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REPORT DATE: 10/6/2020 |
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 |
5,278 |
3.0 |
177,526 |
850 |
0.5 |
7,420 |
4.4 |
169,661 |
NON U.S. |
|
2,265 |
1.3 |
19,189 |
10.8 |
|
1,397 |
0.8 |
10,700 |
6.3 |
|
|
7 |
2,539 |
1.4 |
24,467 |
13.8 |
|
2,247 |
1.3 |
18,120 |
10.7 |
|
CBT CORN |
U.S. |
|
2,596 |
0.4 |
7,842 |
1.1 |
703,265 |
4,454 |
0.8 |
15,984 |
2.9 |
553,017 |
NON U.S. |
|
4,831 |
0.7 |
15,375 |
2.2 |
|
9,701 |
1.8 |
4,436 |
0.8 |
|
|
6 |
7,427 |
1.1 |
23,217 |
3.3 |
|
14,155 |
2.6 |
20,420 |
3.7 |
|
CBT SOYBEANS |
U.S. |
|
786 |
0.2 |
6,585 |
1.6 |
409,529 |
2,950 |
0.9 |
7,868 |
2.3 |
346,582 |
NON U.S. |
|
4,997 |
1.2 |
30,240 |
7.4 |
|
9,454 |
2.7 |
15,896 |
4.6 |
|
|
6 |
5,783 |
1.4 |
36,825 |
9.0 |
|
12,404 |
3.6 |
23,764 |
6.9 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
13,620 |
4.4 |
8,533 |
2.8 |
308,580 |
17,745 |
4.7 |
19,916 |
5.3 |
377,110 |
NON U.S. |
7 |
9,826 |
3.2 |
12,065 |
3.9 |
|
8,022 |
2.1 |
14,374 |
3.8 |
|
|
12 |
23,446 |
7.6 |
20,598 |
6.7 |
|
25,767 |
6.8 |
34,290 |
9.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,450 |
18.5 |
900 |
6.8 |
13,259 |
0 |
0.0 |
0 |
0.0 |
5,236 |
NON U.S. |
|
245 |
1.8 |
525 |
4.0 |
|
0 |
0.0 |
150 |
2.9 |
|
|
7 |
2,695 |
20.3 |
1,425 |
10.7 |
|
0 |
0.0 |
150 |
2.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
276,610 |
9.6 |
410,900 |
14.3 |
2,866,493 |
148,240 |
9.4 |
117,344 |
7.4 |
1,584,588 |
NON U.S. |
|
26,740 |
0.9 |
76,604 |
2.7 |
|
50,100 |
3.2 |
42,620 |
2.7 |
|
|
8 |
303,350 |
10.6 |
487,504 |
17.0 |
|
198,340 |
12.5 |
159,964 |
10.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
99,243 |
6.6 |
227,665 |
15.0 |
1,513,398 |
93,929 |
12.1 |
56,446 |
7.3 |
774,834 |
NON U.S. |
8 |
28,293 |
1.9 |
140,235 |
9.3 |
|
53,478 |
6.9 |
33,253 |
4.3 |
|
|
12 |
127,536 |
8.4 |
367,900 |
24.3 |
|
147,407 |
19.0 |
89,699 |
11.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
5,398 |
26.4 |
9,274 |
45.4 |
20,432 |
5,967 |
43.3 |
3,074 |
22.3 |
13,785 |
NON U.S. |
|
5,013 |
24.5 |
3,162 |
15.5 |
|
1,231 |
8.9 |
4,841 |
35.1 |
|
|
7 |
10,411 |
51.0 |
12,436 |
60.9 |
|
7,198 |
52.2 |
7,915 |
57.4 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
4 |
4,100 |
25.6 |
4,620 |
28.8 |
16,020 |
0 |
0.0 |
1,160 |
21.1 |
5,500 |
NON U.S. |
5 |
700 |
4.4 |
2,520 |
15.7 |
|
1,500 |
27.3 |
400 |
7.3 |
|
|
9 |
4,800 |
30.0 |
7,140 |
44.6 |
|
1,500 |
27.3 |
1,560 |
28.4 |
|
ICUS COTTON NO. 2 |
U.S. |
|
600 |
0.9 |
485 |
0.7 |
66,627 |
985 |
1.3 |
300 |
0.4 |
74,739 |
NON U.S. |
|
450 |
0.7 |
80 |
0.1 |
|
180 |
0.2 |
1,969 |
2.6 |
|
|
5 |
1,050 |
1.6 |
565 |
0.8 |
|
1,165 |
1.6 |
2,269 |
3.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
17,858 |
2.1 |
19,352 |
2.3 |
842,427 |
84,031 |
6.2 |
60,873 |
4.5 |
1,365,870 |
NON U.S. |
12 |
40,642 |
4.8 |
54,197 |
6.4 |
|
146,143 |
10.7 |
64,285 |
4.7 |
|
|
17 |
58,500 |
6.9 |
73,549 |
8.7 |
|
