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REPORT DATE: 1/5/2021 |
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 |
3,029 |
1.9 |
160,949 |
550 |
0.4 |
6,490 |
5.2 |
125,150 |
NON U.S. |
|
1,250 |
0.8 |
5,714 |
3.6 |
|
600 |
0.5 |
6,500 |
5.2 |
|
|
6 |
1,524 |
0.9 |
8,743 |
5.4 |
|
1,150 |
0.9 |
12,990 |
10.4 |
|
CBT CORN |
U.S. |
|
300 |
0.0 |
6,735 |
0.8 |
824,508 |
275 |
0.0 |
12,768 |
2.2 |
587,136 |
NON U.S. |
|
1,675 |
0.2 |
6,930 |
0.8 |
|
200 |
0.0 |
200 |
0.0 |
|
|
5 |
1,975 |
0.2 |
13,665 |
1.7 |
|
475 |
0.1 |
12,968 |
2.2 |
|
CBT SOYBEANS |
U.S. |
|
125 |
0.0 |
4,011 |
0.8 |
492,782 |
550 |
0.1 |
3,608 |
0.9 |
380,531 |
NON U.S. |
|
300 |
0.1 |
11,232 |
2.3 |
|
573 |
0.2 |
7,371 |
1.9 |
|
|
5 |
425 |
0.1 |
15,243 |
3.1 |
|
1,123 |
0.3 |
10,979 |
2.9 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
24,027 |
8.0 |
3,460 |
1.2 |
298,637 |
11,118 |
3.5 |
12,867 |
4.1 |
316,644 |
NON U.S. |
|
12,507 |
4.2 |
18,943 |
6.3 |
|
9,126 |
2.9 |
8,406 |
2.7 |
|
|
10 |
36,534 |
12.2 |
22,403 |
7.5 |
|
20,244 |
6.4 |
21,273 |
6.7 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
1,725 |
16.9 |
500 |
4.9 |
10,183 |
200 |
3.4 |
250 |
4.2 |
5,921 |
NON U.S. |
|
445 |
4.4 |
75 |
0.7 |
|
0 |
0.0 |
120 |
2.0 |
|
|
6 |
2,170 |
21.3 |
575 |
5.6 |
|
200 |
3.4 |
370 |
6.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
318,800 |
11.0 |
404,600 |
14.0 |
2,888,919 |
155,720 |
8.6 |
102,480 |
5.7 |
1,803,705 |
NON U.S. |
|
43,040 |
1.5 |
83,678 |
2.9 |
|
54,604 |
3.0 |
33,700 |
1.9 |
|
|
7 |
361,840 |
12.5 |
488,278 |
16.9 |
|
210,324 |
11.7 |
136,180 |
7.6 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
153,184 |
9.2 |
260,462 |
15.7 |
1,661,478 |
131,945 |
17.7 |
56,517 |
7.6 |
745,534 |
NON U.S. |
8 |
34,714 |
2.1 |
151,174 |
9.1 |
|
61,916 |
8.3 |
37,287 |
5.0 |
|
|
12 |
187,898 |
11.3 |
411,636 |
24.8 |
|
193,861 |
26.0 |
93,804 |
12.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
5,732 |
27.3 |
8,618 |
41.1 |
20,985 |
5,194 |
37.8 |
2,580 |
18.8 |
13,741 |
NON U.S. |
|
6,098 |
29.1 |
2,772 |
13.2 |
|
1,135 |
8.3 |
5,711 |
41.6 |
|
|
7 |
11,830 |
56.4 |
11,390 |
54.3 |
|
6,329 |
46.1 |
8,291 |
60.3 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
3,600 |
36.7 |
3,240 |
33.0 |
9,808 |
400 |
12.8 |
200 |
6.4 |
3,120 |
NON U.S. |
|
0 |
0.0 |
200 |
2.0 |
|
200 |
6.4 |
0 |
0.0 |
|
|
5 |
3,600 |
36.7 |
3,440 |
35.1 |
|
600 |
19.2 |
200 |
6.4 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
27,798 |
4.0 |
22,640 |
3.2 |
697,625 |
92,055 |
5.0 |
24,339 |
1.3 |
1,846,508 |
