August Options Review

Reviews by Asset Class

Options Complex Overview

Asset Class ADV % YoY % Globex Month-End OI OI % YoY
Total Options 4,706,491 49% 66% 87,204,178 28%
Interest Rates 3,072,925 64% 53% 70,603,187 41%
Equity Index 941,084 43% 97% 4,911,087 -11%
Agricultural 271,407 1% 85% 3,193,737 -5%
Energy 239,677 7% 70% 5,811,589 -10%
Metals 128,239 90% 79% 2,001,126 30%
FX 53,159 -24% 99% 683,452 -17%

Noteworthy Movers YoY - Volume

  • Copper +106%
  • Gold +82%
  • Silver +81%
  • Eurodollars +80%
  • 5-Year T-Note +69%
  • E-mini Russell 200 +62%
  • T-Bond +58%
  • E-mini Nasdaq 100 +50%
  • E-mini S&P 500 +47%
  • Live Cattle +43%
  • Corn +40%

Noteworthy Movers YoY – Open Interest

  • Gold Weeklies +221%
  • Ethanol +135%
  • Copper +82%
  • Lean Hogs +70%
  • T-Bond +56%
  • Eurodollars +42%
  • 2-Year T-Note +35%
  • Gold +32%
  • 10-Year T-Note +27%
  • Live Cattle +21%
  • NY Harbor ULSD +41%

Interest Rate Options

  Symbol ADV % YoY % Globex Month-End OI OI % Puts
Eurodollar options   1,835,829 80% 35% 64,238,614 51%
Eurodollars (Quarterly/Serial) GE 1,350,420 155% 32% 47,857,666 52%
1-Year Mid-Curve GE0 284,116 16% 48% 9,069,555 47%
2-Year Mid-Curve GE2 152,328 -25% 40% 4,576,273 54%
3-Year Mid-Curve GE3 47,495 20% 46% 2,546,927 52%
4-Year Mid-Curve GE4 1,379 -62% 86% 188,193 54%
10-Year Note   773,750 40% 82% 3,265,637 57%
Quarterly/Serial OZN 633,378 41% 80% 2,957,039 56%
Friday Weekly ZN1-5 119,574 44% 88% 253,356 64%
Wednesday Weekly WY1-5 20,797 -1% 94% 55,242 84%
5-Year Note   233,557 69% 72% 1,754,659 71%
Quarterly/Serial OZF 194,521 59% 70% 1,627,702 72%
Friday Weekly ZF1-5 33,946 186% 79% 121,090 57%
Wednesday Weekly WF1-5 5,334 33% 93% 5,867 50%
T-Bond   206,144 58% 85% 1,048,214 63%
Quarterly/Serial OZB 162,580 58% 83% 950,012 64%
Friday Weekly ZB1-5 38,274 79% 92% 89,448 58%
Wednesday Weekly WB1-5 5,290 -14% 97% 8,754 23%
2-Year Note   22,084 -21% 66% 246,612 76%
Quarterly/Serial OZT 21,818 -20% 66% 246,612 76%
Friday Weekly ZT1-5 23 -95% 0% 0 N/A
Ultra T-Bond OUB 1,070 526% 12% 21,247 94%
Ultra 10-Year Note OTN 425 N/A 0% 9,356 1%
Fed Funds   66 207% 0% 18,848 100%

Equity Index Options

  Symbol ADV % YoY Month-End OI OI % Puts
E-mini S&P 500 options   892,318 47% 4,587,871 73%
Quarterlies ES 268,071 63% 2,834,496 75%
Monday Weekly E1A-E5A 75,640 98% 173,926 73%
Wednesday Weekly E1C-E5C 85,849 71% 81,093 65%
Friday Weekly EW1-EW4 311,223 29% 826,764 69%
End-of-Month EW 151,534 35% 671,592 75%
S&P 500 options   32,167 -22% 197,984 66%
Quarterlies SP 3,025 -8% 71,899 59%
Monday Weekly S1A-S5A 5,719 8% 29,940 90%
Wednesday Weekly S1C-S5C 4,458 14% 7,391 82%
Friday Weekly EV1-EV4 13,616 -38% 62,450 55%
End-of-Month EV 5,348 -21% 26,304 81%
E-mini NASDAQ-100 options   13,423 50% 87,494 57%
Quarterlies NQ 4,554 32% 54,461 53%
Weekly QN1-QN4 7,057 63% 28,105 63%
End-of-Month QNE 1,813 51% 4,928 53%
E-mini Russell 2000 options RTO 2,965 62% 34,076 73%
E-mini Dow ($5) options YM 212 -39% 3,655 53%

