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REPORT DATE: 5/3/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
2,089 |
1.1 |
356 |
0.2 |
188,655 |
230 |
0.2 |
1,629 |
1.3 |
128,075 |
NON U.S. |
|
2,600 |
1.4 |
8,115 |
4.3 |
|
0 |
0.0 |
280 |
0.2 |
|
|
5 |
4,689 |
2.5 |
8,471 |
4.5 |
|
230 |
0.2 |
1,909 |
1.5 |
|
CBT CORN |
U.S. |
|
2,013 |
0.2 |
3,245 |
0.3 |
1,092,914 |
2,009 |
0.2 |
5,186 |
0.6 |
810,646 |
NON U.S. |
|
3,664 |
0.3 |
16,468 |
1.5 |
|
5,671 |
0.7 |
12,004 |
1.5 |
|
|
8 |
5,677 |
0.5 |
19,713 |
1.8 |
|
7,680 |
0.9 |
17,190 |
2.1 |
|
CBT SOYBEANS |
U.S. |
|
215 |
0.1 |
394 |
0.1 |
353,033 |
26 |
0.0 |
2,150 |
0.7 |
304,841 |
NON U.S. |
|
1,655 |
0.5 |
4,665 |
1.3 |
|
50 |
0.0 |
2,856 |
0.9 |
|
|
6 |
1,870 |
0.5 |
5,059 |
1.4 |
|
76 |
0.0 |
5,006 |
1.6 |
|
CBT UST BOND |
U.S. |
4 |
2,446 |
1.1 |
15,277 |
7.0 |
217,938 |
16,980 |
7.3 |
9,279 |
4.0 |
232,539 |
NON U.S. |
9 |
24,636 |
11.3 |
7,461 |
3.4 |
|
10,527 |
4.5 |
14,308 |
6.2 |
|
|
13 |
27,082 |
12.4 |
22,738 |
10.4 |
|
27,507 |
11.8 |
23,587 |
10.1 |
|
NYME NY HARBOR ULSD |
U.S. |
|
875 |
12.7 |
475 |
6.9 |
6,873 |
800 |
16.2 |
425 |
8.6 |
4,935 |
NON U.S. |
|
50 |
0.7 |
50 |
0.7 |
|
300 |
6.1 |
50 |
1.0 |
|
|
5 |
925 |
13.5 |
525 |
7.6 |
|
1,100 |
22.3 |
475 |
9.6 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
483,862 |
8.5 |
712,664 |
12.5 |
5,709,929 |
440,624 |
11.8 |
268,348 |
7.2 |
3,747,832 |
NON U.S. |
|
150,618 |
2.6 |
191,696 |
3.4 |
|
156,180 |
4.2 |
89,240 |
2.4 |
|
|
9 |
634,480 |
11.1 |
904,360 |
15.8 |
|
596,804 |
15.9 |
357,588 |
9.5 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
109,494 |
6.1 |
276,341 |
15.3 |
1,802,911 |
200,241 |
15.5 |
68,153 |
5.3 |
1,290,732 |
NON U.S. |
7 |
59,082 |
3.3 |
165,999 |
9.2 |
|
119,509 |
9.3 |
73,309 |
5.7 |
|
|
11 |
168,576 |
9.4 |
442,340 |
24.5 |
|
319,750 |
24.8 |
141,462 |
11.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
445 |
2.4 |
6,929 |
36.9 |
18,795 |
3,812 |
26.3 |
906 |
6.2 |
14,519 |
NON U.S. |
4 |
7,804 |
41.5 |
3,652 |
19.4 |
|
196 |
1.3 |
10,197 |
70.2 |
|
|
8 |
8,249 |
43.9 |
10,581 |
56.3 |
|
4,008 |
27.6 |
11,103 |
76.5 |
|
CBT UST 10Y NOTE |
U.S. |
6 |
26,171 |
1.7 |
38,912 |
2.6 |
1,514,184 |
56,414 |
4.4 |
27,807 |
2.2 |
1,286,508 |
NON U.S. |
18 |
82,385 |
5.4 |
58,615 |
3.9 |
|
74,768 |
5.8 |
70,897 |
5.5 |
|
|
24 |
108,556 |
7.2 |
97,527 |
6.4 |
|
131,182 |
10.2 |
98,704 |
7.7 |
|
CBT UST 5Y NOTE |
U.S. |
5 |
41,614 |
5.8 |
9,843 |
1.4 |
720,114 |
71,325 |
10.4 |
8,454 |
1.2 |
686,261 |
NON U.S. |
9 |
23,328 |
3.2 |
14,444 |
2.0 |
|
64,941 |
9.5 |
6,493 |
0.9 |
|
|
14 |
64,942 |
9.0 |
24,287 |
3.4 |
|
