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February Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 3/7/2017

    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.

     

    3,650

    10.8

    1,515

    4.5

    33,699

    250

    1.7

    650

    4.4

    14,785

    NON U.S.

     

    3,342

    9.9

    3,168

    9.4

     

    1,600

    10.8

    1,500

    10.1

     
     

    6

    6,992

    20.7

    4,683

    13.9

    1,850

    12.5

    2,150

    14.5

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    157,740

    4.2

    125,140

    3.3

    3,800,853

    75,120

    3.2

    54,588

    2.3

    2,363,515

    NON U.S.

     

    24,825

    0.7

    79,396

    2.1

     

    40,276

    1.7

    32,980

    1.4

     
     

    9

    182,565

    4.8

    204,536

    5.4

    115,396

    4.9

    87,568

    3.7

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    98,798

    5.7

    121,146

    7.0

    1,720,537

    56,596

    6.7

    32,003

    3.8

    842,664

    NON U.S.

     

    35,417

    2.1

    128,357

    7.5

     

    40,144

    4.8

    29,149

    3.5

     
     

    10

    134,215

    7.8

    249,503

    14.5

    96,740

    11.5

    61,152

    7.3

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    25.0

    700

    25.0

    2,798

    0

    0.0

    0

    0.0

    120

    NON U.S.

     

    200

    7.1

    680

    24.3

     

    0

    0.0

    0

    0.0

     
     

    6

    900

    32.2

    1,380

    49.3

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    4

    55,934

    4.1

    14,643

    1.1

    1,377,589

    31,814

    2.1

    31,225

    2.1

    1,482,258

    NON U.S.

    18

    13,760

    1.0

    70,430

    5.1

     

    26,306

    1.8

    16,312

    1.1

     
     

    22

    69,694

    5.1

    85,073

    6.2

    58,120

    3.9

    47,537

    3.2

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    25,550

    5.8

    11,550

    2.6

    439,273

    9,750

    0.8

    3,650

    0.3

    1,207,497

    NON U.S.

     

    2,610

    0.6

    8,850

    2.0

     

    18,575

    1.5

    24,425

    2.0

     
     

    15

    28,160

    6.4

    20,400

    4.6

    28,325

    2.3

    28,075

    2.3

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    48,190

    12.6

    70,390

    18.4

    382,350

    55,950

    16.6

    40,345

    12.0

    336,426

    NON U.S.

     

    17,250

    4.5

    19,260

    5.0

     

    13,450

    4.0

    8,700

    2.6

     
     

    11

    65,440

    17.1

    89,650

    23.4

    69,400

    20.6

    49,045

    14.6

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    3,240

    29.5

    2,000

    18.2

    10,970

    1,752

    16.7

    2,327

    22.2

    10,477

    NON U.S.

     

    800

    7.3

    1,325

    12.1

     

    500

    4.8

    500

    4.8

     
     

    6

    4,040

    36.8

    3,325

    30.3

    2,252

    21.5

    2,827

    27.0

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    113,832

    7.3

    131,525

    8.4

    1,564,175

    86,943

    7.8

    48,957

    4.4

    1,114,490

    NON U.S.

     

    80,051

    5.1

    147,695

    9.4

     

    95,353

    8.6

    56,896

    5.1

     
     

    21

    193,883

    12.4

    279,220

    17.9

    182,296

    16.4

    105,853

    9.5

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    13,070

    9.3

    9,874

    7.0

    140,200

    9,745

    5.7

    16,970

    9.9

    170,969

    NON U.S.

     

    6,165

    4.4

    53,349

    38.1

     

    49,243

    28.8

    19,945

    11.7

     
     

    8

    19,235

    13.7

    63,223

    45.1

    58,988

    34.5

    36,915

    21.6

     

    CMX SILVER

    U.S.

     

    4,414

    6.2

    2,860

    4.0

    70,668

    1,295

    3.5

    256

    0.7

    37,379

    NON U.S.

     

    4,200

    5.9

    5,482

    7.8

     

    2,022

    5.4

    1,601

    4.3

     
     

    11

    8,614

    12.2

    8,342

    11.8

    3,317

    8.9

    1,857

    5.0

     

    CMX GOLD

    U.S.

     

    67,210

    9.3

    51,434

    7.1

    721,700

    17,781

    5.2

    18,345

    5.3

    343,713

    NON U.S.

     

    32,126

    4.5

    46,250

    6.4

     

    19,080

    5.6

    20,165

    5.9

     
     

    14

    99,336

    13.8

    97,684

    13.5

    36,861

    10.7

    38,510

    11.2

     

    CME EURO FX

    U.S.

     

    2,524

    2.5

    0

    0.0

    99,216

    4,589

    4.0

    321

    0.3

    113,753

    NON U.S.

     

    6,233

    6.3

    2,362

    2.4

     

    10,875

    9.6

    3,283

    2.9

     
     

    5

    8,757

    8.8

    2,362

    2.4

    15,464

    13.6

    3,604

    3.2

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    316,318

    2.0

    359,367

    2.2

    16,169,851

    609,974

    2.2

    277,843

    1.0

    27,669,374

    NON U.S.

    23

    575,004

    3.6

    211,351

    1.3

     

    709,320

    2.6

    389,417

    1.4

     
     

    30

    891,322

    5.5

    570,718

    3.5

    1,319,294

    4.8

    667,260

    2.4

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    5,076

    0.4

    0

    0.0

    1,383,148

    140

    0.00

    0

    0.0

    3,501,270

    NON U.S.

     

    30

    0.00

    2,101

    0.2

     

    10,731

    0.3

    15,990

    0.5

     
     

    6

    5,106

    0.4

    2,101

    0.2

    10,871

    0.3

    15,990

    0.5