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REPORT DATE: 7/5/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
3,662 |
1.8 |
616 |
0.3 |
202,735 |
690 |
0.6 |
1,691 |
1.6 |
108,956 |
NON U.S. |
|
2,970 |
1.5 |
7,285 |
3.6 |
|
379 |
0.3 |
586 |
0.5 |
|
|
6 |
6,632 |
3.3 |
7,901 |
3.9 |
|
1,069 |
1.0 |
2,277 |
2.1 |
|
CBT CORN |
U.S. |
|
43,074 |
3.6 |
34,536 |
2.9 |
1,190,379 |
4,527 |
0.7 |
8,069 |
1.2 |
657,082 |
NON U.S. |
|
4,640 |
0.4 |
12,429 |
1.0 |
|
3,135 |
0.5 |
2,413 |
0.4 |
|
|
9 |
47,714 |
4.0 |
46,965 |
3.9 |
|
7,662 |
1.2 |
10,482 |
1.6 |
|
CBT SOYBEANS |
U.S. |
|
3,787 |
1.1 |
1,909 |
0.5 |
360,364 |
3,264 |
1.4 |
1,821 |
0.8 |
233,441 |
NON U.S. |
|
1,692 |
0.5 |
4,856 |
1.3 |
|
714 |
0.3 |
1,066 |
0.5 |
|
|
8 |
5,479 |
1.5 |
6,765 |
1.9 |
|
3,978 |
1.7 |
2,887 |
1.2 |
|
CBT SOYBEAN OIL |
U.S. |
|
4,290 |
4.9 |
1,100 |
1.3 |
87,259 |
150 |
0.2 |
101 |
0.2 |
62,821 |
NON U.S. |
|
683 |
0.8 |
665 |
0.8 |
|
300 |
0.5 |
483 |
0.8 |
|
|
5 |
4,973 |
5.7 |
1,765 |
2.0 |
|
450 |
0.7 |
584 |
0.9 |
|
CBT UST BOND |
U.S. |
|
5,400 |
2.1 |
11,916 |
4.7 |
253,291 |
6,662 |
2.3 |
31,357 |
11.0 |
285,413 |
NON U.S. |
|
11,137 |
4.4 |
17,957 |
7.1 |
|
12,191 |
4.3 |
8,935 |
3.1 |
|
|
10 |
16,537 |
6.5 |
29,873 |
11.8 |
|
18,853 |
6.6 |
40,292 |
14.1 |
|
NYME NY HARBOR ULSD |
U.S. |
|
925 |
12.8 |
325 |
4.5 |
7,206 |
375 |
6.4 |
150 |
2.5 |
5,903 |
NON U.S. |
|
100 |
1.4 |
0 |
0.0 |
|
300 |
5.1 |
100 |
1.7 |
|
|
5 |
1,025 |
14.2 |
325 |
4.5 |
|
675 |
11.4 |
250 |
4.2 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
465,360 |
8.8 |
696,182 |
13.1 |
5,299,456 |
428,744 |
11.8 |
279,868 |
7.7 |
3,623,740 |
NON U.S. |
|
160,558 |
3.0 |
208,604 |
3.9 |
|
151,760 |
4.2 |
105,380 |
2.9 |
|
|
9 |
625,918 |
11.8 |
904,786 |
17.1 |
|
580,504 |
16.0 |
385,248 |
10.6 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
125,379 |
6.8 |
294,101 |
16.0 |
1,841,302 |
218,729 |
16.1 |
79,673 |
5.9 |
1,355,846 |
NON U.S. |
7 |
68,141 |
3.7 |
166,511 |
9.0 |
|
122,658 |
9.0 |
76,893 |
5.7 |
|
|
11 |
193,520 |
10.5 |
460,612 |
25.0 |
|
341,387 |
25.2 |
156,566 |
11.5 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
318 |
1.8 |
5,904 |
32.7 |
18,055 |
2,700 |
20.3 |
630 |
4.7 |
13,319 |
NON U.S. |
4 |
8,587 |
47.6 |
3,355 |
18.6 |
|
122 |
0.9 |
10,330 |
77.6 |
|
|
8 |
8,905 |
49.3 |
9,259 |
51.3 |
|
2,822 |
21.2 |
10,960 |
82.3 |
|
CBT UST 10Y NOTE |
U.S. |
6 |
28,942 |
2.4 |
39,626 |
3.3 |
1,202,288 |
46,721 |
3.0 |
58,027 |
3.7 |
1,574,594 |
NON U.S. |
14 |
73,464 |
6.1 |
46,087 |
3.8 |
|
112,915 |
7.2 |
91,131 |
5.8 |
|
|
20 |
102,406 |
8.5 |
85,713 |
7.1 |
|
159,636 |
10.1 |
149,158 |
9.5 |
|
CBT UST 5Y NOTE |
U.S. |
5 |
26,487 |
4.7 |
3,500 |
0.6 |
561,083 |
38,048 |
5.9 |
11,900 |
1.9 |
640,860 |
