BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 49,422 4.2 12,072 1.0 1,175,379 20,130 2.2 38,505 4.3 903,532
NON U.S. 4,728 0.4 1,425 0.1 628 0.1 5,729 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 54,150 4.6 13,497 1.1 20,758 2.3 44,234 4.9
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 1,900 3.1 1,200 1.9 62,148 1,655 2.5 2,050 3.1 65,981
NON U.S. 600 1.0 525 0.8 1,500 2.3 725 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,500 4.1 1,725 2.7 3,155 4.8 2,775 4.2
NYME HEATING OIL AVG PRICE OPTIONS U.S. 14,105 7.4 5,698 3.0 189,580 2,812 2.8 11,558 11.4 100,962
NON U.S. 3,362 1.8 3,712 2.0 2,724 2.7 2,107 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 17,467 9.2 9,410 5.0 5,536 5.5 13,665 13.5
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 291,591 8.7 329,199 9.9 3,337,424 173,617 7.2 150,372 6.3 2,404,571
NON U.S. 24,045 0.7 44,714 1.3 37,435 1.6 17,322 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 315,636 9.4 373,913 11.2 211,052 8.8 167,694 7.0
ICUS COTTON NO. 2 U.S. 10,742 5.0 1,904 0.9 216,799 7,725 3.7 5,074 2.4 208,772
NON U.S. 535 0.2 603 0.3 245 0.1 485 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,277 5.2 2,507 1.2 7,970 3.8 5,559 2.6
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 23,190 4.2 42,899 7.8 550,340 55,990 6.0 56,573 6.1 934,965
NON U.S. 15 17,483 3.2 16,085 2.9 55,837 6.0 37,400 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
23 40,673 7.4 58,984 10.7 111,827 12.0 93,973 10.1
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2,000 1.5 400 0.3 134,776 4,101 1.4 400 0.1 284,477
NON U.S. 2,300 1.7 12,350 9.2 17,200 6.0 3,356 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
9 4,300 3.2 12,750 9.5 21,301 7.4 3,756 1.3
CBT 30-DAY FEDERAL FUNDS U.S. 5 4,975 2.0 3,450 1.4 245,310 16,550 2.3 16,225 2.2 729,557
NON U.S. 5 2,500 1.0 4,000 1.6 53,200 7.3 51,751 7.1
---- --------- ---- --------- ---- --------- ---- --------- ----
10 7,475 3.0 7,450 3.0 69,750 9.6 67,976 9.3
NYME CRUDE OIL, LIGHT SWEET U.S. 112,710 5.1 158,244 7.1 2,223,726 114,210 6.1 97,447 5.2 1,871,790
NON U.S. 29,032 1.3 50,031 2.2 46,994 2.5 30,516 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
16 141,742 6.4 208,275 9.3 161,204 8.6 127,963 6.8
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 43,724 14.1 33,987 11.0 309,958 10,432 7.7 2,685 2.0 135,188
NON U.S. 350 0.1 550 0.2 0 0.0 550 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 44,074 14.2 34,537 11.2 10,432 7.7 3,235 2.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 100,109 10.5 136,837 14.3 954,817 152,460 17.0 82,287 9.2 896,956
NON U.S. 9 30,754 3.2 84,924 8.9 98,529 11.0 44,627 5.0
---- --------- ---- --------- ---- --------- ---- --------- ----
13 130,863 13.7 221,761 23.2 250,989 28.0 126,914 14.2
NYME BRENT AVG PRICE OPTIONS U.S. 6,800 5.9 3,818 3.3 115,299 8,950 13.0 4,935 7.2 68,889
NON U.S. 3,612 3.1 2,805 2.4 5,130 7.4 3,800 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 10,412 9.0 6,623 5.7 14,080 20.4 8,735 12.7
CMX SILVER U.S. 1,816 1.4 7,981 6.2 127,938 5,938 5.7 2,864 2.7 104,573
NON U.S. 2,614 2.0 5,742 4.5 3,107 3.0 3,603 3.4
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,430 3.4 13,723 10.7 9,045 8.7 6,467 6.1
CMX GOLD U.S. 43,904 7.4 60,220 10.2 589,720 28,166 7.5 35,959 9.6 375,407
NON U.S. 16,814 2.9 37,779 6.4 12,886 3.4 16,964 4.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 60,718 10.3 97,999 16.6 41,052 10.9 52,923 14.1
CME EURO FX U.S. 1,112 2.1 409 0.8 52,225 1,156 1.4 202 0.3 79,985
NON U.S. 4,688 9.0 1,315 2.5 3,441 4.3 1,140 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,800 11.1 1,724 3.3 4,597 5.7 1,342 1.7
CME 3-MONTH EURODOLLARS U.S. 13 345,625 3.5 544,894 5.5 9,981,638 1,130,160 8.8 637,220 5.0 12,816,657
NON U.S. 33 304,389 3.0 483,584 4.8 691,876 5.4 689,349 5.4
---- --------- ---- --------- ---- --------- ---- --------- ----
46 650,014 6.5 1,028,478 10.3 1,822,036 14.2 1,326,569 10.4
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 548,895 3,422 0.4 0 0.0 883,588
NON U.S. 2,250 0.4 422 0.1 3,510 0.4 1,458 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,250 0.4 422 0.1 6,932 0.8 1,458 0.2