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REPORT DATE: 6/5/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
300 |
0.1 |
390 |
0.2 |
240,674 |
0 |
0.0 |
90 |
0.0 |
209,299 |
NON U.S. |
|
1,650 |
0.7 |
4,800 |
2.0 |
|
2,387 |
1.1 |
13,450 |
6.4 |
|
|
6 |
1,950 |
0.8 |
5,190 |
2.2 |
|
2,387 |
1.1 |
13,540 |
6.5 |
|
CBT CORN |
U.S. |
|
250 |
0.0 |
4,325 |
0.4 |
1,218,464 |
659 |
0.1 |
1,961 |
0.3 |
695,668 |
NON U.S. |
|
1,250 |
0.1 |
1,250 |
0.1 |
|
1,500 |
0.2 |
15,295 |
2.2 |
|
|
5 |
1,500 |
0.1 |
5,575 |
0.5 |
|
2,159 |
0.3 |
17,256 |
2.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
5,660 |
1.3 |
5,525 |
1.3 |
440,672 |
8,215 |
2.0 |
3,700 |
0.9 |
420,458 |
NON U.S. |
|
7,250 |
1.6 |
6,000 |
1.4 |
|
8,357 |
2.0 |
7,883 |
1.9 |
|
|
8 |
12,910 |
2.9 |
11,525 |
2.6 |
|
16,572 |
3.9 |
11,583 |
2.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,500 |
6.1 |
425 |
1.7 |
24,487 |
175 |
1.1 |
0 |
0.0 |
15,554 |
NON U.S. |
|
480 |
2.0 |
400 |
1.6 |
|
480 |
3.1 |
655 |
4.2 |
|
|
5 |
1,980 |
8.1 |
825 |
3.4 |
|
655 |
4.2 |
655 |
4.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
74,940 |
4.5 |
56,000 |
3.4 |
1,650,238 |
23,440 |
1.8 |
19,368 |
1.5 |
1,302,491 |
NON U.S. |
|
31,880 |
1.9 |
54,496 |
3.3 |
|
21,076 |
1.6 |
12,220 |
0.9 |
|
|
9 |
106,820 |
6.5 |
110,496 |
6.7 |
|
44,516 |
3.4 |
31,588 |
2.4 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
52,089 |
6.1 |
71,103 |
8.3 |
860,010 |
52,741 |
6.7 |
40,177 |
5.1 |
783,159 |
NON U.S. |
|
21,828 |
2.5 |
80,386 |
9.3 |
|
11,321 |
1.4 |
21,851 |
2.8 |
|
|
9 |
73,917 |
8.6 |
151,489 |
17.6 |
|
64,062 |
8.2 |
62,028 |
7.9 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
0 |
0.0 |
1,340 |
26.7 |
5,022 |
100 |
1.3 |
0 |
0.0 |
7,464 |
NON U.S. |
|
160 |
3.2 |
800 |
15.9 |
|
0 |
0.0 |
100 |
1.3 |
|
|
5 |
160 |
3.2 |
2,140 |
42.6 |
|
100 |
1.3 |
100 |
1.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
35,931 |
2.2 |
46,977 |
2.9 |
1,639,860 |
94,497 |
5.3 |
40,838 |
2.3 |
1,792,629 |
NON U.S. |
22 |
31,531 |
1.9 |
35,792 |
2.2 |
|
126,220 |
7.0 |
16,885 |
0.9 |
|
|
28 |
67,462 |
4.1 |
82,769 |
5.0 |
|
220,717 |
12.3 |
57,723 |
3.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
7,500 |
1.0 |
6,000 |
0.8 |
761,539 |
6,250 |
0.6 |
1,500 |
0.1 |
1,048,153 |
NON U.S. |
|
