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REPORT DATE: 7/3/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
300 |
0.1 |
300 |
0.1 |
209,087 |
0 |
0.0 |
0 |
0.0 |
158,168 |
NON U.S. |
|
650 |
0.3 |
10,525 |
5.0 |
|
7,350 |
4.6 |
19,200 |
12.1 |
|
|
6 |
950 |
0.5 |
10,825 |
5.2 |
|
7,350 |
4.6 |
19,200 |
12.1 |
|
CBT CORN |
U.S. |
|
0 |
0.0 |
2,627 |
0.2 |
1,207,604 |
0 |
0.0 |
1,807 |
0.3 |
630,126 |
NON U.S. |
|
6,249 |
0.5 |
5,550 |
0.5 |
|
2,515 |
0.4 |
23,941 |
3.8 |
|
|
7 |
6,249 |
0.5 |
8,177 |
0.7 |
|
2,515 |
0.4 |
25,748 |
4.1 |
|
CBT SOYBEANS |
U.S. |
|
17 |
0.0 |
4,470 |
1.0 |
466,172 |
21,034 |
8.1 |
375 |
0.1 |
259,398 |
NON U.S. |
|
1,575 |
0.3 |
225 |
0.0 |
|
0 |
0.0 |
750 |
0.3 |
|
|
5 |
1,592 |
0.3 |
4,695 |
1.0 |
|
21,034 |
8.1 |
1,125 |
0.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
7,444 |
1.8 |
8,040 |
1.9 |
412,751 |
9,660 |
2.6 |
12,673 |
3.4 |
368,619 |
NON U.S. |
|
7,750 |
1.9 |
6,100 |
1.5 |
|
1,750 |
0.5 |
4,450 |
1.2 |
|
|
8 |
15,194 |
3.7 |
14,140 |
3.4 |
|
11,410 |
3.1 |
17,123 |
4.6 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,100 |
8.7 |
1,225 |
5.1 |
24,209 |
625 |
3.8 |
0 |
0.0 |
16,570 |
NON U.S. |
|
490 |
2.0 |
440 |
1.8 |
|
480 |
2.9 |
690 |
4.2 |
|
|
6 |
2,590 |
10.7 |
1,665 |
6.9 |
|
1,105 |
6.7 |
690 |
4.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
91,431 |
6.0 |
73,078 |
4.8 |
1,511,366 |
43,800 |
3.0 |
41,358 |
2.9 |
1,443,714 |
NON U.S. |
|
32,900 |
2.2 |
50,444 |
3.3 |
|
22,884 |
1.6 |
14,100 |
1.0 |
|
|
9 |
124,331 |
8.2 |
123,522 |
8.2 |
|
66,684 |
4.6 |
55,458 |
3.8 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
54,941 |
6.5 |
78,832 |
9.4 |
842,274 |
48,791 |
5.7 |
42,128 |
4.9 |
857,492 |
NON U.S. |
|
20,793 |
2.5 |
76,191 |
9.0 |
|
12,636 |
1.5 |
21,064 |
2.5 |
|
|
9 |
75,734 |
9.0 |
155,023 |
18.4 |
|
61,427 |
7.2 |
63,192 |
7.4 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
0 |
0.0 |
1,340 |
26.7 |
5,022 |
100 |
1.3 |
0 |
0.0 |
7,464 |
NON U.S. |
|
160 |
3.2 |
800 |
15.9 |
|
0 |
0.0 |
100 |
1.3 |
|
|
5 |
160 |
3.2 |
2,140 |
42.6 |
|
100 |
1.3 |
100 |
1.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
40,053 |
2.5 |
45,576 |
2.8 |
1,622,476 |
78,515 |
5.9 |
41,789 |
3.1 |
1,338,193 |
NON U.S. |
22 |
47,754 |
2.9 |
66,000 |
4.1 |
|
52,228 |
3.9 |
37,967 |
2.8 |
|
|
27 |
87,807 |
5.4 |
111,576 |
6.9 |
|
130,743 |
9.8 |
79,756 |
6.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
