October Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 10/1/2019
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   0 0.0 2,266 1.2 192,259 1,000 0.8 1,516 1.1 132,106
NON U.S.   2,325 1.2 25,275 13.1   1,650 1.2 10,175 7.7  
  6 2,325 1.2 27,541 14.3   2,650 2.0 11,691 8.8  
CBT CORN U.S.   5,520 0.6 8,700 1.0 865,591 26,737 4.5 12,959 2.2 595,739
NON U.S.   8,100 0.9 31,627 3.7   300 0.1 19,749 3.3  
  5 13,620 1.6 40,327 4.7   27,037 4.5 32,708 5.5  
CBT U.S. TREASURY BONDS U.S. 5 44,258 10.8 6,852 1.7 409,436 9,450 1.6 37,202 6.1 607,023
NON U.S. 9 19,150 4.7 29,700 7.3   39,020 6.4 24,925 4.1  
  14 63,408 15.5 36,552 8.9   48,470 8.0 62,127 10.2  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,040 15.2 4,215 12.7 33,129 1,450 10.6 350 2.6 13,634
NON U.S.   1,403 4.2 655 2.0   150 1.1 575 4.2  
  6 6,443 19.4 4,870 14.7   1,600 11.7 925 6.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   167,690 11.0 147,970 9.7 1,518,228 59,952 5.6 93,168 8.8 1,062,669
NON U.S.   30,620 2.0 44,820 3.0   10,320 1.0 14,120 1.3  
  8 198,310 13.1 192,790 12.7   70,272 6.6 107,288 10.1  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   63,134 6.7 101,280 10.8 938,412 63,202 8.2 65,518 8.5 768,449
NON U.S.   28,717 3.1 75,475 8.0   12,784 1.7 28,719 3.7  
  9 91,851 9.8 176,755 18.8   75,986 9.9 94,237 12.3  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 22.6 360 4.5 8,056 726 18.3 360 9.1 3,974
NON U.S.   1,357 16.8 4,094 50.8   1,624 40.9 1,808 45.5  
  7 3,178 ## 4,454 55.3   2,350 59.1 2,168 54.6  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,120 16.7 3,200 25.2 12,684 0 0.0 200 3.6 5,500
NON U.S.   600 4.7 1,860 14.7   600 10.9 0 0.0  
  7 2,720 21.4 5,060 39.9   600 10.9 200 3.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 79,696 4.8 85,416 5.1 1,659,112 56,714 3.1 60,016 3.2 1,851,097
NON U.S. 14 37,583 2.3 69,863 4.2   46,178 2.5 65,940 3.6  
  20 117,279 7.1 155,279 9.4   102,892 5.6 125,956 6.8  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 13,881 2.0 14,026 2.1 678,584 11,531 1.0 23,026 1.9 1,192,179
NON U.S. 7 54,856 8.1 83,622 12.3   67,306 5.6 52,919 4.4  
  11 68,737 10.1 97,648 14.4   78,837 6.6 75,945 6.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   64,500 15.7 74,105 18.0 410,589 41,150 13.7 37,262 12.4 301,239
NON U.S.   3,800 0.9 6,010 1.5   3,500 1.2 3,600 1.2  
  11 68,300 16.6 80,115 19.5   44,650 14.8 40,862 13.6  
NYME CRUDE OIL, LIGHT SWEET U.S.   90,782 7.0 114,472 8.8 1,295,137 78,410 8.0 65,936 6.7 982,996
NON U.S.   55,396 4.3 102,717 7.9   68,289 6.9 47,490 4.8  
  19 146,178 11.3 217,189 16.8   146,699 14.9 113,426 11.5  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   16,893 11.8 17,919 12.5 142,909 23,761 11.4 25,898 12.4 208,305
NON U.S.   7,883 5.5 52,538 36.8   45,361 21.8 25,315 12.2  
  11 24,776 17.3 70,457 49.3   69,122 33.2 51,213 24.6  
CMX SILVER U.S.   7,404 5.0 13,432 9.0 148,825 6,090 7.1 3,984 4.6 86,381
NON U.S.   6,057 4.1 12,096 8.1   5,242 6.1 6,071 7.0  
  11 13,461 9.0 25,528 17.2   11,332 13.1 10,055 11.6  
CMX GOLD U.S.   145,132 12.5 145,012 12.5 1,163,516 43,862 7.7 33,896 5.9 571,615
NON U.S.   49,417 4.2 75,631 6.5   38,121 6.7 31,566 5.5  
  20 194,549 16.7 220,643 19.0   81,983 14.3 65,462 11.5  
CME 3-MONTH EURODOLLARS U.S. 7 1,101,998 3.9 787,552 2.8 28,370,685 846,788 3.2 1,042,224 3.9 26,421,902
NON U.S. 23 764,837 2.7 522,455 1.8   786,170 3.0 545,324 2.1  
  30 1,866,835 6.6 1,310,007 4.6   1,632,958 6.2 1,587,548 6.0  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,318 0.5 656 0.1 1,143,627 3,108 0.1 2,597 0.1 2,822,814
NON U.S.   3,151 0.3 25,632 2.2   25,824 0.9 35,107 1.2  
  9 8,469 0.7 26,288 2.3   28,932 1.0 37,704 1.3