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REPORT DATE: 12/3/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
300 |
0.2 |
2,600 |
1.9 |
138,567 |
0 |
0.0 |
1,250 |
1.1 |
116,177 |
NON U.S. |
|
1,590 |
1.1 |
20,965 |
15.1 |
|
1,500 |
1.3 |
12,775 |
11.0 |
|
|
7 |
1,890 |
1.4 |
23,565 |
17.0 |
|
1,500 |
1.3 |
14,025 |
12.1 |
|
CBT CORN |
U.S. |
|
0 |
0.0 |
5,100 |
1.0 |
501,642 |
0 |
0.0 |
7,350 |
2.2 |
338,242 |
NON U.S. |
|
2,134 |
0.4 |
30,492 |
6.1 |
|
300 |
0.1 |
10,423 |
3.1 |
|
|
5 |
2,134 |
0.4 |
35,592 |
7.1 |
|
300 |
0.1 |
17,773 |
5.3 |
|
CBT SOYBEANS |
U.S. |
|
1,689 |
0.6 |
1,160 |
0.4 |
272,831 |
0 |
0.0 |
1,821 |
0.9 |
209,771 |
NON U.S. |
|
2,201 |
0.8 |
17,250 |
6.3 |
|
0 |
0.0 |
4,100 |
2.0 |
|
|
5 |
3,890 |
1.4 |
18,410 |
6.7 |
|
0 |
0.0 |
5,921 |
2.8 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
3,001 |
0.8 |
1,635 |
0.4 |
397,009 |
3,891 |
0.7 |
4,575 |
0.8 |
573,269 |
NON U.S. |
|
20,670 |
5.2 |
69,500 |
17.5 |
|
43,250 |
7.5 |
54,559 |
9.5 |
|
|
9 |
23,671 |
6.0 |
71,135 |
17.9 |
|
47,141 |
8.2 |
59,134 |
10.3 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,925 |
15.4 |
2,750 |
14.5 |
18,986 |
600 |
7.8 |
200 |
2.6 |
7,684 |
NON U.S. |
|
250 |
1.3 |
605 |
3.2 |
|
0 |
0.0 |
400 |
5.2 |
|
|
5 |
3,175 |
16.7 |
3,355 |
17.7 |
|
600 |
7.8 |
600 |
7.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
212,100 |
9.6 |
213,086 |
9.6 |
2,215,648 |
112,992 |
6.4 |
122,964 |
7.0 |
1,768,560 |
NON U.S. |
|
30,272 |
1.4 |
46,440 |
2.1 |
|
10,220 |
0.6 |
21,960 |
1.2 |
|
|
8 |
242,372 |
10.9 |
259,526 |
11.7 |
|
123,212 |
7.0 |
144,924 |
8.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
75,119 |
6.8 |
113,538 |
10.3 |
1,102,575 |
62,356 |
8.4 |
66,725 |
9.0 |
744,349 |
NON U.S. |
|
30,942 |
2.8 |
86,134 |
7.8 |
|
11,890 |
1.6 |
28,518 |
3.8 |
|
|
10 |
106,061 |
9.6 |
199,672 |
18.1 |
|
74,246 |
10.0 |
95,243 |
12.8 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
23.5 |
360 |
4.7 |
7,733 |
726 |
20.6 |
360 |
10.2 |
3,526 |
NON U.S. |
|
1,286 |
16.6 |
4,139 |
53.5 |
|
1,523 |
43.2 |
1,621 |
46.0 |
|
|
7 |
3,107 |
## |
4,499 |
58.2 |
|
2,249 |
63.8 |
1,981 |
56.2 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,220 |
15.6 |
3,200 |
22.5 |
14,204 |
200 |
2.7 |
520 |
7.1 |
7,320 |
NON U.S. |
|
800 |
5.6 |
3,180 |
22.4 |
|
600 |
8.2 |
100 |
1.4 |
|
|
9 |
3,020 |
21.3 |
6,380 |
44.9 |
|
800 |
10.9 |
620 |
8.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
72,927 |
4.4 |
41,722 |
2.5 |
1,671,252 |
77,301 |
4.9 |
69,588 |
4.4 |
1,569,424 |
NON U.S. |
14 |
86,172 |
5.2 |
102,430 |
6.1 |
