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REPORT DATE: 10/5/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
314 |
0.2 |
3,473 |
2.1 |
162,321 |
325 |
0.3 |
325 |
0.3 |
101,831 |
NON U.S. |
|
1,350 |
0.8 |
4,046 |
2.5 |
|
865 |
0.8 |
1,750 |
1.7 |
|
|
5 |
1,664 |
1.0 |
7,519 |
4.6 |
|
1,190 |
1.2 |
2,075 |
2.0 |
|
CBT CORN |
U.S. |
|
972 |
0.1 |
6,386 |
0.7 |
864,432 |
11,590 |
1.9 |
22,586 |
3.7 |
614,771 |
NON U.S. |
|
3,325 |
0.4 |
12,417 |
1.4 |
|
2,770 |
0.5 |
15,521 |
2.5 |
|
|
6 |
4,297 |
0.5 |
18,803 |
2.2 |
|
14,360 |
2.3 |
38,107 |
6.2 |
|
CBT SOYBEANS |
U.S. |
|
970 |
0.3 |
1,768 |
0.5 |
357,818 |
285 |
0.1 |
8,454 |
2.5 |
337,129 |
NON U.S. |
|
6,987 |
2.0 |
8,045 |
2.2 |
|
15,907 |
4.7 |
16,500 |
4.9 |
|
|
8 |
7,957 |
2.2 |
9,813 |
2.7 |
|
16,192 |
4.8 |
24,954 |
7.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
11,856 |
3.6 |
5,086 |
1.5 |
330,667 |
5,274 |
1.8 |
11,286 |
3.9 |
289,357 |
NON U.S. |
5 |
21,046 |
6.4 |
21,248 |
6.4 |
|
9,891 |
3.4 |
23,269 |
8.0 |
|
|
9 |
32,902 |
10.0 |
26,334 |
8.0 |
|
15,165 |
5.2 |
34,555 |
11.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,340 |
5.6 |
1,590 |
6.6 |
24,144 |
225 |
4.4 |
375 |
7.3 |
5,163 |
NON U.S. |
|
360 |
1.5 |
110 |
0.5 |
|
50 |
1.0 |
0 |
0.0 |
|
|
6 |
1,700 |
7.0 |
1,700 |
7.0 |
|
275 |
5.3 |
375 |
7.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
250,522 |
6.5 |
426,104 |
11.1 |
3,830,163 |
216,004 |
7.3 |
180,828 |
6.1 |
2,943,845 |
NON U.S. |
|
89,020 |
2.3 |
104,684 |
2.7 |
|
61,840 |
2.1 |
46,540 |
1.6 |
|
|
8 |
339,542 |
8.9 |
530,788 |
13.9 |
|
277,844 |
9.4 |
227,368 |
7.7 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
108,815 |
7.1 |
234,413 |
15.2 |
1,538,089 |
143,132 |
14.0 |
75,967 |
7.4 |
1,023,746 |
NON U.S. |
7 |
48,373 |
3.1 |
136,542 |
8.9 |
|
69,547 |
6.8 |
61,338 |
6.0 |
|
|
11 |
157,188 |
10.2 |
370,955 |
24.1 |
|
212,679 |
20.8 |
137,305 |
13.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,419 |
9.2 |
6,469 |
41.7 |
15,501 |
5,728 |
36.5 |
2,596 |
16.5 |
15,710 |
NON U.S. |
|
6,438 |
41.5 |
496 |
3.2 |
|
572 |
3.6 |
6,430 |
40.9 |
|
|
7 |
7,857 |
50.7 |
6,965 |
44.9 |
|
6,300 |
40.1 |
9,026 |
57.5 |
|
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. |
6 |
24,304 |
2.1 |
12,777 |
1.1 |
1,147,010 |
53,473 |
3.6 |
16,307 |
1.1 |
1,474,342 |
