IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 8/2/2016 | ||||||||||||
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 |
390 |
0.2 |
160,174 |
390 |
0.3 |
2,700 |
2.2 |
122,666 | |
NON U.S. |
225 |
0.1 |
1,010 |
0.6 |
10 |
0.00 |
1,385 |
1.1 |
||||
5 |
225 |
0.1 |
1,400 |
0.9 |
|
400 |
0.3 |
4,085 |
3.3 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
14,626 |
5.9 |
4,025 |
1.6 |
248,914 |
6,998 |
2.8 |
13,675 |
5.5 |
247,252 | |
NON U.S. |
5,150 |
2.1 |
18,450 |
7.4 |
21,650 |
8.8 |
1,800 |
0.7 |
||||
7 |
19,776 |
7.9 |
22,475 |
9.0 |
|
28,648 |
11.6 |
15,475 |
6.3 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
2,525 |
5.2 |
765 |
1.6 |
48,439 |
350 |
1.7 |
100 |
0.5 |
20,885 | |
NON U.S. |
5,665 |
11.7 |
4,516 |
9.3 |
1,650 |
7.9 |
1,705 |
8.2 |
||||
6 |
8,190 |
16.9 |
5,281 |
10.9 |
|
2,000 |
9.6 |
1,805 |
8.6 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
296,848 |
9.7 |
234,436 |
7.6 |
3,075,840 |
125,052 |
5.4 |
103,380 |
4.4 |
2,331,000 | |
NON U.S. |
24,017 |
0.8 |
64,708 |
2.1 |
35,176 |
1.5 |
41,908 |
1.8 |
||||
9 |
320,865 |
10.4 |
299,144 |
9.7 |
|
160,228 |
6.9 |
145,288 |
6.2 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
121,189 |
7.3 |
140,296 |
8.4 |
1,665,554 |
64,756 |
5.5 |
43,811 |
3.8 |
1,167,219 | |
NON U.S. |
49,035 |
2.9 |
121,947 |
7.3 |
38,860 |
3.3 |
32,713 |
2.8 |
||||
10 |
170,224 |
10.2 |
262,243 |
15.7 |
|
103,616 |
8.9 |
76,524 |
6.6 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
11.6 |
700 |
7.4 |
9,506 |
1,440 |
22.9 |
400 |
6.4 |
6,280 | |
NON U.S. |
800 |
8.4 |
2,908 |
30.6 |
200 |
3.2 |
2,020 |
32.2 |
||||
9 |
1,900 |
20.0 |
3,608 |
38.0 |
|
1,640 |
26.1 |
2,420 |
38.5 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
30,295 |
2.8 |
43,791 |
4.1 |
1,080,709 |
28,329 |
2.6 |
41,652 |
3.8 |
1,100,801 |
NON U.S. |
11 |
10,450 |
1.0 |
79,168 |
7.3 |
28,082 |
2.6 |
9,533 |
0.9 |
|||
16 |
40,745 |
3.8 |
122,959 |
11.4 |
|
56,411 |
5.1 |
51,185 |
4.6 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
8,780 |
4.5 |
5,633 |
2.9 |
196,682 |
13,255 |
2.0 |
8,110 |
1.2 |
666,786 |
NON U.S. |
4 |
1,750 |
0.9 |
3,400 |
1.7 |
4,250 |
0.6 |
3,000 |
0.4 |
|||
8 |
10,530 |
5.4 |
9,033 |
4.6 |
|
17,505 |
2.6 |
11,110 |
1.7 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
73,830 |
16.0 |
48,400 |
10.5 |
462,343 |
37,837 |
10.9 |
25,695 |
7.4 |
347,221 | |
NON U.S. |
14,440 |
3.1 |
13,000 |
2.8 |
9,050 |
2.6 |
10,075 |
2.9 |
||||
11 |
88,270 |
19.1 |
61,400 |
13.3 |
|
46,887 |
13.5 |
35,770 |
10.3 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
6,107 |
27.1 |
6,647 |
29.5 |
22,537 |
4,460 |
20.4 |
4,455 |
20.3 |
21,915 | |
NON U.S. |
1,485 |
6.6 |
2,285 |
10.1 |
1,550 |
7.1 |
1,625 |
7.4 |
||||
8 |
7,592 |
33.7 |
8,932 |
39.6 |
|
6,010 |
27.4 |
