December Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 12/6/2016

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

0

0.0

171,920

0

0.0

1,750

1.6

111,886

NON U.S.

 

1,522

0.9

572

0.3

 

0

0.0

3,215

2.9

 
 

5

1,522

0.9

572

0.3

0

0.0

4,965

4.4

 

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

 

2,824

7.1

940

2.3

40,028

289

1.6

350

2.0

17,678

NON U.S.

 

4,092

10.2

3,643

9.1

 

2,000

11.3

1,950

11.0

 
 

6

6,916

17.3

4,583

11.4

2,289

12.9

2,300

13.0

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

190,940

5.9

155,460

4.8

3,236,904

95,240

5.5

66,508

3.8

1,740,189

NON U.S.

 

23,245

0.7

79,476

2.5

 

42,876

2.5

41,900

2.4

 
 

9

214,185

6.6

234,936

7.3

138,116

7.9

108,408

6.2

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

109,414

6.7

133,513

8.1

1,643,462

61,029

7.4

29,576

3.6

819,398

NON U.S.

 

43,032

2.6

136,691

8.3

 

45,579

5.6

32,408

4.0

 
 

10

152,446

9.3

270,204

16.4

106,608

13.0

61,984

7.6

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

1,000

9.5

960

9.1

10,566

760

9.8

600

7.8

7,740

NON U.S.

 

700

6.6

1,908

18.1

 

600

7.8

760

9.8

 
 

8

1,700

16.1

2,868

27.1

1,360

17.6

1,360

17.6

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

22,874

2.1

37,256

3.3

1,115,003

8,093

0.4

85,716

4.5

1,917,385

NON U.S.

18

30,388

2.7

62,305

5.6

 

134,713

7.0

18,657

1.0

 
 

23

53,262

4.8

99,561

8.9

142,806

7.4

104,373

5.4

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

 

9,600

2.0

11,815

2.4

488,846

17,650

2.5

18,165

2.5

715,528

NON U.S.

 

400

0.1

14,763

3.0

 

8,000

1.1

12,163

1.7

 
 

7

10,000

2.0

26,578

5.4

25,650

3.6

30,328

4.2

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

57,275

12.6

62,425

13.7

455,369

50,425

12.9

27,350

7.0

389,902

NON U.S.

 

15,300

3.4

13,235

2.9

 

10,200

2.6

9,500

2.4

 
 

11

72,575

15.9

75,660

16.6

60,625

15.5

36,850

9.5

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

4,373

29.8

3,303

22.5

14,693

2,564

18.0

3,144

22.0

14,274

NON U.S.

 

1,065

7.2

1,255

8.5

 

820

5.7

835

5.8

 
 

9

5,438

37.0

4,558

31.0

3,384

23.7

3,979

27.9

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

86,558

5.0

126,220

7.3

1,725,796

69,415

6.0

34,864

3.0

1,165,908

NON U.S.

 

87,671

5.1

134,164

7.8

 

88,445

7.6

52,286

4.5

 
 

21

174,229

10.1

260,384

15.1

157,860

13.5

87,150

7.5

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

18,097

12.4

10,297

7.0

146,164

10,680

6.7

21,720

13.6

159,121

NON U.S.

 

11,042

7.6

50,962

34.9

 

39,956

25.1

18,896

11.9

 
 

10

29,139

19.9

61,259

41.9

50,636

31.8

40,616

25.5

 

NYME BRENT AVG PRICE OPTIONS

U.S.

 

205

1.5

4,933

36.8

13,403

263

3.4

397

5.2

7,669

NON U.S.

 

2,610

19.5

1,670

12.5

 

1,367

17.8

2,623

34.2

 
 

9

2,815

21.0

6,603

49.3

1,630

21.3

3,020

39.4

 

CMX SILVER

U.S.

 

2,843

4.1

3,080

4.5

69,051

883

2.5

406

1.1

35,565

NON U.S.

 

4,314

6.2

5,721

8.3

 

2,606

7.3

1,127

3.2

 
 

11

7,157

10.4

8,801

12.7

3,489

9.8

1,533

4.3

 

CMX GOLD

U.S.

 

52,902

8.2

36,440

5.7

643,468

21,659

6.1

18,244

5.1

354,665

NON U.S.

 

29,896

4.6

41,369

6.4

 

16,966

4.8

19,110

5.4

 
 

15

82,798

12.9

77,809

12.1

38,625

10.9

37,354

10.5

 

CME JAPANESE YEN

U.S.

 

3,729

3.2

1,352

1.2

117,062

2,952

3.1

353

0.4

94,205

NON U.S.

 

1,836

1.6

1,050

0.9

 

2,618

2.8

804

0.9

 
 

6

5,565

4.8

2,402

2.1

5,570

5.9

1,157

1.2

 

CME EURO FX

U.S.

 

4,844

2.8

293

0.2

174,805

3,378

2.0

3,465

2.1

168,992

NON U.S.

 

6,427

3.7

4,851

2.8

 

4,966

2.9

5,681

3.4

 
 

5

11,271

6.4

5,144

2.9

8,344

4.9

9,146

5.4

 

CME 3-MONTH EURODOLLARS

U.S.

8

297,243

1.6

355,559

1.9

18,332,375

578,585

2.4

284,568

1.2

24,460,495

NON U.S.

26

721,829

3.9

313,051

1.7

 

829,795

3.4

409,490

1.7

 
 

34

1,019,072

5.6

668,610

3.6

1,408,380

5.8

694,058

2.8

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

0

0.0

0

0.0

1,554,430

77

0.00

0

0.0

3,036,927

NON U.S.

 

1,700

0.1

2,934

0.2

 

10,303

0.3

14,688

0.5

 
 

7

1,700

0.1

2,934

0.2

10,380

0.3

14,688

0.5