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April Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 4/5/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    1,815

    3.6

    565

    1.1

    49,924

    90

    0.4

    150

    0.7

    21,235

    NON U.S.

     

    5,160

    10.3

    5,751

    11.5

     

    1,330

    6.3

    905

    4.3

     
     

    6

    6,975

    14.0

    6,316

    12.7

    1,420

    6.7

    1,055

    5.0

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    363,452

    10.3

    338,164

    9.5

    3,543,880

    161,296

    6.2

    153,864

    5.9

    2,586,297

    NON U.S.

     

    60,861

    1.7

    84,036

    2.4

     

    39,576

    1.5

    27,220

    1.1

     
     

    9

    424,313

    12.0

    422,200

    11.9

    200,872

    7.8

    181,084

    7.0

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    136,501

    7.5

    141,377

    7.8

    1,820,250

    61,079

    5.7

    35,445

    3.3

    1,069,829

    NON U.S.

     

    76,563

    4.2

    134,183

    7.4

     

    35,740

    3.3

    39,220

    3.7

     
     

    11

    213,064

    11.7

    275,560

    15.1

    96,819

    9.0

    74,665

    7.0

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    12.8

    700

    8.1

    8,606

    1,440

    25.8

    400

    7.2

    5,580

    NON U.S.

     

    800

    9.3

    2,908

    33.8

     

    0

    0.0

    2,020

    36.2

     
     

    9

    1,900

    22.1

    3,608

    41.9

    1,440

    25.8

    2,420

    43.4

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    32,325

    3.3

    43,275

    4.4

    992,683

    48,069

    4.6

    63,123

    6.0

    1,050,045

    NON U.S.

    7

    7,550

    0.8

    38,850

    3.9

     

    27,850

    2.7

    10,850

    1.0

     
     

    13

    39,875

    4.0

    82,125

    8.3

    75,919

    7.2

    73,973

    7.0

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    56,539

    14.8

    39,850

    10.4

    382,812

    18,180

    7.9

    18,178

    7.9

    231,510

    NON U.S.

     

    14,935

    3.9

    13,515

    3.5

     

    11,625

    5.0

    4,700

    2.0

     
     

    13

    71,474

    18.7

    53,365

    13.9

    29,805

    12.9

    22,878

    9.9

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    6,579

    26.2

    7,209

    28.7

    25,134

    7,775

    31.5

    7,365

    29.8

    24,710

    NON U.S.

     

    1,680

    6.7

    3,660

    14.6

     

    1,530

    6.2

    1,725

    7.0

     
     

    10

    8,259

    32.9

    10,869

    43.2

    9,305

    37.7

    9,090

    36.8

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    128,060

    7.2

    143,117

    8.0

    1,786,807

    72,406

    6.3

    64,666

    5.6

    1,158,000

    NON U.S.

     

    103,062

    5.8

    143,764

    8.0

     

    83,609

    7.2

    49,257

    4.3

     
     

    18

    231,122

    12.9

    286,881

    16.1

    156,015

    13.5

    113,923

    9.8

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    28,414

    14.5

    24,834

    12.7

    195,681

    12,945

    10.3

    15,720

    12.5

    126,190

    NON U.S.

     

    21,856

    11.2

    46,289

    23.7

     

    24,700

    19.6

    20,460

    16.2

     
     

    9

    50,270

    25.7

    71,123

    36.3

    37,645

    29.8

    36,180

    28.7

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    1,755

    6.0

    2,451

    8.3

    29,481

    2,367

    10.6

    3,483

    15.6

    22,266

    NON U.S.

     

    6,990

    23.7

    5,790

    19.6

     

    3,303

    14.8

    4,407

    19.8

     
     

    8

    8,745

    29.7

    8,241

    28.0

    5,670

    25.5

    7,890

    35.4

     

    CMX SILVER

    U.S.

     

    5,447

    6.4

    5,196

    6.1

    84,930

    559

    1.6

    1,100

    3.2

    34,764

    NON U.S.

     

    4,487

    5.3

    13,545

    15.9

     

    3,109

    8.9

    2,401

    6.9

     
     

    10

    9,934

    11.7

    18,741

    22.1

    3,668

    10.6

    3,501

    10.1

     

    CMX GOLD

    U.S.

     

    35,295

    4.5

    46,216

    5.8

    792,155

    11,275

    3.3

    7,884

    2.3

    343,790

    NON U.S.

     

    71,133

    9.0

    91,906

    11.6

     

    28,358

    8.2

    39,696

    11.5

     
     

    15

    106,428

    13.4

    138,122

    17.4

    39,633

    11.5

    47,580

    13.8

     

    CME JAPANESE YEN

    U.S.

     

    1,323

    1.7

    1,752

    2.3

    77,440

    727

    1.0

    531

    0.7

    71,245

    NON U.S.

     

    3,736

    4.8

    190

    0.2

     

    2,419

    3.4

    200

    0.3

     
     

    5

    5,059

    6.5

    1,942

    2.5

    3,146

    4.4

    731

    1.0

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    230,574

    1.6

    178,122

    1.2

    14,420,365

    429,021

    2.0

    179,854

    0.8

    21,474,513

    NON U.S.

    24

    654,306

    4.5

    235,708

    1.6

     

    865,378

    4.0

    278,013

    1.3

     
     

    31

    884,880

    6.1

    413,830

    2.9

    1,294,399

    6.0

    457,867

    2.1