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REPORT DATE: 4/7/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,550 |
0.7 |
6,929 |
3.3 |
208,100 |
4,599 |
2.4 |
3,770 |
1.9 |
194,150 |
NON U.S. |
|
8,138 |
3.9 |
23,152 |
11.1 |
|
6,746 |
3.5 |
16,627 |
8.6 |
|
|
5 |
9,688 |
4.7 |
30,081 |
14.5 |
|
11,345 |
5.8 |
20,397 |
10.5 |
|
CBT CORN |
U.S. |
|
3,506 |
0.6 |
4,410 |
0.8 |
569,158 |
6,206 |
1.3 |
9,425 |
2.0 |
482,098 |
NON U.S. |
|
4,875 |
0.9 |
12,148 |
2.1 |
|
7,375 |
1.5 |
21,723 |
4.5 |
|
|
7 |
8,381 |
1.5 |
16,558 |
2.9 |
|
13,581 |
2.8 |
31,148 |
6.5 |
|
CBT SOYBEANS |
U.S. |
|
5,113 |
1.4 |
2,843 |
0.8 |
368,583 |
468 |
0.2 |
4,300 |
1.5 |
280,646 |
NON U.S. |
|
16,181 |
4.4 |
28,230 |
7.7 |
|
3,687 |
1.3 |
12,700 |
4.5 |
|
|
5 |
21,294 |
5.8 |
31,073 |
8.4 |
|
4,155 |
1.5 |
17,000 |
6.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
14,692 |
4.0 |
31,369 |
8.4 |
371,544 |
21,942 |
3.8 |
21,507 |
3.8 |
570,571 |
NON U.S. |
5 |
20,673 |
5.6 |
23,650 |
6.4 |
|
7,213 |
1.3 |
23,204 |
4.1 |
|
|
10 |
35,365 |
9.5 |
55,019 |
14.8 |
|
29,155 |
5.1 |
44,711 |
7.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
4,275 |
17.9 |
3,075 |
12.9 |
23,890 |
400 |
6.1 |
50 |
0.8 |
6,546 |
NON U.S. |
|
1,180 |
4.9 |
1,600 |
6.7 |
|
0 |
0.0 |
665 |
10.2 |
|
|
7 |
5,455 |
## |
4,675 |
19.6 |
|
400 |
6.1 |
715 |
10.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
242,940 |
9.3 |
295,062 |
11.3 |
2,616,622 |
151,002 |
6.3 |
159,156 |
6.6 |
2,407,337 |
NON U.S. |
|
31,245 |
1.2 |
68,725 |
2.6 |
|
23,780 |
1.0 |
35,420 |
1.5 |
|
|
8 |
274,185 |
10.5 |
363,787 |
13.9 |
|
174,782 |
7.3 |
194,576 |
8.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
96,178 |
6.7 |
154,886 |
10.7 |
1,441,878 |
71,744 |
6.5 |
99,269 |
9.0 |
1,097,327 |
NON U.S. |
|
32,268 |
2.2 |
98,863 |
6.9 |
|
18,815 |
1.7 |
26,977 |
2.5 |
|
|
10 |
128,446 |
8.9 |
253,749 |
17.6 |
|
90,559 |
8.3 |
126,246 |
11.5 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
3,548 |
33.6 |
2,700 |
25.6 |
10,562 |
485 |
3.9 |
1,488 |
12.0 |
12,352 |
NON U.S. |
|
2,129 |
20.2 |
3,755 |
35.6 |
|
1,964 |
15.9 |
2,331 |
18.9 |
|
|
7 |
5,677 |
## |
6,455 |
61.1 |
|
2,449 |
19.8 |
3,819 |
30.9 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
4,200 |
28.4 |
4,900 |
33.2 |
14,764 |
0 |
0.0 |
0 |
0.0 |
2,100 |
NON U.S. |
|
600 |
4.1 |
2,540 |
17.2 |
|
200 |
9.5 |
100 |
4.8 |
|
|
8 |
4,800 |
## |
7,440 |
50.4 |
|
200 |
9.5 |
100 |
4.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
91,486 |
5.4 |
110,618 |
6.5 |
1,709,451 |
141,235 |
6.3 |
207,763 |
9.2 |
2,251,746 |
NON U.S. |
13 |
20,775 |
1.2 |
72,262 |
4.2 |
|
66,795 |
3.0 |
105,934 |
4.7 |
|
|
21 |
112,261 |
6.6 |
182,880 |
10.7 |
|
208,030 |
9.2 |
