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REPORT DATE: 6/2/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
600 |
0.3 |
7,201 |
3.6 |
198,705 |
4,599 |
2.6 |
4,170 |
2.3 |
179,836 |
NON U.S. |
|
4,692 |
2.4 |
26,227 |
13.2 |
|
6,916 |
3.8 |
16,477 |
9.2 |
|
|
6 |
5,292 |
2.7 |
33,428 |
16.8 |
|
11,515 |
6.4 |
20,647 |
11.5 |
|
CBT CORN |
U.S. |
|
4,026 |
0.6 |
6,250 |
1.0 |
655,953 |
7,866 |
1.4 |
15,311 |
2.8 |
547,847 |
NON U.S. |
|
5,525 |
0.8 |
12,275 |
1.9 |
|
8,425 |
1.5 |
21,649 |
4.0 |
|
|
6 |
9,551 |
1.5 |
18,525 |
2.8 |
|
16,291 |
3.0 |
36,960 |
6.7 |
|
CBT SOYBEANS |
U.S. |
|
2,668 |
0.7 |
3,668 |
0.9 |
404,750 |
740 |
0.3 |
6,808 |
2.4 |
287,381 |
NON U.S. |
|
6,700 |
1.7 |
28,130 |
6.9 |
|
2,637 |
0.9 |
16,999 |
5.9 |
|
|
5 |
9,368 |
2.3 |
31,798 |
7.9 |
|
3,377 |
1.2 |
23,807 |
8.3 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
9,488 |
4.9 |
3,491 |
1.8 |
195,376 |
5,490 |
1.9 |
13,781 |
4.8 |
285,664 |
NON U.S. |
|
4,387 |
2.2 |
1,112 |
0.6 |
|
6,931 |
2.4 |
8,977 |
3.1 |
|
|
7 |
13,875 |
7.1 |
4,603 |
2.4 |
|
12,421 |
4.3 |
22,758 |
8.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,725 |
16.9 |
1,550 |
9.6 |
16,133 |
0 |
0.0 |
0 |
0.0 |
3,815 |
NON U.S. |
|
250 |
1.5 |
1,065 |
6.6 |
|
0 |
0.0 |
80 |
2.1 |
|
|
6 |
2,975 |
18.4 |
2,615 |
16.2 |
|
0 |
0.0 |
80 |
2.1 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
237,590 |
8.4 |
301,922 |
10.7 |
2,825,422 |
126,662 |
5.6 |
123,892 |
5.5 |
2,251,335 |
NON U.S. |
|
31,865 |
1.1 |
70,165 |
2.5 |
|
37,940 |
1.7 |
49,700 |
2.2 |
|
|
8 |
269,455 |
9.5 |
372,087 |
13.2 |
|
164,602 |
7.3 |
173,592 |
7.7 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
107,097 |
7.2 |
192,989 |
13.0 |
1,488,128 |
79,892 |
8.7 |
86,522 |
9.4 |
921,028 |
NON U.S. |
8 |
29,921 |
2.0 |
116,538 |
7.8 |
|
26,108 |
2.8 |
33,848 |
3.7 |
|
|
12 |
137,018 |
9.2 |
309,527 |
20.8 |
|
106,000 |
11.5 |
120,370 |
13.1 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
3,427 |
29.2 |
2,640 |
22.5 |
11,746 |
544 |
4.8 |
1,608 |
14.3 |
11,249 |
NON U.S. |
|
3,737 |
31.8 |
3,511 |
29.9 |
|
1,693 |
15.1 |
3,700 |
32.9 |
|
|
7 |
7,164 |
61.0 |
6,151 |
52.4 |
|
2,237 |
19.9 |
5,308 |
47.2 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
4,100 |
26.3 |
4,500 |
28.9 |
15,584 |
0 |
0.0 |
960 |
24.0 |
4,000 |
NON U.S. |
|
700 |
4.5 |
2,660 |
17.1 |
|
1,500 |
37.5 |
100 |
2.5 |
|
|
8 |
4,800 |
## |
7,160 |
45.9 |
|
1,500 |
37.5 |
1,060 |
26.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
700 |
0.9 |
1,000 |
1.2 |
82,310 |
200 |
0.2 |
100 |
0.1 |
86,673 |
NON U.S. |
|
655 |
0.8 |
205 |
0.2 |
|
50 |
0.1 |
2,629 |
3.0 |
|
|
5 |
1,355 |
1.6 |
1,205 |
1.5 |
|
250 |
0.3 |
2,729 |
