September Options Review

Reviews by Asset Class

Overview

Asset Class

ADV

% YoY

% Globex

Month-End OI

OI % YoY

Total Options

4,084,827

16%

66%

76,826,135

18%

Interest Rates

2,745,233

23%

55%

60,990,374

26%

Equity Index

678,470

9%

95%

4,056,423

-7%

Agricultural

304,875

-3%

68%

5,696,740

-14%

Energy

201,250

-14%

87%

3,419,199

-5%

Metals

101,762

96%

82%

1,984,513

28%

FX

53,237

-25%

98%

678,886

-7%

Noteworthy Movers YoY - Volume

  • Natural Gas 1-Mo Calendar Spreads +442%
  • Gold Weeklies +366%
  • WTI 1-Month Calendar Spreads +148%
  • CHF/USD +128%
  • E-mini Russell 2000 +117%
  • Silver +105%
  • Corn Weeklies +93%
  • Eurodollars (Quarterly/Serial) +92%
  • Gold +83%
  • 5-Year T-Note +74%

Noteworthy Movers YoY – Open Interest

  • Gold Weeklies +440%
  • E-mini S&P 500 Wednesday Weeklies +208%
  • Corn Weeklies +121%
  • Natural Gas 1-Mo Calendar Spreads +98%
  • WTI 1-Month Calendar Spreads +75%
  • Lean Hogs +64%
  • Eurodollars (Quarterly/Serial) +55%
  • Copper +34%
  • Gold +30%
  • 5-Year Note +20%

Interest Rate Options

 

Symbol

ADV

% YoY

% Globex

Month-End OI

OI % YoY

Eurodollar options

 

1,526,747

14%

37%

54,415,486

27%

Eurodollars (Quarterly/Serial)

GE

1,126,716

92%

35%

41,978,606

55%

1-Year Mid-Curve

GE0

267,573

-47%

43%

6,922,256

-26%

2-Year Mid-Curve

GE2

90,972

-50%

40%

3,597,541

-13%

3-Year Mid-Curve

GE3

40,291

-33%

51%

1,801,600

-8%

4-Year Mid-Curve

GE4

745

24%

60%

115,483

-41%

10-Year Note

 

762,974

30%

80%

3,367,487

11%

Quarterly/Serial

OZN

599,945

42%

79%

3,051,281

18%

Friday Weekly

ZN1-5

138,220

-3%

85%

271,253

-27%

Wednesday Weekly

WY1-5

24,809

9%

96%

44,953

-49%

5-Year Note

 

232,206

74%

73%

1,844,289

20%

Quarterly/Serial

OZF

183,956

80%

72%

1,734,957

21%

Friday Weekly

ZF1-5

41,753

54%

74%

98,464

4%

Wednesday Weekly

WF1-5

7,524

75%

85%

10,919

33%

T-Bond

 

190,925

25%

84%

999,922

11%

Quarterly/Serial

OZB

147,480

22%

81%

898,274

9%

Friday Weekly

ZB1-5

38,018

37%

95%

79,919

30%

Wednesday Weekly

WB1-5

5,427

25%

89%

21,729

136%

2-Year Note

 

27,875

-3%

64%

260,971

13%

Quarterly/Serial

OZT

26,700

-6%

64%

260,912

14%

Friday Weekly

ZT1-5

147

-41%

1%

8

-100%

Ultra T-Bond

OUB

2,357

523%

2%

62,072

553%

Ultra 10-Year Note

OTN

16

N/A

0%

8,571

N/A

Fed Funds

OZQ

2,134

20173%

24%

31,576

1874%

Equity Index Options

 

Symbol

ADV

% YoY

Month-End OI

OI % YoY

E-mini S&P 500 options

 

631,892

11%

3,784,651

-5%

Quarterlies

ES

186,464

14%

1,799,925

13%

Monday Weekly

E1A-E5A

51,829

17%

72,992

-34%

Wednesday Weekly

E1C-E5C

71,308

40%

161,747

208%

Friday Weekly

EW1-EW4

239,455

19%

1,191,535

-18%

End-of-Month

EW

82,835

-25%

558,452

-27%

S&P 500 options

 

33,430

-12%

176,473

-38%

Quarterlies

SP

6,257

-12%

42,238

-11%

Monday Weekly

S1A-S5A

3,201

-35%

0

-100%

Wednesday Weekly

S1C-S5C

4,660

8%

14,109

70%

Friday Weekly

EV1-EV4

15,689

15%

105,563

-30%

End-of-Month

EV

3,622

-55%

14,563

-65%

E-mini NASDAQ-100 options

 

