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REPORT DATE: 2/4/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
2,300 |
1.1 |
5,350 |
2.5 |
211,676 |
2,270 |
1.3 |
3,220 |
1.8 |
180,503 |
NON U.S. |
|
6,895 |
3.3 |
28,423 |
13.4 |
|
4,990 |
2.8 |
15,540 |
8.6 |
|
|
8 |
9,195 |
4.3 |
33,773 |
16.0 |
|
7,260 |
4.0 |
18,760 |
10.4 |
|
CBT CORN |
U.S. |
|
1,859 |
0.3 |
6,339 |
1.1 |
593,083 |
1,200 |
0.3 |
9,350 |
2.2 |
418,351 |
NON U.S. |
|
5,843 |
1.0 |
32,485 |
5.5 |
|
300 |
0.1 |
13,993 |
3.3 |
|
|
5 |
7,702 |
1.3 |
38,824 |
6.5 |
|
1,500 |
0.4 |
23,343 |
5.6 |
|
CBT SOYBEANS |
U.S. |
|
1,939 |
0.5 |
2,825 |
0.8 |
375,585 |
0 |
0.0 |
1,086 |
0.5 |
239,729 |
NON U.S. |
|
10,330 |
2.8 |
26,680 |
7.1 |
|
350 |
0.1 |
4,750 |
2.0 |
|
|
5 |
12,269 |
3.3 |
29,505 |
7.9 |
|
350 |
0.1 |
5,836 |
2.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
11,950 |
2.3 |
12,382 |
2.4 |
509,128 |
6,346 |
0.9 |
6,802 |
0.9 |
741,857 |
NON U.S. |
9 |
27,115 |
5.3 |
60,100 |
11.8 |
|
79,050 |
10.7 |
45,795 |
6.2 |
|
|
14 |
39,065 |
7.7 |
72,482 |
14.2 |
|
85,396 |
11.5 |
52,597 |
7.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
4,145 |
15.7 |
3,625 |
13.7 |
26,418 |
850 |
12.7 |
100 |
1.5 |
6,669 |
NON U.S. |
|
860 |
3.3 |
1,555 |
5.9 |
|
50 |
0.7 |
635 |
9.5 |
|
|
7 |
5,005 |
18.9 |
5,180 |
19.6 |
|
900 |
13.5 |
735 |
11.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
244,110 |
10.9 |
255,650 |
11.4 |
2,239,278 |
163,092 |
9.2 |
149,380 |
8.5 |
1,764,007 |
NON U.S. |
|
33,180 |
1.5 |
51,340 |
2.3 |
|
15,220 |
0.9 |
24,760 |
1.4 |
|
|
8 |
277,290 |
12.4 |
306,990 |
13.7 |
|
178,312 |
10.1 |
174,140 |
9.9 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
83,721 |
6.8 |
123,405 |
10.0 |
1,231,068 |
64,483 |
7.2 |
67,833 |
7.5 |
900,728 |
NON U.S. |
|
29,939 |
2.4 |
87,841 |
7.1 |
|
13,020 |
1.4 |
27,947 |
3.1 |
|
|
10 |
113,660 |
9.2 |
211,246 |
17.2 |
|
77,503 |
8.6 |
95,780 |
10.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,701 |
22.3 |
300 |
3.9 |
7,628 |
606 |
4.3 |
300 |
2.1 |
14,020 |
NON U.S. |
|
2,346 |
30.8 |
3,388 |
44.4 |
|
1,655 |
11.8 |
2,542 |
18.1 |
|
|
6 |
4,047 |
53.1 |
3,688 |
48.3 |
|
2,261 |
16.1 |
2,842 |
20.3 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
1,700 |
19.1 |
1,900 |
21.3 |
8,904 |
0 |
0.0 |
0 |
0.0 |
1,700 |
NON U.S. |
|
600 |
6.7 |
1,920 |
21.6 |
|
200 |
11.8 |
100 |
5.9 |
|
|
8 |
2,300 |
## |
3,820 |
42.9 |
|
200 |
11.8 |
100 |
5.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
200 |
0.3 |
100 |
0.2 |
62,638 |
0 |
0.0 |
0 |
0.0 |
46,568 |
NON U.S. |
|
3,650 |
5.8 |
675 |
1.1 |
|
0 |
0.0 |
4,900 |
10.5 |
|
|
5 |
3,850 |
6.1 |
775 |
1.2 |
|
0 |
0.0 |
4,900 |
10.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