NON U.S. |
17 |
33,114 |
4.7 |
99,158 |
14.2 |
|
145,635 |
7.9 |
69,038 |
3.7 |
|
|
22 |
60,912 |
8.7 |
121,798 |
17.5 |
|
237,690 |
12.9 |
93,377 |
5.1 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
0 |
0.0 |
5,110 |
2.8 |
182,317 |
2,000 |
0.6 |
6,110 |
1.9 |
315,830 |
NON U.S. |
|
11,393 |
6.2 |
38,450 |
21.1 |
|
16,966 |
5.4 |
10,327 |
3.3 |
|
|
8 |
11,393 |
6.2 |
43,560 |
23.9 |
|
18,966 |
6.0 |
16,437 |
5.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
32,995 |
17.1 |
42,570 |
22.1 |
192,862 |
22,810 |
19.9 |
20,415 |
17.8 |
114,777 |
NON U.S. |
|
2,700 |
1.4 |
4,100 |
2.1 |
|
2,450 |
2.1 |
2,550 |
2.2 |
|
|
7 |
35,695 |
18.5 |
46,670 |
24.2 |
|
25,260 |
22.0 |
22,965 |
20.0 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
60,657 |
7.2 |
82,271 |
9.8 |
839,712 |
51,089 |
7.9 |
23,764 |
3.7 |
642,714 |
NON U.S. |
|
28,214 |
3.4 |
70,191 |
8.4 |
|
34,646 |
5.4 |
12,725 |
2.0 |
|
|
16 |
88,871 |
10.6 |
152,462 |
18.2 |
|
85,735 |
13.3 |
36,489 |
5.7 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
7,836 |
6.7 |
23,679 |
20.4 |
116,097 |
42,112 |
24.8 |
22,562 |
13.3 |
170,061 |
NON U.S. |
8 |
9,186 |
7.9 |
34,445 |
29.7 |
|
32,169 |
18.9 |
23,781 |
14.0 |
|
|
12 |
17,022 |
14.7 |
58,124 |
50.1 |
|
74,281 |
43.7 |
46,343 |
27.3 |
|
CMX SILVER |
U.S. |
|
2,889 |
4.1 |
2,103 |
3.0 |
70,981 |
2,117 |
7.3 |
1,601 |
5.5 |
28,849 |
NON U.S. |
|
2,242 |
3.2 |
2,058 |
2.9 |
|
2,188 |
7.6 |
1,521 |
5.3 |
|
|
9 |
5,131 |
7.2 |
4,161 |
5.9 |
|
4,305 |
14.9 |
3,122 |
10.8 |
|
CMX GOLD |
U.S. |
|
65,961 |
9.1 |
102,521 |
14.1 |
725,400 |
4,408 |
2.0 |
6,982 |
3.2 |
220,608 |
NON U.S. |
|
12,691 |
1.7 |
18,680 |
2.6 |
|
7,099 |
3.2 |
9,842 |
4.5 |
|
|
14 |
78,652 |
10.8 |
121,201 |
16.7 |
|
11,507 |
5.2 |
16,824 |
7.6 |
|
CME EURO FX |
U.S. |
|
2,496 |
2.7 |
252 |
0.3 |
91,489 |
515 |
0.4 |
86 |
0.1 |
125,105 |
NON U.S. |
|
2,024 |
2.2 |
2,129 |
2.3 |
|
1,440 |
1.2 |
5,404 |
4.3 |
|
|
6 |
4,520 |
4.9 |
2,381 |
2.6 |
|
1,955 |
1.6 |
5,490 |
4.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
5 |
700,563 |
6.7 |
236,388 |
2.2 |
10,529,731 |
362,868 |
2.7 |
363,931 |
2.7 |
13,487,482 |
NON U.S. |
21 |
583,028 |
5.5 |
271,866 |
2.6 |
|
448,039 |
3.3 |
269,422 |
2.0 |
|
|
26 |
1,283,591 |
12.2 |
508,254 |
4.8 |
|
810,907 |
6.0 |
633,353 |
4.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
5,052 |
0.7 |
0 |
0.0 |
742,440 |
0 |
0.0 |
0 |
0.0 |
1,773,911 |
NON U.S. |
|
4,658 |
0.6 |
13,869 |
1.9 |
|
15,226 |
0.9 |
33,628 |
1.9 |
|
|
10 |
9,710 |
1.3 |
13,869 |
1.9 |
|
15,226 |
0.9 |
33,628 |
1.9 |
|