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REPORT DATE: 8/2/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
4,278 |
1.8 |
1,147 |
0.5 |
232,523 |
834 |
0.7 |
1,946 |
1.5 |
126,317 |
NON U.S. |
|
4,220 |
1.8 |
6,885 |
3.0 |
|
579 |
0.5 |
586 |
0.5 |
|
|
6 |
8,498 |
3.7 |
8,032 |
3.5 |
|
1,413 |
1.1 |
2,532 |
2.0 |
|
CBT CORN |
U.S. |
|
40,613 |
3.5 |
35,439 |
3.1 |
1,145,277 |
3,384 |
0.5 |
8,028 |
1.2 |
651,999 |
NON U.S. |
|
11,288 |
1.0 |
17,417 |
1.5 |
|
2,998 |
0.5 |
4,705 |
0.7 |
|
|
8 |
51,901 |
4.5 |
52,856 |
4.6 |
|
6,382 |
1.0 |
12,733 |
2.0 |
|
CBT SOYBEANS |
U.S. |
|
2,421 |
0.7 |
1,585 |
0.5 |
349,008 |
2,584 |
1.1 |
2,776 |
1.1 |
245,524 |
NON U.S. |
|
1,802 |
0.5 |
4,035 |
1.2 |
|
756 |
0.3 |
404 |
0.2 |
|
|
8 |
4,223 |
1.2 |
5,620 |
1.6 |
|
3,340 |
1.4 |
3,180 |
1.3 |
|
CBT UST BOND |
U.S. |
4 |
5,471 |
2.9 |
8,052 |
4.3 |
189,089 |
4,456 |
1.6 |
33,569 |
12.3 |
273,740 |
NON U.S. |
5 |
10,748 |
5.7 |
15,971 |
8.4 |
|
12,639 |
4.6 |
5,028 |
1.8 |
|
|
9 |
16,219 |
8.6 |
24,023 |
12.7 |
|
17,095 |
6.2 |
38,597 |
14.1 |
|
NYME NY HARBOR ULSD |
U.S. |
|
925 |
12.2 |
325 |
4.3 |
7,557 |
575 |
8.3 |
300 |
4.3 |
6,936 |
NON U.S. |
|
100 |
1.3 |
0 |
0.0 |
|
300 |
4.3 |
100 |
1.4 |
|
|
5 |
1,025 |
13.6 |
325 |
4.3 |
|
875 |
12.6 |
400 |
5.8 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
508,220 |
10.2 |
707,622 |
14.2 |
4,994,537 |
464,804 |
12.7 |
331,138 |
9.1 |
3,647,718 |
NON U.S. |
|
161,358 |
3.2 |
201,080 |
4.0 |
|
169,180 |
4.6 |
113,360 |
3.1 |
|
|
9 |
669,578 |
13.4 |
908,702 |
18.2 |
|
633,984 |
17.4 |
444,498 |
12.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
120,772 |
7.3 |
283,592 |
17.1 |
1,655,618 |
220,133 |
16.1 |
90,802 |
6.6 |
1,371,422 |
NON U.S. |
8 |
72,098 |
4.4 |
166,248 |
10.0 |
|
124,385 |
9.1 |
72,800 |
5.3 |
|
|
12 |
192,870 |
11.6 |
449,840 |
27.2 |
|
344,518 |
25.1 |
163,602 |
11.9 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
254 |
1.6 |
5,390 |
33.2 |
16,240 |
2,144 |
18.9 |
492 |
4.3 |
11,332 |
NON U.S. |
4 |
7,421 |
45.7 |
3,290 |
20.3 |
|
201 |
1.8 |
8,872 |
78.3 |
|
|
8 |
7,675 |
47.3 |
8,680 |
53.4 |
|
2,345 |
20.7 |
9,364 |
82.6 |
|
CBT UST 10Y NOTE |
U.S. |
5 |
17,974 |
1.3 |
40,549 |
2.9 |
1,389,666 |
47,450 |
3.2 |
34,040 |
2.3 |
1,478,714 |
NON U.S. |
14 |
72,806 |
5.2 |
49,694 |
3.6 |
|
59,298 |
4.0 |
43,048 |
2.9 |
|
|
19 |
90,780 |
6.5 |
90,243 |
6.5 |
|
106,748 |
7.2 |
77,088 |
5.2 |
|
CBT UST 5Y NOTE |
U.S. |
4 |
23,820 |
5.6 |
15,131 |
3.6 |
425,847 |
44,804 |
7.2 |
15,304 |
2.5 |
618,266 |
NON U.S. |
8 |
19,670 |
4.6 |
9,151 |
2.1 |
|
26,421 |
4.3 |
11,375 |
1.8 |
|
|
12 |
43,490 |
