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REPORT DATE: 4/2/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,750 |
0.7 |
2,495 |
1.0 |
249,398 |
1,650 |
1.0 |
2,300 |
1.4 |
163,600 |
NON U.S. |
|
10,825 |
4.3 |
25,849 |
10.4 |
|
1,800 |
1.1 |
15,945 |
9.7 |
|
|
7 |
12,575 |
5.0 |
28,344 |
11.4 |
|
3,450 |
2.1 |
18,245 |
11.2 |
|
CBT CORN |
U.S. |
|
1,805 |
0.2 |
8,470 |
1.1 |
795,364 |
2,344 |
0.5 |
1,090 |
0.2 |
481,210 |
NON U.S. |
|
10,250 |
1.3 |
22,525 |
2.8 |
|
1,200 |
0.2 |
15,400 |
3.2 |
|
|
6 |
12,055 |
1.5 |
30,995 |
3.9 |
|
3,544 |
0.7 |
16,490 |
3.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
6 |
20,228 |
4.0 |
15,620 |
3.1 |
502,327 |
13,250 |
2.0 |
12,330 |
1.8 |
670,899 |
NON U.S. |
5 |
17,161 |
3.4 |
1,000 |
0.2 |
|
350 |
0.1 |
8,208 |
1.2 |
|
|
11 |
37,389 |
7.4 |
16,620 |
3.3 |
|
13,600 |
2.0 |
20,538 |
3.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,750 |
15.8 |
3,600 |
9.9 |
36,504 |
0 |
0.0 |
350 |
2.4 |
14,885 |
NON U.S. |
|
375 |
1.0 |
280 |
0.8 |
|
300 |
2.0 |
550 |
3.7 |
|
|
6 |
6,125 |
16.8 |
3,880 |
10.6 |
|
300 |
2.0 |
900 |
6.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
97,660 |
7.3 |
83,928 |
6.2 |
1,346,255 |
51,660 |
4.5 |
58,020 |
5.1 |
1,144,402 |
NON U.S. |
|
23,340 |
1.7 |
37,020 |
2.7 |
|
11,800 |
1.0 |
13,280 |
1.2 |
|
|
8 |
121,000 |
9.0 |
120,948 |
9.0 |
|
63,460 |
5.5 |
71,300 |
6.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
66,967 |
8.8 |
99,785 |
13.2 |
757,797 |
56,601 |
8.4 |
37,424 |
5.5 |
677,653 |
NON U.S. |
|
21,751 |
2.9 |
59,713 |
7.9 |
|
16,117 |
2.4 |
25,755 |
3.8 |
|
|
11 |
88,718 |
11.7 |
159,498 |
21.0 |
|
72,718 |
10.7 |
63,179 |
9.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
24.3 |
360 |
4.8 |
7,482 |
360 |
9.2 |
360 |
9.2 |
3,922 |
NON U.S. |
|
491 |
6.6 |
4,170 |
55.7 |
|
1,197 |
30.5 |
590 |
15.0 |
|
|
6 |
2,312 |
30.9 |
4,530 |
60.5 |
|
1,557 |
39.7 |
950 |
24.2 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,020 |
28.1 |
1,600 |
22.3 |
7,184 |
0 |
0.0 |
200 |
6.9 |
2,900 |
NON U.S. |
|
200 |
2.8 |
720 |
10.0 |
|
600 |
20.7 |
0 |
0.0 |
|
|
6 |
2,220 |
30.9 |
2,320 |
32.3 |
|
600 |
20.7 |
200 |
6.9 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
76,284 |
3.8 |
54,628 |
2.7 |
2,023,658 |
54,656 |
3.0 |
98,197 |
5.3 |
1,841,348 |
NON U.S. |
16 |
34,049 |
1.7 |
28,890 |
1.4 |
|
111,590 |
6.1 |
81,806 |
4.4 |
|
|
22 |
110,333 |
5.5 |
83,518 |
4.1 |
|
166,246 |
9.0 |
180,003 |
