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December Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 12/3/2013

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT SOYBEANS

    U.S.

     

    621

    0.3

    1,387

    0.6

    227,339

    482

    0.1

    1,190

    0.4

    322,640

    NON U.S.

     

    409

    0.2

    789

    0.3

     

    520

    0.2

    193

    0.1

     
     

    6

    1,030

    0.5

    2,176

    1.0

    1,002

    0.3

    1,383

    0.4

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    1,136,807

    13.3

    1,397,943

    16.3

    8,554,758

    670,288

    14.3

    336,952

    7.2

    4,673,761

    NON U.S.

     

    75,916

    0.9

    128,116

    1.5

     

    82,004

    1.8

    47,544

    1.0

     
     

    10

    1,212,723

    14.2

    1,526,059

    17.8

    752,292

    16.1

    384,496

    8.2

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    223,069

    7.1

    246,703

    7.8

    3,158,459

    118,388

    6.6

    82,779

    4.6

    1,787,979

    NON U.S.

     

    31,629

    1.0

    51,529

    1.6

     

    28,751

    1.6

    16,728

    0.9

     
     

    9

    254,698

    8.1

    298,232

    9.4

    147,139

    8.2

    99,507

    5.6

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    3,708

    17.3

    1,785

    8.3

    21,407

    1,220

    14.4

    2,460

    29.0

    8,484

    NON U.S.

     

    0

    0.0

    624

    2.9

     

    0

    0.0

    44

    0.5

     
     

    5

    3,708

    17.3

    2,409

    11.3

    1,220

    14.4

    2,504

    29.5

     

    ICUS COTTON NO. 2

    U.S.

     

    1,404

    1.9

    1,116

    1.5

    73,614

    530

    0.8

    2,019

    2.9

    69,089

    NON U.S.

     

    155

    0.2

    455

    0.6

     

    265

    0.4

    275

    0.4

     
     

    7

    1,559

    2.1

    1,571

    2.1

    795

    1.2

    2,294

    3.3

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    17,775

    2.6

    32,874

    4.9

    676,174

    31,446

    2.2

    49,109

    3.5

    1,418,108

    NON U.S.

    13

    33,415

    4.9

    151,140

    22.4

     

    181,945

    12.8

    87,480

    6.2

     
     

    21

    51,190

    7.6

    184,014

    27.2

    213,391

    15.0

    136,589

    9.6

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    8,572

    3.3

    5,225

    2.0

    256,662

    12,322

    3.2

    9,109

    2.3

    391,027

    NON U.S.

     

    0

    0.0

    21,400

    8.3

     

    34,400

    8.8

    7,275

    1.9

     
     

    7

    8,572

    3.3

    26,625

    10.4

    46,722

    11.9

    16,384

    4.2

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    74,729

    6.4

    106,403

    9.1

    1,172,489

    91,952

    9.4

    55,052

    5.7

    974,237

    NON U.S.

     

    31,598

    2.7

    62,830

    5.4

     

    35,437

    3.6

    28,584

    2.9

     
     

    17

    106,327

    9.1

    169,233

    14.4

    127,389

    13.1

    83,636

    8.6

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    43,939

    13.1

    56,790

    17.0

    334,848

    53,402

    18.7

    35,664

    12.5

    285,120

    NON U.S.

     

    15,439

    4.6

    64,818

    19.4

     

    61,367

    21.5

    28,201

    9.9

     
     

    13

    59,378

    17.7

    121,608

    36.3

    114,769

    40.3

    63,865

    22.4

     

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    685

    47.6

    680

    47.2

    1,440

    1,230

    51.6

    0

    0.0

    2,385

    NON U.S.

     

    325

    22.6

    660

    45.8

     

    305

    12.8

    30

    1.3

     
     

    5

    1,010

    70.1

    1,340

    93.1

    1,535

    64.4

    30

    1.3

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    13,212

    10.2

    14,930

    11.5

    129,737

    24,151

    18.3

    14,458

    10.9

    132,247

    NON U.S.

     

    8,073

    6.2

    11,808

    9.1

     

    14,960

    11.3

    14,690

    11.1

     
     

    13

    21,285

    16.4

    26,738

    20.6

    39,111

    29.6

    29,148

    22.0

     

    ICUS SUGAR NO. 11

    U.S.

     

    8,485

    2.9

    4,895

    1.7

    289,227

    5,336

    2.1

    4,780

    1.9

    252,118

    NON U.S.

     

    2,335

    0.8

    470

    0.2

     

    2,540

    1.0

    345

    0.1

     
     

    5

    10,820

    3.7

    5,365

    1.9

    7,876

    3.1

    5,125

    2.0

     

    CMX SILVER

    U.S.

     

    4,623

    4.8

    3,515

    3.6

    96,746

    4,002

    4.9

    3,553

    4.3

    82,263

    NON U.S.

     

    3,223

    3.3

    18,216

    18.8

     

    9,426

    11.5

    7,412

    9.0

     
     

    6

    7,846

    8.1

    21,731

    22.5

    13,428

    16.3

    10,965

    13.3

     

    CMX GOLD

    U.S.

     

    40,100

    4.1

    42,842

    4.3

    988,958

    17,110

    4.3

    31,319

    7.9

    397,550

    NON U.S.

     

    36,275

    3.7

    58,552

    5.9

     

    20,306

    5.1

    20,490

    5.2

     
     

    13

    76,375

    7.7

    101,394

    10.3

    37,416

    9.4

    51,809

    13.0

     

    CME EURO FX

    U.S.

     

    12,339

    6.9

    1,652

    0.9

    179,142

    12,265

    5.5

    6,314

    2.8

    222,550

    NON U.S.

     

    3,305

    1.8

    50

    0.0

     

    6,021

    2.7

    475

    0.2

     
     

    6

    15,644

    8.7

    1,702

    1.0

    18,286

    8.2

    6,789

    3.1

     

    NYME RBOB AVG PRICE OPTIONS

    U.S.

     

    1,050

    10.3

    765

    7.5

    10,154

    575

    13.3

    640

    14.8

    4,324

    NON U.S.

     

    2,014

    19.8

    2,014

    19.8

     

    262

    6.1

    129

    3.0

     
     

    5

    3,064

    30.2

    2,779

    27.4

    837

    19.4

    769

    17.8

     

    CME 3-MONTH EURODOLLARS

    U.S.

    10

    229,250

    2.9

    153,083

    1.9

    7,880,042

    460,656

    3.2

    256,450

    1.8

    14,610,667

    NON U.S.

    27

    276,198

    3.5

    649,953

    8.2

     

    1,121,350

    7.7

    1,170,053

    8.0

     
     

    37

    505,448

    6.4

    803,036

    10.2

    1,582,006

    10.8

    1,426,503

    9.8

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    1,000

    0.1

    1,000

    0.1

    1,291,553

    0

    0.0

    1,001

    0.0

    2,194,581

    NON U.S.

     

    8,002

    0.6

    8,645

    0.7

     

    8,665

    0.4

    17,927

    0.8

     
     

    11

    9,002

    0.7

    9,645

    0.7

    8,665

    0.4

    18,928

    0.9