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REPORT DATE: 5/1/2018 |
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 |
238,379 |
0 |
0.0 |
90 |
0.1 |
176,682 |
NON U.S. |
|
1,950 |
0.8 |
2,250 |
0.9 |
|
150 |
0.1 |
11,900 |
6.7 |
|
|
5 |
2,250 |
0.9 |
2,640 |
1.1 |
|
150 |
0.1 |
11,990 |
6.8 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
6,254 |
1.6 |
2,194 |
0.6 |
398,017 |
8,852 |
1.8 |
3,364 |
0.7 |
482,333 |
NON U.S. |
|
1,950 |
0.5 |
1,042 |
0.3 |
|
11,900 |
2.5 |
550 |
0.1 |
|
|
9 |
8,204 |
2.1 |
3,236 |
0.8 |
|
20,752 |
4.3 |
3,914 |
0.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
79,060 |
4.6 |
57,880 |
3.4 |
1,719,413 |
28,200 |
2.1 |
20,168 |
1.5 |
1,336,893 |
NON U.S. |
|
33,520 |
1.9 |
57,348 |
3.3 |
|
22,368 |
1.7 |
12,500 |
0.9 |
|
|
9 |
112,580 |
6.5 |
115,228 |
6.7 |
|
50,568 |
3.8 |
32,668 |
2.4 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
50,066 |
5.8 |
69,429 |
8.1 |
857,374 |
53,588 |
8.0 |
42,525 |
6.3 |
673,200 |
NON U.S. |
|
23,921 |
2.8 |
82,120 |
9.6 |
|
11,891 |
1.8 |
22,120 |
3.3 |
|
|
9 |
73,987 |
8.6 |
151,549 |
17.7 |
|
65,479 |
9.7 |
64,645 |
9.6 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
0 |
0.0 |
940 |
24.0 |
3,922 |
100 |
1.3 |
0 |
0.0 |
7,464 |
NON U.S. |
|
60 |
1.5 |
800 |
20.4 |
|
0 |
0.0 |
100 |
1.3 |
|
|
5 |
60 |
1.5 |
1,740 |
44.4 |
|
100 |
1.3 |
100 |
1.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
52,382 |
3.5 |
48,445 |
3.2 |
1,502,469 |
65,945 |
3.8 |
44,361 |
2.5 |
1,741,021 |
NON U.S. |
19 |
22,771 |
1.5 |
40,424 |
2.7 |
|
85,826 |
4.9 |
26,807 |
1.5 |
|
|
24 |
75,153 |
5.0 |
88,869 |
5.9 |
|
151,771 |
8.7 |
71,168 |
4.1 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
15,800 |
3.3 |
7,606 |
1.6 |
472,201 |
13,604 |
1.4 |
5,760 |
0.6 |
994,332 |
NON U.S. |
8 |
11,000 |
2.3 |
14,800 |
3.1 |
|
6,600 |
0.7 |
9,050 |
0.9 |
|
|
12 |
26,800 |
5.7 |
22,406 |
4.7 |
|
20,204 |
2.0 |
14,810 |
1.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
70,675 |
14.9 |
62,836 |
13.2 |
474,487 |
73,725 |
16.4 |
54,984 |
12.3 |
448,347 |
NON U.S. |
|
4,025 |
0.8 |
7,510 |
1.6 |
|
3,250 |
0.7 |
3,625 |
0.8 |
|
|
10 |
74,700 |
15.7 |
70,346 |
14.8 |
|
76,975 |
17.2 |
58,609 |
13.1 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
102,110 |
5.7 |
151,214 |
8.4 |
1,806,607 |
125,220 |
8.8 |
99,081 |
6.9 |
1,428,362 |
NON U.S. |
|
43,184 |
2.4 |
116,288 |
6.4 |
|
79,143 |
5.5 |
64,869 |
4.5 |
|
|
21 |
145,294 |
8.0 |
267,502 |
14.8 |
|
204,363 |
14.3 |
163,950 |
11.5 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
21,389 |
9.8 |
30,903 |
14.2 |
218,086 |
23,452 |
9.6 |
17,798 |
7.3 |
243,895 |
NON U.S. |
|
6,948 |
3.2 |
83,490 |
38.3 |
|
82,560 |
33.9 |
28,679 |
11.8 |
|
|
10 |
28,337 |
13.0 |
114,393 |
52.5 |
|
106,012 |
43.5 |
46,477 |
19.1 |
|
CMX SILVER |
U.S. |
|
11,940 |
11.1 |
4,162 |
3.9 |
107,822 |
8,419 |
12.0 |
1,668 |
2.4 |
70,285 |
NON U.S. |
|
3,544 |
3.3 |
4,387 |
4.1 |
|
3,553 |
5.1 |
3,061 |
4.4 |
|
|
10 |
15,484 |
14.4 |
8,549 |
7.9 |
|
11,972 |
17.0 |
4,729 |
6.7 |
|
CMX GOLD |
U.S. |
|
67,108 |
9.1 |
54,987 |
7.5 |
735,034 |
23,784 |
6.0 |
7,950 |
2.0 |
395,022 |
NON U.S. |
|
18,108 |
2.5 |
29,999 |
4.1 |
|
12,314 |
3.1 |
18,369 |
4.7 |
|
|
15 |
85,216 |
11.6 |
84,986 |
11.6 |
|
36,098 |
9.1 |
26,319 |
6.7 |
|
CME EURO FX |
U.S. |
|
3,880 |
2.8 |
514 |
0.4 |
137,793 |
5,205 |
3.0 |
15 |
0.0 |
173,066 |
NON U.S. |
|
17,740 |
12.9 |
4,484 |
3.3 |
|
15,109 |
8.7 |
5,307 |
3.1 |
|
|
5 |
21,620 |
15.7 |
4,998 |
3.6 |
|
20,314 |
11.7 |
5,322 |
3.1 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
744,482 |
4.0 |
969,831 |
5.3 |
18,418,710 |
525,156 |
1.9 |
419,197 |
1.6 |
27,025,226 |
NON U.S. |
23 |
487,194 |
2.6 |
360,131 |
2.0 |
|
547,054 |
2.0 |
357,994 |
1.3 |
|
|
30 |
1,231,676 |
6.7 |
1,329,962 |
7.2 |
|
1,072,210 |
4.0 |
777,191 |
2.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
9,742 |
0.7 |
2,851 |
0.2 |
1,308,917 |
5,042 |
0.2 |
29,554 |
1.0 |
2,843,928 |
NON U.S. |
|
2,626 |
0.2 |
7,250 |
0.6 |
|
8,586 |
0.3 |
28,804 |
1.0 |
|
|
9 |
12,368 |
0.9 |
10,101 |
0.8 |
|
13,628 |
0.5 |
58,358 |
2.1 |
|