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REPORT DATE: 12/4/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,250 |
0.8 |
0 |
0.0 |
166,078 |
1,580 |
1.6 |
0 |
0.0 |
100,356 |
NON U.S. |
|
1,700 |
1.0 |
17,774 |
10.7 |
|
1,200 |
1.2 |
19,770 |
19.7 |
|
|
6 |
2,950 |
1.8 |
17,774 |
10.7 |
|
2,780 |
2.8 |
19,770 |
19.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
7,873 |
1.6 |
3,350 |
0.7 |
500,390 |
1,146 |
0.3 |
4,209 |
1.0 |
428,457 |
NON U.S. |
|
6,539 |
1.3 |
2,800 |
0.6 |
|
3,385 |
0.8 |
9,700 |
2.3 |
|
|
8 |
14,412 |
2.9 |
6,150 |
1.2 |
|
4,531 |
1.1 |
13,909 |
3.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
3,450 |
9.9 |
475 |
1.4 |
34,996 |
0 |
0.0 |
350 |
2.1 |
17,023 |
NON U.S. |
|
265 |
0.8 |
485 |
1.4 |
|
215 |
1.3 |
385 |
2.3 |
|
|
7 |
3,715 |
10.6 |
960 |
2.7 |
|
215 |
1.3 |
735 |
4.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
71,120 |
4.1 |
56,040 |
3.2 |
1,733,377 |
46,160 |
2.5 |
60,788 |
3.3 |
1,863,675 |
NON U.S. |
|
30,396 |
1.8 |
40,160 |
2.3 |
|
14,940 |
0.8 |
14,200 |
0.8 |
|
|
8 |
101,516 |
5.9 |
96,200 |
5.5 |
|
61,100 |
3.3 |
74,988 |
4.0 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
69,273 |
6.2 |
86,868 |
7.8 |
1,110,955 |
52,005 |
4.7 |
63,064 |
5.7 |
1,111,278 |
NON U.S. |
|
19,950 |
1.8 |
70,502 |
6.3 |
|
15,736 |
1.4 |
21,229 |
1.9 |
|
|
11 |
89,223 |
8.0 |
157,370 |
14.2 |
|
67,741 |
6.1 |
84,293 |
7.6 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
1,120 |
10.1 |
2,140 |
19.3 |
11,102 |
100 |
1.0 |
1,100 |
10.8 |
10,140 |
NON U.S. |
|
160 |
1.4 |
1,700 |
15.3 |
|
200 |
2.0 |
100 |
1.0 |
|
|
7 |
1,280 |
11.5 |
3,840 |
34.6 |
|
300 |
3.0 |
1,200 |
11.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
53,444 |
2.6 |
32,044 |
1.6 |
2,021,673 |
47,884 |
2.7 |
28,454 |
1.6 |
1,792,665 |
NON U.S. |
17 |
84,916 |
4.2 |
54,266 |
2.7 |
|
50,710 |
2.8 |
82,258 |
4.6 |
|
|
22 |
138,360 |
6.8 |
86,310 |
4.3 |
|
98,594 |
5.5 |
110,712 |
6.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
12,327 |
2.1 |
6,250 |
1.0 |
595,765 |
16,577 |
1.2 |
6,250 |
0.4 |
1,420,387 |
NON U.S. |
|
19,680 |
3.3 |
26,832 |
4.5 |
|
24,930 |
1.8 |
15,200 |
1.1 |
|
|
13 |
32,007 |
5.4 |
33,082 |
5.6 |
|
41,507 |
2.9 |
21,450 |
1.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
66,091 |
14.3 |
76,705 |
16.6 |
461,384 |
99,156 |
21.8 |
59,288 |
13.0 |
454,318 |
NON U.S. |
|
5,225 |
1.1 |
7,710 |
1.7 |
|
9,900 |
2.2 |
11,400 |
2.5 |
|
|
10 |
71,316 |
15.5 |
84,415 |
18.3 |
|
109,056 |
24.0 |
70,688 |
15.6 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
87,669 |
5.2 |
112,771 |
6.7 |
1,693,310 |
119,338 |
8.3 |
70,383 |
4.9 |
1,438,218 |
NON U.S. |
|
60,717 |
3.6 |
113,057 |
6.7 |
|
77,115 |
5.4 |
56,331 |
3.9 |
|
|
20 |
148,386 |
8.8 |
225,828 |
13.3 |
|
196,453 |
13.7 |
126,714 |
8.8 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
37,677 |
23.6 |
19,306 |
12.1 |
159,712 |
20,324 |
11.7 |
32,683 |
18.8 |
173,985 |
NON U.S. |
|
8,502 |
5.3 |
70,921 |
44.4 |
|
57,289 |
32.9 |
17,159 |
9.9 |
|
|
11 |
46,179 |
28.9 |
90,227 |
56.5 |
|
77,613 |
44.6 |
49,842 |
28.6 |
|
CMX SILVER |
U.S. |
|
9,363 |
7.4 |
7,269 |
5.8 |
126,261 |
8,340 |
9.4 |
4,361 |
4.9 |
88,791 |
NON U.S. |
|
5,219 |
4.1 |
5,925 |
4.7 |
|
5,453 |
6.1 |
3,735 |
4.2 |
|
|
8 |
14,582 |
11.5 |
13,194 |
10.4 |
|
13,793 |
15.5 |
8,096 |
9.1 |
|
CMX GOLD |
U.S. |
|
83,910 |
11.8 |
87,263 |
12.3 |
708,269 |
19,159 |
4.8 |
18,044 |
4.5 |
403,171 |
NON U.S. |
|
18,038 |
2.5 |
34,076 |
4.8 |
|
10,139 |
2.5 |
18,047 |
4.5 |
|
|
14 |
101,948 |
14.4 |
121,339 |
17.1 |
|
29,298 |
7.3 |
36,091 |
9.0 |
|
CME EURO FX |
U.S. |
|
5,879 |
4.4 |
1,311 |
1.0 |
133,544 |
8,637 |
6.2 |
438 |
0.3 |
140,074 |
NON U.S. |
|
8,284 |
6.2 |
2,584 |
1.9 |
|
8,002 |
5.7 |
2,477 |
1.8 |
|
|
6 |
14,163 |
10.6 |
3,895 |
2.9 |
|
16,639 |
11.9 |
2,915 |
2.1 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
880,096 |
4.5 |
428,963 |
2.2 |
19,647,881 |
1,044,749 |
3.5 |
644,331 |
2.1 |
30,233,771 |
NON U.S. |
25 |
786,425 |
4.0 |
876,359 |
4.5 |
|
708,444 |
2.3 |
329,137 |
1.1 |
|
|
32 |
1,666,521 |
8.5 |
1,305,322 |
6.6 |
|
1,753,193 |
5.8 |
973,468 |
3.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
14,920 |
0.9 |
6,031 |
0.3 |
1,735,727 |
16,846 |
0.5 |
59,182 |
1.9 |
3,080,093 |
NON U.S. |
|
11,149 |
0.6 |
10,811 |
0.6 |
|
12,798 |
0.4 |
12,624 |
0.4 |
|
|
14 |
26,069 |
1.5 |
16,842 |
1.0 |
|
29,644 |
1.0 |
71,806 |
2.3 |
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