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REPORT DATE: 11/2/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
514 |
0.2 |
3,473 |
1.7 |
205,843 |
325 |
0.3 |
225 |
0.2 |
114,557 |
NON U.S. |
|
2,050 |
1.0 |
6,496 |
3.2 |
|
2,365 |
2.1 |
1,750 |
1.5 |
|
|
6 |
2,564 |
1.2 |
9,969 |
4.8 |
|
2,690 |
2.3 |
1,975 |
1.7 |
|
CBT CORN |
U.S. |
|
1,799 |
0.2 |
7,693 |
0.8 |
925,087 |
11,446 |
1.8 |
22,642 |
3.6 |
635,883 |
NON U.S. |
|
8,121 |
0.9 |
15,519 |
1.7 |
|
4,011 |
0.6 |
15,197 |
2.4 |
|
|
6 |
9,920 |
1.1 |
23,212 |
2.5 |
|
15,457 |
2.4 |
37,839 |
6.0 |
|
CBT SOYBEANS |
U.S. |
|
0 |
0.0 |
840 |
0.5 |
186,209 |
0 |
0.0 |
8,364 |
4.6 |
182,111 |
NON U.S. |
|
769 |
0.4 |
3,985 |
2.1 |
|
1,413 |
0.8 |
1,900 |
1.0 |
|
|
7 |
769 |
0.4 |
4,825 |
2.6 |
|
1,413 |
0.8 |
10,264 |
5.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
11,868 |
3.5 |
3,586 |
1.0 |
342,531 |
3,849 |
1.2 |
5,261 |
1.6 |
328,103 |
NON U.S. |
|
23,892 |
7.0 |
16,224 |
4.7 |
|
19,184 |
5.8 |
31,157 |
9.5 |
|
|
14 |
35,760 |
10.4 |
19,810 |
5.8 |
|
23,033 |
7.0 |
36,418 |
11.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,340 |
5.1 |
1,540 |
5.9 |
26,303 |
225 |
3.7 |
675 |
11.0 |
6,162 |
NON U.S. |
|
310 |
1.2 |
110 |
0.4 |
|
68 |
1.1 |
0 |
0.0 |
|
|
7 |
1,650 |
6.3 |
1,650 |
6.3 |
|
293 |
4.8 |
675 |
11.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
242,462 |
6.6 |
435,804 |
11.8 |
3,690,905 |
224,484 |
7.4 |
177,028 |
5.9 |
3,014,156 |
NON U.S. |
|
82,240 |
2.2 |
107,464 |
2.9 |
|
63,440 |
2.1 |
46,080 |
1.5 |
|
|
8 |
324,702 |
8.8 |
543,268 |
14.7 |
|
287,924 |
9.6 |
223,108 |
7.4 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
105,704 |
7.1 |
224,645 |
15.2 |
1,479,903 |
137,079 |
14.0 |
74,342 |
7.6 |
980,421 |
NON U.S. |
7 |
47,976 |
3.2 |
135,791 |
9.2 |
|
72,076 |
7.4 |
65,309 |
6.7 |
|
|
11 |
153,680 |
10.4 |
360,436 |
24.4 |
|
209,155 |
21.3 |
139,651 |
14.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,091 |
7.5 |
5,843 |
40.1 |
14,561 |
5,441 |
36.5 |
2,462 |
16.5 |
14,916 |
NON U.S. |
|
6,125 |
42.1 |
1,060 |
7.3 |
|
735 |
4.9 |
6,316 |
42.3 |
|
|
7 |
7,216 |
49.6 |
6,903 |
47.4 |
|
6,176 |
41.4 |
8,778 |
58.8 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
6,000 |
25.9 |
4,840 |
20.9 |
23,204 |
3,900 |
16.1 |
3,000 |
12.4 |
24,180 |
NON U.S. |
|
100 |
0.4 |
200 |
0.9 |
|
400 |
1.7 |
100 |
0.4 |
|
|
6 |
6,100 |
26.3 |
5,040 |
21.7 |
|
4,300 |
17.8 |
3,100 |
12.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
16,627 |
1.7 |
9,300 |
0.9 |
992,078 |
42,655 |
2.8 |
21,040 |
1.4 |
1,542,419 |
NON U.S. |
14 |
32,768 |
3.3 |
55,250 |
5.6 |
|
123,384 |
8.0 |
43,644 |
2.8 |
|
|
18 |
49,395 |
5.0 |
64,550 |
6.5 |
