IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 7/11/2017 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
0 |
0.0 |
450 |
0.2 |
209,219 |
0 |
0.0 |
1,450 |
0.8 |
183,993 | |
NON U.S. |
1,022 |
0.5 |
1,997 |
1.0 |
475 |
0.3 |
5,425 |
2.9 |
||||
6 |
1,022 |
0.5 |
2,447 |
1.2 |
|
475 |
0.3 |
6,875 |
3.7 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
9,914 |
2.4 |
3,800 |
0.9 |
416,796 |
4,465 |
0.9 |
4,200 |
0.9 |
493,646 |
NON U.S. |
6 |
13,875 |
3.3 |
1,425 |
0.3 |
525 |
0.1 |
2,525 |
0.5 |
|||
10 |
23,789 |
5.7 |
5,225 |
1.3 |
|
4,990 |
1.0 |
6,725 |
1.4 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
6,550 |
14.2 |
4,465 |
9.7 |
46,114 |
1,700 |
9.7 |
650 |
3.7 |
17,513 | |
NON U.S. |
2,632 |
5.7 |
2,015 |
4.4 |
1,135 |
6.5 |
1,040 |
5.9 |
||||
6 |
9,182 |
19.9 |
6,480 |
14.1 |
|
2,835 |
16.2 |
1,690 |
9.6 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
120,180 |
3.1 |
97,400 |
2.5 |
3,868,529 |
63,800 |
2.8 |
45,308 |
2.0 |
2,310,580 | |
NON U.S. |
27,345 |
0.7 |
77,592 |
2.0 |
36,332 |
1.6 |
23,180 |
1.0 |
||||
9 |
147,525 |
3.8 |
174,992 |
4.5 |
|
100,132 |
4.3 |
68,488 |
3.0 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
91,568 |
5.5 |
119,282 |
7.1 |
1,674,806 |
56,946 |
6.9 |
30,991 |
3.8 |
821,346 | |
NON U.S. |
32,554 |
1.9 |
115,160 |
6.9 |
34,719 |
4.2 |
28,862 |
3.5 |
||||
10 |
124,122 |
7.4 |
234,442 |
14.0 |
|
91,665 |
11.2 |
59,853 |
7.3 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
700 |
10.5 |
900 |
13.5 |
6,658 |
0 |
0.0 |
0 |
0.0 |
920 | |
NON U.S. |
200 |
3.0 |
1,100 |
16.5 |
0 |
0.0 |
0 |
0.0 |
||||
7 |
900 |
13.5 |
2,000 |
30.0 |
|
0 |
0.0 |
0 |
0.0 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
37,931 |
2.6 |
63,728 |
4.3 |
1,485,253 |
40,234 |
2.4 |
83,812 |
5.0 |
1,669,989 |
NON U.S. |
20 |
75,150 |
5.1 |
112,116 |
7.5 |
124,600 |
7.5 |
80,673 |
4.8 |
|||
26 |
113,081 |
7.6 |
175,844 |
11.8 |
|
164,834 |
9.9 |
164,485 |
9.8 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
22,656 |
6.6 |
22,334 |
6.5 |
344,101 |
11,434 |
1.2 |
22,541 |
2.5 |
915,613 | |
NON U.S. |
1,250 |
0.4 |
10,200 |
3.0 |
9,950 |
1.1 |
7,800 |
0.9 |
||||
10 |
23,906 |
6.9 |
32,534 |
9.5 |
|
21,384 |
2.3 |
30,341 |
3.3 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
49,865 |
10.8 |
56,635 |
12.2 |
463,175 |
54,600 |
17.8 |
30,525 |
10.0 |
306,715 | |
NON U.S. |
16,350 |
3.5 |
15,510 |
3.3 |
9,775 |
3.2 |
6,875 |
2.2 |
||||
11 |
