IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 9/6/2016 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT U.S. TREASURY BONDS |
U.S. |
16,928 |
9.0 |
14,409 |
7.6 |
188,820 |
14,605 |
6.9 |
18,111 |
8.6 |
211,772 | |
NON U.S. |
350 |
0.2 |
15,340 |
8.1 |
16,165 |
7.6 |
675 |
0.3 |
||||
5 |
17,278 |
9.2 |
29,749 |
15.8 |
|
30,770 |
14.5 |
18,786 |
8.9 |
|||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
3,075 |
6.2 |
1,366 |
2.8 |
49,287 |
450 |
2.4 |
150 |
0.8 |
18,930 | |
NON U.S. |
4,365 |
8.9 |
5,115 |
10.4 |
2,375 |
12.5 |
1,031 |
5.4 |
||||
6 |
7,440 |
15.1 |
6,481 |
13.1 |
|
2,825 |
14.9 |
1,181 |
6.2 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
263,963 |
9.0 |
180,624 |
6.1 |
2,944,825 |
111,830 |
5.2 |
94,548 |
4.4 |
2,131,463 | |
NON U.S. |
23,729 |
0.8 |
67,476 |
2.3 |
37,966 |
1.8 |
40,800 |
1.9 |
||||
9 |
287,692 |
9.8 |
248,100 |
8.4 |
|
149,796 |
7.0 |
135,348 |
6.4 |
|||
NYME NATURAL GAS |
U.S. |
101 |
0.2 |
0 |
0.0 |
64,657 |
0 |
0.0 |
2,050 |
2.5 |
80,678 | |
NON U.S. |
47 |
0.1 |
700 |
1.1 |
0 |
0.0 |
900 |
1.1 |
||||
5 |
148 |
0.2 |
700 |
1.1 |
|
0 |
0.0 |
2,950 |
3.7 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
113,348 |
6.7 |
139,434 |
8.3 |
1,679,979 |
70,722 |
6.4 |
35,515 |
3.2 |
1,098,271 | |
NON U.S. |
48,201 |
2.9 |
120,901 |
7.2 |
40,512 |
3.7 |
33,783 |
3.1 |
||||
10 |
161,549 |
9.6 |
260,335 |
15.5 |
|
111,234 |
10.1 |
69,298 |
6.3 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
10.7 |
700 |
6.8 |
10,306 |
1,480 |
19.7 |
400 |
5.3 |
7,520 | |
NON U.S. |
800 |
7.8 |
2,908 |
28.2 |
200 |
2.7 |
1,900 |
25.3 |
||||
9 |
1,900 |
18.4 |
3,608 |
35.0 |
|
1,680 |
22.3 |
2,300 |
30.6 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
8,400 |
0.9 |
19,906 |
2.1 |
957,374 |
10,650 |
1.3 |
23,455 |
2.9 |
812,214 |
NON U.S. |
13 |
10,122 |
1.1 |
51,153 |
5.3 |
18,478 |
2.3 |
11,153 |
1.4 |
|||
18 |
18,522 |
1.9 |
71,059 |
7.4 |
|
29,128 |
3.6 |
34,608 |
4.3 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
6,600 |
2.8 |
1,200 |
0.5 |
234,430 |
18,600 |
2.7 |
20,200 |
2.9 |
688,976 |
NON U.S. |
5 |
0 |
0.0 |
22,200 |
9.5 |
5,483 |
0.8 |
200 |
0.0 |
|||
9 |
6,600 |
2.8 |
23,400 |
10.0 |
|
24,083 |
3.5 |
20,400 |
3.0 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
66,480 |
13.0 |
46,478 |
9.1 |
510,931 |
36,617 |
10.6 |
23,250 |
6.7 |
346,019 | |
NON U.S. |
15,240 |
3.0 |
12,900 |
2.5 |
10,550 |
3.0 |
10,950 |
3.2 |
||||
11 |
81,720 |
16.0 |
59,378 |
11.6 |
|
47,167 |
13.6 |
34,200 |
9.9 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
5,599 |
26.2 |
5,869 |
27.4 |
21,389 |
4,615 |
23.6 |
4,950 |
25.3 |
19,565 | |
NON U.S. |
1,380 |
6.5 |
2,020 |
9.4 |
1,360 |
7.0 |
