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REPORT DATE: 2/5/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,500 |
0.6 |
50 |
0.0 |
244,888 |
1,805 |
1.2 |
0 |
0.0 |
152,923 |
NON U.S. |
|
5,599 |
2.3 |
22,499 |
9.2 |
|
1,800 |
1.2 |
20,745 |
13.6 |
|
|
6 |
7,099 |
2.9 |
22,549 |
9.2 |
|
3,605 |
2.4 |
20,745 |
13.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
15,610 |
3.2 |
4,982 |
1.0 |
484,848 |
2,285 |
0.5 |
8,092 |
1.8 |
438,732 |
NON U.S. |
6 |
9,603 |
2.0 |
7,728 |
1.6 |
|
800 |
0.2 |
9,280 |
2.1 |
|
|
11 |
25,213 |
5.2 |
12,710 |
2.6 |
|
3,085 |
0.7 |
17,372 |
4.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,650 |
12.6 |
3,050 |
6.8 |
44,835 |
300 |
1.7 |
200 |
1.1 |
17,767 |
NON U.S. |
|
450 |
1.0 |
360 |
0.8 |
|
200 |
1.1 |
385 |
2.2 |
|
|
7 |
6,100 |
13.6 |
3,410 |
7.6 |
|
500 |
2.8 |
585 |
3.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
79,490 |
5.1 |
57,280 |
3.7 |
1,544,483 |
39,180 |
2.5 |
43,724 |
2.8 |
1,551,291 |
NON U.S. |
|
26,860 |
1.7 |
38,480 |
2.5 |
|
13,180 |
0.8 |
15,920 |
1.0 |
|
|
8 |
106,350 |
6.9 |
95,760 |
6.2 |
|
52,360 |
3.4 |
59,644 |
3.8 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
59,776 |
6.1 |
93,942 |
9.6 |
981,303 |
55,564 |
6.1 |
46,169 |
5.1 |
907,098 |
NON U.S. |
|
22,158 |
2.3 |
65,960 |
6.7 |
|
16,497 |
1.8 |
21,759 |
2.4 |
|
|
10 |
81,934 |
8.3 |
159,902 |
16.3 |
|
72,061 |
7.9 |
67,928 |
7.5 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,096 |
19.3 |
100 |
1.8 |
5,672 |
0 |
0.0 |
0 |
0.0 |
3,131 |
NON U.S. |
|
491 |
8.7 |
3,156 |
55.6 |
|
1,228 |
39.2 |
650 |
20.8 |
|
|
5 |
1,587 |
28.0 |
3,256 |
57.4 |
|
1,228 |
39.2 |
650 |
20.8 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
920 |
24.3 |
1,200 |
31.7 |
3,784 |
0 |
0.0 |
200 |
40.0 |
500 |
NON U.S. |
|
0 |
0.0 |
720 |
19.0 |
|
100 |
20.0 |
0 |
0.0 |
|
|
5 |
920 |
24.3 |
1,920 |
50.7 |
|
100 |
20.0 |
200 |
40.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
73,514 |
4.1 |
43,253 |
2.4 |
1,803,004 |
36,814 |
2.4 |
67,500 |
4.4 |
1,525,179 |
NON U.S. |
18 |
64,662 |
3.6 |
81,286 |
4.5 |
|
118,853 |
7.8 |
32,327 |
2.1 |
|
|
24 |
138,176 |
7.7 |
124,539 |
6.9 |
|
155,667 |
10.2 |
99,827 |
6.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
39,545 |
8.1 |
34,816 |
7.1 |
487,206 |
20,915 |
1.5 |
8,202 |
0.6 |
1,366,450 |
NON U.S. |
6 |
8,500 |
1.7 |
6,150 |
1.3 |
|
22,000 |
1.6 |
30,950 |
2.3 |
|
|
10 |
48,045 |
9.9 |
40,966 |
8.4 |
|
42,915 |
3.1 |
39,152 |
2.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
77,900 |
17.1 |
76,050 |
16.7 |
454,709 |
82,350 |
21.3 |
52,737 |
13.6 |
387,055 |
NON U.S. |
|
4,825 |
1.1 |
8,010 |
1.8 |
|
10,150 |
2.6 |
9,950 |
2.6 |
|
|
10 |
82,725 |
18.2 |
84,060 |
18.5 |
|
92,500 |
23.9 |
62,687 |
16.2 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
89,086 |
5.8 |
109,700 |
7.1 |
1,544,525 |
109,564 |
8.6 |
65,820 |
5.2 |
1,269,738 |
NON U.S. |
|
66,437 |
4.3 |
115,346 |
7.5 |
|
74,025 |
5.8 |
56,102 |
4.4 |
|
|
20 |
155,523 |
10.1 |
225,046 |
14.6 |
|
183,589 |
14.5 |
121,922 |
9.6 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
33,890 |
23.5 |
19,633 |
13.6 |
144,326 |
18,805 |
12.4 |
30,695 |
20.3 |
151,091 |
NON U.S. |
|
7,517 |
5.2 |
58,941 |
40.8 |
|
46,507 |
30.8 |
13,357 |
8.8 |
|
|
10 |
41,407 |
28.7 |
78,574 |
54.4 |
|
65,312 |
43.2 |
44,052 |
29.2 |
|
CMX SILVER |
U.S. |
|
10,865 |
7.0 |
10,547 |
6.8 |
154,987 |
10,950 |
10.5 |
2,895 |
2.8 |
103,813 |
NON U.S. |
|
6,301 |
4.1 |
7,894 |
5.1 |
|
6,062 |
5.8 |
5,070 |
4.9 |
|
|
7 |
17,166 |
11.1 |
18,441 |
11.9 |
|
17,012 |
16.4 |
7,965 |
7.7 |
|
CMX GOLD |
U.S. |
|
94,912 |
11.6 |
99,374 |
12.1 |
820,359 |
23,735 |
5.7 |
14,272 |
3.4 |
416,671 |
NON U.S. |
|
21,259 |
2.6 |
36,310 |
4.4 |
|
13,207 |
3.2 |
19,259 |
4.6 |
|
|
16 |
116,171 |
14.2 |
135,684 |
16.5 |
|
36,942 |
8.9 |
33,531 |
8.0 |
|
CME EURO FX |
U.S. |
|
2,543 |
2.2 |
67 |
0.1 |
116,543 |
2,323 |
1.9 |
334 |
0.3 |
123,783 |
NON U.S. |
|
4,046 |
3.5 |
4,780 |
4.1 |
|
5,494 |
4.4 |
4,638 |
3.7 |
|
|
5 |
6,589 |
5.7 |
4,847 |
4.2 |
|
7,817 |
6.3 |
4,972 |
4.0 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
815,498 |
4.3 |
449,216 |
2.4 |
19,058,508 |
934,440 |
3.1 |
552,999 |
1.8 |
30,021,720 |
NON U.S. |
24 |
726,342 |
3.8 |
670,121 |
3.5 |
|
791,079 |
2.6 |
364,274 |
1.2 |
|
|
31 |
1,541,840 |
8.1 |
1,119,337 |
5.9 |
|
1,725,519 |
5.7 |
917,273 |
3.1 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
7,877 |
0.6 |
4,400 |
0.3 |
1,390,502 |
7,809 |
0.3 |
22,929 |
0.9 |
2,631,369 |
NON U.S. |
|
11,245 |
0.8 |
10,680 |
0.8 |
|
8,454 |
0.3 |
13,574 |
0.5 |
|
|
13 |
19,122 |
1.4 |
15,080 |
1.1 |
|
16,263 |
0.6 |
36,503 |
1.4 |
|
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