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REPORT DATE: 5/2/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
4,838 |
2.7 |
1,998 |
1.1 |
181,992 |
744 |
0.7 |
350 |
0.3 |
104,618 |
NON U.S. |
|
2,789 |
1.5 |
1,277 |
0.7 |
|
500 |
0.5 |
600 |
0.6 |
|
|
7 |
7,627 |
4.2 |
3,275 |
1.8 |
|
1,244 |
1.2 |
950 |
0.9 |
|
CBT CORN |
U.S. |
|
5,400 |
0.9 |
4,623 |
0.7 |
629,891 |
14,029 |
2.2 |
8,725 |
1.4 |
634,056 |
NON U.S. |
|
2,079 |
0.3 |
4,165 |
0.7 |
|
7,777 |
1.2 |
9,208 |
1.5 |
|
|
8 |
7,479 |
1.2 |
8,788 |
1.4 |
|
21,806 |
3.4 |
17,933 |
2.8 |
|
CBT SOYBEANS |
U.S. |
|
4,170 |
1.4 |
1,037 |
0.3 |
302,704 |
2,160 |
1.0 |
1,806 |
0.8 |
219,152 |
NON U.S. |
|
379 |
0.1 |
1,166 |
0.4 |
|
103 |
0.0 |
0 |
0.0 |
|
|
7 |
4,549 |
1.5 |
2,203 |
0.7 |
|
2,263 |
1.0 |
1,806 |
0.8 |
|
CBT UST BOND |
U.S. |
|
5,567 |
2.8 |
8,964 |
4.5 |
198,347 |
15,781 |
5.1 |
7,062 |
2.3 |
308,602 |
NON U.S. |
|
10,417 |
5.3 |
3,117 |
1.6 |
|
3,184 |
1.0 |
4,700 |
1.5 |
|
|
7 |
15,984 |
8.1 |
12,081 |
6.1 |
|
18,965 |
6.1 |
11,762 |
3.8 |
|
NYME NY HARBOR ULSD |
U.S. |
|
855 |
9.8 |
1,310 |
15.1 |
8,686 |
800 |
13.6 |
825 |
14.0 |
5,879 |
NON U.S. |
|
975 |
11.2 |
975 |
11.2 |
|
800 |
13.6 |
375 |
6.4 |
|
|
6 |
1,830 |
21.1 |
2,285 |
26.3 |
|
1,600 |
27.2 |
1,200 |
20.4 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
876,206 |
15.8 |
751,376 |
13.5 |
5,553,364 |
614,412 |
11.8 |
520,660 |
10.0 |
5,220,361 |
NON U.S. |
|
179,624 |
3.2 |
258,318 |
4.7 |
|
249,996 |
4.8 |
162,968 |
3.1 |
|
|
9 |
1,055,830 |
19.0 |
1,009,694 |
18.2 |
|
864,408 |
16.6 |
683,628 |
13.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
158,701 |
9.7 |
252,718 |
15.4 |
1,638,424 |
163,240 |
10.0 |
88,526 |
5.4 |
1,627,376 |
NON U.S. |
8 |
68,481 |
4.2 |
145,835 |
8.9 |
|
130,025 |
8.0 |
60,624 |
3.7 |
|
|
12 |
227,182 |
13.9 |
398,553 |
24.3 |
|
293,265 |
18.0 |
149,150 |
9.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
350 |
1.2 |
2,925 |
9.8 |
29,895 |
0 |
0.0 |
0 |
0.0 |
13,167 |
NON U.S. |
|
13,352 |
44.7 |
14,952 |
50.0 |
|
356 |
2.7 |
10,880 |
82.6 |
|
|
7 |
13,702 |
45.8 |
17,877 |
59.8 |
|
356 |
2.7 |
10,880 |
82.6 |
|
CBT UST 10Y NOTE |
U.S. |
4 |
49,666 |
3.8 |
28,459 |
2.2 |
1,295,543 |
55,614 |
4.6 |
16,493 |
1.4 |
1,216,036 |
NON U.S. |
12 |
61,401 |
4.7 |
24,181 |
1.9 |
|
30,530 |
2.5 |
72,429 |
6.0 |
|
|
16 |
111,067 |
8.6 |
52,640 |
4.1 |
|
86,144 |
7.1 |
88,922 |
7.3 |
|
CBT UST 5Y NOTE |
U.S. |
4 |
32,325 |
3.9 |
9,586 |
1.1 |
833,618 |
27,562 |
4.5 |
8,849 |
1.4 |
610,787 |
NON U.S. |
11 |
82,095 |
9.8 |
50,442 |
6.1 |
|
18,502 |
3.0 |
59,442 |
9.7 |
|
|
15 |
114,420 |
13.7 |
60,028 |
7.2 |
|
46,064 |
7.5 |
68,291 |
11.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
21,225 |
6.6 |
41,750 |
13.0 |