6,080 |
27.7 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
116,408 |
6.3 |
136,804 |
7.4 |
1,849,604 |
60,776 |
5.1 |
47,479 |
4.0 |
1,180,139 | |
NON U.S. |
117,760 |
6.4 |
164,767 |
8.9 |
88,749 |
7.5 |
54,553 |
4.6 |
||||
17 |
234,168 |
12.7 |
301,571 |
16.3 |
|
149,525 |
12.7 |
102,032 |
8.6 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
22,045 |
13.6 |
18,485 |
11.4 |
162,131 |
10,542 |
9.3 |
15,077 |
13.3 |
113,116 | |
NON U.S. |
16,120 |
9.9 |
44,883 |
27.7 |
26,015 |
23.0 |
18,805 |
16.6 |
||||
10 |
38,165 |
23.5 |
63,368 |
39.1 |
|
36,557 |
32.3 |
33,882 |
30.0 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
1,025 |
5.6 |
3,573 |
19.5 |
18,298 |
1,815 |
14.3 |
1,985 |
15.6 |
12,725 | |
NON U.S. |
4,650 |
25.4 |
4,350 |
23.8 |
2,835 |
22.3 |
3,515 |
27.6 |
||||
9 |
5,675 |
31.0 |
7,923 |
43.3 |
|
4,650 |
36.5 |
5,500 |
43.2 |
|||
ICUS COFFEE C |
NON U.S. |
330 |
0.3 |
385 |
0.4 |
99,001 |
4 |
0.00 |
300 |
0.4 |
73,635 | |
5 |
330 |
0.3 |
385 |
0.4 |
|
4 |
0.00 |
300 |
0.4 |
|||
CMX SILVER |
U.S. |
4,579 |
4.9 |
4,666 |
5.0 |
93,486 |
979 |
2.2 |
1,225 |
2.7 |
45,035 | |
NON U.S. |
4,594 |
4.9 |
9,622 |
10.3 |
3,176 |
7.1 |
2,214 |
4.9 |
||||
12 |
9,173 |
9.8 |
14,288 |
15.3 |
|
4,155 |
9.2 |
3,439 |
7.6 |
|||
CMX GOLD |
U.S. |
46,260 |
6.4 |
43,669 |
6.0 |
726,300 |
17,845 |
5.4 |
10,423 |
3.1 |
332,434 | |
NON U.S. |
46,492 |
6.4 |
63,371 |
8.7 |
23,136 |
7.0 |
26,391 |
7.9 |
||||
15 |
92,752 |
12.8 |
107,040 |
14.7 |
|
40,981 |
12.3 |
36,814 |
11.1 |
|||
CME JAPANESE YEN |
U.S. |
7,767 |
8.9 |
921 |
1.1 |
87,688 |
6,179 |
6.1 |
1,276 |
1.3 |
101,506 | |
NON U.S. |
3,067 |
3.5 |
1,806 |
2.1 |
4,549 |
4.5 |
1,632 |
1.6 |
||||
5 |
10,834 |
12.4 |
2,727 |
3.1 |
|
10,728 |
10.6 |
2,908 |
2.9 |
|||
CME EURO FX |
U.S. |
4,605 |
3.8 |
390 |
0.3 |
121,097 |
7,458 |
4.9 |
5,794 |
3.8 |
151,854 | |
NON U.S. |
6,101 |
5.0 |
3,746 |
3.1 |
6,522 |
4.3 |
8,838 |
5.8 |
||||
7 |
10,706 |
8.8 |
4,136 |
3.4 |
|
13,980 |
9.2 |
14,632 |
9.6 |
|||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
1,195 |
5.8 |
1,075 |
5.2 |
20,509 |
40 |
0.4 |
370 |
3.4 |
10,888 | |
NON U.S. |
700 |
3.4 |
700 |
3.4 |
350 |
3.2 |
750 |
6.9 |
||||
5 |
1,895 |
9.2 |
1,775 |
8.7 |
|
390 |
3.6 |
1,120 |
10.3 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
302,621 |
2.1 |
305,322 |
2.1 |
14,403,391 |
424,969 |
2.4 |
195,866 |
1.1 |
17,560,131 |
NON U.S. |
28 |
718,492 |
5.0 |
201,265 |
1.4 |
953,844 |
5.4 |
364,041 |
2.1 |
|||
35 |
1,021,113 |
7.1 |
506,587 |
3.5 |
|
1,378,813 |
7.9 |
559,907 |
3.2 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,724,050 |
35 |
0.00 |
0 |
0.0 |
3,047,213 | |
NON U.S. |
14,499 |
0.8 |
15,118 |
0.9 |
8,176 |
0.3 |
17,589 |
0.6 |
||||
7 |
14,499 |
0.8 |
15,118 |
0.9 |
|
8,211 |
0.3 |
17,589 |
0.6 |
|||