10.2 |
24,282 |
5.7 |
|
71,225 |
11.5 |
26,679 |
4.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
25,925 |
6.9 |
40,535 |
10.8 |
373,722 |
31,685 |
16.9 |
18,220 |
9.7 |
187,799 |
NON U.S. |
|
7,150 |
1.9 |
5,590 |
1.5 |
|
2,550 |
1.4 |
2,600 |
1.4 |
|
|
7 |
33,075 |
8.9 |
46,125 |
12.3 |
|
34,235 |
18.2 |
20,820 |
11.1 |
|
NYME WTI-PHYSICAL |
U.S. |
|
59,385 |
4.2 |
94,304 |
6.7 |
1,411,777 |
69,024 |
9.0 |
37,651 |
4.9 |
767,903 |
NON U.S. |
|
37,695 |
2.7 |
81,090 |
5.7 |
|
61,723 |
8.0 |
24,000 |
3.1 |
|
|
15 |
97,080 |
6.9 |
175,394 |
12.4 |
|
130,747 |
17.0 |
61,651 |
8.0 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,547 |
3.6 |
14,856 |
15.1 |
98,307 |
21,959 |
18.2 |
8,347 |
6.9 |
120,980 |
NON U.S. |
7 |
14,445 |
14.7 |
37,062 |
37.7 |
|
31,621 |
26.1 |
13,916 |
11.5 |
|
|
11 |
17,992 |
18.3 |
51,918 |
52.8 |
|
53,580 |
44.3 |
22,263 |
18.4 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
1,055 |
0.3 |
8,629 |
2.4 |
354,525 |
2,005 |
0.7 |
3,510 |
1.2 |
288,082 |
NON U.S. |
|
239 |
0.1 |
10,600 |
3.0 |
|
100 |
0.0 |
2,799 |
1.0 |
|
|
5 |
1,294 |
0.4 |
19,229 |
5.4 |
|
2,105 |
0.7 |
6,309 |
2.2 |
|
ICUS COFFEE C |
U.S. |
|
925 |
0.9 |
225 |
0.2 |
104,293 |
285 |
0.3 |
492 |
0.4 |
113,619 |
NON U.S. |
|
12 |
0.0 |
309 |
0.3 |
|
807 |
0.7 |
0 |
0.0 |
|
|
5 |
937 |
0.9 |
534 |
0.5 |
|
1,092 |
1.0 |
492 |
0.4 |
|
CMX SILVER |
U.S. |
|
989 |
1.2 |
1,210 |
1.5 |
80,015 |
65 |
0.3 |
370 |
1.5 |
24,606 |
NON U.S. |
|
1,684 |
2.1 |
2,997 |
3.7 |
|
1,036 |
4.2 |
1,519 |
6.2 |
|
|
7 |
2,673 |
3.3 |
4,207 |
5.3 |
|
1,101 |
4.5 |
1,889 |
7.7 |
|
CMX GOLD |
U.S. |
|
30,707 |
4.9 |
50,267 |
7.9 |
632,854 |
5,268 |
2.1 |
4,676 |
1.9 |
249,345 |
NON U.S. |
|
7,812 |
1.2 |
25,452 |
4.0 |
|
8,859 |
3.6 |
8,121 |
3.3 |
|
|
13 |
38,519 |
6.1 |
75,719 |
12.0 |
|
14,127 |
5.7 |
12,797 |
5.1 |
|
CME EURODOLLARS-3M |
U.S. |
5 |
599,763 |
4.2 |
442,370 |
3.1 |
14,373,405 |
642,764 |
4.3 |
202,572 |
1.4 |
14,928,649 |
NON U.S. |
15 |
275,097 |
1.9 |
216,544 |
1.5 |
|
294,543 |
2.0 |
90,523 |
0.6 |
|
|
20 |
874,860 |
6.1 |
658,914 |
4.6 |
|
937,307 |
6.3 |
293,095 |
2.0 |
|
CME SOFR-3M |
U.S. |
6 |
91,096 |
2.2 |
98,406 |
2.4 |
4,099,916 |
135,504 |
2.8 |
99,546 |
2.1 |
4,785,301 |
NON U.S. |
10 |
47,414 |
1.2 |
92,363 |
2.3 |
|
259,725 |
5.4 |
204,385 |
4.3 |
|
|
16 |
138,510 |
3.4 |
190,769 |
4.7 |
|
395,229 |
8.3 |
303,931 |
6.4 |
|
CME E-MINI S&P 500 |
U.S. |
|
855 |
0.1 |
0 |
0.0 |
1,459,577 |
0 |
0.0 |
0 |
0.0 |
3,192,461 |
NON U.S. |
|
13,218 |
0.9 |
22,411 |
1.5 |
|
25,716 |
0.8 |
32,274 |
1.0 |
|
|
14 |
14,073 |
1.0 |
22,411 |
1.5 |
|
25,716 |
0.8 |
32,274 |
1.0 |
|