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REPORT DATE: 1/7/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
2,050 |
1.1 |
3,400 |
1.8 |
190,851 |
870 |
0.5 |
3,070 |
1.9 |
162,734 |
NON U.S. |
|
6,195 |
3.2 |
24,188 |
12.7 |
|
4,690 |
2.9 |
17,840 |
11.0 |
|
|
7 |
8,245 |
4.3 |
27,588 |
14.5 |
|
5,560 |
3.4 |
20,910 |
12.8 |
|
CBT CORN |
U.S. |
|
700 |
0.1 |
3,589 |
0.6 |
565,830 |
0 |
0.0 |
7,350 |
2.0 |
369,239 |
NON U.S. |
|
3,264 |
0.6 |
32,385 |
5.7 |
|
300 |
0.1 |
11,493 |
3.1 |
|
|
5 |
3,964 |
0.7 |
35,974 |
6.4 |
|
300 |
0.1 |
18,843 |
5.1 |
|
CBT SOYBEANS |
U.S. |
|
239 |
0.1 |
1,225 |
0.4 |
314,855 |
0 |
0.0 |
1,336 |
0.7 |
193,502 |
NON U.S. |
|
3,900 |
1.2 |
19,950 |
6.3 |
|
150 |
0.1 |
4,450 |
2.3 |
|
|
5 |
4,139 |
1.3 |
21,175 |
6.7 |
|
150 |
0.1 |
5,786 |
3.0 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
3,927 |
1.1 |
6,779 |
1.9 |
356,079 |
11,023 |
1.9 |
5,449 |
1.0 |
565,833 |
NON U.S. |
9 |
29,652 |
8.3 |
31,500 |
8.8 |
|
59,750 |
10.6 |
39,300 |
6.9 |
|
|
14 |
33,579 |
9.4 |
38,279 |
10.8 |
|
70,773 |
12.5 |
44,749 |
7.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,575 |
13.2 |
3,025 |
15.5 |
19,462 |
550 |
11.2 |
0 |
0.0 |
4,895 |
NON U.S. |
|
500 |
2.6 |
1,055 |
5.4 |
|
100 |
2.0 |
625 |
12.8 |
|
|
6 |
3,075 |
15.8 |
4,080 |
21.0 |
|
650 |
13.3 |
625 |
12.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
209,175 |
9.9 |
231,718 |
10.9 |
2,117,853 |
121,012 |
7.1 |
126,262 |
7.4 |
1,713,197 |
NON U.S. |
|
31,100 |
1.5 |
49,840 |
2.4 |
|
11,020 |
0.6 |
22,460 |
1.3 |
|
|
8 |
240,275 |
11.3 |
281,558 |
13.3 |
|
132,032 |
7.7 |
148,722 |
8.7 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
75,265 |
6.7 |
111,648 |
10.0 |
1,120,826 |
61,433 |
8.5 |
60,217 |
8.3 |
724,915 |
NON U.S. |
|
29,560 |
2.6 |
89,335 |
8.0 |
|
12,838 |
1.8 |
27,254 |
3.8 |
|
|
10 |
104,825 |
9.4 |
200,983 |
17.9 |
|
74,271 |
10.2 |
87,471 |
12.1 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,760 |
22.9 |
330 |
4.3 |
7,698 |
665 |
17.5 |
330 |
8.7 |
3,808 |
NON U.S. |
|
1,745 |
22.7 |
3,851 |
50.0 |
|
1,410 |
37.0 |
2,019 |
53.0 |
|
|
7 |
3,505 |
## |
4,181 |
54.3 |
|
2,075 |
54.5 |
2,349 |
61.7 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
1,700 |
19.7 |
2,100 |
24.4 |
8,624 |
0 |
0.0 |
0 |
0.0 |
900 |
NON U.S. |
|
600 |
7.0 |
1,920 |
22.3 |
|
200 |
22.2 |
100 |
11.1 |
|
|
8 |
2,300 |
## |
4,020 |
46.6 |
|
200 |
22.2 |
100 |
11.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
93,403 |
4.6 |
48,684 |
2.4 |
2,016,564 |
51,342 |
3.3 |
47,753 |
3.1 |
1,562,790 |
NON U.S. |
16 |
141,102 |
7.0 |
131,234 |
6.5 |
|
125,570 |
8.0 |
77,369 |
5.0 |
|
|
23 |
234,505 |
11.6 |
179,918 |
8.9 |
|
176,912 |
11.3 |
125,122 |
