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REPORT DATE: 3/1/2022 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
CBT WHEAT-SRW |
U.S. |
|
1,713 |
0.9 |
550 |
0.3 |
197,103 |
180 |
0.2 |
818 |
0.7 |
113,087 |
NON U.S. |
|
2,497 |
1.3 |
7,306 |
3.7 |
|
440 |
0.4 |
280 |
0.2 |
|
|
6 |
4,210 |
2.1 |
7,856 |
4.0 |
|
620 |
0.5 |
1,098 |
1.0 |
|
CBT CORN |
U.S. |
|
1,335 |
0.2 |
3,515 |
0.5 |
748,373 |
983 |
0.2 |
5,068 |
1.0 |
500,420 |
NON U.S. |
|
1,747 |
0.2 |
13,309 |
1.8 |
|
5,536 |
1.1 |
12,249 |
2.4 |
|
|
6 |
3,082 |
0.4 |
16,824 |
2.2 |
|
6,519 |
1.3 |
17,317 |
3.5 |
|
CBT SOYBEANS |
U.S. |
|
95 |
0.0 |
458 |
0.1 |
367,776 |
51 |
0.0 |
4,190 |
1.2 |
339,188 |
NON U.S. |
|
1,929 |
0.5 |
3,412 |
0.9 |
|
443 |
0.1 |
1,700 |
0.5 |
|
|
6 |
2,024 |
0.6 |
3,870 |
1.1 |
|
494 |
0.1 |
5,890 |
1.7 |
|
CBT UST BOND |
U.S. |
4 |
4,055 |
2.2 |
6,772 |
3.7 |
182,157 |
2,600 |
1.1 |
6,439 |
2.7 |
238,986 |
NON U.S. |
5 |
4,721 |
2.6 |
1,595 |
0.9 |
|
5,116 |
2.1 |
9,598 |
4.0 |
|
|
9 |
8,776 |
4.8 |
8,367 |
4.6 |
|
7,716 |
3.2 |
16,037 |
6.7 |
|
NYME NY HARBOR ULSD |
U.S. |
|
775 |
10.6 |
350 |
4.8 |
7,305 |
450 |
10.3 |
225 |
5.2 |
4,365 |
NON U.S. |
|
0 |
0.0 |
50 |
0.7 |
|
300 |
6.9 |
50 |
1.1 |
|
|
5 |
775 |
10.6 |
400 |
5.5 |
|
750 |
17.2 |
275 |
6.3 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
232,542 |
5.6 |
510,124 |
12.4 |
4,123,634 |
318,924 |
11.4 |
157,128 |
5.6 |
2,800,289 |
NON U.S. |
|
91,758 |
2.2 |
117,626 |
2.9 |
|
91,560 |
3.3 |
48,700 |
1.7 |
|
|
9 |
324,300 |
7.9 |
627,750 |
15.2 |
|
410,484 |
14.7 |
205,828 |
7.4 |
|
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
4 |
92,230 |
6.7 |
224,250 |
16.3 |
1,377,180 |
156,086 |
15.3 |
62,527 |
6.1 |
1,023,312 |
NON U.S. |
7 |
49,808 |
3.6 |
146,917 |
10.7 |
|
96,697 |
9.4 |
68,200 |
6.7 |
|
|
11 |
142,038 |
10.3 |
371,167 |
27.0 |
|
252,783 |
24.7 |
130,727 |
12.8 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
572 |
4.1 |
6,054 |
43.0 |
14,066 |
3,024 |
23.8 |
1,182 |
9.3 |
12,683 |
NON U.S. |
4 |
5,769 |
41.0 |
1,835 |
13.0 |
|
281 |
2.2 |
8,847 |
69.8 |
|
|
8 |
6,341 |
45.1 |
7,889 |
56.1 |
|
3,305 |
26.1 |
10,029 |
79.1 |
|
CBT UST 10Y NOTE |
U.S. |
7 |
36,297 |
3.0 |
24,100 |
2.0 |
1,226,523 |
62,270 |
3.5 |
35,046 |
1.9 |
1,801,988 |
NON U.S. |
15 |
93,481 |
7.6 |
32,315 |
2.6 |
|
77,544 |
4.3 |
51,170 |
2.8 |
|
|
22 |
129,778 |
10.6 |
56,415 |
4.6 |
|
139,814 |
7.8 |
86,216 |
4.8 |
|
CBT UST 5Y NOTE |
U.S. |
5 |
7,150 |
1.1 |
5,993 |
0.9 |
674,911 |
15,650 |
2.0 |
3,493 |
