Font Size: AAA // Print // Bookmark

February Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 2/2/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    2,790

    5.8

    2,125

    4.4

    47,939

    540

    2.4

    0

    0.0

    22,115

    NON U.S.

     

    4,875

    10.2

    5,675

    11.8

     

    815

    3.7

    550

    2.5

     
     

    6

    7,665

    16.0

    7,800

    16.3

    1,355

    6.1

    550

    2.5

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    454,122

    12.5

    427,188

    11.8

    3,623,328

    192,468

    6.6

    176,656

    6.0

    2,922,120

    NON U.S.

     

    61,317

    1.7

    84,396

    2.3

     

    46,336

    1.6

    32,100

    1.1

     
     

    9

    515,439

    14.2

    511,584

    14.1

    238,804

    8.2

    208,756

    7.1

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    152,877

    8.9

    161,986

    9.4

    1,717,711

    75,938

    6.7

    36,560

    3.2

    1,126,849

    NON U.S.

     

    77,698

    4.5

    119,892

    7.0

     

    37,560

    3.3

    35,405

    3.1

     
     

    10

    230,575

    13.4

    281,878

    16.4

    113,498

    10.1

    71,965

    6.4

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    17.0

    500

    7.7

    6,468

    1,280

    25.5

    400

    8.0

    5,020

    NON U.S.

     

    700

    10.8

    2,708

    41.9

     

    0

    0.0

    1,720

    34.3

     
     

    8

    1,800

    27.8

    3,208

    49.6

    1,280

    25.5

    2,120

    42.2

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    26,059

    2.7

    22,407

    2.3

    963,615

    61,963

    5.9

    53,767

    5.2

    1,042,150

    NON U.S.

    12

    12,050

    1.3

    52,147

    5.4

     

    48,643

    4.7

    25,225

    2.4

     
     

    18

    38,109

    4.0

    74,554

    7.7

    110,606

    10.6

    78,992

    7.6

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    4,647

    1.1

    9,609

    2.2

    428,089

    3,350

    0.4

    4,015

    0.5

    758,302

    NON U.S.

     

    4,000

    0.9

    12,000

    2.8

     

    1,000

    0.1

    1,000

    0.1

     
     

    7

    8,647

    2.0

    21,609

    5.0

    4,350

    0.6

    5,015

    0.7

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    48,230

    12.4

    42,785

    11.0

    389,209

    28,750

    11.0

    22,815

    8.7

    261,361

    NON U.S.

     

    17,520

    4.5

    13,300

    3.4

     

    12,475

    4.8

    6,450

    2.5

     
     

    12

    65,750

    16.9

    56,085

    14.4

    41,225

    15.8

    29,265

    11.2

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    7,625

    27.7

    7,345

    26.6

    27,570

    9,175

    31.9

    7,935

    27.6

    28,720

    NON U.S.

     

    1,790

    6.5

    4,590

    16.6

     

    1,790

    6.2

    2,055

    7.2

     
     

    10

    9,415

    34.1

    11,935

    43.3

    10,965

    38.2

    9,990

    34.8

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    141,676

    7.6

    142,258

    7.6

    1,863,965

    71,842

    6.0

    61,810

    5.2

    1,194,317

    NON U.S.

     

    113,024

    6.1

    138,223

    7.4

     

    80,873

    6.8

    57,803

    4.8

     
     

    17

    254,700

    13.7

    280,481

    15.0

    152,715

    12.8

    119,613

    10.0

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    32,085

    15.5

    27,646

    13.3

    207,630

    14,525

    10.3

    18,126

    12.9

    140,692

    NON U.S.

     

    26,745

    12.9

    48,573

    23.4

     

    25,050

    17.8

    22,220

    15.8

     
     

    8

    58,830

    28.3

    76,219

    36.7

    39,575

    28.1

    40,346

    28.7

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    2,205

    4.7

    1,581

    3.4

    47,024

    2,897

    8.1

    4,217

    11.9

    35,578

    NON U.S.

     

    8,910

    18.9

    6,490

    13.8

     

    4,037

    11.3

    4,853

    13.6

     
     

    8

    11,115

    23.6

    8,071

    17.2

    6,934

    19.5

    9,070

    25.5

     

    NYME PALLADIUM

    U.S.

     

    100

    2.8

    600

    16.8

    3,581

    25

    2.2

    0

    0.0

    1,121

    NON U.S.

     

    323

    9.0

    470

    13.1

     

    46

    4.1

    256

    22.8

     
     

    5

    423

    11.8

    1,070

    29.9

    71

    6.3

    256

    22.8

     

    CMX SILVER

    U.S.

     

    4,873

    7.1

    4,013

    5.9

    68,432

    771

    2.2

    1,305

    3.8

    34,369

    NON U.S.

     

    5,932

    8.7

    11,953

    17.5

     

    5,251

    15.3

    3,807

    11.1

     
     

    11

    10,805

    15.8

    15,966

    23.3

    6,022

    17.5

    5,112

    14.9

     

    CMX GOLD

    U.S.

     

    31,483

    4.3

    38,127

    5.2

    726,772

    13,534

    4.7

    11,575

    4.1

    285,421

    NON U.S.

     

    72,559

    10.0

    96,674

    13.3

     

    24,912

    8.7

    42,488

    14.9

     
     

    16

    104,042

    14.3

    134,801

    18.5

    38,446

    13.5

    54,063

    18.9

     

    CME JAPANESE YEN

    U.S.

     

    829

    1.1

    405

    0.5

    75,759

    221

    0.4

    218

    0.3

    62,362

    NON U.S.

     

    2,199

    2.9

    30

    0.0

     

    4,478

    7.2

    200

    0.3

     
     

    5

    3,028

    4.0

    435

    0.6

    4,699

    7.5

    418

    0.7

     

    CME EURO FX

    U.S.

     

    4,910

    4.0

    1,060

    0.9

    123,199

    2,785

    1.7

    3,218

    1.9

    167,602

    NON U.S.

     

    5,733

    4.7

    2,169

    1.8

     

    6,292

    3.8

    2,590

    1.5

     
     

    5

    10,643

    8.6

    3,229

    2.6

    9,077

    5.4

    5,808

    3.5

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    300,924

    2.1

    271,591

    1.9

    14,173,864

    491,771

    2.2

    248,132

    1.1

    22,385,368

    NON U.S.

    28

    633,596

    4.5

    217,288

    1.5

     

    920,609

    4.1

    231,027

    1.0

     
     

    35

    934,520

    6.6

    488,879

    3.4

    1,412,380

    6.3

    479,159

    2.1

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,483,568

    39

    0.00

    0

    0.0

    2,302,658

    NON U.S.

     

    350

    0.0

    3,575

    0.2

     

    21,502

    0.9

    9,805

    0.4

     
     

    7

    350

    0.0

    3,575

    0.2

    21,541

    0.9

    9,805

    0.4