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October Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 10/3/2017

    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

    177,467

    0

    0.0

    1,540

    1.0

    156,815

    NON U.S.

     

    755

    0.4

    3,170

    1.8

     

    700

    0.4

    7,055

    4.5

     
     

    5

    755

    0.4

    3,710

    2.1

    700

    0.4

    8,595

    5.5

     

    CBT U.S. TREASURY BONDS

    U.S.

    4

    6,104

    1.6

    3,411

    0.9

    372,053

    7,125

    1.9

    5,411

    1.4

    385,024

    NON U.S.

    5

    2,750

    0.7

    1,050

    0.3

     

    3,400

    0.9

    8,100

    2.1

     
     

    9

    8,854

    2.4

    4,461

    1.2

    10,525

    2.7

    13,511

    3.5

     

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

     

    6,551

    13.4

    3,560

    7.3

    48,855

    2,175

    14.9

    800

    5.5

    14,628

    NON U.S.

     

    2,221

    4.5

    1,474

    3.0

     

    617

    4.2

    680

    4.6

     
     

    5

    8,772

    18.0

    5,034

    10.3

    2,792

    19.1

    1,480

    10.1

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    102,086

    3.4

    84,660

    2.8

    2,997,361

    57,200

    3.4

    33,854

    2.0

    1,684,391

    NON U.S.

     

    22,800

    0.8

    72,628

    2.4

     

    31,668

    1.9

    13,420

    0.8

     
     

    9

    124,886

    4.2

    157,288

    5.2

    88,868

    5.3

    47,274

    2.8

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    89,819

    6.8

    112,827

    8.5

    1,322,952

    61,820

    9.3

    35,266

    5.3

    665,979

    NON U.S.

     

    26,417

    2.0

    94,568

    7.1

     

    21,552

    3.2

    23,857

    3.6

     
     

    9

    116,236

    8.8

    207,395

    15.7

    83,372

    12.5

    59,123

    8.9

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    9.1

    1,880

    24.4

    7,718

    0

    0.0

    0

    0.0

    1,520

    NON U.S.

     

    260

    3.4

    520

    6.7

     

    0

    0.0

    0

    0.0

     
     

    6

    960

    12.4

    2,400

    31.1

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    43,511

    2.7

    20,685

    1.3

    1,632,346

    41,354

    2.3

    87,360

    4.8

    1,805,131

    NON U.S.

    14

    17,600

    1.1

    40,000

    2.5

     

    41,885

    2.3

    11,025

    0.6

     
     

    20

    61,111

    3.7

    60,685

    3.7

    83,239

    4.6

    98,385

    5.5

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    20,706

    5.4

    23,900

    6.2

    383,843

    39,558

    4.2

    59,816

    6.3

    948,772

    NON U.S.

    5

    1,050

    0.3

    4,900

    1.3

     

    7,900

    0.8

    6,200

    0.7

     
     

    10

    21,756

    5.7

    28,800

    7.5

    47,458

    5.0

    66,016

    7.0

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    57,425

    12.3

    65,515

    14.0

    467,244

    72,675

    23.5

    36,275

    11.7

    309,075

    NON U.S.

     

    12,800

    2.7

    14,410

    3.1

     

    6,875

    2.2

    3,925

    1.3

     
     

    11

    70,225

    15.0

    79,925

    17.1

    79,550

    25.7

    40,200

    13.0

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,671

    26.4

    2,301

    13.0

    17,661

    3,993

    21.1

    4,473

    23.6

    18,948

    NON U.S.

     

    1,560

    8.8

    4,485

    25.4

     

    2,730

    14.4

    630

    3.3

     
     

    8

    6,231

    35.3

    6,786

    38.4

    6,723

    35.5

    5,103

    26.9

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    129,015

    7.3

    164,689

    9.3

    1,765,838

    114,578

    9.1

    57,401

    4.6

    1,259,847

    NON U.S.

     

    53,946

    3.1

    102,402

    5.8

     

    67,724

    5.4

    59,469

    4.7

     
     

    21

    182,961

    10.4

    267,091

    15.1

    182,302

    14.5

    116,870

    9.3

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    10,917

    6.3

    17,983

    10.4

    173,733

    20,077

    10.1

    12,783

    6.4

    199,505

    NON U.S.

     

    8,788

    5.1

    61,611

    35.5

     

    53,897

    27.0

    21,715

    10.9

     
     

    8

    19,705

    11.3

    79,594

    45.8

    73,974

    37.1

    34,498

    17.3

     

    CMX SILVER

    U.S.

     

    5,038

    6.7

    3,219

    4.3

    75,566

    2,242

    6.3

    303

    0.9

    35,526

    NON U.S.

     

    5,707

    7.6

    6,526

    8.6

     

    2,120

    6.0

    2,474

    7.0

     
     

    12

    10,745

    14.2

    9,745

    12.9

    4,362

    12.3

    2,777

    7.8

     

    CMX GOLD

    U.S.

     

    46,520

    6.7

    31,946

    4.6

    692,150

    18,571

    5.1

    16,144

    4.5

    362,314

    NON U.S.

     

    25,910

    3.7

    37,283

    5.4

     

    17,539

    4.8

    24,932

    6.9

     
     

    16

    72,430

    10.5

    69,229

    10.0

    36,110

    10.0

    41,076

    11.3

     

    CME EURO FX

    U.S.

     

    2,055

    1.3

    890

    0.6

    155,453

    326

    0.2

    1,736

    0.9

    187,320

    NON U.S.

     

    19,199

    12.4

    3,983

    2.6

     

    12,428

    6.6

    4,142

    2.2

     
     

    5

    21,254

    13.7

    4,873

    3.1

    12,754

    6.8

    5,878

    3.1

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    248,460

    1.7

    327,299

    2.2

    14,621,418

    492,055

    2.0

    328,149

    1.4

    24,290,557

    NON U.S.

    19

    471,461

    3.2

    202,859

    1.4

     

    444,766

    1.8

    317,821

    1.3

     
     

    26

    719,921

    4.9

    530,158

    3.6

    936,821

    3.9

    645,970

    2.7

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    8,063

    0.7

    6,488

    0.6

    1,112,021

    6,492

    0.2

    0

    0.0

    3,222,071

    NON U.S.

     

    2,876

    0.3

    4,234

    0.4

     

    7,031

    0.2

    21,178

    0.7

     
     

    9

    10,939

    1.0

    10,722

    1.0

    13,523

    0.4

    21,178

    0.7