IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 1/3/2017 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
250 |
0.1 |
0 |
0.0 |
189,028 |
0 |
0.0 |
2,000 |
1.6 |
122,533 | |
NON U.S. |
2,097 |
1.1 |
1,122 |
0.6 |
0 |
0.0 |
3,315 |
2.7 |
||||
5 |
2,347 |
1.2 |
1,122 |
0.6 |
|
0 |
0.0 |
5,315 |
4.3 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
7,081 |
3.4 |
3,822 |
1.8 |
209,290 |
6,491 |
3.1 |
4,837 |
2.3 |
207,202 | |
NON U.S. |
5,450 |
2.6 |
100 |
0.0 |
1,550 |
0.7 |
500 |
0.2 |
||||
5 |
12,531 |
6.0 |
3,922 |
1.9 |
|
8,041 |
3.9 |
5,337 |
2.6 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
2,824 |
7.9 |
940 |
2.6 |
35,671 |
200 |
1.1 |
550 |
3.1 |
17,976 | |
NON U.S. |
4,142 |
11.6 |
3,393 |
9.5 |
2,050 |
11.4 |
2,325 |
12.9 |
||||
6 |
6,966 |
19.5 |
4,333 |
12.1 |
|
2,250 |
12.5 |
2,875 |
16.0 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
179,980 |
6.0 |
150,560 |
5.0 |
2,988,976 |
90,720 |
5.1 |
62,188 |
3.5 |
1,786,946 | |
NON U.S. |
23,465 |
0.8 |
79,916 |
2.7 |
39,796 |
2.2 |
38,720 |
2.2 |
||||
9 |
203,445 |
6.8 |
230,476 |
7.7 |
|
130,516 |
7.3 |
100,908 |
5.6 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
98,088 |
6.2 |
126,494 |
8.0 |
1,589,886 |
60,947 |
7.8 |
23,985 |
3.1 |
776,746 | |
NON U.S. |
39,598 |
2.5 |
131,040 |
8.2 |
43,030 |
5.5 |
32,089 |
4.1 |
||||
10 |
137,686 |
8.7 |
257,534 |
16.2 |
|
103,977 |
13.4 |
56,074 |
7.2 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
700 |
30.7 |
600 |
26.3 |
2,278 |
0 |
-1.#QNAN |
0 |
-1.#QNAN |
0 | |
NON U.S. |
200 |
8.8 |
280 |
12.3 |
0 |
-1.#QNAN |
0 |
-1.#QNAN |
||||
6 |
900 |
39.5 |
880 |
38.6 |
|
0 |
-1.#QNAN |
0 |
-1.#QNAN |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
42,161 |
4.2 |
45,010 |
4.4 |
1,013,938 |
21,063 |
1.6 |
67,684 |
5.1 |
1,330,145 |
NON U.S. |
16 |
24,803 |
2.4 |
47,178 |
4.7 |
79,388 |
6.0 |
12,095 |
0.9 |
|||
20 |
66,964 |
6.6 |
92,188 |
9.1 |
|
100,451 |
7.6 |
79,779 |
6.0 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
9,883 |
3.7 |
13,321 |
5.0 |
266,019 |
6,233 |
0.8 |
22,461 |
2.9 |
776,019 | |
NON U.S. |
2,650 |
1.0 |
9,000 |
3.4 |
6,300 |
0.8 |
5,900 |
0.8 |
||||
9 |
12,533 |
4.7 |
22,321 |
8.4 |
|
12,533 |
1.6 |
28,361 |
3.7 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
54,500 |
13.1 |
65,125 |
15.6 |
416,576 |
63,665 |
16.6 |
33,500 |
8.7 |
384,497 | |
NON U.S. |
15,650 |
3.8 |
14,385 |
3.5 |
11,000 |
2.9 |
8,800 |
2.3 |
||||
11 |
70,150 |
16.8 |
79,510 |
19.1 |
|
74,665 |
19.4 |
42,300 |
11.0 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,014 |
