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May Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 5/2/2017

    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

    228,077

    0

    0.0

    1,750

    1.3

    136,477

    NON U.S.

     

    1,072

    0.5

    1,322

    0.6

     

    0

    0.0

    3,700

    2.7

     
     

    5

    1,572

    0.7

    1,572

    0.7

    0

    0.0

    5,450

    4.0

     

    CBT U.S. TREASURY BONDS

    U.S.

    4

    12,033

    5.1

    10,863

    4.6

    238,201

    12,213

    3.8

    5,993

    1.9

    321,044

    NON U.S.

    5

    12,271

    5.2

    1,650

    0.7

     

    4,550

    1.4

    2,095

    0.7

     
     

    9

    24,304

    10.2

    12,513

    5.3

    16,763

    5.2

    8,088

    2.5

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    5,050

    13.3

    1,965

    5.2

    37,891

    100

    0.6

    650

    3.8

    17,164

    NON U.S.

     

    3,006

    7.9

    2,980

    7.9

     

    1,637

    9.5

    1,335

    7.8

     
     

    6

    8,056

    21.3

    4,945

    13.1

    1,737

    10.1

    1,985

    11.6

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    129,240

    3.7

    101,600

    2.9

    3,503,995

    73,560

    3.0

    55,948

    2.3

    2,418,353

    NON U.S.

     

    23,095

    0.7

    76,356

    2.2

     

    34,836

    1.4

    26,900

    1.1

     
     

    9

    152,335

    4.3

    177,956

    5.1

    108,396

    4.5

    82,848

    3.4

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    90,235

    5.4

    116,302

    7.0

    1,670,837

    55,823

    6.0

    29,569

    3.2

    927,867

    NON U.S.

     

    33,486

    2.0

    123,516

    7.4

     

    38,502

    4.1

    28,079

    3.0

     
     

    10

    123,721

    7.4

    239,818

    14.4

    94,325

    10.2

    57,648

    6.2

     

    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

    60,076

    4.0

    50,943

    3.4

    1,503,329

    23,800

    1.4

    68,023

    4.1

    1,671,100

    NON U.S.

    18

    19,222

    1.3

    67,186

    4.5

     

    44,150

    2.6

    54,532

    3.3

     
     

    23

    79,298

    5.3

    118,129

    7.9

    67,950

    4.1

    122,555

    7.3

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    14,219

    4.2

    2,750

    0.8

    335,579

    11,069

    1.3

    19,458

    2.2

    877,764

    NON U.S.

     

    22,850

    6.8

    33,700

    10.0

     

    6,200

    0.7

    10,253

    1.2

     
     

    12

    37,069

    11.0

    36,450

    10.9

    17,269

    2.0

    29,711

    3.4

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    57,552

    12.8

    78,477

    17.4

    451,292

    57,025

    14.9

    49,275

    12.9

    382,779

    NON U.S.

     

    16,800

    3.7

    18,810

    4.2

     

    13,175

    3.4

    8,700

    2.3

     
     

    11

    74,352

    16.5

    97,287

    21.6

    70,200

    18.3

    57,975

    15.1

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    2,466

    24.8

    1,516

    15.3

    9,936

    1,608

    18.0

    2,263

    25.3

    8,933

    NON U.S.

     

    640

    6.4

    1,465

    14.7

     

    700

    7.8

    400

    4.5

     
     

    7

    3,106

    31.3

    2,981

    30.0

    2,308

    25.8

    2,663

    29.8

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    139,673

    7.2

    153,732

    7.9

    1,943,815

    108,355

    8.8

    60,898

    5.0

    1,227,592

    NON U.S.

     

    78,304

    4.0

    148,215

    7.6

     

    92,348

    7.5

    56,826

    4.6

     
     

    23

    217,977

    11.2

    301,947

    15.5

    200,703

    16.3

    117,724

    9.6

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    10,825

    8.2

    10,712

    8.1

    132,737

    9,820

    5.8

    13,430

    8.0

    167,995

    NON U.S.

     

    5,235

    3.9

    50,491

    38.0

     

    50,833

    30.3

    21,950

    13.1

     
     

    8

    16,060

    12.1

    61,203

    46.1

    60,653

    36.1

    35,380

    21.1

     

    CMX SILVER

    U.S.

     

    4,666

    6.2

    3,980

    5.3

    75,701

    973

    2.8

    276

    0.8

    35,010

    NON U.S.

     

    4,681

    6.2

    6,134

    8.1

     

    2,343

    6.7

    1,613

    4.6

     
     

    12

    9,347

    12.3

    10,114

    13.4

    3,316

    9.5

    1,889

    5.4

     

    CMX GOLD

    U.S.

     

    60,817

    9.1

    48,080

    7.2

    670,669

    20,721

    6.1

    17,150

    5.1

    338,282

    NON U.S.

     

    30,734

    4.6

    46,040

    6.9

     

    14,903

    4.4

    21,329

    6.3

     
     

    14

    91,551

    13.7

    94,120

    14.0

    35,624

    10.5

    38,479

    11.4

     

    CME JAPANESE YEN

    U.S.

     

    3,087

    3.9

    1,646

    2.1

    78,451

    699

    0.8

    1,663

    2.0

    83,993

    NON U.S.

     

    3,594

    4.6

    474

    0.6

     

    3,017

    3.6

    870

    1.0

     
     

    6

    6,681

    8.5

    2,120

    2.7

    3,716

    4.4

    2,533

    3.0

     

    CME EURO FX

    U.S.

     

    2,487

    1.5

    0

    0.0

    170,846

    7,545

    3.9

    320

    0.2

    193,782

    NON U.S.

     

    19,311

    11.3

    4,796

    2.8

     

    16,394

    8.5

    4,930

    2.5

     
     

    5

    21,798

    12.8

    4,796

    2.8

    23,939

    12.4

    5,250

    2.7

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    278,512

    1.8

    348,360

    2.3

    15,152,947

    638,354

    2.2

    214,972

    0.7

    28,854,003

    NON U.S.

    22

    552,049

    3.6

    194,676

    1.3

     

    665,906

    2.3

    380,234

    1.3

     
     

    29

    830,561

    5.5

    543,036

    3.6

    1,304,260

    4.5

    595,206

    2.1

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    5,076

    0.4

    6,543

    0.6

    1,163,497

    6,557

    0.2

    0

    0.0

    3,235,676

    NON U.S.

     

    2,994

    0.3

    1,090

    0.1

     

    9,797

    0.3

    18,633

    0.6

     
     

    8

    8,070

    0.7

    7,633

    0.7

    16,354

    0.5

    18,633

    0.6