notes: all December (Z) contracts have bigger OPen Int. , next is (F) January
2) between FEB (G1) and March(H1) it is 300k vs 200K.
3) so for 300K contracts it is 20K options ( 10k for 90 put, 91/92 calls as documented by Reuters post ) , assume another 15k for all other strike prices.
so it is like 7% of Open Int contracts are having Options.
total:
1) for physical delivary total contracts are 1.5 Million => x 1000 ( barrels) = 1500 million barrels.
2) for Financial it is 90,000 contracts that is about 7% of physical contracts.
so for current month if you take 350,000(.35 million) contracts x 1000 ( barrels) = 350 million barrels
- so open interest is 350,00 contracts giving 350 million barrels , consumption is 18 million barrels/day , so 20 days of consumption is taken as contracts by traders
| U.S. Petroleum Consumption | 18,771,000 barrels/day |
Jan 05, 2011 (Dow Jones Commodities News via Comtex) --
For the previous business day, in contracts.
Crude Oil Open Int Change
CL G1 310,848 -4,174
CL H1 214,467 3,860
CL J1 94,273 1,787
CL K1 69,861 6,465
CL M1 93,450 496
CL N1 48,825 3,521
CL Q1 27,764 2,214
CL U1 26,682 -121
CL V1 18,570 -96
CL X1 21,622 172
CL Z1 156,099 -1,105
CL F2 28,674 -185
CL G2 8,682 146
CL H2 10,700 -74
CL J2 4,991 195
CL K2 5,894 85
CL M2 44,411 779
CL N2 5,351 6
CL Q2 4,635 -1
CL U2 6,658 -1
CL V2 2,862 -1
CL X2 4,521 -1
CL Z2 119,909 92
CL F3 6,293 0
CL G3 1,968 0
CL H3 2,660 0
CL J3 1,363 0
CL K3 607 0
CL M3 12,616 0
CL N3 748 0
CL Q3 648 0
CL U3 2,775 0
CL V3 537 0
CL X3 513 0
CL Z3 43,421 822
CL F4 163 0
CL G4 153 0
CL H4 3 0
CL J4 200 0
CL K4 10 0
CL M4 3,950 0
CL N4 3 0
CL Q4 7 0
CL U4 3 0
CL V4 3 0
CL X4 5 0
CL Z4 27,977 261
CL M5 189 -1
CL U5 1 0
CL Z5 20,288 84
CL M6 139 0
CL Z6 9,094 -8
CL M7 8 0
CL Z7 3,827 101
CL Z8 1,285 6
CLZ9 20 4
Total 1,471,226 15,328
miNY
QM G1 4,953 286
QM H1 2,426 353
QM J1 171 60
QM K1 18 -1
QM M1 46 0
QM N1 14 2
QM Q1 10 1
QM U1 1 0
QM V1 41 0
QM X1 2 0
QM Z1 111 0
QM Z2 49 0
QM F3 8 0
QM Z3 56 0
QM Z4 9 0
QM Z5 6 0
Total 7,921 701
Globex WTI Financial
XWS G1 4,763 -66
XWS H1 3,842 0
XWS J1 852 100
XWS K1 145 0
XWS M1 12,884 32
XWS N1 77 0
XWS Q1 100 0
XWS U1 77 0
XWS V1 506 0
XWS X1 75 0
XWS Z1 16,891 100
XWS F2 71 0
XWS G2 57 0
XWS H2 45 0
XWS J2 54 0
XWS K2 45 0
XWS M2 460 0
XWS N2 45 0
XWS Q2 68 0
XWS U2 245 0
XWS V2 345 0
XWS X2 45 0
XWS Z2 29,559 -143
XWS F3 45 0
XWS G3 45 0
XWS H3 45 0
XWS J3 45 0
XWS K3 45 0
XWS M3 169 0
XWS N3 45 0
XWS Q3 45 0
XWS U3 45 0
XWS V3 45 0
XWS X3 45 0
XWS Z3 5,566 63
XWS F4 45 0
XWS G4 45 0
XWS H4 500 0
XWS J4 45 0
XWS K4 45 0
XWS M4 45 0
XWS N4 45 0
XWS Q4 45 0
XWS U4 45 0
XWS V4 45 0
XWS X4 45 0
XWS Z4 2,080 0
XWS F5 45 0
XWS G5 45 0
XWS H5 45 0
XWS J5 45 0
XWS K5 45 0
XWS M5 45 0
XWS N5 45 0
XWS Q5 45 0
XWS U5 45 0
XWS V5 45 0
XWS X5 45 0
XWS Z5 4,650 0
XWS Z6 2,299 0
XWS Z8 90 0
Total 88,000 86
-By Linda Rice; Dow Jones Newswires; 913-322-5173;
csstat@dowjones.com
(END) Dow Jones Newswires
01-05-11 1124ET
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