313,697 |
13.9 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
45,523 |
3.9 |
38,710 |
3.4 |
1,153,151 |
42,105 |
2.0 |
36,894 |
1.7 |
2,126,570 |
NON U.S. |
7 |
35,248 |
3.1 |
36,561 |
3.2 |
|
48,912 |
2.3 |
92,580 |
4.4 |
|
|
12 |
80,771 |
7.0 |
75,271 |
6.5 |
|
91,017 |
4.3 |
129,474 |
6.1 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
56,825 |
12.3 |
67,950 |
14.7 |
462,386 |
46,950 |
14.7 |
41,937 |
13.1 |
320,057 |
NON U.S. |
|
7,700 |
1.7 |
8,575 |
1.9 |
|
4,025 |
1.3 |
3,800 |
1.2 |
|
|
10 |
64,525 |
14.0 |
76,525 |
16.6 |
|
50,975 |
15.9 |
45,737 |
14.3 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
109,366 |
7.0 |
103,170 |
6.6 |
1,570,741 |
68,224 |
5.2 |
72,822 |
5.5 |
1,322,267 |
NON U.S. |
|
56,326 |
3.6 |
87,467 |
5.6 |
|
49,889 |
3.8 |
44,949 |
3.4 |
|
|
18 |
165,692 |
10.5 |
190,637 |
12.1 |
|
118,113 |
8.9 |
117,771 |
8.9 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
12,448 |
6.6 |
24,793 |
13.2 |
188,112 |
29,522 |
12.8 |
20,765 |
9.0 |
231,371 |
NON U.S. |
8 |
19,330 |
10.3 |
54,760 |
29.1 |
|
42,352 |
18.3 |
27,302 |
11.8 |
|
|
12 |
31,778 |
16.9 |
79,553 |
42.3 |
|
71,874 |
31.1 |
48,067 |
20.8 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
4,787 |
1.1 |
4,601 |
1.1 |
421,892 |
750 |
0.2 |
9,852 |
2.8 |
353,829 |
NON U.S. |
|
2,702 |
0.6 |
1,450 |
0.3 |
|
586 |
0.2 |
1,800 |
0.5 |
|
|
5 |
7,489 |
1.8 |
6,051 |
1.4 |
|
1,336 |
0.4 |
11,652 |
3.3 |
|
ICUS COFFEE C |
U.S. |
|
485 |
0.3 |
21 |
0.0 |
153,587 |
0 |
0.0 |
75 |
0.1 |
104,934 |
NON U.S. |
|
525 |
0.3 |
745 |
0.5 |
|
398 |
0.4 |
13 |
0.0 |
|
|
5 |
1,010 |
0.7 |
766 |
0.5 |
|
398 |
0.4 |
88 |
0.1 |
|
CMX SILVER |
U.S. |
|
5,132 |
5.2 |
4,022 |
4.0 |
99,505 |
1,671 |
2.6 |
3,797 |
5.9 |
64,543 |
NON U.S. |
|
7,242 |
7.3 |
15,067 |
15.1 |
|
14,692 |
22.8 |
13,153 |
20.4 |
|
|
12 |
12,374 |
12.4 |
19,089 |
19.2 |
|
16,363 |
25.4 |
16,950 |
26.3 |
|
CMX GOLD |
U.S. |
|
163,862 |
14.7 |
168,087 |
15.1 |
1,116,378 |
29,383 |
5.9 |
38,459 |
7.8 |
495,408 |
NON U.S. |
|
48,571 |
4.4 |
63,629 |
5.7 |
|
35,404 |
7.1 |
37,267 |
7.5 |
|
|
17 |
212,433 |
19.0 |
231,716 |
20.8 |
|
64,787 |
13.1 |
75,726 |
15.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,141,460 |
4.6 |
673,733 |
2.7 |
25,053,577 |
822,265 |
3.0 |
935,799 |
3.4 |
27,254,540 |
NON U.S. |
18 |
785,462 |
3.1 |
600,694 |
2.4 |
|
726,652 |
2.7 |
288,717 |
1.1 |
|
|
25 |
1,926,922 |
7.7 |
1,274,427 |
5.1 |
|
1,548,917 |
5.7 |
1,224,516 |
4.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
3,418 |
0.2 |
2,582 |
0.1 |
1,823,454 |
1,843 |
0.1 |
2,520 |
0.1 |
2,698,880 |
NON U.S. |
|
7,103 |
0.4 |
12,752 |
0.7 |
|
40,784 |
1.5 |
27,064 |
1.0 |
|
|
9 |
10,521 |
0.6 |
15,334 |
0.8 |
|
42,627 |
1.6 |
29,584 |
1.1 |
|