3.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
58,108 |
6.9 |
14,354 |
1.7 |
840,793 |
61,733 |
7.3 |
46,199 |
5.5 |
844,123 |
NON U.S. |
9 |
13,685 |
1.6 |
53,478 |
6.4 |
|
40,382 |
4.8 |
52,915 |
6.3 |
|
|
14 |
71,793 |
8.5 |
67,832 |
8.1 |
|
102,115 |
12.1 |
99,114 |
11.7 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
2,366 |
0.5 |
6,224 |
1.4 |
450,172 |
1,816 |
0.3 |
31,862 |
5.5 |
577,338 |
NON U.S. |
4 |
6,616 |
1.5 |
600 |
0.1 |
|
4,916 |
0.9 |
15,355 |
2.7 |
|
|
8 |
8,982 |
2.0 |
6,824 |
1.5 |
|
6,732 |
1.2 |
47,217 |
8.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
53,900 |
13.6 |
53,580 |
13.5 |
397,468 |
22,746 |
10.9 |
24,552 |
11.8 |
208,161 |
NON U.S. |
|
8,000 |
2.0 |
8,950 |
2.3 |
|
2,575 |
1.2 |
3,350 |
1.6 |
|
|
8 |
61,900 |
15.6 |
62,530 |
15.7 |
|
25,321 |
12.2 |
27,902 |
13.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
91,074 |
7.4 |
92,155 |
7.4 |
1,238,072 |
60,273 |
6.6 |
54,749 |
6.0 |
909,736 |
NON U.S. |
|
49,809 |
4.0 |
73,675 |
6.0 |
|
35,499 |
3.9 |
32,480 |
3.6 |
|
|
20 |
140,883 |
11.4 |
165,830 |
13.4 |
|
95,772 |
10.5 |
87,229 |
9.6 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
12,021 |
7.5 |
21,297 |
13.2 |
161,095 |
22,155 |
10.8 |
17,209 |
8.4 |
205,235 |
NON U.S. |
8 |
15,365 |
9.5 |
45,841 |
28.5 |
|
36,625 |
17.8 |
23,092 |
11.3 |
|
|
12 |
27,386 |
17.0 |
67,138 |
41.7 |
|
58,780 |
28.6 |
40,301 |
19.6 |
|
ICUS COFFEE C |
U.S. |
|
252 |
0.2 |
0 |
0.0 |
135,208 |
0 |
0.0 |
375 |
0.4 |
84,461 |
NON U.S. |
|
973 |
0.7 |
645 |
0.5 |
|
385 |
0.5 |
50 |
0.1 |
|
|
5 |
1,225 |
0.9 |
645 |
0.5 |
|
385 |
0.5 |
425 |
0.5 |
|
CMX SILVER |
U.S. |
|
5,948 |
6.9 |
4,085 |
4.8 |
85,776 |
1,957 |
4.1 |
5,611 |
11.9 |
47,210 |
NON U.S. |
|
4,912 |
5.7 |
7,236 |
8.4 |
|
7,302 |
15.5 |
5,994 |
12.7 |
|
|
10 |
10,860 |
12.7 |
11,321 |
13.2 |
|
9,259 |
19.6 |
11,605 |
24.6 |
|
CMX GOLD |
U.S. |
|
124,629 |
14.3 |
138,450 |
15.9 |
872,911 |
17,385 |
5.1 |
28,392 |
8.3 |
341,427 |
NON U.S. |
|
33,243 |
3.8 |
36,120 |
4.1 |
|
21,644 |
6.3 |
25,649 |
7.5 |
|
|
17 |
157,872 |
18.1 |
174,570 |
20.0 |
|
39,029 |
11.4 |
54,041 |
15.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,125,617 |
5.2 |
630,387 |
2.9 |
21,547,521 |
936,503 |
3.5 |
1,000,704 |
3.7 |
27,142,905 |
NON U.S. |
23 |
877,417 |
4.1 |
627,672 |
2.9 |
|
826,667 |
3.0 |
326,942 |
1.2 |
|
|
30 |
2,003,034 |
9.3 |
1,258,059 |
5.8 |
|
1,763,170 |
6.5 |
1,327,646 |
4.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,473 |
0.4 |
2,217 |
0.2 |
1,380,015 |
0 |
0.0 |
1,330 |
0.1 |
2,321,594 |
NON U.S. |
|
7,852 |
0.6 |
13,614 |
1.0 |
|
55,560 |
2.4 |
29,032 |
1.3 |
|
|
12 |
13,325 |
1.0 |
15,831 |
1.1 |
|
55,560 |
2.4 |
30,362 |
1.3 |
|