IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 12/1/2015 | ||||||||||||
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. |
1,975 |
7.5 |
675 |
2.6 |
26,372 |
250 |
2.1 |
200 |
1.7 |
11,879 | |
NON U.S. |
2,400 |
9.1 |
2,850 |
10.8 |
575 |
4.8 |
450 |
3.8 |
||||
6 |
4,375 |
16.6 |
3,525 |
13.4 |
|
825 |
6.9 |
650 |
5.5 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
531,752 |
14.7 |
450,648 |
12.4 |
3,623,543 |
233,312 |
6.8 |
175,512 |
5.1 |
3,435,684 | |
NON U.S. |
75,477 |
2.1 |
96,656 |
2.7 |
54,036 |
1.6 |
41,980 |
1.2 |
||||
9 |
607,229 |
16.8 |
547,304 |
15.1 |
|
287,348 |
8.4 |
217,492 |
6.3 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
166,579 |
10.6 |
148,490 |
9.5 |
1,568,957 |
66,145 |
5.3 |
48,273 |
3.9 |
1,246,486 | |
NON U.S. |
58,673 |
3.7 |
100,345 |
6.4 |
36,450 |
2.9 |
32,810 |
2.6 |
||||
10 |
225,252 |
14.4 |
248,835 |
15.9 |
|
102,595 |
8.2 |
81,083 |
6.5 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
2,515 |
24.6 |
620 |
6.1 |
10,207 |
1,040 |
26.7 |
800 |
20.5 |
3,900 | |
NON U.S. |
580 |
5.7 |
1,508 |
14.8 |
0 |
0.0 |
0 |
0.0 |
||||
8 |
3,095 |
30.3 |
2,128 |
20.8 |
|
1,040 |
26.7 |
800 |
20.5 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
34,213 |
3.9 |
19,013 |
2.2 |
866,946 |
16,365 |
1.8 |
36,543 |
4.1 |
900,550 |
NON U.S. |
8 |
10,900 |
1.3 |
38,125 |
4.4 |
23,100 |
2.6 |
13,700 |
1.5 |
|||
13 |
45,113 |
5.2 |
57,138 |
6.6 |
|
39,465 |
4.4 |
50,243 |
5.6 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
15,861 |
6.0 |
11 |
0.00 |
264,695 |
4,321 |
0.9 |
971 |
0.2 |
496,614 | |
NON U.S. |
0 |
0.0 |
2,000 |
0.8 |
46,500 |
9.4 |
6,500 |
1.3 |
||||
9 |
15,861 |
6.0 |
2,011 |
0.8 |
|
50,821 |
10.2 |
7,471 |
1.5 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
39,432 |
11.1 |
34,002 |
9.6 |
355,979 |
26,400 |
12.2 |
15,175 |
7.0 |
215,828 | |
NON U.S. |
15,820 |
4.4 |
13,800 |
3.9 |
11,075 |
5.1 |
6,100 |
2.8 |
||||
12 |
55,252 |
15.5 |
47,802 |
13.4 |
|
37,475 |
17.4 |
21,275 |
9.9 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
9,676 |
24.8 |
8,936 |
22.9 |
39,036 |
11,174 |
28.2 |
9,616 |
24.3 |
39,625 | |
NON U.S. |
2,840 |
7.3 |
6,850 |
17.5 |
2,599 |
6.6 |
3,021 |
7.6 |
||||
12 |
12,516 |
32.1 |
15,786 |
40.4 |
|
13,773 |
34.8 |
12,637 |
31.9 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
100,806 |
6.9 |
107,526 |
7.4 |
1,458,119 |
75,743 |
8.3 |
61,902 |
6.7 |
917,960 | |
NON U.S. |
97,419 |
6.7 |
123,351 |
8.5 |
63,693 |
6.9 |
59,270 |
6.5 |
||||
16 |
198,225 |
13.6 |
230,877 |
15.8 |
|
139,436 |
15.2 |
121,172 |
