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August Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 8/1/2017

    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

    450

    0.2

    184,544

    0

    0.0

    1,450

    0.8

    173,274

    NON U.S.

     

    1,022

    0.6

    2,797

    1.5

     

    450

    0.3

    6,225

    3.6

     
     

    6

    1,022

    0.6

    3,247

    1.8

    450

    0.3

    7,675

    4.4

     

    CBT CORN

    U.S.

     

    1,188

    0.1

    4,154

    0.5

    830,313

    9,908

    1.7

    12,458

    2.2

    568,909

    NON U.S.

     

    2,000

    0.2

    550

    0.1

     

    305

    0.1

    11,040

    1.9

     
     

    5

    3,188

    0.4

    4,704

    0.6

    10,213

    1.8

    23,498

    4.1

     

    CBT U.S. TREASURY BONDS

    U.S.

    5

    18,428

    5.5

    14,363

    4.3

    332,422

    2,932

    0.8

    4,950

    1.3

    384,826

    NON U.S.

    7

    7,723

    2.3

    1,450

    0.4

     

    250

    0.1

    10,350

    2.7

     
     

    12

    26,151

    7.9

    15,813

    4.8

    3,182

    0.8

    15,300

    4.0

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    6,876

    15.5

    4,110

    9.3

    44,306

    850

    5.8

    700

    4.8

    14,729

    NON U.S.

     

    2,103

    4.7

    1,530

    3.5

     

    819

    5.6

    830

    5.6

     
     

    5

    8,979

    20.3

    5,640

    12.7

    1,669

    11.3

    1,530

    10.4

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    117,512

    3.4

    96,500

    2.8

    3,504,004

    59,840

    2.9

    40,920

    2.0

    2,086,342

    NON U.S.

     

    25,630

    0.7

    74,980

    2.1

     

    33,060

    1.6

    19,100

    0.9

     
     

    9

    143,142

    4.1

    171,480

    4.9

    92,900

    4.5

    60,020

    2.9

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    85,266

    5.8

    116,617

    7.9

    1,474,780

    57,448

    7.5

    28,746

    3.8

    761,995

    NON U.S.

     

    28,355

    1.9

    102,092

    6.9

     

    25,764

    3.4

    25,959

    3.4

     
     

    9

    113,621

    7.7

    218,709

    14.8

    83,212

    10.9

    54,705

    7.2

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    9.6

    1,480

    20.2

    7,318

    0

    0.0

    0

    0.0

    920

    NON U.S.

     

    260

    3.6

    520

    7.1

     

    0

    0.0

    0

    0.0

     
     

    6

    960

    13.1

    2,000

    27.3

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    66,075

    4.7

    42,374

    3.0

    1,416,263

    28,978

    1.8

    73,161

    4.6

    1,574,106

    NON U.S.

    15

    43,100

    3.0

    140,825

    9.9

     

    72,940

    4.6

    19,580

    1.2

     
     

    21

    109,175

    7.7

    183,199

    12.9

    101,918

    6.5

    92,741

    5.9

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    11,866

    4.1

    26,984

    9.3

    289,439

    12,050

    1.5

    29,700

    3.8

    791,134

    NON U.S.

     

    1,700

    0.6

    13,200

    4.6

     

    3,400

    0.4

    6,500

    0.8

     
     

    9

    13,566

    4.7

    40,184

    13.9

    15,450

    2.0

    36,200

    4.6

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    56,615

    11.9

    63,090

    13.3

    475,654

    63,400

    20.2

    36,975

    11.8

    313,724

    NON U.S.

     

    16,550

    3.5

    16,010

    3.4

     

    9,875

    3.1

    6,375

    2.0

     
     

    11

    73,165

    15.4

    79,100

    16.6

    73,275

    23.4

    43,350

    13.8

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,435

    33.3

    2,385

    17.9

    13,325

    4,027

    26.3

    4,677

    30.5

    15,327

    NON U.S.

     

    520

    3.9

    1,715

    12.9

     

    1,220

    8.0

    730

    4.8

     
     

    6

    4,955

    37.2

    4,100

    30.8

    5,247

    34.2

    5,407

    35.3

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    143,914

    8.0

    180,483

    10.0

    1,808,507

    111,289

    9.0

    57,387

    4.6

    1,236,030

    NON U.S.

     

    54,389

    3.0

    102,987

    5.7

     

    70,117

    5.7

    54,703

    4.4

     
     

    23

    198,303

    11.0

    283,470

    15.7

    181,406

    14.7

    112,090

    9.1

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    6,050

    4.5

    14,074

    10.6

    133,170

    14,805

    9.2

    9,195

    5.7

    160,464

    NON U.S.

     

    8,626

    6.5

    43,245

    32.5

     

    42,231

    26.3

    21,935

    13.7

     
     

    7

    14,676

    11.0

    57,319

    43.0

    57,036

    35.5

    31,130

    19.4

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    875

    12.3

    2,427

    34.1

    7,112

    0

    0.0

    1,000

    50.6

    1,975

    NON U.S.

     

    200

    2.8

    25

    0.4

     

    0

    0.0

    200

    10.1

     
     

    5

    1,075

    15.1

    2,452

    34.5

    0

    0.0

    1,200

    60.8

     

    CMX SILVER

    U.S.

     

    4,471

    5.6

    3,948

    5.0

    79,209

    2,136

    5.6

    640

    1.7

    38,074

    NON U.S.

     

    5,658

    7.1

    7,615

    9.6

     

    2,206

    5.8

    3,090

    8.1

     
     

    11

    10,129

    12.8

    11,563

    14.6

    4,342

    11.4

    3,730

    9.8

     

    CMX GOLD

    U.S.

     

    43,417

    6.7

    24,593

    3.8

    649,506

    15,010

    4.4

    15,136

    4.4

    341,091

    NON U.S.

     

    23,906

    3.7

    34,953

    5.4

     

    15,935

    4.7

    22,427

    6.6

     
     

    17

    67,323

    10.4

    59,546

    9.2

    30,945

    9.1

    37,563

    11.0

     

    CME CANADIAN DOLLAR

    U.S.

     

    1,472

    2.8

    2,240

    4.2

    53,150

    6,089

    9.0

    1,388

    2.1

    67,572

    NON U.S.

     

    9,164

    17.2

    5,085

    9.6

     

    9,498

    14.1

    4,377

    6.5

     
     

    5

    10,636

    20.0

    7,325

    13.8

    15,587

    23.1

    5,765

    8.5

     

    CME EURO FX

    U.S.

     

    2,423

    1.5

    531

    0.3

    163,142

    2,753

    1.5

    1,293

    0.7

    187,090

    NON U.S.

     

    16,169

    9.9

    2,741

    1.7

     

    10,309

    5.5

    3,835

    2.0

     
     

    6

    18,592

    11.4

    3,272

    2.0

    13,062

    7.0

    5,128

    2.7

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    265,466

    1.9

    359,423

    2.6

    13,927,400

    614,833

    2.6

    372,746

    1.6

    23,327,482

    NON U.S.

    22

    503,549

    3.6

    172,844

    1.2

     

    554,593

    2.4

    338,857

    1.5

     
     

    29

    769,015

    5.5

    532,267

    3.8

    1,169,426

    5.0

    711,603

    3.1

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    12,590

    1.3

    6,489

    0.6

    998,843

    6,494

    0.2

    0

    0.0

    3,028,576

    NON U.S.

     

    721

    0.1

    1,574

    0.2

     

    4,823

    0.2

    15,292

    0.5

     
     

    8

    13,311

    1.3

    8,063

    0.8

    11,317

    0.4

    15,292

    0.5