IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 10/4/2016 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT U.S. TREASURY BONDS |
U.S. |
3,103 |
1.1 |
2,322 |
0.8 |
293,507 |
5,175 |
2.2 |
3,922 |
1.7 |
232,597 | |
NON U.S. |
4,750 |
1.6 |
800 |
0.3 |
2,600 |
1.1 |
950 |
0.4 |
||||
5 |
7,853 |
2.7 |
3,122 |
1.1 |
|
7,775 |
3.3 |
4,872 |
2.1 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
3,225 |
6.6 |
1,316 |
2.7 |
48,813 |
200 |
1.1 |
250 |
1.3 |
19,028 | |
NON U.S. |
4,496 |
9.2 |
5,691 |
11.7 |
2,974 |
15.6 |
1,100 |
5.8 |
||||
7 |
7,721 |
15.8 |
7,007 |
14.4 |
|
3,174 |
16.7 |
1,350 |
7.1 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
213,610 |
7.8 |
157,052 |
5.8 |
2,728,066 |
96,908 |
5.4 |
76,016 |
4.2 |
1,799,778 | |
NON U.S. |
22,101 |
0.8 |
67,656 |
2.5 |
37,796 |
2.1 |
38,900 |
2.2 |
||||
9 |
235,711 |
8.6 |
224,708 |
8.2 |
|
134,704 |
7.5 |
114,916 |
6.4 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
114,081 |
7.4 |
137,252 |
8.9 |
1,539,135 |
62,433 |
6.9 |
31,258 |
3.5 |
898,415 | |
NON U.S. |
44,689 |
2.9 |
116,892 |
7.6 |
41,665 |
4.6 |
32,191 |
3.6 |
||||
10 |
158,770 |
10.3 |
254,144 |
16.5 |
|
104,098 |
11.6 |
63,449 |
7.1 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
10.7 |
700 |
6.8 |
10,306 |
1,480 |
19.7 |
400 |
5.3 |
7,520 | |
NON U.S. |
800 |
7.8 |
2,908 |
28.2 |
200 |
2.7 |
1,900 |
25.3 |
||||
9 |
1,900 |
18.4 |
3,608 |
35.0 |
|
1,680 |
22.3 |
2,300 |
30.6 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
18,415 |
1.6 |
44,893 |
3.9 |
1,150,763 |
30,009 |
3.1 |
38,878 |
4.0 |
968,111 |
NON U.S. |
18 |
27,319 |
2.4 |
50,510 |
4.4 |
26,308 |
2.7 |
36,134 |
3.7 |
|||
24 |
45,734 |
4.0 |
95,403 |
8.3 |
|
56,317 |
5.8 |
75,012 |
7.7 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4,750 |
2.2 |
2,878 |
1.4 |
212,892 |
10,750 |
1.6 |
17,793 |
2.6 |
686,545 | |
NON U.S. |
1,400 |
0.7 |
950 |
0.4 |
3,000 |
0.4 |
9,300 |
1.4 |
||||
8 |
6,150 |
2.9 |
3,828 |
1.8 |
|
13,750 |
2.0 |
27,093 |
3.9 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
69,705 |
12.8 |
53,410 |
9.8 |
545,019 |
36,667 |
9.0 |
25,700 |
6.3 |
408,313 | |
NON U.S. |
18,340 |
3.4 |
14,950 |
2.7 |
15,675 |
3.8 |
14,125 |
3.5 |
||||
11 |
88,045 |
16.2 |
68,360 |
12.5 |
|
52,342 |
12.8 |
39,825 |
9.8 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
5,091 |
26.5 |
4,941 |
25.7 |
19,191 |
3,900 |
21.7 |
4,650 |
25.9 |
17,980 | |
