BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 11,205 1.6 3,929 0.6 710,031 4,460 0.7 10,919 1.7 646,802
NON U.S. 3,205 0.5 275 0.0 3,105 0.5 507 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 14,410 2.1 4,204 0.6 7,565 1.2 11,426 1.8
CBT SOYBEANS U.S. 2,162 0.5 2,865 0.7 401,049 4,417 1.1 2,973 0.8 388,046
NON U.S. 59 0.0 2,440 0.6 1,750 0.5 475 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,221 0.5 5,305 1.3 6,167 1.6 3,448 0.9
IFED NATURAL GAS PENULTIMATE ICE U.S. 1,711,012 15.9 1,904,648 17.7 10,772,539 844,928 13.7 630,832 10.2 6,173,432
NON U.S. 72,516 0.7 75,344 0.7 53,058 0.9 32,404 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 1,783,528 16.6 1,979,992 18.4 897,986 14.6 663,236 10.7
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 277,058 8.5 323,331 10.0 3,248,332 144,380 7.2 117,040 5.9 1,993,721
NON U.S. 32,687 1.0 49,697 1.5 40,106 2.0 12,705 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
10 309,745 9.5 373,028 11.5 184,486 9.2 129,745 6.5
ICUS COTTON NO. 2 U.S. 1,641 1.4 2,576 2.2 116,160 716 0.7 352 0.4 98,618
NON U.S. 600 0.5 190 0.2 100 0.1 90 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,241 1.9 2,766 2.4 816 0.8 442 0.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 23,650 3.8 27,506 4.4 625,703 32,435 3.7 23,701 2.7 876,305
NON U.S. 17 17,515 2.8 65,400 10.5 116,975 13.3 53,108 6.1
---- --------- ---- --------- ---- --------- ---- --------- ----
24 41,165 6.6 92,906 14.9 149,410 17.0 76,809 8.8
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 12,750 3.2 15,000 3.7 401,132 13,350 6.3 17,600 8.3 211,430
NON U.S. 4 7,355 1.8 26,105 6.5 12,350 5.8 18,560 8.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 20,105 5.0 41,105 10.2 25,700 12.1 36,160 17.1
NYME CRUDE OIL, LIGHT SWEET U.S. 110,750 7.1 132,369 8.4 1,570,265 86,110 7.3 52,260 4.4 1,186,854
NON U.S. 33,332 2.1 53,432 3.4 34,755 2.9 25,930 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
19 144,082 9.2 185,801 11.8 120,865 10.2 78,190 6.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 55,772 10.5 74,365 14.0 532,556 81,298 18.2 47,259 10.6 446,984
NON U.S. 41,024 7.7 96,646 18.1 77,696 17.4 39,420 8.8
---- --------- ---- --------- ---- --------- ---- --------- ----
14 96,796 18.2 171,011 32.1 158,994 35.6 86,679 19.4
NYME DATED BRENT CALENDAR SWAP U.S. 960 20.3 2,280 48.1 4,740 1,000 72.5 180 13.0 1,380
NON U.S. 600 12.7 660 13.9 180 13.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,560 33.0 2,940 62.0 1,180 85.5 180 13.0
NYME BRENT CRUDE OIL LAST DAY U.S. 500 3.3 2,670 17.6 15,180 2,900 13.0 650 2.9 22,290
NON U.S. 250 1.6 300 2.0 100 0.4 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 750 4.9 2,970 19.6 3,000 13.4 650 2.9
NYME BRENT AVG PRICE OPTIONS U.S. 17,590 12.5 17,942 12.8 140,341 19,790 14.9 10,717 8.1 133,124
NON U.S. 12,240 8.7 25,386 18.1 16,245 12.2 17,600 13.2
---- --------- ---- --------- ---- --------- ---- --------- ----
12 29,830 21.2 43,328 30.9 36,035 27.1 28,317 21.3
NYME PALLADIUM U.S. 200 2.1 356 3.8 9,411 0 0.0 275 5.4 5,109
NON U.S. 180 1.9 130 1.4 150 2.9 600 11.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 380 4.0 486 5.2 150 2.9 875 17.1
ICUS SUGAR NO. 11 U.S. 4,625 1.6 8,995 3.1 291,222 3,400 1.7 4,726 2.4 199,711
NON U.S. 3,417 1.2 1,684 0.6 1,625 0.8 639 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,042 2.8 10,679 3.7 5,025 2.5 5,365 2.7
CMX SILVER U.S. 4,828 4.2 6,111 5.3 114,326 6,145 6.3 2,166 2.2 98,280
NON U.S. 3,743 3.3 17,293 15.1 7,804 7.9 11,060 11.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 8,571 7.5 23,404 20.4 13,949 14.2 13,226 13.5
CMX GOLD U.S. 49,988 7.5 52,474 7.9 664,440 23,458 6.3 36,115 9.6 374,351
NON U.S. 24,429 3.7 35,996 5.4 14,220 3.8 18,316 4.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 74,417 11.2 88,470 13.3 37,678 10.1 54,431 14.5
CME EURO FX U.S. 400 0.6 0 0.0 62,801 840 1.0 0 0.0 85,810
NON U.S. 2,748 4.4 1,158 1.8 2,509 2.9 910 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,148 5.0 1,158 1.8 3,349 3.9 910 1.1
CME 3-MONTH EURODOLLARS U.S. 8 195,726 4.3 232,458 5.1 4,590,657 208,550 3.5 172,950 2.9 5,942,226
NON U.S. 22 261,709 5.7 362,697 7.9 583,424 9.8 792,536 13.3
---- --------- ---- --------- ---- --------- ---- --------- ----
30 457,435 10.0 595,155 13.0 791,974 13.3 965,486 16.2
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 802,386 0 0.0 0 0.0 1,217,652
NON U.S. 8,570 1.1 2,450 0.3 2,188 0.2 3,250 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 8,570 1.1 2,450 0.3 2,188 0.2 3,250 0.3