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REPORT DATE: 6/7/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
6,757 |
2.9 |
1,661 |
0.7 |
233,385 |
2,508 |
1.6 |
3,914 |
2.6 |
152,543 |
NON U.S. |
|
3,600 |
1.5 |
8,311 |
3.6 |
|
900 |
0.6 |
1,130 |
0.7 |
|
|
7 |
10,357 |
4.4 |
9,972 |
4.3 |
|
3,408 |
2.2 |
5,044 |
3.3 |
|
CBT CORN |
U.S. |
|
19,032 |
1.6 |
13,989 |
1.2 |
1,196,527 |
8,302 |
0.9 |
14,106 |
1.6 |
893,125 |
NON U.S. |
|
4,474 |
0.4 |
13,229 |
1.1 |
|
6,486 |
0.7 |
12,456 |
1.4 |
|
|
10 |
23,506 |
2.0 |
27,218 |
2.3 |
|
14,788 |
1.7 |
26,562 |
3.0 |
|
CBT SOYBEANS |
U.S. |
|
3,467 |
0.8 |
2,970 |
0.7 |
412,575 |
3,782 |
1.0 |
6,372 |
1.7 |
364,570 |
NON U.S. |
|
1,657 |
0.4 |
4,671 |
1.1 |
|
56 |
0.0 |
2,856 |
0.8 |
|
|
8 |
5,124 |
1.2 |
7,641 |
1.9 |
|
3,838 |
1.1 |
9,228 |
2.5 |
|
CBT UST BOND |
U.S. |
|
5,025 |
2.2 |
6,032 |
2.7 |
224,959 |
4,779 |
2.1 |
26,983 |
11.6 |
232,333 |
NON U.S. |
|
15,926 |
7.1 |
17,155 |
7.6 |
|
5,613 |
2.4 |
7,280 |
3.1 |
|
|
9 |
20,951 |
9.3 |
23,187 |
10.3 |
|
10,392 |
4.5 |
34,263 |
14.7 |
|
NYME NY HARBOR ULSD |
U.S. |
|
725 |
12.1 |
325 |
5.4 |
5,996 |
725 |
13.1 |
425 |
7.7 |
5,553 |
NON U.S. |
|
75 |
1.3 |
0 |
0.0 |
|
350 |
6.3 |
100 |
1.8 |
|
|
5 |
800 |
13.3 |
325 |
5.4 |
|
1,075 |
19.4 |
525 |
9.5 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
487,410 |
8.6 |
739,852 |
13.1 |
5,663,205 |
447,664 |
11.7 |
262,558 |
6.8 |
3,836,950 |
NON U.S. |
|
152,698 |
2.7 |
199,524 |
3.5 |
|
159,920 |
4.2 |
102,280 |
2.7 |
|
|
9 |
640,108 |
11.3 |
939,376 |
16.6 |
|
607,584 |
15.8 |
364,838 |
9.5 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
117,334 |
5.9 |
294,174 |
14.8 |
1,993,592 |
219,388 |
15.7 |
67,700 |
4.8 |
1,395,998 |
NON U.S. |
7 |
66,373 |
3.3 |
171,527 |
8.6 |
|
127,173 |
9.1 |
76,009 |
5.4 |
|
|
11 |
183,707 |
9.2 |
465,701 |
23.4 |
|
346,561 |
24.8 |
143,709 |
10.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
382 |
2.1 |
6,418 |
35.3 |
18,207 |
3,256 |
23.6 |
768 |
5.6 |
13,775 |
NON U.S. |
4 |
8,033 |
44.1 |
3,447 |
18.9 |
|
165 |
1.2 |
10,128 |
73.5 |
|
|
8 |
8,415 |
46.2 |
9,865 |
54.2 |
|
3,421 |
24.8 |
10,896 |
79.1 |
|
CBT UST 10Y NOTE |
U.S. |
5 |
15,814 |
1.5 |
25,003 |
2.3 |
1,084,749 |
27,370 |
2.2 |
40,941 |
3.3 |
1,238,880 |
NON U.S. |
18 |
74,063 |
6.8 |
49,480 |
4.6 |
|
104,842 |
8.5 |
87,657 |
7.1 |
|
|
23 |
89,877 |
8.3 |
74,483 |
6.9 |
|
132,212 |
10.7 |
128,598 |
10.4 |
|
CBT UST 5Y NOTE |
U.S. |
5 |
19,814 |
4.5 |
7,200 |
1.6 |
441,158 |
36,821 |
6.9 |
15,600 |
2.9 |
530,362 |
NON U.S. |
11 |
12,962 |
2.9 |
7,866 |
1.8 |
|
34,102 |
6.4 |
7,308 |
1.4 |
|
|
16 |
32,776 |
7.4 |
15,066 |
3.4 |
|
70,923 |
13.4 |
22,908 |
4.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
22,445 |
5.5 |