NON U.S. |
1,275 |
6.6 |
1,755 |
9.1 |
1,170 |
6.5 |
1,215 |
6.8 |
||||
8 |
6,366 |
33.2 |
6,696 |
34.9 |
|
5,070 |
28.2 |
5,865 |
32.6 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
117,706 |
6.3 |
134,154 |
7.2 |
1,855,860 |
67,929 |
5.5 |
48,476 |
3.9 |
1,233,684 | |
NON U.S. |
121,311 |
6.5 |
175,000 |
9.4 |
100,311 |
8.1 |
67,243 |
5.5 |
||||
19 |
239,017 |
12.9 |
309,154 |
16.7 |
|
168,240 |
13.6 |
115,719 |
9.4 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
18,295 |
12.5 |
14,544 |
10.0 |
145,989 |
12,996 |
9.7 |
20,424 |
15.2 |
134,368 | |
NON U.S. |
12,516 |
8.6 |
43,558 |
29.8 |
30,145 |
22.4 |
17,553 |
13.1 |
||||
10 |
30,811 |
21.1 |
58,102 |
39.8 |
|
43,141 |
32.1 |
37,977 |
28.3 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
615 |
4.0 |
3,603 |
23.2 |
15,498 |
789 |
7.9 |
1,191 |
11.9 |
10,007 | |
NON U.S. |
3,630 |
23.4 |
3,010 |
19.4 |
2,101 |
21.0 |
3,069 |
30.7 |
||||
9 |
4,245 |
27.4 |
6,613 |
42.7 |
|
2,890 |
28.9 |
4,260 |
42.6 |
|||
ICUS COFFEE C |
NON U.S. |
50 |
0.1 |
385 |
0.5 |
81,310 |
116 |
0.2 |
247 |
0.4 |
60,978 | |
5 |
50 |
0.1 |
385 |
0.5 |
|
116 |
0.2 |
247 |
0.4 |
|||
CMX SILVER |
U.S. |
5,204 |
5.8 |
5,369 |
6.0 |
89,441 |
890 |
1.9 |
850 |
1.9 |
45,665 | |
NON U.S. |
4,360 |
4.9 |
7,482 |
8.4 |
2,791 |
6.1 |
1,910 |
4.2 |
||||
12 |
9,564 |
10.7 |
12,851 |
14.4 |
|
3,681 |
8.1 |
2,760 |
6.0 |
|||
CMX GOLD |
U.S. |
53,572 |
7.1 |
49,955 |
6.6 |
756,190 |
24,359 |
6.9 |
9,176 |
2.6 |
354,251 | |
NON U.S. |
44,759 |
5.9 |
60,566 |
8.0 |
25,969 |
7.3 |
20,877 |
5.9 |
||||
16 |
98,331 |
13.0 |
110,521 |
14.6 |
|
50,328 |
14.2 |
30,053 |
8.5 |
|||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
1,196 |
7.2 |
1,275 |
7.6 |
16,725 |
140 |
1.5 |
395 |
4.2 |
9,298 | |
NON U.S. |
525 |
3.1 |
525 |
3.1 |
475 |
5.1 |
800 |
8.6 |
||||
5 |
1,721 |
10.3 |
1,800 |
10.8 |
|
615 |
6.6 |
1,195 |
12.9 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
279,360 |
1.9 |
269,913 |
1.8 |
14,594,027 |
388,966 |
2.3 |
136,002 |
0.8 |
17,137,209 |
NON U.S. |
27 |
638,955 |
4.4 |
303,277 |
2.1 |
871,387 |
5.1 |
364,212 |
2.1 |
|||
34 |
918,315 |
6.3 |
573,190 |
3.9 |
|
1,260,353 |
7.4 |
500,214 |
2.9 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,477,056 |
35 |
0.00 |
0 |
0.0 |
2,889,915 | |
NON U.S. |
2,600 |
0.2 |
5,434 |
0.4 |
10,763 |
0.4 |
21,753 |
0.8 |
||||
7 |
2,600 |
0.2 |
5,434 |
0.4 |
|
10,798 |
0.4 |
21,753 |
0.8 |