February Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 2/2/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

 

2,790

5.8

2,125

4.4

47,939

540

2.4

0

0.0

22,115

NON U.S.

 

4,875

10.2

5,675

11.8

 

815

3.7

550

2.5

 
 

6

7,665

16.0

7,800

16.3

1,355

6.1

550

2.5

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

454,122

12.5

427,188

11.8

3,623,328

192,468

6.6

176,656

6.0

2,922,120

NON U.S.

 

61,317

1.7

84,396

2.3

 

46,336

1.6

32,100

1.1

 
 

9

515,439

14.2

511,584

14.1

238,804

8.2

208,756

7.1

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

152,877

8.9

161,986

9.4

1,717,711

75,938

6.7

36,560

3.2

1,126,849

NON U.S.

 

77,698

4.5

119,892

7.0

 

37,560

3.3

35,405

3.1

 
 

10

230,575

13.4

281,878

16.4

113,498

10.1

71,965

6.4

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

1,100

17.0

500

7.7

6,468

1,280

25.5

400

8.0

5,020

NON U.S.

 

700

10.8

2,708

41.9

 

0

0.0

1,720

34.3

 
 

8

1,800

27.8

3,208

49.6

1,280

25.5

2,120

42.2

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

26,059

2.7

22,407

2.3

963,615

61,963

5.9

53,767

5.2

1,042,150

NON U.S.

12

12,050

1.3

52,147

5.4

 

48,643

4.7

25,225

2.4

 
 

18

38,109

4.0

74,554

7.7

110,606

10.6

78,992

7.6

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

 

4,647

1.1

9,609

2.2

428,089

3,350

0.4

4,015

0.5

758,302

NON U.S.

 

4,000

0.9

12,000

2.8

 

1,000

0.1

1,000

0.1

 
 

7

8,647

2.0

21,609

5.0

4,350

0.6

5,015

0.7

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

48,230

12.4

42,785

11.0

389,209

28,750

11.0

22,815

8.7

261,361

NON U.S.

 

17,520

4.5

13,300

3.4

 

12,475

4.8

6,450

2.5

 
 

12

65,750

16.9

56,085

14.4

41,225

15.8

29,265

11.2

 

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

7,625

27.7

7,345

26.6

27,570

9,175

31.9

7,935

27.6

28,720

NON U.S.

 

1,790

6.5

4,590

16.6

 

1,790

6.2

2,055

7.2

 
 

10

9,415

34.1

11,935

43.3

10,965

38.2

9,990

34.8

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

141,676

7.6

142,258

7.6

1,863,965

71,842

6.0

61,810

5.2

1,194,317

NON U.S.

 

113,024

6.1

138,223

7.4

 

80,873

6.8

57,803

4.8

 
 

17

254,700

13.7

280,481

15.0

152,715

12.8

119,613

10.0

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

32,085

15.5

27,646

13.3

207,630

14,525

10.3

18,126

12.9

140,692

NON U.S.

 

26,745

12.9

48,573

23.4

 

25,050

17.8

22,220

15.8

 
 

8

58,830

28.3

76,219

36.7

39,575

28.1

40,346

28.7

 

NYME BRENT AVG PRICE OPTIONS

U.S.

 

2,205

4.7

1,581

3.4

47,024

2,897

8.1

4,217

11.9

35,578

NON U.S.

 

8,910

18.9

6,490

13.8

 

4,037

11.3

4,853

13.6

 
 

8

11,115

23.6

8,071

17.2

6,934

19.5

9,070

25.5

 

NYME PALLADIUM

U.S.

 

100

2.8

600

16.8

3,581

25

2.2

0

0.0

1,121

NON U.S.

 

323

9.0

470

13.1

 

46

4.1

256

22.8

 
 

5

423

11.8

1,070

29.9

71

6.3

256

22.8

 

CMX SILVER

U.S.

 

4,873

7.1

4,013

5.9

68,432

771

2.2

1,305

3.8

34,369

NON U.S.

 

5,932

8.7

11,953

17.5

 

5,251

15.3

3,807

11.1

 
 

11

10,805

15.8

15,966

23.3

6,022

17.5

5,112

14.9

 

CMX GOLD

U.S.

 

31,483

4.3

38,127

5.2

726,772

13,534

4.7

11,575

4.1

285,421

NON U.S.

 

72,559

10.0

96,674

13.3

 

24,912

8.7

42,488

14.9

 
 

16

104,042

14.3

134,801

18.5

38,446

13.5

54,063

18.9

 

CME JAPANESE YEN

U.S.

 

829

1.1

405

0.5

75,759

221

0.4

218

0.3

62,362

NON U.S.

 

2,199

2.9

30

0.0

 

4,478

7.2

200

0.3

 
 

5

3,028

4.0

435

0.6

4,699

7.5

418

0.7

 

CME EURO FX

U.S.

 

4,910

4.0

1,060

0.9

123,199

2,785

1.7

3,218

1.9

167,602

NON U.S.

 

5,733

4.7

2,169

1.8

 

6,292

3.8

2,590

1.5

 
 

5

10,643

8.6

3,229

2.6

9,077

5.4

5,808

3.5

 

CME 3-MONTH EURODOLLARS

U.S.

7

300,924

2.1

271,591

1.9

14,173,864

491,771

2.2

248,132

1.1

22,385,368

NON U.S.

28

633,596

4.5

217,288

1.5

 

920,609

4.1

231,027

1.0

 
 

35

934,520

6.6

488,879

3.4

1,412,380

6.3

479,159

2.1

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

0

0.0

0

0.0

1,483,568

39

0.00

0

0.0

2,302,658

NON U.S.

 

350

0.0

3,575

0.2

 

21,502

0.9

9,805

0.4

 
 

7

350

0.0

3,575

0.2

21,541

0.9

9,805

0.4