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REPORT DATE: 2/2/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
424 |
0.2 |
3,179 |
1.7 |
190,884 |
550 |
0.3 |
6,490 |
4.1 |
159,116 |
NON U.S. |
|
5,251 |
2.8 |
7,479 |
3.9 |
|
600 |
0.4 |
8,250 |
5.2 |
|
|
6 |
5,675 |
3.0 |
10,658 |
5.6 |
|
1,150 |
0.7 |
14,740 |
9.3 |
|
CBT CORN |
U.S. |
|
350 |
0.0 |
6,791 |
0.7 |
984,061 |
13,177 |
1.6 |
13,168 |
1.6 |
829,976 |
NON U.S. |
|
11,430 |
1.2 |
10,468 |
1.1 |
|
1,210 |
0.1 |
8,718 |
1.1 |
|
|
7 |
11,780 |
1.2 |
17,259 |
1.8 |
|
14,387 |
1.7 |
21,886 |
2.6 |
|
CBT SOYBEANS |
U.S. |
|
175 |
0.0 |
3,981 |
0.6 |
616,515 |
1,100 |
0.2 |
3,973 |
0.9 |
458,550 |
NON U.S. |
|
1,280 |
0.2 |
12,882 |
2.1 |
|
1,808 |
0.4 |
7,406 |
1.6 |
|
|
7 |
1,455 |
0.2 |
16,863 |
2.7 |
|
2,908 |
0.6 |
11,379 |
2.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
9,055 |
3.2 |
2,308 |
0.8 |
286,170 |
141 |
0.0 |
4,467 |
1.3 |
348,026 |
NON U.S. |
|
11,645 |
4.1 |
12,608 |
4.4 |
|
12,312 |
3.5 |
10,306 |
3.0 |
|
|
11 |
20,700 |
7.2 |
14,916 |
5.2 |
|
12,453 |
3.6 |
14,773 |
4.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,625 |
18.8 |
500 |
5.8 |
8,646 |
350 |
7.2 |
450 |
9.3 |
4,845 |
NON U.S. |
|
470 |
5.4 |
75 |
0.9 |
|
100 |
2.1 |
120 |
2.5 |
|
|
7 |
2,095 |
## |
575 |
6.7 |
|
450 |
9.3 |
570 |
11.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
351,820 |
10.7 |
489,140 |
14.9 |
3,280,131 |
186,100 |
9.1 |
121,340 |
5.9 |
2,044,298 |
NON U.S. |
|
40,970 |
1.2 |
79,528 |
2.4 |
|
54,118 |
2.6 |
31,840 |
1.6 |
|
|
7 |
392,790 |
12.0 |
568,668 |
17.3 |
|
240,218 |
11.8 |
153,180 |
7.5 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
146,122 |
8.9 |
257,838 |
15.7 |
1,637,125 |
135,950 |
18.1 |
60,186 |
8.0 |
750,173 |
NON U.S. |
8 |
32,027 |
2.0 |
141,778 |
8.7 |
|
52,821 |
7.0 |
36,396 |
4.9 |
|
|
12 |
178,149 |
10.9 |
399,616 |
24.4 |
|
188,771 |
25.2 |
96,582 |
12.9 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
4,588 |
16.6 |
8,707 |
31.5 |
27,646 |
5,552 |
25.9 |
2,056 |
9.6 |
21,437 |
NON U.S. |
|
5,835 |
21.1 |
9,426 |
34.1 |
|
7,796 |
36.4 |
5,573 |
26.0 |
|
|
7 |
10,423 |
## |
18,133 |
65.6 |
|
13,348 |
62.3 |
7,629 |
35.6 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
3,800 |
36.5 |
3,240 |
31.1 |
10,408 |
400 |
9.3 |
200 |
4.6 |
4,320 |
NON U.S. |
|
0 |
0.0 |
200 |
1.9 |
|
200 |
4.6 |
0 |
0.0 |
|
|
5 |
3,800 |
## |
3,440 |
33.1 |
|
600 |
13.9 |
200 |
4.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
27,477 |
2.3 |
19,352 |
1.6 |
1,184,265 |
86,829 |
4.2 |
15,537 |
0.8 |
2,063,521 |
NON U.S. |
21 |
39,454 |
3.3 |
158,892 |
13.4 |
|
243,848 |
11.8 |
67,337 |
3.3 |
|
|
26 |
66,931 |
