IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 11/1/2016 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
0 |
0.0 |
390 |
0.2 |
183,023 |
390 |
0.3 |
2,700 |
2.0 |
138,206 | |
NON U.S. |
3,239 |
1.8 |
1,847 |
1.0 |
300 |
0.2 |
2,525 |
1.8 |
||||
5 |
3,239 |
1.8 |
2,237 |
1.2 |
|
690 |
0.5 |
5,225 |
3.8 |
|||
CBT U.S. TREASURY BONDS |
U.S. |
3,053 |
1.1 |
1,985 |
0.7 |
272,319 |
2,738 |
1.3 |
1,372 |
0.6 |
218,968 | |
NON U.S. |
2,265 |
0.8 |
2,715 |
1.0 |
3,085 |
1.4 |
10 |
0.00 |
||||
8 |
5,318 |
2.0 |
4,700 |
1.7 |
|
5,823 |
2.7 |
1,382 |
0.6 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
3,924 |
7.1 |
1,491 |
2.7 |
55,311 |
400 |
1.8 |
650 |
3.0 |
21,861 | |
NON U.S. |
5,046 |
9.1 |
5,991 |
10.8 |
3,324 |
15.2 |
1,950 |
8.9 |
||||
7 |
8,970 |
16.2 |
7,482 |
13.5 |
|
3,724 |
17.0 |
2,600 |
11.9 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
213,185 |
7.3 |
166,912 |
5.7 |
2,903,970 |
103,118 |
6.2 |
71,856 |
4.3 |
1,655,611 | |
NON U.S. |
22,213 |
0.8 |
85,176 |
2.9 |
44,986 |
2.7 |
42,260 |
2.6 |
||||
9 |
235,398 |
8.1 |
252,088 |
8.7 |
|
148,104 |
8.9 |
114,116 |
6.9 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
108,215 |
6.9 |
132,886 |
8.4 |
1,574,608 |
58,377 |
7.0 |
32,259 |
3.9 |
834,640 | |
NON U.S. |
44,385 |
2.8 |
123,106 |
7.8 |
45,901 |
5.5 |
34,075 |
4.1 |
||||
10 |
152,600 |
9.7 |
255,992 |
16.3 |
|
104,278 |
12.5 |
66,334 |
7.9 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
10.0 |
700 |
6.4 |
11,006 |
1,480 |
19.3 |
400 |
5.2 |
7,680 | |
NON U.S. |
800 |
7.3 |
2,908 |
26.4 |
300 |
3.9 |
1,900 |
24.7 |
||||
9 |
1,900 |
17.3 |
3,608 |
32.8 |
|
1,780 |
23.2 |
2,300 |
29.9 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
47,841 |
4.3 |
50,180 |
4.5 |
1,105,547 |
19,591 |
1.8 |
27,857 |
2.5 |
1,105,454 |
NON U.S. |
21 |
18,478 |
1.7 |
57,143 |
5.2 |
74,107 |
6.7 |
39,199 |
3.5 |
|||
26 |
66,319 |
6.0 |
107,323 |
9.7 |
|
93,698 |
8.5 |
67,056 |
6.1 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
7,500 |
3.4 |
2,627 |
1.2 |
219,884 |
10,300 |
1.6 |
5,327 |
0.8 |
639,749 |
NON U.S. |
6 |
4,200 |
1.9 |
11,950 |
5.4 |
2,700 |
0.4 |
9,800 |
1.5 |
|||
10 |
11,700 |
5.3 |
14,577 |
6.6 |
|
13,000 |
2.0 |
15,127 |
2.4 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
76,180 |
13.1 |
66,015 |
11.3 |
583,448 |
49,837 |
10.7 |
28,250 |
6.0 |
467,859 | |
NON U.S. |
19,440 |
3.3 |
15,750 |
2.7 |
17,775 |
3.8 |
14,290 |
3.1 |
||||
12 |
95,620 |
16.4 |
81,765 |
14.0 |
|
67,612 |
14.5 |
42,540 |
9.1 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
4,732 |
27.9 |
4,122 |
