IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 11/7/2017 | ||||||||||||
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 |
540 |
0.3 |
201,149 |
0 |
0.0 |
1,535 |
0.9 |
180,186 | |
NON U.S. |
1,613 |
0.8 |
3,020 |
1.5 |
3,776 |
2.1 |
8,845 |
4.9 |
||||
5 |
1,613 |
0.8 |
3,560 |
1.8 |
|
3,776 |
2.1 |
10,380 |
5.8 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
6 |
23,489 |
6.8 |
2,753 |
0.8 |
345,230 |
9,709 |
3.0 |
4,486 |
1.4 |
328,762 |
NON U.S. |
9 |
4,150 |
1.2 |
8,150 |
2.4 |
6,050 |
1.8 |
10,142 |
3.1 |
|||
15 |
27,639 |
8.0 |
10,903 |
3.2 |
|
15,759 |
4.8 |
14,628 |
4.4 |
|||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
7,101 |
13.5 |
2,560 |
4.9 |
52,604 |
1,650 |
7.7 |
2,000 |
9.3 |
21,563 | |
NON U.S. |
2,094 |
4.0 |
1,596 |
3.0 |
852 |
4.0 |
690 |
3.2 |
||||
5 |
9,195 |
17.5 |
4,156 |
7.9 |
|
2,502 |
11.6 |
2,690 |
12.5 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
108,066 |
3.7 |
95,060 |
3.3 |
2,907,808 |
62,300 |
3.4 |
36,014 |
2.0 |
1,825,124 | |
NON U.S. |
24,300 |
0.8 |
73,048 |
2.5 |
29,748 |
1.6 |
9,820 |
0.5 |
||||
9 |
132,366 |
4.6 |
168,108 |
5.8 |
|
92,048 |
5.0 |
45,834 |
2.5 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
105,846 |
7.0 |
117,182 |
7.8 |
1,506,205 |
57,682 |
7.4 |
38,668 |
4.9 |
781,592 | |
NON U.S. |
28,461 |
1.9 |
96,348 |
6.4 |
21,281 |
2.7 |
22,141 |
2.8 |
||||
9 |
134,307 |
8.9 |
213,530 |
14.2 |
|
78,963 |
10.1 |
60,809 |
7.8 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
900 |
9.0 |
1,880 |
18.7 |
10,030 |
120 |
7.3 |
120 |
7.3 |
1,640 | |
NON U.S. |
260 |
2.6 |
820 |
8.2 |
0 |
0.0 |
0 |
0.0 |
||||
6 |
1,160 |
11.6 |
2,700 |
26.9 |
|
120 |
7.3 |
120 |
7.3 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
81,184 |
5.1 |
37,190 |
2.3 |
1,606,565 |
58,178 |
3.5 |
116,773 |
7.1 |
1,645,832 |
NON U.S. |
24 |
39,772 |
2.5 |
82,785 |
5.2 |
75,784 |
4.6 |
14,958 |
0.9 |
|||
29 |
120,956 |
7.5 |
119,975 |
7.5 |
|
133,962 |
8.1 |
131,731 |
8.0 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
29,920 |
5.9 |
34,059 |
6.7 |
505,987 |
34,780 |
3.7 |
55,525 |
5.9 |
946,968 |
NON U.S. |
9 |
17,550 |
3.5 |
27,550 |
5.4 |
100 |
0.0 |
4,554 |
0.5 |
|||
14 |
47,470 |
9.4 |
61,609 |
12.2 |
|
34,880 |
3.7 |
60,079 |
6.3 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
63,575 |
13.1 |
67,954 |
14.0 |
485,756 |
72,675 |
19.8 |
37,400 |
10.2 |
366,349 | |
NON U.S. |
11,125 |
2.3 |
13,886 |
2.9 |
10,775 |
2.9 |
6,975 |
1.9 |
||||
11 |
74,700 |
15.4 |
81,840 |
16.8 |
|
83,450 |
22.8 |
44,375 |
12.1 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,961 |
26.0 |
2,161 |
11.3 |
19,111 |
5,069 |
21.5 |
4,589 |
19.5 |
23,574 | |
NON U.S. |
1,480 |
7.7 |
5,260 |
27.5 |
3,610 |
15.3 |
1,120 |
4.8 |
||||
8 |
6,441 |
33.7 |
7,421 |
38.8 |
|
8,679 |
36.8 |
5,709 |
24.2 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
127,954 |
7.0 |
156,509 |
8.6 |
1,825,572 |
120,695 |
8.3 |
65,657 |
4.5 |
1,457,056 | |
NON U.S. |
51,212 |
2.8 |
108,550 |
5.9 |
80,092 |
5.5 |
57,885 |
4.0 |
||||
21 |
179,166 |
9.8 |
265,059 |
14.5 |
|
200,787 |
13.8 |
123,542 |
8.5 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
13,010 |
7.4 |
16,583 |
9.5 |
174,752 |
21,997 |
10.1 |
14,698 |
6.8 |
216,774 | |
NON U.S. |
9,303 |
5.3 |
64,572 |
37.0 |
59,685 |
27.5 |
25,160 |
11.6 |
||||
9 |
22,313 |
12.8 |
81,155 |
46.4 |
|
81,682 |
37.7 |
39,858 |
18.4 |
|||
CMX SILVER |
U.S. |
6,348 |
7.3 |
3,296 |
3.8 |
86,376 |
3,803 |
8.2 |
856 |
1.8 |
46,486 | |
NON U.S. |
5,522 |
6.4 |
6,250 |
7.2 |
2,662 |
5.7 |
2,489 |
5.4 |
||||
11 |
11,870 |
13.7 |
9,546 |
11.1 |
|
6,465 |
13.9 |
3,345 |
7.2 |
|||
CMX GOLD |
U.S. |
56,179 |
7.8 |
55,992 |
7.8 |
719,002 |
21,299 |
5.6 |
17,682 |
4.7 |
378,046 | |
NON U.S. |
27,445 |
3.8 |
35,875 |
5.0 |
16,547 |
4.4 |
23,691 |
6.3 |
||||
16 |
83,624 |
11.6 |
91,867 |
12.8 |
|
37,846 |
10.0 |
41,373 |
10.9 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
335,497 |
2.0 |
416,309 |
2.5 |
16,764,228 |
581,233 |
2.1 |
320,602 |
1.1 |
28,304,822 |
NON U.S. |
20 |
497,661 |
3.0 |
264,693 |
1.6 |
506,283 |
1.8 |
417,352 |
1.5 |
|||
27 |
833,158 |
5.0 |
681,002 |
4.1 |
|
1,087,516 |
3.8 |
737,954 |
2.6 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8,276 |
0.6 |
6,552 |
0.5 |
1,382,807 |
6,556 |
0.2 |
0 |
0.0 |
3,681,332 | |
NON U.S. |
3,998 |
0.3 |
4,474 |
0.3 |
23,253 |
0.6 |
37,387 |
1.0 |
||||
12 |
12,274 |
0.9 |
11,026 |
0.8 |
|
29,809 |
0.8 |
37,387 |
1.0 |