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REPORT DATE: 3/5/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,750 |
0.7 |
300 |
0.1 |
234,697 |
1,650 |
1.0 |
0 |
0.0 |
158,423 |
NON U.S. |
|
5,350 |
2.3 |
23,339 |
9.9 |
|
1,800 |
1.1 |
15,395 |
9.7 |
|
|
5 |
7,100 |
3.0 |
23,639 |
10.1 |
|
3,450 |
2.2 |
15,395 |
9.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
9,453 |
2.4 |
950 |
0.2 |
399,692 |
6,027 |
1.1 |
950 |
0.2 |
559,574 |
NON U.S. |
|
0 |
0.0 |
3,957 |
1.0 |
|
2,186 |
0.4 |
200 |
0.0 |
|
|
7 |
9,453 |
2.4 |
4,907 |
1.2 |
|
8,213 |
1.5 |
1,150 |
0.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,650 |
15.1 |
3,500 |
9.3 |
37,478 |
100 |
0.6 |
350 |
2.3 |
15,536 |
NON U.S. |
|
375 |
1.0 |
280 |
0.7 |
|
300 |
1.9 |
550 |
3.5 |
|
|
6 |
6,025 |
16.1 |
3,780 |
10.1 |
|
400 |
2.6 |
900 |
5.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
91,385 |
6.3 |
78,728 |
5.5 |
1,440,392 |
52,260 |
4.1 |
56,702 |
4.4 |
1,284,530 |
NON U.S. |
|
24,120 |
1.7 |
35,960 |
2.5 |
|
11,100 |
0.9 |
14,680 |
1.1 |
|
|
8 |
115,505 |
8.0 |
114,688 |
8.0 |
|
63,360 |
4.9 |
71,382 |
5.6 |
|
NYME NATURAL GAS |
U.S. |
|
2,752 |
6.4 |
1,790 |
4.2 |
42,770 |
100 |
0.4 |
1,425 |
5.6 |
25,479 |
NON U.S. |
|
40 |
0.1 |
110 |
0.3 |
|
130 |
0.5 |
625 |
2.5 |
|
|
6 |
2,792 |
6.5 |
1,900 |
4.4 |
|
230 |
0.9 |
2,050 |
8.0 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
58,469 |
6.9 |
97,291 |
11.5 |
845,147 |
50,289 |
7.5 |
38,979 |
5.8 |
668,511 |
NON U.S. |
|
22,283 |
2.6 |
61,515 |
7.3 |
|
17,310 |
2.6 |
24,243 |
3.6 |
|
|
11 |
80,752 |
9.6 |
158,806 |
18.8 |
|
67,599 |
10.1 |
63,222 |
9.5 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,020 |
28.1 |
1,600 |
22.3 |
7,184 |
0 |
0.0 |
200 |
40.0 |
500 |
NON U.S. |
|
200 |
2.8 |
720 |
10.0 |
|
100 |
20.0 |
0 |
0.0 |
|
|
5 |
2,220 |
30.9 |
2,320 |
32.3 |
|
100 |
20.0 |
200 |
40.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
42,664 |
2.9 |
36,194 |
2.4 |
1,489,887 |
36,445 |
2.5 |
61,447 |
4.2 |
1,477,245 |
NON U.S. |
13 |
20,373 |
1.4 |
32,922 |
2.2 |
|
118,277 |
8.0 |
56,722 |
3.8 |
|
|
19 |
63,037 |
4.2 |
69,116 |
4.6 |
|
154,722 |
10.5 |
118,169 |
8.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
57,330 |
13.3 |
26,924 |
6.2 |
432,277 |
45,852 |
3.4 |
16,553 |
1.2 |
1,335,833 |
NON U.S. |
5 |
