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REPORT DATE: 9/7/2021 |
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COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
|
CBT WHEAT-SRW |
U.S. |
|
75 |
0.1 |
3,234 |
2.2 |
145,392 |
325 |
0.4 |
125 |
0.1 |
88,901 |
|
NON U.S. |
|
850 |
0.6 |
3,546 |
2.4 |
|
365 |
0.4 |
1,750 |
2.0 |
|
|
|
|
5 |
925 |
0.6 |
6,780 |
4.7 |
|
690 |
0.8 |
1,875 |
2.1 |
|
|
|
CBT CORN |
U.S. |
|
2,222 |
0.3 |
6,386 |
0.7 |
874,010 |
11,390 |
1.9 |
22,870 |
3.7 |
614,938 |
|
NON U.S. |
|
2,872 |
0.3 |
14,743 |
1.7 |
|
6,314 |
1.0 |
22,040 |
3.6 |
|
|
|
|
6 |
5,094 |
0.6 |
21,129 |
2.4 |
|
17,704 |
2.9 |
44,910 |
7.3 |
|
|
|
CBT SOYBEANS |
U.S. |
|
970 |
0.3 |
1,418 |
0.4 |
343,846 |
285 |
0.1 |
8,304 |
2.6 |
321,150 |
|
NON U.S. |
|
4,137 |
1.2 |
7,295 |
2.1 |
|
15,303 |
4.8 |
16,800 |
5.2 |
|
|
|
|
8 |
5,107 |
1.5 |
8,713 |
2.5 |
|
15,588 |
4.9 |
25,104 |
7.8 |
|
|
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
6,273 |
2.5 |
3,956 |
1.6 |
247,063 |
2,452 |
0.8 |
4,717 |
1.5 |
308,298 |
|
NON U.S. |
6 |
10,366 |
4.2 |
23,021 |
9.3 |
|
15,224 |
4.9 |
14,651 |
4.8 |
|
|
|
|
10 |
16,639 |
6.7 |
26,977 |
10.9 |
|
17,676 |
5.7 |
19,368 |
6.3 |
|
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
725 |
9.5 |
675 |
8.8 |
7,663 |
125 |
3.0 |
50 |
1.2 |
4,187 |
|
NON U.S. |
|
300 |
3.9 |
50 |
0.7 |
|
0 |
0.0 |
0 |
0.0 |
|
|
|
|
6 |
1,025 |
13.4 |
725 |
9.5 |
|
125 |
3.0 |
50 |
1.2 |
|
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
254,522 |
6.7 |
414,064 |
10.8 |
3,825,929 |
220,524 |
7.7 |
194,428 |
6.8 |
2,851,324 |
|
NON U.S. |
|
66,860 |
1.7 |
97,244 |
2.5 |
|
60,060 |
2.1 |
36,480 |
1.3 |
|
|
|
|
8 |
321,382 |
8.4 |
511,308 |
13.4 |
|
280,584 |
9.8 |
230,908 |
8.1 |
|
|
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
104,789 |
6.4 |
229,516 |
14.0 |
1,643,493 |
143,473 |
13.1 |
77,328 |
7.0 |
1,098,400 |
|
NON U.S. |
7 |
40,611 |
2.5 |
134,644 |
8.2 |
|
66,371 |
6.0 |
57,044 |
5.2 |
|
|
|
|
11 |
145,400 |
8.8 |
364,160 |
22.2 |
|
209,844 |
19.1 |
134,372 |
12.2 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,749 |
10.3 |
6,900 |
40.7 |
16,973 |
5,840 |
34.9 |
2,750 |
16.4 |
16,718 |
|
NON U.S. |
|
5,714 |
33.7 |
1,504 |
8.9 |
|
1,509 |
9.0 |
5,670 |
33.9 |
|
|
|
|
7 |
7,463 |
44.0 |
8,404 |
49.5 |
|
7,349 |
44.0 |
8,420 |
50.4 |
|
|
|
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 |
25,829 |
2.7 |
7,760 |
0.8 |
967,702 |
45,216 |