NON U.S. |
8 |
10,765 |
1.9 |
6,504 |
1.2 |
|
27,215 |
4.2 |
6,716 |
1.0 |
|
|
13 |
37,252 |
6.6 |
10,004 |
1.8 |
|
65,263 |
10.2 |
18,616 |
2.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
22,850 |
6.1 |
39,555 |
10.6 |
373,413 |
32,010 |
17.0 |
18,520 |
9.9 |
187,883 |
NON U.S. |
|
6,450 |
1.7 |
5,490 |
1.5 |
|
2,550 |
1.4 |
2,300 |
1.2 |
|
|
7 |
29,300 |
7.8 |
45,045 |
12.1 |
|
34,560 |
18.4 |
20,820 |
11.1 |
|
NYME WTI-PHYSICAL |
U.S. |
|
60,560 |
4.4 |
96,263 |
6.9 |
1,385,166 |
69,230 |
8.8 |
35,807 |
4.6 |
785,518 |
NON U.S. |
|
42,551 |
3.1 |
86,159 |
6.2 |
|
59,025 |
7.5 |
23,030 |
2.9 |
|
|
16 |
103,111 |
7.4 |
182,422 |
13.2 |
|
128,255 |
16.3 |
58,837 |
7.5 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,930 |
3.8 |
15,378 |
15.1 |
102,123 |
23,571 |
18.0 |
9,936 |
7.6 |
130,774 |
NON U.S. |
7 |
15,566 |
15.2 |
41,351 |
40.5 |
|
35,472 |
27.1 |
15,084 |
11.5 |
|
|
11 |
19,496 |
19.1 |
56,729 |
55.5 |
|
59,043 |
45.1 |
25,020 |
19.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
855 |
0.3 |
9,106 |
2.9 |
309,683 |
1,955 |
0.7 |
3,912 |
1.5 |
267,905 |
NON U.S. |
|
239 |
0.1 |
10,150 |
3.3 |
|
100 |
0.0 |
2,549 |
1.0 |
|
|
5 |
1,094 |
0.4 |
19,256 |
6.2 |
|
2,055 |
0.8 |
6,461 |
2.4 |
|
CMX SILVER |
U.S. |
|
1,315 |
1.8 |
1,474 |
2.1 |
71,853 |
35 |
0.2 |
560 |
2.4 |
23,082 |
NON U.S. |
|
2,194 |
3.1 |
3,023 |
4.2 |
|
1,096 |
4.7 |
1,325 |
5.7 |
|
|
7 |
3,509 |
4.9 |
4,497 |
6.3 |
|
1,131 |
4.9 |
1,885 |
8.2 |
|
CMX GOLD |
U.S. |
|
21,980 |
3.9 |
41,980 |
7.4 |
568,223 |
7,887 |
2.8 |
5,993 |
2.1 |
282,527 |
NON U.S. |
|
10,000 |
1.8 |
24,549 |
4.3 |
|
10,076 |
3.6 |
11,415 |
4.0 |
|
|
13 |
31,980 |
5.6 |
66,529 |
11.7 |
|
17,963 |
6.4 |
17,408 |
6.2 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
0 |
0.0 |
142,086 |
2,969 |
1.9 |
0 |
0.0 |
156,392 |
NON U.S. |
|
3,589 |
2.5 |
4,600 |
3.2 |
|
3,314 |
2.1 |
7,073 |
4.5 |
|
|
5 |
3,589 |
2.5 |
4,600 |
3.2 |
|
6,283 |
4.0 |
7,073 |
4.5 |
|
CME EURODOLLARS-3M |
U.S. |
5 |
608,312 |
4.2 |
436,932 |
3.0 |
14,596,592 |
610,227 |
4.0 |
191,434 |
1.3 |
15,095,070 |
NON U.S. |
15 |
267,747 |
1.8 |
215,644 |
1.5 |
|
339,520 |
2.2 |
79,727 |
0.5 |
|
|
20 |
876,059 |
6.0 |
652,576 |
4.5 |
|
949,747 |
6.3 |
271,161 |
1.8 |
|
CME SOFR-3M |
U.S. |
6 |
70,861 |
2.0 |
75,985 |
2.2 |
3,500,285 |
59,211 |
1.6 |
47,025 |
1.3 |
3,729,901 |
NON U.S. |
10 |
41,312 |
1.2 |
63,043 |
1.8 |
|
159,466 |
4.3 |
127,033 |
3.4 |
|
|
16 |
112,173 |
3.2 |
139,028 |
4.0 |
|
218,677 |
5.9 |
174,058 |
4.7 |
|
CME E-MINI S&P 500 |
U.S. |
|
3,362 |
0.2 |
0 |
0.0 |
1,454,939 |
0 |
0.0 |
68 |
0.0 |
2,670,610 |
NON U.S. |
|
16,121 |
1.1 |
22,783 |
1.6 |
|
20,055 |
0.8 |
19,790 |
0.7 |
|
|
12 |
19,483 |
1.3 |
22,783 |
1.6 |
|
20,055 |
0.8 |
19,858 |
0.7 |
|