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REPORT DATE: 9/4/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,370 |
0.5 |
1,350 |
0.5 |
260,626 |
1,510 |
1.0 |
800 |
0.5 |
157,860 |
NON U.S. |
|
2,300 |
0.9 |
12,075 |
4.6 |
|
3,000 |
1.9 |
25,200 |
16.0 |
|
|
7 |
3,670 |
1.4 |
13,425 |
5.2 |
|
4,510 |
2.9 |
26,000 |
16.5 |
|
CBT CORN |
U.S. |
|
1,800 |
0.2 |
1,633 |
0.2 |
859,320 |
0 |
0.0 |
1,948 |
0.4 |
522,909 |
NON U.S. |
|
705 |
0.1 |
8,950 |
1.0 |
|
300 |
0.1 |
23,541 |
4.5 |
|
|
7 |
2,505 |
0.3 |
10,583 |
1.2 |
|
300 |
0.1 |
25,489 |
4.9 |
|
CBT SOYBEANS |
U.S. |
|
2,013 |
0.5 |
5,991 |
1.4 |
417,086 |
17,285 |
6.2 |
595 |
0.2 |
278,560 |
NON U.S. |
|
1,550 |
0.4 |
200 |
0.0 |
|
2,500 |
0.9 |
750 |
0.3 |
|
|
5 |
3,563 |
0.9 |
6,191 |
1.5 |
|
19,785 |
7.1 |
1,345 |
0.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
1,200 |
0.4 |
1,550 |
0.5 |
336,227 |
2,250 |
0.6 |
1,900 |
0.5 |
359,116 |
NON U.S. |
|
7,050 |
2.1 |
3,250 |
1.0 |
|
3,220 |
0.9 |
4,420 |
1.2 |
|
|
11 |
8,250 |
2.5 |
4,800 |
1.4 |
|
5,470 |
1.5 |
6,320 |
1.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,900 |
13.5 |
675 |
3.1 |
21,490 |
575 |
4.8 |
0 |
0.0 |
11,930 |
NON U.S. |
|
435 |
2.0 |
795 |
3.7 |
|
280 |
2.3 |
500 |
4.2 |
|
|
7 |
3,335 |
15.5 |
1,470 |
6.8 |
|
855 |
7.2 |
500 |
4.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
85,246 |
5.8 |
62,695 |
4.3 |
1,467,410 |
37,200 |
2.4 |
41,318 |
2.7 |
1,549,056 |
NON U.S. |
|
31,876 |
2.2 |
43,440 |
3.0 |
|
17,960 |
1.2 |
14,500 |
0.9 |
|
|
9 |
117,122 |
8.0 |
106,135 |
7.2 |
|
55,160 |
3.6 |
55,818 |
3.6 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
62,124 |
6.9 |
76,507 |
8.5 |
905,404 |
52,243 |
5.8 |
42,357 |
4.7 |
902,747 |
NON U.S. |
|
19,463 |
2.1 |
69,582 |
7.7 |
|
11,829 |
1.3 |
19,664 |
2.2 |
|
|
10 |
81,587 |
9.0 |
146,089 |
16.1 |
|
64,072 |
7.1 |
62,021 |
6.9 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
200 |
3.8 |
1,340 |
25.2 |
5,322 |
100 |
1.3 |
400 |
5.2 |
7,764 |
NON U.S. |
|
160 |
3.0 |
800 |
15.0 |
|
0 |
0.0 |
100 |
1.3 |
|
|
5 |
360 |
6.8 |
2,140 |
40.2 |
|
100 |
1.3 |
500 |
6.4 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
18,847 |
1.4 |
43,464 |
3.3 |
1,325,335 |
80,978 |
6.5 |
39,541 |
3.2 |
1,243,147 |
NON U.S. |
19 |
41,040 |
3.1 |
32,872 |
2.5 |
|
67,840 |
5.5 |
55,548 |
4.5 |
|
|
24 |
59,887 |
4.5 |
76,336 |
5.8 |
|
148,818 |
12.0 |
95,089 |
7.6 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
