October Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 10/3/2017

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

177,467

0

0.0

1,540

1.0

156,815

NON U.S.

 

755

0.4

3,170

1.8

 

700

0.4

7,055

4.5

 
 

5

755

0.4

3,710

2.1

700

0.4

8,595

5.5

 

CBT U.S. TREASURY BONDS

U.S.

4

6,104

1.6

3,411

0.9

372,053

7,125

1.9

5,411

1.4

385,024

NON U.S.

5

2,750

0.7

1,050

0.3

 

3,400

0.9

8,100

2.1

 
 

9

8,854

2.4

4,461

1.2

10,525

2.7

13,511

3.5

 

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

 

6,551

13.4

3,560

7.3

48,855

2,175

14.9

800

5.5

14,628

NON U.S.

 

2,221

4.5

1,474

3.0

 

617

4.2

680

4.6

 
 

5

8,772

18.0

5,034

10.3

2,792

19.1

1,480

10.1

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

102,086

3.4

84,660

2.8

2,997,361

57,200

3.4

33,854

2.0

1,684,391

NON U.S.

 

22,800

0.8

72,628

2.4

 

31,668

1.9

13,420

0.8

 
 

9

124,886

4.2

157,288

5.2

88,868

5.3

47,274

2.8

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

89,819

6.8

112,827

8.5

1,322,952

61,820

9.3

35,266

5.3

665,979

NON U.S.

 

26,417

2.0

94,568

7.1

 

21,552

3.2

23,857

3.6

 
 

9

116,236

8.8

207,395

15.7

83,372

12.5

59,123

8.9

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

700

9.1

1,880

24.4

7,718

0

0.0

0

0.0

1,520

NON U.S.

 

260

3.4

520

6.7

 

0

0.0

0

0.0

 
 

6

960

12.4

2,400

31.1

0

0.0

0

0.0

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

43,511

2.7

20,685

1.3

1,632,346

41,354

2.3

87,360

4.8

1,805,131

NON U.S.

14

17,600

1.1

40,000

2.5

 

41,885

2.3

11,025

0.6

 
 

20

61,111

3.7

60,685

3.7

83,239

4.6

98,385

5.5

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

20,706

5.4

23,900

6.2

383,843

39,558

4.2

59,816

6.3

948,772

NON U.S.

5

1,050

0.3

4,900

1.3

 

7,900

0.8

6,200

0.7

 
 

10

21,756

5.7

28,800

7.5

47,458

5.0

66,016

7.0

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

57,425

12.3

65,515

14.0

467,244

72,675

23.5

36,275

11.7

309,075

NON U.S.

 

12,800

2.7

14,410

3.1

 

6,875

2.2

3,925

1.3

 
 

11

70,225

15.0

79,925

17.1

79,550

25.7

40,200

13.0

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

4,671

26.4

2,301

13.0

17,661

3,993

21.1

4,473

23.6

18,948

NON U.S.

 

1,560

8.8

4,485

25.4

 

2,730

14.4

630

3.3

 
 

8

6,231

35.3

6,786

38.4

6,723

35.5

5,103

26.9

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

129,015

7.3

164,689

9.3

1,765,838

114,578

9.1

57,401

4.6

1,259,847

NON U.S.

 

53,946

3.1

102,402

5.8

 

67,724

5.4

59,469

4.7

 
 

21

182,961

10.4

267,091

15.1

182,302

14.5

116,870

9.3

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

10,917

6.3

17,983

10.4

173,733

20,077

10.1

12,783

6.4

199,505

NON U.S.

 

8,788

5.1

61,611

35.5

 

53,897

27.0

21,715

10.9

 
 

8

19,705

11.3

79,594

45.8

73,974

37.1

34,498

17.3

 

CMX SILVER

U.S.

 

5,038

6.7

3,219

4.3

75,566

2,242

6.3

303

0.9

35,526

NON U.S.

 

5,707

7.6

6,526

8.6

 

2,120

6.0

2,474

7.0

 
 

12

10,745

14.2

9,745

12.9

4,362

12.3

2,777

7.8

 

CMX GOLD

U.S.

 

46,520

6.7

31,946

4.6

692,150

18,571

5.1

16,144

4.5

362,314

NON U.S.

 

25,910

3.7

37,283

5.4

 

17,539

4.8

24,932

6.9

 
 

16

72,430

10.5

69,229

10.0

36,110

10.0

41,076

11.3

 

CME EURO FX

U.S.

 

2,055

1.3

890

0.6

155,453

326

0.2

1,736

0.9

187,320

NON U.S.

 

19,199

12.4

3,983

2.6

 

12,428

6.6

4,142

2.2

 
 

5

21,254

13.7

4,873

3.1

12,754

6.8

5,878

3.1

 

CME 3-MONTH EURODOLLARS

U.S.

7

248,460

1.7

327,299

2.2

14,621,418

492,055

2.0

328,149

1.4

24,290,557

NON U.S.

19

471,461

3.2

202,859

1.4

 

444,766

1.8

317,821

1.3

 
 

26

719,921

4.9

530,158

3.6

936,821

3.9

645,970

2.7

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

8,063

0.7

6,488

0.6

1,112,021

6,492

0.2

0

0.0

3,222,071

NON U.S.

 

2,876

0.3

4,234

0.4

 

7,031

0.2

21,178

0.7

 
 

9

10,939

1.0

10,722

1.0

13,523

0.4

21,178

0.7