November Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 11/5/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   650 0.3 4,216 2.0 206,175 1,000 0.6 2,616 1.6 163,968
NON U.S.   2,325 1.1 25,275 12.3   4,650 2.8 13,175 8.0  
  6 2,975 1.4 29,491 14.3   5,650 3.4 15,791 9.6  
CBT CORN U.S.   5,396 0.6 8,463 0.9 930,255 19,772 3.2 11,165 1.8 611,931
NON U.S.   10,425 1.1 34,052 3.7   300 0.0 19,899 3.3  
  5 15,821 1.7 42,515 4.6   20,072 3.3 31,064 5.1  
CBT U.S. TREASURY BONDS U.S. 4 23,756 4.9 5,900 1.2 489,032 4,095 0.7 27,550 4.6 592,827
NON U.S. 6 5,551 1.1 4,076 0.8   20,551 3.5 15,750 2.7  
  10 29,307 6.0 9,976 2.0   24,646 4.2 43,300 7.3  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,240 16.0 4,765 14.6 32,709 1,300 11.1 250 2.1 11,717
NON U.S.   653 2.0 755 2.3   150 1.3 625 5.3  
  6 5,893 18.0 5,520 16.9   1,450 12.4 875 7.5  
IFED NATURAL GAS PENULTIMATE ICE U.S.   196,325 10.4 205,902 10.9 1,894,251 69,832 4.1 110,426 6.4 1,713,010
NON U.S.   31,960 1.7 46,520 2.5   10,320 0.6 17,780 1.0  
  8 228,285 12.1 252,422 13.3   80,152 4.7 128,206 7.5  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   67,651 6.4 104,033 9.8 1,062,652 62,116 7.7 66,449 8.2 808,387
NON U.S.   28,734 2.7 77,557 7.3   12,195 1.5 29,937 3.7  
  10 96,385 9.1 181,590 17.1   74,311 9.2 96,386 11.9  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 21.8 622 7.4 8,366 726 19.1 360 9.5 3,804
NON U.S.   1,385 16.6 4,219 50.4   1,574 41.4 1,771 46.6  
  7 3,206 ## 4,841 57.9   2,300 60.5 2,131 56.0  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,120 15.3 3,200 23.0 13,884 0 0.0 200 3.6 5,500
NON U.S.   600 4.3 2,780 20.0   600 10.9 0 0.0  
  9 2,720 19.6 5,980 43.1   600 10.9 200 3.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 70,541 3.7 65,964 3.4 1,926,142 65,547 3.5 66,367 3.5 1,893,613
NON U.S. 16 77,993 4.0 115,245 6.0   53,194 2.8 63,008 3.3  
  22 148,534 7.7 181,209 9.4   118,741 6.3 129,375 6.8  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 47,362 4.6 35,596 3.5 1,029,141 24,381 1.7 32,732 2.3 1,399,197
NON U.S. 7 79,685 7.7 181,205 17.6   127,706 9.1 166,088 11.9  
  12 127,047 12.3 216,801 21.1   152,087 10.9 198,820 14.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   67,800 15.2 76,150 17.1 446,399 50,675 16.0 41,287 13.0 316,397
NON U.S.   6,000 1.3 7,610 1.7   4,350 1.4 3,850 1.2  
  12 73,800 16.5 83,760 18.8   55,025 17.4 45,137 14.3  
NYME CRUDE OIL, LIGHT SWEET U.S.   96,009 7.0 111,758 8.2 1,368,931 79,999 8.0 62,592 6.2 1,002,359
NON U.S.   56,461 4.1 107,315 7.8   65,731 6.6 51,382 5.1  
  21 152,470 11.1 219,073 16.0   145,730 14.5 113,974 11.4  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   21,316 13.2 19,375 12.0 161,548 21,736 10.2 25,218 11.8 214,075
NON U.S.   6,800 4.2 40,898 25.3   34,545 16.1 19,012 8.9  
  9 28,116 17.4 60,273 37.3   56,281 26.3 44,230 20.7  
CMX SILVER U.S.   7,286 5.1 11,341 8.0 142,112 6,105 7.0 3,168 3.6 86,897
NON U.S.   7,297 5.1 12,078 8.5   5,633 6.5 6,748 7.8  
  11 14,583 10.3 23,419 16.5   11,738 13.5 9,916 11.4  
CMX GOLD U.S.   175,230 14.6 166,796 13.9 1,198,456 45,619 8.2 32,515 5.8 559,270
NON U.S.   48,306 4.0 75,554 6.3   35,542 6.4 36,292 6.5  
  21 223,536 18.7 242,350 20.2   81,161 14.5 68,807 12.3  
CME 3-MONTH EURODOLLARS U.S. 7 1,273,010 4.3 888,861 3.0 29,647,645 905,931 3.3 1,208,378 4.4 27,486,104
NON U.S. 21 838,160 2.8 770,327 2.6   884,805 3.2 534,562 1.9  
  28 2,111,170 7.1 1,659,188 5.6   1,790,736 6.5 1,742,940 6.3  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,288 0.4 2,589 0.2 1,287,581 3,137 0.1 1,286 0.0 2,836,677
NON U.S.   12,631 1.0 26,234 2.0   32,803 1.2 31,187 1.1  
  11 17,919 1.4 28,823 2.2   35,940 1.3 32,473 1.1