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REPORT DATE: 7/7/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,235 |
0.8 |
5,101 |
3.3 |
154,022 |
0 |
0.0 |
4,060 |
3.1 |
129,682 |
NON U.S. |
|
1,980 |
1.3 |
18,790 |
12.2 |
|
875 |
0.7 |
8,756 |
6.8 |
|
|
6 |
3,215 |
2.1 |
23,891 |
15.5 |
|
875 |
0.7 |
12,816 |
9.9 |
|
CBT CORN |
U.S. |
|
3,771 |
0.5 |
6,289 |
0.9 |
697,973 |
5,729 |
1.1 |
14,853 |
2.8 |
533,775 |
NON U.S. |
|
4,059 |
0.6 |
9,000 |
1.3 |
|
9,425 |
1.8 |
17,150 |
3.2 |
|
|
7 |
7,830 |
1.1 |
15,289 |
2.2 |
|
15,154 |
2.8 |
32,003 |
6.0 |
|
CBT SOYBEANS |
U.S. |
|
886 |
0.2 |
3,443 |
0.9 |
375,892 |
0 |
0.0 |
7,468 |
3.0 |
252,796 |
NON U.S. |
|
1,500 |
0.4 |
23,330 |
6.2 |
|
2,737 |
1.1 |
16,347 |
6.5 |
|
|
5 |
2,386 |
0.6 |
26,773 |
7.1 |
|
2,737 |
1.1 |
23,815 |
9.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
15,787 |
5.5 |
4,726 |
1.7 |
285,397 |
14,559 |
4.3 |
13,581 |
4.0 |
338,754 |
NON U.S. |
5 |
12,413 |
4.3 |
6,818 |
2.4 |
|
7,452 |
2.2 |
13,559 |
4.0 |
|
|
10 |
28,200 |
9.9 |
11,544 |
4.0 |
|
22,011 |
6.5 |
27,140 |
8.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,650 |
15.2 |
1,600 |
9.2 |
17,482 |
800 |
12.3 |
450 |
6.9 |
6,495 |
NON U.S. |
|
300 |
1.7 |
1,125 |
6.4 |
|
100 |
1.5 |
80 |
1.2 |
|
|
6 |
2,950 |
16.9 |
2,725 |
15.6 |
|
900 |
13.9 |
530 |
8.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
272,985 |
9.0 |
327,300 |
10.8 |
3,032,479 |
125,890 |
5.7 |
136,510 |
6.2 |
2,203,812 |
NON U.S. |
|
29,125 |
1.0 |
65,284 |
2.2 |
|
36,580 |
1.7 |
47,020 |
2.1 |
|
|
8 |
302,110 |
10.0 |
392,584 |
12.9 |
|
162,470 |
7.4 |
183,530 |
8.3 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
106,406 |
7.1 |
198,080 |
13.1 |
1,507,978 |
75,192 |
7.7 |
74,618 |
7.7 |
973,987 |
NON U.S. |
|
31,760 |
2.1 |
117,556 |
7.8 |
|
29,289 |
3.0 |
35,127 |
3.6 |
|
|
11 |
138,166 |
9.2 |
315,636 |
20.9 |
|
104,481 |
10.7 |
109,745 |
11.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
3,366 |
28.9 |
2,610 |
22.4 |
11,633 |
483 |
4.8 |
1,578 |
15.7 |
10,074 |
NON U.S. |
|
3,637 |
31.3 |
3,546 |
30.5 |
|
1,686 |
16.7 |
3,688 |
36.6 |
|
|
7 |
7,003 |
## |
6,156 |
52.9 |
|
2,169 |
21.5 |
5,266 |
52.3 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
4,100 |
26.3 |
4,500 |
28.9 |
15,584 |
0 |
0.0 |
960 |
24.0 |
4,000 |
NON U.S. |
|
700 |
4.5 |
2,660 |
17.1 |
|
1,500 |
37.5 |
100 |
2.5 |
|
|
8 |
4,800 |
## |
7,160 |
45.9 |
|
1,500 |
37.5 |
1,060 |
26.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
850 |
1.5 |
200 |
0.4 |
56,610 |
275 |
0.5 |
100 |
0.2 |
57,387 |
NON U.S. |
|
655 |
1.2 |
285 |
0.5 |
|
130 |
0.2 |
1,969 |
3.4 |
|
|
6 |
1,505 |
2.7 |
485 |
0.9 |
|
405 |
0.7 |
2,069 |
