| REPORT DATE: 3/2/2021 | ||||||||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG CALLS | % | SHORT CALLS | % | CALL O.I. | LONG PUTS | % | SHORT PUTS | % | PUT O.I. |
| CBT CORN | U.S. | 1,249 | 0.1 | 7,396 | 0.8 | 881,658 | 12,667 | 1.9 | 9,663 | 1.4 | 683,427 | |
| NON U.S. | 4,635 | 0.5 | 10,898 | 1.2 | 1,210 | 0.2 | 11,048 | 1.6 | ||||
| 7 | 5,884 | 0.7 | 18,294 | 2.1 | 13,877 | 2.0 | 20,711 | 3.0 | ||||
| CBT SOYBEANS | U.S. | 3,440 | 0.6 | 3,880 | 0.7 | 532,760 | 1,050 | 0.3 | 5,070 | 1.5 | 335,068 | |
| NON U.S. | 2,628 | 0.5 | 11,880 | 2.2 | 2,025 | 0.6 | 2,850 | 0.9 | ||||
| 6 | 6,068 | 1.1 | 15,760 | 3.0 | 3,075 | 0.9 | 7,920 | 2.4 | ||||
| CBT U.S. TREASURY BONDS | U.S. | 550 | 0.2 | 5,212 | 1.5 | 354,969 | 550 | 0.1 | 7,517 | 2.0 | 371,441 | |
| NON U.S. | 17,347 | 4.9 | 14,334 | 4.0 | 6,817 | 1.8 | 12,847 | 3.5 | ||||
| 7 | 17,897 | 5.0 | 19,546 | 5.5 | 7,367 | 2.0 | 20,364 | 5.5 | ||||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 1,325 | 21.1 | 500 | 8.0 | 6,279 | 300 | 6.4 | 350 | 7.4 | 4,702 | |
| NON U.S. | 520 | 8.3 | 75 | 1.2 | 0 | 0.0 | 120 | 2.6 | ||||
| 7 | 1,845 | 29.4 | 575 | 9.2 | 300 | 6.4 | 470 | 10.0 | ||||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 329,260 | 10.2 | 468,780 | 14.6 | 3,218,666 | 220,280 | 10.2 | 190,560 | 8.8 | 2,167,601 | |
| NON U.S. | 41,480 | 1.3 | 75,504 | 2.3 | 45,320 | 2.1 | 33,180 | 1.5 | ||||
| 7 | 370,740 | 11.5 | 544,284 | 16.9 | 265,600 | 12.3 | 223,740 | 10.3 | ||||
| NYME EUR STYLE NATURAL GAS OPTIONS | U.S. | 4 | 138,411 | 8.9 | 255,350 | 16.4 | 1,555,480 | 137,568 | 16.9 | 60,724 | 7.5 | 813,852 |
| NON U.S. | 8 | 33,134 | 2.1 | 141,096 | 9.1 | 55,575 | 6.8 | 35,635 | 4.4 | |||
| 12 | 171,545 | 11.0 | 396,446 | 25.5 | 193,143 | 23.7 | 96,359 | 11.8 | ||||
| NYME HENRY HUB LAST DAY FIN | U.S. | 3,813 | 14.8 | 8,121 | 31.6 | 25,739 | 5,240 | 25.6 | 1,862 | 9.1 | 20,452 | |
| NON U.S. | 6,059 | 23.5 | 8,521 | 33.1 | 7,005 | 34.3 | 5,861 | 28.7 | ||||
| 7 | 9,872 | 38.4 | 16,642 | 64.7 | 12,245 | 59.9 | 7,723 | 37.8 | ||||
| NYME NAT GAS OPT ON CALENDAR STRIP | U.S. | 3,800 | 36.5 | 3,240 | 31.1 | 10,408 | 400 | 9.3 | 200 | 4.6 | 4,320 | |
| NON U.S. | 0 | 0.0 | 200 | 1.9 | 200 | 4.6 | 0 | 0.0 | ||||
| 5 | 3,800 | 36.5 | 3,440 | 33.1 | 600 | 13.9 | 200 | 4.6 | ||||
| ICUS COTTON NO. 2 | U.S. | 125 | 0.2 | 0 | 0.0 | 79,447 | 125 | 0.2 | 0 | 0.0 | 64,446 | |
| NON U.S. | 0 | 0.0 | 146 | 0.2 | 366 | 0.6 | 461 | 0.7 | ||||
| 5 | 125 | 0.2 | 146 | 0.2 | 491 | 0.8 | 461 | 0.7 | ||||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 5 | 25,222 | 1.8 | 28,574 | 2.0 | 1,406,000 | 59,137 | 3.3 | 37,467 | 2.1 | 1,810,372 |
