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REPORT DATE: 5/7/2024 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT CORN |
U.S. |
|
9,865 |
1.3 |
4,351 |
0.6 |
734,325 |
1,092 |
0.2 |
8,466 |
1.4 |
592,799 |
NON U.S. |
|
3,848 |
0.5 |
3,207 |
0.4 |
|
15,367 |
2.6 |
15,547 |
2.6 |
|
|
7 |
13,713 |
1.9 |
7,558 |
1.0 |
|
16,459 |
2.8 |
24,013 |
4.1 |
|
CBT SOYBEANS |
U.S. |
|
3,474 |
1.1 |
2,231 |
0.7 |
322,724 |
2,267 |
0.6 |
4,422 |
1.2 |
378,710 |
NON U.S. |
|
1,178 |
0.4 |
2,872 |
0.9 |
|
5,624 |
1.5 |
7,551 |
2.0 |
|
|
6 |
4,652 |
1.4 |
5,103 |
1.6 |
|
7,891 |
2.1 |
11,973 |
3.2 |
|
CBT SOYBEAN OIL |
U.S. |
|
200 |
0.3 |
203 |
0.3 |
76,907 |
0 |
0.0 |
688 |
1.0 |
68,612 |
NON U.S. |
|
0 |
0.0 |
1,696 |
2.2 |
|
1,116 |
1.6 |
696 |
1.0 |
|
|
5 |
200 |
0.3 |
1,899 |
2.5 |
|
1,116 |
1.6 |
1,384 |
2.0 |
|
CBT UST BOND |
U.S. |
|
0 |
0.0 |
17,765 |
5.7 |
310,142 |
10,361 |
2.7 |
6,370 |
1.7 |
377,245 |
NON U.S. |
|
7,614 |
2.5 |
2,055 |
0.7 |
|
3,770 |
1.0 |
5,927 |
1.6 |
|
|
7 |
7,614 |
2.5 |
19,820 |
6.4 |
|
14,131 |
3.7 |
12,297 |
3.3 |
|
NYME NY HARBOR ULSD |
U.S. |
|
2,650 |
10.0 |
4,010 |
15.1 |
26,591 |
840 |
7.5 |
375 |
3.3 |
11,211 |
NON U.S. |
|
1,615 |
6.1 |
1,565 |
5.9 |
|
300 |
2.7 |
770 |
6.9 |
|
|
6 |
4,265 |
16.0 |
5,575 |
21.0 |
|
1,140 |
10.2 |
1,145 |
10.2 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
1,455,511 |
19.2 |
1,238,654 |
16.4 |
7,563,143 |
940,512 |
11.2 |
1,033,880 |
12.3 |
8,392,394 |
NON U.S. |
|
134,261 |
1.8 |
239,604 |
3.2 |
|
186,208 |
2.2 |
116,147 |
1.4 |
|
|
9 |
1,589,772 |
21.0 |
1,478,258 |
19.5 |
|
1,126,720 |
13.4 |
1,150,027 |
13.7 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
210,814 |
10.4 |
311,699 |
15.4 |
2,021,942 |
222,515 |
10.4 |
179,707 |
8.4 |
2,139,538 |
NON U.S. |
8 |
98,298 |
4.9 |
182,768 |
9.0 |
|
135,324 |
6.3 |
67,799 |
3.2 |
|
|
12 |
309,112 |
15.3 |
494,467 |
24.5 |
|
357,839 |
16.7 |
247,506 |
11.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
17,205 |
17.0 |
2,870 |
2.8 |
101,018 |
1,350 |
2.5 |
350 |
0.6 |
54,181 |
NON U.S. |
6 |
29,399 |
29.1 |
32,344 |
32.0 |
|
12,363 |
22.8 |
27,970 |
51.6 |
|
|
10 |
46,604 |
46.1 |
35,214 |
34.9 |
|
13,713 |
25.3 |
28,320 |
52.3 |
|
CBT UST 2Y NOTE |
U.S. |
|
3,600 |
1.3 |
0 |
0.0 |
274,908 |
3,978 |
3.6 |
750 |
0.7 |
111,590 |
NON U.S. |
|
500 |
0.2 |
1,000 |
0.4 |
|
4,000 |
3.6 |
5,500 |
4.9 |
|
|
5 |
4,100 |
1.5 |
1,000 |
0.4 |
|
7,978 |
7.1 |
6,250 |
5.6 |
|
CBT UST 10Y NOTE |
U.S. |
4 |
75,999 |
4.2 |
71,850 |
4.0 |
1,807,713 |
57,912 |
3.5 |
83,913 |
5.1 |
