REPORT DATE: 3/6/2018 |
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COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
200 |
0.1 |
240 |
0.1 |
252,080 |
0 |
0.0 |
740 |
0.4 |
175,623 |
|
NON U.S. |
1,265 |
0.5 |
2,300 |
0.9 |
183 |
0.1 |
9,750 |
5.6 |
||||
5 |
1,465 |
0.6 |
2,540 |
1.0 |
|
183 |
0.1 |
10,490 |
6.0 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
15,591 |
4.1 |
3,670 |
1.0 |
381,381 |
6,062 |
1.5 |
1,824 |
0.5 |
397,950 |
NON U.S. |
8 |
1,150 |
0.3 |
3,430 |
0.9 |
12,010 |
3.0 |
4,300 |
1.1 |
|||
12 |
16,741 |
4.4 |
7,100 |
1.9 |
|
18,072 |
4.5 |
6,124 |
1.5 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
88,180 |
3.9 |
64,540 |
2.9 |
2,242,390 |
34,700 |
2.2 |
19,168 |
1.2 |
1,576,001 |
|
NON U.S. |
21,800 |
1.0 |
62,388 |
2.8 |
26,848 |
1.7 |
7,340 |
0.5 |
||||
9 |
109,980 |
4.9 |
126,928 |
5.7 |
|
61,548 |
3.9 |
26,508 |
1.7 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
50,730 |
5.3 |
76,530 |
8.0 |
960,725 |
48,557 |
7.2 |
33,545 |
5.0 |
670,245 |
|
NON U.S. |
26,373 |
2.7 |
87,859 |
9.1 |
12,884 |
1.9 |
23,746 |
3.5 |
||||
9 |
77,103 |
8.0 |
164,389 |
17.1 |
|
61,441 |
9.2 |
57,291 |
8.5 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
35,909 |
2.0 |
32,036 |
1.8 |
1,809,868 |
37,985 |
1.8 |
47,541 |
2.2 |
2,152,749 |
NON U.S. |
21 |
44,972 |
2.5 |
57,393 |
3.2 |
118,627 |
5.5 |
53,623 |
2.5 |
|||
27 |
80,881 |
4.5 |
89,429 |
4.9 |
|
156,612 |
7.3 |
101,164 |
4.7 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
13,293 |
2.0 |
4,878 |
0.7 |
681,596 |
19,743 |
1.8 |
3,378 |
0.3 |
1,099,361 |
|
NON U.S. |
8,450 |
1.2 |
23,713 |
3.5 |
11,100 |
1.0 |
7,900 |
0.7 |
||||
12 |
21,743 |
3.2 |
28,591 |
4.2 |
|
30,843 |
2.8 |
11,278 |
1.0 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
64,581 |
16.4 |
61,270 |
15.6 |
392,634 |
56,975 |
15.7 |
38,584 |
10.7 |
361,876 |
|
NON U.S. |
3,750 |
1.0 |
7,110 |
1.8 |
3,600 |
1.0 |
3,425 |
0.9 |
||||
11 |
68,331 |
17.4 |
68,380 |
17.4 |
|
60,575 |
16.7 |
42,009 |
11.6 |
|||
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
4,303 |
18.0 |
4,333 |
18.1 |
23,915 |
5,213 |
18.5 |
3,563 |
12.6 |
28,236 |
|
NON U.S. |
1,100 |
4.6 |
3,812 |
15.9 |
3,312 |
11.7 |
820 |
2.9 |
||||
6 |
5,403 |
22.6 |
8,145 |
34.1 |
|
8,525 |
30.2 |
4,383 |
15.5 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
89,236 |
5.4 |
121,371 |
7.4 |
1,646,802 |
106,227 |
8.3 |
87,984 |
6.9 |
1,273,750 |
|
NON U.S. |
37,908 |
2.3 |
105,105 |
6.4 |
74,629 |
5.9 |
53,484 |
4.2 |
||||
20 |
127,144 |
7.7 |
226,476 |
13.8 |
|
180,856 |
14.2 |
141,468 |
11.1 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
18,190 |
8.4 |
29,416 |
13.6 |
216,406 |
20,657 |
8.6 |
14,713 |
6.1 |
240,030 |
|
NON U.S. |
6,918 |
3.2 |
74,762 |
34.5 |
78,300 |
32.6 |
25,464 |
10.6 |
||||
10 |
25,108 |
11.6 |
104,178 |
48.1 |
|
98,957 |
41.2 |
40,177 |
16.7 |
|||
CMX SILVER |
U.S. |
9,207 |
10.4 |
2,683 |
3.0 |
88,667 |
7,970 |
12.9 |
1,200 |
1.9 |
61,919 |
|
NON U.S. |
3,365 |
3.8 |
3,983 |
4.5 |
2,955 |
4.8 |
4,428 |
7.2 |
||||
11 |
12,572 |
14.2 |
6,666 |
7.5 |
|
10,925 |
17.6 |
5,628 |
9.1 |
|||
CMX GOLD |
U.S. |
56,221 |
8.6 |
53,830 |
8.2 |
656,849 |
22,949 |
6.2 |
6,747 |
1.8 |
372,430 |
|
NON U.S. |
20,815 |
3.2 |
29,609 |
4.5 |
11,268 |
3.0 |
15,163 |
4.1 |
||||
14 |
77,036 |
11.7 |
83,439 |
12.7 |
|
34,217 |
9.2 |
21,910 |
5.9 |
|||
CME EURO FX |
U.S. |
5,311 |
3.4 |
48 |
0.0 |
156,616 |
1,568 |
0.8 |
281 |
0.1 |
206,763 |
|
NON U.S. |
20,932 |
13.4 |
6,426 |
4.1 |
23,633 |
11.4 |
9,551 |
4.6 |
||||
7 |
26,243 |
16.8 |
6,474 |
4.1 |
|
25,201 |
12.2 |
9,832 |
4.8 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
635,816 |
3.0 |
1,133,809 |
5.3 |
21,439,271 |
528,827 |
1.8 |
279,897 |
1.0 |
28,725,392 |
NON U.S. |
23 |
602,158 |
2.8 |
332,153 |
1.5 |
495,921 |
1.7 |
346,960 |
1.2 |
|||
30 |
1,237,974 |
5.8 |
1,465,962 |
6.8 |
|
1,024,748 |
3.6 |
626,857 |
2.2 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
10,507 |
0.7 |
1,241 |
0.1 |
1,443,171 |
7,067 |
0.2 |
4,500 |
0.1 |
3,579,320 |
|
NON U.S. |
11,287 |
0.8 |
9,956 |
0.7 |
13,207 |
0.4 |
30,859 |
0.9 |
||||
11 |
21,794 |
1.5 |
11,197 |
0.8 |
|
20,274 |
0.6 |
35,359 |
1.0 |