August Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 8/6/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   600 0.3 2,917 1.2 237,237 2,517 1.5 1,250 0.7 172,368
NON U.S.   8,150 3.4 31,334 13.2   3,550 2.1 17,539 10.2  
  6 8,750 3.7 34,251 14.4   6,067 3.5 18,789 10.9  
CBT CORN U.S.   5,773 0.5 10,596 1.0 1,060,365 28,438 4.0 6,834 1.0 713,564
NON U.S.   5,438 0.5 38,925 3.7   1,300 0.2 11,800 1.7  
  6 11,211 1.1 49,521 4.7   29,738 4.2 18,634 2.6  
CBT U.S. TREASURY BONDS U.S. 5 20,429 4.7 9,036 2.1 434,331 5,252 0.9 12,201 2.1 576,374
NON U.S. 8 2,320 0.5 24,500 5.6   31,240 5.4 36,362 6.3  
  13 22,749 5.2 33,536 7.7   36,492 6.3 48,563 8.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   6,190 15.1 4,565 11.1 41,073 925 6.5 400 2.8 14,295
NON U.S.   1,703 4.1 955 2.3   100 0.7 475 3.3  
  6 7,893 19.2 5,520 13.4   1,025 7.2 875 6.1  
IFED NATURAL GAS PENULTIMATE ICE U.S.   134,280 9.1 102,890 6.9 1,481,749 49,572 3.9 87,232 6.8 1,285,193
NON U.S.   25,220 1.7 35,100 2.4   11,280 0.9 12,720 1.0  
  8 159,500 10.8 137,990 9.3   60,852 4.7 99,952 7.8  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   67,737 7.0 93,469 9.7 961,677 71,144 8.7 59,304 7.3 815,638
NON U.S.   25,357 2.6 54,311 5.6   15,836 1.9 28,873 3.5  
  10 93,094 9.7 147,780 15.4   86,980 10.7 88,177 10.8  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 26.3 360 5.2 6,929 360 12.3 360 12.3 2,929
NON U.S.   754 10.9 3,854 55.6   1,197 40.9 576 19.7  
  6 2,575 37.2 4,214 60.8   1,557 53.2 936 32.0  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,420 21.1 2,800 24.4 11,464 0 0.0 200 4.0 5,000
NON U.S.   600 5.2 1,020 8.9   600 12.0 0 0.0  
  7 3,020 26.3 3,820 33.3   600 12.0 200 4.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 71,869 4.3 65,447 4.0 1,653,229 69,359 2.6 121,635 4.5 2,717,970
NON U.S. 18 50,242 3.0 66,164 4.0   109,129 4.0 169,986 6.3  
  25 122,111 7.4 131,611 8.0   178,488 6.6 291,621 10.7  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 33,310 5.2 3,800 0.6 642,793 16,810 1.0 29,312 1.8 1,616,439
NON U.S. 9 34,250 5.3 48,467 7.5   119,600 7.4 84,937 5.3  
  13 67,560 10.5 52,267 8.1   136,410 8.4 114,249 7.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   67,375 15.2 84,275 19.0 443,101 49,200 15.0 45,362 13.8 328,547
NON U.S.   2,650 0.6 5,085 1.1   6,700 2.0 5,800 1.8  
  11 70,025 15.8 89,360 20.2   55,900 17.0 51,162 15.6  
NYME CRUDE OIL, LIGHT SWEET U.S.   95,714 7.1 121,329 9.0 1,352,012 82,798 7.6 63,293 5.8 1,089,328
NON U.S.   57,507 4.3 105,164 7.8   71,814 6.6 47,663 4.4  
  20 153,221 11.3 226,493 16.8   154,612 14.2 110,956 10.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   21,324 13.6 20,185 12.9 156,906 27,031 12.7 30,256 14.2 213,553
NON U.S.   7,439 4.7 56,448 36.0   44,687 20.9 18,785 8.8  
  10 28,763 18.3 76,633 48.8   71,718 33.6 49,041 23.0  
CMX SILVER U.S.   9,081 6.1 10,178 6.9 147,933 4,375 5.8 5,205 6.9 75,648
NON U.S.   6,991 4.7 12,941 8.7   3,912 5.2 5,729 7.6  
  8 16,072 10.9 23,119 15.6   8,287 11.0 10,934 14.5  
CMX GOLD U.S.   153,686 13.1 142,701 12.2 1,171,249 28,124 5.4 38,432 7.4 518,737
NON U.S.   41,863 3.6 70,687 6.0   28,359 5.5 26,054 5.0  
  18 195,549 16.7 213,388 18.2   56,483 10.9 64,486 12.4  
CME EURO FX U.S.   1,689 1.2 0 0.0 144,093 449 0.3 2 0.0 152,671
NON U.S.   10,016 7.0 3,687 2.6   5,870 3.8 8,648 5.7  
  6 11,705 8.1 3,687 2.6   6,319 4.1 8,650 5.7  
CME 3-MONTH EURODOLLARS U.S. 7 1,387,680 4.6 859,900 2.8 30,494,355 1,062,090 3.3 1,206,180 3.7 32,473,140
NON U.S. 22 919,361 3.0 520,258 1.7   960,659 3.0 604,011 1.9  
  29 2,307,041 7.6 1,380,158 4.5   2,022,749 6.2 1,810,191 5.6  
CME E-MINI S&P 500 STOCK INDEX U.S.   9,795 0.8 646 0.1 1,250,878 3,159 0.1 2,576 0.1 3,340,702
NON U.S.   6,798 0.5 25,137 2.0   12,735 0.4 41,006 1.2  
  11 16,593 1.3 25,783 2.1   15,894 0.5 43,582 1.3