1,637,778 |
NON U.S. |
13 |
33,393 |
1.8 |
49,503 |
2.7 |
|
41,489 |
2.5 |
49,034 |
3.0 |
|
|
17 |
109,392 |
6.1 |
121,353 |
6.7 |
|
99,401 |
6.1 |
132,947 |
8.1 |
|
CBT UST 5Y NOTE |
U.S. |
6 |
29,618 |
3.9 |
15,508 |
2.0 |
763,224 |
41,039 |
5.4 |
15,293 |
2.0 |
766,387 |
NON U.S. |
9 |
11,709 |
1.5 |
33,684 |
4.4 |
|
12,858 |
1.7 |
45,061 |
5.9 |
|
|
15 |
41,327 |
5.4 |
49,192 |
6.4 |
|
53,897 |
7.0 |
60,354 |
7.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
19,640 |
5.1 |
33,735 |
8.7 |
388,754 |
32,839 |
12.7 |
16,805 |
6.5 |
258,150 |
NON U.S. |
|
10,100 |
2.6 |
5,800 |
1.5 |
|
3,800 |
1.5 |
6,440 |
2.5 |
|
|
5 |
29,740 |
7.7 |
39,535 |
10.2 |
|
36,639 |
14.2 |
23,245 |
9.0 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
60,638 |
4.4 |
100,215 |
7.3 |
1,366,041 |
76,733 |
7.6 |
30,211 |
3.0 |
1,005,218 |
NON U.S. |
11 |
46,716 |
3.4 |
74,739 |
5.5 |
|
57,499 |
5.7 |
31,913 |
3.2 |
|
|
15 |
107,354 |
7.9 |
174,954 |
12.8 |
|
134,232 |
13.4 |
62,124 |
6.2 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
5 |
4,113 |
3.8 |
21,575 |
19.8 |
108,792 |
27,896 |
19.7 |
10,045 |
7.1 |
141,663 |
NON U.S. |
7 |
4,055 |
3.7 |
42,718 |
39.3 |
|
42,989 |
30.3 |
12,446 |
8.8 |
|
|
12 |
8,168 |
7.5 |
64,293 |
59.1 |
|
70,885 |
50.0 |
22,491 |
15.9 |
|
CMX SILVER |
U.S. |
|
8,544 |
6.9 |
7,196 |
5.8 |
123,078 |
2,501 |
3.8 |
6,388 |
9.8 |
65,277 |
NON U.S. |
|
4,518 |
3.7 |
3,452 |
2.8 |
|
1,399 |
2.1 |
2,254 |
3.5 |
|
|
14 |
13,062 |
10.6 |
10,648 |
8.7 |
|
3,900 |
6.0 |
8,642 |
13.2 |
|
CMX COPPER- #1 |
U.S. |
|
28,597 |
17.8 |
23,179 |
14.4 |
160,667 |
9,624 |
11.9 |
18,003 |
22.3 |
80,752 |
NON U.S. |
|
0 |
0.0 |
377 |
0.2 |
|
120 |
0.1 |
261 |
0.3 |
|
|
6 |
28,597 |
17.8 |
23,556 |
14.7 |
|
9,744 |
12.1 |
18,264 |
22.6 |
|
CMX GOLD |
U.S. |
4 |
41,184 |
6.1 |
55,549 |
8.2 |
673,876 |
16,993 |
3.9 |
17,200 |
4.0 |
433,791 |
NON U.S. |
13 |
28,606 |
4.2 |
32,689 |
4.9 |
|
28,849 |
6.7 |
31,535 |
7.3 |
|
|
17 |
69,790 |
10.4 |
88,238 |
13.1 |
|
45,842 |
10.6 |
48,735 |
11.2 |
|
CME SOFR-3M |
U.S. |
8 |
815,095 |
4.0 |
575,747 |
2.9 |
20,152,835 |
643,333 |
3.6 |
505,984 |
2.8 |
17,762,702 |
NON U.S. |
32 |
520,688 |
2.6 |
491,874 |
2.4 |
|
378,446 |
2.1 |
302,889 |
1.7 |
|
|
40 |
1,335,783 |
6.6 |
1,067,621 |
5.3 |
|
1,021,779 |
5.8 |
808,873 |
4.6 |
|
CME E-MINI S&P 500 |
U.S. |
|
432 |
0.0 |
0 |
0.0 |
1,994,036 |
1,050 |
0.0 |
550 |
0.0 |
4,438,141 |
NON U.S. |
|
27,765 |
1.4 |
18,663 |
0.9 |
|
41,590 |
0.9 |
37,670 |
0.8 |
|
|
13 |
28,197 |
1.4 |
18,663 |
0.9 |
|
42,640 |
1.0 |
38,220 |
0.9 |
|