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REPORT DATE: 3/3/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
250 |
0.1 |
4,875 |
2.6 |
185,112 |
2,495 |
1.6 |
2,170 |
1.4 |
158,182 |
NON U.S. |
|
6,438 |
3.5 |
17,067 |
9.2 |
|
801 |
0.5 |
17,227 |
10.9 |
|
|
6 |
6,688 |
3.6 |
21,942 |
11.9 |
|
3,296 |
2.1 |
19,397 |
12.3 |
|
CBT CORN |
U.S. |
|
1,300 |
0.3 |
3,740 |
0.9 |
434,491 |
2,130 |
0.6 |
8,461 |
2.5 |
341,130 |
NON U.S. |
|
1,925 |
0.4 |
11,048 |
2.5 |
|
0 |
0.0 |
14,198 |
4.2 |
|
|
5 |
3,225 |
0.7 |
14,788 |
3.4 |
|
2,130 |
0.6 |
22,659 |
6.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
6 |
20,187 |
3.7 |
33,022 |
6.1 |
542,719 |
20,620 |
2.9 |
28,757 |
4.0 |
717,132 |
NON U.S. |
9 |
17,076 |
3.1 |
22,548 |
4.2 |
|
22,061 |
3.1 |
9,425 |
1.3 |
|
|
15 |
37,263 |
6.9 |
55,570 |
10.2 |
|
42,681 |
6.0 |
38,182 |
5.3 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
3,925 |
17.3 |
2,900 |
12.8 |
22,680 |
650 |
12.0 |
0 |
0.0 |
5,396 |
NON U.S. |
|
930 |
4.1 |
1,525 |
6.7 |
|
0 |
0.0 |
635 |
11.8 |
|
|
7 |
4,855 |
21.4 |
4,425 |
19.5 |
|
650 |
12.0 |
635 |
11.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
264,705 |
10.2 |
291,422 |
11.2 |
2,602,994 |
157,192 |
8.2 |
156,818 |
8.2 |
1,921,933 |
NON U.S. |
|
32,820 |
1.3 |
62,440 |
2.4 |
|
25,740 |
1.3 |
33,380 |
1.7 |
|
|
8 |
297,525 |
11.4 |
353,862 |
13.6 |
|
182,932 |
9.5 |
190,198 |
9.9 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
89,500 |
6.8 |
145,935 |
11.1 |
1,312,546 |
88,287 |
9.2 |
89,125 |
9.3 |
957,504 |
NON U.S. |
|
29,602 |
2.3 |
86,368 |
6.6 |
|
12,150 |
1.3 |
25,859 |
2.7 |
|
|
10 |
119,102 |
9.1 |
232,303 |
17.7 |
|
100,437 |
10.5 |
114,984 |
12.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,640 |
23.0 |
270 |
3.8 |
7,138 |
545 |
4.4 |
270 |
2.2 |
12,458 |
NON U.S. |
|
2,213 |
31.0 |
3,275 |
45.9 |
|
1,498 |
12.0 |
2,348 |
18.8 |
|
|
6 |
3,853 |
## |
3,545 |
49.7 |
|
2,043 |
16.4 |
2,618 |
21.0 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
3,200 |
22.6 |
3,400 |
24.0 |
14,164 |
0 |
0.0 |
0 |
0.0 |
1,700 |
NON U.S. |
|
600 |
4.2 |
2,540 |
17.9 |
|
200 |
11.8 |
100 |
5.9 |
|
|
8 |
3,800 |
## |
5,940 |
41.9 |
|
200 |
11.8 |
100 |
5.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
300 |
0.6 |
100 |
0.2 |
52,175 |
0 |
0.0 |
100 |
0.2 |
47,362 |
NON U.S. |
|
2,600 |
5.0 |
75 |
0.1 |
|
0 |
0.0 |
3,850 |
8.1 |
|
|
5 |
2,900 |
5.6 |
175 |
0.3 |
|
0 |
0.0 |
3,950 |
8.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
125,182 |
5.9 |
102,801 |
4.9 |
2,112,399 |
178,153 |
6.2 |
220,495 |
7.7 |
2,866,280 |
NON U.S. |
16 |
70,390 |
3.3 |
161,150 |
7.6 |
|
127,250 |
4.4 |
109,717 |
3.8 |
|
|
23 |
195,572 |
9.3 |
263,951 |
12.5 |
|
