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January Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 1/2/2018

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    0

    0.0

    340

    0.2

    171,607

    0

    0.0

    590

    0.4

    143,031

    NON U.S.

     

    877

    0.5

    1,000

    0.6

     

    0

    0.0

    9,000

    6.3

     
     

    5

    877

    0.5

    1,340

    0.8

    0

    0.0

    9,590

    6.7

     

    CBT U.S. TREASURY BONDS

    U.S.

    4

    4,727

    1.8

    1,579

    0.6

    258,269

    6,503

    1.7

    5,579

    1.5

    373,668

    NON U.S.

    6

    2,125

    0.8

    3,724

    1.4

     

    2,050

    0.5

    3,264

    0.9

     
     

    10

    6,852

    2.7

    5,303

    2.1

    8,553

    2.3

    8,843

    2.4

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    94,100

    3.4

    78,600

    2.9

    2,735,030

    50,800

    2.9

    23,568

    1.3

    1,750,777

    NON U.S.

     

    24,500

    0.9

    70,528

    2.6

     

    29,708

    1.7

    8,840

    0.5

     
     

    9

    118,600

    4.3

    149,128

    5.5

    80,508

    4.6

    32,408

    1.9

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    78,072

    5.3

    97,092

    6.6

    1,464,086

    45,890

    6.0

    31,767

    4.2

    761,368

    NON U.S.

     

    27,247

    1.9

    89,255

    6.1

     

    17,468

    2.3

    20,253

    2.7

     
     

    9

    105,319

    7.2

    186,347

    12.7

    63,358

    8.3

    52,020

    6.8

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

     

    19,150

    1.9

    24,842

    2.4

    1,021,629

    77,756

    5.5

    30,543

    2.2

    1,418,999

    NON U.S.

     

    42,855

    4.2

    29,751

    2.9

     

    38,980

    2.7

    41,625

    2.9

     
     

    16

    62,005

    6.1

    54,593

    5.3

    116,736

    8.2

    72,168

    5.1

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    15,872

    4.1

    19,510

    5.0

    389,222

    4,424

    0.7

    16,010

    2.6

    616,121

    NON U.S.

    6

    5,455

    1.4

    11,196

    2.9

     

    750

    0.1

    3,866

    0.6

     
     

    11

    21,327

    5.5

    30,706

    7.9

    5,174

    0.8

    19,876

    3.2

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    48,975

    15.1

    60,050

    18.5

    323,733

    59,261

    20.3

    36,695

    12.6

    291,949

    NON U.S.

     

    4,200

    1.3

    7,260

    2.2

     

    6,000

    2.1

    4,225

    1.4

     
     

    10

    53,175

    16.4

    67,310

    20.8

    65,261

    22.4

    40,920

    14.0

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    5,091

    19.5

    4,941

    19.0

    26,043

    5,901

    23.8

    4,101

    16.6

    24,744

    NON U.S.

     

    1,320

    5.1

    5,622

    21.6

     

    4,182

    16.9

    1,020

    4.1

     
     

    7

    6,411

    24.6

    10,563

    40.6

    10,083

    40.7

    5,121

    20.7

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    79,695

    5.7

    108,886

    7.8

    1,394,394

    108,385

    9.5

    60,040

    5.2

    1,145,911

    NON U.S.

     

    33,801

    2.4

    92,819

    6.7

     

    73,580

    6.4

    56,532

    4.9

     
     

    20

    113,496

    8.1

    201,705

    14.5

    181,965

    15.9

    116,572

    10.2

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    15,350

    7.5

    18,016

    8.8

    203,981

    18,822

    7.9

    11,808

    5.0

    237,858

    NON U.S.

     

    6,618

    3.2

    74,444

    36.5

     

    74,460

    31.3

    26,824

    11.3

     
     

    10

    21,968

    10.8

    92,460

    45.3

    93,282

    39.2

    38,632

    16.2

     

    CMX SILVER

    U.S.

     

    5,154

    7.6

    2,006

    2.9

    68,092

    4,324

    8.3

    987

    1.9

    51,941

    NON U.S.

     

    1,595

    2.3

    2,439

    3.6

     

    2,263

    4.4

    2,613

    5.0

     
     

    10

    6,749

    9.9

    4,445

    6.5

    6,587

    12.7

    3,600

    6.9

     

    CMX GOLD

    U.S.

     

    47,685

    8.6

    42,763

    7.7

    556,622

    16,715

    5.7

    5,427

    1.9

    291,172

    NON U.S.

     

    18,364

    3.3

    17,734

    3.2

     

    8,156

    2.8

    15,728

    5.4

     
     

    14

    66,049

    11.9

    60,497

    10.9

    24,871

    8.5

    21,155

    7.3

     

    CME EURO FX

    U.S.

     

    2,814

    1.8

    34

    0.0

    156,685

    3,766

    2.4

    264

    0.2

    155,971

    NON U.S.

     

    19,156

    12.2

    1,847

    1.2

     

    10,511

    6.7

    4,026

    2.6

     
     

    6

    21,970

    14.0

    1,881

    1.2

    14,277

    9.2

    4,290

    2.8

     

    CME 3-MONTH EURODOLLARS

    U.S.

    6

    330,930

    2.3

    354,775

    2.4

    14,644,055

    394,730

    1.9

    227,804

    1.1

    21,276,075

    NON U.S.

    20

    499,998

    3.4

    235,295

    1.6

     

    339,252

    1.6

    325,865

    1.5

     
     

    26

    830,928

    5.7

    590,070

    4.0

    733,982

    3.4

    553,669

    2.6

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,681

    0.8

    0

    0.0

    1,085,425

    4,966

    0.2

    0

    0.0

    3,072,727

    NON U.S.

     

    4,609

    0.4

    4,820

    0.4

     

    19,016

    0.6

    32,869

    1.1

     
     

    12

    13,290

    1.2

    4,820

    0.4

    23,982

    0.8

    32,869

    1.1