End-of-Day Dollar Weighted Commodity OptionChains
Monday, March 19, 2007 18:02 CT
( BETA 4)
CBOT -
AGRICULTURAL
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
C
54,512
26,586
6,817,429
2,488,781
0.49
0.37
81,098
9,306,210
S
15,500
11,457
1,938,225
1,099,519
0.74
0.57
26,957
3,037,744
BO
415
302
151,600
8,660
0.73
0.06
717
160,260
SM
1,479
220
267,623
8,617
0.15
0.03
1,699
276,240
W
8,036
3,418
612,836
5,085,593
0.43
8.30
11,454
5,698,429
CBOT -
INTEREST RATES
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
US
24,432
20,991
#VALUE!
#VALUE!
0.86
#VALUE!
45,423
#VALUE!
TY
54,075
85,860
#VALUE!
#VALUE!
1.59
#VALUE!
139,935
#VALUE!
FV
3,315
5,747
#VALUE!
#VALUE!
1.73
#VALUE!
9,062
#VALUE!
TU
2,500
2,500
#VALUE!
#VALUE!
1.00
#VALUE!
5,000
#VALUE!
CBOT -
EQUITY INDEX
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
YM
658
588
35,641
10,877
0.89
0.31
1,246
46,518
DJ
112
62
1,585
761
0.55
0.48
174
2,346
CME -
EQUITY INDEX
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
ES
32,600
16,152
1,198,215
721,556
0.50
0.60
48,752
1,919,771
NQ
762
613
37,928
31,788
0.80
0.84
1,375
69,716
SP
36,629
35,568
6,035,471
5,136,985
0.97
0.85
72,197
11,172,456
ND
323
28
160,333
3,550
0.09
0.02
351
163,883
RL
2,524
2,216
101,772
169,170
0.88
1.66
4,740
270,942
CME -
INTEREST RATES
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
ED
877,644
243,689
9,277,818
11,697,006
0.28
1.26
1,121,333
20,974,824
FF
9,481
6,351
48,659
21,123
0.67
0.43
15,832
69,782
CME -
CURRENCIES
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
AD
182
66
13,440
3,774
0.36
0.28
248
17,214
BP
1,007
1,207
97,287
185,018
1.20
1.90
2,214
282,305
CD
454
617
90,700
2,000
1.36
0.02
1,071
92,700
JY
1,520
1,676
37,596
72,281
1.10
1.92
3,196
109,877
SF
463
484
5
2
1.05
0.40
947
7
EC
7,185
2,762
463,017
108,317
0.38
0.23
9,947
571,334
CME -
LIVESTOCK
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
LH
173
138
8,794
9,051
0.80
1.03
311
17,845
PB
-
1
-
100
1
100
LC
1,655
1,276
118,617
94,060
0.77
0.79
2,931
212,677
CME -
LUMBER
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
LB
8
6
144
302
0.75
2.10
14
446
NYMEX -
ENERGY
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
HO
12,221
10,409
3,366,648
2,351,815
0.85
0.70
22,630
5,718,463
CL
210,436
251,196
118,865,194
123,471,250
1.19
1.04
461,632
242,336,444
NG
350,240
257,184
239,466,767
245,012,927
0.73
1.02
607,424
484,479,694
RB
12,887
6,844
7,530,453
1,492,028
0.53
0.20
19,731
9,022,481
NYBOT
Call
Put
Call
Put
Simple
Dollar W
Total
Total
Symbol
Volume
Volume
$wVol
$wVol
P/C Ratio
P/C Ratio
Volume
$wVol
CC
1,552
1,394
565,910
212,190
0.90
0.37
2,946
778,100
CT
9,805
8,373
158,951
121,361
0.85
0.76
18,178
280,312
KC
10,106
5,823
180,941
258,477
0.58
1.43
15,929
439,418
SB
22,820
20,441
27,394
259,726
0.90
9.48
43,261
287,120
OJ
1,371
756
104,292
13,013
0.55
0.12
2,127
117,305