5.7 |
178,244 |
15.1 |
|
330,677 |
16.0 |
82,874 |
4.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
11,000 |
3.3 |
2,446 |
0.7 |
337,692 |
5,000 |
1.1 |
2,946 |
0.7 |
447,091 |
NON U.S. |
5 |
24,188 |
7.2 |
11,399 |
3.4 |
|
37,604 |
8.4 |
5,578 |
1.2 |
|
|
9 |
35,188 |
10.4 |
13,845 |
4.1 |
|
42,604 |
9.5 |
8,524 |
1.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
29,245 |
14.2 |
43,215 |
21.0 |
205,484 |
27,860 |
21.1 |
22,065 |
16.7 |
131,873 |
NON U.S. |
|
2,800 |
1.4 |
4,500 |
2.2 |
|
3,250 |
2.5 |
2,300 |
1.7 |
|
|
7 |
32,045 |
15.6 |
47,715 |
23.2 |
|
31,110 |
23.6 |
24,365 |
18.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
61,369 |
7.0 |
88,992 |
10.1 |
877,635 |
55,983 |
7.6 |
25,370 |
3.4 |
735,495 |
NON U.S. |
|
37,460 |
4.3 |
75,068 |
8.6 |
|
37,706 |
5.1 |
14,518 |
2.0 |
|
|
14 |
98,829 |
11.3 |
164,060 |
18.7 |
|
93,689 |
12.7 |
39,888 |
5.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
7,546 |
6.9 |
21,853 |
20.0 |
109,505 |
37,065 |
24.4 |
19,000 |
12.5 |
152,213 |
NON U.S. |
8 |
9,276 |
8.5 |
33,665 |
30.7 |
|
31,185 |
20.5 |
23,585 |
15.5 |
|
|
12 |
16,822 |
15.4 |
55,518 |
50.7 |
|
68,250 |
44.8 |
42,585 |
28.0 |
|
ICUS COFFEE C |
U.S. |
|
450 |
0.4 |
368 |
0.3 |
118,442 |
0 |
0.0 |
382 |
0.5 |
79,355 |
NON U.S. |
|
775 |
0.7 |
975 |
0.8 |
|
0 |
0.0 |
100 |
0.1 |
|
|
5 |
1,225 |
1.0 |
1,343 |
1.1 |
|
0 |
0.0 |
482 |
0.6 |
|
CMX SILVER |
U.S. |
|
4,641 |
4.9 |
3,552 |
3.7 |
94,934 |
2,493 |
6.4 |
1,859 |
4.8 |
39,124 |
NON U.S. |
|
1,998 |
2.1 |
2,519 |
2.7 |
|
2,453 |
6.3 |
1,742 |
4.5 |
|
|
14 |
6,639 |
7.0 |
6,071 |
6.4 |
|
4,946 |
12.6 |
3,601 |
9.2 |
|
CMX GOLD |
U.S. |
|
67,068 |
9.2 |
99,543 |
13.7 |
727,298 |
3,434 |
1.5 |
11,105 |
4.8 |
233,590 |
NON U.S. |
|
10,566 |
1.5 |
18,395 |
2.5 |
|
6,664 |
2.9 |
8,097 |
3.5 |
|
|
13 |
77,634 |
10.7 |
117,938 |
16.2 |
|
10,098 |
4.3 |
19,202 |
8.2 |
|
CME EURO FX |
U.S. |
|
1,467 |
1.5 |
463 |
0.5 |
98,041 |
0 |
0.0 |
224 |
0.2 |
120,569 |
NON U.S. |
|
163 |
0.2 |
2,803 |
2.9 |
|
777 |
0.6 |
5,098 |
4.2 |
|
|
5 |
1,630 |
1.7 |
3,266 |
3.3 |
|
777 |
0.6 |
5,322 |
4.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
814,470 |
6.5 |
270,531 |
2.1 |
12,592,958 |
440,553 |
2.5 |
452,541 |
2.6 |
17,537,694 |
NON U.S. |
20 |
601,637 |
4.8 |
267,430 |
2.1 |
|
524,198 |
3.0 |
305,514 |
1.7 |
|
|
25 |
1,416,107 |
11.2 |
537,961 |
4.3 |
|
964,751 |
5.5 |
758,055 |
4.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
2,678 |
0.3 |
0 |
0.0 |
951,551 |
0 |
0.0 |
1,544 |
0.1 |
2,050,997 |
NON U.S. |
|
5,198 |
0.5 |
14,935 |
1.6 |
|
23,626 |
1.2 |
39,472 |
1.9 |
|
|
9 |
7,876 |
0.8 |
14,935 |
1.6 |
|
23,626 |
1.2 |
41,016 |
2.0 |
|