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REPORT DATE: 2/7/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
2,822 |
1.3 |
2,926 |
1.4 |
209,408 |
1,646 |
1.7 |
1,161 |
1.2 |
96,143 |
NON U.S. |
|
792 |
0.4 |
539 |
0.3 |
|
460 |
0.5 |
640 |
0.7 |
|
|
5 |
3,614 |
1.7 |
3,465 |
1.7 |
|
2,106 |
2.2 |
1,801 |
1.9 |
|
CBT CORN |
U.S. |
|
6,566 |
1.1 |
4,362 |
0.7 |
608,363 |
1,515 |
0.3 |
5,822 |
1.1 |
550,027 |
NON U.S. |
|
5,038 |
0.8 |
2,834 |
0.5 |
|
4,357 |
0.8 |
1,519 |
0.3 |
|
|
9 |
11,604 |
1.9 |
7,196 |
1.2 |
|
5,872 |
1.1 |
7,341 |
1.3 |
|
CBT SOYBEANS |
U.S. |
|
4,415 |
2.0 |
2,010 |
0.9 |
219,688 |
2,011 |
0.7 |
1,870 |
0.7 |
286,592 |
NON U.S. |
|
2,371 |
1.1 |
2,641 |
1.2 |
|
2,524 |
0.9 |
2,438 |
0.9 |
|
|
8 |
6,786 |
3.1 |
4,651 |
2.1 |
|
4,535 |
1.6 |
4,308 |
1.5 |
|
CBT UST BOND |
U.S. |
4 |
12,897 |
5.1 |
8,935 |
3.5 |
254,928 |
7,514 |
2.9 |
8,832 |
3.4 |
262,892 |
NON U.S. |
6 |
9,496 |
3.7 |
17,497 |
6.9 |
|
10,645 |
4.0 |
9,604 |
3.7 |
|
|
10 |
22,393 |
8.8 |
26,432 |
10.4 |
|
18,159 |
6.9 |
18,436 |
7.0 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
850,440 |
15.9 |
677,260 |
12.7 |
5,349,130 |
602,612 |
11.8 |
630,460 |
12.4 |
5,086,478 |
NON U.S. |
|
159,262 |
3.0 |
175,858 |
3.3 |
|
209,820 |
4.1 |
156,780 |
3.1 |
|
|
9 |
1,009,702 |
18.9 |
853,118 |
15.9 |
|
812,432 |
16.0 |
787,240 |
15.5 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
139,663 |
9.1 |
229,518 |
14.9 |
1,537,085 |
199,310 |
11.6 |
88,379 |
5.1 |
1,719,708 |
NON U.S. |
8 |
71,803 |
4.7 |
150,284 |
9.8 |
|
138,498 |
8.1 |
77,287 |
4.5 |
|
|
12 |
211,466 |
13.8 |
379,802 |
24.7 |
|
337,808 |
19.6 |
165,666 |
9.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
500 |
2.1 |
3,250 |
13.7 |
23,772 |
100 |
0.9 |
0 |
0.0 |
10,648 |
NON U.S. |
|
11,031 |
46.4 |
10,976 |
46.2 |
|
259 |
2.4 |
7,549 |
70.9 |
|
|
7 |
11,531 |
48.5 |
14,226 |
59.8 |
|
359 |
3.4 |
7,549 |
70.9 |
|
CBT UST 10Y NOTE |
U.S. |
4 |
34,984 |
2.7 |
31,277 |
2.4 |
1,284,984 |
31,362 |
1.8 |
37,760 |
2.1 |
1,762,086 |
NON U.S. |
14 |
56,477 |
4.4 |
46,516 |
3.6 |
|
99,034 |
5.6 |
111,738 |
6.3 |
|
|
18 |
91,461 |
7.1 |
77,793 |
6.1 |
|
130,396 |
7.4 |
149,498 |
8.5 |
|
CBT UST 5Y NOTE |
U.S. |
5 |
22,757 |
2.5 |
8,191 |
0.9 |
903,448 |
15,317 |
2.7 |
13,700 |
2.4 |
562,948 |
NON U.S. |
8 |
28,355 |
3.1 |
17,977 |
2.0 |
|
23,919 |
4.2 |
38,376 |
6.8 |
|
|
13 |
51,112 |
5.7 |
26,168 |
2.9 |
|
39,236 |
7.0 |
52,076 |
9.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
23,520 |
8.8 |
35,270 |
13.2 |
266,616 |
33,935 |
17.6 |
20,210 |
10.5 |
192,825 |
NON U.S. |
|
7,975 |
3.0 |
2,440 |
0.9 |
|
4,200 |
2.2 |
5,475 |
2.8 |
|
