IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 2/2/2016 | ||||||||||||
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. |
2,790 |
5.8 |
2,125 |
4.4 |
47,939 |
540 |
2.4 |
0 |
0.0 |
22,115 | |
NON U.S. |
4,875 |
10.2 |
5,675 |
11.8 |
815 |
3.7 |
550 |
2.5 |
||||
6 |
7,665 |
16.0 |
7,800 |
16.3 |
|
1,355 |
6.1 |
550 |
2.5 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
454,122 |
12.5 |
427,188 |
11.8 |
3,623,328 |
192,468 |
6.6 |
176,656 |
6.0 |
2,922,120 | |
NON U.S. |
61,317 |
1.7 |
84,396 |
2.3 |
46,336 |
1.6 |
32,100 |
1.1 |
||||
9 |
515,439 |
14.2 |
511,584 |
14.1 |
|
238,804 |
8.2 |
208,756 |
7.1 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
152,877 |
8.9 |
161,986 |
9.4 |
1,717,711 |
75,938 |
6.7 |
36,560 |
3.2 |
1,126,849 | |
NON U.S. |
77,698 |
4.5 |
119,892 |
7.0 |
37,560 |
3.3 |
35,405 |
3.1 |
||||
10 |
230,575 |
13.4 |
281,878 |
16.4 |
|
113,498 |
10.1 |
71,965 |
6.4 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
17.0 |
500 |
7.7 |
6,468 |
1,280 |
25.5 |
400 |
8.0 |
5,020 | |
NON U.S. |
700 |
10.8 |
2,708 |
41.9 |
0 |
0.0 |
1,720 |
34.3 |
||||
8 |
1,800 |
27.8 |
3,208 |
49.6 |
|
1,280 |
25.5 |
2,120 |
42.2 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
26,059 |
2.7 |
22,407 |
2.3 |
963,615 |
61,963 |
5.9 |
53,767 |
5.2 |
1,042,150 |
NON U.S. |
12 |
12,050 |
1.3 |
52,147 |
5.4 |
48,643 |
4.7 |
25,225 |
2.4 |
|||
18 |
38,109 |
4.0 |
74,554 |
7.7 |
|
110,606 |
10.6 |
78,992 |
7.6 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4,647 |
1.1 |
9,609 |
2.2 |
428,089 |
3,350 |
0.4 |
4,015 |
0.5 |
758,302 | |
NON U.S. |
4,000 |
0.9 |
12,000 |
2.8 |
1,000 |
0.1 |
1,000 |
0.1 |
||||
7 |
8,647 |
2.0 |
21,609 |
5.0 |
|
4,350 |
0.6 |
5,015 |
0.7 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
48,230 |
12.4 |
42,785 |
11.0 |
389,209 |
28,750 |
11.0 |
22,815 |
8.7 |
261,361 | |
NON U.S. |
17,520 |
4.5 |
13,300 |
3.4 |
12,475 |
4.8 |
6,450 |
2.5 |
||||
12 |
65,750 |
16.9 |
56,085 |
14.4 |
|
41,225 |
15.8 |
29,265 |
11.2 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
7,625 |
27.7 |
7,345 |
26.6 |
27,570 |
9,175 |
31.9 |
7,935 |
27.6 |
28,720 | |
NON U.S. |
1,790 |
6.5 |
4,590 |
16.6 |
1,790 |
6.2 |
2,055 |
7.2 |
||||
10 |
9,415 |
34.1 |
11,935 |
43.3 |
|
10,965 |
38.2 |
9,990 |
34.8 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
141,676 |
7.6 |
142,258 |
7.6 |
1,863,965 |
71,842 |
6.0 |
61,810 |
5.2 |
1,194,317 | |
