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April Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 4/4/2017

    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

    250

    0.1

    207,329

    0

    0.0

    2,250

    1.5

    146,783

    NON U.S.

     

    1,188

    0.6

    1,322

    0.6

     

    0

    0.0

    3,750

    2.6

     
     

    5

    1,188

    0.6

    1,572

    0.8

    0

    0.0

    6,000

    4.1

     

    CBT U.S. TREASURY BONDS

    U.S.

     

    7,750

    2.9

    9,700

    3.6

    271,916

    9,750

    3.6

    1,300

    0.5

    268,882

    NON U.S.

     

    3,728

    1.4

    1,704

    0.6

     

    740

    0.3

    2,904

    1.1

     
     

    8

    11,478

    4.2

    11,404

    4.2

    10,490

    3.9

    4,204

    1.6

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    4,000

    11.4

    1,465

    4.2

    35,057

    250

    1.6

    400

    2.5

    16,065

    NON U.S.

     

    2,994

    8.5

    3,125

    8.9

     

    1,885

    11.7

    1,491

    9.3

     
     

    6

    6,994

    20.0

    4,590

    13.1

    2,135

    13.3

    1,891

    11.8

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    140,740

    4.2

    105,020

    3.1

    3,363,717

    68,240

    3.0

    48,068

    2.1

    2,253,058

    NON U.S.

     

    23,310

    0.7

    78,296

    2.3

     

    36,856

    1.6

    30,000

    1.3

     
     

    9

    164,050

    4.9

    183,316

    5.4

    105,096

    4.7

    78,068

    3.5

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    96,674

    5.4

    123,225

    6.8

    1,804,199

    55,208

    6.3

    27,991

    3.2

    872,102

    NON U.S.

     

    34,434

    1.9

    127,997

    7.1

     

    40,291

    4.6

    29,294

    3.4

     
     

    10

    131,108

    7.3

    251,222

    13.9

    95,499

    11.0

    57,285

    6.6

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    13.9

    700

    13.9

    5,038

    0

    0.0

    0

    0.0

    920

    NON U.S.

     

    200

    4.0

    800

    15.9

     

    0

    0.0

    0

    0.0

     
     

    6

    900

    17.9

    1,500

    29.8

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    43,215

    2.5

    37,864

    2.2

    1,712,172

    16,523

    1.1

    46,935

    3.2

    1,488,895

    NON U.S.

    21

    27,935

    1.6

    62,101

    3.6

     

    24,411

    1.6

    29,950

    2.0

     
     

    26

    71,150

    4.2

    99,965

    5.8

    40,934

    2.7

    76,885

    5.2

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    37,550

    9.2

    16,750

    4.1

    407,115

    13,000

    1.3

    28,258

    2.9

    976,534

    NON U.S.

    8

    1,280

    0.3

    6,125

    1.5

     

    6,800

    0.7

    12,475

    1.3

     
     

    12

    38,830

    9.5

    22,875

    5.6

    19,800

    2.0

    40,733

    4.2

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    50,190

    11.5

    70,359

    16.2

    435,487

    49,325

    13.3

    40,937

    11.0

    371,719

    NON U.S.

     

    17,050

    3.9

    19,060

    4.4

     

    13,175

    3.5

    9,300

    2.5

     
     

    11

    67,240

    15.4

    89,419

    20.5

    62,500

    16.8

    50,237

    13.5

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    2,853

    28.0

    1,758

    17.3

    10,178

    1,680

    18.0

    2,295

    24.5

    9,355

    NON U.S.

     

    720

    7.1

    1,245

    12.2

     

    450

    4.8

    450

    4.8

     
     

    6

    3,573

    35.1

    3,003

    29.5

    2,130

    22.8

    2,745

    29.3

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    130,755

    7.2

    144,190

    7.9

    1,818,468

    100,292

    8.4

    59,320

    5.0

    1,194,009

    NON U.S.

     

    79,926

    4.4

    146,876

    8.1

     

    93,460

    7.8

    56,799

    4.8

     
     

    22

    210,681

    11.6

    291,066

    16.0

    193,752

    16.2

    116,119

    9.7

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    10,605

    8.2

    9,573

    7.4

    129,083

    8,940

    5.5

    14,385

    8.8

    163,889

    NON U.S.

     

    6,120

    4.7

    50,280

    39.0

     

    49,248

    30.0

    21,630

    13.2

     
     

    8

    16,725

    13.0

    59,853

    46.4

    58,188

    35.5

    36,015

    22.0

     

    CMX SILVER

    U.S.

     

    4,846

    6.6

    3,860

    5.3

    73,273

    865

    2.4

    256

    0.7

    36,132

    NON U.S.

     

    4,461

    6.1

    6,064

    8.3

     

    2,178

    6.0

    2,159

    6.0

     
     

    12

    9,307

    12.7

    9,924

    13.5

    3,043

    8.4

    2,415

    6.7

     

    CMX GOLD

    U.S.

     

    59,856

    9.1

    50,790

    7.7

    660,159

    20,732

    6.2

    18,982

    5.6

    336,355

    NON U.S.

     

    31,303

    4.7

    42,106

    6.4

     

    15,260

    4.5

    19,360

    5.8

     
     

    16

    91,159

    13.8

    92,896

    14.1

    35,992

    10.7

    38,342

    11.4

     

    CME JAPANESE YEN

    U.S.

     

    1,789

    2.4

    1,353

    1.8

    75,938

    2,272

    2.5

    1,435

    1.6

    90,221

    NON U.S.

     

    2,865

    3.8

    175

    0.2

     

    2,167

    2.4

    850

    0.9

     
     

    5

    4,654

    6.1

    1,528

    2.0

    4,439

    4.9

    2,285

    2.5

     

    CME EURO FX

    U.S.

     

    3,505

    2.5

    0

    0.0

    138,477

    8,908

    5.7

    320

    0.2

    157,370

    NON U.S.

     

    7,886

    5.7

    2,336

    1.7

     

    8,235

    5.2

    4,854

    3.1

     
     

    5

    11,391

    8.2

    2,336

    1.7

    17,143

    10.9

    5,174

    3.3

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    281,806

    2.1

    358,330

    2.6

    13,567,285

    604,167

    2.5

    171,455

    0.7

    24,393,168

    NON U.S.

    20

    527,064

    3.9

    178,751

    1.3

     

    624,837

    2.6

    339,796

    1.4

     
     

    27

    808,870

    6.0

    537,081

    4.0

    1,229,004

    5.0

    511,251

    2.1

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    5,076

    0.5

    0

    0.0

    1,085,645

    56

    0.00

    0

    0.0

    3,228,492

    NON U.S.

     

    1,124

    0.1

    3,087

    0.3

     

    8,459

    0.3

    20,328

    0.6

     
     

    7

    6,200

    0.6

    3,087

    0.3

    8,515

    0.3

    20,328

    0.6