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July Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 7/5/2016

    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.

     

    2,000

    4.3

    515

    1.1

    46,660

    750

    3.3

    150

    0.7

    22,509

    NON U.S.

     

    4,014

    8.6

    3,766

    8.1

     

    1,100

    4.9

    1,465

    6.5

     
     

    6

    6,014

    12.9

    4,281

    9.2

    1,850

    8.2

    1,615

    7.2

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    315,841

    9.5

    255,948

    7.7

    3,321,582

    137,474

    5.7

    116,012

    4.8

    2,398,980

    NON U.S.

     

    24,393

    0.7

    63,988

    1.9

     

    35,106

    1.5

    44,456

    1.9

     
     

    9

    340,234

    10.2

    319,936

    9.6

    172,580

    7.2

    160,468

    6.7

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    125,408

    7.1

    145,662

    8.2

    1,765,827

    60,293

    5.5

    35,070

    3.2

    1,100,940

    NON U.S.

     

    51,870

    2.9

    122,561

    6.9

     

    36,578

    3.3

    34,746

    3.2

     
     

    10

    177,278

    10.0

    268,223

    15.2

    96,871

    8.8

    69,816

    6.3

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    11.8

    700

    7.5

    9,306

    1,440

    25.4

    400

    7.0

    5,680

    NON U.S.

     

    800

    8.6

    2,908

    31.2

     

    0

    0.0

    2,020

    35.6

     
     

    9

    1,900

    20.4

    3,608

    38.8

    1,440

    25.4

    2,420

    42.6

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    15,185

    1.2

    42,738

    3.5

    1,232,452

    33,222

    2.9

    38,639

    3.3

    1,154,611

    NON U.S.

    10

    19,895

    1.6

    46,020

    3.7

     

    24,191

    2.1

    40,203

    3.5

     
     

    15

    35,080

    2.8

    88,758

    7.2

    57,413

    5.0

    78,842

    6.8

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    5,751

    2.0

    11,853

    4.1

    291,945

    11,614

    1.6

    17,755

    2.4

    746,914

    NON U.S.

     

    3,150

    1.1

    8,900

    3.0

     

    9,512

    1.3

    2,000

    0.3

     
     

    7

    8,901

    3.0

    20,753

    7.1

    21,126

    2.8

    19,755

    2.6

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    117,664

    7.1

    140,210

    8.5

    1,647,098

    63,241

    5.6

    62,322

    5.5

    1,131,275

    NON U.S.

     

    108,543

    6.6

    151,477

    9.2

     

    76,619

    6.8

    50,494

    4.5

     
     

    17

    226,207

    13.7

    291,687

    17.7

    139,860

    12.4

    112,816

    10.0

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    26,020

    14.7

    21,816

    12.3

    177,608

    10,740

    9.4

    14,946

    13.1

    114,135

    NON U.S.

     

    17,709

    10.0

    46,165

    26.0

     

    25,185

    22.1

    17,256

    15.1

     
     

    10

    43,729

    24.6

    67,981

    38.3

    35,925

    31.5

    32,202

    28.2

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    1,230

    6.1

    3,858

    19.1

    20,248

    2,328

    16.5

    2,382

    16.9

    14,084

    NON U.S.

     

    5,160

    25.5

    5,020

    24.8

     

    3,202

    22.7

    3,738

    26.5

     
     

    9

    6,390

    31.6

    8,878

    43.8

    5,530

    39.3

    6,120

    43.5

     

    CMX SILVER

    U.S.

     

    4,479

    5.4

    4,231

    5.1

    82,965

    1,180

    2.9

    1,150

    2.8

    40,692

    NON U.S.

     

    4,654

    5.6

    9,257

    11.2

     

    3,304

    8.1

    1,559

    3.8

     
     

    12

    9,133

    11.0

    13,488

    16.3

    4,484

    11.0

    2,709

    6.7

     

    CMX GOLD

    U.S.

     

    47,432

    6.3

    47,762

    6.3

    754,210

    17,311

    4.7

    12,258

    3.3

    366,306

    NON U.S.

     

    53,072

    7.0

    70,658

    9.4

     

    24,840

    6.8

    29,908

    8.2

     
     

    15

    100,504

    13.3

    118,420

    15.7

    42,151

    11.5

    42,166

    11.5

     

    CME EURO FX

    U.S.

     

    4,760

    3.9

    1,332

    1.1

    121,347

    5,241

    2.6

    6,955

    3.5

    201,094

    NON U.S.

     

    5,837

    4.8

    3,601

    3.0

     

    6,690

    3.3

    11,878

    5.9

     
     

    6

    10,597

    8.7

    4,933

    4.1

    11,931

    5.9

    18,833

    9.4

     

    CME 3-MONTH EURODOLLARS

    U.S.

    6

    253,067

    1.8

    199,472

    1.4

    14,338,007

    374,319

    2.0

    187,066

    1.0

    19,135,000

    NON U.S.

    26

    599,317

    4.2

    174,608

    1.2

     

    888,419

    4.6

    359,715

    1.9

     
     

    32

    852,384

    5.9

    374,080

    2.6

    1,262,738

    6.6

    546,781

    2.9

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,710,229

    35

    0.00

    0

    0.0

    2,789,108

    NON U.S.

     

    6,010

    0.4

    9,254

    0.5

     

    14,342

    0.5

    12,840

    0.5

     
     

    7

    6,010

    0.4

    9,254

    0.5

    14,377

    0.5

    12,840

    0.5