September Bank Participation Report Options IN CONTRACTS

  REPORT DATE: 9/4/2018
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT WHEAT-SRW U.S.   1,370 0.5 1,350 0.5 260,626 1,510 1.0 800 0.5 157,860
NON U.S.   2,300 0.9 12,075 4.6   3,000 1.9 25,200 16.0  
  7 3,670 1.4 13,425 5.2   4,510 2.9 26,000 16.5  
CBT CORN U.S.   1,800 0.2 1,633 0.2 859,320 0 0.0 1,948 0.4 522,909
NON U.S.   705 0.1 8,950 1.0   300 0.1 23,541 4.5  
  7 2,505 0.3 10,583 1.2   300 0.1 25,489 4.9  
CBT SOYBEANS U.S.   2,013 0.5 5,991 1.4 417,086 17,285 6.2 595 0.2 278,560
NON U.S.   1,550 0.4 200 0.0   2,500 0.9 750 0.3  
  5 3,563 0.9 6,191 1.5   19,785 7.1 1,345 0.5  
CBT U.S. TREASURY BONDS U.S.   1,200 0.4 1,550 0.5 336,227 2,250 0.6 1,900 0.5 359,116
NON U.S.   7,050 2.1 3,250 1.0   3,220 0.9 4,420 1.2  
  11 8,250 2.5 4,800 1.4   5,470 1.5 6,320 1.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   2,900 13.5 675 3.1 21,490 575 4.8 0 0.0 11,930
NON U.S.   435 2.0 795 3.7   280 2.3 500 4.2  
  7 3,335 15.5 1,470 6.8   855 7.2 500 4.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   85,246 5.8 62,695 4.3 1,467,410 37,200 2.4 41,318 2.7 1,549,056
NON U.S.   31,876 2.2 43,440 3.0   17,960 1.2 14,500 0.9  
  9 117,122 8.0 106,135 7.2   55,160 3.6 55,818 3.6  
NYME EUR STYLE NATURAL GAS OPTIONS U.S.   62,124 6.9 76,507 8.5 905,404 52,243 5.8 42,357 4.7 902,747
NON U.S.   19,463 2.1 69,582 7.7   11,829 1.3 19,664 2.2  
  10 81,587 9.0 146,089 16.1   64,072 7.1 62,021 6.9  
NYME NAT GAS OPT ON CALENDAR STRIP U.S.   200 3.8 1,340 25.2 5,322 100 1.3 400 5.2 7,764
NON U.S.   160 3.0 800 15.0   0 0.0 100 1.3  
  5 360 6.8 2,140 40.2   100 1.3 500 6.4  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 18,847 1.4 43,464 3.3 1,325,335 80,978 6.5 39,541 3.2 1,243,147
NON U.S. 19 41,040 3.1 32,872 2.5   67,840 5.5 55,548 4.5  
  24 59,887 4.5 76,336 5.8   148,818 12.0 95,089 7.6  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 27,376 6.8 500 0.1 404,347 19,426 1.8 2,291 0.2 1,081,810
NON U.S. 5 5,000 1.2 3,100 0.8   4,520 0.4 5,470 0.5  
  9 32,376 8.0 3,600 0.9   23,946 2.2 7,761 0.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   72,800 17.2 56,333 13.3 422,356 98,454 21.2 77,113 16.6 464,565
NON U.S.   4,275 1.0 6,498 1.5   4,150 0.9 4,450 1.0  
  10 77,075 18.2 62,831 14.9   102,604 22.1 81,563 17.6  
NYME CRUDE OIL, LIGHT SWEET U.S.   100,109 6.1 161,106 9.9 1,628,356 131,586 10.4 82,332 6.5 1,264,701
NON U.S.   45,146 2.8 108,250 6.6   73,049 5.8 58,530 4.6  
  21 145,255 8.9 269,356 16.5   204,635 16.2 140,862 11.1  
NYME CRUDE OIL AVG PRICE OPTIONS U.S.   39,992 21.3 25,626 13.7 187,537 24,101 11.3 34,231 16.0 213,582
NON U.S.   7,233 3.9 79,496 42.4   70,260 32.9 22,462 10.5  
  11 47,225 ## 105,122 56.1   94,361 44.2 56,693 26.5  
CMX SILVER U.S.   10,631 7.6 8,370 6.0 140,137 10,711 12.3 3,577 4.1 86,984
NON U.S.   8,592 6.1 7,155 5.1   6,248 7.2 4,742 5.5  
  12 19,223 13.7 15,525 11.1   16,959 19.5 8,319 9.6  
CMX GOLD U.S.   97,089 11.2 94,257 10.9 866,792 32,291 7.5 22,052 5.1 431,393
NON U.S.   23,404 2.7 38,046 4.4   14,737 3.4 21,367 5.0  
  15 120,493 13.9 132,303 15.3   47,028 10.9 43,419 10.1  
CME EURO FX U.S.   3,146 2.1 634 0.4 149,947 18,758 9.2 0 0.0 202,923
NON U.S.   7,572 5.0 4,954 3.3   21,699 10.7 1,626 0.8  
  7 10,718 7.1 5,588 3.7   40,457 19.9 1,626 0.8  
CME 3-MONTH EURODOLLARS U.S. 7 842,214 5.0 686,798 4.0 17,002,202 866,101 3.0 826,627 2.9 28,659,862
NON U.S. 20 701,937 4.1 714,139 4.2   608,899 2.1 297,180 1.0  
  27 1,544,151 9.1 1,400,937 8.2   1,475,000 5.1 1,123,807 3.9  
CME E-MINI S&P 500 STOCK INDEX U.S.   13,574 0.9 10,419 0.7 1,575,146 7,599 0.2 44,169 1.4 3,159,342
NON U.S.   3,668 0.2 6,531 0.4   7,030 0.2 27,760 0.9  
  14 17,242 1.1 16,950 1.1   14,629 0.5 71,929 2.3