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 |