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REPORT DATE: 8/6/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
600 |
0.3 |
2,917 |
1.2 |
237,237 |
2,517 |
1.5 |
1,250 |
0.7 |
172,368 |
NON U.S. |
|
8,150 |
3.4 |
31,334 |
13.2 |
|
3,550 |
2.1 |
17,539 |
10.2 |
|
|
6 |
8,750 |
3.7 |
34,251 |
14.4 |
|
6,067 |
3.5 |
18,789 |
10.9 |
|
CBT CORN |
U.S. |
|
5,773 |
0.5 |
10,596 |
1.0 |
1,060,365 |
28,438 |
4.0 |
6,834 |
1.0 |
713,564 |
NON U.S. |
|
5,438 |
0.5 |
38,925 |
3.7 |
|
1,300 |
0.2 |
11,800 |
1.7 |
|
|
6 |
11,211 |
1.1 |
49,521 |
4.7 |
|
29,738 |
4.2 |
18,634 |
2.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
20,429 |
4.7 |
9,036 |
2.1 |
434,331 |
5,252 |
0.9 |
12,201 |
2.1 |
576,374 |
NON U.S. |
8 |
2,320 |
0.5 |
24,500 |
5.6 |
|
31,240 |
5.4 |
36,362 |
6.3 |
|
|
13 |
22,749 |
5.2 |
33,536 |
7.7 |
|
36,492 |
6.3 |
48,563 |
8.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
6,190 |
15.1 |
4,565 |
11.1 |
41,073 |
925 |
6.5 |
400 |
2.8 |
14,295 |
NON U.S. |
|
1,703 |
4.1 |
955 |
2.3 |
|
100 |
0.7 |
475 |
3.3 |
|
|
6 |
7,893 |
19.2 |
5,520 |
13.4 |
|
1,025 |
7.2 |
875 |
6.1 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
134,280 |
9.1 |
102,890 |
6.9 |
1,481,749 |
49,572 |
3.9 |
87,232 |
6.8 |
1,285,193 |
NON U.S. |
|
25,220 |
1.7 |
35,100 |
2.4 |
|
11,280 |
0.9 |
12,720 |
1.0 |
|
|
8 |
159,500 |
10.8 |
137,990 |
9.3 |
|
60,852 |
4.7 |
99,952 |
7.8 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
67,737 |
7.0 |
93,469 |
9.7 |
961,677 |
71,144 |
8.7 |
59,304 |
7.3 |
815,638 |
NON U.S. |
|
25,357 |
2.6 |
54,311 |
5.6 |
|
15,836 |
1.9 |
28,873 |
3.5 |
|
|
10 |
93,094 |
9.7 |
147,780 |
15.4 |
|
86,980 |
10.7 |
88,177 |
10.8 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
26.3 |
360 |
5.2 |
6,929 |
360 |
12.3 |
360 |
12.3 |
2,929 |
NON U.S. |
|
754 |
10.9 |
3,854 |
55.6 |
|
1,197 |
40.9 |
576 |
19.7 |
|
|
6 |
2,575 |
37.2 |
4,214 |
60.8 |
|
1,557 |
53.2 |
936 |
32.0 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,420 |
21.1 |
2,800 |
24.4 |
11,464 |
0 |
0.0 |
200 |
4.0 |
5,000 |
NON U.S. |
|
600 |
5.2 |
1,020 |
8.9 |
|
600 |
12.0 |
0 |
0.0 |
|
|
7 |
3,020 |
26.3 |
3,820 |
33.3 |
|
600 |
12.0 |
200 |
4.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
71,869 |
4.3 |
65,447 |
4.0 |
1,653,229 |
69,359 |
2.6 |
121,635 |
4.5 |
2,717,970 |
NON U.S. |
18 |
50,242 |
3.0 |
66,164 |
4.0 |
|
109,129 |
4.0 |
169,986 |
6.3 |
|
|
25 |
122,111 |
7.4 |
131,611 |
8.0 |
|
178,488 |
6.6 |
291,621 |