24.3 |
16,942 |
3,232 |
17.6 |
3,897 |
21.3 |
18,327 | |
NON U.S. |
1,170 |
6.9 |
1,550 |
9.1 |
1,040 |
5.7 |
1,070 |
5.8 |
||||
9 |
5,902 |
34.8 |
5,672 |
33.5 |
|
4,272 |
23.3 |
4,967 |
27.1 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
119,159 |
6.4 |
149,448 |
8.0 |
1,856,897 |
81,038 |
6.4 |
55,864 |
4.4 |
1,271,534 | |
NON U.S. |
122,371 |
6.6 |
181,522 |
9.8 |
108,554 |
8.5 |
72,053 |
5.7 |
||||
20 |
241,530 |
13.0 |
330,970 |
17.8 |
|
189,592 |
14.9 |
127,917 |
10.1 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
17,269 |
12.0 |
12,563 |
8.7 |
143,798 |
12,219 |
8.8 |
20,857 |
15.1 |
138,269 | |
NON U.S. |
11,764 |
8.2 |
46,097 |
32.1 |
32,486 |
23.5 |
16,252 |
11.8 |
||||
10 |
29,033 |
20.2 |
58,660 |
40.8 |
|
44,705 |
32.3 |
37,109 |
26.8 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
565 |
3.7 |
5,403 |
35.8 |
15,098 |
526 |
6.0 |
794 |
9.0 |
8,838 | |
NON U.S. |
3,630 |
24.0 |
2,930 |
19.4 |
1,936 |
21.9 |
3,044 |
34.4 |
||||
9 |
4,195 |
27.8 |
8,333 |
55.2 |
|
2,462 |
27.9 |
3,838 |
43.4 |
|||
CMX SILVER |
U.S. |
5,204 |
5.6 |
5,269 |
5.6 |
93,398 |
890 |
1.9 |
750 |
1.6 |
45,715 | |
NON U.S. |
4,800 |
5.1 |
7,773 |
8.3 |
3,429 |
7.5 |
2,279 |
5.0 |
||||
11 |
10,004 |
10.7 |
13,042 |
14.0 |
|
4,319 |
9.4 |
3,029 |
6.6 |
|||
CMX GOLD |
U.S. |
54,891 |
7.0 |
50,578 |
6.4 |
788,851 |
24,168 |
6.9 |
13,517 |
3.8 |
352,519 | |
NON U.S. |
44,659 |
5.7 |
60,446 |
7.7 |
23,996 |
6.8 |
21,196 |
6.0 |
||||
16 |
99,550 |
12.6 |
111,024 |
14.1 |
|
48,164 |
13.7 |
34,713 |
9.8 |
|||
CME JAPANESE YEN |
U.S. |
2,913 |
4.0 |
2,136 |
3.0 |
72,068 |
3,329 |
4.0 |
1,434 |
1.7 |
82,343 | |
NON U.S. |
1,182 |
1.6 |
516 |
0.7 |
1,377 |
1.7 |
459 |
0.6 |
||||
5 |
4,095 |
5.7 |
2,652 |
3.7 |
|
4,706 |
5.7 |
1,893 |
2.3 |
|||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
773 |
6.1 |
701 |
5.5 |
12,713 |
140 |
1.3 |
595 |
5.7 |
10,504 | |
NON U.S. |
400 |
3.1 |
702 |
5.5 |
350 |
3.3 |
650 |
6.2 |
||||
5 |
1,173 |
9.2 |
1,403 |
11.0 |
|
490 |
4.7 |
1,245 |
11.9 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
243,360 |
1.7 |
244,922 |
1.7 |
14,617,740 |
465,066 |
2.6 |
203,035 |
1.1 |
18,185,405 |
NON U.S. |
26 |
654,230 |
4.5 |
334,886 |
2.3 |
844,393 |
4.6 |
422,550 |
2.3 |
|||
33 |
897,590 |
6.1 |
579,808 |
4.0 |
|
1,309,459 |
7.2 |
625,585 |
3.4 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
1,085 |
0.1 |
0 |
0.0 |
1,376,430 |
35 |
0.00 |
0 |
0.0 |
2,995,287 | |
NON U.S. |
2,600 |
0.2 |
4,934 |
0.4 |
10,053 |
0.3 |
13,683 |
0.5 |
||||
7 |
3,685 |
0.3 |
4,934 |
0.4 |
|
10,088 |
0.3 |
13,683 |
0.5 |
|||