August Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 8/7/2018
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   300 0.1 1,950 0.7 277,750 570 0.3 700 0.3 204,229
NON U.S.   3,082 1.1 10,975 4.0   12,800 6.3 26,300 12.9  
  7 3,382 1.2 12,925 4.7   13,370 6.5 27,000 13.2  
CBT CORN U.S.   50 0.0 2,737 0.2 1,153,842 0 0.0 3,997 0.6 641,970
NON U.S.   4,879 0.4 8,050 0.7   4,065 0.6 23,191 3.6  
  8 4,929 0.4 10,787 0.9   4,065 0.6 27,188 4.2  
CBT SOYBEANS U.S.   967 0.2 6,619 1.4 470,555 17,859 5.9 1,441 0.5 301,142
NON U.S.   1,750 0.4 200 0.0   2,500 0.8 750 0.2  
  5 2,717 0.6 6,819 1.4   20,359 6.8 2,191 0.7  
CBT U.S. TREASURY BONDS U.S.   3,427 0.8 9,773 2.3 429,989 11,928 2.9 4,521 1.1 413,040
NON U.S.   2,447 0.6 4,972 1.2   2,930 0.7 3,525 0.9  
  9 5,874 1.4 14,745 3.4   14,858 3.6 8,046 1.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,650 9.4 1,125 4.0 28,080 775 4.7 0 0.0 16,395
NON U.S.   515 1.8 1,175 4.2   455 2.8 825 5.0  
  7 3,165 11.3 2,300 8.2   1,230 7.5 825 5.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   86,131 5.7 66,359 4.4 1,523,937 39,770 2.6 41,118 2.7 1,510,242
NON U.S.   31,560 2.1 46,292 3.0   20,792 1.4 13,820 0.9  
  9 117,691 7.7 112,651 7.4   60,562 4.0 54,938 3.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   61,138 6.8 78,450 8.7 905,519 46,449 5.5 42,621 5.0 848,352
NON U.S.   20,125 2.2 72,747 8.0   12,986 1.5 20,287 2.4  
  10 81,263 9.0 151,197 16.7   59,435 7.0 62,908 7.4  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 1,340 26.7 5,022 100 1.3 0 0.0 7,664
NON U.S.   160 3.2 800 15.9   0 0.0 100 1.3  
  5 160 3.2 2,140 42.6   100 1.3 100 1.3  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 33,805 1.8 70,346 3.8 1,844,689 62,455 4.4 47,771 3.4 1,406,876
NON U.S. 22 54,063 2.9 76,054 4.1   60,871 4.3 31,894 2.3  
  28 87,868 4.8 146,400 7.9   123,326 8.8 79,665 5.7  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 24,610 5.1 7,645 1.6 483,935 23,580 2.4 4,100 0.4 978,723
NON U.S. 8 5,400 1.1 20,200 4.2   21,600 2.2 9,000 0.9  
  12 30,010 6.2 27,845 5.8   45,180 4.6 13,100 1.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   77,526 16.5 60,924 13.0 470,148 113,523 22.0 85,335 16.5 515,912
NON U.S.   4,825 1.0 6,892 1.5   4,400 0.9 4,900 0.9  
  10 82,351 17.5 67,816 14.4   117,923 22.9 90,235 17.5  
NYME CRUDE OIL, LIGHT SWEET U.S.   111,408 6.5 167,630 9.7 1,723,535 149,338 10.8 101,581 7.3 1,384,953
NON U.S.   49,293 2.9 112,682 6.5   76,365 5.5 68,372 4.9  
  21 160,701 9.3 280,312 16.3   225,703 16.3 169,953 12.3  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   40,296 20.1 26,381 13.2 199,986 24,713 11.2 35,015 15.8 221,470
NON U.S.   7,893 3.9 84,129 42.1   76,142 34.4 25,461 11.5  
  11 48,189 24.1 110,510 55.3   100,855 45.5 60,476 27.3  
CMX SILVER U.S.   9,631 7.7 9,261 7.4 125,809 10,958 12.9 2,456 2.9 84,629
NON U.S.   5,771 4.6 4,117 3.3   5,739 6.8 4,001 4.7  
  10 15,402 12.2 13,378 10.6   16,697 19.7 6,457 7.6  
CMX GOLD U.S.   85,710 10.3 95,059 11.4 833,017 27,580 6.3 20,970 4.8 434,541
NON U.S.   24,310 2.9 30,552 3.7   15,202 3.5 20,234 4.7  
  16 110,020 13.2 125,611 15.1   42,782 9.8 41,204 9.5  
CME EURO FX U.S.   1,642 1.5 0 0.0 110,489 11,093 7.6 0 0.0 145,594
NON U.S.   3,592 3.3 2,436 2.2   10,612 7.3 1,415 1.0  
  6 5,234 4.7 2,436 2.2   21,705 14.9 1,415 1.0  
CME 3-MONTH EURODOLLARS U.S. 7 1,014,012 6.1 846,667 5.1 16,508,890 740,986 2.7 757,754 2.8 27,461,483
NON U.S. 18 648,799 3.9 643,726 3.9   559,479 2.0 254,713 0.9  
  25 1,662,811 10.1 1,490,393 9.0   1,300,465 4.7 1,012,467 3.7  
CME E-MINI S&P 500 STOCK INDEX U.S.   11,314 0.9 10,726 0.9 1,256,231 8,425 0.3 36,672 1.2 3,107,274
NON U.S.   2,817 0.2 3,782 0.3   8,810 0.3 28,409 0.9  
  13 14,131 1.1 14,508 1.2   17,235 0.6 65,081 2.1