NON U.S. |
113,024 |
6.1 |
138,223 |
7.4 |
80,873 |
6.8 |
57,803 |
4.8 |
||||
17 |
254,700 |
13.7 |
280,481 |
15.0 |
|
152,715 |
12.8 |
119,613 |
10.0 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
32,085 |
15.5 |
27,646 |
13.3 |
207,630 |
14,525 |
10.3 |
18,126 |
12.9 |
140,692 | |
NON U.S. |
26,745 |
12.9 |
48,573 |
23.4 |
25,050 |
17.8 |
22,220 |
15.8 |
||||
8 |
58,830 |
28.3 |
76,219 |
36.7 |
|
39,575 |
28.1 |
40,346 |
28.7 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
2,205 |
4.7 |
1,581 |
3.4 |
47,024 |
2,897 |
8.1 |
4,217 |
11.9 |
35,578 | |
NON U.S. |
8,910 |
18.9 |
6,490 |
13.8 |
4,037 |
11.3 |
4,853 |
13.6 |
||||
8 |
11,115 |
23.6 |
8,071 |
17.2 |
|
6,934 |
19.5 |
9,070 |
25.5 |
|||
NYME PALLADIUM |
U.S. |
100 |
2.8 |
600 |
16.8 |
3,581 |
25 |
2.2 |
0 |
0.0 |
1,121 | |
NON U.S. |
323 |
9.0 |
470 |
13.1 |
46 |
4.1 |
256 |
22.8 |
||||
5 |
423 |
11.8 |
1,070 |
29.9 |
|
71 |
6.3 |
256 |
22.8 |
|||
CMX SILVER |
U.S. |
4,873 |
7.1 |
4,013 |
5.9 |
68,432 |
771 |
2.2 |
1,305 |
3.8 |
34,369 | |
NON U.S. |
5,932 |
8.7 |
11,953 |
17.5 |
5,251 |
15.3 |
3,807 |
11.1 |
||||
11 |
10,805 |
15.8 |
15,966 |
23.3 |
|
6,022 |
17.5 |
5,112 |
14.9 |
|||
CMX GOLD |
U.S. |
31,483 |
4.3 |
38,127 |
5.2 |
726,772 |
13,534 |
4.7 |
11,575 |
4.1 |
285,421 | |
NON U.S. |
72,559 |
10.0 |
96,674 |
13.3 |
24,912 |
8.7 |
42,488 |
14.9 |
||||
16 |
104,042 |
14.3 |
134,801 |
18.5 |
|
38,446 |
13.5 |
54,063 |
18.9 |
|||
CME JAPANESE YEN |
U.S. |
829 |
1.1 |
405 |
0.5 |
75,759 |
221 |
0.4 |
218 |
0.3 |
62,362 | |
NON U.S. |
2,199 |
2.9 |
30 |
0.0 |
4,478 |
7.2 |
200 |
0.3 |
||||
5 |
3,028 |
4.0 |
435 |
0.6 |
|
4,699 |
7.5 |
418 |
0.7 |
|||
CME EURO FX |
U.S. |
4,910 |
4.0 |
1,060 |
0.9 |
123,199 |
2,785 |
1.7 |
3,218 |
1.9 |
167,602 | |
NON U.S. |
5,733 |
4.7 |
2,169 |
1.8 |
6,292 |
3.8 |
2,590 |
1.5 |
||||
5 |
10,643 |
8.6 |
3,229 |
2.6 |
|
9,077 |
5.4 |
5,808 |
3.5 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
300,924 |
2.1 |
271,591 |
1.9 |
14,173,864 |
491,771 |
2.2 |
248,132 |
1.1 |
22,385,368 |
NON U.S. |
28 |
633,596 |
4.5 |
217,288 |
1.5 |
920,609 |
4.1 |
231,027 |
1.0 |
|||
35 |
934,520 |
6.6 |
488,879 |
3.4 |
|
1,412,380 |
6.3 |
479,159 |
2.1 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,483,568 |
39 |
0.00 |
0 |
0.0 |
2,302,658 | |
NON U.S. |
350 |
0.0 |
3,575 |
0.2 |
21,502 |
0.9 |
9,805 |
0.4 |
||||
7 |
350 |
0.0 |
3,575 |
0.2 |
|
21,541 |
0.9 |
9,805 |
0.4 |