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REPORT DATE: 8/3/2021 |
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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. |
|
440 |
0.3 |
3,252 |
2.2 |
150,853 |
766 |
0.7 |
129 |
0.1 |
102,915 |
|
NON U.S. |
|
950 |
0.6 |
3,460 |
2.3 |
|
279 |
0.3 |
1,750 |
1.7 |
|
|
|
|
5 |
1,390 |
0.9 |
6,712 |
4.4 |
|
1,045 |
1.0 |
1,879 |
1.8 |
|
|
|
CBT CORN |
U.S. |
|
3,390 |
0.4 |
7,771 |
0.8 |
945,685 |
14,099 |
2.0 |
25,295 |
3.6 |
707,267 |
|
NON U.S. |
|
5,314 |
0.6 |
13,087 |
1.4 |
|
7,938 |
1.1 |
23,984 |
3.4 |
|
|
|
|
7 |
8,704 |
0.9 |
20,858 |
2.2 |
|
22,037 |
3.1 |
49,279 |
7.0 |
|
|
|
CBT SOYBEANS |
U.S. |
|
1,020 |
0.2 |
1,398 |
0.3 |
412,957 |
295 |
0.1 |
8,375 |
2.5 |
328,995 |
|
NON U.S. |
|
3,980 |
1.0 |
7,031 |
1.7 |
|
16,703 |
5.1 |
16,800 |
5.1 |
|
|
|
|
8 |
5,000 |
1.2 |
8,429 |
2.0 |
|
16,998 |
5.2 |
25,175 |
7.7 |
|
|
|
CBT U.S. TREASURY BONDS |
U.S. |
|
2,767 |
1.0 |
8,334 |
3.0 |
273,994 |
4,909 |
1.4 |
3,139 |
0.9 |
359,803 |
|
NON U.S. |
|
10,669 |
3.9 |
13,288 |
4.8 |
|
22,947 |
6.4 |
13,623 |
3.8 |
|
|
|
|
9 |
13,436 |
4.9 |
21,622 |
7.9 |
|
27,856 |
7.7 |
16,762 |
4.7 |
|
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
875 |
11.0 |
425 |
5.3 |
7,969 |
125 |
3.0 |
50 |
1.2 |
4,160 |
|
NON U.S. |
|
470 |
5.9 |
100 |
1.3 |
|
0 |
0.0 |
0 |
0.0 |
|
|
|
|
7 |
1,345 |
16.9 |
525 |
6.6 |
|
125 |
3.0 |
50 |
1.2 |
|
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
239,922 |
6.7 |
406,784 |
11.3 |
3,593,915 |
209,144 |
8.6 |
186,228 |
7.7 |
2,419,719 |
|
NON U.S. |
|
60,060 |
1.7 |
95,924 |
2.7 |
|
61,240 |
2.5 |
34,140 |
1.4 |
|
|
|
|
8 |
299,982 |
8.3 |
502,708 |
14.0 |
|
270,384 |
11.2 |
220,368 |
9.1 |
|
|
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
94,876 |
6.4 |
228,006 |
15.5 |
1,473,368 |
135,091 |
14.4 |
76,184 |
8.1 |
938,560 |
|
NON U.S. |
7 |
41,085 |
2.8 |
137,314 |
9.3 |
|
66,189 |
7.1 |
51,950 |
5.5 |
|
|
|
|
11 |
135,961 |
9.2 |
365,320 |
24.8 |
|
201,280 |
21.4 |
128,134 |
13.7 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
2,077 |
10.6 |
7,541 |
38.3 |
19,680 |
6,162 |
32.5 |
2,904 |
15.3 |
18,933 |
|
NON U.S. |
|
6,275 |
31.9 |
2,505 |
12.7 |
|
2,411 |
12.7 |
6,186 |
32.7 |
|
|
|
|
7 |
8,352 |
42.4 |
10,046 |
51.0 |
|
8,573 |
45.3 |
9,090 |
48.0 |
|
|
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
6,000 |
24.8 |
4,840 |
20.0 |
24,204 |
3,900 |
18.4 |
2,800 |
13.2 |
21,180 |
|
NON U.S. |
|
100 |
0.4 |
200 |
0.8 |
|
400 |
1.9 |
100 |
0.5 |
|
|
|
|
6 |
6,100 |
25.2 |
5,040 |
20.8 |
|
4,300 |
20.3 |
2,900 |
13.7 |
|
|
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
31,819 |
3.4 |
12,820 |
1.4 |
934,300 |
35,838 |
1.9 |
19,470 |
1.1 |
1,851,680 |
|
NON U.S. |
17 |
59,841 |
6.4 |
84,311 |
9.0 |
|
122,295 |
6.6 |
60,484 |
3.3 |
|
|
|
|
23 |