3.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
48,365 |
4.1 |
56,043 |
4.8 |
1,177,816 |
72,749 |
5.9 |
80,196 |
6.5 |
1,227,503 |
NON U.S. |
15 |
18,127 |
1.5 |
83,990 |
7.1 |
|
149,793 |
12.2 |
120,232 |
9.8 |
|
|
20 |
66,492 |
5.6 |
140,033 |
11.9 |
|
222,542 |
18.1 |
200,428 |
16.3 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
1,750 |
0.4 |
15,558 |
3.5 |
449,269 |
13,250 |
1.8 |
59,518 |
8.2 |
725,125 |
NON U.S. |
6 |
10,526 |
2.3 |
7,375 |
1.6 |
|
23,420 |
3.2 |
23,701 |
3.3 |
|
|
11 |
12,276 |
2.7 |
22,933 |
5.1 |
|
36,670 |
5.1 |
83,219 |
11.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
54,800 |
14.0 |
52,156 |
13.3 |
391,629 |
24,175 |
11.5 |
29,231 |
13.8 |
211,056 |
NON U.S. |
|
8,950 |
2.3 |
10,050 |
2.6 |
|
3,275 |
1.6 |
3,100 |
1.5 |
|
|
8 |
63,750 |
16.3 |
62,206 |
15.9 |
|
27,450 |
13.0 |
32,331 |
15.3 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
100,334 |
8.2 |
93,469 |
7.6 |
1,222,308 |
56,623 |
6.7 |
48,679 |
5.8 |
843,985 |
NON U.S. |
|
54,594 |
4.5 |
76,298 |
6.2 |
|
39,408 |
4.7 |
31,841 |
3.8 |
|
|
18 |
154,928 |
12.7 |
169,767 |
13.9 |
|
96,031 |
11.4 |
80,520 |
9.5 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
16,387 |
9.9 |
21,276 |
12.8 |
166,056 |
19,214 |
9.8 |
15,114 |
7.7 |
196,692 |
NON U.S. |
8 |
16,872 |
10.2 |
50,165 |
30.2 |
|
41,704 |
21.2 |
22,601 |
11.5 |
|
|
12 |
33,259 |
## |
71,441 |
43.0 |
|
60,918 |
31.0 |
37,715 |
19.2 |
|
ICUS COFFEE C |
U.S. |
|
288 |
0.2 |
275 |
0.2 |
116,550 |
0 |
0.0 |
500 |
0.7 |
70,820 |
NON U.S. |
|
837 |
0.7 |
792 |
0.7 |
|
285 |
0.4 |
50 |
0.1 |
|
|
5 |
1,125 |
1.0 |
1,067 |
0.9 |
|
285 |
0.4 |
550 |
0.8 |
|
CMX SILVER |
U.S. |
|
3,797 |
5.4 |
3,377 |
4.8 |
69,945 |
1,815 |
4.9 |
4,367 |
11.8 |
37,070 |
NON U.S. |
|
3,171 |
4.5 |
4,309 |
6.2 |
|
4,294 |
11.6 |
4,141 |
11.2 |
|
|
9 |
6,968 |
10.0 |
7,686 |
11.0 |
|
6,109 |
16.5 |
8,508 |
23.0 |
|
CMX GOLD |
U.S. |
|
124,763 |
13.7 |
139,761 |
15.4 |
909,933 |
15,838 |
4.6 |
23,309 |
6.8 |
342,726 |
NON U.S. |
|
29,223 |
3.2 |
34,964 |
3.8 |
|
18,399 |
5.4 |
20,042 |
5.8 |
|
|
18 |
153,986 |
16.9 |
174,725 |
19.2 |
|
34,237 |
10.0 |
43,351 |
12.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
992,976 |
5.5 |
553,597 |
3.1 |
17,909,382 |
723,284 |
3.5 |
789,656 |
3.8 |
20,595,592 |
NON U.S. |
19 |
669,569 |
3.7 |
518,010 |
2.9 |
|
694,204 |
3.4 |
238,877 |
1.2 |
|
|
26 |
1,662,545 |
9.3 |
1,071,607 |
6.0 |
|
1,417,488 |
6.9 |
1,028,533 |
5.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
6,039 |
0.5 |
2,028 |
0.2 |
1,165,043 |
0 |
0.0 |
1,348 |
0.1 |
2,040,619 |
NON U.S. |
|
5,377 |
0.5 |
9,832 |
0.8 |
|
35,344 |
1.7 |
18,388 |
0.9 |
|
|
9 |
11,416 |
1.0 |
11,860 |
1.0 |
|
35,344 |
1.7 |
19,736 |
1.0 |
|