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REPORT DATE: 8/4/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,385 |
0.8 |
5,101 |
3.1 |
165,431 |
1,650 |
0.9 |
5,860 |
3.3 |
176,861 |
NON U.S. |
|
4,110 |
2.5 |
18,640 |
11.3 |
|
1,375 |
0.8 |
10,506 |
5.9 |
|
|
6 |
5,495 |
3.3 |
23,741 |
14.4 |
|
3,025 |
1.7 |
16,366 |
9.3 |
|
CBT CORN |
U.S. |
|
5,845 |
0.9 |
3,887 |
0.6 |
670,246 |
6,649 |
1.2 |
15,825 |
2.9 |
547,643 |
NON U.S. |
|
4,259 |
0.6 |
10,200 |
1.5 |
|
11,425 |
2.1 |
15,850 |
2.9 |
|
|
7 |
10,104 |
1.5 |
14,087 |
2.1 |
|
18,074 |
3.3 |
31,675 |
5.8 |
|
CBT SOYBEANS |
U.S. |
|
786 |
0.2 |
3,643 |
1.1 |
345,609 |
150 |
0.0 |
7,468 |
2.4 |
305,305 |
NON U.S. |
|
650 |
0.2 |
23,880 |
6.9 |
|
3,262 |
1.1 |
17,197 |
5.6 |
|
|
5 |
1,436 |
0.4 |
27,523 |
8.0 |
|
3,412 |
1.1 |
24,665 |
8.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
12,170 |
4.7 |
6,795 |
2.6 |
259,794 |
10,712 |
2.7 |
24,524 |
6.3 |
391,922 |
NON U.S. |
6 |
8,849 |
3.4 |
21,766 |
8.4 |
|
19,885 |
5.1 |
20,529 |
5.2 |
|
|
11 |
21,019 |
8.1 |
28,561 |
11.0 |
|
30,597 |
7.8 |
45,053 |
11.5 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,975 |
17.6 |
1,625 |
9.6 |
16,883 |
25 |
0.6 |
0 |
0.0 |
4,209 |
NON U.S. |
|
375 |
2.2 |
1,125 |
6.7 |
|
50 |
1.2 |
80 |
1.9 |
|
|
6 |
3,350 |
19.8 |
2,750 |
16.3 |
|
75 |
1.8 |
80 |
1.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
267,800 |
8.7 |
363,840 |
11.9 |
3,061,086 |
124,380 |
6.3 |
132,228 |
6.7 |
1,963,298 |
NON U.S. |
|
27,860 |
0.9 |
72,804 |
2.4 |
|
39,920 |
2.0 |
42,740 |
2.2 |
|
|
8 |
295,660 |
9.7 |
436,644 |
14.3 |
|
164,300 |
8.4 |
174,968 |
8.9 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
113,768 |
7.5 |
207,074 |
13.7 |
1,514,162 |
78,945 |
8.6 |
74,425 |
8.1 |
921,756 |
NON U.S. |
|
29,753 |
2.0 |
129,148 |
8.5 |
|
39,620 |
4.3 |
34,635 |
3.8 |
|
|
11 |
143,521 |
9.5 |
336,222 |
22.2 |
|
118,565 |
12.9 |
109,060 |
11.8 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
5,459 |
30.1 |
8,052 |
44.5 |
18,111 |
4,646 |
34.8 |
2,454 |
18.4 |
13,332 |
NON U.S. |
|
3,723 |
20.6 |
3,419 |
18.9 |
|
1,521 |
11.4 |
3,642 |
27.3 |
|
|
7 |
9,182 |
## |
11,471 |
63.3 |
|
6,167 |
46.3 |
6,096 |
45.7 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
4 |
4,100 |
25.3 |
4,620 |
28.5 |
16,220 |
0 |
0.0 |
960 |
22.9 |
4,200 |
NON U.S. |
5 |
700 |
4.3 |
2,520 |
15.5 |
|
1,500 |
35.7 |
100 |
2.4 |
|
|
9 |
4,800 |
## |
7,140 |
44.0 |
|
1,500 |
35.7 |
1,060 |
25.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
850 |
1.3 |
200 |
0.3 |
64,584 |
850 |
1.3 |
100 |
0.1 |
66,959 |
NON U.S. |
|
655 |
1.0 |
285 |
0.4 |
|
150 |
0.2 |
1,969 |
2.9 |
|
|
6 |
1,505 |
2.3 |
485 |
0.8 |
|
1,000 |
1.5 |
2,069 |
