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REPORT DATE: 10/2/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,520 |
0.6 |
1,550 |
0.6 |
275,233 |
1,760 |
1.0 |
1,100 |
0.6 |
170,638 |
NON U.S. |
|
4,750 |
1.7 |
13,575 |
4.9 |
|
3,000 |
1.8 |
26,950 |
15.8 |
|
|
7 |
6,270 |
2.3 |
15,125 |
5.5 |
|
4,760 |
2.8 |
28,050 |
16.4 |
|
CBT CORN |
U.S. |
|
1,800 |
0.2 |
2,388 |
0.3 |
911,334 |
0 |
0.0 |
2,603 |
0.5 |
538,691 |
NON U.S. |
|
1,425 |
0.2 |
10,450 |
1.1 |
|
300 |
0.1 |
22,227 |
4.1 |
|
|
5 |
3,225 |
0.4 |
12,838 |
1.4 |
|
300 |
0.1 |
24,830 |
4.6 |
|
CBT SOYBEANS |
U.S. |
|
15,111 |
3.4 |
15,517 |
3.5 |
441,978 |
14,338 |
4.9 |
8,640 |
3.0 |
292,456 |
NON U.S. |
|
2,250 |
0.5 |
0 |
0.0 |
|
2,500 |
0.9 |
750 |
0.3 |
|
|
5 |
17,361 |
3.9 |
15,517 |
3.5 |
|
16,838 |
5.8 |
9,390 |
3.2 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
9,415 |
2.0 |
5,384 |
1.2 |
465,601 |
4,863 |
0.9 |
2,344 |
0.5 |
513,515 |
NON U.S. |
7 |
8,750 |
1.9 |
5,100 |
1.1 |
|
2,550 |
0.5 |
1,900 |
0.4 |
|
|
11 |
18,165 |
3.9 |
10,484 |
2.3 |
|
7,413 |
1.4 |
4,244 |
0.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
3,075 |
13.2 |
875 |
3.8 |
23,269 |
475 |
3.1 |
0 |
0.0 |
15,215 |
NON U.S. |
|
460 |
2.0 |
870 |
3.7 |
|
255 |
1.7 |
500 |
3.3 |
|
|
7 |
3,535 |
15.2 |
1,745 |
7.5 |
|
730 |
4.8 |
500 |
3.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
78,605 |
5.2 |
57,115 |
3.8 |
1,501,033 |
34,020 |
2.3 |
41,208 |
2.8 |
1,496,556 |
NON U.S. |
|
31,868 |
2.1 |
38,840 |
2.6 |
|
14,720 |
1.0 |
14,220 |
1.0 |
|
|
8 |
110,473 |
7.4 |
95,955 |
6.4 |
|
48,740 |
3.3 |
55,428 |
3.7 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
67,025 |
6.7 |
79,597 |
8.0 |
996,051 |
54,638 |
5.4 |
54,978 |
5.4 |
1,009,498 |
NON U.S. |
|
19,747 |
2.0 |
68,872 |
6.9 |
|
11,116 |
1.1 |
19,934 |
2.0 |
|
|
9 |
86,772 |
8.7 |
148,469 |
14.9 |
|
65,754 |
6.5 |
74,912 |
7.4 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
200 |
3.8 |
1,340 |
25.2 |
5,322 |
100 |
1.3 |
400 |
5.3 |
7,500 |
NON U.S. |
|
160 |
3.0 |
800 |
15.0 |
|
0 |
0.0 |
100 |
1.3 |
|
|
5 |
360 |
6.8 |
2,140 |
40.2 |
|
100 |
1.3 |
500 |
6.7 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
85,969 |
5.5 |
124,343 |
7.9 |
1,571,972 |
63,336 |
4.2 |
44,000 |
2.9 |
1,515,536 |
NON U.S. |
21 |
44,704 |
2.8 |
46,451 |
3.0 |
|
73,785 |
4.9 |
58,765 |
3.9 |
|
|
26 |
130,673 |
8.3 |
170,794 |
10.9 |
|
137,121 |
9.0 |
102,765 |