66,215 |
14.3 |
72,145 |
15.6 |
|
64,375 |
21.0 |
37,400 |
12.2 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,692 |
32.6 |
2,532 |
17.6 |
14,412 |
1,464 |
13.7 |
2,199 |
20.6 |
10,659 | |
NON U.S. |
780 |
5.4 |
1,845 |
12.8 |
1,320 |
12.4 |
780 |
7.3 |
||||
6 |
5,472 |
38.0 |
4,377 |
30.4 |
|
2,784 |
26.1 |
2,979 |
27.9 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
140,451 |
7.2 |
164,328 |
8.5 |
1,938,708 |
92,290 |
8.0 |
55,614 |
4.8 |
1,155,034 | |
NON U.S. |
65,700 |
3.4 |
128,415 |
6.6 |
78,389 |
6.8 |
55,945 |
4.8 |
||||
22 |
206,151 |
10.6 |
292,743 |
15.1 |
|
170,679 |
14.8 |
111,559 |
9.7 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
8,445 |
6.4 |
11,916 |
9.0 |
131,811 |
10,820 |
7.0 |
10,505 |
6.8 |
154,669 | |
NON U.S. |
7,800 |
5.9 |
45,738 |
34.7 |
46,253 |
29.9 |
22,080 |
14.3 |
||||
7 |
16,245 |
12.3 |
57,654 |
43.7 |
|
57,073 |
36.9 |
32,585 |
21.1 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
0 |
0.0 |
2,791 |
34.3 |
8,135 |
0 |
0.0 |
0 |
0.0 |
2,325 | |
NON U.S. |
1,075 |
13.2 |
25 |
0.3 |
0 |
0.0 |
1,200 |
51.6 |
||||
5 |
1,075 |
13.2 |
2,816 |
34.6 |
|
0 |
0.0 |
1,200 |
51.6 |
|||
CMX SILVER |
U.S. |
4,694 |
5.8 |
3,926 |
4.9 |
80,704 |
1,858 |
4.9 |
623 |
1.7 |
37,635 | |
NON U.S. |
5,844 |
7.2 |
7,751 |
9.6 |
1,915 |
5.1 |
3,085 |
8.2 |
||||
11 |
10,538 |
13.1 |
11,677 |
14.5 |
|
3,773 |
10.0 |
3,708 |
9.9 |
|||
CMX GOLD |
U.S. |
49,869 |
7.4 |
28,126 |
4.2 |
673,128 |
17,610 |
4.7 |
16,514 |
4.4 |
374,981 | |
NON U.S. |
22,692 |
3.4 |
37,244 |
5.5 |
16,001 |
4.3 |
22,774 |
6.1 |
||||
14 |
72,561 |
10.8 |
65,370 |
9.7 |
|
33,611 |
9.0 |
39,288 |
10.5 |
|||
CME EURO FX |
U.S. |
3,960 |
3.4 |
54 |
0.0 |
115,838 |
244 |
0.2 |
384 |
0.3 |
116,350 | |
NON U.S. |
8,302 |
7.2 |
1,931 |
1.7 |
7,547 |
6.5 |
1,645 |
1.4 |
||||
6 |
12,262 |
10.6 |
1,985 |
1.7 |
|
7,791 |
6.7 |
2,029 |
1.7 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
267,466 |
1.9 |
323,866 |
2.3 |
14,331,766 |
559,901 |
2.3 |
315,757 |
1.3 |
24,275,571 |
NON U.S. |
20 |
504,756 |
3.5 |
168,757 |
1.2 |
569,769 |
2.3 |
342,203 |
1.4 |
|||
27 |
772,222 |
5.4 |
492,623 |
3.4 |
|
1,129,670 |
4.7 |
657,960 |
2.7 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8,553 |
0.9 |
6,489 |
0.7 |
967,291 |
6,494 |
0.2 |
0 |
0.0 |
2,868,279 | |
NON U.S. |
411 |
0.0 |
3,670 |
0.4 |
4,071 |
0.1 |
13,284 |
0.5 |
||||
8 |
8,964 |
0.9 |
10,159 |
1.1 |
|
10,565 |
0.4 |
13,284 |
0.5 |