3.4 |
12,867 |
1.0 |
1,325,710 |
|
NON U.S. |
12 |
42,175 |
4.4 |
76,363 |
7.9 |
|
127,120 |
9.6 |
31,663 |
2.4 |
|
|
|
|
18 |
68,004 |
7.0 |
84,123 |
8.7 |
|
172,336 |
13.0 |
44,530 |
3.4 |
|
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
6,375 |
3.2 |
9,062 |
4.6 |
196,302 |
5,375 |
2.1 |
9,562 |
3.8 |
251,223 |
|
NON U.S. |
|
6,955 |
3.5 |
11,191 |
5.7 |
|
17,255 |
6.9 |
13,141 |
5.2 |
|
|
|
|
9 |
13,330 |
6.8 |
20,253 |
10.3 |
|
22,630 |
9.0 |
22,703 |
9.0 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
37,695 |
13.3 |
35,515 |
12.6 |
282,725 |
18,485 |
21.6 |
12,125 |
14.1 |
85,736 |
|
NON U.S. |
|
5,200 |
1.8 |
8,390 |
3.0 |
|
2,275 |
2.7 |
1,600 |
1.9 |
|
|
|
|
8 |
42,895 |
15.2 |
43,905 |
15.5 |
|
20,760 |
24.2 |
13,725 |
16.0 |
|
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
70,396 |
5.2 |
120,482 |
8.9 |
1,350,771 |
63,928 |
8.5 |
26,504 |
3.5 |
747,772 |
|
NON U.S. |
|
41,420 |
3.1 |
79,076 |
5.9 |
|
39,177 |
5.2 |
16,076 |
2.1 |
|
|
|
|
14 |
111,816 |
8.3 |
199,558 |
14.8 |
|
103,105 |
13.8 |
42,580 |
5.7 |
|
|
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,836 |
4.2 |
20,187 |
17.4 |
115,928 |
18,124 |
16.1 |
4,728 |
4.2 |
112,288 |
|
NON U.S. |
8 |
6,947 |
6.0 |
44,158 |
38.1 |
|
34,470 |
30.7 |
20,278 |
18.1 |
|
|
|
|
12 |
11,783 |
10.2 |
64,345 |
55.5 |
|
52,594 |
46.8 |
25,006 |
22.3 |
|
|
|
CMX SILVER |
U.S. |
|
3,011 |
4.1 |
2,353 |
3.2 |
73,172 |
1,982 |
6.1 |
2,095 |
6.4 |
32,503 |
|
NON U.S. |
|
1,190 |
1.6 |
1,166 |
1.6 |
|
1,305 |
4.0 |
984 |
3.0 |
|
|
|
|
9 |
4,201 |
5.7 |
3,519 |
4.8 |
|
3,287 |
10.1 |
3,079 |
9.5 |
|
|
|
CMX GOLD |
U.S. |
|
68,316 |
12.9 |
93,052 |
17.6 |
530,064 |
5,795 |
2.4 |
12,997 |
5.3 |
245,746 |
|
NON U.S. |
|
8,915 |
1.7 |
17,341 |
3.3 |
|
7,384 |
3.0 |
6,960 |
2.8 |
|
|
|
|
14 |
77,231 |
14.6 |
110,393 |
20.8 |
|
13,179 |
5.4 |
19,957 |
8.1 |
|
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
632,429 |
4.2 |
207,263 |
1.4 |
15,108,835 |
699,095 |
3.0 |
448,285 |
1.9 |
23,149,466 |
|
NON U.S. |
19 |
567,271 |
3.8 |
430,381 |
2.8 |
|
709,902 |
3.1 |
450,904 |
1.9 |
|
|
|
|
24 |
1,199,700 |
7.9 |
637,644 |
4.2 |
|
1,408,997 |
6.1 |
899,189 |
3.9 |
|
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
2,086 |
0.2 |
0 |
0.0 |
851,790 |
0 |
0.0 |
0 |
0.0 |
2,861,257 |
|
NON U.S. |
|
7,071 |
0.8 |
5,870 |
0.7 |
|
20,178 |
0.7 |
26,337 |
0.9 |
|
|
|
|
11 |
9,157 |
1.1 |
5,870 |
0.7 |
|
20,178 |
0.7 |
26,337 |
0.9 |
|
|