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December Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 12/6/2016

    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

    0

    0.0

    171,920

    0

    0.0

    1,750

    1.6

    111,886

    NON U.S.

     

    1,522

    0.9

    572

    0.3

     

    0

    0.0

    3,215

    2.9

     
     

    5

    1,522

    0.9

    572

    0.3

    0

    0.0

    4,965

    4.4

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    2,824

    7.1

    940

    2.3

    40,028

    289

    1.6

    350

    2.0

    17,678

    NON U.S.

     

    4,092

    10.2

    3,643

    9.1

     

    2,000

    11.3

    1,950

    11.0

     
     

    6

    6,916

    17.3

    4,583

    11.4

    2,289

    12.9

    2,300

    13.0

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    190,940

    5.9

    155,460

    4.8

    3,236,904

    95,240

    5.5

    66,508

    3.8

    1,740,189

    NON U.S.

     

    23,245

    0.7

    79,476

    2.5

     

    42,876

    2.5

    41,900

    2.4

     
     

    9

    214,185

    6.6

    234,936

    7.3

    138,116

    7.9

    108,408

    6.2

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    109,414

    6.7

    133,513

    8.1

    1,643,462

    61,029

    7.4

    29,576

    3.6

    819,398

    NON U.S.

     

    43,032

    2.6

    136,691

    8.3

     

    45,579

    5.6

    32,408

    4.0

     
     

    10

    152,446

    9.3

    270,204

    16.4

    106,608

    13.0

    61,984

    7.6

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,000

    9.5

    960

    9.1

    10,566

    760

    9.8

    600

    7.8

    7,740

    NON U.S.

     

    700

    6.6

    1,908

    18.1

     

    600

    7.8

    760

    9.8

     
     

    8

    1,700

    16.1

    2,868

    27.1

    1,360

    17.6

    1,360

    17.6

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    22,874

    2.1

    37,256

    3.3

    1,115,003

    8,093

    0.4

    85,716

    4.5

    1,917,385

    NON U.S.

    18

    30,388

    2.7

    62,305

    5.6

     

    134,713

    7.0

    18,657

    1.0

     
     

    23

    53,262

    4.8

    99,561

    8.9

    142,806

    7.4

    104,373

    5.4

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    9,600

    2.0

    11,815

    2.4

    488,846

    17,650

    2.5

    18,165

    2.5

    715,528

    NON U.S.

     

    400

    0.1

    14,763

    3.0

     

    8,000

    1.1

    12,163

    1.7

     
     

    7

    10,000

    2.0

    26,578

    5.4

    25,650

    3.6

    30,328

    4.2

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    57,275

    12.6

    62,425

    13.7

    455,369

    50,425

    12.9

    27,350

    7.0

    389,902

    NON U.S.

     

    15,300

    3.4

    13,235

    2.9

     

    10,200

    2.6

    9,500

    2.4

     
     

    11

    72,575

    15.9

    75,660

    16.6

    60,625

    15.5

    36,850

    9.5

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,373

    29.8

    3,303

    22.5

    14,693

    2,564

    18.0

    3,144

    22.0

    14,274

    NON U.S.

     

    1,065

    7.2

    1,255

    8.5

     

    820

    5.7

    835

    5.8

     
     

    9

    5,438

    37.0

    4,558

    31.0

    3,384

    23.7

    3,979

    27.9

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    86,558

    5.0

    126,220

    7.3

    1,725,796

    69,415

    6.0

    34,864

    3.0

    1,165,908

    NON U.S.

     

    87,671

    5.1

    134,164

    7.8

     

    88,445

    7.6

    52,286

    4.5

     
     

    21

    174,229

    10.1

    260,384

    15.1

    157,860

    13.5

    87,150

    7.5

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    18,097

    12.4

    10,297

    7.0

    146,164

    10,680

    6.7

    21,720

    13.6

    159,121

    NON U.S.

     

    11,042

    7.6

    50,962

    34.9

     

    39,956

    25.1

    18,896

    11.9

     
     

    10

    29,139

    19.9

    61,259

    41.9

    50,636

    31.8

    40,616

    25.5

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    205

    1.5

    4,933

    36.8

    13,403

    263

    3.4

    397

    5.2

    7,669

    NON U.S.

     

    2,610

    19.5

    1,670

    12.5

     

    1,367

    17.8

    2,623

    34.2

     
     

    9

    2,815

    21.0

    6,603

    49.3

    1,630

    21.3

    3,020

    39.4

     

    CMX SILVER

    U.S.

     

    2,843

    4.1

    3,080

    4.5

    69,051

    883

    2.5

    406

    1.1

    35,565

    NON U.S.

     

    4,314

    6.2

    5,721

    8.3

     

    2,606

    7.3

    1,127

    3.2

     
     

    11

    7,157

    10.4

    8,801

    12.7

    3,489

    9.8

    1,533

    4.3

     

    CMX GOLD

    U.S.

     

    52,902

    8.2

    36,440

    5.7

    643,468

    21,659

    6.1

    18,244

    5.1

    354,665

    NON U.S.

     

    29,896

    4.6

    41,369

    6.4

     

    16,966

    4.8

    19,110

    5.4

     
     

    15

    82,798

    12.9

    77,809

    12.1

    38,625

    10.9

    37,354

    10.5

     

    CME JAPANESE YEN

    U.S.

     

    3,729

    3.2

    1,352

    1.2

    117,062

    2,952

    3.1

    353

    0.4

    94,205

    NON U.S.

     

    1,836

    1.6

    1,050

    0.9

     

    2,618

    2.8

    804

    0.9

     
     

    6

    5,565

    4.8

    2,402

    2.1

    5,570

    5.9

    1,157

    1.2

     

    CME EURO FX

    U.S.

     

    4,844

    2.8

    293

    0.2

    174,805

    3,378

    2.0

    3,465

    2.1

    168,992

    NON U.S.

     

    6,427

    3.7

    4,851

    2.8

     

    4,966

    2.9

    5,681

    3.4

     
     

    5

    11,271

    6.4

    5,144

    2.9

    8,344

    4.9

    9,146

    5.4

     

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    297,243

    1.6

    355,559

    1.9

    18,332,375

    578,585

    2.4

    284,568

    1.2

    24,460,495

    NON U.S.

    26

    721,829

    3.9

    313,051

    1.7

     

    829,795

    3.4

    409,490

    1.7

     
     

    34

    1,019,072

    5.6

    668,610

    3.6

    1,408,380

    5.8

    694,058

    2.8

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,554,430

    77

    0.00

    0

    0.0

    3,036,927

    NON U.S.

     

    1,700

    0.1

    2,934

    0.2

     

    10,303

    0.3

    14,688

    0.5

     
     

    7

    1,700

    0.1

    2,934

    0.2

    10,380

    0.3

    14,688

    0.5