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REPORT DATE: 11/5/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
650 |
0.3 |
4,216 |
2.0 |
206,175 |
1,000 |
0.6 |
2,616 |
1.6 |
163,968 |
NON U.S. |
|
2,325 |
1.1 |
25,275 |
12.3 |
|
4,650 |
2.8 |
13,175 |
8.0 |
|
|
6 |
2,975 |
1.4 |
29,491 |
14.3 |
|
5,650 |
3.4 |
15,791 |
9.6 |
|
CBT CORN |
U.S. |
|
5,396 |
0.6 |
8,463 |
0.9 |
930,255 |
19,772 |
3.2 |
11,165 |
1.8 |
611,931 |
NON U.S. |
|
10,425 |
1.1 |
34,052 |
3.7 |
|
300 |
0.0 |
19,899 |
3.3 |
|
|
5 |
15,821 |
1.7 |
42,515 |
4.6 |
|
20,072 |
3.3 |
31,064 |
5.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
23,756 |
4.9 |
5,900 |
1.2 |
489,032 |
4,095 |
0.7 |
27,550 |
4.6 |
592,827 |
NON U.S. |
6 |
5,551 |
1.1 |
4,076 |
0.8 |
|
20,551 |
3.5 |
15,750 |
2.7 |
|
|
10 |
29,307 |
6.0 |
9,976 |
2.0 |
|
24,646 |
4.2 |
43,300 |
7.3 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,240 |
16.0 |
4,765 |
14.6 |
32,709 |
1,300 |
11.1 |
250 |
2.1 |
11,717 |
NON U.S. |
|
653 |
2.0 |
755 |
2.3 |
|
150 |
1.3 |
625 |
5.3 |
|
|
6 |
5,893 |
18.0 |
5,520 |
16.9 |
|
1,450 |
12.4 |
875 |
7.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
196,325 |
10.4 |
205,902 |
10.9 |
1,894,251 |
69,832 |
4.1 |
110,426 |
6.4 |
1,713,010 |
NON U.S. |
|
31,960 |
1.7 |
46,520 |
2.5 |
|
10,320 |
0.6 |
17,780 |
1.0 |
|
|
8 |
228,285 |
12.1 |
252,422 |
13.3 |
|
80,152 |
4.7 |
128,206 |
7.5 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
67,651 |
6.4 |
104,033 |
9.8 |
1,062,652 |
62,116 |
7.7 |
66,449 |
8.2 |
808,387 |
NON U.S. |
|
28,734 |
2.7 |
77,557 |
7.3 |
|
12,195 |
1.5 |
29,937 |
3.7 |
|
|
10 |
96,385 |
9.1 |
181,590 |
17.1 |
|
74,311 |
9.2 |
96,386 |
11.9 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
21.8 |
622 |
7.4 |
8,366 |
726 |
19.1 |
360 |
9.5 |
3,804 |
NON U.S. |
|
1,385 |
16.6 |
4,219 |
50.4 |
|
1,574 |
41.4 |
1,771 |
46.6 |
|
|
7 |
3,206 |
## |
4,841 |
57.9 |
|
2,300 |
60.5 |
2,131 |
56.0 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,120 |
15.3 |
3,200 |
23.0 |
13,884 |
0 |
0.0 |
200 |
3.6 |
5,500 |
NON U.S. |
|
600 |
4.3 |
2,780 |
20.0 |
|
600 |
10.9 |
0 |
0.0 |
|
|
9 |
2,720 |
19.6 |
5,980 |
43.1 |
|
600 |
10.9 |
200 |
3.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
70,541 |
3.7 |
65,964 |
3.4 |
1,926,142 |
65,547 |
3.5 |
66,367 |
3.5 |
1,893,613 |
NON U.S. |
16 |
77,993 |
4.0 |