| NON U.S. | 18 | 49,905 | 3.5 | 55,994 | 4.0 | 171,495 | 9.5 | 115,695 | 6.4 | |||
| 23 | 75,127 | 5.3 | 84,568 | 6.0 | 230,632 | 12.7 | 153,162 | 8.5 | ||||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 11,259 | 1.9 | 7,000 | 1.2 | 581,423 | 10,429 | 1.4 | 8,458 | 1.1 | 746,502 | |
| NON U.S. | 25,884 | 4.5 | 81,437 | 14.0 | 23,164 | 3.1 | 27,609 | 3.7 | ||||
| 10 | 37,143 | 6.4 | 88,437 | 15.2 | 33,593 | 4.5 | 36,067 | 4.8 | ||||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 38,095 | 12.6 | 53,565 | 17.7 | 302,643 | 22,160 | 17.8 | 12,641 | 10.2 | 124,297 | |
| NON U.S. | 2,750 | 0.9 | 4,800 | 1.6 | 3,025 | 2.4 | 1,450 | 1.2 | ||||
| 7 | 40,845 | 13.5 | 58,365 | 19.3 | 25,185 | 20.3 | 14,091 | 11.3 | ||||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 75,449 | 6.8 | 105,745 | 9.5 | 1,113,076 | 55,557 | 7.2 | 23,329 | 3.0 | 767,888 | |
| NON U.S. | 36,350 | 3.3 | 82,588 | 7.4 | 39,280 | 5.1 | 14,292 | 1.9 | ||||
| 15 | 111,799 | 10.0 | 188,333 | 16.9 | 94,837 | 12.4 | 37,621 | 4.9 | ||||
| NYME CRUDE OIL AVG PRICE OPTIONS | U.S. | 4 | 6,896 | 6.1 | 21,107 | 18.6 | 113,261 | 33,540 | 23.5 | 15,958 | 11.2 | 142,959 |
| NON U.S. | 8 | 8,671 | 7.7 | 36,047 | 31.8 | 32,371 | 22.6 | 24,544 | 17.2 | |||
| 12 | 15,567 | 13.7 | 57,154 | 50.5 | 65,911 | 46.1 | 40,502 | 28.3 | ||||
| ICUS COFFEE C | U.S. | 450 | 0.4 | 325 | 0.3 | 113,071 | 0 | 0.0 | 275 | 0.4 | 70,036 | |
| NON U.S. | 535 | 0.5 | 750 | 0.7 | 105 | 0.1 | 55 | 0.1 | ||||
| 5 | 985 | 0.9 | 1,075 | 1.0 | 105 | 0.1 | 330 | 0.5 | ||||
| CMX SILVER | U.S. | 4,628 | 5.3 | 3,891 | 4.4 | 87,981 | 2,441 | 8.1 | 1,712 | 5.7 | 29,975 | |
| NON U.S. | 2,413 | 2.7 | 2,628 | 3.0 | 1,254 | 4.2 | 1,018 | 3.4 | ||||
| 11 | 7,041 | 8.0 | 6,519 | 7.4 | 3,695 | 12.3 | 2,730 | 9.1 | ||||
| CMX GOLD | U.S. | 79,442 | 11.6 | 110,327 | 16.1 | 683,673 | 3,994 | 1.6 | 14,603 | 5.7 | 255,399 | |
| NON U.S. | 10,188 | 1.5 | 17,587 | 2.6 | 6,029 | 2.4 | 7,444 | 2.9 | ||||
| 14 | 89,630 | 13.1 | 127,914 | 18.7 | 10,023 | 3.9 | 22,047 | 8.6 | ||||
| CME 3-MONTH EURODOLLARS | U.S. | 5 | 876,192 | 5.7 | 293,165 | 1.9 | 15,415,150 | 489,829 | 2.5 | 497,687 | 2.5 | 19,810,410 |
| NON U.S. | 21 | 642,153 | 4.2 | 311,823 | 2.0 | 584,993 | 3.0 | 319,259 | 1.6 | |||
| 26 | 1,518,345 | 9.8 | 604,988 | 3.9 | 1,074,822 | 5.4 | 816,946 | 4.1 | ||||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 920 | 0.1 | 0 | 0.0 | 943,658 | 0 | 0.0 | 0 | 0.0 | 2,124,422 | |
| NON U.S. | 6,129 | 0.6 | 19,089 | 2.0 | 25,803 | 1.2 | 41,735 | 2.0 | ||||
| 11 | 7,049 | 0.7 | 19,089 | 2.0 | 25,803 | 1.2 | 41,735 | 2.0 | ||||