305,403 |
10.7 |
330,212 |
11.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
44,428 |
5.0 |
44,685 |
5.0 |
892,948 |
32,098 |
2.2 |
11,968 |
0.8 |
1,449,172 |
NON U.S. |
7 |
36,950 |
4.1 |
38,765 |
4.3 |
|
108,425 |
7.5 |
63,902 |
4.4 |
|
|
12 |
81,378 |
9.1 |
83,450 |
9.3 |
|
140,523 |
9.7 |
75,870 |
5.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
45,900 |
12.4 |
55,050 |
14.9 |
368,746 |
45,750 |
16.2 |
39,887 |
14.1 |
282,611 |
NON U.S. |
|
5,150 |
1.4 |
6,325 |
1.7 |
|
4,025 |
1.4 |
3,600 |
1.3 |
|
|
10 |
51,050 |
13.8 |
61,375 |
16.6 |
|
49,775 |
17.6 |
43,487 |
15.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
86,413 |
7.1 |
82,279 |
6.7 |
1,222,858 |
56,687 |
5.9 |
51,467 |
5.3 |
966,884 |
NON U.S. |
|
42,092 |
3.4 |
77,377 |
6.3 |
|
39,423 |
4.1 |
39,472 |
4.1 |
|
|
18 |
128,505 |
10.5 |
159,656 |
13.1 |
|
96,110 |
9.9 |
90,939 |
9.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
11,160 |
7.1 |
19,905 |
12.6 |
157,425 |
21,580 |
10.1 |
18,225 |
8.5 |
213,519 |
NON U.S. |
|
8,917 |
5.7 |
48,932 |
31.1 |
|
37,386 |
17.5 |
23,405 |
11.0 |
|
|
11 |
20,077 |
12.8 |
68,837 |
43.7 |
|
58,966 |
27.6 |
41,630 |
19.5 |
|
ICUS COFFEE C |
U.S. |
|
490 |
0.4 |
21 |
0.0 |
133,324 |
0 |
0.0 |
75 |
0.1 |
98,101 |
NON U.S. |
|
551 |
0.4 |
901 |
0.7 |
|
385 |
0.4 |
0 |
0.0 |
|
|
5 |
1,041 |
0.8 |
922 |
0.7 |
|
385 |
0.4 |
75 |
0.1 |
|
CMX SILVER |
U.S. |
|
4,291 |
4.6 |
4,060 |
4.4 |
92,893 |
1,919 |
3.2 |
2,790 |
4.7 |
59,725 |
NON U.S. |
|
5,562 |
6.0 |
11,310 |
12.2 |
|
9,012 |
15.1 |
13,103 |
21.9 |
|
|
11 |
9,853 |
10.6 |
15,370 |
16.5 |
|
10,931 |
18.3 |
15,893 |
26.6 |
|
CMX GOLD |
U.S. |
|
168,759 |
14.2 |
163,200 |
13.8 |
1,185,795 |
26,282 |
5.4 |
30,641 |
6.2 |
490,825 |
NON U.S. |
|
46,535 |
3.9 |
68,330 |
5.8 |
|
32,578 |
6.6 |
33,258 |
6.8 |
|
|
17 |
215,294 |
18.2 |
231,530 |
19.5 |
|
58,860 |
12.0 |
63,899 |
13.0 |
|
CME EURO FX |
U.S. |
|
5,979 |
3.3 |
1,331 |
0.7 |
182,717 |
2,149 |
1.3 |
437 |
0.3 |
166,968 |
NON U.S. |
|
15,659 |
8.6 |
5,669 |
3.1 |
|
8,391 |
5.0 |
8,344 |
5.0 |
|
|
6 |
21,638 |
11.8 |
7,000 |
3.8 |
|
10,540 |
6.3 |
8,781 |
5.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,248,563 |
4.3 |
744,156 |
2.5 |
29,272,632 |
847,506 |
3.2 |
1,015,750 |
3.8 |
26,803,437 |
NON U.S. |
24 |
730,466 |
2.5 |
679,718 |
2.3 |
|
823,229 |
3.1 |
334,923 |
1.2 |
|
|
31 |
1,979,029 |
6.8 |
1,423,874 |
4.9 |
|
1,670,735 |
6.2 |
1,350,673 |
5.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
11,250 |
0.7 |
636 |
0.0 |
1,702,620 |
2,943 |
0.1 |
2,446 |
0.1 |
3,244,588 |
NON U.S. |
|
6,217 |
0.4 |
9,176 |
0.5 |
|
14,865 |
0.5 |
32,367 |
1.0 |
|
|
15 |
17,467 |
1.0 |
9,812 |
0.6 |
|
17,808 |
0.5 |
34,813 |
1.1 |
|