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REPORT DATE: 6/4/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
3,567 |
1.3 |
1,950 |
0.7 |
272,783 |
4,017 |
2.1 |
1,650 |
0.8 |
194,782 |
NON U.S. |
|
9,025 |
3.3 |
30,509 |
11.2 |
|
6,800 |
3.5 |
18,045 |
9.3 |
|
|
7 |
12,592 |
4.6 |
32,459 |
11.9 |
|
10,817 |
5.6 |
19,695 |
10.1 |
|
CBT CORN |
U.S. |
|
2,437 |
0.2 |
8,979 |
0.7 |
1,229,744 |
29,138 |
4.0 |
5,074 |
0.7 |
723,552 |
NON U.S. |
|
9,450 |
0.8 |
37,775 |
3.1 |
|
9,000 |
1.2 |
13,950 |
1.9 |
|
|
5 |
11,887 |
1.0 |
46,754 |
3.8 |
|
38,138 |
5.3 |
19,024 |
2.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
31,187 |
8.2 |
14,408 |
3.8 |
382,257 |
3,772 |
0.6 |
9,920 |
1.6 |
624,698 |
NON U.S. |
|
5,571 |
1.5 |
500 |
0.1 |
|
1,250 |
0.2 |
2,591 |
0.4 |
|
|
9 |
36,758 |
9.6 |
14,908 |
3.9 |
|
5,022 |
0.8 |
12,511 |
2.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
5,565 |
16.3 |
3,965 |
11.6 |
34,208 |
600 |
4.4 |
400 |
3.0 |
13,520 |
NON U.S. |
|
453 |
1.3 |
880 |
2.6 |
|
50 |
0.4 |
225 |
1.7 |
|
|
6 |
6,018 |
17.6 |
4,845 |
14.2 |
|
650 |
4.8 |
625 |
4.6 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
116,270 |
7.8 |
101,070 |
6.8 |
1,492,946 |
52,332 |
4.2 |
79,176 |
6.3 |
1,260,713 |
NON U.S. |
|
23,240 |
1.6 |
35,200 |
2.4 |
|
10,640 |
0.8 |
11,920 |
0.9 |
|
|
8 |
139,510 |
9.3 |
136,270 |
9.1 |
|
62,972 |
5.0 |
91,096 |
7.2 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
|
68,568 |
7.4 |
98,442 |
10.7 |
921,505 |
62,812 |
8.3 |
52,500 |
6.9 |
760,311 |
NON U.S. |
|
23,736 |
2.6 |
60,106 |
6.5 |
|
12,090 |
1.6 |
21,270 |
2.8 |
|
|
10 |
92,304 |
10.0 |
158,548 |
17.2 |
|
74,902 |
9.9 |
73,770 |
9.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
1,821 |
26.5 |
360 |
5.2 |
6,870 |
360 |
11.4 |
360 |
11.4 |
3,170 |
NON U.S. |
|
491 |
7.1 |
4,089 |
59.5 |
|
1,197 |
37.8 |
468 |
14.8 |
|
|
6 |
2,312 |
## |
4,449 |
64.8 |
|
1,557 |
49.1 |
828 |
26.1 |
|
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
|
2,420 |
32.8 |
2,000 |
27.1 |
7,384 |
0 |
0.0 |
200 |
6.5 |
3,100 |
NON U.S. |
|
200 |
2.7 |
720 |
9.8 |
|
600 |
19.4 |
0 |
0.0 |
|
|
6 |
2,620 |
## |
2,720 |
36.8 |
|
600 |
19.4 |
200 |
6.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
73,316 |
4.0 |
29,990 |
1.6 |
1,836,479 |
57,447 |
2.8 |
52,818 |
2.5 |
2,087,475 |
NON U.S. |
19 |
83,910 |
4.6 |
94,779 |
5.2 |
|
101,850 |
4.9 |
68,991 |
3.3 |
|
|
26 |
157,226 |
8.6 |
124,769 |
6.8 |
|
159,297 |
7.6 |
121,809 |
