IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 3/7/2017 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
3,650 |
10.8 |
1,515 |
4.5 |
33,699 |
250 |
1.7 |
650 |
4.4 |
14,785 | |
NON U.S. |
3,342 |
9.9 |
3,168 |
9.4 |
1,600 |
10.8 |
1,500 |
10.1 |
||||
6 |
6,992 |
20.7 |
4,683 |
13.9 |
|
1,850 |
12.5 |
2,150 |
14.5 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
157,740 |
4.2 |
125,140 |
3.3 |
3,800,853 |
75,120 |
3.2 |
54,588 |
2.3 |
2,363,515 | |
NON U.S. |
24,825 |
0.7 |
79,396 |
2.1 |
40,276 |
1.7 |
32,980 |
1.4 |
||||
9 |
182,565 |
4.8 |
204,536 |
5.4 |
|
115,396 |
4.9 |
87,568 |
3.7 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
98,798 |
5.7 |
121,146 |
7.0 |
1,720,537 |
56,596 |
6.7 |
32,003 |
3.8 |
842,664 | |
NON U.S. |
35,417 |
2.1 |
128,357 |
7.5 |
40,144 |
4.8 |
29,149 |
3.5 |
||||
10 |
134,215 |
7.8 |
249,503 |
14.5 |
|
96,740 |
11.5 |
61,152 |
7.3 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
700 |
25.0 |
700 |
25.0 |
2,798 |
0 |
0.0 |
0 |
0.0 |
120 | |
NON U.S. |
200 |
7.1 |
680 |
24.3 |
0 |
0.0 |
0 |
0.0 |
||||
6 |
900 |
32.2 |
1,380 |
49.3 |
|
0 |
0.0 |
0 |
0.0 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
55,934 |
4.1 |
14,643 |
1.1 |
1,377,589 |
31,814 |
2.1 |
31,225 |
2.1 |
1,482,258 |
NON U.S. |
18 |
13,760 |
1.0 |
70,430 |
5.1 |
26,306 |
1.8 |
16,312 |
1.1 |
|||
22 |
69,694 |
5.1 |
85,073 |
6.2 |
|
58,120 |
3.9 |
47,537 |
3.2 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
25,550 |
5.8 |
11,550 |
2.6 |
439,273 |
9,750 |
0.8 |
3,650 |
0.3 |
1,207,497 | |
NON U.S. |
2,610 |
0.6 |
8,850 |
2.0 |
18,575 |
1.5 |
24,425 |
2.0 |
||||
15 |
28,160 |
6.4 |
20,400 |
4.6 |
|
28,325 |
2.3 |
28,075 |
2.3 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
48,190 |
12.6 |
70,390 |
18.4 |
382,350 |
55,950 |
16.6 |
40,345 |
12.0 |
336,426 | |
NON U.S. |
17,250 |
4.5 |
19,260 |
5.0 |
13,450 |
4.0 |
8,700 |
2.6 |
||||
11 |
65,440 |
17.1 |
89,650 |
23.4 |
|
69,400 |
20.6 |
49,045 |
14.6 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
3,240 |
29.5 |
2,000 |
18.2 |
10,970 |
1,752 |
16.7 |
2,327 |
22.2 |
10,477 | |
NON U.S. |
800 |
7.3 |
1,325 |
12.1 |
500 |
4.8 |
500 |
4.8 |
||||
6 |
4,040 |
36.8 |
3,325 |
30.3 |
|
2,252 |
21.5 |
2,827 |
27.0 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
113,832 |
7.3 |
131,525 |
8.4 |
1,564,175 |
86,943 |
7.8 |
48,957 |
4.4 |
1,114,490 | |
NON U.S. |
80,051 |
5.1 |
147,695 |
9.4 |
95,353 |
8.6 |
56,896 |
5.1 |
||||
21 |
193,883 |
12.4 |
279,220 |
17.9 |
|
182,296 |
16.4 |
105,853 |
9.5 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
13,070 |
9.3 |
9,874 |
7.0 |
140,200 |
9,745 |
5.7 |
16,970 |
9.9 |
170,969 | |
NON U.S. |
6,165 |
4.4 |
53,349 |
38.1 |
49,243 |
28.8 |
19,945 |
11.7 |
||||
8 |
19,235 |
13.7 |
63,223 |
45.1 |
|
58,988 |
34.5 |
36,915 |
21.6 |
|||
CMX SILVER |
U.S. |
4,414 |
6.2 |
2,860 |
4.0 |
70,668 |
1,295 |
3.5 |
256 |
0.7 |
37,379 | |
NON U.S. |
4,200 |
5.9 |
5,482 |
7.8 |
2,022 |
5.4 |
1,601 |
4.3 |
||||
11 |
8,614 |
12.2 |
8,342 |
11.8 |
|
3,317 |
8.9 |
1,857 |
5.0 |
|||
CMX GOLD |
U.S. |
67,210 |
9.3 |
51,434 |
7.1 |
721,700 |
17,781 |
5.2 |
18,345 |
5.3 |
343,713 | |
NON U.S. |
32,126 |
4.5 |
46,250 |
6.4 |
19,080 |
5.6 |
20,165 |
5.9 |
||||
14 |
99,336 |
13.8 |
97,684 |
13.5 |
|
36,861 |
10.7 |
38,510 |
11.2 |
|||
CME EURO FX |
U.S. |
2,524 |
2.5 |
0 |
0.0 |
99,216 |
4,589 |
4.0 |
321 |
0.3 |
113,753 | |
NON U.S. |
6,233 |
6.3 |
2,362 |
2.4 |
10,875 |
9.6 |
3,283 |
2.9 |
||||
5 |
8,757 |
8.8 |
2,362 |
2.4 |
|
15,464 |
13.6 |
3,604 |
3.2 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
316,318 |
2.0 |
359,367 |
2.2 |
16,169,851 |
609,974 |
2.2 |
277,843 |
1.0 |
27,669,374 |
NON U.S. |
23 |
575,004 |
3.6 |
211,351 |
1.3 |
709,320 |
2.6 |
389,417 |
1.4 |
|||
30 |
891,322 |
5.5 |
570,718 |
3.5 |
|
1,319,294 |
4.8 |
667,260 |
2.4 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5,076 |
0.4 |
0 |
0.0 |
1,383,148 |
140 |
0.00 |
0 |
0.0 |
3,501,270 | |
NON U.S. |
30 |
0.00 |
2,101 |
0.2 |
10,731 |
0.3 |
15,990 |
0.5 |
||||
6 |
5,106 |
0.4 |
2,101 |
0.2 |
|
10,871 |
0.3 |
15,990 |
0.5 |
|||