REPORT DATE: 2/6/2018 |
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COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
4,050 |
1.6 |
1,265 |
0.5 |
253,729 |
1,700 |
0.9 |
2,065 |
1.1 |
181,052 |
|
NON U.S. |
2,127 |
0.8 |
1,900 |
0.7 |
750 |
0.4 |
10,048 |
5.5 |
||||
6 |
6,177 |
2.4 |
3,165 |
1.2 |
|
2,450 |
1.4 |
12,113 |
6.7 |
|||
CBT CORN |
U.S. |
125 |
0.0 |
5,952 |
0.7 |
797,708 |
375 |
0.1 |
7,129 |
1.3 |
534,742 |
|
NON U.S. |
100 |
0.0 |
850 |
0.1 |
0 |
0.0 |
12,975 |
2.4 |
||||
5 |
225 |
0.0 |
6,802 |
0.9 |
|
375 |
0.1 |
20,104 |
3.8 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
7,103 |
1.4 |
5,169 |
1.0 |
502,661 |
1,503 |
0.3 |
2,953 |
0.6 |
461,495 |
|
NON U.S. |
1,675 |
0.3 |
4,954 |
1.0 |
10,350 |
2.2 |
13,514 |
2.9 |
||||
13 |
8,778 |
1.7 |
10,123 |
2.0 |
|
11,853 |
2.6 |
16,467 |
3.6 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
94,240 |
3.4 |
77,020 |
2.8 |
2,747,854 |
47,700 |
2.5 |
21,168 |
1.1 |
1,873,899 |
|
NON U.S. |
21,040 |
0.8 |
68,788 |
2.5 |
28,908 |
1.5 |
7,920 |
0.4 |
||||
9 |
115,280 |
4.2 |
145,808 |
5.3 |
|
76,608 |
4.1 |
29,088 |
1.6 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
68,847 |
5.2 |
89,792 |
6.8 |
1,326,874 |
46,272 |
5.4 |
31,700 |
3.7 |
855,787 |
|
NON U.S. |
27,002 |
2.0 |
91,326 |
6.9 |
14,991 |
1.8 |
20,977 |
2.5 |
||||
9 |
95,849 |
7.2 |
181,118 |
13.6 |
|
61,263 |
7.2 |
52,677 |
6.2 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
46,265 |
2.3 |
31,332 |
1.6 |
1,984,679 |
49,437 |
2.4 |
44,258 |
2.2 |
2,046,776 |
NON U.S. |
21 |
76,435 |
3.9 |
63,055 |
3.2 |
127,814 |
6.2 |
61,011 |
3.0 |
|||
25 |
122,700 |
6.2 |
94,387 |
4.8 |
|
177,251 |
8.7 |
105,269 |
5.1 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
11,943 |
1.8 |
10,505 |
1.6 |
672,713 |
8,595 |
0.8 |
6,568 |
0.6 |
1,022,949 |
NON U.S. |
10 |
11,500 |
1.7 |
11,689 |
1.7 |
15,277 |
1.5 |
17,651 |
1.7 |
|||
15 |
23,443 |
3.5 |
22,194 |
3.3 |
|
23,872 |
2.3 |
24,219 |
2.4 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
58,112 |
15.0 |
61,119 |
15.7 |
388,410 |
54,991 |
15.1 |
37,100 |
10.2 |
364,833 |
|
NON U.S. |
4,300 |
1.1 |
7,360 |
1.9 |
6,550 |
1.8 |
4,375 |
1.2 |
||||
10 |
62,412 |
16.1 |
68,479 |
17.6 |
|
61,541 |
16.9 |
41,475 |
11.4 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,697 |
18.9 |
4,487 |
18.0 |
24,865 |
5,407 |
18.7 |
3,832 |
13.2 |
28,956 |
|
NON U.S. |
1,210 |
4.9 |
5,843 |
23.5 |
4,988 |
17.2 |
920 |
3.2 |
||||
7 |
5,907 |
23.8 |
10,330 |
41.5 |
|
10,395 |
35.9 |
4,752 |
16.4 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
89,730 |
5.5 |
126,822 |
7.8 |
1,621,919 |
118,451 |
8.0 |
85,901 |
5.8 |
1,485,508 |
|
NON U.S. |
35,665 |
2.2 |
99,054 |
6.1 |
86,515 |
5.8 |
56,247 |
3.8 |
||||
23 |
125,395 |
7.7 |
225,876 |
13.9 |
|
204,966 |
13.8 |
142,148 |
9.6 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
16,650 |
7.8 |
19,966 |
9.4 |
213,428 |
20,872 |
8.3 |
12,923 |
5.2 |
250,383 |
|
NON U.S. |
6,858 |
3.2 |
78,833 |
36.9 |
81,525 |
32.6 |
26,334 |
10.5 |
||||
10 |
23,508 |
11.0 |
98,799 |
46.3 |
|
102,397 |
40.9 |
39,257 |
15.7 |
|||
CMX SILVER |
U.S. |
9,197 |
10.1 |
4,010 |
4.4 |
90,974 |
8,429 |
12.7 |
987 |
1.5 |
66,629 |
|
NON U.S. |
3,145 |
3.5 |
4,166 |
4.6 |
3,400 |
5.1 |
3,270 |
4.9 |
||||
10 |
12,342 |
13.6 |
8,176 |
9.0 |
|
11,829 |
17.8 |
4,257 |
6.4 |
|||
CMX GOLD |
U.S. |
54,184 |
8.3 |
49,695 |
7.6 |
653,410 |
20,646 |
5.6 |
5,108 |
1.4 |
368,754 |
|
NON U.S. |
19,928 |
3.0 |
26,813 |
4.1 |
13,926 |
3.8 |
15,625 |
4.2 |
||||
14 |
74,112 |
11.3 |
76,508 |
11.7 |
|
34,572 |
9.4 |
20,733 |
5.6 |
|||
CME EURO FX |
U.S. |
2,861 |
1.6 |
622 |
0.3 |
177,895 |
3,189 |
1.4 |
284 |
0.1 |
228,046 |
|
NON U.S. |
21,937 |
12.3 |
4,167 |
2.3 |
21,113 |
9.3 |
7,843 |
3.4 |
||||
7 |
24,798 |
13.9 |
4,789 |
2.7 |
|
24,302 |
10.7 |
8,127 |
3.6 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
494,492 |
2.7 |
547,786 |
3.0 |
18,080,300 |
472,527 |
1.8 |
309,948 |
1.1 |
26,970,489 |
NON U.S. |
19 |
560,218 |
3.1 |
296,545 |
1.6 |
408,902 |
1.5 |
341,627 |
1.3 |
|||
26 |
1,054,710 |
5.8 |
844,331 |
4.7 |
|
881,429 |
3.3 |
651,575 |
2.4 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8,763 |
0.5 |
0 |
0.0 |
1,787,418 |
4,792 |
0.1 |
4,260 |
0.1 |
4,748,329 |
|
NON U.S. |
10,505 |
0.6 |
10,328 |
0.6 |
18,627 |
0.4 |
40,966 |
0.9 |
||||
15 |
19,268 |
1.1 |
10,328 |
0.6 |
|
23,419 |
0.5 |
45,226 |
1.0 |