July Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 7/3/2018
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 0.1 300 0.1 209,087 0 0.0 0 0.0 158,168
NON U.S.   650 0.3 10,525 5.0   7,350 4.6 19,200 12.1  
  6 950 0.5 10,825 5.2   7,350 4.6 19,200 12.1  
CBT CORN U.S.   0 0.0 2,627 0.2 1,207,604 0 0.0 1,807 0.3 630,126
NON U.S.   6,249 0.5 5,550 0.5   2,515 0.4 23,941 3.8  
  7 6,249 0.5 8,177 0.7   2,515 0.4 25,748 4.1  
CBT SOYBEANS U.S.   17 0.0 4,470 1.0 466,172 21,034 8.1 375 0.1 259,398
NON U.S.   1,575 0.3 225 0.0   0 0.0 750 0.3  
  5 1,592 0.3 4,695 1.0   21,034 8.1 1,125 0.4  
CBT U.S. TREASURY BONDS U.S.   7,444 1.8 8,040 1.9 412,751 9,660 2.6 12,673 3.4 368,619
NON U.S.   7,750 1.9 6,100 1.5   1,750 0.5 4,450 1.2  
  8 15,194 3.7 14,140 3.4   11,410 3.1 17,123 4.6  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,100 8.7 1,225 5.1 24,209 625 3.8 0 0.0 16,570
NON U.S.   490 2.0 440 1.8   480 2.9 690 4.2  
  6 2,590 10.7 1,665 6.9   1,105 6.7 690 4.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   91,431 6.0 73,078 4.8 1,511,366 43,800 3.0 41,358 2.9 1,443,714
NON U.S.   32,900 2.2 50,444 3.3   22,884 1.6 14,100 1.0  
  9 124,331 8.2 123,522 8.2   66,684 4.6 55,458 3.8  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   54,941 6.5 78,832 9.4 842,274 48,791 5.7 42,128 4.9 857,492
NON U.S.   20,793 2.5 76,191 9.0   12,636 1.5 21,064 2.5  
  9 75,734 9.0 155,023 18.4   61,427 7.2 63,192 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 7,464
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. 5 40,053 2.5 45,576 2.8 1,622,476 78,515 5.9 41,789 3.1 1,338,193
NON U.S. 22 47,754 2.9 66,000 4.1   52,228 3.9 37,967 2.8  
  27 87,807 5.4 111,576 6.9   130,743 9.8 79,756 6.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   17,370 2.8 9,814 1.6 623,756 13,432 1.3 3,455 0.3 1,023,789
NON U.S.   1,522 0.2 6,144 1.0   12,600 1.2 3,600 0.4  
  9 18,892 3.0 15,958 2.6   26,032 2.5 7,055 0.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   68,876 15.3 61,129 13.6 450,036 96,567 20.9 73,310 15.9 461,260
NON U.S.   4,675 1.0 6,060 1.3   3,850 0.8 4,350 0.9  
  10 73,551 16.3 67,189 14.9   100,417 21.8 77,660 16.8  
NYME CRUDE OIL, LIGHT SWEET U.S.   104,273 6.3 158,349 9.6 1,653,031 132,528 9.9 101,824 7.6 1,345,000
NON U.S.   45,205 2.7 115,764 7.0   76,838 5.7 64,402 4.8  
  22 149,478 9.0 274,113 16.6   209,366 15.6 166,226 12.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   41,887 19.4 28,156 13.1 215,539 26,445 11.1 37,356 15.6 239,297
NON U.S.   8,553 4.0 88,882 41.2   82,744 34.6 28,145 11.8  
  11 50,440 ## 117,038 54.3   109,189 45.6 65,501 27.4  
CMX SILVER U.S.   8,906 7.8 4,939 4.3 113,819 10,296 12.6 1,570 1.9 82,023
NON U.S.   6,089 5.3 4,079 3.6   5,244 6.4 3,987 4.9  
  10 14,995 13.2 9,018 7.9   15,540 18.9 5,557 6.8  
CMX GOLD U.S.   78,621 9.7 86,716 10.7 807,313 25,226 6.0 11,906 2.8 421,347
NON U.S.   24,258 3.0 34,069 4.2   15,223 3.6 22,023 5.2  
  16 102,879 12.7 120,785 15.0   40,449 9.6 33,929 8.1  
CME EURO FX U.S.   804 0.5 697 0.5 149,471 5,127 2.9 0 0.0 177,279
NON U.S.   4,391 2.9 6,774 4.5   14,499 8.2 4,871 2.7  
  6 5,195 3.5 7,471 5.0   19,626 11.1 4,871 2.7  
CME 3-MONTH EURODOLLARS U.S. 7 833,752 5.6 787,590 5.3 14,962,998 495,066 2.0 658,280 2.7 24,467,308
NON U.S. 18 482,015 3.2 300,553 2.0   558,433 2.3 241,623 1.0  
  25 1,315,767 8.8 1,088,143 7.3   1,053,499 4.3 899,903 3.7  
CME E-MINI S&P 500 STOCK INDEX U.S.   16,150 1.5 5,481 0.5 1,078,011 5,461 0.2 36,592 1.4 2,642,407
NON U.S.   2,978 0.3 3,736 0.3   6,042 0.2 27,201 1.0  
  12 19,128 1.8 9,217 0.9   11,503 0.4 63,793 2.4