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REPORT DATE: 11/7/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT CORN |
U.S. |
|
8,875 |
1.3 |
8,390 |
1.2 |
698,253 |
6,467 |
1.0 |
15,149 |
2.4 |
640,584 |
NON U.S. |
|
2,625 |
0.4 |
9,430 |
1.4 |
|
9,277 |
1.4 |
6,172 |
1.0 |
|
|
9 |
11,500 |
1.6 |
17,820 |
2.6 |
|
15,744 |
2.5 |
21,321 |
3.3 |
|
CBT SOYBEANS |
U.S. |
|
1,350 |
0.6 |
1,437 |
0.6 |
224,263 |
793 |
0.3 |
1,125 |
0.4 |
253,157 |
NON U.S. |
|
370 |
0.2 |
1,205 |
0.5 |
|
4,091 |
1.6 |
3,746 |
1.5 |
|
|
5 |
1,720 |
0.8 |
2,642 |
1.2 |
|
4,884 |
1.9 |
4,871 |
1.9 |
|
CBT UST BOND |
U.S. |
5 |
10,637 |
2.8 |
13,776 |
3.6 |
381,388 |
10,842 |
2.9 |
8,815 |
2.4 |
371,768 |
NON U.S. |
5 |
17,625 |
4.6 |
8,575 |
2.2 |
|
5,885 |
1.6 |
3,125 |
0.8 |
|
|
10 |
28,262 |
7.4 |
22,351 |
5.9 |
|
16,727 |
4.5 |
11,940 |
3.2 |
|
NYME NY HARBOR ULSD |
U.S. |
|
1,600 |
9.2 |
915 |
5.3 |
17,302 |
740 |
12.0 |
360 |
5.8 |
6,188 |
NON U.S. |
|
1,245 |
7.2 |
1,130 |
6.5 |
|
475 |
7.7 |
175 |
2.8 |
|
|
6 |
2,845 |
16.4 |
2,045 |
11.8 |
|
1,215 |
19.6 |
535 |
8.6 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
916,102 |
14.3 |
1,039,528 |
16.2 |
6,419,357 |
783,052 |
14.8 |
431,180 |
8.2 |
5,281,209 |
NON U.S. |
|
144,970 |
2.3 |
285,542 |
4.4 |
|
218,052 |
4.1 |
106,464 |
2.0 |
|
|
9 |
1,061,072 |
16.5 |
1,325,070 |
20.6 |
|
1,001,104 |
19.0 |
537,644 |
10.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
171,550 |
10.0 |
256,033 |
15.0 |
1,708,058 |
143,858 |
11.1 |
125,391 |
9.7 |
1,294,351 |
NON U.S. |
8 |
72,522 |
4.2 |
143,693 |
8.4 |
|
114,620 |
8.9 |
56,126 |
4.3 |
|
|
12 |
244,072 |
14.3 |
399,726 |
23.4 |
|
258,478 |
20.0 |
181,517 |
14.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
1,450 |
2.2 |
3,555 |
5.4 |
65,237 |
3,805 |
7.8 |
75 |
0.2 |
48,594 |
NON U.S. |
6 |
22,773 |
34.9 |
31,535 |
48.3 |
|
19,197 |
39.5 |
20,700 |
42.6 |
|
|
10 |
24,223 |
37.1 |
35,090 |
53.8 |
|
23,002 |
47.3 |
20,775 |
42.8 |
|
CBT UST 2Y NOTE |
U.S. |
|
2,400 |
1.2 |
500 |
0.3 |
192,613 |
1,550 |
1.6 |
500 |
0.5 |
94,930 |
NON U.S. |
|
3,450 |
1.8 |
2,400 |
1.2 |
|
900 |
0.9 |
2,150 |
2.3 |
|
|
6 |
5,850 |
3.0 |
2,900 |
1.5 |
|
2,450 |
2.6 |
2,650 |
2.8 |
|
CBT UST 10Y NOTE |
U.S. |
5 |
41,175 |
2.5 |
34,996 |
2.1 |
1,649,059 |
46,278 |
3.0 |
41,007 |
2.7 |
1,538,276 |
NON U.S. |
12 |
61,002 |
3.7 |
48,372 |
2.9 |
|
67,324 |
4.4 |
50,596 |
3.3 |
|
|
17 |
102,177 |
6.2 |
83,368 |
5.1 |
|
113,602 |
7.4 |
91,603 |
6.0 |
|
CBT UST 5Y NOTE |
U.S. |
4 |
36,181 |
4.7 |
32,739 |
