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REPORT DATE: 11/3/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
2,109 |
1.0 |
7,113 |
3.5 |
204,431 |
900 |
0.5 |
7,420 |
3.8 |
196,938 |
NON U.S. |
|
2,765 |
1.4 |
20,854 |
10.2 |
|
4,318 |
2.2 |
12,600 |
6.4 |
|
|
7 |
4,874 |
2.4 |
27,967 |
13.7 |
|
5,218 |
2.6 |
20,020 |
10.2 |
|
CBT CORN |
U.S. |
|
2,598 |
0.3 |
7,526 |
0.9 |
797,821 |
3,052 |
0.5 |
17,544 |
2.8 |
630,741 |
NON U.S. |
|
2,456 |
0.3 |
15,374 |
1.9 |
|
5,716 |
0.9 |
1,611 |
0.3 |
|
|
7 |
5,054 |
0.6 |
22,900 |
2.9 |
|
8,768 |
1.4 |
19,155 |
3.0 |
|
CBT SOYBEANS |
U.S. |
|
250 |
0.1 |
4,050 |
1.0 |
386,128 |
350 |
0.1 |
3,593 |
1.3 |
274,611 |
NON U.S. |
|
2,919 |
0.8 |
11,252 |
2.9 |
|
202 |
0.1 |
7,350 |
2.7 |
|
|
5 |
3,169 |
0.8 |
15,302 |
4.0 |
|
552 |
0.2 |
10,943 |
4.0 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
12,961 |
3.0 |
13,861 |
3.2 |
435,979 |
16,732 |
4.1 |
12,470 |
3.0 |
410,929 |
NON U.S. |
9 |
15,305 |
3.5 |
11,497 |
2.6 |
|
22,052 |
5.4 |
13,409 |
3.3 |
|
|
13 |
28,266 |
6.5 |
25,358 |
5.8 |
|
38,784 |
9.4 |
25,879 |
6.3 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,900 |
18.8 |
1,450 |
9.4 |
15,442 |
200 |
3.6 |
100 |
1.8 |
5,543 |
NON U.S. |
|
270 |
1.7 |
525 |
3.4 |
|
0 |
0.0 |
150 |
2.7 |
|
|
7 |
3,170 |
## |
1,975 |
12.8 |
|
200 |
3.6 |
250 |
4.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
299,465 |
10.1 |
423,100 |
14.3 |
2,962,503 |
171,640 |
9.9 |
123,782 |
7.2 |
1,725,074 |
NON U.S. |
|
40,260 |
1.4 |
81,524 |
2.8 |
|
51,940 |
3.0 |
37,360 |
2.2 |
|
|
8 |
339,725 |
11.5 |
504,624 |
17.0 |
|
223,580 |
13.0 |
161,142 |
9.3 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
124,402 |
7.5 |
251,800 |
15.2 |
1,660,294 |
114,911 |
14.6 |
61,353 |
7.8 |
788,988 |
NON U.S. |
8 |
30,606 |
1.8 |
145,364 |
8.8 |
|
58,498 |
7.4 |
34,197 |
4.3 |
|
|
12 |
155,008 |
9.3 |
397,164 |
23.9 |
|
173,409 |
22.0 |
95,550 |
12.1 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
5,678 |
25.5 |
9,594 |
43.0 |
22,309 |
5,787 |
38.2 |
2,924 |
19.3 |
15,169 |
NON U.S. |
|
6,553 |
29.4 |
3,089 |
13.8 |
|
1,309 |
8.6 |
6,296 |
41.5 |
|
|
7 |
12,231 |
## |
12,683 |
56.9 |
|
7,096 |
46.8 |
9,220 |
60.8 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
4 |
4,100 |
25.6 |
4,620 |
28.8 |
16,020 |
400 |
4.6 |
1,360 |
15.6 |
8,720 |
NON U.S. |
5 |
700 |
4.4 |
2,520 |
15.7 |
|
1,800 |
20.6 |
400 |
4.6 |
|
|
9 |
4,800 |
## |
7,140 |
44.6 |
|
2,200 |
25.2 |
1,760 |
20.2 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
19,225 |
1.5 |
27,983 |
2.2 |
1,265,024 |
102,403 |
5.4 |
43,292 |
2.3 |
1,911,869 |
NON U.S. |
22 |
75,511 |
6.0 |
90,347 |
7.1 |
|
268,184 |
14.0 |
94,303 |
4.9 |
|
|
27 |
94,736 |
7.5 |
118,330 |
9.4 |
|
370,587 |
19.4 |
137,595 |
7.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
0 |
0.0 |
6,824 |
2.3 |
298,746 |
