IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 12/6/2016 | ||||||||||||
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 |
0 |
0.0 |
171,920 |
0 |
0.0 |
1,750 |
1.6 |
111,886 | |
NON U.S. |
1,522 |
0.9 |
572 |
0.3 |
0 |
0.0 |
3,215 |
2.9 |
||||
5 |
1,522 |
0.9 |
572 |
0.3 |
|
0 |
0.0 |
4,965 |
4.4 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
2,824 |
7.1 |
940 |
2.3 |
40,028 |
289 |
1.6 |
350 |
2.0 |
17,678 | |
NON U.S. |
4,092 |
10.2 |
3,643 |
9.1 |
2,000 |
11.3 |
1,950 |
11.0 |
||||
6 |
6,916 |
17.3 |
4,583 |
11.4 |
|
2,289 |
12.9 |
2,300 |
13.0 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
190,940 |
5.9 |
155,460 |
4.8 |
3,236,904 |
95,240 |
5.5 |
66,508 |
3.8 |
1,740,189 | |
NON U.S. |
23,245 |
0.7 |
79,476 |
2.5 |
42,876 |
2.5 |
41,900 |
2.4 |
||||
9 |
214,185 |
6.6 |
234,936 |
7.3 |
|
138,116 |
7.9 |
108,408 |
6.2 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
109,414 |
6.7 |
133,513 |
8.1 |
1,643,462 |
61,029 |
7.4 |
29,576 |
3.6 |
819,398 | |
NON U.S. |
43,032 |
2.6 |
136,691 |
8.3 |
45,579 |
5.6 |
32,408 |
4.0 |
||||
10 |
152,446 |
9.3 |
270,204 |
16.4 |
|
106,608 |
13.0 |
61,984 |
7.6 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,000 |
9.5 |
960 |
9.1 |
10,566 |
760 |
9.8 |
600 |
7.8 |
7,740 | |
NON U.S. |
700 |
6.6 |
1,908 |
18.1 |
600 |
7.8 |
760 |
9.8 |
||||
8 |
1,700 |
16.1 |
2,868 |
27.1 |
|
1,360 |
17.6 |
1,360 |
17.6 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
22,874 |
2.1 |
37,256 |
3.3 |
1,115,003 |
8,093 |
0.4 |
85,716 |
4.5 |
1,917,385 |
NON U.S. |
18 |
30,388 |
2.7 |
62,305 |
5.6 |
134,713 |
7.0 |
18,657 |
1.0 |
|||
23 |
53,262 |
4.8 |
99,561 |
8.9 |
|
142,806 |
7.4 |
104,373 |
5.4 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
9,600 |
2.0 |
11,815 |
2.4 |
488,846 |
17,650 |
2.5 |
18,165 |
2.5 |
715,528 | |
NON U.S. |
400 |
0.1 |
14,763 |
3.0 |
8,000 |
1.1 |
12,163 |
1.7 |
||||
7 |
10,000 |
2.0 |
26,578 |
5.4 |
|
25,650 |
3.6 |
30,328 |
4.2 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
57,275 |
12.6 |
62,425 |
13.7 |
455,369 |
50,425 |
12.9 |
27,350 |
7.0 |
389,902 | |
NON U.S. |
15,300 |
3.4 |
13,235 |
2.9 |
10,200 |
2.6 |
9,500 |
2.4 |
||||
11 |
72,575 |
15.9 |
75,660 |
16.6 |
|
60,625 |
15.5 |
36,850 |
9.5 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,373 |
29.8 |
3,303 |
22.5 |
14,693 |
2,564 |
18.0 |
3,144 |
22.0 |
14,274 | |
NON U.S. |
1,065 |
7.2 |
1,255 |
8.5 |
820 |
