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REPORT DATE: 12/1/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
274 |
0.2 |
2,909 |
2.1 |
136,190 |
550 |
0.5 |
6,370 |
5.5 |
116,262 |
NON U.S. |
|
400 |
0.3 |
5,714 |
4.2 |
|
600 |
0.5 |
6,500 |
5.6 |
|
|
6 |
674 |
0.5 |
8,623 |
6.3 |
|
1,150 |
1.0 |
12,870 |
11.1 |
|
CBT CORN |
U.S. |
|
300 |
0.0 |
6,860 |
0.9 |
724,429 |
275 |
0.1 |
12,868 |
2.9 |
436,630 |
NON U.S. |
|
850 |
0.1 |
5,930 |
0.8 |
|
200 |
0.0 |
0 |
0.0 |
|
|
5 |
1,150 |
0.2 |
12,790 |
1.8 |
|
475 |
0.1 |
12,868 |
2.9 |
|
CBT SOYBEANS |
U.S. |
|
150 |
0.0 |
4,516 |
0.9 |
503,440 |
625 |
0.2 |
3,994 |
1.0 |
398,090 |
NON U.S. |
|
750 |
0.1 |
11,232 |
2.2 |
|
1,002 |
0.3 |
7,350 |
1.8 |
|
|
6 |
900 |
0.2 |
15,748 |
3.1 |
|
1,627 |
0.4 |
11,344 |
2.8 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
35,568 |
10.5 |
4,438 |
1.3 |
339,579 |
8,142 |
2.5 |
8,543 |
2.6 |
331,687 |
NON U.S. |
9 |
18,801 |
5.5 |
21,707 |
6.4 |
|
27,199 |
8.2 |
20,047 |
6.0 |
|
|
13 |
54,369 |
16.0 |
26,145 |
7.7 |
|
35,341 |
10.7 |
28,590 |
8.6 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,175 |
12.6 |
225 |
2.4 |
9,329 |
100 |
2.0 |
100 |
2.0 |
5,124 |
NON U.S. |
|
145 |
1.6 |
75 |
0.8 |
|
0 |
0.0 |
120 |
2.3 |
|
|
6 |
1,320 |
14.1 |
300 |
3.2 |
|
100 |
2.0 |
220 |
4.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
309,540 |
10.5 |
427,580 |
14.5 |
2,951,246 |
165,340 |
9.2 |
119,620 |
6.7 |
1,794,501 |
NON U.S. |
|
40,340 |
1.4 |
82,324 |
2.8 |
|
53,520 |
3.0 |
34,960 |
1.9 |
|
|
7 |
349,880 |
11.9 |
509,904 |
17.3 |
|
218,860 |
12.2 |
154,580 |
8.6 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
126,012 |
7.6 |
255,476 |
15.4 |
1,658,556 |
127,579 |
16.6 |
58,170 |
7.6 |
767,197 |
NON U.S. |
8 |
30,849 |
1.9 |
145,979 |
8.8 |
|
62,107 |
8.1 |
33,615 |
4.4 |
|
|
12 |
156,861 |
9.5 |
401,455 |
24.2 |
|
189,686 |
24.7 |
91,785 |
12.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
5,157 |
24.1 |
9,354 |
43.7 |
21,413 |
5,606 |
37.8 |
2,774 |
18.7 |
14,813 |
NON U.S. |
|
6,403 |
29.9 |
2,912 |
13.6 |
|
1,216 |
8.2 |
6,103 |
41.2 |
|
|
7 |
11,560 |
54.0 |
12,266 |
57.3 |
|
6,822 |
46.1 |
8,877 |
59.9 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
4 |
4,100 |
24.6 |
4,680 |
28.0 |
16,700 |
840 |
8.5 |
1,560 |
15.9 |
9,840 |
NON U.S. |
5 |
600 |
3.6 |
2,540 |
15.2 |
|
1,800 |
18.3 |
400 |
4.1 |
|
|
9 |
4,700 |
28.1 |
7,220 |
43.2 |
|
2,640 |
26.8 |
1,960 |
19.9 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
18,352 |
1.9 |
28,419 |
2.9 |
974,132 |
60,887 |
4.7 |
37,515 |
2.9 |
1,282,323 |
NON U.S. |
14 |
57,686 |
5.9 |
110,068 |
11.3 |
|
149,562 |
11.7 |
131,711 |
10.3 |
|
|
18 |
76,038 |
7.8 |
138,487 |
14.2 |
|
210,449 |
