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November Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 11/5/2013

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT CORN

    U.S.

     

    22,421

    2.5

    21,860

    2.4

    894,152

    22,982

    2.5

    17,707

    1.9

    908,381

    NON U.S.

     

    2,420

    0.3

    100

    0.0

     

    2,055

    0.2

    890

    0.1

     
     

    7

    24,841

    2.8

    21,960

    2.5

    25,037

    2.8

    18,597

    2.0

     

    CBT SOYBEANS

    U.S.

     

    804

    0.4

    1,512

    0.7

    202,456

    488

    0.2

    1,433

    0.5

    279,258

    NON U.S.

     

    75

    0.0

    100

    0.0

     

    245

    0.1

    193

    0.1

     
     

    7

    879

    0.4

    1,612

    0.8

    733

    0.3

    1,626

    0.6

     

    CBT U.S. TREASURY BONDS

    U.S.

    4

    1,761

    1.3

    2,375

    1.8

    134,754

    5,761

    2.5

    12,850

    5.5

    233,732

    NON U.S.

    4

    2,225

    1.7

    3,800

    2.8

     

    7,725

    3.3

    2,000

    0.9

     
     

    8

    3,986

    3.0

    6,175

    4.6

    13,486

    5.8

    14,850

    6.4

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    1,149,415

    13.1

    1,424,371

    16.2

    8,798,570

    688,888

    14.3

    363,632

    7.5

    4,833,831

    NON U.S.

     

    76,796

    0.9

    137,556

    1.6

     

    88,244

    1.8

    50,384

    1.0

     
     

    10

    1,226,211

    13.9

    1,561,927

    17.8

    777,132

    16.1

    414,016

    8.6

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    220,596

    6.9

    238,980

    7.4

    3,209,656

    122,829

    6.7

    85,925

    4.7

    1,846,248

    NON U.S.

     

    34,035

    1.1

    54,570

    1.7

     

    32,488

    1.8

    16,590

    0.9

     
     

    11

    254,631

    7.9

    293,550

    9.1

    155,317

    8.4

    102,515

    5.6

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    3,688

    17.2

    1,385

    6.5

    21,387

    1,220

    14.4

    2,460

    29.0

    8,484

    NON U.S.

     

    0

    0.0

    624

    2.9

     

    0

    0.0

    44

    0.5

     
     

    5

    3,688

    17.2

    2,009

    9.4

    1,220

    14.4

    2,504

    29.5

     

    ICUS COTTON NO. 2

    U.S.

     

    1,643

    1.0

    1,924

    1.2

    157,236

    1,474

    1.2

    1,748

    1.4

    123,669

    NON U.S.

     

    715

    0.5

    395

    0.3

     

    335

    0.3

    255

    0.2

     
     

    7

    2,358

    1.5

    2,319

    1.5

    1,809

    1.5

    2,003

    1.6

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    20,015

    2.5

    52,109

    6.5

    802,507

    54,688

    3.7

    62,214

    4.2

    1,476,195

    NON U.S.

    17

    33,301

    4.1

    111,418

    13.9

     

    120,368

    8.2

    71,131

    4.8

     
     

    24

    53,316

    6.6

    163,527

    20.4

    175,056

    11.9

    133,345

    9.0

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    9,550

    2.2

    8,825

    2.0

    441,211

    6,400

    0.7

    20,455

    2.2

    943,753

    NON U.S.

    6

    25

    0.00

    156,650

    35.5

     

    302,900

    32.1

    153,750

    16.3

     
     

    11

    9,575

    2.2

    165,475

    37.5

    309,300

    32.8

    174,205

    18.5

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    116,208

    7.4

    133,012

    8.4

    1,578,998

    95,946

    7.3

    74,095

    5.6

    1,313,093

    NON U.S.

     

    39,655

    2.5

    73,573

    4.7

     

    50,892

    3.9

    34,308

    2.6

     
     

    19

    155,863

    9.9

    206,585

    13.1

    146,838

    11.2

    108,403

    8.3

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    44,481

    12.1

    61,995

    16.9

    366,589

    57,354

    18.5

    36,634

    11.8

    309,382

    NON U.S.

