August Options Review

9 Sep 2019
By CME Group

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

Intra-Month Updates

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