IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 10/3/2017 | ||||||||||||
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 |
177,467 |
0 |
0.0 |
1,540 |
1.0 |
156,815 | |
NON U.S. |
755 |
0.4 |
3,170 |
1.8 |
700 |
0.4 |
7,055 |
4.5 |
||||
5 |
755 |
0.4 |
3,710 |
2.1 |
|
700 |
0.4 |
8,595 |
5.5 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
6,104 |
1.6 |
3,411 |
0.9 |
372,053 |
7,125 |
1.9 |
5,411 |
1.4 |
385,024 |
NON U.S. |
5 |
2,750 |
0.7 |
1,050 |
0.3 |
3,400 |
0.9 |
8,100 |
2.1 |
|||
9 |
8,854 |
2.4 |
4,461 |
1.2 |
|
10,525 |
2.7 |
13,511 |
3.5 |
|||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
6,551 |
13.4 |
3,560 |
7.3 |
48,855 |
2,175 |
14.9 |
800 |
5.5 |
14,628 | |
NON U.S. |
2,221 |
4.5 |
1,474 |
3.0 |
617 |
4.2 |
680 |
4.6 |
||||
5 |
8,772 |
18.0 |
5,034 |
10.3 |
|
2,792 |
19.1 |
1,480 |
10.1 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
102,086 |
3.4 |
84,660 |
2.8 |
2,997,361 |
57,200 |
3.4 |
33,854 |
2.0 |
1,684,391 | |
NON U.S. |
22,800 |
0.8 |
72,628 |
2.4 |
31,668 |
1.9 |
13,420 |
0.8 |
||||
9 |
124,886 |
4.2 |
157,288 |
5.2 |
|
88,868 |
5.3 |
47,274 |
2.8 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
89,819 |
6.8 |
112,827 |
8.5 |
1,322,952 |
61,820 |
9.3 |
35,266 |
5.3 |
665,979 | |
NON U.S. |
26,417 |
2.0 |
94,568 |
7.1 |
21,552 |
3.2 |
23,857 |
3.6 |
||||
9 |
116,236 |
8.8 |
207,395 |
15.7 |
|
83,372 |
12.5 |
59,123 |
8.9 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
700 |
9.1 |
1,880 |
24.4 |
7,718 |
0 |
0.0 |
0 |
0.0 |
1,520 | |
NON U.S. |
260 |
3.4 |
520 |
6.7 |
0 |
0.0 |
0 |
0.0 |
||||
6 |
960 |
12.4 |
2,400 |
31.1 |
|
0 |
0.0 |
0 |
0.0 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
43,511 |
2.7 |
20,685 |
1.3 |
1,632,346 |
41,354 |
2.3 |
87,360 |
4.8 |
1,805,131 |
NON U.S. |
14 |
17,600 |
1.1 |
40,000 |
2.5 |
41,885 |
2.3 |
11,025 |
0.6 |
|||
20 |
61,111 |
3.7 |
60,685 |
3.7 |
|
83,239 |
4.6 |
98,385 |
5.5 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
20,706 |
5.4 |
23,900 |
6.2 |
383,843 |
39,558 |
4.2 |
59,816 |
6.3 |
948,772 |
NON U.S. |
5 |
1,050 |
0.3 |
4,900 |
1.3 |
7,900 |
0.8 |
6,200 |
0.7 |
|||
10 |
21,756 |
5.7 |
28,800 |
7.5 |
|
47,458 |
5.0 |
66,016 |
7.0 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
57,425 |
12.3 |
65,515 |
14.0 |
467,244 |
72,675 |
23.5 |
36,275 |
11.7 |
309,075 | |
NON U.S. |
12,800 |
2.7 |
14,410 |
3.1 |
6,875 |
2.2 |
3,925 |
1.3 |
||||
11 |
70,225 |
15.0 |
79,925 |
17.1 |
|
79,550 |
25.7 |
40,200 |
13.0 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,671 |
26.4 |
2,301 |
13.0 |
17,661 |
3,993 |
21.1 |
4,473 |
23.6 |
18,948 | |
NON U.S. |
1,560 |
8.8 |
4,485 |
25.4 |
2,730 |
14.4 |
630 |
3.3 |
||||
8 |
6,231 |
35.3 |
6,786 |
38.4 |
|
6,723 |
35.5 |
5,103 |
26.9 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
129,015 |
7.3 |
164,689 |
9.3 |
1,765,838 |
114,578 |
9.1 |
57,401 |
4.6 |
1,259,847 | |
NON U.S. |
53,946 |
3.1 |
102,402 |
5.8 |
67,724 |
5.4 |
59,469 |
4.7 |
||||
21 |
182,961 |
10.4 |
267,091 |
15.1 |
|
182,302 |
14.5 |
116,870 |
9.3 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
10,917 |
6.3 |
17,983 |
10.4 |
173,733 |
20,077 |
10.1 |
12,783 |
6.4 |
199,505 | |
NON U.S. |
8,788 |
5.1 |
61,611 |
35.5 |
53,897 |
27.0 |
21,715 |
10.9 |
||||
8 |
19,705 |
11.3 |
79,594 |
45.8 |
|
73,974 |
37.1 |
34,498 |
17.3 |
|||
CMX SILVER |
U.S. |
5,038 |
6.7 |
3,219 |
4.3 |
75,566 |
2,242 |
6.3 |
303 |
0.9 |
35,526 | |
NON U.S. |
5,707 |
7.6 |
6,526 |
8.6 |
2,120 |
6.0 |
2,474 |
7.0 |
||||
12 |
10,745 |
14.2 |
9,745 |
12.9 |
|
4,362 |
12.3 |
2,777 |
7.8 |
|||
CMX GOLD |
U.S. |
46,520 |
6.7 |
31,946 |
4.6 |
692,150 |
18,571 |
5.1 |
16,144 |
4.5 |
362,314 | |
NON U.S. |
25,910 |
3.7 |
37,283 |
5.4 |
17,539 |
4.8 |
24,932 |
6.9 |
||||
16 |
72,430 |
10.5 |
69,229 |
10.0 |
|
36,110 |
10.0 |
41,076 |
11.3 |
|||
CME EURO FX |
U.S. |
2,055 |
1.3 |
890 |
0.6 |
155,453 |
326 |
0.2 |
1,736 |
0.9 |
187,320 | |
NON U.S. |
19,199 |
12.4 |
3,983 |
2.6 |
12,428 |
6.6 |
4,142 |
2.2 |
||||
5 |
21,254 |
13.7 |
4,873 |
3.1 |
|
12,754 |
6.8 |
5,878 |
3.1 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
248,460 |
1.7 |
327,299 |
2.2 |
14,621,418 |
492,055 |
2.0 |
328,149 |
1.4 |
24,290,557 |
NON U.S. |
19 |
471,461 |
3.2 |
202,859 |
1.4 |
444,766 |
1.8 |
317,821 |
1.3 |
|||
26 |
719,921 |
4.9 |
530,158 |
3.6 |
|
936,821 |
3.9 |
645,970 |
2.7 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8,063 |
0.7 |
6,488 |
0.6 |
1,112,021 |
6,492 |
0.2 |
0 |
0.0 |
3,222,071 | |
NON U.S. |
2,876 |
0.3 |
4,234 |
0.4 |
7,031 |
0.2 |
21,178 |
0.7 |
||||
9 |
10,939 |
1.0 |
10,722 |
1.0 |
|
13,523 |
0.4 |
21,178 |
0.7 |