13.2 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
34,146 |
14.3 |
30,979 |
13.0 |
238,020 |
17,268 |
10.3 |
21,814 |
13.1 |
167,004 | |
NON U.S. |
31,185 |
13.1 |
58,790 |
24.7 |
32,974 |
19.7 |
28,160 |
16.9 |
||||
10 |
65,331 |
27.4 |
89,769 |
37.7 |
|
50,242 |
30.1 |
49,974 |
29.9 |
|||
NYME DATED BRENT CALENDAR SWAP |
U.S. |
60 |
2.2 |
0 |
0.0 |
2,670 |
100 |
5.6 |
0 |
0.0 |
1,790 | |
NON U.S. |
300 |
11.2 |
2,370 |
88.8 |
1,590 |
88.8 |
0 |
0.0 |
||||
5 |
360 |
13.5 |
2,370 |
88.8 |
|
1,690 |
94.4 |
0 |
0.0 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
3,425 |
4.8 |
2,980 |
4.2 |
71,622 |
3,992 |
8.4 |
5,140 |
10.8 |
47,581 | |
NON U.S. |
10,576 |
14.8 |
7,941 |
11.1 |
5,574 |
11.7 |
6,126 |
12.9 |
||||
11 |
14,001 |
19.5 |
10,921 |
15.2 |
|
9,566 |
20.1 |
11,266 |
23.7 |
|||
NYME PALLADIUM |
U.S. |
219 |
6.8 |
100 |
3.1 |
3,216 |
122 |
9.7 |
140 |
11.1 |
1,258 | |
NON U.S. |
240 |
7.5 |
264 |
8.2 |
0 |
0.0 |
311 |
24.7 |
||||
5 |
459 |
14.3 |
364 |
11.3 |
|
122 |
9.7 |
451 |
35.9 |
|||
CMX SILVER |
U.S. |
5,296 |
8.5 |
3,813 |
6.1 |
62,246 |
1,171 |
3.5 |
1,505 |
4.5 |
33,410 | |
NON U.S. |
6,105 |
9.8 |
13,162 |
21.1 |
5,264 |
15.8 |
4,294 |
12.9 |
||||
10 |
11,401 |
18.3 |
16,975 |
27.3 |
|
6,435 |
19.3 |
5,799 |
17.4 |
|||
CMX GOLD |
U.S. |
26,542 |
3.8 |
35,054 |
5.1 |
691,064 |
13,859 |
5.2 |
7,419 |
2.8 |
267,384 | |
NON U.S. |
72,769 |
10.5 |
95,730 |
13.9 |
27,453 |
10.3 |
40,943 |
15.3 |
||||
17 |
99,311 |
14.4 |
130,784 |
18.9 |
|
41,312 |
15.5 |
48,362 |
18.1 |
|||
CME EURO FX |
U.S. |
3,775 |
2.1 |
902 |
0.5 |
184,010 |
6,977 |
3.4 |
3,309 |
1.6 |
207,605 | |
NON U.S. |
6,605 |
3.6 |
1,570 |
0.9 |
3,233 |
1.6 |
1,673 |
0.8 |
||||
5 |
10,380 |
5.6 |
2,472 |
1.3 |
|
10,210 |
4.9 |
4,982 |
2.4 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
312,132 |
2.3 |
153,982 |
1.1 |
13,578,706 |
409,799 |
2.1 |
223,557 |
1.1 |
19,579,910 |
NON U.S. |
24 |
703,351 |
5.2 |
223,496 |
1.6 |
1,044,049 |
5.3 |
240,187 |
1.2 |
|||
31 |
1,015,483 |
7.5 |
377,478 |
2.8 |
|
1,453,848 |
7.4 |
463,744 |
2.4 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
2,000 |
0.2 |
1,133,784 |
39 |
0.00 |
325 |
0.0 |
2,219,464 | |
NON U.S. |
11,550 |
1.0 |
3,625 |
0.3 |
26,645 |
1.2 |
7,215 |
0.3 |
||||
6 |
11,550 |
1.0 |
5,625 |
0.5 |
|
26,684 |
1.2 |
7,540 |
0.3 |
|||
NYME GULF COAST JET FUEL CAL SWAP |
U.S. |
1,710 |
27.4 |
2,480 |
39.8 |
6,234 |
210 |
100.0 |
0 |
0.0 |
210 | |
NON U.S. |
694 |
11.1 |
800 |
12.8 |
0 |
0.0 |
60 |
28.6 |
||||
5 |
2,404 |
38.6 |
3,280 |
52.6 |
|
210 |
100.0 |
60 |
28.6 |
|||