IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 4/4/2017 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
0 |
0.0 |
250 |
0.1 |
207,329 |
0 |
0.0 |
2,250 |
1.5 |
146,783 | |
NON U.S. |
1,188 |
0.6 |
1,322 |
0.6 |
0 |
0.0 |
3,750 |
2.6 |
||||
5 |
1,188 |
0.6 |
1,572 |
0.8 |
|
0 |
0.0 |
6,000 |
4.1 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
7,750 |
2.9 |
9,700 |
3.6 |
271,916 |
9,750 |
3.6 |
1,300 |
0.5 |
268,882 | |
NON U.S. |
3,728 |
1.4 |
1,704 |
0.6 |
740 |
0.3 |
2,904 |
1.1 |
||||
8 |
11,478 |
4.2 |
11,404 |
4.2 |
|
10,490 |
3.9 |
4,204 |
1.6 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4,000 |
11.4 |
1,465 |
4.2 |
35,057 |
250 |
1.6 |
400 |
2.5 |
16,065 | |
NON U.S. |
2,994 |
8.5 |
3,125 |
8.9 |
1,885 |
11.7 |
1,491 |
9.3 |
||||
6 |
6,994 |
20.0 |
4,590 |
13.1 |
|
2,135 |
13.3 |
1,891 |
11.8 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
140,740 |
4.2 |
105,020 |
3.1 |
3,363,717 |
68,240 |
3.0 |
48,068 |
2.1 |
2,253,058 | |
NON U.S. |
23,310 |
0.7 |
78,296 |
2.3 |
36,856 |
1.6 |
30,000 |
1.3 |
||||
9 |
164,050 |
4.9 |
183,316 |
5.4 |
|
105,096 |
4.7 |
78,068 |
3.5 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
96,674 |
5.4 |
123,225 |
6.8 |
1,804,199 |
55,208 |
6.3 |
27,991 |
3.2 |
872,102 | |
NON U.S. |
34,434 |
1.9 |
127,997 |
7.1 |
40,291 |
4.6 |
29,294 |
3.4 |
||||
10 |
131,108 |
7.3 |
251,222 |
13.9 |
|
95,499 |
11.0 |
57,285 |
6.6 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
700 |
13.9 |
700 |
13.9 |
5,038 |
0 |
0.0 |
0 |
0.0 |
920 | |
NON U.S. |
200 |
4.0 |
800 |
15.9 |
0 |
0.0 |
0 |
0.0 |
||||
6 |
900 |
17.9 |
1,500 |
29.8 |
|
0 |
0.0 |
0 |
0.0 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
43,215 |
2.5 |
37,864 |
2.2 |
1,712,172 |
16,523 |
1.1 |
46,935 |
3.2 |
1,488,895 |
NON U.S. |
21 |
27,935 |
1.6 |
62,101 |
3.6 |
24,411 |
1.6 |
29,950 |
2.0 |
|||
26 |
71,150 |
4.2 |
99,965 |
5.8 |
|
40,934 |
2.7 |
76,885 |
5.2 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
37,550 |
9.2 |
16,750 |
4.1 |
407,115 |
13,000 |
1.3 |
28,258 |
2.9 |
976,534 |
NON U.S. |
8 |
1,280 |
0.3 |
6,125 |
1.5 |
6,800 |
0.7 |
12,475 |
1.3 |
|||
12 |
38,830 |
9.5 |
22,875 |
5.6 |
|
19,800 |
2.0 |
40,733 |
4.2 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
50,190 |
11.5 |
70,359 |
16.2 |
435,487 |
49,325 |
13.3 |
40,937 |
11.0 |
371,719 | |
NON U.S. |
17,050 |
3.9 |
19,060 |
4.4 |
13,175 |
3.5 |
9,300 |
2.5 |
||||
11 |