8.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
25,600 |
4.3 |
41,965 |
7.0 |
602,190 |
7,935 |
0.8 |
19,800 |
1.9 |
1,041,473 |
NON U.S. |
|
70,850 |
11.8 |
66,900 |
11.1 |
|
5,050 |
0.5 |
37,863 |
3.6 |
|
|
9 |
96,450 |
16.0 |
108,865 |
18.1 |
|
12,985 |
1.2 |
57,663 |
5.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
49,675 |
14.5 |
58,100 |
16.9 |
342,915 |
37,050 |
14.6 |
33,537 |
13.2 |
254,090 |
NON U.S. |
|
5,150 |
1.5 |
5,625 |
1.6 |
|
3,625 |
1.4 |
3,700 |
1.5 |
|
|
11 |
54,825 |
16.0 |
63,725 |
18.6 |
|
40,675 |
16.0 |
37,237 |
14.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
76,342 |
7.2 |
84,337 |
8.0 |
1,057,610 |
61,707 |
7.0 |
51,615 |
5.9 |
876,331 |
NON U.S. |
|
38,627 |
3.7 |
89,125 |
8.4 |
|
50,101 |
5.7 |
39,496 |
4.5 |
|
|
18 |
114,969 |
10.9 |
173,462 |
16.4 |
|
111,808 |
12.8 |
91,111 |
10.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
14,220 |
8.4 |
23,939 |
14.1 |
170,182 |
25,101 |
11.2 |
19,758 |
8.8 |
225,040 |
NON U.S. |
|
8,612 |
5.1 |
46,404 |
27.3 |
|
36,733 |
16.3 |
22,298 |
9.9 |
|
|
12 |
22,832 |
13.4 |
70,343 |
41.3 |
|
61,834 |
27.5 |
42,056 |
18.7 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
889 |
0.2 |
4,888 |
1.4 |
356,754 |
377 |
0.2 |
4,165 |
1.9 |
214,209 |
NON U.S. |
|
2,050 |
0.6 |
4,150 |
1.2 |
|
1,260 |
0.6 |
1,010 |
0.5 |
|
|
5 |
2,939 |
0.8 |
9,038 |
2.5 |
|
1,637 |
0.8 |
5,175 |
2.4 |
|
ICUS COFFEE C |
U.S. |
|
166 |
0.1 |
600 |
0.5 |
124,955 |
600 |
0.5 |
91 |
0.1 |
117,612 |
NON U.S. |
|
235 |
0.2 |
775 |
0.6 |
|
385 |
0.3 |
28 |
0.0 |
|
|
5 |
401 |
0.3 |
1,375 |
1.1 |
|
985 |
0.8 |
119 |
0.1 |
|
CMX SILVER |
U.S. |
|
3,973 |
4.6 |
4,330 |
5.0 |
85,776 |
2,633 |
4.5 |
3,319 |
5.7 |
58,613 |
NON U.S. |
|
6,648 |
7.8 |
10,947 |
12.8 |
|
10,202 |
17.4 |
10,629 |
18.1 |
|
|
11 |
10,621 |
12.4 |
15,277 |
17.8 |
|
12,835 |
21.9 |
13,948 |
23.8 |
|
CMX GOLD |
U.S. |
|
139,020 |
13.5 |
133,989 |
13.0 |
1,027,712 |
25,737 |
6.2 |
26,333 |
6.3 |
415,565 |
NON U.S. |
|
37,025 |
3.6 |
60,296 |
5.9 |
|
32,082 |
7.7 |
35,693 |
8.6 |
|
|
19 |
176,045 |
17.1 |
194,285 |
18.9 |
|
57,819 |
13.9 |
62,026 |
14.9 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,102,912 |
4.3 |
669,260 |
2.6 |
25,395,256 |
651,676 |
3.3 |
871,973 |
4.4 |
19,894,499 |
NON U.S. |
23 |
755,526 |
3.0 |
847,293 |
3.3 |
|
789,289 |
4.0 |
409,478 |
2.1 |
|
|
30 |
1,858,438 |
7.3 |
1,516,553 |
6.0 |
|
1,440,965 |
7.2 |
1,281,451 |
6.4 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
6,760 |
0.6 |
2,493 |
0.2 |
1,068,440 |
3,012 |
0.1 |
2,493 |
0.1 |
2,378,749 |
NON U.S. |
|
2,616 |
0.2 |
3,914 |
0.4 |
|
11,015 |
0.5 |
25,772 |
1.1 |
|
|
9 |
9,376 |
0.9 |
6,407 |
0.6 |
|
14,027 |
0.6 |
28,265 |
1.2 |
|
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