Font Size: AAA // Print // Bookmark

February Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 2/6/2018

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    4,050

    1.6

    1,265

    0.5

    253,729

    1,700

    0.9

    2,065

    1.1

    181,052

    NON U.S.

     

    2,127

    0.8

    1,900

    0.7

     

    750

    0.4

    10,048

    5.5

     
     

    6

    6,177

    2.4

    3,165

    1.2

    2,450

    1.4

    12,113

    6.7

     

    CBT CORN

    U.S.

     

    125

    0.0

    5,952

    0.7

    797,708

    375

    0.1

    7,129

    1.3

    534,742

    NON U.S.

     

    100

    0.0

    850

    0.1

     

    0

    0.0

    12,975

    2.4

     
     

    5

    225

    0.0

    6,802

    0.9

    375

    0.1

    20,104

    3.8

     

    CBT U.S. TREASURY BONDS

    U.S.

     

    7,103

    1.4

    5,169

    1.0

    502,661

    1,503

    0.3

    2,953

    0.6

    461,495

    NON U.S.

     

    1,675

    0.3

    4,954

    1.0

     

    10,350

    2.2

    13,514

    2.9

     
     

    13

    8,778

    1.7

    10,123

    2.0

    11,853

    2.6

    16,467

    3.6

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    94,240

    3.4

    77,020

    2.8

    2,747,854

    47,700

    2.5

    21,168

    1.1

    1,873,899

    NON U.S.

     

    21,040

    0.8

    68,788

    2.5

     

    28,908

    1.5

    7,920

    0.4

     
     

    9

    115,280

    4.2

    145,808

    5.3

    76,608

    4.1

    29,088

    1.6

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    68,847

    5.2

    89,792

    6.8

    1,326,874

    46,272

    5.4

    31,700

    3.7

    855,787

    NON U.S.

     

    27,002

    2.0

    91,326

    6.9

     

    14,991

    1.8

    20,977

    2.5

     
     

    9

    95,849

    7.2

    181,118

    13.6

    61,263

    7.2

    52,677

    6.2

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    4

    46,265

    2.3

    31,332

    1.6

    1,984,679

    49,437

    2.4

    44,258

    2.2

    2,046,776

    NON U.S.

    21

    76,435

    3.9

    63,055

    3.2

     

    127,814

    6.2

    61,011

    3.0

     
     

    25

    122,700

    6.2

    94,387

    4.8

    177,251

    8.7

    105,269

    5.1

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    11,943

    1.8

    10,505

    1.6

    672,713

    8,595

    0.8

    6,568

    0.6

    1,022,949

    NON U.S.

    10

    11,500

    1.7

    11,689

    1.7

     

    15,277

    1.5

    17,651

    1.7

     
     

    15

    23,443

    3.5

    22,194

    3.3

    23,872

    2.3

    24,219

    2.4

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    58,112

    15.0

    61,119

    15.7

    388,410

    54,991

    15.1

    37,100

    10.2

    364,833

    NON U.S.

     

    4,300

    1.1

    7,360

    1.9

     

    6,550

    1.8

    4,375

    1.2

     
     

    10

    62,412

    16.1

    68,479

    17.6

    61,541

    16.9

    41,475

    11.4

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,697

    18.9

    4,487

    18.0

    24,865

    5,407

    18.7

    3,832

    13.2

    28,956

    NON U.S.

     

    1,210

    4.9

    5,843

    23.5

     

    4,988

    17.2

    920

    3.2

     
     

    7

    5,907

    23.8

    10,330

    41.5

    10,395

    35.9

    4,752

    16.4

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    89,730

    5.5

    126,822

    7.8

    1,621,919

    118,451

    8.0

    85,901

    5.8

    1,485,508

    NON U.S.

     

    35,665

    2.2

    99,054

    6.1

     

    86,515

    5.8

    56,247

    3.8

     
     

    23

    125,395

    7.7

    225,876

    13.9

    204,966

    13.8

    142,148

    9.6

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    16,650

    7.8

    19,966

    9.4

    213,428

    20,872

    8.3

    12,923

    5.2

    250,383

    NON U.S.

     

    6,858

    3.2

    78,833

    36.9

     

    81,525

    32.6

    26,334

    10.5

     
     

    10

    23,508

    11.0

    98,799

    46.3

    102,397

    40.9

    39,257

    15.7

     

    CMX SILVER

    U.S.

     

    9,197

    10.1

    4,010

    4.4

    90,974

    8,429

    12.7

    987

    1.5

    66,629

    NON U.S.

     

    3,145

    3.5

    4,166

    4.6

     

    3,400

    5.1

    3,270

    4.9

     
     

    10

    12,342

    13.6

    8,176

    9.0

    11,829

    17.8

    4,257

    6.4

     

    CMX GOLD

    U.S.

     

    54,184

    8.3

    49,695

    7.6

    653,410

    20,646

    5.6

    5,108

    1.4

    368,754

    NON U.S.

     

    19,928

    3.0

    26,813

    4.1

     

    13,926

    3.8

    15,625

    4.2

     
     

    14

    74,112

    11.3

    76,508

    11.7

    34,572

    9.4

    20,733

    5.6

     

    CME EURO FX

    U.S.

     

    2,861

    1.6

    622

    0.3

    177,895

    3,189

    1.4

    284

    0.1

    228,046

    NON U.S.

     

    21,937

    12.3

    4,167

    2.3

     

    21,113

    9.3

    7,843

    3.4

     
     

    7

    24,798

    13.9

    4,789

    2.7

    24,302

    10.7

    8,127

    3.6

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    494,492

    2.7

    547,786

    3.0

    18,080,300

    472,527

    1.8

    309,948

    1.1

    26,970,489

    NON U.S.

    19

    560,218

    3.1

    296,545

    1.6

     

    408,902

    1.5

    341,627

    1.3

     
     

    26

    1,054,710

    5.8

    844,331

    4.7

    881,429

    3.3

    651,575

    2.4

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,763

    0.5

    0

    0.0

    1,787,418

    4,792

    0.1

    4,260

    0.1

    4,748,329

    NON U.S.

     

    10,505

    0.6

    10,328

    0.6

     

    18,627

    0.4

    40,966

    0.9

     
     

    15

    19,268

    1.1

    10,328

    0.6

    23,419

    0.5

    45,226

    1.0