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REPORT DATE: 6/6/2023 |
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COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
|
CBT WHEAT-SRW |
U.S. |
|
5,588 |
2.7 |
2,998 |
1.4 |
207,341 |
544 |
0.5 |
350 |
0.3 |
102,510 |
|
NON U.S. |
|
799 |
0.4 |
287 |
0.1 |
|
500 |
0.5 |
310 |
0.3 |
|
|
|
|
5 |
6,387 |
3.1 |
3,285 |
1.6 |
|
1,044 |
1.0 |
660 |
0.6 |
|
|
|
CBT CORN |
U.S. |
|
5,833 |
0.7 |
10,891 |
1.4 |
795,814 |
14,705 |
1.9 |
9,277 |
1.2 |
756,666 |
|
NON U.S. |
|
3,328 |
0.4 |
2,752 |
0.3 |
|
17,435 |
2.3 |
22,471 |
3.0 |
|
|
|
|
8 |
9,161 |
1.2 |
13,643 |
1.7 |
|
32,140 |
4.2 |
31,748 |
4.2 |
|
|
|
CBT SOYBEANS |
U.S. |
|
5,145 |
1.3 |
2,079 |
0.5 |
390,031 |
3,412 |
1.2 |
3,113 |
1.1 |
284,527 |
|
NON U.S. |
|
401 |
0.1 |
1,284 |
0.3 |
|
1,019 |
0.4 |
61 |
0.0 |
|
|
|
|
8 |
5,546 |
1.4 |
3,363 |
0.9 |
|
4,431 |
1.6 |
3,174 |
1.1 |
|
|
|
CBT UST BOND |
U.S. |
|
4,248 |
1.7 |
10,417 |
4.1 |
251,028 |
10,126 |
4.7 |
5,467 |
2.5 |
217,398 |
|
NON U.S. |
|
3,653 |
1.5 |
2,760 |
1.1 |
|
1,153 |
0.5 |
3,177 |
1.5 |
|
|
|
|
8 |
7,901 |
3.1 |
13,177 |
5.2 |
|
11,279 |
5.2 |
8,644 |
4.0 |
|
|
|
NYME NY HARBOR ULSD |
U.S. |
|
885 |
14.6 |
575 |
9.5 |
6,078 |
300 |
9.0 |
375 |
11.3 |
3,319 |
|
NON U.S. |
|
875 |
14.4 |
875 |
14.4 |
|
700 |
21.1 |
325 |
9.8 |
|
|
|
|
6 |
1,760 |
29.0 |
1,450 |
23.9 |
|
1,000 |
30.1 |
700 |
21.1 |
|
|
|
IFED NAT GAS ICE PEN |
U.S. |
|
991,018 |
16.8 |
884,978 |
15.0 |
5,882,936 |
557,812 |
11.0 |
466,200 |
9.2 |
5,063,200 |
|
NON U.S. |
|
181,624 |
3.1 |
287,966 |
4.9 |
|
235,836 |
4.7 |
157,468 |
3.1 |
|
|
|
|
9 |
1,172,642 |
19.9 |
1,172,944 |
19.9 |
|
793,648 |
15.7 |
623,668 |
12.3 |
|
|
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
162,753 |
9.5 |
263,568 |
15.4 |
1,714,064 |
150,091 |
9.5 |
91,258 |
5.8 |
1,586,152 |
|
NON U.S. |
8 |
66,515 |
3.9 |
142,944 |
8.3 |
|
127,203 |
8.0 |
55,152 |
3.5 |
|
|
|
|
12 |
229,268 |
13.4 |
406,512 |
23.7 |
|
277,294 |
17.5 |
146,410 |
9.2 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
300 |
1.0 |
2,850 |
9.3 |
30,660 |
0 |
0.0 |
0 |
0.0 |
14,495 |
|
NON U.S. |
|
14,336 |
46.8 |
14,123 |
46.1 |
|
250 |
1.7 |
12,158 |
83.9 |
|
|
|
|
7 |
14,636 |
47.7 |
16,973 |
55.4 |
|
250 |
1.7 |
12,158 |
83.9 |
|
|
|
CBT UST 10Y NOTE |
U.S. |
6 |
33,401 |
2.7 |
28,446 |
2.3 |
1,214,840 |
54,606 |
5.4 |
18,829 |
1.9 |
1,006,696 |
|
NON U.S. |
13 |
83,849 |
6.9 |
23,306 |
1.9 |
|
64,546 |
6.4 |
78,162 |
7.8 |
|
|
|
|
19 |
117,250 |
9.7 |
51,752 |
4.3 |
|
119,152 |
11.8 |
96,991 |
9.6 |
|
|
|
CBT UST 5Y NOTE |
U.S. |
5 |
28,846 |
3.9 |
25,074 |
3.4 |
736,948 |
30,051 |
5.5 |
18,239 |
3.3 |
547,464 |
|
NON U.S. |
10 |
56,202 |
7.6 |
10,071 |
1.4 |
|
26,489 |
4.8 |
39,836 |
7.3 |
|
|
|
|
15 |
85,048 |
11.5 |
35,145 |
4.8 |
|
56,540 |
10.3 |
58,075 |
10.6 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
23,400 |
7.7 |
39,600 |
13.0 |
304,409 |
28,450 |
12.9 |
13,970 |
6.3 |
220,415 |
|
NON U.S. |
|
8,100 |