8,110 |
1.1 |
9,685 |
1.3 |
|
7,450 |
0.7 |
3,000 |
0.3 |
|
|
8 |
15,610 |
2.0 |
15,685 |
2.1 |
|
13,700 |
1.3 |
4,500 |
0.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
63,750 |
14.3 |
50,199 |
11.3 |
446,168 |
67,555 |
14.9 |
60,175 |
13.2 |
454,215 |
NON U.S. |
|
4,025 |
0.9 |
7,160 |
1.6 |
|
3,650 |
0.8 |
4,400 |
1.0 |
|
|
10 |
67,775 |
15.2 |
57,359 |
12.9 |
|
71,205 |
15.7 |
64,575 |
14.2 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
100,595 |
6.1 |
142,465 |
8.6 |
1,654,471 |
117,256 |
9.1 |
94,743 |
7.3 |
1,289,174 |
NON U.S. |
|
40,734 |
2.5 |
107,247 |
6.5 |
|
76,053 |
5.9 |
61,358 |
4.8 |
|
|
23 |
141,329 |
8.5 |
249,712 |
15.1 |
|
193,309 |
15.0 |
156,101 |
12.1 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
20,837 |
9.2 |
29,228 |
12.9 |
226,919 |
23,162 |
9.2 |
17,131 |
6.8 |
252,745 |
NON U.S. |
|
8,013 |
3.5 |
86,353 |
38.1 |
|
81,999 |
32.4 |
28,344 |
11.2 |
|
|
10 |
28,850 |
12.7 |
115,581 |
50.9 |
|
105,161 |
41.6 |
45,475 |
18.0 |
|
CMX SILVER |
U.S. |
|
12,742 |
10.4 |
4,741 |
3.9 |
123,068 |
9,826 |
12.3 |
2,295 |
2.9 |
79,977 |
NON U.S. |
|
5,925 |
4.8 |
4,149 |
3.4 |
|
4,527 |
5.7 |
3,194 |
4.0 |
|
|
10 |
18,667 |
15.2 |
8,890 |
7.2 |
|
14,353 |
17.9 |
5,489 |
6.9 |
|
CMX GOLD |
U.S. |
|
76,006 |
10.4 |
63,446 |
8.7 |
733,326 |
22,667 |
5.8 |
12,822 |
3.3 |
392,626 |
NON U.S. |
|
18,334 |
2.5 |
29,521 |
4.0 |
|
15,019 |
3.8 |
18,485 |
4.7 |
|
|
16 |
94,340 |
12.9 |
92,967 |
12.7 |
|
37,686 |
9.6 |
31,307 |
8.0 |
|
CME EURO FX |
U.S. |
|
3,530 |
1.9 |
428 |
0.2 |
188,041 |
4,090 |
1.9 |
156 |
0.1 |
214,488 |
NON U.S. |
|
10,809 |
5.7 |
10,401 |
5.5 |
|
12,173 |
5.7 |
9,609 |
4.5 |
|
|
6 |
14,339 |
7.6 |
10,829 |
5.8 |
|
16,263 |
7.6 |
9,765 |
4.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
688,413 |
3.6 |
910,857 |
4.8 |
19,027,217 |
589,457 |
2.2 |
612,563 |
2.3 |
26,518,307 |
NON U.S. |
21 |
503,448 |
2.6 |
333,836 |
1.8 |
|
610,486 |
2.3 |
317,768 |
1.2 |
|
|
28 |
1,191,861 |
6.3 |
1,244,693 |
6.5 |
|
1,199,943 |
4.5 |
930,331 |
3.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
15,881 |
1.3 |
5,351 |
0.4 |
1,254,516 |
5,992 |
0.2 |
40,952 |
1.5 |
2,796,054 |
NON U.S. |
|
3,705 |
0.3 |
5,700 |
0.5 |
|
8,203 |
0.3 |
29,522 |
1.1 |
|
|
8 |
19,586 |
1.6 |
11,051 |
0.9 |
|
14,195 |
0.5 |
70,474 |
2.5 |
|