IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 6/7/2016 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
1,725 |
3.3 |
465 |
0.9 |
51,591 |
600 |
2.2 |
100 |
0.4 |
26,864 | |
NON U.S. |
4,540 |
8.8 |
5,016 |
9.7 |
1,325 |
4.9 |
555 |
2.1 |
||||
7 |
6,265 |
12.1 |
5,481 |
10.6 |
|
1,925 |
7.2 |
655 |
2.4 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
331,234 |
9.6 |
278,460 |
8.1 |
3,454,381 |
152,996 |
6.1 |
126,744 |
5.0 |
2,513,699 | |
NON U.S. |
25,109 |
0.7 |
63,708 |
1.8 |
35,936 |
1.4 |
24,664 |
1.0 |
||||
9 |
356,343 |
10.3 |
342,168 |
9.9 |
|
188,932 |
7.5 |
151,408 |
6.0 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
131,165 |
7.2 |
136,646 |
7.5 |
1,822,611 |
58,164 |
5.3 |
33,820 |
3.1 |
1,087,600 | |
NON U.S. |
60,749 |
3.3 |
128,310 |
7.0 |
34,870 |
3.2 |
35,999 |
3.3 |
||||
10 |
191,914 |
10.5 |
264,956 |
14.5 |
|
93,034 |
8.6 |
69,819 |
6.4 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
12.1 |
700 |
7.7 |
9,106 |
1,440 |
25.4 |
400 |
7.0 |
5,680 | |
NON U.S. |
800 |
8.8 |
2,908 |
31.9 |
0 |
0.0 |
2,020 |
35.6 |
||||
9 |
1,900 |
20.9 |
3,608 |
39.6 |
|
1,440 |
25.4 |
2,420 |
42.6 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
25,470 |
2.3 |
29,094 |
2.6 |
1,128,931 |
31,255 |
2.7 |
31,171 |
2.7 |
1,138,601 |
NON U.S. |
11 |
26,395 |
2.3 |
56,035 |
5.0 |
33,963 |
3.0 |
38,814 |
3.4 |
|||
17 |
51,865 |
4.6 |
85,129 |
7.5 |
|
65,218 |
5.7 |
69,985 |
6.1 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
12,103 |
4.2 |
11,550 |
4.0 |
288,533 |
17,553 |
2.6 |
13,050 |
1.9 |
682,230 |
NON U.S. |
6 |
3,005 |
1.0 |
34,550 |
12.0 |
18,350 |
2.7 |
2,695 |
0.4 |
|||
10 |
15,108 |
5.2 |
46,100 |
16.0 |
|
35,903 |
5.3 |
15,745 |
2.3 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
56,030 |
14.7 |
38,069 |
10.0 |
379,977 |
28,880 |
10.6 |
20,863 |
7.6 |
273,352 | |
NON U.S. |
9,660 |
2.5 |
7,365 |
1.9 |
3,550 |
1.3 |
4,475 |
1.6 |
||||
11 |
65,690 |
17.3 |
45,434 |
12.0 |
|
32,430 |
11.9 |
25,338 |
9.3 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
7,003 |
25.7 |
7,953 |
29.2 |
27,283 |
6,155 |
24.1 |
5,695 |
22.3 |
25,580 | |
NON U.S. |
1,620 |
5.9 |
2,795 |
10.2 |
1,870 |
7.3 |
1,995 |
7.8 |
||||
9 |
8,623 |
31.6 |
10,748 |
39.4 |
|
8,025 |
31.4 |
7,690 |
30.1 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
109,049 |
6.5 |
132,030 |
7.9 |
1,680,983 |
64,056 |
5.6 |
56,332 |
4.9 |
1,139,798 | |
NON U.S. |
102,148 |
6.1 |
145,850 |
8.7 |
74,403 |
6.5 |
52,922 |
4.6 |
||||
18 |
211,197 |
12.6 |
277,880 |
16.5 |
|
138,459 |
12.1 |
109,254 |
9.6 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
27,558 |
15.0 |
23,472 |
12.8 |
183,380 |
11,585 |
9.7 |
15,524 |
13.1 |
118,940 | |
NON U.S. |
18,630 |
10.2 |
47,079 |
25.7 |
25,100 |
21.1 |
17,212 |
14.5 |
||||
10 |
46,188 |
25.2 |
70,551 |
38.5 |
|
36,685 |
30.8 |
32,736 |
27.5 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
1,405 |
5.5 |
3,893 |
15.2 |
25,563 |
2,591 |
13.8 |
2,749 |
14.6 |
18,788 | |
NON U.S. |
5,770 |
22.6 |
5,610 |
21.9 |
3,569 |
19.0 |
3,961 |
21.1 |
||||
9 |
7,175 |
28.1 |
9,503 |
37.2 |
|
6,160 |
32.8 |
6,710 |
35.7 |
|||
ICUS COFFEE C |
NON U.S. |
200 |
0.2 |
160 |
0.1 |
109,103 |
24 |
0.0 |
240 |
0.3 |
75,555 | |
5 |
200 |
0.2 |
160 |
0.1 |
|
24 |
0.0 |
240 |
0.3 |
|||
CMX SILVER |
U.S. |
5,634 |
6.2 |
5,611 |
6.2 |
90,265 |
1,689 |
3.6 |
1,235 |
2.6 |
46,943 | |
NON U.S. |
4,746 |
5.3 |
12,416 |
13.8 |
3,985 |
8.5 |
2,625 |
5.6 |
||||
12 |
10,380 |
11.5 |
18,027 |
20.0 |
|
5,674 |
12.1 |
3,860 |
8.2 |
|||
CMX GOLD |
U.S. |
42,633 |
5.9 |
47,756 |
6.6 |
724,764 |
15,209 |
4.6 |
6,336 |
1.9 |
332,137 | |
NON U.S. |
54,525 |
7.5 |
72,634 |
10.0 |
26,606 |
8.0 |
30,261 |
9.1 |
||||
15 |
97,158 |
13.4 |
120,390 |
16.6 |
|
41,815 |
12.6 |
36,597 |
11.0 |
|||
CME EURO FX |
U.S. |
4,323 |
5.4 |
558 |
0.7 |
80,717 |
3,954 |
3.2 |
5,144 |
4.1 |
124,854 | |
NON U.S. |
4,801 |
5.9 |
2,707 |
3.4 |
4,469 |
3.6 |
10,499 |
8.4 |
||||
5 |
9,124 |
11.3 |
3,265 |
4.0 |
|
8,423 |
6.7 |
15,643 |
12.5 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
284,538 |
1.8 |
205,273 |
1.3 |
16,177,421 |
476,940 |
2.0 |
215,673 |
0.9 |
23,754,916 |
NON U.S. |
31 |
716,780 |
4.4 |
271,807 |
1.7 |
1,002,823 |
4.2 |
372,735 |
1.6 |
|||
38 |
1,001,318 |
6.2 |
477,080 |
2.9 |
|
1,479,763 |
6.2 |
588,408 |
2.5 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,879,393 |
39 |
0.00 |
0 |
0.0 |
3,025,768 | |
NON U.S. |
13,550 |
0.7 |
10,086 |
0.5 |
4,628 |
0.2 |
9,990 |
0.3 |
||||
8 |
13,550 |
0.7 |
10,086 |
0.5 |
|
4,667 |
0.2 |
9,990 |
0.3 |