November Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 11/6/2018
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,520 0.5 1,550 0.5 298,848 1,760 1.0 1,100 0.6 170,338
NON U.S.   8,559 2.9 19,628 6.6   4,250 2.5 25,350 14.9  
  6 10,079 3.4 21,178 7.1   6,010 3.5 26,450 15.5  
CBT U.S. TREASURY BONDS U.S.   6,090 1.0 9,774 1.7 589,588 6,450 1.1 8,142 1.3 606,919
NON U.S.   8,884 1.5 4,250 0.7   2,850 0.5 5,150 0.8  
  11 14,974 2.5 14,024 2.4   9,300 1.5 13,292 2.2  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   3,480 11.7 975 3.3 29,645 575 2.9 0 0.0 19,678
NON U.S.   460 1.6 870 2.9   355 1.8 600 3.0  
  7 3,940 13.3 1,845 6.2   930 4.7 600 3.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   78,340 5.1 62,615 4.1 1,535,694 36,220 2.2 40,788 2.5 1,655,917
NON U.S.   32,908 2.1 40,320 2.6   14,120 0.9 12,620 0.8  
  9 111,248 7.2 102,935 6.7   50,340 3.0 53,408 3.2  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   72,042 6.3 86,346 7.6 1,141,424 49,976 4.5 58,511 5.2 1,120,768
NON U.S.   19,072 1.7 69,700 6.1   13,791 1.2 19,684 1.8  
  10 91,114 8.0 156,046 13.7   63,767 5.7 78,195 7.0  
NYME HENRY HUB LAST DAY FIN U.S.   366 8.7 400 9.6 4,187 0 0.0 250 14.3 1,748
NON U.S.   731 17.5 1,569 37.5   121 6.9 25 1.4  
  6 1,097 26.2 1,969 47.0   121 6.9 275 15.7  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   300 3.0 1,740 17.5 9,942 0 0.0 400 4.5 8,800
NON U.S.   160 1.6 1,220 12.3   200 2.3 100 1.1  
  6 460 4.6 2,960 29.8   200 2.3 500 5.7  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 59,696 2.6 51,805 2.3 2,272,815 81,153 2.9 50,723 1.8 2,780,298
NON U.S. 26 63,676 2.8 71,950 3.2   235,075 8.5 69,314 2.5  
  34 123,372 5.4 123,755 5.4   316,228 11.4 120,037 4.3  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 30,815 4.6 15,052 2.2 673,296 17,062 1.1 32,693 2.0 1,617,083
NON U.S. 11 32,396 4.8 19,163 2.8   13,593 0.8 16,558 1.0  
  15 63,211 9.4 34,215 5.1   30,655 1.9 49,251 3.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   77,041 15.7 66,362 13.5 491,810 118,574 21.2 77,163 13.8 559,320
NON U.S.   8,775 1.8 11,668 2.4   14,250 2.5 14,200 2.5  
  11 85,816 17.4 78,030 15.9   132,824 23.7 91,363 16.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   104,232 5.7 151,700 8.2 1,840,089 139,421 9.1 94,805 6.2 1,539,393
NON U.S.   74,909 4.1 128,842 7.0   112,277 7.3 69,140 4.5  
  21 179,141 9.7 280,542 15.2   251,698 16.4 163,945 10.6  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   38,724 22.8 21,686 12.8 170,046 21,284 11.7 32,540 17.9 181,730
NON U.S.   7,148 4.2 75,877 44.6   62,108 34.2 17,698 9.7  
  11 45,872 27.0 97,563 57.4   83,392 45.9 50,238 27.6  
CMX SILVER U.S.   12,755 8.2 9,982 6.4 155,015 11,914 12.5 3,663 3.8 95,687
NON U.S.   6,587 4.2 7,255 4.7   5,865 6.1 3,237 3.4  
  10 19,342 12.5 17,237 11.1   17,779 18.6 6,900 7.2  
CMX GOLD U.S.   109,838 11.6 119,980 12.7 943,842 33,065 7.0 17,686 3.8 471,156
NON U.S.   23,935 2.5 44,317 4.7   16,383 3.5 21,802 4.6  
  17 133,773 14.2 164,297 17.4   49,448 10.5 39,488 8.4  
CME EURO FX U.S.   3,192 2.3 75 0.1 138,211 10,550 6.7 966 0.6 157,078
NON U.S.   5,344 3.9 3,116 2.3   11,950 7.6 2,274 1.4  
  6 8,536 6.2 3,191 2.3   22,500 14.3 3,240 2.1  
CME 3-MONTH EURODOLLARS U.S. 7 823,094 4.6 420,888 2.4 17,796,343 956,172 3.2 639,437 2.1 29,909,196
NON U.S. 23 705,325 4.0 715,204 4.0   624,553 2.1 298,920 1.0  
  30 1,528,419 8.6 1,136,092 6.4   1,580,725 5.3 938,357 3.1  
CME E-MINI S&P 500 STOCK INDEX U.S.   24,275 1.3 6,031 0.3 1,924,742 13,779 0.4 54,284 1.7 3,275,523
NON U.S.   10,550 0.5 10,797 0.6   9,270 0.3 19,614 0.6  
  11 34,825 1.8 16,828 0.9   23,049 0.7 73,898 2.3