17,370 |
2.8 |
9,814 |
1.6 |
623,756 |
13,432 |
1.3 |
3,455 |
0.3 |
1,023,789 |
NON U.S. |
|
1,522 |
0.2 |
6,144 |
1.0 |
|
12,600 |
1.2 |
3,600 |
0.4 |
|
|
9 |
18,892 |
3.0 |
15,958 |
2.6 |
|
26,032 |
2.5 |
7,055 |
0.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
68,876 |
15.3 |
61,129 |
13.6 |
450,036 |
96,567 |
20.9 |
73,310 |
15.9 |
461,260 |
NON U.S. |
|
4,675 |
1.0 |
6,060 |
1.3 |
|
3,850 |
0.8 |
4,350 |
0.9 |
|
|
10 |
73,551 |
16.3 |
67,189 |
14.9 |
|
100,417 |
21.8 |
77,660 |
16.8 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
104,273 |
6.3 |
158,349 |
9.6 |
1,653,031 |
132,528 |
9.9 |
101,824 |
7.6 |
1,345,000 |
NON U.S. |
|
45,205 |
2.7 |
115,764 |
7.0 |
|
76,838 |
5.7 |
64,402 |
4.8 |
|
|
22 |
149,478 |
9.0 |
274,113 |
16.6 |
|
209,366 |
15.6 |
166,226 |
12.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
41,887 |
19.4 |
28,156 |
13.1 |
215,539 |
26,445 |
11.1 |
37,356 |
15.6 |
239,297 |
NON U.S. |
|
8,553 |
4.0 |
88,882 |
41.2 |
|
82,744 |
34.6 |
28,145 |
11.8 |
|
|
11 |
50,440 |
## |
117,038 |
54.3 |
|
109,189 |
45.6 |
65,501 |
27.4 |
|
CMX SILVER |
U.S. |
|
8,906 |
7.8 |
4,939 |
4.3 |
113,819 |
10,296 |
12.6 |
1,570 |
1.9 |
82,023 |
NON U.S. |
|
6,089 |
5.3 |
4,079 |
3.6 |
|
5,244 |
6.4 |
3,987 |
4.9 |
|
|
10 |
14,995 |
13.2 |
9,018 |
7.9 |
|
15,540 |
18.9 |
5,557 |
6.8 |
|
CMX GOLD |
U.S. |
|
78,621 |
9.7 |
86,716 |
10.7 |
807,313 |
25,226 |
6.0 |
11,906 |
2.8 |
421,347 |
NON U.S. |
|
24,258 |
3.0 |
34,069 |
4.2 |
|
15,223 |
3.6 |
22,023 |
5.2 |
|
|
16 |
102,879 |
12.7 |
120,785 |
15.0 |
|
40,449 |
9.6 |
33,929 |
8.1 |
|
CME EURO FX |
U.S. |
|
804 |
0.5 |
697 |
0.5 |
149,471 |
5,127 |
2.9 |
0 |
0.0 |
177,279 |
NON U.S. |
|
4,391 |
2.9 |
6,774 |
4.5 |
|
14,499 |
8.2 |
4,871 |
2.7 |
|
|
6 |
5,195 |
3.5 |
7,471 |
5.0 |
|
19,626 |
11.1 |
4,871 |
2.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
833,752 |
5.6 |
787,590 |
5.3 |
14,962,998 |
495,066 |
2.0 |
658,280 |
2.7 |
24,467,308 |
NON U.S. |
18 |
482,015 |
3.2 |
300,553 |
2.0 |
|
558,433 |
2.3 |
241,623 |
1.0 |
|
|
25 |
1,315,767 |
8.8 |
1,088,143 |
7.3 |
|
1,053,499 |
4.3 |
899,903 |
3.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
16,150 |
1.5 |
5,481 |
0.5 |
1,078,011 |
5,461 |
0.2 |
36,592 |
1.4 |
2,642,407 |
NON U.S. |
|
2,978 |
0.3 |
3,736 |
0.3 |
|
6,042 |
0.2 |
27,201 |
1.0 |
|
|
12 |
19,128 |
1.8 |
9,217 |
0.9 |
|
11,503 |
0.4 |
63,793 |
2.4 |
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