February Bank Participation Report Options IN CONTRACTS-NOT DELTA ADJUSTED

                         
 

REPORT DATE: 2/6/2018

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT WHEAT-SRW

U.S.

 

4,050

1.6

1,265

0.5

253,729

1,700

0.9

2,065

1.1

181,052

NON U.S.

 

2,127

0.8

1,900

0.7

 

750

0.4

10,048

5.5

 
 

6

6,177

2.4

3,165

1.2

 

2,450

1.4

12,113

6.7

 

CBT CORN

U.S.

 

125

0.0

5,952

0.7

797,708

375

0.1

7,129

1.3

534,742

NON U.S.

 

100

0.0

850

0.1

 

0

0.0

12,975

2.4

 
 

5

225

0.0

6,802

0.9

 

375

0.1

20,104

3.8

 

CBT U.S. TREASURY BONDS

U.S.

 

7,103

1.4

5,169

1.0

502,661

1,503

0.3

2,953

0.6

461,495

NON U.S.

 

1,675

0.3

4,954

1.0

 

10,350

2.2

13,514

2.9

 
 

13

8,778

1.7

10,123

2.0

 

11,853

2.6

16,467

3.6

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

94,240

3.4

77,020

2.8

2,747,854

47,700

2.5

21,168

1.1

1,873,899

NON U.S.

 

21,040

0.8

68,788

2.5

 

28,908

1.5

7,920

0.4

 
 

9

115,280

4.2

145,808

5.3

 

76,608

4.1

29,088

1.6

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

68,847

5.2

89,792

6.8

1,326,874

46,272

5.4

31,700

3.7

855,787

NON U.S.

 

27,002

2.0

91,326

6.9

 

14,991

1.8

20,977

2.5

 
 

9

95,849

7.2

181,118

13.6

 

61,263

7.2

52,677

6.2

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

4

46,265

2.3

31,332

1.6

1,984,679

49,437

2.4

44,258

2.2

2,046,776

NON U.S.

21

76,435

3.9

63,055

3.2

 

127,814

6.2

61,011

3.0

 
 

25

122,700

6.2

94,387

4.8

 

177,251

8.7

105,269

5.1

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

11,943

1.8

10,505

1.6

672,713

8,595

0.8

6,568

0.6

1,022,949

NON U.S.

10

11,500

1.7

11,689

1.7

 

15,277

1.5

17,651

1.7

 
 

15

23,443

3.5

22,194

3.3

 

23,872

2.3

24,219

2.4

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

58,112

15.0

61,119

15.7

388,410

54,991

15.1

37,100

10.2

364,833

NON U.S.

 

4,300

1.1

7,360

1.9

 

6,550

1.8

4,375

1.2

 
 

10

62,412

16.1

68,479

17.6

 

61,541

16.9

41,475

11.4

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

4,697

18.9

4,487

18.0

24,865

5,407

18.7

3,832

13.2

28,956

NON U.S.

 

1,210

4.9

5,843

23.5

 

4,988

17.2

920

3.2

 
 

7

5,907

23.8

10,330

41.5

 

10,395

35.9

4,752

16.4

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

89,730

5.5

126,822

7.8

1,621,919

118,451

8.0

85,901

5.8

1,485,508

NON U.S.

 

35,665

2.2

99,054

6.1

 

86,515

5.8

56,247

3.8

 
 

23

125,395

7.7

225,876

13.9

 

204,966

13.8

142,148

9.6

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

16,650

7.8

19,966

9.4

213,428

20,872

8.3

12,923

5.2

250,383

NON U.S.

 

6,858

3.2

78,833

36.9

 

81,525

32.6

26,334

10.5

 
 

10

23,508

11.0

98,799

46.3

 

102,397

40.9

39,257

15.7

 

CMX SILVER

U.S.

 

9,197

10.1

4,010

4.4

90,974

8,429

12.7

987

1.5

66,629

NON U.S.

 

3,145

3.5

4,166

4.6

 

3,400

5.1

3,270

4.9

 
 

10

12,342

13.6

8,176

9.0

 

11,829

17.8

4,257

6.4

 

CMX GOLD

U.S.

 

54,184

8.3

49,695

7.6

653,410

20,646

5.6

5,108

1.4

368,754

NON U.S.

 

19,928

3.0

26,813

4.1

 

13,926

3.8

15,625

4.2

 
 

14

74,112

11.3

76,508

11.7

 

34,572

9.4

20,733

5.6

 

CME EURO FX

U.S.

 

2,861

1.6

622

0.3

177,895

3,189

1.4

284

0.1

228,046

NON U.S.

 

21,937

12.3

4,167

2.3

 

21,113

9.3

7,843

3.4

 
 

7

24,798

13.9

4,789

2.7

 

24,302

10.7

8,127

3.6

 

CME 3-MONTH EURODOLLARS

U.S.

7

494,492

2.7

547,786

3.0

18,080,300

472,527

1.8

309,948

1.1

26,970,489

NON U.S.

19

560,218

3.1

296,545

1.6

 

408,902

1.5

341,627

1.3

 
 

26

1,054,710

5.8

844,331

4.7

 

881,429

3.3

651,575

2.4

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

8,763

0.5

0

0.0

1,787,418

4,792

0.1

4,260

0.1

4,748,329

NON U.S.

 

10,505

0.6

10,328

0.6

 

18,627

0.4

40,966

0.9

 
 

15

19,268

1.1

10,328

0.6

 

23,419

0.5

45,226

1.0