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January Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 1/5/2016

    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.

     

    2,540

    6.7

    1,975

    5.2

    37,982

    340

    2.1

    0

    0.0

    15,904

    NON U.S.

     

    3,150

    8.3

    4,200

    11.1

     

    375

    2.4

    550

    3.5

     
     

    5

    5,690

    15.0

    6,175

    16.3

    715

    4.5

    550

    3.5

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    478,727

    12.9

    422,516

    11.4

    3,698,719

    201,590

    6.9

    167,908

    5.7

    2,940,406

    NON U.S.

     

    69,257

    1.9

    87,076

    2.4

     

    50,406

    1.7

    38,760

    1.3

     
     

    9

    547,984

    14.8

    509,592

    13.8

    251,996

    8.6

    206,668

    7.0

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    163,354

    10.1

    158,325

    9.8

    1,614,111

    71,908

    6.5

    43,608

    4.0

    1,102,830

    NON U.S.

     

    64,720

    4.0

    105,390

    6.5

     

    36,457

    3.3

    32,950

    3.0

     
     

    10

    228,074

    14.1

    263,715

    16.3

    108,365

    9.8

    76,558

    6.9

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    27.7

    500

    12.6

    3,968

    1,280

    48.9

    200

    7.6

    2,620

    NON U.S.

     

    400

    10.1

    908

    22.9

     

    0

    0.0

    0

    0.0

     
     

    7

    1,500

    37.8

    1,408

    35.5

    1,280

    48.9

    200

    7.6

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    44,448

    5.8

    9,514

    1.2

    764,859

    4,589

    0.7

    22,367

    3.3

    676,737

    NON U.S.

    10

    24,850

    3.2

    33,997

    4.4

     

    42,974

    6.4

    18,059

    2.7

     
     

    15

    69,298

    9.1

    43,511

    5.7

    47,563

    7.0

    40,426

    6.0

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    42,246

    12.0

    36,141

    10.3

    351,219

    27,275

    11.6

    18,040

    7.7

    234,476

    NON U.S.

     

    15,820

    4.5

    13,350

    3.8

     

    11,125

    4.7

    6,950

    3.0

     
     

    12

    58,066

    16.5

    49,491

    14.1

    38,400

    16.4

    24,990

    10.7

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    8,013

    28.7

    7,623

    27.3

    27,888

    10,125

    32.2

    8,670

    27.6

    31,435

    NON U.S.

     

    1,920

    6.9

    5,055

    18.1

     

    1,920

    6.1

    2,220

    7.1

     
     

    10

    9,933

    35.6

    12,678

    45.5

    12,045

    38.3

    10,890

    34.6

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    106,380

    7.0

    112,646

    7.4

    1,516,344

    68,000

    6.8

    59,293

    5.9

    1,001,306

    NON U.S.

     

    79,110

    5.2

    103,780

    6.8

     

    55,048

    5.5

    43,127

    4.3

     
     

    16

    185,490

    12.2

    216,426

    14.3

    123,048

    12.3

    102,420

    10.2

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    33,733

    15.2

    28,077

    12.7

    221,331

    15,105

    10.1

    19,074

    12.8

    149,328

    NON U.S.

     

    21,425

    9.7

    47,578

    21.5

     

    23,955

    16.0

    17,460

    11.7

     
     

    7

    55,158

    24.9

    75,655

    34.2

    39,060

    26.2

    36,534

    24.5

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    2,430

    4.4

    1,914

    3.5

    54,796

    3,162

    7.9

    4,584

    11.4

    40,234

    NON U.S.

     

    7,470

    13.6

    5,280

    9.6

     

    2,424

    6.0

    4,776

    11.9

     
     

    7

    9,900

    18.1

    7,194

    13.1

    5,586

    13.9

    9,360

    23.3

     

    NYME PALLADIUM

    U.S.

     

    0

    0.0

    145

    5.6

    2,567

    17

    1.9

    0

    0.0

    906

    NON U.S.

     

    240

    9.3

    302

    11.8

     

    46

    5.1

    239

    26.4

     
     

    5

    240

    9.3

    447

    17.4

    63

    7.0

    239

    26.4

     

    CMX SILVER

    U.S.

     

    4,687

    7.5

    3,813

    6.1

    62,179

    1,086

    3.3

    1,305

    4.0

    32,887

    NON U.S.

     

    5,349

    8.6

    12,964

    20.8

     

    4,872

    14.8

    4,075

    12.4

     
     

    9

    10,036

    16.1

    16,777

    27.0

    5,958

    18.1

    5,380

    16.4

     

    CMX GOLD

    U.S.

     

    26,442

    3.8

    35,797

    5.1

    696,618

    13,869

    4.9

    7,739

    2.7

    283,891

    NON U.S.

     

    70,945

    10.2

    85,829

    12.3

     

    27,222

    9.6

    36,391

    12.8

     
     

    16

    97,387

    14.0

    121,626

    17.5

    41,091

    14.5

    44,130

    15.5

     

    CME EURO FX

    U.S.

     

    1,278

    1.0

    2,321

    1.8

    128,696

    3,624

    2.2

    688

    0.4

    167,295

    NON U.S.

     

    2,326

    1.8

    709

    0.6

     

    4,077

    2.4

    2,214

    1.3

     
     

    6

    3,604

    2.8

    3,030

    2.4

    7,701

    4.6

    2,902

    1.7

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    302,857

    2.5

    169,832

    1.4

    12,144,729

    319,490

    2.2

    191,447

    1.3

    14,296,742

    NON U.S.

    23

    599,664

    4.9

    145,639

    1.2

     

    809,160

    5.7

    160,529

    1.1

     
     

    30

    902,521

    7.4

    315,471

    2.6

    1,128,650

    7.9

    351,976

    2.5