16.4 |
169,226 |
13.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
2,000 |
0.5 |
500 |
0.1 |
380,944 |
17,080 |
6.4 |
7,040 |
2.6 |
267,437 |
NON U.S. |
|
24,757 |
6.5 |
29,105 |
7.6 |
|
14,533 |
5.4 |
15,199 |
5.7 |
|
|
7 |
26,757 |
7.0 |
29,605 |
7.8 |
|
31,613 |
11.8 |
22,239 |
8.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
32,414 |
17.3 |
46,161 |
24.6 |
187,685 |
20,140 |
21.0 |
12,715 |
13.3 |
95,881 |
NON U.S. |
|
2,150 |
1.1 |
4,200 |
2.2 |
|
2,000 |
2.1 |
1,100 |
1.1 |
|
|
7 |
34,564 |
18.4 |
50,361 |
26.8 |
|
22,140 |
23.1 |
13,815 |
14.4 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
10,105 |
23.7 |
13,459 |
31.6 |
42,602 |
18,657 |
36.6 |
11,869 |
23.3 |
50,919 |
NON U.S. |
|
200 |
0.5 |
2,010 |
4.7 |
|
1,530 |
3.0 |
1,055 |
2.1 |
|
|
5 |
10,305 |
24.2 |
15,469 |
36.3 |
|
20,187 |
39.6 |
12,924 |
25.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
59,990 |
7.5 |
74,817 |
9.4 |
795,859 |
40,561 |
6.7 |
21,685 |
3.6 |
601,033 |
NON U.S. |
|
25,289 |
3.2 |
57,036 |
7.2 |
|
25,635 |
4.3 |
10,316 |
1.7 |
|
|
15 |
85,279 |
10.7 |
131,853 |
16.6 |
|
66,196 |
11.0 |
32,001 |
5.3 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
9,433 |
7.7 |
20,242 |
16.5 |
122,648 |
35,386 |
20.4 |
21,896 |
12.6 |
173,697 |
NON U.S. |
8 |
10,778 |
8.8 |
36,265 |
29.6 |
|
32,172 |
18.5 |
23,327 |
13.4 |
|
|
12 |
20,211 |
16.5 |
56,507 |
46.1 |
|
67,558 |
38.9 |
45,223 |
26.0 |
|
CMX SILVER |
U.S. |
|
3,771 |
5.8 |
3,496 |
5.4 |
64,601 |
3,010 |
10.5 |
2,101 |
7.3 |
28,705 |
NON U.S. |
|
2,026 |
3.1 |
1,989 |
3.1 |
|
1,750 |
6.1 |
1,323 |
4.6 |
|
|
8 |
5,797 |
9.0 |
5,485 |
8.5 |
|
4,760 |
16.6 |
3,424 |
11.9 |
|
CMX GOLD |
U.S. |
|
71,873 |
9.7 |
100,176 |
13.6 |
739,138 |
4,793 |
2.1 |
9,133 |
3.9 |
232,959 |
NON U.S. |
|
12,983 |
1.8 |
20,789 |
2.8 |
|
7,794 |
3.3 |
11,029 |
4.7 |
|
|
16 |
84,856 |
11.5 |
120,965 |
16.4 |
|
12,587 |
5.4 |
20,162 |
8.7 |
|
CME EURO FX |
U.S. |
|
2,161 |
1.9 |
2,320 |
2.0 |
114,453 |
1,115 |
0.7 |
1,440 |
1.0 |
149,615 |
NON U.S. |
|
4,876 |
4.3 |
1,225 |
1.1 |
|
1,519 |
1.0 |
5,936 |
4.0 |
|
|
6 |
7,037 |
6.1 |
3,545 |
3.1 |
|
2,634 |
1.8 |
7,376 |
4.9 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
849,028 |
6.2 |
380,568 |
2.8 |
13,763,516 |
480,570 |
2.5 |
485,254 |
2.5 |
19,160,609 |
NON U.S. |
23 |
808,758 |
5.9 |
358,341 |
2.6 |
|
632,326 |
3.3 |
392,636 |
2.0 |
|
|
29 |
1,657,786 |
12.0 |
738,909 |
5.4 |
|
1,112,896 |
5.8 |
877,890 |
4.6 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,175 |
0.5 |
0 |
0.0 |
1,008,106 |
0 |
0.0 |
0 |
0.0 |
2,095,622 |
NON U.S. |
|
5,210 |
0.5 |
13,118 |
1.3 |
|
37,205 |
1.8 |
31,397 |
1.5 |
|
|
10 |
10,385 |
1.0 |
13,118 |
1.3 |
|
37,205 |
1.8 |
31,397 |
1.5 |
|