July Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 7/2/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   517 0.3 1,000 0.5 203,103 2,017 1.2 1,250 0.8 162,430
NON U.S.   4,600 2.3 27,184 13.4   150 0.1 14,540 9.0  
  6 5,117 2.5 28,184 13.9   2,167 1.3 15,790 9.7  
CBT CORN U.S.   3,661 0.3 11,636 1.1 1,088,058 28,138 4.0 4,656 0.7 709,043
NON U.S.   4,608 0.4 38,525 3.5   1,400 0.2 10,800 1.5  
  5 8,269 0.8 50,161 4.6   29,538 4.2 15,456 2.2  
CBT U.S. TREASURY BONDS U.S.   20,492 6.0 5,355 1.6 340,621 2,421 0.4 2,550 0.5 541,481
NON U.S.   900 0.3 13,400 3.9   5,450 1.0 6,250 1.2  
  7 21,392 6.3 18,755 5.5   7,871 1.5 8,800 1.6  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,765 14.3 4,690 11.6 40,334 825 6.0 350 2.6 13,715
NON U.S.   777 1.9 955 2.4   50 0.4 475 3.5  
  6 6,542 16.2 5,645 14.0   875 6.4 825 6.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   118,405 7.7 97,430 6.4 1,529,197 47,532 3.7 78,114 6.1 1,277,511
NON U.S.   23,940 1.6 34,460 2.3   10,160 0.8 11,520 0.9  
  8 142,345 9.3 131,890 8.6   57,692 4.5 89,634 7.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   72,519 7.8 97,384 10.4 933,009 64,692 8.4 52,587 6.8 772,366
NON U.S.   21,876 2.3 52,133 5.6   12,070 1.6 24,948 3.2  
  9 94,395 10.1 149,517 16.0   76,762 9.9 77,535 10.0  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 26.6 360 5.3 6,835 360 12.0 360 12.0 3,005
NON U.S.   617 9.0 3,835 56.1   1,197 39.8 501 16.7  
  6 2,438 ## 4,195 61.4   1,557 51.8 861 28.7  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,420 29.5 2,400 29.3 8,204 0 0.0 200 5.7 3,500
NON U.S.   200 2.4 720 8.8   600 17.1 0 0.0  
  6 2,620 31.9 3,120 38.0   600 17.1 200 5.7  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 68,395 3.9 59,686 3.4 1,734,807 61,822 2.4 106,364 4.1 2,605,861
NON U.S. 17 73,323 4.2 102,542 5.9   62,957 2.4 78,334 3.0  
  23 141,718 8.2 162,228 9.4   124,779 4.8 184,698 7.1  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 66,551 9.4 25,346 3.6 711,012 78,551 4.7 57,337 3.4 1,681,751
NON U.S. 7 13,950 2.0 19,575 2.8   80,600 4.8 161,525 9.6  
  12 80,501 11.3 44,921 6.3   159,151 9.5 218,862 13.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   62,725 15.0 74,425 17.9 416,880 44,875 14.2 43,112 13.6 315,864
NON U.S.   2,200 0.5 4,710 1.1   6,600 2.1 5,700 1.8  
  10 64,925 15.6 79,135 19.0   51,475 16.3 48,812 15.5  
NYME CRUDE OIL, LIGHT SWEET U.S.   95,308 7.1 114,429 8.5 1,346,290 85,245 7.7 67,347 6.1 1,108,824
NON U.S.   53,853 4.0 99,537 7.4   68,972 6.2 47,742 4.3  
  20 149,161 11.1 213,966 15.9   154,217 13.9 115,089 10.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   23,620 14.3 20,268 12.3 165,416 27,141 12.5 31,271 14.5 216,334
NON U.S.   6,019 3.6 64,278 38.9   50,139 23.2 21,349 9.9  
  11 29,639 17.9 84,546 51.1   77,280 35.7 52,620 24.3  
CMX SILVER U.S.   7,137 5.9 5,400 4.5 120,618 4,157 6.4 2,560 4.0 64,685
NON U.S.   3,371 2.8 8,322 6.9   2,152 3.3 4,737 7.3  
  9 10,508 8.7 13,722 11.4   6,309 9.8 7,297 11.3  
CMX GOLD U.S.   114,189 10.4 104,219 9.5 1,098,081 27,549 5.6 26,965 5.4 494,965
NON U.S.   28,854 2.6 59,358 5.4   26,579 5.4 22,414 4.5  
  18 143,043 13.0 163,577 14.9   54,128 10.9 49,379 10.0  
CME EURO FX U.S.   3,484 2.6 47 0.0 132,948 711 0.6 488 0.4 120,444
NON U.S.   6,047 4.5 2,665 2.0   2,265 1.9 5,333 4.4  
  6 9,531 7.2 2,712 2.0   2,976 2.5 5,821 4.8  
CME 3-MONTH EURODOLLARS U.S. 7 1,498,106 4.8 910,114 2.9 31,343,444 990,046 2.9 1,178,498 3.5 33,619,592
NON U.S. 21 887,975 2.8 503,568 1.6   1,044,359 3.1 561,452 1.7  
  28 2,386,081 7.6 1,413,682 4.5   2,034,405 6.1 1,739,950 5.2  
CME E-MINI S&P 500 STOCK INDEX U.S.   8,957 0.9 2,128 0.2 1,044,956 3,159 0.1 1,047 0.0 2,805,545
NON U.S.   1,415 0.1 20,852 2.0   10,215 0.4 28,614 1.0  
  8 10,372 1.0 22,980 2.2   13,374 0.5 29,661 1.1