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February Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 2/7/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    250

    0.1

    0

    0.0

    192,742

    0

    0.0

    2,000

    1.4

    143,557

    NON U.S.

     

    2,431

    1.3

    1,072

    0.6

     

    0

    0.0

    3,415

    2.4

     
     

    5

    2,681

    1.4

    1,072

    0.6

    0

    0.0

    5,415

    3.8

     

    CBT U.S. TREASURY BONDS

    U.S.

     

    7,184

    2.5

    7,205

    2.5

    285,484

    4,169

    1.3

    3,395

    1.1

    319,628

    NON U.S.

     

    3,480

    1.2

    200

    0.1

     

    1,480

    0.5

    0

    0.0

     
     

    6

    10,664

    3.7

    7,405

    2.6

    5,649

    1.8

    3,395

    1.1

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    3,450

    9.3

    1,565

    4.2

    37,079

    450

    2.6

    550

    3.1

    17,552

    NON U.S.

     

    3,642

    9.8

    3,768

    10.2

     

    2,375

    13.5

    2,000

    11.4

     
     

    6

    7,092

    19.1

    5,333

    14.4

    2,825

    16.1

    2,550

    14.5

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    173,620

    4.2

    140,060

    3.4

    4,097,457

    88,600

    3.7

    59,668

    2.5

    2,393,757

    NON U.S.

     

    25,805

    0.6

    80,716

    2.0

     

    40,456

    1.7

    38,360

    1.6

     
     

    9

    199,425

    4.9

    220,776

    5.4

    129,056

    5.4

    98,028

    4.1

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    100,582

    5.6

    129,442

    7.2

    1,798,684

    63,613

    7.0

    31,625

    3.5

    908,508

    NON U.S.

     

    39,553

    2.2

    130,469

    7.3

     

    43,443

    4.8

    31,097

    3.4

     
     

    10

    140,135

    7.8

    259,911

    14.5

    107,056

    11.8

    62,722

    6.9

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    26.1

    600

    22.4

    2,678

    0

    -1.#QNAN

    0

    -1.#QNAN

    0

    NON U.S.

     

    200

    7.5

    680

    25.4

     

    0

    -1.#QNAN

    0

    -1.#QNAN

     
     

    6

    900

    33.6

    1,280

    47.8

    0

    -1.#QNAN

    0

    -1.#QNAN

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    49,539

    3.5

    32,253

    2.3

    1,432,213

    42,208

    2.6

    68,343

    4.2

    1,615,001

    NON U.S.

    16

    25,853

    1.8

    73,827

    5.2

     

    72,576

    4.5

    22,230

    1.4

     
     

    22

    75,392

    5.3

    106,080

    7.4

    114,784

    7.1

    90,573

    5.6

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    13,575

    3.6

    10,095

    2.7

    378,945

    14,474

    1.5

    22,084

    2.2

    997,997

    NON U.S.

     

    6,184

    1.6

    7,600

    2.0

     

    11,500

    1.2

    8,184

    0.8

     
     

    12

    19,759

    5.2

    17,695

    4.7

    25,974

    2.6

    30,268

    3.0

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    59,365

    14.2

    66,700

    15.9

    419,014

    57,265

    15.3

    39,800

    10.7

    373,196

    NON U.S.

     

    16,600

    4.0

    18,910

    4.5

     

    13,250

    3.6

    9,680

    2.6

     
     

    11

    75,965

    18.1

    85,610

    20.4

    70,515

    18.9

    49,480

    13.3

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    3,627

    30.1

    2,242

    18.6

    12,062

    1,824

    16.0

    2,359

    20.7

    11,399

    NON U.S.

     

    880

    7.3

    1,405

    11.6

     

    550

    4.8

    550

    4.8

     
     

    6

    4,507

    37.4

    3,647

    30.2

    2,374

    20.8

    2,909

    25.5

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    106,908

    6.8

    134,595

    8.5

    1,574,608

    86,841

    7.5

    52,203

    4.5

    1,163,504

    NON U.S.

     

    85,427

    5.4

    150,209

    9.5

     

    104,050

    8.9

    58,912

    5.1

     
     

    21

    192,335

    12.2

    284,804

    18.1

    190,891

    16.4

    111,115

    9.6

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    15,153

    10.5

    12,020

    8.3

    144,639

    10,988

    6.4

    22,383

    13.0

    171,734

    NON U.S.

     

    7,185

    5.0

    52,433

    36.3

     

    46,043

    26.8

    18,110

    10.5

     
     

    9

    22,338

    15.4

    64,453

    44.6

    57,031

    33.2

    40,493

    23.6

     

    CMX SILVER

    U.S.

     

    3,455

    4.6

    3,330

    4.4

    75,029

    1,653

    3.9

    106

    0.3

    41,964

    NON U.S.

     

    4,517

    6.0

    5,698

    7.6

     

    1,863

    4.4

    1,372

    3.3

     
     

    12

    7,972

    10.6

    9,028

    12.0

    3,516

    8.4

    1,478

    3.5

     

    CMX GOLD

    U.S.

     

    61,927

    9.2

    39,847

    5.9

    671,366

    19,997

    6.1

    19,794

    6.1

    325,442

    NON U.S.

     

    33,664

    5.0

    43,774

    6.5

     

    18,313

    5.6

    20,057

    6.2

     
     

    14

    95,591

    14.2

    83,621

    12.5

    38,310

    11.8

    39,851

    12.2

     

    CME JAPANESE YEN

    U.S.

     

    5,231

    6.2

    2,244

    2.6

    84,865

    3,086

    3.4

    2,027

    2.2

    90,150

    NON U.S.

     

    1,250

    1.5

    294

    0.3

     

    2,458

    2.7

    450

    0.5

     
     

    5

    6,481

    7.6

    2,538

    3.0

    5,544

    6.1

    2,477

    2.7

     

    CME EURO FX

    U.S.

     

    2,990

    2.4

    109

    0.1

    124,842

    4,318

    2.7

    2,890

    1.8

    157,717

    NON U.S.

     

    5,525

    4.4

    3,171

    2.5

     

    10,073

    6.4

    3,481

    2.2

     
     

    5

    8,515

    6.8

    3,280

    2.6

    14,391

    9.1

    6,371

    4.0

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    309,131

    2.1

    320,608

    2.2

    14,488,589

    580,587

    2.4

    281,030

    1.2

    24,396,958

    NON U.S.

    22

    536,454

    3.7

    210,806

    1.5

     

    633,654

    2.6

    336,709

    1.4

     
     

    29

    845,585

    5.8

    531,414

    3.7

    1,214,241

    5.0

    617,739

    2.5

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,308,014

    84

    0.00

    0

    0.0

    3,218,608

    NON U.S.

     

    130

    0.00

    2,276

    0.2

     

    7,276

    0.2

    9,760

    0.3

     
     

    5

    130

    0.00

    2,276

    0.2

    7,360

    0.2

    9,760

    0.3