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REPORT DATE: 9/6/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
3,225 |
1.8 |
876 |
0.5 |
177,090 |
657 |
0.7 |
1,451 |
1.6 |
91,851 |
NON U.S. |
|
4,520 |
2.6 |
5,900 |
3.3 |
|
25 |
0.0 |
736 |
0.8 |
|
|
6 |
7,745 |
4.4 |
6,776 |
3.8 |
|
682 |
0.7 |
2,187 |
2.4 |
|
CBT CORN |
U.S. |
|
37,476 |
4.0 |
29,555 |
3.1 |
946,586 |
2,020 |
0.3 |
8,128 |
1.4 |
591,904 |
NON U.S. |
|
11,490 |
1.2 |
15,775 |
1.7 |
|
2,890 |
0.5 |
4,584 |
0.8 |
|
|
8 |
48,966 |
5.2 |
45,330 |
4.8 |
|
4,910 |
0.8 |
12,712 |
2.1 |
|
CBT SOYBEANS |
U.S. |
|
3,623 |
1.2 |
2,414 |
0.8 |
302,189 |
2,706 |
1.0 |
3,121 |
1.2 |
261,773 |
NON U.S. |
|
1,210 |
0.4 |
2,089 |
0.7 |
|
1,141 |
0.4 |
1,921 |
0.7 |
|
|
8 |
4,833 |
1.6 |
4,503 |
1.5 |
|
3,847 |
1.5 |
5,042 |
1.9 |
|
CBT UST BOND |
U.S. |
|
6,461 |
2.8 |
9,747 |
4.3 |
228,299 |
6,301 |
2.7 |
11,972 |
5.2 |
230,636 |
NON U.S. |
|
12,193 |
5.3 |
6,943 |
3.0 |
|
7,757 |
3.4 |
3,875 |
1.7 |
|
|
12 |
18,654 |
8.2 |
16,690 |
7.3 |
|
14,058 |
6.1 |
15,847 |
6.9 |
|
NYME NY HARBOR ULSD |
U.S. |
|
375 |
4.7 |
325 |
4.1 |
7,978 |
875 |
9.1 |
540 |
5.6 |
9,626 |
NON U.S. |
|
100 |
1.3 |
50 |
0.6 |
|
250 |
2.6 |
100 |
1.0 |
|
|
5 |
475 |
6.0 |
375 |
4.7 |
|
1,125 |
11.7 |
640 |
6.6 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
541,420 |
10.6 |
701,362 |
13.8 |
5,094,800 |
477,684 |
10.6 |
405,248 |
9.0 |
4,506,444 |
NON U.S. |
|
155,558 |
3.1 |
206,016 |
4.0 |
|
194,960 |
4.3 |
140,940 |
3.1 |
|
|
9 |
696,978 |
13.7 |
907,378 |
17.8 |
|
672,644 |
14.9 |
546,188 |
12.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
136,079 |
8.3 |
280,092 |
17.2 |
1,633,155 |
216,526 |
15.2 |
102,162 |
7.2 |
1,422,991 |
NON U.S. |
8 |
70,039 |
4.3 |
163,531 |
10.0 |
|
130,876 |
9.2 |
73,278 |
5.1 |
|
|
12 |
206,118 |
12.6 |
443,623 |
27.2 |
|
347,402 |
24.4 |
175,440 |
12.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
191 |
1.2 |
4,879 |
30.9 |
15,775 |
1,588 |
14.9 |
354 |
3.3 |
10,647 |
NON U.S. |
4 |
7,716 |
48.9 |
3,043 |
19.3 |
|
128 |
1.2 |
8,800 |
82.7 |
|
|
8 |
7,907 |
50.1 |
7,922 |
50.2 |
|
1,716 |
16.1 |
9,154 |
86.0 |
|
CBT UST 10Y NOTE |
U.S. |
4 |
32,233 |
2.6 |
40,614 |
3.3 |
1,227,026 |
34,411 |
3.0 |
34,259 |
3.0 |
1,155,559 |
NON U.S. |
12 |
47,836 |
3.9 |
22,685 |
1.8 |
|
35,560 |
3.1 |
33,532 |
2.9 |
|
|
16 |
80,069 |
6.5 |
63,299 |
5.2 |
|
69,971 |
6.1 |
67,791 |
5.9 |
|
CBT UST 5Y NOTE |
U.S. |
5 |
21,621 |
4.6 |
12,652 |
2.7 |
467,573 |
37,291 |
8.5 |
9,492 |
2.2 |
437,323 |
NON U.S. |
6 |
31,509 |
6.7 |
9,026 |
1.9 |
|
45,400 |
10.4 |
57,283 |
13.1 |
|
|
11 |