67,240 |
15.4 |
89,419 |
20.5 |
|
62,500 |
16.8 |
50,237 |
13.5 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
2,853 |
28.0 |
1,758 |
17.3 |
10,178 |
1,680 |
18.0 |
2,295 |
24.5 |
9,355 | |
NON U.S. |
720 |
7.1 |
1,245 |
12.2 |
450 |
4.8 |
450 |
4.8 |
||||
6 |
3,573 |
35.1 |
3,003 |
29.5 |
|
2,130 |
22.8 |
2,745 |
29.3 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
130,755 |
7.2 |
144,190 |
7.9 |
1,818,468 |
100,292 |
8.4 |
59,320 |
5.0 |
1,194,009 | |
NON U.S. |
79,926 |
4.4 |
146,876 |
8.1 |
93,460 |
7.8 |
56,799 |
4.8 |
||||
22 |
210,681 |
11.6 |
291,066 |
16.0 |
|
193,752 |
16.2 |
116,119 |
9.7 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
10,605 |
8.2 |
9,573 |
7.4 |
129,083 |
8,940 |
5.5 |
14,385 |
8.8 |
163,889 | |
NON U.S. |
6,120 |
4.7 |
50,280 |
39.0 |
49,248 |
30.0 |
21,630 |
13.2 |
||||
8 |
16,725 |
13.0 |
59,853 |
46.4 |
|
58,188 |
35.5 |
36,015 |
22.0 |
|||
CMX SILVER |
U.S. |
4,846 |
6.6 |
3,860 |
5.3 |
73,273 |
865 |
2.4 |
256 |
0.7 |
36,132 | |
NON U.S. |
4,461 |
6.1 |
6,064 |
8.3 |
2,178 |
6.0 |
2,159 |
6.0 |
||||
12 |
9,307 |
12.7 |
9,924 |
13.5 |
|
3,043 |
8.4 |
2,415 |
6.7 |
|||
CMX GOLD |
U.S. |
59,856 |
9.1 |
50,790 |
7.7 |
660,159 |
20,732 |
6.2 |
18,982 |
5.6 |
336,355 | |
NON U.S. |
31,303 |
4.7 |
42,106 |
6.4 |
15,260 |
4.5 |
19,360 |
5.8 |
||||
16 |
91,159 |
13.8 |
92,896 |
14.1 |
|
35,992 |
10.7 |
38,342 |
11.4 |
|||
CME JAPANESE YEN |
U.S. |
1,789 |
2.4 |
1,353 |
1.8 |
75,938 |
2,272 |
2.5 |
1,435 |
1.6 |
90,221 | |
NON U.S. |
2,865 |
3.8 |
175 |
0.2 |
2,167 |
2.4 |
850 |
0.9 |
||||
5 |
4,654 |
6.1 |
1,528 |
2.0 |
|
4,439 |
4.9 |
2,285 |
2.5 |
|||
CME EURO FX |
U.S. |
3,505 |
2.5 |
0 |
0.0 |
138,477 |
8,908 |
5.7 |
320 |
0.2 |
157,370 | |
NON U.S. |
7,886 |
5.7 |
2,336 |
1.7 |
8,235 |
5.2 |
4,854 |
3.1 |
||||
5 |
11,391 |
8.2 |
2,336 |
1.7 |
|
17,143 |
10.9 |
5,174 |
3.3 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
281,806 |
2.1 |
358,330 |
2.6 |
13,567,285 |
604,167 |
2.5 |
171,455 |
0.7 |
24,393,168 |
NON U.S. |
20 |
527,064 |
3.9 |
178,751 |
1.3 |
624,837 |
2.6 |
339,796 |
1.4 |
|||
27 |
808,870 |
6.0 |
537,081 |
4.0 |
|
1,229,004 |
5.0 |
511,251 |
2.1 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5,076 |
0.5 |
0 |
0.0 |
1,085,645 |
56 |
0.00 |
0 |
0.0 |
3,228,492 | |
NON U.S. |
1,124 |
0.1 |
3,087 |
0.3 |
8,459 |
0.3 |
20,328 |
0.6 |
||||
7 |
6,200 |
0.6 |
3,087 |
0.3 |
|
8,515 |
0.3 |
20,328 |
0.6 |