BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 8,655 3.4 13,422 5.2 256,908 13,275 6.8 13,172 6.7 196,152
NON U.S. 891 0.3 440 0.2 776 0.4 690 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,546 3.7 13,862 5.4 14,051 7.2 13,862 7.1
CBT CORN U.S. 26,230 2.3 28,236 2.4 1,158,186 23,504 2.5 19,025 2.1 922,840
NON U.S. 2,888 0.2 1,705 0.1 1,668 0.2 2,050 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 29,118 2.5 29,941 2.5 25,172 2.7 21,075 2.3
CBT SOYBEANS U.S. 905 0.2 1,419 0.3 492,038 3,444 0.8 1,678 0.4 417,596
NON U.S. 573 0.1 586 0.1 518 0.1 281 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,478 0.3 2,005 0.4 3,962 0.9 1,959 0.5
NYME HEATING OIL AVG PRICE OPTIONS U.S. 10,458 5.2 5,574 2.8 200,636 3,066 3.0 8,727 8.4 103,802
NON U.S. 3,030 1.5 3,240 1.6 2,420 2.3 2,325 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 13,488 6.7 8,814 4.4 5,486 5.3 11,052 10.6
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 272,078 8.4 300,421 9.3 3,242,705 157,105 6.7 141,731 6.1 2,331,879
NON U.S. 27,177 0.8 49,894 1.5 39,105 1.7 19,002 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 299,255 9.2 350,315 10.8 196,210 8.4 160,733 6.9
ICUS COTTON NO. 2 U.S. 7,671 4.1 1,904 1.0 186,675 2,944 1.2 2,053 0.8 249,196
NON U.S. 475 0.3 543 0.3 175 0.1 35 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,146 4.4 2,447 1.3 3,119 1.3 2,088 0.8
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 700 1.8 2,200 5.8 38,134 5,200 2.6 8,300 4.1 203,002
NON U.S. 4 0 0.0 2,001 5.2 10,050 5.0 5,950 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
8 700 1.8 4,201 11.0 15,250 7.6 14,250 7.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 10,015 1.5 48,439 7.2 668,676 43,258 4.3 34,139 3.4 1,000,481
NON U.S. 23 14,600 2.2 18,545 2.8 42,740 4.3 29,568 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
30 24,615 3.7 66,984 10.0 85,998 8.6 63,707 6.4
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3,000 1.4 2,375 1.1 208,991 7,260 2.4 2,975 1.0 305,351
NON U.S. 2,050 1.0 8,015 3.8 5,400 1.8 8,460 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 5,050 2.4 10,390 4.9 12,660 4.2 11,435 3.8
CBT 30-DAY FEDERAL FUNDS U.S. 5 6,875 2.0 4,750 1.4 346,604 6,700 1.3 7,200 1.4 504,507
NON U.S. 6 11,450 3.3 3,750 1.1 22,650 4.5 23,350 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
11 18,325 5.3 8,500 2.5 29,350 5.8 30,550 6.0
NYME CRUDE OIL, LIGHT SWEET U.S. 121,137 5.0 172,098 7.0 2,446,537 133,590 6.4 109,792 5.3 2,090,879
NON U.S. 25,449 1.0 55,221 2.3 50,482 2.4 27,620 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
15 146,586 6.0 227,319 9.3 184,072 8.8 137,412 6.6
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 37,005 13.5 24,315 8.9 273,798 8,910 6.0 3,936 2.7 147,448
NON U.S. 600 0.2 400 0.1 250 0.2 400 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 37,605 13.7 24,715 9.0 9,160 6.2 4,336 3.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 106,638 10.7 140,006 14.1 995,286 160,946 17.1 84,030 8.9 943,702
NON U.S. 9 32,102 3.2 83,794 8.4 96,955 10.3 43,117 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
13 138,740 13.9 223,800 22.5 257,901 27.4 127,147 13.5
ICUS SUGAR NO. 11 U.S. 4,402 1.0 4,023 1.0 422,368 7,417 2.3 2,000 0.6 323,850
NON U.S. 5,592 1.3 4,937 1.2 1,612 0.5 337 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,994 2.3 8,960 2.2 9,029 2.8 2,337 0.7
CMX SILVER U.S. 2,671 2.7 5,377 5.4 99,309 5,201 6.0 1,440 1.7 86,768
NON U.S. 1,467 1.5 2,826 2.8 1,970 2.3 1,945 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,138 4.2 8,203 8.2 7,171 8.3 3,385 3.9
CMX GOLD U.S. 46,178 8.3 54,774 9.8 557,339 32,415 8.6 31,228 8.3 375,119
NON U.S. 15,068 2.7 35,960 6.5 12,505 3.3 20,609 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 61,246 11.0 90,734 16.3 44,920 11.9 51,837 13.8
CME 3-MONTH EURODOLLARS U.S. 12 250,975 3.3 327,784 4.3 7,693,929 827,535 7.7 447,100 4.1 10,782,856
NON U.S. 32 337,906 4.4 488,906 6.4 538,265 5.0 572,625 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
44 588,881 7.7 816,690 10.7 1,365,800 12.7 1,019,725 9.4
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 487,288 3,652 0.5 0 0.0 736,007
NON U.S. 5,000 1.0 200 0.0 4,650 0.6 805 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 5,000 1.0 200 0.0 8,302 1.1 805 0.1