40,300 |
9.9 |
408,081 |
32,450 |
18.1 |
18,695 |
10.4 |
179,469 |
NON U.S. |
|
6,000 |
1.5 |
5,440 |
1.3 |
|
2,550 |
1.4 |
1,400 |
0.8 |
|
|
7 |
28,445 |
7.0 |
45,740 |
11.2 |
|
35,000 |
19.5 |
20,095 |
11.2 |
|
NYME WTI-PHYSICAL |
U.S. |
|
57,953 |
4.1 |
94,756 |
6.8 |
1,401,889 |
65,625 |
8.4 |
34,941 |
4.5 |
778,974 |
NON U.S. |
|
36,786 |
2.6 |
78,995 |
5.6 |
|
53,105 |
6.8 |
23,143 |
3.0 |
|
|
16 |
94,739 |
6.8 |
173,751 |
12.4 |
|
118,730 |
15.2 |
58,084 |
7.5 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,163 |
3.8 |
16,218 |
15.0 |
108,312 |
25,672 |
18.5 |
11,545 |
8.3 |
138,944 |
NON U.S. |
7 |
16,411 |
15.2 |
44,255 |
40.9 |
|
37,207 |
26.8 |
15,247 |
11.0 |
|
|
11 |
20,574 |
19.0 |
60,473 |
55.8 |
|
62,879 |
45.3 |
26,792 |
19.3 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
1,264 |
0.4 |
9,077 |
2.5 |
356,677 |
1,441 |
0.5 |
2,340 |
0.8 |
294,144 |
NON U.S. |
|
689 |
0.2 |
10,700 |
3.0 |
|
450 |
0.2 |
4,349 |
1.5 |
|
|
6 |
1,953 |
0.5 |
19,777 |
5.5 |
|
1,891 |
0.6 |
6,689 |
2.3 |
|
ICUS COFFEE C |
U.S. |
|
635 |
0.6 |
340 |
0.3 |
113,374 |
10 |
0.0 |
500 |
0.4 |
113,901 |
NON U.S. |
|
107 |
0.1 |
9 |
0.0 |
|
7 |
0.0 |
0 |
0.0 |
|
|
5 |
742 |
0.7 |
349 |
0.3 |
|
17 |
0.0 |
500 |
0.4 |
|
CMX SILVER |
U.S. |
|
3,192 |
4.1 |
1,942 |
2.5 |
77,577 |
10 |
0.0 |
1,127 |
2.8 |
39,753 |
NON U.S. |
|
3,629 |
4.7 |
4,174 |
5.4 |
|
1,602 |
4.0 |
1,053 |
2.6 |
|
|
9 |
6,821 |
8.8 |
6,116 |
7.9 |
|
1,612 |
4.1 |
2,180 |
5.5 |
|
CMX GOLD |
U.S. |
|
18,005 |
3.5 |
39,265 |
7.5 |
520,933 |
10,196 |
4.4 |
3,351 |
1.4 |
231,212 |
NON U.S. |
|
9,932 |
1.9 |
19,453 |
3.7 |
|
9,529 |
4.1 |
8,145 |
3.5 |
|
|
12 |
27,937 |
5.4 |
58,718 |
11.3 |
|
19,725 |
8.5 |
11,496 |
5.0 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
0 |
0.0 |
99,891 |
3,307 |
2.9 |
0 |
0.0 |
114,306 |
NON U.S. |
|
3,589 |
3.6 |
3,787 |
3.8 |
|
3,314 |
2.9 |
6,327 |
5.5 |
|
|
5 |
3,589 |
3.6 |
3,787 |
3.8 |
|
6,621 |
5.8 |
6,327 |
5.5 |
|
CME EURODOLLARS-3M |
U.S. |
6 |
716,226 |
4.0 |
661,390 |
3.7 |
17,903,568 |
770,061 |
4.1 |
269,163 |
1.4 |
18,643,948 |
NON U.S. |
17 |
345,961 |
1.9 |
385,867 |
2.2 |
|
436,160 |
2.3 |
121,455 |
0.7 |
|
|
23 |
1,062,187 |
5.9 |
1,047,257 |
5.8 |
|
1,206,221 |
6.5 |
390,618 |
2.1 |
|
CME SOFR-3M |
U.S. |
6 |
65,412 |
2.8 |
56,900 |
2.5 |
2,308,370 |
82,710 |
3.5 |
47,658 |
2.0 |
2,362,585 |
NON U.S. |
11 |
36,662 |
1.6 |
69,305 |
3.0 |
|
76,602 |
3.2 |
59,943 |
2.5 |
|
|
17 |
102,074 |
4.4 |
126,205 |
5.5 |
|
159,312 |
6.7 |
107,601 |
4.6 |
|
CME E-MINI S&P 500 |
U.S. |
|
1,208 |
0.1 |
0 |
0.0 |
1,581,908 |
0 |
0.0 |
24 |
0.0 |
3,076,371 |
NON U.S. |
|
16,383 |
1.0 |
25,256 |
1.6 |
|
21,767 |
0.7 |
28,385 |
0.9 |
|
|
15 |
17,591 |
1.1 |
25,256 |
1.6 |
|
21,767 |
0.7 |
28,409 |
0.9 |
|