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August Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 8/2/2016

    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

    390

    0.2

    160,174

    390

    0.3

    2,700

    2.2

    122,666

    NON U.S.

     

    225

    0.1

    1,010

    0.6

     

    10

    0.00

    1,385

    1.1

     
     

    5

    225

    0.1

    1,400

    0.9

    400

    0.3

    4,085

    3.3

     

    CBT U.S. TREASURY BONDS

    U.S.

     

    14,626

    5.9

    4,025

    1.6

    248,914

    6,998

    2.8

    13,675

    5.5

    247,252

    NON U.S.

     

    5,150

    2.1

    18,450

    7.4

     

    21,650

    8.8

    1,800

    0.7

     
     

    7

    19,776

    7.9

    22,475

    9.0

    28,648

    11.6

    15,475

    6.3

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    2,525

    5.2

    765

    1.6

    48,439

    350

    1.7

    100

    0.5

    20,885

    NON U.S.

     

    5,665

    11.7

    4,516

    9.3

     

    1,650

    7.9

    1,705

    8.2

     
     

    6

    8,190

    16.9

    5,281

    10.9

    2,000

    9.6

    1,805

    8.6

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    296,848

    9.7

    234,436

    7.6

    3,075,840

    125,052

    5.4

    103,380

    4.4

    2,331,000

    NON U.S.

     

    24,017

    0.8

    64,708

    2.1

     

    35,176

    1.5

    41,908

    1.8

     
     

    9

    320,865

    10.4

    299,144

    9.7

    160,228

    6.9

    145,288

    6.2

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    121,189

    7.3

    140,296

    8.4

    1,665,554

    64,756

    5.5

    43,811

    3.8

    1,167,219

    NON U.S.

     

    49,035

    2.9

    121,947

    7.3

     

    38,860

    3.3

    32,713

    2.8

     
     

    10

    170,224

    10.2

    262,243

    15.7

    103,616

    8.9

    76,524

    6.6

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    11.6

    700

    7.4

    9,506

    1,440

    22.9

    400

    6.4

    6,280

    NON U.S.

     

    800

    8.4

    2,908

    30.6

     

    200

    3.2

    2,020

    32.2

     
     

    9

    1,900

    20.0

    3,608

    38.0

    1,640

    26.1

    2,420

    38.5

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    30,295

    2.8

    43,791

    4.1

    1,080,709

    28,329

    2.6

    41,652

    3.8

    1,100,801

    NON U.S.

    11

    10,450

    1.0

    79,168

    7.3

     

    28,082

    2.6

    9,533

    0.9

     
     

    16

    40,745

    3.8

    122,959

    11.4

    56,411

    5.1

    51,185

    4.6

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    8,780

    4.5

    5,633

    2.9

    196,682

    13,255

    2.0

    8,110

    1.2

    666,786

    NON U.S.

    4

    1,750

    0.9

    3,400

    1.7

     

    4,250

    0.6

    3,000

    0.4

     
     

    8

    10,530

    5.4

    9,033

    4.6

    17,505

    2.6

    11,110

    1.7

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    73,830

    16.0

    48,400

    10.5

    462,343

    37,837

    10.9

    25,695

    7.4

    347,221

    NON U.S.

     

    14,440

    3.1

    13,000

    2.8

     

    9,050

    2.6

    10,075

    2.9

     
     

    11

    88,270

    19.1

    61,400

    13.3

    46,887

    13.5

    35,770

    10.3

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    6,107

    27.1

    6,647

    29.5

    22,537

    4,460

    20.4

    4,455

    20.3

    21,915

    NON U.S.

     

    1,485

    6.6

    2,285

    10.1

     

    1,550

    7.1

    1,625

    7.4

     
     

    8

    7,592

    33.7

    8,932

    39.6

    6,010

    27.4

    6,080

    27.7

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    116,408

    6.3

    136,804

    7.4

    1,849,604

    60,776

    5.1

    47,479

    4.0

    1,180,139

    NON U.S.