9,163

-6%

64,047

1%

Quarterlies

NQ

2,906

-37%

26,925

-8%

Weekly

QN1-QN4

5,352

53%

32,366

0%

End-of-Month

QNE

906

-44%

4,756

108%

E-mini Russell 2000 options

RTO

3,675

117%

28,533

17%

E-mini Dow ($5) options

YM

310

-8%

2,712

-52%

Energy Options

 

Symbol

Settlement

ADV

% YoY

% Globex

Month-End OI

OI % YoY

Crude Oil options

 

 

182,087

-8%

76%

3,648,073

-17%

WTI Crude Oil

LO

Physical

155,516

-8%

85%

2,256,480

-24%

WTI 1 Month CSO

WA

Physical

11,314

148%

5%

495,775

75%

Brent Futures-Style

BZO

Financial

4,530

-65%

59%

183,155

-24%

WTI-Brent Spread

BV

Financial

3,345

78%

2%

145,025

-27%

WTI Weeklies

LO1-5

Physical

3,305

5%

99%

6,397

105%

WTI Average Price

AAO

Financial

1,648

-27%

0%

349,914

-9%

WTI 1 Month CSO

7A

Financial

1,078

-48%

0%

95,920

-13%

Brent European

BE

Financial

914

221%

0%

54,172

-49%

Natural Gas options

 

 

120,181

3%

57%

1,948,805

-9%

Natural Gas European

LN

Financial

100,908

-2%

62%

1,690,303

-11%

Natural Gas 1 Month CSO

G4

Financial

9,159

442%

4%

122,825

98%

Natural Gas American

ON

Physical

6,301

-37%

98%

74,942

-49%

Natural Gas 3 Month CSO

G3

Financial

2,314

8692%

0%

2,100

N/A

Refined Product options

 

 

2,020

3%

24%

71,132

12%

NY Harbor ULSD

OH

Physical

1,429

9%

21%

46,319

25%

RBOB Gasoline

OB

Physical

468

-2%

39%

9,442

14%

Agricultural Options

 

Symbol

ADV

% YoY

% Globex

Month-End OI

OI % YoY

Corn

OZC

88,834

0%

88%

1,406,136

1%

Soybean

OZS

40,273

-28%

89%

509,499

-28%

Chicago SRW Wheat

OZW

16,804

-54%

86%

321,815

-24%

Lean Hogs

HE

16,748

26%

91%

455,219

64%

Live Cattle

LE

11,467

12%

87%

213,021

14%

Soybean Meal

OZM

6,657

-36%

81%

91,298

-46%

Soybean Oil

OZL

6,610

-4%

86%

78,212

-11%

KC HRW Wheat

OKE

3,427

-11%

79%

80,025

-4%

Weekly Corn

ZC1-5

3,073

93%

76%

13,736

121%

Class III Milk

DC

2,037

5%

97%

71,369

-17%

Weekly Soybeans

ZS1-5

1,267

37%

95%

2,997

122%

Feeder Cattle

GF

1,093

-15%

91%

25,184

2%

Weekly SRW Wheat

ZW1-5

396

2%

89%

1,397

88%

Weekly HRW Wheat

OE1-5

256

1657%

46%

2,697

N/A

FX Options

 

Symbol

ADV

% YoY

% Globex

Month-End OI

OI % YoY

EUR/USD

EUU

26,749

-10%

99%

278,312

0%

JPY/USD

JPU

9,310

-2%

99%

127,782

12%

GBP/USD

GPU

8,293

-47%

95%

141,133

-25%

AUD/USD

ADU

4,607

-37%

100%

67,846

-3%

CAD/USD

CAU

3,964

-52%

98%

55,300

-26%

CHF/USD

CHU

179

128%

100%

4,842

45%

NZD/USD

6N

83

N/A

100%

874

N/A

MXN/USD

6M

40

-60%

100%

2,488

19%

Metals Options

 

Symbol

ADV

% YoY

% Globex

Month-End OI

OI % YoY

Gold

OG

72,131

83%

78%

1,682,120

30%

Silver

SO

16,273

105%

93%

228,727

1%

Gold Weeklies

OG1-5

9,482

366%

95%

30,600

440%

Copper

HX

2,929

43%

72%

31,057

34%

Silver Weeklies

SO1-5

702

282%

97%

4,244

616%

Platinum

PO

173

-32%

33%

2,703

-50%

Palladium

PAO

41

-63%

51%

2,142

5%

Report Legend

Open Interest as of 9/30/19, 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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