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July Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 7/11/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    0

    0.0

    450

    0.2

    209,219

    0

    0.0

    1,450

    0.8

    183,993

    NON U.S.

     

    1,022

    0.5

    1,997

    1.0

     

    475

    0.3

    5,425

    2.9

     
     

    6

    1,022

    0.5

    2,447

    1.2

    475

    0.3

    6,875

    3.7

     

    CBT U.S. TREASURY BONDS

    U.S.

    4

    9,914

    2.4

    3,800

    0.9

    416,796

    4,465

    0.9

    4,200

    0.9

    493,646

    NON U.S.

    6

    13,875

    3.3

    1,425

    0.3

     

    525

    0.1

    2,525

    0.5

     
     

    10

    23,789

    5.7

    5,225

    1.3

    4,990

    1.0

    6,725

    1.4

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    6,550

    14.2

    4,465

    9.7

    46,114

    1,700

    9.7

    650

    3.7

    17,513

    NON U.S.

     

    2,632

    5.7

    2,015

    4.4

     

    1,135

    6.5

    1,040

    5.9

     
     

    6

    9,182

    19.9

    6,480

    14.1

    2,835

    16.2

    1,690

    9.6

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    120,180

    3.1

    97,400

    2.5

    3,868,529

    63,800

    2.8

    45,308

    2.0

    2,310,580

    NON U.S.

     

    27,345

    0.7

    77,592

    2.0

     

    36,332

    1.6

    23,180

    1.0

     
     

    9

    147,525

    3.8

    174,992

    4.5

    100,132

    4.3

    68,488

    3.0

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    91,568

    5.5

    119,282

    7.1

    1,674,806

    56,946

    6.9

    30,991

    3.8

    821,346

    NON U.S.

     

    32,554

    1.9

    115,160

    6.9

     

    34,719

    4.2

    28,862

    3.5

     
     

    10

    124,122

    7.4

    234,442

    14.0

    91,665

    11.2

    59,853

    7.3

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    10.5

    900

    13.5

    6,658

    0

    0.0

    0

    0.0

    920

    NON U.S.

     

    200

    3.0

    1,100

    16.5

     

    0

    0.0

    0

    0.0

     
     

    7

    900

    13.5

    2,000

    30.0

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    37,931

    2.6

    63,728

    4.3

    1,485,253

    40,234

    2.4

    83,812

    5.0

    1,669,989

    NON U.S.

    20

    75,150

    5.1

    112,116

    7.5

     

    124,600

    7.5

    80,673

    4.8

     
     

    26

    113,081

    7.6

    175,844

    11.8

    164,834

    9.9

    164,485

    9.8

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    22,656

    6.6

    22,334

    6.5

    344,101

    11,434

    1.2

    22,541

    2.5

    915,613

    NON U.S.

     

    1,250

    0.4

    10,200

    3.0

     

    9,950

    1.1

    7,800

    0.9

     
     

    10

    23,906

    6.9

    32,534

    9.5

    21,384

    2.3

    30,341

    3.3

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    49,865

    10.8

    56,635

    12.2

    463,175

    54,600

    17.8

    30,525

    10.0

    306,715

    NON U.S.

     

    16,350

    3.5

    15,510

    3.3

     

    9,775

    3.2

    6,875

    2.2

     
     

    11

    66,215

    14.3

    72,145

    15.6

    64,375

    21.0

    37,400

    12.2

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,692

    32.6

    2,532

    17.6

    14,412

    1,464

    13.7

    2,199

    20.6

    10,659

    NON U.S.

     

    780

    5.4

    1,845

    12.8

     

    1,320

    12.4

    780

    7.3

     
     

    6

    5,472

    38.0

    4,377

    30.4

    2,784

    26.1

    2,979

    27.9

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    140,451

    7.2

    164,328

    8.5

    1,938,708

    92,290

    8.0

    55,614

    4.8

    1,155,034

    NON U.S.

     

    65,700

    3.4

    128,415

    6.6

     

    78,389

    6.8

    55,945

    4.8

     
     

    22

    206,151

    10.6

    292,743

    15.1

    170,679

    14.8

    111,559

    9.7

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    8,445

    6.4

    11,916

    9.0

    131,811

    10,820

    7.0

    10,505

    6.8

    154,669

    NON U.S.

     

    7,800

    5.9

    45,738

    34.7

     

    46,253

    29.9

    22,080

    14.3

     
     

    7

    16,245

    12.3

    57,654

    43.7

    57,073

    36.9

    32,585

    21.1

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    0

    0.0

    2,791

    34.3

    8,135

    0

    0.0

    0

    0.0

    2,325

    NON U.S.

     

    1,075

    13.2

    25

    0.3

     

    0

    0.0

    1,200

    51.6

     
     

    5

    1,075

    13.2

    2,816

    34.6

    0

    0.0

    1,200

    51.6

     

    CMX SILVER

    U.S.

     

    4,694

    5.8

    3,926

    4.9

    80,704

    1,858

    4.9

    623

    1.7

    37,635

    NON U.S.

     

    5,844

    7.2

    7,751

    9.6

     

    1,915

    5.1

    3,085

    8.2

     
     

    11

    10,538

    13.1

    11,677

    14.5

    3,773

    10.0

    3,708

    9.9

     

    CMX GOLD

    U.S.

     

    49,869

    7.4

    28,126

    4.2

    673,128

    17,610

    4.7

    16,514

    4.4

    374,981

    NON U.S.

     

    22,692

    3.4

    37,244

    5.5

     

    16,001

    4.3

    22,774

    6.1

     
     

    14

    72,561

    10.8

    65,370

    9.7

    33,611

    9.0

    39,288

    10.5

     

    CME EURO FX

    U.S.

     

    3,960

    3.4

    54

    0.0

    115,838

    244

    0.2

    384

    0.3

    116,350

    NON U.S.

     

    8,302

    7.2

    1,931

    1.7

     

    7,547

    6.5

    1,645

    1.4

     
     

    6

    12,262

    10.6

    1,985

    1.7

    7,791

    6.7

    2,029

    1.7

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    267,466

    1.9

    323,866

    2.3

    14,331,766

    559,901

    2.3

    315,757

    1.3

    24,275,571

    NON U.S.

    20

    504,756

    3.5

    168,757

    1.2

     

    569,769

    2.3

    342,203

    1.4

     
     

    27

    772,222

    5.4

    492,623

    3.4

    1,129,670

    4.7

    657,960

    2.7

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,553

    0.9

    6,489

    0.7

    967,291

    6,494

    0.2

    0

    0.0

    2,868,279

    NON U.S.

     

    411

    0.0

    3,670

    0.4

     

    4,071

    0.1

    13,284

    0.5

     
     

    8

    8,964

    0.9

    10,159

    1.1

    10,565

    0.4

    13,284

    0.5