321,245 |
32,475 |
14.3 |
17,695 |
7.8 |
227,721 |
NON U.S. |
|
9,125 |
2.8 |
2,940 |
0.9 |
|
4,450 |
2.0 |
4,875 |
2.1 |
|
|
6 |
30,350 |
9.4 |
44,690 |
13.9 |
|
36,925 |
16.2 |
22,570 |
9.9 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
0 |
0.0 |
3,260 |
22.3 |
14,630 |
22,930 |
40.2 |
17,870 |
31.3 |
57,050 |
NON U.S. |
|
80 |
0.5 |
8,985 |
61.4 |
|
1,105 |
1.9 |
0 |
0.0 |
|
|
5 |
80 |
0.5 |
12,245 |
83.7 |
|
24,035 |
42.1 |
17,870 |
31.3 |
|
NYME WTI-PHYSICAL |
U.S. |
|
55,764 |
3.5 |
81,245 |
5.1 |
1,579,491 |
80,142 |
8.8 |
26,797 |
2.9 |
908,833 |
NON U.S. |
|
41,574 |
2.6 |
79,769 |
5.1 |
|
64,727 |
7.1 |
29,564 |
3.3 |
|
|
17 |
97,338 |
6.2 |
161,014 |
10.2 |
|
144,869 |
15.9 |
56,361 |
6.2 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
2,788 |
3.3 |
12,703 |
15.2 |
83,811 |
16,030 |
19.1 |
5,496 |
6.5 |
83,970 |
NON U.S. |
7 |
8,958 |
10.7 |
28,862 |
34.4 |
|
24,720 |
29.4 |
9,736 |
11.6 |
|
|
11 |
11,746 |
14.0 |
41,565 |
49.6 |
|
40,750 |
48.5 |
15,232 |
18.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
1,905 |
0.5 |
12,540 |
3.1 |
408,359 |
1,630 |
0.5 |
16,030 |
4.4 |
361,242 |
NON U.S. |
|
4,660 |
1.1 |
4,723 |
1.2 |
|
3,201 |
0.9 |
7,991 |
2.2 |
|
|
7 |
6,565 |
1.6 |
17,263 |
4.2 |
|
4,831 |
1.3 |
24,021 |
6.6 |
|
ICUS COFFEE C |
U.S. |
|
1,009 |
1.4 |
609 |
0.8 |
74,723 |
25 |
0.0 |
475 |
0.7 |
71,488 |
NON U.S. |
|
522 |
0.7 |
10 |
0.0 |
|
933 |
1.3 |
520 |
0.7 |
|
|
5 |
1,531 |
2.0 |
619 |
0.8 |
|
958 |
1.3 |
995 |
1.4 |
|
CMX SILVER |
U.S. |
|
5,539 |
6.5 |
4,736 |
5.6 |
85,113 |
1,229 |
2.6 |
1,266 |
2.7 |
46,406 |
NON U.S. |
|
3,985 |
4.7 |
4,828 |
5.7 |
|
1,109 |
2.4 |
1,157 |
2.5 |
|
|
9 |
9,524 |
11.2 |
9,564 |
11.2 |
|
2,338 |
5.0 |
2,423 |
5.2 |
|
CMX GOLD |
U.S. |
|
15,372 |
2.6 |
38,514 |
6.5 |
593,771 |
16,902 |
5.4 |
13,686 |
4.4 |
310,607 |
NON U.S. |
|
20,757 |
3.5 |
31,531 |
5.3 |
|
15,738 |
5.1 |
15,592 |
5.0 |
|
|
15 |
36,129 |
6.1 |
70,045 |
11.8 |
|
32,640 |
10.5 |
29,278 |
9.4 |
|
CME EURODOLLARS-3M |
U.S. |
|
36,750 |
2.3 |
19,349 |
1.2 |
1,622,944 |
3,625 |
1.0 |
66 |
0.0 |
380,125 |
NON U.S. |
|
22,829 |
1.4 |
13,250 |
0.8 |
|
10,450 |
2.7 |
1 |
0.0 |
|
|
10 |
59,579 |
3.7 |
32,599 |
2.0 |
|
14,075 |
3.7 |
67 |
0.0 |
|
CME SOFR-3M |
U.S. |
7 |
652,765 |
3.5 |
479,343 |
2.5 |
18,804,884 |
827,717 |
3.8 |
532,025 |
2.5 |
21,640,373 |
NON U.S. |
28 |
342,198 |
1.8 |
302,632 |
1.6 |
|
459,158 |
2.1 |
300,451 |
1.4 |
|
|
35 |
994,963 |
5.3 |
781,975 |
4.2 |
|
1,286,875 |
5.9 |
832,476 |
3.8 |
|
CME E-MINI S&P 500 |
U.S. |
|
156 |
0.0 |
0 |
0.0 |
1,544,773 |
1,100 |
0.0 |
1,100 |
0.0 |
3,555,008 |
NON U.S. |
|
14,798 |
1.0 |
15,083 |
1.0 |
|
29,372 |
0.8 |
36,073 |
1.0 |
|
|
14 |
14,954 |
1.0 |
15,083 |
1.0 |
|
30,472 |
0.9 |
37,173 |
1.0 |
|