|
8 |
31,495 |
11.8 |
37,710 |
14.1 |
|
38,135 |
19.8 |
25,685 |
13.3 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
0 |
0.0 |
4,045 |
20.7 |
19,575 |
31,795 |
42.5 |
25,075 |
33.5 |
74,890 |
NON U.S. |
|
0 |
0.0 |
10,385 |
53.1 |
|
1,215 |
1.6 |
0 |
0.0 |
|
|
5 |
0 |
0.0 |
14,430 |
73.7 |
|
33,010 |
44.1 |
25,075 |
33.5 |
|
NYME WTI-PHYSICAL |
U.S. |
|
54,840 |
3.4 |
77,012 |
4.8 |
1,620,912 |
77,297 |
10.1 |
35,548 |
4.7 |
761,849 |
NON U.S. |
|
38,831 |
2.4 |
74,893 |
4.6 |
|
62,154 |
8.2 |
22,976 |
3.0 |
|
|
16 |
93,671 |
5.8 |
151,905 |
9.4 |
|
139,451 |
18.3 |
58,524 |
7.7 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,916 |
5.0 |
12,530 |
16.0 |
78,172 |
17,482 |
22.2 |
7,449 |
9.4 |
78,906 |
NON U.S. |
7 |
10,103 |
12.9 |
22,571 |
28.9 |
|
19,028 |
24.1 |
9,351 |
11.9 |
|
|
11 |
14,019 |
17.9 |
35,101 |
44.9 |
|
36,510 |
46.3 |
16,800 |
21.3 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
1,890 |
0.5 |
12,667 |
3.7 |
345,027 |
2,480 |
0.8 |
8,909 |
2.7 |
326,572 |
NON U.S. |
|
1,464 |
0.4 |
13,457 |
3.9 |
|
4,589 |
1.4 |
7,287 |
2.2 |
|
|
6 |
3,354 |
1.0 |
26,124 |
7.6 |
|
7,069 |
2.2 |
16,196 |
5.0 |
|
ICUS COFFEE C |
U.S. |
|
2,725 |
2.1 |
409 |
0.3 |
130,371 |
120 |
0.1 |
355 |
0.4 |
99,594 |
NON U.S. |
|
1,122 |
0.9 |
316 |
0.2 |
|
139 |
0.1 |
925 |
0.9 |
|
|
6 |
3,847 |
3.0 |
725 |
0.6 |
|
259 |
0.3 |
1,280 |
1.3 |
|
CMX SILVER |
U.S. |
|
3,861 |
4.7 |
5,219 |
6.3 |
82,316 |
2,124 |
5.1 |
2,838 |
6.9 |
41,385 |
NON U.S. |
|
2,942 |
3.6 |
5,366 |
6.5 |
|
1,435 |
3.5 |
2,188 |
5.3 |
|
|
9 |
6,803 |
8.3 |
10,585 |
12.9 |
|
3,559 |
8.6 |
5,026 |
12.1 |
|
CMX GOLD |
U.S. |
|
15,123 |
3.1 |
32,021 |
6.5 |
494,087 |
7,682 |
2.8 |
12,270 |
4.4 |
276,469 |
NON U.S. |
|
16,539 |
3.3 |
28,307 |
5.7 |
|
13,508 |
4.9 |
9,809 |
3.5 |
|
|
16 |
31,662 |
6.4 |
60,328 |
12.2 |
|
21,190 |
7.7 |
22,079 |
8.0 |
|
CME EURODOLLARS-3M |
U.S. |
4 |
340,436 |
4.9 |
199,185 |
2.9 |
6,906,970 |
189,298 |
6.6 |
21,354 |
0.7 |
2,863,380 |
NON U.S. |
10 |
128,642 |
1.9 |
64,276 |
0.9 |
|
98,529 |
3.4 |
9,570 |
0.3 |
|
|
14 |
469,078 |
6.8 |
263,461 |
3.8 |
|
287,827 |
10.1 |
30,924 |
1.1 |
|
CME SOFR-3M |
U.S. |
7 |
375,646 |
2.0 |
335,490 |
1.8 |
18,529,411 |
518,022 |
2.8 |
422,120 |
2.3 |
18,515,573 |
NON U.S. |
26 |
274,082 |
1.5 |
236,055 |
1.3 |
|
306,400 |
1.7 |
152,652 |
0.8 |
|
|
33 |
649,728 |
3.5 |
571,545 |
3.1 |
|
824,422 |
4.5 |
574,772 |
3.1 |
|
CME E-MINI S&P 500 |
U.S. |
|
569 |
0.0 |
0 |
0.0 |
1,654,123 |
25 |
0.0 |
0 |
0.0 |
3,282,890 |
NON U.S. |
|
13,062 |
0.8 |
14,098 |
0.9 |
|
20,257 |
0.6 |
29,908 |
0.9 |
|
|
15 |
13,631 |
0.8 |
14,098 |
0.9 |
|
20,282 |
0.6 |
29,908 |
0.9 |
|