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September Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 9/1/2015

    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

    113,671

    500

    0.4

    550

    0.4

    131,058

    NON U.S.

     

    250

    0.2

    560

    0.5

     

    500

    0.4

    1,800

    1.4

     
     

    5

    250

    0.2

    610

    0.5

    1,000

    0.8

    2,350

    1.8

     

    CBT SOYBEANS

    U.S.

     

    746

    0.2

    1,103

    0.3

    384,417

    7,645

    1.8

    8,512

    2.0

    431,729

    NON U.S.

     

    1,150

    0.3

    575

    0.1

     

    1,400

    0.3

    275

    0.1

     
     

    5

    1,896

    0.5

    1,678

    0.4

    9,045

    2.1

    8,787

    2.0

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    2,175

    5.1

    2,525

    6.0

    42,270

    825

    3.4

    1,575

    6.5

    24,311

    NON U.S.

     

    4,312

    10.2

    4,510

    10.7

     

    1,287

    5.3

    1,485

    6.1

     
     

    6

    6,487

    15.3

    7,035

    16.6

    2,112

    8.7

    3,060

    12.6

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    638,292

    16.1

    549,408

    13.8

    3,968,987

    286,112

    8.9

    223,332

    7.0

    3,203,287

    NON U.S.

     

    86,616

    2.2

    133,196

    3.4

     

    63,056

    2.0

    47,360

    1.5

     
     

    9

    724,908

    18.3

    682,604

    17.2

    349,168

    10.9

    270,692

    8.5

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    192,827

    11.5

    175,437

    10.5

    1,673,978

    91,543

    6.7

    59,167

    4.4

    1,357,651

    NON U.S.

     

    59,330

    3.5

    103,813

    6.2

     

    47,160

    3.5

    34,239

    2.5

     
     

    10

    252,157

    15.1

    279,250

    16.7

    138,703

    10.2

    93,406

    6.9

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    2,415

    26.9

    520

    5.8

    8,967

    560

    15.9

    720

    20.5

    3,520

    NON U.S.

     

    380

    4.2

    868

    9.7

     

    0

    0.0

    0

    0.0

     
     

    6

    2,795

    31.2

    1,388

    15.5

    560

    15.9

    720

    20.5

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

     

    33,900

    3.0

    38,696

    3.4

    1,137,853

    35,160

    3.6

    54,241

    5.5

    984,866

    NON U.S.

     

    19,419

    1.7

    26,398

    2.3

     

    73,710

    7.5

    39,200

    4.0

     
     

    18

    53,319

    4.7

    65,094

    5.7

    108,870

    11.1

    93,441

    9.5

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    5,100

    2.9

    4,550

    2.6

    178,388

    3,100

    0.8

    3,050

    0.8

    398,405

    NON U.S.

     

    5,000

    2.8

    0

    0.0

     

    4,000

    1.0

    5,000

    1.3

     
     

    5

    10,100

    5.7

    4,550

    2.6

    7,100

    1.8

    8,050

    2.0

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    59,565

    10.4

    50,400

    8.8

    573,335

    36,400

    9.1

    26,659

    6.7

    397,885

    NON U.S.

     

    25,370

    4.4

    24,625

    4.3

     

    16,950

    4.3

    9,450

    2.4

     
     

    14

    84,935

    14.8

    75,025

    13.1

    53,350

    13.4

    36,109

    9.1

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    12,945

    19.3

    13,040

    19.4

    67,069

    14,681

    23.8

    11,564

    18.7

    61,773

    NON U.S.

     

    4,300

    6.4

    10,250

    15.3

     

    4,536

    7.3

    5,314

    8.6

     
     

    12

    17,245

    25.7

    23,290

    34.7

    19,217

    31.1

    16,878

    27.3

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    142,561

    7.1

    158,382

    7.9

    2,000,601

    103,922

    7.4

    81,080

    5.8

    1,406,199

    NON U.S.

     

    116,702

    5.8

    146,870

    7.3

     

    72,795

    5.2

    62,722

    4.5

     
     

    15

    259,263

    13.0

    305,252

    15.3

    176,717

    12.6

    143,802

    10.2

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    34,045

    12.8

    39,732

    14.9

    265,882

    22,128

    10.8

    27,509

    13.4

    205,647

    NON U.S.

     

    29,584

    11.1

    65,785

    24.7

     

    43,776

    21.3

    34,565

    16.8

     
     

    10

    63,629

    23.9

    105,517

    39.7

    65,904

    32.0

    62,074

    30.2

     

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    150

    5.0

    0

    0.0

    3,030

    200

    9.9

    0

    0.0

    2,020

    NON U.S.

     

    450

    14.9

    2,610

    86.1

     

    1,620

    80.2

    0

    0.0

     
     

    5

    600

    19.8

    2,610

    86.1

    1,820

    90.1

    0

    0.0

     

    NYME BRENT AVG PRICE OPTIONS

    U.S.

     

    4,976

    5.0

    4,612

    4.6

    100,053

    6,476

    8.8

    6,892

    9.4

    73,635

    NON U.S.

     

    11,125

    11.1

    9,375

    9.4

     

    8,284

    11.3

    7,836

    10.6

     
     

    10

    16,101

    16.1

    13,987

    14.0

    14,760

    20.0

    14,728

    20.0

     

    NYME PLATINUM

    U.S.

     

    132

    3.2

    1,594

    38.8

    4,106

    0

    0.0

    0

    0.0

    429

    NON U.S.

     

    0

    0.0

    992

    24.2

     

    50

    11.7

    233

    54.3

     
     

    5

    132

    3.2

    2,586

    63.0

    50

    11.7

    233

    54.3

     

    CMX SILVER

    U.S.

     

    5,952

    6.4

    5,511

    6.0

    92,358

    3,394

    6.0

    4,292

    7.5

    56,957

    NON U.S.

     

    11,121

    12.0

    22,726

    24.6

     

    7,293

    12.8

    8,886

    15.6

     
     

    8

    17,073

    18.5

    28,237

    30.6

    10,687

    18.8

    13,178

    23.1

     

    CMX GOLD

    U.S.

     

    32,268

    3.2

    41,274

    4.1

    1,007,630

    14,656

    4.1

    9,788

    2.8

    355,498

    NON U.S.

     

    110,054

    10.9

    158,516

    15.7

     

    27,287

    7.7

    53,930

    15.2

     
     

    17

    142,322

    14.1

    199,790

    19.8

    41,943

    11.8

    63,718

    17.9

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    259,561

    2.2

    232,866

    1.9

    12,061,573

    416,453

    2.4

    227,250

    1.3

    17,719,808

    NON U.S.

    30

    562,131

    4.7

    258,830

    2.1

     

    1,150,262

    6.5

    348,597

    2.0

     
     

    37

    821,692

    6.8

    491,696

    4.1

    1,566,715

    8.8

    575,847

    3.2

     

    CME E-MINI S&P 500 STOCK INDEX

    NON U.S.

     

    10,524

    0.7

    4,843

    0.3

    1,564,352

    33,425

    1.3

    13,827

    0.5

    2,634,623

     

    7

    10,524

    0.7

    4,843

    0.3

    33,425

    1.3

    13,827

    0.5

     

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    2,750

    34.5

    4,280

    53.7

    7,964

    225

    75.0

    0

    0.0

    300

    NON U.S.

     

    409

    5.1

    575

    7.2

     

    0

    0.0

    150

    50.0

     
     

    5

    3,159

    39.7

    4,855

    61.0

    225

    75.0

    150

    50.0