10.7 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
33,310 |
5.2 |
3,800 |
0.6 |
642,793 |
16,810 |
1.0 |
29,312 |
1.8 |
1,616,439 |
NON U.S. |
9 |
34,250 |
5.3 |
48,467 |
7.5 |
|
119,600 |
7.4 |
84,937 |
5.3 |
|
|
13 |
67,560 |
10.5 |
52,267 |
8.1 |
|
136,410 |
8.4 |
114,249 |
7.1 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
67,375 |
15.2 |
84,275 |
19.0 |
443,101 |
49,200 |
15.0 |
45,362 |
13.8 |
328,547 |
NON U.S. |
|
2,650 |
0.6 |
5,085 |
1.1 |
|
6,700 |
2.0 |
5,800 |
1.8 |
|
|
11 |
70,025 |
15.8 |
89,360 |
20.2 |
|
55,900 |
17.0 |
51,162 |
15.6 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
95,714 |
7.1 |
121,329 |
9.0 |
1,352,012 |
82,798 |
7.6 |
63,293 |
5.8 |
1,089,328 |
NON U.S. |
|
57,507 |
4.3 |
105,164 |
7.8 |
|
71,814 |
6.6 |
47,663 |
4.4 |
|
|
20 |
153,221 |
11.3 |
226,493 |
16.8 |
|
154,612 |
14.2 |
110,956 |
10.2 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
21,324 |
13.6 |
20,185 |
12.9 |
156,906 |
27,031 |
12.7 |
30,256 |
14.2 |
213,553 |
NON U.S. |
|
7,439 |
4.7 |
56,448 |
36.0 |
|
44,687 |
20.9 |
18,785 |
8.8 |
|
|
10 |
28,763 |
18.3 |
76,633 |
48.8 |
|
71,718 |
33.6 |
49,041 |
23.0 |
|
CMX SILVER |
U.S. |
|
9,081 |
6.1 |
10,178 |
6.9 |
147,933 |
4,375 |
5.8 |
5,205 |
6.9 |
75,648 |
NON U.S. |
|
6,991 |
4.7 |
12,941 |
8.7 |
|
3,912 |
5.2 |
5,729 |
7.6 |
|
|
8 |
16,072 |
10.9 |
23,119 |
15.6 |
|
8,287 |
11.0 |
10,934 |
14.5 |
|
CMX GOLD |
U.S. |
|
153,686 |
13.1 |
142,701 |
12.2 |
1,171,249 |
28,124 |
5.4 |
38,432 |
7.4 |
518,737 |
NON U.S. |
|
41,863 |
3.6 |
70,687 |
6.0 |
|
28,359 |
5.5 |
26,054 |
5.0 |
|
|
18 |
195,549 |
16.7 |
213,388 |
18.2 |
|
56,483 |
10.9 |
64,486 |
12.4 |
|
CME EURO FX |
U.S. |
|
1,689 |
1.2 |
0 |
0.0 |
144,093 |
449 |
0.3 |
2 |
0.0 |
152,671 |
NON U.S. |
|
10,016 |
7.0 |
3,687 |
2.6 |
|
5,870 |
3.8 |
8,648 |
5.7 |
|
|
6 |
11,705 |
8.1 |
3,687 |
2.6 |
|
6,319 |
4.1 |
8,650 |
5.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,387,680 |
4.6 |
859,900 |
2.8 |
30,494,355 |
1,062,090 |
3.3 |
1,206,180 |
3.7 |
32,473,140 |
NON U.S. |
22 |
919,361 |
3.0 |
520,258 |
1.7 |
|
960,659 |
3.0 |
604,011 |
1.9 |
|
|
29 |
2,307,041 |
7.6 |
1,380,158 |
4.5 |
|
2,022,749 |
6.2 |
1,810,191 |
5.6 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
9,795 |
0.8 |
646 |
0.1 |
1,250,878 |
3,159 |
0.1 |
2,576 |
0.1 |
3,340,702 |
NON U.S. |
|
6,798 |
0.5 |
25,137 |
2.0 |
|
12,735 |
0.4 |
41,006 |
1.2 |
|
|
11 |
16,593 |
1.3 |
25,783 |
2.1 |
|
15,894 |
0.5 |
43,582 |
1.3 |
|