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October Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 10/4/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG CALLS

    %

    SHORT CALLS

    %

    CALL O.I.

    LONG PUTS

    %

    SHORT PUTS

    %

    PUT O.I.

    CBT U.S. TREASURY BONDS

    U.S.

     

    3,103

    1.1

    2,322

    0.8

    293,507

    5,175

    2.2

    3,922

    1.7

    232,597

    NON U.S.

     

    4,750

    1.6

    800

    0.3

     

    2,600

    1.1

    950

    0.4

     
     

    5

    7,853

    2.7

    3,122

    1.1

    7,775

    3.3

    4,872

    2.1

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    3,225

    6.6

    1,316

    2.7

    48,813

    200

    1.1

    250

    1.3

    19,028

    NON U.S.

     

    4,496

    9.2

    5,691

    11.7

     

    2,974

    15.6

    1,100

    5.8

     
     

    7

    7,721

    15.8

    7,007

    14.4

    3,174

    16.7

    1,350

    7.1

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    213,610

    7.8

    157,052

    5.8

    2,728,066

    96,908

    5.4

    76,016

    4.2

    1,799,778

    NON U.S.

     

    22,101

    0.8

    67,656

    2.5

     

    37,796

    2.1

    38,900

    2.2

     
     

    9

    235,711

    8.6

    224,708

    8.2

    134,704

    7.5

    114,916

    6.4

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    114,081

    7.4

    137,252

    8.9

    1,539,135

    62,433

    6.9

    31,258

    3.5

    898,415

    NON U.S.

     

    44,689

    2.9

    116,892

    7.6

     

    41,665

    4.6

    32,191

    3.6

     
     

    10

    158,770

    10.3

    254,144

    16.5

    104,098

    11.6

    63,449

    7.1

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    1,100

    10.7

    700

    6.8

    10,306

    1,480

    19.7

    400

    5.3

    7,520

    NON U.S.

     

    800

    7.8

    2,908

    28.2

     

    200

    2.7

    1,900

    25.3

     
     

    9

    1,900

    18.4

    3,608

    35.0

    1,680

    22.3

    2,300

    30.6

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    18,415

    1.6

    44,893

    3.9

    1,150,763

    30,009

    3.1

    38,878

    4.0

    968,111

    NON U.S.

    18

    27,319

    2.4

    50,510

    4.4

     

    26,308

    2.7

    36,134

    3.7

     
     

    24

    45,734

    4.0

    95,403

    8.3

    56,317

    5.8

    75,012

    7.7

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    4,750

    2.2

    2,878

    1.4

    212,892

    10,750

    1.6

    17,793

    2.6

    686,545

    NON U.S.

     

    1,400

    0.7

    950

    0.4

     

    3,000

    0.4

    9,300

    1.4

     
     

    8

    6,150

    2.9

    3,828

    1.8

    13,750

    2.0

    27,093

    3.9

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    69,705

    12.8

    53,410

    9.8

    545,019

    36,667

    9.0

    25,700

    6.3

    408,313

    NON U.S.

     

    18,340

    3.4

    14,950

    2.7

     

    15,675

    3.8

    14,125

    3.5

     
     

    11

    88,045

    16.2

    68,360

    12.5

    52,342

    12.8

    39,825

    9.8

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    5,091

    26.5

    4,941

    25.7

    19,191

    3,900

    21.7

    4,650

    25.9

    17,980

    NON U.S.

     

    1,275

    6.6

    1,755

    9.1

     

    1,170

    6.5

    1,215

    6.8

     
     

    8

    6,366

    33.2

    6,696

    34.9

    5,070

    28.2

    5,865

    32.6

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    117,706

    6.3

    134,154

    7.2

    1,855,860

    67,929

    5.5

    48,476

    3.9

    1,233,684

    NON U.S.

     

    121,311

    6.5

    175,000

    9.4

     

    100,311

    8.1

    67,243

    5.5

     
     

    19

    239,017

    12.9

    309,154

    16.7

    168,240

    13.6

    115,719

    9.4

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    18,295

    12.5

    14,544

    10.0

    145,989

    12,996

    9.7

    20,424

    15.2

    134,368

    NON U.S.

     

    12,516

    8.6

    43,558

    29.8

     

    30,145

    22.4

    17,553

    13.1

     
     

    10

    30,811

    21.1

    58,102

    39.8

    43,141

    32.1

    37,977

    28.3

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    615

    4.0

    3,603

    23.2

    15,498

    789

    7.9

    1,191

    11.9

    10,007

    NON U.S.

     

    3,630

    23.4

    3,010

    19.4

     

    2,101

    21.0

    3,069

    30.7

     
     

    9

    4,245

    27.4

    6,613

    42.7

    2,890

    28.9

    4,260

    42.6

     

    ICUS COFFEE C

    NON U.S.

     

    50

    0.1

    385

    0.5

    81,310

    116

    0.2

    247

    0.4

    60,978

     

    5

    50

    0.1

    385

    0.5

    116

    0.2

    247

    0.4

     

    CMX SILVER

    U.S.

     

    5,204

    5.8

    5,369

    6.0

    89,441

    890

    1.9

    850

    1.9

    45,665

    NON U.S.

     

    4,360

    4.9

    7,482

    8.4

     

    2,791

    6.1

    1,910

    4.2

     
     

    12

    9,564

    10.7

    12,851

    14.4

    3,681

    8.1

    2,760

    6.0

     

    CMX GOLD

    U.S.

     

    53,572

    7.1

    49,955

    6.6

    756,190

    24,359

    6.9

    9,176

    2.6

    354,251

    NON U.S.

     

    44,759

    5.9

    60,566

    8.0

     

    25,969

    7.3

    20,877

    5.9

     
     

    16

    98,331

    13.0

    110,521

    14.6

    50,328

    14.2

    30,053

    8.5

     

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    1,196

    7.2

    1,275

    7.6

    16,725

    140

    1.5

    395

    4.2

    9,298

    NON U.S.

     

    525

    3.1

    525

    3.1

     

    475

    5.1

    800

    8.6

     
     

    5

    1,721

    10.3

    1,800

    10.8

    615

    6.6

    1,195

    12.9

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    279,360

    1.9

    269,913

    1.8

    14,594,027

    388,966

    2.3

    136,002

    0.8

    17,137,209

    NON U.S.

    27

    638,955

    4.4

    303,277

    2.1

     

    871,387

    5.1

    364,212

    2.1

     
     

    34

    918,315

    6.3

    573,190

    3.9

    1,260,353

    7.4

    500,214

    2.9

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    0

    0.0

    0

    0.0

    1,477,056

    35

    0.00

    0

    0.0

    2,889,915

    NON U.S.

     

    2,600

    0.2

    5,434

    0.4

     

    10,763

    0.4

    21,753

    0.8

     
     

    7

    2,600

    0.2

    5,434

    0.4

    10,798

    0.4

    21,753

    0.8