115,245 |
6.0 |
|
53,194 |
2.8 |
63,008 |
3.3 |
|
|
22 |
148,534 |
7.7 |
181,209 |
9.4 |
|
118,741 |
6.3 |
129,375 |
6.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
47,362 |
4.6 |
35,596 |
3.5 |
1,029,141 |
24,381 |
1.7 |
32,732 |
2.3 |
1,399,197 |
NON U.S. |
7 |
79,685 |
7.7 |
181,205 |
17.6 |
|
127,706 |
9.1 |
166,088 |
11.9 |
|
|
12 |
127,047 |
12.3 |
216,801 |
21.1 |
|
152,087 |
10.9 |
198,820 |
14.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
67,800 |
15.2 |
76,150 |
17.1 |
446,399 |
50,675 |
16.0 |
41,287 |
13.0 |
316,397 |
NON U.S. |
|
6,000 |
1.3 |
7,610 |
1.7 |
|
4,350 |
1.4 |
3,850 |
1.2 |
|
|
12 |
73,800 |
16.5 |
83,760 |
18.8 |
|
55,025 |
17.4 |
45,137 |
14.3 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
96,009 |
7.0 |
111,758 |
8.2 |
1,368,931 |
79,999 |
8.0 |
62,592 |
6.2 |
1,002,359 |
NON U.S. |
|
56,461 |
4.1 |
107,315 |
7.8 |
|
65,731 |
6.6 |
51,382 |
5.1 |
|
|
21 |
152,470 |
11.1 |
219,073 |
16.0 |
|
145,730 |
14.5 |
113,974 |
11.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
21,316 |
13.2 |
19,375 |
12.0 |
161,548 |
21,736 |
10.2 |
25,218 |
11.8 |
214,075 |
NON U.S. |
|
6,800 |
4.2 |
40,898 |
25.3 |
|
34,545 |
16.1 |
19,012 |
8.9 |
|
|
9 |
28,116 |
17.4 |
60,273 |
37.3 |
|
56,281 |
26.3 |
44,230 |
20.7 |
|
CMX SILVER |
U.S. |
|
7,286 |
5.1 |
11,341 |
8.0 |
142,112 |
6,105 |
7.0 |
3,168 |
3.6 |
86,897 |
NON U.S. |
|
7,297 |
5.1 |
12,078 |
8.5 |
|
5,633 |
6.5 |
6,748 |
7.8 |
|
|
11 |
14,583 |
10.3 |
23,419 |
16.5 |
|
11,738 |
13.5 |
9,916 |
11.4 |
|
CMX GOLD |
U.S. |
|
175,230 |
14.6 |
166,796 |
13.9 |
1,198,456 |
45,619 |
8.2 |
32,515 |
5.8 |
559,270 |
NON U.S. |
|
48,306 |
4.0 |
75,554 |
6.3 |
|
35,542 |
6.4 |
36,292 |
6.5 |
|
|
21 |
223,536 |
18.7 |
242,350 |
20.2 |
|
81,161 |
14.5 |
68,807 |
12.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,273,010 |
4.3 |
888,861 |
3.0 |
29,647,645 |
905,931 |
3.3 |
1,208,378 |
4.4 |
27,486,104 |
NON U.S. |
21 |
838,160 |
2.8 |
770,327 |
2.6 |
|
884,805 |
3.2 |
534,562 |
1.9 |
|
|
28 |
2,111,170 |
7.1 |
1,659,188 |
5.6 |
|
1,790,736 |
6.5 |
1,742,940 |
6.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,288 |
0.4 |
2,589 |
0.2 |
1,287,581 |
3,137 |
0.1 |
1,286 |
0.0 |
2,836,677 |
NON U.S. |
|
12,631 |
1.0 |
26,234 |
2.0 |
|
32,803 |
1.2 |
31,187 |
1.1 |
|
|
11 |
17,919 |
1.4 |
28,823 |
2.2 |
|
35,940 |
1.3 |
32,473 |
1.1 |
|