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REPORT DATE: 12/7/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
0 |
0.0 |
710 |
0.5 |
143,238 |
150 |
0.2 |
350 |
0.4 |
97,934 |
NON U.S. |
|
1,510 |
1.1 |
8,316 |
5.8 |
|
1,350 |
1.4 |
3,630 |
3.7 |
|
|
7 |
1,510 |
1.1 |
9,026 |
6.3 |
|
1,500 |
1.5 |
3,980 |
4.1 |
|
CBT SOYBEANS |
U.S. |
|
0 |
0.0 |
835 |
0.4 |
213,187 |
0 |
0.0 |
8,359 |
3.9 |
214,008 |
NON U.S. |
|
1,069 |
0.5 |
4,460 |
2.1 |
|
2,463 |
1.2 |
1,900 |
0.9 |
|
|
8 |
1,069 |
0.5 |
5,295 |
2.5 |
|
2,463 |
1.2 |
10,259 |
4.8 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
15,769 |
4.5 |
7,717 |
2.2 |
346,979 |
10,577 |
3.3 |
6,841 |
2.1 |
321,041 |
NON U.S. |
6 |
10,381 |
3.0 |
7,900 |
2.3 |
|
1,575 |
0.5 |
8,318 |
2.6 |
|
|
10 |
26,150 |
7.5 |
15,617 |
4.5 |
|
12,152 |
3.8 |
15,159 |
4.7 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,065 |
4.5 |
1,240 |
5.2 |
23,801 |
275 |
4.8 |
625 |
11.0 |
5,706 |
NON U.S. |
|
235 |
1.0 |
110 |
0.5 |
|
58 |
1.0 |
0 |
0.0 |
|
|
5 |
1,300 |
5.5 |
1,350 |
5.7 |
|
333 |
5.8 |
625 |
11.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
246,942 |
6.6 |
453,344 |
12.1 |
3,748,203 |
261,624 |
10.7 |
196,088 |
8.0 |
2,456,513 |
NON U.S. |
|
95,020 |
2.5 |
113,404 |
3.0 |
|
63,940 |
2.6 |
49,820 |
2.0 |
|
|
8 |
341,962 |
9.1 |
566,748 |
15.1 |
|
325,564 |
13.3 |
245,908 |
10.0 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
98,179 |
6.8 |
218,558 |
15.2 |
1,442,223 |
145,507 |
16.2 |
68,344 |
7.6 |
900,628 |
NON U.S. |
7 |
50,801 |
3.5 |
138,266 |
9.6 |
|
75,698 |
8.4 |
68,716 |
7.6 |
|
|
11 |
148,980 |
10.3 |
356,824 |
24.7 |
|
221,205 |
24.6 |
137,060 |
15.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
761 |
4.7 |
8,157 |
50.0 |
16,309 |
5,694 |
38.3 |
2,328 |
15.6 |
14,878 |
NON U.S. |
|
6,546 |
40.1 |
801 |
4.9 |
|
947 |
6.4 |
6,507 |
43.7 |
|
|
6 |
7,307 |
44.8 |
8,958 |
54.9 |
|
6,641 |
44.6 |
8,835 |
59.4 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
6,000 |
26.3 |
4,440 |
19.5 |
22,804 |
3,900 |
16.4 |
2,800 |
11.8 |
23,780 |
NON U.S. |
|
100 |
0.4 |
200 |
0.9 |
|
400 |
1.7 |
100 |
0.4 |
|
|
6 |
6,100 |
26.7 |
4,640 |
20.3 |
|
4,300 |
18.1 |
2,900 |
12.2 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
29,184 |
2.9 |
14,275 |
1.4 |
1,003,659 |
51,483 |
3.0 |
16,588 |
1.0 |
1,727,750 |
NON U.S. |
12 |
54,776 |
5.5 |
19,737 |
2.0 |
|
113,924 |
6.6 |
24,603 |
1.4 |
|
|
17 |
83,960 |
8.4 |
34,012 |
3.4 |
|
165,407 |
9.6 |
41,191 |
2.4 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
14,319 |
2.7 |
8,262 |
1.5 |
