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REPORT DATE: 1/8/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,250 |
0.6 |
50 |
0.0 |
217,576 |
1,555 |
1.2 |
0 |
0.0 |
129,066 |
NON U.S. |
|
3,700 |
1.7 |
19,774 |
9.1 |
|
1,200 |
0.9 |
19,770 |
15.3 |
|
|
6 |
4,950 |
2.3 |
19,824 |
9.1 |
|
2,755 |
2.1 |
19,770 |
15.3 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
5,497 |
1.1 |
6,773 |
1.3 |
509,099 |
2,792 |
0.5 |
5,178 |
1.0 |
529,560 |
NON U.S. |
|
14,650 |
2.9 |
7,578 |
1.5 |
|
5,050 |
1.0 |
8,028 |
1.5 |
|
|
9 |
20,147 |
4.0 |
14,351 |
2.8 |
|
7,842 |
1.5 |
13,206 |
2.5 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,400 |
12.1 |
1,550 |
3.5 |
44,635 |
300 |
1.8 |
350 |
2.1 |
16,893 |
NON U.S. |
|
466 |
1.0 |
485 |
1.1 |
|
215 |
1.3 |
385 |
2.3 |
|
|
7 |
5,866 |
13.1 |
2,035 |
4.6 |
|
515 |
3.0 |
735 |
4.4 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
67,335 |
4.3 |
58,260 |
3.7 |
1,560,471 |
37,520 |
2.3 |
53,926 |
3.2 |
1,662,414 |
NON U.S. |
|
29,000 |
1.9 |
40,360 |
2.6 |
|
13,660 |
0.8 |
14,960 |
0.9 |
|
|
8 |
96,335 |
6.2 |
98,620 |
6.3 |
|
51,180 |
3.1 |
68,886 |
4.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
68,150 |
6.4 |
96,645 |
9.1 |
1,059,009 |
58,655 |
6.1 |
52,833 |
5.5 |
967,563 |
NON U.S. |
|
21,836 |
2.1 |
69,007 |
6.5 |
|
15,458 |
1.6 |
20,971 |
2.2 |
|
|
10 |
89,986 |
8.5 |
165,652 |
15.6 |
|
74,113 |
7.7 |
73,804 |
7.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,096 |
20.4 |
200 |
3.7 |
5,366 |
0 |
0.0 |
0 |
0.0 |
3,039 |
NON U.S. |
|
731 |
13.6 |
2,984 |
55.6 |
|
1,156 |
38.0 |
550 |
18.1 |
|
|
5 |
1,827 |
34.0 |
3,184 |
59.3 |
|
1,156 |
38.0 |
550 |
18.1 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
920 |
27.2 |
1,200 |
35.5 |
3,384 |
0 |
0.0 |
0 |
0.0 |
500 |
NON U.S. |
|
0 |
0.0 |
720 |
21.3 |
|
100 |
20.0 |
0 |
0.0 |
|
|
5 |
920 |
27.2 |
1,920 |
56.7 |
|
100 |
20.0 |
0 |
0.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
77,112 |
3.6 |
20,254 |
0.9 |
2,133,992 |
68,281 |
3.4 |
33,807 |
1.7 |
2,001,845 |
NON U.S. |
22 |
57,804 |
2.7 |
69,642 |
3.3 |
|
89,761 |
4.5 |
55,801 |
2.8 |
|
|
29 |
134,916 |
6.3 |
89,896 |
4.2 |
|
158,042 |
7.9 |
89,608 |
4.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
23,445 |
3.2 |
6,250 |
0.8 |
737,882 |
16,730 |
1.0 |
9,515 |
0.6 |
1,622,749 |
NON U.S. |
|
11,850 |
1.6 |
26,444 |
3.6 |
|
21,600 |
1.3 |
19,900 |
1.2 |
|
|
11 |
35,295 |
4.8 |
32,694 |
4.4 |
|
38,330 |
2.4 |
29,415 |
1.8 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
76,016 |
16.3 |
82,905 |
17.7 |
467,704 |
88,100 |
21.6 |
52,246 |
12.8 |
407,722 |
NON U.S. |
|
4,725 |
1.0 |
7,710 |
1.6 |
|
10,150 |
2.5 |
9,950 |
2.4 |
|
|
10 |
80,741 |
17.3 |
90,615 |
19.4 |
|
98,250 |
24.1 |
62,196 |
15.3 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
95,548 |
5.8 |
112,582 |
6.8 |
1,645,097 |
113,407 |
8.4 |
64,840 |
4.8 |
1,342,454 |
NON U.S. |
|
62,333 |
3.8 |
114,787 |
7.0 |
|
75,750 |
5.6 |
57,306 |
4.3 |
|
|
18 |
157,881 |
9.6 |
227,369 |
13.8 |
|
189,157 |
14.1 |
122,146 |
9.1 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
37,056 |
24.5 |
20,826 |
13.8 |
150,997 |
20,041 |
12.8 |
33,236 |
21.2 |
156,997 |
NON U.S. |
|
7,284 |
4.8 |
62,388 |
41.3 |
|
48,906 |
31.2 |
12,649 |
8.1 |
|
|
10 |
44,340 |
29.4 |
83,214 |
55.1 |
|
68,947 |
43.9 |
45,885 |
29.2 |
|
CMX SILVER |
U.S. |
|
9,199 |
6.4 |
8,159 |
5.7 |
142,653 |
8,900 |
9.2 |
3,786 |
3.9 |
96,451 |
NON U.S. |
|
6,025 |
4.2 |
6,438 |
4.5 |
|
5,334 |
5.5 |
4,067 |
4.2 |
|
|
7 |
15,224 |
10.7 |
14,597 |
10.2 |
|
14,234 |
14.8 |
7,853 |
8.1 |
|
CMX GOLD |
U.S. |
|
93,319 |
11.6 |
97,555 |
12.1 |
807,352 |
22,715 |
5.3 |
19,562 |
4.6 |
429,396 |
NON U.S. |
|
20,381 |
2.5 |
37,341 |
4.6 |
|
11,790 |
2.7 |
18,513 |
4.3 |
|
|
13 |
113,700 |
14.1 |
134,896 |
16.7 |
|
34,505 |
8.0 |
38,075 |
8.9 |
|
CME EURO FX |
U.S. |
|
2,905 |
3.3 |
1 |
0.0 |
87,346 |
3,283 |
3.0 |
2,172 |
2.0 |
110,192 |
NON U.S. |
|
4,512 |
5.2 |
2,001 |
2.3 |
|
5,486 |
5.0 |
4,202 |
3.8 |
|
|
6 |
7,417 |
8.5 |
2,002 |
2.3 |
|
8,769 |
8.0 |
6,374 |
5.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
754,118 |
4.6 |
318,302 |
1.9 |
16,447,126 |
827,353 |
3.0 |
460,384 |
1.7 |
27,739,872 |
NON U.S. |
24 |
747,236 |
4.5 |
742,439 |
4.5 |
|
694,439 |
2.5 |
299,543 |
1.1 |
|
|
31 |
1,501,354 |
9.1 |
1,060,741 |
6.4 |
|
1,521,792 |
5.5 |
759,927 |
2.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
8,293 |
0.5 |
4,341 |
0.3 |
1,567,170 |
7,895 |
0.3 |
23,900 |
0.9 |
2,602,637 |
NON U.S. |
|
6,832 |
0.4 |
10,969 |
0.7 |
|
2,704 |
0.1 |
7,954 |
0.3 |
|
|
8 |
15,125 |
1.0 |
15,310 |
1.0 |
|
10,599 |
0.4 |
31,854 |
1.2 |
|