1,420 |
7.3 |
||||
8 |
6,979 |
32.6 |
7,889 |
36.9 |
|
5,975 |
30.5 |
6,370 |
32.6 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
113,853 |
6.4 |
136,241 |
7.7 |
1,778,898 |
68,050 |
6.0 |
47,675 |
4.2 |
1,140,740 | |
NON U.S. |
118,549 |
6.7 |
171,607 |
9.6 |
92,932 |
8.1 |
64,861 |
5.7 |
||||
20 |
232,402 |
13.1 |
307,848 |
17.3 |
|
160,982 |
14.1 |
112,536 |
9.9 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
20,170 |
13.5 |
16,735 |
11.2 |
149,624 |
13,644 |
10.4 |
20,668 |
15.8 |
130,612 | |
NON U.S. |
14,203 |
9.5 |
41,268 |
27.6 |
23,845 |
18.3 |
18,974 |
14.5 |
||||
10 |
34,373 |
23.0 |
58,003 |
38.8 |
|
37,489 |
28.7 |
39,642 |
30.4 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
820 |
4.8 |
3,888 |
22.9 |
16,948 |
1,302 |
11.5 |
1,588 |
14.0 |
11,366 | |
NON U.S. |
4,140 |
24.4 |
3,680 |
21.7 |
2,468 |
21.7 |
3,292 |
29.0 |
||||
9 |
4,960 |
29.3 |
7,568 |
44.7 |
|
3,770 |
33.2 |
4,880 |
42.9 |
|||
CMX SILVER |
U.S. |
5,004 |
5.8 |
5,091 |
5.9 |
86,511 |
890 |
1.9 |
1,175 |
2.6 |
45,899 | |
NON U.S. |
4,335 |
5.0 |
7,906 |
9.1 |
2,810 |
6.1 |
2,174 |
4.7 |
||||
12 |
9,339 |
10.8 |
12,997 |
15.0 |
|
3,700 |
8.1 |
3,349 |
7.3 |
|||
CMX GOLD |
U.S. |
51,622 |
6.9 |
48,594 |
6.5 |
746,535 |
21,910 |
6.4 |
9,948 |
2.9 |
344,037 | |
NON U.S. |
44,978 |
6.0 |
58,681 |
7.9 |
21,914 |
6.4 |
24,201 |
7.0 |
||||
17 |
96,600 |
12.9 |
107,275 |
14.4 |
|
43,824 |
12.7 |
34,149 |
9.9 |
|||
CME JAPANESE YEN |
U.S. |
8,643 |
10.9 |
968 |
1.2 |
79,078 |
5,993 |
6.1 |
943 |
1.0 |
97,583 | |
NON U.S. |
2,098 |
2.7 |
885 |
1.1 |
2,214 |
2.3 |
780 |
0.8 |
||||
5 |
10,741 |
13.6 |
1,853 |
2.3 |
|
8,207 |
8.4 |
1,723 |
1.8 |
|||
CME EURO FX |
U.S. |
2,178 |
1.8 |
316 |
0.3 |
121,592 |
3,670 |
2.7 |
4,900 |
3.7 |
134,016 | |
NON U.S. |
5,991 |
4.9 |
5,468 |
4.5 |
7,479 |
5.6 |
7,633 |
5.7 |
||||
5 |
8,169 |
6.7 |
5,784 |
4.8 |
|
11,149 |
8.3 |
12,533 |
9.4 |
|||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
1,595 |
9.6 |
2,025 |
12.2 |
16,565 |
140 |
1.5 |
570 |
6.0 |
9,444 | |
NON U.S. |
600 |
3.6 |
525 |
3.2 |
200 |
2.1 |
800 |
8.5 |
||||
5 |
2,195 |
13.3 |
2,550 |
15.4 |
|
340 |
3.6 |
1,370 |
14.5 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
274,560 |
1.8 |
240,896 |
1.6 |
15,219,156 |
428,593 |
2.2 |
178,767 |
0.9 |
19,061,292 |
NON U.S. |
29 |
743,767 |
4.9 |
296,246 |
1.9 |
1,149,661 |
6.0 |
408,173 |
2.1 |
|||
37 |
1,018,327 |
6.7 |
537,142 |
3.5 |
|
1,578,254 |
8.3 |
586,940 |
3.1 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,657,377 |
70 |
0.00 |
0 |
0.0 |
3,174,270 | |
NON U.S. |
8,784 |
0.5 |
4,408 |
0.3 |
15,738 |
0.5 |
33,163 |
1.0 |
||||
8 |
8,784 |
0.5 |
4,408 |
0.3 |
|
15,808 |
0.5 |
33,163 |
1.0 |
|||