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November Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 11/1/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    0

    0.0

    390

    0.2

    183,023

    390

    0.3

    2,700

    2.0

    138,206

    NON U.S.

     

    3,239

    1.8

    1,847

    1.0

     

    300

    0.2

    2,525

    1.8

     
     

    5

    3,239

    1.8

    2,237

    1.2

    690

    0.5

    5,225

    3.8

     

    CBT U.S. TREASURY BONDS

    U.S.

     

    3,053

    1.1

    1,985

    0.7

    272,319

    2,738

    1.3

    1,372

    0.6

    218,968

    NON U.S.

     

    2,265

    0.8

    2,715

    1.0

     

    3,085

    1.4

    10

    0.00

     
     

    8

    5,318

    2.0

    4,700

    1.7

    5,823

    2.7

    1,382

    0.6

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    3,924

    7.1

    1,491

    2.7

    55,311

    400

    1.8

    650

    3.0

    21,861

    NON U.S.

     

    5,046

    9.1

    5,991

    10.8

     

    3,324

    15.2

    1,950

    8.9

     
     

    7

    8,970

    16.2

    7,482

    13.5

    3,724

    17.0

    2,600

    11.9

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    213,185

    7.3

    166,912

    5.7

    2,903,970

    103,118

    6.2

    71,856

    4.3

    1,655,611

    NON U.S.

     

    22,213

    0.8

    85,176

    2.9

     

    44,986

    2.7

    42,260

    2.6

     
     

    9

    235,398

    8.1

    252,088

    8.7

    148,104

    8.9

    114,116

    6.9

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    108,215

    6.9

    132,886

    8.4

    1,574,608

    58,377

    7.0

    32,259

    3.9

    834,640

    NON U.S.

     

    44,385

    2.8

    123,106

    7.8

     

    45,901

    5.5

    34,075

    4.1

     
     

    10

    152,600

    9.7

    255,992

    16.3

    104,278

    12.5

    66,334

    7.9

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    10.0

    700

    6.4

    11,006

    1,480

    19.3

    400

    5.2

    7,680

    NON U.S.

     

    800

    7.3

    2,908

    26.4

     

    300

    3.9

    1,900

    24.7

     
     

    9

    1,900

    17.3

    3,608

    32.8

    1,780

    23.2

    2,300

    29.9

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    47,841

    4.3

    50,180

    4.5

    1,105,547

    19,591

    1.8

    27,857

    2.5

    1,105,454

    NON U.S.

    21

    18,478

    1.7

    57,143

    5.2

     

    74,107

    6.7

    39,199

    3.5

     
     

    26

    66,319

    6.0

    107,323

    9.7

    93,698

    8.5

    67,056

    6.1

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    7,500

    3.4

    2,627

    1.2

    219,884

    10,300

    1.6

    5,327

    0.8

    639,749

    NON U.S.

    6

    4,200

    1.9

    11,950

    5.4

     

    2,700

    0.4

    9,800

    1.5

     
     

    10

    11,700

    5.3

    14,577

    6.6

    13,000

    2.0

    15,127

    2.4

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    76,180

    13.1

    66,015

    11.3

    583,448

    49,837

    10.7

    28,250

    6.0

    467,859

    NON U.S.

     

    19,440

    3.3

    15,750

    2.7

     

    17,775

    3.8

    14,290

    3.1

     
     

    12

    95,620

    16.4

    81,765

    14.0

    67,612

    14.5

    42,540

    9.1

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,732

    27.9

    4,122

    24.3

    16,942

    3,232

    17.6

    3,897

    21.3

    18,327

    NON U.S.

     

    1,170

    6.9

    1,550

    9.1

     

    1,040

    5.7

    1,070

    5.8

     
     

    9

    5,902

    34.8

    5,672

    33.5

    4,272

    23.3

    4,967

    27.1

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    119,159

    6.4

    149,448

    8.0

    1,856,897

    81,038

    6.4

    55,864

    4.4

    1,271,534

    NON U.S.

     

    122,371

    6.6

    181,522

    9.8

     

    108,554

    8.5

    72,053

    5.7

     
     

    20

    241,530

    13.0

    330,970

    17.8

    189,592

    14.9

    127,917

    10.1

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    17,269

    12.0

    12,563

    8.7

    143,798

    12,219

    8.8

    20,857

    15.1

    138,269

    NON U.S.

     

    11,764

    8.2

    46,097

    32.1

     

    32,486

    23.5

    16,252

    11.8

     
     

    10

    29,033

    20.2

    58,660

    40.8

    44,705

    32.3

    37,109

    26.8

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    565

    3.7

    5,403

    35.8

    15,098

    526

    6.0

    794

    9.0

    8,838

    NON U.S.

     

    3,630

    24.0

    2,930

    19.4

     

    1,936

    21.9

    3,044

    34.4

     
     

    9

    4,195

    27.8

    8,333

    55.2

    2,462

    27.9

    3,838

    43.4

     

    CMX SILVER

    U.S.

     

    5,204

    5.6

    5,269

    5.6

    93,398

    890

    1.9

    750

    1.6

    45,715

    NON U.S.

     

    4,800

    5.1

    7,773

    8.3

     

    3,429

    7.5

    2,279

    5.0

     
     

    11

    10,004

    10.7

    13,042

    14.0

    4,319

    9.4

    3,029

    6.6

     

    CMX GOLD

    U.S.

     

    54,891

    7.0

    50,578

    6.4

    788,851

    24,168

    6.9

    13,517

    3.8

    352,519

    NON U.S.

     

    44,659

    5.7

    60,446

    7.7

     

    23,996

    6.8

    21,196

    6.0

     
     

    16

    99,550

    12.6

    111,024

    14.1

    48,164

    13.7

    34,713

    9.8

     

    CME JAPANESE YEN

    U.S.

     

    2,913

    4.0

    2,136

    3.0

    72,068

    3,329

    4.0

    1,434

    1.7

    82,343

    NON U.S.

     

    1,182

    1.6

    516

    0.7

     

    1,377

    1.7

    459

    0.6

     
     

    5

    4,095

    5.7

    2,652

    3.7

    4,706

    5.7

    1,893

    2.3

     

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    773

    6.1

    701

    5.5

    12,713

    140

    1.3

    595

    5.7

    10,504

    NON U.S.

     

    400

    3.1

    702

    5.5

     

    350

    3.3

    650

    6.2

     
     

    5

    1,173

    9.2

    1,403

    11.0

    490

    4.7

    1,245

    11.9

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    243,360

    1.7

    244,922

    1.7

    14,617,740

    465,066

    2.6

    203,035

    1.1

    18,185,405

    NON U.S.

    26

    654,230

    4.5

    334,886

    2.3

     

    844,393

    4.6

    422,550

    2.3

     
     

    33

    897,590

    6.1

    579,808

    4.0

    1,309,459

    7.2

    625,585

    3.4

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    1,085

    0.1

    0

    0.0

    1,376,430

    35

    0.00

    0

    0.0

    2,995,287

    NON U.S.

     

    2,600

    0.2

    4,934

    0.4

     

    10,053

    0.3

    13,683

    0.5

     
     

    7

    3,685

    0.3

    4,934

    0.4

    10,088

    0.3

    13,683

    0.5