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REPORT DATE: 1/4/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
200 |
0.1 |
560 |
0.4 |
147,351 |
150 |
0.1 |
290 |
0.3 |
105,575 |
NON U.S. |
|
1,360 |
0.9 |
7,416 |
5.0 |
|
1,550 |
1.5 |
4,630 |
4.4 |
|
|
6 |
1,560 |
1.1 |
7,976 |
5.4 |
|
1,700 |
1.6 |
4,920 |
4.7 |
|
CBT SOYBEANS |
U.S. |
|
250 |
0.1 |
426 |
0.2 |
227,733 |
175 |
0.1 |
8,009 |
3.6 |
222,921 |
NON U.S. |
|
705 |
0.3 |
3,795 |
1.7 |
|
2,120 |
1.0 |
2,200 |
1.0 |
|
|
8 |
955 |
0.4 |
4,221 |
1.9 |
|
2,295 |
1.0 |
10,209 |
4.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
5,442 |
2.1 |
6,183 |
2.4 |
254,020 |
6,108 |
2.2 |
4,017 |
1.4 |
280,400 |
NON U.S. |
|
12,002 |
4.7 |
12,675 |
5.0 |
|
6,025 |
2.1 |
12,734 |
4.5 |
|
|
8 |
17,444 |
6.9 |
18,858 |
7.4 |
|
12,133 |
4.3 |
16,751 |
6.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,065 |
4.9 |
1,090 |
5.0 |
21,903 |
275 |
4.6 |
525 |
8.8 |
5,976 |
NON U.S. |
|
235 |
1.1 |
110 |
0.5 |
|
300 |
5.0 |
50 |
0.8 |
|
|
5 |
1,300 |
5.9 |
1,200 |
5.5 |
|
575 |
9.6 |
575 |
9.6 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
230,422 |
6.7 |
422,484 |
12.3 |
3,445,541 |
247,624 |
11.6 |
190,668 |
8.9 |
2,133,417 |
NON U.S. |
|
89,200 |
2.6 |
106,352 |
3.1 |
|
66,460 |
3.1 |
47,180 |
2.2 |
|
|
8 |
319,622 |
9.3 |
528,836 |
15.3 |
|
314,084 |
14.7 |
237,848 |
11.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
93,371 |
6.9 |
206,732 |
15.3 |
1,351,486 |
139,104 |
15.9 |
64,383 |
7.4 |
872,840 |
NON U.S. |
7 |
48,823 |
3.6 |
141,357 |
10.5 |
|
80,922 |
9.3 |
68,001 |
7.8 |
|
|
11 |
142,194 |
10.5 |
348,089 |
25.8 |
|
220,026 |
25.2 |
132,384 |
15.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
697 |
4.2 |
7,453 |
45.3 |
16,438 |
4,734 |
37.2 |
1,946 |
15.3 |
12,742 |
NON U.S. |
|
6,006 |
36.5 |
2,346 |
14.3 |
|
692 |
5.4 |
5,964 |
46.8 |
|
|
7 |
6,703 |
## |
9,799 |
59.6 |
|
5,426 |
42.6 |
7,910 |
62.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
30,701 |
3.2 |
17,843 |
1.9 |
957,157 |
59,441 |
3.7 |
16,001 |
1.0 |
1,622,615 |
NON U.S. |
9 |
39,265 |
4.1 |
32,183 |
3.4 |
|
46,781 |
2.9 |
36,041 |
2.2 |
|
|
15 |
69,966 |
7.3 |
50,026 |
5.2 |
|
106,222 |
6.5 |
52,042 |
3.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
12,784 |
3.2 |
4,550 |
1.1 |
402,125 |
6,250 |
1.0 |
2,050 |
0.3 |
620,570 |
NON U.S. |
5 |
7,724 |
1.9 |
15,725 |
3.9 |
|
30,916 |
5.0 |
14,859 |
2.4 |
|
|
9 |
20,508 |
5.1 |
20,275 |
5.0 |
|
37,166 |
6.0 |
16,909 |
2.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
29,000 |
7.4 |
38,715 |
9.9 |
391,749 |
30,785 |
23.5 |
19,725 |
15.1 |
130,893 |
NON U.S. |
|
5,400 |
1.4 |
5,100 |
1.3 |
|
1,475 |
1.1 |
850 |
0.6 |
|
|
7 |
34,400 |
8.8 |
43,815 |
11.2 |
|
32,260 |
24.6 |
20,575 |
15.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
66,652 |
5.1 |
111,099 |
8.5 |
1,300,547 |
59,025 |
8.2 |
30,311 |
4.2 |
715,515 |
NON U.S. |
|
31,240 |
2.4 |
68,232 |
5.2 |
|
42,087 |
5.9 |
11,050 |
1.5 |
|
|
14 |
97,892 |
7.5 |
179,331 |
13.8 |
|
101,112 |
14.1 |
41,361 |
5.8 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,668 |
4.3 |
18,348 |
16.9 |
108,327 |
37,140 |
22.5 |
19,305 |
11.7 |
164,738 |
NON U.S. |
7 |
5,491 |
5.1 |
47,782 |
44.1 |
|
40,135 |
24.4 |
15,793 |
9.6 |
|
|
11 |
10,159 |
9.4 |
66,130 |
61.0 |
|
77,275 |
46.9 |
35,098 |
21.3 |
|
CMX SILVER |
U.S. |
|
3,275 |
5.4 |
1,197 |
2.0 |
61,010 |
625 |
2.1 |
1,619 |
5.4 |
29,961 |
NON U.S. |
|
640 |
1.0 |
1,825 |
3.0 |
|
1,288 |
4.3 |
846 |
2.8 |
|
|
8 |
3,915 |
6.4 |
3,022 |
5.0 |
|
1,913 |
6.4 |
2,465 |
8.2 |
|
CMX GOLD |
U.S. |
|
93,189 |
18.3 |
110,970 |
21.8 |
507,897 |
13,537 |
6.0 |
11,636 |
5.1 |
226,628 |
NON U.S. |
|
11,680 |
2.3 |
18,720 |
3.7 |
|
8,856 |
3.9 |
5,323 |
2.3 |
|
|
14 |
104,869 |
## |
129,690 |
25.5 |
|
22,393 |
9.9 |
16,959 |
7.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
655,581 |
5.4 |
279,858 |
2.3 |
12,046,466 |
676,973 |
3.8 |
385,806 |
2.2 |
17,659,652 |
NON U.S. |
19 |
373,777 |
3.1 |
329,467 |
2.7 |
|
466,078 |
2.6 |
189,858 |
1.1 |
|
|
25 |
1,029,358 |
8.5 |
609,325 |
5.1 |
|
1,143,051 |
6.5 |
575,664 |
3.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
1,873 |
0.2 |
0 |
0.0 |
994,229 |
13 |
0.0 |
0 |
0.0 |
2,858,858 |
NON U.S. |
|
1,329 |
0.1 |
2,879 |
0.3 |
|
22,174 |
0.8 |
24,651 |
0.9 |
|
|
8 |
3,202 |
0.3 |
2,879 |
0.3 |
|
22,187 |
0.8 |
24,651 |
0.9 |
|