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