/MarketReports/BankParticipationReports/deamay21o
Skip to main content
|
REPORT DATE: 5/4/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT CORN |
U.S. |
|
2,401 |
0.2 |
7,537 |
0.7 |
1,041,144 |
21,322 |
2.5 |
20,501 |
2.4 |
840,818 |
NON U.S. |
|
8,162 |
0.8 |
11,703 |
1.1 |
|
3,260 |
0.4 |
15,818 |
1.9 |
|
|
6 |
10,563 |
1.0 |
19,240 |
1.8 |
|
24,582 |
2.9 |
36,319 |
4.3 |
|
CBT SOYBEANS |
U.S. |
|
6,865 |
1.4 |
3,111 |
0.6 |
486,628 |
850 |
0.2 |
8,273 |
2.1 |
391,941 |
NON U.S. |
|
2,921 |
0.6 |
10,225 |
2.1 |
|
15,800 |
4.0 |
16,850 |
4.3 |
|
|
8 |
9,786 |
2.0 |
13,336 |
2.7 |
|
16,650 |
4.2 |
25,123 |
6.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
17,089 |
5.1 |
5,626 |
1.7 |
336,908 |
6,562 |
2.4 |
10,070 |
3.7 |
271,360 |
NON U.S. |
|
23,042 |
6.8 |
5,816 |
1.7 |
|
9,255 |
3.4 |
16,102 |
5.9 |
|
|
12 |
40,131 |
11.9 |
11,442 |
3.4 |
|
15,817 |
5.8 |
26,172 |
9.6 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,175 |
15.6 |
500 |
6.6 |
7,526 |
450 |
10.2 |
300 |
6.8 |
4,420 |
NON U.S. |
|
535 |
7.1 |
75 |
1.0 |
|
0 |
0.0 |
120 |
2.7 |
|
|
6 |
1,710 |
22.7 |
575 |
7.6 |
|
450 |
10.2 |
420 |
9.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
289,140 |
9.3 |
391,880 |
12.6 |
3,106,931 |
188,260 |
9.2 |
159,680 |
7.8 |
2,040,986 |
NON U.S. |
|
54,580 |
1.8 |
91,744 |
3.0 |
|
51,060 |
2.5 |
30,360 |
1.5 |
|
|
7 |
343,720 |
11.1 |
483,624 |
15.6 |
|
239,320 |
11.7 |
190,040 |
9.3 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
114,132 |
7.9 |
237,834 |
16.4 |
1,452,176 |
122,315 |
17.0 |
51,247 |
7.1 |
718,060 |
NON U.S. |
7 |
36,186 |
2.5 |
136,572 |
9.4 |
|
52,823 |
7.4 |
37,566 |
5.2 |
|
|
11 |
150,318 |
10.4 |
374,406 |
25.8 |
|
175,138 |
24.4 |
88,813 |
12.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
3,110 |
14.0 |
6,694 |
30.2 |
22,156 |
4,436 |
24.7 |
1,494 |
8.3 |
17,954 |
NON U.S. |
|
6,338 |
28.6 |
6,466 |
29.2 |
|
5,166 |
28.8 |
6,257 |
34.9 |
|
|
7 |
9,448 |
42.6 |
13,160 |
59.4 |
|
9,602 |
53.5 |
7,751 |
43.2 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
3,600 |
27.7 |
3,040 |
23.4 |
13,008 |
800 |
9.0 |
600 |
6.7 |
8,920 |
NON U.S. |
|
0 |
0.0 |
200 |
1.5 |
|
200 |
2.2 |
0 |
0.0 |
|
|
5 |
3,600 |
27.7 |
3,240 |
24.9 |
|
1,000 |
11.2 |
600 |
6.7 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
39,700 |
2.8 |
18,445 |
1.3 |
1,404,958 |
43,684 |
1.8 |
40,278 |
1.7 |
2,432,749 |
NON U.S. |
24 |
52,183 |
3.7 |
122,159 |
8.7 |
|
235,374 |
9.7 |
112,977 |
4.6 |
|
