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September Bank Participation Report Options

  • IN CONTRACTS-NOT DELTA ADJUSTED

     

    REPORT DATE: 9/5/2017

    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.

    4

    6,868

    2.6

    4,301

    1.6

    266,064

    2,596

    0.7

    5,601

    1.5

    376,646

    NON U.S.

    4

    4,850

    1.8

    850

    0.3

     

    3,350

    0.9

    400

    0.1

     
     

    8

    11,718

    4.4

    5,151

    1.9

    5,946

    1.6

    6,001

    1.6

     

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    6,201

    14.9

    3,260

    7.9

    41,484

    900

    6.3

    700

    4.9

    14,217

    NON U.S.

     

    2,043

    4.9

    1,372

    3.3

     

    817

    5.7

    685

    4.8

     
     

    5

    8,244

    19.9

    4,632

    11.2

    1,717

    12.1

    1,385

    9.7

     

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    116,932

    3.6

    96,080

    2.9

    3,265,438

    56,640

    3.0

    36,040

    1.9

    1,876,540

    NON U.S.

     

    25,615

    0.8

    76,688

    2.3

     

    34,108

    1.8

    16,120

    0.9

     
     

    9

    142,547

    4.4

    172,768

    5.3

    90,748

    4.8

    52,160

    2.8

     

    NYME EUR STYLE NATURAL GAS OPTIONS

    U.S.

     

    91,809

    6.3

    121,250

    8.4

    1,445,923

    63,538

    8.8

    29,856

    4.1

    722,881

    NON U.S.

     

    27,374

    1.9

    97,887

    6.8

     

    22,890

    3.2

    23,962

    3.3

     
     

    9

    119,183

    8.2

    219,137

    15.2

    86,428

    12.0

    53,818

    7.4

     

    NYME NAT GAS OPT ON CALENDAR STRIP

    U.S.

     

    700

    9.6

    1,480

    20.2

    7,318

    0

    0.0

    0

    0.0

    1,520

    NON U.S.

     

    260

    3.6

    520

    7.1

     

    0

    0.0

    0

    0.0

     
     

    6

    960

    13.1

    2,000

    27.3

    0

    0.0

    0

    0.0

     

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    56,149

    3.1

    25,538

    1.4

    1,807,649

    29,419

    1.9

    76,167

    5.0

    1,534,307

    NON U.S.

    15

    17,360

    1.0

    60,220

    3.3

     

    30,700

    2.0

    19,850

    1.3

     
     

    21

    73,509

    4.1

    85,758

    4.7

    60,119

    3.9

    96,017

    6.3

     

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    14,868

    5.8

    23,613

    9.2

    257,815

    31,855

    3.9

    61,920

    7.6

    818,302

    NON U.S.

    7

    23,975

    9.3

    5,900

    2.3

     

    1,125

    0.1

    350

    0.0

     
     

    11

    38,843

    15.1

    29,513

    11.4

    32,980

    4.0

    62,270

    7.6

     

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    52,175

    11.8

    60,015

    13.5

    443,477

    62,275

    21.6

    28,775

    10.0

    288,816

    NON U.S.

     

    13,000

    2.9

    13,985

    3.2

     

    7,275

    2.5

    4,275

    1.5

     
     

    11

    65,175

    14.7

    74,000

    16.7

    69,550

    24.1

    33,050

    11.4

     

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    4,778

    35.6

    2,598

    19.4

    13,408

    4,190

    25.1

    4,755

    28.5

    16,685

    NON U.S.

     

    440

    3.3

    2,065

    15.4

     

    1,480

    8.9

    680

    4.1

     
     

    8

    5,218

    38.9

    4,663

    34.8

    5,670

    34.0

    5,435

    32.6

     

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    137,305

    7.7

    158,664

    8.9

    1,778,457

    96,378

    8.1

    51,936

    4.4

    1,190,686

    NON U.S.

     

    50,482

    2.8

    101,051

    5.7

     

    65,412

    5.5

    53,533

    4.5

     
     

    21

    187,787

    10.6

    259,715

    14.6

    161,790

    13.6

    105,469

    8.9

     

    NYME CRUDE OIL AVG PRICE OPTIONS

    U.S.

     

    7,062

    4.8

    17,565

    11.9

    147,139

    20,192

    11.3

    11,973

    6.7

    178,621

    NON U.S.

     

    10,436

    7.1

    48,461

    32.9

     

    44,409

    24.9

    21,825

    12.2

     
     

    7

    17,498

    11.9

    66,026

    44.9

    64,601

    36.2

    33,798

    18.9

     

    CMX SILVER

    U.S.

     

    4,574

    5.6

    3,316

    4.1

    81,309

    1,905

    5.1

    303

    0.8

    37,721

    NON U.S.

     

    6,489

    8.0

    7,132

    8.8

     

    1,984

    5.3

    3,032

    8.0

     
     

    12

    11,063

    13.6

    10,448

    12.8

    3,889

    10.3

    3,335

    8.8

     

    CMX GOLD

    U.S.

     

    53,263

    7.6

    31,417

    4.5

    702,517

    17,518

    4.6

    15,626

    4.1

    381,700

    NON U.S.

     

    26,599

    3.8

    40,149

    5.7

     

    17,755

    4.7

    25,585

    6.7

     
     

    17

    79,862

    11.4

    71,566

    10.2

    35,273

    9.2

    41,211

    10.8

     

    CME EURO FX

    U.S.

     

    1,516

    0.9

    521

    0.3

    177,300

    2,881

    1.5

    1,426

    0.7

    193,616

    NON U.S.

     

    21,599

    12.2

    3,015

    1.7

     

    14,435

    7.5

    4,956

    2.6

     
     

    6

    23,115

    13.0

    3,536

    2.0

    17,316

    8.9

    6,382

    3.3

     

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    288,766

    1.9

    395,872

    2.5

    15,529,183

    638,133

    2.4

    437,569

    1.7

    26,415,056

    NON U.S.

    23

    534,406

    3.4

    191,815

    1.2

     

    570,973

    2.2

    352,111

    1.3

     
     

    30

    823,172

    5.3

    587,687

    3.8

    1,209,106

    4.6

    789,680

    3.0

     

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

     

    12,489

    1.1

    6,489

    0.6

    1,099,768

    6,494

    0.2

    0

    0.0

    3,490,272

    NON U.S.

     

    1,891

    0.2

    1,760

    0.2

     

    9,711

    0.3

    21,344

    0.6

     
     

    10

    14,380

    1.3

    8,249

    0.8

    16,205

    0.5

    21,344

    0.6