April Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 4/4/2017

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

250

0.1

207,329

0

0.0

2,250

1.5

146,783

NON U.S.

 

1,188

0.6

1,322

0.6

 

0

0.0

3,750

2.6

 
 

5

1,188

0.6

1,572

0.8

0

0.0

6,000

4.1

 

CBT U.S. TREASURY BONDS

U.S.

 

7,750

2.9

9,700

3.6

271,916

9,750

3.6

1,300

0.5

268,882

NON U.S.

 

3,728

1.4

1,704

0.6

 

740

0.3

2,904

1.1

 
 

8

11,478

4.2

11,404

4.2

10,490

3.9

4,204

1.6

 

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

 

4,000

11.4

1,465

4.2

35,057

250

1.6

400

2.5

16,065

NON U.S.

 

2,994

8.5

3,125

8.9

 

1,885

11.7

1,491

9.3

 
 

6

6,994

20.0

4,590

13.1

2,135

13.3

1,891

11.8

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

140,740

4.2

105,020

3.1

3,363,717

68,240

3.0

48,068

2.1

2,253,058

NON U.S.

 

23,310

0.7

78,296

2.3

 

36,856

1.6

30,000

1.3

 
 

9

164,050

4.9

183,316

5.4

105,096

4.7

78,068

3.5

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

96,674

5.4

123,225

6.8

1,804,199

55,208

6.3

27,991

3.2

872,102

NON U.S.

 

34,434

1.9

127,997

7.1

 

40,291

4.6

29,294

3.4

 
 

10

131,108

7.3

251,222

13.9

95,499

11.0

57,285

6.6

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

700

13.9

700

13.9

5,038

0

0.0

0

0.0

920

NON U.S.

 

200

4.0

800

15.9

 

0

0.0

0

0.0

 
 

6

900

17.9

1,500

29.8

0

0.0

0

0.0

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

43,215

2.5

37,864

2.2

1,712,172

16,523

1.1

46,935

3.2

1,488,895

NON U.S.

21

27,935

1.6

62,101

3.6

 

24,411

1.6

29,950

2.0

 
 

26

71,150

4.2

99,965

5.8

40,934

2.7

76,885

5.2

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

37,550

9.2

16,750

4.1

407,115

13,000

1.3

28,258

2.9

976,534

NON U.S.

8

1,280

0.3

6,125

1.5

 

6,800

0.7

12,475

1.3

 
 

12

38,830

9.5

22,875

5.6

19,800

2.0

40,733

4.2

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

50,190

11.5

70,359

16.2

435,487

49,325

13.3

40,937

11.0

371,719

NON U.S.

 

17,050

3.9

19,060

4.4

 

13,175

3.5

9,300

2.5

 
 

11

67,240

15.4

89,419

20.5

62,500

16.8

50,237

13.5

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

2,853

28.0

1,758

17.3

10,178

1,680

18.0

2,295

24.5

9,355

NON U.S.

 

720

7.1

1,245

12.2

 

450

4.8

450

4.8

 
 

6

3,573

35.1

3,003

29.5

2,130

22.8

2,745

29.3

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

130,755

7.2

144,190

7.9

1,818,468

100,292

8.4

59,320

5.0

1,194,009

NON U.S.

 

79,926

4.4

146,876

8.1

 

93,460

7.8

56,799

4.8

 
 

22

210,681

11.6

291,066

16.0

193,752

16.2

116,119

9.7

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

10,605

8.2

9,573

7.4

129,083

8,940

5.5

14,385

8.8

163,889

NON U.S.

 

6,120

4.7

50,280

39.0

 

49,248

30.0

21,630

13.2

 
 

8

16,725

13.0

59,853

46.4

58,188

35.5

36,015

22.0

 

CMX SILVER

U.S.

 

4,846

6.6

3,860

5.3

73,273

865

2.4

256

0.7

36,132

NON U.S.

 

4,461

6.1

6,064

8.3

 

2,178

6.0

2,159

6.0

 
 

12

9,307

12.7

9,924

13.5

3,043

8.4

2,415

6.7

 

CMX GOLD

U.S.

 

59,856

9.1

50,790

7.7

660,159

20,732

6.2

18,982

5.6

336,355

NON U.S.

 

31,303

4.7

42,106

6.4

 

15,260

4.5

19,360

5.8

 
 

16

91,159

13.8

92,896

14.1

35,992

10.7

38,342

11.4

 

CME JAPANESE YEN

U.S.

 

1,789

2.4

1,353

1.8

75,938

2,272

2.5

1,435

1.6

90,221

NON U.S.

 

2,865

3.8

175

0.2

 

2,167

2.4

850

0.9

 
 

5

4,654

6.1

1,528

2.0

4,439

4.9

2,285

2.5

 

CME EURO FX

U.S.

 

3,505

2.5

0

0.0

138,477

8,908

5.7

320

0.2

157,370

NON U.S.

 

7,886

5.7

2,336

1.7

 

8,235

5.2

4,854

3.1

 
 

5

11,391

8.2

2,336

1.7

17,143

10.9

5,174

3.3

 

CME 3-MONTH EURODOLLARS

U.S.

7

281,806

2.1

358,330

2.6

13,567,285

604,167

2.5

171,455

0.7

24,393,168

NON U.S.

20

527,064

3.9

178,751

1.3

 

624,837

2.6

339,796

1.4

 
 

27

808,870

6.0

537,081

4.0

1,229,004

5.0

511,251

2.1

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

5,076

0.5

0

0.0

1,085,645

56

0.00

0

0.0

3,228,492

NON U.S.

 

1,124

0.1

3,087

0.3

 

8,459

0.3

20,328

0.6

 
 

7

6,200

0.6

3,087

0.3

8,515

0.3

20,328

0.6