30.4 |
2,484 |
18.8 |
13,204 |
1,896 |
15.0 |
2,391 |
18.9 |
12,621 | |
NON U.S. |
960 |
7.3 |
1,485 |
11.2 |
600 |
4.8 |
600 |
4.8 |
||||
6 |
4,974 |
37.7 |
3,969 |
30.1 |
|
2,496 |
19.8 |
2,991 |
23.7 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
99,234 |
6.9 |
131,633 |
9.1 |
1,445,064 |
82,256 |
7.5 |
44,967 |
4.1 |
1,098,879 | |
NON U.S. |
87,215 |
6.0 |
137,792 |
9.5 |
93,639 |
8.5 |
57,751 |
5.3 |
||||
21 |
186,449 |
12.9 |
269,425 |
18.6 |
|
175,895 |
16.0 |
102,718 |
9.3 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
14,748 |
10.4 |
7,836 |
5.5 |
141,373 |
9,390 |
5.8 |
19,173 |
11.9 |
161,248 | |
NON U.S. |
7,905 |
5.6 |
51,082 |
36.1 |
39,391 |
24.4 |
18,030 |
11.2 |
||||
8 |
22,653 |
16.0 |
58,918 |
41.7 |
|
48,781 |
30.3 |
37,203 |
23.1 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
155 |
1.4 |
5,753 |
52.3 |
11,007 |
0 |
0.0 |
0 |
0.0 |
4,800 | |
NON U.S. |
2,610 |
23.7 |
590 |
5.4 |
202 |
4.2 |
2,598 |
54.1 |
||||
7 |
2,765 |
25.1 |
6,343 |
57.6 |
|
202 |
4.2 |
2,598 |
54.1 |
|||
CMX SILVER |
U.S. |
2,843 |
4.1 |
3,330 |
4.7 |
70,158 |
1,150 |
3.0 |
106 |
0.3 |
38,755 | |
NON U.S. |
4,681 |
6.7 |
5,584 |
8.0 |
1,940 |
5.0 |
1,622 |
4.2 |
||||
12 |
7,524 |
10.7 |
8,914 |
12.7 |
|
3,090 |
8.0 |
1,728 |
4.5 |
|||
CMX GOLD |
U.S. |
52,739 |
8.3 |
36,216 |
5.7 |
634,449 |
18,460 |
5.6 |
17,344 |
5.3 |
328,613 | |
NON U.S. |
31,358 |
4.9 |
41,823 |
6.6 |
17,295 |
5.3 |
19,224 |
5.9 |
||||
16 |
84,097 |
13.3 |
78,039 |
12.3 |
|
35,755 |
10.9 |
36,568 |
11.1 |
|||
CME JAPANESE YEN |
U.S. |
6,425 |
6.4 |
722 |
0.7 |
100,156 |
2,245 |
2.9 |
1,899 |
2.5 |
76,504 | |
NON U.S. |
1,711 |
1.7 |
640 |
0.6 |
1,220 |
1.6 |
250 |
0.3 |
||||
5 |
8,136 |
8.1 |
1,362 |
1.4 |
|
3,465 |
4.5 |
2,149 |
2.8 |
|||
CME EURO FX |
U.S. |
7,006 |
5.8 |
109 |
0.1 |
119,836 |
4,179 |
3.0 |
3,015 |
2.2 |
138,980 | |
NON U.S. |
4,249 |
3.5 |
1,724 |
1.4 |
4,596 |
3.3 |
4,214 |
3.0 |
||||
5 |
11,255 |
9.4 |
1,833 |
1.5 |
|
8,775 |
6.3 |
7,229 |
5.2 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
260,576 |
1.9 |
326,907 |
2.4 |
13,366,414 |
511,774 |
2.5 |
231,230 |
1.1 |
20,491,085 |
NON U.S. |
20 |
492,136 |
3.7 |
184,458 |
1.4 |
594,979 |
2.9 |
303,179 |
1.5 |
|||
28 |
752,712 |
5.6 |
511,365 |
3.8 |
|
1,106,753 |
5.4 |
534,409 |
2.6 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,219,131 |
42 |
0.00 |
0 |
0.0 |
2,433,274 | |
NON U.S. |
200 |
0.0 |
5,426 |
0.4 |
7,901 |
0.3 |
10,905 |
0.4 |
||||
6 |
200 |
0.0 |
5,426 |
0.4 |
|
7,943 |
0.3 |
10,905 |
0.4 |