27,376 |
6.8 |
500 |
0.1 |
404,347 |
19,426 |
1.8 |
2,291 |
0.2 |
1,081,810 |
NON U.S. |
5 |
5,000 |
1.2 |
3,100 |
0.8 |
|
4,520 |
0.4 |
5,470 |
0.5 |
|
|
9 |
32,376 |
8.0 |
3,600 |
0.9 |
|
23,946 |
2.2 |
7,761 |
0.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
72,800 |
17.2 |
56,333 |
13.3 |
422,356 |
98,454 |
21.2 |
77,113 |
16.6 |
464,565 |
NON U.S. |
|
4,275 |
1.0 |
6,498 |
1.5 |
|
4,150 |
0.9 |
4,450 |
1.0 |
|
|
10 |
77,075 |
18.2 |
62,831 |
14.9 |
|
102,604 |
22.1 |
81,563 |
17.6 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
100,109 |
6.1 |
161,106 |
9.9 |
1,628,356 |
131,586 |
10.4 |
82,332 |
6.5 |
1,264,701 |
NON U.S. |
|
45,146 |
2.8 |
108,250 |
6.6 |
|
73,049 |
5.8 |
58,530 |
4.6 |
|
|
21 |
145,255 |
8.9 |
269,356 |
16.5 |
|
204,635 |
16.2 |
140,862 |
11.1 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
39,992 |
21.3 |
25,626 |
13.7 |
187,537 |
24,101 |
11.3 |
34,231 |
16.0 |
213,582 |
NON U.S. |
|
7,233 |
3.9 |
79,496 |
42.4 |
|
70,260 |
32.9 |
22,462 |
10.5 |
|
|
11 |
47,225 |
## |
105,122 |
56.1 |
|
94,361 |
44.2 |
56,693 |
26.5 |
|
CMX SILVER |
U.S. |
|
10,631 |
7.6 |
8,370 |
6.0 |
140,137 |
10,711 |
12.3 |
3,577 |
4.1 |
86,984 |
NON U.S. |
|
8,592 |
6.1 |
7,155 |
5.1 |
|
6,248 |
7.2 |
4,742 |
5.5 |
|
|
12 |
19,223 |
13.7 |
15,525 |
11.1 |
|
16,959 |
19.5 |
8,319 |
9.6 |
|
CMX GOLD |
U.S. |
|
97,089 |
11.2 |
94,257 |
10.9 |
866,792 |
32,291 |
7.5 |
22,052 |
5.1 |
431,393 |
NON U.S. |
|
23,404 |
2.7 |
38,046 |
4.4 |
|
14,737 |
3.4 |
21,367 |
5.0 |
|
|
15 |
120,493 |
13.9 |
132,303 |
15.3 |
|
47,028 |
10.9 |
43,419 |
10.1 |
|
CME EURO FX |
U.S. |
|
3,146 |
2.1 |
634 |
0.4 |
149,947 |
18,758 |
9.2 |
0 |
0.0 |
202,923 |
NON U.S. |
|
7,572 |
5.0 |
4,954 |
3.3 |
|
21,699 |
10.7 |
1,626 |
0.8 |
|
|
7 |
10,718 |
7.1 |
5,588 |
3.7 |
|
40,457 |
19.9 |
1,626 |
0.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
842,214 |
5.0 |
686,798 |
4.0 |
17,002,202 |
866,101 |
3.0 |
826,627 |
2.9 |
28,659,862 |
NON U.S. |
20 |
701,937 |
4.1 |
714,139 |
4.2 |
|
608,899 |
2.1 |
297,180 |
1.0 |
|
|
27 |
1,544,151 |
9.1 |
1,400,937 |
8.2 |
|
1,475,000 |
5.1 |
1,123,807 |
3.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
13,574 |
0.9 |
10,419 |
0.7 |
1,575,146 |
7,599 |
0.2 |
44,169 |
1.4 |
3,159,342 |
NON U.S. |
|
3,668 |
0.2 |
6,531 |
0.4 |
|
7,030 |
0.2 |
27,760 |
0.9 |
|
|
14 |
17,242 |
1.1 |
16,950 |
1.1 |
|
14,629 |
0.5 |
71,929 |
2.3 |
|