 103,571 7.3   68,448 5.8 46,275 3.9  
  20 152,078 10.7 215,223 15.1   184,072 15.5 114,285 9.6  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   31,936 19.6 23,832 14.7 162,641 26,636 13.7 33,430 17.2 193,891
NON U.S.   6,021 3.7 58,798 36.2   46,503 24.0 16,471 8.5  
  10 37,957 23.3 82,630 50.8   73,139 37.7 49,901 25.7  
CMX SILVER U.S.   10,906 7.7 10,748 7.6 140,950 10,200 11.0 2,964 3.2 92,913
NON U.S.   6,113 4.3 8,643 6.1   5,160 5.6 4,852 5.2  
  7 17,019 12.1 19,391 13.8   15,360 16.5 7,816 8.4  
CMX GOLD U.S.   107,870 12.6 105,254 12.2 859,409 19,242 4.5 16,460 3.8 432,133
NON U.S.   22,505 2.6 39,183 4.6   13,522 3.1 22,615 5.2  
  13 130,375 15.2 144,437 16.8   32,764 7.6 39,075 9.0  
CME EURO FX U.S.   2,926 2.3 437 0.3 128,588 5,605 4.2 784 0.6 134,101
NON U.S.   2,764 2.1 4,551 3.5   4,892 3.6 2,241 1.7  
  6 5,690 4.4 4,988 3.9   10,497 7.8 3,025 2.3  
CME 3-MONTH EURODOLLARS U.S. 7 1,166,050 4.9 697,495 2.9 23,775,050 1,015,837 3.5 861,655 3.0 29,202,076
NON U.S. 21 683,342 2.9 483,412 2.0   824,383 2.8 402,413 1.4  
  28 1,849,392 7.8 1,180,907 5.0   1,840,220 6.3 1,264,068 4.3  
CME E-MINI S&P 500 STOCK INDEX U.S.   8,469 0.7 2,886 0.2 1,170,714 8,300 0.3 17,104 0.7 2,441,115
NON U.S.   3,795 0.3 19,792 1.7   8,335 0.3 11,869 0.5  
  9 12,264 1.0 22,678 1.9   16,635 0.7 28,973 1.2