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REPORT DATE: 9/3/2019 |
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 |
2,000 |
1.0 |
193,235 |
1,000 |
0.8 |
1,250 |
1.0 |
127,117 |
NON U.S. |
|
1,325 |
0.7 |
25,275 |
13.1 |
|
150 |
0.1 |
7,675 |
6.0 |
|
|
6 |
1,325 |
0.7 |
27,275 |
14.1 |
|
1,150 |
0.9 |
8,925 |
7.0 |
|
CBT CORN |
U.S. |
|
6,910 |
0.8 |
7,103 |
0.9 |
835,337 |
26,633 |
4.8 |
10,603 |
1.9 |
551,041 |
NON U.S. |
|
6,398 |
0.8 |
31,625 |
3.8 |
|
300 |
0.1 |
17,749 |
3.2 |
|
|
5 |
13,308 |
1.6 |
38,728 |
4.6 |
|
26,933 |
4.9 |
28,352 |
5.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
16,591 |
4.2 |
6,770 |
1.7 |
391,412 |
5,587 |
0.8 |
25,265 |
3.7 |
676,514 |
NON U.S. |
9 |
10,753 |
2.7 |
35,330 |
9.0 |
|
58,593 |
8.7 |
65,500 |
9.7 |
|
|
14 |
27,344 |
7.0 |
42,100 |
10.8 |
|
64,180 |
9.5 |
90,765 |
13.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,290 |
16.2 |
3,765 |
11.6 |
32,557 |
950 |
9.6 |
250 |
2.5 |
9,878 |
NON U.S. |
|
1,703 |
5.2 |
655 |
2.0 |
|
150 |
1.5 |
575 |
5.8 |
|
|
6 |
6,993 |
21.5 |
4,420 |
13.6 |
|
1,100 |
11.1 |
825 |
8.4 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
132,335 |
8.9 |
112,030 |
7.6 |
1,483,173 |
56,752 |
4.7 |
95,290 |
7.9 |
1,202,766 |
NON U.S. |
|
21,920 |
1.5 |
33,560 |
2.3 |
|
10,800 |
0.9 |
12,320 |
1.0 |
|
|
8 |
154,255 |
10.4 |
145,590 |
9.8 |
|
67,552 |
5.6 |
107,610 |
8.9 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
66,139 |
7.1 |
88,427 |
9.5 |
926,921 |
64,542 |
8.3 |
60,762 |
7.8 |
780,678 |
NON U.S. |
|
24,457 |
2.6 |
54,292 |
5.9 |
|
16,507 |
2.1 |
25,239 |
3.2 |
|
|
10 |
90,596 |
9.8 |
142,719 |
15.4 |
|
81,049 |
10.4 |
86,001 |
11.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
24.8 |
360 |
4.9 |
7,331 |
726 |
20.4 |
360 |
10.1 |
3,559 |
NON U.S. |
|
783 |
10.7 |
3,754 |
51.2 |
|
1,655 |
46.5 |
1,277 |
35.9 |
|
|
6 |
2,604 |
35.5 |
4,114 |
56.1 |
|
2,381 |
66.9 |
1,637 |
46.0 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,020 |
17.2 |
3,200 |
27.2 |
11,764 |
0 |
0.0 |
200 |
3.6 |
5,500 |
NON U.S. |
|
600 |
5.1 |
1,020 |
8.7 |
|
600 |
10.9 |
0 |
0.0 |
|
|
7 |
2,620 |
22.3 |
4,220 |
35.9 |
|
600 |
10.9 |
200 |
3.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
32,715 |
2.3 |
27,320 |
1.9 |
1,449,592 |
30,843 |
1.6 |
57,893 |
3.0 |
1,900,170 |
NON U.S. |
19 |
39,276 |
2.7 |
83,239 |
5.7 |
|
95,042 |
5.0 |
87,293 |
4.6 |
|
|
24 |
71,991 |
5.0 |
110,559 |
7.6 |
|
125,885 |
6.6 |
145,186 |
7.6 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