5.7 |
835 |
5.8 |
||||
9 |
5,438 |
37.0 |
4,558 |
31.0 |
|
3,384 |
23.7 |
3,979 |
27.9 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
86,558 |
5.0 |
126,220 |
7.3 |
1,725,796 |
69,415 |
6.0 |
34,864 |
3.0 |
1,165,908 | |
NON U.S. |
87,671 |
5.1 |
134,164 |
7.8 |
88,445 |
7.6 |
52,286 |
4.5 |
||||
21 |
174,229 |
10.1 |
260,384 |
15.1 |
|
157,860 |
13.5 |
87,150 |
7.5 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
18,097 |
12.4 |
10,297 |
7.0 |
146,164 |
10,680 |
6.7 |
21,720 |
13.6 |
159,121 | |
NON U.S. |
11,042 |
7.6 |
50,962 |
34.9 |
39,956 |
25.1 |
18,896 |
11.9 |
||||
10 |
29,139 |
19.9 |
61,259 |
41.9 |
|
50,636 |
31.8 |
40,616 |
25.5 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
205 |
1.5 |
4,933 |
36.8 |
13,403 |
263 |
3.4 |
397 |
5.2 |
7,669 | |
NON U.S. |
2,610 |
19.5 |
1,670 |
12.5 |
1,367 |
17.8 |
2,623 |
34.2 |
||||
9 |
2,815 |
21.0 |
6,603 |
49.3 |
|
1,630 |
21.3 |
3,020 |
39.4 |
|||
CMX SILVER |
U.S. |
2,843 |
4.1 |
3,080 |
4.5 |
69,051 |
883 |
2.5 |
406 |
1.1 |
35,565 | |
NON U.S. |
4,314 |
6.2 |
5,721 |
8.3 |
2,606 |
7.3 |
1,127 |
3.2 |
||||
11 |
7,157 |
10.4 |
8,801 |
12.7 |
|
3,489 |
9.8 |
1,533 |
4.3 |
|||
CMX GOLD |
U.S. |
52,902 |
8.2 |
36,440 |
5.7 |
643,468 |
21,659 |
6.1 |
18,244 |
5.1 |
354,665 | |
NON U.S. |
29,896 |
4.6 |
41,369 |
6.4 |
16,966 |
4.8 |
19,110 |
5.4 |
||||
15 |
82,798 |
12.9 |
77,809 |
12.1 |
|
38,625 |
10.9 |
37,354 |
10.5 |
|||
CME JAPANESE YEN |
U.S. |
3,729 |
3.2 |
1,352 |
1.2 |
117,062 |
2,952 |
3.1 |
353 |
0.4 |
94,205 | |
NON U.S. |
1,836 |
1.6 |
1,050 |
0.9 |
2,618 |
2.8 |
804 |
0.9 |
||||
6 |
5,565 |
4.8 |
2,402 |
2.1 |
|
5,570 |
5.9 |
1,157 |
1.2 |
|||
CME EURO FX |
U.S. |
4,844 |
2.8 |
293 |
0.2 |
174,805 |
3,378 |
2.0 |
3,465 |
2.1 |
168,992 | |
NON U.S. |
6,427 |
3.7 |
4,851 |
2.8 |
4,966 |
2.9 |
5,681 |
3.4 |
||||
5 |
11,271 |
6.4 |
5,144 |
2.9 |
|
8,344 |
4.9 |
9,146 |
5.4 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
297,243 |
1.6 |
355,559 |
1.9 |
18,332,375 |
578,585 |
2.4 |
284,568 |
1.2 |
24,460,495 |
NON U.S. |
26 |
721,829 |
3.9 |
313,051 |
1.7 |
829,795 |
3.4 |
409,490 |
1.7 |
|||
34 |
1,019,072 |
5.6 |
668,610 |
3.6 |
|
1,408,380 |
5.8 |
694,058 |
2.8 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,554,430 |
77 |
0.00 |
0 |
0.0 |
3,036,927 | |
NON U.S. |
1,700 |
0.1 |
2,934 |
0.2 |
10,303 |
0.3 |
14,688 |
0.5 |
||||
7 |
1,700 |
0.1 |
2,934 |
0.2 |
|
10,380 |
0.3 |
14,688 |
0.5 |