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REPORT DATE: 11/6/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,520 |
0.5 |
1,550 |
0.5 |
298,848 |
1,760 |
1.0 |
1,100 |
0.6 |
170,338 |
NON U.S. |
|
8,559 |
2.9 |
19,628 |
6.6 |
|
4,250 |
2.5 |
25,350 |
14.9 |
|
|
6 |
10,079 |
3.4 |
21,178 |
7.1 |
|
6,010 |
3.5 |
26,450 |
15.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
6,090 |
1.0 |
9,774 |
1.7 |
589,588 |
6,450 |
1.1 |
8,142 |
1.3 |
606,919 |
NON U.S. |
|
8,884 |
1.5 |
4,250 |
0.7 |
|
2,850 |
0.5 |
5,150 |
0.8 |
|
|
11 |
14,974 |
2.5 |
14,024 |
2.4 |
|
9,300 |
1.5 |
13,292 |
2.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
3,480 |
11.7 |
975 |
3.3 |
29,645 |
575 |
2.9 |
0 |
0.0 |
19,678 |
NON U.S. |
|
460 |
1.6 |
870 |
2.9 |
|
355 |
1.8 |
600 |
3.0 |
|
|
7 |
3,940 |
13.3 |
1,845 |
6.2 |
|
930 |
4.7 |
600 |
3.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
78,340 |
5.1 |
62,615 |
4.1 |
1,535,694 |
36,220 |
2.2 |
40,788 |
2.5 |
1,655,917 |
NON U.S. |
|
32,908 |
2.1 |
40,320 |
2.6 |
|
14,120 |
0.9 |
12,620 |
0.8 |
|
|
9 |
111,248 |
7.2 |
102,935 |
6.7 |
|
50,340 |
3.0 |
53,408 |
3.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
72,042 |
6.3 |
86,346 |
7.6 |
1,141,424 |
49,976 |
4.5 |
58,511 |
5.2 |
1,120,768 |
NON U.S. |
|
19,072 |
1.7 |
69,700 |
6.1 |
|
13,791 |
1.2 |
19,684 |
1.8 |
|
|
10 |
91,114 |
8.0 |
156,046 |
13.7 |
|
63,767 |
5.7 |
78,195 |
7.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
366 |
8.7 |
400 |
9.6 |
4,187 |
0 |
0.0 |
250 |
14.3 |
1,748 |
NON U.S. |
|
731 |
17.5 |
1,569 |
37.5 |
|
121 |
6.9 |
25 |
1.4 |
|
|
6 |
1,097 |
26.2 |
1,969 |
47.0 |
|
121 |
6.9 |
275 |
15.7 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
300 |
3.0 |
1,740 |
17.5 |
9,942 |
0 |
0.0 |
400 |
4.5 |
8,800 |
NON U.S. |
|
160 |
1.6 |
1,220 |
12.3 |
|
200 |
2.3 |
100 |
1.1 |
|
|
6 |
460 |
4.6 |
2,960 |
29.8 |
|
200 |
2.3 |
500 |
5.7 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
59,696 |
2.6 |
51,805 |
2.3 |
2,272,815 |
81,153 |
2.9 |
50,723 |
1.8 |
2,780,298 |
NON U.S. |
26 |
63,676 |
2.8 |
71,950 |
3.2 |
|
235,075 |
8.5 |
69,314 |
2.5 |
|
|
34 |
123,372 |
5.4 |
123,755 |
5.4 |
|
316,228 |
11.4 |
120,037 |
4.3 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
30,815 |
4.6 |
15,052 |
2.2 |
673,296 |
17,062 |
1.1 |
32,693 |
2.0 |
1,617,083 |
NON U.S. |
11 |
32,396 |
4.8 |
19,163 |
2.8 |
|
13,593 |
0.8 |
16,558 |
1.0 |
|
|
15 |
63,211 |
9.4 |
34,215 |
5.1 |
|
30,655 |
1.9 |
49,251 |
3.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
77,041 |
15.7 |
66,362 |
13.5 |
491,810 |
118,574 |
21.2 |
77,163 |
13.8 |
559,320 |
NON U.S. |
|
8,775 |
1.8 |
11,668 |
2.4 |
|
14,250 |
2.5 |
14,200 |
2.5 |
|
|
11 |
85,816 |
17.4 |
78,030 |
15.9 |
|
132,824 |
23.7 |
91,363 |
16.3 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
104,232 |
5.7 |
151,700 |
8.2 |
1,840,089 |
139,421 |
9.1 |
94,805 |
6.2 |
1,539,393 |
NON U.S. |
|
74,909 |
4.1 |
128,842 |
7.0 |
|
112,277 |
7.3 |
69,140 |
4.5 |
|
|
21 |
179,141 |
9.7 |
280,542 |
15.2 |
|
251,698 |
16.4 |
163,945 |
10.6 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
38,724 |
22.8 |
21,686 |
12.8 |
170,046 |
21,284 |
11.7 |
32,540 |
17.9 |
181,730 |
NON U.S. |
|
7,148 |
4.2 |
75,877 |
44.6 |
|
62,108 |
34.2 |
17,698 |
9.7 |
|
|
11 |
45,872 |
27.0 |
97,563 |
57.4 |
|
83,392 |
45.9 |
50,238 |
27.6 |
|
CMX SILVER |
U.S. |
|
12,755 |
8.2 |
9,982 |
6.4 |
155,015 |
11,914 |
12.5 |
3,663 |
3.8 |
95,687 |
NON U.S. |
|
6,587 |
4.2 |
7,255 |
4.7 |
|
5,865 |
6.1 |
3,237 |
3.4 |
|
|
10 |
19,342 |
12.5 |
17,237 |
11.1 |
|
17,779 |
18.6 |
6,900 |
7.2 |
|
CMX GOLD |
U.S. |
|
109,838 |
11.6 |
119,980 |
12.7 |
943,842 |
33,065 |
7.0 |
17,686 |
3.8 |
471,156 |
NON U.S. |
|
23,935 |
2.5 |
44,317 |
4.7 |
|
16,383 |
3.5 |
21,802 |
4.6 |
|
|
17 |
133,773 |
14.2 |
164,297 |
17.4 |
|
49,448 |
10.5 |
39,488 |
8.4 |
|
CME EURO FX |
U.S. |
|
3,192 |
2.3 |
75 |
0.1 |
138,211 |
10,550 |
6.7 |
966 |
0.6 |
157,078 |
NON U.S. |
|
5,344 |
3.9 |
3,116 |
2.3 |
|
11,950 |
7.6 |
2,274 |
1.4 |
|
|
6 |
8,536 |
6.2 |
3,191 |
2.3 |
|
22,500 |
14.3 |
3,240 |
2.1 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
823,094 |
4.6 |
420,888 |
2.4 |
17,796,343 |
956,172 |
3.2 |
639,437 |
2.1 |
29,909,196 |
NON U.S. |
23 |
705,325 |
4.0 |
715,204 |
4.0 |
|
624,553 |
2.1 |
298,920 |
1.0 |
|
|
30 |
1,528,419 |
8.6 |
1,136,092 |
6.4 |
|
1,580,725 |
5.3 |
938,357 |
3.1 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
24,275 |
1.3 |
6,031 |
0.3 |
1,924,742 |
13,779 |
0.4 |
54,284 |
1.7 |
3,275,523 |
NON U.S. |
|
10,550 |
0.5 |
10,797 |
0.6 |
|
9,270 |
0.3 |
19,614 |
0.6 |
|
|
11 |
34,825 |
1.8 |
16,828 |
0.9 |
|
23,049 |
0.7 |
73,898 |
2.3 |
|