June Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 6/4/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   3,567 1.3 1,950 0.7 272,783 4,017 2.1 1,650 0.8 194,782
NON U.S.   9,025 3.3 30,509 11.2   6,800 3.5 18,045 9.3  
  7 12,592 4.6 32,459 11.9   10,817 5.6 19,695 10.1  
CBT CORN U.S.   2,437 0.2 8,979 0.7 1,229,744 29,138 4.0 5,074 0.7 723,552
NON U.S.   9,450 0.8 37,775 3.1   9,000 1.2 13,950 1.9  
  5 11,887 1.0 46,754 3.8   38,138 5.3 19,024 2.6  
CBT U.S. TREASURY BONDS U.S.   31,187 8.2 14,408 3.8 382,257 3,772 0.6 9,920 1.6 624,698
NON U.S.   5,571 1.5 500 0.1   1,250 0.2 2,591 0.4  
  9 36,758 9.6 14,908 3.9   5,022 0.8 12,511 2.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,565 16.3 3,965 11.6 34,208 600 4.4 400 3.0 13,520
NON U.S.   453 1.3 880 2.6   50 0.4 225 1.7  
  6 6,018 17.6 4,845 14.2   650 4.8 625 4.6  
IFED NATURAL GAS PENULTIMATE ICE U.S.   116,270 7.8 101,070 6.8 1,492,946 52,332 4.2 79,176 6.3 1,260,713
NON U.S.   23,240 1.6 35,200 2.4   10,640 0.8 11,920 0.9  
  8 139,510 9.3 136,270 9.1   62,972 5.0 91,096 7.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   68,568 7.4 98,442 10.7 921,505 62,812 8.3 52,500 6.9 760,311
NON U.S.   23,736 2.6 60,106 6.5   12,090 1.6 21,270 2.8  
  10 92,304 10.0 158,548 17.2   74,902 9.9 73,770 9.7  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 26.5 360 5.2 6,870 360 11.4 360 11.4 3,170
NON U.S.   491 7.1 4,089 59.5   1,197 37.8 468 14.8  
  6 2,312 ## 4,449 64.8   1,557 49.1 828 26.1  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,420 32.8 2,000 27.1 7,384 0 0.0 200 6.5 3,100
NON U.S.   200 2.7 720 9.8   600 19.4 0 0.0  
  6 2,620 ## 2,720 36.8   600 19.4 200 6.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 73,316 4.0 29,990 1.6 1,836,479 57,447 2.8 52,818 2.5 2,087,475
NON U.S. 19 83,910 4.6 94,779 5.2   101,850 4.9 68,991 3.3  
  26 157,226 8.6 124,769 6.8   159,297 7.6 121,809 5.8  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 85,431 13.2 65,542 10.1 646,863 62,830 3.6 37,738 2.2 1,727,556
NON U.S. 8 11,100 1.7 8,625 1.3   129,500 7.5 48,275 2.8  
  12 96,531 14.9 74,167 11.5   192,330 11.1 86,013 5.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   57,375 15.1 63,325 16.7 379,750 54,550 17.2 40,412 12.7 317,569
NON U.S.   1,250 0.3 4,210 1.1   5,350 1.7 3,750 1.2  
  10 58,625 15.4 67,535 17.8   59,900 18.9 44,162 13.9  
NYME CRUDE OIL, LIGHT SWEET U.S.   83,633 5.9 99,732 7.1 1,410,188 91,356 8.1 62,602 5.6 1,126,323
NON U.S.   47,176 3.3 95,334 6.8   67,082 6.0 43,782 3.9  
  20 130,809 9.3 195,066 13.8   158,438 14.1 106,384 9.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   29,290 17.2 23,891 14.0 170,542 27,695 13.3 32,747 15.7 208,481
NON U.S.   5,944 3.5 63,264 37.1   49,166 23.6 17,809 8.5  
  11 35,234 ## 87,155 51.1   76,861 36.9 50,556 24.2  
CMX SILVER U.S.   10,520 7.1 10,468 7.0 148,852 9,093 9.7 2,610 2.8 93,999
NON U.S.   6,730 4.5 8,789 5.9   5,099 5.4 5,401 5.7  
  9 17,250 11.6 19,257 12.9   14,192 15.1 8,011 8.5  
CMX GOLD U.S.   96,363 11.5 93,902 11.2 838,612 25,330 6.8 15,939 4.3 374,611
NON U.S.   20,498 2.4 39,448 4.7   16,249 4.3 18,084 4.8  
  15 116,861 13.9 133,350 15.9   41,579 11.1 34,023 9.1  
CME EURO FX U.S.   4,106 3.0 62 0.0 138,796 2,474 1.9 488 0.4 133,025
NON U.S.   6,529 4.7 1,685 1.2   5,478 4.1 5,829 4.4  
  6 10,635 7.7 1,747 1.3   7,952 6.0 6,317 4.7  
CME 3-MONTH EURODOLLARS U.S. 7 1,244,451 4.1 753,978 2.5 30,275,627 1,127,659 3.1 1,174,645 3.2 36,716,530
NON U.S. 22 901,414 3.0 566,516 1.9   1,007,373 2.7 476,194 1.3  
  29 2,145,865 7.1 1,320,494 4.4   2,135,032 5.8 1,650,839 4.5  
CME E-MINI S&P 500 STOCK INDEX U.S.   7,817 0.5 1,446 0.1 1,623,402 4,370 0.1 2,857 0.1 3,119,745
NON U.S.   2,808 0.2 22,110 1.4   19,565 0.6 24,904 0.8  
  9 10,625 0.7 23,556 1.5   23,935 0.8 27,761 0.9