NON U.S. |
14 |
66,420 |
5.8 |
71,581 |
6.2 |
|
96,312 |
6.5 |
64,064 |
4.3 |
|
|
20 |
90,724 |
7.9 |
84,358 |
7.4 |
|
149,785 |
10.2 |
80,371 |
5.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
22,806 |
6.5 |
18,010 |
5.2 |
349,543 |
6,187 |
1.3 |
24,372 |
5.0 |
488,150 |
NON U.S. |
5 |
11,856 |
3.4 |
21,444 |
6.1 |
|
29,948 |
6.1 |
22,696 |
4.6 |
|
|
9 |
34,662 |
9.9 |
39,454 |
11.3 |
|
36,135 |
7.4 |
47,068 |
9.6 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
40,020 |
11.4 |
44,625 |
12.8 |
349,971 |
25,210 |
22.1 |
14,200 |
12.4 |
114,167 |
NON U.S. |
|
6,700 |
1.9 |
8,690 |
2.5 |
|
1,975 |
1.7 |
1,100 |
1.0 |
|
|
8 |
46,720 |
13.3 |
53,315 |
15.2 |
|
27,185 |
23.8 |
15,300 |
13.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
77,243 |
5.3 |
128,044 |
8.7 |
1,464,031 |
65,762 |
8.1 |
30,893 |
3.8 |
813,530 |
NON U.S. |
|
41,229 |
2.8 |
84,106 |
5.7 |
|
49,190 |
6.0 |
16,340 |
2.0 |
|
|
14 |
118,472 |
8.1 |
212,150 |
14.5 |
|
114,952 |
14.1 |
47,233 |
5.8 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,941 |
4.1 |
19,049 |
15.9 |
119,572 |
16,371 |
14.4 |
4,318 |
3.8 |
113,393 |
NON U.S. |
8 |
6,635 |
5.5 |
50,862 |
42.5 |
|
39,746 |
35.1 |
19,385 |
17.1 |
|
|
12 |
11,576 |
9.7 |
69,911 |
58.5 |
|
56,117 |
49.5 |
23,703 |
20.9 |
|
CMX SILVER |
U.S. |
|
2,890 |
3.6 |
2,128 |
2.7 |
80,013 |
1,798 |
5.7 |
2,089 |
6.7 |
31,301 |
NON U.S. |
|
770 |
1.0 |
1,454 |
1.8 |
|
1,780 |
5.7 |
955 |
3.1 |
|
|
8 |
3,660 |
4.6 |
3,582 |
4.5 |
|
3,578 |
11.4 |
3,044 |
9.7 |
|
CMX GOLD |
U.S. |
|
69,807 |
12.9 |
97,529 |
18.0 |
541,161 |
4,875 |
2.1 |
12,750 |
5.4 |
235,558 |
NON U.S. |
|
9,292 |
1.7 |
17,841 |
3.3 |
|
9,329 |
4.0 |
6,645 |
2.8 |
|
|
12 |
79,099 |
14.6 |
115,370 |
21.3 |
|
14,204 |
6.0 |
19,395 |
8.2 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
623,264 |
4.7 |
225,868 |
1.7 |
13,271,852 |
686,895 |
3.7 |
393,408 |
2.1 |
18,723,087 |
NON U.S. |
19 |
468,684 |
3.5 |
363,719 |
2.7 |
|
567,589 |
3.0 |
316,188 |
1.7 |
|
|
25 |
1,091,948 |
8.2 |
589,587 |
4.4 |
|
1,254,484 |
6.7 |
709,596 |
3.8 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,118 |
0.5 |
0 |
0.0 |
1,071,034 |
342 |
0.0 |
167 |
0.0 |
2,859,348 |
NON U.S. |
|
4,244 |
0.4 |
8,655 |
0.8 |
|
19,039 |
0.7 |
22,237 |
0.8 |
|
|
11 |
9,362 |
0.9 |
8,655 |
0.8 |
|
19,381 |
0.7 |
22,404 |
0.8 |
|