November Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 11/7/2017

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

201,149

0

0.0

1,535

0.9

180,186

NON U.S.

 

1,613

0.8

3,020

1.5

 

3,776

2.1

8,845

4.9

 
 

5

1,613

0.8

3,560

1.8

3,776

2.1

10,380

5.8

 

CBT U.S. TREASURY BONDS

U.S.

6

23,489

6.8

2,753

0.8

345,230

9,709

3.0

4,486

1.4

328,762

NON U.S.

9

4,150

1.2

8,150

2.4

 

6,050

1.8

10,142

3.1

 
 

15

27,639

8.0

10,903

3.2

15,759

4.8

14,628

4.4

 

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

 

7,101

13.5

2,560

4.9

52,604

1,650

7.7

2,000

9.3

21,563

NON U.S.

 

2,094

4.0

1,596

3.0

 

852

4.0

690

3.2

 
 

5

9,195

17.5

4,156

7.9

2,502

11.6

2,690

12.5

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

108,066

3.7

95,060

3.3

2,907,808

62,300

3.4

36,014

2.0

1,825,124

NON U.S.

 

24,300

0.8

73,048

2.5

 

29,748

1.6

9,820

0.5

 
 

9

132,366

4.6

168,108

5.8

92,048

5.0

45,834

2.5

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

105,846

7.0

117,182

7.8

1,506,205

57,682

7.4

38,668

4.9

781,592

NON U.S.

 

28,461

1.9

96,348

6.4

 

21,281

2.7

22,141

2.8

 
 

9

134,307

8.9

213,530

14.2

78,963

10.1

60,809

7.8

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

900

9.0

1,880

18.7

10,030

120

7.3

120

7.3

1,640

NON U.S.

 

260

2.6

820

8.2

 

0

0.0

0

0.0

 
 

6

1,160

11.6

2,700

26.9

120

7.3

120

7.3

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

81,184

5.1

37,190

2.3

1,606,565

58,178

3.5

116,773

7.1

1,645,832

NON U.S.

24

39,772

2.5

82,785

5.2

 

75,784

4.6

14,958

0.9

 
 

29

120,956

7.5

119,975

7.5

133,962

8.1

131,731

8.0

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

29,920

5.9

34,059

6.7

505,987

34,780

3.7

55,525

5.9

946,968

NON U.S.

9

17,550

3.5

27,550

5.4

 

100

0.0

4,554

0.5

 
 

14

47,470

9.4

61,609

12.2

34,880

3.7

60,079

6.3

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

63,575

13.1

67,954

14.0

485,756

72,675

19.8

37,400

10.2

366,349

NON U.S.

 

11,125

2.3

13,886

2.9

 

10,775

2.9

6,975

1.9

 
 

11

74,700

15.4

81,840

16.8

83,450

22.8

44,375

12.1

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

4,961

26.0

2,161

11.3

19,111

5,069

21.5

4,589

19.5

23,574

NON U.S.

 

1,480

7.7

5,260

27.5

 

3,610

15.3

1,120

4.8

 
 

8

6,441

33.7

7,421

38.8

8,679

36.8

5,709

24.2

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

127,954

7.0

156,509

8.6

1,825,572

120,695

8.3

65,657

4.5

1,457,056

NON U.S.

 

51,212

2.8

108,550

5.9

 

80,092

5.5

57,885

4.0

 
 

21

179,166

9.8

265,059

14.5

200,787

13.8

123,542

8.5

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

13,010

7.4

16,583

9.5

174,752

21,997

10.1

14,698

6.8

216,774

NON U.S.

 

9,303

5.3

64,572

37.0

 

59,685

27.5

25,160

11.6

 
 

9

22,313

12.8

81,155

46.4

81,682

37.7

39,858

18.4

 

CMX SILVER

U.S.

 

6,348

7.3

3,296

3.8

86,376

3,803

8.2

856

1.8

46,486

NON U.S.

 

5,522

6.4

6,250

7.2

 

2,662

5.7

2,489

5.4

 
 

11

11,870

13.7

9,546

11.1

6,465

13.9

3,345

7.2

 

CMX GOLD

U.S.

 

56,179

7.8

55,992

7.8

719,002

21,299

5.6

17,682

4.7

378,046

NON U.S.

 

27,445

3.8

35,875

5.0

 

16,547

4.4

23,691

6.3

 
 

16

83,624

11.6

91,867

12.8

37,846

10.0

41,373

10.9

 

CME 3-MONTH EURODOLLARS

U.S.

7

335,497

2.0

416,309

2.5

16,764,228

581,233

2.1

320,602

1.1

28,304,822

NON U.S.

20

497,661

3.0

264,693

1.6

 

506,283

1.8

417,352

1.5

 
 

27

833,158

5.0

681,002

4.1

1,087,516

3.8

737,954

2.6

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

8,276

0.6

6,552

0.5

1,382,807

6,556

0.2

0

0.0

3,681,332

NON U.S.

 

3,998

0.3

4,474

0.3

 

23,253

0.6

37,387

1.0

 
 

12

12,274

0.9

11,026

0.8

29,809

0.8

37,387

1.0