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REPORT DATE: 6/1/2021 |
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COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
|
CBT CORN |
U.S. |
|
7,401 |
0.6 |
6,914 |
0.6 |
1,142,566 |
21,356 |
2.3 |
24,342 |
2.6 |
943,614 |
|
NON U.S. |
|
11,562 |
1.0 |
12,044 |
1.1 |
|
3,265 |
0.3 |
19,318 |
2.0 |
|
|
|
|
6 |
18,963 |
1.7 |
18,958 |
1.7 |
|
24,621 |
2.6 |
43,660 |
4.6 |
|
|
|
CBT SOYBEANS |
U.S. |
|
8,265 |
1.5 |
2,552 |
0.5 |
539,161 |
873 |
0.2 |
9,673 |
2.2 |
445,746 |
|
NON U.S. |
|
5,411 |
1.0 |
9,043 |
1.7 |
|
18,703 |
4.2 |
18,650 |
4.2 |
|
|
|
|
8 |
13,676 |
2.5 |
11,595 |
2.2 |
|
19,576 |
4.4 |
28,323 |
6.4 |
|
|
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
10,550 |
3.7 |
2,906 |
1.0 |
281,671 |
2,400 |
1.2 |
691 |
0.3 |
199,723 |
|
NON U.S. |
6 |
9,642 |
3.4 |
20,479 |
7.3 |
|
15,477 |
7.7 |
11,450 |
5.7 |
|
|
|
|
10 |
20,192 |
7.2 |
23,385 |
8.3 |
|
17,877 |
9.0 |
12,141 |
6.1 |
|
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
600 |
10.6 |
225 |
4.0 |
5,680 |
200 |
6.0 |
50 |
1.5 |
3,309 |
|
NON U.S. |
|
315 |
5.5 |
50 |
0.9 |
|
0 |
0.0 |
0 |
0.0 |
|
|
|
|
6 |
915 |
16.1 |
275 |
4.8 |
|
200 |
6.0 |
50 |
1.5 |
|
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
278,680 |
8.7 |
381,000 |
11.8 |
3,221,222 |
169,440 |
7.9 |
154,220 |
7.2 |
2,136,037 |
|
NON U.S. |
|
58,780 |
1.8 |
93,984 |
2.9 |
|
55,900 |
2.6 |
30,400 |
1.4 |
|
|
|
|
7 |
337,460 |
10.5 |
474,984 |
14.7 |
|
225,340 |
10.5 |
184,620 |
8.6 |
|
|
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
105,812 |
7.6 |
229,294 |
16.5 |
1,393,706 |
120,989 |
15.9 |
48,806 |
6.4 |
760,327 |
|
NON U.S. |
7 |
37,300 |
2.7 |
135,781 |
9.7 |
|
52,311 |
6.9 |
39,841 |
5.2 |
|
|
|
|
11 |
143,112 |
10.3 |
365,075 |
26.2 |
|
173,300 |
22.8 |
88,647 |
11.7 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
2,737 |
13.4 |
7,203 |
35.3 |
20,430 |
4,154 |
25.0 |
1,280 |
7.7 |
16,639 |
|
NON U.S. |
|
6,079 |
29.8 |
4,501 |
22.0 |
|
4,423 |
26.6 |
6,116 |
36.8 |
|
|
|
|
7 |
8,816 |
43.2 |
11,704 |
57.3 |
|
8,577 |
51.5 |
7,396 |
44.4 |
|
|
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
3,600 |
25.7 |
3,040 |
21.7 |
14,008 |
800 |
7.9 |
600 |
5.9 |
10,120 |
|
NON U.S. |
|
0 |
0.0 |
200 |
1.4 |
|
400 |
4.0 |
0 |
0.0 |
|
|
|
|
6 |
3,600 |
25.7 |
3,240 |
23.1 |
|
1,200 |
11.9 |
600 |
5.9 |
|
|
|
ICUS COTTON NO. 2 |
U.S. |
|
1,021 |
0.9 |
750 |
0.7 |
112,107 |
0 |
0.0 |
1 |
0.0 |
72,249 |
|
NON U.S. |
|
0 |
0.0 |
121 |
0.1 |
|
267 |
0.4 |
279 |
0.4 |
|
|
|
|
5 |
1,021 |
0.9 |
871 |
0.8 |
|
267 |
0.4 |
280 |
0.4 |
|
|
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
18,044 |
1.8 |
9,528 |
1.0 |