|
29 |
91,883 |
6.5 |
140,604 |
10.0 |
|
279,058 |
11.5 |
153,255 |
6.3 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
8,887 |
1.9 |
10,381 |
2.2 |
478,473 |
14,492 |
2.0 |
25,026 |
3.4 |
728,952 |
NON U.S. |
8 |
28,759 |
6.0 |
71,320 |
14.9 |
|
25,512 |
3.5 |
32,395 |
4.4 |
|
|
12 |
37,646 |
7.9 |
81,701 |
17.1 |
|
40,004 |
5.5 |
57,421 |
7.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
43,645 |
13.5 |
54,565 |
16.9 |
323,549 |
25,130 |
18.9 |
19,021 |
14.3 |
132,903 |
NON U.S. |
|
4,950 |
1.5 |
7,837 |
2.4 |
|
3,375 |
2.5 |
2,500 |
1.9 |
|
|
8 |
48,595 |
15.0 |
62,402 |
19.3 |
|
28,505 |
21.4 |
21,521 |
16.2 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
94,239 |
6.9 |
123,755 |
9.1 |
1,357,923 |
62,391 |
8.3 |
33,469 |
4.5 |
748,318 |
NON U.S. |
|
39,367 |
2.9 |
91,205 |
6.7 |
|
47,293 |
6.3 |
15,060 |
2.0 |
|
|
14 |
133,606 |
9.8 |
214,960 |
15.8 |
|
109,684 |
14.7 |
48,529 |
6.5 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
6,366 |
5.1 |
23,495 |
18.8 |
124,921 |
28,620 |
21.3 |
12,118 |
9.0 |
134,465 |
NON U.S. |
8 |
8,064 |
6.5 |
42,161 |
33.8 |
|
37,598 |
28.0 |
25,360 |
18.9 |
|
|
12 |
14,430 |
11.6 |
65,656 |
52.6 |
|
66,218 |
49.2 |
37,478 |
27.9 |
|
ICUS COFFEE C |
U.S. |
|
1,350 |
1.0 |
725 |
0.5 |
132,920 |
0 |
0.0 |
575 |
0.8 |
76,148 |
NON U.S. |
|
450 |
0.3 |
750 |
0.6 |
|
126 |
0.2 |
76 |
0.1 |
|
|
5 |
1,800 |
1.4 |
1,475 |
1.1 |
|
126 |
0.2 |
651 |
0.9 |
|
CMX SILVER |
U.S. |
|
3,464 |
4.6 |
1,954 |
2.6 |
75,122 |
1,412 |
6.7 |
864 |
4.1 |
21,173 |
NON U.S. |
|
1,732 |
2.3 |
1,787 |
2.4 |
|
944 |
4.5 |
567 |
2.7 |
|
|
9 |
5,196 |
6.9 |
3,741 |
5.0 |
|
2,356 |
11.1 |
1,431 |
6.8 |
|
CMX GOLD |
U.S. |
|
92,712 |
13.1 |
130,283 |
18.4 |
708,610 |
9,025 |
3.5 |
18,381 |
7.1 |
258,652 |
NON U.S. |
|
12,557 |
1.8 |
20,802 |
2.9 |
|
7,972 |
3.1 |
9,134 |
3.5 |
|
|
14 |
105,269 |
14.9 |
151,085 |
21.3 |
|
16,997 |
6.6 |
27,515 |
10.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
716,559 |
4.6 |
214,858 |
1.4 |
15,732,894 |
592,960 |
2.8 |
503,798 |
2.4 |
21,132,823 |
NON U.S. |
19 |
587,694 |
3.7 |
264,629 |
1.7 |
|
595,127 |
2.8 |
373,728 |
1.8 |
|
|
24 |
1,304,253 |
8.3 |
479,487 |
3.0 |
|
1,188,087 |
5.6 |
877,526 |
4.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
999 |
0.1 |
0 |
0.0 |
734,630 |
200 |
0.0 |
0 |
0.0 |
1,998,953 |
NON U.S. |
|
2,607 |
0.4 |
7,483 |
1.0 |
|
24,666 |
1.2 |
31,422 |
1.6 |
|
|
11 |
3,606 |
0.5 |
7,483 |
1.0 |
|
24,866 |
1.2 |
31,422 |
1.6 |
|