230,174 |
16.9 |
125,158 |
9.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
1,819 |
0.6 |
5,574 |
1.7 |
325,766 |
0 |
0.0 |
9,119 |
4.0 |
230,395 |
NON U.S. |
|
24,830 |
7.6 |
9,697 |
3.0 |
|
15,675 |
6.8 |
16,265 |
7.1 |
|
|
10 |
26,649 |
8.2 |
15,271 |
4.7 |
|
15,675 |
6.8 |
25,384 |
11.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
48,120 |
14.5 |
56,747 |
17.1 |
332,642 |
27,299 |
15.3 |
21,837 |
12.3 |
177,858 |
NON U.S. |
|
8,050 |
2.4 |
8,600 |
2.6 |
|
3,250 |
1.8 |
1,950 |
1.1 |
|
|
9 |
56,170 |
16.9 |
65,347 |
19.6 |
|
30,549 |
17.2 |
23,787 |
13.4 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
7,590 |
16.2 |
10,734 |
22.9 |
46,779 |
8,734 |
24.3 |
5,549 |
15.4 |
35,947 |
NON U.S. |
|
0 |
0.0 |
2,580 |
5.5 |
|
1,290 |
3.6 |
1,365 |
3.8 |
|
|
5 |
7,590 |
16.2 |
13,314 |
28.5 |
|
10,024 |
27.9 |
6,914 |
19.2 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
86,011 |
7.6 |
96,933 |
8.6 |
1,131,657 |
51,693 |
6.8 |
37,303 |
4.9 |
757,851 |
NON U.S. |
|
44,730 |
4.0 |
70,481 |
6.2 |
|
37,522 |
5.0 |
24,089 |
3.2 |
|
|
17 |
130,741 |
11.6 |
167,414 |
14.8 |
|
89,215 |
11.8 |
61,392 |
8.1 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
12,597 |
9.5 |
16,142 |
12.1 |
133,069 |
15,824 |
10.9 |
9,787 |
6.7 |
145,789 |
NON U.S. |
8 |
13,085 |
9.8 |
45,459 |
34.2 |
|
34,302 |
23.5 |
20,469 |
14.0 |
|
|
12 |
25,682 |
19.3 |
61,601 |
46.3 |
|
50,126 |
34.4 |
30,256 |
20.8 |
|
ICUS COFFEE C |
U.S. |
|
75 |
0.1 |
300 |
0.2 |
123,020 |
0 |
0.0 |
475 |
0.6 |
76,191 |
NON U.S. |
|
253 |
0.2 |
1,392 |
1.1 |
|
298 |
0.4 |
265 |
0.3 |
|
|
6 |
328 |
0.3 |
1,692 |
1.4 |
|
298 |
0.4 |
740 |
1.0 |
|
CMX SILVER |
U.S. |
|
4,621 |
5.1 |
4,156 |
4.6 |
89,753 |
4,260 |
9.7 |
3,840 |
8.8 |
43,874 |
NON U.S. |
|
1,971 |
2.2 |
2,427 |
2.7 |
|
3,678 |
8.4 |
2,322 |
5.3 |
|
|
10 |
6,592 |
7.3 |
6,583 |
7.3 |
|
7,938 |
18.1 |
6,162 |
14.0 |
|
CMX GOLD |
U.S. |
|
78,514 |
9.5 |
94,150 |
11.3 |
829,541 |
15,938 |
4.9 |
25,831 |
8.0 |
324,815 |
NON U.S. |
|
26,790 |
3.2 |
30,660 |
3.7 |
|
15,693 |
4.8 |
15,803 |
4.9 |
|
|
17 |
105,304 |
12.7 |
124,810 |
15.0 |
|
31,631 |
9.7 |
41,634 |
12.8 |
|
CME EURO FX |
U.S. |
|
5,752 |
4.0 |
1,985 |
1.4 |
145,534 |
76 |
0.1 |
2,267 |
1.6 |
139,529 |
NON U.S. |
|
3,235 |
2.2 |
2,035 |
1.4 |
|
394 |
0.3 |
3,948 |
2.8 |
|
|
5 |
8,987 |
6.2 |
4,020 |
2.8 |
|
470 |
0.3 |
6,215 |
4.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
783,323 |
6.2 |
342,433 |
2.7 |
12,696,808 |
453,761 |
2.6 |
473,671 |
2.7 |
17,248,529 |
NON U.S. |
21 |
688,280 |
5.4 |
320,260 |
2.5 |
|
553,538 |
3.2 |
388,164 |
2.3 |
|
|
27 |
1,471,603 |
11.6 |
662,693 |
5.2 |
|
1,007,299 |
5.8 |
861,835 |
5.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
4,226 |
0.4 |
1,836 |
0.2 |
1,110,106 |
0 |
0.0 |
914 |
0.0 |
2,186,595 |
NON U.S. |
|
6,509 |
0.6 |
10,731 |
1.0 |
|
28,920 |
1.3 |
30,322 |
1.4 |
|
|
10 |
10,735 |
1.0 |
12,567 |
1.1 |
|
28,920 |
1.3 |
31,236 |
1.4 |
|