|
72,214 |
4.6 |
47,922 |
3.1 |
|
|
20 |
159,099 |
9.5 |
144,152 |
8.6 |
|
149,515 |
9.5 |
117,510 |
7.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
14,450 |
2.4 |
10,000 |
1.6 |
607,400 |
6,000 |
0.5 |
14,050 |
1.2 |
1,154,118 |
NON U.S. |
|
48,350 |
8.0 |
131,765 |
21.7 |
|
24,900 |
2.2 |
43,528 |
3.8 |
|
|
7 |
62,800 |
10.3 |
141,765 |
23.3 |
|
30,900 |
2.7 |
57,578 |
5.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
43,500 |
13.9 |
59,200 |
19.0 |
312,336 |
34,625 |
16.5 |
29,787 |
14.2 |
209,275 |
NON U.S. |
|
4,450 |
1.4 |
4,975 |
1.6 |
|
3,350 |
1.6 |
3,400 |
1.6 |
|
|
10 |
47,950 |
15.4 |
64,175 |
20.5 |
|
37,975 |
18.1 |
33,187 |
15.9 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
65,535 |
6.6 |
86,246 |
8.7 |
991,283 |
66,922 |
8.9 |
40,992 |
5.5 |
750,055 |
NON U.S. |
|
41,270 |
4.2 |
82,318 |
8.3 |
|
42,610 |
5.7 |
32,671 |
4.4 |
|
|
19 |
106,805 |
10.8 |
168,564 |
17.0 |
|
109,532 |
14.6 |
73,663 |
9.8 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
20,181 |
12.3 |
21,677 |
13.3 |
163,553 |
19,781 |
9.2 |
23,891 |
11.1 |
214,893 |
NON U.S. |
|
6,242 |
3.8 |
39,046 |
23.9 |
|
33,052 |
15.4 |
19,347 |
9.0 |
|
|
10 |
26,423 |
16.2 |
60,723 |
37.1 |
|
52,833 |
24.6 |
43,238 |
20.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
2,439 |
0.7 |
3,408 |
1.0 |
358,282 |
477 |
0.2 |
3,915 |
2.0 |
197,676 |
NON U.S. |
|
1,700 |
0.5 |
3,450 |
1.0 |
|
0 |
0.0 |
610 |
0.3 |
|
|
5 |
4,139 |
1.2 |
6,858 |
1.9 |
|
477 |
0.2 |
4,525 |
2.3 |
|
CMX SILVER |
U.S. |
|
5,628 |
7.6 |
4,089 |
5.5 |
73,890 |
2,728 |
5.4 |
1,792 |
3.6 |
50,066 |
NON U.S. |
|
3,521 |
4.8 |
7,023 |
9.5 |
|
8,094 |
16.2 |
8,160 |
16.3 |
|
|
10 |
9,149 |
12.4 |
11,112 |
15.0 |
|
10,822 |
21.6 |
9,952 |
19.9 |
|
CMX GOLD |
U.S. |
|
121,500 |
13.1 |
121,700 |
13.1 |
929,408 |
22,995 |
6.0 |
28,974 |
7.5 |
385,504 |
NON U.S. |
|
37,691 |
4.1 |
59,756 |
6.4 |
|
28,331 |
7.3 |
30,284 |
7.9 |
|
|
18 |
159,191 |
17.1 |
181,456 |
19.5 |
|
51,326 |
13.3 |
59,258 |
15.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,349,362 |
4.5 |
829,064 |
2.8 |
29,956,414 |
959,327 |
3.4 |
1,263,375 |
4.4 |
28,615,782 |
NON U.S. |
23 |
854,997 |
2.9 |
915,489 |
3.1 |
|
1,016,183 |
3.6 |
538,366 |
1.9 |
|
|
30 |
2,204,359 |
7.4 |
1,744,553 |
5.8 |
|
1,975,510 |
6.9 |
1,801,741 |
6.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
6,740 |
0.5 |
2,538 |
0.2 |
1,246,815 |
3,088 |
0.1 |
1,895 |
0.1 |
3,127,965 |
NON U.S. |
|
16,099 |
1.3 |
28,353 |
2.3 |
|
33,922 |
1.1 |
33,764 |
1.1 |
|
|
10 |
22,839 |
1.8 |
30,891 |
2.5 |
|
37,010 |
1.2 |
35,659 |
1.1 |
|