IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 7/5/2016 | ||||||||||||
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. |
2,000 |
4.3 |
515 |
1.1 |
46,660 |
750 |
3.3 |
150 |
0.7 |
22,509 | |
NON U.S. |
4,014 |
8.6 |
3,766 |
8.1 |
1,100 |
4.9 |
1,465 |
6.5 |
||||
6 |
6,014 |
12.9 |
4,281 |
9.2 |
|
1,850 |
8.2 |
1,615 |
7.2 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
315,841 |
9.5 |
255,948 |
7.7 |
3,321,582 |
137,474 |
5.7 |
116,012 |
4.8 |
2,398,980 | |
NON U.S. |
24,393 |
0.7 |
63,988 |
1.9 |
35,106 |
1.5 |
44,456 |
1.9 |
||||
9 |
340,234 |
10.2 |
319,936 |
9.6 |
|
172,580 |
7.2 |
160,468 |
6.7 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
125,408 |
7.1 |
145,662 |
8.2 |
1,765,827 |
60,293 |
5.5 |
35,070 |
3.2 |
1,100,940 | |
NON U.S. |
51,870 |
2.9 |
122,561 |
6.9 |
36,578 |
3.3 |
34,746 |
3.2 |
||||
10 |
177,278 |
10.0 |
268,223 |
15.2 |
|
96,871 |
8.8 |
69,816 |
6.3 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
11.8 |
700 |
7.5 |
9,306 |
1,440 |
25.4 |
400 |
7.0 |
5,680 | |
NON U.S. |
800 |
8.6 |
2,908 |
31.2 |
0 |
0.0 |
2,020 |
35.6 |
||||
9 |
1,900 |
20.4 |
3,608 |
38.8 |
|
1,440 |
25.4 |
2,420 |
42.6 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
15,185 |
1.2 |
42,738 |
3.5 |
1,232,452 |
33,222 |
2.9 |
38,639 |
3.3 |
1,154,611 |
NON U.S. |
10 |
19,895 |
1.6 |
46,020 |
3.7 |
24,191 |
2.1 |
40,203 |
3.5 |
|||
15 |
35,080 |
2.8 |
88,758 |
7.2 |
|
57,413 |
5.0 |
78,842 |
6.8 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5,751 |
2.0 |
11,853 |
4.1 |
291,945 |
11,614 |
1.6 |
17,755 |
2.4 |
746,914 | |
NON U.S. |
3,150 |
1.1 |
8,900 |
3.0 |
9,512 |
1.3 |
2,000 |
0.3 |
||||
7 |
8,901 |
3.0 |
20,753 |
7.1 |
|
21,126 |
2.8 |
19,755 |
2.6 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
117,664 |
7.1 |
140,210 |
8.5 |
1,647,098 |
63,241 |
5.6 |
62,322 |
5.5 |
1,131,275 | |
NON U.S. |
108,543 |
6.6 |
151,477 |
9.2 |
76,619 |
6.8 |
50,494 |
4.5 |
||||
17 |
226,207 |
13.7 |
291,687 |
17.7 |
|
139,860 |
12.4 |
112,816 |
10.0 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
26,020 |
14.7 |
21,816 |
12.3 |
177,608 |
10,740 |
9.4 |
14,946 |
13.1 |
114,135 | |
NON U.S. |
17,709 |
10.0 |
46,165 |
26.0 |
25,185 |
22.1 |
17,256 |
15.1 |
||||
10 |
43,729 |
24.6 |
67,981 |
38.3 |
|
35,925 |
31.5 |
32,202 |
28.2 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
1,230 |
6.1 |
3,858 |
19.1 |
20,248 |
2,328 |
16.5 |
2,382 |
16.9 |
14,084 | |
NON U.S. |
5,160 |
25.5 |
5,020 |
24.8 |
3,202 |
22.7 |
3,738 |
26.5 |
||||
9 |
6,390 |
31.6 |
8,878 |
43.8 |
|
5,530 |
39.3 |
6,120 |
43.5 |
|||
CMX SILVER |
U.S. |
4,479 |
5.4 |
4,231 |
5.1 |
82,965 |
1,180 |
2.9 |
1,150 |
2.8 |
40,692 | |
NON U.S. |
4,654 |
5.6 |
9,257 |
11.2 |
3,304 |
8.1 |
1,559 |
3.8 |
||||
12 |
9,133 |
11.0 |
13,488 |
16.3 |
|
4,484 |
11.0 |
2,709 |
6.7 |
|||
CMX GOLD |
U.S. |
47,432 |
6.3 |
47,762 |
6.3 |
754,210 |
17,311 |
4.7 |
12,258 |
3.3 |
366,306 | |
NON U.S. |
53,072 |
7.0 |
70,658 |
9.4 |
24,840 |
6.8 |
29,908 |
8.2 |
||||
15 |
100,504 |
13.3 |
118,420 |
15.7 |
|
42,151 |
11.5 |
42,166 |
11.5 |
|||
CME EURO FX |
U.S. |
4,760 |
3.9 |
1,332 |
1.1 |
121,347 |
5,241 |
2.6 |
6,955 |
3.5 |
201,094 | |
NON U.S. |
5,837 |
4.8 |
3,601 |
3.0 |
6,690 |
3.3 |
11,878 |
5.9 |
||||
6 |
10,597 |
8.7 |
4,933 |
4.1 |
|
11,931 |
5.9 |
18,833 |
9.4 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
253,067 |
1.8 |
199,472 |
1.4 |
14,338,007 |
374,319 |
2.0 |
187,066 |
1.0 |
19,135,000 |
NON U.S. |
26 |
599,317 |
4.2 |
174,608 |
1.2 |
888,419 |
4.6 |
359,715 |
1.9 |
|||
32 |
852,384 |
5.9 |
374,080 |
2.6 |
|
1,262,738 |
6.6 |
546,781 |
2.9 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,710,229 |
35 |
0.00 |
0 |
0.0 |
2,789,108 | |
NON U.S. |
6,010 |
0.4 |
9,254 |
0.5 |
14,342 |
0.5 |
12,840 |
0.5 |
||||
7 |
6,010 |
0.4 |
9,254 |
0.5 |
|
14,377 |
0.5 |
12,840 |
0.5 |