March Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 3/5/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,750 0.7 300 0.1 234,697 1,650 1.0 0 0.0 158,423
NON U.S.   5,350 2.3 23,339 9.9   1,800 1.1 15,395 9.7  
  5 7,100 3.0 23,639 10.1   3,450 2.2 15,395 9.7  
CBT U.S. TREASURY BONDS U.S.   9,453 2.4 950 0.2 399,692 6,027 1.1 950 0.2 559,574
NON U.S.   0 0.0 3,957 1.0   2,186 0.4 200 0.0  
  7 9,453 2.4 4,907 1.2   8,213 1.5 1,150 0.2  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,650 15.1 3,500 9.3 37,478 100 0.6 350 2.3 15,536
NON U.S.   375 1.0 280 0.7   300 1.9 550 3.5  
  6 6,025 16.1 3,780 10.1   400 2.6 900 5.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   91,385 6.3 78,728 5.5 1,440,392 52,260 4.1 56,702 4.4 1,284,530
NON U.S.   24,120 1.7 35,960 2.5   11,100 0.9 14,680 1.1  
  8 115,505 8.0 114,688 8.0   63,360 4.9 71,382 5.6  
NYME NATURAL GAS U.S.   2,752 6.4 1,790 4.2 42,770 100 0.4 1,425 5.6 25,479
NON U.S.   40 0.1 110 0.3   130 0.5 625 2.5  
  6 2,792 6.5 1,900 4.4   230 0.9 2,050 8.0  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   58,469 6.9 97,291 11.5 845,147 50,289 7.5 38,979 5.8 668,511
NON U.S.   22,283 2.6 61,515 7.3   17,310 2.6 24,243 3.6  
  11 80,752 9.6 158,806 18.8   67,599 10.1 63,222 9.5  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,020 28.1 1,600 22.3 7,184 0 0.0 200 40.0 500
NON U.S.   200 2.8 720 10.0   100 20.0 0 0.0  
  5 2,220 30.9 2,320 32.3   100 20.0 200 40.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 42,664 2.9 36,194 2.4 1,489,887 36,445 2.5 61,447 4.2 1,477,245
NON U.S. 13 20,373 1.4 32,922 2.2   118,277 8.0 56,722 3.8  
  19 63,037 4.2 69,116 4.6   154,722 10.5 118,169 8.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 57,330 13.3 26,924 6.2 432,277 45,852 3.4 16,553 1.2 1,335,833
NON U.S. 5 13,750 3.2 3,197 0.7   2,750 0.2 5,197 0.4  
  10 71,080 16.4 30,121 7.0   48,602 3.6 21,750 1.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   72,000 17.5 63,200 15.4 410,648 69,250 19.5 49,787 14.0 354,543
NON U.S.   3,175 0.8 5,560 1.4   7,550 2.1 7,450 2.1  
  10 75,175 18.3 68,760 16.7   76,800 21.7 57,237 16.1  
NYME CRUDE OIL, LIGHT SWEET U.S.   87,311 6.2 103,537 7.4 1,407,428 102,839 8.9 71,376 6.2 1,154,275
NON U.S.   56,128 4.0 99,334 7.1   65,810 5.7 45,885 4.0  
  18 143,439 10.2 202,871 14.4   168,649 14.6 117,261 10.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   30,457 20.9 19,760 13.6 145,450 19,132 12.2 27,551 17.6 156,458
NON U.S.   6,568 4.5 57,933 39.8   45,302 29.0 12,733 8.1  
  10 37,025 25.5 77,693 53.4   64,434 41.2 40,284 25.7  
CMX SILVER U.S.   10,941 8.2 9,359 7.0 133,577 11,098 11.8 1,951 2.1 94,099
NON U.S.   6,126 4.6 9,064 6.8   5,285 5.6 5,218 5.5  
  7 17,067 12.8 18,423 13.8   16,383 17.4 7,169 7.6  
CMX GOLD U.S.   97,947 12.0 96,423 11.8 813,977 20,511 4.7 13,540 3.1 436,977
NON U.S.   21,403 2.6 36,443 4.5   14,147 3.2 19,357 4.4  
  13 119,350 14.7 132,866 16.3   34,658 7.9 32,897 7.5  
CME EURO FX U.S.   3,210 2.5 78 0.1 126,677 5,498 4.0 794 0.6 139,127
NON U.S.   4,010 3.2 4,023 3.2   10,885 7.8 3,278 2.4  
  5 7,220 5.7 4,101 3.2   16,383 11.8 4,072 2.9  
CME 3-MONTH EURODOLLARS U.S. 7 1,036,401 4.5 711,685 3.1 22,809,935 993,220 3.2 730,586 2.3 31,479,784
NON U.S. 24 642,436 2.8 604,084 2.6   847,235 2.7 440,362 1.4  
  31 1,678,837 7.4 1,315,769 5.8   1,840,455 5.8 1,170,948 3.7  
CME E-MINI S&P 500 STOCK INDEX U.S.   8,477 0.7 4,578 0.4 1,241,250 8,353 0.3 24,457 0.9 2,752,598
NON U.S.   5,764 0.5 5,654 0.5   11,438 0.4 11,014 0.4  
  12 14,241 1.1 10,232 0.8   19,791 0.7 35,471 1.3