136,266 |
19.9 |
14,947 |
2.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
32,625 |
7.0 |
50,056 |
10.8 |
464,753 |
42,935 |
19.8 |
25,595 |
11.8 |
216,723 |
NON U.S. |
|
7,700 |
1.7 |
6,050 |
1.3 |
|
2,825 |
1.3 |
2,800 |
1.3 |
|
|
7 |
40,325 |
8.7 |
56,106 |
12.1 |
|
45,760 |
21.1 |
28,395 |
13.1 |
|
NYME WTI-PHYSICAL |
U.S. |
|
77,564 |
5.3 |
124,955 |
8.5 |
1,473,644 |
86,605 |
9.2 |
46,233 |
4.9 |
937,980 |
NON U.S. |
|
43,127 |
2.9 |
89,633 |
6.1 |
|
59,722 |
6.4 |
21,313 |
2.3 |
|
|
15 |
120,691 |
8.2 |
214,588 |
14.6 |
|
146,327 |
15.6 |
67,546 |
7.2 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,396 |
3.9 |
16,839 |
15.1 |
111,569 |
27,905 |
19.5 |
13,554 |
9.4 |
143,429 |
NON U.S. |
7 |
16,924 |
15.2 |
45,545 |
40.8 |
|
39,127 |
27.3 |
15,233 |
10.6 |
|
|
11 |
21,320 |
19.1 |
62,384 |
55.9 |
|
67,032 |
46.7 |
28,787 |
20.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
246 |
0.1 |
1,389 |
0.5 |
292,618 |
0 |
0.0 |
299 |
0.1 |
222,196 |
NON U.S. |
|
689 |
0.2 |
10,700 |
3.7 |
|
450 |
0.2 |
4,199 |
1.9 |
|
|
5 |
935 |
0.3 |
12,089 |
4.1 |
|
450 |
0.2 |
4,498 |
2.0 |
|
CMX SILVER |
U.S. |
|
2,249 |
4.1 |
1,361 |
2.5 |
55,170 |
105 |
0.4 |
1,296 |
4.8 |
26,835 |
NON U.S. |
|
2,683 |
4.9 |
3,002 |
5.4 |
|
1,463 |
5.5 |
807 |
3.0 |
|
|
9 |
4,932 |
8.9 |
4,363 |
7.9 |
|
1,568 |
5.8 |
2,103 |
7.8 |
|
CMX GOLD |
U.S. |
|
47,023 |
7.8 |
65,399 |
10.8 |
603,230 |
11,508 |
4.2 |
16,432 |
6.0 |
273,702 |
NON U.S. |
|
11,792 |
2.0 |
21,814 |
3.6 |
|
10,582 |
3.9 |
5,991 |
2.2 |
|
|
12 |
58,815 |
9.8 |
87,213 |
14.5 |
|
22,090 |
8.1 |
22,423 |
8.2 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
0 |
0.0 |
132,435 |
4,017 |
2.4 |
1,832 |
1.1 |
165,929 |
NON U.S. |
|
4,753 |
3.6 |
7,227 |
5.5 |
|
7,077 |
4.3 |
9,536 |
5.7 |
|
|
6 |
4,753 |
3.6 |
7,227 |
5.5 |
|
11,094 |
6.7 |
11,368 |
6.9 |
|
CME EURODOLLARS-3M |
U.S. |
6 |
711,710 |
4.3 |
683,373 |
4.1 |
16,488,088 |
841,633 |
4.3 |
315,966 |
1.6 |
19,663,457 |
NON U.S. |
16 |
331,136 |
2.0 |
384,116 |
2.3 |
|
541,258 |
2.8 |
231,688 |
1.2 |
|
|
22 |
1,042,846 |
6.3 |
1,067,489 |
6.5 |
|
1,382,891 |
7.0 |
547,654 |
2.8 |
|
CME SOFR-3M |
U.S. |
5 |
41,011 |
3.4 |
43,000 |
3.6 |
1,188,919 |
63,952 |
6.8 |
36,000 |
3.8 |
943,805 |
NON U.S. |
9 |
15,310 |
1.3 |
41,450 |
3.5 |
|
57,100 |
6.0 |
35,201 |
3.7 |
|
|
14 |
56,321 |
4.7 |
84,450 |
7.1 |
|
121,052 |
12.8 |
71,201 |
7.5 |
|
CME E-MINI S&P 500 |
U.S. |
|
1,210 |
0.1 |
0 |
0.0 |
1,385,180 |
0 |
0.0 |
36 |
0.0 |
3,223,293 |
NON U.S. |
|
7,174 |
0.5 |
12,970 |
0.9 |
|
17,922 |
0.6 |
24,411 |
0.8 |
|
|
15 |
8,384 |
0.6 |
12,970 |
0.9 |
|
17,922 |
0.6 |
24,447 |
0.8 |
|