16,583 |
3.2 |
6,796 |
1.3 |
523,318 |
26,583 |
2.1 |
35,617 |
2.8 |
1,276,842 |
NON U.S. |
5 |
31,256 |
6.0 |
73,715 |
14.1 |
|
138,606 |
10.9 |
77,812 |
6.1 |
|
|
9 |
47,839 |
9.1 |
80,511 |
15.4 |
|
165,189 |
12.9 |
113,429 |
8.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
60,420 |
15.7 |
74,263 |
19.3 |
384,783 |
36,600 |
13.1 |
35,405 |
12.7 |
279,527 |
NON U.S. |
|
3,050 |
0.8 |
4,935 |
1.3 |
|
2,900 |
1.0 |
2,800 |
1.0 |
|
|
11 |
63,470 |
16.5 |
79,198 |
20.6 |
|
39,500 |
14.1 |
38,205 |
13.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
83,991 |
7.1 |
110,795 |
9.3 |
1,189,599 |
74,547 |
7.6 |
59,635 |
6.1 |
979,826 |
NON U.S. |
|
50,675 |
4.3 |
87,665 |
7.4 |
|
64,383 |
6.6 |
44,929 |
4.6 |
|
|
20 |
134,666 |
11.3 |
198,460 |
16.7 |
|
138,930 |
14.2 |
104,564 |
10.7 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
19,978 |
13.4 |
18,602 |
12.5 |
148,935 |
25,396 |
12.1 |
27,466 |
13.1 |
209,401 |
NON U.S. |
|
8,019 |
5.4 |
54,583 |
36.6 |
|
44,782 |
21.4 |
20,896 |
10.0 |
|
|
11 |
27,997 |
18.8 |
73,185 |
49.1 |
|
70,178 |
33.5 |
48,362 |
23.1 |
|
CMX SILVER |
U.S. |
|
7,827 |
5.3 |
11,606 |
7.8 |
148,310 |
5,233 |
6.2 |
4,168 |
4.9 |
84,961 |
NON U.S. |
|
6,323 |
4.3 |
11,730 |
7.9 |
|
5,551 |
6.5 |
6,317 |
7.4 |
|
|
10 |
14,150 |
9.5 |
23,336 |
15.7 |
|
10,784 |
12.7 |
10,485 |
12.3 |
|
CMX GOLD |
U.S. |
|
144,731 |
12.2 |
139,851 |
11.8 |
1,185,656 |
41,574 |
7.4 |
33,774 |
6.0 |
561,610 |
NON U.S. |
|
52,982 |
4.5 |
87,514 |
7.4 |
|
40,536 |
7.2 |
34,871 |
6.2 |
|
|
18 |
197,713 |
16.7 |
227,365 |
19.2 |
|
82,110 |
14.6 |
68,645 |
12.2 |
|
CME EURO FX |
U.S. |
|
89 |
0.1 |
1,548 |
1.0 |
154,052 |
69 |
0.0 |
3 |
0.0 |
171,385 |
NON U.S. |
|
12,938 |
8.4 |
4,021 |
2.6 |
|
10,571 |
6.2 |
8,737 |
5.1 |
|
|
6 |
13,027 |
8.5 |
5,569 |
3.6 |
|
10,640 |
6.2 |
8,740 |
5.1 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,273,225 |
4.1 |
838,106 |
2.7 |
31,403,431 |
1,045,002 |
3.2 |
1,482,556 |
4.5 |
32,940,804 |
NON U.S. |
21 |
906,711 |
2.9 |
556,665 |
1.8 |
|
946,629 |
2.9 |
595,836 |
1.8 |
|
|
28 |
2,179,936 |
6.9 |
1,394,771 |
4.4 |
|
1,991,631 |
6.0 |
2,078,392 |
6.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,350 |
0.4 |
2,580 |
0.2 |
1,280,101 |
3,096 |
0.1 |
1,934 |
0.1 |
3,450,362 |
NON U.S. |
|
5,496 |
0.4 |
27,072 |
2.1 |
|
28,300 |
0.8 |
36,674 |
1.1 |
|
|
10 |
10,846 |
0.8 |
29,652 |
2.3 |
|
31,396 |
0.9 |
38,608 |
1.1 |
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