5.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
85,431 |
13.2 |
65,542 |
10.1 |
646,863 |
62,830 |
3.6 |
37,738 |
2.2 |
1,727,556 |
NON U.S. |
8 |
11,100 |
1.7 |
8,625 |
1.3 |
|
129,500 |
7.5 |
48,275 |
2.8 |
|
|
12 |
96,531 |
14.9 |
74,167 |
11.5 |
|
192,330 |
11.1 |
86,013 |
5.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
57,375 |
15.1 |
63,325 |
16.7 |
379,750 |
54,550 |
17.2 |
40,412 |
12.7 |
317,569 |
NON U.S. |
|
1,250 |
0.3 |
4,210 |
1.1 |
|
5,350 |
1.7 |
3,750 |
1.2 |
|
|
10 |
58,625 |
15.4 |
67,535 |
17.8 |
|
59,900 |
18.9 |
44,162 |
13.9 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
83,633 |
5.9 |
99,732 |
7.1 |
1,410,188 |
91,356 |
8.1 |
62,602 |
5.6 |
1,126,323 |
NON U.S. |
|
47,176 |
3.3 |
95,334 |
6.8 |
|
67,082 |
6.0 |
43,782 |
3.9 |
|
|
20 |
130,809 |
9.3 |
195,066 |
13.8 |
|
158,438 |
14.1 |
106,384 |
9.4 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
|
29,290 |
17.2 |
23,891 |
14.0 |
170,542 |
27,695 |
13.3 |
32,747 |
15.7 |
208,481 |
NON U.S. |
|
5,944 |
3.5 |
63,264 |
37.1 |
|
49,166 |
23.6 |
17,809 |
8.5 |
|
|
11 |
35,234 |
## |
87,155 |
51.1 |
|
76,861 |
36.9 |
50,556 |
24.2 |
|
CMX SILVER |
U.S. |
|
10,520 |
7.1 |
10,468 |
7.0 |
148,852 |
9,093 |
9.7 |
2,610 |
2.8 |
93,999 |
NON U.S. |
|
6,730 |
4.5 |
8,789 |
5.9 |
|
5,099 |
5.4 |
5,401 |
5.7 |
|
|
9 |
17,250 |
11.6 |
19,257 |
12.9 |
|
14,192 |
15.1 |
8,011 |
8.5 |
|
CMX GOLD |
U.S. |
|
96,363 |
11.5 |
93,902 |
11.2 |
838,612 |
25,330 |
6.8 |
15,939 |
4.3 |
374,611 |
NON U.S. |
|
20,498 |
2.4 |
39,448 |
4.7 |
|
16,249 |
4.3 |
18,084 |
4.8 |
|
|
15 |
116,861 |
13.9 |
133,350 |
15.9 |
|
41,579 |
11.1 |
34,023 |
9.1 |
|
CME EURO FX |
U.S. |
|
4,106 |
3.0 |
62 |
0.0 |
138,796 |
2,474 |
1.9 |
488 |
0.4 |
133,025 |
NON U.S. |
|
6,529 |
4.7 |
1,685 |
1.2 |
|
5,478 |
4.1 |
5,829 |
4.4 |
|
|
6 |
10,635 |
7.7 |
1,747 |
1.3 |
|
7,952 |
6.0 |
6,317 |
4.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,244,451 |
4.1 |
753,978 |
2.5 |
30,275,627 |
1,127,659 |
3.1 |
1,174,645 |
3.2 |
36,716,530 |
NON U.S. |
22 |
901,414 |
3.0 |
566,516 |
1.9 |
|
1,007,373 |
2.7 |
476,194 |
1.3 |
|
|
29 |
2,145,865 |
7.1 |
1,320,494 |
4.4 |
|
2,135,032 |
5.8 |
1,650,839 |
4.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
|
7,817 |
0.5 |
1,446 |
0.1 |
1,623,402 |
4,370 |
0.1 |
2,857 |
0.1 |
3,119,745 |
NON U.S. |
|
2,808 |
0.2 |
22,110 |
1.4 |
|
19,565 |
0.6 |
24,904 |
0.8 |
|
|
9 |
10,625 |
0.7 |
23,556 |
1.5 |
|
23,935 |
0.8 |
27,761 |
0.9 |
|