3.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
18,001 |
1.8 |
65,543 |
6.5 |
1,013,765 |
64,447 |
5.9 |
63,384 |
5.8 |
1,098,840 |
NON U.S. |
13 |
21,051 |
2.1 |
83,246 |
8.2 |
|
144,888 |
13.2 |
95,815 |
8.7 |
|
|
19 |
39,052 |
3.9 |
148,789 |
14.7 |
|
209,335 |
19.1 |
159,199 |
14.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
1,250 |
0.3 |
17,559 |
4.8 |
369,310 |
700 |
0.1 |
57,419 |
11.2 |
514,054 |
NON U.S. |
5 |
6,542 |
1.8 |
10,725 |
2.9 |
|
21,476 |
4.2 |
24,667 |
4.8 |
|
|
9 |
7,792 |
2.1 |
28,284 |
7.7 |
|
22,176 |
4.3 |
82,086 |
16.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
55,075 |
14.2 |
59,772 |
15.4 |
387,600 |
31,265 |
14.7 |
33,871 |
15.9 |
213,111 |
NON U.S. |
|
10,500 |
2.7 |
10,775 |
2.8 |
|
4,575 |
2.1 |
3,900 |
1.8 |
|
|
9 |
65,575 |
16.9 |
70,547 |
18.2 |
|
35,840 |
16.8 |
37,771 |
17.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
103,161 |
8.8 |
91,351 |
7.8 |
1,170,767 |
58,262 |
7.2 |
52,778 |
6.5 |
811,841 |
NON U.S. |
|
55,644 |
4.8 |
78,775 |
6.7 |
|
38,547 |
4.7 |
31,824 |
3.9 |
|
|
19 |
158,805 |
13.6 |
170,126 |
14.5 |
|
96,809 |
11.9 |
84,602 |
10.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
15,469 |
10.0 |
19,210 |
12.4 |
154,460 |
17,211 |
9.8 |
13,038 |
7.4 |
176,091 |
NON U.S. |
8 |
17,587 |
11.4 |
49,700 |
32.2 |
|
39,192 |
22.3 |
21,664 |
12.3 |
|
|
12 |
33,056 |
21.4 |
68,910 |
44.6 |
|
56,403 |
32.0 |
34,702 |
19.7 |
|
ICUS COFFEE C |
U.S. |
|
75 |
0.1 |
75 |
0.1 |
126,962 |
0 |
0.0 |
300 |
0.4 |
74,250 |
NON U.S. |
|
303 |
0.2 |
842 |
0.7 |
|
285 |
0.4 |
50 |
0.1 |
|
|
5 |
378 |
0.3 |
917 |
0.7 |
|
285 |
0.4 |
350 |
0.5 |
|
CMX SILVER |
U.S. |
|
3,813 |
4.2 |
6,554 |
7.2 |
90,687 |
3,042 |
5.8 |
3,471 |
6.6 |
52,716 |
NON U.S. |
|
2,906 |
3.2 |
3,965 |
4.4 |
|
4,808 |
9.1 |
4,176 |
7.9 |
|
|
10 |
6,719 |
7.4 |
10,519 |
11.6 |
|
7,850 |
14.9 |
7,647 |
14.5 |
|
CMX GOLD |
U.S. |
|
118,121 |
13.0 |
135,491 |
14.9 |
909,217 |
16,494 |
4.5 |
27,573 |
7.5 |
367,813 |
NON U.S. |
|
30,898 |
3.4 |
35,373 |
3.9 |
|
18,157 |
4.9 |
20,249 |
5.5 |
|
|
17 |
149,019 |
16.4 |
170,864 |
18.8 |
|
34,651 |
9.4 |
47,822 |
13.0 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,012,474 |
5.8 |
538,646 |
3.1 |
17,560,317 |
710,357 |
3.4 |
819,584 |
4.0 |
20,629,896 |
NON U.S. |
19 |
705,763 |
4.0 |
506,158 |
2.9 |
|
708,798 |
3.4 |
315,368 |
1.5 |
|
|
26 |
1,718,237 |
9.8 |
1,044,804 |
5.9 |
|
1,419,155 |
6.9 |
1,134,952 |
5.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
4,415 |
0.4 |
3,232 |
0.3 |
1,120,680 |
0 |
0.0 |
1,898 |
0.1 |
2,157,062 |
NON U.S. |
|
5,655 |
0.5 |
16,236 |
1.4 |
|
35,429 |
1.6 |
20,578 |
1.0 |
|
|
11 |
10,070 |
0.9 |
19,468 |
1.7 |
|
35,429 |
1.6 |
22,476 |
1.0 |
|