July Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 7/11/2017

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

450

0.2

209,219

0

0.0

1,450

0.8

183,993

NON U.S.

 

1,022

0.5

1,997

1.0

 

475

0.3

5,425

2.9

 
 

6

1,022

0.5

2,447

1.2

475

0.3

6,875

3.7

 

CBT U.S. TREASURY BONDS

U.S.

4

9,914

2.4

3,800

0.9

416,796

4,465

0.9

4,200

0.9

493,646

NON U.S.

6

13,875

3.3

1,425

0.3

 

525

0.1

2,525

0.5

 
 

10

23,789

5.7

5,225

1.3

4,990

1.0

6,725

1.4

 

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

 

6,550

14.2

4,465

9.7

46,114

1,700

9.7

650

3.7

17,513

NON U.S.

 

2,632

5.7

2,015

4.4

 

1,135

6.5

1,040

5.9

 
 

6

9,182

19.9

6,480

14.1

2,835

16.2

1,690

9.6

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

120,180

3.1

97,400

2.5

3,868,529

63,800

2.8

45,308

2.0

2,310,580

NON U.S.

 

27,345

0.7

77,592

2.0

 

36,332

1.6

23,180

1.0

 
 

9

147,525

3.8

174,992

4.5

100,132

4.3

68,488

3.0

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

91,568

5.5

119,282

7.1

1,674,806

56,946

6.9

30,991

3.8

821,346

NON U.S.

 

32,554

1.9

115,160

6.9

 

34,719

4.2

28,862

3.5

 
 

10

124,122

7.4

234,442

14.0

91,665

11.2

59,853

7.3

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

700

10.5

900

13.5

6,658

0

0.0

0

0.0

920

NON U.S.

 

200

3.0

1,100

16.5

 

0

0.0

0

0.0

 
 

7

900

13.5

2,000

30.0

0

0.0

0

0.0

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

37,931

2.6

63,728

4.3

1,485,253

40,234

2.4

83,812

5.0

1,669,989

NON U.S.

20

75,150

5.1

112,116

7.5

 

124,600

7.5

80,673

4.8

 
 

26

113,081

7.6

175,844

11.8

164,834

9.9

164,485

9.8

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

 

22,656

6.6

22,334

6.5

344,101

11,434

1.2

22,541

2.5

915,613

NON U.S.

 

1,250

0.4

10,200

3.0

 

9,950

1.1

7,800

0.9

 
 

10

23,906

6.9

32,534

9.5

21,384

2.3

30,341

3.3

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

49,865

10.8

56,635

12.2

463,175

54,600

17.8

30,525

10.0

306,715

NON U.S.

 

16,350

3.5

15,510

3.3

 

9,775

3.2

6,875

2.2

 
 

11

66,215

14.3

72,145

15.6

64,375

21.0

37,400

12.2

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

4,692

32.6

2,532

17.6

14,412

1,464

13.7

2,199

20.6

10,659

NON U.S.

 

780

5.4

1,845

12.8

 

1,320

12.4

780

7.3

 
 

6

5,472

38.0

4,377

30.4

2,784

26.1

2,979

27.9

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

140,451

7.2

164,328

8.5

1,938,708

92,290

8.0

55,614

4.8

1,155,034

NON U.S.

 

65,700

3.4

128,415

6.6

 

78,389

6.8

55,945

4.8

 
 

22

206,151

10.6

292,743

15.1

170,679

14.8

111,559

9.7

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

8,445

6.4

11,916

9.0

131,811

10,820

7.0

10,505

6.8

154,669

NON U.S.

 

7,800

5.9

45,738

34.7

 

46,253

29.9

22,080

14.3

 
 

7

16,245

12.3

57,654

43.7

57,073

36.9

32,585

21.1

 

NYME BRENT AVG PRICE OPTIONS

U.S.

 

0

0.0

2,791

34.3

8,135

0

0.0

0

0.0

2,325

NON U.S.

 

1,075

13.2

25

0.3

 

0

0.0

1,200

51.6

 
 

5

1,075

13.2

2,816

34.6

0

0.0

1,200

51.6

 

CMX SILVER

U.S.

 

4,694

5.8

3,926

4.9

80,704

1,858

4.9

623

1.7

37,635

NON U.S.

 

5,844

7.2

7,751

9.6

 

1,915

5.1

3,085

8.2

 
 

11

10,538

13.1

11,677

14.5

3,773

10.0

3,708

9.9

 

CMX GOLD

U.S.

 

49,869

7.4

28,126

4.2

673,128

17,610

4.7

16,514

4.4

374,981

NON U.S.

 

22,692

3.4

37,244

5.5

 

16,001

4.3

22,774

6.1

 
 

14

72,561

10.8

65,370

9.7

33,611

9.0

39,288

10.5

 

CME EURO FX

U.S.

 

3,960

3.4

54

0.0

115,838

244

0.2

384

0.3

116,350

NON U.S.

 

8,302

7.2

1,931

1.7

 

7,547

6.5

1,645

1.4

 
 

6

12,262

10.6

1,985

1.7

7,791

6.7

2,029

1.7

 

CME 3-MONTH EURODOLLARS

U.S.

7

267,466

1.9

323,866

2.3

14,331,766

559,901

2.3

315,757

1.3

24,275,571

NON U.S.

20

504,756

3.5

168,757

1.2

 

569,769

2.3

342,203

1.4

 
 

27

772,222

5.4

492,623

3.4

1,129,670

4.7

657,960

2.7

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

8,553

0.9

6,489

0.7

967,291

6,494

0.2

0

0.0

2,868,279

NON U.S.

 

411

0.0

3,670

0.4

 

4,071

0.1

13,284

0.5

 
 

8

8,964

0.9

10,159

1.1

10,565

0.4

13,284

0.5