6.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
35,252 |
7.0 |
23,003 |
4.6 |
503,781 |
15,846 |
1.5 |
21,615 |
2.1 |
1,046,594 |
NON U.S. |
7 |
600 |
0.1 |
11,650 |
2.3 |
|
10,068 |
1.0 |
6,829 |
0.7 |
|
|
11 |
35,852 |
7.1 |
34,653 |
6.9 |
|
25,914 |
2.5 |
28,444 |
2.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
70,700 |
16.0 |
57,062 |
12.9 |
442,840 |
103,482 |
21.4 |
76,635 |
15.9 |
482,717 |
NON U.S. |
|
3,675 |
0.8 |
6,493 |
1.5 |
|
4,500 |
0.9 |
4,000 |
0.8 |
|
|
10 |
74,375 |
16.8 |
63,555 |
14.4 |
|
107,982 |
22.4 |
80,635 |
16.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
101,336 |
6.1 |
158,553 |
9.6 |
1,657,085 |
138,923 |
9.8 |
85,448 |
6.0 |
1,419,862 |
NON U.S. |
|
49,401 |
3.0 |
119,628 |
7.2 |
|
83,723 |
5.9 |
61,750 |
4.3 |
|
|
21 |
150,737 |
9.1 |
278,181 |
16.8 |
|
222,646 |
15.7 |
147,198 |
10.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
40,562 |
22.1 |
24,016 |
13.1 |
183,634 |
23,641 |
11.6 |
34,578 |
16.9 |
204,674 |
NON U.S. |
|
7,423 |
4.0 |
80,020 |
43.6 |
|
67,540 |
33.0 |
20,237 |
9.9 |
|
|
11 |
47,985 |
26.1 |
104,036 |
56.7 |
|
91,181 |
44.5 |
54,815 |
26.8 |
|
CMX SILVER |
U.S. |
|
11,203 |
7.8 |
8,950 |
6.3 |
143,102 |
10,899 |
12.2 |
3,236 |
3.6 |
89,617 |
NON U.S. |
|
8,214 |
5.7 |
7,449 |
5.2 |
|
5,818 |
6.5 |
4,190 |
4.7 |
|
|
12 |
19,417 |
13.6 |
16,399 |
11.5 |
|
16,717 |
18.7 |
7,426 |
8.3 |
|
CMX GOLD |
U.S. |
|
104,325 |
11.8 |
118,991 |
13.5 |
883,218 |
31,865 |
7.4 |
20,348 |
4.7 |
428,995 |
NON U.S. |
|
23,185 |
2.6 |
37,899 |
4.3 |
|
14,836 |
3.5 |
19,560 |
4.6 |
|
|
17 |
127,510 |
14.4 |
156,890 |
17.8 |
|
46,701 |
10.9 |
39,908 |
9.3 |
|
CME EURO FX |
U.S. |
|
2,830 |
2.2 |
709 |
0.5 |
131,021 |
13,001 |
7.9 |
0 |
0.0 |
164,466 |
NON U.S. |
|
4,455 |
3.4 |
7,583 |
5.8 |
|
10,972 |
6.7 |
2,810 |
1.7 |
|
|
7 |
7,285 |
5.6 |
8,292 |
6.3 |
|
23,973 |
14.6 |
2,810 |
1.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
606,212 |
4.0 |
351,431 |
2.3 |
15,000,692 |
761,347 |
2.7 |
572,601 |
2.0 |
28,454,978 |
NON U.S. |
22 |
670,225 |
4.5 |
674,554 |
4.5 |
|
599,953 |
2.1 |
255,248 |
0.9 |
|
|
29 |
1,276,437 |
8.5 |
1,025,985 |
6.8 |
|
1,361,300 |
4.8 |
827,849 |
2.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
15,018 |
1.1 |
5,611 |
0.4 |
1,429,135 |
3,402 |
0.1 |
42,198 |
1.5 |
2,807,438 |
NON U.S. |
|
2,186 |
0.2 |
5,148 |
0.4 |
|
10,075 |
0.4 |
24,707 |
0.9 |
|
|
12 |
17,204 |
1.2 |
10,759 |
0.8 |
|
13,477 |
0.5 |
66,905 |
2.4 |
|