|
REPORT DATE: 7/6/2021 |
|||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT CORN |
U.S. |
|
3,665 |
0.4 |
6,127 |
0.6 |
1,014,548 |
13,424 |
1.8 |
23,635 |
3.2 |
735,196 |
NON U.S. |
|
5,176 |
0.5 |
13,087 |
1.3 |
|
7,243 |
1.0 |
24,234 |
3.3 |
|
|
|
7 |
8,841 |
0.9 |
19,214 |
1.9 |
|
20,667 |
2.8 |
47,869 |
6.5 |
|
|
CBT SOYBEANS |
U.S. |
|
1,020 |
0.2 |
1,525 |
0.3 |
448,865 |
295 |
0.1 |
8,515 |
2.3 |
372,483 |
NON U.S. |
|
2,998 |
0.7 |
5,950 |
1.3 |
|
16,203 |
4.3 |
16,800 |
4.5 |
|
|
|
9 |
4,018 |
0.9 |
7,475 |
1.7 |
|
16,498 |
4.4 |
25,315 |
6.8 |
|
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
3,781 |
1.2 |
5,577 |
1.8 |
313,244 |
4,044 |
1.2 |
7,570 |
2.3 |
329,985 |
NON U.S. |
6 |
8,888 |
2.8 |
16,840 |
5.4 |
|
25,092 |
7.6 |
17,073 |
5.2 |
|
|
|
10 |
12,669 |
4.0 |
22,417 |
7.2 |
|
29,136 |
8.8 |
24,643 |
7.5 |
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
825 |
12.7 |
425 |
6.5 |
6,517 |
275 |
5.9 |
250 |
5.4 |
4,629 |
NON U.S. |
|
340 |
5.2 |
50 |
0.8 |
|
0 |
0.0 |
0 |
0.0 |
|
|
|
6 |
1,165 |
17.9 |
475 |
7.3 |
|
275 |
5.9 |
250 |
5.4 |
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
250,560 |
7.0 |
408,740 |
11.3 |
3,603,753 |
218,180 |
9.0 |
194,280 |
8.0 |
2,425,667 |
NON U.S. |
|
56,880 |
1.6 |
98,904 |
2.7 |
|
58,120 |
2.4 |
35,100 |
1.4 |
|
|
|
8 |
307,440 |
8.5 |
507,644 |
14.1 |
|
276,300 |
11.4 |
229,380 |
9.5 |
|
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
103,611 |
7.0 |
222,173 |
15.0 |
1,481,071 |
128,244 |
14.1 |
66,166 |
7.3 |
911,578 |
NON U.S. |
7 |
39,359 |
2.7 |
139,750 |
9.4 |
|
65,396 |
7.2 |
48,078 |
5.3 |
|
|
|
11 |
142,970 |
9.7 |
361,923 |
24.4 |
|
193,640 |
21.2 |
114,244 |
12.5 |
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
2,407 |
11.9 |
7,462 |
36.9 |
20,249 |
5,764 |
30.2 |
3,058 |
16.0 |
19,068 |
NON U.S. |
|
5,846 |
28.9 |
3,497 |
17.3 |
|
3,338 |
17.5 |
5,747 |
30.1 |
|
|
|
7 |
8,253 |
40.8 |
10,959 |
54.1 |
|
9,102 |
47.7 |
8,805 |
46.2 |
|
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
5,800 |
25.0 |
4,440 |
19.1 |
23,204 |
1,900 |
15.1 |
800 |
6.3 |
12,620 |
NON U.S. |
|
100 |
0.4 |
200 |
0.9 |
|
400 |
3.2 |
100 |
0.8 |
|
|
|
6 |
5,900 |
25.4 |
4,640 |
20.0 |
|
2,300 |
18.2 |
900 |
7.1 |
|
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
36,359 |
3.5 |
14,223 |
1.4 |
1,049,086 |
40,916 |
2.3 |
13,805 |
0.8 |
1,766,399 |
NON U.S. |
17 |
55,165 |
5.3 |
62,098 |
5.9 |
|
138,514 |
7.8 |
71,839 |
4.1 |
|
|
|
22 |
91,524 |
8.7 |
