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REPORT DATE: 9/1/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
199 |
0.1 |
5,278 |
3.3 |
161,779 |
400 |
0.3 |
7,420 |
4.9 |
151,847 |
NON U.S. |
|
2,215 |
1.4 |
18,640 |
11.5 |
|
397 |
0.3 |
10,700 |
7.0 |
|
|
7 |
2,414 |
1.5 |
23,918 |
14.8 |
|
797 |
0.5 |
18,120 |
11.9 |
|
CBT CORN |
U.S. |
|
2,896 |
0.5 |
5,417 |
0.9 |
582,228 |
6,479 |
1.3 |
14,863 |
3.1 |
486,493 |
NON U.S. |
|
4,297 |
0.7 |
14,375 |
2.5 |
|
7,775 |
1.6 |
3,210 |
0.7 |
|
|
6 |
7,193 |
1.2 |
19,792 |
3.4 |
|
14,254 |
2.9 |
18,073 |
3.7 |
|
CBT SOYBEANS |
U.S. |
|
786 |
0.3 |
6,543 |
2.1 |
314,117 |
2,950 |
1.2 |
7,668 |
3.2 |
239,111 |
NON U.S. |
|
1,500 |
0.5 |
27,000 |
8.6 |
|
5,962 |
2.5 |
15,397 |
6.4 |
|
|
5 |
2,286 |
0.7 |
33,543 |
10.7 |
|
8,912 |
3.7 |
23,065 |
9.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
9,835 |
3.5 |
4,991 |
1.8 |
281,268 |
10,009 |
3.0 |
11,896 |
3.5 |
337,731 |
NON U.S. |
|
10,001 |
3.6 |
14,378 |
5.1 |
|
12,703 |
3.8 |
16,467 |
4.9 |
|
|
7 |
19,836 |
7.1 |
19,369 |
6.9 |
|
22,712 |
6.7 |
28,363 |
8.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
2,150 |
19.2 |
850 |
7.6 |
11,200 |
100 |
3.0 |
0 |
0.0 |
3,378 |
NON U.S. |
|
175 |
1.6 |
525 |
4.7 |
|
0 |
0.0 |
130 |
3.8 |
|
|
6 |
2,325 |
## |
1,375 |
12.3 |
|
100 |
3.0 |
130 |
3.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
278,855 |
9.5 |
381,720 |
13.0 |
2,937,801 |
146,550 |
7.9 |
142,526 |
7.7 |
1,859,538 |
NON U.S. |
|
26,220 |
0.9 |
73,924 |
2.5 |
|
47,060 |
2.5 |
44,440 |
2.4 |
|
|
8 |
305,075 |
10.4 |
455,644 |
15.5 |
|
193,610 |
10.4 |
186,966 |
10.1 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
104,572 |
6.8 |
215,027 |
13.9 |
1,543,977 |
87,268 |
9.8 |
72,438 |
8.1 |
890,256 |
NON U.S. |
|
28,442 |
1.8 |
131,610 |
8.5 |
|
43,765 |
4.9 |
34,735 |
3.9 |
|
|
10 |
133,014 |
8.6 |
346,637 |
22.5 |
|
131,033 |
14.7 |
107,173 |
12.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
5,459 |
28.0 |
8,622 |
44.3 |
19,482 |
5,306 |
37.9 |
2,964 |
21.2 |
13,993 |
NON U.S. |
|
4,744 |
24.4 |
3,289 |
16.9 |
|
1,369 |
9.8 |
4,580 |
32.7 |
|
|
7 |
10,203 |
## |
11,911 |
61.1 |
|
6,675 |
47.7 |
7,544 |
53.9 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
4 |
4,100 |
25.3 |
4,620 |
28.5 |
16,220 |
0 |
0.0 |
960 |
22.3 |
4,300 |
NON U.S. |
5 |
700 |
4.3 |
2,520 |
15.5 |
|
1,500 |
34.9 |
100 |
2.3 |
|
|
9 |
4,800 |
## |
7,140 |
44.0 |
|
1,500 |
34.9 |
1,060 |
24.7 |
|
ICUS COTTON NO. 2 |
U.S. |
|
750 |
1.2 |
335 |
0.5 |
63,980 |
1,685 |
2.5 |
100 |
0.1 |
66,789 |
NON U.S. |
|
655 |
1.0 |
285 |
0.4 |
|
160 |
0.2 |
1,969 |
2.9 |
|
|
6 |
1,405 |
2.2 |
620 |
1.0 |
|
1,845 |
2.8 |
2,069 |
