/MarketReports/BankParticipation/deaoct23o
Skip to main content
|
REPORT DATE: 10/3/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
4,033 |
1.8 |
4,373 |
1.9 |
224,789 |
155 |
0.2 |
1,032 |
1.0 |
99,950 |
NON U.S. |
|
244 |
0.1 |
31 |
0.0 |
|
0 |
0.0 |
400 |
0.4 |
|
|
5 |
4,277 |
1.9 |
4,404 |
2.0 |
|
155 |
0.2 |
1,432 |
1.4 |
|
CBT CORN |
U.S. |
|
9,175 |
1.4 |
7,740 |
1.2 |
637,397 |
20,122 |
3.2 |
18,626 |
2.9 |
632,057 |
NON U.S. |
|
2,866 |
0.4 |
17,305 |
2.7 |
|
9,062 |
1.4 |
6,026 |
1.0 |
|
|
9 |
12,041 |
1.9 |
25,045 |
3.9 |
|
29,184 |
4.6 |
24,652 |
3.9 |
|
CBT SOYBEANS |
U.S. |
|
4,279 |
1.3 |
2,987 |
0.9 |
341,072 |
2,350 |
0.6 |
2,638 |
0.7 |
382,838 |
NON U.S. |
|
1,033 |
0.3 |
1,148 |
0.3 |
|
5,369 |
1.4 |
5,060 |
1.3 |
|
|
7 |
5,312 |
1.6 |
4,135 |
1.2 |
|
7,719 |
2.0 |
7,698 |
2.0 |
|
CBT UST BOND |
U.S. |
5 |
6,568 |
1.5 |
22,628 |
5.1 |
444,919 |
27,562 |
7.5 |
10,742 |
2.9 |
367,578 |
NON U.S. |
7 |
18,855 |
4.2 |
11,017 |
2.5 |
|
11,689 |
3.2 |
2,007 |
0.5 |
|
|
12 |
25,423 |
5.7 |
33,645 |
7.6 |
|
39,251 |
10.7 |
12,749 |
3.5 |
|
NYME NY HARBOR ULSD |
U.S. |
|
1,105 |
8.7 |
825 |
6.5 |
12,740 |
840 |
15.6 |
450 |
8.4 |
5,381 |
NON U.S. |
|
1,175 |
9.2 |
925 |
7.3 |
|
425 |
7.9 |
275 |
5.1 |
|
|
5 |
2,280 |
17.9 |
1,750 |
13.7 |
|
1,265 |
23.5 |
725 |
13.5 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
950,050 |
17.4 |
893,266 |
16.4 |
5,460,643 |
620,952 |
12.4 |
450,140 |
9.0 |
4,993,019 |
NON U.S. |
|
152,825 |
2.8 |
279,967 |
5.1 |
|
232,576 |
4.7 |
109,628 |
2.2 |
|
|
9 |
1,102,875 |
20.2 |
1,173,233 |
21.5 |
|
853,528 |
17.1 |
559,768 |
11.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
166,839 |
11.0 |
243,917 |
16.1 |
1,510,875 |
110,368 |
9.5 |
103,766 |
9.0 |
1,156,356 |
NON U.S. |
8 |
65,982 |
4.4 |
134,675 |
8.9 |
|
109,948 |
9.5 |
49,318 |
4.3 |
|
|
12 |
232,821 |
15.4 |
378,592 |
25.1 |
|
220,316 |
19.1 |
153,084 |
13.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,125 |
2.1 |
3,105 |
5.8 |
53,750 |
3,155 |
9.4 |
75 |
0.2 |
33,388 |
NON U.S. |
|
22,800 |
42.4 |
24,313 |
45.2 |
|
8,882 |
26.6 |
18,581 |
55.7 |
|
|
8 |
23,925 |
44.5 |
27,418 |
51.0 |
|
12,037 |
36.1 |
18,656 |
55.9 |
|
CBT UST 2Y NOTE |
U.S. |
|
3,000 |
1.8 |
0 |
0.0 |
164,256 |
0 |
0.0 |
0 |
0.0 |
112,438 |
NON U.S. |
|
5,750 |
3.5 |
4,000 |
2.4 |
|
0 |
0.0 |
2,875 |
2.6 |
|
|
5 |
8,750 |
5.3 |
4,000 |
2.4 |
|
0 |
0.0 |
2,875 |
2.6 |
|
CBT UST 10Y NOTE |
U.S. |
5 |
14,584 |
1.0 |
52,304 |
3.6 |
1,443,531 |
110,073 |
7.8 |
28,680 |
2.0 |
1,415,236 |
NON U.S. |
6 |
34,987 |
2.4 |
50,088 |
3.5 |
|
35,263 |
2.5 |
45,698 |
3.2 |
|
|
11 |
49,571 |
3.4 |
102,392 |
7.1 |
|
145,336 |
10.3 |
74,378 |
5.3 |
|
CBT UST 5Y NOTE |
U.S. |
4 |
33,531 |
3.7 |
46,030 |
5.1 |
907,360 |
