September Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 9/3/2019
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 2,000 1.0 193,235 1,000 0.8 1,250 1.0 127,117
NON U.S.   1,325 0.7 25,275 13.1   150 0.1 7,675 6.0  
  6 1,325 0.7 27,275 14.1   1,150 0.9 8,925 7.0  
CBT CORN U.S.   6,910 0.8 7,103 0.9 835,337 26,633 4.8 10,603 1.9 551,041
NON U.S.   6,398 0.8 31,625 3.8   300 0.1 17,749 3.2  
  5 13,308 1.6 38,728 4.6   26,933 4.9 28,352 5.1  
CBT U.S. TREASURY BONDS U.S. 5 16,591 4.2 6,770 1.7 391,412 5,587 0.8 25,265 3.7 676,514
NON U.S. 9 10,753 2.7 35,330 9.0   58,593 8.7 65,500 9.7  
  14 27,344 7.0 42,100 10.8   64,180 9.5 90,765 13.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   5,290 16.2 3,765 11.6 32,557 950 9.6 250 2.5 9,878
NON U.S.   1,703 5.2 655 2.0   150 1.5 575 5.8  
  6 6,993 21.5 4,420 13.6   1,100 11.1 825 8.4  
IFED NATURAL GAS PENULTIMATE ICE U.S.   132,335 8.9 112,030 7.6 1,483,173 56,752 4.7 95,290 7.9 1,202,766
NON U.S.   21,920 1.5 33,560 2.3   10,800 0.9 12,320 1.0  
  8 154,255 10.4 145,590 9.8   67,552 5.6 107,610 8.9  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   66,139 7.1 88,427 9.5 926,921 64,542 8.3 60,762 7.8 780,678
NON U.S.   24,457 2.6 54,292 5.9   16,507 2.1 25,239 3.2  
  10 90,596 9.8 142,719 15.4   81,049 10.4 86,001 11.0  
NYME HENRY HUB LAST DAY FIN U.S.   1,821 24.8 360 4.9 7,331 726 20.4 360 10.1 3,559
NON U.S.   783 10.7 3,754 51.2   1,655 46.5 1,277 35.9  
  6 2,604 35.5 4,114 56.1   2,381 66.9 1,637 46.0  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   2,020 17.2 3,200 27.2 11,764 0 0.0 200 3.6 5,500
NON U.S.   600 5.1 1,020 8.7   600 10.9 0 0.0  
  7 2,620 22.3 4,220 35.9   600 10.9 200 3.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 32,715 2.3 27,320 1.9 1,449,592 30,843 1.6 57,893 3.0 1,900,170
NON U.S. 19 39,276 2.7 83,239 5.7   95,042 5.0 87,293 4.6  
  24 71,991 5.0 110,559 7.6   125,885 6.6 145,186 7.6  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 16,583 3.2 6,796 1.3 523,318 26,583 2.1 35,617 2.8 1,276,842
NON U.S. 5 31,256 6.0 73,715 14.1   138,606 10.9 77,812 6.1  
  9 47,839 9.1 80,511 15.4   165,189 12.9 113,429 8.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   60,420 15.7 74,263 19.3 384,783 36,600 13.1 35,405 12.7 279,527
NON U.S.   3,050 0.8 4,935 1.3   2,900 1.0 2,800 1.0  
  11 63,470 16.5 79,198 20.6   39,500 14.1 38,205 13.7  
NYME CRUDE OIL, LIGHT SWEET U.S.   83,991 7.1 110,795 9.3 1,189,599 74,547 7.6 59,635 6.1 979,826
NON U.S.   50,675 4.3 87,665 7.4   64,383 6.6 44,929 4.6  
  20 134,666 11.3 198,460 16.7   138,930 14.2 104,564 10.7  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   19,978 13.4 18,602 12.5 148,935 25,396 12.1 27,466 13.1 209,401
NON U.S.   8,019 5.4 54,583 36.6   44,782 21.4 20,896 10.0  
  11 27,997 18.8 73,185 49.1   70,178 33.5 48,362 23.1  
CMX SILVER U.S.   7,827 5.3 11,606 7.8 148,310 5,233 6.2 4,168 4.9 84,961
NON U.S.   6,323 4.3 11,730 7.9   5,551 6.5 6,317 7.4  
  10 14,150 9.5 23,336 15.7   10,784 12.7 10,485 12.3  
CMX GOLD U.S.   144,731 12.2 139,851 11.8 1,185,656 41,574 7.4 33,774 6.0 561,610
NON U.S.   52,982 4.5 87,514 7.4   40,536 7.2 34,871 6.2  
  18 197,713 16.7 227,365 19.2   82,110 14.6 68,645 12.2  
CME EURO FX U.S.   89 0.1 1,548 1.0 154,052 69 0.0 3 0.0 171,385
NON U.S.   12,938 8.4 4,021 2.6   10,571 6.2 8,737 5.1  
  6 13,027 8.5 5,569 3.6   10,640 6.2 8,740 5.1  
CME 3-MONTH EURODOLLARS U.S. 7 1,273,225 4.1 838,106 2.7 31,403,431 1,045,002 3.2 1,482,556 4.5 32,940,804
NON U.S. 21 906,711 2.9 556,665 1.8   946,629 2.9 595,836 1.8  
  28 2,179,936 6.9 1,394,771 4.4   1,991,631 6.0 2,078,392 6.3  
CME E-MINI S&P 500 STOCK INDEX U.S.   5,350 0.4 2,580 0.2 1,280,101 3,096 0.1 1,934 0.1 3,450,362
NON U.S.   5,496 0.4 27,072 2.1   28,300 0.8 36,674 1.1  
  10 10,846 0.8 29,652 2.3   31,396 0.9 38,608 1.1