3.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
19,878 |
2.3 |
37,349 |
4.2 |
880,285 |
58,031 |
5.5 |
32,862 |
3.1 |
1,054,529 |
NON U.S. |
13 |
43,967 |
5.0 |
86,328 |
9.8 |
|
114,107 |
10.8 |
83,170 |
7.9 |
|
|
17 |
63,845 |
7.3 |
123,677 |
14.0 |
|
172,138 |
16.3 |
116,032 |
11.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
1,750 |
0.6 |
6,404 |
2.2 |
296,614 |
0 |
0.0 |
8,799 |
3.9 |
228,025 |
NON U.S. |
|
3,500 |
1.2 |
1,940 |
0.7 |
|
5,000 |
2.2 |
6,109 |
2.7 |
|
|
7 |
5,250 |
1.8 |
8,344 |
2.8 |
|
5,000 |
2.2 |
14,908 |
6.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
44,420 |
14.1 |
52,622 |
16.8 |
313,988 |
27,915 |
16.0 |
23,662 |
13.6 |
174,495 |
NON U.S. |
|
8,200 |
2.6 |
9,300 |
3.0 |
|
4,200 |
2.4 |
2,000 |
1.1 |
|
|
9 |
52,620 |
16.8 |
61,922 |
19.7 |
|
32,115 |
18.4 |
25,662 |
14.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
84,752 |
8.2 |
84,278 |
8.2 |
1,029,277 |
51,317 |
7.3 |
39,092 |
5.6 |
699,105 |
NON U.S. |
|
41,545 |
4.0 |
71,040 |
6.9 |
|
41,042 |
5.9 |
24,177 |
3.5 |
|
|
16 |
126,297 |
12.3 |
155,318 |
15.1 |
|
92,359 |
13.2 |
63,269 |
9.0 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
13,621 |
9.3 |
18,068 |
12.3 |
146,955 |
16,522 |
10.3 |
11,387 |
7.1 |
160,207 |
NON U.S. |
8 |
15,272 |
10.4 |
48,075 |
32.7 |
|
37,087 |
23.1 |
21,424 |
13.4 |
|
|
12 |
28,893 |
19.7 |
66,143 |
45.0 |
|
53,609 |
33.5 |
32,811 |
20.5 |
|
ICUS COFFEE C |
U.S. |
|
75 |
0.1 |
150 |
0.1 |
116,025 |
0 |
0.0 |
300 |
0.4 |
69,114 |
NON U.S. |
|
257 |
0.2 |
1,475 |
1.3 |
|
287 |
0.4 |
57 |
0.1 |
|
|
6 |
332 |
0.3 |
1,625 |
1.4 |
|
287 |
0.4 |
357 |
0.5 |
|
CMX SILVER |
U.S. |
|
4,490 |
5.1 |
5,702 |
6.4 |
88,810 |
5,167 |
10.8 |
4,401 |
9.2 |
47,788 |
NON U.S. |
|
1,981 |
2.2 |
2,446 |
2.8 |
|
3,571 |
7.5 |
2,217 |
4.6 |
|
|
10 |
6,471 |
7.3 |
8,148 |
9.2 |
|
8,738 |
18.3 |
6,618 |
13.8 |
|
CMX GOLD |
U.S. |
|
97,397 |
10.8 |
115,173 |
12.8 |
900,957 |
18,452 |
5.1 |
29,024 |
8.0 |
362,144 |
NON U.S. |
|
29,582 |
3.3 |
34,253 |
3.8 |
|
16,259 |
4.5 |
19,326 |
5.3 |
|
|
18 |
126,979 |
14.1 |
149,426 |
16.6 |
|
34,711 |
9.6 |
48,350 |
13.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
852,774 |
4.9 |
412,614 |
2.4 |
17,471,698 |
607,635 |
2.8 |
641,188 |
3.0 |
21,580,489 |
NON U.S. |
21 |
941,703 |
5.4 |
582,953 |
3.3 |
|
872,816 |
4.0 |
531,029 |
2.5 |
|
|
27 |
1,794,477 |
10.3 |
995,567 |
5.7 |
|
1,480,451 |
6.9 |
1,172,217 |
5.4 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
4,414 |
0.4 |
588 |
0.1 |
1,146,283 |
0 |
0.0 |
588 |
0.0 |
2,257,390 |
NON U.S. |
|
5,450 |
0.5 |
17,606 |
1.5 |
|
39,213 |
1.7 |
36,996 |
1.6 |
|
|
12 |
9,864 |
0.9 |
18,194 |
1.6 |
|
39,213 |
1.7 |
37,584 |
1.7 |
|