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REPORT DATE: 10/1/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
0 |
0.0 |
2,266 |
1.2 |
192,259 |
1,000 |
0.8 |
1,516 |
1.1 |
132,106 |
NON U.S. |
|
2,325 |
1.2 |
25,275 |
13.1 |
|
1,650 |
1.2 |
10,175 |
7.7 |
|
|
6 |
2,325 |
1.2 |
27,541 |
14.3 |
|
2,650 |
2.0 |
11,691 |
8.8 |
|
CBT CORN |
U.S. |
|
5,520 |
0.6 |
8,700 |
1.0 |
865,591 |
26,737 |
4.5 |
12,959 |
2.2 |
595,739 |
NON U.S. |
|
8,100 |
0.9 |
31,627 |
3.7 |
|
300 |
0.1 |
19,749 |
3.3 |
|
|
5 |
13,620 |
1.6 |
40,327 |
4.7 |
|
27,037 |
4.5 |
32,708 |
5.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
44,258 |
10.8 |
6,852 |
1.7 |
409,436 |
9,450 |
1.6 |
37,202 |
6.1 |
607,023 |
NON U.S. |
9 |
19,150 |
4.7 |
29,700 |
7.3 |
|
39,020 |
6.4 |
24,925 |
4.1 |
|
|
14 |
63,408 |
15.5 |
36,552 |
8.9 |
|
48,470 |
8.0 |
62,127 |
10.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,040 |
15.2 |
4,215 |
12.7 |
33,129 |
1,450 |
10.6 |
350 |
2.6 |
13,634 |
NON U.S. |
|
1,403 |
4.2 |
655 |
2.0 |
|
150 |
1.1 |
575 |
4.2 |
|
|
6 |
6,443 |
19.4 |
4,870 |
14.7 |
|
1,600 |
11.7 |
925 |
6.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
167,690 |
11.0 |
147,970 |
9.7 |
1,518,228 |
59,952 |
5.6 |
93,168 |
8.8 |
1,062,669 |
NON U.S. |
|
30,620 |
2.0 |
44,820 |
3.0 |
|
10,320 |
1.0 |
14,120 |
1.3 |
|
|
8 |
198,310 |
13.1 |
192,790 |
12.7 |
|
70,272 |
6.6 |
107,288 |
10.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
63,134 |
6.7 |
101,280 |
10.8 |
938,412 |
63,202 |
8.2 |
65,518 |
8.5 |
768,449 |
NON U.S. |
|
28,717 |
3.1 |
75,475 |
8.0 |
|
12,784 |
1.7 |
28,719 |
3.7 |
|
|
9 |
91,851 |
9.8 |
176,755 |
18.8 |
|
75,986 |
9.9 |
94,237 |
12.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
22.6 |
360 |
4.5 |
8,056 |
726 |
18.3 |
360 |
9.1 |
3,974 |
NON U.S. |
|
1,357 |
16.8 |
4,094 |
50.8 |
|
1,624 |
40.9 |
1,808 |
45.5 |
|
|
7 |
3,178 |
## |
4,454 |
55.3 |
|
2,350 |
59.1 |
2,168 |
54.6 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,120 |
16.7 |
3,200 |
25.2 |
12,684 |
0 |
0.0 |
200 |
3.6 |
5,500 |
NON U.S. |
|
600 |
4.7 |
1,860 |
14.7 |
|
600 |
10.9 |
0 |
0.0 |
|
|
7 |
2,720 |
21.4 |
5,060 |
39.9 |
|
600 |
10.9 |
200 |
3.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
79,696 |
4.8 |
85,416 |
5.1 |
1,659,112 |
56,714 |
3.1 |
60,016 |
3.2 |
1,851,097 |
NON U.S. |
14 |
37,583 |
2.3 |
69,863 |
4.2 |
|
46,178 |
2.5 |
65,940 |
3.6 |
|
|
20 |
117,279 |
7.1 |
155,279 |
9.4 |
|
102,892 |
5.6 |
125,956 |
6.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
13,881 |
2.0 |
14,026 |
2.1 |
678,584 |
11,531 |
1.0 |
23,026 |
1.9 |
1,192,179 |
NON U.S. |
7 |
54,856 |
8.1 |
83,622 |
12.3 |
|
67,306 |
5.6 |
52,919 |
4.4 |
|
|
11 |
68,737 |
10.1 |
97,648 |
14.4 |
|
78,837 |
6.6 |
75,945 |
6.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
64,500 |
15.7 |
74,105 |
18.0 |
410,589 |
41,150 |
13.7 |
37,262 |
12.4 |
301,239 |
NON U.S. |
|
3,800 |
0.9 |
6,010 |
1.5 |
|
3,500 |
1.2 |
3,600 |
1.2 |
|
|
11 |
68,300 |
16.6 |
80,115 |
19.5 |
|
44,650 |
14.8 |
40,862 |
13.6 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
90,782 |
7.0 |
114,472 |
8.8 |
1,295,137 |
78,410 |
8.0 |
65,936 |
6.7 |
982,996 |
NON U.S. |
|
55,396 |
4.3 |
102,717 |
7.9 |
|
68,289 |
6.9 |
47,490 |
4.8 |
|
|
19 |
146,178 |
11.3 |
217,189 |
16.8 |
|
146,699 |
14.9 |
113,426 |
11.5 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
16,893 |
11.8 |
17,919 |
12.5 |
142,909 |
23,761 |
11.4 |
25,898 |
12.4 |
208,305 |
NON U.S. |
|
7,883 |
5.5 |
52,538 |
36.8 |
|
45,361 |
21.8 |
25,315 |
12.2 |
|
|
11 |
24,776 |
17.3 |
70,457 |
49.3 |
|
69,122 |
33.2 |
51,213 |
24.6 |
|
CMX SILVER |
U.S. |
|
7,404 |
5.0 |
13,432 |
9.0 |
148,825 |
6,090 |
7.1 |
3,984 |
4.6 |
86,381 |
NON U.S. |
|
6,057 |
4.1 |
12,096 |
8.1 |
|
5,242 |
6.1 |
6,071 |
7.0 |
|
|
11 |
13,461 |
9.0 |
25,528 |
17.2 |
|
11,332 |
13.1 |
10,055 |
11.6 |
|
CMX GOLD |
U.S. |
|
145,132 |
12.5 |
145,012 |
12.5 |
1,163,516 |
43,862 |
7.7 |
33,896 |
5.9 |
571,615 |
NON U.S. |
|
49,417 |
4.2 |
75,631 |
6.5 |
|
38,121 |
6.7 |
31,566 |
5.5 |
|
|
20 |
194,549 |
16.7 |
220,643 |
19.0 |
|
81,983 |
14.3 |
65,462 |
11.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,101,998 |
3.9 |
787,552 |
2.8 |
28,370,685 |
846,788 |
3.2 |
1,042,224 |
3.9 |
26,421,902 |
NON U.S. |
23 |
764,837 |
2.7 |
522,455 |
1.8 |
|
786,170 |
3.0 |
545,324 |
2.1 |
|
|
30 |
1,866,835 |
6.6 |
1,310,007 |
4.6 |
|
1,632,958 |
6.2 |
1,587,548 |
6.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,318 |
0.5 |
656 |
0.1 |
1,143,627 |
3,108 |
0.1 |
2,597 |
0.1 |
2,822,814 |
NON U.S. |
|
3,151 |
0.3 |
25,632 |
2.2 |
|
25,824 |
0.9 |
35,107 |
1.2 |
|
|
9 |
8,469 |
0.7 |
26,288 |
2.3 |
|
28,932 |
1.0 |
37,704 |
1.3 |
|
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