|
166,039 |
10.8 |
64,684 |
4.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
12,722 |
3.2 |
6,558 |
1.6 |
402,386 |
14,222 |
1.8 |
12,558 |
1.6 |
782,135 |
NON U.S. |
6 |
11,374 |
2.8 |
22,341 |
5.6 |
|
52,486 |
6.7 |
18,079 |
2.3 |
|
|
11 |
24,096 |
6.0 |
28,899 |
7.2 |
|
66,708 |
8.5 |
30,637 |
3.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
47,470 |
11.5 |
54,450 |
13.2 |
412,843 |
28,110 |
22.3 |
18,150 |
14.4 |
126,081 |
NON U.S. |
|
7,650 |
1.9 |
8,979 |
2.2 |
|
1,975 |
1.6 |
1,100 |
0.9 |
|
|
8 |
55,120 |
13.4 |
63,429 |
15.4 |
|
30,085 |
23.9 |
19,250 |
15.3 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
86,118 |
5.8 |
133,020 |
9.0 |
1,484,885 |
71,514 |
7.9 |
34,496 |
3.8 |
907,036 |
NON U.S. |
|
43,169 |
2.9 |
87,942 |
5.9 |
|
54,681 |
6.0 |
16,770 |
1.8 |
|
|
14 |
129,287 |
8.7 |
220,962 |
14.9 |
|
126,195 |
13.9 |
51,266 |
5.7 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
5,166 |
4.3 |
18,341 |
15.1 |
121,411 |
15,223 |
13.8 |
3,678 |
3.3 |
110,366 |
NON U.S. |
8 |
6,046 |
5.0 |
54,365 |
44.8 |
|
43,263 |
39.2 |
17,682 |
16.0 |
|
|
12 |
11,212 |
9.2 |
72,706 |
59.9 |
|
58,486 |
53.0 |
21,360 |
19.4 |
|
ICUS COFFEE C |
U.S. |
|
1,025 |
0.7 |
1,125 |
0.8 |
143,529 |
400 |
0.3 |
875 |
0.7 |
117,667 |
NON U.S. |
|
533 |
0.4 |
665 |
0.5 |
|
400 |
0.3 |
450 |
0.4 |
|
|
6 |
1,558 |
1.1 |
1,790 |
1.2 |
|
800 |
0.7 |
1,325 |
1.1 |
|
CMX SILVER |
U.S. |
|
2,725 |
3.3 |
3,180 |
3.8 |
83,007 |
1,798 |
5.8 |
2,064 |
6.7 |
30,839 |
NON U.S. |
|
1,904 |
2.3 |
1,893 |
2.3 |
|
1,890 |
6.1 |
973 |
3.2 |
|
|
10 |
4,629 |
5.6 |
5,073 |
6.1 |
|
3,688 |
12.0 |
3,037 |
9.8 |
|
CMX GOLD |
U.S. |
|
102,380 |
15.4 |
130,378 |
19.7 |
663,453 |
5,475 |
2.2 |
14,050 |
5.8 |
243,472 |
NON U.S. |
|
12,080 |
1.8 |
19,591 |
3.0 |
|
8,461 |
3.5 |
9,037 |
3.7 |
|
|
15 |
114,460 |
17.3 |
149,969 |
22.6 |
|
13,936 |
5.7 |
23,087 |
9.5 |
|
CME EURO FX |
U.S. |
|
2,706 |
2.5 |
0 |
0.0 |
106,857 |
3,185 |
2.8 |
3 |
0.0 |
115,430 |
NON U.S. |
|
5,543 |
5.2 |
1,728 |
1.6 |
|
2,404 |
2.1 |
1,969 |
1.7 |
|
|
6 |
8,249 |
7.7 |
1,728 |
1.6 |
|
5,589 |
4.8 |
1,972 |
1.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
655,159 |
4.4 |
306,003 |
2.0 |
14,988,999 |
693,014 |
3.8 |
428,506 |
2.3 |
18,344,437 |
NON U.S. |
20 |
489,970 |
3.3 |
386,506 |
2.6 |
|
523,376 |
2.9 |
299,955 |
1.6 |
|
|
25 |
1,145,129 |
7.6 |
692,509 |
4.6 |
|
1,216,390 |
6.6 |
728,461 |
4.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
1,964 |
0.2 |
0 |
0.0 |
1,063,744 |
1,043 |
0.0 |
1,057 |
0.0 |
3,122,039 |
NON U.S. |
|
3,847 |
0.4 |
3,005 |
0.3 |
|
15,831 |
0.5 |
24,289 |
0.8 |
|
|
12 |
5,811 |
0.5 |
3,005 |
0.3 |
|
16,874 |
0.5 |
25,346 |
0.8 |
|