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June Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 6/6/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    500

    0.2

    250

    0.1

    237,110

    0

    0.0

    1,750

    1.2

    141,451

    NON U.S.

     

    2,022

    0.9

    1,322

    0.6

     

    0

    0.0

    4,535

    3.2

     
     

    5

    2,522

    1.1

    1,572

    0.7

    0

    0.0

    6,285

    4.4

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    4,650

    12.3

    3,315

    8.8

    37,708

    400

    2.7

    650

    4.4

    14,812

    NON U.S.

     

    2,325

    6.2

    1,489

    3.9

     

    1,069

    7.2

    1,232

    8.3

     
     

    6

    6,975

    18.5

    4,804

    12.7

    1,469

    9.9

    1,882

    12.7

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    128,580

    3.4

    102,020

    2.7

    3,795,434

    68,080

    2.6

    50,628

    2.0

    2,571,955

    NON U.S.

     

    24,360

    0.6

    78,504

    2.1

     

    34,804

    1.4

    24,960

    1.0

     
     

    9

    152,940

    4.0

    180,524

    4.8

    102,884

    4.0

    75,588

    2.9

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    95,115

    5.6

    121,557

    7.1

    1,704,740

    63,253

    7.0

    30,482

    3.4

    908,987

    NON U.S.

     

    32,967

    1.9

    119,369

    7.0

     

    36,043

    4.0

    29,064

    3.2

     
     

    10

    128,082

    7.5

    240,926

    14.1

    99,296

    10.9

    59,546

    6.6

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    13.6

    700

    13.6

    5,158

    0

    0.0

    0

    0.0

    920

    NON U.S.

     

    200

    3.9

    800

    15.5

     

    0

    0.0

    0

    0.0

     
     

    6

    900

    17.4

    1,500

    29.1

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    53,930

    4.2

    49,935

    3.9

    1,289,143

    38,226

    3.0

    73,409

    5.8

    1,263,415

    NON U.S.

    17

    57,093

    4.4

    115,115

    8.9

     

    91,218

    7.2

    11,094

    0.9

     
     

    22

    111,023

    8.6

    165,050

    12.8

    129,444

    10.2

    84,503

    6.7

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    14,675

    6.4

    18,850

    8.2

    230,020

    5,750

    0.8

    9,775

    1.3

    741,561

    NON U.S.

     

    200

    0.1

    13,250

    5.8

     

    2,400

    0.3

    8,250

    1.1

     
     

    10

    14,875

    6.5

    32,100

    14.0

    8,150

    1.1

    18,025

    2.4

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    54,427

    12.9

    60,900

    14.4

    423,185

    52,900

    16.8

    41,050

    13.0

    314,926

    NON U.S.

     

    15,650

    3.7

    15,435

    3.6

     

    9,925

    3.2

    6,725

    2.1

     
     

    11

    70,077

    16.6

    76,335

    18.0

    62,825

    19.9

    47,775

    15.2

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    5,079

    37.6

    2,774

    20.6

    13,494

    1,536

    15.0

    2,231

    21.7

    10,261

    NON U.S.

     

    560

    4.1

    1,385

    10.3

     

    650

    6.3

    350

    3.4

     
     

    7

    5,639

    41.8

    4,159

    30.8

    2,186

    21.3

    2,581

    25.2

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    141,381

    7.8

    157,462

    8.7

    1,814,416

    97,881

    8.8

    61,265

    5.5

    1,113,175

    NON U.S.

     

    63,750

    3.5

    124,979

    6.9

     

    74,931

    6.7

    49,172

    4.4

     
     

    22

    205,131

    11.3

    282,441

    15.6

    172,812

    15.5

    110,437

    9.9

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    9,445

    7.1

    11,256

    8.5

    132,760

    10,385

    6.4

    12,080

    7.5

    161,801

    NON U.S.

     

    6,360

    4.8

    48,302

    36.4

     

    50,143

    31.0

    22,675

    14.0

     
     

    8

    15,805

    11.9

    59,558

    44.9

    60,528

    37.4

    34,755

    21.5

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    0

    0.0

    3,280

    36.6

    8,956

    0

    0.0

    0

    0.0

    2,750

    NON U.S.

     

    1,250

    14.0

    25

    0.3

     

    0

    0.0

    1,400

    50.9

     
     

    5

    1,250

    14.0

    3,305

    36.9

    0

    0.0

    1,400

    50.9

     

    CMX SILVER

    U.S.

     

    6,181

    7.6

    3,780

    4.6

    81,693

    1,400

    3.5

    736

    1.9

    39,606

    NON U.S.

     

    5,868

    7.2

    6,386

    7.8

     

    2,366

    6.0

    1,676

    4.2

     
     

    13

    12,049

    14.7

    10,166

    12.4

    3,766

    9.5

    2,412

    6.1

     

    CMX GOLD

    U.S.

     

    58,092

    9.2

    31,272

    5.0

    629,313

    19,661

    5.7

    14,523

    4.2

    346,197

    NON U.S.

     

    22,582

    3.6

    30,373

    4.8

     

    15,111

    4.4

    19,579

    5.7

     
     

    15

    80,674

    12.8

    61,645

    9.8

    34,772

    10.0

    34,102

    9.9

     

    CME EURO FX

    U.S.

     

    1,614

    1.0

    80

    0.1

    157,091

    3,169

    1.6

    507

    0.3

    196,044

    NON U.S.

     

    17,726

    11.3

    3,648

    2.3

     

    15,842

    8.1

    10,452

    5.3

     
     

    7

    19,340

    12.3

    3,728

    2.4

    19,011

    9.7

    10,959

    5.6

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    308,227

    1.8

    358,260

    2.1

    16,902,471

    667,619

    2.3

    264,734

    0.9

    28,875,586

    NON U.S.

    23

    564,583

    3.3

    211,057

    1.2

     

    687,674

    2.4

    405,646

    1.4

     
     

    30

    872,810

    5.2

    569,317

    3.4

    1,355,293

    4.7

    670,380

    2.3

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,553

    0.7

    6,655

    0.6

    1,158,348

    6,670

    0.2

    0

    0.0

    3,155,850

    NON U.S.

     

    223

    0.0

    3,282

    0.3

     

    7,935

    0.3

    13,851

    0.4

     
     

    10

    8,776

    0.8

    9,937

    0.9

    14,605

    0.5

    13,851

    0.4