31,240 |
6.0 |
32,263 |
6.2 |
517,845 |
NON U.S. |
12 |
41,644 |
4.6 |
32,290 |
3.6 |
|
9,774 |
1.9 |
21,090 |
4.1 |
|
|
16 |
75,175 |
8.3 |
78,320 |
8.6 |
|
41,014 |
7.9 |
53,353 |
10.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
16,770 |
5.0 |
31,788 |
9.5 |
334,962 |
36,814 |
12.9 |
20,335 |
7.1 |
285,515 |
NON U.S. |
|
15,550 |
4.6 |
4,500 |
1.3 |
|
7,600 |
2.7 |
8,850 |
3.1 |
|
|
6 |
32,320 |
9.6 |
36,288 |
10.8 |
|
44,414 |
15.6 |
29,185 |
10.2 |
|
NYME WTI-PHYSICAL |
U.S. |
|
46,927 |
3.6 |
83,134 |
6.4 |
1,295,549 |
78,820 |
7.7 |
24,543 |
2.4 |
1,027,215 |
NON U.S. |
|
37,575 |
2.9 |
77,567 |
6.0 |
|
57,301 |
5.6 |
28,966 |
2.8 |
|
|
17 |
84,502 |
6.5 |
160,701 |
12.4 |
|
136,121 |
13.3 |
53,509 |
5.2 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,422 |
3.4 |
18,488 |
18.6 |
99,447 |
18,842 |
18.8 |
5,058 |
5.0 |
100,408 |
NON U.S. |
7 |
6,562 |
6.6 |
33,851 |
34.0 |
|
31,151 |
31.0 |
9,169 |
9.1 |
|
|
11 |
9,984 |
10.0 |
52,339 |
52.6 |
|
49,993 |
49.8 |
14,227 |
14.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
2,150 |
0.6 |
13,079 |
3.5 |
371,000 |
2,050 |
0.7 |
7,099 |
2.5 |
281,149 |
NON U.S. |
|
270 |
0.1 |
1,243 |
0.3 |
|
1,000 |
0.4 |
10,950 |
3.9 |
|
|
5 |
2,420 |
0.7 |
14,322 |
3.9 |
|
3,050 |
1.1 |
18,049 |
6.4 |
|
CMX SILVER |
U.S. |
|
7,260 |
8.8 |
6,535 |
7.9 |
82,365 |
364 |
1.1 |
2,848 |
8.4 |
33,950 |
NON U.S. |
|
1,908 |
2.3 |
2,195 |
2.7 |
|
630 |
1.9 |
1,009 |
3.0 |
|
|
11 |
9,168 |
11.1 |
8,730 |
10.6 |
|
994 |
2.9 |
3,857 |
11.4 |
|
CMX COPPER- #1 |
U.S. |
|
3,686 |
7.1 |
1,922 |
3.7 |
51,658 |
1,234 |
3.4 |
160 |
0.4 |
36,000 |
NON U.S. |
|
240 |
0.5 |
0 |
0.0 |
|
100 |
0.3 |
100 |
0.3 |
|
|
5 |
3,926 |
7.6 |
1,922 |
3.7 |
|
1,334 |
3.7 |
260 |
0.7 |
|
CMX GOLD |
U.S. |
|
21,405 |
3.5 |
33,947 |
5.5 |
615,736 |
13,108 |
4.4 |
12,361 |
4.1 |
298,234 |
NON U.S. |
|
23,875 |
3.9 |
24,195 |
3.9 |
|
13,930 |
4.7 |
12,967 |
4.3 |
|
|
14 |
45,280 |
7.4 |
58,142 |
9.4 |
|
27,038 |
9.1 |
25,328 |
8.5 |
|
CME EURO FX |
U.S. |
|
1,944 |
1.1 |
0 |
0.0 |
170,971 |
4,457 |
3.0 |
1,510 |
1.0 |
147,405 |
NON U.S. |
|
597 |
0.3 |
4,250 |
2.5 |
|
4,659 |
3.2 |
3,773 |
2.6 |
|
|
5 |
2,541 |
1.5 |
4,250 |
2.5 |
|
9,116 |
6.2 |
5,283 |
3.6 |
|
CME SOFR-3M |
U.S. |
7 |
772,457 |
3.9 |
587,999 |
2.9 |
19,945,270 |
627,017 |
3.8 |
473,009 |
2.9 |
16,400,599 |
NON U.S. |
24 |
423,366 |
2.1 |
445,746 |
2.2 |
|
314,117 |
1.9 |
229,507 |
1.4 |
|
|
31 |
1,195,823 |
6.0 |
1,033,745 |
5.2 |
|
941,134 |
5.7 |
702,516 |
4.3 |
|
CME E-MINI S&P 500 |
U.S. |
|
0 |
0.0 |
0 |
0.0 |
1,699,713 |
250 |
0.0 |
0 |
0.0 |
3,831,692 |
NON U.S. |
|
18,090 |
1.1 |
9,446 |
0.6 |
|
40,820 |
1.1 |
44,901 |
1.2 |
|
|
15 |
18,090 |
1.1 |
9,446 |
0.6 |
|
41,070 |
1.1 |
44,901 |
1.2 |
|