535,209 |
11,319 |
1.6 |
7,262 |
1.0 |
697,256 |
NON U.S. |
9 |
10,759 |
2.0 |
10,450 |
2.0 |
|
49,887 |
7.2 |
29,478 |
4.2 |
|
|
14 |
25,078 |
4.7 |
18,712 |
3.5 |
|
61,206 |
8.8 |
36,740 |
5.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
23,350 |
6.0 |
37,140 |
9.5 |
390,001 |
28,335 |
23.2 |
16,100 |
13.2 |
122,166 |
NON U.S. |
|
6,150 |
1.6 |
4,800 |
1.2 |
|
1,275 |
1.0 |
850 |
0.7 |
|
|
7 |
29,500 |
7.6 |
41,940 |
10.8 |
|
29,610 |
24.2 |
16,950 |
13.9 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
66,192 |
4.6 |
106,209 |
7.4 |
1,429,207 |
54,788 |
7.4 |
24,691 |
3.4 |
735,847 |
NON U.S. |
|
30,665 |
2.1 |
66,220 |
4.6 |
|
39,226 |
5.3 |
13,072 |
1.8 |
|
|
14 |
96,857 |
6.8 |
172,429 |
12.1 |
|
94,014 |
12.8 |
37,763 |
5.1 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,893 |
4.3 |
16,759 |
14.7 |
113,829 |
17,501 |
16.5 |
3,090 |
2.9 |
106,226 |
NON U.S. |
8 |
5,548 |
4.9 |
50,924 |
44.7 |
|
40,510 |
38.1 |
15,457 |
14.6 |
|
|
12 |
10,441 |
9.2 |
67,683 |
59.5 |
|
58,011 |
54.6 |
18,547 |
17.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
514 |
0.1 |
3,120 |
0.8 |
375,799 |
60 |
0.0 |
1,988 |
0.8 |
254,091 |
NON U.S. |
|
625 |
0.2 |
3,760 |
1.0 |
|
100 |
0.0 |
4,955 |
2.0 |
|
|
5 |
1,139 |
0.3 |
6,880 |
1.8 |
|
160 |
0.1 |
6,943 |
2.7 |
|
CMX SILVER |
U.S. |
|
2,523 |
3.8 |
1,469 |
2.2 |
65,870 |
325 |
1.5 |
1,444 |
6.6 |
22,019 |
NON U.S. |
|
754 |
1.1 |
2,100 |
3.2 |
|
1,408 |
6.4 |
686 |
3.1 |
|
|
8 |
3,277 |
5.0 |
3,569 |
5.4 |
|
1,733 |
7.9 |
2,130 |
9.7 |
|
CMX GOLD |
U.S. |
|
90,712 |
17.6 |
108,801 |
21.1 |
514,724 |
10,545 |
4.4 |
13,847 |
5.8 |
238,439 |
NON U.S. |
|
9,688 |
1.9 |
19,677 |
3.8 |
|
9,397 |
3.9 |
5,486 |
2.3 |
|
|
13 |
100,400 |
19.5 |
128,478 |
25.0 |
|
19,942 |
8.4 |
19,333 |
8.1 |
|
CME EURO FX |
U.S. |
|
1,400 |
1.7 |
0 |
0.0 |
80,286 |
0 |
0.0 |
0 |
0.0 |
98,601 |
NON U.S. |
|
2,069 |
2.6 |
1,371 |
1.7 |
|
621 |
0.6 |
2,512 |
2.5 |
|
|
5 |
3,469 |
4.3 |
1,371 |
1.7 |
|
621 |
0.6 |
2,512 |
2.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
731,523 |
4.5 |
333,143 |
2.0 |
16,329,332 |
785,801 |
3.6 |
466,070 |
2.2 |
21,587,877 |
NON U.S. |
21 |
508,805 |
3.1 |
418,730 |
2.6 |
|
580,519 |
2.7 |
291,491 |
1.4 |
|
|
27 |
1,240,328 |
7.6 |
751,873 |
4.6 |
|
1,366,320 |
6.3 |
757,561 |
3.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
1,760 |
0.1 |
0 |
0.0 |
1,334,162 |
26 |
0.0 |
52 |
0.0 |
3,755,463 |
NON U.S. |
|
8,422 |
0.6 |
12,185 |
0.9 |
|
24,325 |
0.6 |
31,489 |
0.8 |
|
|
11 |
10,182 |
0.8 |
12,185 |
0.9 |
|
24,351 |
0.6 |
31,541 |
0.8 |
|