16,580 |
5.4 |
11,003 |
3.6 |
309,748 |
NON U.S. |
|
26,732 |
8.9 |
9,800 |
3.3 |
|
11,350 |
3.7 |
13,130 |
4.2 |
|
|
9 |
26,732 |
8.9 |
16,624 |
5.6 |
|
27,930 |
9.0 |
24,133 |
7.8 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
54,933 |
15.2 |
64,918 |
18.0 |
360,981 |
30,324 |
16.4 |
25,214 |
13.6 |
185,043 |
NON U.S. |
|
8,550 |
2.4 |
9,250 |
2.6 |
|
2,900 |
1.6 |
1,950 |
1.1 |
|
|
9 |
63,483 |
17.6 |
74,168 |
20.5 |
|
33,224 |
18.0 |
27,164 |
14.7 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
6,050 |
15.8 |
8,804 |
23.0 |
38,231 |
7,504 |
24.8 |
4,316 |
14.3 |
30,231 |
NON U.S. |
|
200 |
0.5 |
2,115 |
5.5 |
|
1,230 |
4.1 |
1,030 |
3.4 |
|
|
5 |
6,250 |
16.3 |
10,919 |
28.6 |
|
8,734 |
28.9 |
5,346 |
17.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
88,962 |
7.7 |
103,120 |
9.0 |
1,148,053 |
52,438 |
6.6 |
36,922 |
4.7 |
791,227 |
NON U.S. |
|
46,416 |
4.0 |
73,982 |
6.4 |
|
39,272 |
5.0 |
25,742 |
3.3 |
|
|
17 |
135,378 |
11.8 |
177,102 |
15.4 |
|
91,710 |
11.6 |
62,664 |
7.9 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
10,360 |
8.5 |
16,216 |
13.3 |
122,149 |
15,382 |
11.7 |
6,511 |
5.0 |
131,131 |
NON U.S. |
8 |
12,411 |
10.2 |
40,219 |
32.9 |
|
29,929 |
22.8 |
20,090 |
15.3 |
|
|
12 |
22,771 |
18.6 |
56,435 |
46.2 |
|
45,311 |
34.6 |
26,601 |
20.3 |
|
ICUS COFFEE C |
U.S. |
|
138 |
0.1 |
200 |
0.2 |
117,719 |
0 |
0.0 |
475 |
0.6 |
79,408 |
NON U.S. |
|
353 |
0.3 |
1,442 |
1.2 |
|
299 |
0.4 |
116 |
0.1 |
|
|
6 |
491 |
0.4 |
1,642 |
1.4 |
|
299 |
0.4 |
591 |
0.7 |
|
CMX SILVER |
U.S. |
|
3,694 |
4.4 |
5,476 |
6.5 |
84,354 |
4,579 |
10.4 |
2,889 |
6.6 |
43,858 |
NON U.S. |
|
2,791 |
3.3 |
3,339 |
4.0 |
|
3,816 |
8.7 |
2,719 |
6.2 |
|
|
10 |
6,485 |
7.7 |
8,815 |
10.5 |
|
8,395 |
19.1 |
5,608 |
12.8 |
|
CMX GOLD |
U.S. |
|
91,201 |
10.3 |
113,960 |
12.8 |
887,759 |
14,133 |
4.6 |
20,715 |
6.7 |
307,988 |
NON U.S. |
|
27,618 |
3.1 |
32,214 |
3.6 |
|
14,051 |
4.6 |
15,691 |
5.1 |
|
|
20 |
118,819 |
13.4 |
146,174 |
16.5 |
|
28,184 |
9.2 |
36,406 |
11.8 |
|
CME EURO FX |
U.S. |
|
2,400 |
1.9 |
2,240 |
1.8 |
123,459 |
3,490 |
2.5 |
1,335 |
1.0 |
139,444 |
NON U.S. |
|
3,177 |
2.6 |
1,812 |
1.5 |
|
1,814 |
1.3 |
4,477 |
3.2 |
|
|
5 |
5,577 |
4.5 |
4,052 |
3.3 |
|
5,304 |
3.8 |
5,812 |
4.2 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
795,723 |
6.1 |
363,188 |
2.8 |
13,060,614 |
445,152 |
2.4 |
494,672 |
2.7 |
18,282,871 |
NON U.S. |
22 |
752,286 |
5.8 |
359,559 |
2.8 |
|
572,836 |
3.1 |
391,882 |
2.1 |
|
|
28 |
1,548,009 |
11.9 |
722,747 |
5.5 |
|
1,017,988 |
5.6 |
886,554 |
4.8 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
4,349 |
0.4 |
0 |
0.0 |
1,239,074 |
3,895 |
0.2 |
5,842 |
0.3 |
2,171,575 |
NON U.S. |
|
9,168 |
0.7 |
14,829 |
1.2 |
|
34,648 |
1.6 |
36,528 |
1.7 |
|
|
14 |
13,517 |
1.1 |
14,829 |
1.2 |
|
38,543 |
1.8 |
42,370 |
2.0 |
|