June Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 6/5/2018
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 0.1 390 0.2 240,674 0 0.0 90 0.0 209,299
NON U.S.   1,650 0.7 4,800 2.0   2,387 1.1 13,450 6.4  
  6 1,950 0.8 5,190 2.2   2,387 1.1 13,540 6.5  
CBT CORN U.S.   250 0.0 4,325 0.4 1,218,464 659 0.1 1,961 0.3 695,668
NON U.S.   1,250 0.1 1,250 0.1   1,500 0.2 15,295 2.2  
  5 1,500 0.1 5,575 0.5   2,159 0.3 17,256 2.5  
CBT U.S. TREASURY BONDS U.S.   5,660 1.3 5,525 1.3 440,672 8,215 2.0 3,700 0.9 420,458
NON U.S.   7,250 1.6 6,000 1.4   8,357 2.0 7,883 1.9  
  8 12,910 2.9 11,525 2.6   16,572 3.9 11,583 2.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   1,500 6.1 425 1.7 24,487 175 1.1 0 0.0 15,554
NON U.S.   480 2.0 400 1.6   480 3.1 655 4.2  
  5 1,980 8.1 825 3.4   655 4.2 655 4.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   74,940 4.5 56,000 3.4 1,650,238 23,440 1.8 19,368 1.5 1,302,491
NON U.S.   31,880 1.9 54,496 3.3   21,076 1.6 12,220 0.9  
  9 106,820 6.5 110,496 6.7   44,516 3.4 31,588 2.4  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   52,089 6.1 71,103 8.3 860,010 52,741 6.7 40,177 5.1 783,159
NON U.S.   21,828 2.5 80,386 9.3   11,321 1.4 21,851 2.8  
  9 73,917 8.6 151,489 17.6   64,062 8.2 62,028 7.9  
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. 6 35,931 2.2 46,977 2.9 1,639,860 94,497 5.3 40,838 2.3 1,792,629
NON U.S. 22 31,531 1.9 35,792 2.2   126,220 7.0 16,885 0.9  
  28 67,462 4.1 82,769 5.0   220,717 12.3 57,723 3.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S.   7,500 1.0 6,000 0.8 761,539 6,250 0.6 1,500 0.1 1,048,153
NON U.S.   8,110 1.1 9,685 1.3   7,450 0.7 3,000 0.3  
  8 15,610 2.0 15,685 2.1   13,700 1.3 4,500 0.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   63,750 14.3 50,199 11.3 446,168 67,555 14.9 60,175 13.2 454,215
NON U.S.   4,025 0.9 7,160 1.6   3,650 0.8 4,400 1.0  
  10 67,775 15.2 57,359 12.9   71,205 15.7 64,575 14.2  
NYME CRUDE OIL, LIGHT SWEET U.S.   100,595 6.1 142,465 8.6 1,654,471 117,256 9.1 94,743 7.3 1,289,174
NON U.S.   40,734 2.5 107,247 6.5   76,053 5.9 61,358 4.8  
  23 141,329 8.5 249,712 15.1   193,309 15.0 156,101 12.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   20,837 9.2 29,228 12.9 226,919 23,162 9.2 17,131 6.8 252,745
NON U.S.   8,013 3.5 86,353 38.1   81,999 32.4 28,344 11.2  
  10 28,850 12.7 115,581 50.9   105,161 41.6 45,475 18.0  
CMX SILVER U.S.   12,742 10.4 4,741 3.9 123,068 9,826 12.3 2,295 2.9 79,977
NON U.S.   5,925 4.8 4,149 3.4   4,527 5.7 3,194 4.0  
  10 18,667 15.2 8,890 7.2   14,353 17.9 5,489 6.9  
CMX GOLD U.S.   76,006 10.4 63,446 8.7 733,326 22,667 5.8 12,822 3.3 392,626
NON U.S.   18,334 2.5 29,521 4.0   15,019 3.8 18,485 4.7  
  16 94,340 12.9 92,967 12.7   37,686 9.6 31,307 8.0  
CME EURO FX U.S.   3,530 1.9 428 0.2 188,041 4,090 1.9 156 0.1 214,488
NON U.S.   10,809 5.7 10,401 5.5   12,173 5.7 9,609 4.5  
  6 14,339 7.6 10,829 5.8   16,263 7.6 9,765 4.6  
CME 3-MONTH EURODOLLARS U.S. 7 688,413 3.6 910,857 4.8 19,027,217 589,457 2.2 612,563 2.3 26,518,307
NON U.S. 21 503,448 2.6 333,836 1.8   610,486 2.3 317,768 1.2  
  28 1,191,861 6.3 1,244,693 6.5   1,199,943 4.5 930,331 3.5  
CME E-MINI S&P 500 STOCK INDEX U.S.   15,881 1.3 5,351 0.4 1,254,516 5,992 0.2 40,952 1.5 2,796,054
NON U.S.   3,705 0.3 5,700 0.5   8,203 0.3 29,522 1.1  
  8 19,586 1.6 11,051 0.9   14,195 0.5 70,474 2.5