/MarketReports/BankParticipationReports/deamay20o
Skip to main content
|
REPORT DATE: 5/5/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
150 |
0.1 |
6,954 |
3.7 |
188,832 |
4,599 |
2.6 |
3,570 |
2.0 |
179,797 |
NON U.S. |
|
787 |
0.4 |
23,402 |
12.4 |
|
7,166 |
4.0 |
16,477 |
9.2 |
|
|
5 |
937 |
0.5 |
30,356 |
16.1 |
|
11,765 |
6.5 |
20,047 |
11.1 |
|
CBT CORN |
U.S. |
|
3,606 |
0.6 |
5,880 |
1.0 |
587,374 |
5,516 |
1.1 |
10,435 |
2.0 |
517,519 |
NON U.S. |
|
4,925 |
0.8 |
12,675 |
2.2 |
|
7,925 |
1.5 |
21,650 |
4.2 |
|
|
6 |
8,531 |
1.5 |
18,555 |
3.2 |
|
13,441 |
2.6 |
32,085 |
6.2 |
|
CBT SOYBEANS |
U.S. |
|
2,968 |
0.8 |
3,418 |
1.0 |
355,066 |
150 |
0.1 |
6,068 |
2.2 |
274,526 |
NON U.S. |
|
6,700 |
1.9 |
28,430 |
8.0 |
|
2,287 |
0.8 |
17,250 |
6.3 |
|
|
5 |
9,668 |
2.7 |
31,848 |
9.0 |
|
2,437 |
0.9 |
23,318 |
8.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
12,722 |
4.9 |
15,809 |
6.0 |
261,782 |
10,658 |
2.5 |
15,887 |
3.7 |
424,481 |
NON U.S. |
4 |
3,055 |
1.2 |
4,350 |
1.7 |
|
7,290 |
1.7 |
13,954 |
3.3 |
|
|
8 |
15,777 |
6.0 |
20,159 |
7.7 |
|
17,948 |
4.2 |
29,841 |
7.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
4,375 |
16.3 |
3,075 |
11.4 |
26,896 |
500 |
7.8 |
200 |
3.1 |
6,372 |
NON U.S. |
|
980 |
3.6 |
1,640 |
6.1 |
|
0 |
0.0 |
565 |
8.9 |
|
|
7 |
5,355 |
19.9 |
4,715 |
17.5 |
|
500 |
7.8 |
765 |
12.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
260,055 |
9.4 |
298,482 |
10.8 |
2,775,483 |
150,572 |
7.2 |
157,074 |
7.5 |
2,103,542 |
NON U.S. |
|
27,105 |
1.0 |
68,045 |
2.5 |
|
34,820 |
1.7 |
44,700 |
2.1 |
|
|
8 |
287,160 |
10.3 |
366,527 |
13.2 |
|
185,392 |
8.8 |
201,774 |
9.6 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
105,474 |
7.1 |
175,946 |
11.9 |
1,484,761 |
80,713 |
8.2 |
94,216 |
9.5 |
986,777 |
NON U.S. |
|
31,755 |
2.1 |
104,549 |
7.0 |
|
23,433 |
2.4 |
29,820 |
3.0 |
|
|
10 |
137,229 |
9.2 |
280,495 |
18.9 |
|
104,146 |
10.6 |
124,036 |
12.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
3,487 |
28.5 |
2,670 |
21.8 |
12,256 |
424 |
3.4 |
1,458 |
11.7 |
12,498 |
NON U.S. |
|
3,776 |
30.8 |
3,687 |
30.1 |
|
1,827 |
14.6 |
3,816 |
30.5 |
|
|
7 |
7,263 |
## |
6,357 |
51.9 |
|
2,251 |
18.0 |
5,274 |
42.2 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
4,100 |
25.0 |
4,500 |
27.5 |
16,384 |
0 |
0.0 |
640 |
16.8 |
3,800 |
NON U.S. |
|
600 |
3.7 |
2,660 |
16.2 |
|
1,500 |
39.5 |
100 |
2.6 |
|
|
8 |
4,700 |
## |
7,160 |
43.7 |
|
1,500 |
39.5 |
740 |
19.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
57,286 |
4.2 |
95,616 |
7.0 |
1,370,069 |
95,107 |
4.9 |
114,511 |
5.9 |