Energy Options

  Symbol Settlement ADV % YoY % Globex Month-End OI OI % Puts
Crude Oil options     158,778 8% 79% 3,728,283 49%
WTI Crude Oil LO Physical 133,764 5% 89% 2,128,473 45%
WTI 1 Month CSO WA Physical 10,053 101% 10% 629,300 59%
WTI-Brent Spread BV Financial 4,452 411% 1% 165,475 51%
Brent Futures-Style BZO Financial 3,796 -29% 69% 182,652 25%
WTI 1 Month CSO 7A Financial 2,083 1% 0% 142,730 66%
WTI Weeklies LO1-5 Physical 1,976 -28% 98% 3,404 32%
WTI Average Price AAO Financial 1,481 7% 0% 358,187 58%
Brent European BE Financial 746 37% 0% 52,105 57%
Natural Gas options     78,105 3% 54% 1,980,567 47%
Natural Gas European LN Financial 62,897 -4% 58% 1,685,670 45%
Natural Gas 1 Month CSO G4 Financial 6,552 392% 6% 111,850 73%
Natural Gas American ON Physical 4,813 -34% 98% 73,768 48%
Natural Gas 3 Month CSO G3 Financial 2,698 1028% 0% 56,400 40%
Refined Product options     1,756 15% 18% 69,301 24%
NY Harbor ULSD OH Physical 1,159 12% 16% 41,859 23%
RBOB Gasoline OB Physical 514 34% 26% 12,103 30%
Ethanol options     1,024 +613% 0% 21,003 53%

Agricultural Options

  Symbol ADV % YoY % Globex Month-End OI OI % Puts
Corn OZC 140,441 40% 85% 1,349,338 40%
Soybean OZS 42,090 -37% 86% 458,598 45%
SRW Wheat OZW 28,991 -36% 83% 319,441 39%
Lean Hogs HE 16,684 -1% 95% 394,302 44%
Live Cattle LE 9,657 43% 91% 181,619 49%
Soybean Meal OZM 6,608 -44% 77% 90,230 46%
Soybean Oil OZL 6,504 36% 78% 71,928 43%
KC HRW Wheat OKE 4,906 -5% 83% 68,732 44%
Weekly Corn ZC1-5 4,588 136% 80% 6,180 42%
Short-Dated New Crop OCD, OSD 4,457 27% 85% 18,566 48%
Class III Milk DC 1,613 -23% 97% 71,268 53%
Feeder Cattle GF 1,551 19% 91% 29,254 49%
Weekly Soybeans ZS1-5 956 -1% 100% 4,038 30%
Weekly Wheat ZW1-5 511 6% 93% 215 18%

FX Options

  Symbol ADV % YoY % Globex Month-End OI OI % Puts
EUR/USD EUU 27,239 -19% 99% 303,348 53%
JPY/USD JPU 12,479 12% 100% 132,536 41%
GBP/USD GPU 4,660 -65% 99% 116,231 47%
AUD/USD ADU 4,305 -27% 99% 63,432 54%
CAD/USD CAU 4,161 -27% 98% 58,021 57%
MXN/USD 6M 150 352% 100% 4,049 36%
CHF/USD CHU 138 35% 100% 5,286 47%

Metals Options

  Symbol ADV % YoY % Globex Month-End OI OI % Puts
Gold OG 100,129 82% 75% 1,704,903 32%
Silver SO 15,508 81% 94% 226,573 36%
Gold Weeklies OG1-5 9,411 317% 95% 25,153 47%
Copper HX 2,573 106% 77% 29,367 49%
Silver Weeklies SO1-5 393 135% 99% 1,414 58%
Platinum PO 147 -15% 85% 9,105 32%
Palladium PAO 52 -64% 34% 1,719 73%

Report Legend

Open Interest as of 8/30/19, unless otherwise specified
YoY – Compares current period 2019 to same period 2018
MoM – Compares current month 2019 to previous month 2019

 

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