4.3 |
768,313 |
16,078 |
3.7 |
20,737 |
4.8 |
431,936 |
NON U.S. |
9 |
14,141 |
1.8 |
22,242 |
2.9 |
|
9,841 |
2.3 |
19,917 |
4.6 |
|
|
13 |
50,322 |
6.5 |
54,981 |
7.2 |
|
25,919 |
6.0 |
40,654 |
9.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
21,850 |
5.8 |
36,473 |
9.7 |
377,787 |
48,024 |
14.6 |
23,370 |
7.1 |
328,345 |
NON U.S. |
|
15,750 |
4.2 |
6,850 |
1.8 |
|
8,000 |
2.4 |
7,790 |
2.4 |
|
|
7 |
37,600 |
10.0 |
43,323 |
11.5 |
|
56,024 |
17.1 |
31,160 |
9.5 |
|
NYME WTI-PHYSICAL |
U.S. |
|
82,657 |
4.9 |
122,242 |
7.3 |
1,673,878 |
87,243 |
8.1 |
27,866 |
2.6 |
1,076,924 |
NON U.S. |
|
37,351 |
2.2 |
83,017 |
5.0 |
|
65,522 |
6.1 |
29,677 |
2.8 |
|
|
14 |
120,008 |
7.2 |
205,259 |
12.3 |
|
152,765 |
14.2 |
57,543 |
5.3 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,057 |
3.0 |
17,956 |
17.9 |
100,503 |
20,985 |
19.3 |
8,171 |
7.5 |
108,488 |
NON U.S. |
7 |
6,331 |
6.3 |
36,530 |
36.3 |
|
32,843 |
30.3 |
9,694 |
8.9 |
|
|
11 |
9,388 |
9.3 |
54,486 |
54.2 |
|
53,828 |
49.6 |
17,865 |
16.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
2,150 |
0.5 |
13,529 |
3.0 |
443,951 |
2,150 |
0.6 |
7,549 |
2.2 |
344,578 |
NON U.S. |
|
670 |
0.2 |
2,134 |
0.5 |
|
1,260 |
0.4 |
11,410 |
3.3 |
|
|
6 |
2,820 |
0.6 |
15,663 |
3.5 |
|
3,410 |
1.0 |
18,959 |
5.5 |
|
CMX SILVER |
U.S. |
|
7,675 |
8.2 |
6,641 |
7.1 |
93,372 |
364 |
1.0 |
3,743 |
10.7 |
35,027 |
NON U.S. |
|
2,251 |
2.4 |
2,983 |
3.2 |
|
899 |
2.6 |
1,173 |
3.3 |
|
|
11 |
9,926 |
10.6 |
9,624 |
10.3 |
|
1,263 |
3.6 |
4,916 |
14.0 |
|
CMX COPPER- #1 |
U.S. |
|
3,077 |
5.1 |
2,345 |
3.9 |
59,939 |
550 |
1.3 |
910 |
2.2 |
40,919 |
NON U.S. |
|
350 |
0.6 |
230 |
0.4 |
|
100 |
0.2 |
110 |
0.3 |
|
|
5 |
3,427 |
5.7 |
2,575 |
4.3 |
|
650 |
1.6 |
1,020 |
2.5 |
|
CMX GOLD |
U.S. |
|
25,610 |
3.8 |
35,260 |
5.2 |
678,474 |
12,441 |
3.4 |
14,034 |
3.8 |
368,267 |
NON U.S. |
|
30,547 |
4.5 |
33,598 |
5.0 |
|
19,095 |
5.2 |
18,397 |
5.0 |
|
|
16 |
56,157 |
8.3 |
68,858 |
10.1 |
|
31,536 |
8.6 |
32,431 |
8.8 |
|
CME SOFR-3M |
U.S. |
7 |
959,905 |
4.0 |
658,559 |
2.8 |
23,701,380 |
559,167 |
3.0 |
464,262 |
2.5 |
18,345,084 |
NON U.S. |
24 |
418,661 |
1.8 |
472,999 |
2.0 |
|
344,586 |
1.9 |
287,368 |
1.6 |
|
|
31 |
1,378,566 |
5.8 |
1,131,558 |
4.8 |
|
903,753 |
4.9 |
751,630 |
4.1 |
|
CME E-MINI S&P 500 |
U.S. |
|
220 |
0.0 |
0 |
0.0 |
2,151,643 |
1,100 |
0.0 |
0 |
0.0 |
4,614,337 |
NON U.S. |
|
23,942 |
1.1 |
15,742 |
0.7 |
|
35,278 |
0.8 |
43,572 |
0.9 |
|
|
15 |
24,162 |
1.1 |
15,742 |
0.7 |
|
36,378 |
0.8 |
43,572 |
0.9 |
|