/MarketReports/BankParticipationReports/deaaugust18o
Skip to main content
|
REPORT DATE: 8/7/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
300 |
0.1 |
1,950 |
0.7 |
277,750 |
570 |
0.3 |
700 |
0.3 |
204,229 |
NON U.S. |
|
3,082 |
1.1 |
10,975 |
4.0 |
|
12,800 |
6.3 |
26,300 |
12.9 |
|
|
7 |
3,382 |
1.2 |
12,925 |
4.7 |
|
13,370 |
6.5 |
27,000 |
13.2 |
|
CBT CORN |
U.S. |
|
50 |
0.0 |
2,737 |
0.2 |
1,153,842 |
0 |
0.0 |
3,997 |
0.6 |
641,970 |
NON U.S. |
|
4,879 |
0.4 |
8,050 |
0.7 |
|
4,065 |
0.6 |
23,191 |
3.6 |
|
|
8 |
4,929 |
0.4 |
10,787 |
0.9 |
|
4,065 |
0.6 |
27,188 |
4.2 |
|
CBT SOYBEANS |
U.S. |
|
967 |
0.2 |
6,619 |
1.4 |
470,555 |
17,859 |
5.9 |
1,441 |
0.5 |
301,142 |
NON U.S. |
|
1,750 |
0.4 |
200 |
0.0 |
|
2,500 |
0.8 |
750 |
0.2 |
|
|
5 |
2,717 |
0.6 |
6,819 |
1.4 |
|
20,359 |
6.8 |
2,191 |
0.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
3,427 |
0.8 |
9,773 |
2.3 |
429,989 |
11,928 |
2.9 |
4,521 |
1.1 |
413,040 |
NON U.S. |
|
2,447 |
0.6 |
4,972 |
1.2 |
|
2,930 |
0.7 |
3,525 |
0.9 |
|
|
9 |
5,874 |
1.4 |
14,745 |
3.4 |
|
14,858 |
3.6 |
8,046 |
1.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,650 |
9.4 |
1,125 |
4.0 |
28,080 |
775 |
4.7 |
0 |
0.0 |
16,395 |
NON U.S. |
|
515 |
1.8 |
1,175 |
4.2 |
|
455 |
2.8 |
825 |
5.0 |
|
|
7 |
3,165 |
11.3 |
2,300 |
8.2 |
|
1,230 |
7.5 |
825 |
5.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
86,131 |
5.7 |
66,359 |
4.4 |
1,523,937 |
39,770 |
2.6 |
41,118 |
2.7 |
1,510,242 |
NON U.S. |
|
31,560 |
2.1 |
46,292 |
3.0 |
|
20,792 |
1.4 |
13,820 |
0.9 |
|
|
9 |
117,691 |
7.7 |
112,651 |
7.4 |
|
60,562 |
4.0 |
54,938 |
3.6 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
61,138 |
6.8 |
78,450 |
8.7 |
905,519 |
46,449 |
5.5 |
42,621 |
5.0 |
848,352 |
NON U.S. |
|
20,125 |
2.2 |
72,747 |
8.0 |
|
12,986 |
1.5 |
20,287 |
2.4 |
|
|
10 |
81,263 |
9.0 |
151,197 |
16.7 |
|
59,435 |
7.0 |
62,908 |
7.4 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
0 |
0.0 |
1,340 |
26.7 |
5,022 |
100 |
1.3 |
0 |
0.0 |
7,664 |
NON U.S. |
|
160 |
3.2 |
800 |
15.9 |
|
0 |
0.0 |
100 |
1.3 |
|
|
5 |
160 |
3.2 |
2,140 |
42.6 |
|
100 |
1.3 |
100 |
1.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
33,805 |
1.8 |
70,346 |
3.8 |
1,844,689 |
62,455 |
4.4 |
47,771 |
3.4 |
1,406,876 |
NON U.S. |
22 |
54,063 |
2.9 |
76,054 |
4.1 |
|
60,871 |
4.3 |
31,894 |
2.3 |
|
|
28 |
87,868 |
4.8 |
146,400 |
7.9 |
|
123,326 |
8.8 |
79,665 |
