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REPORT DATE: 5/7/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
2,500 |
1.1 |
1,050 |
0.5 |
219,624 |
1,500 |
1.1 |
0 |
0.0 |
142,268 |
NON U.S. |
|
8,175 |
3.7 |
26,909 |
12.3 |
|
2,900 |
2.0 |
17,045 |
12.0 |
|
|
7 |
10,675 |
4.9 |
27,959 |
12.7 |
|
4,400 |
3.1 |
17,045 |
12.0 |
|
CBT CORN |
U.S. |
|
3,373 |
0.4 |
5,613 |
0.7 |
826,723 |
18,929 |
3.8 |
4,791 |
1.0 |
496,606 |
NON U.S. |
|
7,800 |
0.9 |
24,375 |
2.9 |
|
1,500 |
0.3 |
15,400 |
3.1 |
|
|
6 |
11,173 |
1.4 |
29,988 |
3.6 |
|
20,429 |
4.1 |
20,191 |
4.1 |
|
CBT SOYBEANS |
U.S. |
|
1,450 |
0.5 |
500 |
0.2 |
269,557 |
2,300 |
0.7 |
500 |
0.2 |
314,705 |
NON U.S. |
|
2,875 |
1.1 |
1,500 |
0.6 |
|
9,650 |
3.1 |
2,850 |
0.9 |
|
|
5 |
4,325 |
1.6 |
2,000 |
0.7 |
|
11,950 |
3.8 |
3,350 |
1.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
6 |
26,552 |
4.9 |
17,490 |
3.2 |
541,846 |
15,194 |
2.0 |
14,028 |
1.8 |
762,309 |
NON U.S. |
7 |
11,194 |
2.1 |
4,715 |
0.9 |
|
2,509 |
0.3 |
1,715 |
0.2 |
|
|
13 |
37,746 |
7.0 |
22,205 |
4.1 |
|
17,703 |
2.3 |
15,743 |
2.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,700 |
14.4 |
3,475 |
8.8 |
39,581 |
0 |
0.0 |
350 |
2.2 |
16,032 |
NON U.S. |
|
475 |
1.2 |
405 |
1.0 |
|
350 |
2.2 |
600 |
3.7 |
|
|
6 |
6,175 |
15.6 |
3,880 |
9.8 |
|
350 |
2.2 |
950 |
5.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
116,415 |
7.4 |
99,930 |
6.3 |
1,578,970 |
52,402 |
4.4 |
70,318 |
5.9 |
1,193,453 |
NON U.S. |
|
23,840 |
1.5 |
37,360 |
2.4 |
|
11,240 |
0.9 |
12,320 |
1.0 |
|
|
8 |
140,255 |
8.9 |
137,290 |
8.7 |
|
63,642 |
5.3 |
82,638 |
6.9 |
|
NYME NATURAL GAS |
U.S. |
|
2,804 |
6.8 |
2,062 |
5.0 |
41,052 |
0 |
0.0 |
1,802 |
5.5 |
32,572 |
NON U.S. |
|
0 |
0.0 |
60 |
0.1 |
|
0 |
0.0 |
825 |
2.5 |
|
|
5 |
2,804 |
6.8 |
2,122 |
5.2 |
|
0 |
0.0 |
2,627 |
8.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
65,097 |
7.9 |
103,122 |
12.6 |
819,912 |
68,217 |
9.3 |
42,713 |
5.8 |
734,843 |
NON U.S. |
|
25,076 |
3.1 |
62,011 |
7.6 |
|
15,421 |
2.1 |
25,225 |
3.4 |
|
|
10 |
90,173 |
11.0 |
165,133 |
20.1 |
|
83,638 |
11.4 |
67,938 |
9.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
24.5 |
360 |
4.8 |
7,427 |
360 |
9.0 |
360 |
9.0 |
3,996 |
NON U.S. |
|
491 |
6.6 |
4,129 |
55.6 |
|
1,297 |
32.5 |
628 |
15.7 |
|
|
6 |
2,312 |
31.1 |
4,489 |
60.4 |
|
1,657 |
41.5 |
988 |
24.7 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,420 |
31.9 |
2,000 |
26.4 |
7,584 |
0 |
0.0 |
200 |
6.5 |
3,100 |
NON U.S. |
|
200 |
2.6 |
720 |
9.5 |
|
600 |
19.4 |
0 |
0.0 |
|
|
6 |
2,620 |
34.5 |
2,720 |
35.9 |
|
600 |
19.4 |
200 |
6.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
73,874 |
4.0 |
44,651 |
2.4 |
1,864,166 |