53,130 |
11.4 |
21,678 |
4.6 |
|
82,691 |
18.9 |
66,775 |
15.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
24,050 |
6.5 |
37,570 |
10.1 |
371,995 |
28,785 |
17.8 |
14,095 |
8.7 |
161,968 |
NON U.S. |
|
6,850 |
1.8 |
4,915 |
1.3 |
|
1,800 |
1.1 |
2,500 |
1.5 |
|
|
6 |
30,900 |
8.3 |
42,485 |
11.4 |
|
30,585 |
18.9 |
16,595 |
10.2 |
|
NYME WTI-PHYSICAL |
U.S. |
|
59,826 |
3.6 |
91,611 |
5.6 |
1,649,214 |
63,493 |
8.8 |
35,787 |
5.0 |
718,602 |
NON U.S. |
|
33,136 |
2.0 |
76,261 |
4.6 |
|
58,053 |
8.1 |
23,926 |
3.3 |
|
|
16 |
92,962 |
5.6 |
167,872 |
10.2 |
|
121,546 |
16.9 |
59,713 |
8.3 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
3,704 |
3.9 |
13,902 |
14.7 |
94,622 |
19,055 |
17.2 |
6,998 |
6.3 |
110,896 |
NON U.S. |
7 |
11,780 |
12.4 |
35,353 |
37.4 |
|
31,383 |
28.3 |
13,877 |
12.5 |
|
|
11 |
15,484 |
16.4 |
49,255 |
52.1 |
|
50,438 |
45.5 |
20,875 |
18.8 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
3,850 |
1.0 |
8,484 |
2.2 |
378,701 |
2,405 |
0.8 |
4,560 |
1.6 |
291,326 |
NON U.S. |
|
439 |
0.1 |
10,100 |
2.7 |
|
100 |
0.0 |
2,799 |
1.0 |
|
|
5 |
4,289 |
1.1 |
18,584 |
4.9 |
|
2,505 |
0.9 |
7,359 |
2.5 |
|
CMX SILVER |
U.S. |
|
1,124 |
1.6 |
1,483 |
2.1 |
69,441 |
65 |
0.3 |
363 |
1.5 |
25,005 |
NON U.S. |
|
1,900 |
2.7 |
2,635 |
3.8 |
|
1,707 |
6.8 |
990 |
4.0 |
|
|
8 |
3,024 |
4.4 |
4,118 |
5.9 |
|
1,772 |
7.1 |
1,353 |
5.4 |
|
CMX GOLD |
U.S. |
|
22,711 |
3.9 |
46,228 |
7.9 |
587,866 |
5,117 |
2.1 |
8,234 |
3.4 |
243,681 |
NON U.S. |
|
7,048 |
1.2 |
22,949 |
3.9 |
|
10,811 |
4.4 |
10,162 |
4.2 |
|
|
13 |
29,759 |
5.1 |
69,177 |
11.8 |
|
15,928 |
6.5 |
18,396 |
7.5 |
|
CME EURO FX |
U.S. |
|
745 |
0.5 |
0 |
0.0 |
163,209 |
16,542 |
9.3 |
3,750 |
2.1 |
177,770 |
NON U.S. |
|
2,500 |
1.5 |
5,135 |
3.1 |
|
2,841 |
1.6 |
5,108 |
2.9 |
|
|
5 |
3,245 |
2.0 |
5,135 |
3.1 |
|
19,383 |
10.9 |
8,858 |
5.0 |
|
CME EURODOLLARS-3M |
U.S. |
4 |
610,438 |
4.2 |
452,120 |
3.1 |
14,523,878 |
605,469 |
4.3 |
174,859 |
1.3 |
13,930,060 |
NON U.S. |
14 |
282,372 |
1.9 |
114,169 |
0.8 |
|
286,533 |
2.1 |
70,152 |
0.5 |
|
|
18 |
892,810 |
6.1 |
566,289 |
3.9 |
|
892,002 |
6.4 |
245,011 |
1.8 |
|
CME SOFR-3M |
U.S. |
6 |
135,685 |
2.9 |
115,496 |
2.4 |
4,731,676 |
205,668 |
3.0 |
108,261 |
1.6 |
6,867,031 |
NON U.S. |
13 |
56,714 |
1.2 |
102,205 |
2.2 |
|
267,148 |
3.9 |
194,029 |
2.8 |
|
|
19 |
192,399 |
4.1 |
217,701 |
4.6 |
|
472,816 |
6.9 |
302,290 |
4.4 |
|
CME E-MINI S&P 500 |
NON U.S. |
|
13,261 |
0.8 |
18,651 |
1.2 |
1,609,833 |
25,177 |
0.8 |
44,128 |
1.4 |
3,223,743 |
|
15 |
13,261 |
0.8 |
18,651 |
1.2 |
|
25,177 |
0.8 |
44,128 |
1.4 |
|