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October Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 10/6/2015

    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

    50

    0.0

    141,201

    500

    0.3

    550

    0.4

    156,801

    NON U.S.

     

    250

    0.2

    520

    0.4

     

    765

    0.5

    2,400

    1.5

     
     

    6

    250

    0.2

    570

    0.4

    1,265

    0.8

    2,950

    1.9

     

    CBT SOYBEANS

    U.S.

     

    746

    0.2

    1,760

    0.4

    444,627

    3,357

    0.7

    8,981

    1.9

    469,086

    NON U.S.

     

    1,400

    0.3

    775

    0.2

     

    1,400

    0.3

    475

    0.1

     
     

    5

    2,146

    0.5

    2,535

    0.6

    4,757

    1.0

    9,456

    2.0

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    3,065

    7.0

    1,825

    4.2

    43,736

    1,515

    6.1

    250

    1.0

    24,928

    NON U.S.

     

    4,287

    9.8

    4,585

    10.5

     

    1,767

    7.1

    1,160

    4.7

     
     

    6

    7,352

    16.8

    6,410

    14.7

    3,282

    13.2

    1,410

    5.7

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    603,016

    16.5

    516,132

    14.1

    3,653,851

    257,132

    7.3

    218,592

    6.2

    3,512,549

    NON U.S.

     

    79,008

    2.2

    122,076

    3.3

     

    56,296

    1.6

    39,200

    1.1

     
     

    9

    682,024

    18.7

    638,208

    17.5

    313,428

    8.9

    257,792

    7.3

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    181,345

    11.6

    168,734

    10.8

    1,568,216

    76,769

    6.0

    65,821

    5.1

    1,284,895

    NON U.S.

     

    56,694

    3.6

    100,539

    6.4

     

    43,319

    3.4

    34,442

    2.7

     
     

    10

    238,039

    15.2

    269,273

    17.2

    120,088

    9.3

    100,263

    7.8

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    2,515

    25.2

    620

    6.2

    9,967

    560

    16.9

    720

    21.7

    3,320

    NON U.S.

     

    580

    5.8

    1,368

    13.7

     

    0

    0.0

    0

    0.0

     
     

    8

    3,095

    31.1

    1,988

    19.9

    560

    16.9

    720

    21.7

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    68,779

    6.8

    40,198

    4.0

    1,016,914

    49,609

    4.8

    48,343

    4.7

    1,036,433

    NON U.S.

    16

    35,950

    3.5

    42,901

    4.2

     

    34,886

    3.4

    29,050

    2.8

     
     

    21

    104,729

    10.3

    83,099

    8.2

    84,495

    8.2

    77,393

    7.5

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    1,600

    0.7

    7,225

    3.0

    242,599

    12,433

    2.1

    15,087

    2.5

    599,588

    NON U.S.

    5

    10,400

    4.3

    8,225

    3.4

     

    1,700

    0.3

    2,725

    0.5

     
     

    9

    12,000

    4.9

    15,450

    6.4

    14,133

    2.4

    17,812

    3.0

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    64,645

    11.2

    48,000

    8.3

    578,272

    36,562

    8.5

    27,164

    6.3

    429,664

    NON U.S.

     

    25,870

    4.5

    24,340

    4.2

     

    17,550

    4.1

    9,850

    2.3

     
     

    14

    90,515

    15.7

    72,340

    12.5

    54,112

    12.6

    37,014

    8.6

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    11,622

    19.5

    11,742

    19.7

    59,502

    13,572

    24.6

    10,608

    19.3

    55,085

    NON U.S.

     

    4,680

    7.9

    9,820

    16.5

     

    3,957

    7.2

    4,623

    8.4

     
     

    12

    16,302

    27.4

    21,562

    36.2

    17,529

    31.8

    15,231

    27.6

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    145,738

    7.2

    162,800

    8.0

    2,031,747

    98,969

    7.1

    80,186

    5.8

    1,387,271

    NON U.S.

     

    126,471

    6.2

    163,863

    8.1

     

    81,225

    5.9

    71,860

    5.2

     
     

    15

    272,209

    13.4

    326,663

    16.1

    180,194

    13.0

    152,046

    11.0

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    34,852

    13.5

    36,724

    14.2

    258,205

    20,749

    10.7

    25,868

    13.4

    193,408

    NON U.S.

     

    30,348

    11.8

    63,588

    24.6

     

    39,747

    20.6

    33,045

    17.1

     
     

    10

    65,200

    25.3

    100,312

    38.8

    60,496

    31.3

    58,913

    30.5

     

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    90

    3.0

    0

    0.0

    3,000

    150

    7.9

    0

    0.0

    1,905

    NON U.S.

     

    450

    15.0

    2,550

    85.0

     

    1,605

    84.3

    0

    0.0

     
     

    5

    540

    18.0

    2,550

    85.0

    1,755

    92.1

    0

    0.0

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    3,981

    4.6

    3,546

    4.1

    86,914

    5,646

    8.9

    6,308

    9.9

    63,600

    NON U.S.

     

    10,419

    12.0

    8,514

    9.8

     

    7,014

    11.0

    6,786

    10.7

     
     

    10

    14,400

    16.6

    12,060

    13.9

    12,660

    19.9

    13,094

    20.6

     

    CMX SILVER

    U.S.

     

    8,060

    8.0

    5,193

    5.1

    101,230

    2,570

    4.7

    4,572

    8.4

    54,393

    NON U.S.

     

    11,622

    11.5

    22,600

    22.3

     

    5,076

    9.3

    9,923

    18.2

     
     

    9

    19,682

    19.4

    27,793

    27.5

    7,646

    14.1

    14,495

    26.6

     

    CMX GOLD

    U.S.

     

    30,924

    3.0

    39,329

    3.9

    1,020,526

    12,740

    3.7

    10,162

    2.9

    344,955

    NON U.S.

     

    110,747

    10.9

    162,483

    15.9

     

    28,717

    8.3

    56,244

    16.3

     
     

    19

    141,671

    13.9

    201,812

    19.8

    41,457

    12.0

    66,406

    19.3

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    252,225

    2.2

    142,782

    1.2

    11,631,104

    453,900

    3.2

    209,950

    1.5

    14,328,836

    NON U.S.

    29

    575,306

    4.9

    249,487

    2.1

     

    979,673

    6.8

    260,355

    1.8

     
     

    36

    827,531

    7.1

    392,269

    3.4

    1,433,573

    10.0

    470,305

    3.3

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,349,762

    0

    0.0

    325

    0.0

    2,383,944

    NON U.S.

     

    15,155

    1.1

    3,875

    0.3

     

    32,805

    1.4

    6,736

    0.3

     
     

    8

    15,155

    1.1

    3,875

    0.3

    32,805

    1.4

    7,061

    0.3

     

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    1,890

    27.0

    3,030

    43.3

    6,994

    175

    87.5

    0

    0.0

    200

    NON U.S.

     

    709

    10.1

    1,225

    17.5

     

    0

    0.0

    50

    25.0

     
     

    5

    2,599

    37.2

    4,255

    60.8

    175

    87.5

    50

    25.0