2.7 |
2,650 |
0.9 |
|
3,850 |
1.7 |
4,700 |
2.1 |
|
|
|
|
5 |
31,500 |
10.3 |
42,250 |
13.9 |
|
32,300 |
14.7 |
18,670 |
8.5 |
|
|
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
0 |
0.0 |
2,815 |
20.9 |
13,482 |
19,805 |
39.8 |
15,565 |
31.3 |
49,752 |
|
NON U.S. |
|
70 |
0.5 |
8,460 |
62.8 |
|
980 |
2.0 |
0 |
0.0 |
|
|
|
|
5 |
70 |
0.5 |
11,275 |
83.6 |
|
20,785 |
41.8 |
15,565 |
31.3 |
|
|
|
NYME WTI-PHYSICAL |
U.S. |
|
50,827 |
3.6 |
76,235 |
5.4 |
1,408,931 |
63,428 |
7.2 |
24,317 |
2.8 |
877,350 |
|
NON U.S. |
|
40,814 |
2.9 |
64,559 |
4.6 |
|
44,187 |
5.0 |
32,139 |
3.7 |
|
|
|
|
16 |
91,641 |
6.5 |
140,794 |
10.0 |
|
107,615 |
12.3 |
56,456 |
6.4 |
|
|
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,751 |
4.4 |
12,075 |
14.0 |
85,982 |
14,312 |
17.8 |
6,011 |
7.5 |
80,511 |
|
NON U.S. |
7 |
9,669 |
11.2 |
28,032 |
32.6 |
|
23,146 |
28.7 |
9,021 |
11.2 |
|
|
|
|
11 |
13,420 |
15.6 |
40,107 |
46.6 |
|
37,458 |
46.5 |
15,032 |
18.7 |
|
|
|
ICUS SUGAR NO. 11 |
U.S. |
|
2,395 |
0.5 |
12,631 |
2.9 |
439,100 |
1,346 |
0.3 |
18,314 |
4.2 |
440,280 |
|
NON U.S. |
|
5,900 |
1.3 |
5,562 |
1.3 |
|
4,001 |
0.9 |
10,231 |
2.3 |
|
|
|
|
7 |
8,295 |
1.9 |
18,193 |
4.1 |
|
5,347 |
1.2 |
28,545 |
6.5 |
|
|
|
ICUS COFFEE C |
U.S. |
|
1,354 |
1.9 |
909 |
1.2 |
72,988 |
225 |
0.3 |
550 |
0.7 |
74,448 |
|
NON U.S. |
|
518 |
0.7 |
10 |
0.0 |
|
1,335 |
1.8 |
416 |
0.6 |
|
|
|
|
5 |
1,872 |
2.6 |
919 |
1.3 |
|
1,560 |
2.1 |
966 |
1.3 |
|
|
|
CMX SILVER |
U.S. |
|
6,005 |
6.4 |
4,357 |
4.6 |
94,161 |
361 |
0.8 |
1,490 |
3.5 |
43,118 |
|
NON U.S. |
|
3,045 |
3.2 |
4,396 |
4.7 |
|
1,383 |
3.2 |
1,135 |
2.6 |
|
|
|
|
10 |
9,050 |
9.6 |
8,753 |
9.3 |
|
1,744 |
4.0 |
2,625 |
6.1 |
|
|
|
CMX GOLD |
U.S. |
|
22,969 |
4.2 |
30,054 |
5.4 |
552,525 |
10,798 |
3.6 |
18,569 |
6.3 |
296,920 |
|
NON U.S. |
|
23,810 |
4.3 |
28,475 |
5.2 |
|
16,534 |
5.6 |
16,546 |
5.6 |
|
|
|
|
18 |
46,779 |
8.5 |
58,529 |
10.6 |
|
27,332 |
9.2 |
35,115 |
11.8 |
|
|
|
CME EURO FX |
U.S. |
|
5,059 |
2.1 |
0 |
0.0 |
243,182 |
64 |
0.0 |
0 |
0.0 |
182,364 |
|
NON U.S. |
|
847 |
0.3 |
7,909 |
3.3 |
|
1,146 |
0.6 |
8,019 |
4.4 |
|
|
|
|
5 |
5,906 |
2.4 |
7,909 |
3.3 |
|
1,210 |
0.7 |
8,019 |
4.4 |
|
|
|
CME EURODOLLARS-3M |
U.S. |
|
36,750 |
2.1 |
19,349 |
1.1 |
1,773,732 |
3,625 |
1.2 |
4 |
0.0 |
311,375 |
|
NON U.S. |
|
22,829 |
1.3 |
13,250 |
0.7 |
|
10,450 |
3.4 |
0 |
0.0 |
|
|
|
|
10 |
59,579 |
3.4 |
32,599 |
1.8 |
|
14,075 |
4.5 |
4 |
0.0 |
|
|
|
CME SOFR-3M |
U.S. |
7 |
823,325 |
4.0 |
584,848 |
2.8 |
20,682,236 |
799,783 |
3.6 |
529,310 |
2.4 |
22,497,842 |
|
NON U.S. |
25 |
387,537 |
1.9 |
350,540 |
1.7 |
|
473,923 |
2.1 |
312,570 |
1.4 |
|
|
|
|
32 |
1,210,862 |
5.9 |
935,388 |
4.5 |
|
1,273,706 |
5.7 |
841,880 |
3.7 |
|
|
|
CME E-MINI S&P 500 |
U.S. |
|
0 |
0.0 |
0 |
0.0 |
1,644,840 |
600 |
0.0 |
0 |
0.0 |
3,744,281 |
|
NON U.S. |
|
17,196 |
1.0 |
13,871 |
0.8 |
|
38,943 |
1.0 |
40,912 |
1.1 |
|
|
|
|
14 |
17,196 |
1.0 |
13,871 |
0.8 |
|
39,543 |
1.1 |
40,912 |
1.1 |
|
|