992,561 |
35,344 |
2.1 |
15,634 |
0.9 |
1,709,655 |
|
NON U.S. |
15 |
33,764 |
3.4 |
62,519 |
6.3 |
|
102,892 |
6.0 |
62,763 |
3.7 |
|
|
|
|
20 |
51,808 |
5.2 |
72,047 |
7.3 |
|
138,236 |
8.1 |
78,397 |
4.6 |
|
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
9,093 |
2.4 |
2,250 |
0.6 |
377,223 |
5,950 |
1.1 |
14,000 |
2.6 |
535,226 |
|
NON U.S. |
|
5,585 |
1.5 |
24,660 |
6.5 |
|
51,375 |
9.6 |
4,254 |
0.8 |
|
|
|
|
11 |
14,678 |
3.9 |
26,910 |
7.1 |
|
57,325 |
10.7 |
18,254 |
3.4 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
32,295 |
11.9 |
33,465 |
12.4 |
270,584 |
18,160 |
18.4 |
18,425 |
18.6 |
98,889 |
|
NON U.S. |
|
4,100 |
1.5 |
7,540 |
2.8 |
|
3,400 |
3.4 |
3,450 |
3.5 |
|
|
|
|
8 |
36,395 |
13.5 |
41,005 |
15.2 |
|
21,560 |
21.8 |
21,875 |
22.1 |
|
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
74,268 |
5.7 |
117,323 |
9.0 |
1,301,851 |
60,365 |
9.6 |
27,453 |
4.4 |
630,542 |
|
NON U.S. |
|
36,405 |
2.8 |
73,668 |
5.7 |
|
37,249 |
5.9 |
13,925 |
2.2 |
|
|
|
|
14 |
110,673 |
8.5 |
190,991 |
14.7 |
|
97,614 |
15.5 |
41,378 |
6.6 |
|
|
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
5,946 |
4.7 |
23,719 |
18.7 |
126,700 |
25,065 |
20.2 |
9,008 |
7.3 |
124,183 |
|
NON U.S. |
8 |
7,442 |
5.9 |
44,067 |
34.8 |
|
37,375 |
30.1 |
23,254 |
18.7 |
|
|
|
|
12 |
13,388 |
10.6 |
67,786 |
53.5 |
|
62,440 |
50.3 |
32,262 |
26.0 |
|
|
|
ICUS COFFEE C |
U.S. |
|
1,350 |
0.9 |
1,024 |
0.7 |
155,293 |
0 |
0.0 |
625 |
0.6 |
98,288 |
|
NON U.S. |
|
565 |
0.4 |
750 |
0.5 |
|
132 |
0.1 |
82 |
0.1 |
|
|
|
|
5 |
1,915 |
1.2 |
1,774 |
1.1 |
|
132 |
0.1 |
707 |
0.7 |
|
|
|
CMX SILVER |
U.S. |
|
3,147 |
3.3 |
1,766 |
1.9 |
94,457 |
1,234 |
4.5 |
512 |
1.9 |
27,552 |
|
NON U.S. |
|
1,981 |
2.1 |
1,751 |
1.9 |
|
1,279 |
4.6 |
442 |
1.6 |
|
|
|
|
9 |
5,128 |
5.4 |
3,517 |
3.7 |
|
2,513 |
9.1 |
954 |
3.5 |
|
|
|
CMX GOLD |
U.S. |
|
74,916 |
13.0 |
107,418 |
18.7 |
574,846 |
7,038 |
3.2 |
12,175 |
5.6 |
217,104 |
|
NON U.S. |
|
6,683 |
1.2 |
17,644 |
3.1 |
|
7,466 |
3.4 |
7,568 |
3.5 |
|
|
|
|
15 |
81,599 |
14.2 |
125,062 |
21.8 |
|
14,504 |
6.7 |
19,743 |
9.1 |
|
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
702,710 |
4.2 |
222,708 |
1.3 |
16,632,219 |
602,305 |
2.6 |
536,812 |
2.3 |
23,176,199 |
|
NON U.S. |
20 |
630,055 |
3.8 |
262,055 |
1.6 |
|
679,617 |
2.9 |
410,366 |
1.8 |
|
|
|
|
25 |
1,332,765 |
8.0 |
484,763 |
2.9 |
|
1,281,922 |
5.5 |
947,178 |
4.1 |
|
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
993 |
0.1 |
0 |
0.0 |
754,047 |
0 |
0.0 |
0 |
0.0 |
1,987,986 |
|
NON U.S. |
|
3,221 |
0.4 |
7,193 |
1.0 |
|
21,025 |
1.1 |
31,649 |
1.6 |
|
|
|
|
9 |
4,214 |
0.6 |
7,193 |
1.0 |
|
21,025 |
1.1 |
31,649 |
1.6 |
|
|