5.7 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
24,610 |
5.1 |
7,645 |
1.6 |
483,935 |
23,580 |
2.4 |
4,100 |
0.4 |
978,723 |
NON U.S. |
8 |
5,400 |
1.1 |
20,200 |
4.2 |
|
21,600 |
2.2 |
9,000 |
0.9 |
|
|
12 |
30,010 |
6.2 |
27,845 |
5.8 |
|
45,180 |
4.6 |
13,100 |
1.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
77,526 |
16.5 |
60,924 |
13.0 |
470,148 |
113,523 |
22.0 |
85,335 |
16.5 |
515,912 |
NON U.S. |
|
4,825 |
1.0 |
6,892 |
1.5 |
|
4,400 |
0.9 |
4,900 |
0.9 |
|
|
10 |
82,351 |
17.5 |
67,816 |
14.4 |
|
117,923 |
22.9 |
90,235 |
17.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
111,408 |
6.5 |
167,630 |
9.7 |
1,723,535 |
149,338 |
10.8 |
101,581 |
7.3 |
1,384,953 |
NON U.S. |
|
49,293 |
2.9 |
112,682 |
6.5 |
|
76,365 |
5.5 |
68,372 |
4.9 |
|
|
21 |
160,701 |
9.3 |
280,312 |
16.3 |
|
225,703 |
16.3 |
169,953 |
12.3 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
40,296 |
20.1 |
26,381 |
13.2 |
199,986 |
24,713 |
11.2 |
35,015 |
15.8 |
221,470 |
NON U.S. |
|
7,893 |
3.9 |
84,129 |
42.1 |
|
76,142 |
34.4 |
25,461 |
11.5 |
|
|
11 |
48,189 |
24.1 |
110,510 |
55.3 |
|
100,855 |
45.5 |
60,476 |
27.3 |
|
CMX SILVER |
U.S. |
|
9,631 |
7.7 |
9,261 |
7.4 |
125,809 |
10,958 |
12.9 |
2,456 |
2.9 |
84,629 |
NON U.S. |
|
5,771 |
4.6 |
4,117 |
3.3 |
|
5,739 |
6.8 |
4,001 |
4.7 |
|
|
10 |
15,402 |
12.2 |
13,378 |
10.6 |
|
16,697 |
19.7 |
6,457 |
7.6 |
|
CMX GOLD |
U.S. |
|
85,710 |
10.3 |
95,059 |
11.4 |
833,017 |
27,580 |
6.3 |
20,970 |
4.8 |
434,541 |
NON U.S. |
|
24,310 |
2.9 |
30,552 |
3.7 |
|
15,202 |
3.5 |
20,234 |
4.7 |
|
|
16 |
110,020 |
13.2 |
125,611 |
15.1 |
|
42,782 |
9.8 |
41,204 |
9.5 |
|
CME EURO FX |
U.S. |
|
1,642 |
1.5 |
0 |
0.0 |
110,489 |
11,093 |
7.6 |
0 |
0.0 |
145,594 |
NON U.S. |
|
3,592 |
3.3 |
2,436 |
2.2 |
|
10,612 |
7.3 |
1,415 |
1.0 |
|
|
6 |
5,234 |
4.7 |
2,436 |
2.2 |
|
21,705 |
14.9 |
1,415 |
1.0 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,014,012 |
6.1 |
846,667 |
5.1 |
16,508,890 |
740,986 |
2.7 |
757,754 |
2.8 |
27,461,483 |
NON U.S. |
18 |
648,799 |
3.9 |
643,726 |
3.9 |
|
559,479 |
2.0 |
254,713 |
0.9 |
|
|
25 |
1,662,811 |
10.1 |
1,490,393 |
9.0 |
|
1,300,465 |
4.7 |
1,012,467 |
3.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
11,314 |
0.9 |
10,726 |
0.9 |
1,256,231 |
8,425 |
0.3 |
36,672 |
1.2 |
3,107,274 |
NON U.S. |
|
2,817 |
0.2 |
3,782 |
0.3 |
|
8,810 |
0.3 |
28,409 |
0.9 |
|
|
13 |
14,131 |
1.1 |
14,508 |
1.2 |
|
17,235 |
0.6 |
65,081 |
2.1 |
|