143,912 |
7.1 |
79,414 |
3.9 |
2,036,286 |
80,597 |
3.1 |
113,225 |
4.3 |
2,628,650 |
NON U.S. |
24 |
130,214 |
6.4 |
238,603 |
11.7 |
|
153,391 |
5.8 |
174,786 |
6.6 |
|
|
32 |
274,126 |
13.5 |
318,017 |
15.6 |
|
233,988 |
8.9 |
288,011 |
11.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
9,600 |
1.4 |
11,400 |
1.7 |
666,139 |
13,050 |
1.0 |
13,300 |
1.0 |
1,307,590 |
NON U.S. |
|
70,570 |
10.6 |
109,330 |
16.4 |
|
68,520 |
5.2 |
58,793 |
4.5 |
|
|
12 |
80,170 |
12.0 |
120,730 |
18.1 |
|
81,570 |
6.2 |
72,093 |
5.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
51,900 |
13.0 |
59,600 |
14.9 |
400,684 |
34,850 |
12.7 |
33,512 |
12.2 |
275,024 |
NON U.S. |
|
5,550 |
1.4 |
6,075 |
1.5 |
|
3,925 |
1.4 |
3,600 |
1.3 |
|
|
8 |
57,450 |
14.3 |
65,675 |
16.4 |
|
38,775 |
14.1 |
37,112 |
13.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
85,791 |
7.0 |
85,995 |
7.0 |
1,230,392 |
58,937 |
6.1 |
48,180 |
5.0 |
965,481 |
NON U.S. |
|
41,608 |
3.4 |
88,979 |
7.2 |
|
49,123 |
5.1 |
38,489 |
4.0 |
|
|
21 |
127,399 |
10.4 |
174,974 |
14.2 |
|
108,060 |
11.2 |
86,669 |
9.0 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
12,959 |
7.9 |
22,097 |
13.4 |
164,489 |
23,438 |
10.4 |
18,459 |
8.2 |
225,781 |
NON U.S. |
|
8,657 |
5.3 |
47,682 |
29.0 |
|
37,248 |
16.5 |
23,879 |
10.6 |
|
|
11 |
21,616 |
13.1 |
69,779 |
42.4 |
|
60,686 |
26.9 |
42,338 |
18.8 |
|
ICUS COFFEE C |
U.S. |
|
840 |
0.6 |
621 |
0.4 |
142,921 |
600 |
0.5 |
175 |
0.1 |
118,963 |
NON U.S. |
|
389 |
0.3 |
675 |
0.5 |
|
385 |
0.3 |
63 |
0.1 |
|
|
5 |
1,229 |
0.9 |
1,296 |
0.9 |
|
985 |
0.8 |
238 |
0.2 |
|
CMX SILVER |
U.S. |
|
3,707 |
4.0 |
4,430 |
4.7 |
93,471 |
2,952 |
5.3 |
2,580 |
4.6 |
55,955 |
NON U.S. |
|
6,385 |
6.8 |
12,249 |
13.1 |
|
9,008 |
16.1 |
11,283 |
20.2 |
|
|
12 |
10,092 |
10.8 |
16,679 |
17.8 |
|
11,960 |
21.4 |
13,863 |
24.8 |
|
CMX GOLD |
U.S. |
|
137,575 |
13.7 |
134,751 |
13.4 |
1,007,324 |
24,231 |
5.8 |
25,743 |
6.2 |
415,309 |
NON U.S. |
|
40,994 |
4.1 |
59,436 |
5.9 |
|
27,428 |
6.6 |
29,090 |
7.0 |
|
|
17 |
178,569 |
17.7 |
194,187 |
19.3 |
|
51,659 |
12.4 |
54,833 |
13.2 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,227,738 |
4.5 |
708,405 |
2.6 |
27,416,005 |
779,985 |
3.6 |
964,131 |
4.5 |
21,641,473 |
NON U.S. |
24 |
922,436 |
3.4 |
1,144,390 |
4.2 |
|
785,820 |
3.6 |
354,554 |
1.6 |
|
|
31 |
2,150,174 |
7.8 |
1,852,795 |
6.8 |
|
1,565,805 |
7.2 |
1,318,685 |
6.1 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
11,278 |
0.9 |
1,873 |
0.2 |
1,196,059 |
2,982 |
0.1 |
1,867 |
0.1 |
2,673,996 |
NON U.S. |
|
2,294 |
0.2 |
4,705 |
0.4 |
|
12,899 |
0.5 |
27,611 |
1.0 |
|
|
11 |
13,572 |
1.1 |
6,578 |
0.5 |
|
15,881 |
0.6 |
29,478 |
1.1 |
|