May Bank Participation Report Options IN CONTRACTS-NOT DELTA ADJUSTED

  REPORT DATE: 5/1/2018
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 0.2 238,379 0 0.0 90 0.1 176,682
NON U.S.   1,950 0.8 2,250 0.9   150 0.1 11,900 6.7  
  5 2,250 0.9 2,640 1.1   150 0.1 11,990 6.8  
CBT U.S. TREASURY BONDS U.S.   6,254 1.6 2,194 0.6 398,017 8,852 1.8 3,364 0.7 482,333
NON U.S.   1,950 0.5 1,042 0.3   11,900 2.5 550 0.1  
  9 8,204 2.1 3,236 0.8   20,752 4.3 3,914 0.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   79,060 4.6 57,880 3.4 1,719,413 28,200 2.1 20,168 1.5 1,336,893
NON U.S.   33,520 1.9 57,348 3.3   22,368 1.7 12,500 0.9  
  9 112,580 6.5 115,228 6.7   50,568 3.8 32,668 2.4  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   50,066 5.8 69,429 8.1 857,374 53,588 8.0 42,525 6.3 673,200
NON U.S.   23,921 2.8 82,120 9.6   11,891 1.8 22,120 3.3  
  9 73,987 8.6 151,549 17.7   65,479 9.7 64,645 9.6  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   0 0.0 940 24.0 3,922 100 1.3 0 0.0 7,464
NON U.S.   60 1.5 800 20.4   0 0.0 100 1.3  
  5 60 1.5 1,740 44.4   100 1.3 100 1.3  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 52,382 3.5 48,445 3.2 1,502,469 65,945 3.8 44,361 2.5 1,741,021
NON U.S. 19 22,771 1.5 40,424 2.7   85,826 4.9 26,807 1.5  
  24 75,153 5.0 88,869 5.9   151,771 8.7 71,168 4.1  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 15,800 3.3 7,606 1.6 472,201 13,604 1.4 5,760 0.6 994,332
NON U.S. 8 11,000 2.3 14,800 3.1   6,600 0.7 9,050 0.9  
  12 26,800 5.7 22,406 4.7   20,204 2.0 14,810 1.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   70,675 14.9 62,836 13.2 474,487 73,725 16.4 54,984 12.3 448,347
NON U.S.   4,025 0.8 7,510 1.6   3,250 0.7 3,625 0.8  
  10 74,700 15.7 70,346 14.8   76,975 17.2 58,609 13.1  
NYME CRUDE OIL, LIGHT SWEET U.S.   102,110 5.7 151,214 8.4 1,806,607 125,220 8.8 99,081 6.9 1,428,362
NON U.S.   43,184 2.4 116,288 6.4   79,143 5.5 64,869 4.5  
  21 145,294 8.0 267,502 14.8   204,363 14.3 163,950 11.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   21,389 9.8 30,903 14.2 218,086 23,452 9.6 17,798 7.3 243,895
NON U.S.   6,948 3.2 83,490 38.3   82,560 33.9 28,679 11.8  
  10 28,337 13.0 114,393 52.5   106,012 43.5 46,477 19.1  
CMX SILVER U.S.   11,940 11.1 4,162 3.9 107,822 8,419 12.0 1,668 2.4 70,285
NON U.S.   3,544 3.3 4,387 4.1   3,553 5.1 3,061 4.4  
  10 15,484 14.4 8,549 7.9   11,972 17.0 4,729 6.7  
CMX GOLD U.S.   67,108 9.1 54,987 7.5 735,034 23,784 6.0 7,950 2.0 395,022
NON U.S.   18,108 2.5 29,999 4.1   12,314 3.1 18,369 4.7  
  15 85,216 11.6 84,986 11.6   36,098 9.1 26,319 6.7  
CME EURO FX U.S.   3,880 2.8 514 0.4 137,793 5,205 3.0 15 0.0 173,066
NON U.S.   17,740 12.9 4,484 3.3   15,109 8.7 5,307 3.1  
  5 21,620 15.7 4,998 3.6   20,314 11.7 5,322 3.1  
CME 3-MONTH EURODOLLARS U.S. 7 744,482 4.0 969,831 5.3 18,418,710 525,156 1.9 419,197 1.6 27,025,226
NON U.S. 23 487,194 2.6 360,131 2.0   547,054 2.0 357,994 1.3  
  30 1,231,676 6.7 1,329,962 7.2   1,072,210 4.0 777,191 2.9  
CME E-MINI S&P 500 STOCK INDEX U.S.   9,742 0.7 2,851 0.2 1,308,917 5,042 0.2 29,554 1.0 2,843,928
NON U.S.   2,626 0.2 7,250 0.6   8,586 0.3 28,804 1.0  
  9 12,368 0.9 10,101 0.8   13,628 0.5 58,358 2.1