9.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
57,585 |
6.7 |
28,164 |
3.3 |
857,438 |
47,428 |
2.8 |
26,350 |
1.6 |
1,679,136 |
NON U.S. |
4 |
33,613 |
3.9 |
24,354 |
2.8 |
|
12,967 |
0.8 |
7,654 |
0.5 |
|
|
9 |
91,198 |
10.6 |
52,518 |
6.1 |
|
60,395 |
3.6 |
34,004 |
2.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
71,900 |
17.2 |
62,775 |
15.0 |
418,102 |
64,627 |
17.4 |
45,837 |
12.3 |
371,789 |
NON U.S. |
|
3,075 |
0.7 |
5,910 |
1.4 |
|
8,150 |
2.2 |
7,650 |
2.1 |
|
|
10 |
74,975 |
17.9 |
68,685 |
16.4 |
|
72,777 |
19.6 |
53,487 |
14.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
89,944 |
6.3 |
111,652 |
7.8 |
1,426,501 |
115,624 |
9.7 |
68,010 |
5.7 |
1,187,281 |
NON U.S. |
|
62,134 |
4.4 |
103,571 |
7.3 |
|
68,448 |
5.8 |
46,275 |
3.9 |
|
|
20 |
152,078 |
10.7 |
215,223 |
15.1 |
|
184,072 |
15.5 |
114,285 |
9.6 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
31,936 |
19.6 |
23,832 |
14.7 |
162,641 |
26,636 |
13.7 |
33,430 |
17.2 |
193,891 |
NON U.S. |
|
6,021 |
3.7 |
58,798 |
36.2 |
|
46,503 |
24.0 |
16,471 |
8.5 |
|
|
10 |
37,957 |
23.3 |
82,630 |
50.8 |
|
73,139 |
37.7 |
49,901 |
25.7 |
|
CMX SILVER |
U.S. |
|
10,906 |
7.7 |
10,748 |
7.6 |
140,950 |
10,200 |
11.0 |
2,964 |
3.2 |
92,913 |
NON U.S. |
|
6,113 |
4.3 |
8,643 |
6.1 |
|
5,160 |
5.6 |
4,852 |
5.2 |
|
|
7 |
17,019 |
12.1 |
19,391 |
13.8 |
|
15,360 |
16.5 |
7,816 |
8.4 |
|
CMX GOLD |
U.S. |
|
107,870 |
12.6 |
105,254 |
12.2 |
859,409 |
19,242 |
4.5 |
16,460 |
3.8 |
432,133 |
NON U.S. |
|
22,505 |
2.6 |
39,183 |
4.6 |
|
13,522 |
3.1 |
22,615 |
5.2 |
|
|
13 |
130,375 |
15.2 |
144,437 |
16.8 |
|
32,764 |
7.6 |
39,075 |
9.0 |
|
CME EURO FX |
U.S. |
|
2,926 |
2.3 |
437 |
0.3 |
128,588 |
5,605 |
4.2 |
784 |
0.6 |
134,101 |
NON U.S. |
|
2,764 |
2.1 |
4,551 |
3.5 |
|
4,892 |
3.6 |
2,241 |
1.7 |
|
|
6 |
5,690 |
4.4 |
4,988 |
3.9 |
|
10,497 |
7.8 |
3,025 |
2.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,166,050 |
4.9 |
697,495 |
2.9 |
23,775,050 |
1,015,837 |
3.5 |
861,655 |
3.0 |
29,202,076 |
NON U.S. |
21 |
683,342 |
2.9 |
483,412 |
2.0 |
|
824,383 |
2.8 |
402,413 |
1.4 |
|
|
28 |
1,849,392 |
7.8 |
1,180,907 |
5.0 |
|
1,840,220 |
6.3 |
1,264,068 |
4.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
8,469 |
0.7 |
2,886 |
0.2 |
1,170,714 |
8,300 |
0.3 |
17,104 |
0.7 |
2,441,115 |
NON U.S. |
|
3,795 |
0.3 |
19,792 |
1.7 |
|
8,335 |
0.3 |
11,869 |
0.5 |
|
|
9 |
12,264 |
1.0 |
22,678 |
1.9 |
|
16,635 |
0.7 |
28,973 |
1.2 |
|