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REPORT DATE: 7/2/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
517 |
0.3 |
1,000 |
0.5 |
203,103 |
2,017 |
1.2 |
1,250 |
0.8 |
162,430 |
NON U.S. |
|
4,600 |
2.3 |
27,184 |
13.4 |
|
150 |
0.1 |
14,540 |
9.0 |
|
|
6 |
5,117 |
2.5 |
28,184 |
13.9 |
|
2,167 |
1.3 |
15,790 |
9.7 |
|
CBT CORN |
U.S. |
|
3,661 |
0.3 |
11,636 |
1.1 |
1,088,058 |
28,138 |
4.0 |
4,656 |
0.7 |
709,043 |
NON U.S. |
|
4,608 |
0.4 |
38,525 |
3.5 |
|
1,400 |
0.2 |
10,800 |
1.5 |
|
|
5 |
8,269 |
0.8 |
50,161 |
4.6 |
|
29,538 |
4.2 |
15,456 |
2.2 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
20,492 |
6.0 |
5,355 |
1.6 |
340,621 |
2,421 |
0.4 |
2,550 |
0.5 |
541,481 |
NON U.S. |
|
900 |
0.3 |
13,400 |
3.9 |
|
5,450 |
1.0 |
6,250 |
1.2 |
|
|
7 |
21,392 |
6.3 |
18,755 |
5.5 |
|
7,871 |
1.5 |
8,800 |
1.6 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,765 |
14.3 |
4,690 |
11.6 |
40,334 |
825 |
6.0 |
350 |
2.6 |
13,715 |
NON U.S. |
|
777 |
1.9 |
955 |
2.4 |
|
50 |
0.4 |
475 |
3.5 |
|
|
6 |
6,542 |
16.2 |
5,645 |
14.0 |
|
875 |
6.4 |
825 |
6.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
118,405 |
7.7 |
97,430 |
6.4 |
1,529,197 |
47,532 |
3.7 |
78,114 |
6.1 |
1,277,511 |
NON U.S. |
|
23,940 |
1.6 |
34,460 |
2.3 |
|
10,160 |
0.8 |
11,520 |
0.9 |
|
|
8 |
142,345 |
9.3 |
131,890 |
8.6 |
|
57,692 |
4.5 |
89,634 |
7.0 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
72,519 |
7.8 |
97,384 |
10.4 |
933,009 |
64,692 |
8.4 |
52,587 |
6.8 |
772,366 |
NON U.S. |
|
21,876 |
2.3 |
52,133 |
5.6 |
|
12,070 |
1.6 |
24,948 |
3.2 |
|
|
9 |
94,395 |
10.1 |
149,517 |
16.0 |
|
76,762 |
9.9 |
77,535 |
10.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
26.6 |
360 |
5.3 |
6,835 |
360 |
12.0 |
360 |
12.0 |
3,005 |
NON U.S. |
|
617 |
9.0 |
3,835 |
56.1 |
|
1,197 |
39.8 |
501 |
16.7 |
|
|
6 |
2,438 |
## |
4,195 |
61.4 |
|
1,557 |
51.8 |
861 |
28.7 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,420 |
29.5 |
2,400 |
29.3 |
8,204 |
0 |
0.0 |
200 |
5.7 |
3,500 |
NON U.S. |
|
200 |
2.4 |
720 |
8.8 |
|
600 |
17.1 |
0 |
0.0 |
|
|
6 |
2,620 |
31.9 |
3,120 |
38.0 |
|
600 |
17.1 |
200 |
5.7 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
68,395 |
3.9 |
59,686 |
3.4 |
1,734,807 |
61,822 |
2.4 |
106,364 |
4.1 |
2,605,861 |
NON U.S. |
17 |
73,323 |
4.2 |
102,542 |
5.9 |
|
62,957 |
2.4 |
78,334 |
3.0 |
|
|
23 |
141,718 |
8.2 |
162,228 |
9.4 |
|
124,779 |
4.8 |
184,698 |