91,660 |
9.8 |
97,131 |
10.4 |
|
158,133 |
8.5 |
79,954 |
4.3 |
|
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
13,574 |
4.0 |
4,798 |
1.4 |
335,510 |
10,032 |
1.5 |
13,206 |
2.0 |
668,942 |
|
NON U.S. |
10 |
16,001 |
4.8 |
30,748 |
9.2 |
|
61,029 |
9.1 |
27,352 |
4.1 |
|
|
|
|
14 |
29,575 |
8.8 |
35,546 |
10.6 |
|
71,061 |
10.6 |
40,558 |
6.1 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
46,270 |
14.6 |
45,265 |
14.3 |
317,287 |
18,260 |
17.2 |
20,225 |
19.1 |
106,079 |
|
NON U.S. |
|
4,600 |
1.4 |
8,740 |
2.8 |
|
3,375 |
3.2 |
3,100 |
2.9 |
|
|
|
|
8 |
50,870 |
16.0 |
54,005 |
17.0 |
|
21,635 |
20.4 |
23,325 |
22.0 |
|
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
86,288 |
6.2 |
128,523 |
9.3 |
1,380,626 |
67,521 |
8.7 |
32,827 |
4.3 |
771,776 |
|
NON U.S. |
|
40,165 |
2.9 |
85,733 |
6.2 |
|
50,052 |
6.5 |
16,972 |
2.2 |
|
|
|
|
14 |
126,453 |
9.2 |
214,256 |
15.5 |
|
117,573 |
15.2 |
49,799 |
6.5 |
|
|
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
5,181 |
4.2 |
21,825 |
17.7 |
122,978 |
20,177 |
16.9 |
5,388 |
4.5 |
119,314 |
|
NON U.S. |
8 |
7,305 |
5.9 |
46,726 |
38.0 |
|
37,249 |
31.2 |
22,400 |
18.8 |
|
|
|
|
12 |
12,486 |
10.2 |
68,551 |
55.7 |
|
57,426 |
48.1 |
27,788 |
23.3 |
|
|
|
ICUS COFFEE C |
U.S. |
|
1,090 |
0.6 |
1,540 |
0.9 |
177,113 |
115 |
0.1 |
725 |
0.6 |
129,013 |
|
NON U.S. |
|
375 |
0.2 |
430 |
0.2 |
|
31 |
0.0 |
156 |
0.1 |
|
|
|
|
5 |
1,465 |
0.8 |
1,970 |
1.1 |
|
146 |
0.1 |
881 |
0.7 |
|
|
|
CMX SILVER |
U.S. |
|
2,376 |
2.9 |
2,222 |
2.7 |
81,326 |
2,670 |
8.7 |
1,839 |
6.0 |
30,745 |
|
NON U.S. |
|
1,075 |
1.3 |
1,096 |
1.3 |
|
991 |
3.2 |
863 |
2.8 |
|
|
|
|
8 |
3,451 |
4.2 |
3,318 |
4.1 |
|
3,661 |
11.9 |
2,702 |
8.8 |
|
|
|
CMX GOLD |
U.S. |
|
70,484 |
12.3 |
105,439 |
18.4 |
572,943 |
5,881 |
2.6 |
14,199 |
6.2 |
229,667 |
|
NON U.S. |
|
9,355 |
1.6 |
19,238 |
3.4 |
|
7,081 |
3.1 |
9,434 |
4.1 |
|
|
|
|
14 |
79,839 |
13.9 |
124,677 |
21.8 |
|
12,962 |
5.6 |
23,633 |
10.3 |
|
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
614,929 |
4.3 |
184,301 |
1.3 |
14,426,989 |
635,045 |
2.8 |
420,477 |
1.9 |
22,701,643 |
|
NON U.S. |
18 |
554,743 |
3.8 |
367,769 |
2.5 |
|
665,868 |
2.9 |
454,937 |
2.0 |
|
|
|
|
23 |
1,169,672 |
8.1 |
552,070 |
3.8 |
|
1,300,913 |
5.7 |
875,414 |
3.9 |
|
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
3,176 |
0.4 |
314 |
0.0 |
770,297 |
156 |
0.0 |
312 |
0.0 |
2,792,826 |
|
NON U.S. |
|
6,287 |
0.8 |
4,865 |
0.6 |
|
17,098 |
0.6 |
20,754 |
0.7 |
|
|
|
|
9 |
9,463 |
1.2 |
5,179 |
0.7 |
|
17,254 |
0.6 |
21,066 |
0.8 |
|
|
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
0 |
0.0 |
980 |
3.6 |
27,399 |
0 |
0.0 |
741 |
0.3 |
214,068 |
|
NON U.S. |
|
900 |
3.3 |
1,420 |
5.2 |
|
500 |
0.2 |
11,426 |
5.3 |
|
|
|
|
5 |
900 |
3.3 |
2,400 |
8.8 |
|
500 |
0.2 |
12,167 |
5.7 |
|
|