69,599 |
3.5 |
73,726 |
3.7 |
1,977,247 |
NON U.S. |
14 |
81,129 |
4.4 |
125,240 |
6.7 |
|
211,123 |
10.7 |
57,684 |
2.9 |
|
|
20 |
155,003 |
8.3 |
169,891 |
9.1 |
|
280,722 |
14.2 |
131,410 |
6.6 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
57,655 |
7.8 |
71,807 |
9.8 |
735,326 |
25,648 |
1.7 |
32,787 |
2.1 |
1,546,846 |
NON U.S. |
7 |
11,333 |
1.5 |
5,654 |
0.8 |
|
8,828 |
0.6 |
3,950 |
0.3 |
|
|
11 |
68,988 |
9.4 |
77,461 |
10.5 |
|
34,476 |
2.2 |
36,737 |
2.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
70,400 |
15.8 |
70,000 |
15.7 |
445,626 |
66,775 |
16.7 |
50,587 |
12.6 |
400,757 |
NON U.S. |
|
3,075 |
0.7 |
5,910 |
1.3 |
|
8,850 |
2.2 |
7,600 |
1.9 |
|
|
10 |
73,475 |
16.5 |
75,910 |
17.0 |
|
75,625 |
18.9 |
58,187 |
14.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
84,912 |
5.5 |
120,413 |
7.8 |
1,536,861 |
116,209 |
8.5 |
66,865 |
4.9 |
1,371,826 |
NON U.S. |
|
60,422 |
3.9 |
113,395 |
7.4 |
|
81,563 |
5.9 |
54,957 |
4.0 |
|
|
21 |
145,334 |
9.5 |
233,808 |
15.2 |
|
197,772 |
14.4 |
121,822 |
8.9 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
29,761 |
17.3 |
23,984 |
14.0 |
171,812 |
28,631 |
13.2 |
34,433 |
15.9 |
217,189 |
NON U.S. |
|
5,546 |
3.2 |
66,091 |
38.5 |
|
53,126 |
24.5 |
18,652 |
8.6 |
|
|
11 |
35,307 |
20.5 |
90,075 |
52.4 |
|
81,757 |
37.6 |
53,085 |
24.4 |
|
CMX SILVER |
U.S. |
|
11,009 |
8.0 |
9,737 |
7.1 |
136,945 |
10,204 |
10.8 |
3,155 |
3.3 |
94,681 |
NON U.S. |
|
5,896 |
4.3 |
8,888 |
6.5 |
|
5,004 |
5.3 |
4,707 |
5.0 |
|
|
8 |
16,905 |
12.3 |
18,625 |
13.6 |
|
15,208 |
16.1 |
7,862 |
8.3 |
|
CMX GOLD |
U.S. |
|
105,796 |
11.6 |
98,502 |
10.8 |
910,330 |
20,933 |
4.6 |
14,579 |
3.2 |
454,504 |
NON U.S. |
|
22,296 |
2.4 |
41,444 |
4.6 |
|
15,098 |
3.3 |
23,439 |
5.2 |
|
|
14 |
128,092 |
14.1 |
139,946 |
15.4 |
|
36,031 |
7.9 |
38,018 |
8.4 |
|
CME EURO FX |
U.S. |
|
2,521 |
2.3 |
37 |
0.0 |
109,965 |
2,451 |
1.9 |
488 |
0.4 |
130,026 |
NON U.S. |
|
4,832 |
4.4 |
2,285 |
2.1 |
|
7,871 |
6.1 |
2,500 |
1.9 |
|
|
6 |
7,353 |
6.7 |
2,322 |
2.1 |
|
10,322 |
7.9 |
2,988 |
2.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,156,114 |
4.4 |
717,490 |
2.7 |
26,418,457 |
927,934 |
3.0 |
947,962 |
3.1 |
30,828,521 |
NON U.S. |
21 |
817,108 |
3.1 |
573,784 |
2.2 |
|
860,652 |
2.8 |
405,663 |
1.3 |
|
|
28 |
1,973,222 |
7.5 |
1,291,274 |
4.9 |
|
1,788,586 |
5.8 |
1,353,625 |
4.4 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
12,867 |
0.9 |
3,428 |
0.3 |
1,368,398 |
8,356 |
0.3 |
25,946 |
0.8 |
3,237,431 |
NON U.S. |
|
2,660 |
0.2 |
19,634 |
1.4 |
|
14,281 |
0.4 |
26,397 |
0.8 |
|
|
10 |
15,527 |
1.1 |
23,062 |
1.7 |
|
22,637 |
0.7 |
52,343 |
1.6 |
|
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