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REPORT DATE: 4/3/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
200 |
0.1 |
240 |
0.1 |
260,581 |
0 |
0.0 |
740 |
0.4 |
177,371 |
NON U.S. |
|
2,415 |
0.9 |
2,300 |
0.9 |
|
150 |
0.1 |
11,207 |
6.3 |
|
|
5 |
2,615 |
1.0 |
2,540 |
1.0 |
|
150 |
0.1 |
11,947 |
6.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
9,980 |
2.9 |
4,594 |
1.3 |
342,225 |
5,833 |
1.7 |
4,386 |
1.3 |
340,065 |
NON U.S. |
7 |
19,888 |
5.8 |
3,625 |
1.1 |
|
8,850 |
2.6 |
1,732 |
0.5 |
|
|
11 |
29,868 |
8.7 |
8,219 |
2.4 |
|
14,683 |
4.3 |
6,118 |
1.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
83,220 |
4.4 |
58,580 |
3.1 |
1,895,115 |
30,600 |
2.2 |
19,868 |
1.4 |
1,372,405 |
NON U.S. |
|
30,040 |
1.6 |
60,228 |
3.2 |
|
24,408 |
1.8 |
8,980 |
0.7 |
|
|
9 |
113,260 |
6.0 |
118,808 |
6.3 |
|
55,008 |
4.0 |
28,848 |
2.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
47,791 |
5.7 |
74,626 |
9.0 |
831,568 |
52,841 |
8.5 |
34,325 |
5.5 |
625,063 |
NON U.S. |
|
25,582 |
3.1 |
84,966 |
10.2 |
|
11,375 |
1.8 |
22,554 |
3.6 |
|
|
9 |
73,373 |
8.8 |
159,592 |
19.2 |
|
64,216 |
10.3 |
56,879 |
9.1 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
0 |
0.0 |
940 |
24.0 |
3,922 |
100 |
3.5 |
0 |
0.0 |
2,880 |
NON U.S. |
|
60 |
1.5 |
800 |
20.4 |
|
0 |
0.0 |
100 |
3.5 |
|
|
5 |
60 |
1.5 |
1,740 |
44.4 |
|
100 |
3.5 |
100 |
3.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
55,577 |
3.6 |
40,731 |
2.7 |
1,535,059 |
58,978 |
4.0 |
48,372 |
3.2 |
1,491,633 |
NON U.S. |
14 |
25,380 |
1.7 |
43,360 |
2.8 |
|
18,275 |
1.2 |
18,833 |
1.3 |
|
|
19 |
80,957 |
5.3 |
84,091 |
5.5 |
|
77,253 |
5.2 |
67,205 |
4.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
9,700 |
1.8 |
9,206 |
1.8 |
525,123 |
23,722 |
2.4 |
6,360 |
0.6 |
996,133 |
NON U.S. |
|
6,100 |
1.2 |
11,600 |
2.2 |
|
3,550 |
0.4 |
6,300 |
0.6 |
|
|
8 |
15,800 |
3.0 |
20,806 |
4.0 |
|
27,272 |
2.7 |
12,660 |
1.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
64,375 |
15.7 |
61,950 |
15.1 |
411,252 |
59,750 |
16.5 |
42,684 |
11.8 |
361,286 |
NON U.S. |
|
3,575 |
0.9 |
7,410 |
1.8 |
|
3,050 |
0.8 |
3,325 |
0.9 |
|
|
10 |
67,950 |
16.5 |
69,360 |
16.9 |
|
62,800 |
17.4 |
46,009 |
### |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
4,689 |
20.4 |
3,879 |
16.9 |
22,965 |
4,719 |
17.7 |
3,294 |
12.4 |
26,616 |
NON U.S. |
|
90 |
0.4 |
2,607 |
11.4 |
|
3,087 |
11.6 |
720 |
2.7 |
|
|
5 |
4,779 |
20.8 |
6,486 |
28.2 |
|
7,806 |
29.3 |
4,014 |
### |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
99,629 |
5.9 |
141,041 |
8.3 |
1,694,055 |
109,197 |
8.4 |
87,644 |
6.8 |
1,292,379 |
NON U.S. |
|
37,709 |
2.2 |
109,419 |
6.5 |
|
76,408 |
5.9 |
57,827 |
4.5 |
|
|
21 |
137,338 |
8.1 |
250,460 |
14.8 |
|
185,605 |
14.4 |
145,471 |
### |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
18,509 |
8.6 |
29,578 |
13.7 |
215,602 |
20,307 |
8.6 |
15,318 |
6.5 |
237,125 |
NON U.S. |
|
7,308 |
3.4 |
77,251 |
35.8 |
|
78,915 |
33.3 |
27,694 |
11.7 |
|
|
10 |
25,817 |
12.0 |
106,829 |
49.5 |
|
99,222 |
41.8 |
43,012 |
### |
|
CMX SILVER |
U.S. |
|
9,098 |
9.8 |
3,356 |
3.6 |
92,429 |
8,078 |
13.2 |
1,200 |
2.0 |
61,111 |
NON U.S. |
|
3,179 |
3.4 |
4,138 |
4.5 |
|
2,907 |
4.8 |
3,803 |
6.2 |
|
|
11 |
12,277 |
13.3 |
7,494 |
8.1 |
|
10,985 |
18.0 |
5,003 |
8.2 |
|
CMX GOLD |
U.S. |
|
64,205 |
9.5 |
49,481 |
7.3 |
674,473 |
19,429 |
5.3 |
8,290 |
2.3 |
364,229 |
NON U.S. |
|
20,462 |
3.0 |
33,313 |
4.9 |
|
12,565 |
3.4 |
16,421 |
4.5 |
|
|
15 |
84,667 |
12.6 |
82,794 |
12.3 |
|
31,994 |
8.8 |
24,711 |
6.8 |
|
CME EURO FX |
U.S. |
|
3,950 |
2.8 |
14 |
0.0 |
141,966 |
1,314 |
0.7 |
17 |
0.0 |
183,143 |
NON U.S. |
|
16,794 |
11.8 |
5,275 |
3.7 |
|
14,167 |
7.7 |
6,507 |
3.6 |
|
|
6 |
20,744 |
14.6 |
5,289 |
3.7 |
|
15,481 |
8.5 |
6,524 |
3.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
764,505 |
4.1 |
1,526,009 |
8.2 |
18,657,322 |
500,691 |
1.8 |
365,362 |
1.3 |
27,893,519 |
NON U.S. |
21 |
477,734 |
2.6 |
308,648 |
1.7 |
|
509,107 |
1.8 |
335,171 |
1.2 |
|
|
28 |
1,242,239 |
6.7 |
1,834,657 |
9.8 |
|
1,009,798 |
3.6 |
700,533 |
2.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
10,880 |
0.9 |
1,601 |
0.1 |
1,225,194 |
5,092 |
0.2 |
24,762 |
0.8 |
2,998,149 |
NON U.S. |
|
6,138 |
0.5 |
8,344 |
0.7 |
|
7,271 |
0.2 |
29,132 |
1.0 |
|
|
12 |
17,018 |
1.4 |
9,945 |
0.8 |
|
12,363 |
0.4 |
53,894 |
1.8 |
|