     

    17,692

    4.8

    68,566

    18.7

     

    65,193

    21.1

    29,147

    9.4

     
     

    13

    62,173

    17.0

    130,561

    35.6

    122,547

    39.6

    65,781

    21.3

     

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    710

    40.8

    780

    44.8

    1,740

    1,230

    47.1

    0

    0.0

    2,610

    NON U.S.

     

    350

    20.1

    660

    37.9

     

    305

    11.7

    30

    1.1

     
     

    5

    1,060

    60.9

    1,440

    82.8

    1,535

    58.8

    30

    1.1

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    13,653

    10.3

    14,425

    10.8

    133,067

    24,786

    19.5

    14,232

    11.2

    126,842

    NON U.S.

     

    8,075

    6.1

    13,755

    10.3

     

    15,180

    12.0

    15,065

    11.9

     
     

    13

    21,728

    16.3

    28,180

    21.2

    39,966

    31.5

    29,297

    23.1

     

    ICUS SUGAR NO. 11

    U.S.

     

    8,485

    3.0

    3,795

    1.4

    280,553

    6,086

    2.3

    2,830

    1.1

    265,286

    NON U.S.

     

    2,035

    0.7

    470

    0.2

     

    2,510

    0.9

    345

    0.1

     
     

    5

    10,520

    3.7

    4,265

    1.5

    8,596

    3.2

    3,175

    1.2

     

    CMX SILVER

    U.S.

     

    7,473

    5.5

    5,400

    3.9

    136,990

    6,267

    5.8

    4,640

    4.3

    107,464

    NON U.S.

     

    4,819

    3.5

    17,368

    12.7

     

    12,360

    11.5

    11,281

    10.5

     
     

    8

    12,292

    9.0

    22,768

    16.6

    18,627

    17.3

    15,921

    14.8

     

    CMX GOLD

    U.S.

     

    45,377

    4.1

    53,341

    4.8

    1,116,430

    21,989

    4.2

    36,873

    7.1

    521,767

    NON U.S.

     

    35,216

    3.2

    56,425

    5.1

     

    27,486

    5.3

    25,404

    4.9

     
     

    16

    80,593

    7.2

    109,766

    9.8

    49,475

    9.5

    62,277

    11.9

     

    CME EURO FX

    U.S.

     

    11,185

    6.4

    1,565

    0.9

    173,471

    12,109

    5.7

    588

    0.3

    212,677

    NON U.S.

     

    5,359

    3.1

    847

    0.5

     

    7,807

    3.7

    1,745

    0.8

     
     

    7

    16,544

    9.5

    2,412

    1.4

    19,916

    9.4

    2,333

    1.1

     

    NYME RBOB AVG PRICE OPTIONS

    U.S.

     

    1,350

    25.2

    765

    14.3

    5,367

    700

    12.5

    890

    15.9

    5,614

    NON U.S.

     

    0

    0.0

    0

    0.0

     

    482

    8.6

    134

    2.4

     
     

    5

    1,350

    25.2

    765

    14.3

    1,182

    21.1

    1,024

    18.2

     

    CME 3-MONTH EURODOLLARS

    U.S.

    9

    215,450

    2.7

    158,933

    2.0

    8,127,892

    439,811

    3.1

    226,050

    1.6

    14,034,738

    NON U.S.

    27

    333,168

    4.1

    752,521

    9.3

     

    987,245

    7.0

    1,146,197

    8.2

     
     

    36

    548,618

    6.7

    911,454

    11.2

    1,427,056

    10.2

    1,372,247

    9.8

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    1,000

    0.1

    1,000

    0.1

    1,254,685

    0

    0.0

    1,001

    0.0

    2,111,341

    NON U.S.

     

    8,790

    0.7

    9,005

    0.7

     

    14,034

    0.7

    20,422

    1.0

     
     

    10

    9,790

    0.8

    10,005

    0.8

    14,034

    0.7

    21,423

    1.0