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November Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 11/7/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT WHEAT-SRW

    U.S.

     

    0

    0.0

    540

    0.3

    201,149

    0

    0.0

    1,535

    0.9

    180,186

    NON U.S.

     

    1,613

    0.8

    3,020

    1.5

     

    3,776

    2.1

    8,845

    4.9

     
     

    5

    1,613

    0.8

    3,560

    1.8

    3,776

    2.1

    10,380

    5.8

     

    CBT U.S. TREASURY BONDS

    U.S.

    6

    23,489

    6.8

    2,753

    0.8

    345,230

    9,709

    3.0

    4,486

    1.4

    328,762

    NON U.S.

    9

    4,150

    1.2

    8,150

    2.4

     

    6,050

    1.8

    10,142

    3.1

     
     

    15

    27,639

    8.0

    10,903

    3.2

    15,759

    4.8

    14,628

    4.4

     

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

     

    7,101

    13.5

    2,560

    4.9

    52,604

    1,650

    7.7

    2,000

    9.3

    21,563

    NON U.S.

     

    2,094

    4.0

    1,596

    3.0

     

    852

    4.0

    690

    3.2

     
     

    5

    9,195

    17.5

    4,156

    7.9

    2,502

    11.6

    2,690

    12.5

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    108,066

    3.7

    95,060

    3.3

    2,907,808

    62,300

    3.4

    36,014

    2.0

    1,825,124

    NON U.S.

     

    24,300

    0.8

    73,048

    2.5

     

    29,748

    1.6

    9,820

    0.5

     
     

    9

    132,366

    4.6

    168,108

    5.8

    92,048

    5.0

    45,834

    2.5

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    105,846

    7.0

    117,182

    7.8

    1,506,205

    57,682

    7.4

    38,668

    4.9

    781,592

    NON U.S.

     

    28,461

    1.9

    96,348

    6.4

     

    21,281

    2.7

    22,141

    2.8

     
     

    9

    134,307

    8.9

    213,530

    14.2

    78,963

    10.1

    60,809

    7.8

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    900

    9.0

    1,880

    18.7

    10,030

    120

    7.3

    120

    7.3

    1,640

    NON U.S.

     

    260

    2.6

    820

    8.2

     

    0

    0.0

    0

    0.0

     
     

    6

    1,160

    11.6

    2,700

    26.9

    120

    7.3

    120

    7.3

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    81,184

    5.1

    37,190

    2.3

    1,606,565

    58,178

    3.5

    116,773

    7.1

    1,645,832

    NON U.S.

    24

    39,772

    2.5

    82,785

    5.2

     

    75,784

    4.6

    14,958

    0.9

     
     

    29

    120,956

    7.5

    119,975

    7.5

    133,962

    8.1

    131,731

    8.0

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    29,920

    5.9

    34,059

    6.7

    505,987

    34,780

    3.7

    55,525

    5.9

    946,968

    NON U.S.

    9

    17,550

    3.5

    27,550

    5.4

     

    100

    0.0

    4,554

    0.5

     
     

    14

    47,470

    9.4

    61,609

    12.2

    34,880

    3.7

    60,079

    6.3

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    63,575

    13.1

    67,954

    14.0

    485,756

    72,675

    19.8

    37,400

    10.2

    366,349

    NON U.S.

     

    11,125

    2.3

    13,886

    2.9

     

    10,775

    2.9

    6,975

    1.9

     
     

    11

    74,700

    15.4

    81,840

    16.8

    83,450

    22.8

    44,375

    12.1

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,961

    26.0

    2,161

    11.3

    19,111

    5,069

    21.5

    4,589

    19.5

    23,574

    NON U.S.

     

    1,480

    7.7

    5,260

    27.5

     

    3,610

    15.3

    1,120

    4.8

     
     

    8

    6,441

    33.7

    7,421

    38.8

    8,679

    36.8

    5,709

    24.2

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    127,954

    7.0

    156,509

    8.6

    1,825,572

    120,695

    8.3

    65,657

    4.5

    1,457,056

    NON U.S.

     

    51,212

    2.8

    108,550

    5.9

     

    80,092

    5.5

    57,885

    4.0

     
     

    21

    179,166

    9.8

    265,059

    14.5

    200,787

    13.8

    123,542

    8.5

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    13,010

    7.4

    16,583

    9.5

    174,752

    21,997

    10.1

    14,698

    6.8

    216,774

    NON U.S.

     

    9,303

    5.3

    64,572

    37.0

     

    59,685

    27.5

    25,160

    11.6

     
     

    9

    22,313

    12.8

    81,155

    46.4

    81,682

    37.7

    39,858

    18.4

     

    CMX SILVER

    U.S.

     

    6,348

    7.3

    3,296

    3.8

    86,376

    3,803

    8.2

    856

    1.8

    46,486

    NON U.S.

     

    5,522

    6.4

    6,250

    7.2

     

    2,662

    5.7

    2,489

    5.4

     
     

    11

    11,870

    13.7

    9,546

    11.1

    6,465

    13.9

    3,345

    7.2

     

    CMX GOLD

    U.S.

     

    56,179

    7.8

    55,992

    7.8

    719,002

    21,299

    5.6

    17,682

    4.7

    378,046

    NON U.S.

     

    27,445

    3.8

    35,875

    5.0

     

    16,547

    4.4

    23,691

    6.3

     
     

    16

    83,624

    11.6

    91,867

    12.8

    37,846

    10.0

    41,373

    10.9

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    335,497

    2.0

    416,309

    2.5

    16,764,228

    581,233

    2.1

    320,602

    1.1

    28,304,822

    NON U.S.

    20

    497,661

    3.0

    264,693

    1.6

     

    506,283

    1.8

    417,352

    1.5

     
     

    27

    833,158

    5.0

    681,002

    4.1

    1,087,516

    3.8

    737,954

    2.6

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,276

    0.6

    6,552

    0.5

    1,382,807

    6,556

    0.2

    0

    0.0

    3,681,332

    NON U.S.

     

    3,998

    0.3

    4,474

    0.3

     

    23,253

    0.6

    37,387

    1.0

     
     

    12

    12,274

    0.9

    11,026

    0.8

    29,809

    0.8

    37,387

    1.0