76,321 |
7.3 |
|
179,430 |
10.2 |
85,644 |
4.8 |
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
10,357 |
2.7 |
3,548 |
0.9 |
379,156 |
12,532 |
1.7 |
16,754 |
2.3 |
718,970 |
NON U.S. |
11 |
15,109 |
4.0 |
30,200 |
8.0 |
|
59,987 |
8.3 |
19,304 |
2.7 |
|
|
|
15 |
25,466 |
6.7 |
33,748 |
8.9 |
|
72,519 |
10.1 |
36,058 |
5.0 |
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
41,670 |
13.9 |
39,715 |
13.2 |
299,889 |
23,510 |
20.9 |
19,275 |
17.1 |
112,667 |
NON U.S. |
|
4,500 |
1.5 |
9,240 |
3.1 |
|
3,975 |
3.5 |
3,300 |
2.9 |
|
|
|
9 |
46,170 |
15.4 |
48,955 |
16.3 |
|
27,485 |
24.4 |
22,575 |
20.0 |
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
91,006 |
6.7 |
128,659 |
9.5 |
1,358,709 |
67,923 |
9.1 |
38,475 |
5.1 |
749,724 |
NON U.S. |
|
38,522 |
2.8 |
83,774 |
6.2 |
|
48,403 |
6.5 |
16,226 |
2.2 |
|
|
|
16 |
129,528 |
9.5 |
212,433 |
15.6 |
|
116,326 |
15.5 |
54,701 |
7.3 |
|
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
5,526 |
4.3 |
22,518 |
17.5 |
128,757 |
21,285 |
16.8 |
6,048 |
4.8 |
126,350 |
NON U.S. |
8 |
7,106 |
5.5 |
48,619 |
37.8 |
|
39,114 |
31.0 |
24,041 |
19.0 |
|
|
|
12 |
12,632 |
9.8 |
71,137 |
55.2 |
|
60,399 |
47.8 |
30,089 |
23.8 |
|
|
ICUS COFFEE C |
U.S. |
|
1,265 |
0.9 |
1,015 |
0.7 |
141,174 |
0 |
0.0 |
800 |
0.8 |
95,971 |
NON U.S. |
|
175 |
0.1 |
330 |
0.2 |
|
31 |
0.0 |
56 |
0.1 |
|
|
|
5 |
1,440 |
1.0 |
1,345 |
1.0 |
|
31 |
0.0 |
856 |
0.9 |
|
|
CMX SILVER |
U.S. |
|
2,275 |
2.9 |
1,614 |
2.0 |
79,680 |
544 |
1.9 |
786 |
2.7 |
28,816 |
NON U.S. |
|
1,130 |
1.4 |
1,833 |
2.3 |
|
1,111 |
3.9 |
410 |
1.4 |
|
|
|
9 |
3,405 |
4.3 |
3,447 |
4.3 |
|
1,655 |
5.7 |
1,196 |
4.2 |
|
|
CMX GOLD |
U.S. |
|
70,803 |
12.2 |
104,464 |
18.0 |
580,616 |
5,757 |
2.3 |
11,578 |
4.6 |
252,481 |
NON U.S. |
|
10,502 |
1.8 |
20,242 |
3.5 |
|
6,675 |
2.6 |
9,452 |
3.7 |
|
|
|
14 |
81,305 |
14.0 |
124,706 |
21.5 |
|
12,432 |
4.9 |
21,030 |
8.3 |
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
614,429 |
4.2 |
176,640 |
1.2 |
14,612,068 |
558,105 |
2.6 |
396,137 |
1.8 |
21,528,994 |
NON U.S. |
19 |
539,409 |
3.7 |
296,420 |
2.0 |
|
619,513 |
2.9 |
441,848 |
2.1 |
|
|
|
25 |
1,153,838 |
7.9 |
473,060 |
3.2 |
|
1,177,618 |
5.5 |
837,985 |
3.9 |
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
945 |
0.1 |
0 |
0.0 |
667,274 |
0 |
0.0 |
0 |
0.0 |
2,239,021 |
NON U.S. |
|
4,133 |
0.6 |
4,875 |
0.7 |
|
12,035 |
0.5 |
19,189 |
0.9 |
|
|
|
9 |
5,078 |
0.8 |
4,875 |
0.7 |
|
12,035 |
0.5 |
19,189 |
0.9 |
|