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December Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 12/5/2017

    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

    340

    0.2

    136,794

    0

    0.0

    590

    0.5

    121,885

    NON U.S.

     

    855

    0.6

    1,315

    1.0

     

    0

    0.0

    8,500

    7.0

     
     

    6

    855

    0.6

    1,655

    1.2

    0

    0.0

    9,090

    7.5

     

    CBT U.S. TREASURY BONDS

    U.S.

    5

    10,985

    4.7

    325

    0.1

    234,129

    4,870

    1.6

    325

    0.1

    306,598

    NON U.S.

    9

    3,981

    1.7

    6,290

    2.7

     

    3,000

    1.0

    5,165

    1.7

     
     

    14

    14,966

    6.4

    6,615

    2.8

    7,870

    2.6

    5,490

    1.8

     

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

     

    5,150

    12.8

    1,425

    3.5

    40,161

    1,150

    7.6

    1,000

    6.6

    15,210

    NON U.S.

     

    1,085

    2.7

    973

    2.4

     

    355

    2.3

    232

    1.5

     
     

    5

    6,235

    15.5

    2,398

    6.0

    1,505

    9.9

    1,232

    8.1

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    97,660

    3.2

    87,580

    2.9

    3,068,091

    61,000

    3.3

    30,368

    1.6

    1,850,702

    NON U.S.

     

    23,720

    0.8

    72,988

    2.4

     

    30,148

    1.6

    8,940

    0.5

     
     

    9

    121,380

    4.0

    160,568

    5.2

    91,148

    4.9

    39,308

    2.1

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    92,570

    5.8

    109,949

    6.8

    1,606,867

    50,470

    6.5

    37,863

    4.9

    772,808

    NON U.S.

     

    27,334

    1.7

    93,301

    5.8

     

    18,072

    2.3

    21,264

    2.8

     
     

    9

    119,904

    7.5

    203,250

    12.6

    68,542

    8.9

    59,127

    7.7

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    900

    8.5

    2,080

    19.8

    10,530

    120

    11.5

    120

    11.5

    1,040

    NON U.S.

     

    260

    2.5

    1,220

    11.6

     

    0

    0.0

    0

    0.0

     
     

    7

    1,160

    11.0

    3,300

    31.3

    120

    11.5

    120

    11.5

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    4

    43,847

    3.9

    24,494

    2.2

    1,119,758

    55,420

    3.6

    55,294

    3.6

    1,553,801

    NON U.S.

    16

    37,350

    3.3

    36,055

    3.2

     

    32,790

    2.1

    32,450

    2.1

     
     

    20

    81,197

    7.3

    60,549

    5.4

    88,210

    5.7

    87,744

    5.6

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    18,586

    5.5

    17,201

    5.1

    335,821

    16,886

    2.9

    17,640

    3.1

    577,219

    NON U.S.

     

    50

    0.0

    3,850

    1.1

     

    700

    0.1

    4,400

    0.8

     
     

    7

    18,636

    5.5

    21,051

    6.3

    17,586

    3.0

    22,040

    3.8

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    50,620

    14.9

    59,750

    17.6

    339,102

    63,900

    20.6

    32,225

    10.4

    310,057

    NON U.S.

     

    4,350

    1.3

    6,860

    2.0

     

    5,950

    1.9

    4,225

    1.4

     
     

    10

    54,970

    16.2

    66,610

    19.6

    69,850

    22.5

    36,450

    11.8

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,861

    19.9

    2,921

    12.0

    24,383

    4,005

    16.4

    5,065

    20.7

    24,482

    NON U.S.

     

    1,400

    5.7

    5,927

    24.3

     

    4,382

    17.9

    1,070

    4.4

     
     

    8

    6,261

    25.7

    8,848

    36.3

    8,387

    34.3

    6,135

    25.1

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    84,613

    5.8

    109,371

    7.5

    1,451,125

    102,722

    8.3

    54,306

    4.4

    1,237,069

    NON U.S.

     

    35,403

    2.4

    90,319

    6.2

     

    71,543

    5.8

    55,043

    4.4

     
     

    21

    120,016

    8.3

    199,690

    13.8

    174,265

    14.1

    109,349

    8.8

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    14,225

    7.8

    16,152

    8.8

    183,209

    19,672

    8.8

    13,723

    6.1

    224,347

    NON U.S.

     

    7,278

    4.0

    66,783

    36.5

     

    64,332

    28.7

    25,884

    11.5

     
     

    9

    21,503

    11.7

    82,935

    45.3

    84,004

    37.4

    39,607

    17.7

     

    CMX SILVER

    U.S.

     

    4,176

    7.2

    1,894

    3.3

    57,954

    4,021

    9.5

    544

    1.3

    42,313

    NON U.S.

     

    1,165

    2.0

    2,664

    4.6

     

    1,836

    4.3

    2,161

    5.1

     
     

    10

    5,341

    9.2

    4,558

    7.9

    5,857

    13.8

    2,705

    6.4

     

    CMX GOLD

    U.S.

     

    45,139

    8.3

    43,702

    8.0

    544,544

    15,885

    5.4

    3,663

    1.2

    294,197

    NON U.S.

     

    17,948

    3.3

    18,585

    3.4

     

    8,471

    2.9

    14,871

    5.1

     
     

    14

    63,087

    11.6

    62,287

    11.4

    24,356

    8.3

    18,534

    6.3

     

    CME EURO FX

    U.S.

     

    4,914

    2.6

    35

    0.0

    191,972

    2,945

    1.4

    518

    0.2

    212,754

    NON U.S.

     

    24,057

    12.5

    4,041

    2.1

     

    14,894

    7.0

    5,926

    2.8

     
     

    5

    28,971

    15.1

    4,076

    2.1

    17,839

    8.4

    6,444

    3.0

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    410,658

    2.2

    440,577

    2.4

    18,564,231

    552,584

    1.9

    362,211

    1.3

    28,589,927

    NON U.S.

    19

    555,656

    3.0

    272,474

    1.5

     

    490,543

    1.7

    392,033

    1.4

     
     

    26

    966,314

    5.2

    713,051

    3.8

    1,043,127

    3.6

    754,244

    2.6

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,452

    0.6

    6,552

    0.4

    1,512,209

    6,556

    0.2

    0

    0.0

    3,876,394

    NON U.S.

     

    10,577

    0.7

    5,174

    0.3

     

    26,627

    0.7

    39,442

    1.0

     
     

    12

    19,029

    1.3

    11,726

    0.8

    33,183

    0.9

    39,442

    1.0