1,936,239 |
NON U.S. |
13 |
22,801 |
1.7 |
71,043 |
5.2 |
|
62,869 |
3.2 |
110,350 |
5.7 |
|
|
18 |
80,087 |
5.8 |
166,659 |
12.2 |
|
157,976 |
8.2 |
224,861 |
11.6 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
38,905 |
4.2 |
40,585 |
4.4 |
928,008 |
37,347 |
2.9 |
34,020 |
2.6 |
1,308,312 |
NON U.S. |
5 |
18,355 |
2.0 |
32,607 |
3.5 |
|
25,954 |
2.0 |
62,792 |
4.8 |
|
|
10 |
57,260 |
6.2 |
73,192 |
7.9 |
|
63,301 |
4.8 |
96,812 |
7.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
56,405 |
11.6 |
63,330 |
13.1 |
484,740 |
37,371 |
12.1 |
35,952 |
11.7 |
308,414 |
NON U.S. |
|
7,750 |
1.6 |
8,375 |
1.7 |
|
3,825 |
1.2 |
3,700 |
1.2 |
|
|
9 |
64,155 |
13.2 |
71,705 |
14.8 |
|
41,196 |
13.4 |
39,652 |
12.9 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
115,070 |
6.9 |
109,671 |
6.6 |
1,663,476 |
77,556 |
5.9 |
75,671 |
5.7 |
1,323,604 |
NON U.S. |
|
59,946 |
3.6 |
87,893 |
5.3 |
|
48,450 |
3.7 |
41,337 |
3.1 |
|
|
20 |
175,016 |
10.5 |
197,564 |
11.9 |
|
126,006 |
9.5 |
117,008 |
8.8 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
12,732 |
7.1 |
22,956 |
12.8 |
179,038 |
26,789 |
11.7 |
19,612 |
8.6 |
229,218 |
NON U.S. |
8 |
17,318 |
9.7 |
50,229 |
28.1 |
|
39,679 |
17.3 |
25,257 |
11.0 |
|
|
12 |
30,050 |
16.8 |
73,185 |
40.9 |
|
66,468 |
29.0 |
44,869 |
19.6 |
|
ICUS COFFEE C |
U.S. |
|
89 |
0.1 |
0 |
0.0 |
133,449 |
0 |
0.0 |
75 |
0.1 |
78,459 |
NON U.S. |
|
753 |
0.6 |
497 |
0.4 |
|
400 |
0.5 |
115 |
0.1 |
|
|
5 |
842 |
0.6 |
497 |
0.4 |
|
400 |
0.5 |
190 |
0.2 |
|
CMX SILVER |
U.S. |
|
5,670 |
6.4 |
4,111 |
4.7 |
88,082 |
1,859 |
3.7 |
4,437 |
8.9 |
49,907 |
NON U.S. |
|
5,408 |
6.1 |
11,400 |
12.9 |
|
9,814 |
19.7 |
7,502 |
15.0 |
|
|
10 |
11,078 |
12.6 |
15,511 |
17.6 |
|
11,673 |
23.4 |
11,939 |
23.9 |
|
CMX GOLD |
U.S. |
|
156,471 |
14.4 |
160,064 |
14.8 |
1,082,846 |
27,144 |
5.9 |
36,473 |
8.0 |
456,905 |
NON U.S. |
|
43,792 |
4.0 |
55,797 |
5.2 |
|
38,290 |
8.4 |
34,644 |
7.6 |
|
|
19 |
200,263 |
18.5 |
215,861 |
19.9 |
|
65,434 |
14.3 |
71,117 |
15.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,096,784 |
4.8 |
640,386 |
2.8 |
22,721,109 |
890,987 |
3.3 |
951,057 |
3.5 |
27,384,324 |
NON U.S. |
21 |
836,726 |
3.7 |
636,019 |
2.8 |
|
823,207 |
3.0 |
340,917 |
1.2 |
|
|
28 |
1,933,510 |
8.5 |
1,276,405 |
5.6 |
|
1,714,194 |
6.3 |
1,291,974 |
4.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
4,264 |
0.3 |
3,146 |
0.2 |
1,449,211 |
1,843 |
0.1 |
2,260 |
0.1 |
2,456,255 |
NON U.S. |
|
6,721 |
0.5 |
11,784 |
0.8 |
|
49,346 |
2.0 |
27,501 |
1.1 |
|
|
10 |
10,985 |
0.8 |
14,930 |
1.0 |
|
51,189 |
2.1 |
29,761 |
1.2 |
|