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June Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 6/7/2016

    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.

     

    1,725

    3.3

    465

    0.9

    51,591

    600

    2.2

    100

    0.4

    26,864

    NON U.S.

     

    4,540

    8.8

    5,016

    9.7

     

    1,325

    4.9

    555

    2.1

     
     

    7

    6,265

    12.1

    5,481

    10.6

    1,925

    7.2

    655

    2.4

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    331,234

    9.6

    278,460

    8.1

    3,454,381

    152,996

    6.1

    126,744

    5.0

    2,513,699

    NON U.S.

     

    25,109

    0.7

    63,708

    1.8

     

    35,936

    1.4

    24,664

    1.0

     
     

    9

    356,343

    10.3

    342,168

    9.9

    188,932

    7.5

    151,408

    6.0

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    131,165

    7.2

    136,646

    7.5

    1,822,611

    58,164

    5.3

    33,820

    3.1

    1,087,600

    NON U.S.

     

    60,749

    3.3

    128,310

    7.0

     

    34,870

    3.2

    35,999

    3.3

     
     

    10

    191,914

    10.5

    264,956

    14.5

    93,034

    8.6

    69,819

    6.4

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    12.1

    700

    7.7

    9,106

    1,440

    25.4

    400

    7.0

    5,680

    NON U.S.

     

    800

    8.8

    2,908

    31.9

     

    0

    0.0

    2,020

    35.6

     
     

    9

    1,900

    20.9

    3,608

    39.6

    1,440

    25.4

    2,420

    42.6

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    25,470

    2.3

    29,094

    2.6

    1,128,931

    31,255

    2.7

    31,171

    2.7

    1,138,601

    NON U.S.

    11

    26,395

    2.3

    56,035

    5.0

     

    33,963

    3.0

    38,814

    3.4

     
     

    17

    51,865

    4.6

    85,129

    7.5

    65,218

    5.7

    69,985

    6.1

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    12,103

    4.2

    11,550

    4.0

    288,533

    17,553

    2.6

    13,050

    1.9

    682,230

    NON U.S.

    6

    3,005

    1.0

    34,550

    12.0

     

    18,350

    2.7

    2,695

    0.4

     
     

    10

    15,108

    5.2

    46,100

    16.0

    35,903

    5.3

    15,745

    2.3

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    56,030

    14.7

    38,069

    10.0

    379,977

    28,880

    10.6

    20,863

    7.6

    273,352

    NON U.S.

     

    9,660

    2.5

    7,365

    1.9

     

    3,550

    1.3

    4,475

    1.6

     
     

    11

    65,690

    17.3

    45,434

    12.0

    32,430

    11.9

    25,338

    9.3

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    7,003

    25.7

    7,953

    29.2

    27,283

    6,155

    24.1

    5,695

    22.3

    25,580

    NON U.S.

     

    1,620

    5.9

    2,795

    10.2

     

    1,870

    7.3

    1,995

    7.8

     
     

    9

    8,623

    31.6

    10,748

    39.4

    8,025

    31.4

    7,690

    30.1

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    109,049

    6.5

    132,030

    7.9

    1,680,983

    64,056

    5.6

    56,332

    4.9

    1,139,798

    NON U.S.

     

    102,148

    6.1

    145,850

    8.7

     

    74,403

    6.5

    52,922

    4.6

     
     

    18

    211,197

    12.6

    277,880

    16.5

    138,459

    12.1

    109,254

    9.6

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    27,558

    15.0

    23,472

    12.8

    183,380

    11,585

    9.7

    15,524

    13.1

    118,940

    NON U.S.

     

    18,630

    10.2

    47,079

    25.7

     

    25,100

    21.1

    17,212

    14.5

     
     

    10

    46,188

    25.2

    70,551

    38.5

    36,685

    30.8

    32,736

    27.5

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    1,405

    5.5

    3,893

    15.2

    25,563

    2,591

    13.8

    2,749

    14.6

    18,788

    NON U.S.

     

    5,770

    22.6

    5,610

    21.9

     

    3,569

    19.0

    3,961

    21.1

     
     

    9

    7,175

    28.1

    9,503

    37.2

    6,160

    32.8

    6,710

    35.7

     

    ICUS COFFEE C

    NON U.S.

     

    200

    0.2

    160

    0.1

    109,103

    24

    0.0

    240

    0.3

    75,555

     

    5

    200

    0.2

    160

    0.1

    24

    0.0

    240

    0.3

     

    CMX SILVER

    U.S.

     

    5,634

    6.2

    5,611

    6.2

    90,265

    1,689

    3.6

    1,235

    2.6

    46,943

    NON U.S.

     

    4,746

    5.3

    12,416

    13.8

     

    3,985

    8.5

    2,625

    5.6

     
     

    12

    10,380

    11.5

    18,027

    20.0

    5,674

    12.1

    3,860

    8.2

     

    CMX GOLD

    U.S.

     

    42,633

    5.9

    47,756

    6.6

    724,764

    15,209

    4.6

    6,336

    1.9

    332,137

    NON U.S.

     

    54,525

    7.5

    72,634

    10.0

     

    26,606

    8.0

    30,261

    9.1

     
     

    15

    97,158

    13.4

    120,390

    16.6

    41,815

    12.6

    36,597

    11.0

     

    CME EURO FX

    U.S.

     

    4,323

    5.4

    558

    0.7

    80,717

    3,954

    3.2

    5,144

    4.1

    124,854

    NON U.S.

     

    4,801

    5.9

    2,707

    3.4

     

    4,469

    3.6

    10,499

    8.4

     
     

    5

    9,124

    11.3

    3,265

    4.0

    8,423

    6.7

    15,643

    12.5

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    284,538

    1.8

    205,273

    1.3

    16,177,421

    476,940

    2.0

    215,673

    0.9

    23,754,916

    NON U.S.

    31

    716,780

    4.4

    271,807

    1.7

     

    1,002,823

    4.2

    372,735

    1.6

     
     

    38

    1,001,318

    6.2

    477,080

    2.9

    1,479,763

    6.2

    588,408

    2.5

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,879,393

    39

    0.00

    0

    0.0

    3,025,768

    NON U.S.

     

    13,550

    0.7

    10,086

    0.5

     

    4,628

    0.2

    9,990

    0.3

     
     

    8

    13,550

    0.7

    10,086

    0.5

    4,667

    0.2

    9,990

    0.3