0.4 |
795,304 |
NON U.S. |
6 |
10,526 |
1.6 |
2,500 |
0.4 |
|
114,721 |
14.4 |
14,250 |
1.8 |
|
|
11 |
17,676 |
2.6 |
8,493 |
1.3 |
|
130,371 |
16.4 |
17,743 |
2.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
28,625 |
8.0 |
47,090 |
13.2 |
357,506 |
37,785 |
21.9 |
21,970 |
12.7 |
172,889 |
NON U.S. |
|
5,100 |
1.4 |
4,550 |
1.3 |
|
1,675 |
1.0 |
1,150 |
0.7 |
|
|
7 |
33,725 |
9.4 |
51,640 |
14.4 |
|
39,460 |
22.8 |
23,120 |
13.4 |
|
NYME WTI-PHYSICAL |
U.S. |
|
73,059 |
5.2 |
118,598 |
8.4 |
1,409,378 |
72,868 |
8.5 |
35,198 |
4.1 |
856,308 |
NON U.S. |
|
35,517 |
2.5 |
80,998 |
5.7 |
|
50,338 |
5.9 |
15,879 |
1.9 |
|
|
15 |
108,576 |
7.7 |
199,596 |
14.2 |
|
123,206 |
14.4 |
51,077 |
6.0 |
|
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
4 |
4,622 |
4.3 |
16,356 |
15.2 |
107,750 |
31,649 |
19.8 |
16,162 |
10.1 |
159,488 |
NON U.S. |
7 |
5,400 |
5.0 |
49,631 |
46.1 |
|
42,743 |
26.8 |
15,456 |
9.7 |
|
|
11 |
10,022 |
9.3 |
65,987 |
61.2 |
|
74,392 |
46.6 |
31,618 |
19.8 |
|
CMX SILVER |
U.S. |
|
2,065 |
4.5 |
2,097 |
4.6 |
45,462 |
25 |
0.1 |
3,027 |
9.3 |
32,381 |
NON U.S. |
|
668 |
1.5 |
1,723 |
3.8 |
|
1,384 |
4.3 |
1,043 |
3.2 |
|
|
10 |
2,733 |
6.0 |
3,820 |
8.4 |
|
1,409 |
4.4 |
4,070 |
12.6 |
|
CMX GOLD |
U.S. |
|
48,390 |
10.4 |
66,312 |
14.3 |
465,227 |
12,665 |
4.1 |
14,311 |
4.6 |
312,237 |
NON U.S. |
|
12,018 |
2.6 |
24,961 |
5.4 |
|
9,801 |
3.1 |
5,670 |
1.8 |
|
|
13 |
60,408 |
13.0 |
91,273 |
19.6 |
|
22,466 |
7.2 |
19,981 |
6.4 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
201 |
0.2 |
115,990 |
8,945 |
6.6 |
239 |
0.2 |
135,499 |
NON U.S. |
|
5,568 |
4.8 |
4,178 |
3.6 |
|
8,627 |
6.4 |
6,733 |
5.0 |
|
|
6 |
5,568 |
4.8 |
4,379 |
3.8 |
|
17,572 |
13.0 |
6,972 |
5.1 |
|
CME EURODOLLARS-3M |
U.S. |
6 |
703,551 |
4.2 |
556,275 |
3.3 |
16,934,485 |
860,071 |
4.0 |
401,252 |
1.9 |
21,595,333 |
NON U.S. |
18 |
421,146 |
2.5 |
488,049 |
2.9 |
|
647,316 |
3.0 |
295,777 |
1.4 |
|
|
24 |
1,124,697 |
6.6 |
1,044,324 |
6.2 |
|
1,507,387 |
7.0 |
697,029 |
3.2 |
|
CME SOFR-3M |
U.S. |
|
33,520 |
6.1 |
37,000 |
6.8 |
547,442 |
22,150 |
4.6 |
15,000 |
3.1 |
484,705 |
NON U.S. |
|
10,560 |
1.9 |
15,500 |
2.8 |
|
23,350 |
4.8 |
37,950 |
7.8 |
|
|
9 |
44,080 |
8.1 |
52,500 |
9.6 |
|
45,500 |
9.4 |
52,950 |
10.9 |
|
CME E-MINI S&P 500 |
U.S. |
|
2,826 |
0.2 |
0 |
0.0 |
1,518,794 |
0 |
0.0 |
39 |
0.0 |
3,052,647 |
NON U.S. |
|
9,056 |
0.6 |
11,417 |
0.8 |
|
15,941 |
0.5 |
30,997 |
1.0 |
|
|
11 |
11,882 |
0.8 |
11,417 |
0.8 |
|
15,941 |
0.5 |
31,036 |
1.0 |
|