7.1 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
66,551 |
9.4 |
25,346 |
3.6 |
711,012 |
78,551 |
4.7 |
57,337 |
3.4 |
1,681,751 |
NON U.S. |
7 |
13,950 |
2.0 |
19,575 |
2.8 |
|
80,600 |
4.8 |
161,525 |
9.6 |
|
|
12 |
80,501 |
11.3 |
44,921 |
6.3 |
|
159,151 |
9.5 |
218,862 |
13.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
62,725 |
15.0 |
74,425 |
17.9 |
416,880 |
44,875 |
14.2 |
43,112 |
13.6 |
315,864 |
NON U.S. |
|
2,200 |
0.5 |
4,710 |
1.1 |
|
6,600 |
2.1 |
5,700 |
1.8 |
|
|
10 |
64,925 |
15.6 |
79,135 |
19.0 |
|
51,475 |
16.3 |
48,812 |
15.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
95,308 |
7.1 |
114,429 |
8.5 |
1,346,290 |
85,245 |
7.7 |
67,347 |
6.1 |
1,108,824 |
NON U.S. |
|
53,853 |
4.0 |
99,537 |
7.4 |
|
68,972 |
6.2 |
47,742 |
4.3 |
|
|
20 |
149,161 |
11.1 |
213,966 |
15.9 |
|
154,217 |
13.9 |
115,089 |
10.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
23,620 |
14.3 |
20,268 |
12.3 |
165,416 |
27,141 |
12.5 |
31,271 |
14.5 |
216,334 |
NON U.S. |
|
6,019 |
3.6 |
64,278 |
38.9 |
|
50,139 |
23.2 |
21,349 |
9.9 |
|
|
11 |
29,639 |
17.9 |
84,546 |
51.1 |
|
77,280 |
35.7 |
52,620 |
24.3 |
|
CMX SILVER |
U.S. |
|
7,137 |
5.9 |
5,400 |
4.5 |
120,618 |
4,157 |
6.4 |
2,560 |
4.0 |
64,685 |
NON U.S. |
|
3,371 |
2.8 |
8,322 |
6.9 |
|
2,152 |
3.3 |
4,737 |
7.3 |
|
|
9 |
10,508 |
8.7 |
13,722 |
11.4 |
|
6,309 |
9.8 |
7,297 |
11.3 |
|
CMX GOLD |
U.S. |
|
114,189 |
10.4 |
104,219 |
9.5 |
1,098,081 |
27,549 |
5.6 |
26,965 |
5.4 |
494,965 |
NON U.S. |
|
28,854 |
2.6 |
59,358 |
5.4 |
|
26,579 |
5.4 |
22,414 |
4.5 |
|
|
18 |
143,043 |
13.0 |
163,577 |
14.9 |
|
54,128 |
10.9 |
49,379 |
10.0 |
|
CME EURO FX |
U.S. |
|
3,484 |
2.6 |
47 |
0.0 |
132,948 |
711 |
0.6 |
488 |
0.4 |
120,444 |
NON U.S. |
|
6,047 |
4.5 |
2,665 |
2.0 |
|
2,265 |
1.9 |
5,333 |
4.4 |
|
|
6 |
9,531 |
7.2 |
2,712 |
2.0 |
|
2,976 |
2.5 |
5,821 |
4.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,498,106 |
4.8 |
910,114 |
2.9 |
31,343,444 |
990,046 |
2.9 |
1,178,498 |
3.5 |
33,619,592 |
NON U.S. |
21 |
887,975 |
2.8 |
503,568 |
1.6 |
|
1,044,359 |
3.1 |
561,452 |
1.7 |
|
|
28 |
2,386,081 |
7.6 |
1,413,682 |
4.5 |
|
2,034,405 |
6.1 |
1,739,950 |
5.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
8,957 |
0.9 |
2,128 |
0.2 |
1,044,956 |
3,159 |
0.1 |
1,047 |
0.0 |
2,805,545 |
NON U.S. |
|
1,415 |
0.1 |
20,852 |
2.0 |
|
10,215 |
0.4 |
28,614 |
1.0 |
|
|
8 |
10,372 |
1.0 |
22,980 |
2.2 |
|
13,374 |
0.5 |
29,661 |
1.1 |
|