IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 4/5/2016 | ||||||||||||
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. |
1,815 |
3.6 |
565 |
1.1 |
49,924 |
90 |
0.4 |
150 |
0.7 |
21,235 | |
NON U.S. |
5,160 |
10.3 |
5,751 |
11.5 |
1,330 |
6.3 |
905 |
4.3 |
||||
6 |
6,975 |
14.0 |
6,316 |
12.7 |
|
1,420 |
6.7 |
1,055 |
5.0 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
363,452 |
10.3 |
338,164 |
9.5 |
3,543,880 |
161,296 |
6.2 |
153,864 |
5.9 |
2,586,297 | |
NON U.S. |
60,861 |
1.7 |
84,036 |
2.4 |
39,576 |
1.5 |
27,220 |
1.1 |
||||
9 |
424,313 |
12.0 |
422,200 |
11.9 |
|
200,872 |
7.8 |
181,084 |
7.0 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
136,501 |
7.5 |
141,377 |
7.8 |
1,820,250 |
61,079 |
5.7 |
35,445 |
3.3 |
1,069,829 | |
NON U.S. |
76,563 |
4.2 |
134,183 |
7.4 |
35,740 |
3.3 |
39,220 |
3.7 |
||||
11 |
213,064 |
11.7 |
275,560 |
15.1 |
|
96,819 |
9.0 |
74,665 |
7.0 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
12.8 |
700 |
8.1 |
8,606 |
1,440 |
25.8 |
400 |
7.2 |
5,580 | |
NON U.S. |
800 |
9.3 |
2,908 |
33.8 |
0 |
0.0 |
2,020 |
36.2 |
||||
9 |
1,900 |
22.1 |
3,608 |
41.9 |
|
1,440 |
25.8 |
2,420 |
43.4 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
32,325 |
3.3 |
43,275 |
4.4 |
992,683 |
48,069 |
4.6 |
63,123 |
6.0 |
1,050,045 |
NON U.S. |
7 |
7,550 |
0.8 |
38,850 |
3.9 |
27,850 |
2.7 |
10,850 |
1.0 |
|||
13 |
39,875 |
4.0 |
82,125 |
8.3 |
|
75,919 |
7.2 |
73,973 |
7.0 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
56,539 |
14.8 |
39,850 |
10.4 |
382,812 |
18,180 |
7.9 |
18,178 |
7.9 |
231,510 | |
NON U.S. |
14,935 |
3.9 |
13,515 |
3.5 |
11,625 |
5.0 |
4,700 |
2.0 |
||||
13 |
71,474 |
18.7 |
53,365 |
13.9 |
|
29,805 |
12.9 |
22,878 |
9.9 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
6,579 |
26.2 |
7,209 |
28.7 |
25,134 |
7,775 |
31.5 |
7,365 |
29.8 |
24,710 | |
NON U.S. |
1,680 |
6.7 |
3,660 |
14.6 |
1,530 |
6.2 |
1,725 |
7.0 |
||||
10 |
8,259 |
32.9 |
10,869 |
43.2 |
|
9,305 |
37.7 |
9,090 |
36.8 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
128,060 |
7.2 |
143,117 |
8.0 |
1,786,807 |
72,406 |
6.3 |
64,666 |
5.6 |
1,158,000 | |
NON U.S. |
103,062 |
5.8 |
143,764 |
8.0 |
83,609 |
7.2 |
49,257 |
4.3 |
||||
18 |
231,122 |
12.9 |
286,881 |
16.1 |
|
156,015 |
13.5 |
113,923 |
9.8 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
28,414 |
14.5 |
24,834 |
12.7 |
195,681 |
12,945 |
10.3 |
15,720 |
12.5 |
126,190 | |
NON U.S. |
21,856 |
11.2 |
46,289 |
23.7 |
24,700 |
19.6 |
20,460 |
16.2 |
||||
9 |
50,270 |
25.7 |
71,123 |
36.3 |
|
37,645 |
29.8 |
36,180 |
28.7 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
1,755 |
6.0 |
2,451 |
8.3 |
29,481 |
2,367 |
10.6 |
3,483 |
15.6 |
22,266 | |
NON U.S. |
6,990 |
23.7 |
5,790 |
19.6 |
3,303 |
14.8 |
4,407 |
19.8 |
||||
8 |
8,745 |
29.7 |
8,241 |
28.0 |
|
5,670 |
25.5 |
7,890 |
35.4 |
|||
CMX SILVER |
U.S. |
5,447 |
6.4 |
5,196 |
6.1 |
84,930 |
559 |
1.6 |
1,100 |
3.2 |
34,764 | |
NON U.S. |
4,487 |
5.3 |
13,545 |
15.9 |
3,109 |
8.9 |
2,401 |
6.9 |
||||
10 |
9,934 |
11.7 |
18,741 |
22.1 |
|
3,668 |
10.6 |
3,501 |
10.1 |
|||
CMX GOLD |
U.S. |
35,295 |
4.5 |
46,216 |
5.8 |
792,155 |
11,275 |
3.3 |
7,884 |
2.3 |
343,790 | |
NON U.S. |
71,133 |
9.0 |
91,906 |
11.6 |
28,358 |
8.2 |
39,696 |
11.5 |
||||
15 |
106,428 |
13.4 |
138,122 |
17.4 |
|
39,633 |
11.5 |
47,580 |
13.8 |
|||
CME JAPANESE YEN |
U.S. |
1,323 |
1.7 |
1,752 |
2.3 |
77,440 |
727 |
1.0 |
531 |
0.7 |
71,245 | |
NON U.S. |
3,736 |
4.8 |
190 |
0.2 |
2,419 |
3.4 |
200 |
0.3 |
||||
5 |
5,059 |
6.5 |
1,942 |
2.5 |
|
3,146 |
4.4 |
731 |
1.0 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
230,574 |
1.6 |
178,122 |
1.2 |
14,420,365 |
429,021 |
2.0 |
179,854 |
0.8 |
21,474,513 |
NON U.S. |
24 |
654,306 |
4.5 |
235,708 |
1.6 |
865,378 |
4.0 |
278,013 |
1.3 |
|||
31 |
884,880 |
6.1 |
413,830 |
2.9 |
|
1,294,399 |
6.0 |
457,867 |
2.1 |
|||