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May Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 5/3/2016

    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.

     

    2,065

    4.0

    790

    1.5

    51,700

    340

    1.4

    100

    0.4

    24,413

    NON U.S.

     

    4,670

    9.0

    5,631

    10.9

     

    1,300

    5.3

    705

    2.9

     
     

    6

    6,735

    13.0

    6,421

    12.4

    1,640

    6.7

    805

    3.3

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    343,039

    9.8

    307,032

    8.8

    3,497,329

    156,746

    6.4

    145,504

    5.9

    2,447,238

    NON U.S.

     

    62,045

    1.8

    87,468

    2.5

     

    43,906

    1.8

    31,656

    1.3

     
     

    9

    405,084

    11.6

    394,500

    11.3

    200,652

    8.2

    177,160

    7.2

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    132,075

    7.4

    136,168

    7.7

    1,773,580

    61,475

    5.9

    36,895

    3.6

    1,033,278

    NON U.S.

     

    71,232

    4.0

    131,441

    7.4

     

    38,806

    3.8

    39,837

    3.9

     
     

    11

    203,307

    11.5

    267,609

    15.1

    100,281

    9.7

    76,732

    7.4

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    12.8

    700

    8.1

    8,606

    1,440

    25.8

    400

    7.2

    5,580

    NON U.S.

     

    800

    9.3

    2,908

    33.8

     

    0

    0.0

    2,020

    36.2

     
     

    9

    1,900

    22.1

    3,608

    41.9

    1,440

    25.8

    2,420

    43.4

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    26,721

    2.4

    69,642

    6.1

    1,133,055

    34,046

    2.9

    72,294

    6.1

    1,182,918

    NON U.S.

    10

    20,825

    1.8

    65,530

    5.8

     

    81,995

    6.9

    25,920

    2.2

     
     

    16

    47,546

    4.2

    135,172

    11.9

    116,041

    9.8

    98,214

    8.3

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    7,367

    4.0

    3,000

    1.6

    185,335

    10,403

    1.7

    10,650

    1.7

    613,600

    NON U.S.

     

    825

    0.4

    2,000

    1.1

     

    11,600

    1.9

    2,000

    0.3

     
     

    8

    8,192

    4.4

    5,000

    2.7

    22,003

    3.6

    12,650

    2.1

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    60,959

    14.3

    46,770

    10.9

    427,307

    28,430

    10.1

    23,413

    8.3

    281,638

    NON U.S.

     

    15,785

    3.7

    14,315

    3.4

     

    12,375

    4.4

    5,600

    2.0

     
     

    13

    76,744

    18.0

    61,085

    14.3

    40,805

    14.5

    29,013

    10.3

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    6,191

    26.1

    6,931

    29.2

    23,711

    6,325

    24.6

    6,530

    25.4

    25,705

    NON U.S.

     

    1,650

    7.0

    3,290

    13.9

     

    1,400

    5.4

    1,560

    6.1

     
     

    10

    7,841

    33.1

    10,221

    43.1

    7,725

    30.1

    8,090

    31.5

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    132,073

    7.1

    149,352

    8.1

    1,852,509

    69,649

    5.7

    65,872

    5.4

    1,231,142

    NON U.S.

     

    108,573

    5.9

    153,050

    8.3

     

    90,262

    7.3

    50,748

    4.1

     
     

    19

    240,646

    13.0

    302,402

    16.3

    159,911

    13.0

    116,620

    9.5

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    26,891

    14.3

    23,448

    12.5

    187,881

    12,460

    10.6

    14,452

    12.2

    118,065

    NON U.S.

     

    19,351

    10.3

    44,772

    23.8

     

    24,010

    20.3

    18,375

    15.6

     
     

    9

    46,242

    24.6

    68,220

    36.3

    36,470

    30.9

    32,827

    27.8

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    1,705

    6.3

    2,451

    9.0

    27,266

    2,104

    10.2

    3,116

    15.2

    20,562

    NON U.S.

     

    6,990

    25.6

    6,790

    24.9

     

    4,138

    20.1

    4,337

    21.1

     
     

    9

    8,695

    31.9

    9,241

    33.9

    6,242

    30.4

    7,453

    36.2

     

    ICUS COFFEE C

    NON U.S.

     

    200

    0.2

    160

    0.2

    97,909

    4

    0.00

    240

    0.4

    63,517

     

    5

    200

    0.2

    160

    0.2

    4

    0.00

    240

    0.4

     

    CMX SILVER

    U.S.

     

    5,619

    6.0

    6,181

    6.6

    93,632

    799

    1.9

    1,100

    2.7

    41,176

    NON U.S.

     

    4,836

    5.2

    11,990

    12.8

     

    3,469

    8.4

    2,684

    6.5

     
     

    10

    10,455

    11.2

    18,171

    19.4

    4,268

    10.4

    3,784

    9.2

     

    CMX GOLD

    U.S.

     

    37,697

    4.6

    47,390

    5.8

    816,797

    12,489

    3.5

    7,348

    2.0

    359,847

    NON U.S.

     

    68,317

    8.4

    92,012

    11.3

     

    29,204

    8.1

    35,711

    9.9

     
     

    16

    106,014

    13.0

    139,402

    17.1

    41,693

    11.6

    43,059

    12.0

     

    CME JAPANESE YEN

    U.S.

     

    752

    1.0

    1,928

    2.6

    74,930

    900

    1.0

    1,883

    2.2

    86,139

    NON U.S.

     

    4,009

    5.4

    490

    0.7

     

    3,700

    4.3

    117

    0.1

     
     

    5

    4,761

    6.4

    2,418

    3.2

    4,600

    5.3

    2,000

    2.3

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    275,838

    1.8

    204,928

    1.3

    15,230,656

    447,973

    2.0

    190,107

    0.9

    22,059,041

    NON U.S.

    27

    698,788

    4.6

    249,075

    1.6

     

    927,008

    4.2

    318,068

    1.4

     
     

    34

    974,626

    6.4

    454,003

    3.0

    1,374,981

    6.2

    508,175

    2.3

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,740,207

    39

    0.00

    0

    0.0

    2,690,182

    NON U.S.

     

    13,440

    0.8

    7,534

    0.4

     

    4,728

    0.2

    9,968

    0.4

     
     

    7

    13,440

    0.8

    7,534

    0.4

    4,767

    0.2

    9,968

    0.4