July Bank Participation Report Options

IN CONTRACTS-NOT DELTA ADJUSTED

 

REPORT DATE: 7/5/2016

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.

 

2,000

4.3

515

1.1

46,660

750

3.3

150

0.7

22,509

NON U.S.

 

4,014

8.6

3,766

8.1

 

1,100

4.9

1,465

6.5

 
 

6

6,014

12.9

4,281

9.2

1,850

8.2

1,615

7.2

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

315,841

9.5

255,948

7.7

3,321,582

137,474

5.7

116,012

4.8

2,398,980

NON U.S.

 

24,393

0.7

63,988

1.9

 

35,106

1.5

44,456

1.9

 
 

9

340,234

10.2

319,936

9.6

172,580

7.2

160,468

6.7

 

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

 

125,408

7.1

145,662

8.2

1,765,827

60,293

5.5

35,070

3.2

1,100,940

NON U.S.

 

51,870

2.9

122,561

6.9

 

36,578

3.3

34,746

3.2

 
 

10

177,278

10.0

268,223

15.2

96,871

8.8

69,816

6.3

 

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

 

1,100

11.8

700

7.5

9,306

1,440

25.4

400

7.0

5,680

NON U.S.

 

800

8.6

2,908

31.2

 

0

0.0

2,020

35.6

 
 

9

1,900

20.4

3,608

38.8

1,440

25.4

2,420

42.6

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

15,185

1.2

42,738

3.5

1,232,452

33,222

2.9

38,639

3.3

1,154,611

NON U.S.

10

19,895

1.6

46,020

3.7

 

24,191

2.1

40,203

3.5

 
 

15

35,080

2.8

88,758

7.2

57,413

5.0

78,842

6.8

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

 

5,751

2.0

11,853

4.1

291,945

11,614

1.6

17,755

2.4

746,914

NON U.S.

 

3,150

1.1

8,900

3.0

 

9,512

1.3

2,000

0.3

 
 

7

8,901

3.0

20,753

7.1

21,126

2.8

19,755

2.6

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

117,664

7.1

140,210

8.5

1,647,098

63,241

5.6

62,322

5.5

1,131,275

NON U.S.

 

108,543

6.6

151,477

9.2

 

76,619

6.8

50,494

4.5

 
 

17

226,207

13.7

291,687

17.7

139,860

12.4

112,816

10.0

 

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

 

26,020

14.7

21,816

12.3

177,608

10,740

9.4

14,946

13.1

114,135

NON U.S.

 

17,709

10.0

46,165

26.0

 

25,185

22.1

17,256

15.1

 
 

10

43,729

24.6

67,981

38.3

35,925

31.5

32,202

28.2

 

NYME BRENT AVG PRICE OPTIONS

U.S.

 

1,230

6.1

3,858

19.1

20,248

2,328

16.5

2,382

16.9

14,084

NON U.S.

 

5,160

25.5

5,020

24.8

 

3,202

22.7

3,738

26.5

 
 

9

6,390

31.6

8,878

43.8

5,530

39.3

6,120

43.5

 

CMX SILVER

U.S.

 

4,479

5.4

4,231

5.1

82,965

1,180

2.9

1,150

2.8

40,692

NON U.S.

 

4,654

5.6

9,257

11.2

 

3,304

8.1

1,559

3.8

 
 

12

9,133

11.0

13,488

16.3

4,484

11.0

2,709

6.7

 

CMX GOLD

U.S.

 

47,432

6.3

47,762

6.3

754,210

17,311

4.7

12,258

3.3

366,306

NON U.S.

 

53,072

7.0

70,658

9.4

 

24,840

6.8

29,908

8.2

 
 

15

100,504

13.3

118,420

15.7

42,151

11.5

42,166

11.5

 

CME EURO FX

U.S.

 

4,760

3.9

1,332

1.1

121,347

5,241

2.6

6,955

3.5

201,094

NON U.S.

 

5,837

4.8

3,601

3.0

 

6,690

3.3

11,878

5.9

 
 

6

10,597

8.7

4,933

4.1

11,931

5.9

18,833

9.4

 

CME 3-MONTH EURODOLLARS

U.S.

6

253,067

1.8

199,472

1.4

14,338,007

374,319

2.0

187,066

1.0

19,135,000

NON U.S.

26

599,317

4.2

174,608

1.2

 

888,419

4.6

359,715

1.9

 
 

32

852,384

5.9

374,080

2.6

1,262,738

6.6

546,781

2.9

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

 

0

0.0

0

0.0

1,710,229

35

0.00

0

0.0

2,789,108

NON U.S.

 

6,010

0.4

9,254

0.5

 

14,342

0.5

12,840

0.5

 
 

7

6,010

0.4

9,254

0.5

14,377

0.5

12,840

0.5