13,750 |
3.2 |
3,197 |
0.7 |
|
2,750 |
0.2 |
5,197 |
0.4 |
|
|
10 |
71,080 |
16.4 |
30,121 |
7.0 |
|
48,602 |
3.6 |
21,750 |
1.6 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
72,000 |
17.5 |
63,200 |
15.4 |
410,648 |
69,250 |
19.5 |
49,787 |
14.0 |
354,543 |
NON U.S. |
|
3,175 |
0.8 |
5,560 |
1.4 |
|
7,550 |
2.1 |
7,450 |
2.1 |
|
|
10 |
75,175 |
18.3 |
68,760 |
16.7 |
|
76,800 |
21.7 |
57,237 |
16.1 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
87,311 |
6.2 |
103,537 |
7.4 |
1,407,428 |
102,839 |
8.9 |
71,376 |
6.2 |
1,154,275 |
NON U.S. |
|
56,128 |
4.0 |
99,334 |
7.1 |
|
65,810 |
5.7 |
45,885 |
4.0 |
|
|
18 |
143,439 |
10.2 |
202,871 |
14.4 |
|
168,649 |
14.6 |
117,261 |
10.2 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
30,457 |
20.9 |
19,760 |
13.6 |
145,450 |
19,132 |
12.2 |
27,551 |
17.6 |
156,458 |
NON U.S. |
|
6,568 |
4.5 |
57,933 |
39.8 |
|
45,302 |
29.0 |
12,733 |
8.1 |
|
|
10 |
37,025 |
25.5 |
77,693 |
53.4 |
|
64,434 |
41.2 |
40,284 |
25.7 |
|
CMX SILVER |
U.S. |
|
10,941 |
8.2 |
9,359 |
7.0 |
133,577 |
11,098 |
11.8 |
1,951 |
2.1 |
94,099 |
NON U.S. |
|
6,126 |
4.6 |
9,064 |
6.8 |
|
5,285 |
5.6 |
5,218 |
5.5 |
|
|
7 |
17,067 |
12.8 |
18,423 |
13.8 |
|
16,383 |
17.4 |
7,169 |
7.6 |
|
CMX GOLD |
U.S. |
|
97,947 |
12.0 |
96,423 |
11.8 |
813,977 |
20,511 |
4.7 |
13,540 |
3.1 |
436,977 |
NON U.S. |
|
21,403 |
2.6 |
36,443 |
4.5 |
|
14,147 |
3.2 |
19,357 |
4.4 |
|
|
13 |
119,350 |
14.7 |
132,866 |
16.3 |
|
34,658 |
7.9 |
32,897 |
7.5 |
|
CME EURO FX |
U.S. |
|
3,210 |
2.5 |
78 |
0.1 |
126,677 |
5,498 |
4.0 |
794 |
0.6 |
139,127 |
NON U.S. |
|
4,010 |
3.2 |
4,023 |
3.2 |
|
10,885 |
7.8 |
3,278 |
2.4 |
|
|
5 |
7,220 |
5.7 |
4,101 |
3.2 |
|
16,383 |
11.8 |
4,072 |
2.9 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,036,401 |
4.5 |
711,685 |
3.1 |
22,809,935 |
993,220 |
3.2 |
730,586 |
2.3 |
31,479,784 |
NON U.S. |
24 |
642,436 |
2.8 |
604,084 |
2.6 |
|
847,235 |
2.7 |
440,362 |
1.4 |
|
|
31 |
1,678,837 |
7.4 |
1,315,769 |
5.8 |
|
1,840,455 |
5.8 |
1,170,948 |
3.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
8,477 |
0.7 |
4,578 |
0.4 |
1,241,250 |
8,353 |
0.3 |
24,457 |
0.9 |
2,752,598 |
NON U.S. |
|
5,764 |
0.5 |
5,654 |
0.5 |
|
11,438 |
0.4 |
11,014 |
0.4 |
|
|
12 |
14,241 |
1.1 |
10,232 |
0.8 |
|
19,791 |
0.7 |
35,471 |
1.3 |
|