     

    117,760

    6.4

    164,767

    8.9

     

    88,749

    7.5

    54,553

    4.6

     
     

    17

    234,168

    12.7

    301,571

    16.3

    149,525

    12.7

    102,032

    8.6

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    22,045

    13.6

    18,485

    11.4

    162,131

    10,542

    9.3

    15,077

    13.3

    113,116

    NON U.S.

     

    16,120

    9.9

    44,883

    27.7

     

    26,015

    23.0

    18,805

    16.6

     
     

    10

    38,165

    23.5

    63,368

    39.1

    36,557

    32.3

    33,882

    30.0

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    1,025

    5.6

    3,573

    19.5

    18,298

    1,815

    14.3

    1,985

    15.6

    12,725

    NON U.S.

     

    4,650

    25.4

    4,350

    23.8

     

    2,835

    22.3

    3,515

    27.6

     
     

    9

    5,675

    31.0

    7,923

    43.3

    4,650

    36.5

    5,500

    43.2

     

    ICUS COFFEE C

    NON U.S.

     

    330

    0.3

    385

    0.4

    99,001

    4

    0.00

    300

    0.4

    73,635

     

    5

    330

    0.3

    385

    0.4

    4

    0.00

    300

    0.4

     

    CMX SILVER

    U.S.

     

    4,579

    4.9

    4,666

    5.0

    93,486

    979

    2.2

    1,225

    2.7

    45,035

    NON U.S.

     

    4,594

    4.9

    9,622

    10.3

     

    3,176

    7.1

    2,214

    4.9

     
     

    12

    9,173

    9.8

    14,288

    15.3

    4,155

    9.2

    3,439

    7.6

     

    CMX GOLD

    U.S.

     

    46,260

    6.4

    43,669

    6.0

    726,300

    17,845

    5.4

    10,423

    3.1

    332,434

    NON U.S.

     

    46,492

    6.4

    63,371

    8.7

     

    23,136

    7.0

    26,391

    7.9

     
     

    15

    92,752

    12.8

    107,040

    14.7

    40,981

    12.3

    36,814

    11.1

     

    CME JAPANESE YEN

    U.S.

     

    7,767

    8.9

    921

    1.1

    87,688

    6,179

    6.1

    1,276

    1.3

    101,506

    NON U.S.

     

    3,067

    3.5

    1,806

    2.1

     

    4,549

    4.5

    1,632

    1.6

     
     

    5

    10,834

    12.4

    2,727

    3.1

    10,728

    10.6

    2,908

    2.9

     

    CME EURO FX

    U.S.

     

    4,605

    3.8

    390

    0.3

    121,097

    7,458

    4.9

    5,794

    3.8

    151,854

    NON U.S.

     

    6,101

    5.0

    3,746

    3.1

     

    6,522

    4.3

    8,838

    5.8

     
     

    7

    10,706

    8.8

    4,136

    3.4

    13,980

    9.2

    14,632

    9.6

     

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    1,195

    5.8

    1,075

    5.2

    20,509

    40

    0.4

    370

    3.4

    10,888

    NON U.S.

     

    700

    3.4

    700

    3.4

     

    350

    3.2

    750

    6.9

     
     

    5

    1,895

    9.2

    1,775

    8.7

    390

    3.6

    1,120

    10.3

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    302,621

    2.1

    305,322

    2.1

    14,403,391

    424,969

    2.4

    195,866

    1.1

    17,560,131

    NON U.S.

    28

    718,492

    5.0

    201,265

    1.4

     

    953,844

    5.4

    364,041

    2.1

     
     

    35

    1,021,113

    7.1

    506,587

    3.5

    1,378,813

    7.9

    559,907

    3.2

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,724,050

    35

    0.00

    0

    0.0

    3,047,213

    NON U.S.

     

    14,499

    0.8

    15,118

    0.9

     

    8,176

    0.3

    17,589

    0.6

     
     

    7

    14,499

    0.8

    15,118

    0.9

    8,211

    0.3

    17,589

    0.6